The Quarterly Review of Economics and Finance
2016, Volume 60, Issue C
- 1-11 The role of bank lending tightening on corporate bond issuance in the eurozone
by Kaya, Orcun & Wang, Lulu
- 12-28 Risk-taking incentives through excess variable compensation: Evidence from European banks
by Uhde, André
- 29-39 Is euro area money demand for M3 still stable?
by Jung, Alexander
- 40-57 Export constraint and domestic fiscal reform: Lessons from 2011 subsidy reform in Iran
by Gahvari, Firouz & Karimi, Seyed Mohammad
- 58-69 Banking performance and industry growth in an oil-rich economy: Evidence from Qatar
by Mirzaei, Ali & Moore, Tomoe
- 70-80 Argentina's post-2001 economy and the 2014 default
by Thomas, Carolyn & Cachanosky, Nicolás
- 81-85 Are costs of capital necessarily constant over time and across states of nature?
by Lorenz, Daniela & Kruschwitz, Lutz & Löffler, Andreas
- 86-93 Cost of capital and US investment: Does financing matter after all?
by Simmons-Süer, Banu
- 94-102 National bank window dressing and the call loan market, 1865–1872
by Hoag, Christopher
- 103-114 Consumer welfare and the strategic choice of price cap and leverage ratio
by Sarkar, Sudipto
- 115-124 Do short-term international capital inflows drive China's asset markets?
by Wang, Chieh-Hsuan & Hwang, Jen-Te & Chung, Chien-Ping
- 125-137 Stock market efficiency in China: Evidence from the split-share reform
by Beltratti, Andrea & Bortolotti, Bernardo & Caccavaio, Marianna
- 138-148 Realized correlation analysis of contagion
by Vortelinos, Dimitrios I.
- 149-161 Does market microstructure matter for corporate finance? Theory and evidence on seasoned equity offering decisions
by Cheung, William & Fung, Scott & Tam, Lewis
- 162-171 How does divergence of opinions affect the relative trading activity and information content in option and stock prior to takeover announcement?
by Huang, H.C. & Tung, P.S.
- 172-179 Impact of demographic change on stock prices
by Quayes, Shakil & Jamal, Abul M.M.
- 180-188 Inflation forecasts extracted from nominal and real yield curves
by Geyer, Alois & Hanke, Michael & Weissensteiner, Alex
- 189-200 A portfolio insurance strategy for volatility index (VIX) futures
by Jung, Young Cheol
- 201-206 Asymmetry: Resurrecting the roots
by Frondel, Manuel & Schmidt, Christoph M. & Vance, Colin
- 207-223 Out of inequality and poverty: Evidence for the effectiveness of remittances in Sub-Saharan Africa
by Akobeng, Eric
- 224-230 Date stamping bubbles in Real Estate Investment Trusts
by Escobari, Diego & Jafarinejad, Mohammad
- 231-233 On animal spirits and economic decisions: Value-at-Risk and Value-within-Reach as measures of risk and return
by Joaquin, Domingo Castelo
2016, Volume 59, Issue C
- 1-14 Exchange rate misalignment and export diversification in developing countries
by Sekkat, Khalid
- 15-24 Long-term economic growth under environmental pressure: An optimal path
by Dai, Feng & Li, Pengpeng & Liang, Ling
- 25-38 Economic growth, development of telecommunications infrastructure, and financial development in Asia, 1991–2012
by Pradhan, Rudra P. & Arvin, Mak B. & Hall, John H.
- 39-50 Pure technology gaps and production predictability
by Bednarek, Ziemowit
- 51-62 Do socially (ir)responsible investments pay? New evidence from international ESG data
by Auer, Benjamin R. & Schuhmacher, Frank
- 63-70 Sin stock returns and investor sentiment
by Liston, Daniel Perez
- 71-77 Home and foreign investor sentiment and the stock returns
by Aissia, Dorsaf Ben
- 78-82 (Country) Home bias in Italian occupational pension funds asset allocation choices
by Lippi, Andrea
- 83-98 The fair value option for liabilities and stock returns during the financial crisis
by Couch, Robert & Wu, Wei
- 99-111 Incentive pay and acquirer returns – The impact of Sarbanes–Oxley
by Krolikowski, Marcin W.
