International Review of Financial Analysis

1992 - 2025

Current editor(s): B.M. Lucey

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 40, issue C, 2015

What determines the yen swap spread? pp. 1-13

A.S.M. Azad, Jonathan Batten and Victor Fang

IPO waves in China and Hong Kong pp. 14-26

Ufuk Güçbilmez

Impact of allowance submissions in European carbon emission markets pp. 27-37

Dennis Philip and Yukun Shi

Stock return forecasting: Some new evidence pp. 38-51

Dinh Phan, Susan Sharma and Paresh Narayan

Finding socially responsible portfolios close to conventional ones pp. 52-63

Clara Calvo, Carlos Ivorra and Vicente Liern

Australian Dollar carry trades: Time varying probabilities and determinants pp. 64-75

Suk-Joong Kim

Do fund managers herd in frontier markets — and why? pp. 76-87

Fotini Economou, Konstantinos Gavriilidis, Vasileios Kallinterakis and Nikolay Yordanov

Volatility risk premium in the interest rate market: Evidence from delta-hedged gains on USD interest rate swaps pp. 88-102

Suk Joon Byun and Ki Cheon Chang

Positivism in finance and its implication for the diversification finance research pp. 103-106

Christophe Schinckus

Corporate acquisitions and financial constraints pp. 107-121

Seyed Hossein Khatami, Maria-Teresa Marchica and Roberto Mura

Stock market expectations and risk aversion of individual investors pp. 122-131

Boram Lee, Leonard Rosenthal, Chris Veld and Yulia Veld-Merkoulova

Performance of European socially responsible funds during market crises: Evidence from France pp. 132-141

Paulo Leite and Maria Céu Cortez

Revisiting the asymmetric dynamic dependence of stock returns: Evidence from a quantile autoregression model pp. 142-153

Hui-Ming Zhu, ZhaoLai Li, WanHai You and Zhaofa Zeng

The impact of market power at bank level in risk-taking: The Brazilian case pp. 154-165

Benjamin Tabak, Guilherme M.R. Gomes and Maurício da Silva Medeiros

War and stock markets: The effect of World War Two on the British stock market pp. 166-177

Robert Hudson and Andrew Urquhart

History of share prices and market efficiency of the Madrid general stock index pp. 178-184

Massoud Metghalchi, Chien-Ping Chen and Linda A. Hayes

Momentum and default risk. Some results using the jump component pp. 185-193

Ana González-Urteaga, Luis Muga and Rafael Santamaria

What drove the mid-2000s explosiveness in alternative energy stock prices? Evidence from U.S., European and global indices pp. 194-206

Martin T. Bohl, Philipp Kaufmann and Pierre Siklos

The effects of institutional ownership on the value and risk of diversified firms pp. 207-219

Mohammad Jafarinejad, Surendranath R. Jory and Thanh N. Ngo

Volume 39, issue C, 2015

Diversifying finance research: From financialization to sustainability pp. 1-6

Thomas Lagoarde-Segot

Stock market volatility spillovers and portfolio hedging: BRICS and the financial crisis pp. 7-18

Theodore Syriopoulos, Beljid Makram and Adel Boubaker

Focusing on the worst state for robust investing pp. 19-31

Woo Chang Kim, Jang Ho Kim, John M. Mulvey and Frank Fabozzi

Does the stock market drive herd behavior in commodity futures markets? pp. 32-44

Riza Demirer, Hsiang-Tai Lee and Donald Lien

Does data frequency matter for the impact of forward premium on spot exchange rate? pp. 45-53

Paresh Narayan and Susan Sharma

Newswire messages and sovereign credit ratings: Evidence from European countries under austerity reform programmes pp. 54-62

Nicholas Apergis

Speculative trading in the gold market pp. 63-71

Dirk G. Baur and Kristoffer Glover

Examining real interest parity: Which component reverts quickest and in which regime? pp. 72-83

Kavita Sirichand, Andrew Vivian and Mark Wohar

The dynamics of economic growth, oil prices, stock market depth, and other macroeconomic variables: Evidence from the G-20 countries pp. 84-95

Rudra P. Pradhan, Mak Arvin and Atanu Ghoshray

Economic consequences of key performance indicators' disclosure quality pp. 96-112

Hany Elzahar, Khaled Hussainey, Francesco Mazzi and Ioannis Tsalavoutas

Corporate philanthropy in the US stock market: Evidence on corporate governance, value relevance and earnings manipulation pp. 113-126

George Emmanuel Iatridis

Comparing U.S. and European market volatility responses to interest rate policy announcements pp. 127-136

