International Review of Financial Analysis

1992 - 2025

Current editor(s): B.M. Lucey

From Elsevier
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Volume 87, issue C, 2023

Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence

Jan Jakub Szczygielski, Ailie Charteris and Lidia Obojska

ESG, risk, and (tail) dependence

Karoline Bax, Özge Sahin, Claudia Czado and Sandra Paterlini

U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging

Emmanuel Abakah, Samia Nasreen, Aviral Tiwari and Chien-Chiang Lee

Nonlinear market liquidity: An empirical examination

Helena Chuliá, Stephania Mosquera-López and Jorge Uribe

ESG performance and corporate risk-taking: Evidence from China

Feng He, Cong Ding, Wei Yue and Guanchun Liu

A latent factor model for the Chinese stock market

Tian Ma, Wen Jun Leong and Fuwei Jiang

Prediction and interpretation of daily NFT and DeFi prices dynamics: Inspection through ensemble machine learning & XAI

Indranil Ghosh, Esteban Alfaro-Cortés, Matías Gámez and Noelia García-Rubio

Market conditions and order-type preference

Iordanis Angelos Kalaitzoglou and Boulis Maher Ibrahim

May board committees reduce the probability of financial distress? A survival analysis on Italian listed companies

Valentina Lagasio, Marina Brogi, Carmen Gallucci and Rosalia Santulli

Political uncertainty and cross-border equity portfolio allocation decisions: International evidence

Frank Obenpong Kwabi, Agyenim Boateng, Chizindu Wonu, Charles Kariuki and Anna Du

Impact of public demands on the performance of hedge fund activist engagements

Jochen Hartmann

Green finance and investment behavior of renewable energy enterprises: A case study of China

Qunwei Wang and Zining Fan

Labor education, cash transfers and student development: Evidence from China

Bo Li and Shilin Lu

Digital finance and corporate financial fraud

Guanglin Sun, Ting Li, Yongfang Ai and Qinghai Li

Co-movement between commodity and equity markets revisited—An application of the Thick Pen method

Sania Wadud, Marc Gronwald, Robert B. Durand and Seungho Lee

Why is it difficult for Chinese companies to operate across regions in China?—Evidence from zombie companies

Meixu Ren, Jinxuan Zhao and Jingmei Zhao

Left-tail momentum and tail properties of return distributions: A case of Korea

Cheoljun Eom, Yunsung Eom and Jong Won Park

The impacts of share pledging on firm investment timing and valuation

Mingfeng He, Dengshi Huang and Jianan Zhou

Distance produces the fear of loss: Customer geographic proximity and corporate cash holdings

Li Wang, Yiqi Wu, Yaxin Chen and Yunhao Dai

Industry costs of equity: Evidence from frontier markets

Alya Hourani, Yan Wang, Sercan Demiralay and Frank McGroarty

Informative or distracting: CSR disclosure of peer firms and analyst forecast accuracy

Juan Ni, Shuchang Jin, Yi Hu and Lei Zhang

The spillover effect of customers' financial risk on suppliers' conservative reporting: Evidence from China

Zeyu Sun, Ge Yang and Haichen Bai

Financial market development: A potentiating policy choice for the green transition in G7 economies

Bushra Naqvi, Syed Kumail Abbas Rizvi, Nawazish Mirza and Muhammad Umar

The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation

Caterina Di Tommaso, Matteo Foglia and Vincenzo Pacelli

Climate policy uncertainty and risks taken by the bank: Evidence from China

Zhifeng Dai and Xiaotong Zhang

The impact of opacity on bank valuation during the global financial crisis: A channel analysis

Yi Zheng and Da Wu

The effect of the digital divide on household consumption in China

Jianqiu Wang, Zhichao Yin and Jialing Jiang

Minority shareholders' activism and stock price crash risk: Evidence from China

Qiong Wang and Muqing Qiu

Poverty alleviation and firm productivity: Evidence from China's minimum wage system

Maolin Wang, Huiting Lin, Yehua Huang and Huiyan Lu

Fund flows and performance: New evidence from retail and institutional SRI mutual funds

Olga Klinkowska and Yuan Zhao

Geopolitical risk, climate risk and energy markets: A dynamic spillover analysis

Yi Jin, Hang Zhao, Lin Bu and Dayong Zhang

The impact of the Russian-Ukrainian war on global financial markets

Marwan Izzeldin, Yaz Muradoglu, Vasileios Pappas, Athina Petropoulou and Sheeja Sivaprasad

Who are the vectors of contagion? Evidence from emerging markets

Diego A. Agudelo and Daimer J. Múnera

Do sustainability disclosure mechanisms reduce market myopia? Evidence from European sustainability companies

Cristina del Río, Francisco J. López-Arceiz and Luis Muga

Systemic risk in non financial companies: Does governance matter?

Doriana Cucinelli and Maria Gaia Soana

Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries

Ahmed Elsayed, Nader Naifar, Gazi Uddin and Gang-Jin Wang

Geopolitical, economic uncertainty and bank risk: Do CEO power and board strength matter?

Mohsin Shabir, Ping Jiang, Yasir Shahab and Peng Wang

Internal or external control? How to respond to credit risk contagion in complex enterprises network

Qian Qian, Xiangrui Chao and Hairong Feng

The effect of CEO social capital, CEO duality and state-ownership on corporate innovation

Helin Sun, Francesco Cappa, Jia Zhu and Enzo Peruffo

Jump-diffusion volatility models for variance swaps: An empirical performance analysis

Xing Jin and Yi Hong

CBDC uncertainty: Financial market implications

Kwamie Dunbar

Heterogeneously informed trading and the stock market efficiency during the COVID-19 pandemic

Liao Xu, Mingqi Xue, Xuan Zhang and Yang Zhao

The impact of human resource practices on corporate investment efficiency

Seraina Anagnostopoulou and Argyro Avgoustaki

Financial institutional blockholders and earnings quality: Do blockholders contestability and countries' institutions matter?

