The Quarterly Review of Economics and Finance

1993 - 2025

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

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Volume 83, issue C, 2022

Do labor remittance outflows retard economic growth in Qatar? Evidence from nonlinear cointegration pp. 1-9

Mouyad Alsamara

Is it me or you? A deeper insight into profile of misreporting economies pp. 10-25

Daniel Dujava and Mária Širaňová

Does inter-region portfolio diversification pay more than the international diversification? pp. 26-35

Nasir Ahmad, Mobeen Ur Rehman, Xuan Vinh Vo and Sang Hoon Kang

The determinants of the lending interest rate in a cost-based approach: Theoretical model and empirical analysis pp. 36-51

Serge Patrick Amvella Motaze

Household debt and debt to income: The role of business ownership pp. 52-68

José Ignacio Rivero Wildemauwe and Graciela Sanroman

Fiscal opacity and reduction of income inequality through taxation: Effects on economic growth pp. 69-82

Helder de Mendonça and Adriana Cabrera Baca

Detecting periodically collapsing bubbles in the S&P 500 pp. 83-91

Quynh Nhu Nguyen and George Waters

Stabilization and the policy mix in a monetary union pp. 92-118

María Malmierca

Bank profitability under uncertainty pp. 119-134

Van Dan Dang and Hoang Chung Nguyen

On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis pp. 135-151

Walid Ahmed

Variation in option implied volatility spread and future stock returns pp. 152-160

Jared DeLisle, Dean Diavatopoulos, Andy Fodor and Haimanot Kassa

Alternative monetary policy regimes in an oil-exporting economy pp. 161-177

Hamed Ghiaie, Hamid Reza Tabarraei and Hossein Tavakolian

Agriculture and inflation: Expected and unexpected shocks pp. 178-188

Barros, Geraldo Sant’Ana de Camargo, Aniela Fagundes Carrara, Nicole Rennó Castro and Adriana Ferreira Silva

Volume 82, issue C, 2021

Analyzing the risks of an illiquid and global asset: The case of fine wine pp. 1-25

Philippe Masset, Jean-Philippe Weisskopf, Jean-Marie Cardebat, Benoît Faye and Eric Le Fur

A comment on Paul, Weinbach, and Wilson’s (2004) “Efficient markets, fair bets, and profitability in NBA totals 1995-96 to 2001-02” pp. 26-29

Evan Moore

Volatility and return spillovers between stock markets and cryptocurrencies pp. 30-36

Godfrey Uzonwanne

Pension insurance schemes and moral hazard: The Pension Benefit Guaranty Corporation should restrict the insured pension plans’ portfolio policy pp. 37-43

Katarzyna Romaniuk

Cryptocurrency in context of fiat money functions pp. 44-54

Laura Levulytė and Alfreda Šapkauskienė

Political risk and financial development in Nigeria: Can credit buy social peace? pp. 55-62

Mohamed Sahbi Nakhli and Brahim Gaies

Identifying the fair value of Sharpe ratio by an option valuation approach pp. 63-70

Jin-Ray Lu and Xiu-Yan Li

Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold pp. 71-85

Rahma Chemkha, Ahmed BenSaïda, Ahmed Ghorbel and Tahar Tayachi

Foreign institutional ownership and the effectiveness of technical analysis pp. 86-96

Chien-Ping Chung, Cheng-Yi Chien, Chia-Hsin Huang and Hsiu-Chuan Lee

Effect of poverty on financial development: Does trade openness matter? pp. 97-112

Sèna Kimm Gnangnon

Contracting in a void: The role of the banking sector in developing property rights in Russia pp. 113-127

Christopher Hartwell and Vladimir Korovkin

Cross hedging with stock index futures pp. 128-144

Ahmad Danial Zainudin and Azhar Mohamad

Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach pp. 145-162

Yulian Zhang and Shigeyuki Hamori

No country for old distributions? On the comparison of implied option parameters between the Brownian motion and variance gamma process pp. 163-184

Markus Ulze, Johannes Stadler and Andreas W. Rathgeber

Trust-formation processes in financial advisors: A structural equation model pp. 185-199

Caterina Cruciani, Gloria Gardenal and Ugo Rigoni

Uncertainty and daily predictability of housing returns and volatility of the United States: Evidence from a higher-order nonparametric causality-in-quantiles test pp. 200-206

Elie Bouri, Rangan Gupta, Clement Kyei and Rinsuna Shivambu

Okun's law in the US: New insights in time and frequency pp. 207-222

Mihai Mutascu and Alexandre Sokic

Crude oil and stock markets in the COVID-19 crisis: Evidence from oil exporters and importers pp. 223-229

Reinhold Heinlein, Gabriella Legrenzi and Scott Mahadeo

Share pledge transactions as an investor sentiment indicator - Evidence from China pp. 230-238

Hengzhen Lu, Xiaoyu Zhu, Jianli Wang and Ho Yin Yick

The higher you fly, the harder you try not to fall: An analysis of the risk taking behavior in social trading pp. 239-259

Isabel Scheckenbach, Maximilian Wimmer and Gregor Dorfleitner

Access to the banking sector and employment in Africa pp. 260-269

Rasmané Ouédraogo, Relwendé Sawadogo and Hamidou Sawadogo

The impact of the ECB’s asset purchase programme on euro area equities pp. 270-279

Jorge Bento Farinha and José Vidrago

Examining the effects of news and media sentiments on volatility and correlation: Evidence from the UK pp. 280-297

Mohammad Alomari, Al Rababa’a, Abdel Razzaq, Ghaith El-Nader, Ahmad Alkhataybeh and Mobeen Ur Rehman

