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International Review of Financial Analysis
1992 - 2025
Current editor(s): B.M. Lucey From Elsevier Bibliographic data for series maintained by Catherine Liu (). Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.
Volume 76, issue C, 2021
- Stock market reaction to COVID-19: Evidence from U.S. Firms’ International exposure

- Hue Hwa Au Yong and Elaine Laing
- Accruals quality and the cost of debt: Evidence from Vietnam

- Ha Thi Thu Le, Xuan Vinh Vo and Thi Thuc Vo
- Directional spillover effects and time-frequency nexus between oil, gold and stock markets: Evidence from pre and during COVID-19 outbreak

- Ngo Thai Hung and Xuan Vinh Vo
- Sources of Corporate Financing and Operating Performance: The effects of strategic ownership and financial restatements

- Aphroditi J. Papadaki and Olga-Chara Pavlopoulou-Lelaki
- Funding money-creating banks: Cash funding, balance sheet funding and the moral hazard of currency elasticity

- Piet-Hein van Eeghen
- Trump vs. Paris: The impact of climate policy on U.S. listed oil and gas firm returns and volatility

- Ivan Diaz-Rainey, Sebastian A. Gehricke, Helen Roberts and Renzhu Zhang
- Returns and volatilities of energy futures markets: Roles of speculative and hedging sentiments

- Rongda Chen, Bo Wei, Chenglu Jin and Jia Liu
- Venture Capital Networks in Southeast Asia: Network characteristics and cohesive subgroups

- Natdanai Aleenajitpong and Arnat Leemakdej
- CEO inside debt, market structure and payout policy

- Shahbaz Sheikh
- Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?

- Lu Wang, Feng Ma, Jianyang Hao and Xinxin Gao
- Multinationality and capital structure dynamics: A corporate governance explanation

- Daniel Gyimah, Nana Abena Kwansa, Anthony K. Kyiu and Sikochi, Anywhere (Siko)
- How world uncertainties and global pandemics destabilized food, energy and stock markets? Fresh evidence from quantile on quantile regressions

- Mohammad Ashraful Chowdhury, Muhammad Meo and Chaker Aloui
- The big picture: The industry effect of short interest

- Chune Young Chung, Chang Liu and Kainan Wang
- Guest editor networking in special issues

- Antonios Siganos
- A network perspective of comovement and structural change: Evidence from the Chinese stock market

- Chuangxia Huang, Yunke Deng, Xiaoguang Yang, Jinde Cao and Xin Yang
- Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets

- Fenghua Wen, Jiahui Cao, Zhen Liu and Xiong Wang
- Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis

- Maria de la O. González, Francisco Jareño and Frank S. Skinner
- Risk-taking and performance of government bond mutual funds

- Donghyun Kim, Chengcheng Li and Xiaoqiong Wang
- Commercial bank seigniorage and the macroeconomy

- Biagio Bossone
- Chinese corporate distress prediction using LASSO: The role of earnings management

- Chunyu Li, Chenxin Lou, Dan Luo and Kai Xing
- Exploring the relationship between cryptocurrencies and hedge funds during COVID-19 crisis

- Soumaya Ben Khelifa, Khaled Guesmi and Christian Urom
- Diversifying equity with cryptocurrencies during COVID-19

- John W. Goodell and Stéphane Goutte
- Can the probability of extreme returns be the basis for profitable portfolios? Evidence from China

- Ruixin Fan, Xiong Xiong and Ya Gao
- Price informativeness and state-owned enterprises: Considering their heterogeneity

- John Goodell, Mingsheng Li and Desheng Liu
- On the intraday return curves of Bitcoin: Predictability and trading opportunities

- Elie Bouri, Chi Keung Lau, Tareq Saeed, Shixuan Wang and Yuqian Zhao
- Cash flow uncertainty, financial constraints and R&D investment

- Hamid Beladi, Jie Deng and May Hu
- Is competition beneficial? The case of exchange traded funds

- Céline Kharma and Nicolas Eugster
- Uncovering the impacts of structural similarity of financial indicators on stock returns at different quantile levels

- Xian Xi, Xiangyun Gao, Jinsheng Zhou, Huiling Zheng, Jiazheng Ding and Jingjian Si
- Regulation and stock market quality: The impact of MiFID II provision on research unbundling

- Giulio Anselmi and Giovanni Petrella
- Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method

- Xu Gong, Yun Liu and Xiong Wang
- Expected stock returns, common idiosyncratic volatility and average idiosyncratic correlation

- Xuanming Ni, Long Qian, Huimin Zhao and Jia Liu
- Is small beautiful? The resilience of small banks during the European debt crisis

