Quarterly Review of Economics and Finance

Article	Citations
Irregularities in forward-looking volatility	164
Further evidence on long-run abnormal returns after corporate events	141
Comparing the performance and composition of tracking error constrained and unconstrained portfolios	101
An empirical comparison between a regression framework and the Synthetic Control Method	92
Erratum regarding missing Declaration of Competing Interest statements in previously published articles	77
State-dependent effect on voter turnout: The case of US House elections	65
Quantifying endogenous and exogenous shocks to financial sector systemic risk: A comparison of GFC and COVID-19	63
Rigidity in public contracts: Implications for renewal dynamics	62
Trading strategies and the frequency of time-series	62
Interest rate and the social performance of microfinance institutions	59
Effects of credit and labor constraints on microenterprises and the unintended impact of changes in household endowments: Use of threshold estimation to detect heterogeneity	59
The role of the COVID-19 pandemic in US market volatility: Evidence from the VIX index	56
Are Cryptocurrencies and African stock markets integrated?	51
Another look at calendar anomalies	49
Bank response to policy-related changes in capital requirements	46
ESG rating, rating divergence and investment efficiency: International evidence	45
Modeling the contagion of bank runs with a Markov model	41
FoMO in the Bitcoin market: Revisiting and factors	41
Implied volatility of structured warrants: Emerging market evidence	39
Do geopolitical risks and global market factors influence the dynamic dependence among regional sustainable investments and major commodities?	39
The effect of financial distress on capital structure: The case of Brazilian banks	38
The sustainability factor in asset pricing: Empirical evidence from the Indian market	37
Do board size, institutional ownership and external auditors matter to market discipline in Indonesian banking?	36
The capital ratio and the interest rate spread: A panel threshold regression approach	34
Quality differentiation and optimal pricing strategy in multi-sided markets	33

Access-for-all to financial services: Non-resources tax revenue-harnessing opportunities in developing countries	32
Term structure of equity risk premia in rough terrain: 150 years of the French stock market	32
Moderating role of ESG disclosures and its impact on firm financial performance	31
Earnings and liquidity factors	31
Permanent inequality versus earnings instability and transmission of income shocks to consumption expenditure in India	30
The positive impact of investment subsidies on the economy with present-biased consumers	29
Risk assessment of equity-based conventional and islamic stock portfolios	29
Firm valuation with state dependent COD taxation	29
Decomposition of non-performing loans dynamics into a debt-servicing capacity and a risk taking indicators	28
Capital requirements and banks performance under Basel-III: A comparative analysis of Australian and British banks	28
News-based economic policy uncertainty and financial contagion: An international evidence	26
Navigating the storm: Time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability	25
Systemic importance of Chinese financial institutions based on the QC-ISAM-ARMA temporal network with coupling	25
Applications of fixed effect models to managerial risk-taking incentives	23
Cross border flows, financial intermediation and interactions of policy rules in a small open economy	23
The decline in stock exchange listed firms	23
Editorial Board	22
Are bond markets and bank credits complementary or substitutable? Evidence based on the rule of law and countries’ legal origins	22
Editorial Board	21
Time-frequency co-movement and cross-quantile connectedness of exchange rates: Evidence from ASEAN+3 Countries	21
Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic	21
On the effect of full-fledged IT adoption on stock returns and their conditional volatility: Evidence from propensity score matching	21
US foreign investments: Technology transfer, relative backwardness, and the productivity growth of host countries	21
Capital requirements and banks’ behavior: Evidence from bank stress tests	20
Dissecting performance gains from export-induced marketing and technological investments: Revisiting learning by exporting in Indian manufacturing	20
A new measure of fund window dressing and its application to Chinese mutual fund market	19
Signaling through tests	19
Editorial Board	19
Asymmetric effects of oil price shocks on the demand for money in Algeria	18
Tax clientele and share repurchase execution	18
