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Content
1991, Volume 4, Issue 2
1991, Volume 4, Issue 1
- 1-16 Equilibrium, Price Formation, and the Value of Private Information
by Jackson, Matthew O
- 17-51 A Theory of Trading in Stock Index Futures
by Subrahmanyam, Avanidhar
- 53-86 Identifying the Dynamics of Real Interest Rates and Inflation: Evidence Using Survey Data
by Pennacchi, George G
- 87-120 A Simple Approach to Interest-Rate Option Pricing
by Turnbull, Stuart M & Milne, Frank
- 121-148 What Is Different about International Lending?
by Chowdhry, Bhagwan
- 149-174 A Theory of Acquisition Markets: Mergers versus Tender Offers, and Golden Parachutes
by Berkovitch, Elazar & Khanna, Naveen
- 175-200 Financial Policy and Reputation for Product Quality
by Maksimovic, Vojislav & Titman, Sheridan
- 201-219 Capital Structure and Dividend Irrelevance with Asymmetric Information
by Dybvig, Philip H & Zender, Jaime F
1990, Volume 3, Issue 4
- 493-521 General Equilibrium Pricing of Options on the Market Portfolio with Discontinuous Returns
by Naik, Vasanttilak & Lee, Moon
- 523-546 Convergence from Discrete- to Continuous-Time Contingent Claims Prices
by He, Hua
- 547-572 The Analytic Valuation of American Options
by Kim, In Joon
- 573-592 Pricing Interest-Rate-Derivative Securities
by Hull, John & White, Alan
- 593-624 A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets
by Foster, F Douglas & Viswanathan, S
- 625-650 Tax Planning, Regulatory Capital Planning, and Financial Reporting Strategy for Commercial Banks
by Scholes, Myron S & Wilson, G Peter & Wolfson, Mark A
- 651-675 Asymmetric Information and the Medium of Exchange in Takeovers: Theory and Tests
by Eckbo, B Espen & Giammarino, Ronald M & Heinkel, Robert L
- 677-693 Risk Aversion and the Intertemporal Behavior of Asset Prices
by Stapleton, R C & Subrahmanyam, M G
- 695-708 Returns on Initial Public Offerings of Closed-End Funds
by Peavy, John W, III
1990, Volume 3, Issue 3
- 315-342 Pooling, Separating, and Semiseparating Equilibria in Financial Markets: Some Experimental Evidence
by Cadsby, Charles B & Frank, Murray & Maksimovic, Vojislav
- 343-365 Consistent Estimation of Cross-Sectional Models in Event Studies
by Eckbo, B Espen & Maksimovic, Vojislav & Williams, Joseph
- 367-391 Shareholder-Value Maximization and Product-Market Competition
by Rotemberg, Julio J & Scharfstein, David S
- 393-430 Simple Binomial Processes as Diffusion Approximations in Financial Models
by Nelson, Daniel B & Ramaswamy, Krishna
- 431-467 Data-Snooping Biases in Tests of Financial Asset Pricing Models
by Lo, Andrew W & MacKinlay, A Craig
- 469-492 The Stop-Loss Start-Gain Paradox and Option Valuation: A New Decomposition into Intrinsic and Time Value
by Carr, Peter P & Jarrow, Robert A
1990, Volume 3, Issue 2
- 153-174 Competition and the Medium of Exchange in Takeovers
by Berkovitch, Elazar & Narayanan, M P
- 175-205 When Are Contrarian Profits Due to Stock Market Overreaction?
by Lo, Andrew W & MacKinlay, A Craig
- 207-232 Expectations and Volatility of Consumption and Asset Returns
by Kandel, Shmuel & Stambaugh, Robert F
- 233-253 Private Information, Trading Volume, and Stock-Return Variances
by Barclay, Michael J & Litzenberger, Robert H & Warner, Jerold B
- 255-280 Return Seasonality in Stocks and Their Underlying Assets: Tax-Loss Selling versus Information Explanations
by Brauer, Greggory A & Chang, Eric C
- 281-307 Correlations in Price Changes and Volatility across International Stock Markets
by Hamao, Yasushi & Masulis, Ronald W & Ng, Victor
1990, Volume 3, Issue 1
- 5-33 Transmission of Volatility between Stock Markets
by King, Mervyn A & Wadhwani, Sushil
- 34-35 Transmission of Volatility between Stock Markets: Discussion
by Poterba, James M
- 37-71 Stock Market Structure and Volatility
by Stoll, Hans R & Whaley, Robert E
- 72-75 Stock Market Structure and Volatility: Discussion
by Pfleiderer, Paul
- 77-102 Stock Volatility and the Crash of '87
by Schwert, G William
- 103-106 Stock Volatility and the Crash of '87: Discussion
by Engle, Robert F
- 107-114 Mean Reversion and Consumption Smoothing
by Black, Fischer
- 115-131 The Stock Market and Investment
by Barro, Robert J
- 133-151 Clearing and Settlement during the Crash
by Bernanke, Ben S
1989, Volume 2, Issue 2
- 125-156 A Mean-Variance Framework for Tests of Asset Pricing Models
by Kandel, Shmuel & Stambaugh, Robert F
- 157-188 Two-Person Dynamic Equilibrium in the Capital Market
by Dumas, Bernard
- 189-223 Divide and Conquer: A Theory of Intraday and Day-of-the-Week Mean Effects
by Admati, Anat R & Pfleiderer, Paul
- 225-240 Mean Reversion in Short-Horizon Expected Returns
by Conrad, Jennifer & Kaul, Gautam
- 241-250 Numerical Evaluation of Multivariate Contingent Claims
by Boyle, Phelim P & Evnine, Jeremy & Gibbs, Stephen
- 251-265 The Multinomial Option Pricing Model and Its Brownian and Poisson Limits
by Madan, Dilip B & Milne, Frank & Shefrin, Hersh
1989, Volume 2, Issue 1
- 1-23 Requiem for a Market: An Analysis of the Rise and Fall of a Financial Futures Contract
by Johnston, Elizabeth Tashjian & McConnell, John J
- 25-47 The Resolution of Financial Distress
by Giammarino, Ronald M
- 49-71 Competitive Equilibrium with Type Convergence in an Asymmetrically Informed Market
by Thakor, Anjan V
- 73-89 Intertemporally Dependent Preferences and the Volatility of Consumption and Wealth
by Sundaresan, Suresh M
- 91-108 The Box Spread Arbitrage Conditions: Theory, Tests, and Investment Strategies
by Ronn, Aimee Gerbarg & Ronn, Ehud I
- 109-123 Claimholder Incentive Conflicts in Reorganization: The Role of Bankruptcy Law
by Brown, David T
1988, Volume 1, Issue 4
1988, Volume 1, Issue 3
1988, Volume 1, Issue 2
1988, Volume 1, Issue 1