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..
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Volume 19, issue 4, 2006

Dynamic Portfolio Choice with Parameter Uncertainty and the Economic Value of Analysts' Recommendations pp. 1113-1156

Jakša Cvitanić, Ali Lazrak, Lionel Martellini and Fernando Zapatero

Transmission of Information across International Equity Markets pp. 1157-1189

Jon Wongswan

Downside Risk pp. 1191-1239

Andrew Ang, Joseph Chen and Yuhang Xing

The Impact of Trades on Daily Volatility pp. 1241-1277

Doron Avramov, Tarun Chordia and Amit Goyal

Option Coskewness and Capital Asset Pricing pp. 1279-1320

Joel M. Vanden

Asset Pricing Implications of Firms' Financing Constraints pp. 1321-1356

João Gomes, Amir Yaron and Lu Zhang

Theory and Evidence on the Resolution of Financial Distress pp. 1357-1397

David T. Brown, Brian A. Ciochetti and Timothy J. Riddiough

Takeover Contests with Asymmetric Bidders pp. 1399-1431

Paul Povel and Rajdeep Singh

Capital Controls, Liberalizations, and Foreign Direct Investment pp. 1433-1464

Mihir A. Desai, C. Fritz Foley and James R. Hines

Corporate Diversification and Credit Constraints: Real Effects across the Business Cycle pp. 1465-1498

Valentin Dimitrov and Sheri Tice

Consumer Confidence and Asset Prices: Some Empirical Evidence pp. 1499-1529

Michael Lemmon and Evgenia Portniaguina

Investor Overconfidence and Trading Volume pp. 1531-1565

Meir Statman, Steven Thorley and Keith Vorkink

Volume 19, issue 3, 2006

A Note from the Editor pp. 717-717

Maureen O'Hara

Beauty Contests and Iterated Expectations in Asset Markets pp. 719-752

Franklin Allen, Stephen Morris and Hyun Song Shin

International Capital Markets and Foreign Exchange Risk pp. 753-795

Michael J. Brennan and Yihong Xia

Pairs Trading: Performance of a Relative-Value Arbitrage Rule pp. 797-827

Evan Gatev, William Goetzmann and K. Rouwenhorst

Corporate Finance and the Monetary Transmission Mechanism pp. 829-870

Patrick Bolton and Xavier Freixas

The Information in Option Volume for Future Stock Prices pp. 871-908

Jun Pan and Allen M. Poteshman

Maximum Likelihood Estimation of Latent Affine Processes pp. 909-965

David S. Bates

Competition and Strategic Information Acquisition in Credit Markets pp. 967-1000

Robert Hauswald and Robert Marquez

Asset Pricing Models and Financial Market Anomalies pp. 1001-1040

Doron Avramov and Tarun Chordia

Innovation, Differentiation, and the Choice of an Underwriter: Evidence from Equity-Linked Securities pp. 1041-1080

Enrique Schroth

The Impact of Legal and Political Institutions on Equity Trading Costs: A Cross-Country Analysis pp. 1081-1111

Venkat Eleswarapu and Kumar Venkataraman

Volume 19, issue 2, 2006

Note from the Editor pp. 357-357

Matthew Spiegel

The Behavior of Interest Rates pp. 359-379

Eugene F. Fama

IPO Underpricing and After-Market Liquidity pp. 381-421

Andrew Ellul and Marco Pagano

Evaluating Government Bond Fund Performance with Stochastic Discount Factors pp. 423-455

Wayne Ferson, Tyler R. Henry and Darren J. Kisgen

A Trade-Based Analysis of Momentum pp. 457-491

Soeren Hvidkjaer

Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence pp. 493-529

U. Çetin, Robert Jarrow, P. Protter and M. Warachka

Financial Constraints Risk pp. 531-559

Toni Whited and Guojun Wu

If at First You Don't Succeed: The Effect of the Option to Resolicit on Corporate Takeovers pp. 561-603

Ann B. Gillette and Thomas Noe

Capital Structure, Compensation and Incentives pp. 605-632

Alan V. S. Douglas

Hedging, Familiarity and Portfolio Choice pp. 633-685

Massimo Massa and Andrei Simonov

Loan Sales and the Cost of Corporate Borrowing pp. 687-716

A. Burak Güner

Volume 19, issue 1, 2006

Labor Income and Predictable Stock Returns pp. 1-44

Tano Santos and Pietro Veronesi

Does the Source of Capital Affect Capital Structure? pp. 45-79

Michael Faulkender and Mitchell Petersen

Credit Ratings as Coordination Mechanisms pp. 81-118

Arnoud Boot, Todd T. Milbourn and Anjolein Schmeits

Credit Ratings and Stock Liquidity pp. 119-157

Elizabeth R. Odders-White and Mark Ready

Explaining Returns with Cash-Flow Proxies pp. 159-194

Peter Hecht and Tuomo Vuolteenaho

Competition and Cooperation in Divisible Good Auctions: An Experimental Examination pp. 195-235