- 112-130 Does style-shifting activity predict performance? Evidence from equity mutual funds
by Herrmann, Ulf & Rohleder, Martin & Scholz, Hendrik
- 131-140 Does analyst coverage constrain real earnings management?
by Sun, Jerry & Liu, Guoping
- 141-160 Household risk taking after the financial crisis
by Necker, Sarah & Ziegelmeyer, Michael
- 161-167 Intergenerational altruism and the transfer paradox in an overlapping generations model
by Hamada, Kojun & Yanagihara, Mitsuyoshi
- 168-185 Is the January effect rational? Insights from the accounting valuation model
by Easterday, Kathryn E. & Sen, Pradyot K.
- 186-199 Signaling, corporate governance, and the equilibrium dividend policy
by Esqueda, Omar A.
- 200-214 Trusting financial institutions: Out of reach, out of trust?
by Filipiak, Ute
- 215-221 Stock options: From backdating to spring loading
by Bianchi, Giuliano
- 222-230 Forecasting stock market volatility using Realized GARCH model: International evidence
by Sharma, Prateek & Vipul,
- 231-242 U.S. stock markets and the role of real interest rates
by Huang, Wanling & Mollick, André Varella & Nguyen, Khoa Huu
2015, Volume 58, Issue C
- 1-17 Playing the lottery or dressing up? A model of firm-level heterogeneity and the decision to export
by Naudé, Wim & Gries, Thomas & Bilkic, Natasa
- 18-31 How interdependent are Eastern European economies and the Euro area?
by Keppel, Catherine & Prettner, Klaus
- 32-43 Determinants of the governance quality of microfinance institutions
by Tchakoute Tchuigoua, Hubert
- 44-55 Discrimination by microcredit officers: Theory and evidence on disability in Uganda
by Labie, Marc & Méon, Pierre-Guillaume & Mersland, Roy & Szafarz, Ariane
- 56-63 The evolution of the weekend effect in US markets
by Olson, Dennis & Mossman, Charles & Chou, Nan-Ting
- 64-73 Islamic calendar anomalies: Evidence from Pakistani firm-level data
by Halari, Anwar & Tantisantiwong, Nongnuch & Power, David. M. & Helliar, Christine
- 74-83 Do IPOs matter for price limits? Evidence from Taiwan
by Ni, Yensen & Huang, Paoyu
- 84-92 Demographic transition and economic welfare: The role of in-cash and in-kind transfers
by Miller, Stephen M. & Neanidis, Kyriakos C.
- 93-118 Long-term impact of merger synergies on performance and value
by Alhenawi, Yasser & Krishnaswami, Sudha
- 119-127 Can a path-dependent strategy outperform a path-independent strategy?
by Lee, Huai-I & Hsieh, Tsung-Yu & Kuo, Wen-Hsiu & Hsu, Hsinan
- 128-142 The linkage between aggregate investor sentiment and metal futures returns: A nonlinear approach
by Zheng, Yao
- 143-153 The performances of acquired firms in the steel industry: Do financial institutions cause bubbles?
