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Review of Financial Economics
1994 - 2013
Edited by T. K. Mukherjee and G. Whitney
from Elsevier
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Volume 22, issue 1 , 2013
Essential concepts necessary to consider when evaluating the efficacy of quantitative easing pp. 1-7 Bluford H. Putnam An examination of the relation between asymmetric risk measures, prior returns and expected daily stock returns pp. 8-19 Stephen P. Huffman and Cliff R. Moll The performance of venture capital investments: Do investors overreact? pp. 20-35 Ann-Kristin Achleitner , Nico Engel and Uwe Reiner Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations pp. 36-46 Patrick Konermann , Christoph Meinerding and Olga Sedova Volume 21, issue 4 , 2012
A logit model of retail investors' individual trading decisions and their relations to insider trades pp. 159-167 Olaf Stotz and Dominik Georgi Volume, volatility and information linkages in the stock and option markets pp. 168-174 Kin-Yip Ho , Lin Zheng and Zhaoyong Zhang What determines the stock market's reaction to monetary policy statements? pp. 175-187 Alexander Kurov Real option valuation of abandoned farmland pp. 188-192 Michi Nishihara Volume 21, issue 3 , 2012
True Markowitz or assumptions we break and why it matters pp. 93-101 D. Sykes Wilford FX counterparty risk and trading activity in currency forward and futures markets pp. 102-110 Richard M. Levich A Bayesian interpretation of the Federal Reserve's dual mandate and the Taylor Rule pp. 111-119 Bluford H. Putnam and Samantha Azzarello Financial crisis and extreme market risks: Evidence from Europe pp. 120-130 Lucjan T. Orlowski Optimal commodity asset allocation with a coherent market risk modeling pp. 131-140 Mazin A.M. Al Janabi Credit risk dynamics in response to changes in the federal funds target: The implication for firm short-term debt pp. 141-152 Kwamie O. Dunbar and Abu S. Amin The effect of management team characteristics on risk-taking and style extremity of mutual fund portfolios pp. 153-158 Iordanis Karagiannidis Volume 21, issue 2 , 2012
Do corporate boards matter during the current financial crisis? pp. 39-52 Bill B. Francis , Iftekhar Hasan and Qiang Wu Islamic investing pp. 53-62 Christian Walkshäusl and Sebastian Lobe Profitable candlestick trading strategies—The evidence from a new perspective pp. 63-68 Tsung-Hsun Lu , Yung-Ming Shiu and Tsung-Chi Liu Mutual fund corporate culture and performance pp. 69-81 Aron Gottesman and Matthew Morey Analyst responses to stock-index adjustments: Evidence from MSCI Taiwan Index additions pp. 82-89 Chia-Jung Tu and Yuanchen Chang Volume 20, issue 4 , 2011
The effect of leverage on the tax-cut versus investment-subsidy argument pp. 123-129 Anna N. Danielova and Sudipto Sarkar The role of corporate governance in the write-off decision pp. 130-145 Kristina Minnick Value creation and pricing in buyouts: Empirical evidence from Europe and North America pp. 146-161 Ann-Kristin Achleitner , Reiner Braun and Nico Engel Volume 20, issue 3 , 2011
The effects of costly exploration on optimal investment timing pp. 105-112 Michi Nishihara and Takashi Shibata Partial adjustment toward optimal cash holding levels pp. 113-121 Vinod Venkiteshwaran Volume 20, issue 2 , 2011
Quality of financial information and liquidity pp. 49-62 Katsiaryna Salavei Bardos Revisiting the composition puzzles of the household portfolio: New evidence pp. 63-73 Fangyi Jin Export pricing and the cross-country correlation of stock prices pp. 74-83 Juha Tervala Efficiency under quantile regression: What is the relationship with risk in the EU banking industry? pp. 84-95 Anastasia Koutsomanoli-Filippaki and E Mamatzakis A search for long-range dependence and chaotic structure in Indian stock market pp. 96-104 Ritesh Kumar Mishra , Sanjay Sehgal and N R Bhanumurthy Volume 20, issue 1 , 2011
Information in short selling: Comparing Nasdaq and the NYSE pp. 1-10 Benjamin M. Blau , Bonnie F. Van Ness and Robert A. Van Ness Dividends, maturity, and acquisitions: Evidence from a sample of bank IPOs pp. 11-21 Marcia Millon Cornett , Alex Fayman , Alan J. Marcus and Hassan Tehranian Are stock returns still mean-reverting? pp. 22-27 Sandip Mukherji Electronic versus open outcry trading in agricultural commodities futures markets pp. 28-36 Valeria Martinez , Paramita Gupta , Yiuman Tse and Jullavut Kittiakarasakun Why falling information costs may increase demand for index funds pp. 37-47 Espen Sirnes Volume 19, issue 4 , 2010
Nonlinear modelling of target leverage with latent determinant variables -- new evidence on the trade-off theory pp. 137-150 Ralf Sabiwalsky Credit market structure and bank screening: An indirect test on Italian data pp. 151-160 Mariarosaria Agostino , Francesca Gagliardi and Francesco Trivieri A historical examination of optimal real return portfolios for non-US investors pp. 161-178 Salvatore Bruno and Ludwig Chincarini Does offshoring create value for shareholders? pp. 179-191 Alexandros P. Prezas , Karen Simonyan and Gopala Vasudevan The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity: A note pp. 192-193 Jie Dai Volume 19, issue 3 , 2010
Can common stocks provide a hedge against inflation? Evidence from African countries pp. 91-100 Paul Alagidede and Theodore Panagiotidis Competitive conditions in Islamic and conventional banking: A global perspective pp. 101-108 Rima Turk Ariss An optimization process in Value-at-Risk estimation pp. 109-116 Alex YiHou Huang Fundamental indexing around the world pp. 117-127 Christian Walkshäusl and Sebastian Lobe Terrorism activity, investor sentiment, and stock returns pp. 128-135 Konstantinos Drakos Volume 19, issue 2 , 2010
Introduction to the special issue on project finance pp. 47-48 William L. Megginson Project finance as a driver of economic growth in low-income countries pp. 49-59 Stefanie Kleimeier and Roald Versteeg Offtaking agreements and how they impact the cost of funding for project finance deals: A clinical case study of the Quezon Power Ltd Co pp. 60-71 Veronica Bonetti , Stefano Caselli and Stefano Gatti Project financing: Deal or no deal pp. 72-77 Yunbi An and Keith Cheung Government guarantees and risk sharing in public-private partnerships pp. 78-83 Ryuta Takashima , Kyoko Yagi and Hiroshi Takamori An overview of project finance binomial loan valuation pp. 84-89 Joseph K. Winsen Volume 19, issue 1 , 2010
Delivery options and convexity in Treasury bond and note futures pp. 1-7 Robin Grieves , Alan J. Marcus and Adrian Woodhams Differences in individual NYSE specialists' performances and strategies pp. 8-18 Bülent Köksal Habit persistence, impediments to production factor adjustments, and asset returns in general equilibrium models with self-fulfilling expectations pp. 19-27 Natalia Gershun PMA license valuation: A Bayesian learning real options approach pp. 28-37 Luke T. Miller Does the prospect theory also hold for power traders? Empirical evidence from a Swiss energy company pp. 38-45 Erkan Kalayci and Ulkem Basdas
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