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Oxford University Press for Society for Financial Studies

Review of Financial Studies

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Postal: Oxford University Press, Journals Department, 2001 Evans Road, Cary, NC 27513 USA.
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2002, Volume 15, Issue 5

1385-1406 The Long-Term Performance of Corporate Bonds (and Stocks) Following Seasoned Equity Offerings
by Allan C. Eberhart & Akhtar Siddique
1407-1437 On Mutual Fund Investment Styles
by Louis K. C. Chan & Hsiu-Lang Chen & Josef Lakonishok
1439-1463 Mutual Fund Survivorship
by Mark M. Carhart & Jennifer N. Carpenter & Anthony W. Lynch & David K. Musto
1465-1497 Fee Speech: Signaling, Risk-Sharing, and the Impact of Fee Structures on Investor Welfare
by Sanjiv Ranjan Das & Rangarajan K. Sundaram
1499-1524 Demand Curves and the Pricing of Money Management
by Susan E. K. Christoffersen & David K. Musto
1525-1560 The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets
by Gikas A. Hardouvelis & Panayiotis Theodossiou
1561-1586 Regulating Access to International Large-Value Payment Systems
by Cornelia Holthausen & Thomas R¯nde

2002, Volume 15, Issue 4

987-1003 Incentive-Compatible Contracts for the Sale of Information
by Bruno Biais & Laurent Germain
1005-1047 Dynamic Volume-Return Relation of Individual Stocks
by Guillermo Llorente & Roni Michaely & Gideon Saar & Jiang Wang
1049-1075 The Informational Role of Stock and Option Volume
by Kalok Chan & Y. Peter Chung & Wai-Ming Fong
1077-1109 Price Formation and Market Quality When the Number and Presence of Insiders Is Unknown
by Charles R. Schnitzlein
1111-1135 Trading and Pricing in Upstairs and Downstairs Stock Markets
by G. Geoffrey Booth & Ji-Chai Lin & Teppo Martikainen & Yiuman Tse
1137-1187 International Asset Allocation With Regime Shifts
by Andrew Ang & Geert Bekaert
1189-1221 An Isomorphism Between Asset Pricing Models With and Without Linear Habit Formation
by Mark Schroder & Costis Skiadas
1223-1249 Stock Return Predictability: A Bayesian Model Selection Perspective
by K. J. Martijn Cremers
1251-1282 Structuring International Cooperative Ventures
by Thomas H. Noe & Michael J. Rebello & Milind M. Shrikhande
1283-1324 How Firms Should Hedge
by Gregory W. Brown & Klaus Bjerre Toft

2002, Volume 15, Issue 3

691-721 Option Exercise Games: An Application to the Equilibrium Investment Strategies of Firms
by Steven R. Grenadier
723-750 The Effect of Leverage on Bidding Behavior: Theory and Evidence from the FCC Auctions
by Matthew J. Clayton & S. Abraham Ravid
751-782 Macroeconomic Factors Do Influence Aggregate Stock Returns
by Mark J. Flannery & Aris A. Protopapadakis
783-803 Are the Fama and French Factors Global or Country Specific?
by John M. Griffin
805-835 Optimal Portfolio Selection with Transaction Costs and Finite Horizons
by Hong Liu & Mark Loewenstein
837-868 Risk Arbitrage in Takeovers
by Francesca Cornelli & David D. Li
869-900 Why New Issues and High-Accrual Firms Underperform: The Role of Analysts' Credulity
by Siew Hong Teoh & T. J. Wong
901-926 Competition, Adverse Selection, and Information Dispersion in the Banking Industry
by Robert Marquez
927-957 Financial Innovation and Information: The Role of Derivatives When a Market for Information Exists
by Massimo Massa
959-985 Nondiscriminating Foreclosure and Voluntary Liquidating Costs
by Ko Wang & Leslie Young & Yuqing Zhou