by Huh, Kwang-Sook
- 154-162 Business cycle and financial cycle spillovers in the G7 countries
by Antonakakis, Nikolaos & Breitenlechner, Max & Scharler, Johann
- 163-179 Security design and capital structure of business groups
by Messa, Alexandre
- 180-189 Bank runs and self-insured bank deposits
by Jarrow, Robert & Xu, Liheng
- 190-199 The influence of price limits on overreaction in emerging markets: Evidence from the Egyptian stock market
by Farag, Hisham
- 200-212 Trading behavior and stock returns in Japan
by Hung, Weifeng & Huang, Sheng-Tang & Lu, Chia-Chi & Liu, Nathan
- 213-227 Alternative errors-in-variables models and their applications in finance research
by Chen, Hong-Yi & Lee, Alice C. & Lee, Cheng-Few
2015, Volume 57, Issue C
- 1-10 Rain or shine: Happiness and risk-taking
by Guven, Cahit & Hoxha, Indrit
- 11-31 Weather and SAD related mood effects on the financial market
by Frühwirth, Manfred & Sögner, Leopold
- 32-45 Capital and risk in commercial banking: A comparison of capital and risk-based capital ratios
by Hogan, Thomas L.
- 46-60 Herding where retail investors dominate trading: The case of Saudi Arabia
by Rahman, M. Arifur & Chowdhury, Shah Saeed Hassan & Shibley Sadique, M.
- 61-74 International trade and performance of firms: Unraveling export, import and productivity puzzle
by Sharma, Chandan & Mishra, Ritesh Kumar
- 75-85 Should you globally diversify or let the globally diversified firm do it for you?
by Farooqi, Javeria & Huerta, Daniel & Ngo, Thanh
- 86-100 The effects of the split share structure reform on Chinese listed firms’ leverage decisions
by Tsai, Han-Fang & Lin, Tsui-Jung & Hung, Jung-Hua
- 101-115 International migration, migrant stock, and remittances: Reexamining the motivations to remit
by Lim, Sokchea & Morshed, A.K.M. Mahbub
- 116-128 Reestablishing stability and avoiding a credit crunch: Comparing different bad bank schemes
by Hauck, Achim & Neyer, Ulrike & Vieten, Thomas
- 129-146 The impact of institutional environment on the capital structure of firms during recent financial crises
by Alves, Paulo & Francisco, Paulo
- 147-160 Stock price effects of asset securitization: The case of liquidity facility providers
by Hollander, Hilke & Prokop, Jörg
- 161-174 The economics of rational speculation in the presence of positive feedback trading
by Arnold, Lutz G. & Brunner, Stephan
- 175-190 The effect of M&A advisors’ opinions on acquirer shareholder voting
by Ouyang, Wenjing
- 191-206 Dynamics of CEO compensation: Old is gold
by Adhikari, Hari P. & Bulmash, Samuel B. & Krolikowski, Marcin W. & Sah, Nilesh B.
- 207-221 An empirical study of executive option grants around initial public offerings
by Fu, Xudong & Lian, Qin & Tang, Tian & Wang, Qiming
- 222-233 Job assignment, market power and managerial incentives
by Dam, Kaniska
2015, Volume 56, Issue C
- 3-14 Do the poorest ethnic minorities benefit from a large-scale poverty reduction program? Evidence from Vietnam
by Cuong, Nguyen Viet & Tung, Phung Duc & Westbrook, Daniel
- 15-29 Household's coping strategies and recoveries from shocks in Vietnam
by Tran, Van Q.
- 30-42 Welfare, targeting, and anti-poverty effectiveness: The case of urban China
by Gao, Qin & Yang, Sui & Li, Shi
- 43-56 Children's experience of multidimensional deprivation: Relationship with household monetary poverty
by Singh, Renu & Sarkar, Sudipa
- 57-67 Multidimensional deprivations in Pakistan: Regional variations and temporal shifts
by Saboor, Abdul & Khan, Atta Ullah & Hussain, Abid & Ali, Ikram & Mahmood, Khalid
- 68-79 Income inequality may not converge after all: Testing panel unit roots in the presence of cross-section cointegration
by Ho, Tsung-wu
- 80-97 Consumption growth, preference for smoothing, changes in expectations and risk premium
by Rocha Armada, Manuel J. & Sousa, Ricardo M. & Wohar, Mark E.
