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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: http://www.rfs.oupjournals.org/ More information through EDIRC
Order information: http://www4.oup.co.uk/revfin/subinfo/ Pricing
information: GBP32, USD45 individual for one year; GBP7, USD10 for students Editor: Maureen O'Hara
For technical questions regarding this series, please contact
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More pages of listings: 0 |1 |2 |3 |4
1998, Volume 11, Issue 4
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 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
1065-97 Communication Costs, Information Acquisition, and Voting Decisions in Proxy Contests by Bhattacharya, Utpal
1099-1131 Banking Scope and Financial Innovation by Boot, Arnoud W A & Thakor, Anjan V
1133-74 Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints by Detemple, Jerome & Murthy, Shashidhar
1175-1202 Bank Underwriting of Debt Securities: Modern Evidence by Gande, Amar, et al
1203-36 Why Is Bank Debt Senior? A Theory of Asymmetry and Claim Priority Based on Influence Costs by Welch, Ivo
1997, Volume 10, Issue 3 525-77 Short-Term Interest Rates as Subordinated Diffusions by Conley, Timothy G, et al
579-630 Measuring the Predictable Variation in Stock and Bond Returns by Kirby, Chris
631-60 Valuation, Optimal Asset Allocation and Retirement Incentives of Pension Plans by Sundaresan, Suresh & Zapatero, Fernando
661-91 Trade Credit: Theories and Evidence by Petersen, Mitchell A & Rajan, Raghuram G
693-733 Financial System Architecture by Boot, Arnoud W A & Thakor, Anjan V
735-66 Unconditional and Conditional Takeover Offers: Experimental Evidence by Kale, Jayant R & Noe, Thomas H
767-803 Capital Structure and Product Market Behavior: An Examination of Plant Exit and Investment Decisions by Kovenock, Dan & Phillips, Gordon M
805-35 One Day in the Life of a Very Common Stock by Easley, David & Kiefer, Nicholas M & O'Hara, Maureen
837-69 The Threshold Effect in Expected Volatility: A Model Based on Asymmetric Information by Longin, Francois M
871-901 Entry, Exit, Market Makers, and the Bid-Ask Spread by Wahal, Sunil
1997, Volume 10, Issue 2 237-73 The Performance of Japanese Mutual Funds by Cai, Jun & Chan, K C & Yamada, Takeshi
275-302 Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds by Fung, William & Hsieh, David A
303-32 Initial Margin Policy and Stochastic Volatility in the Crude Oil Futures Market by Day, Theodore E & Lewis, Craig M
333-67 Inferring Future Volatility from the Information in Implied Volatility in Eurodollar Options: A New Approach by Amin, Kaushik I & Ng, Victor K
369-403 An Exploration of the Forward Premium Puzzle in Currency Markets by Bansal, Ravi
405-46 Pricing Mortgage-Backed Securities in a Multifactor Interest Rate Environment: A Multivariate Density Estimation Approach by Boudoukh, Jacob, et al
447-80 The Valuation of Nonsystematic Risks and the Pricing of Swedish Lottery Bonds by Green, Richard C & Rydqvist, Kristian
481-523 A Markov Model for the Term Structure of Credit Risk Spreads by Jarrow, Robert A & Lando, David & Turnbull, Stuart M
1997, Volume 10, Issue 1 1-38 Conditional Methods in Event Studies and an Equilibrium Justification for Standard Event-Study Procedures by Prabhala, N R
39-67 Debt in Industry Equilibrium by Fries, Steven & Miller, Marcus & Perraudin, William
69-101 Splitting Orders by Bernhardt, Dan & Hughson, Eric
103-50 Liquidity Provision with Limit Orders and a Strategic Specialist by Seppi, Duane J
151-74 Recovery of Preferences from Observed Wealth in a Single Realization by Dybvig, Philip H & Rogers, L C G
175-203 In Search of Liquidity: Block Trades in the Upstairs and Downstairs Markets by Madhavan, Ananth & Cheng, Minder
