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Review of Finance1997 - 2025
 Continuation of Review of Finance. Current editor(s): Marcin Kacperczyk From European Finance AssociationOxford University Press, Great Clarendon Street, Oxford OX2 6DP, UK.
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 Volume 20, issue 6, 2016
 
  Home Bias, an Academic Puzzle   pp. 2049-2078 G. KarolyiNon-Exclusive Financial Advice   pp. 2079-2123 Salvatore Piccolo, Giovanni Puopolo and Luis VasconcelosOptimal Leverage Ratio and Capital Requirements with Limited Regulatory Power   pp. 2125-2150 Ho-Mou Wu and Yue ZhaoThe Real Costs of Financial Efficiency When Some Information Is Soft   pp. 2151-2182 Alex Edmans, Mirko S. Heinle and Chong HuangRushing into the American Dream? House Prices Growth and the Timing of Homeownership   pp. 2183-2218 Sumit Agarwal, Luojia Hu and Xing HuangBanking and Trading   pp. 2219-2246 Arnoud Boot and Lev RatnovskiOutsourcing and Financing Decisions in Industry Equilibrium   pp. 2247-2271 George Kanatas and Jianping QiBetter 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 RicciSavings and Consumption When Children Move Out   pp. 2349-2377 Simon Rottke and Alexander KlosIntraday 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 ValeGood Monitoring, Bad Monitoring   pp. 1719-1768 Yaniv Grinstein and Stefano RossiR&D Spillover and Predictable Returns   pp. 1769-1797 Yi Jiang, Yiming Qian and Tong YaoSay Pays! Shareholder Voice and Firm Performance   pp. 1799-1834 Vicente Cuñat, Mireia Giné and Maria GuadalupeSpeculative Trading and Stock Returns   pp. 1835-1865 Li Pan, Ya Tang and Jianguo XuForeign Investor Heterogeneity and Stock Liquidity around the World   pp. 1867-1910 Lilian Ng, Fei Wu, Jing Yu and Bohui ZhangHow Do Short-Sale Costs Affect Put Options Trading? Evidence from Separating Hedging and Speculative Shorting Demands   pp. 1911-1943 Tse-Chun Lin and Xiaolong LuThe Impact of Liquidity Regulation on Bank Intermediation   pp. 1945-1979 Clemens Bonner and Sylvester EijffingerLend Global, Fund Local? Price and Funding Cost Margins in Multinational Banking   pp. 1981-2014 Rients Galema, Michael Koetter and Caroline LiesegangInternational 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-MieraFinancial Firm Bankruptcy and Contagion   pp. 1321-1362 Jean Helwege and Gaiyan ZhangThe "CAPS" Prediction System and Stock Market Returns   pp. 1363-1381 Christopher N. Avery, Judith Chevalier and Richard ZeckhauserFund Tournaments and Asset Bubbles   pp. 1383-1426 Yuki SatoAn Experimental Examination of Portfolio Choice   pp. 1427-1447 Lucy Ackert, Bryan K. Church and Li QiWhy Can Margin Requirements Increase Volatility and Benefit Margin Constrained Investors?   pp. 1449-1485 Yajun WangInvestment in Relationship-Specific Assets: Does Finance Matter?   pp. 1487-1515 Martin Strieborny and Madina KukenovaInvestors’ Interacting Demand and Supply Curves for Common Stocks   pp. 1517-1547 Martin Dierker, Jung-Wook Kim, Jason Lee and Randall MorckChanging Risk Perception and the Time-Varying Price of Risk   pp. 1549-1585 Roland Füss, Thomas Gehrig and Philipp B. RindlerPrice Pressures on UK Real Rates: An Empirical Investigation   pp. 1587-1630 Gabriele ZinnaExporters’ Exposures to Currencies: Beyond the Loglinear Model   pp. 1631-1657 Kris Boudt, Fang Liu and Piet SercuA 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 KirschenmannLocal Ownership, Crises, and Asset Prices: Evidence from US Mutual Funds   pp. 947-978 Mariassunta Giannetti and Luc LaevenIs There a "Boom Bias" in Agency Ratings?   