Review of Financial Studies

Articles:

V Naik and M Lee

General equilibrium pricing of options on the market portfolio with discontinuous returns
Rev. Financ. Stud. 1990 3: 493-521; doi:10.1093/rfs/3.4.493 [Abstract] [PDF] [Request Permissions]  

H He

Convergence from discrete- to continuous-time contingent claims prices
Rev. Financ. Stud. 1990 3: 523-546; doi:10.1093/rfs/3.4.523 [Abstract] [PDF] [Request Permissions]  

IN Kim

The analytic valuation of American options
Rev. Financ. Stud. 1990 3: 547-572; doi:10.1093/rfs/3.4.547 [Abstract] [PDF] [Request Permissions]  

J Hull and A White

Pricing interest-rate-derivative securities
Rev. Financ. Stud. 1990 3: 573-592; doi:10.1093/rfs/3.4.573 [Abstract] [PDF] [Request Permissions]  

FD Foster and S Viswanathan

A theory of the interday variations in volume, variance, and trading costs in securities markets
Rev. Financ. Stud. 1990 3: 593-624; doi:10.1093/rfs/3.4.593 [Abstract] [PDF] [Request Permissions]  

MS Scholes, GP Wilson, and MA Wolfson

Tax planning, regulatory capital planning, and financial reporting strategy for commercial banks
Rev. Financ. Stud. 1990 3: 625-650; doi:10.1093/rfs/3.4.625 [Abstract] [PDF] [Request Permissions]  

BE Eckbo, RM Giammarino, and RL Heinkel

Asymmetric information and the medium of exchange in takeovers: theory and tests
Rev. Financ. Stud. 1990 3: 651-675; doi:10.1093/rfs/3.4.651 [Abstract] [PDF] [Request Permissions]  

RC Stapleton and MG Subrahmanyam

Risk aversion and the intertemporal behavior of asset prices
Rev. Financ. Stud. 1990 3: 677-693; doi:10.1093/rfs/3.4.677 [Abstract] [PDF] [Request Permissions]  

JW Peavy

Returns on initial public offerings of closed-end funds
Rev. Financ. Stud. 1990 3: 695-708; doi:10.1093/rfs/3.4.695 [Abstract] [PDF] [Request Permissions]  

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