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Review of Finance

1997 - 2019

Continuation of Review of Finance.

Current editor(s): Josef ZechnerEditor-Name: Marco Pagano

From European Finance Association
Oxford University Press, Great Clarendon Street, Oxford OX2 6DP, UK.
Contact information at EDIRC.

Bibliographic data for series maintained by Oxford University Press ().

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Volume 6, issue 3, 2002

Risk Preferences Heterogeneity: Evidence from Asset Markets pp. 277-290 Downloads
Doron Kliger and Ori Levy
Seasoned Equity Issues in a Closely Held Market: Evidence from France pp. 291-319 Downloads
Jean-François Gajewski and Edith Ginglinger
American-style Indexed Executive Stock Options pp. 321-358 Downloads
Peter Jørgensen
Market Discipline in the Governance of U.S. Bank Holding Companies: Monitoring vs. Influencing pp. 361-396 Downloads
Robert R. Bliss and Mark J. Flannery
The Skill Profile of Central Bankers and Supervisors pp. 397-427 Downloads
Charles Goodhart, Dirk Schoenmaker and Paolo Dasgupta
Enhancing Bank Transparency: A Re-assessment pp. 429-445 Downloads
Ari Hyytinen and Tuomas Takalo

Volume 6, issue 2, 2002

The Processing of Non-Anticipated Information in Financial Markets: Analyzing the Impact of Surprises in the Employment Report pp. 133-161 Downloads
Nikolaus Hautsch and Dieter Hess
Do Firms Use Derivatives to Reduce their Dependence on External Capital Markets? pp. 163-187 Downloads
Tim R. Adam
The Book-to-Market and Size Effects in a General Asset Pricing Model: Evidence from Seven National Markets pp. 189-221 Downloads
Neal Maroney and Aris Protopapadakis
Suspension of Convertibility versus Deposit Insurance: A Welfare Comparison pp. 223-244 Downloads
Margarita Samartín
Production and the Real Rate of Interest: A Sample Path Equilibrium pp. 247-275 Downloads
David Feldman

Volume 6, issue 1, 2002

Optimal Decision-Making with Time Diversification pp. 1-30 Downloads
Paolo Vanini and Luigi Vignola
The Disciplining Role of Leverage in Dutch Firms pp. 31-62 Downloads
Abe De Jong
Endogenous Managerial Incentives and the Optimal Combination of Debt and Dividend Commitments pp. 63-99 Downloads
Alan V. Douglas
The Interest Rate Exposure of Nonfinancial Corporations pp. 101-125 Downloads
Söhnke Bartram

Volume 5, issue 3, 2001

Ownership Structure and the Life-Cycle of the Firm: A Theory of the Decision to Go Public pp. 167-200 Downloads
Ernst Maug
Libor Market Models versus Swap Market Models for Pricing Interest Rate Derivatives: An Empirical Analysis pp. 201-237 Downloads
Frank De Jong, Joost Driessen and Antoon Pelsser
Production and the Real Rate of Interest: A Sample Path Equilibrium pp. 239-267 Downloads
David Feldman
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor pp. 269-292 Downloads
John Campbell, João Cocco, Francisco Gomes, Pascal J. Maenhout and Luis Viceira
The Role of Book Income, Web Traffic, and Supply and Demand in the Pricing of U.S. Internet Stocks pp. 295-317 Downloads
John R. M. Hand
Comment on ‘The Role of Book Income, Web Traffic, and Supply and Demand in the Pricing of U.S. Internet Stocks’ pp. 319-321 Downloads
Eli Talmor
A Wealth-Based Explanation for Earnings Conservatism pp. 323-349 Downloads
Martien Lubberink and Carel Huijgen
Comment on ‘A Wealth Based Explanation for Earnings Conservatism’ pp. 351-352 Downloads
Simon Benninga
Book Reviews pp. 353-356 Downloads
Peter P. M. Smid
Book Reviews pp. 357-359 Downloads
Giorgio S. Questa

Volume 5, issue 1-2, 2001

Competition Among Banks: Introduction and Conference Overview pp. 1-11 Downloads
Franklin Allen, Hans Gersbach, Jan Krahnen and Anthony M. Santomero
Bank Competition: A Changing Paradigm pp. 13-20 Downloads
Tommaso Padoa-Schioppa
Screening, Bidding, and the Loan Market Tightness* pp. 21-61 Downloads
Melanie Cao and Shouyong Shi
Industrial Organization of Financial Systems and Strategic Use of Relationship Banking pp. 63-78 Downloads
Yishay Yafeh and Oved Yosha
Loanable Funds, Monitoring and Banking pp. 79-114 Downloads
Huberto Ennis
The Effects of Dynamic Changes in Bank Competition on the Supply of Small Business Credit pp. 115-139 Downloads
Allen N. Berger, Lawrence G. Goldberg and Lawrence J. White
European Bank Performance Beyond Country Borders: What Really Matters?* pp. 141-165 Downloads
Ana Lozano-Vivas, Jesus Pastor and Iftekhar Hasan