Kevin Krieger, Nathan Mauck and Joseph Vazquez

Female directors and earnings management: Evidence from UK companies pp. 137-146

Thankom Gopinath Arun, Yousf Ebrahem Almahrog and Zakaria Ali Aribi

The elusive nature of motives to trade: Evidence from international stock markets pp. 147-157

Bartosz Gebka and Dobromił Serwa

Bank excess reserves in emerging economies: A critical review and research agenda pp. 158-166

Thai Nguyen and Agyenim Boateng

Impact of the introduction of call auction on price discovery: Evidence from the Indian stock market using high-frequency data pp. 167-178

Sobhesh Kumar Agarwalla, Joshy Jacob and Ajay Pandey

Sentiment in oil markets pp. 179-185

Peter Deeney, Mark Cummins, Michael Dowling and Adam Bermingham

Truth and financial economics: A review and assessment pp. 186-195

Andreas Andrikopoulos

Volume 38, issue C, 2015

Why stay-at-home investing makes sense pp. 1-14

Martha O'Hagan-Luff and Jenny Berrill

An analytical review of volatility metrics for bubbles and crashes pp. 15-28

Harold L. Vogel and Richard Werner

Sell in May and Go Away: Still good advice for investors? pp. 29-43

Hubert Dichtl and Wolfgang Drobetz

On the stock market liquidity and the business cycle: A multi country approach pp. 44-69

Emilios Galariotis and Evangelos Giouvris

Mandatory adoption of IFRS and timely loss recognition across Europe: The effect of corporate finance incentives pp. 70-82

Ann L.-C. Chan, Audrey W.-H. Hsu and Edward Lee

Monetary environments and stock returns: International evidence based on the quantile regression technique pp. 83-108

Thanaset Chevapatrakul

The viability of alternative indexation when including all costs pp. 109-141

Paul Lajbcygier and Jeremy Sojka

Does the choice of performance measure influence the evaluation of commodity investments? pp. 142-150

Benjamin R. Auer

Calculating and comparing security returns is harder than you think: A comparison between logarithmic and simple returns pp. 151-162

Robert Hudson and Andros Gregoriou

Trading death: The implications of annuity replication for the annuity puzzle, arbitrage, speculation and portfolios pp. 163-174

Charles Sutcliffe

How performance of risk-based strategies is modified by socially responsible investment universe? pp. 175-190

Philippe Bertrand and Vincent Lapointe

Managerial risk incentives and investment related agency costs pp. 191-197

Yacine Belghitar and Ephraim Clark

Volume 37, issue C, 2015

Corporate international diversification and risk pp. 1-13

Alain A. Krapl

Monetary policy, exchange rates and stock prices in the Middle East region pp. 14-28

Hashem Abouwafia and Marcus Chambers

Local versus foreign banks: A home market advantage in loan syndications pp. 29-39

Tram Vu, Viet Do and Michael Skully

Time-variation in the impact of news sentiment pp. 40-50

Lee Smales

An analysis of involuntary excess reserves, monetary policy and risk-taking behaviour of Chinese Banks pp. 63-72

Thai Nguyen and Agyenim Boateng

The motives of cash reserve and bidder cash reserve effects pp. 73-88

Ning Gao

Liquidity and resolution of uncertainty in the European carbon futures market pp. 89-102

Iordanis Angelos Kalaitzoglou and Boulis Maher Ibrahim

Direct versus indirect regression estimates of foreign exchange cash flow exposure pp. 103-112

Alain Krapl and Thomas J. O'Brien

The effects of quantitative easing on the volatility of the gilt-edged market pp. 113-128

James Steeley and Alexander Matyushkin

Credit contagion in the presence of non-normal shocks pp. 129-139

Enrique Bátiz-Zuk, George Christodoulakis and Ser-Huang Poon

The effect of ownership structure on the price earnings ratio — returns anomaly pp. 140-147

Robert Houmes and Inga Chira

The impact of liquidity on senior credit index spreads during the subprime crisis pp. 148-167

Miriam Marra

Quality of bank capital and bank lending behavior during the global financial crisis pp. 168-183

Marko Košak, Shaofang Li, Igor Loncarski and Matej Marinč

The conditional pricing of systematic and idiosyncratic risk in the UK equity market pp. 184-193

John Cotter, Niall O' Sullivan and Francesco Rossi

Do firms use dividend changes to signal future profitability? A simultaneous equation analysis pp. 194-207

Chinpiao Liu and An-Sing Chen