The Review of Financial Studies

1988 - 2025

Current editor(s): Itay Goldstein

From Society for Financial Studies
Oxford University Press, Journals Department, 2001 Evans Road, Cary, NC 27513 USA..
Contact information at EDIRC.
Bibliographic data for series maintained by Oxford University Press ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 20, issue 6, 2007

Turning over Turnover pp. 1749-1782

K. J. Martijn Cremers and Jianping Mei

Liquidity and Expected Returns: Lessons from Emerging Markets pp. 1783-1831

Geert Bekaert, Campbell R. Harvey and Christian Lundblad

Insider Trades and Private Information: The Special Case of Delayed-Disclosure Trades pp. 1833-1864

Shijun Cheng, Venky Nagar and Madhav V. Rajan

Valuation in Over-the-Counter Markets pp. 1865-1900

Darrell Duffie, Nicolae Gârleanu and Lasse Pedersen

Strategic Cost of Diversification pp. 1901-1940

Evgeny Lyandres

The Real Effects of Asset Market Bubbles: Loan- and Firm-Level Evidence of a Lending Channel pp. 1941-1973

Jie Gan

Informed and Strategic Order Flow in the Bond Markets pp. 1975-2019

Paolo Pasquariello and Clara Vega

Underpricing in the Corporate Bond Market pp. 2021-2046

Nianyun (Kelly) Cai, Jean Helwege and Arthur Warga

How Do Diversity of Opinion and Information Asymmetry Affect Acquirer Returns? pp. 2047-2078

Sara B. Moeller, Frederik P. Schlingemann and René M. Stulz

Optimal Long-Term Financial Contracting pp. 2079-2128

Peter DeMarzo and Michael J. Fishman

Relationship Banking, Fragility, and the Asset-Liability Matching Problem pp. 2129-2177

Fenghua Song and Anjan Thakor

Volume 20, issue 5, 2007

Governance Mechanisms and Bond Prices pp. 1359-1388

K.J. Martijn Cremers, Vinay Nair and Chenyang Wei

Can the Trade-off Theory Explain Debt Structure? pp. 1389-1428

Dirk Hackbarth, Christopher A. Hennessy and Hayne Leland

Financial Constraints, Asset Tangibility, and Corporate Investment pp. 1429-1460

Heitor Almeida and Murillo Campello

An Equilibrium Model of Investment Under Uncertainty pp. 1461-1502

Robert Novy-Marx

Portfolio Performance Manipulation and Manipulation-proof Performance Measures pp. 1503-1546

Jonathan Ingersoll and Ivo Welch

Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation pp. 1547-1581

Yongmiao Hong, Jun Tu and Guofu Zhou

Optimal Asset Allocation and Risk Shifting in Money Management pp. 1583-1621

Suleyman Basak, Anna Pavlova and Alexander Shapiro

The Forgone Gains of Incomplete Portfolios pp. 1623-1646

Monica Paiella

When Does Extra Risk Strictly Increase an Option's Value? pp. 1647-1667

Eric Rasmusen

Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields pp. 1669-1706

Qiang Dai, Kenneth J. Singleton and Wei Yang

Does Anonymity Matter in Electronic Limit Order Markets? pp. 1707-1747

Thierry Foucault, Sophie Moinas and Erik Theissen

Volume 20, issue 4, 2007

A Theory of IPO Waves pp. 983-1020

Ping He

Analyst Hype in IPOs: Explaining the Popularity of Bookbuilding pp. 1021-1058

Francois Degeorge, Francois Derrien and Kent Womack

Optimal Equity Stakes and Corporate Control pp. 1059-1086

Richmond D. Mathews

International Evidence on Cash Holdings and Expected Managerial Agency Problems pp. 1087-1112

Ivalina Kalcheva and Karl Lins

Industry Information Diffusion and the Lead-lag Effect in Stock Returns pp. 1113-1138