205-36 Endogenous Communication among Lenders and Entrepreneurial Incentives by Padilla, A Jorge & Pagano, Marco
1996, Volume 9, Issue 4 1033-59 Temporary Components of Stock Returns: What Do the Data Tell Us? by Lamoureux, Christopher G & Zhou, Guofu [Downloadable! (restricted)]
1061-95 Does the Japanese Governance System Enhance Shareholder Wealth? Evidence from the Stock-Price Effects of Top Management Turnover by Kang, Jun-Koo & Shivdasani, Anil [Downloadable! (restricted)]
1097-1120 Survivorship Bias and Mutual Fund Performance by Elton, Edwin J & Gruber, Martin J & Blake, Christopher R [Downloadable! (restricted)]
1121-63 Estimating the Profits from Trading Strategies by Knez, Peter J & Ready, Mark J [Downloadable! (restricted)]
1165-1210 Control Rights, Debt Structure, and the Loss of Private Benefits: The Case of the U.K. Insolvency Code by Franks, Julian R & Nyborg, Kjell G [Downloadable! (restricted)]
1211-50 American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods by Broadie, Mark & Detemple, Jerome [Downloadable! (restricted)]
1251-69 Testing for Deliberate Underpricing in the IPO Premarket: A Stochastic Frontier Approach by Hunt-McCool, Janet & Koh, Samuel C & Francis, Bill B [Downloadable! (restricted)]
1996, Volume 9, Issue 3 723-56 Heterogeneous Beliefs and the Effect of Replicatable Options on Asset Prices by Kraus, Alan & Smith, Maxwell [Downloadable! (restricted)]
757-85 Collusion in Uniform-Price Auctions: Experimental Evidence and Implications for Treasury Auctions by Goswami, Gautam & Noe, Thomas H & Rebello, Michael J [Downloadable! (restricted)]
787-815 The Role of Investment Banks in Acquisitions by Servaes, Henri & Zenner, Marc [Downloadable! (restricted)]
817-44 Mortgage Valuation under Optimal Prepayment by LeRoy, Stephen F [Downloadable! (restricted)]
845-87 Time-Varying Expected Small Firm Returns and Closed-End Fund Discounts by Swaminathan, Bhaskaran [Downloadable! (restricted)]
889-919 Bank Equity Stakes in Borrowing Firms and Financial Distress by Berlin, Mitchell & John, Kose & Saunders, Anthony [Downloadable! (restricted)]
921-52 The Optimal Trading and Pricing of Securities with Asymmetric Capital Gains Taxes and Transaction Costs by Dammon, Robert M & Spatt, Chester S [Downloadable! (restricted)]
953-75 Life in the Pits: Competitive Market Making and Inventory Control by Manaster, Steven & Mann, Steven C [Downloadable! (restricted)]
977-1002 Large Option Trades, Market Makers, and Limit Orders by Berkman, Henk [Downloadable! (restricted)]
1003-32 Dynamic Banking: A Reconsideration by Bhattacharya, Sudipto & Padilla, A Jorge [Downloadable! (restricted)]
1996, Volume 9, Issue 2 333-83 A New Dividend Forecasting Procedure That Rejects Bubbles in Asset Prices: The Case of 1929's Stock Crash by Donaldson, R Glen & Kamstra, Mark [Downloadable! (restricted)]
385-426 Testing Continuous-Time Models of the Spot Interest Rate by Ait-Sahalia, Yacine [Downloadable! (restricted)]
427-70 The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective by Bekaert, Geert [Downloadable! (restricted)]
471-509 Trading Volume with Private Valuation: Evidence from the Ex-dividend Day by Michaely, Roni & Vila, Jean-Luc [Downloadable! (restricted)]
511-55 Portfolio Performance Measurement: Theory and Applications by Chen, Zhiwu & Knez, Peter J [Downloadable! (restricted)]
557-87 Measuring the Pricing Error of the Arbitrage Pricing Theory by Geweke, John & Zhou, Guofu [Downloadable! (restricted)]
589-618 Time-Series Implications of Aggregate Dividend Behavior by Lee, Bong-Soo [Downloadable! (restricted)]
619-64 U.K. and U.S. Trading of British Cross-Listed Stocks: An Intraday Analysis of Market Integration by Werner, Ingrid M & Kleidon, Allan W [Downloadable! (restricted)]
665-90 The Strategic Timing of Corporate Disclosures by Gennotte, Gerard & Trueman, Brett [Downloadable! (restricted)]
