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Content
April 2025, Volume 43, Issue 2
- 135-146 Quantile connectedness of artificial intelligence tokens with the energy sector
by Farooq Malik & Zaghum Umar - 147-165 Do reserve requirements restrict bank behavior?
by Hiroshi Gunji & Kazuki Miura - 166-191 Geopolitical risks and cryptocurrency returns
by Hakan Yilmazkuday - 192-212 Disposition effect in group versus individual investors: Evidence from Kenyan stock exchange
by Mercy Kano & Gülnur Muradoğlu & John Olukuru - 213-230 Speculators and time series momentum in commodity futures markets
by Björn Uhl - 231-257 The impact of Shariah compliance on firm's performance and risk
by Amel Farhat & Amal Hili
January 2025, Volume 43, Issue 1
- 3-7 Tobin's Q and shareholder value: Does “shareholder return” impede investment?
by Nicolas Piluso - 8-22 Stock return predictability and Taylor rules
by Onur Ince & Lei Jiang & Tanya Molodtsova - 23-61 Analyzing the energy markets and financial markets linkage: A bibliometric analysis and future research agenda
by Ritesh Patel - 62-77 Market informed portfolio optimization methods with hybrid quantum computing
by Giancarlo Martínez Salirrosas & Jinglun Gao & Arthur Yu & Anish Ravi Verma - 78-94 Industry peers stock liquidity and M&A
by Lee M. Dunham & Tirimba Obonyo - 95-110 Do investor types matter? A comparative analysis of separate account characteristics and performance
by Martin Rohleder & Hendrik Tentesch & René Weh & Marco Wilkens - 111-131 Management of the governance and social aspects of ESG in the financial industry
by Jie Jiao & An Yan
October 2024, Volume 42, Issue 4
- 347-348 Creating value through ESG: Assessing, measuring, and managing risks and opportunities
by Atreya Chakraborty - 349-375 The steering effect of the EU taxonomy: Evidence from German institutional and retail investors
by Sandra Chrzan & Christiane Pott - 376-398 Factor exposures of environmental, social, and governance (ESG) indexes
by Asli Ascioglu & Kemal Saatcioglu - 399-441 Does the market value corporate impact investing and socially responsible investing?
by Anthony C. Ng & Zabihollah Rezaee - 442-466 Sea‐level rise and firms' financial structure decisions
by Mengchao Ai & John (Jianqiu) Bai & Chen Shen - 467-490 Finance for sustainability: A systematic review on crowdfunding for renewable energy projects
by Abhishek Mukherjee & Paul Griffiths & Paresha Sinha & Sahil Deol
July 2024, Volume 42, Issue 3
- 241-257 A bibliometric analysis of the review papers in finance: Evidence from the last two decades
by Mustafa Raza Rabbani & M. Kabir Hassan & Austin Dejan & Abu Bashar & Md. Bokhtiar Hasan - 258-280 Firm value and the use of financial derivatives: Evidence from developed countries
by Mohamed A. Ayadi & Donald A. Cyr & Skander Lazrak & Zhangwei Lu - 281-290 A resource‐based view of entrepreneurial spin‐outs
by Pierre Mella‐Barral - 291-315 Stock returns and earnings persistence following equity financing and earnings announcement: Considering managerial characteristics
by Jing‐Chi Chen & Li‐Kai (Connie) Liao - 316-327 A rational finance explanation of the stock predictability puzzle
by Abootaleb Shirvani & Svetlozar T. Rachev & Frank J. Fabozzi - 328-344 ESG performance and firm risk in the U.S. financial firms
by Jooh Lee & Kyungyeon (Rachel) Koh
April 2024, Volume 42, Issue 2
- 109-123 Conventional or reverse magnitude effect for negative outcomes: A matter of framing
by Wolfgang Breuer & Can K. Soypak & Bertram I. Steininger - 124-147 Credit rating agencies during credit crunch
