The Quarterly Review of Economics and Finance

1993 - 2025

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

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Volume 80, issue C, 2021

Investor horizon and managerial short-termism pp. 1-20

Ugur Lel and Mete Tepe

Interest rate and the social performance of microfinance institutions pp. 21-30

Michael Adusei

Features of overreactions in the cryptocurrency market pp. 31-48

Oliver Borgards and Robert Czudaj

Option valuations and asset demands and supplies pp. 49-64

Jin-Ray Lu and Ya-Huei Yang

When, where, and how economic policy uncertainty predicts Bitcoin returns and volatility? A quantiles-based analysis pp. 65-73

Khaled Mokni

Parameter behavioral finance model of investor groups based on statistical approaches pp. 74-79

Jinwu Zhuo, Xinmiao Li and Changrui Yu

The nonlinear ARDL approach and productivity bias hypothesis: Evidence from 68 countries pp. 80-89

Mohsen Bahmani-Oskooee and Ridha Nouira

Prospect theory and narrow framing bias: Evidence from emerging markets pp. 90-101

Arnaldo João do Nascimento Junior, Marcelo Klotzle, Luiz Eduardo T. Brandão and Antonio Carlos Figueiredo Pinto

Why did inflation targeting fail in Argentina? pp. 102-116

Nicolas Cachanosky and Federico Julián Ferrelli Mazza

The financial literacy gender gap and the role of culture pp. 117-134

Ute Rink, Yabibal Walle and Stephan Klasen

“Taking Diversity Into Account”: Real effects of accounting measurement on asset allocation pp. 135-143

Gaëtan Le Quang

Why do banks react differently to short-selling bans? Evidence from the Asia-Pacific area and the United States pp. 144-158

Daniele Angelo Previati, Giuseppe Galloppo, Mauro Aliano and Viktoria Paimanova

Dynamic impact of the U.S. monetary policy on oil market returns and volatility pp. 159-169

Hardik A. Marfatia, Rangan Gupta and Esin Cakan

Structural vector error correction modelling of Bitcoin price pp. 170-178

Adlane Haffar and Eric Le Fur

On the effect of full-fledged IT adoption on stock returns and their conditional volatility: Evidence from propensity score matching pp. 179-194

Ichrak Dridi and Adel Boughrara

Tail dependence risk and spillovers between oil and food prices pp. 195-209

Waqas Hanif, Jose Areola Hernandez, Syed Jawad Hussain Shahzad and Seong-Min Yoon

Can high trading volume and volatility switch boost momentum to show greater inefficiency and avoid crashes in emerging markets? The economic relationship in factor investing in emerging markets pp. 210-223

Tamara Teplova and Aleksandr Tomtosov

Global policy uncertainty and cross-border acquisitions pp. 224-235

Man Dang, Ngoc Vu Nguyen, Mieszko Mazur, Premkanth Puwanenthiren and Ngoc Thang Nguyen

Financial inclusion, bank market structure, and financial stability: International evidence pp. 236-257

Khalil Feghali, Nada Mora and Pamela Nassif

Independent directors’ dissensions and firm value pp. 258-271

Wonseok Choi, Monika K. Rabarison and Bin Wang

Stochastic Volatility in Mean: Empirical evidence from Latin-American stock markets using Hamiltonian Monte Carlo and Riemann Manifold HMC methods pp. 272-286

Carlos A. Abanto-Valle, Gabriel Rodríguez and Hernán B. Garrafa-Aragón

Trading leveraged Exchange-Traded products is hazardous to your wealth pp. 287-302

D’Hondt, Catherine, Richard McGowan and Patrick Roger

On the link between the shadow economy and stock market development: An asymmetry analysis pp. 303-316

Massomeh Hajilee, Donna Y. Stringer and Linda A. Hayes

Culture, intellectual property rights, and technology adoption pp. 317-330

Dinithi N. Jayasekara and Per Fredriksson

When and why do stock and bond markets predict US economic growth? pp. 331-343

David G. McMillan

Discernible differences in the building façades, but not in the productivity numbers: A comparison between domestic and foreign banks in North Africa pp. 344-357

Mohamed Chaffai

Geopolitical risk and volatility spillovers in oil and stock markets pp. 358-366

Lee Smales

An examination of the NYSE’s retail liquidity program pp. 367-373

Pankaj K. Jain, Jared A. Linna and Thomas H. McInish

Does inflation targeting weaken financial stability? Assessing the role of institutional quality pp. 374-398

