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  • Your search results: "The Review of financial studies"
Showing 1 - 20 results of 4,438 for search '"The Review of financial studies"', query time: 1.58s Narrow search
  • 1
    Cover Image eJournal
    The review of financial studies
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    Exemplare Uni Bonn from 1988
  • 2
    Cover Image Journal Article
    Just How Much Do Individual Investors Lose by Trading?
    by Barber, Brad M   Lee, Yi-Tsung   Liu, Yu-Jane   Odean, Terrance Published in The Review of financial studies (01.02.2009)
    “...Individual investor trading results in systematic and economically large losses. Using a complete trading history of all investors in Taiwan, we document that...”
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  • 3
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    Does Asymmetric Information Drive Capital Structure Decisions?
    by Sreedhar T. Bharath   Paolo Pasquariello   Guojun Wu Published in The Review of financial studies (01.08.2009)
    “...Using a novel information asymmetry index based on measures of adverse selection developed by the market microstructure literature, we test whether information...”
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  • 4
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    Mutual Fund Fees around the World
    by Ajay Khorana   Henri Servaes   Peter Tufano Published in The Review of financial studies (01.03.2009)
    “...Using a new database, we study fees charged by 46,580 mutual fund classes offered for sale in 18 countries, which account for about 86% of the world fund...”
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  • 5
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    Are "Market Neutral" Hedge Funds Really Market Neutral?
    by Andrew J. Patton Published in The Review of financial studies (01.07.2009)
    “...Using a variety of different definitions of "neutrality," this study presents significant evidence against the neutrality to market risk of hedge funds in a...”
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  • 6
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    The Choice of Corporate Liquidity and Corporate Governance
    by Hayong Yun Published in The Review of financial studies (01.04.2009)
    “...In this paper, I study how corporate governance influences firms' choices between cash and lines of credit. Stakeholders may disagree about firms' liquidity...”
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  • 7
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    A Bayesian Analysis of Return Dynamics with Lévy Jumps
    by Haitao Li   Martin T. Wells   Cindy L. Yu Published in The Review of financial studies (01.09.2008)
    “...We have developed Bayesian Markov chain Monte Carlo (MCMC) methods for inferences of continuous-time models with stochastic volatility and infinite-activity...”
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  • 8
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    Mispricing of S&P 500 Index Options
    by George M. Constantinides   Jens Carsten Jackwerth   Stylianos Perrakis Published in The Review of financial studies (01.03.2009)
    “...Widespread violations of stochastic dominance by 1-month S&P 500 index call options over 1986-2006 imply that a trader can improve expected utility by engaging...”
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  • 9
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    Intragroup Propping: Evidence from the Stock-Price Effects of Earnings Announcements by Korean Business Groups
    by Gil S. Bae   Youngsoon S. Cheon   Jun-Koo Kang Published in The Review of financial studies (01.09.2008)
    “...Using earnings announcement events made by firms belonging to Korean chaebols, we examine propping within a chaebol. Consistent with the market's ex ante...”
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  • 10
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    Biases in Decomposing Holding-Period Portfolio Returns
    by Weimin Liu   Norman Strong Published in The Review of financial studies (01.09.2008)
    “...A growing number of studies in finance decompose multiperiod portfolio returns into a series of single-period returns, using these to test asset pricing models...”
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  • 11
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    The Returns on Human Capital: Good News on Wall Street Is Bad News on Main Street
    by Hanno Lustig   Stijn Van Nieuwerburgh Published in The Review of financial studies (01.09.2008)
    “...We use a standard single-agent model to conduct a simple consumption growth accounting exercise. Consumption growth is driven by news about current and...”
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  • 12
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    When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia?
    by Ralph S. J. Koijen   Theo E. Nijman   Bas J. M. Werker Published in The Review of financial studies (01.02.2010)
    “...We study the importance of time-varying bond risk premia in a consumption and portfoliochoice problem for a life-cycle investor facing short-sales and...”
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  • 13
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    Good IPOs Draw in Bad: Inelastic Banking Capacity and Hot Markets
    by Naveen Khanna   Thomas H. Noe   Ramana Sonti Published in The Review of financial studies (01.09.2008)
    “...We posit that screening IPOs requires specialized labor which is in fixed supply. A sudden increase in demand for IPO financing increases the compensation of...”
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  • 14
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    A Dynamic Model of the Limit Order Book
    by Ioanid Roşu Published in The Review of financial studies (01.11.2009)
    “...This paper presents a model of an order-driven market where fully strategic, symmetrically informed liquidity traders dynamically choose between limit and...”
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  • 15
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    A Note from the Editor
    Published in The Review of financial studies (01.07.2008)
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  • 16
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    Financial Contracting with Optimistic Entrepreneurs
    by Augustin Landier   David Thesmar Published in The Review of financial studies (01.01.2009)
    “...Optimistic beliefs are a source of nonpecuniary benefits for entrepreneurs that can explain the "Private Equity Puzzle." This paper looks at the effects of...”
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  • 17
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    Measuring Systemic Risk
    by Viral V. Acharya   Lasse H. Pedersen   Thomas Philippon   Matthew Richardson Published in The Review of financial studies (01.01.2017)
    “...We present an economic model of systemic risk in which undercapitalization of the financial sector as a whole is assumed to harm the real economy, leading to a...”
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  • 18
    Cover Image Journal Article
    and the Cross-Section of Expected Returns
    by Campbell R. Harvey   Yan Liu   Heqing Zhu Published in The Review of financial studies (01.01.2016)
    “...Hundreds of papers and factors attempt to explain the cross-section of expected returns. Given this extensive data mining, it does not make sense to use the...”
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  • 19
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    Policy Uncertainty and Corporate Investment
    by Huseyin Gulen   Mihai Ion Published in The Review of financial studies (01.03.2016)
    “...Using a news-based index of policy uncertainty, we document a strong negative relationship between firm-level capital investment and the aggregate level of...”
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  • 20
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    SRISK: A Conditional Capital Shortfall Measure of Systemic Risk
    by Christian Brownlees   Robert F. Engle Published in The Review of financial studies (01.01.2017)
    “...We introduce SRISK to measure the systemic risk contribution of a financial firm. SRISK measures the capital shortfall of a firm conditional on a severe market...”
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