Review of Financial Economics

1994 - 2017

Current editor(s): T. K. Mukherjee and G. Whitney

From Elsevier
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Volume 35, issue C, 2017

Volatility measures as predictors of extreme returns pp. 1-10

Lorne Switzer, Cagdas Tahaoglu and Yun Zhao

Trend in aggregate idiosyncratic volatility pp. 11-28

Kiseok Nam, Shahriar Khaksari and Moonsoo Kang

Tracing dynamic linkages and spillover effect between Pakistani and leading foreign stock markets pp. 29-42

Ghulam Ghouse and Saud Ahmed Khan

Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data pp. 43-56

Remzi Uctum, Patricia Renou-Maissant, Georges Prat and Sylvie Lecarpentier-Moyal

Oil price shocks and volatility spillovers in the Nigerian sovereign bond market pp. 57-65

Moses Tule, Umar Ndako and Samuel F. Onipede

A behavioural explanation to the asymmetric volatility phenomenon: Evidence from market volatility index pp. 66-81

Pratap Chandra Pati, Prabina Rajib and Parama Barai

Volume 34, issue C, 2017

Bank capital and portfolio risk among Islamic banks pp. 1-9

Syed Abul Basher, Lawrence M. Kessler and Murat Munkin

Bank levy and bank risk-taking pp. 10-32

Michael Diemer

A fresh look at integration of risks in the international stock markets: A wavelet approach pp. 33-49

Hardik Marfatia

Characteristics of mutual funds with extreme performance pp. 50-60

Jason P. Berkowitz, Patrick J. Schorno and Dmitry A. Shapiro

Long memory or structural breaks: Some evidence for African stock markets pp. 61-73

Geoffrey Ngene, Kenneth Tah and Ali F. Darrat

CEO inside debt and bank loan syndicate structure pp. 74-85

Liqiang Chen and Hong Fan

An integrated macro-financial risk-based approach to the stressed capital requirement pp. 86-98

Xiaochun Liu

The other capital infusion program: The case of the Small Business Lending Fund pp. 99-108

Eliana Balla, Robert E. Carpenter and Breck L. Robinson

Volume 33, issue C, 2017

Corporate investment and stock liquidity: Evidence on the price impact of trade pp. 1-11

Moonsoo Kang, Wei Wang and Chanyoung Eom

Is there a link between economic growth and insurance and banking sector activities in the G-20 countries? pp. 12-28

Rudra P. Pradhan, Mak Arvin, Mahendhiran Nair, John H. Hall and Atul Gupta

Taming polysemous signals: The role of marketing intensity on the relationship between financial leverage and firm performance pp. 29-40

John Bae, Sang-Joon Kim and Hannah Oh

Foreign bias in Australia's international equity holdings pp. 41-54

Anil Mishra

Bank profits, loan activity, and monetary policy: evidence from the FDIC's Historical Statistics on Banking pp. 55-63

Paul E. Orzechowski

Volume 32, issue C, 2017

Additional evidence on transparency and bank financial performance pp. 1-6

Aigbe Akhigbe, James E. McNulty and Bradley A. Stevenson

Size is everything: Explaining SIFI designations pp. 7-19

Felix Irresberger, Christopher Bierth and Gregor N.F. Weiß

Differential effect of liquidity constraints on firm growth pp. 20-29

Syed Quader

Bank secrecy in offshore centres and capital flows: Does blacklisting matter? pp. 30-57

Olga Balakina, D’Andrea, Angelo and Donato Masciandaro

The effect of volatility persistence on excess returns pp. 58-63

Ajeet Jain and Sascha Strobl

Inside directors, risk aversion, and firm performance pp. 64-74

Arun D. Upadhyay, Rahul Bhargava, Sheri Faircloth and Hongchao Zeng

Volume 31, issue C, 2016

Time series analysis of financial stability of banks: Evidence from Saudi Arabia pp. 3-17

