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The Quarterly Review of Economics and Finance

1993 - 2022

Current editor(s): R. J. Arnould and J. E. Finnerty

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Volume 83, issue C, 2022

Do labor remittance outflows retard economic growth in Qatar? Evidence from nonlinear cointegration pp. 1-9 Downloads
Mouyad Alsamara
Is it me or you? A deeper insight into profile of misreporting economies pp. 10-25 Downloads
Daniel Dujava and Mária Širaňová
Does inter-region portfolio diversification pay more than the international diversification? pp. 26-35 Downloads
Nasir Ahmad, Mobeen Ur Rehman, Xuan Vinh Vo and Sang Hoon Kang
The determinants of the lending interest rate in a cost-based approach: Theoretical model and empirical analysis pp. 36-51 Downloads
Serge Patrick Amvella Motaze
Household debt and debt to income: The role of business ownership pp. 52-68 Downloads
José Ignacio Rivero Wildemauwe and Graciela Sanroman
Fiscal opacity and reduction of income inequality through taxation: Effects on economic growth pp. 69-82 Downloads
Helder de Mendonça and Adriana Cabrera Baca
Detecting periodically collapsing bubbles in the S&P 500 pp. 83-91 Downloads
Quynh Nhu Nguyen and George A. Waters
Stabilization and the policy mix in a monetary union pp. 92-118 Downloads
María Malmierca
Bank profitability under uncertainty pp. 119-134 Downloads
Van Dan Dang and Hoang Chung Nguyen
On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis pp. 135-151 Downloads
Walid Ahmed
Variation in option implied volatility spread and future stock returns pp. 152-160 Downloads
Jared DeLisle, Dean Diavatopoulos, Andy Fodor and Haimanot Kassa
Alternative monetary policy regimes in an oil-exporting economy pp. 161-177 Downloads
Hamed Ghiaie, Hamid Reza Tabarraei and Hossein Tavakolian
Agriculture and inflation: Expected and unexpected shocks pp. 178-188 Downloads
Barros, Geraldo Sant’Ana de Camargo, Aniela Fagundes Carrara, Nicole Rennó Castro and Adriana Ferreira Silva

