Review of Financial Economics
2016, Volume 31, Issue C
- 3-17 Time series analysis of financial stability of banks: Evidence from Saudi Arabia
by Ghassan, Hassan B. & Fachin, Stefano
- 18-25 The composite risk-sharing finance index: Implications for Islamic finance
by Akin, Tarik & Iqbal, Zamir & Mirakhor, Abbas
- 26-33 Why do companies issue sukuk?
by Klein, Paul-Olivier & Weill, Laurent
- 34-44 Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets
by Sclip, Alex & Dreassi, Alberto & Miani, Stefano & Paltrinieri, Andrea
- 45-55 Who issues Sukuk and when?: An analysis of the determinants of Islamic bond issuance
by Nagano, Mamoru
- 56-63 Is momentum trading profitable from Shari'ah compliant stocks?
by Li, Bob & Ee, Mong Shan & Rashid, Mamunur
- 64-74 Is it costly to be both shariah compliant and socially responsible?
by Erragragui, Elias & Revelli, Christophe
- 75-82 International evidence on Islamic equity fund characteristics and performance persistence
by Makni, Rania & Benouda, Olfa & Delhoumi, Ezzedine
- 83-88 Religion in the boardroom and its impact on Islamic banks' performance
by Ali, Mohsin & Azmi, Wajahat
- 89-98 Customers' perceptions on the dispute resolution clauses in Islamic finance contracts in Malaysia
by Oseni, Umar A. & Adewale, Abideen & Mohd Zain, Nor Razinah Binti
- 99-107 Banking efficiency in Gulf Cooperation Council (GCC) countries: A comparative study
by Mohanty, Sunil K. & Lin, Hong-Jen & Aljuhani, Eid A. & Bardesi, Hisham J.
- 108-114 Do Islamic stock indices perform better than conventional counterparts? An empirical investigation of sectoral efficiency
by Alam, Nafis & Arshad, Shaista & Rizvi, Syed Aun R.
2016, Volume 30, Issue C
- 1-10 Excess pay and deficient performance
by Carter, Mary Ellen & Li, Lei & Marcus, Alan J. & Tehranian, Hassan
- 11-22 Internet, consumer spending, and credit card balance: Evidence from US consumers
by Basnet, Hem C. & Donou-Adonsou, Ficawoyi
- 23-32 Conditional interest rate risk and the cross-section of excess stock returns
by Atanasov, Victoria
- 33-44 The incremental information content of innovations in implied idiosyncratic volatility
by Moll, Cliff R. & Huffman, Stephen P.
- 45-59 Repayment behavior in peer-to-peer microfinancing: Empirical evidence from Kiva
by Dorfleitner, Gregor & Oswald, Eva-Maria
- 60-67 An empirical application of the EVA® framework to business cycles
by Cachanosky, Nicolás & Lewin, Peter
- 68-73 Reversal of 3-day losers and continuation of 3-day winners on the NASDAQ
by Gutierrez, Jose
2016, Volume 29, Issue C
- 2-11 Can hedge funds time global equity markets? Evidence from emerging markets
by Aiken, Adam L. & Kilic, Osman & Reid, Sean
- 12-22 Synthetic hedge funds
by Fischer, Mario & Hanauer, Matthias X. & Heigermoser, Robert
- 23-36 The performance of female hedge fund managers
by Aggarwal, Rajesh & Boyson, Nicole M.
- 37-51 Are Smart Beta strategies suitable for hedge fund portfolios?
by Hitaj, Asmerilda & Zambruno, Giovanni
- 52-63 Activist hedge funds and firm disclosure
by Chen, Jing & Jung, Michael J.
2016, Volume 28, Issue C
- 1-20 Is a pure TIPS strategy truly risk free?
by Haensly, Paul J.
- 21-34 Financial constraints, board governance standards, and corporate cash holdings
by Lee, Choonsik & Park, Heungju
- 35-45 How much can lack of marketability affect private equity fund values?
by Buchner, Axel
- 46-55 Trading behavior in S&P 500 index futures
by Smales, Lee A.
