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 6, issue 3‐4, 2006

A Theory of Precautionary Regulatory Capital in Banking* pp. 99-128

Phong Ngo

How do Individual, Institutional, and Foreign Investors Win and Lose in Equity Trades? Evidence from Japan* pp. 129-155

Kee‐hong Bae, Takeshi Yamada and Keiichi Ito

An Empirical Comparison of Price‐Limit Models* pp. 157-176

Tamir Levy and Joseph Yagil

The Valuation Effects of Prime Rate Revisions: Is There an Advantage of Being First?* pp. 177-194

Mohamed Ariff and Asjeet S. Lamba

Volume 6, issue 1‐2, 2006

On the Determinants and Dynamics of Dividend Policy pp. 1-23

Sami Ben Naceur, Mohamed Goaied and Amel Belanes

Industry Clustering in Nordic Initial Public Offering Markets pp. 25-41

Joakim Westerholm

The Reach of the Disposition Effect: Large Sample Evidence Across Investor Classes* pp. 43-78

Philip Brown, Nick Chappel, Ray Da Silva Rosa and Terry Walter

Asymmetric Market Reactions of Growth and Value Firms with Management Earnings Forecasts* pp. 79-97

H. Chan, Robert Faff, Y. K. Ho and A. Ramsay

Volume 5, issue 3‐4, 2005

Do Informed Traders Win? An Analysis of Changes in Corporate Ownership around Substantial Shareholder Notices* pp. 113-147

Raymond Da Silva Rosa, Nirmal Saverimuttu and Terry Walter

Portfolio Concentration and Investment Manager Performance* pp. 149-174

Simone Brands, Stephen Brown and David Gallagher

Forecasting and Finite Sample Performance of Short Rate Models: International Evidence* pp. 175-197

Sirimon Treepongkaruna

Effect of Taxation on Equal Access Share Buybacks in Australia* pp. 199-218

Christine Brown and Katrina Efthim

Volume 5, issue 1‐2, 2005

The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk* pp. 1-29

Kingsley Fong, David Gallagher and Aaron Ng

Bond Term Premium Analysis in the Presence of Multiple Regimes pp. 31-54

Ron Guido and Kathleen Walsh

The SCoD Model: Analyzing Durations with a Semiparametric Copula Approach* pp. 55-74

Cornelia Savu and Wing Lon Ng

Order Flow Patterns around Seasoned Equity Offerings and their Implications for Stock Price Movements* pp. 75-111

Sahn‐wook Huh and Avanidhar Subrahmanyam

Volume 4, issue 3‐4, 2003

Looking for Spot in the Presence of Futures* pp. 101-123

Krishna Ramaswamy and Patrick Waldron

A Theory of Currency Board with Irrevocable Commitments* pp. 125-170

Alex W. H. Chan and Nai‐fu Chen

The Effect of Short Sale Constraint Removal on Volatility in the Presence of Heterogeneous Beliefs* pp. 171-188

Alan Kraus and Amir Rubin

The Behavior and Performance of Foreign Investors in Emerging Equity Markets: Evidence from Taiwan pp. 189-210

Anchor Y. Lin and Peggy E. Swanson

Volume 4, issue 1‐2, 2003

Do Uniform Price Auctions Trade‐off Higher Risk for Higher Return?* pp. 1-27

Jaclyn Beierlein and Hideaki Kiyoshi Kato

Future Long‐Horizon Performance Measurement Conditional on Past Survival* pp. 29-48

Philip Gray and Mark Whittaker

Dynamic Optimality of Yield Curve Strategies* pp. 49-78

Takao Kobayashi, Akihiko Takahashi and Norio Tokioka

Measuring Productive Efficiency of Stock Exchanges using Price Adjustment Coefficients pp. 79-99

Vijaya B. Marisetty

Volume 3, issue 3‐4, 2002

Bank Safety and Soundness and the Structure of Bank Supervision: A Cross‐Country Analysis pp. 163-188

James Barth, Luis G. Dopico, Daniel E. Nolle and James A. Wilcox

Impact of International Cross‐listing on Local Exchanges: Evidence from Chile pp. 189-211

Vivekanand Jayakumar

Do Reforms in Transition Economies Affect Foreign Bank Entry? pp. 213-232

Robert Lensink and Jakob de Haan

Testing Option Pricing Models with Stochastic Volatility, Random Jumps and Stochastic Interest Rates pp. 233-272

George J. Jiang

Volume 3, issue 2, 2002

Corporate Governance in Asia: A Survey pp. 71-103

Stijn Claessens and Joseph P. H. Fan

What Explains Cross‐country Industry Growth Patterns? Trade, Development and the Equity Financing Channel pp. 105-129

