The Quarterly Review of Economics and Finance

1993 - 2025

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

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Volume 86, issue C, 2022

Individuals’ financial risk-taking and peer influence pp. 1-17

Jörgen Hellström, Oscar Stålnacke and Rickard Olsson

Does fiscal sentiment matter for sovereign risk? pp. 18-30

Gabriel Montes, Rodolfo Nicolay and Flavio Pereira

Uncertainty and gender inequality: A global investigation pp. 31-47

Canh Phuc Nguyen

Risk allocation through securitization: Evidence from non-performing loans pp. 48-64

Sascha Tobias Wengerek, Benjamin Hippert and André Uhde

Does monetary policy favor the skilled? − Distributional role of monetary policy pp. 65-86

Devika Hazra

The role of shared auditors in loan contracts pp. 87-97

Wael Aguir, Brandon Ater, Andrew A. Anabila and Christian Kuiate Sobngwi

Nationalization of the private sector labor force, quotas, matching and public jobs, an illustration with Saudi Arabia pp. 98-117

Olivier Durand-Lasserve

The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields pp. 118-123

Guglielmo Maria Caporale, Luis Gil-Alana and Carlos Poza

Excess cash holdings and firm performance in new and old economy firms pp. 124-133

Dhruba Banjade and J. David Diltz

Capital regulation, market power and bank risk-taking in the MENA region: New evidence for Islamic and conventional banks pp. 134-155

Miroslav Mateev, Tarek Nasr and Ahmad Sahyouni

The commercial bank leverage factor in U.S. asset prices pp. 156-171

Marius M. Mihai

A generalised seasonality test and applications for cryptocurrency and stock market seasonality pp. 172-185

Savva Shanaev and Binam Ghimire

Financial trading versus entrepreneurship: Competition for talent and negative feedback effects pp. 186-199

Lutz G. Arnold and Sebastian Zelzner

Gold, silver, and the US dollar as harbingers of financial calm and distress pp. 200-210

Sel Dibooglu, Emrah Çevik and Max Gillman

Time-varying dependence of Bitcoin pp. 211-220

Adlane Haffar and Éric Le Fur

Do words affect expectations? The effect of central banks communication on consumer inflation expectations pp. 221-229

Magdalena Szyszko, Aleksandra Rutkowska and Agata Kliber

Doubts on natural rate of unemployment: Evidence and policy implications pp. 230-239

Ka Ming Cheng

Capital requirements and banks’ behavior: Evidence from bank stress tests pp. 240-262

Mehrnoush Shahhosseini

Mean--variance portfolio selection problem: Asset reduction via nondominated sorting pp. 263-272

Przemysław Juszczuk, Ignacy Kaliszewski, Janusz Miroforidis and Dmitry Podkopaev

Barrier option pricing under a Markov Regime switching diffusion model pp. 273-280

Xiaoyuan Zhang and Tianqi Zhang

Commodities and portfolio diversification: Myth or fact? pp. 281-295

Fábio Ruano and Victor Barros

The effect of financial distress on capital structure: The case of Brazilian banks pp. 296-304

Douglas da Rosa München

The economic effects of fiscal policy: Further evidence for Spain pp. 305-313

Simon Sosvilla-Rivero and Juan J. Rubio-Guerrero

Banks' off-balance sheet manipulations pp. 314-331

Dror Parnes

The sum of all SCARES COVID-19 sentiment and asset return pp. 332-346

Md. Tanvir Hasan

Investors' sentiments and the dynamic connectedness between cryptocurrency and precious metals markets pp. 347-364

Ismail O. Fasanya, Oluwatomisin Oyewole and Johnson A. Oliyide

Covid-19 impact on Cryptocurrencies market using Multivariate Time Series Models pp. 365-375

Thanakorn Nitithumbundit and Jennifer S.K. Chan

Mortgage payments and equity premium puzzle pp. 376-388

Tien Foo Sing and Yiheng Zou

Do board size, institutional ownership and external auditors matter to market discipline in Indonesian banking? pp. 389-395

Herman Saheruddin and Wahyoe Soedarmono

Do real estate mutual fund managers create value? pp. 396-406

Elyas Elyasiani, Oleg Rytchkov and Ivan Stetsyuk

Testing the neo-fisherian hypothesis in Brazil pp. 407-419

André M. Marques and André R. Carvalho

CEO compensation and bank loan contracts pp. 420-436

Chen Liu and Yan Wendy Wu

When are busy boards beneficial? pp. 437-454

Keunyoung Kim

Meet-or-beat streak heterogeneity and equity prices pp. 455-470

Thaddeus Neururer

What happens to investment choices when interest rates change? An experimental study pp. 471-481

Yaron Lahav and Uri Benzion

Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll pp. 482-488

Afees Salisu, Elie Bouri and Rangan Gupta

Irregularities in forward-looking volatility pp. 489-501

Mahmoud Qadan, Doron Nisani and Ron Eichel

Do emerging stock markets offer an illiquidity premium for local or global investors? pp. 502-515

