Review of Financial Economics

1991 - 2025

From John Wiley & Sons
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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

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

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

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

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

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

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

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

Nonlinear modelling of target leverage with latent determinant variables — new evidence on the trade‐off theory pp. 137-150: Ralf Sabiwalsky
Credit market structure and bank screening pp. 151-160: Mariarosaria Agostino, Francesca Gagliardi and Francesco Trivieri
A historical examination of optimal real return portfolios for non‐US investors pp. 161-178: Salvatore Bruno and Ludwig Chincarini
Does offshoring create value for shareholders? pp. 179-191: Alexandros P. Prezas, Karen Simonyan and Gopala Vasudevan
The impact of macroeconomic uncertainty on non‐financial firms' demand for liquidity: A note pp. 192-193: Jie Dai

Can common stocks provide a hedge against inflation? Evidence from African countries pp. 91-100: Imhotep Alagidede and Theodore Panagiotidis
Competitive conditions in Islamic and conventional banking: A global perspective pp. 101-108: Rima Turk Ariss
An optimization process in Value‐at‐Risk estimation pp. 109-116: Alex Huang
Fundamental indexing around the world pp. 117-127: Christian Walkshäusl and Sebastian Lobe
Terrorism activity, investor sentiment, and stock returns pp. 128-135: Konstantinos Drakos

Introduction to the special issue on project finance pp. 47-48: William L. Megginson
Project finance as a driver of economic growth in low‐income countries pp. 49-59: Stefanie Kleimeier and Roald Versteeg
Offtaking agreements and how they impact the cost of funding for project finance deals pp. 60-71: Veronica Bonetti, Stefano Caselli and Stefano Gatti
Project financing: Deal or no deal pp. 72-77: Yunbi An and Keith Cheung
Government guarantees and risk sharing in public–private partnerships pp. 78-83: Ryuta Takashima, Kyoko Yagi and Hiroshi Takamori
An overview of project finance binomial loan valuation pp. 84-89: Joseph K. Winsen

Delivery options and convexity in Treasury bond and note futures pp. 1-7: Robin Grieves, Alan J. Marcus and Adrian Woodhams
Differences in individual NYSE specialists' performances and strategies pp. 8-18: Bülent Köksal
Habit persistence, impediments to production factor adjustments, and asset returns in general equilibrium models with self‐fulfilling expectations pp. 19-27: Natalia Gershun
PMA license valuation: A Bayesian learning real options approach pp. 28-37: Luke T. Miller
Does the prospect theory also hold for power traders? Empirical evidence from a Swiss energy company pp. 38-45: Erkan Kalayci and Ulkem Basdas