Review of Financial Economics

1991 - 2025

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Volume 15, issue 4, 2006

The impact of macroeconomic uncertainty on non‐financial firms' demand for liquidity pp. 289-304

Christopher Baum, Mustafa Caglayan, Neslihan Ozkan and Oleksandr Talavera

Testing for international equity market integration using regime switching cointegration techniques pp. 305-321

Andrew Davies

Asymmetric adjustment in the prime lending–deposit rate spread pp. 323-329

Mark A. Thompson

Variations in effects of monetary policy on stock market returns in the past four decades pp. 331-349

Ling T. He

Volume 15, issue 3, 2006

Financial deregulation and efficiency: An empirical analysis of Indian banks during the post reform period pp. 193-221

Abhiman Das and Saibal Ghosh

Globalization and portfolio risk over time: The role of exchange rate pp. 223-236

Iraj J. Fooladi and John Rumsey

The long‐run stock performance of preferred stock issuers pp. 237-250

John S. Howe and Hongbok Lee

Determinants of stock option use by Japanese companies pp. 251-269

Konari Uchida

Risk and wealth effects of U.S. firm joint venture activity pp. 271-285

Karen C. Denning, Heather Hulburt and Stephen P. Ferris

Volume 15, issue 2, 2006

Real options and games: Competition, alliances and other applications of valuation and strategy pp. 95-112

Han T.J. Smit and Lenos Trigeorgis

Does futures exhibit maturity effect? New evidence from an extensive set of US and foreign futures contracts pp. 113-128

Elton Daal, Joseph Farhat and Peihwang P. Wei

Extending the universality of the Heath–Jarrow–Morton model pp. 129-157

Dwight Grant and Gautam Vora

Co‐integrating currencies and yield differentials pp. 159-175

Ahmet Can Inci

An evaluation of the professional forecasts of U.S. long‐term interest rates pp. 177-191

Hamid Baghestani

Volume 15, issue 1, 2006

In search of a residual dividend policy pp. 1-18

H. Kent Baker and David Smith

Back on the balance sheet: The tax effects of contingent claims in commercial banking pp. 19-27

Derrick Reagle

Fractional integration in daily stock market indexes pp. 28-48

L.A. Gil‐Alana

Factor‐product markets and firm's capital structure: A literature review pp. 49-75

Abdulaziz Istaitieh and José M. Rodríguez‐Fernández

Stock returns and inflation in Greece: A Markov switching approach pp. 76-94

George Hondroyiannis and Evangelia Papapetrou

Volume 14, issue 3-4, 2005

Acknowledgement pp. 187-187

Kuldeep Shastri and Lenos Trigeorgis

VaR in real options analysis pp. 189-208

Giuseppe Alesii

Rivalry under price and quantity uncertainty pp. 209-224

Dean Paxson and Helena Pinto

License valuation in the aerospace industry: A real options approach pp. 225-239

Luke Miller and Mark Bertus

Investment, irreversibility, and options: An empirical framework pp. 241-254

Joseph Shaanan

Real options, irreversible investment and firm uncertainty: New evidence from U.S. firms pp. 255-279

Laarni T. Bulan

An option pricing framework for valuation of football players pp. 281-295

Radu Tunaru, Ephraim Clark and Howard Viney

Real options and the value of generation capacity in the German electricity market pp. 297-310

Jaroslava Hlouskova, Stephan Kossmeier, Michael Obersteiner and Alexander Schnabl

How to analyze the investment–uncertainty relationship in real option models? pp. 311-322

Diderik Lund

The option value of patent litigation: Theory and evidence pp. 323-351

Alan C. Marco

Interaction between real options and financial hedging: Fact or fiction in managerial decision‐making pp. 353-369

Tom Aabo and Betty J. Simkins

Flexibility and technology choice in gas fired power plant investments pp. 371-393

Erkka Näsäkkälä and Stein-Erik Fleten

Volume 14, issue 2, 2005

Money and macroeconomic performance: revisiting divisia money pp. 93-101

Ali F. Darrat, Marc C. Chopin and Bento Lobo

Takeover bids, unconditional offer price and investor protection pp. 103-126

Hubert de La Bruslerie and Catherine Deffains‐Crapsky

Parity conditions and the efficiency of the Australian 90‐ and 180‐day forward markets pp. 127-145

