Review of Financial Studies

Articles:

LKC Chan, J Karceski, and J Lakonishok

On portfolio optimization: forecasting covariances and choosing the risk model
Rev. Financ. Stud. 1999 12: 937-974; doi:10.1093/rfs/12.5.937 [Abstract] [PDF] [Request Permissions]  

P Veronesi

Stock market overreactions to bad news in good times: a rational expectations equilibrium model
Rev. Financ. Stud. 1999 12: 975-1007; doi:10.1093/rfs/12.5.975 [Abstract] [PDF] [Request Permissions]  

JA Busse

Volatility timing in mutual funds: evidence from daily returns
Rev. Financ. Stud. 1999 12: 1009-1041; doi:10.1093/rfs/12.5.1009 [Abstract] [PDF] [Request Permissions]  

A Khorana and H Servaes

The determinants of mutual fund starts
Rev. Financ. Stud. 1999 12: 1043-1074; doi:10.1093/rfs/12.5.1043 [Abstract] [PDF] [Request Permissions]  

MJ Ready

The specialist's discretion: stopped orders and price improvement
Rev. Financ. Stud. 1999 12: 1075-1112; doi:10.1093/rfs/12.5.1075 [Abstract] [PDF] [Request Permissions]  

DA Lesmond, JP Ogden, and CA Trzcinka

A new estimate of transaction costs
Rev. Financ. Stud. 1999 12: 1113-1141; doi:10.1093/rfs/12.5.1113 [Abstract] [PDF] [Request Permissions]  

M Schroder

Changes of numeraire for pricing futures, forwards, and options
Rev. Financ. Stud. 1999 12: 1143-1163; doi:10.1093/rfs/12.5.1143 [Abstract] [PDF] [Request Permissions]  

BR Routledge

Adaptive learning in financial markets
Rev. Financ. Stud. 1999 12: 1165-1202; doi:10.1093/rfs/12.5.1165 [Abstract] [PDF] [Request Permissions]  

PJ Hess and B-S Lee

Stock returns and inflation with supply and demand disturbances
Rev. Financ. Stud. 1999 12: 1203-1218; doi:10.1093/rfs/12.5.1203 [Abstract] [PDF] [Request Permissions]  

RJ Battig and RA Jarrow

The second fundamental theorem of asset pricing: a new approach
Rev. Financ. Stud. 1999 12: 1219-1235; doi:10.1093/rfs/12.5.1219 [Abstract] [PDF] [Request Permissions]  

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