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 17, issue 6, 2013

Payment Defaults and Interfirm Liquidity Provision* pp. 1853-1894

Frédéric Boissay and Reint Gropp

Product Market Linkages, Manager Quality, and Mutual Fund Performance pp. 1895-1946

Lixin Huang and Jayant R. Kale

The Risk Sensitivity of Capital Requirements: Evidence from an International Sample of Large Banks* pp. 1947-1988

Francesco Vallascas and Jens Hagendorff

Governance and Equity Prices: Does Transparency Matter?* pp. 1989-2033

Lifeng Gu and Dirk Hackbarth

Risk in Islamic Banking pp. 2035-2096

Pejman Abedifar, Philip Molyneux and Amine Tarazi

Irrationality or Efficiency of Macroeconomic Survey Forecasts? Implications from the Anchoring Bias Test pp. 2097-2131

Dieter Hess and Sebastian Orbe

Volume 17, issue 5, 2013

Do Public Equity Markets Matter in Emerging Economies? Evidence from India pp. 1571-1615

Radhakrishnan Gopalan and Todd A. Gormley

Politically Connected Boards of Directors and The Allocation of Procurement Contracts pp. 1617-1648

Eitan Goldman, Jörg Rocholl and Jongil So

The Real Option Value of Cash pp. 1649-1697

Michael Kisser

Trading and Under-Diversification pp. 1699-1741

Anders Anderson

Are Monthly Seasonals Real? A Three Century Perspective pp. 1743-1785

Cherry Y. Zhang and Ben Jacobsen

Why Do Firms Pay Dividends?: Evidence from an Early and Unregulated Capital Market pp. 1787-1826

John Turner, Qing Ye and Wenwen Zhan

Working Capital Management and Shareholders' Wealth pp. 1827-1852

Robert Kieschnick, Mark Laplante and Rabih Moussawi

Volume 17, issue 4, 2013

What Does Stock Ownership Breadth Measure? pp. 1239-1278

James Choi, Li Jin and Hongjun Yan

Gender and Banking: Are Women Better Loan Officers? pp. 1279-1321

Thorsten Beck, Patrick Behr and Andre Guettler

Securitization and Compensation in Financial Institutions pp. 1323-1364

Roman Inderst and Sebastian Pfeil

Debt and Capacity Commitments pp. 1365-1399

J. Chris Leach, Nathalie Moyen and Jing Yang

Do Banks Benefit from Internationalization? Revisiting the Market Power--Risk Nexus pp. 1401-1435

Claudia Buch, Cathérine T. Koch and Michael Koetter

Corporate Investments and Learning pp. 1437-1488

Nathalie Moyen and Stefan Platikanov

The "Fed Model" and the Predictability of Stock Returns pp. 1489-1533

Paulo Maio

Hedging Surprises, Jumps, and Model Misspecification: A Risk Management Perspective on Hedging S&P 500 Options* pp. 1535-1569

Andreas Kaeck

Volume 17, issue 3, 2013

Who takes Risks When and Why: Determinants of Changes in Investor Risk Taking* pp. 847-883

Martin Weber, Elke U. Weber and Alen Nosić

Portfolio Pumping, Trading Activity and Fund Performance pp. 885-919

Sugato Bhattacharyya and Vikram Nanda

Investor Sentiment and Return Comovements: Evidence from Stock Splits and Headquarters Changes pp. 921-953

Alok Kumar, Jeremy K. Page and Oliver G. Spalt

Portfolio Choice and Mental Health pp. 955-992

Vicki L. Bogan and Angela R. Fertig

The Effect of Issuer Conservatism on IPO Pricing and Performance* pp. 993-1027

Stephen P. Ferris, (Grace) Qing Hao and (Stella) Min-Yu Liao

The World Business Cycle and Expected Returns pp. 1029-1064

Ilan Cooper and Richard Priestley

Three Solutions to the Pricing Kernel Puzzle pp. 1065-1098

Thorsten Hens and Christian Reichlin

When Do Managers Seek Private Equity Backing in Public-to-Private Transactions? pp. 1099-1139

Jana P. Fidrmuc, Alessandro Palandri, Peter Roosenboom and Dick van Dijk

Hedge Funds and Equity Prices pp. 1141-1177

Yawen Jiao

Market Selection and Welfare in a Multi-asset Economy pp. 1179-1237

Yurii Fedyk, Christian Heyerdahl-Larsen and Johan Walden

Volume 17, issue 2, 2013

The Determinants of Mutual Fund Performance: A Cross-Country Study pp. 483-525

Miguel Ferreira, Aneel Keswani, António F. Miguel and Sofia Ramos

Say on Pay Votes and CEO Compensation: Evidence from the UK pp. 527-563

Fabrizio Ferri and David A. Maber

Do Investors Suffer from Money Illusion? A Direct Test of the Modigliani--Cohn Hypothesis pp. 565-596

Daniella Acker and Nigel W. Duck

Performance Evaluation and Financial Market Runs pp. 597-624

Wolf Wagner

Noise Trading and Illusory Correlations in US Equity Markets pp. 625-652

Jennifer C. Bender, carol L. Osler and David Simon

Competition, Bonuses, and Risk-taking in the Banking Industry pp. 653-690

Christina Bannier, Eberhard Feess and Natalie Packham

Institutional Investors as Minority Shareholders pp. 691-725

Assaf Hamdani and Yishay Yafeh

Evolutionary Beliefs and Financial Markets pp. 727-766

Elyès Jouini, Clotilde Napp and Yannick Viossat

Equity Issues and Return Volatility pp. 767-808

Borja Larrain and Felipe Varas

Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics pp. 809-845

Pavel Bandarchuk and Jens Hilscher

Volume 17, issue 1, 2013

Mortgage Market Design* pp. 1-33

John Campbell

The Fundamentals of Commodity Futures Returns pp. 35-105

Gary B. Gorton, Fumio Hayashi and K. Rouwenhorst

Precautionary Hoarding of Liquidity and Interbank Markets: Evidence from the Subprime Crisis pp. 107-160

Viral Acharya and Ouarda Merrouche

Bottom-Up Corporate Governance pp. 161-201

Augustin Landier, Julien Sauvagnat, David Sraer and David Thesmar

Comovement of Newly Added Stocks with National Market Indices: Evidence from Around the World pp. 203-227

Stijn Claessens and Yishay Yafeh

The Effect of Financing Constraints on Risk pp. 229-259

Huidan Lin and Daniel Paravisini

Payout Policy Choices and Shareholder Investment Horizons pp. 261-320

José-Miguel Gaspar, Massimo Massa, Pedro Matos, Rajdeep Patgiri and Zahid Rehman

A Theory of Net Debt and Transferable Human Capital pp. 321-368

Bart M. Lambrecht and Grzegorz Pawlina

How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments pp. 369-401

Joost Driessen, Tse-Chun Lin and Otto Van Hemert

Dynamic Interactions Between Interest-Rate and Credit Risk: Theory and Evidence on the Credit Default Swap Term Structure-super-* pp. 403-441

Ren-Raw Chen, Xiaolin Cheng and Liuren Wu

Modeling Market Downside Volatility pp. 443-481

Bruno Feunou, Mohammad Jahan-Parvar and Roméo Tédongap