- 98-109 Betting on presidential elections: Should we buy stocks connected with the winning party?
by Shen, Chung-Hua & Lin, Chih-Yung
- 110-122 Cleaning the gears: Counter-cyclical asset trading with financial transactions taxes
by Sarolli, Gian Domenico
- 123-138 Dynamic transmissions between the U.S. and equity markets in the MENA countries: New evidence from pre- and post-global financial crisis
by Maghyereh, Aktham I. & Awartani, Basel & Hilu, Khalil Al
- 139-153 Price dynamics and market liquidity: An intraday event study on Euronext
by Mazza, Paolo
- 154-164 Additional evidence on the frequency of share repurchases and managerial timing
by De Ridder, Adri
- 165-174 A unified approach to portfolio selection in a tracking error framework with additional constraints on risk
by Stucchi, Patrizia
- 175-186 Corporate precautionary savings: Evidence from the recent financial crisis
by Sun, Zhenzhen & Wang, Yaping
2015, Volume 55, Issue C
- 1-19 Do busy directors and CEOs shirk their responsibilities? Evidence from mergers and acquisitions
by Benson, Bradley W. & Davidson, Wallace N. & Davidson, Travis R. & Wang, Hongxia
- 20-27 Credit rationing by loan size: A synthesized model
by Kjenstad, Einar C. & Su, Xunhua & Zhang, Li
- 28-39 Financing constraints and investments in R&D: Evidence from Indian manufacturing firms
by Sasidharan, Subash & Jijo Lukose, P.J. & Komera, Surenderrao
- 40-52 Bank loan availability and trade credit for small businesses during the financial crisis
by Tsuruta, Daisuke
- 53-66 Credit constraints, firm exports and financial development: Evidence from developing countries
by Fauceglia, Dario
- 67-76 Speculative bubbles in agricultural prices
by Adämmer, Philipp & Bohl, Martin T.
- 77-86 Signalling the Dotcom bubble: A multiple changes in persistence approach
by Leone, Vitor & de Medeiros, Otavio Ribeiro
- 87-99 Toward an early warning system of financial crises: What can index futures and options tell us?
by Li, Wei-Xuan & Chen, Clara Chia-Sheng & French, Joseph J.
- 100-107 The role of FOMC minutes for US asset prices before and after the 2008 crisis: Evidence from GARCH volatility modeling
by Apergis, Nicholas
- 108-123 Deciphering financial contagion in the euro area during the crisis
by Tola, Albi & Wälti, Sébastien
- 124-139 Bid-ask spreads, deviations from PPP and the forward prediction error: The case of the British pound and the euro
by Grossmann, Axel & Simpson, Marc W.
- 140-149 Market movements and the excess cash theory
by Asem, Ebenezer & Alam, Shamsul
- 150-159 Causal interrelations among market fundamentals: Evidence from the European Telecommunications sector
by Agiakloglou, Christos & Gkouvakis, Michail
- 160-175 Corporate diversification and firm value during economic downturns
by Volkov, Nikanor I. & Smith, Garrett C.
2014, Volume 54, Issue 4
- 443-458 Determinants of corporate hedging: A (statistical) meta-analysis
by Arnold, Matthias M. & Rathgeber, Andreas W. & Stöckl, Stefan
- 459-472 Inflation and interest rate derivatives for FX risk management: Implications for exporting firms under real wealth
by Koziol, Philipp
- 473-486 Institutional impact and quote behavior implications of the options penny pilot project
by Saraoglu, Hakan & Louton, David & Holowczak, Richard
- 487-499 Asymmetric information and term lending in the Euro money market: Evidence from the beginning of the turmoil
by Marzo, Massimiliano & Zagaglia, Paolo
- 500-512 On the determinant of bank loan contracts: The roles of borrowers’ ownership and board structures
by Lin, Chih-Yung & Chen, Yan-Shing & Yen, Ju-Fang
- 513-520 Do investments in intangible customer assets affect firm value?
by Golec, Joseph & Gupta, Neeraj J.
- 521-528 The effect on stockholder wealth of product recalls and government action: The case of Toyota's accelerator pedal recall
by Gokhale, Jayendra & Brooks, Raymond M. & Tremblay, Victor J.
