Review of Financial Studies

Articles:

CB Cadsby, M Frank, and V Maksimovic

Pooling, separating, and semiseparating equilibria in financial markets: some experimental evidence
Rev. Financ. Stud. 1990 3: 315-342; doi:10.1093/rfs/3.3.315 [Abstract] [PDF] [Request Permissions]  

BE Eckbo, V Maksimovic, and J Williams

Consistent estimation of cross-sectional models in event studies
Rev. Financ. Stud. 1990 3: 343-365; doi:10.1093/rfs/3.3.343 [Abstract] [PDF] [Request Permissions]  

JJ Rotenberg and DS Scharfstein

Shareholder-value maximization and product-market competition
Rev. Financ. Stud. 1990 3: 367-391; doi:10.1093/rfs/3.3.367 [Abstract] [PDF] [Request Permissions]  

DB Nelson and K Ramaswamy

Simple binomial processes as diffusion approximations in financial models
Rev. Financ. Stud. 1990 3: 393-430; doi:10.1093/rfs/3.3.393 [Abstract] [PDF] [Request Permissions]  

AW Lo and AC MacKinlay

Data-snooping biases in tests of financial asset pricing models
Rev. Financ. Stud. 1990 3: 431-467; doi:10.1093/rfs/3.3.431 [Abstract] [PDF] [Request Permissions]  

PP Carr and RA Jarrow

The stop-loss start-gain paradox and option valuation: a new decomposition into intrinsic and time value
Rev. Financ. Stud. 1990 3: 469-492; doi:10.1093/rfs/3.3.469 [Abstract] [PDF] [Request Permissions]  

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