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Review of Financial Studies

Volume 1 - 30

Current editor(s): Maureen O'Hara

From Society for Financial Studies
Oxford University Press, Journals Department, 2001 Evans Road, Cary, NC 27513 USA..
Contact information at EDIRC.

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Volume 16, issue 4, 2003

Informal Financial Networks: Theory and Evidence pp. 1007-1040 Downloads
Mark J. Garmaise
Price Discovery and Trading After Hours pp. 1041-1073 Downloads
Michael J. Barclay
Taxes and Corporate Finance: A Review pp. 1075-1129 Downloads
John R. Graham
Real Flexibility and Financial Structure: An Empirical Analysis pp. 1131-1165 Downloads
Peter MacKay
Cross-Subsidies, External Financing Constraints, and the Contribution of the Internal Capital Market to Firm Value pp. 1167-1201 Downloads
Matthew T. Billett
Greener Pastures and the Impact of Dynamic Institutional Preferences pp. 1203-1238 Downloads
James A. Bennett
Equilibrium Investment Strategies and Output Price Behavior: A Real-Options Approach pp. 1239-1272 Downloads
Felipe L. Aguerrevere
Institutional Liquidity Needs and the Structure of Monitored Finance pp. 1273-1313 Downloads
Andrew Winton
Raids, Rewards, and Reputations in the Market for Managerial Talent pp. 1315-1357 Downloads
C. Edward Fee
The Design of Financial Policies in Corporate Spin-offs pp. 1359-1388 Downloads
Vikas Mehrotra

Volume 16, issue 3, 2003

Term Structure Dynamics in Theory and Reality pp. 631-678 Downloads
Qiang Dai and Kenneth Singleton
Fundamental Properties of Bond Prices in Models of the Short-Term Rate pp. 679-716 Downloads
Antonio Mele
A New Approach to Measuring Financial Contagion pp. 717-763 Downloads
Kee-Hong Bae, G. Karolyi and René Stulz
Financial Development and Financing Constraints: International Evidence from the Structural Investment Model pp. 765-791 Downloads
Inessa Love
Nonlinear Mean Reversion in the Short-Term Interest Rate pp. 793-843 Downloads
Christopher S. Jones
Return Distributions and Improved Tests of Asset Pricing Models pp. 845-874 Downloads
Keith Vorkink
Statistical Arbitrage and Securities Prices pp. 875-919 Downloads
Oleg Bondarenko
Information Technology and Financial Services Competition pp. 921-948 Downloads
Robert Hauswald and Robert Marquez
Underwriter Certification and Japanese Seasoned Equity Issues pp. 949-982 Downloads
John W. Cooney, Hideaki Kiyoshi Kato and James S. Schallheim
Incomplete Consumption Risk Sharing and Currency Risk Premiums pp. 983-1005 Downloads
Sergei Sarkissian

Volume 16, issue 2, 2003

Liquidity-Based Competition for Order Flow pp. 301-343 Downloads
Christine A. Parlour and Duane J. Seppi
Market Making with Costly Monitoring: An Analysis of the SOES Controversy pp. 345-384 Downloads
Thierry Foucault, Ailsa Röell and Patrik Sandås
Order Preferencing and Market Quality on U.S. Equity Exchanges pp. 385-415 Downloads
Mark A. Peterson and Erik R. Sirri
An Analysis of Covariance Risk and Pricing Anomalies pp. 417-457 Downloads
Tobias J. Moskowitz
Risk Adjustment and Trading Strategies pp. 459-485 Downloads
Dong-Hyun Ahn, Jennifer Conrad and Robert Dittmar
Differences of Opinion, Short-Sales Constraints, and Market Crashes pp. 487-525 Downloads
Harrison Hong and Jeremy Stein
Delta-Hedged Gains and the Negative Market Volatility Risk Premium pp. 527-566 Downloads
Gurdip Bakshi and Nikunj Kapadia
Stochastic Discount Factor Bounds with Conditioning Information pp. 567-595 Downloads
Wayne Ferson and Andrew F. Siegel
Dynamic Equilibrium with Liquidity Constraints pp. 597-629 Downloads
Jérôme Detemple and Angel Serrat

