Review of Financial Studies

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  Publication Venue For

  • Socially Responsible Investing in Good and Bad Times.  35:2067-2099. 2022
  • Transparency and talent allocation in money management.  33:3889-3924. 2020
  • On the Rise of FinTechs: Credit Scoring Using Digital Footprints.  33:2845-2897. 2020
  • The evolution of corporate cash.  31:4288-4344. 2018
  • Managerial short-termism, turnover policy, and the dynamics of incentives.  31:3409-3451. 2018
  • Short-rate expectations and unexpected returns in treasury bonds.  31:3265-3306. 2018
  • Tax rates and corporate decision-making.  30:3128-3175. 2017
  • The economic effects of public financing: Evidence from municipal bond ratings recalibration.  30:3223-3268. 2017
  • Bank ratings and lending supply: Evidence from sovereign downgrades.  29:1709-1746. 2016
  • Loan originations and defaults in the mortgage crisis: The role of the middle class.  29:1635-1670. 2016
  • Expected Returns in Treasury Bonds.  28:2859-2901. 2015
  • The capital structure decisions of new firms.  27:153-179. 2014
  • Libertarian paternalism, information production, and financial decision making.  26:2204-2228. 2013
  • Using option prices to infer overpayments and synergies in m&a transactions.  26:695-722. 2013
  • A long-run risks explanation of predictability puzzles in bond and currency markets.  26:1-33. 2013
  • The sensitivity of corporate cash holdings to corporate governance.  25:3610-3644. 2012
  • Does beta move with news? Firm-specific information flows and learning about profitability.  25:2789-2839. 2012
  • Managerial attributes and executive compensation.  25:144-186. 2012
  • What does equity sector orderflow tell us about the economy?.  24:3688-3730. 2011
  • Learning and asset-price jumps.  24:2738-2780. 2011
  • Liquidity management and corporate investment during a financial crisis.  24:1944-1979. 2011
  • Do peso problems explain the returns to the carry trade?.  24:853-891. 2011
  • The idiosyncratic volatility puzzle: Time trend or speculative episodes.  23:863-899. 2010
  • Expected stock returns and variance risk premia.  22:4463-4492. 2009
  • Parametric portfolio policies: Exploiting characteristics in the cross-section of equity returns.  22:3411-3447. 2009
  • Leasing, ability to repossess, and debt capacity.  22:1621-1657. 2009
  • Cointegration and consumption risks in asset returns.  22:1343-1375. 2009
  • Flight-to-quality or flight-to-liquidity? Evidence from the euro-area bond market.  22:925-957. 2009
  • Are "market neutral" hedge funds really market neutral?.  22:2295-2330. 2009
  • On loan sales, loan contracting, and lending relationships.  22:2635-2672. 2009
  • Building relationships early: Banks in venture capital.  21:513-541. 2008
  • Endogenous events and long-run returns.  21:855-888. 2008
  • Strategic alliances and the boundaries of the firm.  21:649-681. 2008
  • Price informativeness and investment sensitivity to stock price.  20:619-650. 2007
  • Analysts' weighting of private and public information.  19:319-355. 2006
  • Fund families as delegated monitors of money managers.  18:1139-1169. 2005
  • A simulation approach to dynamic portfolio choice with an application to learning about return predictability.  18:831-873. 2005
  • Taxes and Corporate Finance: A Review.  16:1075-1129. 2003
  • Taxes and Corporate Finance: A Review.  16:1075-1129. 2003
  • The Role of Lockups in Initial Public Offerings.  16:1-29. 2003
  • The Role of Trading Halts in Monitoring a Specialist Market.  16:263-300. 2003
  • The Role of Trading Halts in Monitoring a Specialist Market.  16:263-300. 2003
  • Competing Theories of Financial Anomalies.  15:575-606. 2002
  • Learning to be overconfident.  14:1-27. 2001
  • The risk in hedge fund strategies: Theory and evidence from trend followers.  14:313-341. 2001
  • The interaction between product market and financing strategy: The role of venture capital.  13:959-984. 2000
  • Trade disclosure regulation in markets with negotiated trades.  12:873-900. 1999
  • An exploration of the forward premium puzzle in currency markets.  10:369-403. 1997
  • Bank underwriting of debt securities: Modern evidence.  10:1175-1202. 1997
  • Empirical characteristics of dynamic trading strategies: The case of hedge funds.  10:275-302. 1997
  • The Effect of Public Information and Competition on Trading Volume and Price Volatility.  6:23-56. 1993
  • Stock Prices and Volume.  5:199-242. 1992
  • A Theory of Negotiated Equity Financing.  1:265-288. 1988
  • Risk Price Variation: The Missing Half of Empirical Asset Pricing