This file is part of IDEAS, which uses RePEc data

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/
Pricing information: GBP32, USD45 individual for one year; GBP7, USD10 for students
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 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)]
415-448 Asset Pricing with Limited Risk Sharing and Heterogeneous Agents
by Francisco Gomes & Alexander Michaelides [Downloadable! (restricted)]
451-482 Stocks or Options? Moral Hazard, Firm Viability, and the Design of Compensation Contracts
by Ohad Kadan [Downloadable! (restricted)]

2007, Volume 20, Issue 6

1749-1782 Turning over Turnover
by K. J. Martijn Cremers & Jianping Mei [Downloadable! (restricted)]
1783-1831 Liquidity and Expected Returns: Lessons from Emerging Markets
by Geert Bekaert & Campbell R. Harvey & Christian Lundblad [Downloadable! (restricted)]
1833-1864 Insider Trades and Private Information: The Special Case of Delayed-Disclosure Trades
by Shijun Cheng & Venky Nagar & Madhav V. Rajan [Downloadable! (restricted)]
1865-1900 Valuation in Over-the-Counter Markets
by Darrell Duffie & Nicolae Gârleanu & Lasse Heje Pedersen [Downloadable! (restricted)]
1901-1940 Strategic Cost of Diversification
by Evgeny Lyandres [Downloadable! (restricted)]
1941-1973 The Real Effects of Asset Market Bubbles: Loan- and Firm-Level Evidence of a Lending Channel
by Jie Gan [Downloadable! (restricted)]
1975-2019 Informed and Strategic Order Flow in the Bond Markets
by Paolo Pasquariello & Clara Vega [Downloadable! (restricted)]
2021-2046 Underpricing in the Corporate Bond Market
by Nianyun (Kelly) Cai & Jean Helwege & Arthur Warga [Downloadable! (restricted)]
2047-2078 How Do Diversity of Opinion and Information Asymmetry Affect Acquirer Returns?
by Sara B. Moeller & Frederik P. Schlingemann & René M. Stulz [Downloadable! (restricted)]
2079-2128 Optimal Long-Term Financial Contracting
by Peter M. DeMarzo & Michael J. Fishman [Downloadable! (restricted)]
2129-2177 Relationship Banking, Fragility, and the Asset-Liability Matching Problem
by Fenghua Song & Anjan V. Thakor [Downloadable! (restricted)]

2007, Volume 20, Issue 5

1359-1388 Governance Mechanisms and Bond Prices
by K.J. Martijn Cremers & Vinay B. Nair & Chenyang Wei [Downloadable! (restricted)]
1389-1428 Can the Trade-off Theory Explain Debt Structure?
by Dirk Hackbarth & Christopher A. Hennessy & Hayne E. Leland [Downloadable! (restricted)]
1429-1460 Financial Constraints, Asset Tangibility, and Corporate Investment
by Heitor Almeida & Murillo Campello [Downloadable! (restricted)]
1461-1502 An Equilibrium Model of Investment Under Uncertainty
by Robert Novy-Marx [Downloadable! (restricted)]
1503-1546 Portfolio Performance Manipulation and Manipulation-proof Performance Measures
by Jonathan Ingersoll & Ivo Welch [Downloadable! (restricted)]
1583-1621 Optimal Asset Allocation and Risk Shifting in Money Management
by Suleyman Basak & Anna Pavlova & Alexander Shapiro [Downloadable! (restricted)]
1623-1646 The Forgone Gains of Incomplete Portfolios
by Monica Paiella [Downloadable! (restricted)]
1647-1667 When Does Extra Risk Strictly Increase an Option's Value?
by Eric Rasmusen [Downloadable! (restricted)]
1669-1706 Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields
by Qiang Dai & Kenneth J. Singleton & Wei Yang [Downloadable! (restricted)]
1707-1747 Does Anonymity Matter in Electronic Limit Order Markets?
by Thierry Foucault & Sophie Moinas & Erik Theissen [Downloadable! (restricted)]