Kewei Hou

Asset Prices and Exchange Rates pp. 1139-1180

Anna Pavlova and Roberto Rigobon

Walrasian Tâtonnement Auctions on the Tokyo Grain Exchange pp. 1183-1218

James Eaves and Jeffrey Williams

Booms, Busts, and Fraud pp. 1219-1254

Paul Povel, Rajdeep Singh and Andrew Winton

Equilibrium Underdiversification and the Preference for Skewness pp. 1255-1288

Todd Mitton and Keith Vorkink

Financing a Portfolio of Projects pp. 1289-1325

Roman Inderst, Holger M. Mueller and Felix Münnich

Information Diffusion Effects in Individual Investors' Common Stock Purchases: Covet Thy Neighbors' Investment Choices pp. 1327-1357

Zoran Ivkovi and Scott Weisbenner

Volume 20, issue 3, 2007

Transactions Accounts and Loan Monitoring pp. 529-556

Loretta Mester, Leonard Nakamura and Micheline Renault

Spin-offs, Divestitures, and Conglomerate Investment pp. 557-595

Gönül Çolak and Toni Whited

The Effect of Private-Debt-Underwriting Reputation on Bank Public-Debt Underwriting pp. 597-618

Rajesh P. Narayanan, Kasturi P. Rangan and Nanda K. Rangan

Price Informativeness and Investment Sensitivity to Stock Price pp. 619-650

Qi Chen, Itay Goldstein and Wei Jiang

Stock Return Predictability: Is it There? pp. 651-707

Andrew Ang and Geert Bekaert

The Cross-Section of Expected Trading Activity pp. 709-740

Tarun Chordia, Sahn-Wook Huh and Avanidhar Subrahmanyam

Tipping pp. 741-768

Paul Irvine, Marc Lipson and Andy Puckett

Risk and Return in Fixed-Income Arbitrage: Nickels in Front of a Steamroller? pp. 769-811

Jefferson Duarte, Francis A. Longstaff and Fan Yu

Option Market Activity pp. 813-857

Josef Lakonishok, Inmoo Lee, Neil D. Pearson and Allen M. Poteshman

Why Does Implied Risk Aversion Smile? pp. 859-904

Alexandre Ziegler

Do Investors Trade More When Stocks Have Performed Well? Evidence from 46 Countries pp. 905-951

John M. Griffin, Federico Nardari and René M. Stulz

Good Stewards, Cheap Talkers, or Family Men? The Impact of Mutual Fund Closures on Fund Managers, Flows, Fees, and Performance pp. 953-982

Arturo Bris, Huseyin Gulen, Padma Kadiyala and P. Raghavendra Rau

Volume 20, issue 2, 2007

Transparency and Liquidity: A Controlled Experiment on Corporate Bonds pp. 235-273

Michael A. Goldstein, Edith S. Hotchkiss and Erik R. Sirri

Financial Intermediation and the Costs of Trading in an Opaque Market pp. 275-314

Richard Green, Burton Hollifield and Norman Schürhoff

Public Disclosure and Private Decisions: Equity Market Execution Quality and Order Routing pp. 315-358

Ekkehart Boehmer, Robert Jennings and Li Wei

Options and Bubbles pp. 359-390

Steven L. Heston, Mark Loewenstein and Gregory A. Willard

Imperfect Competition, Information Heterogeneity, and Financial Contagion pp. 391-426

Paolo Pasquariello

Approximation and Calibration of Short-Term Implied Volatilities Under Jump-Diffusion Stochastic Volatility pp. 427-459

Alexey Medvedev and Olivier Scaillet

Do Termination Provisions Truncate the Takeover Bidding Process? pp. 461-489

Audra L. Boone and J. Harold Mulherin

Trade Credit: Suppliers as Debt Collectors and Insurance Providers pp. 491-527

Vicente Cuñat

Volume 20, issue 1, 2007

Portfolio Selection in Stochastic Environments pp. 1-39

Jun Liu

Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach pp. 41-81

Lorenzo Garlappi, Raman Uppal and Tan Wang

Life-Cycle Portfolio Choice with Additive Habit Formation Preferences and Uninsurable Labor Income Risk pp. 83-124

Valery Polkovnichenko

Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds pp. 125-150

Gordon Alexander, Gjergji Cici and Scott Gibson

Agency and Optimal Investment Dynamics pp. 151-188

Peter DeMarzo and Michael J. Fishman

The Role of Knowhow Acquisition in the Formation and Duration of Joint Ventures pp. 189-233

Michel A. Habib and Pierre Mella-Barral