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The Review of Financial Studies

Volume 25 · Issue 10

October 201211 articles

A Market-Based Study of the Cost of Default

Sergei A. Davydenko · Ilya A. Strebulaev · Xiaofei Zhao

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October 2012pp. 2959-2999DOI: 10.1093/rfs/hhs091 ↗

Can Rare Events Explain the Equity Premium Puzzle?

Christian Julliard · Anisha Ghosh

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October 2012pp. 3037-3076DOI: 10.1093/rfs/hhs078 ↗

Convertibles and Hedge Funds as Distributors of Equity Exposure

Stephen J. Brown · Bruce D. Grundy · Craig M. Lewis · Patrick Verwijmeren

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October 2012pp. 3077-3112DOI: 10.1093/rfs/hhs088 ↗

Cover

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October 2012pp. i1-i1DOI: 10.1093/rfs/hhs010 ↗

Do Investors Buy What They Know? Product Market Choices and Investment Decisions

Matti Keloharju · Samuli Knüpfer · Juhani Linnainmaa

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October 2012pp. 2921-2958DOI: 10.1093/rfs/hhs090 ↗

Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?

Linda Allen · Turan G. Bali · Yi Tang

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October 2012pp. 3000-3036DOI: 10.1093/rfs/hhs094 ↗

Editorial Board

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October 2012pp. i2-i2DOI: 10.1093/rfs/hhs011 ↗

Forthcoming Articles

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October 2012pp. i3-i3DOI: 10.1093/rfs/hhs012 ↗

Measuring Equity Risk with Option-implied Correlations

Adrian Buss · Grigory Vilkov

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October 2012pp. 3113-3140DOI: 10.1093/rfs/hhs087 ↗

Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective

Daniel L. Thornton · Giorgio Valente

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October 2012pp. 3141-3168DOI: 10.1093/rfs/hhs069 ↗

Volume 25 Number 10 October 2012The Review of Financial Studies - Table of Contents:

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October 2012pp. i4-i4DOI: 10.1093/rfs/hhs013 ↗