The Quarterly Review of Economics and Finance

1993 - 2025

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

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 44, issue 5, 2004

Managing uncertainty and risk pp. 633-635

Karyl B. Leggio

Traditional beta, downside risk beta and market risk premiums pp. 636-653

Guy Kaplanski

Cointegration and the optimal hedge ratio: the general case pp. 654-658

Donald Lien

Model risk and option hedging pp. 659-677

Antoine Giannetti, John Clark and Randy I. Anderson

Interest rate risk in an emerging economy pp. 678-709

Viviana Fernandez

Selective hedging with market views and risk limits: the case of Hydro-Quebec pp. 710-726

Simon Lalancette, Frank Leclerc and David Turcotte

Corporate risk management and asymmetric information pp. 727-750

Longkai Zhao

Managing risk and uncertainty in complex capital projects pp. 751-767

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

Luis Gil-Alana

Stock prices, firm size, and changes in the federal funds rate target pp. 487-507

Hui Guo

Day-of-the-week effects in commercial paper yield rates pp. 508-520

Srinivas Nippani and Anita K. Pennathur

Heterogeneous expectations and stock prices in segmented markets: application to Chinese firms pp. 521-538

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

David Carter and Betty Simkins

Aggressive dealer pricing pp. 559-573

Peter R. Locke and Pattarake Sarajoti

The effect of mergers on firms' costs: evidence from the HMO industry pp. 574-600

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

Juha Junttila and Heli Kinnunen

Efficient markets, fair bets, and profitability in NBA totals 1995-96 to 2001-02 pp. 624-632

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

Albert Okunade

Sources of U.S. longevity increase, 1960-2001 pp. 369-389

Frank Lichtenberg

Quality-constant "prices" for the ongoing treatment of schizophrenia: an exploratory study pp. 390-409

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

Bruce Lee Hall and Barton Hamilton

Measuring levels of technology in hospitals pp. 430-447

Joanne Spetz and Lisa Simonson Maiuro

Specifying technical change: a research on the nature of technical change in Dutch hospital industry pp. 448-463

Jos Blank and Iris Vogelaar

Zvi Griliches as a qualified humanitarian: his thoughts on quantifying technological change and productivity pp. 464-473

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

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

Martin T. Bohl and Pierre Siklos

A factor model of seasonality in stock returns pp. 224-236

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

Mathias Binswanger

Dating the productivity slowdown with a structural time-series model pp. 253-264

Rolando F. Pelaez

Investors's distrust and the marketing of new financial assets pp. 265-295

Enrique Kawamura

Health human capital and economic growth in Sub-Saharan African and OECD countries pp. 296-320

Kwabena Gyimah-Brempong and Mark Wilson

Maritime businesses: volatile stock prices and market valuation inefficiencies pp. 321-336

Robert F. Mulligan and Gary A. Lombardo

The mathematics of the portfolio frontier: a geometry-based approach pp. 337-361

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

Eric J. Levin and Robert Wright

Information flow, volatility and spreads of infrequently traded Nasdaq stocks pp. 20-43

Chunchi Wu

An empirical examination of the intraday volatility in euro-dollar rates pp. 44-57

Ken B. Cyree, Mark D. Griffiths and Drew B. Winters

Bid-ask spreads, informed investors, and the firm's financial condition pp. 58-76

Vipin Agrawal, Meeta Kothare, Ramesh K. S. Rao and Pavan Wadhwa

Bank capital requirements and managerial self-interest pp. 77-101

Arturo Bris and Salvatore Cantale

The impact of health on employment, wages, and hours worked over the life cycle pp. 102-121

Jodi Messer Pelkowski and Mark Berger

Is exchange rate volatility excessive? An ARCH and AR approach pp. 122-154

Radcliffe Edmonds and Jacky Y. C. So

Fractal analysis of highly volatile markets: an application to technology equities pp. 155-179

Robert F. Mulligan

Volume 43, issue 5, 2003

Introduction pp. 713-719

Werner Baer and Larry Neal

Ireland: what's Celtic about the Celtic Tiger? pp. 720-737

Fred Gottheil

The economy of Portugal within the European Union: 1990-2002 pp. 738-754

Werner Baer and Antonio Nogueira Leite

The economy of Spain without and within the European Union: 1945-2002 pp. 755-773