by Ali Ebrahim Nejad & Saeid Hoseinzade & Ali Niazi - 148-185 Liquidity risk and CMBX microstructure
by Andreas D. Christopoulos & Joshua G. Barratt - 186-205 How does equity derivative market affect economic growth? Evidence from the Asia‐Pacific region
by S. M. R. K. Samarakoon & Rudra P. Pradhan & Rana P. Maradana - 206-238 Liquidity provision and trading skill: Evidence from mutual funds' daily transactions
by René Weh & Peter Joakim Westerholm & Marco Wilkens & Juan Yao
January 2024, Volume 42, Issue 1
- 3-20 Small business administration loans, economic development, and state‐level employment
by Paul E. Orzechowski - 21-38 On the time‐varying relationship between coskewness and returns of banks
by Silvia Bressan & Alex Weissensteiner - 39-54 The effects of foreign bank presence on financial development in Africa: The role of institutional quality
by Khadijah Iddrisu & Joshua Yindenaba Abor & Kannyiri T. Banyen - 55-78 How do leveraged buyouts affect industry peers? Analysis of the information and the competition channels
by Manuel C. Kathan & Tereza Tykvová - 79-92 Stakeholder orientation and product market performance: Evidence from a natural experiment
by Juntai Lu & Jia Wei - 93-105 Leverage target and R&D spending
by Sharier Azim Khan
October 2023, Volume 41, Issue 4
- 347-363 Night trading: Lower risk but higher returns?
by Marie‐Eve Lachance - 364-391 Illiquidity and the cost of equity capital: Evidence from actual estimates of capital cost for U.S. data
by Amit Goyal & Avanidhar Subrahmanyam & Bhaskaran Swaminathan - 392-407 Lottery demand, lottery factor, and anomalies
by Turan G. Bali & Quan Wen - 408-436 Identifying overvalued equity
by Messod D. Beneish & David Craig Nichols - 437-464 Geography of firms and propagation of local economic conditions
by Gennaro Bernile & Stefanos Delikouras & George M. Korniotis & Alok Kumar - 465-492 Value investing via Bayesian inference
by Bernd Huefner & Marcel Rueenaufer & Martin Boesch - 493-516 Mean‐reversion risk and the random walk hypothesis
by C. Kenneth Jones
July 2023, Volume 41, Issue 3
- 219-241 Industry tournament incentives and differential risk taking
by Hussein Abdoh - 242-268 Do married CEOs Foster more efficient innovation?
by Chanho Cho & Timothy Mooney & Daewoung Choi & M. Tony Via - 269-282 Equity closed‐end fund discounts and taxes
by Shishir Paudel & Sabatino (Dino) Silveri & Mark Wu - 283-321 Forecasting liquidity‐adjusted VaR: A conditional EVT‐copula approach
by Madhusudan Karmakar & Ravi Khadotra - 322-344 Trust rhetoric and CEO gender
by Wolfgang Breuer & Andreas Knetsch & Astrid Juliane Salzmann
April 2023, Volume 41, Issue 2
- 109-135 Revisiting the ICAPM under the distortion of risk–return tradeoff in short‐horizon stock returns
by Surya Chelikani & Kiseok Nam & Xuewu Wesley Wang - 136-151 Stock liquidity and director compensation
by Tirimba Obonyo - 152-176 Betting against sentiment? Seemingly unrelated anomalies and the low‐risk effect
by Maik Dierkes & Sebastian Schroen - 177-196 Bibliometric and Scientometric analysis on CSR practices in the banking sector
by M. Kabir Hassan & Mustafa Raza Rabbani & Jennifer Brodmann & Abu Bashar & Himani Grewal - 197-216 Homemade equity offerings via dividend reinvestment and stock purchase plans
by Shaun Bond & Yu‐Jou Pai & Suyan Zheng
January 2023, Volume 41, Issue 1
- 3-22 Public corruption and the allocation of government contracts
by Zuobao Wei & Yicheng Zhu - 23-42 Fraternal twins—Should investors be careful?