691-722 Risk Aversion, Liquidity, and Endogenous Short Horizons by Holden, Craig W & Subrahmanyam, Avanidhar [Downloadable! (restricted)]
1996, Volume 9, Issue 1 1-36 The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects by Keim, Donald B & Madhaven, Ananth [Downloadable! (restricted)]
37-68 Design and Valuation of Debt Contracts by Anderson, Ronald W & Sundaresan, Suresh [Downloadable! (restricted)]
69-107 Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options by Bates, David S [Downloadable! (restricted)]
109-39 How Different Is Japanese Corporate Finance? An Investigation of the Information Content of New Security Issues by Kang, Jun-Koo & Stulz, Rene M [Downloadable! (restricted)]
141-61 Dynamic Nonmyopic Portfolio Behavior by Kim, Tong Suk & Omberg, Edward [Downloadable! (restricted)]
163-208 Information, Trade, and Derivative Securities by Brennan, Michael J & Cao, H Henry [Downloadable! (restricted)]
209-40 The Design of Internal Control and Capital Structure by Berkovitch, Elazar & Israel, Ronen [Downloadable! (restricted)]
241-75 Inflation, Asset Prices, and the Term Structure of Interest Rates in Monetary Economies by Bakshi, Gurdip S & Chen, Zhiwu [Downloadable! (restricted)]
277-300 Pricing and Hedging American Options: A Recursive Integration Method by Huang, Jing-zhi & Subrahmanyam, Marti G & Yu, G George [Downloadable! (restricted)]
301-32 Index Arbitrage and Nonlinear Dynamics between the S&P 500 Futures and Cash by Dwyer, Gerald P, Jr & Locke, Peter R & Yu, Wei [Downloadable! (restricted)]
1995, Volume 8, Issue 4 919-72 Differential Information and Dynamic Behavior of Stock Trading Volume by He, Hua & Wang, Jiang [Downloadable! (restricted)]
973-93 Overreaction, Delayed Reaction, and Contrarian Profits by Jegadeesh, Narasimhan & Titman, Sheridan [Downloadable! (restricted)]
995-1018 Signaling, Investment Opportunities, and Dividend Announcements by Yoon, Pyung Sig & Starks, Laura T [Downloadable! (restricted)]
1019-57 Foreign Equity Investment Restrictions, Capital Flight, and Shareholder Wealth Maximization: Theory and Evidence by Stulz, Rene M & Wasserfallen, Walter [Downloadable! (restricted)]
1059-90 A General Equilibrium Model of Portfolio Insurance by Basak, Suleyman [Downloadable! (restricted)]
1091-1124 Option Pricing and the Martingale Restriction by Longstaff, Francis A [Downloadable! (restricted)]
1125-52 Multivariate Binomial Approximations for Asset Prices with Nonstationary Variance and Covariance Characteristics by Ho, Teng-Suan & Stapleton, Richard C & Subrahmanyam, Marti G [Downloadable! (restricted)]
1153-83 Trade Size and Components of the Bid-Ask Spread by Lin, Ji-Chai & Sanger, Gary C & Booth, G Geoffrey [Downloadable! (restricted)]
1185-1208 The Capital Structure Puzzle Revisited by Berens, James L & Cuny, Charles J [Downloadable! (restricted)]
1209-34 When Do Banks Take Equity in Debt Restructurings? by James, Christopher [Downloadable! (restricted)]
1995, Volume 8, Issue 3 579-603 Consolidation, Fragmentation, and the Disclosure of Trading Information by Madhavan, Ananth [Downloadable! (restricted)]
605-36 Tests of a Signaling Hypothesis: The Choice between Fixed- and Adjustable-Rate Debt by Guedes, Jose & Thompson, Rex [Downloadable! (restricted)]
637-76 The Mandatory Disclosure of Trades and Market Liquidity by Fishman, Michael J & Hagerty, Kathleen M [Downloadable! (restricted)]
677-708 Rational Prepayment and the Valuation Mortgage-Backed Securities by Stanton, Richard [Downloadable! (restricted)]
709-42 Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia? by Evans, Martin D D & Lewis, Karen K [Downloadable! (restricted)]
743-71 Corporate Incentives for Hedging and Hedge Accounting by DeMarzo, Peter M & Duffie, Darrell [Downloadable! (restricted)]
