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International Review of Financial Analysis

1992 - 2018

Current editor(s): B.M. Lucey

From Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

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Volume 60, issue C, 2018

Does derivatives use reduce the cost of equity? pp. 1-16 Downloads
Shamim Ahmed, Amrit Judge and Syed Ehsan Mahmud
Target country's leadership style and bidders' takeover decisions pp. 17-29 Downloads
Ibtissem Rouine
Is gold a Sometime Safe Haven or an Always Hedge for equity investors? A Markov-Switching CAPM approach for US and UK stock indices pp. 30-37 Downloads
Zhen He, Fergal O'Connor and Jacco Thijssen
How does banking market power affect bank opacity? Evidence from analysts' forecasts pp. 38-52 Downloads
Samuel Fosu, Albert Danso, Agyei-Boapeah, Henry, Collins G. Ntim and Victor Murinde
Dividend guidance to manage analyst dividend expectations pp. 53-68 Downloads
Pawel Bilinski and Danielle Lyssimachou
New bid-ask spread estimators from daily high and low prices pp. 69-86 Downloads
Zhiyong Li, Brendan Lambe and Emmanuel Adegbite
Asset sales and subsequent acquisitions pp. 87-97 Downloads
Giang Nguyen and Le Vu
Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? pp. 98-114 Downloads
Shuyue Yi, Zishuang Xu and Gang-Jin Wang
Time varying volatility indices and their determinants: Evidence from developed and emerging stock markets pp. 115-126 Downloads
Nalin Prasad, Andrew Grant and Suk-Joong Kim
The impact of stringent insider trading laws and institutional quality on cost of capital pp. 127-137 Downloads
Frank O. Kwabi, Agyenim Boateng and Emmanuel Adegbite
NYSE closure and global equity trading: The case of cross-listed stocks pp. 138-150 Downloads
Olga Dodd and Bart Frijns
Implied volatility indices: A review and extension in the Turkish case pp. 151-161 Downloads
Ahmet Sensoy and John Omole
Cash holdings and CEO risk incentive compensation: Effect of CEO risk aversion pp. 162-176 Downloads
Harry Feng and Ramesh P. Rao
Momentum and reversal strategies in Chinese commodity futures markets pp. 177-196 Downloads
Yurun Yang, Ahmet Göncü and Athanasios A. Pantelous
Motivated monitoring: The importance of the institutional investment horizon pp. 197-212 Downloads
Chao Yin, Charles Ward and Sotiris Tsolacos
Playing with your future: Who gambles in defined-contribution pension plans? pp. 213-225 Downloads
Gordon L. Clark, Maurizio Fiaschetti, Peter Tufano and Michael Viehs

Volume 59, issue C, 2018

Mineral commodity consumption and intensity of use re-assessed pp. 1-18 Downloads
Viviana Fernandez
Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries pp. 19-34 Downloads
Lu Yang, Lei Yang and Shigeyuki Hamori
Financial stability, competitiveness and banks' innovation capacity: Evidence from the Global Financial Crisis pp. 35-46 Downloads
Marta Degl'Innocenti, Kevin Grant, Aleksandar Šević and Nickolaos Tzeremes
Do European banks manipulate risk weights? pp. 47-57 Downloads
Emilio Barucci and Carlo Milani
Business failure, efficiency, and volatility: Evidence from the European insurance industry pp. 58-76 Downloads
Martin Eling and Ruo Jia
Contingent convertible bonds with the default risk premium pp. 77-93 Downloads
Hyun Jin Jang, Young Hoon Na and Harry Zheng
The January sentiment effect in the U.S. stock market pp. 94-104 Downloads
Zhongdong Chen and Phillip R. Daves
Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance pp. 105-116 Downloads
Tony Klein, Hien Pham Thu and Thomas Walther
Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets pp. 117-133 Downloads
Wasim Ahmad, Anil Mishra and Kevin Daly
On the study of conditional dependence structure between oil, gold and USD exchange rates pp. 134-146 Downloads
Rihab Bedoui, Sana Braeik, Stéphane Goutte and Khaled Guesmi
Customer financing, bargaining power and trade credit uptake pp. 147-162 Downloads
Simona Mateut and Thanaset Chevapatrakul
Banks' funding structure and earnings quality pp. 163-178 Downloads
Justin Yiqiang Jin, Kiridaran Kanagaretnam and Yi Liu
Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis pp. 179-211 Downloads
Chiaz Labidi, Md Lutfur Rahman, Axel Hedström, Gazi Uddin and Stelios Bekiros
Using multiple correspondence analysis for finance: A tool for assessing financial inclusion pp. 212-222 Downloads
Mardi Dungey, Firmin Doko Tchatoka and María B. Yanotti
Financial reporting standards' change and the efficiency measures of EU banks pp. 223-233 Downloads
Augustinos I. Dimitras, Chrysovalantis Gaganis and Fotios Pasiouras
Do aggregate analyst recommendations predict market returns in international markets? pp. 234-254 Downloads
Joseph Marks and Ari Yezegel
Does institutional quality condition the effect of bank regulations and supervision on bank stability? Evidence from emerging and developing economies pp. 255-275 Downloads
Theodora Bermpei, Antonios Kalyvas and Thanh Cong Nguyen
Polytomous response financial distress models: The role of accounting, market and macroeconomic variables pp. 276-289 Downloads
Mario Hernandez Tinoco, Phil Holmes and Nick Wilson
Investor sentiment: Does it augment the performance of asset pricing models? pp. 290-303 Downloads
Deven Bathia and Don Bredin