- 56-68 Can stochastic discount factor models explain the cross-section of equity returns?
by Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R.
2015, Volume 27, Issue C
- 1-15 High order smooth ambiguity preferences and asset prices
by Thimme, Julian & Völkert, Clemens
- 16-27 Optimal default and liquidation with tangible assets and debt renegotiation
by Goto, Makoto & Suzuki, Teruyoshi
- 28-45 An inverted U-shaped crude oil price return-implied volatility relationship
by Agbeyegbe, Terence D.
- 46-57 Bank leverage and profitability: Evidence from a sample of international banks
by Beltratti, Andrea & Paladino, Giovanna
- 58-67 Out-of-sample evaluation of macro announcements, linearity, long memory, heterogeneity and jumps in mini-futures markets
by Vortelinos, Dimitrios I.
- 68-82 Should I stay, or should I go? – How fund dynamics influence venture capital exit decisions
by Bock, Carolin & Schmidt, Maximilian
2015, Volume 26, Issue C
- 1-11 The role of institutional investors and individual investors in financial markets: Evidence from closed-end funds
by Huang, Emily J.
- 12-24 The conundrum of profitability versus soundness for banks by ownership type: Evidence from the Indian banking sector
by Banerjee, Sreejata & Velamuri, Malathi
- 25-35 The wages of social responsibility — where are they? A critical review of ESG investing
by Halbritter, Gerhard & Dorfleitner, Gregor
- 36-46 On the interaction between momentum effect and size effect
by Alhenawi, Yasser
- 47-54 Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads
by Hännikäinen, Jari
- 55-64 Market-timing the business cycle
by Peláez, Rolando F.
2015, Volume 25, Issue C
- 3-9 From pit to electronic trading: Impact on price volatility of U.S. Treasury futures
by Orlowski, Lucjan T.
- 10-18 Economics as energy framework: Complexity, turbulence, financial crises, and protectionism
by Rutledge, John
- 19-26 Modeling fund and portfolio risk: A bi-modal approach to analyzing risk in turbulent markets
by Karagiannidis, Iordanis & Sykes Wilford, D.
- 27-34 Evolving dynamics of the relationship between US core inflation and unemployment
by Putnam, Bluford H. & Azzarello, Samantha
- 35-41 Tracking exchange rate management in Latin America
by Carrera, César
2015, Volume 24, Issue C
- 1-11 Market conditions, governance and the information content of insider trades
by Bhabra, Harjeet S. & Hossain, Ashrafee T.
- 12-17 Are equities good inflation hedges? A frequency domain perspective
by Ciner, Cetin
- 18-35 Leading indicators of systemic banking crises: Finland in a panel of EU countries
by Lainà, Patrizio & Nyholm, Juho & Sarlin, Peter
- 36-41 Split ratings and debt-signaling in bond markets: A note
by Ismail, Ashraf & Oh, Seunghack & Arsyad, Nuruzzaman
- 42-51 A comparison of buy-side and sell-side analysts
by Hobbs, Jeffrey & Singh, Vivek
- 52-64 Board independence and corporate investments
by Lu, Jun & Wang, Wei
2014, Volume 23, Issue 4
- 155-173 Causal nexus between economic growth, banking sector development, stock market development, and other macroeconomic variables: The case of ASEAN countries
by Pradhan, Rudra P. & Arvin, Mak B. & Hall, John H. & Bahmani, Sahar
- 174-181 Gold mining companies and the price of gold
by Baur, Dirk G.
