Review of Financial Economics

1991 - 2025

From John Wiley & Sons
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Volume 10, issue 3, 2001

Corporate Governance Special Issue pp. 189-189

T.K. Mukherjee

Twenty‐five years of corporate governance research … and counting pp. 191-212

Diane K Denis

Junior‐for‐senior announcements pp. 213-225

Robert M Hull and JuliAnn Mazachek

Maturity and exercise price of executive stock options pp. 227-250

Chongwoo Choe

CEO compensation, option incentives, and information disclosure pp. 251-277

Martin Conyon and Graham V Sadler

Volume 10, issue 2, 2001

From the Editors' Desk pp. 81-83

Tarun K. Mukherjee and Gerald Whitney

Volume 10, issue 1, 2001

Further evidence on optimism and underreaction in analysts' forecasts pp. 1-21

Reza Espahbodi, Amitabh Dugar and Hassan Tehranian

Comparing lending decisions of minority‐owned and White‐owned banks pp. 23-39

Harold A. Black, Breck L. Robinson and Robert L. Schweitzer

The fixed payment financing decision pp. 41-55

Sungjune Kang and Michael S Long

Mother Jones pp. 57-70

Greg Filbeck

Does the January effect exist in high‐yield bond market? pp. 71-80

Osamah M Al‐Khazali

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