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The Review of Financial Studies is a major forum for the promotion and wide dissemination of significant new research in financial economics. As reflected by its broadly based editorial board, the Review balances theoretical and empirical contributions. The primary criteria for publishing a paper are its quality and importance to the field of finance, without undue regard to its technical difficulty. Finance is interpreted broadly to include the interface between finance and economics. The Review is sponsored by The Society for Financial Studies. The editors of the Review and officers of the Society are elected for limited terms.

Publisher: Oxford University Press

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Volume 15, Special Issue 2, 2002

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Robustness and Pricing with Uncertain Growth
pp. 363-404(42)
Authors: Cagetti M.; Hansen L.P.; Sargent T.; Williams N.

Why Don't Issuers Get Upset About Leaving Money on the Table in IPOs?
pp. 413-444(32)
Authors: Loughran T.; Ritter J.R.

Online Investors: Do the Slow Die First?
pp. 455-488(34)
Authors: Barber B.M.; Odean T.

Underreaction to Self-Selected News Events: The Case of Stock Splits
pp. 489-526(38)
Authors: Ikenberry D.L.; Ramnath S.

Momentum and Autocorrelation in Stock Returns
pp. 533-564(32)
Author: Lewellen J.

Discussion of “Momentum and Autocorrelation in Stock Returns”
pp. 565-574(10)
Authors: Chen J.; Hong H.

Competing Theories of Financial Anomalies
pp. 575-606(32)
Authors: Brav A.; Heaton J.B.

Sidelined Investors, Trading-Generated News, and Security Returns
pp. 615-648(34)
Authors: Cao H.H.; Coval J.D.; Hirshleifer D.

Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return Autocorrelations
pp. 655-689(35)
Authors: Ahn D-H.; Boudoukh J.; Richardson M.; Whitelaw R.F.

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