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Oxford University Press for Society for Financial Studies

Review of Financial Studies

Contact information of Oxford University Press for Society for Financial Studies:
Postal: Oxford University Press, Journals Department, 2001 Evans Road, Cary, NC 27513 USA.
Fax: 919-677-1714
Email:
Web page: http://www.rfs.oupjournals.org/
More information through EDIRC

Order information:
Web: http://www4.oup.co.uk/revfin/subinfo/
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Editor: Maureen O'Hara
For technical questions regarding this series, please contact (Christopher F. Baum)
Series handle: repec:oup:rfinst

More pages of listings: 0|1|2|3|4

2009, Volume 22, Issue 10

3839-3871 The Limitations of Industry Concentration Measures Constructed with Compustat Data: Implications for Finance Research
by Ashiq Ali & Sandy Klasa & Eric Yeung [Downloadable! (restricted)]
3873-3906 Disagreement and Learning in a Dynamic Contracting Model
by Tobias Adrian & Mark M. Westerfield [Downloadable! (restricted)]
3907-3939 Liquidity and Manipulation of Executive Compensation Schemes
by Ulf Axelson & Sandeep Baliga [Downloadable! (restricted)]
3941-3976 Large Shareholders and Corporate Policies
by Henrik Cronqvist & Rüdiger Fahlenbrach [Downloadable! (restricted)]
3977-4007 Scaling the Hierarchy: How and Why Investment Banks Compete for Syndicate Co-management Appointments
by Alexander Ljungqvist & Felicia Marston & William J. Wilhelm [Downloadable! (restricted)]
4009-4056 Ownership: Evolution and Regulation
by Julian Franks & Colin Mayer & Stefano Rossi [Downloadable! (restricted)]
4057-4090 Estimating the Effect of Hierarchies on Information Use
by Jose M. Liberti & Atif R. Mian [Downloadable! (restricted)]
4091-4127 Pension Reform, Ownership Structure, and Corporate Governance: Evidence from a Natural Experiment
by Mariassunta Giannetti & Luc Laeven [Downloadable! (restricted)]
4129-4156 Assessing the Costs and Benefits of Brokers in the Mutual Fund Industry
by Daniel Bergstresser & John M. R. Chalmers & Peter Tufano [Downloadable! (restricted)]
4157-4188 Ambiguity Aversion and the Term Structure of Interest Rates
by Patrick Gagliardini & Paolo Porchia & Fabio Trojani [Downloadable! (restricted)]
4189-4217 Conflicts of Interest and Stock Recommendations: The Effects of the Global Settlement and Related Regulations
by Ohad Kadan & Leonardo Madureira & Rong Wang & Tzachi Zach [Downloadable! (restricted)]
4219-4258 Measuring Abnormal Bond Performance
by Hendrik Bessembinder & Kathleen M. Kahle & William F. Maxwell & Danielle Xu [Downloadable! (restricted)]
4259-4299 Demand-Based Option Pricing
by Nicolae Gârleanu & Lasse Heje Pedersen & Allen M. Poteshman [Downloadable! (restricted)]

2009, Volume 22, Issue 9

3329-3365 How Active Is Your Fund Manager? A New Measure That Predicts Performance
by K. J. Martijn Cremers & Antti Petajisto [Downloadable! (restricted)]
3367-3409 On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzle
by Long Chen & Pierre Collin-Dufresne & Robert S. Goldstein [Downloadable! (restricted)]
3411-3447 Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns
by Michael W. Brandt & Pedro Santa-Clara & Rossen Valkanov [Downloadable! (restricted)]
3449-3490 Model Comparison Using the Hansen-Jagannathan Distance
by Raymond Kan & Cesare Robotti [Downloadable! (restricted)]
3491-3530 An Economic Evaluation of Empirical Exchange Rate Models
by Pasquale Della Corte & Lucio Sarno & Ilias Tsiakas [Downloadable! (restricted)]
3531-3561 The Geography of Hedge Funds
by Melvyn Teo [Downloadable! (restricted)]
3563-3594 Institutional Investors and the Informational Efficiency of Prices
by Ekkehart Boehmer & Eric K. Kelley [Downloadable! (restricted)]
3595-3627 Information in Equity Markets with Ambiguity-Averse Investors
by Judson A. Caskey [Downloadable! (restricted)]
3629-3668 Theory-Based Illiquidity and Asset Pricing
by Tarun Chordia & Sahn-Wook Huh & Avanidhar Subrahmanyam [Downloadable! (restricted)]
3669-3705 Simulation-Based Estimation of Contingent-Claims Prices
by Peter C. B. Phillips & Jun Yu [Downloadable! (restricted)]
3707-3734 Price Drift as an Outcome of Differences in Higher-Order Beliefs
by Snehal Banerjee & Ron Kaniel & Ilan Kremer [Downloadable! (restricted)]
3735-3777 The Effectiveness of Reputation as a Disciplinary Mechanism in Sell-Side Research
by Lily Fang & Ayako Yasuda [Downloadable! (restricted)]
3779-3837 Bank Liquidity Creation
by Allen N. Berger & Christa H. S. Bouwman [Downloadable! (restricted)]

