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International Review of Financial Analysis

1992 - 2020

Current editor(s): B.M. Lucey

From Elsevier
Bibliographic data for series maintained by Haili He ().

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Volume 67, issue C, 2020

Are hedge funds active market liquidity timers? Downloads
Chenlu Li, Baibing Li and Kai-Hong Tee
Credit risk and the business cycle: What do we know? Downloads
Georgios Chortareas, Georgios Magkonis and Kalliopi-Maria Zekente
Optimal asset allocation using a combination of implied and historical information Downloads
Chi Wan Cheang, Jose Olmo, Tiejun Ma, Ming-Chien Sung and Frank McGroarty
The role of hormones in financial markets Downloads
Subir Bose, Daniel Ladley and Xin Li
Financing decisions: The case of convertible bonds Downloads
Luca Del Viva and Menatalla El Hefnawy
Sovereign wealth funds: Past, present and future Downloads
Salman Bahoo, Ilan Alon and Andrea Paltrinieri
Media coverage and stock price synchronicity Downloads
Tung Dang, Man Dang, Luong Hoang, Lily Nguyen and Hoang Long Phan
Who influences the fundamental value of commodity futures in Japan? Downloads
Kentaro Iwatsubo and Clinton Watkins
Hedge fund strategies: A non-parametric analysis Downloads
Alessandra Canepa, María de la O. González and Frank S. Skinner
Three-level network analysis of the North American natural gas price: A multiscale perspective Downloads
Shuyu Liu, Shupei Huang, Yuxi Chi, Sida Feng, Yang Li and Qingru Sun
Do productive firms get external finance? Evidence from Chinese listed manufacturing firms Downloads
Minjia Chen and Roman Matousek
Sensitivity to sentiment: News vs social media Downloads
Baoqing Gan, Vitali Alexeev, Ron Bird and Danny Yeung
Dynamic and frequency-domain spillover among economic policy uncertainty, stock and housing markets in China Downloads
Tongshui Xia, Chen-Xi Yao and Jiang-Bo Geng
Asymmetric implied market volatility and terrorist attacks Downloads
Mattia Bevilacqua, David Morelli and Paola Sultana Renée Uzan
Liquidity creation and funding ability during the interbank lending crunch Downloads
Hamid Beladi, May Hu, Jason Park and Janice How
Management compensation contracts and distribution policies in the US technology sector Downloads
Colette Grey, Antoinette Flynn and Ray Donnelly
Stock market integration in East and Southeast Asia: The role of global factors Downloads
Fei Wu
Social media effect, investor recognition and the cross-section of stock returns Downloads
Xiangtong Meng, Wei Zhang, Youwei Li, Xing Cao and Xu Feng
Investors' time preferences and takeover performance Downloads
Wolfgang Breuer, Bushra Ghufran and Astrid Juliane Salzmann

Volume 66, issue C, 2019

Optimism, volatility and decision-making in stock markets Downloads
Francesco Rocciolo, Andrea Gheno and Chris Brooks
Modeling local trends with regime shifting models with time-varying probabilities Downloads
Sergio M. Focardi, Frank J. Fabozzi and Davide Mazza
Market sentiment and firm investment decision-making Downloads
Albert Danso, Theophilus Lartey, Joseph Amankwah-Amoah, Samuel Adomako, Qinye Lu and Moshfique Uddin
The impact of ESMA regulatory identifiers on the quality of ratings Downloads
Patrycja Klusak, Rasha Alsakka and Owain ap Gwilym
Direct overseas listing versus cross-listing: A multivalued treatment effects analysis of Chinese listed firms Downloads
Hong Li
Entrenchment through corporate social responsibility: Evidence from CEO network centrality Downloads
Salim Chahine, Yiwei Fang, Iftekhar Hasan and Mohamad Mazboudi
Analyst tipping: Evidence on Finnish stocks Downloads
Ruiqi Mao, Reuben Segara and Joakim Westerholm
Analysis of financial distress cross countries: Using macroeconomic, industrial indicators and accounting data Downloads
Layla Khoja, Maxwell Chipulu and Ranadeva Jayasekera
Modeling diversification and spillovers of loan portfolios' losses by LHP approximation and copula Downloads
Yongwoong Lee and Kisung Yang
Innovation and SME finance: Evidence from developing countries Downloads
Nirosha Hewa WELLALAGE and Viviana Fernandez
Market risk and market-implied inflation expectations Downloads
Lucjan Orlowski and Carolyne Soper
Overnight momentum, informational shocks, and late informed trading in China Downloads
Ya Gao, Xing Han, Youwei Li and Xiong Xiong
Do banking groups shape the network structure? Evidence from Turkish interbank market Downloads
Tuba Pelin Sümer and Süheyla Özyıldırım
Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors? Downloads
Yue-Jun Zhang and Jia-Juan Lin

