International Review of Finance

2000 - 2018

Current editor(s): Bruce D. Grundy, Naifu Chen, Ming Huang, Takao Kobayashi and Sheridan Titman

From International Review of Finance Ltd.
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Volume 18, issue 4, 2018

Does High Stock Return Synchronicity Indicate High or Low Price Informativeness? Evidence from a Regulatory Experiment pp. 523-546

Shuo Kan and Stephen Gong

The Impact of Firm‐Level Illiquidity on Crash Risk and the Role of Media Independence: International Evidence pp. 547-593

Zhe An, Wenlian Gao, Donghui Li and Feifei Zhu

What Drives Interregional Bank Branch Closure? The Case of Japan's Regional Banks in the Post‐Deregulation Period pp. 595-635

Mamoru Nagano and Tatsuo Ushijima

The Best of Times, the Worst of Times: Testing which Behavioral Biases Affect Analyst Forecasts pp. 637-688

Yuk Ying Chang and Wei‐Huei Hsu

Risk Committees and Implied Cost of Equity Capital pp. 689-703

Ahmed Al‐Hadi, Syed Mujahid Hussain, Khamis Hamed Al‐Yahyaee and Hamdan Saif Al‐Jabri

Cross‐Sectional and Time Series Momentum Returns and Market States pp. 705-715

Muhammad A. Cheema, Gilbert Nartea and Yimei Man

Time‐Varying Investor Herding in Chinese Stock Markets pp. 717-726

Haiqi Li, Ying Liu and Sung Y. Park

Front‐Running and Market Quality: An Evolutionary Perspective on High Frequency Trading pp. 727-741

Thorsten Hens, Terje Lensberg and Klaus Reiner Schenk‐Hoppé

Costly Long‐Short Strategies Under Short‐Sale Constraints: Chinese Evidence pp. 743-751

Timothy (Jun) Lu, Jinjuan Ren and Yan Zhao

Volume 18, issue 3, 2018

Analysts' Strategic Distortion during IPO Waves pp. 331-357

Yan Yu, Jing Chen, Ya Tang and Jianguo Xu

Investment and Exit under Uncertainty with Utility from Anticipation pp. 359-377

Jianjun Du, Jinqiang Yang and Zhentao Zou

Taxes, Order Imbalance and Abnormal Returns around the ex‐Dividend day pp. 379-409

Andrew B. Ainsworth, Kingsley Y.L. Fong, David R. Gallagher and Graham Partington

Public News Arrival and Cross‐Asset Correlation Breakdown pp. 411-451

Kin‐Yip Ho, Wai‐Man Liu and Jing Yu

Political Affiliation and Pay Slice: Do Blue CEOs Accept Less Green? pp. 453-461

Richard Borghesi and Kiyoung Chang

Quantitative Easing and Liquidity in the Japanese Government Bond Market pp. 463-475

Kentaro Iwatsubo and Tomoki Taishi

Did Firms Manage Earnings more Aggressively during the Financial Crisis? pp. 477-494

Pandej Chintrakarn, Pornsit Jiraporn and Young S. Kim

Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test pp. 495-506

Mehmet Balcilar, Rangan Gupta, Ricardo Sousa and Mark Wohar

How do Independent Directors Influence Corporate Risk‐Taking? Evidence from a Quasi‐Natural Experiment pp. 507-519

Pornsit Jiraporn and Sang Mook Lee

Volume 18, issue 2, 2018

The Role of Independent Expert Reports in Australian M&A Market pp. 149-167

Giang Duc Nguyen

Determinants of Interest Rates on Time Deposits and Savings Accounts: Macro Factors, Bank Risk, and Account Features pp. 169-216

Jacob Bikker and Dirk Gerritsen

Selection Bias and the Underwriter Certification of the Largest Shareholders in Seasoned Equity Offerings pp. 217-251

Chin†Chong Lee, Wai†Ching Poon and Jothee Sinnakkannu

Subjective Probability Density Functions from FX Option Prices: Predictive Power and Performance on a Carry Trade Strategy pp. 253-286

André Santos, João Guerra and Tiago Neves

Misreporting, Optimal Incentives, and Auditing pp. 287-295

Gino Loyola and Yolanda Portilla

Foreign Ownership and Corporate Cash Holdings in Emerging Markets pp. 297-303

Xuan Vinh Vo

How is the Taylor Rule Distributed under Endogenous Monetary Regimes? pp. 305-316

Xiaochun Liu

Revisiting the Profitability of Market Timing with Moving Averages pp. 317-327

Valeriy Zakamulin

Volume 18, issue 1, 2018

The Dynamics of Currency, Savings, and Investment Rates pp. 3-33

Mohamed A. Ayadi, Walid Ben Omrane, Skander Lazrak and Jie Yang

CEO's Total Wealth Characteristics and Implications on Firm Risk pp. 35-58

Timo Korkeamäki, Eva Liljeblom and Daniel Pasternack

Did Investors Herd during the Financial Crisis? Evidence from the US Financial Industry pp. 59-90

M. Humayun Kabir

Hedge Fund Styles and their Contagion from the Equity Market pp. 91-112

Hee Soo Lee and Tae Yoon Kim

Dividend Policy and Informativeness of Reported Earnings: Evidence from the MENA Region pp. 113-121

