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The Quarterly Review of Economics and Finance

1993 - 2019

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

From Elsevier
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Volume 44, issue 5, 2004

Managing uncertainty and risk pp. 633-635 Downloads
Karyl B. Leggio
Traditional beta, downside risk beta and market risk premiums pp. 636-653 Downloads
Guy Kaplanski
Cointegration and the optimal hedge ratio: the general case pp. 654-658 Downloads
Donald Lien
Model risk and option hedging pp. 659-677 Downloads
Antoine Giannetti, John Clark and Randy I. Anderson
Interest rate risk in an emerging economy pp. 678-709 Downloads
Viviana Fernandez
Selective hedging with market views and risk limits: the case of Hydro-Quebec pp. 710-726 Downloads
Simon Lalancette, Frank Leclerc and David Turcotte
Corporate risk management and asymmetric information pp. 727-750 Downloads
Longkai Zhao
Managing risk and uncertainty in complex capital projects pp. 751-767 Downloads
Todd M. Alessandri, David N. Ford, Diane M. Lander, Karyl B. Leggio and Marilyn Taylor

Volume 44, issue 4, 2004

Modelling the U.S. interest rate in terms of I(d) statistical models pp. 475-486 Downloads
Luis Gil-Alana
Stock prices, firm size, and changes in the federal funds rate target pp. 487-507 Downloads
Hui Guo
Day-of-the-week effects in commercial paper yield rates pp. 508-520 Downloads
Srinivas Nippani and Anita K. Pennathur
Heterogeneous expectations and stock prices in segmented markets: application to Chinese firms pp. 521-538 Downloads
Lianfa Li and Belton Fleisher
The market's reaction to unexpected, catastrophic events: the case of airline stock returns and the September 11th attacks pp. 539-558 Downloads
David Carter and Betty Simkins
Aggressive dealer pricing pp. 559-573 Downloads
Peter R. Locke and Pattarake Sarajoti
The effect of mergers on firms' costs: evidence from the HMO industry pp. 574-600 Downloads
John Engberg, Douglas Wholey, Roger Feldman and Jon B. Christianson
The performance of economic tracking portfolios in an IT-intensive stock market pp. 601-623 Downloads
Juha Junttila and Heli Kinnunen
Efficient markets, fair bets, and profitability in NBA totals 1995-96 to 2001-02 pp. 624-632 Downloads
Rodney Paul, Andrew Weinbach and Mark Wilson

Volume 44, issue 3, 2004

Concepts, measures, and models of technology and technical progress in medical care and health economics pp. 363-368 Downloads
Albert Okunade
Sources of U.S. longevity increase, 1960-2001 pp. 369-389 Downloads
Frank Lichtenberg
Quality-constant "prices" for the ongoing treatment of schizophrenia: an exploratory study pp. 390-409 Downloads
Richard G. Frank, Ernst R. Berndt, Alisa B. Busch and Anthony F. Lehman
New information technology systems and a Bayesian hierarchical bivariate probit model for profiling surgeon quality at a large hospital pp. 410-429 Downloads
Bruce Lee Hall and Barton Hamilton
Measuring levels of technology in hospitals pp. 430-447 Downloads
Joanne Spetz and Lisa Simonson Maiuro
Specifying technical change: a research on the nature of technical change in Dutch hospital industry pp. 448-463 Downloads
Jos Blank and Iris Vogelaar
Zvi Griliches as a qualified humanitarian: his thoughts on quantifying technological change and productivity pp. 464-473 Downloads
Michael J. Gootzeit and Albert Okunade