2002, Volume 15, Issue 2

353-362 Introduction to Review of Financial Studies Conference on Market Frictions and Behavioral Finance
by John Heaton & Robert Korajczyk
363-404 Robustness and Pricing with Uncertain Growth
by Marco Cagetti & Lars Peter Hansen & Thomas Sargent & Noah Williams
405-412 Discussion of "Robustness and Pricing with Uncertain Growth"
by Pascal J. Maenhout
413-444 Why Don't Issuers Get Upset About Leaving Money on the Table in IPOs?
by Tim Loughran & Jay R. Ritter
445-454 Discussion of "Why Don't Issuers Get Upset About Leaving Money on the Table in IPOs?"
by Kent Daniel
455-488 Online Investors: Do the Slow Die First?
by Brad M. Barber & Terrance Odean
489-526 Underreaction to Self-Selected News Events: The Case of Stock Splits
by David L. Ikenberry & Sundaresh Ramnath
527-532 Discussion of "Underreaction to Self-Selected News Events"
by Sheridan Titman
533-564 Momentum and Autocorrelation in Stock Returns
by Jonathan Lewellen
565-574 Discussion of "Momentum and Autocorrelation in Stock Returns"
by Joseph Chen & Harrison Hong
575-606 Competing Theories of Financial Anomalies
by Alon Brav & J.B. Heaton
607-614 Discussion of "Competing Theories of Financial Anomalies"
by Werner De Bondt
615-648 Sidelined Investors, Trading-Generated News, and Security Returns
by H. Henry Cao & Joshua D. Coval & David Hirshleifer
649-654 Discussion of "Sidelined Investors, Trading-Generated News, and Security Returns"
by Pietro Veronesi
655-689 Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return Autocorrelations
by Dong-Hyun Ahn & Jacob Boudoukh & Matthew Richardson & Robert F. Whitelaw

2002, Volume 15, Issue 1

1-33 Testing Trade-Off and Pecking Order Predictions About Dividends and Debt
by Eugene F. Fama
35-64 When Are Real Options Exercised? An Empirical Study of Mine Closings
by Alberto Moel
65-95 Persistence and Reversal in Herd Behavior: Theory and Application to the Decision to Go Public
by Lee Nelson
97-141 The Investor Recognition Hypothesis in a Dynamic General Equilibrium: Theory and Evidence
by Alexander Shapiro
143-157 Cross-Sectional and Time-Series Determinants of Momentum Returns
by Narasimhan Jegadeesh
159-194 Does the Limit Order Routing Decision Matter?
by Robert Battalio & Jason Greene & Brian Hatch
195-241 Pricing Interest Rate Derivatives: A General Approach
by George Chacko
243-288 Quadratic Term Structure Models: Theory and Evidence
by Dong-Hyun Ahn & Robert F. Dittmar
289-318 Investor Activism and Financial Market Structure
by Thomas H. Noe
319-347 An Empirical Analysis of Personal Bankruptcy and Delinquency
by David B. Gross
349-351 Asset Pricing, John H. Cochrane. Princeton, NJ: Princeton University Press, 2001. 530 pp. ISBN 0-691-07498-4
by Wayne Ferson

2001, Volume 14, Issue 4

905-42 Assessing Asset Pricing Anomalies
by Brennan, Michael J & Xia, Yihong
943-77 Ownership and Control of German Corporations
by Franks, Julian & Mayer, Colin
979-1020 Information Flow and Pricing Errors: A Unified Approach to Estimation and Testing
by George, Thomas J & Hwang, Chuan-Yang
1021-57 The Many Faces of Information Disclosure
by Boot, Arnoud W A & Thakor, Anjan V
1059-82 Bank Power and Cash Holdings: Evidence from Japan
by Pinkowitz, Lee & Williamson, Rohan
1083-1116 Disentangling the Dividend Information in Splits: A Decomposition Using Conditional Event-Study Methods
by Nayak, Subhankar & Prabhala, Nagpurnanand R
1117-51 Quantitative Asset Pricing Implications of Endogenous Solvency Constraints
by Alvarez, Fernando & Jermann, Urban J
1153-81 Price Impact Asymmetry of Block Trades: An Institutional Trading Explanation
by Saar, Gideon
1183-1213 Rational Beliefs and Security Design
by Garmaise, Mark
1215-32 How Does the Spirit of Capitalism Affect Stock Market Prices?
by Smith, William T