Omar Farooq, Nermeen Shehata and Siva Nathan

Explaining Anomalies in Australia with a Five†factor Asset Pricing Model pp. 123-135

Thanh D. Huynh

Does the Fama and French Five†Factor Model Work Well in Japan? pp. 137-146

Keiichi Kubota and Hitoshi Takehara

Volume 17, issue 4, 2017

High†Frequency Positive Feedback Trading and Market Quality: Evidence from China's Stock Market pp. 493-523

Die Wan and Xiaoguang Yang

Exchange Traded Funds and Stock Market Volatility pp. 525-560

Liao Xu and Xiangkang Yin

Factor Exposures of Foreign Equity Capital in a Domestic Stock Market: Evidence from Korea pp. 561-596

Lingxia Sun and Dong Wook Lee

Pitfalls of Downside Performance Measures with Arbitrary Targets pp. 597-610

Benedikt Hoechner, Peter Reichling and Gordon Schulze

The Price of Being a Systemically Important Financial Institution (SIFI) pp. 611-616

Michel Dacorogna and Marc Busse

Asymmetric Relationship between Investors' Sentiment and Stock Returns: Evidence from a Quantile Non†causality Test pp. 617-626

Haiqi Li, Yu Guo and Sung Y. Park

Regional Financial Developments and Research and Development Investment–Cash Flow Sensitivity: Evidence on Chinese Public High†Tech Companies pp. 627-643

Jie Hu, Guo Li and Feifei Zhu

Market Risk Disclosures and Board Gender Diversity in Gulf Cooperation Council (GCC) Firms pp. 645-658

Khamis Hamed Al†Yahyaee, Ahmed Khamis Al†Hadi and Syed Mujahid Hussain

Volume 17, issue 3, 2017

The Value Added by Trading Based on Valuation Criteria pp. 327-352

Laura Andreu, Lydia Mateos and José Luis Sarto

Timing the Market with a Combination of Moving Averages pp. 353-394

Paskalis Glabadanidis

Corporate Hedging and the High Idiosyncratic Volatility Low Return Puzzle pp. 395-425

Michael T. Chng, Victor Fang, Vincent Xiang and Hong Feng Zhang

Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors pp. 427-450

Gert Elaut, Michael Frömmel and Alexander Mende

“Brexit”: A Case Study in the Relationship Between Political and Financial Market Uncertainty pp. 451-459

Lee Smales

Environmental, Social, and Governance (ESG) Profiles, Stock Returns, and Financial Policy: Australian Evidence pp. 461-471

Manapon Limkriangkrai, SzeKee Koh and Robert B. Durand

The Validity of Investor Sentiment Proxies pp. 473-477

Felix Chan, Robert B. Durand, Joyce Khuu and Lee Smales

A Multivariate Stochastic Volatility Model Applied to a Panel of S&P500 Stocks in Different Industries pp. 479-490

Serda S. Öztürk and Thanasis Stengos

Volume 17, issue 2, 2017

Issue Information pp. 171-171

Weidong Tian

Introduction pp. 173-175

Weidong Tian and Weidong Tian

Tail Dependence and Systemic Risk in Operational Losses of the US Banking Industry pp. 177-204

Weidong Tian, Azamat Abdymomunov and Ibrahim Ergen

Model Uncertainty Effect on Asset Prices pp. 205-233

Weidong Tian, Junya Jiang and Weidong Tian

Analyzing Equilibrium in Incomplete Markets with Model Uncertainty pp. 235-262

Weidong Tian and Daisuke Yoshikawa

Specification Error, Estimation Risk, and Conditional Portfolio Rules pp. 263-288

Weidong Tian, Murray Carlson, David A. Chapman, Ron Kaniel and Hong Yan

Asset Pricing Model Uncertainty: A Tradeoff between Bias and Variance pp. 289-324

Weidong Tian and Qing Zhou

Volume 17, issue 1, 2017

The Impact of Financing Constraints and Agency Costs on Corporate R&D Investment: Evidence from China pp. 3-42

Z. Jun Lin, Shengqiang Liu and Fangcheng Sun

Time-Varying Linkage of Possible Safe Haven Assets: A Cross-Market and Cross-asset Analysis pp. 43-76

Phong Nguyen and Wei-han Liu

The Analysis of 52-Week High Investing Strategy Based on Herding Behavior pp. 77-106

Chiao Yi Chang, Hsiang-Lan Chen and Wen-Hsiu Kuo

National Culture and Default on Mortgages pp. 107-133

Reza Tajaddini and Hassan Gholipour Fereidouni

Does the Type of Family Control Affect the Relationship Between Ownership Structure and Firm Value? pp. 135-146

Beatriz Martínez and Ignacio Requejo

The Impact of Tax Rebate on Used Car Market: Evidence from Thailand pp. 147-154

Tim Noparumpa and Kanis Saengchote

Extreme Dependence under Uncertainty: an application to Stock, Currency and Oil Markets pp. 155-162

Stelios Bekiros and Gazi Uddin

Bond Fund Performance During Recessions and Expansions: Empirical Evidence from a Small Market pp. 163-170

Paulo Leite and Manuel Rocha Armada