Review of Financial Economics

1991 - 2025

From John Wiley & Sons
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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

Volume 12, issue 4, 2003

Explaining credit rating differences between Japanese and U.S. agencies pp. 327-344

Yoon S. Shin and William T. Moore

The pricing of U.S. IPOs by seasoned foreign firms pp. 345-362

Timothy R. Burch and Larry Fauver

The day of the week effect on stock market volatility and volume: International evidence pp. 363-380

Halil Kiymaz and Hakan Berument

Liquidity costs: Screen‐based trading versus open outcry pp. 381-396

Carlos A. Ulibarri and John Schatzberg

The survivorship bias, share price effect, and small firm effect in Canadian markets pp. 397-411

Said Elfakhani and Jason Wei

Volume 12, issue 3, 2003

The paper‐bill spread and real output: what matters more, a change in the paper rate or a change in the bill rate? pp. 233-246

Bradley Ewing, Gerald J Lynch and James Payne

Return predictability in African stock markets pp. 247-270

Joe Appiah‐Kusi and Kojo Menyah

Stock price reactions to earnings announcements: evidence from Chinese markets pp. 271-286

Dongwei Su

Conditional performance, portfolio rebalancing, and momentum of small‐cap mutual funds pp. 287-300

Larry Gorman

Dollar exchange rate and stock price: evidence from multivariate cointegration and error correction model pp. 301-313

Ki‐ho Kim

The minimum variance hedge and the bankruptcy risk of the firm pp. 315-326

Lutz Hahnenstein and Klaus Röder

Volume 12, issue 2, 2003

Is presidential cycle in security returns merely a reflection of business conditions? pp. 131-159

James R Booth and Lena Chua Booth

Corporate governance and market valuation of capital and R&D investments pp. 161-172

Kee H. Chung, Peter Wright and Ben Kedia

The impact of firm size on bank debt use pp. 173-189

Linda M. Hooks

The macroeconomic determinants of technology stock price volatility pp. 191-205

Perry Sadorsky

Macroeconomic influences on optimal asset allocation pp. 207-231

Thomas Flavin and M.R. Wickens

Volume 12, issue 1, 2003

Studies in the Industrial Organization and Banking and Financial Markets Special Issue pp. 3-3

Mukherjee T.k and G Whitney

Special issue: studies in the industrial organization and banking and financial markets pp. 5-6

William C. Hunter

The failure of new entrants in commercial banking markets: a split‐population duration analysis pp. 7-33

Robert DeYoung

Do credit unions use their tax advantage to benefit members? Evidence from a cost function pp. 35-47

W Frame, Gordon V Karels and Christine A McClatchey

Market structure, consumer banking, and optimal level of service quality pp. 49-63

William E. Jackson, Purushottaman Nandakumar and Aleda V. Roth

An analysis of advisor choice, fees, and effort in mergers and acquisitions pp. 65-81

William C. Hunter and Julapa Jagtiani

The determination of commercial bank reserve requirements pp. 83-98

Cara S. Lown and John H. Wood

The Basel Committee proposals for a new capital accord: implications for Italian banks pp. 99-126

Andrea Sironi and Cristiano Zazzara

Volume 11, issue 4, 2002

Revisiting the dividend puzzle pp. 241-261

H.Kent Baker, Gary E. Powell and E.Theodore Veit

The performance persistence of foreign closed‐end funds pp. 263-285

Jeff Madura and Martina K. Bers

After‐hours trading of NYSE stocks on the regional stock exchanges pp. 287-297

Thomas McInish, Bonnie F Van Ness and Robert A Van Ness

Long‐term trends and cycles in ASEAN stock markets pp. 299-315

Subhash C. Sharma and Praphan Wongbangpo

Long‐horizon seasoned equity offerings performance in Pacific Rim markets pp. 317-333

Prem G Mathew

Volume 11, issue 3, 2002

J. Ernest Tanner and Walton Terry Wilford pp. 151-151

Charles W Smithson, Bluford H Putnam, Gerald Whitney and D.Sykes Wilford

Risk and return: two sides of the same coin and the tools to turn the coin over pp. 153-158

G Whitney

A Bayesian methodology to explore the effects of memory loss in currency markets pp. 163-173

Bluford H Putnam

VaR pp. 175-189

Neil D. Pearson and Charles Smithson

Irving Fisher and statistical approaches to risk pp. 191-203

Donald Stabile and Bluford H Putnam

A short note on the concept of risk management and VaR for asset management firms pp. 205-212

Bluford H Putnam, D Sykes Wilford and Philip D Zecher

Global portfolios should be optimized in excess, not total returns pp. 213-224

Erik Norland and D.Sykes Wilford

Leverage, liquidity, volatility, time horizon, and the risk of ruin pp. 225-239

Erik Norland and D.Sykes Wilford

Volume 11, issue 2, 2002

Are the Arab Maghreb countries really integratable? pp. 79-90

Ali F Darrat and Anita Pennathur

Interrelationships among regional stock indices pp. 91-108

Orawan Ratanapakorn and Subhash C Sharma

The temporal relationship between large‐ and small‐capitalization stock returns pp. 109-118

Terrance Grieb and Mario G. Reyes

Long‐term nominal interest rates and domestic fundamentals pp. 119-130

Guglielmo Maria Caporale and Geoffrey Williams

Financial development and economic growth pp. 131-150

Yousif Khalifa Al‐Yousif

Volume 11, issue 1, 2002

An empirical analysis of the impact of stock index futures trading on securities dealers' inventory risk in the NASDAQ market pp. 1-17

Salil K. Sarkar and Niranjan Tripathy

A model of broker's trading, with applications to order flow internalization pp. 19-36

Sugato Chakravarty and Asani Sarkar

Membership growth, multiple membership groups and agency control at credit unions pp. 37-46

Keith J Leggett and Robert W Strand

Consumption and asset prices pp. 47-62

Smoluk H.j and Raymond P Neveu

Consistent pricing of warrants and traded options pp. 63-77

Michael Hanke and Klaus Pötzelberger