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.
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Volume 20, issue 6, 2016
- Home Bias, an Academic Puzzle pp. 2049-2078

- G. Karolyi
- Non-Exclusive Financial Advice pp. 2079-2123

- Salvatore Piccolo, Giovanni Puopolo and Luis Vasconcelos
- Optimal Leverage Ratio and Capital Requirements with Limited Regulatory Power pp. 2125-2150

- Ho-Mou Wu and Yue Zhao
- The Real Costs of Financial Efficiency When Some Information Is Soft pp. 2151-2182

- Alex Edmans, Mirko S. Heinle and Chong Huang
- Rushing into the American Dream? House Prices Growth and the Timing of Homeownership pp. 2183-2218

- Sumit Agarwal, Luojia Hu and Xing Huang
- Banking and Trading pp. 2219-2246

- Arnoud Boot and Lev Ratnovski
- Outsourcing and Financing Decisions in Industry Equilibrium pp. 2247-2271

- George Kanatas and Jianping Qi
- Better than Expected: The Hidden Dynamic of Variable Annuity Funds pp. 2273-2320

- Massimo Massa and Vijay Yadav
- “Whatever it takes”: An Empirical Assessment of the Value of Policy Actions in Banking pp. 2321-2347

- Franco Fiordelisi and Ornella Ricci
- Savings and Consumption When Children Move Out pp. 2349-2377

- Simon Rottke and Alexander Klos
- Intraday Share Price Volatility and Leveraged ETF Rebalancing pp. 2379-2409

- Pauline Shum, Walid Hejazi, Edgar Haryanto and Arthur Rodier
Volume 20, issue 5, 2016
- Social Capital and the Viability of Stakeholder-Oriented Firms: Evidence from Savings Banks pp. 1673-1718

- Charlotte Ostergaard, Ibolya Schindele and Bent Vale
- Good Monitoring, Bad Monitoring pp. 1719-1768

- Yaniv Grinstein and Stefano Rossi
- R&D Spillover and Predictable Returns pp. 1769-1797

- Yi Jiang, Yiming Qian and Tong Yao
- Say Pays! Shareholder Voice and Firm Performance pp. 1799-1834

- Vicente Cuñat, Mireia Giné and Maria Guadalupe
- Speculative Trading and Stock Returns pp. 1835-1865

- Li Pan, Ya Tang and Jianguo Xu
- Foreign Investor Heterogeneity and Stock Liquidity around the World pp. 1867-1910

- Lilian Ng, Fei Wu, Jing Yu and Bohui Zhang
- How Do Short-Sale Costs Affect Put Options Trading? Evidence from Separating Hedging and Speculative Shorting Demands pp. 1911-1943

- Tse-Chun Lin and Xiaolong Lu
- The Impact of Liquidity Regulation on Bank Intermediation pp. 1945-1979

- Clemens Bonner and Sylvester Eijffinger
- Lend Global, Fund Local? Price and Funding Cost Margins in Multinational Banking pp. 1981-2014

- Rients Galema, Michael Koetter and Caroline Liesegang
- International Firm Investment under Exchange Rate Uncertainty pp. 2015-2048

- Alexandre Jeanneret
Volume 20, issue 4, 2016
- Consumer Bankruptcy, Bank Mergers, and Information pp. 1289-1320

- Jason Allen, Evren Damar and David Martinez-Miera
- Financial Firm Bankruptcy and Contagion pp. 1321-1362

- Jean Helwege and Gaiyan Zhang
- The "CAPS" Prediction System and Stock Market Returns pp. 1363-1381

- Christopher N. Avery, Judith Chevalier and Richard Zeckhauser
- Fund Tournaments and Asset Bubbles pp. 1383-1426

- Yuki Sato
- An Experimental Examination of Portfolio Choice pp. 1427-1447

- Lucy Ackert, Bryan K. Church and Li Qi
- Why Can Margin Requirements Increase Volatility and Benefit Margin Constrained Investors? pp. 1449-1485

- Yajun Wang
- Investment in Relationship-Specific Assets: Does Finance Matter? pp. 1487-1515

- Martin Strieborny and Madina Kukenova
- Investors’ Interacting Demand and Supply Curves for Common Stocks pp. 1517-1547

- Martin Dierker, Jung-Wook Kim, Jason Lee and Randall Morck
- Changing Risk Perception and the Time-Varying Price of Risk pp. 1549-1585

- Roland Füss, Thomas Gehrig and Philipp B. Rindler
- Price Pressures on UK Real Rates: An Empirical Investigation pp. 1587-1630

- Gabriele Zinna
- Exporters’ Exposures to Currencies: Beyond the Loglinear Model pp. 1631-1657

- Kris Boudt, Fang Liu and Piet Sercu
- A Note on Event Studies in Finance and Management Research pp. 1659-1672

- Abe de Jong and Ivana Naumovska
Volume 20, issue 3, 2016
- Microfinance Banks and Financial Inclusion pp. 907-946

- Martin Brown, Benjamin Guin and Karolin Kirschenmann
- Local Ownership, Crises, and Asset Prices: Evidence from US Mutual Funds pp. 947-978

- Mariassunta Giannetti and Luc Laeven
- Is There a "Boom Bias" in Agency Ratings? pp. 979-1011