Larry Neal and Maria Concepcion Garcia-Iglesias

Greece in the European Union: policy lessons from two decades of membership pp. 774-806

Elisabeth Oltheten, George Pinteris and Theodore Sougiannis

Fatal attraction: Turkey's troubled relationship with the European Union pp. 807-826

Hadi Esfahani

Growth at the EU periphery: the next enlargement pp. 827-862

Giovanni Facchini and Maria Segnana

Mexico under NAFTA: a critical assessment pp. 863-892

Miguel Ramirez

Volume 43, issue 4, 2003

Introduction to capital accumulation and allocation in economic growth pp. 583-591

Anne P. Villamil

Modeling fiscal federalism: a decomposition analysis of changes in intra-European Union budgetary transfers pp. 592-613

George Deltas and Gregor Van Der Beek

Debt relief and institutional reform: a focus on Heavily Indebted Poor Countries pp. 614-626

Elizabeth Asiedu

Corruption, credit market imperfections, and economic development pp. 627-642

António Antunes and Tiago Cavalcanti

Growth equations: a quantile regression exploration pp. 643-667

Marcelo Mello and Roberto Perrelli

Aggregate risk, credit rationing and capital accumulation pp. 668-696

Pedro Elosegui

Diversification of risk and saving pp. 697-712

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

Francis E. Laatsch and Daniel P. Klein

Interest-sensitive wealth and the life-cycle hypothesis: implications for fiscal policy pp. 418-432

Benjamin Russo and John M. Gandar

Futures hedge ratios: a review pp. 433-465

Sheng-Syan Chen, Cheng Few Lee and Keshab Shrestha

Shareholder intervention, managerial resistance, and corporate control: a Nash equilibrium approach pp. 466-482

Charles Mason, Aron A. Gottesman and Andrew K. Prevost

Why companies use open-market repurchases: A managerial perspective pp. 483-504

H. Kent Baker, Gary Powell and E. Theodore Veit

The nonlinear dynamics of stock prices pp. 505-517

Philip A. Shively

What drives the term and risk structure of Japanese bonds? pp. 518-541

Francis In, Jonathan Batten and Sangbae Kim

A re-examination of the unbiasedness forward rate hypothesis using dynamic SUR model pp. 542-559

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

Chaug-Jung Wang, Chien-Hui Lee and Bwo-Nung Huang

Utility stocks and the size effect--revisited pp. 578-582

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

Kenneth A. Kriz

Are state budget stabilization funds only the illusion of savings?: Evidence from stationary panel data pp. 213-238

Gary A. Wagner

Capital structure, investment unanimity, and public goods: the case for social responsibility pp. 239-260

Donald I. Bosshardt

The response of the default risk premium to macroeconomic shocks pp. 261-272

Bradley Ewing

Exemption laws and consumer delinquency and bankruptcy behavior: an empirical analysis of credit card data pp. 273-289

Sumit Agarwal, Chunlin Liu and Lawrence Mielnicki

Financial disruption and bank productivity: The 1994 experience of Turkish banks pp. 291-320

İhsan Işık and M. Kabir Hassan

The extralegal development of securities trading in seventeenth-century Amsterdam pp. 321-344

Edward Stringham

Explaining change in the natural rate of unemployment: A regional approach pp. 345-368

Kevin J. Murphy and James Payne

Risk and return: CAPM and CCAPM pp. 369-393

Ming-Hsiang Chen

The declining January effect: evidences from the U.S. equity markets pp. 395-404

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

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

Michael S. H. Shih

Public education, communities and vouchers pp. 51-73

Maria Luengo-Prado and Oscar Volij

Do not-for-profit firms maximize profit? pp. 75-87

Donald Vitaliano

The effects of dollar appreciation on sectoral labor market adjustments: Theory and evidence pp. 89-117

Magda Kandil and Ida Mirzaie

Pricing catastrophe bonds by an arbitrage approach pp. 119-132

Victor E. Vaugirard

Monetary policy and fixed income returns pp. 133-146

Robert R. Johnson, Gerald W. Buetow, Gerald R. Jensen and Frank K. Reilly

Corporate diversification strategies and capital structure pp. 147-167

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

David M. Freccia, Joyce Jacobsen and Peter Kilby