The Quarterly Review of Economics and Finance

1993 - 2019

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

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Volume 72, issue C, 2019

Oil and macro-financial linkages: Evidence from the GCC countries pp. 1-13

Mansor H. Ibrahim

Measuring persistence of dependence between crude oil prices and GCC stock markets: A copula approach pp. 14-33

Khaled Mokni and Manel Youssef

Oil prices and corporate high-yield spreads: Evidence from panels of nonenergy and energy European firms pp. 34-40

Nicholas Apergis

Asymmetric impact of oil prices on exchange rate and stock prices pp. 41-51

Satish Kumar

Income inequality in S&P 500 companies pp. 52-64

Ozge Uygur

Measuring inequality persistence in OECD 1963–2008 using fractional integration and cointegration pp. 65-72

Gil-Alana, Luis A., Marinko Škare and Pržiklas-Družeta, Romina

Using currency iconography to measure institutional quality pp. 73-79

Kerianne Lawson

Political institutions and finance-growth nexus in emerging markets and developing countries: A tale of one threshold pp. 80-100

Ly Slesman, Ahmad Zubaidi Baharumshah and Azman-Saini, W.N.W.

Testing the alternative two-state options pricing models: An empirical analysis on TXO pp. 101-116

EnDer Su and Kai Wen Wong

Nassim Taleb heads international banking’s first Grey/Black Swan Committee pp. 117-122

Emir Phillips

Financial asset valuations: The total demand approach pp. 123-131

Vytautas Žukauskas and Jörg Guido Hülsmann

The effect of executive stock option delta and vega on the spin-off decision pp. 132-144

Mieszko Mazur and Salganik-Shoshan, Galla

The firm value in case of deleveraging using leasing and the optimal restructuring level pp. 145-151

Elsayed Elsiefy and Moustafa Ahmed AbdElaal

Do industry returns predict the stock market? A reprise using the random forest pp. 152-158

Cetin Ciner

Comparing relative valuation efficiency between two stock markets pp. 159-167

Ronghua Yi, Yu-Wei Chang, Wen Xing and Jun Chen

An analysis of the weak form efficiency, multifractality and long memory of global, regional and European stock markets pp. 168-177

Walid Mensi, Aviral Kumar Tiwari and Al-Yahyaee, Khamis Hamed

Bidder excess control, target overpayment and control contestability: Evidence from France pp. 178-190

Mohamed Firas Thraya and Taher Hamza

Islamic and conventional equity markets: Two sides of the same coin, or not? pp. 191-205

Walid M.A. Ahmed

The behaviour of bidders in quantitative-easing auctions of sovereign bonds in Japan: Determinants of the popularity of the 9 to 10-year maturity segment pp. 206-214

Kei-Ichiro Inaba

Does cross-listing in the US improve investment efficiency? Evidence from UK firms pp. 215-231

Abed AL-Nasser Abdallah and Wissam Abdallah

The impact of natural disasters on the banking sector: Evidence from hurricane strikes in the Caribbean pp. 232-239

Michael Brei, Preeya Mohan and Eric Strobl

Volume 71, issue C, 2019

Political economists or political economists? The role of political environments in the formation of fed policy under burns, Greenspan, and Bernanke pp. 1-13

Alexander W. Salter and Daniel Smith

Institutions and return predictability in oil-exporting countries pp. 14-26

Sirio Aramonte, Jahan-Parvar, Mohammad R. and Justin K. Shugarman

The effects of fiscal policy on output: Does the business cycle matter? pp. 27-36

Sotiris Papaioannou

Is the financial accelerator story, empirically relevant for the determinants of the interest rate spread? pp. 37-47

Catalán-Herrera, Juan, Juan Carlos Arriaza and Ricardo Alvarado

Divergent interest rates in the theory of financial markets pp. 48-55

Lutz Kruschwitz, Andreas Löffler and Daniela Lorenz

Market power among UAE banks: The 2008 financial crisis and its impact pp. 56-66

Ali Mirzaei

Business cycle accounting of trade barriers in a small open economy pp. 67-78

Seyed Ali Madanizadeh, Ali Karimirad and Mohammad H. Rahmati

The impact of trade intensity and Market characteristics on asymmetric volatility, spillovers and asymmetric spillovers: Evidence from the response of international stock markets to US shocks pp. 79-94

Mohammad Khaleq Newaz and Jin Suk Park

Drivers of the underground economy for over a century: A long term look for the United States pp. 95-106

Rajeev Goel, James Saunoris and Friedrich Schneider

Holding Bitcoin longer: The dynamic hedging abilities of Bitcoin pp. 107-113

Wing Chan, Minh Le and Yan Wendy Wu

Market reaction to the effect of corporate social responsibility on mergers and acquisitions: Evidence on emerging markets pp. 114-131

Tze-Yu Yen and Paul André

Assessing the marketing and investment efficiency of Taiwan’s life insurance firms under network structures pp. 132-147

Tai-Hsin Huang, Chung-I Lin and Ruei-Cian Wu

Determinants of capital structure and firm financial performance—A PLS-SEM approach: Evidence from Malaysia and Indonesia pp. 148-160

