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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
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Web page: http://www.rfs.oupjournals.org/
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Editor: Maureen O'Hara
For technical questions regarding this series, please contact (Christopher F. Baum)
Series handle: repec:oup:rfinst

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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 Demirgüc-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 Jaksa Cvitanic & 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 [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 Jianping Mei [Downloadable! (restricted)]
1783-1831 Liquidity and Expected Returns: Lessons from Emerging Markets
by Geert Bekaert & 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 Nicolae Gârleanu & Lasse Heje Pedersen [Downloadable! (restricted)]
1975-2019 Informed and Strategic Order Flow in the Bond Markets
by Clara Vega [Downloadable! (restricted)]
2021-2046 Underpricing in the Corporate Bond Market
by Nianyun (Kelly) Cai & Arthur Warga [Downloadable! (restricted)]
2047-2078 How Do Diversity of Opinion and Information Asymmetry Affect Acquirer Returns?
by Sara B. Moeller & Frederik P. Schlingemann [Downloadable! (restricted)]
2079-2128 Optimal Long-Term Financial Contracting
by Peter M. DeMarzo [Downloadable! (restricted)]
2129-2177 Relationship Banking, Fragility, and the Asset-Liability Matching Problem
by Fenghua Song [Downloadable! (restricted)]

2007, Volume 20, Issue 5

1359-1388 Governance Mechanisms and Bond Prices
by Vinay B. Nair & Chenyang Wei [Downloadable! (restricted)]
1389-1428 Can the Trade-off Theory Explain Debt Structure?
by Christopher A. Hennessy & Hayne E. Leland [Downloadable! (restricted)]
1429-1460 Financial Constraints, Asset Tangibility, and Corporate Investment
by Heitor Almeida [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 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 [Downloadable! (restricted)]

2006, Volume 20, Issue 4

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

2006, Volume 19, Issue 4

1113-1156 Dynamic Portfolio Choice with Parameter Uncertainty and the Economic Value of Analysts' Recommendations
by Jakša Cvitanić & Ali Lazrak & Lionel Martellini & Fernando Zapatero [Downloadable! (restricted)]
1157-1189 Transmission of Information across International Equity Markets
by Jon Wongswan [Downloadable! (restricted)]
1191-1239 Downside Risk
by Andrew Ang & Joseph Chen & Yuhang Xing [Downloadable! (restricted)]
1241-1277 The Impact of Trades on Daily Volatility
by Doron Avramov & Tarun Chordia & Amit Goyal [Downloadable! (restricted)]
1279-1320 Option Coskewness and Capital Asset Pricing
by Joel M. Vanden [Downloadable! (restricted)]
1321-1356 Asset Pricing Implications of Firms' Financing Constraints
by João F. Gomes & Amir Yaron & Lu Zhang [Downloadable! (restricted)]
1357-1397 Theory and Evidence on the Resolution of Financial Distress
by David T. Brown & Brian A. Ciochetti & Timothy J. Riddiough [Downloadable! (restricted)]
1399-1431 Takeover Contests with Asymmetric Bidders
by Paul Povel & Rajdeep Singh [Downloadable! (restricted)]
1433-1464 Capital Controls, Liberalizations, and Foreign Direct Investment
by Mihir A. Desai & C. Fritz Foley & James R. Hines [Downloadable! (restricted)]
1465-1498 Corporate Diversification and Credit Constraints: Real Effects across the Business Cycle
by Valentin Dimitrov & Sheri Tice [Downloadable! (restricted)]
1499-1529 Consumer Confidence and Asset Prices: Some Empirical Evidence
by Michael Lemmon & Evgenia Portniaguina [Downloadable! (restricted)]
1531-1565 Investor Overconfidence and Trading Volume
by Meir Statman & Steven Thorley & Keith Vorkink [Downloadable! (restricted)]

2006, Volume 19, Issue 3

717-717 A Note from the Editor
by Maureen O'Hara [Downloadable! (restricted)]
719-752 Beauty Contests and Iterated Expectations in Asset Markets
by Franklin Allen & Stephen Morris & Hyun Song Shin [Downloadable! (restricted)]
753-795 International Capital Markets and Foreign Exchange Risk
by Michael J. Brennan & Yihong Xia [Downloadable! (restricted)]
797-827 Pairs Trading: Performance of a Relative-Value Arbitrage Rule
by Evan Gatev & William N. Goetzmann & K. Geert Rouwenhorst [Downloadable! (restricted)]
829-870 Corporate Finance and the Monetary Transmission Mechanism
by Patrick Bolton & Xavier Freixas [Downloadable! (restricted)]
871-908 The Information in Option Volume for Future Stock Prices
by Jun Pan & Allen M. Poteshman [Downloadable! (restricted)]
909-965 Maximum Likelihood Estimation of Latent Affine Processes
by David S. Bates [Downloadable! (restricted)]
967-1000 Competition and Strategic Information Acquisition in Credit Markets
by Robert Hauswald & Robert Marquez [Downloadable! (restricted)]
1001-1040 Asset Pricing Models and Financial Market Anomalies
by Doron Avramov & Tarun Chordia [Downloadable! (restricted)]
1041-1080 Innovation, Differentiation, and the Choice of an Underwriter: Evidence from Equity-Linked Securities
by Enrique Schroth [Downloadable! (restricted)]
1081-1111 The Impact of Legal and Political Institutions on Equity Trading Costs: A Cross-Country Analysis
by Venkat R. Eleswarapu & Kumar Venkataraman [Downloadable! (restricted)]