- 182-193 Does non-interest income make banks more risky? Retail- versus investment-oriented banks
by Köhler, Matthias
- 194-207 Cross-market spillovers with ‘volatility surprise’
by Aboura, Sofiane & Chevallier, Julien
- 208-216 Socially responsible investing and stock performance: New empirical evidence for the US and European stock markets
by Mollet, Janick Christian & Ziegler, Andreas
- 217-226 Business cycle, storage, and energy prices
by Kucher, Oleg & Kurov, Alexander
- 227-235 What explains the lack of monetary policy influence on bank holding companies?
by Mamun, Abdullah & Hassan, M. Kabir
2014, Volume 23, Issue 3
- 107-119 Changing banking relationships and client-firm performance: Evidence from Japan for the 1990s
by Tsuruta, Daisuke
- 120-130 The predictability of aggregate returns on commodity futures
by Lutzenberger, Fabian T.
- 131-140 The output gap and expected security returns
by Biswas, Anindya
- 141-147 Testing for financial contagion based on a nonparametric measure of the cross-market correlation
by Li, Fuchun & Zhu, Hui
- 148-154 IPO first-day returns: Skewness preference, investor sentiment and uncertainty underlying factors
by Aissia, Dorsaf Ben
2014, Volume 23, Issue 2
- 55-63 The abnormal psychology of investment performance
by Patterson, Fernando M. & Daigler, Robert T.
- 64-74 Does sovereign risk matter? New evidence from eurozone corporate bond ratings and zero-volatility spreads
by Klein, Christian & Stellner, Christoph
- 75-89 Preemption, leverage, and financing constraints
by Nishihara, Michi & Shibata, Takashi
- 90-97 Forecasting GDP growth with financial market data in Finland: Revisiting stylized facts in a small open economy during the financial crisis
by Kuosmanen, Petri & Vataja, Juuso
- 98-105 Liquidity and capital under uncertainty and changing market sentiment: A simple analysis
by Bossone, Biagio
2014, Volume 23, Issue 1
- 1-9 The spirit of capitalism among the income classes
by Smoluk, H.J. & Voyer, John
- 10-17 Opaque financial reports and R2: Revisited
by Datta, Sudip & Iskandar-Datta, Mai & Singh, Vivek
- 18-29 Foreign exchange rate exposure: Evidence from Canada
by Al-Shboul, Mohammad & Anwar, Sajid
- 30-45 Predictability of the simple technical trading rules: An out-of-sample test
by Fang, Jiali & Jacobsen, Ben & Qin, Yafeng
- 46-53 Resurrecting the size effect: Evidence from a panel nonlinear cointegration model for the G7 stock markets
by Apergis, Nicholas & Payne, James E.
2013, Volume 22, Issue 4
- 135-145 Initial credit ratings and earnings management
by Demirtas, K. Ozgur & Rodgers Cornaggia, Kimberly
- 146-157 The effect of banking market structure on the lending channel: Evidence from emerging markets
by Amidu, Mohammed & Wolfe, Simon
- 158-168 Entrepreneurial risk aversion, net worth effects and real fluctuations
by Pardo, Cristian
- 169-179 Asset pricing under quantile utility maximization
by Giovannetti, Bruno C.
- 180-186 The high returns to low volatility stocks are actually a premium on high quality firms
by Walkshäusl, Christian
- 187-193 Asymmetric adjustments in the spread of lending and deposit rates: Evidence from extended threshold unit root tests
by Lee, Junsoo & Strazicich, Mark C. & Yu, Byung Chul
- 194-205 What makes a joint venture: Micro-evidence from Sino-Italian contracts
by Gattai, Valeria & Natale, Piergiovanna
- 206-212 Time-changed Lévy jump processes with GARCH model on reverse convertibles
by Simi, Wei W. & Wang, Xiaoli
- 213-219 Irrational fads, short-term memory emulation, and asset predictability
by Bekiros, Stelios D.
