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.
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Volume 12, issue 5, 1999

On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model pp. 937-74

Louis K C Chan, Jason Karceski and Josef Lakonishok

Stock Market Overreaction to Bad News in Good Times: A Rational Expectations Equilibrium Model pp. 975-1007

Pietro Veronesi

Volatility Timing in Mutual Funds: Evidence from Daily Returns pp. 1009-41

Jeffrey A Busse

The Determinants of Mutual Fund Starts pp. 1043-74

Ajay Khorana and Henri Servaes

The Specialist's Discretion: Stopped Orders and Price Improvement pp. 1075-1112

Mark Ready

A New Estimate of Transaction Costs pp. 1113-41

David A Lesmond, Joseph P Ogden and Charles Trzcinka

Changes of Numeraire for Pricing Futures, Forwards, and Options pp. 1143-63

Mark Schroder

Adaptive Learning in Financial Markets pp. 1165-1202

Bryan Routledge

Stock Returns and Inflation with Supply and Demand Disturbances pp. 1203-18

Patrick J Hess and Bong-Soo Lee

The Second Fundamental Theorem of Asset Pricing: A New Approach pp. 1219-35

Robert J Battig and Robert Jarrow

Volume 12, issue 4, 1999

Conflict of Interest and the Credibility of Underwriter Analyst Recommendations pp. 653-86

Roni Michaely and Kent Womack

Modeling Term Structures of Defaultable Bonds pp. 687-720

Darrell Duffie and Kenneth J Singleton

A Parametric Nonlinear Model of Term Structure Dynamics pp. 721-62

Dong-Hyun Ahn and Bin Gao

Using Proxies for the Short Rate: When Are Three Months Like an Instant? pp. 763-806

David Chapman, Long, John B, and Neil Pearson

Empty Promises and Arbitrage pp. 807-34

Gregory A Willard and Philip Dybvig

Nontraded Asset Valuation with Portfolio Constraints: A Binomial Approach pp. 835-72

Jerome Detemple and Suresh Sundaresan

Trade Disclosure Regulations in Markets with Negotiated Trades pp. 873-900

Narayan Y Naik, Anthony Neuberger and S Viswanathan

Filter Rules Based on Price and Volume in Individual Security Overreaction pp. 901-35

Michael Cooper

Volume 12, issue 3, 1999

Hedging Long-Term Exposures with Multiple Short-Term Futures Contracts pp. 429-59

Anthony Neuberger

Risk Spillovers and Required Returns in Capital Budgeting pp. 461-79

Sugato Bhattacharyya and J Chris Leach

Cheap Talk, Fraud, and Adverse Selection in Financial Markets: Some Experimental Evidence pp. 481-518

Robert Forsythe, Russell Lundholm and Thomas Rietz

The Underreaction Hypothesis and the New Issue Puzzle: Evidence from Japan pp. 519-34

Jun-Koo Kang, Yong-Cheol Kim and Rene M Stulz

The Dynamics of Default and Debt Reorganization pp. 535-78

Pierre Mella-Barral

Deposits and Relationship Lending pp. 579-607

Mitchell Berlin and Loretta Mester

A Transactions Data Analysis of Nonsynchronous Trading pp. 609-30

Gregory B Kadlec and Douglas M Patterson

Time-Varying Risk and Return in the Bond Market: A Test of a New Equilibrium Pricing Model pp. 631-42

Cynthia J Campbell, Hossein B Kazemi and Prasad Nanisetty

Volume 12, issue 2, 1999

The Demand for Stocks: An Analysis of IPO Auctions pp. 227-47

Shmuel Kandel, Oded Sarig and Avi Wohl

A Theory of the Going-Public Decision pp. 249-79

Thomas Chemmanur and Paolo Fulghieri

On the Heterogeneity of Leveraged Going Private Transactions pp. 281-309

Paul Halpern, Robert Kieschnick and Wendy Rotenberg

Causes and Effects of Corporate Refocusing Programs pp. 311-45

Philip G Berger and Eli Ofek

Optimal Bankruptcy Laws across Different Economic Systems pp. 347-77

Elazar Berkovitch and Ronen Israel

The Dynamics of the Management-Shareholder Conflict pp. 379-404

Zsuzsanna Fluck

Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn? pp. 405-28

Peter Bossaerts and Pierre Hillion

Volume 12, issue 1, 1999

Market Transparency: Who Wins and Who Loses? pp. 5-35

Robert Bloomfield and Maureen O'Hara

Quote Disclosure and Price Discovery in Multiple-Dealer Financial Markets pp. 37-59

