Liquidity and Asset Returns Under Asymmetric Information and Imperfect CompetitionDimitri Vayanos · Jiang WangDiscuss this article →May 1, 2012pp. 1339-1365DOI: 10.1093/rfs/hhr128 ↗
Dynamic Compensation Contracts with Private SavingsZhiguo HeDiscuss this article →May 2012pp. 1494-1549DOI: 10.1093/rfs/hhs054 ↗
Editorial BoardAuthors not recordedDiscuss this article →May 2012pp. NP.2-NPDOI: 10.1093/rfs/hhs031 ↗
Flow Toxicity and Liquidity in a High-frequency WorldDavid Easley · Marcos M. López de Prado · Maureen O'HaraDiscuss this article →May 2012pp. 1457-1493DOI: 10.1093/rfs/hhs053 ↗
Forthcoming ArticlesAuthors not recordedDiscuss this article →May 2012pp. NP.3-NPDOI: 10.1093/rfs/hhs032 ↗
Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation SwapsJoseph Haubrich · George Pennacchi · Peter RitchkenDiscuss this article →May 2012pp. 1588-1629DOI: 10.1093/rfs/hhs003 ↗
Lack of Anonymity and the Inference from Order FlowJuhani T. Linnainmaa · Gideon SaarDiscuss this article →May 2012pp. 1414-1456DOI: 10.1093/rfs/hhs002 ↗
Reviewing Less—Progressing MoreMatthew SpiegelDiscuss this article →May 2012pp. 1331-1338DOI: 10.1093/rfs/hhs052 ↗
Skewness in Stock Returns: Reconciling the Evidence on Firm Versus Aggregate ReturnsRui AlbuquerqueDiscuss this article →May 2012pp. 1630-1673DOI: 10.1093/rfs/hhr144 ↗
Table of ContentsAuthors not recordedDiscuss this article →May 2012pp. NP.4-NPDOI: 10.1093/rfs/hhs033 ↗
Testing Asymmetric-Information Asset Pricing ModelsBryan Kelly · Alexander LjungqvistDiscuss this article →May 2012pp. 1366-1413DOI: 10.1093/rfs/hhr134 ↗
Why Does Financial Strength Forecast Stock Returns? Evidence from Subsequent Demand by Institutional InvestorsNicole Y. Choi · Richard W. SiasDiscuss this article →May 2012pp. 1550-1587DOI: 10.1093/rfs/hhs001 ↗