773-816 Predictable Risk and Returns in Emerging Markets by Harvey, Campbell R [Downloadable! (restricted)]
817-47 The Ex-Dividend-Day Behavior of Stock Prices: The Case of Japan by Kato, Kiyoshi & Loewenstein, Uri [Downloadable! (restricted)]
849-78 Securities Trading in the Absence of Dealers: Trades and Quotes on the Tokyo Stock Exchange by Hamao, Yasushi & Hasbrouck, Joel [Downloadable! (restricted)]
879-918 Closed-End Country Funds and U.S. Market Sentiment by Bodurtha, James N, Jr & Kim, Dong-Soon & Lee, Charles M C [Downloadable! (restricted)]
1995, Volume 8, Issue 2 237-74 Econometric Evaluation of Asset Pricing Models by Hansen, Lars Peter & Heaton, John & Luttmer, Erzo G J [Downloadable! (restricted)]
275-86 A Critique of Size-Related Anomalies by Berk, Jonathan B [Downloadable! (restricted)]
287-325 Measurement of Market Integration and Arbitrage by Chen, Zhiwu & Knez, Peter J [Downloadable! (restricted)]
327-67 The Role of Games in Security Design by Harris, Milton & Raviv, Artur [Downloadable! (restricted)]
369-99 The Effect of Tax Heterogeneity on Prices and Volume around the Ex-dividend Day: Evidence from the Milan Stock Exchange by Michaely, Roni & Murgia, Maurizio [Downloadable! (restricted)]
401-30 Of Shepherds, Sheep, and the Cross-autocorrelations in Equity Returns by Badrinath, S G & Kale, Jayant R & Noe, Thomas H [Downloadable! (restricted)]
431-74 Financial and Industrial Structure with Agency by Williams, Joseph T [Downloadable! (restricted)]
475-500 Option Pricing with Differential Interest Rates by Bergman, Yaacov Z [Downloadable! (restricted)]
501-43 Investment and Insider Trading by Bernhardt, Dan & Hollifield, Burton & Hughson, Eric [Downloadable! (restricted)]
545-77 A Theory of Mutual Formation and Moral Hazard with Evidence from the History of the Insurance Industry by Smith, Bruce D & Stutzer, Michael [Downloadable! (restricted)]
1995, Volume 8, Issue 1 1-53 Bayesian Inference and Portfolio Efficiency by Kandel, Shmuel & McCulloch, Robert & Stambaugh, Robert F [Downloadable! (restricted)]
55-90 Pricing Real Assets with Costly Search by Williams, Joseph T [Downloadable! (restricted)]
91-123 Costly State Verification and Multiple Investors: The Role of Seniority by Winton, Andrew [Downloadable! (restricted)]
125-60 Short-Term Investment and the Informational Efficiency of the Market by Vives, Xavier [Downloadable! (restricted)]
161-91 American Capped Call Options on Dividend-Paying Assets by Broadie, Mark & Detemple, Jerome [Downloadable! (restricted)]
193-234 Discrete-Time Valuation of American Options with Stochastic Interest Rates by Amin, Kaushik I & Bodurtha, James N, Jr [Downloadable! (restricted)]
1994, Volume 7, Issue 4 631-51 Transactions, Volume, and Volatility by Jones, Charles M & Kaul, Gautam & Lipson, Marc L [Downloadable! (restricted)]
653-85 Program Trading and Intraday Volatility by Harris, Lawrence & Sofianos, George & Shapiro, James E [Downloadable! (restricted)]
687-709 Analytical GMM Tests: Asset Pricing with Time-Varying Risk Premiums by Zhou, Guofu [Downloadable! (restricted)]
711-41 Ex-dividend Price Behavior of Common Stocks by Boyd, John H & Jagannathan, Ravi [Downloadable! (restricted)]
743-80 Insider and Liquidity Trading in Stock and Options Markets by Biais, Bruno & Hillion, Pierre [Downloadable! (restricted)]
781-801 Asset Prices in Dynamic Production Economies with Time-Varying Risk by Naik, Vasanttilak [Downloadable! (restricted)]
803-04 A Mean-Variance Framework for Tests of Asset Pricing Models: Correction by Kandel, Shmuel & Stambaugh, Robert F [Downloadable! (restricted)]
1994, Volume 7, Issue 3 451-73 Estimating the Effects of Information Surprises and Trading on Stock Returns Using a Mixed Jump-Diffusion Model by Nimalendran, M [Downloadable! (restricted)]
