Review of Financial Economics

1991 - 2025

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Volume 30, issue 1, 2016

Excess pay and deficient performance pp. 1-10

Mary Ellen Carter, Lei Li, Alan J. Marcus and Hassan Tehranian

Internet, consumer spending, and credit card balance: Evidence from US consumers pp. 11-22

Hem C. Basnet and Ficawoyi Donou‐Adonsou

Conditional interest rate risk and the cross‐section of excess stock returns pp. 23-32

Victoria Atanasov

The incremental information content of innovations in implied idiosyncratic volatility pp. 33-44

Cliff R. Moll and Stephen P. Huffman

Repayment behavior in peer‐to‐peer microfinancing: Empirical evidence from Kiva pp. 45-59

Gregor Dorfleitner and Eva‐Maria Oswald

An empirical application of the EVA® framework to business cycles pp. 60-67

Nicolas Cachanosky and Peter Lewin

Reversal of 3‐day losers and continuation of 3‐day winners on the NASDAQ pp. 68-73

Jose Gutierrez

Volume 29, issue 1, 2016

Can hedge funds time global equity markets? Evidence from emerging markets pp. 2-11

Adam L. Aiken, Osman Kilic and Sean Reid

Synthetic hedge funds pp. 12-22

Mario Fischer, Matthias X. Hanauer and Robert Heigermoser

The performance of female hedge fund managers pp. 23-36

Rajesh Aggarwal and Nicole M. Boyson

Are Smart Beta strategies suitable for hedge fund portfolios? pp. 37-51

Asmerilda Hitaj and Giovanni Zambruno

Activist hedge funds and firm disclosure pp. 52-63

Jing Chen and Michael J. Jung

Volume 28, issue 1, 2016

Is a pure TIPS strategy truly risk free? pp. 1-20

Paul J. Haensly

Financial constraints, board governance standards, and corporate cash holdings pp. 21-34

Choonsik Lee and Heungju Park

How much can lack of marketability affect private equity fund values? pp. 35-45

Axel Buchner

Trading behavior in S&P 500 index futures pp. 46-55

Lee Smales

Can stochastic discount factor models explain the cross‐section of equity returns? pp. 56-68

Pongrapeeporn Abhakorn, Peter Smith and Michael R. Wickens

Volume 27, issue 1, 2015

High order smooth ambiguity preferences and asset prices pp. 1-15

Julian Thimme and Clemens Völkert

Optimal default and liquidation with tangible assets and debt renegotiation pp. 16-27

Makoto Goto and Teruyoshi Suzuki

An inverted U‐shaped crude oil price return‐implied volatility relationship pp. 28-45

Temisan Agbeyegbe

Bank leverage and profitability: Evidence from a sample of international banks pp. 46-57

Andrea Beltratti and Giovanna Paladino

Out‐of‐sample evaluation of macro announcements, linearity, long memory, heterogeneity and jumps in mini‐futures markets pp. 58-67

Dimitrios Vortelinos

Should I stay, or should I go? – How fund dynamics influence venture capital exit decisions pp. 68-82

Carolin Bock and Maximilian Schmidt

Volume 26, issue 1, 2015

The role of institutional investors and individual investors in financial markets: Evidence from closed‐end funds pp. 1-11

Emily J. Huang

The conundrum of profitability versus soundness for banks by ownership type: Evidence from the Indian banking sector pp. 12-24

Sreejata Banerjee and Malathi Velamuri

The wages of social responsibility — where are they? A critical review of ESG investing pp. 25-35

Gerhard Halbritter and Gregor Dorfleitner

On the interaction between momentum effect and size effect pp. 36-46

Yasser Alhenawi

Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads pp. 47-54

Jari Hännikäinen

Market‐timing the business cycle pp. 55-64

Rolando F. Peláez

Volume 25, issue 1, 2015

Preface to the Special Issue on “Changing Dynamics in Financial Economics” pp. 1-2

Bluford H. Putnam and D. Sykes Wilford

From pit to electronic trading: Impact on price volatility of U.S. Treasury futures pp. 3-9

Lucjan Orlowski

Economics as energy framework: Complexity, turbulence, financial crises, and protectionism pp. 10-18

