Review of Financial Economics

1991 - 2025

From John Wiley & Sons
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Volume 18, issue 4, 2009

Macro‐finance VARs and bond risk premia: A caveat pp. 163-171

Marco Taboga

Electronic limit order book and order submission choice around macroeconomic news pp. 172-182

Grigori Erenburg and Dennis Lasser

Information contents misjudged: Digressive convergence to equilibrium in cointegrated prices pp. 183-189

Keshin Tswei and Jing‐yi Lai

Profitability of technical stock trading: Has it moved from daily to intraday data? pp. 190-201

Stephan Schulmeister

The euro–dollar exchange rate and equity flows pp. 202-209

Kari Heimonen

Volume 18, issue 3, 2009

Asset pricing with a reference level of consumption: New evidence from the cross‐section of stock returns pp. 113-123

Joachim Grammig and Andreas Schrimpf

Financial progress and the stability of long‐run money demand: Implications for the conduct of monetary policy in emerging economies pp. 124-131

Ali F. Darrat and Saif S. Al‐Sowaidi

A real options approach for evaluating the implementation of a risk‐sensitive capital rule in banks pp. 132-141

Kjell Bjørn Nordal

Last resort gambles, risky debt and liquidation policy pp. 142-155

Elettra Agliardi and Rainer Andergassen

Survey evidence on forecast accuracy of U.S. term spreads pp. 156-162

Hamid Baghestani

Volume 18, issue 2, 2009

In memory of Professor James R. Webb pp. 67-67

Tarun K. Mukherjee and Gerald A. Whitney

Introduction for special issue of RFE on real estate pp. 68-69

James Webb

Performance differences in property‐type diversified versus specialized real estate investment trusts (REITs) pp. 70-79

Justin D. Benefield, Randy I. Anderson and Leonard V. Zumpano

Common factors in international securitized real estate markets pp. 80-89

Kim Liow and James R. Webb

An analysis of the impact of timberland, farmland and commercial real estate in the asset allocation decisions of institutional investors pp. 90-96

Doug Waggle and Don T. Johnson

Applying VaR to REITs: A comparison of alternative methods pp. 97-102

Chiuling Lu, Sheng‐Ching Wu and Lan‐Chih Ho

Equity and fixed income markets as drivers of securitised real estate pp. 103-111

Chee Seng Cheong, Richard Gerlach, Simon Stevenson, Patrick J. Wilson and Ralf Zurbruegg

Volume 18, issue 1, 2009

Optimal financial education pp. 1-9

Avanidhar Subrahmanyam

Monte Carlo valuation of natural gas investments pp. 10-22

Luis M. Abadie and Jose Chamorro

Empirical performance of multifactor term structure models for pricing and hedging Eurodollar futures options pp. 23-32

I‐Doun Kuo and Yueh‐Neng Lin

The effects of tax policy on financial markets: G3 evidence pp. 33-46

Kerim Arin, Abdullah Mamun and Nanda Purushothman

The effect of monetary policy shocks on stock prices accounting for endogeneity and omitted variable biases pp. 47-55

Mira Farka

The unsung impact of currency risk on the performance of international real property investment pp. 56-65

Kwame Addae‐Dapaah and Wilfred Tan Yong Hwee

Volume 17, issue 4, 2008

Learning from experience and trading volume pp. 245-260

Avanidhar Subrahmanyam

Evaluating stock returns with time‐varying risk aversion driven by trend deviations from the consumption‐to‐wealth ratio: An analysis conditional on income levels pp. 261-279

H.J. Smoluk and James Bennett

The day‐of‐the‐week effect and conditional volatility: Sensitivity of error distributional assumptions pp. 280-295

H. Kent Baker, Abdul Rahman and Samir Saadi

Endogenous screening, credit crunches, and competition in laxity pp. 296-314

Sherrill Shaffer and Scott Hoover

Profit sharing and investment by regulated utilities: A welfare analysis pp. 315-337

Michele Moretto, Paolo Panteghini and Carlo Scarpa

Estimating exchange rate responsiveness to shocks pp. 338-351

Paresh Kumar Narayan

Volume 17, issue 3, 2008

U.S. corporate bond returns: A study of market anomalies based on broad industry groups pp. 157-171

Srinivas Nippani and Augustine C. Arize

Can economic liberalization and improved governance alter the defense–growth trade‐off? pp. 172-182

Robert Looney and Robert M. McNab

Market switching in shipping — A real option model applied to the valuation of combination carriers pp. 183-203

Sigbjørn Sødal, Steen Koekebakker and Roar Aadland

Random walk and breaking trend in financial series: An econometric critique of unit root tests pp. 204-212

