Review of Financial Economics

1991 - 2025

From John Wiley & Sons
Bibliographic data for series maintained by Wiley Content Delivery ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 9, issue 2, 2000

A comparative analysis of the price‐process model of mortgage valuation pp. 65-82

Austin Murphy

Information conveyed by seasoned security offerings: evidence from components of the bid–ask spread pp. 83-99

Raymond M Brooks and Ajay Patel

Market perception of efficiency in bank holding company mergers: the roles of the DEA and SFA models in capturing merger potential pp. 101-120

Theodor Kohers, Ming‐hsiang Huang and Ninon Kohers

Microeconomic foundations of an optimal currency area pp. 121-128

James L Swofford

Volume 9, issue 1, 2000

Effectiveness of CEO pay‐for‐performance pp. 1-13

Chandra S Mishra, Daniel L McConaughy and David H Gobeli

Convertible debt: an effective financial instrument to control managerial opportunism pp. 15-26

Nobuyuki Isagawa

Equilibrium with divergence of opinion pp. 27-41

Edward M Miller

A stochastic model of superstardom: evidence from institutional investor's All‐American Research Team pp. 43-53

Raymond Cox and Robert T. Kleiman

Dividend initiations in reverse‐LBO firms pp. 55-63

Arman Kosedag and David Michayluk

Volume 8, issue 2, 1999

The changing long‐run linkage between yields on Treasury and municipal bonds and the 1986 Tax Act pp. 101-119

William Crowder and Mark Wohar

Futures and realized cash or settle prices for gold, silver, and copper pp. 121-138

Oscar Varela

Weekday variations in short‐term contrarian profits in futures markets pp. 139-148

J.Barry Lin, Joseph I. Onochie and Avner S. Wolf

Jump risk in the U.S. stock market: Evidence using political information pp. 149-163

Bento Lobo

Volume 8, issue 1, 1999

Size, time‐varying beta, and conditional heteroscedasticity in UK stock returns pp. 1-10

Mario G. Reyes

New evidence on the impact of size and taxation on the seasonality of UK equity returns pp. 11-24

Kojo Menyah

An analysis of nontraditional activities at U.S. commercial banks pp. 25-39

Kevin Rogers and Joseph F. Sinkey

An empirical analysis of the equity markets in China pp. 41-60

Rajen Mookerjee and Qiao Yu

The wealth effects of shareholder‐sponsored proposals pp. 61-72

James M. Forjan

Evidence of psychological barriers in the conditional moments of major world stock indices pp. 73-91

Ken B. Cyree, Dale L. Domian, David A. Louton and Elizabeth J. Yobaccio

Presidential administrations and the day‐of‐the‐week effect in stock returns pp. 93-99

Kartono Liano, Kadir Liano and Herman Manakyan

Volume 7, issue 2, 1998

‘No‐load’ dividend reinvestment plans pp. 121-141

Paul John Steinbart and Zane Swanson

The effect of ownership structure on firm performance: Additional evidence pp. 143-155

Ki C. Han and David Y. Suk

A comparative analysis of leveraged recapitalization versus leveraged buyout as a takeover defense pp. 157-172

Sung C. Bae and Daniel P. Simet

An accounting analysis of the risk‐return relationship in bull and bear markets pp. 173-182

Moon K. Kim and Badr E. Ismail

Trading volume and firm‐specific announcements: Implications for the market model pp. 183-195

John A. Helmuth and Ashok J. Robin

Can insiders bail themselves out before private renegotiation? pp. 197-211

Jasmine Yur‐Austin

Does money matter in developing economies? Some evidence from the Solow estimator pp. 213-220

Ali F. Darrat and Yousif K. Al‐Yousif

Volume 7, issue 1, 1998

Founding family controlled firms: Efficiency and value pp. 1-19

Daniel L. McConaughy, Michael C. Walker, Glenn V. Henderson and Chandra S. Mishra

The implication of discount rate changes for market timing pp. 21-33

Laurie Prather and William J. Bertin

The impact of dealer failures on primary dealers and on the market for repurchase agreements pp. 35-53

Ann Marie Whyte

An empirical analysis of the impact of federal budget deficits on long‐term nominal interest rate yields, 1973.2–1995.4, using alternative expected inflation measures pp. 55-64

