Decomposition of Optimal Portfolio Weight in a Jump-Diffusion Model and Its ApplicationsXing Jin · Allen X. ZhangDiscuss this article →September 2012pp. 2877-2919DOI: 10.1093/rfs/hhs083 ↗
Does Beta Move with News? Firm-Specific Information Flows and Learning about ProfitabilityAndrew J. Patton · Michela VerardoDiscuss this article →September 2012pp. 2789-2839DOI: 10.1093/rfs/hhs073 ↗
Does Idiosyncratic Volatility Proxy for Risk Exposure?Zhanhui Chen · Ralitsa PetkovaDiscuss this article →September 2012pp. 2745-2787DOI: 10.1093/rfs/hhs084 ↗
Editorial BoardAuthors not recordedDiscuss this article →September 2012pp. i2-i2DOI: 10.1093/rfs/hhs047 ↗
Fiscal Policies and Asset PricesM. Max Croce · Howard Kung · Thien T. Nguyen · Lukas SchmidDiscuss this article →September 2012pp. 2635-2672DOI: 10.1093/rfs/hhs060 ↗
Forthcoming ArticlesAuthors not recordedDiscuss this article →September 2012pp. i3-i3DOI: 10.1093/rfs/hhs048 ↗
Identifying Expectation Errors in Value/Glamour Strategies: A Fundamental Analysis ApproachJoseph D. Piotroski · Eric C. SoDiscuss this article →September 2012pp. 2841-2875DOI: 10.1093/rfs/hhs061 ↗
Suspicious Patterns in Hedge Fund Returns and the Risk of FraudNicolas P. B. Bollen · Veronika K. PoolDiscuss this article →September 2012pp. 2673-2702DOI: 10.1093/rfs/hhs085 ↗
Universal Banks and Corporate Control: Evidence from the Global Syndicated Loan MarketMiguel A. Ferreira · Pedro MatosDiscuss this article →September 2012pp. 2703-2744DOI: 10.1093/rfs/hhs076 ↗
Volume 25 Number 9 September 2012The Review of Financial Studies - Table of Contents:Authors not recordedDiscuss this article →September 2012pp. i4-i4DOI: 10.1093/rfs/hhs049 ↗
