Review of Financial Economics
1994 - 2017
Current editor(s): T. K. Mukherjee and G. Whitney 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 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
| |