Orly Sade, Charles Schnitzlein and Jaime F. Zender

Asset Allocation with a High Dimensional Latent Factor Stochastic Volatility Model pp. 237-271

Yufeng Han

Exchange Rates, Equity Prices, and Capital Flows pp. 273-317

Harald Hau and Helene Rey

Analysts' Weighting of Private and Public Information pp. 319-355

Qi Chen and Wei Jiang

Volume 18, issue 4, 2005

Fund Families as Delegated Monitors of Money Managers pp. 1139-1169

Simon Gervais, Anthony W. Lynch and David K. Musto

Limit Order Book as a Market for Liquidity pp. 1171-1217

Thierry Foucault, Ohad Kadan and Eugene Kandel

Model Uncertainty, Limited Market Participation, and Asset Prices pp. 1219-1251

Huining Cao, Tan Wang and Harold Zhang

An Equilibrium Model of Asset Pricing and Moral Hazard pp. 1253-1303

Hui Ou-Yang

The Model-Free Implied Volatility and Its Information Content pp. 1305-1342

George J. Jiang and Yisong S. Tian

Why Do Larger Orders Receive Discounts on the London Stock Exchange? pp. 1343-1368

Dan Bernhardt, Vladimir Dvoracek, Eric Hughson and Ingrid M. Werner

Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets pp. 1369-1402

George Chacko and Luis Viceira

Powerful CEOs and Their Impact on Corporate Performance pp. 1403-1432

Renee Adams, Heitor Almeida and Daniel Ferreira

How Does Industry Affect Firm Financial Structure? pp. 1433-1466

Peter MacKay and Gordon Phillips

Household Portfolio Diversification: A Case for Rank-Dependent Preferences pp. 1467-1502

Valery Polkovnichenko

Volume 18, issue 3, 2005

Island Goes Dark: Transparency, Fragmentation, and Regulation pp. 743-793

Terrence Hendershott and Charles Jones

Do Domestic Investors Have an Edge? The Trading Experience of Foreign Investors in Korea pp. 795-829

Hyuk Choe, Bong-Chan Kho and René M. Stulz

A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability pp. 831-873

Michael W. Brandt, Amit Goyal, Pedro Santa-Clara and Jonathan R. Stroud

Do Heterogeneous Beliefs Matter for Asset Pricing? pp. 875-924

Evan Anderson, Eric Ghysels and Jennifer L. Juergens

Does Risk Seeking Drive Stock Prices? A Stochastic Dominance Analysis of Aggregate Investor Preferences and Beliefs pp. 925-953

Thierry Post and Haim Levy

Coordination of Expectations in Asset Pricing Experiments pp. 955-980

Cars Hommes, Joep Sonnemans, Jan Tuinstra and Henk van de Velden

Market Frictions, Price Delay, and the Cross-Section of Expected Returns pp. 981-1020

Kewei Hou and Tobias J. Moskowitz

Optimal Contracts Under Adverse Selection and Moral Hazard: A Continuous-Time Approach pp. 1021-1073

Jaeyoung Sung

Information Acquisition Under Uncertainty in Credit Markets pp. 1075-1104

Priyodorshi Banerjee

IPO Market Timing pp. 1105-1138

Aydoğan Altı

Volume 18, issue 2, 2005

How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise pp. 351-416

Yacine Ait-Sahalia

Information Leakage and Market Efficiency pp. 417-457

Markus Brunnermeier

Interbank Market Integration under Asymmetric Information pp. 459-490

Xavier Freixas

Consumption and Portfolio Choice over the Life Cycle pp. 491-533

Joao F. Cocco

Portfolio Choice in the Presence of Housing pp. 535-567

Joao F. Cocco

Short-Term Persistence in Mutual Fund Performance pp. 569-597

Nicolas P. B. Bollen

Anonymity, Adverse Selection, and the Sorting of Interdealer Trades pp. 599-636

Peter C. Reiss

A Shrinkage Approach to Model Uncertainty and Asset Allocation pp. 673-705

Zhenyu Wang

Jackknifing Bond Option Prices pp. 707-742

Peter Phillips

Volume 18, issue 1, 2005

The Pooling and Tranching of Securities: A Model of Informed Intermediation pp. 1-35

Peter DeMarzo

Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates pp. 37-84

Yongmiao Hong

An Empirical Analysis of Stock and Bond Market Liquidity pp. 85-129

Tarun Chordia

An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks pp. 131-164

Jun Liu

Is Default Event Risk Priced in Corporate Bonds? pp. 165-195

Joost Driessen

Optimal Consumption and Portfolio Choices with Risky Housing and Borrowing Constraints pp. 197-239

Rui Yao

Corporate Governance, Incentives, and Industry Consolidations pp. 241-270

Keith C. Brown

Why Do Firms Announce Open-Market Repurchase Programs? pp. 271-300

Jacob Oded

Decision Processes, Agency Problems, and Information: An Economic Analysis of Capital Budgeting Procedures pp. 301-325

Anthony Marino and John Matsusaka

IPOs with Buy- and Sell-Side Information Production: The Dark Side of Open Sales pp. 327-347

Chris Yung