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Content
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 - 50-60 Characteristics of mutual funds with extreme performance
by Jason P. Berkowitz & Patrick J. Schorno & Dmitry A. Shapiro - 61-73 Long memory or structural breaks: Some evidence for African stock markets
by Geoffrey Ngene & Kenneth A. Tah & Ali F. Darrat - 74-85 CEO inside debt and bank loan syndicate structure
by Liqiang Chen & Hong Fan - 86-98 An integrated macro‐financial risk‐based approach to the stressed capital requirement
by Xiaochun Liu - 99-108 The other capital infusion program: The case of the Small Business Lending Fund
by Eliana Balla & Robert E. Carpenter & Breck L. Robinson
April 2017, Volume 33, Issue 1
- 1-11 Corporate investment and stock liquidity: Evidence on the price impact of trade
by Moonsoo Kang & Wei Wang & Chanyoung Eom - 12-28 Is there a link between economic growth and insurance and banking sector activities in the G‐20 countries?
by Rudra P. Pradhan & Mak B. Arvin & Mahendhiran Nair & John H. Hall & Atul Gupta - 29-40 Taming polysemous signals: The role of marketing intensity on the relationship between financial leverage and firm performance
by John Bae & Sang‐Joon Kim & Hannah Oh - 41-54 Foreign bias in Australia's international equity holdings
by Anil V. Mishra - 55-63 Bank profits, loan activity, and monetary policy: evidence from the FDIC's Historical Statistics on Banking
by Paul E. Orzechowski
January 2017, Volume 32, Issue 1
- 1-6 Additional evidence on transparency and bank financial performance
by Aigbe Akhigbe & James E. McNulty & Bradley A. Stevenson - 7-19 Size is everything: Explaining SIFI designations
by Felix Irresberger & Christopher Bierth & Gregor N.F. Weiß - 20-29 Differential effect of liquidity constraints on firm growth
by Syed Manzur Quader - 30-57 Bank secrecy in offshore centres and capital flows: Does blacklisting matter?
by Olga Balakina & Angelo D’Andrea & Donato Masciandaro - 58-63 The effect of volatility persistence on excess returns
by Ajeet Jain & Sascha Strobl - 64-74 Inside directors, risk aversion, and firm performance
by Arun D. Upadhyay & Rahul Bhargava & Sheri Faircloth & Hongchao Zeng
November 2016, Volume 31, Issue 1
- 1-2 Editorial
by M. Kabir Hassan - 3-17 Time series analysis of financial stability of banks: Evidence from Saudi Arabia
by Hassan B. Ghassan & Stefano Fachin - 18-25 The composite risk‐sharing finance index: Implications for Islamic finance
by Tarik Akin & Zamir Iqbal & Abbas Mirakhor - 26-33 Why do companies issue sukuk?
by Paul‐Olivier Klein & Laurent Weill - 34-44 Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets
by Alex Sclip & Alberto Dreassi & Stefano Miani & Andrea Paltrinieri - 45-55 Who issues Sukuk and when?: An analysis of the determinants of Islamic bond issuance
by Mamoru Nagano - 56-63 Is momentum trading profitable from Shari'ah compliant stocks?
by Bob Li & Mong Shan Ee & Mamunur Rashid - 64-74 Is it costly to be both shariah compliant and socially responsible?