Hassan Ghassan and Stefano Fachin

The composite risk-sharing finance index: Implications for Islamic finance pp. 18-25

Tarık Akın, Zamir Iqbal and Abbas Mirakhor

Why do companies issue sukuk? pp. 26-33

Paul-Olivier Klein and Laurent Weill

Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets pp. 34-44

Alex Sclip, Alberto Dreassi, Stefano Miani and Andrea Paltrinieri

Who issues Sukuk and when?: An analysis of the determinants of Islamic bond issuance pp. 45-55

Mamoru Nagano

Is momentum trading profitable from Shari'ah compliant stocks? pp. 56-63

Bob Li, Mong Shan Ee and Mamunur Rashid

Is it costly to be both shariah compliant and socially responsible? pp. 64-74

Elias Erragragui and Christophe Revelli

International evidence on Islamic equity fund characteristics and performance persistence pp. 75-82

Rania Makni, Olfa Benouda and Ezzedine Delhoumi

Religion in the boardroom and its impact on Islamic banks' performance pp. 83-88

Mohsin Ali and Wajahat Azmi

Customers' perceptions on the dispute resolution clauses in Islamic finance contracts in Malaysia pp. 89-98

Umar A. Oseni, Abideen Adewale and Nor Razinah Binti Mohd Zain

Banking efficiency in Gulf Cooperation Council (GCC) countries: A comparative study pp. 99-107

Sunil K. Mohanty, Hong-Jen Lin, Eid A. Aljuhani and Hisham J. Bardesi

Do Islamic stock indices perform better than conventional counterparts? An empirical investigation of sectoral efficiency pp. 108-114

Nafis Alam, Shaista Arshad and Syed Aun R. Rizvi

Volume 30, issue C, 2016

Excess pay and deficient performance pp. 1-10

Mary Ellen Carter, Lei Li, Alan J. Marcus and Hassan Tehranian

Internet, consumer spending, and credit card balance: Evidence from US consumers pp. 11-22

Hem C. Basnet and Ficawoyi Donou-Adonsou

Conditional interest rate risk and the cross-section of excess stock returns pp. 23-32

Victoria Atanasov

The incremental information content of innovations in implied idiosyncratic volatility pp. 33-44

Cliff R. Moll and Stephen P. Huffman

Repayment behavior in peer-to-peer microfinancing: Empirical evidence from Kiva pp. 45-59

Gregor Dorfleitner and Eva-Maria Oswald

An empirical application of the EVA® framework to business cycles pp. 60-67

Nicolas Cachanosky and Peter Lewin

Reversal of 3-day losers and continuation of 3-day winners on the NASDAQ pp. 68-73

Jose Gutierrez

Volume 29, issue C, 2016

Can hedge funds time global equity markets? Evidence from emerging markets pp. 2-11

Adam Aiken, Osman Kilic and Sean Reid

Synthetic hedge funds pp. 12-22

Mario Fischer, Matthias X. Hanauer and Robert Heigermoser

The performance of female hedge fund managers pp. 23-36

Rajesh Aggarwal and Nicole M. Boyson

Are Smart Beta strategies suitable for hedge fund portfolios? pp. 37-51

Asmerilda Hitaj and Giovanni Zambruno

Activist hedge funds and firm disclosure pp. 52-63

Jing Chen and Michael J. Jung

Volume 28, issue C, 2016

Is a pure TIPS strategy truly risk free? pp. 1-20

Paul J. Haensly

Financial constraints, board governance standards, and corporate cash holdings pp. 21-34

Choonsik Lee and Heungju Park

How much can lack of marketability affect private equity fund values? pp. 35-45

Axel Buchner

Trading behavior in S&P 500 index futures pp. 46-55

Lee Smales

Can stochastic discount factor models explain the cross-section of equity returns? pp. 56-68

Pongrapeeporn Abhakorn, Peter Smith and Michael R. Wickens