Volume 44, issue 2, 2004

Stock prices and the dividend discount model: did their relation break down in the 1990s? pp. 191-207 Downloads
Alireza Nasseh and Jack Strauss
The present value model of U.S. stock prices redux: a new testing strategy and some evidence pp. 208-223 Downloads
Martin T. Bohl and Pierre Siklos
A factor model of seasonality in stock returns pp. 224-236 Downloads
Javier Gardeazabal and Marta Regulez
Stock returns and real activity in the G-7 countries: did the relationship change during the 1980s? pp. 237-252 Downloads
Mathias Binswanger
Dating the productivity slowdown with a structural time-series model pp. 253-264 Downloads
Rolando F. Pelaez
Investors's distrust and the marketing of new financial assets pp. 265-295 Downloads
Enrique Kawamura
Health human capital and economic growth in Sub-Saharan African and OECD countries pp. 296-320 Downloads
Kwabena Gyimah-Brempong and Mark Wilson
Maritime businesses: volatile stock prices and market valuation inefficiencies pp. 321-336 Downloads
Robert F. Mulligan and Gary A. Lombardo
The mathematics of the portfolio frontier: a geometry-based approach pp. 337-361 Downloads
Avi Bick

Volume 44, issue 1, 2004

Estimating the profit markup component of the bid-ask spread: evidence from the London Stock Exchange pp. 1-19 Downloads
Eric J. Levin and Robert Wright
Information flow, volatility and spreads of infrequently traded Nasdaq stocks pp. 20-43 Downloads
Chunchi Wu
An empirical examination of the intraday volatility in euro-dollar rates pp. 44-57 Downloads
Ken B. Cyree, Mark D. Griffiths and Drew B. Winters
Bid-ask spreads, informed investors, and the firm's financial condition pp. 58-76 Downloads
Vipin Agrawal, Meeta Kothare, Ramesh K. S. Rao and Pavan Wadhwa
Bank capital requirements and managerial self-interest pp. 77-101 Downloads
Arturo Bris and Salvatore Cantale
The impact of health on employment, wages, and hours worked over the life cycle pp. 102-121 Downloads
Jodi Messer Pelkowski and Mark Berger
Is exchange rate volatility excessive? An ARCH and AR approach pp. 122-154 Downloads
Radcliffe Edmonds and Jacky Y. C. So
Fractal analysis of highly volatile markets: an application to technology equities pp. 155-179 Downloads
Robert F. Mulligan

Volume 43, issue 5, 2003

Introduction pp. 713-719 Downloads
Werner Baer and Larry Neal
Ireland: what's Celtic about the Celtic Tiger? pp. 720-737 Downloads
Fred Gottheil
The economy of Portugal within the European Union: 1990-2002 pp. 738-754 Downloads
Werner Baer and Antonio Nogueira Leite
The economy of Spain without and within the European Union: 1945-2002 pp. 755-773 Downloads
Larry Neal and Garcia-Iglesias, Maria Concepcion
Greece in the European Union: policy lessons from two decades of membership pp. 774-806 Downloads
Elisabeth Oltheten, George Pinteris and Theodore Sougiannis
Fatal attraction: Turkey's troubled relationship with the European Union pp. 807-826 Downloads
Hadi Esfahani
Growth at the EU periphery: the next enlargement pp. 827-862 Downloads
Giovanni Facchini and Maria Segnana
Mexico under NAFTA: a critical assessment pp. 863-892 Downloads
Miguel Ramirez

Volume 43, issue 4, 2003

Introduction to capital accumulation and allocation in economic growth pp. 583-591 Downloads
Anne P. Villamil
Modeling fiscal federalism: a decomposition analysis of changes in intra-European Union budgetary transfers pp. 592-613 Downloads
George Deltas and Gregor Van Der Beek
Debt relief and institutional reform: a focus on Heavily Indebted Poor Countries pp. 614-626 Downloads
Elizabeth Asiedu
Corruption, credit market imperfections, and economic development pp. 627-642 Downloads
António Antunes and Tiago Cavalcanti
Growth equations: a quantile regression exploration pp. 643-667 Downloads
Marcelo Mello and Roberto Perrelli
Aggregate risk, credit rationing and capital accumulation pp. 668-696 Downloads
Pedro Elosegui
Diversification of risk and saving pp. 697-712 Downloads
Bonnie Wilson

Volume 43, issue 3, 2003

Nominal rates, real rates, and expected inflation: Results from a study of U.S. Treasury Inflation-Protected Securities pp. 405-417 Downloads
Francis E. Laatsch and Daniel P. Klein
Interest-sensitive wealth and the life-cycle hypothesis: implications for fiscal policy pp. 418-432 Downloads
Benjamin Russo and John M. Gandar
Futures hedge ratios: a review pp. 433-465 Downloads
Sheng-Syan Chen, Cheng-few Lee and Keshab Shrestha
Shareholder intervention, managerial resistance, and corporate control: a Nash equilibrium approach pp. 466-482 Downloads
Charles Mason, Aron A. Gottesman and Andrew K. Prevost
Why companies use open-market repurchases: A managerial perspective pp. 483-504 Downloads
H. Kent Baker, Gary Powell and E. Theodore Veit
The nonlinear dynamics of stock prices pp. 505-517 Downloads
Philip A. Shively
What drives the term and risk structure of Japanese bonds? pp. 518-541 Downloads
Francis In, Jonathan Batten and Sangbae Kim
A re-examination of the unbiasedness forward rate hypothesis using dynamic SUR model pp. 542-559 Downloads
Tsung-Wu Ho
An analysis of industry and country effects in global stock returns: evidence from Asian countries and the U.S pp. 560-577 Downloads
Chaug-Jung Wang, Chien-Hui Lee and Bwo-Nung Huang
Utility stocks and the size effect--revisited pp. 578-582 Downloads
Thomas M. Zepp

Volume 43, issue 2, 2003

Comparative costs of negotiated versus competitive bond sales: new evidence from state general obligation bonds pp. 191-211 Downloads
Kenneth A. Kriz
Are state budget stabilization funds only the illusion of savings?: Evidence from stationary panel data pp. 213-238 Downloads
Gary A. Wagner
Capital structure, investment unanimity, and public goods: the case for social responsibility pp. 239-260 Downloads
Donald I. Bosshardt
The response of the default risk premium to macroeconomic shocks pp. 261-272 Downloads
Bradley Ewing
Exemption laws and consumer delinquency and bankruptcy behavior: an empirical analysis of credit card data pp. 273-289 Downloads
Sumit Agarwal, Chunlin Liu and Lawrence Mielnicki
Financial disruption and bank productivity: The 1994 experience of Turkish banks pp. 291-320 Downloads
İhsan Işık and M. Kabir Hassan
The extralegal development of securities trading in seventeenth-century Amsterdam pp. 321-344 Downloads
Edward Stringham
Explaining change in the natural rate of unemployment: A regional approach pp. 345-368 Downloads
Kevin J. Murphy and James Payne
Risk and return: CAPM and CCAPM pp. 369-393 Downloads
Ming-Hsiang Chen
The declining January effect: evidences from the U.S. equity markets pp. 395-404 Downloads
Anthony Yanxiang Gu

Volume 43, issue 1, 2003

The long-run interdependence of bank-health, investment-oriented bank loans, and economic performance: A time-series analysis pp. 11-30 Downloads
Woocheon Jeong, Kem O. Kymn and Christine J. Kymn
An investigation into the use of mergers as a solution for the Asian banking sector crisis pp. 31-49 Downloads
Michael S. H. Shih
Public education, communities and vouchers pp. 51-73 Downloads
Maria Luengo-Prado and Oscar Volij
Do not-for-profit firms maximize profit? pp. 75-87 Downloads
Donald Vitaliano
The effects of dollar appreciation on sectoral labor market adjustments: Theory and evidence pp. 89-117 Downloads
Magda Kandil and Ida Mirzaie
Pricing catastrophe bonds by an arbitrage approach pp. 119-132 Downloads
Victor E. Vaugirard
Monetary policy and fixed income returns pp. 133-146 Downloads
Robert R. Johnson, Gerald W. Buetow, Gerald R. Jensen and Frank K. Reilly
Corporate diversification strategies and capital structure pp. 147-167 Downloads
Manohar Singh, Wallace Davidson and Jo-Ann Suchard
Exploring the relationship between price and quality for the case of hand-rolled cigars pp. 169-189 Downloads
David M. Freccia, Joyce Jacobsen and Peter Kilby
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