Volume 65, issue C, 2019

Discretionary tone, annual earnings and market returns: Evidence from UK Interim Management Statements Downloads
Sheehan Rahman
When financial economics influences physics: The role of Econophysics Downloads
Franck Jovanovic, Rosario Mantegna and Christophe Schinckus
Out-of-sample equity premium prediction in the presence of structural breaks Downloads
Anwen Yin
Global and regional stock market integration in Asia: A panel convergence approach Downloads
Guglielmo Maria Caporale, Kefei You and Lei Chen
Reaction of the credit default swap market to the release of periodic financial reports Downloads
Maryam Akbari Nasiri, Paresh Kumar Narayan and Sagarika Mishra
What the hack: Systematic risk contagion from cyber events Downloads
Shaen Corbet and Constantin Gurdgiev
International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression Downloads
Nikolaos Antonakakis, David Gabauer and Rangan Gupta
Do analyst recommendations matter for rival companies? Downloads
Yi Li, Dehua Shen, Pengfei Wang and Wei Zhang
Board-CEO friendship ties and firm value: Evidence from US firms Downloads
Yaoyao Fan, Agyenim Boateng, Timothy King and Claire MacRae
Pre-merger management in developing markets: The role of earnings glamor Downloads
Wei Huang, John W. Goodell and Hong Zhang
The risk spiral: The effects of bank capital and diversification on risk taking Downloads
Sharon Peleg Lazar and Alon Raviv
Retail investor attention and stock price crash risk: Evidence from China Downloads
Fenghua Wen, Longhao Xu, Guangda Ouyang and Gang Kou
Risk appetite, idiosyncratic volatility and expected returns Downloads
Mahmoud Qadan

Volume 64, issue C, 2019

Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market pp. 1-12 Downloads
Ahmet Sensoy and Süleyman Serdengeçti
Stock index pegging and extreme markets pp. 13-21 Downloads
Xinyue Dong, Rong Ma and Honggang Li
Backtesting VaR and ES under the magnifying glass pp. 22-37 Downloads
Christos Argyropoulos and Ekaterini Panopoulou
Financial integration, investor protection and imbalanced optimistically biased information timeliness in emerging markets pp. 38-56 Downloads
Xiaoxiang Zhang, Qiyu Zhang, Ding Chen and Jun Gu
Do rating agencies exhibit herding behaviour? Evidence from sovereign ratings pp. 57-70 Downloads
Zhongfei Chen, Roman Matousek, Chris Stewart and Rob Webb
The changing network of financial market linkages: The Asian experience pp. 71-92 Downloads
Biplob Chowdhury, Mardi Dungey, Moses Kangogo, Mohammad Abu Sayeed and Vladimir Volkov
Corporate governance and target price accuracy pp. 93-101 Downloads
Lee-Young Cheng, Yi-Chen Su, Zhipeng Yan and Yan Zhao
Shock transmission in the cryptocurrency market. Is Bitcoin the most influential? pp. 102-125 Downloads
Damian Zięba, Ryszard Kokoszczyński and Katarzyna Śledziewska
Developing the narrative risk disclosure measurement pp. 126-144 Downloads
Awad Elsayed Awad Ibrahim and Khaled Hussainey
Pricing of time-varying illiquidity within the Eurozone: Evidence using a Markov switching liquidity-adjusted capital asset pricing model pp. 145-158 Downloads
Stefano Grillini, Aydin Ozkan, Abhijit Sharma and Mazin A.M. Al Janabi
Chemical releases and corporate cash holdings pp. 159-173 Downloads
Henry He Huang, Chanjuan Liu and Li Sun
Price range and the cross-section of expected country and industry returns pp. 174-189 Downloads
Adam Zaremba
Learning Chinese? The changing investment behavior of foreign institutions in the Chinese stock market pp. 190-203 Downloads
Timo Korkeamäki, Nader Virk, Haizhi Wang and Peng Wang
A structural break approach to analysing the impact of the QE portfolio balance channel on the US stock market pp. 204-220 Downloads
Imran Hussain Shah, Francesca Schmidt-Fischer, Issam Malki and Richard Hatfield
The adaptive market hypothesis in the high frequency cryptocurrency market pp. 221-231 Downloads
Jeffrey Chu, Yuanyuan Zhang and Stephen Chan
Forecasting implied volatility risk indexes: International evidence using Hammerstein-ARX approach pp. 232-249 Downloads
Kais Tissaoui
Forecasting stock returns with cycle-decomposed predictors pp. 250-261 Downloads
Yongsheng Yi, Feng Ma, Yaojie Zhang and Dengshi Huang
The impact of supply-side factors on corporate leverage pp. 262-272 Downloads
Rafael Rodríguez-García and Santiago Budria Rodriguez
Market efficiency of the bitcoin exchange rate: Weak and semi-strong form tests with the spot, futures and forward foreign exchange rates pp. 273-281 Downloads
Zheng Nan and Taisei Kaizoji
CEO social status and M&A decision making pp. 282-300 Downloads
Yulia Plaksina, Liam Gallagher and Michael Dowling
Non-performing loans and sovereign credit ratings pp. 301-314 Downloads
Periklis Boumparis, Costas Milas and Theodore Panagiotidis
Page updated 2020-05-27