Flood, Mark D, et al

FX Spreads and Dealer Competition across the 24-Hour Trading Day pp. 61-93

Roger D Huang and Ronald Masulis

Information Revelation through Option Exercise pp. 95-129

Steven R Grenadier

The Effect of Derivative Assets on Information Acquisition and Price Behavior in a Rational Expectations Equilibrium pp. 131-63

Huining Cao

Portfolio Turnpikes pp. 165-95

Philip Dybvig, L C G Rogers and Kerry Back

Estimating the Price of Default Risk pp. 197-226

Greg Duffee

Volume 11, issue 4, 1998

Errata: Risk Aversion, Liquidity, and Endogenous Short Horizons pp. i

Craig W Holden and Avanidhar Subrahmanyam

Takeover Bidding with Toeholds: The Case of the Owner's Curse pp. 679-704

Rajdeep Singh

Pricing Strategy and Financial Policy pp. 705-37

Sudipto Dasgupta and Sheridan Titman

Arbitrage, Hedging, and Financial Innovation pp. 739-55

James Dow

Competitive Entry and Endogenous Risk in the Foreign Exchange Market pp. 757-87

Harald Hau

Price Dynamics in Limit Order Markets pp. 789-816

Christine A Parlour

Modeling Asymmetric Comovements of Asset Returns pp. 817-44

Kenneth F Kroner and Victor K Ng

Payment System Settlement and Bank Incentives pp. 845-70

Charles Kahn and William Roberds

Volume 11, issue 3, 1998

Nonparametric Density Estimation and Tests of Continuous Time Interest Rate Models pp. 449-87

Matt Pritsker

An Anatomy of Trading Strategies pp. 489-519

Jennifer Conrad and Gautam Kaul

Participation Costs, Trend Chasing, and Volatility of Stock Prices pp. 521-57

Gerhard O Orosel

Optimal Contracting with Moral Hazard and Cascading pp. 559-96

Naveen Khanna

Randomization and the American Put pp. 597-626

Peter Carr

Pricing an American Option by Approximating Its Early Exercise Boundary as a Multipiece Exponential Function pp. 627-46

Nengjiu Ju

Market Efficiency and Natural Selection in a Commodity Futures Market pp. 647-74

Guo Ying Luo

Volume 11, issue 2, 1998

Agency and Brokerage of Real Assets in Competitive Equilibrium pp. 239-80

Joseph T Williams

Default Risk Cannot Explain the Muni Puzzle: Evidence from Municipal Bonds That Are Secured by U.S. Treasury Obligations pp. 281-308

John M R Chalmers

An Equilibrium Model with Restricted Stock Market Participation pp. 309-41

Suleyman Basak and Domenico Cuoco

The Restrictions on Predictability Implied by Rational Asset Pricing Models pp. 343-82

Chris Kirby

Optimal Financial Contracting: Debt versus Outside Equity pp. 383-418

Zsuzsanna Fluck

Stock Price Volatility in a Multiple Security Overlapping Generations Model pp. 419-47

Matthew Spiegel

Volume 11, issue 1, 1998

Transaction Costs and Asset Prices: A Dynamic Equilibrium Model pp. 1-58

Dimitri Vayanos

Optimal Replication of Contingent Claims under Portfolio Constraints pp. 59-79

Mark Broadie, Jaksa Cvitanic and H Mete Soner

Market Making with Discrete Prices pp. 81-109

V Ravi Anshuman and Avner Kalay

Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance pp. 111-42

Jon A Christopherson, Wayne Ferson and Debra A Glassman

Measurement Effects and the Variance of Returns after Stock Splits and Stock Dividends pp. 143-62

Jennifer Koski

Monitoring, Liquidation, and Security Design pp. 163-87

Rafael Repullo and Javier Suarez

Equilibrium Dominance in Experimental Financial Markets pp. 189-232

Charles Cadsby, Murray Frank and Vojislav Maksimovic