2009, Volume 22, Issue 8

2907-2939 Government Control of Privatized Firms
by Bernardo Bortolotti & Mara Faccio [Downloadable! (restricted)]
2941-2971 Strategic Financial Innovation in Segmented Markets
by Rohit Rahi & Jean-Pierre Zigrand [Downloadable! (restricted)]
2973-3004 Do Shareholder Rights Affect the Cost of Bank Loans?
by Sudheer Chava & Dmitry Livdan & Amiyatosh Purnanandam [Downloadable! (restricted)]
3005-3046 Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability
by Ľuboš Pástor & Lucian A. Taylor & Pietro Veronesi [Downloadable! (restricted)]
3047-3091 How Are U.S. Family Firms Controlled?
by Belén Villalonga & Raphael Amit [Downloadable! (restricted)]
3093-3129 Returns to Shareholder Activism: Evidence from a Clinical Study of the Hermes UK Focus Fund
by Marco Becht & Julian Franks & Colin Mayer & Stefano Rossi [Downloadable! (restricted)]
3131-3169 Differences in Governance Practices between U.S. and Foreign Firms: Measurement, Causes, and Consequences
by Reena Aggarwal & Isil Erel & René Stulz & Rohan Williamson [Downloadable! (restricted)]
3171-3209 The Euro and Corporate Valuations
by Arturo Bris & Yrjö Koskinen & Mattias Nilsson [Downloadable! (restricted)]
3211-3243 Does Asymmetric Information Drive Capital Structure Decisions?
by Sreedhar T. Bharath & Paolo Pasquariello & Guojun Wu [Downloadable! (restricted)]
3245-3285 Do Foreigners Invest Less in Poorly Governed Firms?
by Christian Leuz & Karl V. Lins & Francis E. Warnock [Downloadable! (restricted)]
3287-3328 The Effects and Unintended Consequences of the Sarbanes-Oxley Act on the Supply and Demand for Directors
by James S. Linck & Jeffry M. Netter & Tina Yang [Downloadable! (restricted)]

2009, Volume 22, Issue 7

2257-2294 Is the Market for Mortgage-Backed Securities a Market for Lemons?
by Chris Downing & Dwight Jaffee [Downloadable! (restricted)]
2295-2330 Are "Market Neutral" Hedge Funds Really Market Neutral?
by Andrew J. Patton [Downloadable! (restricted)]
2331-2370 How Smart Are the Smart Guys? A Unique View from Hedge Fund Stock Holdings
by John M. Griffin & Jin Xu [Downloadable! (restricted)]
2371-2406 New Measures for Performance Evaluation
by Alexander Cherny & Dilip Madan [Downloadable! (restricted)]
2407-2443 Liquidity and Market Crashes
by Jennifer Huang & Jiang Wang [Downloadable! (restricted)]
2445-2485 The "Wall Street Walk" and Shareholder Activism: Exit as a Form of Voice
by Anat R. Admati & Paul Pfleiderer [Downloadable! (restricted)]
2487-2533 Risk Shifting versus Risk Management: Investment Policy in Corporate Pension Plans
by Joshua D. Rauh [Downloadable! (restricted)]
2535-2558 Testing Portfolio Efficiency with Conditioning Information
by Wayne E. Ferson & Andrew F. Siegel [Downloadable! (restricted)]
2559-2599 Optimal Filtering of Jump Diffusions: Extracting Latent States from Asset Prices
by Michael S. Johannes & Nicholas G. Polson & Jonathan R. Stroud [Downloadable! (restricted)]
2601-2633 Time-Varying Risk Premiums and the Output Gap
by Ilan Cooper [Downloadable! (restricted)]
2635-2672 On Loan Sales, Loan Contracting, and Lending Relationships
by Steven Drucker & Manju Puri [Downloadable! (restricted)]
2673-2705 Corruption, Political Connections, and Municipal Finance
by Alexander W. Butler & Larry Fauver & Sandra Mortal [Downloadable! (restricted)]