- Mark Dilly and Thomas Mählmann
- Making, Buying, and Concurrent Sourcing: Implications for Operating Leverage and Stock Beta pp. 1013-1043

- Bart M. Lambrecht, Grzegorz Pawlina and Joao Teixeira
- What Do Stock Markets Tell Us about Exchange Rates? pp. 1045-1080

- Gino Cenedese, Richard Payne, Lucio Sarno and Giorgio Valente
- Investor Scale and Performance in Private Equity Investments pp. 1081-1106

- A. Dyck and L. Pomorski
- Pricing Deflation Risk with US Treasury Yields pp. 1107-1152

- Jens H. E. Christensen, Jose Lopez and Glenn Rudebusch
- The Performance of Market Timing Measures in a Simulated Environment pp. 1153-1187

- Stéphane Chrétien, Frank Coggins and Félix d’Amours
- Risk Attribution Using the Shapley Value: Methodology and Policy Applications pp. 1189-1213

- Nikola Tarashev, Kostas Tsatsaronis and Claudio Borio
- It Hurts (Stock Prices) When Your Team is about to Lose a Soccer Match pp. 1215-1233

- Michael Ehrmann and David-Jan Jansen
- Asset Growth and Idiosyncratic Return Volatility pp. 1235-1258

- Zhongzhi Song
- Sparse Weighted-Norm Minimum Variance Portfolios pp. 1259-1287

- Yu-Min Yen
Volume 20, issue 2, 2016
- Bubbling with Excitement: An Experiment pp. 447-466

- Eduardo B. Andrade, Terrance Odean and Shengle Lin
- The Hidden Peril: The Role of the Condo Loan Market in the Recent Financial Crisis pp. 467-500

- Sumit Agarwal, Yongheng Deng, Chenxi Luo and Wenlan Qian
- Reputation and Loan Contract Terms: The Role of Principal Customers pp. 501-533

- Ling Cen, Sudipto Dasgupta, Redouane Elkamhi and Raunaq S. Pungaliya
- International Sourcing and Capital Structure pp. 535-574

- Cheol S. Eun and Lingling Wang
- Corporate Post-Retirement Benefit Plans and Leverage pp. 575-629

- Söhnke Bartram
- Rollover Risk and Credit Spreads: Evidence from International Corporate Bonds pp. 631-661

- Patricio Valenzuela
- ABCs of Trading: Behavioral Biases affect Stock Turnover and Value pp. 663-692

- Jennifer Itzkowitz, Jesse Itzkowitz and Scott Rothbort
- Alphabetic Bias, Investor Recognition, and Trading Behavior pp. 693-723

- Heiko Jacobs and Alexander Hillert
- The Share Repurchase Announcement Puzzle: Theory and Evidence pp. 725-758

- Utpal Bhattacharya and Stacey E. Jacobsen
- Revisiting the Risk-Neutral Approach to Optimal Policyholder Behavior: A Study of Withdrawal Guarantees in Variable Annuities pp. 759-794

- Thorsten Moenig and Daniel Bauer
- Regulatory Oversight and Return Misreporting by Hedge Funds pp. 795-821

- Stephen Dimmock and William Gerken
- Information Processing and Non-Bayesian Learning in Financial Markets pp. 823-853

- Stefanie Schraeder
- Corporate Fraction and the Equilibrium Term Structure of Equity Risk pp. 855-905

- Roberto Marfe
Volume 20, issue 1, 2016
- Can Bank Boards Prevent Misconduct? pp. 1-36

- Duc Duy Nguyen, Jens Hagendorff and Arman Eshraghi
- Transparency, Tax Pressure, and Access to Finance pp. 37-76

- Andrew Ellul, Tullio Jappelli, Marco Pagano and Fausto Panunzi
- Financial Sector Reform after the Subprime Crisis: Has Anything Happened? pp. 77-125

- Alexander Schäfer, Isabel Schnabel and Beatrice Weder di Mauro
- Bondholder Concentration and Credit Risk: Evidence from a Natural Experiment pp. 127-159

- Alberto Manconi, Massimo Massa and Lei Zhang
- Do Stock-Financed Acquisitions Destroy Value? New Methods and Evidence pp. 161-200

- Andrey Golubov, Dimitris Petmezas and Nickolaos G. Travlos
- Risk Presentation and Portfolio Choice pp. 201-229

- Hazel Bateman, Christine Eckert, John Geweke, Jordan Louviere, Stephen Satchell and Susan Thorp
- Predisclosure Accumulations by Activist Investors and Price Impact of Trading pp. 231-263

- Atanas Mihov
- The Impact of Credit Default Swap Trading on Loan Syndication pp. 265-286

- Daniel Streitz
- Is Tail Risk Priced in Credit Default Swap Premia? pp. 287-336

- Christian Meine, Hendrik Supper and Gregor N. F. Weiß
- Corporate Investment over the Business Cycle pp. 337-371

- Thomas Dangl and Youchang Wu
- Active Flows and Passive Returns pp. 373-401

- Ariel Levy and Offer Lieberman
- Intertemporal Substitution and Equity Premium pp. 403-445

- Wei Yang
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