Volume 4, issue 3, 2000

The Valuation of Executive Stock Options in an Intensity-Based Framework pp. 211-230 Downloads
Peter Carr and Vadim Linetsky
Optimal Hedging and Valuation of Nontraded Assets pp. 231-251 Downloads
Lucie Teplå
Non-Segmented Equilibria Under Differential Taxation: Evidence from the Canadian Government Bond Market pp. 253-278 Downloads
Alexandra E. Mackay, Eliezer Z. Prisman and Yisong S. Tian
Capital Structure in an Industry Equilibrium with Endogenous Liquidation Values pp. 279-299 Downloads
Miguel Rosellón

Volume 4, issue 2, 2000

Do Newly Listed Derivatives Affect the Market Risk Premium in a Thin Stock Market? pp. 97-127 Downloads
Nicolas Clerc and Rajna Gibson
Dynamic Spanning in the Consumption-Based Capital Asset Pricing Model pp. 129-156 Downloads
Peter Ove Christensen, Svend Erik Graversen and Kristian R. Miltersen
Does the Governed Corporation Perform Better? Governance Structures and Corporate Performance in Germany pp. 157-195 Downloads
Erik Lehmann and Jürgen Weigand
Stochastic Interest Rates and the Bond-Stock Mix pp. 197-210 Downloads
Michael J. Brennan and Yihong Xia

Volume 4, issue 1, 2000

Optimal Portfolio Choice under Heterogeneous Beliefs pp. 1-19 Downloads
Alexandre Ziegler
The Valuation of Volatility Options pp. 21-50 Downloads
Jérôme Detemple and Carlton Osakwe
Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate pp. 51-67 Downloads
Frank Riedel
Pricing and Hedging Discount Bond Options in the Presence of Model Risk pp. 69-90 Downloads
F. S. Lhabitant, C. Martini and A. Reghai

Volume 3, issue 3, 1999

Swap Pricing with Two-Sided Default Risk in a Rating-Based Model pp. 239-268 Downloads
Brian Huge and David Lando
Comment on ‘Swap Pricing with Two-Sided Default Risk in a Rating-Based Model’ pp. 269-272 Downloads
Georges Hübner
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates pp. 273-310 Downloads
George J. Jiang and Pieter van der Sluis
Comment on ‘Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates’ pp. 311-317 Downloads
Bent Jesper Christensen
Valuation of Barrier Options in a Black–Scholes Setup with Jump Risk pp. 319-342 Downloads
Dietmar P. J. Leisen
Comment on ‘Valuation of Barrier Options in a Black–Scholes Setup with Jump Risk’ pp. 343-345 Downloads
Hans-Peter Bermin
The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices pp. 347-388 Downloads
Claus Munk
Comment on ‘The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices’ pp. 389-392 Downloads
Thaleia Zariphopoulou

Volume 3, issue 2, 1999

Are Investors Sensitive to the Quality and the Disclosure of Financial Statements? pp. 131-159 Downloads
Birgül Caramanolis-Çötelli, Lucien Gardiol, Rajna Gibson-Asner and Nils S. Tuchschmid
The Predictability of Short-Horizon Stock Returns pp. 161-173 Downloads
Bryan Mase
The Vouchers Privatization Process as a Price Discovery Mechanism pp. 175-203 Downloads
Elli Kraizberg
Asset Pricing Specification Errors and Performance Evaluation pp. 205-232 Downloads
Jia He, Lilian Ng and Chu Zhang
An Interpretation of SDF Based Performance Measures pp. 233-237 Downloads
Paul Söderlind

Volume 3, issue 1, 1999

The Market for Corporate Control and the Agency Paradigm pp. 1-22 Downloads
Norvald Instefjord
Stochastic Volatility With an Ornstein–Uhlenbeck Process: An Extension pp. 23-46 Downloads
Rainer Schöbel and Jianwei Zhu
Reflections on the Origins of the European Finance Association pp. 49-51 Downloads
Edwin J. Elton and Martin J. Gruber
Common Factors in Active and Passive Portfolios pp. 53-78 Downloads
Edwin J. Elton, Martin J. Gruber and Christopher R. Blake
When are Options Overpriced? The Black—Scholes Model and Alternative Characterisations of the Pricing Kernel pp. 79-102 Downloads
Günter Franke, Richard C. Stapleton and Marti G. Subrahmanyam
What is the International Dimension of International Finance? pp. 103-119 Downloads
Richard A. Brealey, Ian A. Cooper and Evi Kaplanis
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