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Review of Finance

1997 - 2019

Continuation of Review of Finance.

Current editor(s): Josef ZechnerEditor-Name: Marco Pagano

From European Finance Association
Oxford University Press, Great Clarendon Street, Oxford OX2 6DP, UK.
Contact information at EDIRC.

Bibliographic data for series maintained by Oxford University Press ().

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Volume 23, issue 5, 2019

Credit Market Competition and Liquidity Crises pp. 855-892 Downloads
Elena Carletti and Agnese Leonello
Collective Action and Governance Activism pp. 893-933 Downloads
Craig Doidge, Alexander Dyck, Hamed Mahmudi and Aazam Virani
Political Borders and Bank Lending in Post-Crisis America pp. 935-959 Downloads
Matthieu Chavaz and Andrew K Rose
Social Norms and Household Savings Rates in China pp. 961-991 Downloads
Yvonne Jie Chen, Zhiwu Chen and Shijun He
Monetary Policy Spillovers and Currency Networks in Cross-Border Bank Lending: Lessons from the 2013 Fed Taper Tantrum* pp. 993-1029 Downloads
Stefan Avdjiev and Előd Takáts

Volume 23, issue 3, 2019

Do Credit Default Swaps Mitigate the Impact of Credit Rating Downgrades? pp. 471-511 Downloads
Sudheer Chava, Rohan Ganduri and Chayawat Ornthanalai
Renegotiation Frictions and Financial Distress Resolution: Evidence from CDS Spreads pp. 513-556 Downloads
Murillo Campello, Tomislav Ladika and Rafael Matta
Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads pp. 557-597 Downloads
Krista Schwarz
Asset Growth and Stock Market Returns: A Time-Series Analysis pp. 599-628 Downloads
Quan Wen
The Transmission of Bank Liquidity Shocks: Evidence from House Prices pp. 629-658 Downloads
H Özlem Dursun- de Neef
Capital Structure and the Substitutability versus Complementarity Nature of Leases and Debt pp. 659-695 Downloads
Brent Ambrose, Thomas Emmerling, Henry H Huang and Yildiray Yildirim

Volume 23, issue 2, 2019

Labor and Capital Dynamics under Financing Frictions pp. 279-323 Downloads
Ryan Michaels, T Beau Page and Toni Whited
Did You See What I Saw? Interpreting Others’ Forecasts When Their Information Is Unknown pp. 325-361 Downloads
Anthony M Kwasnica, Raisa Velthuis and Jared Williams
Economic Links and Cross-Predictability of Stock Returns: Evidence from Characteristic-Based “Styles” pp. 363-395 Downloads
Sebastian Müller
To See Is to Know: Simultaneous Display of Market Data for Retail Investors pp. 397-437 Downloads
Hedi Benamar
Political Uncertainty and Cross-Border Acquisitions pp. 439-470 Downloads
Chunfang Cao, Xiaoyang Li and Guilin Liu

Volume 23, issue 1, 2019

Which Factors? pp. 1-35 Downloads
Kewei Hou, Haitao Mo, Chen Xue and Lu Zhang
The Personal Wealth Interests of Politicians and Government Intervention in the Economy pp. 37-74 Downloads
Ahmed Tahoun and Laurence van Lent
How Do Banks React to Catastrophic Events? Evidence from Hurricane Katrina pp. 75-116 Downloads
Ulrich Schüwer, Claudia Lambert and Felix Noth
The Effects of Horizontal Merger Operating Efficiencies on Rivals, Customers, and Suppliers pp. 117-160 Downloads
Gennaro Bernile and Evgeny Lyandres
Exploring Mispricing in the Term Structure of CDS Spreads pp. 161-198 Downloads
Robert Jarrow, Haitao Li, Xiaoxia Ye and May Hu
Can Socially Responsible Firms Survive Competition? An Analysis of Corporate Employee Matching Grant Schemes pp. 199-243 Downloads
Ning Gong and Bruce D Grundy
Does Information Acquisition Alleviate Market Anomalies? Categorization Bias in Stock Splits pp. 245-277 Downloads
Dongmin Kong, Chen Lin and Shasha Liu