by Martin Rohleder & Hendrik Tentesch & Rene Weh & Marco Wilkens - 43-64 Are gold, USD, and Bitcoin hedge or safe haven against stock? The implication for risk management
by Udayan Sharma & Madhusudan Karmakar - 65-85 Insider stock pledging and stock price informativeness: Evidence from India
by Amanjot Singh - 86-106 The competitive effects of IPOs on industry rivals
by Joseph J. Henry
October 2022, Volume 40, Issue 4
- 335-347 A Markowitz‐based alternative model: Hedging market shocks under endowment constraints
by Brett Martin & Adam Swanson - 348-376 An examination of management responsibility in shock events on shareholders’ wealth and reputation‐repair actions to rebound losses
by Donald I. Buzinkai & Samir M. El‐Gazzar - 377-388 The size effect and default risk: Evidence from the Vietnamese stock market
by Le Quy Duong & Philippe Bertrand - 389-417 The declining trend in trade credit ratios: The impact of firm‐specific and macro factors
by Ranjan D’Mello & Mark Gruskin & Francesca Toscano - 418-437 Credit enhancement mechanism in loan securitization and its implication to systemic risk
by Katerina Ivanov - 438-463 Global evidence on early effects of COVID‐19 on stock markets
by Burcu Kapar & Steven Buigut & Faisal Rana
July 2022, Volume 40, Issue 3
- 237-238 Special issue on the impact of COVID‐19 pandemic on Islamic financial markets and institutions
by M. Kabir Hassan - 239-258 Effect of COVID‐19 on the performance of Islamic and conventional GCC banks
by Yomna Abdulla & Yousif Ebrahim - 259-280 Performances of Islamic and conventional equities during the global health crisis: Time‐frequency analysis of BRICS+T markets
by Edib Smolo & Rashed Jahangir & Ruslan Nagayev & Christo S. C. Tarazi - 281-299 Are Islamic investments still safe assets during the COVID‐19 pandemic?
by Ashraf Khan & Stefano Piserà & Laura Chiaramonte & Alberto Dreassi & Andrea Paltrinieri - 300-311 The co‐movements of faith‐based cryptocurrencies in periods of pandemics
by Emna Mnif & Khaireddine Mouakhar & Anis Jarboui - 312-331 How COVID‐19 pandemic, global risk factors, and oil prices affect Islamic bonds (Sukuk) prices? New insights from time‐frequency analysis
by Nader Naifar & Aviral Kumar Tiwari & Mohammed Alhashim
April 2022, Volume 40, Issue 2
- 117-149 What is different about private equity‐backed acquirers?
by Benjamin Hammer & Heiko Hinrichs & Denis Schweizer - 150-167 Case study of event risk management with options strangles and straddles
by Clemens Kownatzki & Bluford Putnam & Arthur Yu - 168-173 Duration‐adjusted betas
by Oscar Varela - 174-199 Government support of banks and market discipline: International evidence
by Kun‐Li Lin & Tsaur‐Chin Wu & Kuo‐Pin Li - 200-234 The disposition effect and admiration seeking
by Suchanek Max & Minh‐Lý Liêu
January 2022, Volume 40, Issue 1
- 5-19 Investor horizons and corporate policies under uncertainty
by Christian Dreyer & Oliver Schulz - 20-43 The impact of CEO power and institutional discretion on CSR investment
by Wolfgang Breuer & Manuel Hass & David Johannes Rosenbach - 44-62 Earnings announcement saliency and option trading
by Tom Adams & Thaddeus Neururer - 63-76 Estimating value‐at‐risk models for non‐conventional equity market index
by Ahmed S. Baig & Hassan A. Butt & Rizwan Khalid - 77-96 The propensity to save: The effect of Sarbanes–Oxley act
by Hui Liang James & Roger Lirely - 97-114 Measuring risk‐taking and patience in financial decision making
by Wolfgang Breuer & Thomas Renerken & Astrid Juliane Salzmann
October 2021, Volume 39, Issue 4
- 385-401 Do IPO costs affect innovation?
by Justin Cox & Kathleen P. Fuller & Zhilu Lin & Wentao Wu - 402-423 Do crude oil futures still fuel portfolio performance?