2009, Volume 22, Issue 6

2133-2168 Big Business Owners in Politics
by Pramuan Bunkanwanicha & Yupana Wiwattanakantang [Downloadable! (restricted)]
2169-2199 The Economics of Fraudulent Accounting
by Simi Kedia & Thomas Philippon [Downloadable! (restricted)]
2201-2238 Market Liquidity and Funding Liquidity
by Markus K. Brunnermeier & Lasse Heje Pedersen [Downloadable! (restricted)]
2239-2274 Asset Returns and the Listing Choice of Firms
by Shmuel Baruch & Gideon Saar [Downloadable! (restricted)]
2275-2302 How Noise Trading Affects Markets: An Experimental Analysis
by Robert Bloomfield & Maureen O'Hara & Gideon Saar [Downloadable! (restricted)]
2303-2330 The Effect of Introducing a Non-Redundant Derivative on the Volatility of Stock-Market Returns When Agents Differ in Risk Aversion
by Harjoat S. Bhamra & Raman Uppal [Downloadable! (restricted)]
2331-2360 Do Politically Connected Boards Affect Firm Value?
by Eitan Goldman & Jörg Rocholl & Jongil So [Downloadable! (restricted)]
2361-2392 Investment, Financing Constraints, and Internal Capital Markets: Evidence from the Advertising Expenditures of Multinational Firms
by C. Edward Fee & Charles J. Hadlock & Joshua R. Pierce [Downloadable! (restricted)]
2393-2421 The Long-Term Effects of Cross-Listing, Investor Recognition, and Ownership Structure on Valuation
by Michael R. King & Dan Segal [Downloadable! (restricted)]
2423-2455 Dividends and Corporate Shareholders
by Michael J. Barclay & Clifford G. Holderness & Dennis P. Sheehan [Downloadable! (restricted)]

2009, Volume 22, Issue 5

1777-1815 Incentives and Mutual Fund Performance: Higher Performance or Just Higher Risk Taking?
by Massimo Massa [Downloadable! (restricted)]
1817-1843 Ambiguity and Nonparticipation: The Role of Regulation
by David Easley & Maureen O'Hara [Downloadable! (restricted)]
1845-1887 Insider Trading Laws and Stock Price Informativeness
by Nuno Fernandes & Miguel A. Ferreira [Downloadable! (restricted)]
1889-1914 Distinguishing the Effect of Overconfidence from Rational Best-Response on Information Aggregation
by Shimon Kogan [Downloadable! (restricted)]
1915-1953 Optimal Versus Naive Diversification: How Inefficient is the 1-N Portfolio Strategy?
by Victor DeMiguel & Lorenzo Garlappi & Raman Uppal [Downloadable! (restricted)]
1955-1980 Failure Is an Option: Impediments to Short Selling and Options Prices
by Richard B. Evans & Christopher C. Geczy & Adam V. Reed [Downloadable! (restricted)]
1981-2006 Systematic Risk and the Price Structure of Individual Equity Options
by Jin-Chuan Duan & Jason Wei [Downloadable! (restricted)]
2007-2057 A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives
by Anders B. Trolle & Eduardo S. Schwartz [Downloadable! (restricted)]
2059-2085 Margin Trading, Overpricing, and Synchronization Risk
by Sanjeev Bhojraj & Robert J. Bloomfield & William B. Tayler [Downloadable! (restricted)]
2087-2131 Financial Analysts' Performance: Sector Versus Country Specialization
by Frédéric Sonney [Downloadable! (restricted)]

