The Quarterly Review of Economics and Finance

1993 - 2025

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

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Volume 51, issue 4, 2011

Growth, development and natural resources: New evidence using a heterogeneous panel analysis pp. 305-318

Tiago Cavalcanti, Kamiar Mohaddes and Mehdi Raissi

An assessment of another decade of capital controls in Colombia: 1998–2008 pp. 319-338

Alvaro Concha, Arturo Galindo and Diego Vásquez

Nonlinear effects of monetary policy on stock returns in a smooth transition autoregressive model pp. 339-349

Kuang-Chung Hsu and Hui-Chu Chiang

Should the government directly intervene in stock market during a crisis? pp. 350-359

Salman Khan and Pierre Batteau

Enforcement of nineteenth century banking contracts using a marriage rule pp. 360-367

Malavika Nair

Demographics, dividend clienteles and the dividend premium pp. 368-375

King Fuei Lee

Private debt, unused credit lines, and seasoned equity offerings pp. 376-388

Yang Liu and J. Jimmy Yang

The impact of US news on the German stock market—An event study analysis pp. 389-398

Thomas Dimpfl

Carbon Financial Instruments, thin trading, and volatility: Evidence from the Chicago Climate Exchange pp. 399-407

Omid Sabbaghi and Navid Sabbaghi

Asymmetric convergence in US financial credit default swap sector index markets pp. 408-418

Li-Hsueh Chen, Shawkat Hammoudeh and Yuan Yuan

Trade credit versus bank credit: Evidence from corporate inventory financing pp. 419-434

Xiaolou Yang

Risk management of precious metals pp. 435-441

Shawkat Hammoudeh, Farooq Malik and Michael McAleer

Volume 51, issue 3, 2011

Inflation expectations from index-linked bonds: Correcting for liquidity and inflation risk premia pp. 225-235

Florian Kajuth and Sebastian Watzka

Modelling oil price expectations: Evidence from survey data pp. 236-247

Georges Prat and Remzi Uctum

Regulatory risk, market uncertainties, and firm financing choices: Evidence from U.S. Electricity Market Restructuring pp. 248-268

Paroma Sanyal and Laarni T. Bulan

Corporate financial determinants of foreign direct investment pp. 269-282

Jens Forssbæck and Lars Oxelheim

Housing price dynamics and convergence in high-tech metropolitan economies pp. 283-291

Wensheng Kang

Independent component analysis for realized volatility: Analysis of the stock market crash of 2008 pp. 292-302

Andrew Kumiega, Thaddeus Neururer and Ben Van Vliet

Volume 51, issue 2, 2011

Short-term market overreaction on the Frankfurt stock exchange pp. 113-123

Sebastian Lobe and Johannes Rieks

The role of stock markets vs. the term spread in forecasting macrovariables in Finland pp. 124-132

Petri Kuosmanen and Juuso Vataja

Return behaviour in Africa's emerging equity markets pp. 133-140

Imhotep Alagidede

Corporate debt maturity choice in emerging financial markets pp. 141-151

Andreas Stephan, Oleksandr Talavera and Andriy Tsapin

Managerial horizons in stock financed mergers pp. 152-161

Vaibhav Sharma and Chialing Hsieh

The efficiency of internal capital markets: Evidence from the Annual Capital Expenditure Survey pp. 162-172

Sumit Agarwal, I-Ming Chiu, Victor Souphom and Guy M. Yamashiro

Are Copula-GoF-tests of any practical use? Empirical evidence for stocks, commodities and FX futures pp. 173-188

Gregor N.F. Weiß

Was there a U.S. house price bubble? An econometric analysis using national and regional panel data pp. 189-200

Steven Clark and T. Daniel Coggin

Monetary policy regimes in macroeconomic data: An application of fractal analysis pp. 201-211

Robert F. Mulligan and Roger Koppl

A model for pricing Italian Contemporary Art paintings at auction pp. 212-224

Nicoletta Marinelli and Giulio Palomba

Volume 51, issue 1, 2011

The impact of parental income on the intra-household distribution of school attainment: A measurement strategy and evidence pp. 1-18

Andrew W. Horowitz and André Souza

The impact of land policy on the relation between housing and land prices: Evidence from China pp. 19-27

Hongyan Du, Yongkai Ma and Yunbi An

Geographic deregulation and commercial bank performance in U.S. state banking markets pp. 28-35