Richard Cebula

Seasonality in Canadian treasury bond returns: An institutional explanation pp. 65-86

George Athanassakos and Yisong Sam Tian

Holding company affiliation versus branching by independent banks: A cost analysis for interstate banking pp. 87-101

Joyce T. Chen, Chong‐Tong Chen and Rasoul Rezvanian

Closed‐end funds and sentiment risk pp. 103-119

Alan K. Severn

Volume 6, issue 2, 1997

Participation rates of dividend reinvestment plans: Differences between utility and nonutility firms pp. 121-135

Janet M. Todd and Dale L. Domian

The impact of social‐responsibility screens on investment performance: Evidence from the Domini 400 social index and Domini Equity Mutual Fund pp. 137-149

David A. Sauer

The effect of work stoppages on the value of firms in Canada pp. 151-166

Robert Hanrahan, Joseph Kushner, Felice Martinello and Isidore Masse

Robust beta estimation: Some empirical evidence pp. 167-186

Wai Mun Fong

A nonparametric investigation of the 90‐day t‐bill rate pp. 187-198

John T. Barkoulas, Christopher Baum and Joseph Onochie

Default probability on corporate bonds: A contingent claims model pp. 199-209

John Trussel

The one‐share‐one‐vote‐rule and managerial compensation pp. 211-223

John L. Teall

Prospect theory as an explanation of risky choice by professional investors: Some evidence pp. 225-232

Robert A. Olsen

Volume 6, issue 1, 1997

The ex ante effects of trade halting rules on informed trading strategies and market liquidity pp. 1-14

Avanidhar Subrahmanyam

“Wall street week with Louis Rukheyser” recommendations:Trading activity and performance pp. 15-27

Jess Beltz and Robert Jennings

Market efficiency before and after the introduction of electronic trading at the Toronto stock exchange pp. 29-56

William C. Freund, Maurice Larrain and Michael S. Pagano

Listing of put options: Is there any volatility effect? pp. 57-75

Mohammed Chaudhury and Said Elfakhami

An empirical note on demand for speculation and futures risk premium: A Kalman Filter application pp. 77-93

Ahmet E. Kocagil and Kudret Topyan

Foreign trade and exchange‐rate risk in the G‐7 countries: Cointegration and error‐correction models pp. 95-112

A.C. Arize

Riding the yield curve: Term premiums and excess returns pp. 113-119

Rolando F. Pelaez

Volume 5, issue 2, 1996

Abnormal profits and relative strength in mutual fund returns pp. 101-116

David A. Volkman and Mark Wohar

Catastrophic events, contagion, and stock market efficiency: the case of the space shuttle challenger pp. 117-129

Laurence E. Blose, Robin Bornkamp, Marci Brier, Kendis Brown and Jerry Frederick

Determinants of time‐series properties of earnings and cash flows pp. 131-145

Badr Ismail and Kwan Choi

Behavior of earnings, stock returns, accruals, and analysts' forecasts following negative annual earnings pp. 147-162

Michael Ettredge, Richard Toolson, Steve Hall and Chongkil Na

The policy content of the yield curve slope pp. 163-179

Edward N. Gamber

Mergers and macro‐economic factors pp. 181-190

Joseph Yagil

Wealth effects of reserve requirement reductions in the 1990s on depository institutions pp. 191-204

Kenneth S. Bartunek and Jeff Madura

Volume 5, issue 1, 1996

A re‐examination of international seasonalities pp. 1-17

Alan Alford and Daryl M. Guffey

Portfolio rebalancing, institutional ownership, and the small firm‐January effect pp. 19-29

David C. Porter, Gary E. Powell and Daniel G. Weaver

An examination of the day‐of‐the‐week effect in junk bond returns over business cycles pp. 31-46

Theodor Kohers and Jayen B. Patel

Trading volume and firm size: A test of the information spillover hypothesis pp. 47-58

Robert A. Weigand

Market response to analyst recommendations in the “dartboard” column: the information and price‐pressure effects pp. 59-74

Robert L. Albert and Timothy R. Smaby

The prediction of default for high yield bond issues pp. 75-89

Stephen P. Huffman and David J. Ward

Dividend reinvestment plans as efficient methods of raising equity financing pp. 91-100

Foster Roden and Tom Stripling