Volume 22, issue 4, 2018

Labor Representation in Governance as an Insurance Mechanism pp. 1251-1289 Downloads
E Han Kim, Ernst Maug and Christoph Schneider
Liquidity Flows in Interbank Networks pp. 1291-1334 Downloads
Fabio Castiglionesi and Mario Eboli
Do Exposures to Sagging Real Estate, Subprime, or Conduits Abroad Lead to Contraction and Flight to Quality in Bank Lending at Home? pp. 1335-1373 Downloads
Steven Ongena, Günseli Tümer–Alkan and Natalja von Westernhagen
The Effects of Investment Bank Rankings: Evidence from M&A League Tables pp. 1375-1411 Downloads
François Derrien and Olivier Dessaint
Corporate Bond Trading on a Limit Order Book Exchange pp. 1413-1440 Downloads
Menachem Abudy and Avi Wohl
Common Factors, Information, and Holdings Dispersion pp. 1441-1467 Downloads
Patrice Fontaine, Sonia Jimenez-Garcès and Mark S Seasholes
A Measure of Pure Home Bias pp. 1469-1514 Downloads
Ian A Cooper, Piet Sercu and Rosanne Vanpée
Tournament Incentives and Firm Innovation pp. 1515-1548 Downloads
Carl Hsin-han Shen and Hao Zhang
Variance-of-Variance Risk Premium pp. 1549-1579 Downloads
Andreas Kaeck
Does Competition Affect Truth Telling? An Experiment with Rating Agencies pp. 1581-1604 Downloads
Jean Paul Rabanal and Olga Rud
Media Coverage and Stock Returns on the London Stock Exchange, 1825–70 pp. 1605-1629 Downloads
John D Turner, Qing Ye and Clive Walker

Volume 22, issue 3, 2018

The Cost of Political Connections pp. 849-876 Downloads
Marianne Bertrand, Francis Kramarz, Antoinette Schoar and David Thesmar
Informational Contagion in the Laboratory pp. 877-904 Downloads
Marco Cipriani, Antonio Guarino, Giovanni Guazzarotti, Federico Tagliati and Sven Fischer
Does Independent Directors’ CEO Experience Matter? pp. 905-949 Downloads
Shinwoo Kang, E Han Kim and Yao Lu
Learning to Take Risks? The Effect of Education on Risk-Taking in Financial Markets pp. 951-975 Downloads
Sandra Black, Paul Devereux, Petter Lundborg and Kaveh Majlesi
Seeing the Unobservable from the Invisible: The Role of CO2 in Measuring Consumption Risk pp. 977-1009 Downloads
Zhuo Chen and Andrea Lu
Finance, Comparative Advantage, and Resource Allocation pp. 1011-1061 Downloads
Melise Jaud, Madina Kukenova and Martin Strieborny
Zero-Leverage Puzzle: An International Comparison pp. 1063-1120 Downloads
Sadok El Ghoul, Omrane Guedhami, Chuck Kwok and Xiaolan Zheng
Do Behavioral Biases Affect Order Aggressiveness? pp. 1121-1151 Downloads
Jiangze Bian, Kalok Chan, Donghui Shi and Hao Zhou
Option Listing and Information Asymmetry pp. 1153-1194 Downloads
Jianfeng Hu
The Effect of Prior Investment Outcomes on Future Investment Decisions: Is There a Gender Difference? pp. 1195-1212 Downloads
Ann Marie Hibbert, Edward R Lawrence and Arun J Prakash
An Empirical Investigation on Funding Liquidity and Market Liquidity pp. 1213-1247 Downloads
Ji-Yeong Chung, Dong-Hyun Ahn, In-Seok Baek and Kyu Ho Kang
An Empirical Investigation on Funding Liquidity and Market Liquidity pp. 1249-1249 Downloads
Ji-Yeong Chung, Dong-Hyun Ahn, In-Seok Baek and Kyu Ho Kang