Volume 16, issue 1, 2003

The Role of Lockups in Initial Public Offerings pp. 1-29
Alon Brav and Paul Gompers
Auctions vs. Bookbuilding and the Control of Underpricing in Hot IPO Markets pp. 31-61
FranÁois Derrien and Kent Womack
Global Integration in Primary Equity Markets: The Role of U.S. Banks and U.S. Investors pp. 63-99
Alexander Ljungqvist, Tim Jenkinson and William J. Wilhelm, Jr.
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options pp. 101-143
Gurdip Bakshi, Nikunj Kapadia and Dilip Madan
Employee Reload Options: Pricing, Hedging, and Optimal Exercise pp. 145-171
Philip Dybvig and Mark Loewenstein
Optimal Contracts in a Continuous-Time Delegated Portfolio Management Problem pp. 173-208
Hui Ou-Yang
Debt Maturity and the Effects of Growth Opportunities and Liquidity Risk on Leverage pp. 209-236
Shane Johnson
Managerial Compensation and the Market Reaction to Bank Loans pp. 237-261
Andres Almazan and Javier Suarez
The Role of Trading Halts in Monitoring a Specialist Market pp. 263-300
Roger Edelen and Simon Gervais

Volume 15, issue 5, 2002

The Informational Efficiency of the Corporate Bond Market: An Intraday Analysis pp. 1325-1354
Edith S. Hotchkiss and Tavy Ronen
Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy pp. 1355-1383
Viral Acharya and Jennifer N. Carpenter
The Long-Term Performance of Corporate Bonds (and Stocks) Following Seasoned Equity Offerings pp. 1385-1406
Allan C. Eberhart and Akhtar Siddique
On Mutual Fund Investment Styles pp. 1407-1437
Louis K. C. Chan, Hsiu-Lang Chen and Josef Lakonishok
Mutual Fund Survivorship pp. 1439-1463
Mark Carhart, Jennifer N. Carpenter, Anthony W. Lynch and David K. Musto
Fee Speech: Signaling, Risk-Sharing, and the Impact of Fee Structures on Investor Welfare pp. 1465-1497
Sanjiv Das and Rangarajan K. Sundaram
Demand Curves and the Pricing of Money Management pp. 1499-1524
Susan Christoffersen and David K. Musto
The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets pp. 1525-1560
Gikas Hardouvelis and Panayiotis Theodossiou
Regulating Access to International Large-Value Payment Systems pp. 1561-1586
Cornelia Holthausen and Thomas R¯nde

Volume 15, issue 4, 2002

Incentive-Compatible Contracts for the Sale of Information pp. 987-1003
Bruno Biais and Laurent Germain
Dynamic Volume-Return Relation of Individual Stocks pp. 1005-1047
Guillermo Llorente, Roni Michaely, Gideon Saar and Jiang Wang
The Informational Role of Stock and Option Volume pp. 1049-1075
Kalok Chan, Y. Peter Chung and Wai-Ming Fong
Price Formation and Market Quality When the Number and Presence of Insiders Is Unknown pp. 1077-1109
Charles R. Schnitzlein
Trading and Pricing in Upstairs and Downstairs Stock Markets pp. 1111-1135
G. Geoffrey Booth, Ji-Chai Lin, Teppo Martikainen and Yiuman Tse
International Asset Allocation With Regime Shifts pp. 1137-1187
Andrew Ang and Geert Bekaert
An Isomorphism Between Asset Pricing Models With and Without Linear Habit Formation pp. 1189-1221
Mark Schroder and Costis Skiadas
Stock Return Predictability: A Bayesian Model Selection Perspective pp. 1223-1249
K. J. Martijn Cremers
Structuring International Cooperative Ventures pp. 1251-1282
Thomas Noe, Michael J. Rebello and Milind M. Shrikhande
How Firms Should Hedge pp. 1283-1324
Gregory W. Brown and Klaus Bjerre Toft