Hilal Anwar Butt, Riza Demirer, Mohsin Sadaqat and Muhammad Tahir Suleman

Volume 85, issue C, 2022

Robbing a robber is not robbing pp. 1-7

Hind Dib-Slamani, Gilles Grolleau and Naoufel Mzoughi

Uncertainty in long-term macroeconomic forecasts: Ex post evaluation of forecasts by economics researchers pp. 8-15

Masayuki Morikawa

Political connections, investment inefficiency, and the Indian banking crisis pp. 16-30

Rishman Jot Kaur Chahal and Wasim Ahmad

The explosive growth of the US ABCP market between 2004 and 2007: An integrated empirical analysis pp. 31-46

Photis Lysandrou, Mimoza Shabani and D’Avino, Carmela

Speculative trading in Bitcoin: A Brazilian market evidence pp. 47-54

Emanuelle Nava Smaniotto and Giacomo Balbinotto Neto

The Fama-French five-factor model and emerging market equity returns pp. 55-76

Selebogo Mosoeu and Odongo Kodongo

Macroeconomic determinants of foreign exchange rate exposure pp. 77-102

Fabian U. Fuchs

The effectiveness of board independence in high-discretion firms pp. 103-117

Hui Liang James, Nilakshi Borah and Roger Lirely

A century and a half of the monetary base-stock market relationship pp. 118-124

Nahiyan Faisal Azad and Apostolos Serletis

Are dividend changes exploited in the equity market? pp. 125-133

Ebenezer Asem

Do markets value ESG risks in sovereign credit curves? pp. 134-148

Benjamin Hübel

Oil price dynamics and fiscal policy cyclicality in Saudi Arabia: New evidence from partial and multiple wavelet coherences pp. 149-160

Salem Hathroubi and Chaker Aloui

Hyperinflation, Optimal Currency Scopes, and a Cryptocurrency Alternative to Dollarization pp. 161-173

John E. Marthinsen and Steven R. Gordon

Gender differences and time allocation: A comparative analysis of Egypt and Tunisia pp. 174-193

Hanan Nazier and Asmaa Ezzat

The more you know, the better: A Heckman repeat-sales price index pp. 194-199

Marilena Vecco, Simeng Chang and Roberto Zanola

Cash, crime, and cryptocurrencies pp. 200-207

Joshua Hendrickson and William Luther

Discretionary fiscal policy, fiscal credibility and inflation risk premium pp. 208-222

Gabriel Montes and Natalia Teixeira de Hollanda Lima

Do conventional currencies hedge cryptocurrencies? pp. 223-228

Syed Jawad Hussain Shahzad, Faruk Balli, Muhammad Abubakr Naeem, Mudassar Hasan and Muhammad Arif

The positive impact of investment subsidies on the economy with present-biased consumers pp. 229-235

Minwook Kang

Access-for-all to financial services: Non-resources tax revenue-harnessing opportunities in developing countries pp. 236-245

Ali Compaoré

Effects of a development bank on the profitability of commercial banks: Evidence for Brazil pp. 246-259

Alexandre Schwinden Garcia and Roberto Meurer

Revisiting almost marginal conditional stochastic dominance pp. 260-269

Tzu-Ying Chen, An-Mei Tsai and Larry Y. Tzeng

Credit booms and crisis-emergent asset comovement: The problem of latent correlation pp. 270-279

Messaoud Chibane, Amadeus Gabriel and Gabriel Giménez Roche

The price and cost of bitcoin pp. 280-288

John E. Marthinsen and Steven R. Gordon

The capital ratio and the interest rate spread: A panel threshold regression approach pp. 289-302

Ali Golbabaei and Mahmoud Botshekan

The Impact of COVID-19 pandemic on Islamic and conventional financial markets: International empirical evidence pp. 303-325

Hela Mzoughi, Amine Ben Amar, Belaid Fateh and Khaled Guesmi

Directional predictability and time-frequency spillovers among clean energy sectors and oil price uncertainty pp. 326-341

Christian Urom, Hela Mzoughi, Gideon Ndubuisi and Khaled Guesmi

On the benefits of active stock selection strategies for diversified investors pp. 342-354

Immo Stadtmüller, Benjamin R. Auer and Frank Schuhmacher

Informational efficiency and GICS classification: Evidence from REITs pp. 355-362

Shinhua Liu

Risk assessment of equity-based conventional and islamic stock portfolios pp. 363-378

Syed Sharjeel Ahmad Hasnie, Pablo Collazzo and M. Kabir Hassan

Determinants of entries into and exits from the US farming sector pp. 379-385

Erick Kitenge

Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets pp. 386-400

Amine Ben Amar, Stéphane Goutte and Mohammad Isleimeyyeh