2001, Volume 14, Issue 3

583-616 Optimal Consumption and Investment with Capital Gains Taxes
by Dammon, Robert M & Spatt, Chester S & Zhang, Harold H
617-57 Cross-Border Investing with Tax Arbitrage: The Case of German Dividend Tax Credits
by McDonald, Robert L
659-80 Familiarity Breeds Investment
by Huberman, Gur
681-704 An Examination of Changes in Specialists' Posted Price Schedules
by Kavajecz, Kenneth A & Odders-White, Elizabeth R
705-34 Adverse Selection and Competitive Market Making: Empirical Evidence from a Limit Order Market
by Sandas, Patrik
735-64 The Endogeneity of Managerial Compensation in Firm Valuation: A Solution
by Palia, Darius
765-804 The Impact of Debt Financing on Entry and Exit in a Duopoly
by Lambrecht, Bart M
805-35 Exposure and Markups
by Allayannis, George & Ihrig, Jane
837-59 The Determinants of Asymmetric Volatility
by Wu, Guojun
861-99 Expected Returns and Habit Persistence
by Li, Yuming

2001, Volume 14, Issue 2

313-41 The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
by Fung, William & Hsieh, David A
343-69 Efficient Trading Strategies in the Presence of Market Frictions
by Jouini, Elyes & Kallal, Hedi
371-405 Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices
by Basak, Suleyman & Shapiro, Alexander
407-31 Optimal Portfolio Choice and the Valuation of Illiquid Securities
by Longstaff, Francis A
433-58 Underpricing and Entrepreneurial Wealth Losses in IPOs: Theory and Evidence
by Habib, Michel A & Ljungqvist, Alexander P
459-94 Technological Innovation and Initial Public Offerings
by Maksimovic, Vojislav & Pichler, Pegaret
495-527 The Price of a Smile: Hedging and Spanning in Option Markets
by Buraschi, Andrea & Jackwerth, Jens
529-54 Financial Constraints and Stock Returns
by Lamont, Owen & Polk, Christopher & Saa-Requejo, Jesus
555-76 An Analysis of Default Correlations and Multiple Defaults
by Zhou, Chunsheng

2001, Volume 14, Issue 1

1-27 Learning to be Overconfident
by Gervais, Simon & Odean, Terrance
29-78 Understanding the Nature of the Risks and the
by Grundy, Bruce D & Martin, J Spencer
79-111 Are Insider Trades Informative?
by Lakonishok, Josef & Lee, Inmoo
113-47 Valuing American Options by Simulation: A Simple Least-Squares Approach
by Longstaff, Francis A & Schwartz, Eduardo S
149-85 The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks
by Santa-Clara, Pedro & Sornette, Didier
187-214 Equilibrium Positive Interest Rates: A Unified View
by Jin, Yan & Glasserman, Paul
215-41 International Competition and Exchange Rate Shocks: A Cross-Country Industry Analysis of Stock Returns
by Griffin, John M & Stulz, Rene M
243-76 The Use of Foreign Currency Derivatives and Firm Market Value
by Allayannis, George & Weston, James P
277-305 Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods
by Dumas, Bernard & Uppal, Raman

2000, Volume 13, Issue 4

841-82 Toeholds, Bid Jumps, and Expected Payoffs in Takeovers
by Betton, Sandra & Eckbo, B Espen
883-916 Asset Pricing Models: Implications for Expected Returns and Portfolio Selection
by MacKinlay, A Craig & Pastor, Lubos
917-57 Regulatory and Legal Pressures and the Costs of Nasdaq Trading
by Schultz, Paul
959-84 The Interaction between Product Market and Financing Strategy: The Role of Venture Capital
by Hellmann, Thomas & Puri, Manju
985-1015 Strategic Debt Restructuring
by Noe, Thomas H & Wang, Jun
1017-55 The Private Placement of Debt and Outside Equity as an Information Revelation Mechanism
by Habib, Michel A & Johnsen, D Bruce
1057-99 Debt Valuation, Renegotiation, and Optimal Dividend Policy
by Fan, Hua & Sundaresan, Suresh M
1101-27 Client Discretion, Switching Costs, and Financial Innovation
by Bhattacharyya, Sugato & Nanda, Vikram
1129-51 Market Making, Prices, and Quantity Limits
by Dupont, Dominique

