Quarterly Review of Economics and Finance

Article	Citations
Irregularities in forward-looking volatility	149
Erratum regarding missing Declaration of Competing Interest statements in previously published articles	104
Quantifying endogenous and exogenous shocks to financial sector systemic risk: A comparison of GFC and COVID-19	72
Rigidity in public contracts: Implications for renewal dynamics	69
Are Cryptocurrencies and African stock markets integrated?	69
Effects of credit and labor constraints on microenterprises and the unintended impact of changes in household endowments: Use of threshold estimation to detect heterogeneity	67
The role of the COVID-19 pandemic in US market volatility: Evidence from the VIX index	67
Further evidence on long-run abnormal returns after corporate events	65
An empirical comparison between a regression framework and the Synthetic Control Method	63
Comparing the performance and composition of tracking error constrained and unconstrained portfolios	56
Trading strategies and the frequency of time-series	48
FoMO in the Bitcoin market: Revisiting and factors	46
ESG rating, rating divergence and investment efficiency: International evidence	46
Do board size, institutional ownership and external auditors matter to market discipline in Indonesian banking?	44
Modeling the contagion of bank runs with a Markov model	43
The positive impact of investment subsidies on the economy with present-biased consumers	43
The capital ratio and the interest rate spread: A panel threshold regression approach	40
Quality differentiation and optimal pricing strategy in multi-sided markets	39
Access-for-all to financial services: Non-resources tax revenue-harnessing opportunities in developing countries	37
Risk assessment of equity-based conventional and islamic stock portfolios	37
Decomposition of non-performing loans dynamics into a debt-servicing capacity and a risk taking indicators	36
Moderating role of ESG disclosures and its impact on firm financial performance	35
The effect of financial distress on capital structure: The case of Brazilian banks	35
Firm valuation with state dependent COD taxation	34
Term structure of equity risk premia in rough terrain: 150 years of the French stock market	34

Permanent inequality versus earnings instability and transmission of income shocks to consumption expenditure in India	33
The sustainability factor in asset pricing: Empirical evidence from the Indian market	31
Capital requirements and banks performance under Basel-III: A comparative analysis of Australian and British banks	31
Do geopolitical risks and global market factors influence the dynamic dependence among regional sustainable investments and major commodities?	30
Navigating the storm: Time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability	30
News-based economic policy uncertainty and financial contagion: An international evidence	29
The decline in stock exchange listed firms	27
Time-frequency co-movement and cross-quantile connectedness of exchange rates: Evidence from ASEAN+3 Countries	27
Cross border flows, financial intermediation and interactions of policy rules in a small open economy	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	24
Dissecting performance gains from export-induced marketing and technological investments: Revisiting learning by exporting in Indian manufacturing	24
US foreign investments: Technology transfer, relative backwardness, and the productivity growth of host countries	24
Editorial Board	23
Editorial Board	23
Are bond markets and bank credits complementary or substitutable? Evidence based on the rule of law and countries’ legal origins	23
Capital requirements and banks’ behavior: Evidence from bank stress tests	22
Genetic diversity and income inequality: The case for Y-chromosome DNA diversity	22
Editorial Board	22
Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic	22
Tax clientele and share repurchase execution	22
Mean--variance portfolio selection problem: Asset reduction via nondominated sorting	21
A local volatility correction to mean-reverting stochastic volatility model for pricing derivatives	21
A new measure of fund window dressing and its application to Chinese mutual fund market	20
Social pension insurance and household risky asset investment: Evidence from China	20
Executive and non-executive employee ownership and bank risk: Evidence from European banks	20
On the time-varying responses of Fintech stock returns to geopolitical, financial and market sentiment shocks	19
Nationalization of the private sector labor force, quotas, matching and public jobs, an illustration with Saudi Arabia	19
Geopolitical risks and tourism stocks: New evidence from causality-in-quantile approach	18
Signaling through tests	18
Asymmetric effects of oil price shocks on the demand for money in Algeria	18
Bank geographic diversification and market competition	18
The forward premium anomaly and the currency carry trade hypothesis	18
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields	17
Do ESG disclosures mitigate investors’ reaction on mining disasters? Evidence from Brazil	17
Editorial Board	17