by Anja Vinzelberg & Benjamin R. Auer - 424-441 Active factor investing: Hedge funds versus the rest of us
by Jun Duanmu & Yongjia Li & Alexey Malakhov - 442-454 The impact of uncertainty shocks in South Africa: The role of financial regimes
by Mehmet Balcilar & Rangan Gupta & Theshne Kisten - 455-481 Higher moments matter! Cross‐sectional (higher) moments and the predictability of stock returns
by Sebastian Stöckl & Lars Kaiser - 482-499 Information search methods and financial decisions
by Yosef Bonaparte & Frank J. Fabozzi & David Koslowsky - 500-521 What’s really in a deal? Evidence from textual analysis of M&A conference calls
by Wenyao Hu & Thomas Shohfi & Runzu Wang
July 2021, Volume 39, Issue 3
- 229-231 Introduction to the special issue on labor and corporate finance
by David C. Mauer - 232-253 Labor unemployment insurance and accounting conservatism
by Yixin Liu & Huishan Wan & Yilei Zhang - 254-279 Human capital cost and investment policy
by Shuangshuang Ji & Tao‐Hsien Dolly King & Xinxin Li - 280-289 Financial distress and the cost of labor: Evidence from a natural experiment
by David J. Pedersen - 290-313 Board gender diversity and corporate labor investment efficiency
by Xu Sun & Tianming Zhang - 314-333 Do local labor market conditions impact bank profitability?
by Andrew Swanson & Danielle Zanzalari - 334-359 What shapes CSR performance? Evidence from the changing enforceability of non‐compete agreements in the United States
by Karel Hrazdil & Jeong‐Bon Kim & Xin Li - 360-380 CEO gender and corporate labor cost
by Xiaohong Fan & Sailu Li & Natalia Villatoro
April 2021, Volume 39, Issue 2
- 127-145 Moving average distance as a predictor of equity returns
by Doron Avramov & Guy Kaplanski & Avanidhar Subrahmanyam - 146-162 Financial stress spillover across Asian Countries
by Luis A. Gil‐Alana & Emmanuel Joel Aikins Abakah & Moses Kenneth Abakah - 163-177 Internal capital markets and bank holding company efficiency
by Silvia Bressan & Margarethe Rammerstorfert & Karl Weinmayer - 178-202 Asymmetric return–volatility relation around the clock
by Erin H. Kao & Donald Lien & Tsung‐wu Ho - 203-222 Corporate cash holdings and monetary shocks: A test of the credit channel theory
by Yiling Deng & Haibo Yao
January 2021, Volume 39, Issue 1
- 3-19 From phase transitions to Modern Monetary Theory: A framework for analyzing the pandemic of 2020
by Bluford H. Putnam - 20-26 The 2020 Pandemic: Economic repercussions and policy responses
by Lucjan T. Orlowski - 27-50 Business strategy, stock price informativeness, and analyst coverage efficiency
by Rongrong Zhang - 51-72 Investor sentiment‐styled index in index futures market
by Weiping Li & Wenwen Liu - 73-94 A macroeconomic hedge portfolio and the cross section of stock returns
by Maximilian Renz & Olaf Stotz - 95-123 Non‐operating earnings and firm risk
by Surendranath Jory & Thanh Ngo & Hongxia Wang
March 2020, Volume 38, Issue S1
- 143-144 Historical patterns in market behavior: Opportunities and risks
by Ellis W. Tallman - 145-146 Patterns in post‐financial crisis periods: A historical perspective – An Introduction
by Mary T. Rodgers & James E. Payne - 147-169 Anticipating independence, no premonition of partition. The lessons of bank branch expansion on the Indian subcontinent, 1939 to 1946
by Viet Nguyen & Susan Wolcott - 170-187 Supply of bank loans and business debts: A view from historical bankruptcy cases
by Dongping Xie & Mary Eschelbach Hansen - 188-209 Finland’s great depression of the 1990s: Lessons about financial reform based on econometric macro evidence
by Pekka Ahtiala & Juha Junttila - 210-225 Margin practices and requirements during the National Banking Era: An early example of macro‐prudential regulation
by Bernard McSherry & Berry K. Wilson - 226-241 Post‐financial crisis changes in financial system structure: An examination of the J.P. Morgan & Co. Syndicates after the 1907 Panic
by Mary T. Rodgers & James E. Payne
October 2020, Volume 38, Issue 4
- 557-579 Investor sophistication and asset prices
by George M. Korniotis & Alok Kumar & Jeremy K. Page - 580-600 Sentiment and its asymmetric effect on housing returns
by Sergiy Saydometov & Sanjiv Sabherwal & Ramya Rajajagadeesan Aroul - 601-622 Top management team optimism and its influence on firms' financing and investment decisions
by Tobias Heizer & Laura R. Rettig - 623-634 Do investors recognize biases in securities analysts’ forecasts?