Quoc Dat Trinh, Christian Haddad and Elie Salameh

Geopolitical risk and corporate payout policy

Samer Adra, Yang Gao, Jin Huang and Jiayi Yuan

Financial openness and firm exports: Evidence from Foreign-owned Banks in China

Chaofeng Lyu, Ziheng Xiao and Yun Pu

Economic policy uncertainty, investor attention and post-earnings announcement drift

Xiuli Du, Zhu Ao, Yiwei Chai and Shilong Ge

Trading gap in holidays and price transmission: Evidence from cross-listed stocks on the A-share and H-share markets

Wei Bao, Shijun Guo, Diefeng Peng and Yulei Rao

Signing auditors' cultural background and debt financing costs

Fei Hou, Huayu Shen, Ping Wang and Hao Xiong

Modeling the global sovereign credit network under climate change

Lu Yang and Shigeyuki Hamori

The diligent effect of investor relation officers in conference calls: Evidence from China

Lin Xiao, Yong Ye and Runmei Luo

Have the predictability of oil changed during the COVID-19 pandemic: Evidence from international stock markets

Hui Ding, Yisu Huang and Jiqian Wang

Measuring minimum variance hedging effectiveness: Traditional vs. sophisticated models

Udayan Sharma and Madhusudan Karmakar

Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing

Marcos Escobar-Anel, Javad Rastegari and Lars Stentoft

Do ESG ratings promote corporate green innovation? A quasi-natural experiment based on SynTao Green Finance's ESG ratings

Juxian Wang, Mengdi Ma, Tianyi Dong and Zheyuan Zhang

The impact of declined social insurance contribution rate on enterprise total factor productivity: Evidence from China

Shanmin Liu, Yangyuan Zhuo, Xinyue Shen, Mengda Cai and Ye Yang

Limited information limits accuracy: Whether ensemble empirical mode decomposition improves crude oil spot price prediction?

Kunliang Xu and Weiqing Wang

Factor investing and currency portfolio management

Danyang Li, Zhekai Zhang and Mario Cerrato

Nonlinear asset pricing in Chinese stock market: A deep learning approach

Shuiyang Pan, Long, Suwan(Cheng), Yiming Wang and Ying Xie

Does stock market index adjustment affect environmental information disclosure? Evidence from China

Qiang Li, Shengying Wang, Zichun He, Hanqiao Li and Erwei Xiang

Foreign uncertainty and domestic exporter dynamics

Li Zhang and Shiwei Hu

Risk-sharing function in internal capital markets: Evidence from intragroup reinsurance activities

Ching-Yuan Hsiao and Yung-Ming Shiu

Does the Achilles heel of guarantee networks drive financial distress?

Yuan George Shan, Yirui Wang, Wuqing Wu and Weihao Zhen

Celebrity CEOs and corporate investment: A psychological contract perspective

Linzi Zhou, Wenbin Long, Xin Qu and Daifei Yao

Investing in wine, precious metals and G-7 stock markets – A co-occurrence analysis for price bubbles

Marcin Potrykus

Oil supply expectations and corporate social responsibility

Lin Chen, Fenghua Wen, Yun Zhang and Xiao Miao

Do Chinese firms speculate during high economic policy uncertainty? Evidence from wealth management products

Jin Huang, Yong Jin, Yang Duan and Yanling She

NFTs, DeFi, and other assets efficiency and volatility dynamics: An asymmetric multifractality analysis

Mohammad Ashraful Chowdhury, Mohammad Abdullah, Masud Alam, Mohammad Zoynul Abedin and Baofeng Shi

Characteristics and mechanisms of the U.S. stock market spillover effects on the Chinese A-share market: Evidence from 6 A-share broad-based and 31 sector indices

Junbo Huang, Huiting Tian and Weibing Shen

From BASEL III to BASEL IV and beyond: Expected shortfall and expectile risk measures

Tsvetelin S. Zaevski and Dragomir C. Nedeltchev

Health uninsurance premium and mortgage interest rates

Balbinder Singh Gill

Fintech, macroprudential policies and bank risk: Evidence from China

Yang Zhao, John W. Goodell, Yong Wang and Mohammad Zoynul Abedin

Tradeoff between corporate investment and CSR: The moderating effect of financial slack, workforce slack, and board gender diversity

Ali Uyar, Suman Lodh, Monomita Nandy, Cemil Kuzey and Abdullah S. Karaman

Market-wide illiquidity and the distribution of non-parametric stochastic discount factors

David Abad, Belén Nieto, Roberto Pascual and Gonzalo Rubio

Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks

David Y. Aharon, Hassan Anjum Butt, Ali Jaffri and Brian Nichols

Possibility versus feasibility: International portfolio diversification under financial liberalization

Hongbo He, Yiqing Chen, Hong Wan and Shujie Yao

How does fintech influence carbon emissions: Evidence from China's prefecture-level cities

Xiaoqiang Cheng, Dingjun Yao, Yuanyuan Qian, Bin Wang and Deliang Zhang

A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns

Yisu Huang, Feng Ma, Elie Bouri and Dengshi Huang