John Rutledge

Modeling fund and portfolio risk: A bi‐modal approach to analyzing risk in turbulent markets pp. 19-26

Iordanis Karagiannidis and D. Sykes Wilford

Evolving dynamics of the relationship between US core inflation and unemployment pp. 27-34

Bluford H. Putnam and Samantha Azzarello

Tracking exchange rate management in Latin America pp. 35-41

Cesar Carrera

Volume 24, issue 1, 2015

Market conditions, governance and the information content of insider trades pp. 1-11

Harjeet S. Bhabra and Ashrafee T. Hossain

Are equities good inflation hedges? A frequency domain perspective pp. 12-17

Cetin Ciner

Leading indicators of systemic banking crises: Finland in a panel of EU countries pp. 18-35

Patrizio Lainà, Juho Nyholm and Peter Sarlin

Split ratings and debt‐signaling in bond markets: A note pp. 36-41

Ashraf Ismail, Seunghack Oh and Nuruzzaman Arsyad

A comparison of buy‐side and sell‐side analysts pp. 42-51

Jeffrey Hobbs and Vivek Singh

Board independence and corporate investments pp. 52-64

Jun Lu and Wei Wang

Volume 23, issue 4, 2014

Causal nexus between economic growth, banking sector development, stock market development, and other macroeconomic variables: The case of ASEAN countries pp. 155-173

Rudra P. Pradhan, Mak Arvin, John H. Hall and Sahar Bahmani

Gold mining companies and the price of gold pp. 174-181

Dirk G. Baur

Does non‐interest income make banks more risky? Retail‐ versus investment‐oriented banks pp. 182-193

Matthias Köhler

Cross‐market spillovers with ‘volatility surprise’ pp. 194-207

Sofiane Aboura and Julien Chevallier

Socially responsible investing and stock performance: New empirical evidence for the US and European stock markets pp. 208-216

Janick Christian Mollet and Andreas Ziegler

Business cycle, storage, and energy prices pp. 217-226

Oleg Kucher and Alexander Kurov

What explains the lack of monetary policy influence on bank holding companies? pp. 227-235

Abdullah Mamun and M. Kabir Hassan

Volume 23, issue 3, 2014

Changing banking relationships and client‐firm performance: Evidence from Japan for the 1990s pp. 107-119

Daisuke Tsuruta

The predictability of aggregate returns on commodity futures pp. 120-130

Fabian T. Lutzenberger

The output gap and expected security returns pp. 131-140

Anindya Biswas

Testing for financial contagion based on a nonparametric measure of the cross‐market correlation pp. 141-147

Fuchun Li and Hui Zhu

IPO first‐day returns: Skewness preference, investor sentiment and uncertainty underlying factors pp. 148-154

Dorsaf Ben Aissia

Volume 23, issue 2, 2014

The abnormal psychology of investment performance pp. 55-63

Fernando M. Patterson and Robert T. Daigler

Does sovereign risk matter? New evidence from eurozone corporate bond ratings and zero‐volatility spreads pp. 64-74

Christian Klein and Christoph Stellner

Preemption, leverage, and financing constraints pp. 75-89

Michi Nishihara and Takashi Shibata

Forecasting GDP growth with financial market data in Finland: Revisiting stylized facts in a small open economy during the financial crisis pp. 90-97

Petri Kuosmanen and Juuso Vataja

Liquidity and capital under uncertainty and changing market sentiment: A simple analysis pp. 98-105

Biagio Bossone

Volume 23, issue 1, 2014

The spirit of capitalism among the income classes pp. 1-9

H.J. Smoluk and John Voyer

Opaque financial reports and R2: Revisited pp. 10-17

Sudip Datta, Mai Iskandar‐Datta and Vivek Singh

Foreign exchange rate exposure: Evidence from Canada pp. 18-29

Mohammad Al‐Shboul and Sajid Anwar

Predictability of the simple technical trading rules: An out‐of‐sample test pp. 30-45

Jiali Fang, Ben Jacobsen and Yafeng Qin

Resurrecting the size effect: Evidence from a panel nonlinear cointegration model for the G7 stock markets pp. 46-53

Nicholas Apergis and James Payne