The Quarterly Review of Economics and Finance

1993 - 2025

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

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Volume 53, issue 4, 2013

Growth, deficits and uncertainty: Theoretical aspects and empirical evidence from a panel of 27 countries pp. 380-392

Eleftherios Goulas and Athina Zervoyianni

Currency movements within and outside a currency union: The case of Germany and the euro area pp. 393-401

Nikolaus Bartzsch, Gerhard Rösl and Franz Seitz

Trading patterns in the European carbon market: The role of trading intensity and OTC transactions pp. 402-416

Iordanis Kalaitzoglou and Boulis Maher Ibrahim

Environmental policy implications of extreme variations in pollutant stock levels and socioeconomic costs pp. 417-428

Vasiliki Makropoulou, George Dotsis and Raphael Markellos

A spatial dominance approach to evaluate the performance of stocks and bonds: Does the investment horizon matter? pp. 429-439

Raul Ibarra

Mutual fund flows and window-dressing pp. 440-449

Leng Ling and J. J. Arias

A sectoral analysis of the financial instability hypothesis pp. 450-459

Robert F. Mulligan

Information asymmetry and monitoring in equity private placements pp. 460-475

Hsiao-Chen Liang and Woan-Yuh Jang

Do U.S. macroeconomic surprises influence equity returns? An exploratory analysis of developed economies pp. 476-485

Manohar Singh, Ali Nejadmalayeri and Brian Lucey

Motives and consequences of IPOs in cold periods pp. 486-496

Arjan Premti and Jeff Madura

Volume 53, issue 3, 2013

Oil exports and the Iranian economy pp. 221-237

Hadi Esfahani, Kamiar Mohaddes and Mohammad Pesaran

Risk and return in the Tehran stock exchange pp. 238-256

Mohammad Jahan-Parvar and Hassan Mohammadi

Mobility and the dynamics of poverty in Iran: Evidence from the 1992–1995 panel survey pp. 257-267

Djavad Salehi-Isfahani and Mahdi Majbouri

Robust growth-equity decomposition of change in poverty: The case of Iran (2000–2009) pp. 268-276

Esfandiar Maasoumi and Vahid Mahmoudi

Demand estimation for the Iranian automobile industry pp. 277-284

Mohammad Rahmati and Seyed Reza Yousefi

Tax enforcement policies, tax evasion and time allocation pp. 285-293

Marcelo Arbex

A note on forecasting the prices of gold and silver: Asymmetric loss and forecast rationality pp. 294-301

Christian Pierdzioch, Jan-Christoph Rülke and Georg Stadtmann

The consequences of fiscal episodes in OECD DAC countries for aid supply pp. 302-313

Sena Kimm Gnangnon

Volume 53, issue 2, 2013

Alternative econometric implementations of multi-factor models of the U.S. financial markets pp. 87-111

Massimo Guidolin, Francesco Ravazzolo and Andrea Donato Tortora

Banks’ risk taking, financial innovation and macroeconomic risk pp. 112-124

Afroditi Kero

New tips from TIPS: Identifying inflation expectations and the risk premia of break-even inflation pp. 125-139

Zheng Zeng

Capital structure, product market competition and firm performance: Evidence from South Africa pp. 140-151

Samuel Fosu

Firms, shareholders, and financial markets pp. 152-164

Leonard Mirman and Marc Santugini

Bankruptcy and steel plant shutdowns pp. 165-174

Robert P. Rogers

Orthogonalized factors and systematic risk decomposition pp. 175-187

Rudolf F. Klein and Victor K. Chow

Capacity constraints and the winner's curse in multi-unit common value auctions pp. 188-201

Charles R. Schnitzlein and Minjie Shao

Demographics and the long-horizon returns of dividend-yield strategies pp. 202-218

King Fuei Lee

Volume 53, issue 1, 2013

The impact of consumer health information on the demand for health services pp. 1-11

Debra Dwyer and Hong Liu

A quantitative model for structured microfinance pp. 12-22

G. Dorfleitner and C. Priberny

Wealth transfer effects between stockholders and bondholders pp. 23-43

Bjorn Imbierowicz and Mark Wahrenburg

Insider trading in a two-tier real market structure model pp. 44-52

Fida Karam and Wassim Daher

Simultaneous stochastic volatility transmission across American equity markets pp. 53-60

Enzo Weber

Spanning with futures contracts pp. 61-72

Valentina Galvani and Andre Plourde

Commodity futures prices: More evidence on forecast power, risk premia and the theory of storage pp. 73-85

Chris Brooks, Marcel Prokopczuk and Yingying Wu

Volume 52, issue 4, 2012

Efficient growth boundaries in the presence of population externalities and stochastic rents pp. 349-357

Jyh-Bang Jou

The impact of China's stock market reforms on its international stock market linkages pp. 358-368

