Review of Financial Studies

Articles:

RG Donaldson and M Kamstra

A new dividend forecasting procedure that rejects bubbles in asset prices: the case of 1929's stock crash
Rev. Financ. Stud. 1996 9: 333-383; doi:10.1093/rfs/9.2.333 [Abstract] [PDF] [Request Permissions]  

Ait-Sahalia Y

Testing continuous-time models of the spot interest rate
Rev. Financ. Stud. 1996 9: 385-426; doi:10.1093/rfs/9.2.385 [Abstract] [PDF] [Request Permissions]  

G Bekaert

The time variation of risk and return in foreign exchange markets: a general equilibrium perspective
Rev. Financ. Stud. 1996 9: 427-470; doi:10.1093/rfs/9.2.427 [Abstract] [PDF] [Request Permissions]  

R Michaely and JL Vila

Trading volume with private valuation: evidence from the ex-dividend day
Rev. Financ. Stud. 1996 9: 471-509; doi:10.1093/rfs/9.2.471 [Abstract] [PDF] [Request Permissions]  

Z Chen and PJ Knez

Portfolio performance measurement: theory and applications
Rev. Financ. Stud. 1996 9: 511-555; doi:10.1093/rfs/9.2.511 [Abstract] [PDF] [Request Permissions]  

J Geweke and G Zhou

Measuring the pricing error of the arbitrage pricing theory
Rev. Financ. Stud. 1996 9: 557-587; doi:10.1093/rfs/9.2.557 [Abstract] [PDF] [Request Permissions]  

BS Lee

Time-series implications of aggregate dividend behavior
Rev. Financ. Stud. 1996 9: 589-618; doi:10.1093/rfs/9.2.589 [Abstract] [PDF] [Request Permissions]  

IM Werner and AW Kleidon

U.K. and U.S. trading of British cross-listed stocks: an intraday analysis of market integration
Rev. Financ. Stud. 1996 9: 619-664; doi:10.1093/rfs/9.2.619 [Abstract] [PDF] [Request Permissions]  

G Gennotte and B Trueman

The strategic timing of corporate disclosures
Rev. Financ. Stud. 1996 9: 665-690; doi:10.1093/rfs/9.2.665 [Abstract] [PDF] [Request Permissions]  

CW Holden and A Subrahmanyam

Risk aversion, liquidity, and endogenous short horizons
Rev. Financ. Stud. 1996 9: 691-722; doi:10.1093/rfs/9.2.691 [Abstract] [PDF] [Request Permissions]  

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