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 16, issue 4, 2016

How has the Relevance of Institutional Brokerage Changed? pp. 499-524

Kingsley Y. L. Fong, F. Douglas Foster, David Gallagher and Adrian Lee

Variation in Corporate Governance and Firm Valuation – an International Study pp. 525-563

Steve Z. Fan and Linda Yu

Do Top 10 Lists of Daily Stock Returns Attract Investor Attention? Evidence from a Natural Experiment pp. 565-593

Diefeng Peng, Yulei Rao and Mei Wang

A Better Model? An Empirical Investigation of the Fama–French Five-factor Model in Australia pp. 595-638

Mardy Chiah, Daniel Chai, Angel Zhong and Song Li

Stock Market Liquidity and Firm Value: An Empirical Examination of the Australian Market pp. 639-646

Trang Nguyen, Huu Nhan Duong and Harminder Singh

A Simplified Quadrature Approach for Computing Bermudan Option Prices pp. 647-658

Jean-Guy Simonato

FX Market Returns and Their Relationship to Investor Fear pp. 659-675

Lee Smales and Jardee N. Kininmonth

Volume 16, issue 3, 2016

How Does Corporate Governance Affect Loan Collateral? Evidence from Chinese SOEs and Non-SOEs pp. 325-356

Can An, Xiaofei Pan and Gary Tian

Brand Firm Performance and Tough Economic Times pp. 357-391

Yuk Ying Chang and Martin Young

A Combination Rule for Portfolio Selection with Transaction Costs pp. 393-420

Sangwon Suh

The Valuation Model for a Risky Asset When Its Risky Factors Follow Gamma Distributions pp. 421-444

Ming Shann Tsai and Shu Ling Chiang

Capital Flight and Bitcoin Regulation pp. 445-455

Lan Ju, Timothy (Jun) Lu and Zhiyong Tu

Systematic Risk in Conventional and Islamic Equity Markets pp. 457-466

Ahmet Sensoy

Does Bank Diversification Improve Output Growth? Evidence from the Recent Global Crisis pp. 467-481

Ali Mirzaei and Ali Kutan

The Effect of Diversification on Tail Risk: Evidence from US Equity Mutual Fund Portfolios pp. 483-495

Simon Xu, Inchang Hwang and Francis In

Volume 16, issue 2, 2016

The Pricing of Catastrophe Equity Put Options with Default Risk pp. 181-201

Xingchun Wang

Counter-Credit-Risk Yield Spreads: A Puzzle in China's Corporate Bond Market pp. 203-241

Jian Luo, Xiaoxia Ye and May Hu

Why do Firms Purchase Used Assets? pp. 243-264

Mufaddal Baxamusa, Saima Javaid and Khadija Harery

Managerial Talent and Corporate Social Responsibility (CSR): How Do Talented Managers View Corporate Social Responsibility? pp. 265-276

Pattanaporn Chatjuthamard, Pornsit Jiraporn, Shenghui Tong and Manohar Singh

The Influences of Major Currencies in Foreign Exchange Markets: A Regression-Based Measure and Its Application pp. 277-289

Soo-Hyun Kim and Kyuseok Lee

A Bargaining Model of Friendly and Hostile Takeovers pp. 291-306

Gino Loyola and Yolanda Portilla

Statistical Arbitrage with Pairs Trading pp. 307-319

Ahmet Goncu and Erdinç Akyıldırım

Volume 16, issue 1, 2016

Contingent Capital, Real Options, and Agency Costs pp. 3-40

Dandan Song and Zhaojun Yang

Momentum Strategies and Investor Sentiment in the REIT Market pp. 41-71

Ying Hao, Hsiang-Hui Chu, Kuan-Cheng Ko and Lin Lin

Disclosure of Downside Risk and Investors' Use of Qualitative Information: Evidence from the IPO Prospectus's Risk Factor Section pp. 73-126

Rui Ding

Information Asymmetry and Quarterly Disclosure Decisions by Firms: Evidence From the Tokyo Stock Exchange pp. 127-159

Keiichi Kubota and Hitoshi Takehara

Responsible Personal Finance: The Role of Conscientiousness in Bank and Pension Savings in Chile pp. 161-167

Edgar Kausel, Erwin Hansen and Pablo Tapia

The Effect of 2008 Crisis on the Volatility Spillovers among Six Major Markets pp. 169-178

Kübra Akca and Serda Selin Ozturk

Volume 15, issue 4, 2015

Bidder's Gain: Evidence from Termination Returns pp. 457-487

Tilan Tang

Why Do Firms in Customer–Supplier Relationships Hold More Cash? pp. 489-520

Kee-Hong Bae and Jin Wang

How Reliable Are the Findings of ‘Foreign’ Investor Studies That Use TIC Data? A Look from the Host Market pp. 521-553

Numan Ülkü and Petar Petrov

Price and Earnings Momentum, Transaction Costs, and an Innovative Practitioner Technique pp. 555-597

Reza Tajaddini, Timothy Falcon Crack and Helen Roberts

Convertible Debt: Financing Decisions and Voluntary Conversion under Ambiguity pp. 599-611

Elettra Agliardi, Rossella Agliardi and Willem Spanjers

Stock Market's Response to Real Output Shocks: Connection Restored but Delayed pp. 613-622

Numan Ülkü and Duminda Kuruppuarachchi

Volume 15, issue 3, 2015

The Canadian Hedge Fund Industry: Performance and Market Timing pp. 283-320

Peter Klein, Daryl Purdy, Isaac Schweigert and Alexander Vedrashko

The Effectiveness of Capital Regulation on Bank Behavior in China pp. 321-345

Yishu Fu, Shih-Cheng Lee, Lei Xu and Ralf Zurbruegg

Predicting Interest Rate Volatility Using Information on the Yield Curve pp. 347-386

