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 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 A. 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 Peter 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