475-506 Reputation, Renegotiation, and the Choice between Bank Loans and Publicly Traded Debt by Chemmanur, Thomas J & Fulghieri, Paolo [Downloadable! (restricted)]
507-38 Do Bulls and Bears Move across Borders? International Transmission of Stock Returns and Volatility by Lin, Wen-Ling & Engle, Robert F & Ito, Takatoshi [Downloadable! (restricted)]
539-73 A Tale of Three Schools: Insights on Autocorrelations of Short-Horizon Stock Returns by Boudoukh, Jacob & Richardson, Matthew P & Whitelaw, Robert F [Downloadable! (restricted)]
575-608 Insider Trading, Outside Search, and Resource Allocation: Why Firms and Society May Disagree on Insider Trading Restrictions by Khanna, Naveen & Slezak, Steve L & Bradley, Michael [Downloadable! (restricted)]
609-29 Price Formation on Stock Exchanges: The Evolution of Trading within the Day by Gerety, Mason S & Mulherin, J Harold [Downloadable! (restricted)]
1994, Volume 7, Issue 2 1994, Volume 7, Issue 1 1-44 Optimal Design of Securities under Asymmetric Information by Nachman, David C & Noe, Thomas H [Downloadable! (restricted)]
45-60 Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium by Cooper, Ian & Kaplanis, Evi [Downloadable! (restricted)]
61-96 Cross-Holdings: Estimation Issues, Biases, and Distortions by Fedenia, Mark & Hodder, James E & Triantis, Alexander J [Downloadable! (restricted)]
97-124 Analyst Forecasts and Herding Behavior by Trueman, Brett [Downloadable! (restricted)]
125-48 The Value of the Voting Right: A Study of the Milan Stock Exchange Experience by Zingales, Luigi [Downloadable! (restricted)]
149-78 Minimum Price Variations, Discrete Bid-Ask Spreads, and Quotation Sizes by Harris, Lawrence E [Downloadable! (restricted)]
179-213 Market Microstructure and Stock Return Predictions by Huang, Roger D & Stoll, Hans R [Downloadable! (restricted)]
215-51 S&P 500 Trading Strategies and Stock Betas by Vijh, Anand M [Downloadable! (restricted)]
1993, Volume 6, Issue 4 733-64 Auctions of Divisible Goods: On the Rationale for the Treasury Experiment by Back, Kerry & Zender, Jaime F [Downloadable! (restricted)]
765-97 The Rationality of Early Exercise Decisions: Evidence from the S&P 100 Index Options Market by Diz, Fernando & Finucane, Thomas J [Downloadable! (restricted)]
799-824 Investment Analysis and the Adjustment of Stock Prices to Common Information by Brennan, Michael J & Jegadeesh, Narasimhan & Swaminathan, Bhaskaran [Downloadable! (restricted)]
825-50 Equilibrium and Options on Real Assets by Williams, Joseph T [Downloadable! (restricted)]
851-82 The Dynamics of the Free-Rider Problem in Takeovers by Harrington, Joseph E, Jr & Prokop, Jacek [Downloadable! (restricted)]
883-909 Competing Bids, Target Management Resistance, and the Structure of Takeover Bids by Jennings, Robert H & Mazzeo, Michael A [Downloadable! (restricted)]
911-33 Payout Policy, Capital Structure, and Compensation Contracts When Managers Value Control by Chang, Chun [Downloadable! (restricted)]
935-57 Production Flexibility, Stochastic Separation, Hedging, and Futures Prices by Kamara, Avraham [Downloadable! (restricted)]
959-82 Bondholder Losses in Leveraged Buyouts by Warga, Arthur & Welch, Ivo [Downloadable! (restricted)]
1993, Volume 6, Issue 3 435-72 Asymmetric Information and Options by Back, Kerry [Downloadable! (restricted)]
473-506 Differences of Opinion Make a Horse Race by Harris, Milton & Raviv, Artur [Downloadable! (restricted)]
507-26 Learning from Trading by Kandel, Shmuel & Ofer, Aharon R & Sarig, Oded [Downloadable! (restricted)]
527-66 The Risk and Predictability of International Equity Returns by Ferson, Wayne E & Harvey, Campbell R [Downloadable! (restricted)]
567-92 Where Do Betas Come From? Asset Price Dynamics and the by Campbell, John Y & Mei, Jianping [Downloadable! (restricted)]
593-617 On Equilibrium Asset Price Processes by He, Hua & Leland, Hayne [Downloadable! (restricted)]