2006, Volume 19, Issue 2

357-357 Note from the Editor
by Matthew Spiegel [Downloadable! (restricted)]
359-379 The Behavior of Interest Rates
by Eugene F. Fama [Downloadable! (restricted)]
381-421 IPO Underpricing and After-Market Liquidity
by Andrew Ellul & Marco Pagano [Downloadable! (restricted)]
423-455 Evaluating Government Bond Fund Performance with Stochastic Discount Factors
by Wayne Ferson & Tyler R. Henry & Darren J. Kisgen [Downloadable! (restricted)]
457-491 A Trade-Based Analysis of Momentum
by Soeren Hvidkjaer [Downloadable! (restricted)]
493-529 Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence
by U. Çetin & R. Jarrow & P. Protter & M. Warachka [Downloadable! (restricted)]
531-559 Financial Constraints Risk
by Toni M. Whited & Guojun Wu [Downloadable! (restricted)]
561-603 If at First You Don't Succeed: The Effect of the Option to Resolicit on Corporate Takeovers
by Ann B. Gillette & Thomas H. Noe [Downloadable! (restricted)]
605-632 Capital Structure, Compensation and Incentives
by Alan V. S. Douglas [Downloadable! (restricted)]
633-685 Hedging, Familiarity and Portfolio Choice
by Massimo Massa & Andrei Simonov [Downloadable! (restricted)]
687-716 Loan Sales and the Cost of Corporate Borrowing
by A. Burak Güner [Downloadable! (restricted)]

2006, Volume 19, Issue 1

1-44 Labor Income and Predictable Stock Returns
by Tano Santos & Pietro Veronesi [Downloadable! (restricted)]
45-79 Does the Source of Capital Affect Capital Structure?
by Michael Faulkender & Mitchell A. Petersen [Downloadable! (restricted)]
81-118 Credit Ratings as Coordination Mechanisms
by Arnoud W. A. Boot & Todd T. Milbourn & Anjolein Schmeits [Downloadable! (restricted)]
119-157 Credit Ratings and Stock Liquidity
by Elizabeth R. Odders-White & Mark J. Ready [Downloadable! (restricted)]
159-194 Explaining Returns with Cash-Flow Proxies
by Peter Hecht & Tuomo Vuolteenaho [Downloadable! (restricted)]
195-235 Competition and Cooperation in Divisible Good Auctions: An Experimental Examination
by Orly Sade & Charles Schnitzlein & Jaime F. Zender [Downloadable! (restricted)]
237-271 Asset Allocation with a High Dimensional Latent Factor Stochastic Volatility Model
by Yufeng Han [Downloadable! (restricted)]
273-317 Exchange Rates, Equity Prices, and Capital Flows
by Harald Hau & Hélène Rey [Downloadable! (restricted)]
319-355 Analysts' Weighting of Private and Public Information
by Qi Chen & Wei Jiang [Downloadable! (restricted)]

2005, Volume 18, Issue 4

1139-1169 Fund Families as Delegated Monitors of Money Managers
by Simon Gervais & Anthony W. Lynch & David K. Musto [Downloadable! (restricted)]
1171-1217 Limit Order Book as a Market for Liquidity
by Thierry Foucault & Ohad Kadan & Eugene Kandel [Downloadable! (restricted)]
1219-1251 Model Uncertainty, Limited Market Participation, and Asset Prices
by H. Henry Cao & Tan Wang & Harold H. Zhang [Downloadable! (restricted)]
1253-1303 An Equilibrium Model of Asset Pricing and Moral Hazard
by Hui Ou-Yang [Downloadable! (restricted)]
1305-1342 The Model-Free Implied Volatility and Its Information Content
by George J. Jiang & Yisong S. Tian [Downloadable! (restricted)]
1343-1368 Why Do Larger Orders Receive Discounts on the London Stock Exchange?
by Dan Bernhardt & Vladimir Dvoracek & Eric Hughson & Ingrid M. Werner [Downloadable! (restricted)]
1369-1402 Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets
by George Chacko & Luis M. Viceira [Downloadable! (restricted)]
1403-1432 Powerful CEOs and Their Impact on Corporate Performance
by Renée B. Adams & Heitor Almeida & Daniel Ferreira [Downloadable! (restricted)]
1433-1466 How Does Industry Affect Firm Financial Structure?
by Peter MacKay & Gordon M. Phillips [Downloadable! (restricted)]
1467-1502 Household Portfolio Diversification: A Case for Rank-Dependent Preferences
by Valery Polkovnichenko [Downloadable! (restricted)]

