Review of Financial Economics
1991 - 2026
From John Wiley & Sons Bibliographic data for series maintained by Wiley Content Delivery (). 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 42, issue 4, 2024
- Creating value through ESG: Assessing, measuring, and managing risks and opportunities pp. 347-348

- Atreya Chakraborty
- The steering effect of the EU taxonomy: Evidence from German institutional and retail investors pp. 349-375

- Sandra Chrzan and Christiane Pott
- Factor exposures of environmental, social, and governance (ESG) indexes pp. 376-398

- Asli Ascioglu and Kemal Saatcioglu
- Does the market value corporate impact investing and socially responsible investing? pp. 399-441

- Anthony C. Ng and Zabihollah Rezaee
- Sea‐level rise and firms' financial structure decisions pp. 442-466

- Mengchao Ai, John (Jianqiu) Bai and Chen Shen
- Finance for sustainability: A systematic review on crowdfunding for renewable energy projects pp. 467-490

- Abhishek Mukherjee, Paul Griffiths, Paresha Sinha and Sahil Deol
Volume 42, issue 3, 2024
- A bibliometric analysis of the review papers in finance: Evidence from the last two decades pp. 241-257

- Mustafa Raza Rabbani, M. Kabir Hassan, Austin Dejan, Abu Bashar and Md. Bokhtiar Hasan
- Firm value and the use of financial derivatives: Evidence from developed countries pp. 258-280

- Mohamed A. Ayadi, Donald A. Cyr, Skander Lazrak and Zhangwei Lu
- A resource‐based view of entrepreneurial spin‐outs pp. 281-290

- Pierre Mella‐Barral
- Stock returns and earnings persistence following equity financing and earnings announcement: Considering managerial characteristics pp. 291-315

- Jing‐Chi Chen and Li‐Kai (Connie) Liao
- A rational finance explanation of the stock predictability puzzle pp. 316-327

- Abootaleb Shirvani, Svetlozar T. Rachev and Frank J. Fabozzi
- ESG performance and firm risk in the U.S. financial firms pp. 328-344

- Jooh Lee and Kyungyeon (Rachel) Koh
Volume 42, issue 2, 2024
- Conventional or reverse magnitude effect for negative outcomes: A matter of framing pp. 109-123

- Wolfgang Breuer, Can K. Soypak and Bertram I. Steininger
- Credit rating agencies during credit crunch pp. 124-147

- Ali Ebrahim Nejad, Saeid Hoseinzade and Ali Niazi
- Liquidity risk and CMBX microstructure pp. 148-185

- Andreas D. Christopoulos and Joshua G. Barratt
- How does equity derivative market affect economic growth? Evidence from the Asia‐Pacific region pp. 186-205

- S. M. R. K. Samarakoon, Rudra P. Pradhan and Rana P. Maradana
- Liquidity provision and trading skill: Evidence from mutual funds' daily transactions pp. 206-238

- René Weh, Joakim Westerholm, Marco Wilkens and Juan Yao
Volume 42, issue 1, 2024
- Small business administration loans, economic development, and state‐level employment pp. 3-20

- Paul E. Orzechowski
- On the time‐varying relationship between coskewness and returns of banks pp. 21-38

- Silvia Bressan and Alex Weissensteiner
- The effects of foreign bank presence on financial development in Africa: The role of institutional quality pp. 39-54

- Khadijah Iddrisu, Joshua Yindenaba Abor and Kannyiri T. Banyen
- How do leveraged buyouts affect industry peers? Analysis of the information and the competition channels pp. 55-78

- Manuel C. Kathan and Tereza Tykvova
- Stakeholder orientation and product market performance: Evidence from a natural experiment pp. 79-92

- Juntai Lu and Jia Wei
- Leverage target and R&D spending pp. 93-105

- Sharier Azim Khan
Volume 41, issue 4, 2023
- Night trading: Lower risk but higher returns? pp. 347-363

- Marie‐Eve Lachance
- Illiquidity and the cost of equity capital: Evidence from actual estimates of capital cost for U.S. data pp. 364-391

- Amit Goyal, Avanidhar Subrahmanyam and Bhaskaran Swaminathan
- Lottery demand, lottery factor, and anomalies pp. 392-407

- Turan G. Bali and Quan Wen
- Identifying overvalued equity pp. 408-436

- Messod D. Beneish and David Craig Nichols
- Geography of firms and propagation of local economic conditions pp. 437-464

- Gennaro Bernile, Stefanos Delikouras, George M. Korniotis and Alok Kumar
- Value investing via Bayesian inference pp. 465-492

- Bernd Huefner, Marcel Rueenaufer and Martin Boesch
- Mean‐reversion risk and the random walk hypothesis pp. 493-516

- C. Kenneth Jones
Volume 41, issue 3, 2023
- Industry tournament incentives and differential risk taking pp. 219-241

- Hussein Abdoh
- Do married CEOs Foster more efficient innovation? pp. 242-268

- Chanho Cho, Timothy Mooney, Daewoung Choi and M. Tony Via
- Equity closed‐end fund discounts and taxes pp. 269-282

- Shishir Paudel, Sabatino (Dino) Silveri and Mark Wu
- Forecasting liquidity‐adjusted VaR: A conditional EVT‐copula approach pp. 283-321

