Rev. Financ. Stud. -- RFS Advance Access

RFS Advance Access

RFS Advance Access articles are papers that have been copyedited and typeset but not yet paginated for inclusion in an issue of the journal. More information, including how to cite Advance Access papers, can be found on the Advance Access page.

Advance Access Articles By Date [View by Category]

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30 June 2009

Abstract Articles: Lars A. Lochstoer
Expected Returns and the Business Cycle: Heterogeneous Goods and Time-Varying Risk Aversion
RFS Advance Access published on June 30, 2009.
doi:10.1093/rfs/hhp045
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10 June 2009

Abstract Articles: Jérôme Detemple and Marcel Rindisbacher
Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications
RFS Advance Access published on June 10, 2009.
doi:10.1093/rfs/hhp040
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8 June 2009

Abstract Articles: Andriy Bodnaruk, Massimo Massa, and Andrei Simonov
Investment Banks as Insiders and the Market for Corporate Control
RFS Advance Access published on June 8, 2009.
doi:10.1093/rfs/hhp043
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3 June 2009

Abstract Articles: Brian Boyer, Todd Mitton, and Keith Vorkink
Expected Idiosyncratic Skewness
RFS Advance Access published on June 3, 2009.
doi:10.1093/rfs/hhp041
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Abstract Articles: Lucian A. Bebchuk and Zvika Neeman
Investor Protection and Interest Group Politics
RFS Advance Access published on June 3, 2009.
doi:10.1093/rfs/hhp042
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27 May 2009

Abstract Articles: Hamid Mehran and Stavros Peristiani
Financial Visibility and the Decision to Go Private
RFS Advance Access published on May 27, 2009.
doi:10.1093/rfs/hhp044
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Abstract Articles: Craig O. Brown and I. Serdar Dinç
Too Many to Fail? Evidence of Regulatory Forbearance When the Banking Sector Is Weak
RFS Advance Access published on May 27, 2009.
doi:10.1093/rfs/hhp039
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21 May 2009

Abstract Articles: Daniel Bergstresser, John M. R. Chalmers, and Peter Tufano
Assessing the Costs and Benefits of Brokers in the Mutual Fund Industry
RFS Advance Access published on May 21, 2009.
doi:10.1093/rfs/hhp022
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Abstract Articles: Jia Hao, Avner Kalay, and Stewart Mayhew
Ex-dividend Arbitrage in Option Markets
RFS Advance Access published on May 21, 2009.
doi:10.1093/rfs/hhp038
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10 May 2009

Abstract Articles: Anders B. Trolle and Eduardo S. Schwartz
Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives
RFS Advance Access published on May 10, 2009.
doi:10.1093/rfs/hhp036
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6 May 2009

Abstract Articles: Viktor Todorov
Variance Risk-Premium Dynamics: The Role of Jumps
RFS Advance Access published on May 6, 2009.
doi:10.1093/rfs/hhp035
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5 May 2009

Abstract Articles: Isil Erel
The Effect of Bank Mergers on Loan Prices: Evidence from the United States
RFS Advance Access published on May 5, 2009.
doi:10.1093/rfs/hhp034
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4 May 2009

Abstract Articles: Mark Broadie, Mikhail Chernov, and Michael Johannes
Understanding Index Option Returns
RFS Advance Access published on May 4, 2009.
doi:10.1093/rfs/hhp032
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Abstract Articles: Yuliya Demyanyk and Otto Van Hemert
Understanding the Subprime Mortgage Crisis
RFS Advance Access published on May 4, 2009.
doi:10.1093/rfs/hhp033
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2 May 2009

Abstract Articles: Paul A. Gompers, Joy Ishii, and Andrew Metrick
Extreme Governance: An Analysis of Dual-Class Firms in the United States
RFS Advance Access published on May 2, 2009.
doi:10.1093/rfs/hhp024
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Abstract Articles: David J. Denis and Valeriy Sibilkov
Financial Constraints, Investment, and the Value of Cash Holdings
RFS Advance Access published on May 2, 2009.
doi:10.1093/rfs/hhp031
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1 May 2009

Abstract Articles: Yuhai Xuan
Empire-Building or Bridge-Building? Evidence from New CEOs’ Internal Capital Allocation Decisions
RFS Advance Access published on May 1, 2009.
doi:10.1093/rfs/hhp030
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22 April 2009

Abstract Articles: John Y. Campbell, Christopher Polk, and Tuomo Vuolteenaho
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns
RFS Advance Access published on April 22, 2009.
doi:10.1093/rfs/hhp029
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17 April 2009

Abstract Articles: Ekkehart Boehmer and Eric K. Kelley
Institutional Investors and the Informational Efficiency of Prices
RFS Advance Access published on April 17, 2009.
doi:10.1093/rfs/hhp028
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13 April 2009