Volume 21, issue 6, 2017

Bank Exposures and Sovereign Stress Transmission pp. 2103-2139 Downloads
Carlo Altavilla, Marco Pagano and Saverio Simonelli
Investor Sentiment, Limited Arbitrage, and the Cash Holding Effect pp. 2141-2168 Downloads
Xiafei Li and Di Luo
A Simple Skewed Distribution with Asset Pricing Applications pp. 2169-2197 Downloads
Frans de Roon and Paul Karehnke
Does Foreign Information Predict the Returns of Multinational Firms Worldwide? pp. 2199-2248 Downloads
Christian Finke and Florian Weigert
The Effect of the Growth in Labor Hours per Worker on Future Stock Returns, Hiring, and Profitability pp. 2249-2276 Downloads
Li Gu and Dayong Huang
State-Dependent Variations in the Expected Illiquidity Premium pp. 2277-2314 Downloads
Jeewon Jang, Jangkoo Kang and Changjun Lee
The Impact of Housing Wealth on Stock Liquidity pp. 2315-2352 Downloads
Juan Luo, Limin Xu and Ralf Zurbruegg
The Information Value of Stock Lending Fees: Are Lenders Price Takers? pp. 2353-2377 Downloads
Truong X Duong, Zsuzsa R Huszár, Ruth S K Tan and Weina Zhang
Extreme Returns and Herding of Trade Imbalances pp. 2379-2399 Downloads
Y Peter Chung and S Thomas Kim
Addendum: A Simple Skewed Distribution with Asset Pricing Applications pp. 2401-2401 Downloads
Frans de Roon and Paul Karehnke

Volume 21, issue 5, 2017

How Important Are Risk-Taking Incentives in Executive Compensation? pp. 1805-1846 Downloads
Ingolf Dittmann, Ko-Chia Yu and Dan Zhang
Taxable and Tax-Deferred Investing with the Limited Use of Losses pp. 1847-1873 Downloads
Marcel Fischer and Michael Gallmeyer
Venture Capital and the Market for Talent during Booms and Busts pp. 1875-1899 Downloads
Chris Yung
Bank Regulation, CEO Compensation, and Boards pp. 1901-1932 Downloads
Julian Kolm, Christian Laux and Gyöngyi Lóránth
Corporate Cash Holdings and Ambiguity Aversion pp. 1933-1974 Downloads
Wolfgang Breuer, Marc O. Rieger and K. Can Soypak
Effects of Spot Market Short-Sale Constraints on Index Futures Trading pp. 1975-2005 Downloads
Frank Fabozzi, Ahmet K. Karagozoglu and Na Wang
Product Market Competition and the Severity of Distressed Asset Sales pp. 2007-2043 Downloads
Pablo Salgado, Vinicius Carrasco and João Manoel Pinho De Mello
Relative Optimism and the Home Bias Puzzle pp. 2045-2074 Downloads
Bruno Solnik and Luo Zuo
The Dynamics of Tobin’s Q pp. 2075-2102 Downloads
Giovanni Puopolo

