Review of Financial Studies

Articles:

NR Prabhala

Conditional methods in event studies and an equilibrium justification for standard event-study procedures
Rev. Financ. Stud. 1997 10: 1-38; doi:10.1093/rfs/10.1.1 [Abstract] [PDF] [Request Permissions]  

S Fries, M Miller, and W Perraudin

Debt in industry equilibrium
Rev. Financ. Stud. 1997 10: 39-67; doi:10.1093/rfs/10.1.39 [Abstract] [PDF] [Request Permissions]  

D Bernhardt and E Hughson

Splitting orders
Rev. Financ. Stud. 1997 10: 69-101; doi:10.1093/rfs/10.1.69 [Abstract] [PDF] [Request Permissions]  

DJ Seppi

Liquidity provision with limit orders and a strategic specialist
Rev. Financ. Stud. 1997 10: 103-150; doi:10.1093/rfs/10.1.103 [Abstract] [PDF] [Request Permissions]  

PH Dybvig and LCG Rogers

Recovery of preferences from observed wealth in a single realization
Rev. Financ. Stud. 1997 10: 151-174; doi:10.1093/rfs/10.1.151 [Abstract] [PDF] [Request Permissions]  

A Madhavan and M Cheng

In search of liquidity: block trades in the upstairs and downstairs markets
Rev. Financ. Stud. 1997 10: 175-203; doi:10.1093/rfs/10.1.175 [Abstract] [PDF] [Request Permissions]  

AJ Padilla and M Pagano

Endogenous communication among lenders and entrepreneurial incentives
Rev. Financ. Stud. 1997 10: 205-236; doi:10.1093/rfs/10.1.205 [Abstract] [PDF] [Request Permissions]  

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