International Review of Financial Analysis

1992 - 2025

Current editor(s): B.M. Lucey

From Elsevier
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Volume 72, issue C, 2020

Inflation targeting & implications of oil shocks for inflation expectations in oil-importing and exporting economies: Evidence from three Nordic Kingdoms

Muhammad Ali Nasir, Toan Huynh and Larisa Yarovaya

Stock liquidity and dividend policy: Evidence from an imputation tax environment

Truong-Giang Nguyen

The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry

Shaen Corbet, Yang Hou, Yang Hu and Les Oxley

Speculator activity and the cross-asset predictability of FX returns

Anton Hasselgren, Jarkko Peltomäki and Michael Graham

Identifying the comovement of price between China's and international crude oil futures: A time-frequency perspective

Xiaohong Huang and Shupei Huang

An encyclopedia for stock markets? Wikipedia searches and stock returns

Simon Behrendt, Franziska J. Peter and David J. Zimmermann

Eurozone regulation bias in the active share measure

Lidia Loban, José Luis Sarto and Luis Vicente

Leverage and valuation effects: How global liquidity shapes sectoral balance sheets

Daniel Carvalho

A novel two-stage approach for cryptocurrency analysis

Boyu Yang, Yuying Sun and Shouyang Wang

Does foreign exchange risk matter to equity research analysts when forecasting stock prices? Evidence from U.S. firms

Tuan Ho, Yen Nguyen, Bhavik Parikh and Dinh-Tri Vo

What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective?

Yang Hu, Yang Greg Hou and Les Oxley

Does insiders share pledging stifle innovation? Evidence from China

Qiong Wang, Muqing Qiu and Wenhao Tan

Cross-ownership and collateral in lending

Xuesong Qian, Zifang Ding, Xiaping Cao and Shusen Qi

Sentiment stocks

Hang Dong and Javier Gil-Bazo

The cross-section of industry equity returns and global tactical asset allocation across regions and industries

Mehmet Umutlu and Pelin Bengitöz

Multiple duration analyses of dynamic limit order placement strategies and aggressiveness in a low-latency market environment

Anh Tu Le, Thai-Ha Le, Wai-Man Liu and Kingsley Y. Fong

Stock mispricing, hard-to-value stocks and the influence of internet stock message boards

Xiong Xiong, Yongqiang Meng, Nathan Lael Joseph and Dehua Shen

The dynamics of sovereign yields over swap rates in the Eurozone market

Lior David-Pur, Koresh Galil and Mosi Rosenboim

Impact of internet finance on the performance of commercial banks in China

Jichang Dong, Lijun Yin, Xiaoting Liu, Meiting Hu, Xiuting Li and Lei Liu

CEOs' market sentiment and corporate innovation: The role of financial uncertainty, competition and capital intensity

Theophilus Lartey, Albert Danso and Samuel Owusu-Agyei

What determines the issue price of lease asset-backed securities in China?

Liuyong Yang, Rui Wang, Zhenyi Chen and Xingguo Luo

Research on China's financial systemic risk contagion under jump and heavy-tailed risk

Xiao-Li Gong, Xi-Hua Liu, Xiong Xiong and Wei Zhang

Does cyber tech spending matter for bank stability?

Md Hamid Uddin, Sabur Mollah and Md Hakim Ali

Credit risk and financial integration: An application of network analysis

Mita Bhattacharya, John Inekwe and Maria Rebecca Valenzuela

Financial sector foreign aid and financial intermediation

Anna Agapova and Sharmila Vishwasrao

Who is unhappy for Brexit? A machine-learning, agent-based study on financial instability

Stathis Polyzos, Aristeidis Samitas and Marina-Selini Katsaiti

Shareholders' control rights, family ownership and the firm's leverage decisions

Qazi Amin and Jia Liu

Do state subsidies increase corporate environmental spending?

Yang Wang and Yifei Zhang

Non-performing loans in the euro area: Does bank market power matter?

Maria Karadima and Helen Louri

Network structures and idiosyncratic contagion in the European sovereign credit default swap market

Wang Chen, Kung-Cheng Ho and Lu Yang

How does house price influence monetary policy transmission?

Yumei Guo, Xianjing Huang and Yuchao Peng

Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic: VIX vs EPU?

Jiqian Wang, Xinjie Lu, Feng He and Feng Ma

Managerial career concerns and the content of corporate disclosures: An analysis of the tone of earnings press releases

Özgür Arslan-Ayaydin, Norman Bishara, James Thewissen and Wouter Torsin

Impact of directors' networks on corporate social responsibility: A cross country study

Monomita Nandy, Suman Lodh, Jaskaran Kaur and Jin Wang

Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis

Elie Bouri, Brian Lucey, Tareq Saeed and Xuan Vinh Vo

Volume 71, issue C, 2020

Stock liquidity premium with stochastic price impact and exogenous trading strategy

Szymon Stereńczak

Foreign institutional ownership and corporate cash holdings: Evidence from emerging economies

Tiago Loncan

Capital market pressure, real earnings management, and institutional ownership stability - Evidence from Poland

Michał Kałdoński, Tomasz Jewartowski and Jacek Mizerka

The role of lender country factors in cross border bank lending

Ray Barrell and Abdulkader Nahhas

Asymmetric mean reversion of Bitcoin price returns

Shaen Corbet and Paraskevi Katsiampa

The economic importance of rare earth elements volatility forecasts

Juliane Proelss, Denis Schweizer and Volker Seiler

Investing in gold – Market timing or buy-and-hold?