2005, Volume 18, Issue 3

743-793 Island Goes Dark: Transparency, Fragmentation, and Regulation
by Terrence Hendershott & Charles M. Jones [Downloadable! (restricted)]
795-829 Do Domestic Investors Have an Edge? The Trading Experience of Foreign Investors in Korea
by Hyuk Choe & Bong-Chan Kho & René M. Stulz [Downloadable! (restricted)]
831-873 A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability
by Michael W. Brandt & Amit Goyal & Pedro Santa-Clara & Jonathan R. Stroud [Downloadable! (restricted)]
875-924 Do Heterogeneous Beliefs Matter for Asset Pricing?
by Evan W. Anderson & Eric Ghysels & Jennifer L. Juergens [Downloadable! (restricted)]
925-953 Does Risk Seeking Drive Stock Prices? A Stochastic Dominance Analysis of Aggregate Investor Preferences and Beliefs
by Thierry Post & Haim Levy [Downloadable! (restricted)]
955-980 Coordination of Expectations in Asset Pricing Experiments
by Cars Hommes & Joep Sonnemans & Jan Tuinstra & Henk van de Velden [Downloadable! (restricted)]
981-1020 Market Frictions, Price Delay, and the Cross-Section of Expected Returns
by Kewei Hou & Tobias J. Moskowitz [Downloadable! (restricted)]
1021-1073 Optimal Contracts Under Adverse Selection and Moral Hazard: A Continuous-Time Approach
by Jaeyoung Sung [Downloadable! (restricted)]
1075-1104 Information Acquisition Under Uncertainty in Credit Markets
by Priyodorshi Banerjee [Downloadable! (restricted)]
1105-1138 IPO Market Timing
by Aydoğan Altı [Downloadable! (restricted)]

2005, Volume 18, Issue 2

351-416 How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise
by Yacine Aït-Sahalia [Downloadable! (restricted)]
417-457 Information Leakage and Market Efficiency
by Markus K. Brunnermeier [Downloadable! (restricted)]
459-490 Interbank Market Integration under Asymmetric Information
by Xavier Freixas [Downloadable! (restricted)]
491-533 Consumption and Portfolio Choice over the Life Cycle
by Joao F. Cocco [Downloadable! (restricted)]
535-567 Portfolio Choice in the Presence of Housing
by Joao F. Cocco [Downloadable! (restricted)]
569-597 Short-Term Persistence in Mutual Fund Performance
by Nicolas P. B. Bollen [Downloadable! (restricted)]
599-636 Anonymity, Adverse Selection, and the Sorting of Interdealer Trades
by Peter C. Reiss [Downloadable! (restricted)]
673-705 A Shrinkage Approach to Model Uncertainty and Asset Allocation
by Zhenyu Wang [Downloadable! (restricted)]
707-742 Jackknifing Bond Option Prices
by Peter C. B. Phillips [Downloadable! (restricted)]

2005, Volume 18, Issue 1

1-35 The Pooling and Tranching of Securities: A Model of Informed Intermediation
by Peter M. DeMarzo [Downloadable! (restricted)]
37-84 Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates
by Yongmiao Hong [Downloadable! (restricted)]
85-129 An Empirical Analysis of Stock and Bond Market Liquidity
by Tarun Chordia [Downloadable! (restricted)]
131-164 An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks
by Jun Liu [Downloadable! (restricted)]
165-195 Is Default Event Risk Priced in Corporate Bonds?
by Joost Driessen [Downloadable! (restricted)]
197-239 Optimal Consumption and Portfolio Choices with Risky Housing and Borrowing Constraints
by Rui Yao [Downloadable! (restricted)]
241-270 Corporate Governance, Incentives, and Industry Consolidations
by Keith C. Brown [Downloadable! (restricted)]
271-300 Why Do Firms Announce Open-Market Repurchase Programs?
by Jacob Oded [Downloadable! (restricted)]
301-325 Decision Processes, Agency Problems, and Information: An Economic Analysis of Capital Budgeting Procedures
by Anthony M. Marino & John G. Matsusaka [Downloadable! (restricted)]
327-347 IPOs with Buy- and Sell-Side Information Production: The Dark Side of Open Sales
by Chris Yung [Downloadable! (restricted)]

2004, Volume 17, Issue 4

915-949 Whence GARCH? A Preference-Based Explanation for Conditional Volatility
by Grant McQueen [Downloadable! (restricted)]
951-983 Robust Portfolio Rules and Asset Pricing
by Pascal J. Maenhout [Downloadable! (restricted)]
985-1014 Public Trading and Private Incentives
by Antoine Faure-Grimaud [Downloadable! (restricted)]
1015-1041 Prospect Theory and Mean-Variance Analysis
by Haim Levy [Downloadable! (restricted)]
1043-1071 Technical Analysis and Liquidity Provision
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This page was last updated on 2008-11-29.

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