Bruce Felmingham and SuSan Leong

Interest rate smoothing and financial stability pp. 147-171

R. Todd Smith and Henry van Egteren

A text book treatment of calculating returns on non‐traditional portfolios pp. 173-186

G.D. Hancock

Volume 14, issue 1, 2005

Information flow between the stock and option markets: Where do informed traders trade? pp. 1-23

Carl R. Chen, Peter P. Lung and Nicholas S.P. Tay

Long‐horizon abnormal performance following rights issues and placings: Additional evidence from the U.K. market pp. 25-45

Keng‐Yu Ho

The nominal duration of TIPS bonds pp. 47-60

Francis E. Laatsch and Daniel P. Klein

Stock market speculation and managerial myopia pp. 61-79

Ingmar Nyman

Non‐linear dynamics in international stock market returns pp. 81-91

David G. McMillan

Volume 13, issue 4, 2004

Mutual fund characteristics, managerial attributes, and fund performance pp. 305-326

Laurie Prather, William J. Bertin and Thomas Henker

Fractional cointegration and real exchange rates pp. 327-340

Guglielmo Maria Caporale and Luis A. Gil‐Alana

The interaction between opening call auctions and ongoing trade: Evidence from the NYSE pp. 341-356

Raymond M. Brooks and Jonathan Moulton

On the estimation of stock‐market reaction to corporate layoff announcements pp. 357-370

TeWhan Hahn and Mario G. Reyes

The efficiency and the conduct of European banks: Developments after 1992 pp. 371-396

Paul Schure, Rien Wagenvoort and Dermot O'Brien

Volume 13, issue 3, 2004

Catching up with the Americans pp. 211-229

Smoluk H.j and David VanderLinden

On the determinants of “small” and “large” foreign exchange market interventions: The case of the Japanese interventions in the 1990s pp. 231-243

Michael Frenkel, Christian Pierdzioch and Georg Stadtmann

Fractional cointegration and tests of present value models pp. 245-258

Guglielmo Maria Caporale and Luis A. Gil‐Alana

Agency theory and the House bank affair pp. 259-267

Dianna C Preece, Donald J Mullineaux, Greg Filbeck and Steven A Dennis

Relative risk aversion among the elderly pp. 269-281

Don Bellante and Carole A. Green

Sale of monopoly information and behavior of rivaling clients: A theoretical perspective pp. 283-304

Chun‐Hao Chang, Arun J. Prakash and Shu Yeh

Volume 13, issue 1-2, 2004

Commercial Banks: Performance, Regulation and Market Value pp. iii-iii

Tarun K. Mukherjee and Gerald Whitney

An overview of commercial banks: performance, regulation, and market value pp. 1-5

Marcia M Cornett and Hassan Tehranian

Consolidation in US banking: Which banks engage in mergers? pp. 7-39

David Wheelock and Paul Wilson

Portuguese banking: A structural model of competition in the deposits market pp. 41-63

Ana Canhoto

Effects of IPO mispricing on the risk and reputational capital of commercial banks pp. 65-77

L.Paige Fields and Donald R. Fraser

The impact of banks' expanded securities powers on small‐business lending pp. 79-102

David P. Ely and Kenneth Robinson

The wealth effects from a subordinated debt policy: evidence from passage of the Gramm–Leach–Bliley Act pp. 103-119

Andrew H Chen, Kenneth Robinson and Thomas Siems

Postmortem on the Federal Reserve's Functional Cost Analysis Program: how useful was the FCA? pp. 121-148

Evren Ors

Continuing dangers of disinformation in corporate accounting reports pp. 149-164

Edward Kane

Deposit insurance and specialization in commercial bank lending pp. 165-177

James R. Booth and Lena Chua Booth

Credit card rates and consumer search pp. 179-198

Mitchell Berlin and Loretta Mester

Monetary secrecy and selective disclosure: The emerging market case of Mexico's monetary reporting pp. 199-210

Berry Wilson and Anthony Saunders