The relationship between investment determinants and environmental sustainability: Evidence through meta-analysis	17
Frequency domain quantile dependence and connectedness between crude oil and exchange rates: Evidence from oil-importing and exporting countries	17
Effect of poverty on financial development: Does trade openness matter?	17
Gender differences and time allocation: A comparative analysis of Egypt and Tunisia	17
The sum of all SCARES COVID-19 sentiment and asset return	17
Are dividend changes exploited in the equity market?	16
In search of hedges and safe havens during the COVID─19 pandemic: Gold versus Bitcoin, oil, and oil uncertainty	15
Credit booms and crisis-emergent asset comovement: The problem of latent correlation	15
Does happiness forecast implied volatility? Evidence from nonparametric wave-based Granger causality testing	15
Does monetary policy favor the skilled? − Distributional role of monetary policy	15
The effect of the evergrande bankruptcy on Chinese real estate listed firms	14
Analyzing the risks of an illiquid and global asset: The case of fine wine	14
Party direct control and corporate fraud: Evidence from China	14
Corporate debt and cash decisions: A nonlinear panel data analysis	14

Macro-prudential policy, its alignment with monetary policy and house price growth: A cross-country study	14
Shaken, stirred and indebted: Firm-level effects of earthquakes	14
Asymmetric nexus between shadow economy and financial instability: Does institutional quality matter?	14
Hedging uncertainty: Bitcoin's asymmetric diversification benefits in factor-based portfolios	14
Share pledge transactions as an investor sentiment indicator - Evidence from China	14
Recessions and flattening of the yield curve (1960–2021): A two-way road under a regime switching approach	13
How does central bank transparency affect systemic risk? Evidence from developed and developing countries	13
Political patronage and banks’ leverage in the Middle Eastern and North African region: A new neural panel regression analysis	13
Robbing a robber is not robbing	13
Deviating from full rationality but not from theoretical consistency: The behavior of inflation expectations in Brazil	13
Do emerging stock markets offer an illiquidity premium for local or global investors?	13
How does credit information sharing shape bank loans?	13
Exploring asymmetries in the effects of El Niño-Southern Oscillation on U.S. food and agricultural stock prices	13
Credit constraints and spillover effects of financial market liberalization: Case of Colombia	13
Unveiling dynamics: Financial performance determinants in the Ghanaian insurance industry	13
Family ties and firm performance empirical evidence from East Asia	12
Do foreign investors deter corporate fraud? Evidence from China	12
Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?	12
Segmentation, business environment and global informational efficiency of emerging financial markets	12
Uncertainty and gender inequality: A global investigation	12
Who needs cash? Digital finance and income inequality	12
Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets	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
Revisiting the nexus between house pricing and money demand: Power spectrum and wavelet coherence based approach	12
Duration of membership in the world trade organization and investment-oriented remittances inflows	11
Customer concentration, managerial risk aversion, and hostile takeover threats	11
Conventional and unconventional shadow rates and the US state-level stock returns: Evidence from non-stationary heterogeneous panels	11
Optimal inflation rate and fair wage	11
Asset redeployability and dividend payout policy	11
Erratum regarding missing Declaration of Competing Interest statements in previously published articles	11
Financial inclusion and income distribution revisited: New findings	11
Decomposing the yield curve with linear regressions and survey information	11
Erratum regarding missing declaration of competing interest statements in previously published articles	11
Financial contagion dynamics from the US to the PIIGS amidst the global financial crisis	10
The performance of bidding companies in merger and acquisition deals: An empirical study of domestic acquisitions in Hong Kong and Mainland China	10
NFTs versus conventional cryptocurrencies: A comparative analysis of market efficiency around COVID-19 and the Russia-Ukraine conflict	10
Are impact and financial returns mutually exclusive? Evidence from publicly-listed impact investments	10
Does Corporate Social Responsibility reporting improve financial performance? The moderating role of board diversity and gender composition	10
The role of international currency spillovers in shaping exchange rate dynamics in Latin America	10
Do more harm than good? The optional reverse charge mechanism against cross-border tax fraud	10
On the benefits of active stock selection strategies for diversified investors	10
Sentiment-return relation and stock price synchronicity: Firm-level versus market-level sentiment	10
Political connections, investment inefficiency, and the Indian banking crisis	10
