Review of Financial Economics

1991 - 2025

From John Wiley & Sons
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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

Volume 22, issue 4, 2013

Initial credit ratings and earnings management pp. 135-145

K. Ozgur Demirtas and Kimberly Rodgers Cornaggia

The effect of banking market structure on the lending channel: Evidence from emerging markets pp. 146-157

Mohammed Amidu and Simon Wolfe

Entrepreneurial risk aversion, net worth effects and real fluctuations pp. 158-168

Cristian Pardo

Asset pricing under quantile utility maximization pp. 169-179

Bruno Giovannetti

The high returns to low volatility stocks are actually a premium on high quality firms pp. 180-186

Christian Walkshäusl

Asymmetric adjustments in the spread of lending and deposit rates: Evidence from extended threshold unit root tests pp. 187-193

Junsoo Lee, Mark Strazicich and Byung Chul Yu

What makes a joint venture: Micro‐evidence from Sino‐Italian contracts pp. 194-205

Valeria Gattai and Piergiovanna Natale

Time‐changed Lévy jump processes with GARCH model on reverse convertibles pp. 206-212

Wei W. Simi and Xiaoli Wang

Irrational fads, short‐term memory emulation, and asset predictability pp. 213-219

Stelios Bekiros

Volume 22, issue 3, 2013

Estimation of tail‐related risk measures in the Indian stock market: An extreme value approach pp. 79-85

Madhusudan Karmakar

Do FOMC minutes matter to markets? An intraday analysis of FOMC minutes releases on individual equity volatility and returns pp. 86-97

Daniel Jubinski and Marc Tomljanovich

The value implications of restrictions on asset sales pp. 98-108

Valeriy Sibilkov, Miroslava Straska and H. Gregory Waller

Financial reforms and technical efficiency in Indian commercial banking: A generalized stochastic frontier analysis pp. 109-117

Aditi Bhattacharyya and Sudeshna Pal

The impact of (global) business cycle risk on the German and British stock markets: Evidence from the first age of globalization pp. 118-124

Thomas Nitschka

The conditional relation between dispersion and return pp. 125-134

Riza Demirer and Shrikant P. Jategaonkar

Volume 22, issue 2, 2013

Is gold the best hedge and a safe haven under changing stock market volatility? pp. 47-52

Matthew Hood and Farooq Malik

Sovereign asset values and implications for the credit market pp. 53-60

Eva‐Maria Kalteier and Peter Posch

Can habit formation under complete market integration explain the cross‐section of international equity risk premia? pp. 61-67

Benjamin R. Auer

Islamic and conventional banks' soundness during the 2007–2008 financial crisis pp. 68-77

Khawla Bourkhis and Mahmoud Nabi

Volume 22, issue 1, 2013

Essential concepts necessary to consider when evaluating the efficacy of quantitative easing pp. 1-7

Bluford H. Putnam

An examination of the relation between asymmetric risk measures, prior returns and expected daily stock returns pp. 8-19

Stephen P. Huffman and Cliff R. Moll

The performance of venture capital investments: Do investors overreact? pp. 20-35

Ann‐Kristin Achleitner, Nico Engel and Uwe Reiner

Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations pp. 36-46

Patrick Konermann, Christoph Meinerding and Olga Sedova