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International Review of Financial Analysis
1992 - 2013
Edited by J. A. Batten and L. Nail
from Elsevier
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Volume 26, issue C , 2013
A review of the international literature on the short term predictability of stock prices conditional on large prior price changes: Microstructure, behavioral and risk related explanations pp. 1-17 Shima Amini , Bartosz T. Gebka , Robert Simon Hudson and Kevin Keasey A yield spread perspective on the great financial crisis: Break-point test evidence pp. 18-39 Massimo Guidolin and Yu Man Tam The output gap and stock returns: Do cyclical fluctuations predict portfolio returns? pp. 40-50 Andrew Vivian and Mark E. Wohar Testing Greeks and price changes in the S&P 500 options and futures contract: A regression analysis pp. 51-58 Jitka Hilliard The impact of recent financial shocks on the financing and investment policies of UK private firms pp. 59-70 Saeed Akbar , Shafiq ur Rehman and Phillip Ormrod Volume 25, issue C , 2012
Towards a new research programme on ‘banking and the economy’ — Implications of the Quantity Theory of Credit for the prevention and resolution of banking and debt crises pp. 1-17 Richard A. Werner The quest for growth: The impact of bank strategy on interest margins pp. 18-27 Ivo Arnold and Saskia Erline van Ewijk Credit market conditions and the impact of access to the public debt market on corporate leverage pp. 28-63 Amrit Judge and Anna Korzhenitskaya Loan loss provisioning and income smoothing in US banks pre and post the financial crisis pp. 64-72 Heba Abou El Sood A cost–benefit analysis of Basel III: Some evidence from the UK pp. 73-82 Meilan Yan , Maximilian J.B. Hall and Paul Turner Do banks value the eco-friendliness of firms in their corporate lending decision? Some empirical evidence pp. 83-93 Monomita Nandy and Suman Lodh Lessons from the Bank of England on ‘quantitative easing’ and other ‘unconventional’ monetary policies pp. 94-105 Victor Lyonnet and Richard Werner Comparison of efficiency characteristics between the banking sectors of US and UK during the global financial crisis of 2007–2011 pp. 106-116 Taufiq Choudhry and Ranadeva Jayasekera An empirical analysis of the impact of the credit default swap index market on large complex financial institutions pp. 117-130 Giovanni Calice and Christos Ioannidis Competitive conditions in the Jamaican banking market 1998–2009 pp. 131-135 Jenifer Daley and Kent Gerard Matthews International banking during the Global Financial Crisis: U.K. and U.S. perspectives pp. 136-141 Jonathan Andrew Batten and Peter G. Szilagyi Credit creation and social optimality pp. 142-153 Adair Turner Taxing banks fairly pp. 154-158 Andrew W. Mullineux Basel III: Is the cure worse than the disease? pp. 159-166 Bill Allen , Ka Kei Chan , Alistair Milne and Steve Thomas Volume 24, issue C , 2012
Self-affinity in financial asset returns pp. 1-11 John Goddard and Enrico Onali Empirical analysis of credit spread changes of US corporate bonds pp. 12-19 Igor Loncarski and Peter G. Szilagyi Biology-induced effects on investor psychology and behavior pp. 20-25 Austin Murphy Asymmetries, causality and correlation between FTSE100 spot and futures: A DCC-TGARCH-M analysis pp. 26-37 Juan Tao and Christopher J. Green Mutual fund managers stock preferences in Latin America pp. 38-47 Joao Luiz Piccioni , Hsia Hua Sheng and Mayra Ivanoff Lora Common factors, principal components analysis, and the term structure of interest rates pp. 48-56 Januj Juneja Equities, credits and volatilities: A multivariate analysis of the European market during the subprime crisis pp. 57-65 Irene Schreiber , Gernot Müller , Claudia Klüppelberg and Niklas Wagner Reputational damage of operational loss on the bond market: Evidence from the financial industry pp. 66-73 Séverine Plunus , Roland GILLET and Georges Hübner Competitive valuation effects of Australian IPOs pp. 74-83 Andrew McGilvery , Robert William Faff and Shams Tabrize Pathan When the