Persistence and long run co-movements across stock market prices	10
Import penetration and workplace safety	10
Hedging demand and near-zero swap spreads: Evidence from the Chinese interest rate swap market	10
The effects of countercyclical leverage buffers on macroeconomic and financial stability	9
The association between financial market volatility and banking market structure	9
Green bonds: A demographic study of Retail Investors in India	9
Time-varying dependence of Bitcoin	9
Natural disasters and bank liquidity creation in Sub-Saharan African countries: Evidence from banks panel data	9
Seasonal patterns of earnings releases and post-earnings announcement drift	9
Uncertainty matters in US financial information spillovers: Evidence from a directed acyclic graph approach	9
When are busy boards beneficial?	9
Impact of a new regulatory policy on thematic and monthly distribution funds in Japan	9
Pathways to self-sufficiency in the microfinance ecosystem	9
Asymmetry in inflation persistence under inflation targeting	9
The asymmetric impact of oil price shocks on China stock market: Evidence from quantile-on-quantile regression	9
Political influence and banking performance: Evidence from the African countries	9
The transmission of targeted monetary policy to bank credit supply	9
Markowitz portfolios under transaction costs	9
Nexus of Corporate Social Responsibility Expenditure (CSR) and financial performance: Indian banks	9
Erratum regarding missing Declaration of Competing Interest statements in previously published articles	9
Money demand function with time-varying coefficients	9
Oil shocks and investor attention	9
Does AI contribute to systemic risk reduction in non-financial corporations?	9
Make or buy for public services: Culture matters for efficiency considerations	9
Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach	8
Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty	8
The Effect of Bilateral Investment Treaties (BITs) on the extensive and intensive margins of exports	8
Do economic uncertainty and persistence in housing prices matter on mortgage insurance?	8
Customer concentration, managerial risk aversion, and independent directors: A quasi-natural experiment	8
Does CEO general managerial ability matter in M&A voting?	8
Do natural resources determine energy consumption in Pakistan? The importance of quantile asymmetries	8
Local Credit Rating Agencies: Is their economic role underrated?	8
Banking efficiency, ownership types, and operations: A quasi-natural experiment of conventional and Islamic banks	8
Agriculture and inflation: Expected and unexpected shocks	8
Energy-related uncertainty and international stock market volatility	8
Disclosure in corporate pension plans using a regression discontinuity design	8
Meet-or-beat streak heterogeneity and equity prices	8

Satiation, habit formation, and other temporal anomalies: Extending the choice theory to multiple neighborhoods of time	7
Value-based pricing of a COVID-19 vaccine	7
Informality, rule-of-thumb consumers, and the effectiveness of monetary policy in emerging economies	7
Exchange rate driven balance sheet effect and capital flows to emerging market economies	7
Transnational spillover effects of European sovereign rating signals on bank stock returns	7
The macroeconomic stabilisation and welfare implications of alternative strategic and fiscal regimes in a monetary union	7
Foreign institutional ownership and the effectiveness of technical analysis	7
The stabilizing effect of the zero lower bound: A perspective of interest rate target zones	7
Monetary policy with non-Ricardian households	6
Does fiscal sentiment matter for sovereign risk?	6
The impact of the yield curve on bank equity returns: Evidence from Canada	6
Access to the banking sector and employment in Africa	6
The value of international standards certification: Evidence on export and firm performance from a security enforcement on borders	6
Household debt and debt to income: The role of business ownership	6
Uncertainty in long-term macroeconomic forecasts: Ex post evaluation of forecasts by economics researchers	6
Cui bono? Large-scale evidence on the impact of COVID-19 policy measures on listed firms	6
Can corporate social performance mitigate the risk of extreme stock returns?	6
Independent institution or cooperative institution? China’s deposit insurance institution model and the Honey Badger Algorithm	6
Cloning mutual fund returns	6
A new approach to portfolio management in the Brazilian equity market: Does assets efficiency level improve performance?	6
Is it me or you? A deeper insight into profile of misreporting economies	6
Language barriers, corporate site visit, and analyst forecast accuracy	6
The study of the shadow economy in modern conditions: Theory, methodology, practice	6
Political risk and financial development in Nigeria: Can credit buy social peace?	6
Language as a trade barrier in public procurement: Evidence from Georgia's policies on English language documentation	6
Barrier option pricing under a Markov Regime switching diffusion model	6
Okun's law: Copula-based evidence from G7 countries	6
Financial trading versus entrepreneurship: Competition for talent and negative feedback effects	6