Do ESG disclosures mitigate investors’ reaction on mining disasters? Evidence from Brazil	18
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields	18
Genetic diversity and income inequality: The case for Y-chromosome DNA diversity	18
Causal nexus between crude oil and US corporate bonds	18
Mean--variance portfolio selection problem: Asset reduction via nondominated sorting	17
On the time-varying responses of Fintech stock returns to geopolitical, financial and market sentiment shocks	17
Nationalization of the private sector labor force, quotas, matching and public jobs, an illustration with Saudi Arabia	17
Social pension insurance and household risky asset investment: Evidence from China	17
Gender differences and time allocation: A comparative analysis of Egypt and Tunisia	17
Frequency domain quantile dependence and connectedness between crude oil and exchange rates: Evidence from oil-importing and exporting countries	17
A local volatility correction to mean-reverting stochastic volatility model for pricing derivatives	17
The forward premium anomaly and the currency carry trade hypothesis	17
Geopolitical risks and tourism stocks: New evidence from causality-in-quantile approach	17
The relationship between investment determinants and environmental sustainability: Evidence through meta-analysis	16
Effect of poverty on financial development: Does trade openness matter?	16
The sum of all SCARES COVID-19 sentiment and asset return	16
Editorial Board	16
Executive and non-executive employee ownership and bank risk: Evidence from European banks	16
Individual investor ownership and the news coverage premium	15
Are dividend changes exploited in the equity market?	15

Credit booms and crisis-emergent asset comovement: The problem of latent correlation	15
Does monetary policy favor the skilled? − Distributional role of monetary policy	14
Shaken, stirred and indebted: Firm-level effects of earthquakes	14
Asymmetric nexus between shadow economy and financial instability: Does institutional quality matter?	14
Corporate debt and cash decisions: A nonlinear panel data analysis	14
The effect of the evergrande bankruptcy on Chinese real estate listed firms	13
Does happiness forecast implied volatility? Evidence from nonparametric wave-based Granger causality testing	13
Who needs cash? Digital finance and income inequality	13
Party direct control and corporate fraud: Evidence from China	13
Macro-prudential policy, its alignment with monetary policy and house price growth: A cross-country study	13
Analyzing the risks of an illiquid and global asset: The case of fine wine	13
Why did inflation targeting fail in Argentina?	13
In search of hedges and safe havens during the COVID─19 pandemic: Gold versus Bitcoin, oil, and oil uncertainty	13
Share pledge transactions as an investor sentiment indicator - Evidence from China	13
Housing price dynamics: The impact of stock market sentiment and the spillover effect	13
Political patronage and banks’ leverage in the Middle Eastern and North African region: A new neural panel regression analysis	12
Revisiting the nexus between house pricing and money demand: Power spectrum and wavelet coherence based approach	12
Segmentation, business environment and global informational efficiency of emerging financial markets	12
Deviating from full rationality but not from theoretical consistency: The behavior of inflation expectations in Brazil	12
Unveiling dynamics: Financial performance determinants in the Ghanaian insurance industry	12
How does credit information sharing shape bank loans?	12
Recessions and flattening of the yield curve (1960–2021): A two-way road under a regime switching approach	12
Competition, securitization, and efficiency in US banks	12
Uncertainty and daily predictability of housing returns and volatility of the United States: Evidence from a higher-order nonparametric causality-in-quantiles test	12
Robbing a robber is not robbing	12
Credit constraints and spillover effects of financial market liberalization: Case of Colombia	11
Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?	11
How does central bank transparency affect systemic risk? Evidence from developed and developing countries	11
“Taking Diversity Into Account”: Real effects of accounting measurement on asset allocation	11
Exploring asymmetries in the effects of El Niño-Southern Oscillation on U.S. food and agricultural stock prices	11
Do emerging stock markets offer an illiquidity premium for local or global investors?	11
Family ties and firm performance empirical evidence from East Asia	11
Financial inclusion and income distribution revisited: New findings	11