Volume 15, issue 3, 2002

Option Exercise Games: An Application to the Equilibrium Investment Strategies of Firms pp. 691-721
Steven R. Grenadier
The Effect of Leverage on Bidding Behavior: Theory and Evidence from the FCC Auctions pp. 723-750
Matthew J. Clayton and S. Abraham Ravid
Macroeconomic Factors Do Influence Aggregate Stock Returns pp. 751-782
Mark Flannery and Aris A. Protopapadakis
Are the Fama and French Factors Global or Country Specific? pp. 783-803
John M. Griffin
Optimal Portfolio Selection with Transaction Costs and Finite Horizons pp. 805-835
Hong Liu and Mark Loewenstein
Risk Arbitrage in Takeovers pp. 837-868
Francesca Cornelli and David D. Li
Why New Issues and High-Accrual Firms Underperform: The Role of Analysts' Credulity pp. 869-900
Siew Hong Teoh and T. J. Wong
Competition, Adverse Selection, and Information Dispersion in the Banking Industry pp. 901-926
Robert Marquez
Financial Innovation and Information: The Role of Derivatives When a Market for Information Exists pp. 927-957
Massimo Massa
Nondiscriminating Foreclosure and Voluntary Liquidating Costs pp. 959-985
Ko Wang, Leslie Young and Yuqing Zhou

Volume 15, issue 2, 2002

Introduction to Review of Financial Studies Conference on Market Frictions and Behavioral Finance pp. 353-362
John Heaton and Robert Korajczyk
Robustness and Pricing with Uncertain Growth pp. 363-404
Marco Cagetti, Lars Hansen, Thomas Sargent and Noah Williams
Discussion of "Robustness and Pricing with Uncertain Growth" pp. 405-412
Pascal J. Maenhout
Why Don't Issuers Get Upset About Leaving Money on the Table in IPOs? pp. 413-444
Tim Loughran and Jay Ritter
Discussion of "Why Don't Issuers Get Upset About Leaving Money on the Table in IPOs?" pp. 445-454
Kent Daniel
Online Investors: Do the Slow Die First? pp. 455-488
Brad Barber and Terrance Odean
Underreaction to Self-Selected News Events: The Case of Stock Splits pp. 489-526
David L. Ikenberry and Sundaresh Ramnath
Discussion of "Underreaction to Self-Selected News Events" pp. 527-532
Sheridan Titman
Momentum and Autocorrelation in Stock Returns pp. 533-564
Jonathan Lewellen
Discussion of "Momentum and Autocorrelation in Stock Returns" pp. 565-574
Joseph Chen and Harrison Hong
Competing Theories of Financial Anomalies pp. 575-606
Alon Brav and J.B. Heaton
Discussion of "Competing Theories of Financial Anomalies" pp. 607-614
Werner De Bondt
Sidelined Investors, Trading-Generated News, and Security Returns pp. 615-648
Huining Cao, Joshua D. Coval and David Hirshleifer
Discussion of "Sidelined Investors, Trading-Generated News, and Security Returns" pp. 649-654
Pietro Veronesi
Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return Autocorrelations pp. 655-689
Dong-Hyun Ahn, Jacob Boudoukh, Matthew Richardson and Robert F. Whitelaw

Volume 15, issue 1, 2002

Testing Trade-Off and Pecking Order Predictions About Dividends and Debt pp. 1-33
Eugene Fama
When Are Real Options Exercised? An Empirical Study of Mine Closings pp. 35-64
Alberto Moel
Persistence and Reversal in Herd Behavior: Theory and Application to the Decision to Go Public pp. 65-95
Lee Nelson
The Investor Recognition Hypothesis in a Dynamic General Equilibrium: Theory and Evidence pp. 97-141
Alexander Shapiro
Cross-Sectional and Time-Series Determinants of Momentum Returns pp. 143-157
Narasimhan Jegadeesh
Does the Limit Order Routing Decision Matter? pp. 159-194
Robert Battalio, Jason Greene and Brian Hatch
Pricing Interest Rate Derivatives: A General Approach pp. 195-241
George Chacko
Quadratic Term Structure Models: Theory and Evidence pp. 243-288
Dong-Hyun Ahn and Robert Dittmar
Investor Activism and Financial Market Structure pp. 289-318
Thomas Noe
An Empirical Analysis of Personal Bankruptcy and Delinquency pp. 319-347
David B. Gross
Asset Pricing, John H. Cochrane. Princeton, NJ: Princeton University Press, 2001. 530 pp. ISBN 0-691-07498-4 pp. 349-351
Wayne Ferson
Page updated 2017-11-22