by Philip L. Baird - 635-654 Empirical analysis of the cross‐interdependence between crude oil and agricultural commodity markets
by Khaled Mokni & Manel Youssef - 655-673 Revisiting the investment anomaly: Financing constraints or limits‐to‐arbitrage?
by Kyungyeon (Rachel) Koh - 674-686 What drives the short‐term fluctuations of banks' exposure to interest rate risk?
by Christoph Memmel
July 2020, Volume 38, Issue 3
- 423-451 Portfolio concentration and fund manager performance
by Pi‐Hsia Hung & Donald Lien & Yun‐Ju Chien - 452-473 A primer on sustainable value creation
by Ali Fatemi & Iraj Fooladi - 474-493 The peer effect of corporate financial decisions around split share structure reform in China
by Wei He & Qian Wang - 494-512 Passive blockholders, informational efficiency of prices, and firm value
by Kee H. Chung & Choonsik Lee & Carl Hsin‐han Shen - 513-541 Bank soundness and bank lending to new firms during the global financial crisis
by Eriko Naiki & Yuta Ogane - 542-554 Preparing for higher inflation: Portfolio solutions using U.S. equities
by Harsh Parikh & Rama K. Malladi & Frank J. Fabozzi
April 2020, Volume 38, Issue 2
- 245-274 Prozac for depressed states? Effect of mood on local economic recessions
by Vidhi Chhaochharia & George M. Korniotis & Alok Kumar - 275-299 CEO age and tax planning
by Hui Liang James - 300-320 Determinants of discounts in equity rights issues: An international comparison
by Nils Bobenhausen & Wolfgang Breuer & Astrid Salzmann - 321-331 The effects of U.S. quantitative easing on South Africa
by John Meszaros & Eric Olson - 332-351 Bank lending to targets of active takeover attempts: The simultaneous choice of loan maturity, pricing, and security
by Justin Lallemand - 352-378 Investing in the S&P 500 index: Can anything beat the buy‐and‐hold strategy?
by Hubert Dichtl - 379-404 CEO characteristics, firm performance, and corporate political contributions: A firm level pre‐Citizens United analysis
by Vijaya Subrahmanyam & Manohar Singh & Anita Pennathur - 405-420 Nasdaq ex‐day behavior: An out‐of‐sample test
by Shishir Paudel & Sabatino (Dino) Silveri & Mark Wu
January 2020, Volume 38, Issue 1
- 3-23 Twenty‐five years of Review of Financial Economics: A bibliometric overview
by H. Kent Baker & Satish Kumar & Debidutta Pattnaik - 24-33 Modeling the time varying volatility of housing returns: Further evidence from the U.S. metropolitan condominium markets
by Nicholas Apergis & James E. Payne - 34-62 Sustainable economic growth in the European Union: The role of ICT, venture capital, and innovation
by Rudra P. Pradhan & Mak B. Arvin & Mahendhiran Nair & Sara E. Bennett - 63-75 Financial statement change and equity risk
by Michael H. Senteney & David L. Stowe & John D. Stowe - 76-96 Real earnings manipulation and future performance: A revisit using quarterly data of firms with debt covenants
by Weiwei Wang & Kenneth Zheng - 97-140 External monitoring and returns to hedge fund activist campaigns
by Ryan Flugum & Matthew E. Souther
October 2019, Volume 37, Issue 4
- 453-481 Risk diversification gains from metropolitan housing assets
by MeiChi Huang - 482-505 Bank lending margins in the euro area: Funding conditions, fragmentation and ECB's policies
by Helen Louri & Petros M. Migiakis - 506-522 Interest rate level and stock return predictability
by Yongsheng Yi & Feng Ma & Dengshi Huang & Yaojie Zhang - 523-540 U.S. presidential cycles and the foreign exchange market
