Review of Financial Economics

1991 - 2025

From John Wiley & Sons
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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

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