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 ().

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Volume 14, issue 4, 2001

Assessing Asset Pricing Anomalies pp. 905-42

Michael Brennan and Yihong Xia

Ownership and Control of German Corporations pp. 943-77

Julian Franks and Colin Mayer

Information Flow and Pricing Errors: A Unified Approach to Estimation and Testing pp. 979-1020

Thomas J George and Chuan-Yang Hwang

The Many Faces of Information Disclosure pp. 1021-57

Arnoud Boot and Anjan Thakor

Bank Power and Cash Holdings: Evidence from Japan pp. 1059-82

Lee Pinkowitz and Rohan Williamson

Disentangling the Dividend Information in Splits: A Decomposition Using Conditional Event-Study Methods pp. 1083-1116

Subhankar Nayak and Nagpurnanand R Prabhala

Quantitative Asset Pricing Implications of Endogenous Solvency Constraints pp. 1117-51

Fernando Alvarez and Urban Jermann

Price Impact Asymmetry of Block Trades: An Institutional Trading Explanation pp. 1153-81

Gideon Saar

Rational Beliefs and Security Design pp. 1183-1213

Mark Garmaise

How Does the Spirit of Capitalism Affect Stock Market Prices? pp. 1215-32

William T Smith

Volume 14, issue 3, 2001

Optimal Consumption and Investment with Capital Gains Taxes pp. 583-616

Robert M Dammon, Chester S Spatt and Harold Zhang

Cross-Border Investing with Tax Arbitrage: The Case of German Dividend Tax Credits pp. 617-57

Robert L McDonald

Familiarity Breeds Investment pp. 659-80

Gur Huberman

An Examination of Changes in Specialists' Posted Price Schedules pp. 681-704

Kenneth A Kavajecz and Elizabeth R Odders-White

Adverse Selection and Competitive Market Making: Empirical Evidence from a Limit Order Market pp. 705-34

Patrik Sandas

The Endogeneity of Managerial Compensation in Firm Valuation: A Solution pp. 735-64

Darius Palia

The Impact of Debt Financing on Entry and Exit in a Duopoly pp. 765-804

Bart M Lambrecht

Exposure and Markups pp. 805-35

George Allayannis and Jane Ihrig

The Determinants of Asymmetric Volatility pp. 837-59

Guojun Wu

Expected Returns and Habit Persistence pp. 861-99

Yuming Li

Volume 14, issue 2, 2001

The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers pp. 313-41

William Fung and David A Hsieh

Efficient Trading Strategies in the Presence of Market Frictions pp. 343-69

Elyès Jouini and Hedi Kallal

Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices pp. 371-405

Suleyman Basak and Alexander Shapiro

Optimal Portfolio Choice and the Valuation of Illiquid Securities pp. 407-31

Francis Longstaff

Underpricing and Entrepreneurial Wealth Losses in IPOs: Theory and Evidence pp. 433-58

Michel A Habib and Alexander Ljungqvist

Technological Innovation and Initial Public Offerings pp. 459-94

Vojislav Maksimovic and Pegaret Pichler

The Price of a Smile: Hedging and Spanning in Option Markets pp. 495-527

Andrea Buraschi and Jens Jackwerth

Financial Constraints and Stock Returns pp. 529-54

Owen Lamont, Christopher Polk and Jesus Saa-Requejo

An Analysis of Default Correlations and Multiple Defaults pp. 555-76

Chunsheng Zhou

Volume 14, issue 1, 2001

Learning to be Overconfident pp. 1-27

Simon Gervais and Terrance Odean

Understanding the Nature of the Risks and the pp. 29-78

Bruce D Grundy and J Spencer Martin

Are Insider Trades Informative? pp. 79-111

Josef Lakonishok and Inmoo Lee

Valuing American Options by Simulation: A Simple Least-Squares Approach pp. 113-47

Francis Longstaff and Eduardo S Schwartz

The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks pp. 149-85

Pedro Santa-Clara and Didier Sornette

Equilibrium Positive Interest Rates: A Unified View pp. 187-214

Yan Jin and Paul Glasserman

International Competition and Exchange Rate Shocks: A Cross-Country Industry Analysis of Stock Returns pp. 215-41

John M Griffin and Rene M Stulz

The Use of Foreign Currency Derivatives and Firm Market Value pp. 243-76

George Allayannis and James P Weston

Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods pp. 277-305

Bernard Dumas and Raman Uppal

Volume 13, issue 4, 2000

Toeholds, Bid Jumps, and Expected Payoffs in Takeovers pp. 841-82

Sandra Betton and Bjorn Eckbo

Asset Pricing Models: Implications for Expected Returns and Portfolio Selection pp. 883-916

