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 6, issue 4, 1993

Auctions of Divisible Goods: On the Rationale for the Treasury Experiment pp. 733-64

Kerry Back and Jaime F Zender

The Rationality of Early Exercise Decisions: Evidence from the S&P 100 Index Options Market pp. 765-97

Fernando Diz and Thomas J Finucane

Investment Analysis and the Adjustment of Stock Prices to Common Information pp. 799-824

Michael Brennan, Narasimhan Jegadeesh and Bhaskaran Swaminathan

Equilibrium and Options on Real Assets pp. 825-50

Joseph T Williams

The Dynamics of the Free-Rider Problem in Takeovers pp. 851-82

Harrington, Joseph E, and Jacek Prokop

Competing Bids, Target Management Resistance, and the Structure of Takeover Bids pp. 883-909

Robert H Jennings and Michael A Mazzeo

Payout Policy, Capital Structure, and Compensation Contracts When Managers Value Control pp. 911-33

Chun Chang

Production Flexibility, Stochastic Separation, Hedging, and Futures Prices pp. 935-57

Avraham Kamara

Bondholder Losses in Leveraged Buyouts pp. 959-82

Arthur Warga and Ivo Welch

Volume 6, issue 3, 1993

Asymmetric Information and Options pp. 435-72

Kerry Back

Differences of Opinion Make a Horse Race pp. 473-506

Milton Harris and Artur Raviv

Learning from Trading pp. 507-26

Shmuel Kandel, Aharon R Ofer and Oded Sarig

The Risk and Predictability of International Equity Returns pp. 527-66

Wayne Ferson and Campbell R Harvey

Where Do Betas Come From? Asset Price Dynamics and the pp. 567-92

John Campbell and Jianping Mei

On Equilibrium Asset Price Processes pp. 593-617

Hua He and Hayne Leland

A Test of the Cox, Ingersoll, and Ross Model of the Term Structure pp. 619-58

Michael R Gibbons and Krishna Ramaswamy

The Informational Content of Implied Volatility pp. 659-81

Linda Canina and Stephen Figlewski

Stock Prices, News, and Business Conditions pp. 683-707

Grant McQueen and V Vance Roley

Partial Anticipation, the Flow of Information and the Economic Impact of Corporate Debt Sales pp. 709-32

Susan Chaplinsky and Robert S Hansen

Volume 6, issue 2, 1993

A Simple Model of the Taxable and Tax-Exempt Yield Curves pp. 233-64

Richard Green

Liquidity as a Choice Variable: A Lesson from the Japanese Government Bond Market pp. 265-92

Jacob Boudoukh and Robert F Whitelaw

Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities pp. 293-326

Christopher G Lamoureux and William Lastrapes

A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options pp. 327-43

Steven L Heston

Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis pp. 345-74

Charles Lee, Belinda Mucklow and Mark Ready

Price Experimentation and Security Market Structure pp. 375-404

J Chris Leach and Ananth Madhavan

Volume, Volatility, and the Dispersion of Beliefs pp. 405-34

Catherine T Shalen

Volume 6, issue 1, 1993

Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios pp. 1-22

Elton, Edwin J, et al

The Effect of Public Information and Competition on Trading Volume and Price Volatility pp. 23-56

Frederick Foster and S Viswanathan

The Role of Liquidity in Futures Market Innovations pp. 57-78

Charles J Cuny

Insider Trading as a Signal of Private Information pp. 79-119

Aswath Damodaran and Crocker H Liu

Signaling with Dividends and Share Repurchases: A Choice between Deterministic and Stochastic Cash Disbursements pp. 121-54

Donald B Hausch and James K Seward

Return Autocorrelations around Nontrading Days pp. 155-89

Hendrik Bessembinder and Michael G Hertzel

Assessing the Quality of a Security Market: A New Approach to Transaction-Cost Measurement pp. 191-212

Joel Hasbrouck

Credit Market Equilibrium with Bank Monitoring and Moral Hazard pp. 213-32

David Besanko and George Kanatas

Volume 5, issue 4, 1992

A Theory of the Nominal Term Structure of Interest Rates pp. 531-52

George Constantinides

Survivorship Bias in Performance Studies pp. 553-80

Brown, Stephen J, et al

Real and Nominal Interest Rates: A Discrete-Time Model and Its Continuous-Time Limit pp. 581-611

Tong-sheng Sun

Pricing Interest Rate Options in a Two-Factor Cox-Ingersoll-Ross Model of the Term Structure pp. 613-36

Ren-Raw Chen and Louis O Scott

Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets pp. 637-67

Hendrik Bessembinder

Equity Issues and Changes in Expectations of Earnings by Financial Analysts pp. 669-83

Prem C Jain

Repetition, Reputation, and Raiding pp. 685-708

J Chris Leach

Litigation Risk, Intermediation, and the Underpricing of Initial Public Offerings pp. 709-42

Patricia J Hughes and Anjan Thakor

Volume 5, issue 3, 1992

Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement pp. 357-86

Robert J Hodrick

Insider Trading in Continuous Time pp. 387-409

Kerry Back

Asset Pricing with Stochastic Differential Utility pp. 411-36

Darrell Duffie and Larry Epstein

Managerial Conservatism, Project Choice, and Debt pp. 437-70

David Hirshleifer and Anjan Thakor

On the Efficiency of Stock-Based Compensation pp. 471-502

Jonathan M Paul

Stock-Price Manipulation pp. 503-29

Franklin Allen and Douglas Gale

Volume 5, issue 2, 1992

Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World pp. 153-80

Bernard Dumas

Capital and Ownership Structures, and the Market for Corporate Control pp. 181-98

Ronen Israel

Stock Prices and Volume pp. 199-242

A. Gallant, Peter Rossi and George Tauchen

Explaining the Variance of Price-Dividend Ratios pp. 243-80

John Cochrane

Block Trading and Information Revelation around Quarterly Earnings Announcements pp. 281-305

Duane J Seppi

Informed Speculation and Hedging in a Noncompetitive Securities Market pp. 307-29

Matthew Spiegel and Avanidhar Subrahmanyam

Taxes and Capital Structure: Evidence from Firms' Response to the Tax Reform Act of 1986 pp. 331-55

Givoly, Dan, et al

Volume 5, issue 1, 1992

On the Estimation of Beta-Pricing Models pp. 1-33

Jay Shanken

Underestimation of Portfolio Insurance and the Crash of October 1987 pp. 35-63

Charles J Jacklin, Allan W Kleidon and Paul Pfleiderer

Evidence of Risk Premiums in Foreign Currency Futures Markets pp. 65-83

Thomas McCurdy and Ieuan Morgan

An Intertemporal Model of Asset Prices in a Markov Economy with a Limiting Stationary Distribution pp. 85-104

Hossein B Kazemi

Intertemporal Arbitrage Pricing Theory pp. 105-22

Haim Reisman

A Further Analysis of the Lead-Lag Relationship between the Cash Market and Stock Index Futures Market pp. 123-52

Kalok Chan