- Cai Liu and Simone Varotto
- Cyber-attacks and stock market activity

- Onur Kemal Tosun
- Liquidity effects on price and return co-movements in commodity futures markets

- Yongmin Zhang and Shusheng Ding
- The effect of unionization on industry merger activity around negative economy-wide shocks

- Evrim Akdogu, Nihat Aktas and Serif Aziz Simsir
Volume 75, issue C, 2021
- The Impact of Supervisory Stress Tests on Bank Ex-Ante Risk-Taking Behaviour: Empirical Evidence from a Quasi-Natural Experiment

- Hiep Ngoc Luu and Xuan Vinh Vo
- Bank credit risk events and peers' equity value

- Ana-Maria Fuertes and M. Dolores Robles Fernandez
- The quality premium with leverage and liquidity constraints

- Ana González-Urteaga and Gonzalo Rubio
- How floating rate notes stopped floating: Evidence from the negative interest rate regime

- Jürgen Klaus and Ēriks K. Selga
- The role of trust and social commitment in start-up financing

- Viviana Fernandez
- Green credit regulation, induced R&D and green productivity: Revisiting the Porter Hypothesis

- Dongyang Zhang
- Keep the faith in banking: New evidence for the effects of negative interest rates based on the case of Finnish cooperative banks

- Juha Junttila, Jukka Perttunen and Juhani Raatikainen
- Dynamic efficiency and arbitrage potential in Bitcoin: A long-memory approach

- Kun Duan, Zeming Li, Andrew Urquhart and Jinqiang Ye
- Feedback trading in retail-dominated assets: Evidence from the gold bullion coin market

- Ailie Charteris and Vasileios Kallinterakis
- Trading off accuracy for speed: Hedge funds' decision-making under uncertainty

- Catalin Dragomirescu-Gaina, Dionisis Philippas and Mike Tsionas
- The road to economic recovery: Pandemics and innovation

- Lipeng Wang, Mengyu Zhang and Thanos Verousis
- International variations in ESG disclosure – Do cross-listed companies care more?

- Ellen Pei-yi Yu and Bac Van Luu
- Board gender diversity, power, and bank risk taking

- Heba Abou-El-Sood
- Carbon disclosure, carbon performance and financial performance: International evidence

- Md Abubakar Siddique, Md Akhtaruzzaman, Afzalur Rashid and Helmi Hammami
- Government real estate interventions and the stock market

- Amir Akbari and Karolina Krystyniak
- Intraday indirect arbitrage between European index ETFs

- Aliaa Bassiouny and Eskandar Tooma
- Why do institutional investors buy green bonds: Evidence from a survey of European asset managers

- Ivan Sangiorgi and Lisa Schopohl
- Asymmetric volatility spillover between oil-importing and oil-exporting countries' economic policy uncertainty and China's energy sector

- Feng He, Feng Ma, Ziwei Wang and Bohan Yang
- Carbon-intensive industries in Socially Responsible mutual funds' portfolios

- Fernando Muñoz
- Ecological finance theory: New foundations

- Thomas Lagoarde-Segot and Enrique A. Martínez
- The impact of geopolitical uncertainty on energy volatility

- Yang Liu, Liyan Han and Yang Xu
- The brain gain of CFOs in China: The case of analyst forecasts

- Yunhao Dai, Yang Chao and Li Wang
- Firm age and realized idiosyncratic return volatility in China: The role of short-sales constraints

- Hao Liu and Qun Zhang
- Key audit matters and stock price synchronicity: Evidence from a quasi-natural experiment in China

- Huayun Zhai, Meiting Lu, Yaowen Shan, Qingzhuo Liu and Ying Zhao
- Is domestic consumption dragged down by real estate sector?—Evidence from Chinese household wealth

- Yang Wang, Yang Zhou, Xinxin Yu and Xiao Liu
- Global equity market volatilities forecasting: A comparison of leverage effects, jumps, and overnight information

- Chao Liang, Yan Li, Feng Ma and Yu Wei
- The impact of shareholder intervention on overinvestment of free cash flow by overconfident CEOs

- Sewon Kwon, Jae Hwan Ahn and Gi H. Kim
- Interbank funding, bank risk exposure and performance in the UK: A three-stage network DEA approach

- Theophilus Lartey, Gregory A. James and Albert Danso
- Asymmetric volatility spillover among Chinese sectors during COVID-19

- Syed Jawad Hussain Shahzad, Muhammad Abubakr Naeem, Zhe Peng and Elie Bouri
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