Review of Financial Economics

1991 - 2025

From John Wiley & Sons
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Risk diversification gains from metropolitan housing assets pp. 453-481: MeiChi Huang
Bank lending margins in the euro area: Funding conditions, fragmentation and ECB's policies pp. 482-505: Helen Louri and Petros Migiakis
Interest rate level and stock return predictability pp. 506-522: Yongsheng Yi, Feng Ma, Dengshi Huang and Yaojie Zhang
U.S. presidential cycles and the foreign exchange market pp. 523-540: Samar Ashour, David Rakowski and Salil K. Sarkar
An option pricing approach to corporate dividends and the capital investment financing decision pp. 541-553: Don M. Chance

The role of time‐varying rare disaster risks in predicting bond returns and volatility pp. 327-340: Rangan Gupta, Tahir Suleman and Mark Wohar
Forecasting value‐at‐risk in oil prices in the presence of volatility shifts pp. 341-350: Bradley Ewing, Farooq Malik and Hassan Anjum
Local predictive ability of analyst recommendations pp. 351-371: Serkan Karadas and Jorida Papakroni
The bank capital channel and bank profits pp. 372-388: Paul E. Orzechowski
A technical approach to equity investing in emerging markets pp. 389-403: Massoud Metghalchi, Linda A. Hayes and Farhang Niroomand
An innovative feature selection method for support vector machines and its test on the estimation of the credit risk of default pp. 404-427: Eduard Sariev and Guido Germano
Empirics of currency crises: A duration analysis approach pp. 428-449: Mohammad Karimi and Marcel Voia

Equity valuation: A survey of professional practice pp. 219-233: Jerald E. Pinto, Thomas R. Robinson and John Stowe
Jensen's alpha and the market‐timing puzzle pp. 234-255: Sebastian Bunnenberg, Martin Rohleder, Hendrik Scholz and Marco Wilkens
Do firm characteristics matter in explaining the herding effect on returns? pp. 256-271: Riza Demirer and Huacheng Zhang
Reversal and momentum patterns in weekly stock returns: European evidence pp. 272-296: Hannah Lea Hühn and Hendrik Scholz
Estimating yield curves of the U.S. Treasury securities: An interpolation approach pp. 297-321: Feng Guo

The changing landscape of behavioral finance pp. 3-5: Alok Kumar
The affect heuristic and stock ownership: A theoretical perspective pp. 6-37: Jiang Luo and Avanidhar Subrahmanyam
Has local informational advantage disappeared? pp. 38-60: Gennaro Bernile, Alok Kumar, Johan Sulaeman and Qin Wang
Overconfidence among option traders pp. 61-91: Han‐Sheng Chen and Sanjiv Sabherwal
DEEP sleep: The impact of sleep on financial risk taking pp. 92-105: John R. Nofsinger and Corey A. Shank
Gender matters most. The impact on short‐term risk aversion following a financial crash pp. 106-117: James Byder, Diego A. Agudelo and Ignacio Arango
Altruism and egoism in investment decisions pp. 118-148: Daniel Brodback, Nadja Guenster and David Mezger
Sustainability priorities, corporate strategy, and investor behavior pp. 149-167: Linda Espahbodi, Reza Espahbodi, Norma Juma and Amy Westbrook
Name complexity, cognitive fluency, and asset prices pp. 168-196: Chenjun Fang and Ning Zhu
Increasing return response to changes in risk pp. 197-215: Mehmet F. Dicle

Monetary policy rules and the equity risk premium: Evidence from the US experience pp. 287-299: Nicholas Apergis and James Payne
The low beta anomaly: A corporate bond investor's perspective pp. 300-306: Demir Bektić
Basel III capital regulations and bank profitability pp. 307-320: Vighneswara Swamy
Is there a missing factor? A canonical correlation approach to factor models pp. 321-347: Seung C. Ahn, Stephan Dieckmann and M. Fabricio Perez
S&P 500 Index revisions and credit spreads pp. 348-363: Lindsay Baran, Ying Li, Chang Liu, Zilong Liu and Xiaoling Pu

Real interest parity: Evidence from trade partnerships pp. 199-205: Mustapha Ibn Boamah
Warrant price responses to credit spread changes: Fact or fiction? pp. 206-219: Andrea Schertler and Saskia Stoerch
An additional analysis of estimation techniques for the degree of financial leverage pp. 220-231: Steven Stelk, Sang‐Hyun Park, Simon Medcalfe and Michael T. Dugan
Does the source of debt financing affect default risk? pp. 232-251: Wan‐Chien Chiu, Chih‐Wei Wang and Juan Ignacio Peña
Marriage between credit cards and the Internet: Buying is just a click away! pp. 252-266: Hem C. Basnet and Ficawoyi Donou‐Adonsou
Analyzing the effect of derivatives on the financial soundness of commercial banks in Italy: An approach based on the CAMELS framework pp. 267-283: Mohamed Keffala

Evaluating risk‐based capital regulation pp. 83-96: Thomas Hogan, Neil R. Meredith and Xuhao (Harry) Pan
Banks’ earnings: Empirical evidence of the influence of economic and financial market factors pp. 97-116: Stéphane Albert and Hervé Alexandre
Who drives whom ‐ sukuk or bond? A new evidence from granger causality and wavelet approach pp. 117-132: Md. Mahmudul Haque, Mohammad Ashraful Chowdhury, Abdul Aziz Buriev, Obiyathulla Bacha and Abul Masih
Using partial least square discriminant analysis to distinguish between Islamic and conventional banks in the MENA region pp. 133-148: Asma Sghaier, Sami Ben Jabeur and Boutheina Bannour
Corporate social responsibility and the wealth gains from dividend increases pp. 149-166: Charmaine Glegg, Oneil Harris and Thanh Ngo
Over‐investment or risk mitigation? Corporate social responsibility in Asia‐Pacific, Europe, Japan, and the United States pp. 167-193: Sebastian Utz

Public disclosure in acquisitions pp. 3-11: Avanidhar Subrahmanyam and Wenyuan Xu
Bank net interest margins, the yield curve, and the 2007–2009 financial crisis pp. 12-32: Peter V. Egly, David W. Johnk and André Varella Mollick
The commodity super price cycle and real options: Implications for the Greeks of mining firms pp. 33-46: José Guedes
Corporate governance and firm value at dual class firms pp. 47-71: Ting Li and Nataliya Zaiats
International Islamic funds pp. 72-80: Kathrin Lesser and Christian Walkshäusl

Volatility measures as predictors of extreme returns pp. 1-10: Lorne Switzer, Cagdas Tahaoglu and Yun Zhao
Trend in aggregate idiosyncratic volatility pp. 11-28: Kiseok Nam, Shahriar Khaksari and Moonsoo Kang
Tracing dynamic linkages and spillover effect between Pakistani and leading foreign stock markets pp. 29-42: Ghulam Ghouse and Saud Ahmed Khan
Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data pp. 43-56: Remzi Uctum, Patricia Renou‐Maissant, Georges Prat and Sylvie Lecarpentier‐Moyal
Oil price shocks and volatility spillovers in the Nigerian sovereign bond market pp. 57-65: Moses K. Tule, Umar B. Ndako and Samuel F. Onipede
A behavioural explanation to the asymmetric volatility phenomenon: Evidence from market volatility index pp. 66-81: Pratap Chandra Pati, Prabina Rajib and Parama Barai