Economic policy uncertainty and industry innovation: Cross country evidence	6
Variation in option implied volatility spread and future stock returns	6
Drivers of Turkish inflation	5
Easing economic vulnerability: Multidimensional evidence of financial development	5
Gold, silver, and the US dollar as harbingers of financial calm and distress	5
Information Asymmetry and the Mutual Fund Market	5
Shades of social mobility: Colorism, ethnic origin and intergenerational social mobility	5
The effectiveness of board independence in high-discretion firms	5
Does soft shareholder activism hold hard consequences?	5
Does import competition from China discipline overconfident CEOs in U.S. firms?	5
Dynamic connectedness between the U.S. financial market and Euro-Asian financial markets: Testing transmission of uncertainty through spatial regressions models	5
Can direct government intervention save the stock market?	5
Heterogeneity and time-varying efficiency in the Ecuadorian banking sector. An output distance stochastic frontier approach	5
On the predictive ability of conditional market skewness	5
Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks	5
Beyond financial wealth: The experienced utility of collectibles	5
Editorial Board	5
Pandemic, inequality and public health: A quantitative analysis	5
Control contestability, large shareholder identity, and corporate risk-taking: International evidence	5
The impact of (social) anchors on Prospect Theory’s value function	5
Bank homogeneity and risk-taking: Evidence from China	5
Taxation and corporate investment efficiency in common prosperity	5
Credit ratings and corporate ESG behavior	5
Stock price informativeness of risk disclosure: Does time orientation matter?	5
From the Fringe to the front-stage. European immigration and the Far-Right vote: An IV approach	5
Editorial Board	4
Dissecting value-growth strategies conditioned on expectation errors	4
Local environmental organizations and employee directors on the board	4
Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach	4
Optimal fiscal policy in incomplete market business cycle economies	4
Do financial technology and financial development lessen shadow economy? Evidence from BRICST economies using heterogenous bootstrap panel causality	4
Extreme frequency connectedness, determinants and portfolio analysis of major cryptocurrencies: Insights from quantile time-frequency approach	4
Tug of war with noise traders? Evidence from the G7 stock markets	4
Systemic risk and financial networks	4
Informational efficiency and GICS classification: Evidence from REITs	4
Editorial Board	4
Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin	4
Financial contagion in the futures markets amidst global geo-economic events	4
Market reactions to the Basel reforms: Implications for shareholders, creditors, and taxpayers	4
Do environmental courts break collusion in environmental governance? Evidence from corporate green innovation in China	4
Revisiting the accuracy of standard VaR methods for risk assessment: Using the Copula–EVT multidimensional approach for stock markets in the MENA region	4
An empirical nexus between exchange rate and China's outward foreign direct investment: Implications for Pakistan under the China Pakistan economic corridor project	4
Money, output, and prices: 1967-2022	4
The economic effects of fiscal policy: Further evidence for Spain	4
Editorial Board	4
Debtholder responses to controlling shareholders’ share pledging	4
Cryptocurrency in context of fiat money functions	4
Editorial Board	4
Directional predictability and time-frequency spillovers among clean energy sectors and oil price uncertainty	4
Dynamics of asymmetric connectedness among magnificent seven technology giants: Insights from QVAR analysis	4
Does e-procurement matter for economic growth? Subnational evidence from Australia	4
Testing the neo-fisherian hypothesis in Brazil	4
How does carbon regulatory policy affect debt financing costs? Empirical evidence from China	3
Firm location quality, founding family firms, and management team expertise	3
Mortgage risk and bank runs	3
Bank insolvency risk, Z-score measures and unimodal returns: A refinement	3
Impacts of the sovereign risk perception on financial stability: Evidence from Brazil	3
Leverage, R&D expenditures, and accounting conservatism: Evidence from technology firms	3
Long and short-term impacts of regulation in the cryptocurrency market	3
Regime switching and the responsiveness of prices to supply: The case of the Irish housing market	3
The more you know, the better: A Heckman repeat-sales price index	3
Examining the effects of news and media sentiments on volatility and correlation: Evidence from the UK	3
Trust-formation processes in financial advisors: A structural equation model	3
Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets	3
Pricing and mispricing of accounting fundamentals: Global evidence	3
Oil, gold and international stock markets: Extreme spillovers, connectedness and its determinants	3
Extreme risk spillovers among traditional financial and FinTech institutions: A complex network perspective	3