Do foreign investors deter corporate fraud? Evidence from China	11
Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets	11
Uncertainty and gender inequality: A global investigation	11
Financial contagion dynamics from the US to the PIIGS amidst the global financial crisis	10
Decomposing the yield curve with linear regressions and survey information	10
Do more harm than good? The optional reverse charge mechanism against cross-border tax fraud	10
Erratum regarding missing declaration of competing interest statements in previously published articles	10
Duration of membership in the world trade organization and investment-oriented remittances inflows	10
Persistence and long run co-movements across stock market prices	10
Customer concentration, managerial risk aversion, and hostile takeover threats	10
Asset redeployability and dividend payout policy	10
Political connections, investment inefficiency, and the Indian banking crisis	10
When and why do stock and bond markets predict US economic growth?	10
Conventional and unconventional shadow rates and the US state-level stock returns: Evidence from non-stationary heterogeneous panels	10
Optimal inflation rate and fair wage	10
Erratum regarding missing Declaration of Competing Interest statements in previously published articles	10
The performance of bidding companies in merger and acquisition deals: An empirical study of domestic acquisitions in Hong Kong and Mainland China	10
The effects of countercyclical leverage buffers on macroeconomic and financial stability	9
The role of international currency spillovers in shaping exchange rate dynamics in Latin America	9
Impact of a new regulatory policy on thematic and monthly distribution funds in Japan	9
Hedging demand and near-zero swap spreads: Evidence from the Chinese interest rate swap market	9
Pathways to self-sufficiency in the microfinance ecosystem	9
Are impact and financial returns mutually exclusive? Evidence from publicly-listed impact investments	9
NFTs versus conventional cryptocurrencies: A comparative analysis of market efficiency around COVID-19 and the Russia-Ukraine conflict	9
Markowitz portfolios under transaction costs	9
The association between financial market volatility and banking market structure	9
Make or buy for public services: Culture matters for efficiency considerations	9
Nexus of Corporate Social Responsibility Expenditure (CSR) and financial performance: Indian banks	9
When are busy boards beneficial?	9
Does Corporate Social Responsibility reporting improve financial performance? The moderating role of board diversity and gender composition	9
On the benefits of active stock selection strategies for diversified investors	9
Import penetration and workplace safety	9
Uncertainty matters in US financial information spillovers: Evidence from a directed acyclic graph approach	9
Sentiment-return relation and stock price synchronicity: Firm-level versus market-level sentiment	9
Retail Investors’ Perception towards Green Bonds in Advancing Sustainability: Evidence from India	9
Oil shocks and investor attention	8
The asymmetric impact of oil price shocks on China stock market: Evidence from quantile-on-quantile regression	8
On the economic impact of aggregate liquidity shocks: The case of the UK	8
The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation	8
The transmission of targeted monetary policy to bank credit supply	8
Erratum regarding missing Declaration of Competing Interest statements in previously published articles	8
Asymmetry in inflation persistence under inflation targeting	8
Features of overreactions in the cryptocurrency market	8
Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty	8
Money demand function with time-varying coefficients	8
Does AI contribute to systemic risk reduction in non-financial corporations?	8
Time-varying dependence of Bitcoin	8

Political influence and banking performance: Evidence from the African countries	8
Does CEO general managerial ability matter in M&A voting?	8
Customer concentration, managerial risk aversion, and independent directors: A quasi-natural experiment	8
Natural disasters and bank liquidity creation in Sub-Saharan African countries: Evidence from banks panel data	8
Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach	8
Dynamic impact of the U.S. monetary policy on oil market returns and volatility	8
Culture, intellectual property rights, and technology adoption	8
Seasonal patterns of earnings releases and post-earnings announcement drift	8
Global policy uncertainty and cross-border acquisitions	8
Financial inclusion, bank market structure, and financial stability: International evidence	8