Review of Financial Economics

1991 - 2025

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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

Volume 21, issue 4, 2012

A logit model of retail investors' individual trading decisions and their relations to insider trades pp. 159-167

Olaf Stotz and Dominik Georgi

Volume, volatility and information linkages in the stock and option markets pp. 168-174

Kin‐Yip Ho, Lin Zheng and Zhaoyong Zhang

What determines the stock market's reaction to monetary policy statements? pp. 175-187

Alexander Kurov

Real option valuation of abandoned farmland pp. 188-192

Michi Nishihara

Corrigendum to “Severity of financing constraints and firms' investments” [Rev. Finan. Econ. 17, (2008), 112–129] pp. 193-193

Tetsuya Kasahara

Volume 21, issue 3, 2012

True Markowitz or assumptions we break and why it matters pp. 93-101

D. Sykes Wilford

FX counterparty risk and trading activity in currency forward and futures markets pp. 102-110

Richard M. Levich

A Bayesian interpretation of the Federal Reserve's dual mandate and the Taylor Rule pp. 111-119

Bluford H. Putnam and Samantha Azzarello

Financial crisis and extreme market risks: Evidence from Europe pp. 120-130

Lucjan Orlowski

Optimal commodity asset allocation with a coherent market risk modeling pp. 131-140

Mazin A.M. Al Janabi

Credit risk dynamics in response to changes in the federal funds target: The implication for firm short‐term debt pp. 141-152

Kwamie Dunbar and Abu S. Amin

The effect of management team characteristics on risk‐taking and style extremity of mutual fund portfolios pp. 153-158

Iordanis Karagiannidis

Volume 21, issue 2, 2012

Do corporate boards matter during the current financial crisis? pp. 39-52

Bill B. Francis, Iftekhar Hasan and Qiang Wu

Islamic investing pp. 53-62

Christian Walkshäusl and Sebastian Lobe

Profitable candlestick trading strategies—The evidence from a new perspective pp. 63-68

Tsung‐Hsun Lu, Yung‐Ming Shiu and Tsung‐Chi Liu

Mutual fund corporate culture and performance pp. 69-81

Aron Gottesman and Matthew Morey

Analyst responses to stock‐index adjustments: Evidence from MSCI Taiwan Index additions pp. 82-89

Chia‐Jung Tu and Yuanchen Chang

Volume 21, issue 1, 2012

Semi‐transparency, dealership market, and foreign exchange market quality pp. 1-13

Liang Ding, Hao Zou and Vittorio Addona

Are exchange rates serially correlated? New evidence from the Euro FX markets pp. 14-20

Adrian Wai‐Kong Cheung, Jen‐Je Su and Astrophel Kim Choo

Staged venture capital contracting with ratchets and liquidation rights pp. 21-30

Dietmar P.J. Leisen

Religious‐based portfolio selection pp. 31-38

Jin‐Ray Lu and Chih‐Ming Chan

Volume 20, issue 4, 2011

The effect of leverage on the tax‐cut versus investment‐subsidy argument pp. 123-129

Anna Danielova and Sudipto Sarkar

The role of corporate governance in the write‐off decision pp. 130-145

Kristina Minnick

Value creation and pricing in buyouts: Empirical evidence from Europe and North America pp. 146-161

Ann‐Kristin Achleitner, Reiner Braun and Nico Engel

Volume 20, issue 3, 2011

The effects of costly exploration on optimal investment timing pp. 105-112

Michi Nishihara and Takashi Shibata

Partial adjustment toward optimal cash holding levels pp. 113-121

Vinod Venkiteshwaran

Volume 20, issue 2, 2011

Quality of financial information and liquidity pp. 49-62

Katsiaryna Salavei Bardos

Revisiting the composition puzzles of the household portfolio: New evidence pp. 63-73

Fangyi Jin

Export pricing and the cross‐country correlation of stock prices pp. 74-83

Juha Tervala

Efficiency under quantile regression: What is the relationship with risk in the EU banking industry? pp. 84-95

Anastasia I. Koutsomanoli‐Filippaki and Emmanuel Mamatzakis

A search for long‐range dependence and chaotic structure in Indian stock market pp. 96-104

Ritesh Kumar Mishra, Sanjay Sehgal and N R Bhanumurthy

Volume 20, issue 1, 2011

Information in short selling: Comparing Nasdaq and the NYSE pp. 1-10

Benjamin Blau, Bonnie F. Van Ness and Robert A. Van Ness

Dividends, maturity, and acquisitions: Evidence from a sample of bank IPOs pp. 11-21

Marcia Millon Cornett, Alex Fayman, Alan J. Marcus and Hassan Tehranian

Are stock returns still mean‐reverting? pp. 22-27

Sandip Mukherji

Electronic versus open outcry trading in agricultural commodities futures markets pp. 28-36

Valeria Martinez, Paramita Gupta, Yiuman Tse and Jullavut Kittiakarasakun

Why falling information costs may increase demand for index funds pp. 37-47

Espen Sirnes