619-58 A Test of the Cox, Ingersoll, and Ross Model of the Term Structure by Gibbons, Michael R & Ramaswamy, Krishna [Downloadable! (restricted)]
659-81 The Informational Content of Implied Volatility by Canina, Linda & Figlewski, Stephen [Downloadable! (restricted)]
683-707 Stock Prices, News, and Business Conditions by McQueen, Grant & Roley, V Vance [Downloadable! (restricted)]
709-32 Partial Anticipation, the Flow of Information and the Economic Impact of Corporate Debt Sales by Chaplinsky, Susan & Hansen, Robert S [Downloadable! (restricted)]
1993, Volume 6, Issue 2 233-64 A Simple Model of the Taxable and Tax-Exempt Yield Curves by Green, Richard C [Downloadable! (restricted)]
265-92 Liquidity as a Choice Variable: A Lesson from the Japanese Government Bond Market by Boudoukh, Jacob & Whitelaw, Robert F [Downloadable! (restricted)]
293-326 Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities by Lamoureux, Christopher G & Lastrapes, William D [Downloadable! (restricted)]
327-43 A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options by Heston, Steven L [Downloadable! (restricted)]
345-74 Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis by Lee, Charles M C & Mucklow, Belinda & Ready, Mark J [Downloadable! (restricted)]
375-404 Price Experimentation and Security Market Structure by Leach, J Chris & Madhavan, Ananth N [Downloadable! (restricted)]
405-34 Volume, Volatility, and the Dispersion of Beliefs by Shalen, Catherine T [Downloadable! (restricted)]
1993, Volume 6, Issue 1 1-22 Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios by Elton, Edwin J, et al [Downloadable! (restricted)]
23-56 The Effect of Public Information and Competition on Trading Volume and Price Volatility by Foster, F Douglas & Viswanathan, S [Downloadable! (restricted)]
57-78 The Role of Liquidity in Futures Market Innovations by Cuny, Charles J [Downloadable! (restricted)]
79-119 Insider Trading as a Signal of Private Information by Damodaran, Aswath & Liu, Crocker H [Downloadable! (restricted)]
121-54 Signaling with Dividends and Share Repurchases: A Choice between Deterministic and Stochastic Cash Disbursements by Hausch, Donald B & Seward, James K [Downloadable! (restricted)]
155-89 Return Autocorrelations around Nontrading Days by Bessembinder, Hendrik & Hertzel, Michael G [Downloadable! (restricted)]
191-212 Assessing the Quality of a Security Market: A New Approach to Transaction-Cost Measurement by Hasbrouck, Joel [Downloadable! (restricted)]
213-32 Credit Market Equilibrium with Bank Monitoring and Moral Hazard by Besanko, David & Kanatas, George [Downloadable! (restricted)]
1992, Volume 5, Issue 4 531-52 A Theory of the Nominal Term Structure of Interest Rates by Constantinides, George M [Downloadable! (restricted)]
553-80 Survivorship Bias in Performance Studies by Brown, Stephen J, et al [Downloadable! (restricted)]
581-611 Real and Nominal Interest Rates: A Discrete-Time Model and Its Continuous-Time Limit by Sun, Tong-sheng [Downloadable! (restricted)]
613-36 Pricing Interest Rate Options in a Two-Factor Cox-Ingersoll-Ross Model of the Term Structure by Chen, Ren-Raw & Scott, Louis O [Downloadable! (restricted)]
637-67 Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets by Bessembinder, Hendrik [Downloadable! (restricted)]
669-83 Equity Issues and Changes in Expectations of Earnings by Financial Analysts by Jain, Prem C [Downloadable! (restricted)]
685-708 Repetition, Reputation, and Raiding by Leach, J Chris [Downloadable! (restricted)]
709-42 Litigation Risk, Intermediation, and the Underpricing of Initial Public Offerings by Hughes, Patricia J & Thakor, Anjan V [Downloadable! (restricted)]
1992, Volume 5, Issue 3 0 |1 |2 |3 |4 Access
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IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .