The Quarterly Review of Economics and Finance

1993 - 2025

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

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Volume 67, issue C, 2018

Technological gap and heterogeneous oligopoly pp. 1-7

Weihong Huang and Yang Zhang

Monopoly power with a short selling constraint pp. 8-13

Robert Baumann, Bryan Engelhardt and David Fuller

Modelling the directional spillovers from DJIM Index to conventional benchmarks: Different this time? pp. 14-27

Wasim Ahmad, Shirin Rais and Abdul Rahman Shaik

Estimating the beta-return relationship by considering the sign and the magnitude of daily returns pp. 28-35

Bernard Ben Sita

Uncovering equity market contagion among BRICS countries: An application of the multivariate GARCH model pp. 36-44

Lumengo Bonga-Bonga

Do ultimate owners follow the pecking order theory? pp. 45-50

Rodrigo Zeidan, Koresh Galil and Offer Moshe Shapir

An extension from network DEA to copula-based network SFA: Evidence from the U.S. commercial banks in 2009 pp. 51-62

Tai-Hsin Huang, Kuan-Chen Chen and Chung-I Lin

Do golden parachutes matter? Evidence from firms that ultimately filed for bankruptcy pp. 63-78

Pankaj K. Maskara and Laura S. Miller

Do enterprise–bank relationships improve market quality? Evidence from Taiwan pp. 79-91

Ming-Chang Wang, Yu-Jia Ding and Hsin-Chieh Chiang

A generalized Brennan–Rubinstein approach for valuing options with stochastic interest rates pp. 92-99

Chuang-Chang Chang, Min-Hung Tsay and Jun-Biao Lin

Residual state ownership and stock market integration: Evidence from Chinese partly-privatised firms pp. 100-112

Hong Li

A re-examination of firm, industry and market volatilities pp. 113-120

Alex Lebedinsky and Nicholas Wilmes

Impact of sponsorship on fixed-income fund performance pp. 121-137

Mohamed A. Ayadi, Lawrence Kryzanowski and Mahmood Mohebshahedin

Corporate governance and cost of debt financing: Empirical evidence from Canada pp. 138-148

Hatem Ghouma, Hamdi Ben-Nasr and Ruiqian Yan

On the interdependence of natural gas and stock markets under structural breaks pp. 149-161

Walid Ahmed

Piketty’s Capital in the 21st Century and modern finance: The other [r−g] relationship pp. 162-174

Manuel Tarrazo

Long-run and short-run relationships between oil prices, producer prices, and consumer prices: What can we learn from a permanent-transitory decomposition? pp. 175-190

Robert J. Myers, Stanley R. Johnson, Michael Helmar and Harry Baumes

Real effects of working capital shocks: Theory and evidence from micro data pp. 191-218

Amineh Mahmoudzadeh, Masoud Nili and Farhad Nili

The signaling effects of incremental information: Evidence from stacked US Food and Drug Administration designations pp. 219-226

Kathleen L. Miller, Clark Nardinelli, George Pink and Kristin Reiter

Nominal GDP stabilization: Chasing a mirage pp. 227-236

Vipin P. Veetil and Richard E. Wagner

Which types of microfinance institutions decentralize the loan approval process? pp. 237-244

Hubert Tchakoute Tchuigoua

Can ‘delitigation’ transform an industry? pp. 245-254

Gayle DeLong

Litigation risk, financial distress, and the use of subsidiaries pp. 255-272

James A. Ligon and James Malm

Seasonality in the Saudi stock market: The Hajj effect pp. 273-281

Shaista Wasiuzzaman

A simple rule to determine the usefulness of the paygo system on diversification grounds pp. 282-284

Katarzyna Romaniuk

Big Data versus a survey pp. 285-296

Stephan Whitaker

The relative pricing of cross-listed securities: The case of Chinese A- and H-share pp. 297-310

Yao Zheng, Eric Osmer and Liancun Zheng

Is the impact of development aid on government revenue sustainable? An empirical assessment pp. 311-325

Sèna Kimm Gnangnon and Jean Brun

Inequality and unionization within the United States pp. 326-333

John Meszaros

CEO entrenchment and loan syndication pp. 334-346

Elyas Elyasiani and Ling Zhang

The long-term financial drivers of fine wine prices: The role of emerging markets pp. 347-361

