International Review of Financial Analysis

1992 - 2025

Current editor(s): B.M. Lucey

From Elsevier
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Volume 70, issue C, 2020

Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall

Esther B. Del Brio, Andrés Mora-Valencia and Javier Perote

Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management

Chikashi Tsuji

Discount or premium? Pricing of structured products: An analysis of Chinese market

Rongda Chen, Hanxian Zhou, Chenglu Jin and Jia Liu

Information-based trading and information propagation: Evidence from the exchange traded fund market

Liao Xu, Lu Xu, Jing Zhao and Yang Zhao

COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach

Arshian Sharif, Chaker Aloui and Larisa Yarovaya

Spillover among financial, industrial and consumer uncertainties. The case of EU member states

Sławomir Śmiech, Monika Papież and Syed Jawad Hussain Shahzad

Pricing inefficiencies and feedback trading: Evidence from country ETFs

Vasileios Kallinterakis, Fei Liu, Athanasios A. Pantelous and Jia Shao

Beyond narrative disclosure tone: The upper echelons theory perspective

Hesham Bassyouny, Tarek Abdelfattah and Lei Tao

Corruption and innovation in private firms: Does gender matter?

Nirosha Wellalage, Viviana Fernandez and Sujani Thrikawala

Parent-subsidiary dispersion and executive excess perks consumption

Bin Li, Yao Yao, Yasir Shahab, Hai-Xia Li and Collins Ntim

Profitability of momentum strategies in Latin America

Luis Berggrun, Emilio Cardona and Edmundo Lizarzaburu

How do firms overcome financial constraint anxiety to survive in the market? Evidence from large manufacturing data

Dongyang Zhang

Corporate social responsibility, corporate financial performance and the confounding effects of economic fluctuations: A meta-analysis

Kaixing Huang, Nicholas Sim and Hong Zhao

On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework

Erick Meira de Oliveira, Felipe Arias Fogliano de Souza Cunha, Rafael Baptista Palazzi, Marcelo Klotzle and Paula Medina Maçaira

Are frequent acquirers more entrenched?

Chandra S. Mishra

Bearing an imprint: CEOs' early-life experience of the Great Chinese Famine and stock price crash risk

Wenbin Long, Gary Gang Tian, Jun Hu and Yao, Daifei (Troy)

Quarterly earnings announcements and intra-industry information transfer from the Pacific to the Atlantic

Kelley Bergsma and Jitendra Tayal

How do financial analysts implement the Sum-of-the-Parts (SOTP) valuation framework?

Grigoria Chlomou and Efthimios Demirakos

Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry

Zhaobo Zhu, Qiang Ji, Licheng Sun and Pengxiang Zhai

Does Bitcoin behave as a currency?: A standard monetary model approach

Cho-Hoi Hui, Chi-Fai Lo, Po-Hon Chau and Andrew Wong

Delineating social finance

Andreas Andrikopoulos

Media tone and expected stock returns

Sha Liu and Jingguang Han

Volume 69, issue C, 2020

The run-up to the global financial crisis: A longer historical view of financial liberalization, capital inflows, and asset bubbles

Saktinil Roy and David Kemme

Does oil price have similar effects on the exchange rates of BRICS?

Boqiang Lin and Tong Su

Liquidity commonality and high frequency trading: Evidence from the French stock market

Panagiotis Anagnostidis and Patrice Fontaine

More heat than light: Investor attention and bitcoin price discovery

Gbenga Ibikunle, Frank McGroarty and Khaladdin Rzayev

News sentiment in the cryptocurrency market: An empirical comparison with Forex

Lavinia Rognone, Stuart Hyde and S. Sarah Zhang

Liquidity, implied volatility and tail risk: A comparison of liquidity measures

Henrique Pinto Ramos and Marcelo Righi

Impact of central bank independence and transparency on international equity portfolio allocation: A cross-country analysis

