Review of Finance
1997 - 2025
Continuation of Review of Finance. Current editor(s): Marcin Kacperczyk 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 (). 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 24, issue 6, 2020
- Does the Market Correctly Value Investment Options?* pp. 1159-1201

- Evgeny Lyandres, Egor Matveyev and Alexei Zhdanov
- What Do Short Sellers Know?* pp. 1203-1235

- Ekkehart Boehmer, Charles Jones, Juan (Julie) Wu and Xiaoyan Zhang
- Global Risks in the Currency Market* pp. 1237-1270

- George Panayotov
- The Duration Puzzle in Life-Cycle Investment* pp. 1271-1311

- Servaas van Bilsen, Ilja A Boelaars and A. Lans Bovenberg
- Forecasting the Equity Premium: Mind the News!* pp. 1313-1355

- Philipp Adämmer and Rainer A Schüssler
Volume 24, issue 5, 2020
- Asymmetric Information and the Pecking (Dis)Order* pp. 961-996

- Paolo Fulghieri, Diego García and Dirk Hackbarth
- Local Bankruptcy and Geographic Contagion in the Bank Loan Market* pp. 997-1037

- Jawad M Addoum, Alok Kumar, Nhan Le and Alexandra Niessen-Ruenzi
- Signal on the Margin: Behavior of Levered Investors and Future Economic Conditions* pp. 1039-1077

- Prachi Deuskar, Nitin Kumar and Jeramia Allan Poland
- Regulatory Certification, Risk Factor Disclosure, and Investor Behavior* pp. 1079-1106

- Ruben Cox and Peter de Goeij
- Earnings Belief Risk and the Cross-Section of Stock Returns* pp. 1107-1158

- Rajna Gibson Brandon and Songtao Wang
Volume 24, issue 4, 2020
- Corporate Governance in China: A Survey* (The role of boards of directors in corporate governance: a conceptual framework and survey) pp. 733-772

- Fuxiu Jiang and Kenneth Kim
- Internal Capital Markets in Times of Crisis: The Benefit of Group Affiliation* (Real effects of the sovereign debt crisis in Europe: evidence from syndicated loans) pp. 773-811

- Raffaele Santioni, Fabio Schiantarelli and Philip E Strahan
- Margin Trading and Comovement During Crises* (Connected stocks) pp. 813-846

- Bige Kahraman and Heather Tookes
- How Do Internal Capital Markets Work? Evidence from the Great Recession* (Synthetic control methods for comparative case studies: estimating the effect of California’s tobacco control program) pp. 847-889

- David Buchuk, Borja Larrain, Mounu Prem and Francisco Urzúa Infante
- Do Corporate Governance Ratings Change Investor Expectations? Evidence from Announcements by Institutional Shareholder Services* (Interim news and the role of proxy voting advice) pp. 891-928

- Paul M Guest and Marco Nerino
- Reaching for Yield in the ABS Market: Evidence from German Bank Investments* (Causes of the financial crisis) pp. 929-959

- Matthias Efing
Volume 24, issue 3, 2020
- Revenge of the Steamroller: ABCP as a Window on Risk Choices* pp. 497-528

- Carlos Arteta, Mark Carey, Ricardo Correa and Jason Kotter
- Loan Officer Incentives, Internal Rating Models, and Default Rates* pp. 529-578

- Tobias Berg, Manju Puri and Jörg Rocholl
- How Rational and Competitive Is the Market for Mutual Funds?* pp. 579-613

- Markus Leippold and Roger Rueegg
- Attention for the Inattentive: Positive Effects of Negative Financial Shocks* pp. 615-646

- Paige Ouimet and Geoffrey Tate
- Shuffling through the Bargain Bin: Real-Estate Holdings of Public Firms* pp. 647-675

- Irem Demirci, Umit G Gurun and Erkan Yönder
- Trade Less and Exit Overcrowded Markets: Lessons from International Mutual Funds* pp. 677-731

- Teodor Dyakov, Hao Jiang and Marno Verbeek
Volume 24, issue 2, 2020
- One Central Bank to Rule Them All pp. 263-304

- Francesca Brusa, Pavel Savor and Mungo Wilson
- Managerial Short-Termism and Investment: Evidence from Accelerated Option Vesting pp. 305-344

- Tomislav Ladika and Zacharias Sautner
- Yield Spreads and the Corporate Bond Rollover Channel pp. 345-379

- Florian Nagler
- Financial Loss Aversion Illusion pp. 381-413

- Christoph Merkle
- The Effect of Public Spending on Private Investment pp. 415-451

- Taehyun Kim and Quoc H Nguyen
- Higher Bank Capital Requirements and Mortgage Pricing: Evidence from the Counter-Cyclical Capital Buffer pp. 453-495

- Christoph Basten
Volume 24, issue 1, 2020
- Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation* (A theory of systemic risk and design of prudential bank regulation) pp. 1-43

- Olivier De Jonghe, Hans Dewachter, Klaas Mulier, Steven Ongena and Glenn Schepens
- Specification Analysis of Structural Credit Risk Models* (Corporate bond valuation and hedging with stochastic interest rates and endogenous bankruptcy) pp. 45-98