Volume 21, issue 4, 2017

What Are the Best Liquidity Proxies for Global Research? pp. 1355-1401 Downloads
Kingsley Y. L. Fong, Craig W. Holden and Charles Trzcinka
Recovery with Unbounded Diffusion Processes pp. 1403-1444 Downloads
Johan Walden
The Revolving Door for Financial Regulators pp. 1445-1484 Downloads
Sophie A. Shive and Margaret M. Forster
The Disturbing Interaction between Countercyclical Capital Requirements and Systemic Risk pp. 1485-1511 Downloads
Balint Horvath and Wolf Wagner
Global Banking: Recent Developments and Insights from Research pp. 1513-1555 Downloads
Stijn Claessens
The Trend Is Your Friend: Time-Series Momentum Strategies across Equity and Commodity Markets pp. 1557-1592 Downloads
Athina Georgopoulou and Jiaguo (George) Wang
Financial Development and Patterns of Industrial Specialization: Evidence from China pp. 1593-1638 Downloads
Qing He, Chang Xue and Chenqi Zhu
Investment Financing and Financial Development: Evidence from Viet Nam pp. 1639-1674 Downloads
Conor O’Toole and Carol Newman
Cross-Ownership: A Device for Management Entrenchment? pp. 1675-1699 Downloads
Marc Levy and Ariane Szafarz
Characterizing the Asymmetric Dependence Premium pp. 1701-1737 Downloads
Jamie Alcock and Anthony Hatherley
Banks’ Exposure to Rollover Risk and the Maturity of Corporate Loans pp. 1739-1765 Downloads
Teodora Paligorova and Joao Santos
Hedge Fund Replication: A Model Combination Approach pp. 1767-1804 Downloads
Michael S. O’Doherty, N. E. Savin and Ashish Tiwari

Volume 21, issue 3, 2017

Macro-Finance pp. 945-985 Downloads
John Cochrane
Bond Variance Risk Premiums pp. 987-1022 Downloads
Hoyong Choi, Philippe Mueller and Andrea Vedolin
Incidence of Bank Levy and Bank Market Power pp. 1023-1046 Downloads
Gunther Capelle-Blancard and Olena Havrylchyk
Hole in the Wall: Informed Short Selling Ahead of Private Placements pp. 1047-1091 Downloads
Henk Berkman, Michael D. McKenzie and Patrick Verwijmeren
Fund Performance and Equity Lending: Why Lend What You Can Sell? pp. 1093-1121 Downloads
Richard Evans, Miguel Ferreira and Melissa Porras Prado
A Theory of Bank Illiquidity and Default with Hidden Trades pp. 1123-1157 Downloads
Ettore Panetti
Commodity Markets, Long-Run Predictability, and Intertemporal Pricing pp. 1159-1188 Downloads
Adrian Fernandez-Perez, Ana-Maria Fuertes and Joelle Miffre
Add-on Pricing in Retail Financial Markets and the Fallacies of Consumer Education pp. 1189-1216 Downloads
Michael Kosfeld and Ulrich Schüwer
Abusing ETFs pp. 1217-1250 Downloads
Utpal Bhattacharya, Benjamin Loos, Steffen Meyer and Andreas Hackethal
To What Extent Are Savings–Cash Flow Sensitivities Informative to Test for Capital Market Imperfections? pp. 1251-1285 Downloads
John D. Tsoukalas, Serafeim Tsoukas and Alessandra Guariglia
CEO Age and Stock Price Crash Risk pp. 1287-1325 Downloads
Panayiotis C. Andreou, Christodoulos Louca and Andreas P. Petrou
No Guts, No Glory: An Experiment on Excessive Risk-Taking pp. 1327-1351 Downloads
Kristoffer W. Eriksen and Ola Kvaløy
Incidence of Bank Levy and Bank Market Power pp. 1353-1353 Downloads
Gunther Capelle-Blancard and Olena Havrylchyk

