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 4, issue 4, 1991

Asymmetric Predictability of Conditional Variances pp. 597-622

Jennifer Conrad, Mustafa N Gultekin and Gautam Kaul

Estimation of the Bid-Ask Spread and Its Components: A New Approach pp. 623-56

Thomas J George, Gautam Kaul and M Nimalendran

Intraday Volatility in the Stock Index and Stock Index Futures Markets pp. 657-84

Kalok Chan, K C Chan and G. Karolyi

The Effect of Information Releases on the Pricing and Timing of Equity Issues pp. 685-708

Robert Korajczyk, Deborah Lucas and Robert L McDonald

Preplay Communication, Participation Restrictions, and Efficiency in Initial Public Offerings pp. 709-26

Chester Spatt and Sanjay Srivastava

Stock Price Distributions with Stochastic Volatility: An Analytic Approach pp. 727-52

Elias M Stein and Jeremy C Stein

Econometric Aspects of the Variance-Bounds Tests: A Survey pp. 753-91

Christian Gilles and Stephen LeRoy

Volume 4, issue 3, 1991

Stock Price Clustering and Discreteness pp. 389-415

Lawrence Harris

Risk Aversion, Market Liquidity, and Price Efficiency pp. 416-41

Avanidhar Subrahmanyam

Sunshine Trading and Financial Market Equilibrium pp. 443-81

Anat Admati and Paul Pfleiderer

Multimarket Trading and Market Liquidity pp. 483-511

Bhagwan Chowdhry and Vikram Nanda

Market Microstructure Effects of Government Intervention in the Foreign Exchange Market pp. 513-41

Peter Bossaerts and Pierre Hillion

Volatility in the Foreign Currency Futures Market pp. 543-69

Campbell R Harvey and Roger D Huang

The Summary Informativeness of Stock Trades: An Econometric Analysis pp. 571-95

Joel Hasbrouck

Volume 4, issue 2, 1991

Tests of Financial Models in the Presence of Overlapping Observations pp. 227-54

Matthew Richardson and Tom Smith

Insiders, Outsiders, and Market Breakdowns pp. 255-82

Utpal Bhattacharya and Matthew Spiegel

Nondisclosure and Adverse Disclosure as Signals of Firm Value pp. 283-313

Siew Hong Teoh and Chuan Yang Hwang

On the Sensitivity of Mean-Variance-Efficient Portfolios to Changes in Asset Means: Some Analytical and Computational Results pp. 315-42

Michael J Best and Robert R Grauer

Trading Costs, Liquidity, and Asset Holdings pp. 343-60

Ravi Bhushan

Design and Marketing of Financial Products pp. 361-84

Dilip Madan and Badih Soubra

Volume 4, issue 1, 1991

Equilibrium, Price Formation, and the Value of Private Information pp. 1-16

Matthew Jackson

A Theory of Trading in Stock Index Futures pp. 17-51

Avanidhar Subrahmanyam

Identifying the Dynamics of Real Interest Rates and Inflation: Evidence Using Survey Data pp. 53-86

George Pennacchi

A Simple Approach to Interest-Rate Option Pricing pp. 87-120

Stuart M Turnbull and Frank Milne

What Is Different about International Lending? pp. 121-48

Bhagwan Chowdhry

A Theory of Acquisition Markets: Mergers versus Tender Offers, and Golden Parachutes pp. 149-74

Elazar Berkovitch and Naveen Khanna

Financial Policy and Reputation for Product Quality pp. 175-200

Vojislav Maksimovic and Sheridan Titman

Capital Structure and Dividend Irrelevance with Asymmetric Information pp. 201-19

Philip Dybvig and Jaime F Zender

Volume 3, issue 4, 1990

General Equilibrium Pricing of Options on the Market Portfolio with Discontinuous Returns pp. 493-521

Vasanttilak Naik and Moon Lee

Convergence from Discrete- to Continuous-Time Contingent Claims Prices pp. 523-46

Hua He

The Analytic Valuation of American Options pp. 547-72

In Joon Kim

Pricing Interest-Rate-Derivative Securities pp. 573-92

John Hull and Alan White

A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets pp. 593-624

Frederick Foster and S Viswanathan

Tax Planning, Regulatory Capital Planning, and Financial Reporting Strategy for Commercial Banks pp. 625-50

Myron S Scholes, G Peter Wilson and Mark A Wolfson

Asymmetric Information and the Medium of Exchange in Takeovers: Theory and Tests pp. 651-75

Bjorn Eckbo, Ronald M Giammarino and Robert L Heinkel

Risk Aversion and the Intertemporal Behavior of Asset Prices pp. 677-93

R C Stapleton and M G Subrahmanyam

Returns on Initial Public Offerings of Closed-End Funds pp. 695-708

Peavy, John W,

Volume 3, issue 3, 1990

Pooling, Separating, and Semiseparating Equilibria in Financial Markets: Some Experimental Evidence pp. 315-42

Charles Cadsby, Murray Frank and Vojislav Maksimovic

Consistent Estimation of Cross-Sectional Models in Event Studies pp. 343-65

Bjorn Eckbo, Vojislav Maksimovic and Joseph Williams

Shareholder-Value Maximization and Product-Market Competition pp. 367-91

Julio Rotemberg and David S Scharfstein

Simple Binomial Processes as Diffusion Approximations in Financial Models pp. 393-430

Daniel B Nelson and Krishna Ramaswamy

Data-Snooping Biases in Tests of Financial Asset Pricing Models pp. 431-67

Andrew Lo and A Craig MacKinlay

The Stop-Loss Start-Gain Paradox and Option Valuation: A New Decomposition into Intrinsic and Time Value pp. 469-92

Peter Carr and Robert Jarrow

Volume 3, issue 2, 1990

Competition and the Medium of Exchange in Takeovers pp. 153-74

Elazar Berkovitch and M P Narayanan

When Are Contrarian Profits Due to Stock Market Overreaction? pp. 175-205

Andrew Lo and A Craig MacKinlay

Expectations and Volatility of Consumption and Asset Returns pp. 207-32

Shmuel Kandel and Robert F Stambaugh

Private Information, Trading Volume, and Stock-Return Variances pp. 233-53

Michael J Barclay, Robert H Litzenberger and Jerold B Warner

Return Seasonality in Stocks and Their Underlying Assets: Tax-Loss Selling versus Information Explanations pp. 255-80

Greggory A Brauer and Eric C Chang

Correlations in Price Changes and Volatility across International Stock Markets pp. 281-307

Yasushi Hamao, Ronald Masulis and Victor Ng

Volume 3, issue 1, 1990

Transmission of Volatility between Stock Markets pp. 5-33

Mervyn A King and Sushil Wadhwani

Transmission of Volatility between Stock Markets: Discussion pp. 34-35

James Poterba

Stock Market Structure and Volatility pp. 37-71

Hans R Stoll and Robert E Whaley

Stock Market Structure and Volatility: Discussion pp. 72-75

Paul Pfleiderer

Stock Volatility and the Crash of '87 pp. 77-102

G William Schwert

Stock Volatility and the Crash of '87: Discussion pp. 103-06

Robert Engle

Mean Reversion and Consumption Smoothing pp. 107-14

Fischer Black

The Stock Market and Investment pp. 115-31

Robert Barro

Clearing and Settlement during the Crash pp. 133-51

Ben Bernanke