International Review of Financial Analysis

1992 - 2025

Current editor(s): B.M. Lucey

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Volume 57, issue C, 2018

Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities pp. 1-12

Qiang Ji, Elie Bouri and David Roubaud

The performance of precious-metal mutual funds: Does uncertainty matter? pp. 13-22

Luis A. Otero and Juan Reboredo

Basel III capital buffers and Canadian credit unions lending: Impact of the credit cycle and the business cycle pp. 23-39

Helyoth Hessou and Van Son Lai

Forecasting multiple-term structures from interbank rates pp. 40-56

Juan Angel Lafuente, Nuria Petit and Pedro Serrano

Does social network sentiment influence the relationship between the S&P 500 and gold returns? pp. 57-64

Juan Piñeiro-Chousa, M. Ángeles López-Cabarcos, Ada María Pérez-Pico and Belén Ribeiro-Navarrete

Managerial ability and corporate investment opportunity pp. 65-76

Chien-Chiang Lee, Chih-Wei Wang, Wan-Chien Chiu and Te-Sheng Tien

Funding liquidity risk and internal markets in multi-bank holding companies: Diversification or internalization? pp. 77-89

Kim Cuong Ly and Katsutoshi Shimizu

The impact of aggregate uncertainty on herding in analysts' stock recommendations pp. 90-105

Mei-Chen Lin

Zero-revenue IPOs pp. 106-121

Andrea Signori

An analysis of time-varying commodity market price discovery pp. 122-133

Paresh Kumar Narayan and Susan Sharma

Capital market consequences of cultural influences on earnings: The case of cross-listed firms in the U.S. stock market pp. 134-147

Singgih Wijayana and Sidney J. Gray

What do we know about oil prices and stock returns? pp. 148-156

Russell Smyth and Paresh Kumar Narayan

Top-tier financial advisors, expropriation and Chinese mergers & acquisitions pp. 157-166

XiaoGang Bi and Danni Wang

The 52-week high, momentum, and investor sentiment pp. 167-183

Ying Hao, Robin K. Chou, Kuan-Cheng Ko and Nien-Tzu Yang

Risk perception in financial markets: On the flip side pp. 184-206

Stelios Bekiros, Mouna Jlassi, Kamel Naoui and Gazi Uddin

Is U.S. economic policy uncertainty priced in China's A-shares market? Evidence from market, industry, and individual stocks pp. 207-220

Zhijun Hu, Ali Kutan and Ping-Wen Sun

Asymmetric semi-volatility spillover effects in EMU stock markets pp. 221-230

Francesco Giuseppe Caloia, Andrea Cipollini and Silvia Muzzioli

When does the tone of earnings press releases matter? pp. 231-245

Kris Boudt, James Thewissen and Wouter Torsin

Modelling time varying volatility spillovers and conditional correlations across commodity metal futures pp. 246-256

Menelaos Karanasos, Faek Menla Ali, Zannis Margaronis and Rajat Nath

Volume 56, issue C, 2018

A conditional regime switching CAPM pp. 1-11

Vasco Vendrame, Cherif Guermat and Jon Tucker

Liquidity skewness in the London Stock Exchange pp. 12-18

Tsung-Han Hsieh, Youwei Li, Donal G. McKillop and Yuliang Wu

Founders and board structure: Evidence from UK IPO firms pp. 19-31

Chloe Yu-Hsuan Wu and Hwa-Hsien Hsu

Stock market liquidity and trading activity: Is China different? pp. 32-51

Rui Ma, Hamish Anderson and Ben Marshall

Why are older investors less willing to take financial risks? pp. 52-72

Chris Brooks, Ivan Sangiorgi, Carola Hillenbrand and Kevin Money

Institutional ownership and the choice of equity issue method pp. 73-84

Sigitas Karpavičius and Jo-Ann Suchard

Stock return expectations in the credit market pp. 85-92

Hans Byström

Bank dividends, agency costs and shareholder and creditor rights pp. 93-111

L. Lepetit, C. Meslier, Frank Strobel and L. Wardhana

Dividend premium: Are dividend-paying stocks worth more? pp. 112-126

Sigitas Karpavičius and Fan Yu

Idiosyncratic volatility and cash flow volatility: New evidence from S&P 500 pp. 127-135

Yuntaek Pae, Sung C. Bae and Namhoon Lee

The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares pp. 136-152

Bart Frijns, Ivan Indriawan and Alireza Tourani-Rad

Stock prices and geographic proximity of information: Evidence from the Ebola outbreak pp. 153-166