Nur Ainna Ramli, Hengky Latan and Grace T. Solovida

The impact of state ownership and business models on bank stability: Empirical evidence from the Eurasian Economic Union pp. 161-175

Olga Pak

Dual-class firms, M&As and SOX pp. 176-187

Lamia Chourou, Ashrafee T. Hossain and Lawrence Kryzanowski

Testing extensions of Fama & French models: A quantile regression approach pp. 188-204

María de la O González and Francisco Jareño

Increasing worldwide environmental consciousness and environmental policy adjustment pp. 205-210

Yungho Weng, Kuang-Chung Hsu and Bih Jane Liu

Time-varying predictive content of financial variables in forecasting GDP growth in the G-7 countries pp. 211-222

Petri Kuosmanen and Juuso Vataja

A focused information criterion for quantile regression: Evidence for the rebound effect pp. 223-227

Peter Behl, Holger Dette, Manuel Frondel and Colin Vance

Portfolio selection in a multi-asset, incomplete-market economy pp. 228-238

Yu-Min Lian and Jun-Home Chen

Semi-strong inefficiency in the fixed odds betting market: Underestimating the positive impact of head coach replacement in the main European soccer leagues pp. 239-246

Giovanni Bernardo, Massimo Ruberti and Roberto Verona

Intra-day dynamics of exchange rates: New evidence from quantile regression pp. 247-257

Konstantin Kuck and Robert Maderitsch

Board gender diversity and the capital structure of microfinance institutions: A global analysis pp. 258-269

Michael Adusei and Emmanuella Yaa Takyiwah Obeng

Centralized and decentralized bitcoin markets: Euro vs USD vs GBP pp. 270-279

Roman Matkovskyy

Cash flow statements and firm value: Evidence from Taiwan pp. 280-290

Yensen Ni, Paoyu Huang, Pinhui Chiang and Yulu Liao

Competition in the insurance industry in Ecuador: An econometric analysis in life and non-life markets pp. 291-302

Segundo Camino-Mogro, Armijos-Bravo, Grace and Cornejo-Marcos, Gino

Volume 70, issue C, 2018

Monetary policy and overshooting of oil prices in an open economy pp. 1-5

Jungho Baek and Dragan Miljkovic

Unemployment fluctuations in a small open-economy model with segmented labour markets: The case of Canada pp. 6-20

Yahong Zhang

Would a free banking system stabilize NGDP growth? pp. 21-25

Alexander Salter and Andrew T. Young

Effects of fiscal transparency on inflation and inflation expectations: Empirical evidence from developed and developing countries pp. 26-37

Gabriel Caldas Montes and Luiza Leitão da Cunha Lima

Can cryptocurrencies fulfil the functions of money? pp. 38-51

Saifedean Ammous

Expenditure decentralization and natural resources pp. 52-61

Laura E. Armey and Robert M. McNab

Rationality or politics? The color of black gold money pp. 62-76

Mohamed Arouri, Sabri Boubaker, Wafik Grais and Jocelyn Grira

Former members of the U.S. Congress and fraud enforcement: Does it help to have politically connected friends on the board? pp. 77-89

Emre Kuvvet and Pankaj Kumar Maskara

The total return to higher education: Is there underinvestment for economic growth and development? pp. 90-111

Walter W. McMahon

An FSB board member can better align corporate governance with SIFI sustainability pp. 112-120

Emir Phillips and Desmoulins-Lebeault, Francois

Volatility spillovers between foreign exchange and stock markets in industrialized countries pp. 121-136

Morales-Zumaquero, Amalia and Simon Sosvilla-Rivero

Decomposing the predictive power of local and global financial valuation ratios pp. 137-149

Jochen Lawrenz and Josef Zorn

Determinants of capital structure: Evidence from sub-Saharan African firms pp. 150-159

Wafa Khémiri and Hédi Noubbigh

To follow or not to follow – An empirical analysis of the returns of actors on social trading platforms pp. 160-171

Gregor Dorfleitner, Lukas Fischer, Carina Lung, Philipp Willmertinger, Nico Stang and Natalie Dietrich

Measuring bank downside systemic risk in Taiwan pp. 172-193

Ender Su and Kai Wen Wong

Volatility spillovers across global asset classes: Evidence from time and frequency domains pp. 194-202

Aviral Tiwari, Juncal Cunado, Rangan Gupta and Mark Wohar

Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach pp. 203-213

Qiang Ji, Elie Bouri, Rangan Gupta and David Roubaud

The investment behavior of socially responsible individual investors pp. 214-226

Nicha Lapanan

Does public latency influence market quality? An analysis of pre-trade transparency at the Taiwan futures exchange pp. 227-240

Ming-Chang Wang, Lee-Young Cheng, Chien-Chuan Ko and Pang-Ying Chou

The knotty interplay between credit and housing pp. 241-266

Mihnea Constantinescu and Povilas Lastauskas

Comparative study on credit risk in Islamic banking institutions: The case of Malaysia pp. 267-278

Mongi Lassoued