A Craig MacKinlay and Lubos Pastor

Regulatory and Legal Pressures and the Costs of Nasdaq Trading pp. 917-57

Paul Schultz

The Interaction between Product Market and Financing Strategy: The Role of Venture Capital pp. 959-84

Thomas Hellmann and Manju Puri

Strategic Debt Restructuring pp. 985-1015

Thomas Noe and Jun Wang

The Private Placement of Debt and Outside Equity as an Information Revelation Mechanism pp. 1017-55

Michel A Habib and D Bruce Johnsen

Debt Valuation, Renegotiation, and Optimal Dividend Policy pp. 1057-99

Hua Fan and Suresh M Sundaresan

Client Discretion, Switching Costs, and Financial Innovation pp. 1101-27

Sugato Bhattacharyya and Vikram Nanda

Market Making, Prices, and Quantity Limits pp. 1129-51

Dominique Dupont

Volume 13, issue 3, 2000

Forcing Firms to Talk: Financial Disclosure Regulation and Externalities pp. 479-519

Anat Admati and Paul Pfleiderer

Stock Market Risk and Return: An Equilibrium Approach pp. 521-47

Robert F Whitelaw

Do Call Prices and the Underlying Stock Always Move in the Same Direction? pp. 549-84

Gurdip Bakshi, Charles Cao and Zhiwu Chen

A Closed-Form GARCH Option Valuation Model pp. 585-625

Steven L Heston and Saikat Nandi

Price Discovery in Auction Markets: A Look Inside the Black Box pp. 627-58

Ananth Madhavan and Venkatesh Panchapagesan

Prices, Liquidity, and the Information Content of Trades pp. 659-96

Jennifer Koski and Roni Michaely

IPOs and Long-Term Relationships: An Advantage of Book Building pp. 697-714

Ann E Sherman

Equilibrium Mispricing in a Capital Market with Portfolio Constraints pp. 715-48

Suleyman Basak and Benjamin Croitoru

Strategic Responses of Incumbents to New Entry: The Effect of Ownership Structure, Capital Structure, and Focus pp. 749-79

Naveen Khanna and Sheri Tice

Bank Reputation, Bank Commitment, and the Effects of Competition in Credit Markets pp. 781-812

I Serdar Dinc

Bankruptcy Priority for Bank Deposits: A Contract Theoretic Explanation pp. 813-40

Urs Birchler

Volume 13, issue 2, 2000

Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory pp. 257-300

Andrew Lo and Jiang Wang

The Significance of the Market Portfolio pp. 301-29

Stefano G Athanasoulis and Robert J Shiller

The Design of Bank Loan Contracts pp. 331-64

Gary Gorton and James Kahn

The Term Structure of Interest Rates as a Random Field pp. 365-84

Robert S Goldstein

The Opportunity for Conspiracy in Asset Markets Organized with Dealer Intermediaries pp. 385-416

Timothy Cason

On the Recoverability of Preferences and Beliefs pp. 417-31

Domenico Cuoco and Fernando Zapatero

Recovering Risk Aversion from Option Prices and Realized Returns pp. 433-51

Jens Carsten Jackwerth

Government Intervention and Adverse Selection Costs in Foreign Exchange Markets pp. 453-77

Andy Naranjo and M Nimalendran

Volume 13, issue 1, 2000

Asymmetric Volatility and Risk in Equity Markets pp. 1-42

Geert Bekaert and Guojun Wu

Valuation of Bankrupt Firms pp. 43-74

Stuart C Gilson, Edith S Hotchkiss and Richard S Ruback

Valuing American Put Options Using Gaussian Quadrature pp. 75-94

Michael A Sullivan

A Theory of Bank Regulation and Management Compensation pp. 95-125

Kose John, Anthony Saunders and Lemma W Senbet

Hedging and Liquidity pp. 127-53

Antonio S Mello and John E Parsons

How Do Firms Choose Their Lenders? An Empirical Investigation pp. 155-89

Miguel Cantillo and Julian Wright

Are There Economies of Scale in Underwriting Fees? Evidence of Rising External Financing Costs pp. 191-218

Oya Altinkilic and Robert S Hansen

Excess Funds and Agency Problems: An Empirical Study of Incremental Cash Disbursements pp. 219-47

Erik Lie