2000, Volume 13, Issue 3

479-519 Forcing Firms to Talk: Financial Disclosure Regulation and Externalities
by Admati, Anat R & Pfleiderer, Paul
521-47 Stock Market Risk and Return: An Equilibrium Approach
by Whitelaw, Robert F
549-84 Do Call Prices and the Underlying Stock Always Move in the Same Direction?
by Bakshi, Gurdip & Cao, Charles & Chen, Zhiwu
585-625 A Closed-Form GARCH Option Valuation Model
by Heston, Steven L & Nandi, Saikat
627-58 Price Discovery in Auction Markets: A Look Inside the Black Box
by Madhavan, Ananth & Panchapagesan, Venkatesh
659-96 Prices, Liquidity, and the Information Content of Trades
by Koski, Jennifer Lynch & Michaely, Roni
697-714 IPOs and Long-Term Relationships: An Advantage of Book Building
by Sherman, Ann E
715-48 Equilibrium Mispricing in a Capital Market with Portfolio Constraints
by Basak, Suleyman & Croitoru, Benjamin
749-79 Strategic Responses of Incumbents to New Entry: The Effect of Ownership Structure, Capital Structure, and Focus
by Khanna, Naveen & Tice, Sheri
781-812 Bank Reputation, Bank Commitment, and the Effects of Competition in Credit Markets
by Dinc, I Serdar
813-40 Bankruptcy Priority for Bank Deposits: A Contract Theoretic Explanation
by Birchler, Urs W

2000, Volume 13, Issue 2

257-300 Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
by Lo, Andrew W & Wang, Jiang
301-29 The Significance of the Market Portfolio
by Athanasoulis, Stefano G & Shiller, Robert J
331-64 The Design of Bank Loan Contracts
by Gorton, Gary & Kahn, James
365-84 The Term Structure of Interest Rates as a Random Field
by Goldstein, Robert S
385-416 The Opportunity for Conspiracy in Asset Markets Organized with Dealer Intermediaries
by Cason, Timothy N
417-31 On the Recoverability of Preferences and Beliefs
by Cuoco, Domenico & Zapatero, Fernando
433-51 Recovering Risk Aversion from Option Prices and Realized Returns
by Jackwerth, Jens Carsten
453-77 Government Intervention and Adverse Selection Costs in Foreign Exchange Markets
by Naranjo, Andy & Nimalendran, M

2000, Volume 13, Issue 1

1-42 Asymmetric Volatility and Risk in Equity Markets
by Bekaert, Geert & Wu, Guojun
43-74 Valuation of Bankrupt Firms
by Gilson, Stuart C & Hotchkiss, Edith S & Ruback, Richard S
75-94 Valuing American Put Options Using Gaussian Quadrature
by Sullivan, Michael A
95-125 A Theory of Bank Regulation and Management Compensation
by John, Kose & Saunders, Anthony & Senbet, Lemma W
127-53 Hedging and Liquidity
by Mello, Antonio S & Parsons, John E
155-89 How Do Firms Choose Their Lenders? An Empirical Investigation
by Cantillo, Miguel & Wright, Julian
191-218 Are There Economies of Scale in Underwriting Fees? Evidence of Rising External Financing Costs
by Altinkilic, Oya & Hansen, Robert S
219-47 Excess Funds and Agency Problems: An Empirical Study of Incremental Cash Disbursements
by Lie, Erik

1999, Volume 12, Issue 5

937-74 On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model
by Chan, Louis K C & Karceski, Jason & Lakonishok, Josef
975-1007 Stock Market Overreaction to Bad News in Good Times: A Rational Expectations Equilibrium Model
by Veronesi, Pietro
1009-41 Volatility Timing in Mutual Funds: Evidence from Daily Returns
by Busse, Jeffrey A
1043-74 The Determinants of Mutual Fund Starts
by Khorana, Ajay & Servaes, Henri
1075-1112 The Specialist's Discretion: Stopped Orders and Price Improvement
by Ready, Mark J
1113-41 A New Estimate of Transaction Costs
by Lesmond, David A & Ogden, Joseph P & Trzcinka, Charles A
1143-63 Changes of Numeraire for Pricing Futures, Forwards, and Options
by Schroder, Mark
1165-1202 Adaptive Learning in Financial Markets
by Routledge, Bryan R
1203-18 Stock Returns and Inflation with Supply and Demand Disturbances
by Hess, Patrick J & Lee, Bong-Soo
1219-35 The Second Fundamental Theorem of Asset Pricing: A New Approach
by Battig, Robert J & Jarrow, Robert A