2013, Volume 22, Issue 3
- 79-85 Estimation of tail-related risk measures in the Indian stock market: An extreme value approach
by Karmakar, Madhusudan
- 86-97 Do FOMC minutes matter to markets? An intraday analysis of FOMC minutes releases on individual equity volatility and returns
by Jubinski, Daniel & Tomljanovich, Marc
- 98-108 The value implications of restrictions on asset sales
by Sibilkov, Valeriy & Straska, Miroslava & Waller, H. Gregory
- 109-117 Financial reforms and technical efficiency in Indian commercial banking: A generalized stochastic frontier analysis
by Bhattacharyya, Aditi & Pal, Sudeshna
- 118-124 The impact of (global) business cycle risk on the German and British stock markets: Evidence from the first age of globalization
by Nitschka, Thomas
- 125-134 The conditional relation between dispersion and return
by Demirer, Rıza & Jategaonkar, Shrikant P.
2013, Volume 22, Issue 2
- 47-52 Is gold the best hedge and a safe haven under changing stock market volatility?
by Hood, Matthew & Malik, Farooq
- 53-60 Sovereign asset values and implications for the credit market
by Kalteier, Eva-Maria & Posch, Peter N.
- 61-67 Can habit formation under complete market integration explain the cross-section of international equity risk premia?
by Auer, Benjamin R.
- 68-77 Islamic and conventional banks' soundness during the 2007–2008 financial crisis
by Bourkhis, Khawla & Nabi, Mahmoud Sami
2013, Volume 22, Issue 1
- 1-7 Essential concepts necessary to consider when evaluating the efficacy of quantitative easing
by Putnam, Bluford H.
- 8-19 An examination of the relation between asymmetric risk measures, prior returns and expected daily stock returns
by Huffman, Stephen P. & Moll, Cliff R.
- 20-35 The performance of venture capital investments: Do investors overreact?
by Achleitner, Ann-Kristin & Engel, Nico & Reiner, Uwe
- 36-46 Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations
by Konermann, Patrick & Meinerding, Christoph & Sedova, Olga
2012, Volume 21, Issue 4
- 159-167 A logit model of retail investors' individual trading decisions and their relations to insider trades
by Stotz, Olaf & Georgi, Dominik
- 168-174 Volume, volatility and information linkages in the stock and option markets
by Ho, Kin-Yip & Zheng, Lin & Zhang, Zhaoyong
- 175-187 What determines the stock market's reaction to monetary policy statements?
by Kurov, Alexander
- 188-192 Real option valuation of abandoned farmland
by Nishihara, Michi
2012, Volume 21, Issue 3
- 93-101 True Markowitz or assumptions we break and why it matters
by Wilford, D. Sykes
- 102-110 FX counterparty risk and trading activity in currency forward and futures markets
by Levich, Richard M.
- 111-119 A Bayesian interpretation of the Federal Reserve's dual mandate and the Taylor Rule
by Putnam, Bluford H. & Azzarello, Samantha
- 120-130 Financial crisis and extreme market risks: Evidence from Europe
by Orlowski, Lucjan T.
- 131-140 Optimal commodity asset allocation with a coherent market risk modeling
by Al Janabi, Mazin A.M.
- 141-152 Credit risk dynamics in response to changes in the federal funds target: The implication for firm short-term debt
by Dunbar, Kwamie & Amin, Abu S.
- 153-158 The effect of management team characteristics on risk-taking and style extremity of mutual fund portfolios
by Karagiannidis, Iordanis
2012, Volume 21, Issue 2
- 39-52 Do corporate boards matter during the current financial crisis?
