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The Review of Financial Studies

Volume 22 · Issue 5

May 200910 articles

A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives

Anders B. Trolle · Eduardo S. Schwartz

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May 2009pp. 2007-2057DOI: 10.1093/rfs/hhn040 ↗

Ambiguity and Nonparticipation: The Role of Regulation

David Easley · Maureen O’Hara

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May 2009pp. 1817-1843DOI: 10.1093/rfs/hhn100 ↗

Distinguishing the Effect of Overconfidence from Rational Best-Response on Information Aggregation

Shimon Kogan

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May 2009pp. 1889-1914DOI: 10.1093/rfs/hhn075 ↗

Failure Is an Option: Impediments to Short Selling and Options Prices

Richard B. Evans · Christopher C. Geczy · David K. Musto · Adam V. Reed

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May 2009pp. 1955-1980DOI: 10.1093/rfs/hhm083 ↗

Financial Analysts' Performance: Sector Versus Country Specialization

Frédéric Sonney

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May 2009pp. 2087-2131DOI: 10.1093/rfs/hhm024 ↗

Incentives and Mutual Fund Performance: Higher Performance or Just Higher Risk Taking?

Massimo Massa · Rajdeep Patgiri

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May 2009pp. 1777-1815DOI: 10.1093/rfs/hhn023 ↗

Insider Trading Laws and Stock Price Informativeness

Nuno Fernandes · Miguel A. Ferreira

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May 2009pp. 1845-1887DOI: 10.1093/rfs/hhn066 ↗

Margin Trading, Overpricing, and Synchronization Risk

Sanjeev Bhojraj · Robert J. Bloomfield · William B. Tayler

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May 2009pp. 2059-2085DOI: 10.1093/rfs/hhn045 ↗

Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy?

Victor DeMiguel · Lorenzo Garlappi · Raman Uppal

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May 2009pp. 1915-1953DOI: 10.1093/rfs/hhm075 ↗

Systematic Risk and the Price Structure of Individual Equity Options

Jin-Chuan Duan · Jason Wei

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May 2009pp. 1981-2006DOI: 10.1093/rfs/hhn057 ↗