Riste Ichev and Matej Marinč

Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks pp. 167-180

Gazi Uddin, Jose Areola Hernandez, Syed Jawad Hussain Shahzad and Seong-Min Yoon

Paper profits or real money? Trading costs and stock market anomalies in country ETFs pp. 181-192

Adam Zaremba and Laura Andreu

The impact of the banking sector on economic structure and growth pp. 193-207

Jittima Tongurai and Chaiporn Vithessonthi

Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach pp. 208-220

Yongdeng Xu, Nick Taylor and Wenna Lu

Hedge fund performance attribution under various market conditions pp. 221-237

Dimitrios Stafylas, Keith Anderson and Moshfique Uddin

Cash holdings and earnings quality: evidence from the Main and Alternative UK markets pp. 238-252

Jorge Farinha, Cesario Mateus and Nuno Soares

Does internationalisation increase exchange rate exposure? -Evidence from Chinese financial firms pp. 253-263

Juan Cuestas, Ying Sophie Huang and Bo Tang

Return dispersion risk in FX and global equity markets: Does it explain currency momentum? pp. 264-280

Klaus Grobys, Jari-Pekka Heinonen and James Kolari

Between a rock and a hard place: New evidence on the relationship between ownership and voluntary disclosure pp. 281-291

Håkan Jankensgård

Test of recent advances in extracting information from option prices pp. 292-302

J.V. Healy, A. Gregoriou and Robert Hudson

Volume 55, issue C, 2018

The reputational effects of analysts' stock recommendations and credit ratings: Evidence from operational risk announcements in the financial industry pp. 1-22

Ahmed Barakat, Simon Ashby and Paul Fenn

An empirical examination of the diversification benefits of U.K. international equity closed-end funds pp. 23-34

Jonathan Fletcher

Future directions in international financial integration research - A crowdsourced perspective pp. 35-49

Brian Lucey, Samuel A. Vigne, Laura Ballester, Leonidas Barbopoulos, Janusz Brzeszczynski, Oscar Carchano, Nebojsa Dimic, Viviana Fernandez, Fabian Gogolin, Ana González-Urteaga, John W. Goodell, Pia Helbing, Riste Ichev, Fearghal Kearney, Elaine Laing, Charles Larkin, Annika Lindblad, Igor Loncarski, Kim Cuong Ly, Matej Marinč, Richard J. McGee, Frank McGroarty, Conor Neville, O’Hagan-Luff, Martha, Vanja Piljak, Aleksandar Sevic, Xin Sheng, Dimitrios Stafylas, Andrew Urquhart, Roald Versteeg, Anh N. Vu, Simon Wolfe, Larisa Yarovaya and Andrea Zaghini

Who exacerbates the extreme swings in the Chinese stock market? pp. 50-59

Shu Tian, Eliza Wu and Qiongbing Wu

Age diversity, directors' personal values, and bank performance pp. 60-79

Oleksandr Talavera, Shuxing Yin and Mao Zhang

Finance and sustainability: From ideology to utopia pp. 80-92

Thomas Lagoarde-Segot and Bernard Paranque

A top-down approach to identifying bull and bear market states pp. 93-110

Alan J. Hanna

A comparison of static and dynamic portfolio policies pp. 111-127

Jianshen Wang and Nick Taylor

Capital structure volatility in Europe pp. 128-139

Gareth Campbell and Meeghan Rogers

Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates pp. 140-155

Stelios Bekiros, Christos Avdoulas and Christis Hassapis

Dynamics and determinants of credit risk discovery: Evidence from CDS and stock markets pp. 156-169

Frankie Chau, Chulwoo Han and Shimeng Shi

Audit committee financial expertise, gender, and earnings management: Does gender of the financial expert matter? pp. 170-183

Alaa Mansour Zalata, Venancio Tauringana and Ishmael Tingbani

What determines debt structure in emerging markets: Transaction costs or public monitoring? pp. 184-195

John W. Goodell and Abhinav Goyal

Prediction of company failure: Past, present and promising directions for the future pp. 196-208

Ranadeva Jayasekera

New evidence on sovereign to corporate credit rating spill-overs pp. 209-225

Paula Hill, Emawtee Bissoondoyal-Bheenick and Robert Faff

The non-monotonic impact of bank size on their default swap spreads: Cross-country evidence pp. 226-240

Nadia Benbouzid, Leone Leonida and Sushanta Mallick