Frank O. Kwabi, Agyenim Boateng and Min Du

Dynamic volatility spillover effects between oil and agricultural products

Pick Schen Yip, Robert Brooks, Hung Do and Duc Khuong Nguyen

Uncovering the time-varying relationship between commonality in liquidity and volatility

Helena Chuliá, Christoph Koser and Jorge Uribe

Collateral haircuts and bond yields in the European government bond markets

Minh Nguyen

The financial market effects of international aviation disasters

Erdinc Akyildirim, Shaen Corbet, Marina Efthymiou, Cathal Guiomard, John F. O'Connell and Ahmet Sensoy

Time series momentum and macroeconomic risk

Mark C. Hutchinson and John O'Brien

The influence of oil prices on the banking sector in oil-exporting economies: Is there a psychological barrier?

Faisal Alqahtani, Nahla Samargandi and Ali Kutan

Fetching better deals from creditors: Board busyness, agency relationships and the bank cost of debt

Vu Quang Trinh, Abdullah A. Aljughaiman and Ngan Duong Cao

Is financial advice a cure-all or the icing on the cake for financial literacy? Evidence from financial market participation in China

Xuefeng Pan, Weixing Wu and Xuyang Zhang

Volume 68, issue C, 2020

Do corporations learn from mispricing? Evidence from takeovers and corporate performance

Samer Adra and Leonidas G. Barbopoulos

Global financial crisis and rising connectedness in the international commodity markets

Dayong Zhang and David Broadstock

Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective

Xiaolei Sun, Jun Wang, Yanzhen Yao, Jingyu Li and Jianping Li

Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS

Qiang Ji, Bing-Yue Liu, Wan-Li Zhao and Ying Fan

Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models

Lean Yu, Rui Zha, Dimitrios Stafylas, Kaijian He and Jia Liu

Do environmentally sustainable practices lead to financially less constrained firms? International evidence

Rajabrata Banerjee, Kartick Gupta and Priyantha Mudalige

Managing the risks of energy efficiency insurances in a portfolio context: An actuarial diversification approach

Dennik Baltuttis, Jannick Töppel, Timm Tränkler and Christian Wiethe

Identifying influential energy stocks based on spillover network

Ze Wang, Xiangyun Gao, Haizhong An, Renwu Tang and Qingru Sun

The volatility linkage between energy and agricultural futures markets with external shocks

Liyan Han, Jiayu Jin, Lei Wu and Hongchao Zeng

Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models

Rangan Gupta, Florian Huber and Philipp Piribauer

Organization capital and corporate cash holdings

Alex Marwick, Mostafa Monzur Hasan and Tianpei Luo

Financialization and de-financialization of commodity futures: A quantile regression approach

Robert Bianchi, John Hua Fan and Neda Todorova

Constructing inverse factor volatility portfolios: A risk-based asset allocation for factor investing

Hidehiko Shimizu and Takayuki Shiohama

The impact of regulations on compliance costs, risk-taking, and reporting quality of the EU banks

Sunil Poshakwale, Daniel Aghanya and Vineet Agarwal

Readability of narrative disclosures, and corporate liquidity and payout policies

Mostafa Monzur Hasan and Ahsan Habib

CEO power and stock price crash risk in China: Do female directors' critical mass and ownership structure matter?

Yasir Shahab, Collins Ntim, Farid Ullah, Chen Yugang and Zhiwei Ye

Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach

Xiaolei Sun, Chang Liu, Jun Wang and Jianping Li

Exchange-rate exposure and Brexit: The case of FTSE, DAX and IBEX

Athanasios Andrikopoulos, Xeni Dassiou and Min Zheng

Does proprietary day trading provide liquidity at a cost to investors?

Ping-Xin Liew, Kian-Ping Lim and Kim-Leng Goh

Efficient willow tree method for variable annuities valuation and risk management☆

Bing Dong, Wei Xu, Aleksandar Sevic and Zeljko Sevic

Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market

Ahmet Sensoy and Süleyman Serdengeçti