- Madhusudan Karmakar and Ravi Khadotra
- Trust rhetoric and CEO gender pp. 322-344

- Wolfgang Breuer, Andreas Knetsch and Astrid Juliane Salzmann
Volume 41, issue 2, 2023
- Revisiting the ICAPM under the distortion of risk–return tradeoff in short‐horizon stock returns pp. 109-135

- Surya Chelikani, Kiseok Nam and Xuewu Wesley Wang
- Stock liquidity and director compensation pp. 136-151

- Tirimba Obonyo
- Betting against sentiment? Seemingly unrelated anomalies and the low‐risk effect pp. 152-176

- Maik Dierkes and Sebastian Schroen
- Bibliometric and Scientometric analysis on CSR practices in the banking sector pp. 177-196

- M. Kabir Hassan, Mustafa Raza Rabbani, Jennifer Brodmann, Abu Bashar and Himani Grewal
- Homemade equity offerings via dividend reinvestment and stock purchase plans pp. 197-216

- Shaun Bond, Yu‐Jou Pai and Suyan Zheng
Volume 41, issue 1, 2023
- Public corruption and the allocation of government contracts pp. 3-22

- Zuobao Wei and Yicheng Zhu
- Fraternal twins—Should investors be careful? pp. 23-42

- Martin Rohleder, Hendrik Tentesch, Rene Weh and Marco Wilkens
- Are gold, USD, and Bitcoin hedge or safe haven against stock? The implication for risk management pp. 43-64

- Udayan Sharma and Madhusudan Karmakar
- Insider stock pledging and stock price informativeness: Evidence from India pp. 65-85

- Amanjot Singh
- The competitive effects of IPOs on industry rivals pp. 86-106

- Joseph J. Henry
Volume 40, issue 4, 2022
- A Markowitz‐based alternative model: Hedging market shocks under endowment constraints pp. 335-347

- Brett Martin and Adam Swanson
- An examination of management responsibility in shock events on shareholders’ wealth and reputation‐repair actions to rebound losses pp. 348-376

- Donald I. Buzinkai and Samir M. El‐Gazzar
- The size effect and default risk: Evidence from the Vietnamese stock market pp. 377-388

- Le Quy Duong and Philippe Bertrand
- The declining trend in trade credit ratios: The impact of firm‐specific and macro factors pp. 389-417

- Ranjan D’Mello, Mark Gruskin and Francesca Toscano
- Credit enhancement mechanism in loan securitization and its implication to systemic risk pp. 418-437

- Katerina Ivanov
- Global evidence on early effects of COVID‐19 on stock markets pp. 438-463

- Burcu Kapar, Steven Buigut and Faisal Rana
Volume 40, issue 3, 2022
- Special issue on the impact of COVID‐19 pandemic on Islamic financial markets and institutions pp. 237-238

- M. Kabir Hassan
- Effect of COVID‐19 on the performance of Islamic and conventional GCC banks pp. 239-258

- Yomna Abdulla and Yousif Ebrahim
- Performances of Islamic and conventional equities during the global health crisis: Time‐frequency analysis of BRICS+T markets pp. 259-280

- Edib Smolo, Rashed Jahangir, Ruslan Nagayev and Christo S. C. Tarazi
- Are Islamic investments still safe assets during the COVID‐19 pandemic? pp. 281-299

- Ashraf Khan, Stefano Piserà, Laura Chiaramonte, Alberto Dreassi and Andrea Paltrinieri
- The co‐movements of faith‐based cryptocurrencies in periods of pandemics pp. 300-311

- Emna Mnif, Khaireddine Mouakhar and Anis Jarboui
- How COVID‐19 pandemic, global risk factors, and oil prices affect Islamic bonds (Sukuk) prices? New insights from time‐frequency analysis pp. 312-331

- Nader Naifar, Aviral Tiwari and Mohammed Alhashim
Volume 40, issue 2, 2022
- What is different about private equity‐backed acquirers? pp. 117-149

- Benjamin Hammer, Heiko Hinrichs and Denis Schweizer
- Case study of event risk management with options strangles and straddles pp. 150-167

- Clemens Kownatzki, Bluford Putnam and Arthur Yu
- Duration‐adjusted betas pp. 168-173

- Oscar Varela
- Government support of banks and market discipline: International evidence pp. 174-199

- Kun‐Li Lin, Tsaur‐Chin Wu and Kuo‐Pin Li
- The disposition effect and admiration seeking pp. 200-234

- Suchanek Max and Minh‐Lý Liêu
Volume 40, issue 1, 2022
- Investor horizons and corporate policies under uncertainty pp. 5-19

- Christian Dreyer and Oliver Schulz
- The impact of CEO power and institutional discretion on CSR investment pp. 20-43

- Wolfgang Breuer, Manuel Hass and David Johannes Rosenbach
- Earnings announcement saliency and option trading pp. 44-62

- Tom Adams and Thaddeus Neururer
- Estimating value‐at‐risk models for non‐conventional equity market index pp. 63-76

- Ahmed S. Baig, Hassan A. Butt and Rizwan Khalid
- The propensity to save: The effect of Sarbanes–Oxley act pp. 77-96

- Hui Liang James and Roger Lirely
- Measuring risk‐taking and patience in financial decision making pp. 97-114

- Wolfgang Breuer, Thomas Renerken and Astrid Juliane Salzmann
| |