International Review of Financial Analysis

1992 - 2025

Current editor(s): B.M. Lucey

From Elsevier
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Volume 60, issue C, 2018

Does derivatives use reduce the cost of equity? pp. 1-16

Shamim Ahmed, Amrit Judge and Syed Ehsan Mahmud

Target country's leadership style and bidders' takeover decisions pp. 17-29

Ibtissem Rouine

Is gold a Sometime Safe Haven or an Always Hedge for equity investors? A Markov-Switching CAPM approach for US and UK stock indices pp. 30-37

Zhen He, Fergal O'Connor and Jacco Thijssen

How does banking market power affect bank opacity? Evidence from analysts' forecasts pp. 38-52

Samuel Fosu, Albert Danso, Henry Agyei-Boapeah, Collins Ntim and Victor Murinde

Dividend guidance to manage analyst dividend expectations pp. 53-68

Pawel Bilinski and Danielle Lyssimachou

New bid-ask spread estimators from daily high and low prices pp. 69-86

Zhiyong Li, Brendan Lambe and Emmanuel Adegbite

Asset sales and subsequent acquisitions pp. 87-97

Giang Nguyen and Le Vu

Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? pp. 98-114

Shuyue Yi, Zishuang Xu and Gang-Jin Wang

Time varying volatility indices and their determinants: Evidence from developed and emerging stock markets pp. 115-126

Nalin Prasad, Andrew Grant and Suk-Joong Kim

The impact of stringent insider trading laws and institutional quality on cost of capital pp. 127-137

Frank O. Kwabi, Agyenim Boateng and Emmanuel Adegbite

NYSE closure and global equity trading: The case of cross-listed stocks pp. 138-150

Olga Dodd and Bart Frijns

Implied volatility indices: A review and extension in the Turkish case pp. 151-161

Ahmet Sensoy and John Omole

Cash holdings and CEO risk incentive compensation: Effect of CEO risk aversion pp. 162-176

Harry Feng and Ramesh Rao

Momentum and reversal strategies in Chinese commodity futures markets pp. 177-196

Yurun Yang, Ahmet Göncü and Athanasios A. Pantelous

Motivated monitoring: The importance of the institutional investment horizon pp. 197-212

Chao Yin, Charles Ward and Sotiris Tsolacos

Playing with your future: Who gambles in defined-contribution pension plans? pp. 213-225

Gordon L. Clark, Maurizio Fiaschetti, Peter Tufano and Michael Viehs

Volume 59, issue C, 2018

Mineral commodity consumption and intensity of use re-assessed pp. 1-18

Viviana Fernandez

Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries pp. 19-34

Lu Yang, Lei Yang and Shigeyuki Hamori

Financial stability, competitiveness and banks' innovation capacity: Evidence from the Global Financial Crisis pp. 35-46

Marta Degl'Innocenti, Kevin Grant, Aleksandar Šević and Nickolaos G. Tzeremes

Do European banks manipulate risk weights? pp. 47-57

Emilio Barucci and Carlo Milani

Business failure, efficiency, and volatility: Evidence from the European insurance industry pp. 58-76

Martin Eling and Ruo Jia

Contingent convertible bonds with the default risk premium pp. 77-93

Hyun Jin Jang, Young Hoon Na and Harry Zheng

The January sentiment effect in the U.S. stock market pp. 94-104

Zhongdong Chen and Phillip R. Daves

Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance pp. 105-116

Tony Klein, Hien Pham Thu and Thomas Walther

Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets pp. 117-133

Wasim Ahmad, Anil Mishra and Kevin Daly

On the study of conditional dependence structure between oil, gold and USD exchange rates pp. 134-146

Rihab Bedoui, Sana Braeik, Stéphane Goutte and Khaled Guesmi

Customer financing, bargaining power and trade credit uptake pp. 147-162

Simona Mateut and Thanaset Chevapatrakul

Banks' funding structure and earnings quality pp. 163-178

Justin Yiqiang Jin, Kiridaran Kanagaretnam and Yi Liu

Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis pp. 179-211

Chiaz Labidi, Md Lutfur Rahman, Axel Hedström, Gazi Uddin and Stelios Bekiros

Using multiple correspondence analysis for finance: A tool for assessing financial inclusion pp. 212-222