2009, Volume 22, Issue 4

1377-1408 The Myth of Diffuse Ownership in the United States
by Clifford G. Holderness [Downloadable! (restricted)]
1409-1445 Takeovers and the Cross-Section of Returns
by K. J. Martijn Cremers & Vinay B. Nair & Kose John [Downloadable! (restricted)]
1447-1475 The Choice of Corporate Liquidity and Corporate Governance
by Hayong Yun [Downloadable! (restricted)]
1477-1504 IPO Pricing and Allocation: A Survey of the Views of Institutional Investors
by Tim Jenkinson & Howard Jones [Downloadable! (restricted)]
1505-1544 Do IPOs Affect the Prices of Other Stocks? Evidence from Emerging Markets
by Matías Braun & Borja Larrain [Downloadable! (restricted)]
1545-1584 Asset Salability and Debt Maturity: Evidence from Nineteenth-Century American Railroads
by Efraim Benmelech [Downloadable! (restricted)]
1585-1620 Strategic Disclosure and Stock Returns: Theory and Evidence from US Cross-Listing
by Shingo Goto & Masahiro Watanabe & Yan Xu [Downloadable! (restricted)]
1621-1657 Leasing, Ability to Repossess, and Debt Capacity
by Andrea L. Eisfeldt & Adriano A. Rampini [Downloadable! (restricted)]
1659-1691 The Real Effects of Debt Certification: Evidence from the Introduction of Bank Loan Ratings
by Amir Sufi [Downloadable! (restricted)]
1693-1745 The Nature and Persistence of Buyback Anomalies
by Urs Peyer [Downloadable! (restricted)]
1747-1776 The Performance of Private Equity Funds
by Ludovic Phalippou & Oliver Gottschalg [Downloadable! (restricted)]

2009, Volume 22, Issue 3

925-957 Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market
by Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz [Downloadable! (restricted)]
959-993 Nondiversification Traps in Catastrophe Insurance Markets
by Rustam Ibragimov & Dwight Jaffee & Johan Walden [Downloadable! (restricted)]
995-1020 Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions
by Evan Gatev & Til Schuermann & Philip E. Strahan [Downloadable! (restricted)]
1021-1056 Y2K Options and the Liquidity Premium in Treasury Markets
by Suresh Sundaresan & Zhenyu Wang [Downloadable! (restricted)]
1057-1088 Bank Lines of Credit in Corporate Finance: An Empirical Analysis
by Amir Sufi [Downloadable! (restricted)]
1089-1118 Motivating Entrepreneurial Activity in a Firm
by Antonio E. Bernardo & Hongbin Cai & Jiang Luo [Downloadable! (restricted)]
1119-1148 Trade-offs in Staying Close: Corporate Decision Making and Geographic Dispersion
by Augustin Landier & Vinay B. Nair & Julie Wulf [Downloadable! (restricted)]
1149-1177 Idiosyncratic Return Volatility, Cash Flows, and Product Market Competition
by Paul J. Irvine & Jeffrey Pontiff [Downloadable! (restricted)]
1179-1211 How Do Mergers Create Value? A Comparison of Taxes, Market Power, and Efficiency Improvements as Explanations for Synergies
by Erik Devos & Palani-Rajan Kadapakkam & Srinivasan Krishnamurthy [Downloadable! (restricted)]
1213-1245 Loyalty-Based Portfolio Choice
by Lauren Cohen [Downloadable! (restricted)]
1247-1277 Mispricing of S&P 500 Index Options
by George M. Constantinides & Jens Carsten Jackwerth & Stylianos Perrakis [Downloadable! (restricted)]
1279-1310 Mutual Fund Fees Around the World
by Ajay Khorana & Henri Servaes & Peter Tufano [Downloadable! (restricted)]
1311-1341 Variance Risk Premiums
by Peter Carr & Liuren Wu [Downloadable! (restricted)]
1343-1375 Cointegration and Consumption Risks in Asset Returns
by Ravi Bansal & Robert Dittmar & Dana Kiku [Downloadable! (restricted)]

