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 8, issue 4, 1995

Differential Information and Dynamic Behavior of Stock Trading Volume pp. 919-72

Hua He and Jiang Wang

Overreaction, Delayed Reaction, and Contrarian Profits pp. 973-93

Narasimhan Jegadeesh and Sheridan Titman

Signaling, Investment Opportunities, and Dividend Announcements pp. 995-1018

Pyung Sig Yoon and Laura T Starks

Foreign Equity Investment Restrictions, Capital Flight, and Shareholder Wealth Maximization: Theory and Evidence pp. 1019-57

Rene M Stulz and Walter Wasserfallen

A General Equilibrium Model of Portfolio Insurance pp. 1059-90

Suleyman Basak

Option Pricing and the Martingale Restriction pp. 1091-1124

Francis Longstaff

Multivariate Binomial Approximations for Asset Prices with Nonstationary Variance and Covariance Characteristics pp. 1125-52

Teng-Suan Ho, Richard C Stapleton and Marti G Subrahmanyam

Trade Size and Components of the Bid-Ask Spread pp. 1153-83

Ji-Chai Lin, Gary C Sanger and G Geoffrey Booth

The Capital Structure Puzzle Revisited pp. 1185-1208

James L Berens and Charles J Cuny

When Do Banks Take Equity in Debt Restructurings? pp. 1209-34

Christopher James

Volume 8, issue 3, 1995

Consolidation, Fragmentation, and the Disclosure of Trading Information pp. 579-603

Ananth Madhavan

Tests of a Signaling Hypothesis: The Choice between Fixed- and Adjustable-Rate Debt pp. 605-36

Jose Guedes and Rex Thompson

The Mandatory Disclosure of Trades and Market Liquidity pp. 637-76

Michael J Fishman and Kathleen M Hagerty

Rational Prepayment and the Valuation Mortgage-Backed Securities pp. 677-708

Richard Stanton

Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia? pp. 709-42

Martin Evans and Karen Lewis

Corporate Incentives for Hedging and Hedge Accounting pp. 743-71

Peter DeMarzo and Darrell Duffie

Predictable Risk and Returns in Emerging Markets pp. 773-816

Campbell R Harvey

The Ex-Dividend-Day Behavior of Stock Prices: The Case of Japan pp. 817-47

Kiyoshi Kato and Uri Loewenstein

Securities Trading in the Absence of Dealers: Trades and Quotes on the Tokyo Stock Exchange pp. 849-78

Yasushi Hamao and Joel Hasbrouck

Closed-End Country Funds and U.S. Market Sentiment pp. 879-918

Bodurtha, James N,, Dong-Soon Kim and Charles Lee

Volume 8, issue 2, 1995

Econometric Evaluation of Asset Pricing Models pp. 237-74

Lars Peter Hansen, John Heaton and Erzo Luttmer

A Critique of Size-Related Anomalies pp. 275-86

Jonathan B Berk

Measurement of Market Integration and Arbitrage pp. 287-325

Zhiwu Chen and Peter J Knez

The Role of Games in Security Design pp. 327-67

Milton Harris and Artur Raviv

The Effect of Tax Heterogeneity on Prices and Volume around the Ex-dividend Day: Evidence from the Milan Stock Exchange pp. 369-99

Roni Michaely and Maurizio Murgia

Of Shepherds, Sheep, and the Cross-autocorrelations in Equity Returns pp. 401-30

S G Badrinath, Jayant R Kale and Thomas Noe

Financial and Industrial Structure with Agency pp. 431-74

Joseph T Williams

Option Pricing with Differential Interest Rates pp. 475-500

Yaacov Z Bergman

Investment and Insider Trading pp. 501-43

Dan Bernhardt, Burton Hollifield and Eric Hughson

A Theory of Mutual Formation and Moral Hazard with Evidence from the History of the Insurance Industry pp. 545-77

Bruce D Smith and Michael Stutzer

Volume 8, issue 1, 1995

Bayesian Inference and Portfolio Efficiency pp. 1-53

Shmuel Kandel, Robert McCulloch and Robert F Stambaugh

Pricing Real Assets with Costly Search pp. 55-90

Joseph T Williams

Costly State Verification and Multiple Investors: The Role of Seniority pp. 91-123

