International Review of Finance

2000 - 2025

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 21, issue 4, 2021

Liquidity risk and corporate bond yield spread: Evidence from China pp. 1117-1151

Yinghui Chen and Lunan Jiang

Biases in variance of decomposed portfolio returns pp. 1152-1178

Vitali Alexeev and Katja Ignatieva

Connectedness among stocks and tail risk: Evidence from China pp. 1179-1202

Zhijun Hu and Ping‐Wen Sun

Share repurchases and market signaling: Evidence from earnings management pp. 1203-1224

Ni‐Yun Chen and Chi‐Chun Liu

Behavioral heterogeneity in return expectations across equity style portfolios pp. 1225-1250

Philip Stork, Milan Vidojevic and Remco C. J. Zwinkels

The information content of 10‐K file size change pp. 1251-1285

Quan Gan and Buhui Qiu

Option‐for‐guarantee swaps and flexible investment opportunities pp. 1286-1301

Liu Gan and Chong Wang

What determines institutional investors' holdings in IPO firms? pp. 1302-1333

Allen Michel, Jacob Oded and Israel Shaked

Risk reduction using trailing stop‐loss rules pp. 1334-1352

Bochuan Dai, Ben R. Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti

R2 and the corporate signaling effect pp. 1353-1381

Wei Hao, Udomsak Wongchoti, Martin Young and Jianguo Chen

Monetary policy through exchange rate pegs: The removal of the Swiss franc‐Euro floor and stock price reactions pp. 1382-1406

Gregor von Schweinitz, Lena Tonzer and Manuel Buchholz

Peer‐to‐peer lending and financial inclusion with altruistic investors pp. 1407-1418

Aleksander Berentsen and Marina Markheim

Value of dividend signaling in uncertain times pp. 1419-1440

Hayley Baker, Millicent Chang and Choy Yeing (Chloe) Ho

Volatility and returns: Evidence from China† pp. 1441-1463

Yeguang Chi, Xiao Qiao, Sibo Yan and Binbin Deng

Effects of customer horizontal merger on supplier capital structure decisions pp. 1464-1491

Mauro Oliveira and Palani‐Rajan Kadapakkam

Director liability reduction and stock price crash risk: Evidence from Korea pp. 1492-1502

Sanghak Choi and Hail Jung

Distance still matters: Local bank closures and credit availability pp. 1503-1510

Anders Kärnä, Agostino Manduchi and Andreas Stephan

Do macro‐prudential policies jeopardize banking competition? pp. 1511-1518

Ali Mirzaei and Tomoe Moore

Chinese economic policy uncertainty and U.S. corporate investment pp. 1519-1528

Kiryoung Lee, Yoontae Jeon, Laleh Samarbakhsh and Insik Kim

Does Twitter Happiness Sentiment predict cryptocurrency? pp. 1529-1538

Muhammad Abubakr Naeem, Imen Mbarki, Muhammed Tahir Suleman, Xuan Vinh Vo and Syed Jawad Hussain Shahzad

Volume 21, issue 3, 2021

Going public through mergers with special purpose acquisition companies pp. 742-768

Hyunseok Kim, Jayoung Ko, Chulhee Jun and Kyojik “Roy” Song

Investment and financing for cash flow discounted with group diversity pp. 769-785

Pengfei Luo and Zhaojun Yang

Corporate irresponsibility and stock price crash risk pp. 786-820

Rashid Zaman, Stephen Bahadar and Haroon Mahmood

Corporate investment and financing with uncertain growth opportunities pp. 821-842

Biao Chen, Jinqiang Yang and Chuanqian Zhang

Is aggregate volatility a priced risk factor? pp. 843-864

Stanley Peterburgsky

Media attention and firm value: International evidence pp. 865-894

Tung L. Dang, Thi H. H. Huynh and Manh T. Nguyen

The sovereign yield curve and credit ratings in GIIPS pp. 895-916

Yasir Riaz, Choudhry T. Shehzad and Zaghum Umar

Rights issues: Retail shareholders and their participation decisions pp. 917-944

Hue Hwa Au Yong, Christine Brown, Choy Yeing (Chloe) Ho and Chander Shekhar

Do firms benefit from related party transactions with foreign affiliates? Evidence from Korea pp. 945-965

Sung C. Bae and Taek Ho Kwon

The effect of social media on corporate violations: Evidence from Weibo posts in China pp. 966-988

Jing Zhou, Silin Ye, Wei Lan and Yunwen Jiang

The predictive power of macroeconomic uncertainty for commodity futures volatility pp. 989-1012

Zhuo Huang, Fang Liang and Chen Tong

Short‐sellers at home and abroad: Their respective roles in the price discovery of cross‐listed firms pp. 1013-1038

Jun Chen, Alireza Tourani‐Rad, Ju Xiang and Ting Yang

Forecasting the future state of the economy in the United States: The role of tradable “new” risk factors pp. 1039-1046

Qi Shi and Bin Li

Industry bubbles and the cross‐sectional variation of expected consumption growth pp. 1047-1055

Javier Rojo‐Suárez, Ana Belén Alonso‐Conde and Rubén Lago‐Balsalobre

Financial constraints and workforce environment: An international investigation pp. 1056-1067

Ahsan Habib, Mabel D. Costa, Hedy J. Huang and Xuan S. Sun

Strategic short selling around index additions: Evidence from the Nikkei 225 pp. 1068-1077

Naoya Shiomi, Hidetomo Takahashi and Peng Xu

Robustly dynamic tax evasion and consumption with preferences for cash pp. 1078-1088

Pengfei Luo and Yong Ma

Can economic policy uncertainty reduce a firm's trade credit? pp. 1089-1099

Kun Su, Dongmin Kong and Ji Wu

Dividends and management promotion—Evidence from internal labor market in an emerging economy pp. 1100-1105

