International Review of Financial Analysis

1992 - 2025

Current editor(s): B.M. Lucey

From Elsevier
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Volume 67, issue C, 2020

Are hedge funds active market liquidity timers?

Chenlu Li, Baibing Li and Kai-Hong Tee

Credit risk and the business cycle: What do we know?

Georgios Chortareas, Georgios Magkonis and Kalliopi-Maria Zekente

Optimal asset allocation using a combination of implied and historical information

Chi Wan Cheang, Jose Olmo, Tiejun Ma, Ming-Chien Sung and Frank McGroarty

The role of hormones in financial markets

Subir Bose, Daniel Ladley and Xin Li

Financing decisions: The case of convertible bonds

Luca Del Viva and Menatalla El Hefnawy

Sovereign wealth funds: Past, present and future

Salman Bahoo, Ilan Alon and Andrea Paltrinieri

Media coverage and stock price synchronicity

Tung Dang, Man Dang, Hoang Luong, Lily Nguyen and Hoàng Long Phan

Who influences the fundamental value of commodity futures in Japan?

Kentaro Iwatsubo and Clinton Watkins

Hedge fund strategies: A non-parametric analysis

Alessandra Canepa, María de la O. González and Frank S. Skinner

Three-level network analysis of the North American natural gas price: A multiscale perspective

Shuyu Liu, Shupei Huang, Yuxi Chi, Sida Feng, Yang Li and Qingru Sun

Do productive firms get external finance? Evidence from Chinese listed manufacturing firms

Minjia Chen and Roman Matousek

Sensitivity to sentiment: News vs social media

Baoqing Gan, Vitali Alexeev, Ron Bird and Danny Yeung

Dynamic and frequency-domain spillover among economic policy uncertainty, stock and housing markets in China

Tongshui Xia, Chen-Xi Yao and Jiang-Bo Geng

Asymmetric implied market volatility and terrorist attacks

Mattia Bevilacqua, David Morelli and Paola Sultana Renée Uzan

Liquidity creation and funding ability during the interbank lending crunch

Hamid Beladi, May Hu, Jason Park and Janice How

Management compensation contracts and distribution policies in the US technology sector

Colette Grey, Antoinette Flynn and Ray Donnelly

Stock market integration in East and Southeast Asia: The role of global factors

Fei Wu

Social media effect, investor recognition and the cross-section of stock returns

Xiangtong Meng, Wei Zhang, Youwei Li, Xing Cao and Xu Feng

Investors' time preferences and takeover performance

Wolfgang Breuer, Bushra Ghufran and Astrid Juliane Salzmann

Volume 66, issue C, 2019

Optimism, volatility and decision-making in stock markets

Francesco Rocciolo, Andrea Gheno and Chris Brooks

Modeling local trends with regime shifting models with time-varying probabilities

Sergio M. Focardi, Frank J. Fabozzi and Davide Mazza

Market sentiment and firm investment decision-making

Albert Danso, Theophilus Lartey, Joseph Amankwah-Amoah, Samuel Adomako, Qinye Lu and Moshfique Uddin

The impact of ESMA regulatory identifiers on the quality of ratings

Patrycja Klusak, Rasha Alsakka and Owain ap Gwilym

Direct overseas listing versus cross-listing: A multivalued treatment effects analysis of Chinese listed firms

Hong Li

Entrenchment through corporate social responsibility: Evidence from CEO network centrality

Salim Chahine, Yiwei Fang, Iftekhar Hasan and Mohamad Mazboudi

Analyst tipping: Evidence on Finnish stocks

Ruiqi Mao, Reuben Segara and Joakim Westerholm

Analysis of financial distress cross countries: Using macroeconomic, industrial indicators and accounting data

Layla Khoja, Maxwell Chipulu and Ranadeva Jayasekera

Modeling diversification and spillovers of loan portfolios' losses by LHP approximation and copula

Yongwoong Lee and Kisung Yang

Innovation and SME finance: Evidence from developing countries

Nirosha Wellalage and Viviana Fernandez

Market risk and market-implied inflation expectations

Lucjan Orlowski and Carolyne Soper

Overnight momentum, informational shocks, and late informed trading in China

Ya Gao, Xing Han, Youwei Li and Xiong Xiong

Do banking groups shape the network structure? Evidence from Turkish interbank market

Tuba Pelin Sümer and Süheyla Özyıldırım

Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?