2009, Volume 22, Issue 2

481-507 Controlling for Fixed-Income Exposure in Portfolio Evaluation: Evidence from Hybrid Mutual Funds
by George Comer & Norris Larrymore & Javier Rodriguez [Downloadable! (restricted)]
509-539 Trading Restrictions and Stock Prices
by Robin Greenwood [Downloadable! (restricted)]
541-574 Hedge Funds as Investors of Last Resort?
by David J. Brophy & Paige P. Ouimet & Clemens Sialm [Downloadable! (restricted)]
575-607 Short-Sale Strategies and Return Predictability
by Karl B. Diether & Kuan-Hui Lee & Ingrid M. Werner [Downloadable! (restricted)]
609-632 Just How Much Do Individual Investors Lose by Trading?
by Brad M. Barber & Yi-Tsung Lee & Yu-Jane Liu & Terrance Odean [Downloadable! (restricted)]
633-679 Market Valuation and Acquisition Quality: Empirical Evidence
by Christa H. S. Bouwman & Kathleen Fuller & Amrita S. Nain [Downloadable! (restricted)]
681-714 Equity and Cash in Intercorporate Asset Sales: Theory and Evidence
by Ulrich Hege & Stefano Lovo & Myron B. Slovin & Marie E. Sushka [Downloadable! (restricted)]
715-747 Consensus in Diverse Corporate Boards
by Nina Baranchuk & Philip H. Dybvig [Downloadable! (restricted)]
749-781 Design and Renegotiation of Debt Covenants
by Nicolae Garleanu & Jeffrey Zwiebel [Downloadable! (restricted)]
783-827 What Matters in Corporate Governance?
by Lucian Bebchuk & Alma Cohen & Allen Ferrell [Downloadable! (restricted)]
829-858 Corporate Governance Transfer and Synergistic Gains from Mergers and Acquisitions
by Cong Wang & Fei Xie [Downloadable! (restricted)]
859-892 Optimal Executive Compensation when Firm Size Follows Geometric Brownian Motion
by Zhiguo He [Downloadable! (restricted)]
893-924 Institutional Investors and Equity Returns: Are Short-term Institutions Better Informed?
by Xuemin (Sterling) Yan & Zhe Zhang [Downloadable! (restricted)]

2009, Volume 22, Issue 1

1-40 Harming Depositors and Helping Borrowers: The Disparate Impact of Bank Consolidation
by Kwangwoo Park & George Pennacchi [Downloadable! (restricted)]
41-77 Bank Debt and Corporate Governance
by Victoria Ivashina & Vinay B. Nair & Anthony Saunders & Nadia Massoud & Roger Stover [Downloadable! (restricted)]
79-116 Disappearing Dividends, Catering, and Risk
by Gerard Hoberg & Nagpurnanand R. Prabhala [Downloadable! (restricted)]
117-150 Financial Contracting with Optimistic Entrepreneurs
by Augustin Landier & David Thesmar [Downloadable! (restricted)]
151-186 Do Retail Trades Move Markets?
by Brad M. Barber & Terrance Odean & Ning Zhu [Downloadable! (restricted)]
187-217 The Stock Market and Corporate Investment: A Test of Catering Theory
by Christopher Polk & Paola Sapienza [Downloadable! (restricted)]
219-255 Promotion Tournaments and Capital Rationing
by Bing Han & David Hirshleifer & John C. Persons [Downloadable! (restricted)]
257-297 A Liquidity-Based Theory of Closed-End Funds
by Martin Cherkes & Jacob Sagi & Richard Stanton [Downloadable! (restricted)]
299-335 Differences of Opinion of Public Information and Speculative Trading in Stocks and Options
by H. Henry Cao & Hui Ou-Yang [Downloadable! (restricted)]
337-369 Multinationals as Arbitrageurs: The Effect of Stock Market Valuations on Foreign Direct Investment
by Malcolm Baker & C. Fritz Foley & Jeffrey Wurgler [Downloadable! (restricted)]
371-412 Are there permanent valuation gains to overseas listing?
by Sergei Sarkissian & Michael J. Schill [Downloadable! (restricted)]
413-434 Multiple-Predictor Regressions: Hypothesis Testing
by Yakov Amihud & Clifford M. Hurvich & Yi Wang [Downloadable! (restricted)]
435-480 Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
by Mitchell A. Petersen [Downloadable! (restricted)]