by Elias Erragragui & Christophe Revelli - 75-82 International evidence on Islamic equity fund characteristics and performance persistence
by Rania Makni & Olfa Benouda & Ezzedine Delhoumi - 83-88 Religion in the boardroom and its impact on Islamic banks' performance
by Mohsin Ali & Wajahat Azmi - 89-98 Customers' perceptions on the dispute resolution clauses in Islamic finance contracts in Malaysia
by Umar A. Oseni & Abideen Adewale & Nor Razinah Binti Mohd Zain - 99-107 Banking efficiency in Gulf Cooperation Council (GCC) countries: A comparative study
by Sunil K. Mohanty & Hong‐Jen Lin & Eid A. Aljuhani & Hisham J. Bardesi - 108-114 Do Islamic stock indices perform better than conventional counterparts? An empirical investigation of sectoral efficiency
by Nafis Alam & Shaista Arshad & Syed Aun R. Rizvi
September 2016, Volume 30, Issue 1
- 1-10 Excess pay and deficient performance
by Mary Ellen Carter & Lei Li & Alan J. Marcus & Hassan Tehranian - 11-22 Internet, consumer spending, and credit card balance: Evidence from US consumers
by Hem C. Basnet & Ficawoyi Donou‐Adonsou - 23-32 Conditional interest rate risk and the cross‐section of excess stock returns
by Victoria Atanasov - 33-44 The incremental information content of innovations in implied idiosyncratic volatility
by Cliff R. Moll & Stephen P. Huffman - 45-59 Repayment behavior in peer‐to‐peer microfinancing: Empirical evidence from Kiva
by Gregor Dorfleitner & Eva‐Maria Oswald - 60-67 An empirical application of the EVA® framework to business cycles
by Nicolás Cachanosky & Peter Lewin - 68-73 Reversal of 3‐day losers and continuation of 3‐day winners on the NASDAQ
by Jose Gutierrez
April 2016, Volume 29, Issue 1
- 2-11 Can hedge funds time global equity markets? Evidence from emerging markets
by Adam L. Aiken & Osman Kilic & Sean Reid - 12-22 Synthetic hedge funds
by Mario Fischer & Matthias X. Hanauer & Robert Heigermoser - 23-36 The performance of female hedge fund managers
by Rajesh Aggarwal & Nicole M. Boyson - 37-51 Are Smart Beta strategies suitable for hedge fund portfolios?
by Asmerilda Hitaj & Giovanni Zambruno - 52-63 Activist hedge funds and firm disclosure
by Jing Chen & Michael J. Jung
January 2016, Volume 28, Issue 1
- 1-20 Is a pure TIPS strategy truly risk free?
by Paul J. Haensly - 21-34 Financial constraints, board governance standards, and corporate cash holdings
by Choonsik Lee & Heungju Park - 35-45 How much can lack of marketability affect private equity fund values?
by Axel Buchner - 46-55 Trading behavior in S&P 500 index futures
by Lee A. Smales - 56-68 Can stochastic discount factor models explain the cross‐section of equity returns?
by Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens
November 2015, Volume 27, Issue 1
- 1-15 High order smooth ambiguity preferences and asset prices
by Julian Thimme & Clemens Völkert - 16-27 Optimal default and liquidation with tangible assets and debt renegotiation
by Makoto Goto & Teruyoshi Suzuki - 28-45 An inverted U‐shaped crude oil price return‐implied volatility relationship
by Terence D. Agbeyegbe - 46-57 Bank leverage and profitability: Evidence from a sample of international banks
by Andrea Beltratti & Giovanna Paladino - 58-67 Out‐of‐sample evaluation of macro announcements, linearity, long memory, heterogeneity and jumps in mini‐futures markets
by Dimitrios I. Vortelinos - 68-82 Should I stay, or should I go? – How fund dynamics influence venture capital exit decisions
by Carolin Bock & Maximilian Schmidt
September 2015, Volume 26, Issue 1
- 1-11 The role of institutional investors and individual investors in financial markets: Evidence from closed‐end funds
by Emily J. Huang - 12-24 The conundrum of profitability versus soundness for banks by ownership type: Evidence from the Indian banking sector
by Sreejata Banerjee & Malathi Velamuri - 25-35 The wages of social responsibility — where are they? A critical review of ESG investing
by Gerhard Halbritter & Gregor Dorfleitner - 36-46 On the interaction between momentum effect and size effect
by Yasser Alhenawi - 47-54 Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads
by Jari Hännikäinen - 55-64 Market‐timing the business cycle
by Rolando F. Peláez
April 2015, Volume 25, Issue 1
- 1-2 Preface to the Special Issue on “Changing Dynamics in Financial Economics”
by Bluford H. Putnam & D. Sykes Wilford - 3-9 From pit to electronic trading: Impact on price volatility of U.S. Treasury futures
by Lucjan T. Orlowski - 10-18 Economics as energy framework: Complexity, turbulence, financial crises, and protectionism
by John Rutledge - 19-26 Modeling fund and portfolio risk: A bi‐modal approach to analyzing risk in turbulent markets
by Iordanis Karagiannidis & D. Sykes Wilford - 27-34 Evolving dynamics of the relationship between US core inflation and unemployment
by Bluford H. Putnam & Samantha Azzarello - 35-41 Tracking exchange rate management in Latin America
by César Carrera
January 2015, Volume 24, Issue 1
- 1-11 Market conditions, governance and the information content of insider trades
by Harjeet S. Bhabra & Ashrafee T. Hossain - 12-17 Are equities good inflation hedges? A frequency domain perspective
by Cetin Ciner - 18-35 Leading indicators of systemic banking crises: Finland in a panel of EU countries
by Patrizio Lainà & Juho Nyholm & Peter Sarlin - 36-41 Split ratings and debt‐signaling in bond markets: A note
by Ashraf Ismail & Seunghack Oh & Nuruzzaman Arsyad - 42-51 A comparison of buy‐side and sell‐side analysts
by Jeffrey Hobbs & Vivek Singh - 52-64 Board independence and corporate investments
by Jun Lu & Wei Wang
November 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 Rudra P. Pradhan & Mak B. Arvin & John H. Hall & Sahar Bahmani - 174-181 Gold mining companies and the price of gold
by Dirk G. Baur - 182-193 Does non‐interest income make banks more risky? Retail‐ versus investment‐oriented banks
by Matthias Köhler - 194-207 Cross‐market spillovers with ‘volatility surprise’
by Sofiane Aboura & Julien Chevallier - 208-216 Socially responsible investing and stock performance: New empirical evidence for the US and European stock markets
by Janick Christian Mollet & Andreas Ziegler - 217-226 Business cycle, storage, and energy prices
by Oleg Kucher & Alexander Kurov - 227-235 What explains the lack of monetary policy influence on bank holding companies?
