Review of Financial Studies

Articles:

EJ Elton, MJ Gruber, S Das, and M Hlavka

Efficiency with costly information: a reinterpretation of evidence from managed portfolios
Rev. Financ. Stud. 1993 6: 1-22; doi:10.1093/rfs/6.1.1 [Abstract] [PDF] [Request Permissions]  

FD Foster and S Viswanathan

The effect of public information and competition on trading volume and price volatility
Rev. Financ. Stud. 1993 6: 23-56; doi:10.1093/rfs/6.1.23 [Abstract] [PDF] [Request Permissions]  

CJ Cuny

The role of liquidity in futures market innovations
Rev. Financ. Stud. 1993 6: 57-78; doi:10.1093/rfs/6.1.57 [Abstract] [PDF] [Request Permissions]  

A Damodaran and CH Liu

Insider trading as a signal of private information
Rev. Financ. Stud. 1993 6: 79-119; doi:10.1093/rfs/6.1.79 [Abstract] [PDF] [Request Permissions]  

DB Hausch and JK Seward

Signaling with dividends and share repurchases: a choice between deterministic and stochastic cash disbursements
Rev. Financ. Stud. 1993 6: 121-153; doi:10.1093/rfs/6.1.121 [Abstract] [PDF] [Request Permissions]  

H Bessembinder and MG Hertzel

Return autocorrelations around nontrading days
Rev. Financ. Stud. 1993 6: 155-189; doi:10.1093/rfs/6.1.155 [Abstract] [PDF] [Request Permissions]  

J Hasbrouck

Assessing the quality of a security market: a new approach to transaction-cost measurement
Rev. Financ. Stud. 1993 6: 191-212; doi:10.1093/rfs/6.1.191 [Abstract] [PDF] [Request Permissions]  

D Besanko and G Kanatas

Credit market equilibrium with bank monitoring and moral hazard
Rev. Financ. Stud. 1993 6: 213-232; doi:10.1093/rfs/6.1.213 [Abstract] [PDF] [Request Permissions]  

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