2008, Volume 21, Issue 6

2379-2416 Unobserved Actions of Mutual Funds
by Marcin Kacperczyk & Clemens Sialm & Lu Zheng [Downloadable! (restricted)]
2417-2448 Momentum Profits, Factor Pricing, and Macroeconomic Risk
by Laura Xiaolei Liu & Lu Zhang [Downloadable! (restricted)]
2449-2486 Time-Varying Liquidity Risk and the Cross Section of Stock Returns
by Akiko Watanabe & Masahiro Watanabe [Downloadable! (restricted)]
2487-2534 Inflation Uncertainty, Asset Valuations, and the Credit Spreads Puzzle
by Alexander David [Downloadable! (restricted)]
2535-2563 Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics
by Suzanne S. Lee & Per A. Mykland [Downloadable! (restricted)]
2565-2597 Learning and Asset Prices Under Ambiguous Information
by Markus Leippold & Fabio Trojani & Paolo Vanini [Downloadable! (restricted)]
2599-2633 Can Growth Options Explain the Trend in Idiosyncratic Risk?
by Charles Cao & Timothy Simin & Jing Zhao [Downloadable! (restricted)]
2635-2676 Information Quality and Options
by Joel M. Vanden [Downloadable! (restricted)]
2677-2703 Monopoly and Information Advantage in the Residential Mortgage Market
by Jie Gan & Timothy J. Riddiough [Downloadable! (restricted)]
2705-2742 Cash-in-the-Market Pricing and Optimal Resolution of Bank Failures
by Viral V. Acharya & Tanju Yorulmazer [Downloadable! (restricted)]
2743-2778 Default Risk, Shareholder Advantage, and Stock Returns
by Lorenzo Garlappi & Tao Shu & Hong Yan [Downloadable! (restricted)]
2779-2824 Shareholder Diversification and the Decision to Go Public
by Andriy Bodnaruk & Eugene Kandel & Massimo Massa & Andrei Simonov [Downloadable! (restricted)]
2825-2855 The New Issues Puzzle: Testing the Investment-Based Explanation
by Evgeny Lyandres & Le Sun & Lu Zhang [Downloadable! (restricted)]
2857-2888 Financial Constraints and Growth: Multinational and Local Firm Responses to Currency Depreciations
by Mihir A. Desai & C. Fritz Foley & Kristin J. Forbes [Downloadable! (restricted)]

2008, Volume 21, Issue 5

1873-1906 Good IPOs Draw in Bad: Inelastic Banking Capacity and Hot Markets
by Naveen Khanna & Thomas H. Noe & Ramana Sonti [Downloadable! (restricted)]
1907-1945 The Dating Game: Do Managers Designate Option Grant Dates to Increase their Compensation?
by M. P. Narayanan & H. Nejat Seyhun [Downloadable! (restricted)]
1947-1982 Contracts and Exits in Venture Capital Finance
by Douglas Cumming [Downloadable! (restricted)]
1983-2014 Do Sovereign Bonds Benefit Corporate Bonds in Emerging Markets?
by Robert F. Dittmar [Downloadable! (restricted)]
2015-2060 Intragroup Propping: Evidence from the Stock-Price Effects of Earnings Announcements by Korean Business Groups
by Gil S. Bae & Youngsoon S. Cheon & Jun-Koo Kang [Downloadable! (restricted)]
2061-2095 Do Retail Incentives Work in Privatizations?
by Matti Keloharju & Samuli Knüpfer & Sami Torstila [Downloadable! (restricted)]
2097-2137 The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street
by Hanno Lustig & Stijn Van Nieuwerburgh [Downloadable! (restricted)]
2139-2172 Habit Formation, Incomplete Markets, and the Significance of Regional Risk for Expected Returns
by George M. Korniotis [Downloadable! (restricted)]
2173-2207 Taxable and Tax-Deferred Investing: A Tax-Arbitrage Approach
by Jennifer Huang [Downloadable! (restricted)]
2209-2242 Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model
by K.J. Martijn Cremers & Joost Driessen & Pascal Maenhout [Downloadable! (restricted)]
2243-2274 Biases in Decomposing Holding-Period Portfolio Returns
by Weimin Liu & Norman Strong [Downloadable! (restricted)]
2275-2306 Strong-Form Efficiency with Monopolistic Insiders
by Minh Chau & Dimitri Vayanos [Downloadable! (restricted)]
2307-2343 Market Discipline and Internal Governance in the Mutual Fund Industry
by Thomas Dangl & Youchang Wu & Josef Zechner [Downloadable! (restricted)]
2345-2378 A Bayesian Analysis of Return Dynamics with Lévy Jumps
by Haitao Li & Martin T. Wells & Cindy L. Yu [Downloadable! (restricted)]