by Abdullah Mamun & M. Kabir Hassan
September 2014, Volume 23, Issue 3
- 107-119 Changing banking relationships and client‐firm performance: Evidence from Japan for the 1990s
by Daisuke Tsuruta - 120-130 The predictability of aggregate returns on commodity futures
by Fabian T. Lutzenberger - 131-140 The output gap and expected security returns
by Anindya Biswas - 141-147 Testing for financial contagion based on a nonparametric measure of the cross‐market correlation
by Fuchun Li & Hui Zhu - 148-154 IPO first‐day returns: Skewness preference, investor sentiment and uncertainty underlying factors
by Dorsaf Ben Aissia
April 2014, Volume 23, Issue 2
- 55-63 The abnormal psychology of investment performance
by Fernando M. Patterson & Robert T. Daigler - 64-74 Does sovereign risk matter? New evidence from eurozone corporate bond ratings and zero‐volatility spreads
by Christian Klein & Christoph Stellner - 75-89 Preemption, leverage, and financing constraints
by Michi Nishihara & Takashi Shibata - 90-97 Forecasting GDP growth with financial market data in Finland: Revisiting stylized facts in a small open economy during the financial crisis
by Petri Kuosmanen & Juuso Vataja - 98-105 Liquidity and capital under uncertainty and changing market sentiment: A simple analysis
by Biagio Bossone
January 2014, Volume 23, Issue 1
- 1-9 The spirit of capitalism among the income classes
by H.J. Smoluk & John Voyer - 10-17 Opaque financial reports and R2: Revisited
by Sudip Datta & Mai Iskandar‐Datta & Vivek Singh - 18-29 Foreign exchange rate exposure: Evidence from Canada
by Mohammad Al‐Shboul & Sajid Anwar - 30-45 Predictability of the simple technical trading rules: An out‐of‐sample test
by Jiali Fang & Ben Jacobsen & Yafeng Qin - 46-53 Resurrecting the size effect: Evidence from a panel nonlinear cointegration model for the G7 stock markets
by Nicholas Apergis & James E. Payne
November 2013, Volume 22, Issue 4
- 135-145 Initial credit ratings and earnings management
by K. Ozgur Demirtas & Kimberly Rodgers Cornaggia - 146-157 The effect of banking market structure on the lending channel: Evidence from emerging markets
by Mohammed Amidu & Simon Wolfe - 158-168 Entrepreneurial risk aversion, net worth effects and real fluctuations
by Cristian Pardo - 169-179 Asset pricing under quantile utility maximization
by Bruno C. Giovannetti - 180-186 The high returns to low volatility stocks are actually a premium on high quality firms
by Christian Walkshäusl - 187-193 Asymmetric adjustments in the spread of lending and deposit rates: Evidence from extended threshold unit root tests
by Junsoo Lee & Mark C. Strazicich & Byung Chul Yu - 194-205 What makes a joint venture: Micro‐evidence from Sino‐Italian contracts
by Valeria Gattai & Piergiovanna Natale - 206-212 Time‐changed Lévy jump processes with GARCH model on reverse convertibles
by Wei W. Simi & Xiaoli Wang - 213-219 Irrational fads, short‐term memory emulation, and asset predictability
by Stelios D. Bekiros