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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 ().

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Volume 35, issue C, 2017

Volatility measures as predictors of extreme returns pp. 1-10 Downloads
Lorne Switzer, Cagdas Tahaoglu and Yun Zhao
Trend in aggregate idiosyncratic volatility pp. 11-28 Downloads
Kiseok Nam, Shahriar Khaksari and Moonsoo Kang
Tracing dynamic linkages and spillover effect between Pakistani and leading foreign stock markets pp. 29-42 Downloads
Ghulam Ghouse and Saud Ahmed Khan
Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data pp. 43-56 Downloads
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 Downloads
Moses Tule, Umar Ndako and Samuel F. Onipede
A behavioural explanation to the asymmetric volatility phenomenon: Evidence from market volatility index pp. 66-81 Downloads
Pratap Chandra Pati, Prabina Rajib and Parama Barai

Volume 34, issue C, 2017

Bank capital and portfolio risk among Islamic banks pp. 1-9 Downloads
Syed Basher, Lawrence M. Kessler and Murat Munkin
Bank levy and bank risk-taking pp. 10-32 Downloads
Michael Diemer
A fresh look at integration of risks in the international stock markets: A wavelet approach pp. 33-49 Downloads
Hardik Marfatia
Characteristics of mutual funds with extreme performance pp. 50-60 Downloads
Jason P. Berkowitz, Patrick J. Schorno and Dmitry A. Shapiro
Long memory or structural breaks: Some evidence for African stock markets pp. 61-73 Downloads
Geoffrey Ngene, Kenneth A. Tah and Ali F. Darrat
CEO inside debt and bank loan syndicate structure pp. 74-85 Downloads
Liqiang Chen and Hong Fan
An integrated macro-financial risk-based approach to the stressed capital requirement pp. 86-98 Downloads
Xiaochun Liu
The other capital infusion program: The case of the Small Business Lending Fund pp. 99-108 Downloads
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 Downloads
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 Downloads
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 Downloads
John Bae, Sang-Joon Kim and Hannah Oh
Foreign bias in Australia's international equity holdings pp. 41-54 Downloads
Anil Mishra
Bank profits, loan activity, and monetary policy: evidence from the FDIC's Historical Statistics on Banking pp. 55-63 Downloads
Paul E. Orzechowski

Volume 32, issue C, 2017

Additional evidence on transparency and bank financial performance pp. 1-6 Downloads
Aigbe Akhigbe, James E. McNulty and Bradley A. Stevenson
Size is everything: Explaining SIFI designations pp. 7-19 Downloads
Felix Irresberger, Christopher Bierth and Gregor N.F. Weiß
Differential effect of liquidity constraints on firm growth pp. 20-29 Downloads
Syed Quader
Bank secrecy in offshore centres and capital flows: Does blacklisting matter? pp. 30-57 Downloads
Olga Balakina, D’Andrea, Angelo and Donato Masciandaro
The effect of volatility persistence on excess returns pp. 58-63 Downloads
Ajeet Jain and Sascha Strobl
Inside directors, risk aversion, and firm performance pp. 64-74 Downloads
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 Downloads
Hassan Ghassan and Stefano Fachin
The composite risk-sharing finance index: Implications for Islamic finance pp. 18-25 Downloads
Tarık Akın, Zamir Iqbal and Abbas Mirakhor
Why do companies issue sukuk? pp. 26-33 Downloads
Paul-Olivier Klein and Laurent Weill
Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets pp. 34-44 Downloads
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 Downloads
Mamoru Nagano
Is momentum trading profitable from Shari'ah compliant stocks? pp. 56-63 Downloads
Bob Li, Mong Shan Ee and Mamunur Rashid
Is it costly to be both shariah compliant and socially responsible? pp. 64-74 Downloads
Elias Erragragui and Christophe Revelli
International evidence on Islamic equity fund characteristics and performance persistence pp. 75-82 Downloads
Rania Makni, Olfa Benouda and Ezzedine Delhoumi
Religion in the boardroom and its impact on Islamic banks' performance pp. 83-88 Downloads
Mohsin Ali and Wajahat Azmi
Customers' perceptions on the dispute resolution clauses in Islamic finance contracts in Malaysia pp. 89-98 Downloads
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 Downloads
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 Downloads
Nafis Alam, Shaista Arshad and Syed Aun R. Rizvi

Volume 30, issue C, 2016

Excess pay and deficient performance pp. 1-10 Downloads
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 Downloads
Hem C. Basnet and Ficawoyi Donou-Adonsou
Conditional interest rate risk and the cross-section of excess stock returns pp. 23-32 Downloads
Victoria Atanasov
The incremental information content of innovations in implied idiosyncratic volatility pp. 33-44 Downloads
Cliff R. Moll and Stephen P. Huffman
Repayment behavior in peer-to-peer microfinancing: Empirical evidence from Kiva pp. 45-59 Downloads
Gregor Dorfleitner and Eva-Maria Oswald
An empirical application of the EVA® framework to business cycles pp. 60-67 Downloads
Nicolas Cachanosky and Peter Lewin
Reversal of 3-day losers and continuation of 3-day winners on the NASDAQ pp. 68-73 Downloads
Jose Gutierrez

Volume 29, issue C, 2016

Can hedge funds time global equity markets? Evidence from emerging markets pp. 2-11 Downloads
Adam Aiken, Osman Kilic and Sean Reid
Synthetic hedge funds pp. 12-22 Downloads
Mario Fischer, Matthias X. Hanauer and Robert Heigermoser
The performance of female hedge fund managers pp. 23-36 Downloads
Rajesh Aggarwal and Nicole M. Boyson
Are Smart Beta strategies suitable for hedge fund portfolios? pp. 37-51 Downloads
Asmerilda Hitaj and Giovanni Zambruno
Activist hedge funds and firm disclosure pp. 52-63 Downloads
Jing Chen and Michael J. Jung

Volume 28, issue C, 2016

Is a pure TIPS strategy truly risk free? pp. 1-20 Downloads
Paul J. Haensly
Financial constraints, board governance standards, and corporate cash holdings pp. 21-34 Downloads
Choonsik Lee and Heungju Park
How much can lack of marketability affect private equity fund values? pp. 35-45 Downloads
Axel Buchner
Trading behavior in S&P 500 index futures pp. 46-55 Downloads
Lee Smales
Can stochastic discount factor models explain the cross-section of equity returns? pp. 56-68 Downloads
Pongrapeeporn Abhakorn, Peter Smith and Michael R. Wickens
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