Review of Financial Studies

Articles:

RC Green

A simple model of the taxable and tax-exempt yield curves
Rev. Financ. Stud. 1993 6: 233-264; doi:10.1093/rfs/6.2.233 [Abstract] [PDF] [Request Permissions]  

J Boudoukh and RF. Whitelaw

Liquidity as a choice variable: a lesson from the Japanese government bond market
Rev. Financ. Stud. 1993 6: 265-292; doi:10.1093/rfs/6.2.265 [Abstract] [PDF] [Request Permissions]  

CG Lamoureux and WD Lastrapes

Forecasting stock-return variance: toward an understanding of stochastic implied volatilities
Rev. Financ. Stud. 1993 6: 293-326; doi:10.1093/rfs/6.2.293 [Abstract] [PDF] [Request Permissions]  

SL Heston

A closed-form solution for options with stochastic volatility with applications to bond and currency options
Rev. Financ. Stud. 1993 6: 327-343; doi:10.1093/rfs/6.2.327 [Abstract] [PDF] [Request Permissions]  

CMC Lee, B Mucklow, and MJ Ready

Spreads, depths, and the impact of earnings information: an intraday analysis
Rev. Financ. Stud. 1993 6: 345-374; doi:10.1093/rfs/6.2.345 [Abstract] [PDF] [Request Permissions]  

JC Leach and AN Madhavan

Price experimentation and security market structure
Rev. Financ. Stud. 1993 6: 375-404; doi:10.1093/rfs/6.2.375 [Abstract] [PDF] [Request Permissions]  

CT Shalen

Volume, volatility, and the dispersion of beliefs
Rev. Financ. Stud. 1993 6: 405-434; doi:10.1093/rfs/6.2.405 [Abstract] [PDF] [Request Permissions]  

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