Abstract Articles: Enrichetta Ravina and Paola Sapienza
What Do Independent Directors Know? Evidence from Their Trading
RFS Advance Access published on April 13, 2009.
doi:10.1093/rfs/hhp027
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Abstract Articles: Paolo Colla and Antonio Mele
Information Linkages and Correlated Trading
RFS Advance Access originally published on April 13, 2009. This version published May 4, 2009.
doi:10.1093/rfs/hhp021
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Abstract Articles: Louis K. C. Chan, Stephen G. Dimmock, and Josef Lakonishok
Benchmarking Money Manager Performance: Issues and Evidence
RFS Advance Access published on April 13, 2009.
doi:10.1093/rfs/hhp016
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10 April 2009

Abstract Articles: Haitao Li and Feng Zhao
Nonparametric Estimation of State-Price Densities Implicit in Interest Rate Cap Prices
RFS Advance Access published on April 10, 2009.
doi:10.1093/rfs/hhp025
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9 April 2009

Abstract Articles: Viral V. Acharya and Krishnamurthy V. Subramanian
Bankruptcy Codes and Innovation
RFS Advance Access published on April 9, 2009.
doi:10.1093/rfs/hhp019
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7 April 2009

Abstract Articles: David A. Love
The Effects of Marital Status and Children on Savings and Portfolio Choice
RFS Advance Access published on April 7, 2009.
doi:10.1093/rfs/hhp020
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6 April 2009

Abstract Articles: Shane A. Johnson, Theodore C. Moorman, and Sorin Sorescu
A Reexamination of Corporate Governance and Equity Prices
RFS Advance Access published on April 6, 2009.
doi:10.1093/rfs/hhp018
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2 April 2009

Abstract Articles: Ioanid Rosu
A Dynamic Model of the Limit Order Book
RFS Advance Access published on April 2, 2009.
doi:10.1093/rfs/hhp011
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Abstract Articles: Long Chen and Xinlei Zhao
Return Decomposition
RFS Advance Access published on April 2, 2009.
doi:10.1093/rfs/hhp017
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1 April 2009

Abstract Articles: Erica X. N. Li, Dmitry Livdan, and Lu Zhang
Anomalies
RFS Advance Access originally published on April 1, 2009. This version published April 2, 2009.
doi:10.1093/rfs/hhp023
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Abstract Articles: Snehal Banerjee, Ron Kaniel, and Ilan Kremer
Price Drift as an Outcome of Differences in Higher-Order Beliefs
RFS Advance Access published on April 1, 2009.
doi:10.1093/rfs/hhp014
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27 March 2009

Abstract Articles: Paolo Fulghieri and Merih Sevilir
Size and Focus of a Venture Capitalist's Portfolio
RFS Advance Access published on March 27, 2009.
doi:10.1093/rfs/hhp012
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25 March 2009

Abstract Articles: C. Wei Li and Ashish Tiwari
Incentive Contracts in Delegated Portfolio Management
RFS Advance Access published on March 25, 2009.
doi:10.1093/rfs/hhp013
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Abstract Articles: Wei Huang, Qianqiu Liu, S. Ghon Rhee, and Liang Zhang
Return Reversals, Idiosyncratic Risk, and Expected Returns
RFS Advance Access published on March 25, 2009.
doi:10.1093/rfs/hhp015
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19 March 2009

Abstract Articles: Benjamin Yibin Zhang, Hao Zhou, and Haibin Zhu
Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms
RFS Advance Access published on March 19, 2009.
doi:10.1093/rfs/hhp004
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4 March 2009

Abstract Articles: Thomas H. Noe
Tunnel-Proofing the Executive Suite: Transparency, Temptation, and the Design of Executive Compensation
RFS Advance Access published on March 4, 2009.
doi:10.1093/rfs/hhp002
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3 March 2009

Abstract Articles: Steven N. Kaplan and Joshua Rauh
Wall Street and Main Street: What Contributes to the Rise in the Highest Incomes?
RFS Advance Access published on March 3, 2009.
doi:10.1093/rfs/hhp006
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2 March 2009

Abstract Articles: Peter C. B. Phillips and Jun Yu
Simulation-Based Estimation of Contingent-Claims Prices
RFS Advance Access published on March 2, 2009.
doi:10.1093/rfs/hhp009
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25 February 2009

Abstract Articles: Nicolae Gârleanu, Lasse Heje Pedersen, and Allen M. Poteshman
Demand-Based Option Pricing
RFS Advance Access published on February 25, 2009.
doi:10.1093/rfs/hhp005
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20 February 2009