Mardi Dungey, Firmin Doko Tchatoka and María B. Yanotti

Financial reporting standards' change and the efficiency measures of EU banks pp. 223-233

Augustinos I. Dimitras, Chrysovalantis Gaganis and Fotios Pasiouras

Do aggregate analyst recommendations predict market returns in international markets? pp. 234-254

Joseph Marks and Ari Yezegel

Does institutional quality condition the effect of bank regulations and supervision on bank stability? Evidence from emerging and developing economies pp. 255-275

Theodora Bermpei, Antonios Kalyvas and Thanh Cong Nguyen

Polytomous response financial distress models: The role of accounting, market and macroeconomic variables pp. 276-289

Mario Hernandez Tinoco, Phil Holmes and Nicholas Wilson

Investor sentiment: Does it augment the performance of asset pricing models? pp. 290-303

Deven Bathia and Don Bredin

Volume 58, issue C, 2018

The effects of uncertainty measures on the price of gold pp. 1-7

Mehmet Bilgin, Giray Gözgör, Chi Keung Lau and Xin Sheng

Are mutual fund investors paying for noise? pp. 8-23

Lorenzo Casavecchia and Hardy Hulley

Examination of real and accrual earnings management: A cross-country analysis of legal origin under IFRS pp. 24-37

Ibrahim Onur Oz and Tezer Yelkenci

Long memory in financial markets: A heterogeneous agent model perspective pp. 38-51

Min Zheng, Ruipeng Liu and Youwei Li

Sentiment-based momentum strategy pp. 52-68

Byungoh Kim and Sangwon Suh

Monetary policy shocks and financially constrained stock returns: The effects of the financial crisis pp. 69-90

Nikolaos Balafas, Chris Florackis and Alexandros Kostakis

Do ETFs lead the price moves? Evidence from the major US markets pp. 91-103

Mike Buckle, Jing Chen, Qian Guo and Chen Tong

Does tax avoidance behavior affect bank loan contracts for Chinese listed firms? pp. 104-116

Hamid Beladi, Chi-Chur Chao and May Hu

The impact of festivities on gold price expectation and volatility pp. 117-131

Harald Schmidbauer and Angi Rösch

Firm size matters: Industry sector, firm age and volatility do too in determining which publicly-listed US firms pay a dividend pp. 132-152

Derek A. Brawn and Aleksandar Šević

The contagion effect in European sovereign debt markets: A regime-switching vine copula approach pp. 153-165

Ahmed BenSaïda

Institutional development and foreign banks in Chile pp. 166-178

Brian Du, Alejandro Serrano and Andre Vianna

The wealth effects of public-to-private LBOs: Evidence from Europe pp. 179-194

Apostolos Dasilas and Chris Grose

Dynamic trading volume and stock return relation: Does it hold out of sample? pp. 195-210

Zijun Wang, Yan Qian and Shiwen Wang

The profitability of trading NOA and accruals: One effect or two? pp. 211-224

Philip Gray, Iris Siyu Liao and Maria Strydom

Asset liquidity and firm innovation pp. 225-234

Ly Thi Minh Pham, Lai Van Vo, Huong Thi Thu Le and Danh Vinh Le

Empirical investigation of co-authorship in the field of finance: A network perspective pp. 235-246

Aristeidis Samitas and Elias Kampouris

The influence of terrorism risk on stock market integration: Evidence from eight OECD countries pp. 247-259

Seema Narayan, Thai-Ha Le and S. Sriananthakumar

Déjà vol oil? Predicting S&P 500 equity premium using crude oil price volatility: Evidence from old and recent time-series data pp. 260-270

Nima Nonejad

Rumor rationales: The impact of message justification on article credibility pp. 271-287

Sandra Betton, Frederick Davis and Thomas Walker