Dan Yang, Linyin Cheng, Guojun Wang and Yuetang Wang

The effect of voting rights on firm value pp. 1106-1111

Cristina Mabel Scherrer and Marcelo Fernandes

Volume 21, issue 2, 2021

The effect of intra‐group loans on the cash flow sensitivity of cash: Evidence from Chile pp. 374-403

Mauricio Jara‐Bertín, Cristian Pinto‐Gutiérrez and Carlos Pombo

Intraday order placement and execution in a limit order market: Evidence from the Indonesia stock market pp. 404-429

Irwan A. Ekaputra, Chunlin Liu, S. Ghon Rhee and Hongchao Zeng

Variance minimizing strategies for stochastic processes with applications to tracking stock indices pp. 430-446

David B. Colwell, Nadima El‐Hassan and Oh Kang Kwon

Are outside director trades informative? Evidence from acquiring firms pp. 447-477

Rachel E. Gordon

Religiosity and loss aversion: Does local religiosity influence the skewness of stock returns? pp. 478-496

Benjamin Blau and Bret D. Crane

Quote dynamics of cross‐listed stocks pp. 497-522

Bart Frijns, Ivan Indriawan and Alireza Tourani‐Rad

Asset pricing factors in Islamic equity returns pp. 523-554

Md Safiullah and Abul Shamsuddin

Currency hedging and quantitative easing: Evidence from global bond markets pp. 555-597

Lawrence Kryzanowski, Jie Zhang and Rui Zhong

Female directors and firm performance: Evidence from the Great Recession pp. 598-610

Suwongrat Papangkorn, Pattanaporn Chatjuthamard, Pornsit Jiraporn and Sirisak Chueykamhang

Economic policy uncertainty and stock market liquidity: Evidence from G7 countries pp. 611-626

Saumya Ranjan Dash, Debasish Maitra, Byomakesh Debata and Jitendra Mahakud

The profitability of trading on large Lévy jumps pp. 627-635

Kam Fong Chan, Phil Gray and Zheyao Pan

The importance of targets and value creation in vertical acquisitions pp. 636-644

Manapol Ekkayokkaya and Krishna Paudyal

The Sarbanes‐Oxley act and informed trading in the options market: Evidence from share repurchase announcements pp. 645-652

Ihsan Badshah, Hardjo Koerniadi and James Kolari

Does social responsibility improve firm value? Evidence from mandatory corporate social responsibility regulations in India pp. 653-660

Nemiraja Jadiyappa, Subramanian R. Iyer and Pavana Jyothi

Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia pp. 661-674

Oguzhan Cepni, Rangan Gupta and Mark Wohar

Monetary policy and bubbles in US REITs pp. 675-687

Petre Caraiani, Adrian C. Călin and Rangan Gupta

When does the Central Bank intervene the foreign exchange market? Estimating a time‐varying threshold intervention function pp. 688-698

Erwin Hansen and Marco Morales

Financial disclosure readability and innovative firms' cost of debt pp. 699-713

Arvid O. I. Hoffmann and Stefanie Kleimeier

Do current‐year forecasts deserve investors' exclusive attention among analyst estimates? pp. 714-723

Cheng‐tsu Huang, Chu‐hsuan Chang and Hsiou‐wei Lin

Is drought risk priced in private debt contracts? pp. 724-737

Minh Do, Thu Ha Nguyen, Cameron Truong and Tram Vu

Volume 21, issue 1, 2021

Do Patented Innovations Reduce Stock Price Crash Risk? pp. 3-36

Hamdi Ben‐Nasr, Lobna Bouslimi and Rui Zhong

A Dynamic Growth Model with Equity for Guarantee Swap and Asymmetric Information pp. 37-57

Qi Liu, Dandan Song and Xiaolin Tang

Business Strategy and Labor Investment Efficiency pp. 58-96

Ahsan Habib and Mostafa M. Hasan

Asymmetric Correlations in Predicting Portfolio Returns pp. 97-120

Nianling Wang, Lijie Zhang, Zhuo Huang and Yong Li

Regulatory Dualism as an Alternative Trust‐Enhancing Mechanism for Dividends and Debt: Evidence from Brazil pp. 121-144

María Belén Lozano, Félix J. López‐Iturriaga and Victor Hugo Braz‐Bezerra

A Study on Firms with Negative Book Value of Equity pp. 145-182

Haowen Luo, Ian Liu and Niranjan Tripathy

Disclosure and Exchange of Inside Information pp. 183-207

Rui Cao and Yongli Zhang

Relaxed Credit Standards in the U.S. Housing Boom: Changes in Risk Characteristics of Mortgage Recipients pp. 208-254

Seda Durguner

Inflexibility of Share Repurchases pp. 255-281

Satoru Yamaguchi

Internet Search Intensity and Its Relation with Trading Activity and Stock Returns pp. 282-311

Daniel Chai, Mengjia Dai, Philip Gharghori and Barbara Hong

Multifractal Detrended Fluctuation Analysis of Return on Bitcoin pp. 312-323

Keshab Shrestha

Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings pp. 324-335

Rangan Gupta, Patrick Kanda and Mark Wohar

Buy Low and Sell High: The 52‐Week Price Range and Predictability of Returns pp. 336-344

Tzu-Pu Chang

On the Impacts of Overconfidence under Information Diversity pp. 345-357

Deqing Zhou and Fang Zhen

Measuring Systemic Risk: Capital Shortfall and CSRISK pp. 358-369

Jying‐Nan Wang, Yuan‐Teng Hsu, Joe‐Ming Lee and Chih‐Chun Chen