Timing market confidence in the Chinese domestic security market pp. 298-311

Yao Zheng, Eric Osmer and Yidan Bai

The Bitcoin: to be or not to be a Real Currency? pp. 312-319

Nathalie Janson and Bruno Karoubi

Insurance and geopolitical risk: Fresh empirical evidence pp. 320-334

Wael Hemrit and Mohamed Sahbi Nakhli

The association between financial market volatility and banking market structure pp. 335-349

Jeremy Crimmel and Elyas Elyasiani

Measuring the informativeness of earnings announcements: The role of event windows pp. 350-367

Somnath Das and Alexander Z. King

Volume 81, issue C, 2021

Exploring asymmetries in the effects of El Niño-Southern Oscillation on U.S. food and agricultural stock prices pp. 1-14

Bebonchu Atems and Naafey Sardar

Corporate debt and cash decisions: A nonlinear panel data analysis pp. 15-37

Bi-Juan Chang and Mao-Wei Hung

A new approach to portfolio management in the Brazilian equity market: Does assets efficiency level improve performance? pp. 38-56

Leandro Maciel

Correlations and volatility spillovers between China and Southeast Asian stock markets pp. 57-69

Yi Zhong and Jiapeng Liu

An empirical comparison between a regression framework and the Synthetic Control Method pp. 70-81

Orkideh Gharehgozli

Tax benefit and bankruptcy cost of debt pp. 82-92

Leandro Telles Ricca, Michele Nascimento Jucá and Eli Hadad Junior

Are impact and financial returns mutually exclusive? Evidence from publicly-listed impact investments pp. 93-112

Oscar Bernal, Marek Hudon and François-Xavier Ledru

Does happiness forecast implied volatility? Evidence from nonparametric wave-based Granger causality testing pp. 113-122

Yue Li, John W. Goodell and Dehua Shen

Short-term stock price reversals after extreme downward price movements pp. 123-133

Alexandru Rif and Sebastian Utz

The COVID-19 pandemic and stock liquidity: Evidence from S&P 500 pp. 134-142

Kaouther Chebbi, Mohammed Abdullah Ammer and Affan Hameed

Local Credit Rating Agencies: Is their economic role underrated? pp. 143-156

Ginevra Marandola

Long and short-term impacts of regulation in the cryptocurrency market pp. 157-173

Ahmad Chokor and Elise Alfieri

Modeling the contagion of bank runs with a Markov model pp. 174-187

Dror Parnes

What kind of firm is more responsive to the unconventional monetary policy? pp. 188-200

Hamilton Galindo Gil

Does off-exchange trading decrease in the presence of uncertainty? pp. 201-213

Stephen N. Jurich

Hoarding of reserves in the banking industry: Explaining the African paradox pp. 214-225

Arnaud Tamini and Joël Petey

Monetary policy surprises, stock returns, and financial and liquidity constraints, in an exchange rate monetary policy system pp. 226-236

John M. Sequeira

Easing economic vulnerability: Multidimensional evidence of financial development pp. 237-252

Canh Phuc Nguyen and Thanh Su

Predicting stock returns from the pricing and mispricing of accounting fundamentals pp. 253-260

Christian Walkshäusl

Realization utility with stop-loss strategy pp. 261-275

Chunpeng Yang and Zhanpei Zhang

Comparing the performance and composition of tracking error constrained and unconstrained portfolios pp. 276-287

Colin F. du Sart and Gary W. van Vuuren

Financial contagion in the futures markets amidst global geo-economic events pp. 288-308

Ahmad Danial Zainudin and Azhar Mohamad

Empirical evidence of the lending channel of monetary policy under negative interest rates pp. 309-318

Whelsy Boungou

The impact of the yield curve on bank equity returns: Evidence from Canada pp. 319-329

Robert N. Killins, Peter V. Egly and Sourav Batabyal

Are Cryptocurrencies and African stock markets integrated? pp. 330-341

Seyram Pearl Kumah and Jones Odei-Mensah

Private company acquisitions in the market for corporate control: A comparison between private equity and corporate acquirers pp. 342-357

Josephine Gemson

Impacts of the sovereign risk perception on financial stability: Evidence from Brazil pp. 358-369

Gabriel Montes, Matheus Valladares and Claudio de Moraes

COVID-19 pandemic and the safe haven property of Bitcoin pp. 370-375

Ibrahim D. Raheem

Covid-19 and monetary–fiscal policy interactions in Canada pp. 376-384

Nahiyan Faisal Azad, Apostolos Serletis and Libo Xu

Investment in financial literacy and financial advice-seeking: Substitutes or complements? pp. 385-396

Anne-Christine Barthel and Shan Lei

Do oil and gas prices influence economic policy uncertainty differently: Multi-country evidence using time-frequency approach pp. 397-420

Saumya Ranjan Dash and Debasish Maitra

Further evidence on long-run abnormal returns after corporate events pp. 421-439

James W. Kolari, Seppo Pynnonen and Ahmet M. Tuncez

Information Asymmetry and the Mutual Fund Market pp. 440-448

Sebastien Lemeunier

Endogenous liquidity risk and dealer market structure pp. 449-453

Robert Jarrow and Siguang Li

Autoregressive Distributed Lag (ARDL) analysis of U.S.-China commodity trade dynamics pp. 454-467

Dene T. Hurley and Nikolaos Papanikolaou

The study of the shadow economy in modern conditions: Theory, methodology, practice pp. 468-480

Volga Bashlakova and Henadzi Bashlakov

Dynamic connectedness between the U.S. financial market and Euro-Asian financial markets: Testing transmission of uncertainty through spatial regressions models pp. 481-492

Kais Tissaoui and Taha Zaghdoudi