by Francis, Bill B. & Hasan, Iftekhar & Wu, Qiang
- 53-62 Islamic investing
by Walkshäusl, Christian & Lobe, Sebastian
- 63-68 Profitable candlestick trading strategies—The evidence from a new perspective
by Lu, Tsung-Hsun & Shiu, Yung-Ming & Liu, Tsung-Chi
- 69-81 Mutual fund corporate culture and performance
by Gottesman, Aron & Morey, Matthew
- 82-89 Analyst responses to stock-index adjustments: Evidence from MSCI Taiwan Index additions
by Tu, Chia-Jung & Chang, Yuanchen
2011, Volume 20, Issue 4
- 123-129 The effect of leverage on the tax-cut versus investment-subsidy argument
by Danielova, Anna & Sarkar, Sudipto
- 130-145 The role of corporate governance in the write-off decision
by Minnick, Kristina
- 146-161 Value creation and pricing in buyouts: Empirical evidence from Europe and North America
by Achleitner, Ann-Kristin & Braun, Reiner & Engel, Nico
2011, Volume 20, Issue 3
- 105-112 The effects of costly exploration on optimal investment timing
by Nishihara, Michi & Shibata, Takashi
- 113-121 Partial adjustment toward optimal cash holding levels
by Venkiteshwaran, Vinod
2011, Volume 20, Issue 2
- 49-62 Quality of financial information and liquidity
by Bardos, Katsiaryna Salavei
- 63-73 Revisiting the composition puzzles of the household portfolio: New evidence
by Jin, Fangyi
- 74-83 Export pricing and the cross-country correlation of stock prices
by Tervala, Juha
- 84-95 Efficiency under quantile regression: What is the relationship with risk in the EU banking industry?
by Koutsomanoli-Filippaki, Anastasia I. & Mamatzakis, Emmanuel C.
- 96-104 A search for long-range dependence and chaotic structure in Indian stock market
by Mishra, Ritesh Kumar & Sehgal, Sanjay & Bhanumurthy, N.R.
2011, Volume 20, Issue 1
- 1-10 Information in short selling: Comparing Nasdaq and the NYSE
by Blau, Benjamin M. & Van Ness, Bonnie F. & Van Ness, Robert A.
- 11-21 Dividends, maturity, and acquisitions: Evidence from a sample of bank IPOs
by Cornett, Marcia Millon & Fayman, Alex & Marcus, Alan J. & Tehranian, Hassan
- 22-27 Are stock returns still mean-reverting?
by Mukherji, Sandip
- 28-36 Electronic versus open outcry trading in agricultural commodities futures markets
by Martinez, Valeria & Gupta, Paramita & Tse, Yiuman & Kittiakarasakun, Jullavut
- 37-47 Why falling information costs may increase demand for index funds
by Sirnes, Espen
2010, Volume 19, Issue 4
- 137-150 Nonlinear modelling of target leverage with latent determinant variables -- new evidence on the trade-off theory
by Sabiwalsky, Ralf
- 151-160 Credit market structure and bank screening: An indirect test on Italian data
by Agostino, Mariarosaria & Gagliardi, Francesca & Trivieri, Francesco
- 161-178 A historical examination of optimal real return portfolios for non-US investors
by Bruno, Salvatore & Chincarini, Ludwig
- 179-191 Does offshoring create value for shareholders?
by Prezas, Alexandros P. & Simonyan, Karen & Vasudevan, Gopala
- 192-193 The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity: A note
by Dai, Jie
2010, Volume 19, Issue 3
- 91-100 Can common stocks provide a hedge against inflation? Evidence from African countries
by Alagidede, Paul & Panagiotidis, Theodore
- 101-108 Competitive conditions in Islamic and conventional banking: A global perspective
by Ariss, Rima Turk
- 109-116 An optimization process in Value-at-Risk estimation
by Huang, Alex YiHou
- 117-127 Fundamental indexing around the world
by Walkshäusl, Christian & Lobe, Sebastian
- 128-135 Terrorism activity, investor sentiment, and stock returns
by Drakos, Konstantinos
2010, Volume 19, Issue 2
- 47-48 Introduction to the special issue on project finance
by Megginson, William L.
- 49-59 Project finance as a driver of economic growth in low-income countries
by Kleimeier, Stefanie & Versteeg, Roald
- 60-71 Offtaking agreements and how they impact the cost of funding for project finance deals: A clinical case study of the Quezon Power Ltd Co
by Bonetti, Veronica & Caselli, Stefano & Gatti, Stefano
- 72-77 Project financing: Deal or no deal
by An, Yunbi & Cheung, Keith
- 78-83 Government guarantees and risk sharing in public-private partnerships
by Takashima, Ryuta & Yagi, Kyoko & Takamori, Hiroshi
- 84-89 An overview of project finance binomial loan valuation
by Winsen, Joseph K.