2008, Volume 21, Issue 4

1453-1454 Forecasting the Equity Premium: Where We Stand Today
by Matthew Spiegel [Downloadable! (restricted)]
1455-1508 A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
by Ivo Welch & Amit Goyal [Downloadable! (restricted)]
1509-1531 Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
by John Y. Campbell & Samuel B. Thompson [Downloadable! (restricted)]
1533-1575 The Dog That Did Not Bark: A Defense of Return Predictability
by John H. Cochrane [Downloadable! (restricted)]
1577-1605 The Myth of Long-Horizon Predictability
by Jacob Boudoukh & Matthew Richardson & Robert F. Whitelaw [Downloadable! (restricted)]
1607-1652 Reconciling the Return Predictability Evidence
by Martin Lettau & Stijn Van Nieuwerburgh [Downloadable! (restricted)]
1653-1687 The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
by Martin Lettau & Sydney C. Ludvigson & Jessica A. Wachter [Downloadable! (restricted)]
1689-1731 The Causal Effect of Mortgage Refinancing on Interest Rate Volatility: Empirical Evidence and Theoretical Implications
by Jefferson Duarte [Downloadable! (restricted)]
1733-1765 Why Leverage Affects Pricing
by Pegaret Pichler & Alex Stomper & Christine Zulehner [Downloadable! (restricted)]
1767-1795 Interpreting the Value Effect Through the Q-Theory: An Empirical Investigation
by Yuhang Xing [Downloadable! (restricted)]
1797-1832 A Theory of Board Control and Size
by Milton Harris & Artur Raviv [Downloadable! (restricted)]
1833-1871 How Well Do Institutional Theories Explain Firms' Perceptions of Property Rights?
by Meghana Ayyagari & Asli Demirgüç-Kunt & Vojislav Maksimovic [Downloadable! (restricted)]

2008, Volume 21, Issue 3

1037-1075 Estimation Risk, Information, and the Conditional CAPM: Theory and Evidence
by Praveen Kumar & Sorin M. Sorescu & Rodney D. Boehme & Bartley R. Danielsen [Downloadable! (restricted)]
1077-1122 Robust Stochastic Discount Factors
by Phelim Boyle & Shui Feng & Weidong Tian & Tan Wang [Downloadable! (restricted)]
1123-1151 Small Trades and the Cross-Section of Stock Returns
by Soeren Hvidkjaer [Downloadable! (restricted)]
1153-1186 Excess Comovement of Stock Returns: Evidence from Cross-Sectional Variation in Nikkei 225 Weights
by Robin Greenwood [Downloadable! (restricted)]
1187-1222 The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes
by Robert F. Engle & Jose Gonzalo Rangel [Downloadable! (restricted)]
1223-1258 A GARCH Option Pricing Model with Filtered Historical Simulation
by Giovanni Barone-Adesi & Robert F. Engle & Loriano Mancini [Downloadable! (restricted)]
1259-1296 Average Idiosyncratic Volatility in G7 Countries
by Hui Guo & Robert Savickas [Downloadable! (restricted)]
1297-1338 Expected returns, yield spreads, and asset pricing tests
by Murillo Campello & Long Chen & Lu Zhang [Downloadable! (restricted)]
1339-1369 Forecasting Default with the Merton Distance to Default Model
by Sreedhar T. Bharath & Tyler Shumway [Downloadable! (restricted)]
1371-1401 Who Monitors the Monitor? The Effect of Board Independence on Executive Compensation and Firm Value
by Praveen Kumar [Downloadable! (restricted)]
1403-1449 Does Capital Account Liberalization Lead to Growth?
by Dennis P. Quinn & A. Maria Toyoda [Downloadable! (restricted)]