YongDong Zou, Stephen Miller and Bernard Malamud

Cross-border venture capital flows and local ties: Evidence from developed countries pp. 36-48

Tereza Tykvova and Andrea Schertler

A test of the expectations hypothesis in very short-term international rates in the presence of preferred habitat for liquidity pp. 49-55

Vladimir Kotomin

Banks and managerial discipline: Does regulatory monitoring play a role? pp. 56-68

Ajay Palvia

Why are proposed spinoffs withdrawn? pp. 69-81

Oneil Harris and Jeff Madura

Fundamental indicators, bubbles in stock returns and investor sentiment pp. 82-87

Ming-Chu Chiang, I-Chun Tsai and Cheng-Feng Lee

Financial development and economic growth: New evidence from panel data pp. 88-104

M. Kabir Hassan, Benito Sanchez and Jung-Suk Yu

Anatomy of a ratings change pp. 105-112

Hugh Marble

Volume 50, issue 4, 2010

Barriers to skill acquisition in Brazil: Public and private school students performance in a public university entrance exam pp. 395-407

Tiago Cavalcanti, Juliana Guimaraes Cavalcanti and Breno Sampaio

Wavelet domain correlation between the futures prices of natural gas and oil pp. 408-414

Victor Lux Tonn, H.C. Li and Joseph McCarthy

The behavior of MENA oil and non-oil producing countries in international portfolio optimization pp. 415-423

Gholamreza Mansourfar, Shamsher Mohamad and Taufiq Hassan

Estimating banking cost efficiency with the consideration of cost management pp. 424-435

Chung-Hua Shen and Ting-Hsuan Chen

Is there a difference in performance by the legal status of microfinance institutions? pp. 436-442

Hubert Tchakoute-Tchuigoua

Underwriter reputation and IPO issuer alignment 1981-2005 pp. 443-455

Richard B. Carter, Frederick H. Dark and Travis R.A. Sapp

Stock market bubble effects on mergers and acquisitions pp. 456-470

David Y. Aharon, Ilanit Gavious and Rami Yosef

Determinants of the method of payment in mergers and acquisitions pp. 471-484

Ahmad Ismail and Andreas Krause

Costs of short-term credit for small and large firms pp. 485-491

David A. Walker

Are "bounced check loans" really loans? Theory, evidence and policy pp. 492-500

Marc Anthony Fusaro

Predictability of future index returns based on the 52-week high strategy pp. 501-508

Mirela Malin and Graham Bornholt

Can mutual funds time risk factors? pp. 509-514

Evangelos Benos, Marek Jochec and Victor Nyekel

Value at risk models for volatile emerging markets equity portfolios pp. 515-526

Dimitris Dimitrakopoulos, Manolis Kavussanos and Spyros Spyrou

Value investing anomalies in the European stock market: Multiple Value, Consistent Earner, and Recognized Value pp. 527-537

Gregor Elze

Autocorrelation of the trade process: Evidence from the Helsinki Stock Exchange pp. 538-547

Bernard Ben Sita

Adverse selection and reputation in a world of cheap talk pp. 548-558

Craig Depken and Ying Zhang

Volume 50, issue 3, 2010

Economic integration in Africa pp. 245-253

Assandé Désiré Adom, Subhash C. Sharma and Akm Morshed

Import demand behavior in Africa: Some new evidence pp. 254-263

Augustine C. Arize and Srinivas Nippani

Time-varying higher-order conditional moments and forecasting intraday VaR and Expected Shortfall pp. 264-272

A. Tolga Ergün and Jongbyung Jun

The properties of realized correlation: Evidence from the French, German and Greek equity markets pp. 273-290

Dimitrios Vortelinos

Rank-ordering of risk preferences with conventional and discrete measures pp. 291-297

Joseph G. Eisenhauer

The effects of external and internal shocks on total factor productivity pp. 298-309

Pedro Ferreira, Antonio F. Galvao , Fábio Gomes and Samuel de Abreu Pessoa

How do stock prices respond to fundamental shocks in the case of the United States? Evidence from NASDAQ and DJIA pp. 310-322

Rosmy Jean Louis and Tarek Eldomiaty

Long-run stock performance following stock repurchases pp. 323-331

Ken C. Yook

Robust performance measures for high yield bond funds pp. 332-340

Amy F. Lipton and Richard J. Kish

What do bank acquirers value in non-public bank mergers and acquisitions? pp. 341-351