- Jingzhi Huang, Zhan Shi and Hao Zhou
- The Failure of a Clearinghouse: Empirical Evidence* (Counterparty risk externality: centralized versus over-the-counter markets) pp. 99-128

- Vincent Bignon and Guillaume Vuillemey
- Optimal Supervisory Architecture and Financial Integration in a Banking Union* (Is the international convergence of capital adequacy regulation desirable?) pp. 129-161

- Jean-Edouard Colliard
- Collateral Shocks and Corporate Employment* (House prices, collateral, and self-employment) pp. 163-187

- Nuri Ersahin and Rustom M Irani
- Follow the Leader: Using the Stock Market to Uncover Information Flows between Firms* (Trade credit and cross-country predictable firm returns) pp. 189-225

- Anna Scherbina and Bernd Schlusche
- Mood, Memory, and the Evaluation of Asset Prices (Option pricing by students and professional traders: a behavioural investigation) pp. 227-262

- Aaron L Bodoh-Creed
Volume 23, issue 6, 2019
- Governance under the Gun: Spillover Effects of Hedge Fund Activism pp. 1031-1068

- Nickolay Gantchev, Oleg R Gredil and Chotibhak Jotikasthira
- The Value of Systemic Unimportance: The Case of MetLife pp. 1069-1078

- Christopher Naubert and Linda L Tesar
- “Forgive but Not Forget”: The Behavior of Relationship Banks When Firms Are in Distress pp. 1079-1114

- Larissa Schäfer
- In the Path of the Storm: Does Distress Risk Cause Industrial Firms to Risk-Shift? pp. 1115-1154

- Kevin Aretz, Shantanu Banerjee and Oksana Pryshchepa
- Can Creditor Bail-in Trigger Contagion? The Experience of an Emerging Market pp. 1155-1180

- Roy Havemann
Volume 23, issue 5, 2019
- Credit Market Competition and Liquidity Crises pp. 855-892

- Elena Carletti and Agnese Leonello
- Collective Action and Governance Activism pp. 893-933

- Craig Doidge, Alexander Dyck, Hamed Mahmudi and Aazam Virani
- Political Borders and Bank Lending in Post-Crisis America pp. 935-959

- Matthieu Chavaz and Andrew Rose
- Social Norms and Household Savings Rates in China pp. 961-991

- Yvonne 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

- Stefan Avdjiev and Elod Takats
Volume 23, issue 4, 2019
- Are US Industries Becoming More Concentrated? pp. 697-743

- Gustavo Grullon, Yelena Larkin and Roni Michaely
- Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area pp. 745-775

- Marcel Fratzscher and Malte Rieth
- Asymmetric Volatility Risk: Evidence from Option Markets pp. 777-799

- Jens Jackwerth and Grigory Vilkov
- How Does Learning and Education Help to Overcome the Disposition Effect? pp. 801-830

- Tarvo Vaarmets, Kristjan Liivamägi and Tõnn Talpsepp
- Capital Regulation and Bank Deposits pp. 831-853

- Stefan Arping
Volume 23, issue 3, 2019
- Do Credit Default Swaps Mitigate the Impact of Credit Rating Downgrades? pp. 471-511

- Sudheer Chava, Rohan Ganduri and Chayawat Ornthanalai
- Renegotiation Frictions and Financial Distress Resolution: Evidence from CDS Spreads pp. 513-556

- Murillo Campello, Tomislav Ladika and Rafael Matta
- Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads pp. 557-597

- Krista Schwarz
- Asset Growth and Stock Market Returns: A Time-Series Analysis pp. 599-628

- Quan Wen
- The Transmission of Bank Liquidity Shocks: Evidence from House Prices pp. 629-658

- H Özlem Dursun- de Neef
- Capital Structure and the Substitutability versus Complementarity Nature of Leases and Debt pp. 659-695

- 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

- 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

- Anthony M Kwasnica, Raisa Velthuis and Jared Williams
- Economic Links and Cross-Predictability of Stock Returns: Evidence from Characteristic-Based “Styles” pp. 363-395

- Sebastian Müller
- To See Is to Know: Simultaneous Display of Market Data for Retail Investors pp. 397-437

- Hedi Benamar
- Political Uncertainty and Cross-Border Acquisitions pp. 439-470

- Chunfang Cao, Xiaoyang Li and Guilin Liu
Volume 23, issue 1, 2019
- Which Factors? pp. 1-35

- Kewei Hou, Haitao Mo, Chen Xue and Lu Zhang
- The Personal Wealth Interests of Politicians and Government Intervention in the Economy pp. 37-74

- Ahmed Tahoun and Laurence van Lent
- How Do Banks React to Catastrophic Events? Evidence from Hurricane Katrina pp. 75-116

- Ulrich Schüwer, Claudia Lambert and Felix Noth
- The Effects of Horizontal Merger Operating Efficiencies on Rivals, Customers, and Suppliers pp. 117-160

- Gennaro Bernile and Evgeny Lyandres
- Exploring Mispricing in the Term Structure of CDS Spreads pp. 161-198

- 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

- Ning Gong and Bruce D Grundy
- Does Information Acquisition Alleviate Market Anomalies? Categorization Bias in Stock Splits pp. 245-277

- Dongmin Kong, Chen Lin and Shasha Liu
| |