Rev. Financ. Stud. -- RFS Advance Access

RFS Advance Access

RFS Advance Access articles are papers in manuscript form that have been accepted by the journal but have not been copyedited or formatted for publication. Copyediting may lead to minor differences between the Advance Access version and the final version of the paper; there may also be differences in the quality of the graphics. 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]

To see an accepted manuscript, click its [Accepted Manuscript] link. To review many abstracts, check the boxes to the left of the titles you want, and click the 'Get All Checked Abstract(s)' button. To see one abstract at a time, click its [Abstract] link.

9 May 2008

Abstract Articles: Karl B. Diether, Ingrid M. Werner, and Kuan-Hui Lee
Short-Sale Strategies and Return Predictability
RFS Advance Access published on May 9, 2008.
doi:10.1093/rfs/hhn047
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

7 May 2008

Abstract Articles: Dennis P. Quinn and A. Maria Toyoda
Does Capital Account Liberalization Lead to Growth?
RFS Advance Access published on May 7, 2008.
doi:10.1093/rfs/hhn034
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

Abstract Articles: Sanjeev Bhojraj, Robert J. Bloomfield, and William B. Tayler
Margin Trading, Overpricing, and Synchronization Risk
RFS Advance Access published on May 7, 2008.
doi:10.1093/rfs/hhn045
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

28 April 2008

Abstract Articles: Anders B. Trolle and Eduardo S. Schwartz
A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives
RFS Advance Access published on April 28, 2008.
doi:10.1093/rfs/hhn040
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

22 April 2008

Abstract Articles: Zhiguo He
Optimal Executive Compensation when Firm Size Follows Geometric Brownian Motion
RFS Advance Access published on April 22, 2008.
doi:10.1093/rfs/hhn037
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

19 April 2008

Abstract Articles: Ajay Khorana, Henri Servaes, and Peter Tufano
Mutual Fund Fees Around the World
RFS Advance Access originally published on April 19, 2008. This version published April 29, 2008.
doi:10.1093/rfs/hhn042
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

Abstract Articles: Brad M. Barber, Yi-Tsung Lee, Yu-Jane Liu, and Terrance Odean
Just How Much Do Individual Investors Lose by Trading?
RFS Advance Access published on April 19, 2008.
doi:10.1093/rfs/hhn046
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

Abstract Articles: Hayong Yun
The Choice of Corporate Liquidity and Corporate Governance
RFS Advance Access published on April 19, 2008.
doi:10.1093/rfs/hhn041
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

18 April 2008

Abstract Articles: Efraim Benmelech
Asset Salability and Debt Maturity: Evidence from Nineteenth-Century American Railroads
RFS Advance Access published on April 18, 2008.
doi:10.1093/rfs/hhn036
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

16 April 2008

Abstract Articles: Brad M. Barber, Terrance Odean, and Ning Zhu
Do Retail Trades Move Markets?
RFS Advance Access published on April 16, 2008.
doi:10.1093/rfs/hhn035
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

15 April 2008

Abstract Articles: Paul J. Irvine and Jeffrey Pontiff
Idiosyncratic Return Volatility, Cash Flows, and Product Market Competition
RFS Advance Access published on April 15, 2008.
doi:10.1093/rfs/hhn039
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

11 April 2008

Abstract Articles: Hui Guo and Robert Savickas
Average Idiosyncratic Volatility in G7 Countries
RFS Advance Access published on April 11, 2008.
doi:10.1093/rfs/hhn043
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

10 April 2008

Abstract Articles: Peter Carr and Liuren Wu
Variance Risk Premiums
RFS Advance Access published on April 10, 2008.
doi:10.1093/rfs/hhn038
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

2 April 2008

Abstract Articles: Martin Cherkes, Jacob Sagi, and Richard Stanton
A Liquidity-Based Theory of Closed-End Funds
RFS Advance Access published on April 2, 2008.
doi:10.1093/rfs/hhn028
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

Abstract Articles: K. J. Martijn Cremers, Vinay B. Nair, and Kose John
Takeovers and the Cross-Section of Returns
RFS Advance Access published on April 2, 2008.
doi:10.1093/rfs/hhn032
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

Abstract Articles: Christopher Polk and Paola Sapienza
The Stock Market and Corporate Investment: A Test of Catering Theory
RFS Advance Access published on April 2, 2008.
doi:10.1093/rfs/hhn030
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

Abstract Articles: Nicolae Gârleanu and Jeffrey Zwiebel
Design and Renegotiation of Debt Covenants
RFS Advance Access published on April 2, 2008.
doi:10.1093/rfs/hhn017
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

29 March 2008

Abstract Articles: Matías Braun and Borja Larrain
Do IPOs Affect the Prices of Other Stocks? Evidence from Emerging Markets
RFS Advance Access published on March 29, 2008.
doi:10.1093/rfs/hhn025
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

Abstract Articles: Massimo Massa and Rajdeep Patgiri
Incentives and Mutual Fund Performance: Higher Performance or Just Higher Risk Taking?
RFS Advance Access published on March 29, 2008.
doi:10.1093/rfs/hhn023
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