Volume 58, issue C, 2018

The effects of uncertainty measures on the price of gold pp. 1-7 Downloads
Mehmet Bilgin, Giray Gözgör, Chi Keung Marco Lau and Xin Sheng
Are mutual fund investors paying for noise? pp. 8-23 Downloads
Lorenzo Casavecchia and Hardy Hulley
Examination of real and accrual earnings management: A cross-country analysis of legal origin under IFRS pp. 24-37 Downloads
Ibrahim Onur Oz and Tezer Yelkenci
Long memory in financial markets: A heterogeneous agent model perspective pp. 38-51 Downloads
Min Zheng, Ruipeng Liu and Youwei Li
Sentiment-based momentum strategy pp. 52-68 Downloads
Byungoh Kim and Sangwon Suh
Monetary policy shocks and financially constrained stock returns: The effects of the financial crisis pp. 69-90 Downloads
Nikolaos Balafas, Chris Florackis and Alexandros Kostakis
Do ETFs lead the price moves? Evidence from the major US markets pp. 91-103 Downloads
Mike Buckle, Jing Chen, Qian Guo and Chen Tong
Does tax avoidance behavior affect bank loan contracts for Chinese listed firms? pp. 104-116 Downloads
Hamid Beladi, Chi Chur Chao and May Hu
The impact of festivities on gold price expectation and volatility pp. 117-131 Downloads
Harald Schmidbauer and Angi Rösch
Firm size matters: Industry sector, firm age and volatility do too in determining which publicly-listed US firms pay a dividend pp. 132-152 Downloads
Derek A. Brawn and Aleksandar Šević
The contagion effect in European sovereign debt markets: A regime-switching vine copula approach pp. 153-165 Downloads
Ahmed BenSaïda
Institutional development and foreign banks in Chile pp. 166-178 Downloads
Brian Du, Alejandro Serrano and Andre Vianna
The wealth effects of public-to-private LBOs: Evidence from Europe pp. 179-194 Downloads
Apostolos Dasilas and Chris Grose
Dynamic trading volume and stock return relation: Does it hold out of sample? pp. 195-210 Downloads
Zijun Wang, Yan Qian and Shiwen Wang
The profitability of trading NOA and accruals: One effect or two? pp. 211-224 Downloads
Philip Gray, Iris Siyu Liao and Maria Strydom
Asset liquidity and firm innovation pp. 225-234 Downloads
Ly Thi Minh Pham, Lai Van Vo, Huong Thi Thu Le and Danh Vinh Le
Empirical investigation of co-authorship in the field of finance: A network perspective pp. 235-246 Downloads
Aristeidis Samitas and Elias Kampouris
The influence of terrorism risk on stock market integration: Evidence from eight OECD countries pp. 247-259 Downloads
Seema Narayan, Thai-Ha Le and S. Sriananthakumar
Déjà vol oil? Predicting S&P 500 equity premium using crude oil price volatility: Evidence from old and recent time-series data pp. 260-270 Downloads
Nima Nonejad
Rumor rationales: The impact of message justification on article credibility pp. 271-287 Downloads
Sandra Betton, Frederick Davis and Thomas Walker
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