Ken B. Cyree

Transaction costs and market efficiency: Evidence from commission deregulation pp. 352-360

Shinhua Liu

The influence of academic interactions on stock selection and performance: Evidence from Japan pp. 361-366

Hidetomo Takahashi

The Sarbanes-Oxley Act and CEO tenure, turnover, and risk aversion pp. 367-376

Hongxia Wang, Wallace N. Davidson and Xiaoxin Wang

The effects of economic news on commodity prices pp. 377-385

Shaun K. Roache and Marco Rossi

Some empirical evidence on the effects of U.S. monetary policy shocks on cross exchange rates pp. 386-394

Sarantis Kalyvitis and Ifigeneia Skotida

Volume 50, issue 2, 2010

The role of health insurance in labor supply decisions of divorced females pp. 121-131

David Zimmer

Profit efficiency in U.S. BHCs: Effects of increasing non-traditional revenue sources pp. 132-140

Aigbe Akhigbe and Bradley A. Stevenson

Modeling and forecasting trading volume index: GARCH versus TGARCH approach pp. 141-145

Md. Sabiruzzaman, Md. Monimul Huq, Rabiul Alam Beg and Sajid Anwar

Asset values and the sustainability of peace prospects pp. 146-156

Christopher Coyne, Gregory M. Dempster and Justin P. Isaacs

Stock market linkages and financial contagion: A cobreaking analysis pp. 157-166

Niklas Ahlgren and Jan Antell

Behavior patterns of investment strategies under Roy's safety-first principle pp. 167-179

Zhongfei Li, Jing Yao and Duan Li

Do managers make takeover financing decisions that circumvent more effective outside blockholders? pp. 180-190

Oneil Harris, Jeff Madura and Charmaine Glegg

Analysis of the probability of deletion of S&P 500 companies: Survival analysis and neural networks approach pp. 191-201

John M. Geppert, Stoyu I. Ivanov and Gordon V. Karels

Why do firms cross-list? International evidence from the US market pp. 202-213

Abed AL-Nasser Abdallah and Christos Ioannidis

Toeholds, rejected offers, and bidder gains: Do rebuffed bidders put targets in play to profit from their toeholds? pp. 214-221

Carolyn Carroll and John M. Griffith

Co-determination of capital structure and stock returns--A LISREL approach: An empirical test of Taiwan stock markets pp. 222-233

Chau-Chen Yang, Cheng-few Lee, Yan-Xiang Gu and Yen-Wen Lee

A resolution to the NPV-IRR debate? pp. 234-239

Michael Osborne

WACC and free cash flows: A simple adjustment for capitalized interest costs pp. 240-243

Axel Pierru and Denis Babusiaux

Corrigendum to "Donors and Domestic Politics: Political Influences on Foreign Aid Effort" [Q. Rev. Econ. Finance 50 (2010) 40-49] pp. 244-244

Dustin Tingley

Volume 50, issue 1, 2010

Special focus: Foreign aid pp. 1-2

Christopher Kilby

Cultural values and public policy: The case of international development aid pp. 3-16

Richard Ball

IMF and economic reform in developing countries pp. 17-26

Philip Abbott, Thomas Andersen and Finn Tarp

Development aid and economic growth: A positive long-run relation pp. 27-39

Camelia Minoiu and Sanjay Reddy

Donors and domestic politics: Political influences on foreign aid effort pp. 40-49

Dustin Tingley

The bank lending channel of monetary transmission in Brazil: A VECM approach pp. 50-60

Luiz de Mello and Mauro Pisu

Inventory management effects, isolated: Evidence from the federal funds market pp. 61-66

Yaman Omer Erzurumlu and Vladimir Kotomin

Relative productivity growth and the secular "decline" of U.S. manufacturing pp. 67-74

Milton Marquis and Bharat Trehan

Optimal financial contracts with hidden effort, unobservable profits and endogenous costs of effort pp. 75-89

Viet Dang

The effect of capital wealth on optimal diversification: Evidence from the Survey of Consumer Finances pp. 90-98

James A. Yunker and Alla A. Melkumian

Consumption asset pricing and the term structure pp. 99-109

Stuart Hyde and Mo Sherif

Information transmission between small and large stocks in the National Stock Exchange in India: An empirical study pp. 110-120

Madhusudan Karmakar