Jean-Marie Cardebat and Linda Jiao

Competition, efficiency, and innovation in Taiwan’s banking industry — An application of copula methods pp. 362-375

Tai-Hsin Huang, Chu-Nan Hu and Bao-Guang Chang

Volume 66, issue C, 2017

Quantitative easing and the pricing of EMU sovereign debt pp. 1-12

Harald Kinateder and Niklas Wagner

The effect of countries’ ESG ratings on their sovereign borrowing costs pp. 13-20

Patricia Crifo, Marc-Arthur Diaye and Rim Oueghlissi

The impact of monetary policy on BRIC markets asset prices during global financial crises pp. 21-49

Giuseppe Galloppo and Viktoriia Paimanova

Bitcoin and the bailout pp. 50-56

William Luther and Alexander Salter

Is there a leverage target for REITs? pp. 57-69

J. Versmissen and Joachim Zietz

Meet the “born efficient” financial institutions: Evidence from the boom years of US REITs pp. 70-99

İhsan Işık and John C. Topuz

Explosive rents: The real estate market dynamics in exuberance pp. 100-107

Frank Fabozzi and Keli Xiao

A simple intuitive NPV-IRR consistent ranking pp. 108-114

Moshe Ben-Horin and Yoram Kroll

A literature review of technical analysis on stock markets pp. 115-126

Rodolfo Toríbio Farias Nazário, Jéssica Lima e Silva, Vinicius Amorim Sobreiro and Herbert Kimura

Tax measures and household financial behaviour: Evidence from France pp. 127-135

Christophe Schalck

Finance and growth: Evidence from the ARF countries pp. 136-148

Rudra P. Pradhan, Mak Arvin, Sahar Bahmani, John H. Hall and Neville R. Norman

Financial market inclusion, shadow economy and economic growth: New evidence from emerging economies pp. 149-158

Massomeh Hajilee, Donna Y. Stringer and Massoud Metghalchi

Forecasting quality of professionals: Does affiliation matter? pp. 159-168

Aron Veress and Lars Kaiser

Seasonal anomalies in advanced emerging stock markets pp. 169-181

Mostafa Seif, Paul Docherty and Abul Shamsuddin

Have accounting numbers lost their value relevance during the recent financial credit crisis? pp. 182-191

Yasean A. Tahat and Mohammad Alhadab

The long-run and short-run impacts of remittances on financial development in developing countries pp. 192-201

Vincent Fromentin

The relevance of market prices for the design of transfer programs in response to food insecurity pp. 202-211

Alessandro De Matteis, Frank Ellis and Ivan Valdes

Dynamic co-integration and portfolio diversification of Islamic and conventional indices: Global evidence pp. 212-224

Ahmad Abu-Alkheil, Walayet A. Khan, Bhavik Parikh and Sunil K. Mohanty

The impact of liquidity crises on cash flow sensitivities pp. 225-239

Wolfgang Drobetz, Rebekka Haller, Iwan Meier and Vefa Tarhan

Stop losses momentum strategy: From profit maximization to risk control under White’s Bootstrap Reality Check pp. 240-258

Tamara Teplova, Evgeniya Mikova and Nikolai Nazarov

From setback to comeback: Motivations for withdrawn IPO firms to return pp. 259-264

Gaole Chen, Ninon Sutton and Jianping Qi

Capital liberalization and various financial markets: Evidence from Taiwan pp. 265-274

Manhwa Wu, Paoyu Huang and Yensen Ni

Can macroeconomic dynamics explain the time variation of risk–return trade-offs in the U.S. financial market? pp. 275-293

Xiaochun Liu

Financial frictions and productivity: Evidence from Mexico pp. 294-301

Jose Lopez

Measuring heterogeneity in bank liquidity risk: Who are the winners and losers? pp. 302-313

Jean-Loup Soula

Determining the effectiveness of the Eurosystem’s Covered Bond Purchase Programs on secondary markets pp. 314-327

Holger Markmann and Joachim Zietz

The effect of shareholder activism on bondholders and stockholders pp. 328-344

Surendranath Jory, Thanh Ngo and Jurica Susnjara

Optimal portfolio choice with loss aversion over consumption pp. 345-358

Giuliano Curatola