Andrew Winton

Short-Term Investment and the Informational Efficiency of the Market pp. 125-60

Xavier Vives

American Capped Call Options on Dividend-Paying Assets pp. 161-91

Mark Broadie and Jerome Detemple

Discrete-Time Valuation of American Options with Stochastic Interest Rates pp. 193-234

Kaushik I Amin and Bodurtha, James N,

Volume 7, issue 4, 1994

Transactions, Volume, and Volatility pp. 631-51

Charles Jones, Gautam Kaul and Marc L Lipson

Program Trading and Intraday Volatility pp. 653-85

Lawrence Harris, George Sofianos and James E Shapiro

Analytical GMM Tests: Asset Pricing with Time-Varying Risk Premiums pp. 687-709

Guofu Zhou

Ex-dividend Price Behavior of Common Stocks pp. 711-41

John H Boyd and Ravi Jagannathan

Insider and Liquidity Trading in Stock and Options Markets pp. 743-80

Bruno Biais and Pierre Hillion

Asset Prices in Dynamic Production Economies with Time-Varying Risk pp. 781-801

Vasanttilak Naik

A Mean-Variance Framework for Tests of Asset Pricing Models: Correction pp. 803-04

Shmuel Kandel and Robert F Stambaugh

Volume 7, issue 3, 1994

Estimating the Effects of Information Surprises and Trading on Stock Returns Using a Mixed Jump-Diffusion Model pp. 451-73

M Nimalendran

Reputation, Renegotiation, and the Choice between Bank Loans and Publicly Traded Debt pp. 475-506

Thomas Chemmanur and Paolo Fulghieri

Do Bulls and Bears Move across Borders? International Transmission of Stock Returns and Volatility pp. 507-38

Wen-Ling Lin, Robert Engle and Takatoshi Ito

A Tale of Three Schools: Insights on Autocorrelations of Short-Horizon Stock Returns pp. 539-73

Jacob Boudoukh, Matthew P Richardson and Robert F Whitelaw

Insider Trading, Outside Search, and Resource Allocation: Why Firms and Society May Disagree on Insider Trading Restrictions pp. 575-608

Naveen Khanna, Steve L Slezak and Michael Bradley

Price Formation on Stock Exchanges: The Evolution of Trading within the Day pp. 609-29

Mason S Gerety and J Harold Mulherin

Volume 7, issue 2, 1994

Do Takeover Targets Overinvest? pp. 253-77

Henri Servaes

The Pricing of Initial Public Offerings: Tests of Adverse-Selection and Signaling Theories pp. 279-319

Roni Michaely and Wayne H Shaw

Repurchase Premia as a Reason for Dividends: A Dynamic Model of Corporate Payout Policies pp. 321-50

Bhagwan Chowdhry and Vikram Nanda

The Dynamics of Portfolio Management Contracts pp. 351-87

Robert Heinkel and Neal M Stoughton

Bank Liquidity and Stability in an Overlapping Generations Model pp. 389-417

Jianping Qi

Renegotiation and the Impossibility of Optimal Investment pp. 419-49

John C Persons

Volume 7, issue 1, 1994

Optimal Design of Securities under Asymmetric Information pp. 1-44

David C Nachman and Thomas Noe

Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium pp. 45-60

Ian Cooper and Evi Kaplanis

Cross-Holdings: Estimation Issues, Biases, and Distortions pp. 61-96

Mark Fedenia, James E Hodder and Alexander J Triantis

Analyst Forecasts and Herding Behavior pp. 97-124

Brett Trueman

The Value of the Voting Right: A Study of the Milan Stock Exchange Experience pp. 125-48

Luigi Zingales

Minimum Price Variations, Discrete Bid-Ask Spreads, and Quotation Sizes pp. 149-78

Lawrence E Harris

Market Microstructure and Stock Return Predictions pp. 179-213

Roger D Huang and Hans R Stoll

S&P 500 Trading Strategies and Stock Betas pp. 215-51

Anand M Vijh