2010, Volume 19, Issue 1
- 1-7 Delivery options and convexity in Treasury bond and note futures
by Grieves, Robin & Marcus, Alan J. & Woodhams, Adrian
- 8-18 Differences in individual NYSE specialists' performances and strategies
by Köksal, Bülent
- 19-27 Habit persistence, impediments to production factor adjustments, and asset returns in general equilibrium models with self-fulfilling expectations
by Gershun, Natalia
- 28-37 PMA license valuation: A Bayesian learning real options approach
by Miller, Luke T.
- 38-45 Does the prospect theory also hold for power traders? Empirical evidence from a Swiss energy company
by Kalayci, Erkan & Basdas, Ulkem
2009, Volume 18, Issue 4
- 163-171 Macro-finance VARs and bond risk premia: A caveat
by Taboga, Marco
- 172-182 Electronic limit order book and order submission choice around macroeconomic news
by Erenburg, Grigori & Lasser, Dennis
- 183-189 Information contents misjudged: Digressive convergence to equilibrium in cointegrated prices
by Tswei, Keshin & Lai, Jing-yi
- 190-201 Profitability of technical stock trading: Has it moved from daily to intraday data?
by Schulmeister, Stephan
- 202-209 The euro-dollar exchange rate and equity flows
by Heimonen, Kari
2009, Volume 18, Issue 3
- 113-123 Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns
by Grammig, Joachim & Schrimpf, Andreas
- 124-131 Financial progress and the stability of long-run money demand: Implications for the conduct of monetary policy in emerging economies
by Darrat, Ali F. & Al-Sowaidi, Saif S.
- 132-141 A real options approach for evaluating the implementation of a risk-sensitive capital rule in banks
by Nordal, Kjell Bjørn
- 142-155 Last resort gambles, risky debt and liquidation policy
by Agliardi, Elettra & Andergassen, Rainer
- 156-162 Survey evidence on forecast accuracy of U.S. term spreads
by Baghestani, Hamid
2009, Volume 18, Issue 2
- 67-67 In memory of Professor James R. Webb
by Mukherjee, Tarun K. & Whitney, Gerald A.
- 68-69 Introduction for special issue of RFE on real estate
by Webb, James
- 70-79 Performance differences in property-type diversified versus specialized real estate investment trusts (REITs)
by Benefield, Justin D. & Anderson, Randy I. & Zumpano, Leonard V.
- 80-89 Common factors in international securitized real estate markets
by Liow, Kim Hiang & Webb, James R.
- 90-96 An analysis of the impact of timberland, farmland and commercial real estate in the asset allocation decisions of institutional investors
by Waggle, Doug & Johnson, Don T.
- 97-102 Applying VaR to REITs: A comparison of alternative methods
by Lu, Chiuling & Wu, Sheng-Ching & Ho, Lan-Chih
- 103-111 Equity and fixed income markets as drivers of securitised real estate
by Cheong, Chee Seng & Gerlach, Richard & Stevenson, Simon & Wilson, Patrick J. & Zurbruegg, Ralf
2009, Volume 18, Issue 1
- 1-9 Optimal financial education
by Subrahmanyam, Avanidhar
- 10-22 Monte Carlo valuation of natural gas investments
by Abadie, Luis M. & Chamorro, José M.