Hong Li

On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries pp. 369-384

Rui Menezes, Andreia Dionisio and Hossein Hassani

Co-movement of oil and stock prices in the GCC region: A wavelet analysis pp. 385-394

Ibrahim Akoum, Michael Graham, Jarno Kivihaho, Jussi Nikkinen and Mohammed Omran

Preemptive bidding in takeover auctions with affiliated values pp. 395-401

Yuri Khoroshilov

Combination schemes for turning point predictions pp. 402-412

Monica Billio, Roberto Casarin, Francesco Ravazzolo and Herman van Dijk

Risk aversion and business cycles: An empirical analysis pp. 413-426

Cristian Pardo

Active risk management and loan contract terms: Evidence from rated microfinance institutions pp. 427-437

Hubert Tchakoute-Tchuigoua

A note resolving the debate on “The weighted average cost of capital is not quite right” pp. 438-442

Stephen Keef, Mohammed Khaled and Melvin L. Roush

Volume 52, issue 3, 2012

Financial crisis risk, ECB “non-standard” measures, and the external value of the euro pp. 257-265

Stefan Eichler

Monetary policy credibility: A Phillips curve view pp. 266-271

Christopher Malikane and Tshepo Mokoka

Credit risk securitization and bank soundness in Europe pp. 272-285

Tobias C. Michalak and André Uhde

Multiple banking relationships, managerial ownership concentration and firm value: A simultaneous equations approach pp. 286-297

Hai-Chin Yu, Ben J. Sopranzetti and Cheng Few Lee

An empirical analysis of the relation between bank charter value and risk taking pp. 298-304

Jijun Niu

Parametric Value-at-Risk analysis: Evidence from stock indices pp. 305-321

Samir Mabrouk and Samir Saadi

A real options approach to valuing and negotiating licensing agreements pp. 322-332

SingRu Hoe and J. David Diltz

Profit distribution management by Islamic banks: An empirical investigation pp. 333-347

Sayd Farook, M. Kabir Hassan and Gregory Clinch

Volume 52, issue 2, 2012

The Glass–Steagall Act in historical perspective pp. 104-113

Larry Neal and Eugene White

Universal banking and financial architecture pp. 114-122

Ingo Walter

Are universal banks bad for financial stability? Germany during the world financial crisis pp. 123-134

Diemo Dietrich and Uwe Vollmer

Bye, bye financial repression, hello financial deepening: The anatomy of a financial boom pp. 135-153

João Manoel P. De Mello and Marcio Garcia

UNIVERSAL BANKING: The view from Brazil pp. 154-157

Alexandre Tombini

The Paraguayan financial system and Paraguay's experience in universal banking pp. 158-161

Jorge Corvalan

Learning by doing: Active employer sponsored retirement savings plan participation and household wealth accumulation pp. 162-172

Jason Seligman and Rana Bose

Quoted spreads and trade imbalance dynamics in the European Treasury bond market pp. 173-182

Guglielmo Maria Caporale, Alessandro Girardi and Paolo Paesani

Large changes in stock prices: Market, liquidity, and momentum effect pp. 183-197

Shwu-Jane Shieh, Chih-Yung Lin and Po-Hsin Ho

Do short selling restrictions destabilize stock markets? Lessons from Taiwan pp. 198-206

Martin T. Bohl, Badye Essid and Pierre Siklos

Long memory and structural breaks in modeling the return and volatility dynamics of precious metals pp. 207-218

Mohamed Arouri, Shawkat Hammoudeh, Amine Lahiani and Duc Khuong Nguyen

Financial crisis, REIT short-sell restrictions and event induced volatility pp. 219-226

Michael Devaney

Creditor rights and the outcome model of dividends pp. 227-242

Julie Byrne and O’Connor, Thomas

Value relevance and the dot-com bubble of the 1990s pp. 243-255

John J. Morris and Pervaiz Alam

Volume 52, issue 1, 2012

Individual risk attitudes and the composition of financial portfolios: Evidence from German household portfolios pp. 1-14

Nataliya Barasinska, Dorothea Schäfer and Andreas Stephan

Exchange rates and oil prices: A multivariate stochastic volatility analysis pp. 15-37

Liang Ding and Minh Vo

Short sales, stealth trading, and the suspension of the uptick rule pp. 38-48

Benjamin Blau and Tyler J. Brough

Why do merger premiums vary across industries and over time? pp. 49-62

Jeff Madura, Thanh Ngo and Ariel Viale

Does the use of stock incentives influence the payout policy of financial institutions? pp. 63-71

Aigbe Akhigbe and Ann Marie Whyte

Shock-dependent conditional skewness in international aggregate stock markets pp. 72-83

Jing-yi Lai

A wavelet-based assessment of market risk: The emerging markets case pp. 84-92

António Rua and Luis Nunes

The causal structure of bond yields pp. 93-102

Zijun Wang