Skip Navigation

Receive this page by email each issue: [Sign up for eTOCs]

Cover Image
Other Issues:
Previous 		Contents: Volume 21, Number 3, May 2008   [Index by Author] 

Down Articles


[Search ALL Issues]

Front Matter (PDF) | Back Matter (PDF) | Table of Contents (PDF)

To see an article, click its [Full Text] or [PDF] 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.

Articles Back

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
Rev. Financ. Stud. 2008 21: 1037-1075; doi:10.1093/rfs/hhn016 [Abstract] [Full Text] [PDF] [Request Permissions]  

Phelim Boyle, Shui Feng, Weidong Tian, and Tan Wang
Robust Stochastic Discount Factors
RFS Advance Access published on December 13, 2007
Rev. Financ. Stud. 2008 21: 1077-1122; doi:10.1093/rfs/hhm067 [Abstract] [Full Text] [PDF] [Request Permissions]  

Soeren Hvidkjaer
Small Trades and the Cross-Section of Stock Returns
RFS Advance Access published on May 14, 2008
Rev. Financ. Stud. 2008 21: 1123-1151; doi:10.1093/rfs/hhn049 [Abstract] [Full Text] [PDF] [Request Permissions]  

Robin Greenwood
Excess Comovement of Stock Returns: Evidence from Cross-Sectional Variation in Nikkei 225 Weights
RFS Advance Access published on October 17, 2007
Rev. Financ. Stud. 2008 21: 1153-1186; doi:10.1093/rfs/hhm052 [Abstract] [Full Text] [PDF] [Request Permissions]  

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
Rev. Financ. Stud. 2008 21: 1187-1222; doi:10.1093/rfs/hhn004 [Abstract] [Full Text] [PDF] [Request Permissions]  

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
Rev. Financ. Stud. 2008 21: 1223-1258; doi:10.1093/rfs/hhn031 [Abstract] [Full Text] [PDF] [Request Permissions]  

Hui Guo and Robert Savickas
Average Idiosyncratic Volatility in G7 Countries
RFS Advance Access published on April 11, 2008
Rev. Financ. Stud. 2008 21: 1259-1296; doi:10.1093/rfs/hhn043 [Abstract] [Full Text] [PDF] [Request Permissions]  

Murillo Campello, Long Chen, and Lu Zhang
Expected returns, yield spreads, and asset pricing tests
RFS Advance Access published on March 2, 2008
Rev. Financ. Stud. 2008 21: 1297-1338; doi:10.1093/rfs/hhn011 [Abstract] [Full Text] [PDF] [Request Permissions]  

Sreedhar T. Bharath and Tyler Shumway
Forecasting Default with the Merton Distance to Default Model
RFS Advance Access published on May 19, 2008
Rev. Financ. Stud. 2008 21: 1339-1369; doi:10.1093/rfs/hhn044 [Abstract] [Full Text] [PDF] [Request Permissions]  

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
Rev. Financ. Stud. 2008 21: 1371-1401; doi:10.1093/rfs/hhn010 [Abstract] [Full Text] [PDF] [Request Permissions]  

Dennis P. Quinn and A. Maria Toyoda
Does Capital Account Liberalization Lead to Growth?
RFS Advance Access published on May 7, 2008
Rev. Financ. Stud. 2008 21: 1403-1449; doi:10.1093/rfs/hhn034 [Abstract] [Full Text] [PDF] [Request Permissions]  

To see an article, click its [Full Text] or [PDF] 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.