Review of Financial Studies

Articles:

J Conrad, MN Gultekin, and G Kaul

Asymmetric predictability of conditional variances
Rev. Financ. Stud. 1991 4: 597-622; doi:10.1093/rfs/4.4.597 [Abstract] [PDF] [Request Permissions]  

TJ George, G Kaul, and M Nimalendran

Estimation of the bid - ask spread and its components: a new approach
Rev. Financ. Stud. 1991 4: 623-656; doi:10.1093/rfs/4.4.623 [Abstract] [PDF] [Request Permissions]  

K Chan, KC Chan, and GA Karolyi

Intraday volatility in the stock index and stock index futures markets
Rev. Financ. Stud. 1991 4: 657-684; doi:10.1093/rfs/4.4.657 [Abstract] [PDF] [Request Permissions]  

RA Korajczyk, DJ Lucas, and RL McDonald

The effect of information releases on the pricing and timing of equity issues
Rev. Financ. Stud. 1991 4: 685-708; doi:10.1093/rfs/4.4.685 [Abstract] [PDF] [Request Permissions]  

C Spatt and S Srivastava

Preplay communication, participation restrictions, and efficiency in initial public offerings
Rev. Financ. Stud. 1991 4: 709-726; doi:10.1093/rfs/4.4.709 [Abstract] [PDF] [Request Permissions]  

EM Stein and JC Stein

Stock price distributions with stochastic volatility: an analytic approach
Rev. Financ. Stud. 1991 4: 727-752; doi:10.1093/rfs/4.4.727 [Abstract] [PDF] [Request Permissions]  

C Gilles and SL LeRoy

Econometric aspects of the variance-bounds tests: a survey
Rev. Financ. Stud. 1991 4: 753-791; doi:10.1093/rfs/4.4.753 [Abstract] [PDF] [Request Permissions]  

S Sundaresan

Book review. Continuous-time finance. RC Merton
Rev. Financ. Stud. 1991 4: 793; doi:10.1093/rfs/4.4.793 [PDF] [Request Permissions]  

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