- 529-537 Chinese Lunar New Year effect in Asian stock markets, 1999–2012
by Yuan, Tian & Gupta, Rakesh
- 538-550 Does faith move stock markets? Evidence from Saudi Arabia
by Canepa, Alessandra & Ibnrubbian, Abdullah
- 551-562 Unemployment in Greece: Evidence from Greek regions using panel unit root tests
by Bakas, Dimitrios & Papapetrou, Evangelia
- 563-578 Personal and regional redistribution through public finance in a federal setting
by Cont, Walter & Porto, Alberto
- 579-589 Foreign direct investment and its determinants: A regional panel causality analysis
by Chan, M.W. Luke & Hou, Keqiang & Li, Xing & Mountain, Dean C.
- 590-602 Spatially blind trade and fiscal impact policies and their impact on regional economies
by Hewings, Geoffrey J.D.
2014, Volume 54, Issue 3
- 307-314 Low interest rate policy and the use of reserve requirements in emerging markets
by Hoffmann, Andreas & Löffler, Axel
- 315-323 Legal rights, information sharing, and private credit: New cross-country evidence
by Nketcha Nana, P.V.
- 324-336 Information acquisition, foreign bank entry, and credit allocation
by Boustanifar, Hamid
- 337-354 The determinants of commercial banking profitability in low-, middle-, and high-income countries
by Dietrich, Andreas & Wanzenried, Gabrielle
- 355-370 Trading income and bank charter value during the financial crisis: Does derivatives dealer designation matter?
by Egly, Peter V. & Sun, Jun
- 371-381 Technology transactions, announcement effect, and reversal: Dissecting an anomaly
by Chazi, Abdelaziz & Khallaf, Ashraf & Liu, Yi & Zantout, Zaher
- 382-392 Impact of uncertainty on high frequency response of the U.S. stock markets to the Fed's policy surprises
by Marfatia, Hardik A.
- 393-404 Multifactor risk loadings and abnormal returns under uncertainty and learning
by Salotti, Simone & Trecroci, Carmine
- 405-416 Implications of limited investor attention to customer–supplier information transfers
by Zhu, Hui
- 417-427 The impact of ADR activity on stock market liquidity: Evidence from Latin America
by Hales, Alma D. & Mollick, André V.
- 428-436 The effects of U.S. monetary policy on Colombia and Panama (2002–2007)
by Cachanosky, Nicolas
- 437-441 Determinants of the Confucius Institute establishment
by Lien, Donald & Oh, Chang Hoon
2014, Volume 54, Issue 2
- 147-157 Surplus distribution and characteristics of social enterprises: Evidence from microfinance
by Hudon, Marek & Périlleux, Anaïs
- 158-179 Financial stability indicators and public debt developments
by Tagkalakis, Athanasios O.
- 180-193 Estimating the output gap in real time: A factor model approach
by Aastveit, Knut Are & Trovik, Tørres
- 194-207 Financial crises and economic growth
by Jarrow, Robert A.
- 208-215 A measure of a nation's physical energy supply risk
by Frondel, Manuel & Schmidt, Christoph M.
- 216-229 Asymmetric information, foreign entry and multi-period credit competition in banking industry
by Li, Qiang & Zeng, Yong & Liu, Bin
- 230-241 Bank capital regulation, loan contracts, and corporate investment
by Dietrich, Diemo & Hauck, Achim
- 242-256 Bond market co-movements, expected inflation and the GBP-USD equilibrium real exchange rate
by Macchiarelli, Corrado
- 257-270 Variance swaps, non-normality and macroeconomic and financial risks
by Nieto, Belén & Novales, Alfonso & Rubio, Gonzalo
- 271-281 When was the U.S. housing downturn predictable? A comparison of univariate forecasting methods
by Zietz, Joachim & Traian, Anca
- 282-291 Asset pricing for inefficient markets: Evidence from China and India
by Majumder, Debasish
- 292-305 The international business cycle and gold-price fluctuations
by Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian
2014, Volume 54, Issue 1
- 2-16 Bubble-like housing boom–bust cycles: Evidence from the predictive power of households’ expectations
by Huang, MeiChi
- 17-30 Estimation of variance of housing prices using spatial conditional heteroskedasticity (SARCH) model with an application to Boston housing price data
by Simlai, Prodosh
- 31-41 Autocorrelation in daily short-sale volume
by Blau, Benjamin M. & Smith, Jason M.