Abstract Articles: Nandini Gupta and Kathy Yuan
On the Growth Effect of Stock Market Liberalizations
RFS Advance Access published on February 20, 2009.
doi:10.1093/rfs/hhp001
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13 February 2009

Abstract Articles: Michael W. Brandt, Pedro Santa-Clara, and Rossen Valkanov
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns
RFS Advance Access published on February 13, 2009.
doi:10.1093/rfs/hhp003
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12 February 2009

Abstract Articles: Tim Bollerslev, George Tauchen, and Hao Zhou
Expected Stock Returns and Variance Risk Premia
RFS Advance Access published on February 12, 2009.
doi:10.1093/rfs/hhp008
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10 February 2009

Abstract Articles: Melvyn Teo
The Geography of Hedge Funds
RFS Advance Access published on February 10, 2009.
doi:10.1093/rfs/hhp007
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6 February 2009

Abstract Articles: John Bizjak, Michael Lemmon, and Ryan Whitby
Option Backdating and Board Interlocks
RFS Advance Access published on February 6, 2009.
doi:10.1093/rfs/hhn120
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27 January 2009

Abstract Articles: Tarun Chordia, Sahn-Wook Huh, and Avanidhar Subrahmanyam
Theory-Based Illiquidity and Asset Pricing
RFS Advance Access originally published on January 27, 2009. This version published February 26, 2009.
doi:10.1093/rfs/hhn121
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Abstract Articles: Zhiguo He
The Sale of Multiple Assets with Private Information
RFS Advance Access published on January 27, 2009.
doi:10.1093/rfs/hhn119
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22 January 2009

Abstract Articles: Alexander Ljungqvist, Felicia Marston, and William J. Wilhelm Jr
Scaling the Hierarchy: How and Why Investment Banks Compete for Syndicate Co-management Appointments
RFS Advance Access published on January 22, 2009.
doi:10.1093/rfs/hhn106
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12 January 2009

Abstract Articles: Tobias Adrian and Mark M. Westerfield
Disagreement and Learning in a Dynamic Contracting Model
RFS Advance Access published on January 12, 2009.
doi:10.1093/rfs/hhn115
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Abstract Articles: Ohad Kadan, Leonardo Madureira, Rong Wang, and Tzachi Zach
Conflicts of Interest and Stock Recommendations: The Effects of the Global Settlement and Related Regulations
RFS Advance Access published on January 12, 2009.
doi:10.1093/rfs/hhn109
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9 January 2009

Abstract Articles: Jose M. Liberti and Atif R. Mian
Estimating the Effect of Hierarchies on Information Use
RFS Advance Access published on January 9, 2009.
doi:10.1093/rfs/hhn118
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8 January 2009

Abstract Articles: Lily Fang and Ayako Yasuda
The Effectiveness of Reputation as a Disciplinary Mechanism in Sell-Side Research
RFS Advance Access published on January 8, 2009.
doi:10.1093/rfs/hhn116
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Abstract Articles: Allen N. Berger and Christa H. S. Bouwman
Bank Liquidity Creation
RFS Advance Access published on January 8, 2009.
doi:10.1093/rfs/hhn104
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24 December 2008

Abstract Articles: Alex Edmans, Xavier Gabaix, and Augustin Landier
A Multiplicative Model of Optimal CEO Incentives in Market Equilibrium
RFS Advance Access published on December 24, 2008.
doi:10.1093/rfs/hhn117
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Abstract Articles: Arturo Bris, Yrjö Koskinen, and Mattias Nilsson
The Euro and Corporate Valuations
RFS Advance Access published on December 24, 2008.
doi:10.1093/rfs/hhn101
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23 December 2008

Abstract Articles: Sudheer Chava, Dmitry Livdan, and Amiyatosh Purnanandam
Do Shareholder Rights Affect the Cost of Bank Loans?
RFS Advance Access published on December 23, 2008.
doi:10.1093/rfs/hhn111
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Abstract Articles: Julian Franks, Colin Mayer, and Stefano Rossi
Ownership: Evolution and Regulation
RFS Advance Access published on December 23, 2008.
doi:10.1093/rfs/hhn108
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Abstract Articles: Reena Aggarwal, Isil Erel, René Stulz, and Rohan Williamson
Differences in Governance Practices between U.S. and Foreign Firms: Measurement, Causes, and Consequences
RFS Advance Access originally published on December 23, 2008. This version published January 7, 2009.
doi:10.1093/rfs/hhn107
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Abstract Articles: Ashiq Ali, Sandy Klasa, and Eric Yeung
The Limitations of Industry Concentration Measures Constructed with Compustat Data: Implications for Finance Research
RFS Advance Access published on December 23, 2008.
doi:10.1093/rfs/hhn103
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11 December 2008