pp. 979-1011 Mark Dilly and Thomas MählmannMaking, Buying, and Concurrent Sourcing: Implications for Operating Leverage and Stock Beta   pp. 1013-1043 Bart M. Lambrecht, Grzegorz Pawlina and Joao TeixeiraWhat Do Stock Markets Tell Us about Exchange Rates?   pp. 1045-1080 Gino Cenedese, Richard Payne, Lucio Sarno and Giorgio ValenteInvestor Scale and Performance in Private Equity Investments   pp. 1081-1106 A. Dyck and L. PomorskiPricing Deflation Risk with US Treasury Yields   pp. 1107-1152 Jens H. E. Christensen, Jose Lopez and Glenn RudebuschThe Performance of Market Timing Measures in a Simulated Environment   pp. 1153-1187 Stéphane Chrétien, Frank Coggins and Félix d’AmoursRisk Attribution Using the Shapley Value: Methodology and Policy Applications   pp. 1189-1213 Nikola Tarashev, Kostas Tsatsaronis and Claudio BorioIt Hurts (Stock Prices) When Your Team is about to Lose a Soccer Match   pp. 1215-1233 Michael Ehrmann and David-Jan JansenAsset Growth and Idiosyncratic Return Volatility   pp. 1235-1258 Zhongzhi SongSparse 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 LinThe 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 QianReputation and Loan Contract Terms: The Role of Principal Customers   pp. 501-533 Ling Cen, Sudipto Dasgupta, Redouane Elkamhi and Raunaq S. PungaliyaInternational Sourcing and Capital Structure   pp. 535-574 Cheol S. Eun and Lingling WangCorporate Post-Retirement Benefit Plans and Leverage   pp. 575-629 Söhnke BartramRollover Risk and Credit Spreads: Evidence from International Corporate Bonds   pp. 631-661 Patricio ValenzuelaABCs of Trading: Behavioral Biases affect Stock Turnover and Value   pp. 663-692 Jennifer Itzkowitz, Jesse Itzkowitz and Scott RothbortAlphabetic Bias, Investor Recognition, and Trading Behavior   pp. 693-723 Heiko Jacobs and Alexander HillertThe Share Repurchase Announcement Puzzle: Theory and Evidence   pp. 725-758 Utpal Bhattacharya and Stacey E. JacobsenRevisiting the Risk-Neutral Approach to Optimal Policyholder Behavior: A Study of Withdrawal Guarantees in Variable Annuities   pp. 759-794 Thorsten Moenig and Daniel BauerRegulatory Oversight and Return Misreporting by Hedge Funds   pp. 795-821 Stephen Dimmock and William GerkenInformation Processing and Non-Bayesian Learning in Financial Markets   pp. 823-853 Stefanie SchraederCorporate 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 EshraghiTransparency, Tax Pressure, and Access to Finance   pp. 37-76 Andrew Ellul, Tullio Jappelli, Marco Pagano and Fausto PanunziFinancial Sector Reform after the Subprime Crisis: Has Anything Happened?   pp. 77-125 Alexander Schäfer, Isabel Schnabel and Beatrice Weder di MauroBondholder Concentration and Credit Risk: Evidence from a Natural Experiment   pp. 127-159 Alberto Manconi, Massimo Massa and Lei ZhangDo Stock-Financed Acquisitions Destroy Value? New Methods and Evidence   pp. 161-200 Andrey Golubov, Dimitris Petmezas and Nickolaos G. TravlosRisk Presentation and Portfolio Choice   pp. 201-229 Hazel Bateman, Christine Eckert, John Geweke, Jordan Louviere, Stephen Satchell and Susan ThorpPredisclosure Accumulations by Activist Investors and Price Impact of Trading   pp. 231-263 Atanas MihovThe Impact of Credit Default Swap Trading on Loan Syndication   pp. 265-286 Daniel StreitzIs Tail Risk Priced in Credit Default Swap Premia?   pp. 287-336 Christian Meine, Hendrik Supper and Gregor N. F. WeißCorporate Investment over the Business Cycle   pp. 337-371 Thomas Dangl and Youchang WuActive Flows and Passive Returns   pp. 373-401 Ariel Levy and Offer LiebermanIntertemporal Substitution and Equity Premium   pp. 403-445 Wei Yang |  |