- 42-50 On the performance of the tick test
by Perlin, Marcelo & Brooks, Chris & Dufour, Alfonso
- 51-60 Spread determinants and the day-of-the-week effect
by Narayan, Paresh Kumar & Mishra, Sagarika & Narayan, Seema
- 61-69 Behavior of the firm under rate-of-return regulation with two capital inputs
by Ohler, Adrienne M.
- 70-81 Management entrenchment and the valuation discount of dual class firms
by Baulkaran, Vishaal
- 82-91 How entrenched managers beat earnings expectations before and after SOX
by Wang, Weishen & Graefe-Anderson, Rachel & Pyles, Mark K. & Kim, Dongnyoung
- 92-110 Do managerial behaviors trigger firm exit? The case of hyperactive bidders
by Rahaman, Mohammad M.
- 111-122 Product–market flexibility and capital structure
by Sarkar, Sudipto
- 123-132 Casinos, casino size, and crime: A panel data analysis of Michigan counties
by Falls, Gregory A. & Thompson, Philip B.
- 133-137 Inflation forecasts and core inflation measures: Where is the information on future inflation?
by Liu, Dandan & Smith, Julie K.
- 138-145 Airline passenger traffic openness and the performance of Emirates Airline
by Squalli, Jay
2013, Volume 53, Issue 4
- 380-392 Growth, deficits and uncertainty: Theoretical aspects and empirical evidence from a panel of 27 countries
by Goulas, Eleftherios & Zervoyianni, Athina
- 393-401 Currency movements within and outside a currency union: The case of Germany and the euro area
by Bartzsch, Nikolaus & Rösl, Gerhard & Seitz, Franz
- 402-416 Trading patterns in the European carbon market: The role of trading intensity and OTC transactions
by Kalaitzoglou, Iordanis & Ibrahim, Boulis Maher
- 417-428 Environmental policy implications of extreme variations in pollutant stock levels and socioeconomic costs
by Makropoulou, Vasiliki & Dotsis, George & Markellos, Raphael N.
- 429-439 A spatial dominance approach to evaluate the performance of stocks and bonds: Does the investment horizon matter?
by Ibarra, Raul
- 440-449 Mutual fund flows and window-dressing
by Ling, Leng & Arias, J.J.
- 450-459 A sectoral analysis of the financial instability hypothesis
by Mulligan, Robert F.