1999, Volume 12, Issue 4

653-86 Conflict of Interest and the Credibility of Underwriter Analyst Recommendations
by Michaely, Roni & Womack, Kent L
687-720 Modeling Term Structures of Defaultable Bonds
by Duffie, Darrell & Singleton, Kenneth J
721-62 A Parametric Nonlinear Model of Term Structure Dynamics
by Ahn, Dong-Hyun & Gao, Bin
763-806 Using Proxies for the Short Rate: When Are Three Months Like an Instant?
by Chapman, David A & Long, John B, Jr & Pearson, Neil D
807-34 Empty Promises and Arbitrage
by Willard, Gregory A & Dybvig, Philip H
835-72 Nontraded Asset Valuation with Portfolio Constraints: A Binomial Approach
by Detemple, Jerome & Sundaresan, Suresh
873-900 Trade Disclosure Regulations in Markets with Negotiated Trades
by Naik, Narayan Y & Neuberger, Anthony & Viswanathan, S
901-35 Filter Rules Based on Price and Volume in Individual Security Overreaction
by Cooper, Michael

1999, Volume 12, Issue 3

429-59 Hedging Long-Term Exposures with Multiple Short-Term Futures Contracts
by Neuberger, Anthony
461-79 Risk Spillovers and Required Returns in Capital Budgeting
by Bhattacharyya, Sugato & Leach, J Chris
481-518 Cheap Talk, Fraud, and Adverse Selection in Financial Markets: Some Experimental Evidence
by Forsythe, Robert & Lundholm, Russell & Rietz, Thomas
519-34 The Underreaction Hypothesis and the New Issue Puzzle: Evidence from Japan
by Kang, Jun-Koo & Kim, Yong-Cheol & Stulz, Rene M
535-78 The Dynamics of Default and Debt Reorganization
by Mella-Barral, Pierre
579-607 Deposits and Relationship Lending
by Berlin, Mitchell & Mester, Loretta J
609-30 A Transactions Data Analysis of Nonsynchronous Trading
by Kadlec, Gregory B & Patterson, Douglas M
631-42 Time-Varying Risk and Return in the Bond Market: A Test of a New Equilibrium Pricing Model
by Campbell, Cynthia J & Kazemi, Hossein B & Nanisetty, Prasad

1999, Volume 12, Issue 2

227-47 The Demand for Stocks: An Analysis of IPO Auctions
by Kandel, Shmuel & Sarig, Oded & Wohl, Avi
249-79 A Theory of the Going-Public Decision
by Chemmanur, Thomas J & Fulghieri, Paolo
281-309 On the Heterogeneity of Leveraged Going Private Transactions
by Halpern, Paul & Kieschnick, Robert & Rotenberg, Wendy
311-45 Causes and Effects of Corporate Refocusing Programs
by Berger, Philip G & Ofek, Eli
347-77 Optimal Bankruptcy Laws across Different Economic Systems
by Berkovitch, Elazar & Israel, Ronen
379-404 The Dynamics of the Management-Shareholder Conflict
by Fluck, Zsuzsanna
405-28 Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn?
by Bossaerts, Peter & Hillion, Pierre

1999, Volume 12, Issue 1

5-35 Market Transparency: Who Wins and Who Loses?
by Bloomfield, Robert & O'Hara, Maureen
37-59 Quote Disclosure and Price Discovery in Multiple-Dealer Financial Markets
by Flood, Mark D, et al
61-93 FX Spreads and Dealer Competition across the 24-Hour Trading Day
by Huang, Roger D & Masulis, Ronald W
95-129 Information Revelation through Option Exercise
by Grenadier, Steven R
131-63 The Effect of Derivative Assets on Information Acquisition and Price Behavior in a Rational Expectations Equilibrium
by Cao, H Henry
165-95 Portfolio Turnpikes
by Dybvig, Philip H & Rogers, L C G & Back, Kerry
197-226 Estimating the Price of Default Risk
by Duffee, Gregory R