market becomes inefficient: Comparing BRIC markets with markets in the USA pp. 84-92 Debasish Majumder Competition, efficiency and interest rate margins in Latin American banking pp. 93-103 Georgios Chortareas , Jesus Gustavo Garza-Garcia and Claudia Girardone Deal structure decision in the global market for divested assets pp. 104-116 Surendranath R. Jory , Jeff Madura and Thanh N. Ngo Does managerial entrenchment motivate the insurance decision? pp. 117-128 Wei Jiang , Mike Adams and Joy Jia-Upreti Short-sale constraints and efficiency of the spot–futures dynamics pp. 129-136 David G. McMillan and Dennis Philip Volume 23, issue C , 2012
Quantifying volatility clustering in financial time series pp. 11-19 Jie-Jun Tseng and Sai-Ping Li Properties of range-based volatility estimators pp. 20-29 Peter Molnár On the nonstationarity of the exchange rate process pp. 30-34 Takaaki Ohnishi , Hideki Takayasu , Takatoshi Ito , Yuko Hashimoto , Tsutomu Watanabe and Misako Takayasu Mixed time scale strategy in portfolio management pp. 35-40 Wenjin Chen and K.Y. Szeto Market fraction hypothesis: A proposed test pp. 41-54 Michael Kampouridis , Shu-Heng Chen and Edward Tsang Patterns of regional travel behavior: An analysis of Japanese hotel reservation data pp. 55-65 Aki-Hiro Sato How do skilled traders change the structure of the market pp. 66-71 Lukas Vacha , Jozef Baruník and Miloslav Vosvrda Liquidity cost of market orders in the Taiwan Stock Market: A study based on an order-driven agent-based artificial stock market pp. 72-80 Yi-Ping Huang , Shu-Heng Chen , Ming-Chin Hung and Tina Yu Effects of taxation on money distribution pp. 81-85 M. Diniz and F.M. Mendes Volume 22, issue C , 2012
On the dependence structure of realized volatilities pp. 1-9 Beatriz Vaz de Melo Mendes and Victor Bello Accioly Econometric modeling and value-at-risk using the Pearson type-IV distribution pp. 10-17 S. Stavroyiannis , . Makris , V. Nikolaidis and L. Zarangas Explaining aggregate credit default swap spreads pp. 18-29 Bastian Breitenfellner and Niklas F Wagner Wine price risk management: International diversification and derivative instruments pp. 30-37 Apostolos Kourtis , Raphael Nicholas Markellos and Dimitris Psychoyios Linking the interest rate swap markets to the macroeconomic risk: The UK and us evidence pp. 38-47 A.S.M. Sohel Azad , Victor Fang and Chi-Hsiou Daniel Hung Volume 21, issue C , 2012
A contingent claim analysis of sunflower management under board monitoring and capital regulation pp. 1-9 Jeng-Yan Tsai and Jyh-Horng Lin Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets pp. 10-22 Rakesh Gupta and Francesco Guidi An analysis of intraday market behaviour before takeover announcements pp. 23-32 Bruno Dore Rodrigues , Reinaldo Castro Souza and Maxwell J. Stevenson The contrasting effects of board composition and structure on IPO firm underpricing in a developing context pp. 33-44 Bruce Hearn Rating agencies' credit signals: An analysis of sovereign watch and outlook pp. 45-55 Rasha Alsakka and Owain ap Gwilym Mandatory IFRS adoption and its impact on analysts' forecasts pp. 56-63 Tao Jiao , Miriam Koning , Gerard Mertens and Peter Roosenboom A multiscale entropy approach for market efficiency pp. 64-69 Jose Alvarez-Ramirez , Eduardo Rodriguez and Jesus Alvarez Corporate governance and firm value during the global financial crisis: Evidence from China pp. 70-80 Chunyan Liu , Konari Uchida and Yufeng Yang Foreign direct investment and institutional quality: Some empirical evidence pp. 81-89 Bonnie G. Buchanan , Quan V. Le and Meenakshi Rishi Open-ended property funds: Risk and return profile — Diversification benefits and liquidity risks pp. 90-107 Lars Helge Haß , Lutz Johanning , Bernd Rudolph and Denis Schweizer Price discovery and sentiment pp. 108-118 Gady Jacoby and Rose C. Liao Switching to floating exchange rates, devaluations, and stock returns in MENA countries pp. 119-127 Georgios Chortareas , Andrea Cipollini and Mohamed Abdelaziz Eissa
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