2007, Volume 20, Issue 4

983-1020 A Theory of IPO Waves
by Ping He [Downloadable! (restricted)]
1021-1058 Analyst Hype in IPOs: Explaining the Popularity of Bookbuilding
by Francois Degeorge & Francois Derrien & Kent L. Womack [Downloadable! (restricted)]
1059-1086 Optimal Equity Stakes and Corporate Control
by Richmond D. Mathews [Downloadable! (restricted)]
1087-1112 International Evidence on Cash Holdings and Expected Managerial Agency Problems
by Ivalina Kalcheva & Karl V. Lins [Downloadable! (restricted)]
1113-1138 Industry Information Diffusion and the Lead-lag Effect in Stock Returns
by Kewei Hou [Downloadable! (restricted)]
1139-1180 Asset Prices and Exchange Rates
by Anna Pavlova & Roberto Rigobon [Downloadable! (restricted)]
1183-1218 Walrasian Tâtonnement Auctions on the Tokyo Grain Exchange
by James Eaves & Jeffrey Williams [Downloadable! (restricted)]
1219-1254 Booms, Busts, and Fraud
by Paul Povel & Rajdeep Singh & Andrew Winton [Downloadable! (restricted)]
1255-1288 Equilibrium Underdiversification and the Preference for Skewness
by Todd Mitton & Keith Vorkink [Downloadable! (restricted)]
1327-1357 Information Diffusion Effects in Individual Investors' Common Stock Purchases: Covet Thy Neighbors' Investment Choices
by Zoran Ivkovi & Scott Weisbenner [Downloadable! (restricted)]

2007, Volume 20, Issue 2

235-273 Transparency and Liquidity: A Controlled Experiment on Corporate Bonds
by Michael A. Goldstein & Edith S. Hotchkiss & Erik R. Sirri [Downloadable! (restricted)]
275-314 Financial Intermediation and the Costs of Trading in an Opaque Market
by Richard C. Green & Burton Hollifield & Norman Schürhoff [Downloadable! (restricted)]
315-358 Public Disclosure and Private Decisions: Equity Market Execution Quality and Order Routing
by Ekkehart Boehmer & Robert Jennings & Li Wei [Downloadable! (restricted)]
359-390 Options and Bubbles
by Steven L. Heston & Mark Loewenstein & Gregory A. Willard [Downloadable! (restricted)]
391-426 Imperfect Competition, Information Heterogeneity, and Financial Contagion
by Paolo Pasquariello [Downloadable! (restricted)]
427-459 Approximation and Calibration of Short-Term Implied Volatilities Under Jump-Diffusion Stochastic Volatility
by Alexey Medvedev & Olivier Scaillet [Downloadable! (restricted)]
461-489 Do Termination Provisions Truncate the Takeover Bidding Process?
by Audra L. Boone & J. Harold Mulherin [Downloadable! (restricted)]
491-527 Trade Credit: Suppliers as Debt Collectors and Insurance Providers
by Vicente Cuñat [Downloadable! (restricted)]

2007, Volume 20, Issue 1

1-39 Portfolio Selection in Stochastic Environments
by Jun Liu [Downloadable! (restricted)]
41-81 Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
by Lorenzo Garlappi & Raman Uppal & Tan Wang [Downloadable! (restricted)]
83-124 Life-Cycle Portfolio Choice with Additive Habit Formation Preferences and Uninsurable Labor Income Risk
by Valery Polkovnichenko [Downloadable! (restricted)]
125-150 Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds
by Gordon J. Alexander & Gjergji Cici & Scott Gibson [Downloadable! (restricted)]
151-188 Agency and Optimal Investment Dynamics
by Peter M. DeMarzo & Michael J. Fishman [Downloadable! (restricted)]
189-233 The Role of Knowhow Acquisition in the Formation and Duration of Joint Ventures
by Michel A. Habib & Pierre Mella-Barral [Downloadable! (restricted)]

2006, Volume 20, Issue 5

1547-1581 Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation
by Yongmiao Hong & Jun Tu & Guofu Zhou [Downloadable! (restricted)]

2006, Volume 20, Issue 4

1289-1325 Financing a Portfolio of Projects
by Roman Inderst & Holger M. Mueller & Felix Münnich [Downloadable! (restricted)]

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

Access and download statistics

Did you know? IDEAS is also providing many rankings, for example of authors and institutions.

This page was last updated on 2009-7-2.

This information is provided to you by 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.