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.
Bibliographic data for series maintained by Wiley Content Delivery ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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 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 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 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 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