Yuk Ying Chang and Sudipto Dasgupta

Why Do Governments Privatize Abroad? pp. 131-161

Bernardo Bortolotti, Marcella Fantini and Carlo Scarpa

Volume 3, issue 1, 2002

The Relative Importance of Domestic and Global Factors in Explaining Australian Stock Returns pp. 1-25

Peter Clarkson, Vanitha Ragunathan and John Nowland

Foreign Firms Issuing Equity on US Exchanges: An Empirical Investigation of IPOs and SEOs pp. 27-51

Padma Kadiyala and Avanidhar Subrahmanyam

Managerial Opportunism and Capital Structure Adjustments: Equity–for–debt Swap and Convertible Debt pp. 53-69

Nobuyuki Isagawa

Volume 2, issue 4, 2001

Designing Markets for Developing Countries pp. 205-215

Maureen O’Hara

Capital Structure Choices and Taxes: Evidence from the Australian Dividend Imputation Tax System pp. 217-234

Garry Twite

The Short– and Long–run Performance of New Listings in Tunisia pp. 235-246

Sami Ben Naceur and Hatem Ghanem

Simple Trading Rules and the Market for Internet Stocks pp. 247-268

Wai Mun Fong and Yat Wai Ho

Volume 2, issue 3, 2001

An Analytic Solution for Interest Rate Swap Spreads pp. 113-149

Mark Grinblatt

On the Demand Elasticity of Initial Public Offerings: An Analysis of Discriminatory Auctions pp. 151-178

Yu-Jane Liu, K. C. John Wei and Gwohorng Liaw

Investing Public Pensions in the Stock Market: Implications for Risk Sharing, Capital Formation and Public Policy in the Developed and Developing World pp. 179-202

Deborah Lucas

Volume 2, issue 1‐2, 2001

Financial Structure and Financial Crisis pp. 1-19

Franklin Allen

Family Control and Corporate Governance: Evidence from Taiwan pp. 21-48

Yin‐hua Yeh, Tsun‐siou Lee and Tracie Woidtke

Privatization, Efficiency and Intra‐industry Effects: Analysis of China’s Privatization pp. 49-70

Isaac Otchere and Zonglan Zhang

Investors’ Herding on the Tokyo Stock Exchange pp. 71-98

Yoshio Iihara, Hideaki Kiyoshi Kato and Toshifumi Tokunaga

The Hong Kong Currency Board During the 1997–8 Crisis: Problems and Solutions pp. 99-112

Nai‐fu Chen

Volume 1, issue 4, 2000

Changes in the Nikkei 500: New Evidence for Downward Sloping Demand Curves for Stocks pp. 245-267

Shinhua Liu

Interest Rate, Currency and Equity Derivatives Valuation Using the Potential Approach pp. 269-294

Naosuke Nakamura and Fan Yu

The Contributions of Professors Fischer Black, Robert Merton and Myron Scholes to the Financial Services Industry pp. 295-315

Terry Marsh and Takao Kobayashi

Volume 1, issue 3, 2000

Large Shareholder Activism in Corporate Governance in Developing Countries: Evidence from India pp. 161-194

Jayati Sarkar and Subrata Sarkar

Why Doesn't the Black‐‐Scholes Model Fit Japanese Warrants and Convertible Bonds? pp. 195-227

Hirato Kuwahara and Terry A. Marsh

Rules Governing the Transfer of Ownership: Wealth Effects and the Influence of Ownership Structure pp. 229-244

Henk Berkman and Farshid Navissi

Volume 1, issue 2, 2000

Security Markets versus Bank Finance: Legal Enforcement and Investors' Protection pp. 81-96

Franco Modigliani and Enrico Perotti

Yield Curve Risk in Japanese Government Bond Markets pp. 97-121

Kenneth Singleton

A Variable Reduction Technique for Pricing Average‐rate Options pp. 123-142

Hua He and Akihiko Takahashi

Excess Risk Premia of Asian Banks pp. 143-159

Jianping (J.P.) Mei and Zheng Wang

Volume 1, issue 1, 2000

Editorial pp. 1-1

Sheridan Titman

Exchange Rate Policy Options for Southeast Asia pp. 3-8

Merton Miller

Financial Structure, Corporate Finance and Economic Growth pp. 11-38

René Stulz

Long‐term Investments and Financial Structure pp. 39-51

Noriyuki Yanagawa

On the Information Content of Bank Loan‐loss Disclosures: A Theory and Evidence from Japan pp. 53-80

Scott Gibson