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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 Downloads
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 Downloads
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 Downloads
Mamoru Nagano and Tatsuo Ushijima
The Best of Times, the Worst of Times: Testing which Behavioral Biases Affect Analyst Forecasts pp. 637-688 Downloads
Yuk Ying Chang and Wei‐Huei Hsu
Risk Committees and Implied Cost of Equity Capital pp. 689-703 Downloads
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 Downloads
Muhammad A. Cheema, Gilbert Nartea and Yimei Man
Time‐Varying Investor Herding in Chinese Stock Markets pp. 717-726 Downloads
Haiqi Li, Ying Liu and Sung Y. Park
Front‐Running and Market Quality: An Evolutionary Perspective on High Frequency Trading pp. 727-741 Downloads
Thorsten Hens, Terje Lensberg and Klaus Reiner Schenk‐Hoppé
Costly Long‐Short Strategies Under Short‐Sale Constraints: Chinese Evidence pp. 743-751 Downloads
Timothy (Jun) Lu, Jinjuan Ren and Yan Zhao

Volume 18, issue 3, 2018

Analysts' Strategic Distortion during IPO Waves pp. 331-357 Downloads
Yan Yu, Jing Chen, Ya Tang and Jianguo Xu
Investment and Exit under Uncertainty with Utility from Anticipation pp. 359-377 Downloads
Jianjun Du, Jinqiang Yang and Zhentao Zou
Taxes, Order Imbalance and Abnormal Returns around the ex‐Dividend day pp. 379-409 Downloads
Andrew B. Ainsworth, Kingsley Y.L. Fong, David R. Gallagher and Graham Partington
Public News Arrival and Cross‐Asset Correlation Breakdown pp. 411-451 Downloads
Kin‐Yip Ho, Wai‐Man Liu and Jing Yu
Political Affiliation and Pay Slice: Do Blue CEOs Accept Less Green? pp. 453-461 Downloads
Richard Borghesi and Kiyoung Chang
Quantitative Easing and Liquidity in the Japanese Government Bond Market pp. 463-475 Downloads
Kentaro Iwatsubo and Tomoki Taishi
Did Firms Manage Earnings more Aggressively during the Financial Crisis? pp. 477-494 Downloads
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 Downloads
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 Downloads
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 Downloads
Giang Duc Nguyen
Determinants of Interest Rates on Time Deposits and Savings Accounts: Macro Factors, Bank Risk, and Account Features pp. 169-216 Downloads
Jacob Bikker and Dirk Gerritsen
Selection Bias and the Underwriter Certification of the Largest Shareholders in Seasoned Equity Offerings pp. 217-251 Downloads
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 Downloads
André Santos, João Guerra and Tiago Neves
Misreporting, Optimal Incentives, and Auditing pp. 287-295 Downloads
Gino Loyola and Yolanda Portilla
Foreign Ownership and Corporate Cash Holdings in Emerging Markets pp. 297-303 Downloads
Xuan Vinh Vo
How is the Taylor Rule Distributed under Endogenous Monetary Regimes? pp. 305-316 Downloads
Xiaochun Liu
Revisiting the Profitability of Market Timing with Moving Averages pp. 317-327 Downloads
Valeriy Zakamulin

