Review of Financial Studies

Articles:

DB Keim and A Madhavan

The upstairs market for large-block transactions: analysis and measurement of price effects
Rev. Financ. Stud. 1996 9: 1-36; doi:10.1093/rfs/9.1.1 [Abstract] [PDF] [Request Permissions]  

RW Anderson and S Sundaresan

Design and valuation of debt contracts
Rev. Financ. Stud. 1996 9: 37-68. [Abstract] [PDF] [Request Permissions]  

DS Bates

Jumps and stochastic volatility: exchange rate processes implicit in deutsche mark options
Rev. Financ. Stud. 1996 9: 69-107; doi:10.1093/rfs/9.1.69 [Abstract] [PDF] [Request Permissions]  

JK Kang and RM Stulz

How different is Japanese corporate finance? An investigation of the information content of new security issues
Rev. Financ. Stud. 1996 9: 109-139; doi:10.1093/rfs/9.1.109 [Abstract] [PDF] [Request Permissions]  

TS Kim and E Omberg

Dynamic nonmyopic portfolio behavior
Rev. Financ. Stud. 1996 9: 141-161; doi:10.1093/rfs/9.1.141 [Abstract] [PDF] [Request Permissions]  

MJ Brennan and HH Cao

Information, trade, and derivative securities
Rev. Financ. Stud. 1996 9: 163-208; doi:10.1093/rfs/9.1.163 [Abstract] [PDF] [Request Permissions]  

E Berkovitch and R Israel

The design of internal control and capital structure
Rev. Financ. Stud. 1996 9: 209-240; doi:10.1093/rfs/9.1.209 [Abstract] [PDF] [Request Permissions]  

GS Bakshi and Z Chen

Inflation, asset prices, and the term structure of interest rates in monetary economics
Rev. Financ. Stud. 1996 9: 241-275; doi:10.1093/rfs/9.1.241 [Abstract] [PDF] [Request Permissions]  

J Huang, MG Subrahmanyam, and GG Yu

Pricing and hedging American options: a recursive investigation method
Rev. Financ. Stud. 1996 9: 277-300; doi:10.1093/rfs/9.1.277 [Abstract] [PDF] [Request Permissions]  

GP Dwyer, Jr, P Locke, and W Yu

Index arbitrage and nonlinear dynamics between the S&P 500 futures and cash
Rev. Financ. Stud. 1996 9: 301-332; doi:10.1093/rfs/9.1.301 [Abstract] [PDF] [Request Permissions]  

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