Jean-Pierre Fouda Owoundi, Christophe Martial Mbassi and Ferdinand Owoundi

The effect of exchange rate fluctuations on the performance of small and medium sized enterprises: Implications for Brexit pp. 399-410

Yacine Belghitar, Ephraim Clark, Vincent Dropsy and Salma Mefteh-Wali

Evaluation of market risk associated with hedging a credit derivative portfolio pp. 411-430

Álvaro Chamizo and Alfonso Novales

Heterogeneous effects of foreign exchange appreciation on industrial output: Evidence from disaggregated manufacturing data pp. 431-451

Rodrigo E. Bampi and Jéfferson Colombo

Conditional correlation between exchange rates and stock prices pp. 452-463

Liang Ding

Implied volatility of structured warrants: Emerging market evidence pp. 464-479

Najmi Ismail Murad Samsudin, Azhar Mohamad and Imtiaz Mohammad Sifat

Using multivariate stochastic dominance to enhance portfolio selection and warn of financial crises pp. 480-493

Noureddine Kouaissah

Individual investor ownership and the news coverage premium pp. 494-507

Paul Marmora

Earnings and liquidity factors pp. 508-523

Robert Snigaroff and David Wroblewski

On the dynamic equicorrelations in cryptocurrency market pp. 524-533

Sercan Demiralay and Petros Golitsis

Halloween effect and active fund management pp. 534-544

Dimitris Kenourgios and Yiannis Samios

Theoretical Model on CEO Overconfidence Impact on Corporate Investments pp. 545-552

Khalil Hatoum

Competition, securitization, and efficiency in US banks pp. 553-576

Antonio Bayeh, Mohammad Bitar, Radu Burlacu and Thomas Walker

Causal nexus between crude oil and US corporate bonds pp. 577-589

Syed Jawad Hussain Shahzad, Elie Bouri, Jose Areola Hernandez and David Roubaud

ECB language and stock returns – A textual analysis of ECB press conferences pp. 590-604

Rouven Möller and Doron Reichmann

Volatility spillover between exchange rate and stock returns under volatility shifts pp. 605-613

Farooq Malik

Joint analysis of the non-linear debt-growth nexus and capital account liberalization: New evidence from sub-Saharan region pp. 614-626

Wafa Khémiri and Hédi Noubbigh

The impact of order flow on event study returns: New evidence from zero-leverage firms pp. 627-634

Sijia Zhang and Andros Gregoriou

Measuring the stock's factor beta and identifying risk factors under market inefficiency pp. 635-649

Andrei Semenov

US quantitative easing and firm’s default risk: The role of Corporate Social Responsibility (CSR) pp. 650-664

Feng-Jui Hsu and Sheng-Hung Chen

Do opinion polls move stock prices? Evidence from the US presidential election in 2016 pp. 665-690

Michael Herold, Andreas Kanz and Matthias Muck

Panel vector autoregression in R with the package panelvar pp. 693-720

Michael Sigmund and Robert Ferstl

Unconventional monetary policies and the macroeconomy: The impact of the UK's QE2 and funding for lending scheme pp. 721-736

Rohan Churm, Michael Joyce, George Kapetanios and Konstantinos Theodoridis

On the economic impact of aggregate liquidity shocks: The case of the UK pp. 737-752

Michael Ellington and Costas Milas

State-dependent effect on voter turnout: The case of US House elections pp. 753-765

Panagiotis Th. Konstantinou, Theodore Panagiotidis and Costas Roumanias

Decomposing the growth of the high-skilled wage premium in an advanced economy open to trade pp. 766-784

T. Huw Edwards and Matthias Lücke

The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation pp. 785-796

Efthymios Argyropoulos and Elias Tzavalis

Energy based estimation of the shadow economy: The role of governance quality pp. 797-808

Dimitrios Psychoyios, Olympia Missiou and Theologos Dergiades

The Effects of Government Spending Over the Business Cycle: A Disaggregated Analysis for OECD and Non-OECD Countries pp. 809-822

Panagiotis Th. Konstantinou and Andromachi Partheniou

Another look at calendar anomalies pp. 823-840

Evanthia Chatzitzisi, Stilianos Fountas and Theodore Panagiotidis

Economic convergence among the world’s top-income economies pp. 841-853

Evangelia Desli and Alexandra Gkoulgkoutsika

Housing price dynamics: The impact of stock market sentiment and the spillover effect pp. 854-867

Yao Zheng and Eric Osmer

Bank response to policy-related changes in capital requirements pp. 868-877

Vasja Sivec and Matjaž Volk