Volume 82, issue C, 2021

Analyzing the risks of an illiquid and global asset: The case of fine wine pp. 1-25 Downloads
Philippe Masset, Jean-Philippe Weisskopf, Jean-Marie Cardebat, Benoît Faye and Eric Le Fur
A comment on Paul, Weinbach, and Wilson’s (2004) “Efficient markets, fair bets, and profitability in NBA totals 1995-96 to 2001-02” pp. 26-29 Downloads
Evan Moore
Volatility and return spillovers between stock markets and cryptocurrencies pp. 30-36 Downloads
Godfrey Uzonwanne
Pension insurance schemes and moral hazard: The Pension Benefit Guaranty Corporation should restrict the insured pension plans’ portfolio policy pp. 37-43 Downloads
Katarzyna Romaniuk
Cryptocurrency in context of fiat money functions pp. 44-54 Downloads
Laura Levulytė and Alfreda Šapkauskienė
Political risk and financial development in Nigeria: Can credit buy social peace? pp. 55-62 Downloads
Mohamed Sahbi Nakhli and Brahim Gaies
Identifying the fair value of Sharpe ratio by an option valuation approach pp. 63-70 Downloads
Jin-Ray Lu and Xiu-Yan Li
Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold pp. 71-85 Downloads
Rahma Chemkha, Ahmed BenSaïda, Ahmed Ghorbel and Tahar Tayachi
Foreign institutional ownership and the effectiveness of technical analysis pp. 86-96 Downloads
Chien-Ping Chung, Cheng-Yi Chien, Chia-Hsin Huang and Hsiu-Chuan Lee
Effect of poverty on financial development: Does trade openness matter? pp. 97-112 Downloads
Sèna Kimm Gnangnon
Contracting in a void: The role of the banking sector in developing property rights in Russia pp. 113-127 Downloads
Christopher Hartwell and Vladimir Korovkin
Cross hedging with stock index futures pp. 128-144 Downloads
Ahmad Danial Zainudin and Azhar Mohamad
Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach pp. 145-162 Downloads
Yulian Zhang and Shigeyuki Hamori
No country for old distributions? On the comparison of implied option parameters between the Brownian motion and variance gamma process pp. 163-184 Downloads
Markus Ulze, Johannes Stadler and Andreas W. Rathgeber
Trust-formation processes in financial advisors: A structural equation model pp. 185-199 Downloads
Caterina Cruciani, Gloria Gardenal and Ugo Rigoni
Uncertainty and daily predictability of housing returns and volatility of the United States: Evidence from a higher-order nonparametric causality-in-quantiles test pp. 200-206 Downloads
Elie Bouri, Rangan Gupta, Clement Kweku Kyei and Rinsuna Shivambu
Okun's law in the US: New insights in time and frequency pp. 207-222 Downloads
Mihai Ioan Mutascu and Alexandre Sokic
Crude oil and stock markets in the COVID-19 crisis: Evidence from oil exporters and importers pp. 223-229 Downloads
Reinhold Heinlein, Gabriella Legrenzi and Scott Mahadeo
Share pledge transactions as an investor sentiment indicator - Evidence from China pp. 230-238 Downloads
Hengzhen Lu, Xiaoyu Zhu, Jianli Wang and Ho Yin Yick
The higher you fly, the harder you try not to fall: An analysis of the risk taking behavior in social trading pp. 239-259 Downloads
Isabel Scheckenbach, Maximilian Wimmer and Gregor Dorfleitner
Access to the banking sector and employment in Africa pp. 260-269 Downloads
Rasmané Ouédraogo, Relwendé Sawadogo and Hamidou Sawadogo
The impact of the ECB’s asset purchase programme on euro area equities pp. 270-279 Downloads
Jorge Bento Farinha and José Vidrago
Examining the effects of news and media sentiments on volatility and correlation: Evidence from the UK pp. 280-297 Downloads
Mohammad Alomari, Al Rababa’a, Abdel Razzaq, Ghaith El-Nader, Ahmad Alkhataybeh and Mobeen Ur Rehman
Timing market confidence in the Chinese domestic security market pp. 298-311 Downloads
Yao Zheng, Eric Osmer and Yidan Bai
The Bitcoin: to be or not to be a Real Currency? pp. 312-319 Downloads
Nathalie Janson and Bruno Karoubi
Insurance and geopolitical risk: Fresh empirical evidence pp. 320-334 Downloads
Wael Hemrit and Mohamed Sahbi Nakhli
The association between financial market volatility and banking market structure pp. 335-349 Downloads
Jeremy Crimmel and Elyas Elyasiani
Measuring the informativeness of earnings announcements: The role of event windows pp. 350-367 Downloads
Somnath Das and Alexander Z. King