2008, Volume 21, Issue 2

483-511 Choosing to Cofinance: Analysis of Project-Specific Alliances in the Movie Industry
by Darius Palia & S. Abraham Ravid & Natalia Reisel [Downloadable! (restricted)]
513-541 Building Relationships Early: Banks in Venture Capital
by Thomas Hellmann & Laura Lindsey & Manju Puri [Downloadable! (restricted)]
543-577 Production in Entrepreneurial Firms: The Effects of Financial Constraints on Labor and Capital
by Mark J. Garmaise [Downloadable! (restricted)]
579-604 Complex Ownership Structures and Corporate Valuations
by Luc Laeven & Ross Levine [Downloadable! (restricted)]
605-648 The Value of Investor Protection: Firm Evidence from Cross-Border Mergers
by Arturo Bris & Christos Cabolis [Downloadable! (restricted)]
649-681 Strategic Alliances and the Boundaries of the Firm
by David T. Robinson [Downloadable! (restricted)]
683-724 Analytic Pricing of Employee Stock Options
by Jakša Cvitanić & Zvi Wiener & Fernando Zapatero [Downloadable! (restricted)]
725-761 Where Is the Market? Evidence from Cross-Listings in the United States
by Michael Halling & Marco Pagano & Otto Randl & Josef Zechner [Downloadable! (restricted)]
763-784 Distance Still Matters: Evidence from Municipal Bond Underwriting
by Alexander W. Butler [Downloadable! (restricted)]
785-818 All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
by Brad M. Barber & Terrance Odean [Downloadable! (restricted)]
819-854 Identifying Term Structure Volatility from the LIBOR-Swap Curve
by Samuel Thompson [Downloadable! (restricted)]
855-888 Endogenous Events and Long-Run Returns
by S. Viswanathan & Bin Wei [Downloadable! (restricted)]
889-935 International asset allocation under regime switching, skew, and kurtosis preferences
by Massimo Guidolin & Allan Timmermann [Downloadable! (restricted)]
937-971 Institutional Portfolio Flows and International Investments
by Kenneth A. Froot & Tarun Ramadorai [Downloadable! (restricted)]
973-1011 State Dependence Can Explain the Risk Aversion Puzzle
by Fousseni Chabi-Yo & René Garcia & Eric Renault [Downloadable! (restricted)]
1013-1036 Tournaments in Mutual-Fund Families
by Alexander Kempf & Stefan Ruenzi [Downloadable! (restricted)]

2008, Volume 21, Issue 1

1-1 A Note from the Editor
by Matthew Spiegel Spiegel [Downloadable! (restricted)]
3-10 The Causes and Consequences of Recent Financial Market Bubbles: An Introduction
by Utpal Bhattacharya [Downloadable! (restricted)]
11-17 Bubbles: Some Perspectives (and Loose Talk) from History
by Maureen O'Hara [Downloadable! (restricted)]
19-50 Relative Wealth Concerns and Financial Bubbles
by Peter M. DeMarzo & Ron Kaniel & Ilan Kremer [Downloadable! (restricted)]
51-99 Mutual Funds and Bubbles: The Surprising Role of Contractual Incentives
by Nishant Dass & Massimo Massa & Rajdeep Patgiri [Downloadable! (restricted)]
101-133 Analyst Behavior Following IPOs: The 'Bubble Period' Evidence
by Daniel J. Bradley & Bradford D. Jordan & Jay R. Ritter [Downloadable! (restricted)]
135-180 Money Illusion and Housing Frenzies
by Markus K. Brunnermeier & Christian Julliard [Downloadable! (restricted)]
181-231 Conditioning Information and Variance Bounds on Pricing Kernels with Higher- Order Moments: Theory and Evidence
by Fousseni Chabi-Yo [Downloadable! (restricted)]
233-264 Estimating the Dynamics of Mutual Fund Alphas and Betas
by Harry Mamaysky & Matthew Spiegel & Hong Zhang [Downloadable! (restricted)]
265-310 A Dynamic Model for the Forward Curve
by Choong Tze Chua & Dean Foster & Krishna Ramaswamy & Robert Stine [Downloadable! (restricted)]
311-346 Is Nonlinear Drift Implied by the Short End of the Term Structure?
by Hideyuki Takamizawa [Downloadable! (restricted)]
347-385 Two Trees
by John H. Cochrane & Francis A. Longstaff & Pedro Santa-Clara [Downloadable! (restricted)]
387-414 Investor Sentiment and Option Prices
by Bing Han [Downloadable! (restricted)]

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This page was last updated on 2009-11-19.

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