Volume 21, issue 2, 2017

Credit Ratings Across Asset Classes: A Long-Term Perspective pp. 465-509 Downloads
Jess N. Cornaggia, Kimberly J. Cornaggia and John E. Hund
Resolving the Spanning Puzzle in Macro-Finance Term Structure Models pp. 511-553 Downloads
Michael Bauer and Glenn Rudebusch
Momentum and Reversal: Does What Goes Up Always Come Down? pp. 555-581 Downloads
Jennifer Conrad and M. Deniz Yavuzm
The Role of Speculative Trade in Market Efficiency: Evidence from a Betting Exchange pp. 583-603 Downloads
Alasdair Brown and Fuyu Yang
Fooled by Randomness: Investor Perception of Fund Manager Skill pp. 605-635 Downloads
Justus Heuer, Christoph Merkle and Martin Weber
Do Financial Advisors Provide Tangible Benefits for Investors? Evidence from Tax-Motivated Mutual Fund Flows pp. 637-665 Downloads
Gjergji Cici, Alexander Kempf and Christoph Sorhage
The Impact of Security Trading on Corporate Restructurings pp. 667-718 Downloads
Konstantinos E. Zachariadis and Ioan F. Olaru
Why Do Dealers Buy High and Sell Low? An Analysis of Persistent Crossing in Extremely Segmented Markets pp. 719-760 Downloads
Vladimir Atanasov, John J. MerrickJr. and Philipp Schuster
News Dissemination and Investor Attention pp. 761-791 Downloads
Romain Boulland, Francois Degeorge and Edith Ginglinger
Empirical Tests for Stochastic Dominance Optimality pp. 793-810 Downloads
Thierry Post
Jump and Volatility Dynamics for the S&P 500: Evidence for Infinite-Activity Jumps with Non-Affine Volatility Dynamics from Stock and Option Markets pp. 811-844 Downloads
Hanxue Yang and Juho Kanniainen
Expectation Errors in European Value-Growth Strategies pp. 845-870 Downloads
Christian Walkshäusl
The Impact of Financial Advice on Trade Performance and Behavioral Biases pp. 871-910 Downloads
Daniel Hoechle, Stefan Ruenzi, Nic Schaub and Markus Schmid
Managerial Performance Incentives and Firm Risk during Economic Expansions and Recessions pp. 911-944 Downloads
Tanseli Savaser and Elif Şişli-Ciamarra

Volume 21, issue 1, 2017

Editorial pp. 1-6 Downloads
Franklin Allen and Alex Edmans
Corporate Governance and Blockchains pp. 7-31 Downloads
David Yermack
Relationship Lending in the Interbank Market and the Price of Liquidity pp. 33-75 Downloads
Falk Bräuning and Falko Fecht
The Role of Equity Funds in the Financial Crisis Propagation pp. 77-108 Downloads
Harald Hau and Sandy Lai
Where the Risks Lie: A Survey on Systemic Risk pp. 109-152 Downloads
Sylvain Benoit, Jean-Edouard Colliard, Christophe Hurlin and Christophe Perignon
The Limitations of Stock Market Efficiency: Price Informativeness and CEO Turnover pp. 153-200 Downloads
Gary B. Gorton, Lixin Huang and Qiang Kang
The Great Cross-Border Bank Deleveraging: Supply Constraints and Intra-Group Frictions pp. 201-236 Downloads
Eugenio Cerutti and Stijn Claessens
Investing in Disappearing Anomalies pp. 237-267 Downloads
Christopher S. Jones and Lukasz Pomorski
Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle pp. 269-298 Downloads
Maria Grith, Wolfgang Härdle and Volker Krätschmer
Bank Market Power and Firm Performance pp. 299-326 Downloads
Manthos Delis, Sotirios Kokas and Steven Ongena
Optimal Purchasing of Deferred Income Annuities When Payout Yields are Mean-Reverting pp. 327-361 Downloads
Huaxiong Huang, Moshe A. Milevsky and Virginia R. Young
Regime-Dependent Sovereign Risk Pricing During the Euro Crisis pp. 363-385 Downloads
Anne-Laure Delatte, Julien Fouquau and Richard Portes
A Special Issue of the International Risk Management Conference in Warsaw Poland pp. 387-388 Downloads
Franklin Allen and Menachem Brenner
Does Financial Stability Matter to the Fed in Setting US Monetary Policy? pp. 389-432 Downloads
Mikhail Oet and Kalle Lyytinen
Intertemporal Forecasts of Defaulted Bond Recoveries and Portfolio Losses pp. 433-463 Downloads
Egon A. Kalotay and Edward I. Altman
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