Volume 81, issue C, 2021

Exploring asymmetries in the effects of El Niño-Southern Oscillation on U.S. food and agricultural stock prices pp. 1-14 Downloads
Bebonchu Atems and Naafey Sardar
Corporate debt and cash decisions: A nonlinear panel data analysis pp. 15-37 Downloads
Bi-Juan Chang and Mao-Wei Hung
A new approach to portfolio management in the Brazilian equity market: Does assets efficiency level improve performance? pp. 38-56 Downloads
Leandro Maciel
Correlations and volatility spillovers between China and Southeast Asian stock markets pp. 57-69 Downloads
Yi Zhong and Jiapeng Liu
An empirical comparison between a regression framework and the Synthetic Control Method pp. 70-81 Downloads
Orkideh Gharehgozli
Tax benefit and bankruptcy cost of debt pp. 82-92 Downloads
Leandro Telles Ricca, Michele Nascimento Jucá and Eli Hadad Junior
Are impact and financial returns mutually exclusive? Evidence from publicly-listed impact investments pp. 93-112 Downloads
Oscar Bernal, Marek Hudon and François-Xavier Ledru
Does happiness forecast implied volatility? Evidence from nonparametric wave-based Granger causality testing pp. 113-122 Downloads
Yue Li, John W. Goodell and Dehua Shen
Short-term stock price reversals after extreme downward price movements pp. 123-133 Downloads
Alexandru Rif and Sebastian Utz
The COVID-19 pandemic and stock liquidity: Evidence from S&P 500 pp. 134-142 Downloads
Kaouther Chebbi, Mohammed Abdullah Ammer and Affan Hameed
Local Credit Rating Agencies: Is their economic role underrated? pp. 143-156 Downloads
Ginevra Marandola
Long and short-term impacts of regulation in the cryptocurrency market pp. 157-173 Downloads
Ahmad Chokor and Elise Alfieri
Modeling the contagion of bank runs with a Markov model pp. 174-187 Downloads
Dror Parnes
What kind of firm is more responsive to the unconventional monetary policy? pp. 188-200 Downloads
Hamilton Galindo Gil
Does off-exchange trading decrease in the presence of uncertainty? pp. 201-213 Downloads
Stephen N. Jurich
Hoarding of reserves in the banking industry: Explaining the African paradox pp. 214-225 Downloads
Arnaud Tamini and Joël Petey
Monetary policy surprises, stock returns, and financial and liquidity constraints, in an exchange rate monetary policy system pp. 226-236 Downloads
John M. Sequeira
Easing economic vulnerability: Multidimensional evidence of financial development pp. 237-252 Downloads
Canh Phuc Nguyen and Thanh Dinh Su
Predicting stock returns from the pricing and mispricing of accounting fundamentals pp. 253-260 Downloads
Christian Walkshäusl
Realization utility with stop-loss strategy pp. 261-275 Downloads
Chunpeng Yang and Zhanpei Zhang
Comparing the performance and composition of tracking error constrained and unconstrained portfolios pp. 276-287 Downloads
Colin F. du Sart and Gary W. van Vuuren
Financial contagion in the futures markets amidst global geo-economic events pp. 288-308 Downloads
Ahmad Danial Zainudin and Azhar Mohamad
Empirical evidence of the lending channel of monetary policy under negative interest rates pp. 309-318 Downloads
Whelsy Boungou
The impact of the yield curve on bank equity returns: Evidence from Canada pp. 319-329 Downloads
Robert N. Killins, Peter V. Egly and Sourav Batabyal
Are Cryptocurrencies and African stock markets integrated? pp. 330-341 Downloads
Seyram Pearl Kumah and Jones Odei-Mensah
Private company acquisitions in the market for corporate control: A comparison between private equity and corporate acquirers pp. 342-357 Downloads
Josephine Gemson
Impacts of the sovereign risk perception on financial stability: Evidence from Brazil pp. 358-369 Downloads
Gabriel Caldas Montes, Matheus Valladares and Claudio de Moraes
COVID-19 pandemic and the safe haven property of Bitcoin pp. 370-375 Downloads
Ibrahim D. Raheem
Covid-19 and monetary–fiscal policy interactions in Canada pp. 376-384 Downloads
Nahiyan Faisal Azad, Apostolos Serletis and Libo Xu
Investment in financial literacy and financial advice-seeking: Substitutes or complements? pp. 385-396 Downloads
Anne-Christine Barthel and Shan Lei
Do oil and gas prices influence economic policy uncertainty differently: Multi-country evidence using time-frequency approach pp. 397-420 Downloads
Saumya Ranjan Dash and Debasish Maitra
Further evidence on long-run abnormal returns after corporate events pp. 421-439 Downloads
James W. Kolari, Seppo Pynnonen and Ahmet M. Tuncez
Information Asymmetry and the Mutual Fund Market pp. 440-448 Downloads
Sébastien Michel Lemeunier
Endogenous liquidity risk and dealer market structure pp. 449-453 Downloads
Robert Jarrow and Siguang Li
Autoregressive Distributed Lag (ARDL) analysis of U.S.-China commodity trade dynamics pp. 454-467 Downloads
Dene T. Hurley and Nikolaos Papanikolaou
The study of the shadow economy in modern conditions: Theory, methodology, practice pp. 468-480 Downloads
Volga Bashlakova and Henadzi Bashlakov
Dynamic connectedness between the U.S. financial market and Euro-Asian financial markets: Testing transmission of uncertainty through spatial regressions models pp. 481-492 Downloads
Kais Tissaoui and Taha Zaghdoudi
Page updated 2022-05-17