Hideyuki Takamizawa

Market Timing With Moving Averages pp. 387-425

Paskalis Glabadanidis

Managerial Sharing, Mutual Fund Connections, and Performance pp. 427-455

Cathline Augustiani, Lorenzo Casavecchia and Jack Gray

Volume 15, issue 2, 2015

Credit Scoring and Loan Default pp. 139-167

Rajdeep Sengupta and Geetesh Bhardwaj

Dissipative Competition: Evidence from a Quasi-Natural Experiment pp. 169-198

Yuk Ying Chang and Martin Young

The Effectiveness of Regulatory Capital Requirements Prior to the Onset of the Financial Crisis pp. 199-221

José Filipe Abreu and Mohamed Azzim Gulamhussen

Call Auction Transparency and Market Liquidity: Evidence from China pp. 223-255

Dionigi Gerace, Qigui Liu, Gary Gang Tian and Willa Zheng

Parametric Portfolio Policies in the Surplus Consumption Ratio pp. 257-282

Joachim Inkmann and Zhen Shi

Volume 15, issue 1, 2015

The Profitability of Option-Based Contrarian Strategies: An Empirical Analysis pp. 1-26

Tafadzwa Mugwagwa, Vikash Ramiah and Imad Moosa

Non-Tradable Share Reform, Liquidity, and Stock Returns in China pp. 27-54

Chi-Hsiou Hung, Qiuliang Chen and Victor Fang

When Is a Firm's Information Asymmetry Priced? The Role of Institutional Investors pp. 55-88

Hoang Luong, Huong Giang (Lily) Nguyen and Xiangkang Yin

The Global Financial Crisis and Its Impact on Australian Bank Risk pp. 89-111

Bernard Bollen, Michael Skully, David Tripe and Xiaoting Wei

Sovereign Ratings and Oil-Exporting Countries: The Effect of High Oil Prices on Ratings pp. 113-138

Robert Breunig and Tse Chern Chia

Volume 14, issue 4, 2014

Portfolio Quality and Mutual Fund Performance pp. 485-521

David Gallagher, Peter A. Gardner, Camille H. Schmidt and Terry Walter

Good News and Bad News about Firm-Level Stock Returns of Internationally Exposed Firms pp. 523-550

Carmelo Giaccotto and Alain Krapl

Off-Market Buybacks in Australia: Evidence of Abnormal Trading around Key Dates pp. 551-585

Hue Hwa Au Yong, Christine Brown and Chloe Choy Yeing Ho

The Interaction of Post-Acquisition Integration and Acquisition Focus in Relation to Long-Run Performance pp. 587-612

Sorin Daniliuc, Chris Bilson and Greg Shailer

How Does the Largest Shareholder Affect Dividends? pp. 613-645

Yasuharu Aoki

Volume 14, issue 3, 2014

The Causes and Consequences of Accelerated Stock Repurchases pp. 319-343

Ali Akyol, Jin S. Kim and Chander Shekhar

Realized Volatility Forecast: Structural Breaks, Long Memory, Asymmetry, and Day-of-the-Week Effect pp. 345-392

Ke Yang and Langnan Chen

Corporate Governance and the Cost of Capital: An International Study pp. 393-429

Feifei Zhu

Market Discipline and Deposit Guarantee: Evidence from Australian Banks pp. 431-457

Xing Yan, Michael Skully, Katherine Avram and Tram Vu

A Quiet Revolution in Corporate Governance: An Examination of Voluntary Best Practice Governance Policies pp. 459-483

Vishaal Baulkaran

Volume 14, issue 2, 2014

The Market Timing Power of Moving Averages: Evidence from US REITs and REIT Indexes pp. 161-202

Paskalis Glabadanidis

IMF Conditionality and the Intertemporal Allocation of Resources pp. 203-235

Hassan Naqvi

Foreign Ownership Restriction and Momentum – Evidence from Emerging Markets pp. 237-261

Yafeng Qin and Min Bai

Effects of Foreign Institutional Ownership on Foreign Bank Lending: Some Evidence for Emerging Markets pp. 263-293

Liangliang Jiang and Yi Zhu

Frequency and Motives for Stock Dividends in a Unique Environment pp. 295-318

Khamis Al-Yahyaee

Volume 14, issue 1, 2014

Announcement pp. ii-ii

Sheridan Titman

What Determines CDS Prices? Evidence from the Estimation of Protection Demand and Supply pp. 1-28

Sheridan Titman, Daisuke Miyakawa and Shuji Watanabe

Is No News Good News?: The Streaming News Effect on Investor Behavior Surrounding Analyst Stock Revision Announcement pp. 29-51

Sheridan Titman, Takahiro Azuma, Katsuhiko Okada and Yukinobu Hamuro

The Beta Anomaly in the Japanese Equity Market and Investor Behavior pp. 53-73

Sheridan Titman, Seiichiro Iwasawa and Tomonori Uchiyama

Long-run Effects of Minimum Trading Unit Reductions on Stock Prices pp. 75-103

Sheridan Titman and Naoto Isaka

Another Determinant of Household Leverage: Evidence from Japan's Mortgage Loan Data pp. 105-139

Sheridan Titman, Mamoru Nagano and Dong-Ho Yeom

Is Japan Different? Evidence on Momentum and Market Dynamics pp. 141-160

Sheridan Titman and Matthias Hanauer