Abdul Rahman and Samir Saadi

A comparative analysis of proxies for an optimal leverage ratio pp. 213-227

Ranjan D'Mello and Joseph Farhat

Changes in the risk structure of stock returns: Consumer Confidence and the dotcom bubble pp. 228-244

Lawrence Leger and Vitor Leone

Volume 17, issue 2, 2008

Capital shocks, bank asset allocation, and the revised Basel Accord pp. 79-91

Kevin T. Jacques

Bivariate relative city price convergence in the United States: 1918–1997 pp. 92-111

Robert Sonora

Severity of financing constraints and firms' investments pp. 112-129

Tetsuya Kasahara

Military industrialization and economic development: Jordan's defense industry pp. 130-145

Jomana Amara

Long memory in energy futures prices pp. 146-155

John Elder and Apostolos Serletis

Volume 17, issue 1, 2008

Introduction to the special issue on defense industries pp. 1-2

Robert Looney, Peter Frederiksen and Robert McNab

The impact of economic factors and acquisition reforms on the cost of defense weapon systems pp. 3-13

James P. Smirnoff and Michael Hicks

What drives the market value of firms in the defense industry? pp. 14-32

Gunther Capelle‐Blancard and Nicolas Couderc

A market reaction to DOD contract delay — Does the market reward poor performance? pp. 33-45

Robert Carden, Sonia E. Leach and Jeffrey S. Smith

Defence and firm financial structure in France pp. 46-61

Jean Belin and Marianne Guille

An empirical analysis of the factors impacting discount rates: Evidence from the U.S. Marine Corps pp. 62-78

Nayantara Hensel and Martin Deichert

Volume 16, issue 4, 2007

Determinants of cost efficiencies in the mutual fund industry pp. 323-334

D.K. Malhotra, Rand Martin and Philip Russel

Public private partnerships: Incentives, risk transfer and real options pp. 335-349

Ana Belen Alonso‐Conde, Christine Brown and Javier Rojo‐Suarez

Nonlinear duration dependence in stock market cycles pp. 350-362

Yvette S. Harman and Thomas Zuehlke

Rothschild–Stiglitz's definition of increasing risk and the relationship between volatility and risk premium pp. 363-374

Juho Kanniainen

The effect of Fed monetary policy regimes on the US interest rate swap spreads pp. 375-399

Ying Huang and Carl R. Chen

Volume 16, issue 3, 2007

Exchange rates and international financial assets: A special issue in honor of Stanley W. Black pp. 231-234

David Cushman and Janice Boucher Breuer

The benefits of expediting government gold sales pp. 235-258

Dale Henderson, Stephen Salant, John S. Irons and Sebastian Thomas

Fatal attraction: Using distance to measure contagion in good times as well as bad pp. 259-273

Tamim Bayoumi, Giorgio Fazio, Manmohan Kumar and Ronald MacDonald

An event study of institutions and currency crises pp. 274-290

Pattama L. Shimpalee and Janice Boucher Breuer

Foreign participation in local currency bond markets pp. 291-304

John Burger and Francis E. Warnock

A portfolio balance approach to the Canadian–U.S. exchange rate pp. 305-320

David Cushman

Volume 16, issue 2, 2007

Real option analysis of a technology portfolio pp. 127-147

Petri Hilli, Maarit Kallio and Markku Kallio

Forecasting the macroeconomy with contemporaneous financial market information: Europe and the United States pp. 149-175

Juha Junttila

Do investors overreact to earnings warnings? pp. 177-201

Oranee Tawatnuntachai and Devrim Yaman

Momentum and industry growth pp. 203-215

Assem Safieddine and Ramana Sonti

Psychological barriers in gold prices? pp. 217-230

Raj Aggarwal and Brian Lucey

Volume 16, issue 1, 2007

Leveraging corporate strategic advantage using alliances and joint ventures pp. 1-3

Su Han Chan, John Kensinger and John Martin

Who chooses whom? Syndication, skills and reputation pp. 5-28

Tereza Tykvova

Joint ventures around the globe from 1990–2000: Forms, types, industries, countries and ownership patterns pp. 29-67

Sviatoslav A. Moskalev and R. Bruce Swensen

Costs, valuation, and long‐term operating effects of global strategic alliances pp. 69-90

Kalu Ojah

Dynamic market entry and the value of flexibility in transitional international joint ventures pp. 91-110

Elmar Lukas

The potential for expropriation through joint ventures pp. 111-126

Spencer A. Case, D. Scott Lee and John D. Martin