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  • Andrew Ang,
  • Assaf A. Shtauber,
  • and Paul C. Tetlock

  Asset Pricing in the Dark: The Cross-Section of OTC Stocks

  Rev. Financ. Stud. (2013) 26 (12): 2985-3028 doi:10.1093/rfs/hht053
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  • Frederico Belo,
  • Chen Xue,
  • and Lu Zhang

  A Supply Approach to Valuation

  Rev. Financ. Stud. (2013) 26 (12): 3029-3067 doi:10.1093/rfs/hht067
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  • Jack Bao and
  • Jun Pan

  Bond Illiquidity and Excess Volatility

  Rev. Financ. Stud. (2013) 26 (12): 3068-3103 doi:10.1093/rfs/hht037
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  • Georgy Chabakauri

  Dynamic Equilibrium with Two Stocks, Heterogeneous Investors, and Portfolio Constraints

  Rev. Financ. Stud. (2013) 26 (12): 3104-3141 doi:10.1093/rfs/hht030
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  • Albert Banal-Estañol,
  • Marco Ottaviani,
  • and Andrew Winton

  The Flip Side of Financial Synergies: Coinsurance Versus Risk Contamination

  Rev. Financ. Stud. (2013) 26 (12): 3142-3181 doi:10.1093/rfs/hht049
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  • Ingolf Dittmann,
  • Ernst Maug,
  • and Oliver G. Spalt

  Indexing Executive Compensation Contracts

  Rev. Financ. Stud. (2013) 26 (12): 3182-3224 doi:10.1093/rfs/hht052
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  • Lewis Gaul and
  • Pinar Uysal

  Can Equity Volatility Explain the Global Loan Pricing Puzzle?

  Rev. Financ. Stud. (2013) 26 (12): 3225-3265 doi:10.1093/rfs/hht069
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