Volume 18, issue 1, 2018

The Dynamics of Currency, Savings, and Investment Rates pp. 3-33 Downloads
Mohamed A. Ayadi, Walid Ben Omrane, Skander Lazrak and Jie Yang
CEO's Total Wealth Characteristics and Implications on Firm Risk pp. 35-58 Downloads
Timo Korkeamäki, Eva Liljeblom and Daniel Pasternack
Did Investors Herd during the Financial Crisis? Evidence from the US Financial Industry pp. 59-90 Downloads
M. Humayun Kabir
Hedge Fund Styles and their Contagion from the Equity Market pp. 91-112 Downloads
Hee Soo Lee and Tae Yoon Kim
Dividend Policy and Informativeness of Reported Earnings: Evidence from the MENA Region pp. 113-121 Downloads
Omar Farooq, Nermeen Shehata and Siva Nathan
Explaining Anomalies in Australia with a Five†factor Asset Pricing Model pp. 123-135 Downloads
Thanh D. Huynh
Does the Fama and French Five†Factor Model Work Well in Japan? pp. 137-146 Downloads
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 Downloads
Die Wan and Xiaoguang Yang
Exchange Traded Funds and Stock Market Volatility pp. 525-560 Downloads
Liao Xu and Xiangkang Yin
Factor Exposures of Foreign Equity Capital in a Domestic Stock Market: Evidence from Korea pp. 561-596 Downloads
Lingxia Sun and Dong Wook Lee
Pitfalls of Downside Performance Measures with Arbitrary Targets pp. 597-610 Downloads
Benedikt Hoechner, Peter Reichling and Gordon Schulze
The Price of Being a Systemically Important Financial Institution (SIFI) pp. 611-616 Downloads
Michel Dacorogna and Marc Busse
Asymmetric Relationship between Investors' Sentiment and Stock Returns: Evidence from a Quantile Non†causality Test pp. 617-626 Downloads
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 Downloads
Jie Hu, Guo Li and Feifei Zhu
Market Risk Disclosures and Board Gender Diversity in Gulf Cooperation Council (GCC) Firms pp. 645-658 Downloads
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 Downloads
Laura Andreu, Lydia Mateos and José Luis Sarto
Timing the Market with a Combination of Moving Averages pp. 353-394 Downloads
Paskalis Glabadanidis
Corporate Hedging and the High Idiosyncratic Volatility Low Return Puzzle pp. 395-425 Downloads
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 Downloads
Gert Elaut, Michael Frömmel and Alexander Mende
“Brexit”: A Case Study in the Relationship Between Political and Financial Market Uncertainty pp. 451-459 Downloads
Lee Smales
Environmental, Social, and Governance (ESG) Profiles, Stock Returns, and Financial Policy: Australian Evidence pp. 461-471 Downloads
Manapon Limkriangkrai, SzeKee Koh and Robert B. Durand
The Validity of Investor Sentiment Proxies pp. 473-477 Downloads
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 Downloads
Serda S. Öztürk and Thanasis Stengos

Volume 17, issue 2, 2017

Issue Information pp. 171-171 Downloads
Weidong Tian
Introduction pp. 173-175 Downloads
Weidong Tian and Weidong Tian
Tail Dependence and Systemic Risk in Operational Losses of the US Banking Industry pp. 177-204 Downloads
Weidong Tian, Azamat Abdymomunov and Ibrahim Ergen
Model Uncertainty Effect on Asset Prices pp. 205-233 Downloads
Weidong Tian, Junya Jiang and Weidong Tian
Analyzing Equilibrium in Incomplete Markets with Model Uncertainty pp. 235-262 Downloads
Weidong Tian and Daisuke Yoshikawa
Specification Error, Estimation Risk, and Conditional Portfolio Rules pp. 263-288 Downloads
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 Downloads
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 Downloads
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 Downloads
Phong Nguyen and Wei-han Liu
The Analysis of 52-Week High Investing Strategy Based on Herding Behavior pp. 77-106 Downloads
Chiao Yi Chang, Hsiang-Lan Chen and Wen-Hsiu Kuo
National Culture and Default on Mortgages pp. 107-133 Downloads
Reza Tajaddini and Hassan Gholipour Fereidouni
Does the Type of Family Control Affect the Relationship Between Ownership Structure and Firm Value? pp. 135-146 Downloads
Beatriz Martínez and Ignacio Requejo
The Impact of Tax Rebate on Used Car Market: Evidence from Thailand pp. 147-154 Downloads
Tim Noparumpa and Kanis Saengchote
Extreme Dependence under Uncertainty: an application to Stock, Currency and Oil Markets pp. 155-162 Downloads
Stelios Bekiros and Gazi Uddin
Bond Fund Performance During Recessions and Expansions: Empirical Evidence from a Small Market pp. 163-170 Downloads
Paulo Leite and Manuel Rocha Armada
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