by Samar Ashour & David A. Rakowski & Salil K. Sarkar - 541-553 An option pricing approach to corporate dividends and the capital investment financing decision
by Don M. Chance
July 2019, Volume 37, Issue 3
- 327-340 The role of time‐varying rare disaster risks in predicting bond returns and volatility
by Rangan Gupta & Tahir Suleman & Mark E. Wohar - 341-350 Forecasting value‐at‐risk in oil prices in the presence of volatility shifts
by Bradley T. Ewing & Farooq Malik & Hassan Anjum - 351-371 Local predictive ability of analyst recommendations
by Serkan Karadas & Jorida Papakroni - 372-388 The bank capital channel and bank profits
by Paul E. Orzechowski - 389-403 A technical approach to equity investing in emerging markets
by Massoud Metghalchi & Linda A. Hayes & Farhang Niroomand - 404-427 An innovative feature selection method for support vector machines and its test on the estimation of the credit risk of default
by Eduard Sariev & Guido Germano - 428-449 Empirics of currency crises: A duration analysis approach
by Mohammad Karimi & Marcel‐Cristian Voia
April 2019, Volume 37, Issue 2
- 219-233 Equity valuation: A survey of professional practice
by Jerald E. Pinto & Thomas R. Robinson & John D. Stowe - 234-255 Jensen's alpha and the market‐timing puzzle
by Sebastian Bunnenberg & Martin Rohleder & Hendrik Scholz & Marco Wilkens - 256-271 Do firm characteristics matter in explaining the herding effect on returns?
by Rıza Demirer & Huacheng Zhang - 272-296 Reversal and momentum patterns in weekly stock returns: European evidence
by Hannah Lea Hühn & Hendrik Scholz - 297-321 Estimating yield curves of the U.S. Treasury securities: An interpolation approach
by Feng Guo
January 2019, Volume 37, Issue 1
- 3-5 The changing landscape of behavioral finance
by Alok Kumar - 6-37 The affect heuristic and stock ownership : A theoretical perspective
by Jiang Luo & Avanidhar Subrahmanyam - 38-60 Has local informational advantage disappeared?
by Gennaro Bernile & Alok Kumar & Johan Sulaeman & Qin Wang - 61-91 Overconfidence among option traders
by Han‐Sheng Chen & Sanjiv Sabherwal - 92-105 DEEP sleep: The impact of sleep on financial risk taking
by John R. Nofsinger & Corey A. Shank - 106-117 Gender matters most. The impact on short‐term risk aversion following a financial crash
by James Byder & Diego A. Agudelo & Ignacio Arango - 118-148 Altruism and egoism in investment decisions
by Daniel Brodback & Nadja Guenster & David Mezger - 149-167 Sustainability priorities, corporate strategy, and investor behavior
by Linda Espahbodi & Reza Espahbodi & Norma Juma & Amy Westbrook - 168-196 Name complexity, cognitive fluency, and asset prices
by Chenjun Fang & Ning Zhu - 197-215 Increasing return response to changes in risk
by Mehmet F. Dicle
October 2018, Volume 36, Issue 4
- 287-299 Monetary policy rules and the equity risk premium: Evidence from the US experience
by Nicholas Apergis & James E. Payne - 300-306 The low beta anomaly: A corporate bond investor's perspective
by Demir Bektić - 307-320 Basel III capital regulations and bank profitability
by Vighneswara Swamy - 321-347 Is there a missing factor? A canonical correlation approach to factor models
by Seung C. Ahn & Stephan Dieckmann & M. Fabricio Perez - 348-363 S&P 500 Index revisions and credit spreads
by Lindsay Baran & Ying Li & Chang Liu & Zilong Liu & Xiaoling Pu
July 2018, Volume 36, Issue 3
- 199-205 Real interest parity: Evidence from trade partnerships
by Mustapha Ibn Boamah - 206-219 Warrant price responses to credit spread changes: Fact or fiction?