Dirk G. Baur, Hubert Dichtl, Wolfgang Drobetz and Viktoria-Sophie Wendt

Fundamental strength strategy: The role of investor sentiment versus limits to arbitrage

Zhaobo Zhu, Licheng Sun and Kenneth Yung

Spatial linkage of volatility spillovers and its explanation across G20 stock markets: A network framework

Weiping Zhang, Xintian Zhuang, Yang Lu and Jian Wang

Comparative advantages of regional versus national banks in alleviating SME's financial constraints

Céline Meslier, Alain Sauviat and Dian Yuan

Herd behaviour & investor sentiment: Evidence from UK mutual funds

Yawen Hudson, Meilan Yan and Dalu Zhang

Price discovery and microstructure in ether spot and derivative markets

Carol Alexander, Jaehyuk Choi, Hamish R.A. Massie and Sungbin Sohn

Machine learning as an early warning system to predict financial crisis

Aristeidis Samitas, Elias Kampouris and Dimitris Kenourgios

The hedging effect of green bonds on carbon market risk

Jiayu Jin, Liyan Han, Lei Wu and Hongchao Zeng

Commodity prices and GDP growth

Yiqing Ge and Ke Tang

Individual analysts, stock return synchronicity and information efficiency

Jianlei Hou, Shangmei Zhao and Haijun Yang

They're back! Post-financialization diversification benefits of commodities

Marie-Hélène Gagnon, Guillaume Manseau and Gabriel Power

On-balance-sheet duration hedging and firm value

Ya Dai, Liang Guo, Hongxian Zhang and Yu Liu

Cooperative financial institutions: A review of the literature

Donal McKillop, Declan French, Barry Quinn, Anna L. Sobiech and John Wilson

Crude oil price volatility and equity return predictability: A comparative out-of-sample study

Nima Nonejad

Abnormal operating performance in IPOs: Does public float matter?

Antonio Meles and Dario Salerno

Meta-analysis in finance research: Opportunities, challenges, and contemporary applications

Jerome Geyer-Klingeberg, Markus Hang and Andreas Rathgeber

The dilemma of government intervention in a firm's financing: Evidence from China

Tong Fu

Searching for safe-haven assets during the COVID-19 pandemic

Qiang Ji, Dayong Zhang and Yuqian Zhao

Bank competition, concentration and EU SME cost of debt

Xiaodong Wang, Liang Han and Xing Huang

Spreading the sin: An empirical assessment from corporate takeovers

Marco Guidi, Vasilios Sogiakas, Evangelos Vagenas-Nanos and Patrick Verwijmeren

Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty

Nicholas Apergis, Ioannis Chatziantoniou and Arusha Cooray

Do the crude oil futures of the Shanghai International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks?

Fei Lv, Chen Yang and Libing Fang

Serial SEOs and capital structure

Sofia C. Stamou, Winifred Huang and Jerry Coakley

Is herding spurious or intentional? Evidence from analyst recommendation revisions and sentiment

Jiaqi Guo, Phil Holmes and Ali Altanlar

Examining the relationship between policy uncertainty and market uncertainty across the G7

Lee Smales

Time-frequency co-movement of cryptocurrency return and volatility: Evidence from wavelet coherence analysis

Xingzhi Qiao, Huiming Zhu and Liya Hau

Institutional investment in online business lending markets

Mark Cummins, Ciarán Mac an Bhaird, Pierangleo Rosati and Theo Lynn

Institutional characteristics and the development of crowdfunding across countries

Francesca Di Pietro and Vincenzo Butticè

Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S

Jianping Li, Jingyu Li, Xiaoqian Zhu, Yinhong Yao and Barbara Casu

Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach

Aktham Maghyereh and Hussein Abdoh

Predicting stock returns in the presence of COVID-19 pandemic: The role of health news

Afees Salisu and Xuan Vinh Vo

Money creation within the macroeconomy: An integrated model of banking

Boyao Li and Yougui Wang

Tournament-based incentives and mergers and acquisitions

Nam H. Nguyen, Hieu V. Phan, Hung V. Phan, Dung T.T. Tran and Hong Vo

Short-selling, margin-trading, and stock liquidity: Evidence from the Chinese stock markets

Qing Ye, Shengjie Zhou and Jie Zhang

Fund manager conviction and investment performance

Liang Jin, Richard Taffler, Arman Eshraghi and Onur Kemal Tosun

Does Bitcoin still own the dominant power? An intraday analysis

Jinghua Wang and Geoffrey M. Ngene

Which sentiment index is more informative to forecast stock market volatility? Evidence from China

Chao Liang, Linchun Tang, Yan Li and Yu Wei

Do measures of systemic risk predict U.S. corporate bond default rates?

Angelos Kanas and Philip Molyneux

Women on corporate boards and corporate financial and non-financial performance: A systematic literature review and future research agenda

Thi Hong Hanh Nguyen, Collins Ntim and John K. Malagila

Do narrative-related disclosures predict corporate failure? Evidence from UK non-financial publicly quoted firms

Mohamed Elsayed and Tamer Elshandidy

Credit risk assessment in real estate investment trusts: A perspective on blockholding and lending networks

Masayasu Kanno

Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach

Anne-Florence Allard, Leonardo Iania and Kristien Smedts

Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility

Tong Fang, Zhi Su and Libo Yin

Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets

Shaen Corbet, Paraskevi Katsiampa and Chi Keung Lau

A novel dual-weighted fuzzy proximal support vector machine with application to credit risk analysis

Lean Yu, Xiao Yao, Xiaoming Zhang, Hang Yin and Jia Liu

The consumption response to household leverage in China: The role of investment at household level

Dongyang Zhang and Rui Guo