Yue-Jun Zhang and Jia-Juan Lin

Volume 65, issue C, 2019

Discretionary tone, annual earnings and market returns: Evidence from UK Interim Management Statements

Sheehan Rahman

When financial economics influences physics: The role of Econophysics

Franck Jovanovic, Rosario Mantegna and Christophe Schinckus

Out-of-sample equity premium prediction in the presence of structural breaks

Anwen Yin

Global and regional stock market integration in Asia: A panel convergence approach

Guglielmo Maria Caporale, Kefei You and Lei Chen

Reaction of the credit default swap market to the release of periodic financial reports

Maryam Akbari Nasiri, Paresh Narayan and Sagarika Mishra

What the hack: Systematic risk contagion from cyber events

Shaen Corbet and Constantin Gurdgiev

International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression

Nikolaos Antonakakis, David Gabauer and Rangan Gupta

Do analyst recommendations matter for rival companies?

Yi Li, Dehua Shen, Pengfei Wang and Wei Zhang

Board-CEO friendship ties and firm value: Evidence from US firms

Yaoyao Fan, Agyenim Boateng, Timothy King and Claire MacRae

Pre-merger management in developing markets: The role of earnings glamor

Wei Huang, John W. Goodell and Hong Zhang

The risk spiral: The effects of bank capital and diversification on risk taking

Sharon Peleg Lazar and Alon Raviv

Retail investor attention and stock price crash risk: Evidence from China

Fenghua Wen, Longhao Xu, Guangda Ouyang and Gang Kou

Risk appetite, idiosyncratic volatility and expected returns

Mahmoud Qadan

Volume 64, issue C, 2019

Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market pp. 1-12

Ahmet Sensoy and Süleyman Serdengeçti

Stock index pegging and extreme markets pp. 13-21

Xinyue Dong, Rong Ma and Honggang Li

Backtesting VaR and ES under the magnifying glass pp. 22-37

Christos Argyropoulos and Ekaterini Panopoulou

Financial integration, investor protection and imbalanced optimistically biased information timeliness in emerging markets pp. 38-56

Xiaoxiang Zhang, Qiyu Zhang, Ding Chen and Jun Gu

Do rating agencies exhibit herding behaviour? Evidence from sovereign ratings pp. 57-70

Zhongfei Chen, Roman Matousek, Chris Stewart and Rob Webb

The changing network of financial market linkages: The Asian experience pp. 71-92

Biplob Chowdhury, Mardi Dungey, Moses Kangogo, Mohammad Abu Sayeed and Vladimir Volkov

Corporate governance and target price accuracy pp. 93-101

Lee-Young Cheng, Yi-Chen Su, Zhipeng Yan and Yan Zhao

Shock transmission in the cryptocurrency market. Is Bitcoin the most influential? pp. 102-125

Damian Zięba, Ryszard Kokoszczyński and Katarzyna Śledziewska

Developing the narrative risk disclosure measurement pp. 126-144

Awad Elsayed Awad Ibrahim and Khaled Hussainey

Pricing of time-varying illiquidity within the Eurozone: Evidence using a Markov switching liquidity-adjusted capital asset pricing model pp. 145-158

Stefano Grillini, Aydin Ozkan, Abhijit Sharma and Mazin A.M. Al Janabi

Chemical releases and corporate cash holdings pp. 159-173

Henry He Huang, Chanjuan Liu and Li Sun

Price range and the cross-section of expected country and industry returns pp. 174-189

Adam Zaremba

Learning Chinese? The changing investment behavior of foreign institutions in the Chinese stock market pp. 190-203

Timo Korkeamäki, Nader Virk, Haizhi Wang and Peng Wang

A structural break approach to analysing the impact of the QE portfolio balance channel on the US stock market pp. 204-220

Imran Hussain Shah, Francesca Schmidt-Fischer, Issam Malki and Richard Hatfield

The adaptive market hypothesis in the high frequency cryptocurrency market pp. 221-231

Jeffrey Chu, Yuanyuan Zhang and Stephen Chan

Forecasting implied volatility risk indexes: International evidence using Hammerstein-ARX approach pp. 232-249

Kais Tissaoui

Forecasting stock returns with cycle-decomposed predictors pp. 250-261

Yongsheng Yi, Feng Ma, Yaojie Zhang and Dengshi Huang

The impact of supply-side factors on corporate leverage pp. 262-272

Rafael Rodríguez-García and Santiago Budria Rodriguez

Market efficiency of the bitcoin exchange rate: Weak and semi-strong form tests with the spot, futures and forward foreign exchange rates pp. 273-281

Zheng Nan and Taisei Kaizoji

CEO social status and M&A decision making pp. 282-300

Yulia Plaksina, Liam Gallagher and Michael Dowling

Non-performing loans and sovereign credit ratings pp. 301-314

Periklis Boumparis, Costas Milas and Theodore Panagiotidis