Abstract Articles: Andrea L. Eisfeldt and Adriano A. Rampini
Leasing, Ability to Repossess, and Debt Capacity
RFS Advance Access published on March 29, 2008.
doi:10.1093/rfs/hhn026
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

Abstract Articles: Rustam Ibragimov, Dwight Jaffee, and Johan Walden
Nondiversification Traps in Catastrophe Insurance Markets
RFS Advance Access published on March 29, 2008.
doi:10.1093/rfs/hhn021
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

27 March 2008

Abstract Articles: H. Henry Cao and Hui Ou-Yang
Differences of Opinion of Public Information and Speculative Trading in Stocks and Options
RFS Advance Access published on March 27, 2008.
doi:10.1093/rfs/hhn020
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

Abstract Articles: Erik Devos, Palani-Rajan Kadapakkam, and Srinivasan Krishnamurthy
How Do Mergers Create Value? A Comparison of Taxes, Market Power, and Efficiency Improvements as Explanations for Synergies
RFS Advance Access published on March 27, 2008.
doi:10.1093/rfs/hhn019
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

Abstract Articles: Urs Peyer and Theo Vermaelen
The Nature and Persistence of Buyback Anomalies
RFS Advance Access published on March 27, 2008.
doi:10.1093/rfs/hhn024
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

Abstract Articles: Robin Greenwood
Trading Restrictions and Stock Prices
RFS Advance Access published on March 27, 2008.
doi:10.1093/rfs/hhn022
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

26 March 2008

Abstract Articles: Cong Wang and Fei Xie
Corporate Governance Transfer and Synergistic Gains from Mergers and Acquisitions
RFS Advance Access published on March 26, 2008.
doi:10.1093/rfs/hhn018
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

21 March 2008

Abstract Articles: Antonio E. Bernardo, Hongbin Cai, and Jiang Luo
Motivating Entrepreneurial Activity in a Firm
RFS Advance Access published on March 21, 2008.
doi:10.1093/rfs/hhn029
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

20 March 2008

Abstract Articles: Shingo Goto, Masahiro Watanabe, and Yan Xu
Strategic Disclosure and Stock Returns: Theory and Evidence from US Cross-Listing
RFS Advance Access published on March 20, 2008.
doi:10.1093/rfs/hhn013
[Abstract] [Full Text] [Accepted Manuscript] [Supplementary Data] [Request Permissions]

19 March 2008

Abstract Articles: Malcolm Baker, C. Fritz Foley, and Jeffrey Wurgler
Multinationals as Arbitrageurs: The Effect of Stock Market Valuations on Foreign Direct Investment
RFS Advance Access published on March 19, 2008.
doi:10.1093/rfs/hhn027
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

Abstract Articles: Ludovic Phalippou and Oliver Gottschalg
The Performance of Private Equity Funds
RFS Advance Access published on March 19, 2008.
doi:10.1093/rfs/hhn014
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

18 March 2008

Abstract Articles: Giovanni Barone-Adesi, Robert F. Engle, and Loriano Mancini
A GARCH Option Pricing Model with Filtered Historical Simulation
RFS Advance Access published on March 18, 2008.
doi:10.1093/rfs/hhn031
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

14 March 2008

Abstract Articles: Robert F. Dittmar and Kathy Yuan
Do Sovereign Bonds Benefit Corporate Bonds in Emerging Markets?
RFS Advance Access published on March 14, 2008.
doi:10.1093/rfs/hhn015
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

Abstract Articles: Praveen Kumar, Sorin M. Sorescu, Rodney D. Boehme, and Bartley R. Danielsen
Estimation Risk, Information, and the Conditional CAPM: Theory and Evidence
RFS Advance Access published on March 14, 2008.
doi:10.1093/rfs/hhn016
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

10 March 2008

Abstract Articles: Lauren Cohen
Loyalty-Based Portfolio Choice
RFS Advance Access published on March 10, 2008.
doi:10.1093/rfs/hhn012
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

3 March 2008

Abstract Articles: Praveen Kumar and K. Sivaramakrishnan
Who Monitors the Monitor? The Effect of Board Independence on Executive Compensation and Firm Value
RFS Advance Access published on March 3, 2008.
doi:10.1093/rfs/hhn010
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

2 March 2008

Abstract Articles: Murillo Campello, Long Chen, and Lu Zhang
Expected returns, yield spreads, and asset pricing tests
RFS Advance Access published on March 2, 2008.
doi:10.1093/rfs/hhn011
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

Abstract Articles: Sergei Sarkissian and Michael J. Schill
Are there permanent valuation gains to overseas listing?
RFS Advance Access published on March 2, 2008.
doi:10.1093/rfs/hhn003
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

28 February 2008

Abstract Articles: Suresh Sundaresan and Zhenyu Wang
Y2K Options and the Liquidity Premium in Treasury Markets
RFS Advance Access published on February 28, 2008.
doi:10.1093/rfs/hhn005
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

Abstract Articles: Robert F. Engle and Jose Gonzalo Rangel
The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes
RFS Advance Access published on February 28, 2008.
doi:10.1093/rfs/hhn004
[Abstract] [Full Text] [Accepted Manuscript] [Request Permissions]

Review of Financial Studies