1998, Volume 11, Issue 4

679-704 Takeover Bidding with Toeholds: The Case of the Owner's Curse
by Singh, Rajdeep
705-37 Pricing Strategy and Financial Policy
by Dasgupta, Sudipto & Titman, Sheridan
739-55 Arbitrage, Hedging, and Financial Innovation
by Dow, James
757-87 Competitive Entry and Endogenous Risk in the Foreign Exchange Market
by Hau, Harald
789-816 Price Dynamics in Limit Order Markets
by Parlour, Christine A
817-44 Modeling Asymmetric Comovements of Asset Returns
by Kroner, Kenneth F & Ng, Victor K
845-70 Payment System Settlement and Bank Incentives
by Kahn, Charles M & Roberds, William
i Errata: Risk Aversion, Liquidity, and Endogenous Short Horizons
by Holden, Craig W & Subrahmanyam, Avanidhar

1998, Volume 11, Issue 3

449-87 Nonparametric Density Estimation and Tests of Continuous Time Interest Rate Models
by Pritsker, Matt
489-519 An Anatomy of Trading Strategies
by Conrad, Jennifer & Kaul, Gautam
521-57 Participation Costs, Trend Chasing, and Volatility of Stock Prices
by Orosel, Gerhard O
559-96 Optimal Contracting with Moral Hazard and Cascading
by Khanna, Naveen
597-626 Randomization and the American Put
by Carr, Peter
627-46 Pricing an American Option by Approximating Its Early Exercise Boundary as a Multipiece Exponential Function
by Ju, Nengjiu
647-74 Market Efficiency and Natural Selection in a Commodity Futures Market
by Luo, Guo Ying

1998, Volume 11, Issue 2

239-80 Agency and Brokerage of Real Assets in Competitive Equilibrium
by Williams, Joseph T
281-308 Default Risk Cannot Explain the Muni Puzzle: Evidence from Municipal Bonds That Are Secured by U.S. Treasury Obligations
by Chalmers, John M R
309-41 An Equilibrium Model with Restricted Stock Market Participation
by Basak, Suleyman & Cuoco, Domenico
343-82 The Restrictions on Predictability Implied by Rational Asset Pricing Models
by Kirby, Chris
383-418 Optimal Financial Contracting: Debt versus Outside Equity
by Fluck, Zsuzsanna
419-47 Stock Price Volatility in a Multiple Security Overlapping Generations Model
by Spiegel, Matthew

1998, Volume 11, Issue 1

1-58 Transaction Costs and Asset Prices: A Dynamic Equilibrium Model
by Vayanos, Dimitri
59-79 Optimal Replication of Contingent Claims under Portfolio Constraints
by Broadie, Mark & Cvitanic, Jaksa & Soner, H Mete
81-109 Market Making with Discrete Prices
by Anshuman, V Ravi & Kalay, Avner
111-42 Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance
by Christopherson, Jon A & Ferson, Wayne E & Glassman, Debra A
143-62 Measurement Effects and the Variance of Returns after Stock Splits and Stock Dividends
by Koski, Jennifer Lynch
163-87 Monitoring, Liquidation, and Security Design
by Repullo, Rafael & Suarez, Javier
189-232 Equilibrium Dominance in Experimental Financial Markets
by Cadsby, Charles Bram & Frank, Murray & Maksimovic, Vojislav

1997, Volume 10, Issue 4

903-37 Trade Credit and Credit Rationing
by Biais, Bruno & Gollier, Christian
939-67 Boom and Bust Patterns in the Adoption of Financial Innovations
by Persons, John C & Warther, Vincent A
969-93 Do Competing Specialists and Preferencing Dealers Affect Market Quality?
by Battalio, Robert & Greene, Jason & Jennings, Robert
995-1034 The Components of the Bid-Ask Spread: A General Approach
by Huang, Roger D & Stoll, Hans R
1035-64 Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks
by Madhavan, Ananth & Richardson, Matthew & Roomans, Mark

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