- 460-475 Information asymmetry and monitoring in equity private placements
by Liang, Hsiao-Chen & Jang, Woan-Yuh
- 476-485 Do U.S. macroeconomic surprises influence equity returns? An exploratory analysis of developed economies
by Singh, Manohar & Nejadmalayeri, Ali & Lucey, Brian
- 486-496 Motives and consequences of IPOs in cold periods
by Premti, Arjan & Madura, Jeff
2013, Volume 53, Issue 3
- 221-237 Oil exports and the Iranian economy
by Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem
- 238-256 Risk and return in the Tehran stock exchange
by Jahan-Parvar, Mohammad R. & Mohammadi, Hassan
- 257-267 Mobility and the dynamics of poverty in Iran: Evidence from the 1992–1995 panel survey
by Salehi-Isfahani, Djavad & Majbouri, Mehdi
- 268-276 Robust growth-equity decomposition of change in poverty: The case of Iran (2000–2009)
by Maasoumi, Esfandiar & Mahmoudi, Vahid
- 277-284 Demand estimation for the Iranian automobile industry
by Rahmati, Mohammad Hossein & Yousefi, Seyed Reza
- 285-293 Tax enforcement policies, tax evasion and time allocation
by Arbex, Marcelo
- 294-301 A note on forecasting the prices of gold and silver: Asymmetric loss and forecast rationality
by Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg
- 302-313 The consequences of fiscal episodes in OECD DAC countries for aid supply
by Gnangnon, Sena Kimm
2013, Volume 53, Issue 2
- 87-111 Alternative econometric implementations of multi-factor models of the U.S. financial markets
by Guidolin, Massimo & Ravazzolo, Francesco & Tortora, Andrea Donato
- 112-124 Banks’ risk taking, financial innovation and macroeconomic risk
by Kero, Afroditi
- 125-139 New tips from TIPS: Identifying inflation expectations and the risk premia of break-even inflation
by Zeng, Zheng
- 140-151 Capital structure, product market competition and firm performance: Evidence from South Africa
by Fosu, Samuel
- 152-164 Firms, shareholders, and financial markets
by Mirman, Leonard J. & Santugini, Marc
- 165-174 Bankruptcy and steel plant shutdowns
by Rogers, Robert P.
- 175-187 Orthogonalized factors and systematic risk decomposition
by Klein, Rudolf F. & Chow, Victor K.
- 188-201 Capacity constraints and the winner's curse in multi-unit common value auctions
by Schnitzlein, Charles R. & Shao, Minjie
- 202-218 Demographics and the long-horizon returns of dividend-yield strategies
by Lee, King Fuei
2013, Volume 53, Issue 1
- 1-11 The impact of consumer health information on the demand for health services
by Dwyer, Debra Sabatini & Liu, Hong
- 12-22 A quantitative model for structured microfinance
by Dorfleitner, G. & Priberny, C.
- 23-43 Wealth transfer effects between stockholders and bondholders
by Imbierowicz, Björn & Wahrenburg, Mark
- 44-52 Insider trading in a two-tier real market structure model
by Karam, Fida & Daher, Wassim
- 53-60 Simultaneous stochastic volatility transmission across American equity markets
by Weber, Enzo
- 61-72 Spanning with futures contracts
by Galvani, Valentina & Plourde, André
- 73-85 Commodity futures prices: More evidence on forecast power, risk premia and the theory of storage
by Brooks, Chris & Prokopczuk, Marcel & Wu, Yingying
2012, Volume 52, Issue 4
- 349-357 Efficient growth boundaries in the presence of population externalities and stochastic rents
by Jou, Jyh-Bang
- 358-368 The impact of China's stock market reforms on its international stock market linkages
by Li, Hong
- 369-384 On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries
by Menezes, Rui & Dionísio, Andreia & Hassani, Hossein
- 385-394 Co-movement of oil and stock prices in the GCC region: A wavelet analysis
by Akoum, Ibrahim & Graham, Michael & Kivihaho, Jarno & Nikkinen, Jussi & Omran, Mohammed
- 395-401 Preemptive bidding in takeover auctions with affiliated values
by Khoroshilov, Yuri
- 402-412 Combination schemes for turning point predictions
by Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K.
- 413-426 Risk aversion and business cycles: An empirical analysis
by Pardo, Cristian
- 427-437 Active risk management and loan contract terms: Evidence from rated microfinance institutions
by Tchakoute-Tchuigoua, Hubert
- 438-442 A note resolving the debate on “The weighted average cost of capital is not quite right”
by Keef, Stephen P. & Khaled, Mohammed S. & Roush, Melvin L.
2012, Volume 52, Issue 3
- 257-265 Financial crisis risk, ECB “non-standard” measures, and the external value of the euro
by Eichler, Stefan
- 266-271 Monetary policy credibility: A Phillips curve view
by Malikane, Christopher & Mokoka, Tshepo
- 272-285 Credit risk securitization and bank soundness in Europe
by Michalak, Tobias C. & Uhde, André