Abstract Articles: Hendrik Bessembinder, Kathleen M. Kahle, William F. Maxwell, and Danielle Xu
Measuring Abnormal Bond Performance
RFS Advance Access published on December 11, 2008.
doi:10.1093/rfs/hhn105
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Abstract Articles: Arzu Ozoguz
Good Times or Bad Times? Investors' Uncertainty and Stock Returns
RFS Advance Access published on December 11, 2008.
doi:10.1093/rfs/hhn097
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26 November 2008

Abstract Articles: Ulf Axelson and Sandeep Baliga
Liquidity and Manipulation of Executive Compensation Schemes
RFS Advance Access published on November 26, 2008.
doi:10.1093/rfs/hhn095
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24 November 2008

Abstract Articles: Patrick Gagliardini, Paolo Porchia, and Fabio Trojani
Ambiguity Aversion and the Term Structure of Interest Rates
RFS Advance Access published on November 24, 2008.
doi:10.1093/rfs/hhn092
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Abstract Articles: Mariassunta Giannetti, Mike Burkart, and Tore Ellingsen
What You Sell Is What You Lend? Explaining Trade Credit Contracts
RFS Advance Access published on November 24, 2008.
doi:10.1093/rfs/hhn096
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1 November 2008

Abstract Articles: Raymond Kan and Cesare Robotti
Model Comparison Using the Hansen-Jagannathan Distance
RFS Advance Access published on November 1, 2008.
doi:10.1093/rfs/hhn094
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29 October 2008

Abstract Articles: Henrik Cronqvist and Rüdiger Fahlenbrach
Large Shareholders and Corporate Policies
RFS Advance Access published on October 29, 2008.
doi:10.1093/rfs/hhn093
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8 October 2008

Abstract Articles: Mariassunta Giannetti and Luc Laeven
Pension Reform, Ownership Structure, and Corporate Governance: Evidence from a Natural Experiment
RFS Advance Access published on October 8, 2008.
doi:10.1093/rfs/hhn091
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Abstract Articles: Christian Leuz, Karl V. Lins, and Francis E. Warnock
Do Foreigners Invest Less in Poorly Governed Firms?
RFS Advance Access published on October 8, 2008.
doi:10.1093/rfs/hhn089
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31 August 2008

Abstract Articles: Bernardo Bortolotti and Mara Faccio
Government Control of Privatized Firms
RFS Advance Access published on August 31, 2008.
doi:10.1093/rfs/hhn077
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29 August 2008

Abstract Articles: Lubos Pástor, Lucian A. Taylor, and Pietro Veronesi
Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability
RFS Advance Access published on August 29, 2008.
doi:10.1093/rfs/hhn082
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28 August 2008

Abstract Articles: James S. Linck, Jeffry M. Netter, and Tina Yang
The Effects and Unintended Consequences of the Sarbanes-Oxley Act on the Supply and Demand for Directors
RFS Advance Access published on August 28, 2008.
doi:10.1093/rfs/hhn084
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26 August 2008

Abstract Articles: Long Chen, Pierre Collin-Dufresne, and Robert S. Goldstein
On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzle
RFS Advance Access published on August 26, 2008.
doi:10.1093/rfs/hhn078
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Abstract Articles: Belén Villalonga and Raphael Amit
How Are U.S. Family Firms Controlled?
RFS Advance Access published on August 26, 2008.
doi:10.1093/rfs/hhn080
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21 August 2008

Abstract Articles: Sreedhar T. Bharath, Paolo Pasquariello, and Guojun Wu
Does Asymmetric Information Drive Capital Structure Decisions?
RFS Advance Access originally published on August 21, 2008. This version published September 9, 2008.
doi:10.1093/rfs/hhn076
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27 June 2008

Abstract Articles: Judson A. Caskey
Information in Equity Markets with Ambiguity-Averse Investors
RFS Advance Access published on June 27, 2008.
doi:10.1093/rfs/hhn062
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15 June 2008

Abstract Articles: Rohit Rahi and Jean-Pierre Zigrand
Strategic Financial Innovation in Segmented Markets
RFS Advance Access published on June 15, 2008.
doi:10.1093/rfs/hhn061
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13 June 2008

Abstract Articles: Pasquale Della Corte, Lucio Sarno, and Ilias Tsiakas
An Economic Evaluation of Empirical Exchange Rate Models
RFS Advance Access originally published on June 13, 2008. This version published November 6, 2008.
doi:10.1093/rfs/hhn058
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28 May 2008

Abstract Articles: Marco Becht, Julian Franks, Colin Mayer, and Stefano Rossi
Returns to Shareholder Activism: Evidence from a Clinical Study of the Hermes UK Focus Fund
RFS Advance Access published on May 28, 2008.
doi:10.1093/rfs/hhn054
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Review of Financial Studies