Review of Financial Studies

Articles:

D Vayanos

Transaction costs and asset prices: a dynamic equilibrium model
Rev. Financ. Stud. 1998 11: 1-58; doi:10.1093/rfs/11.1.1 [Abstract] [PDF] [Request Permissions]  

M Broadie, J Cvitanic, and HM Soner

Optimal replication of contingent claims under portfolio constraints
Rev. Financ. Stud. 1998 11: 59-79; doi:10.1093/rfs/11.1.59 [Abstract] [PDF] [Request Permissions]  

VR Anshuman and A Kalay

Market making with discrete prices
Rev. Financ. Stud. 1998 11: 81-109; doi:10.1093/rfs/11.1.81 [Abstract] [PDF] [Request Permissions]  

JA Christopherson, WE Ferson, and DA Glassman

Conditioning manager alphas on economic information: another look at the persistence of performance
Rev. Financ. Stud. 1998 11: 111-142; doi:10.1093/rfs/11.1.111 [Abstract] [PDF] [Request Permissions]  

JL Koski

Measurement effects and the variance of returns after stock splits and stock dividends
Rev. Financ. Stud. 1998 11: 143-162; doi:10.1093/rfs/11.1.143 [Abstract] [PDF] [Request Permissions]  

R Repullo and J Suarez

Monitoring, liquidation, and security design
Rev. Financ. Stud. 1998 11: 163-187; doi:10.1093/rfs/11.1.163 [Abstract] [PDF] [Request Permissions]  

CB Cadsby, M Frank, and V Maksimovic

Equilibrium dominance in experimental financial markets
Rev. Financ. Stud. 1998 11: 189-232; doi:10.1093/rfs/11.1.189 [Abstract] [PDF] [Request Permissions]  

M Tiso

Book review. The econometrics of financial markets. John Y Campbell, Andrew W Lo, and A Craig MacKinlay
Rev. Financ. Stud. 1998 11: 233-238; doi:10.1093/rfs/11.1.233 [PDF] [Request Permissions]  

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