- 23-32 Empirical performance of multifactor term structure models for pricing and hedging Eurodollar futures options
by Kuo, I-Doun & Lin, Yueh-Neng
- 33-46 The effects of tax policy on financial markets: G3 evidence
by Arin, K. Peren & Mamun, Abdullah & Purushothman, Nanda
- 47-55 The effect of monetary policy shocks on stock prices accounting for endogeneity and omitted variable biases
by Farka, Mira
- 56-65 The unsung impact of currency risk on the performance of international real property investment
by Addae-Dapaah, Kwame & Tan Yong Hwee, Wilfred
2008, Volume 17, Issue 4
- 245-260 Learning from experience and trading volume
by Subrahmanyam, Avanidhar
- 261-279 Evaluating stock returns with time-varying risk aversion driven by trend deviations from the consumption-to-wealth ratio: An analysis conditional on income levels
by Smoluk, H.J. & Bennett, James
- 280-295 The day-of-the-week effect and conditional volatility: Sensitivity of error distributional assumptions
by Baker, H. Kent & Rahman, Abdul & Saadi, Samir
- 296-314 Endogenous screening, credit crunches, and competition in laxity
by Shaffer, Sherrill & Hoover, Scott
- 315-337 Profit sharing and investment by regulated utilities: A welfare analysis
by Moretto, Michele & Panteghini, Paolo M. & Scarpa, Carlo
- 338-351 Estimating exchange rate responsiveness to shocks
by Narayan, Paresh Kumar
2008, Volume 17, Issue 3
- 157-171 U.S. corporate bond returns: A study of market anomalies based on broad industry groups
by Nippani, Srinivas & Arize, Augustine C.
- 172-182 Can economic liberalization and improved governance alter the defense-growth trade-off?
by Looney, Robert & McNab, Robert M.
- 183-203 Market switching in shipping -- A real option model applied to the valuation of combination carriers
by Sødal, Sigbjørn & Koekebakker, Steen & Aadland, Roar
- 204-212 Random walk and breaking trend in financial series: An econometric critique of unit root tests
by Rahman, Abdul & Saadi, Samir
- 213-227 A comparative analysis of proxies for an optimal leverage ratio
by D'Mello, Ranjan & Farhat, Joseph
- 228-244 Changes in the risk structure of stock returns: Consumer Confidence and the dotcom bubble
by Leger, Lawrence & Leone, Vitor
2008, Volume 17, Issue 2
- 79-91 Capital shocks, bank asset allocation, and the revised Basel Accord
by Jacques, Kevin T.
- 92-111 Bivariate relative city price convergence in the United States: 1918-1997
by Sonora, Robert J.
- 112-129 Severity of financing constraints and firms' investments
by Kasahara, Tetsuya
- 130-145 Military industrialization and economic development: Jordan's defense industry
by Amara, Jomana
- 146-155 Long memory in energy futures prices
by Elder, John & Serletis, Apostolos
2008, Volume 17, Issue 1
- 1-2 Introduction to the special issue on defense industries
by Looney, Robert & Frederiksen, Peter & McNab, Robert
- 3-13 The impact of economic factors and acquisition reforms on the cost of defense weapon systems
by Smirnoff, James P. & Hicks, Michael J.
- 14-32 What drives the market value of firms in the defense industry
by Capelle-Blancard, Gunther & Couderc, Nicolas
- 33-45 A market reaction to DOD contract delay -- Does the market reward poor performance
by Carden, Robert & Leach, Sonia E. & Smith, Jeffrey S.
- 46-61 Defence and firm financial structure in France
by Belin, Jean & Guille, Marianne
- 62-78 An empirical analysis of the factors impacting discount rates: Evidence from the U.S. Marine Corps
by Hensel, Nayantara & Deichert, Martin
2007, Volume 16, Issue 4
- 323-334 Determinants of cost efficiencies in the mutual fund industry
by Malhotra, D.K. & Martin, Rand & Russel, Philip
- 335-349 Public private partnerships: Incentives, risk transfer and real options
by Alonso-Conde, Ana Belen & Brown, Christine & Rojo-Suarez, Javier
- 350-362 Nonlinear duration dependence in stock market cycles
by Harman, Yvette S. & Zuehlke, Thomas W.
- 363-374 Rothschild-Stiglitz's definition of increasing risk and the relationship between volatility and risk premium
by Kanniainen, Juho
- 375-399 The effect of Fed monetary policy regimes on the US interest rate swap spreads
by Huang, Ying & Chen, Carl R.