by Andrea Schertler & Saskia Stoerch - 220-231 An additional analysis of estimation techniques for the degree of financial leverage
by Steven Stelk & Sang‐Hyun Park & Simon Medcalfe & Michael T. Dugan - 232-251 Does the source of debt financing affect default risk?
by Wan‐Chien Chiu & Chih‐Wei Wang & Juan Ignacio Peña - 252-266 Marriage between credit cards and the Internet: Buying is just a click away!
by Hem C. Basnet & Ficawoyi Donou‐Adonsou - 267-283 Analyzing the effect of derivatives on the financial soundness of commercial banks in Italy: An approach based on the CAMELS framework
by Mohamed Rochdi Keffala
April 2018, Volume 36, Issue 2
- 83-96 Evaluating risk‐based capital regulation
by Thomas L. Hogan & Neil R. Meredith & Xuhao (Harry) Pan - 97-116 Banks’ earnings: Empirical evidence of the influence of economic and financial market factors
by Stéphane Albert & Hervé Alexandre - 117-132 Who drives whom ‐ sukuk or bond? A new evidence from granger causality and wavelet approach
by Md. Mahmudul Haque & Mohammad Ashraful Ferdous Chowdhury & Abdul Aziz Buriev & Obiyathulla Ismath Bacha & Mansur Masih - 133-148 Using partial least square discriminant analysis to distinguish between Islamic and conventional banks in the MENA region
by Asma Sghaier & Sami Ben Jabeur & Boutheina Bannour - 149-166 Corporate social responsibility and the wealth gains from dividend increases
by Charmaine Glegg & Oneil Harris & Thanh Ngo - 167-193 Over‐investment or risk mitigation? Corporate social responsibility in Asia‐Pacific, Europe, Japan, and the United States
by Sebastian Utz
January 2018, Volume 36, Issue 1
- 3-11 Public disclosure in acquisitions
by Avanidhar Subrahmanyam & Wenyuan Xu - 12-32 Bank net interest margins, the yield curve, and the 2007–2009 financial crisis
by Peter V. Egly & David W. Johnk & André Varella Mollick - 33-46 The commodity super price cycle and real options: Implications for the Greeks of mining firms
by José Guedes - 47-71 Corporate governance and firm value at dual class firms
by Ting Li & Nataliya Zaiats - 72-80 International Islamic funds
by Kathrin Lesser & Christian Walkshäusl
November 2017, Volume 35, Issue 1
- 1-10 Volatility measures as predictors of extreme returns
by Lorne N. Switzer & Cagdas Tahaoglu & Yun Zhao - 11-28 Trend in aggregate idiosyncratic volatility
by Kiseok Nam & Shahriar Khaksari & Moonsoo Kang - 29-42 Tracing dynamic linkages and spillover effect between Pakistani and leading foreign stock markets
by Ghulam Ghouse & Saud Ahmed Khan - 43-56 Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data
by Remzi Uctum & Patricia Renou‐Maissant & Georges Prat & Sylvie Lecarpentier‐Moyal - 57-65 Oil price shocks and volatility spillovers in the Nigerian sovereign bond market
by Moses K. Tule & Umar B. Ndako & Samuel F. Onipede - 66-81 A behavioural explanation to the asymmetric volatility phenomenon: Evidence from market volatility index
by Pratap Chandra Pati & Prabina Rajib & Parama Barai
September 2017, Volume 34, Issue 1
- 1-9 Bank capital and portfolio risk among Islamic banks
by Syed Abul Basher & Lawrence M. Kessler & Murat K. Munkin - 10-32 Bank levy and bank risk‐taking
by Michael Diemer - 33-49 A fresh look at integration of risks in the international stock markets: A wavelet approach
by Hardik A. Marfatia