International Review of Financial Analysis

1992 - 2025

Current editor(s): B.M. Lucey

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Volume 54, issue C, 2017

Intra- and inter-regional portfolio diversification strategies under regional market integration: Evidence from U.S. global banks pp. 1-22

Eun-Joo Lee

Bank market power, asset liquidity and funding liquidity: International evidence pp. 23-38

My Nguyen, Shrimal Perera and Michael Skully

On the optimality of bank competition policy pp. 39-53

Ioannis G. Samantas

Cognitive biases in investors' behaviour under stress: Evidence from the London Stock Exchange pp. 54-62

Spyridon Kariofyllas, Dionisis Philippas and Costas Siriopoulos

Bad company. The indirect effect of differences in corporate governance in the pension plan industry pp. 63-75

Isabel Abinzano, Luis Muga and R. Santamaria

The determinants of portfolio investment in offshore financial centers pp. 76-86

Hisham Foad and Clark Lundberg

US political corruption: Identifying the channels of bribes for firms' financial policies pp. 87-94

Emmanuel Apergis and Nicholas Apergis

International stock return predictability: Evidence from new statistical tests pp. 97-113

Amélie Charles, Olivier Darné and Jae Kim

Informed trading and the price impact of block trades: A high frequency trading analysis pp. 114-129

Yuxin Sun and Gbenga Ibikunle

Effect of rollover risk on default risk: Evidence from bank financing pp. 130-143

Chih-Wei Wang, Wan-Chien Chiu and Juan Ignacio Peña

Who acquires whom among stand-alone commercial banks and bank holding company affiliates? pp. 144-158

Kim Cuong Ly, Hong Liu and Kwaku Opong

A new weighting-scheme for equity indexes pp. 159-175

Sofiane Aboura and Julien Chevallier

Hedging and speculative pressures and the transition of the spot-futures relationship in energy and metal markets pp. 176-191

Jin Suk Park and Yukun Shi

Volume 53, issue C, 2017

Director compensation incentives and acquisition performance pp. 1-11

Ismail Lahlou and Patrick Navatte

Assessing the impact of an EU financial transactions tax on asset volatility: An event study pp. 12-24

Theodoros Bratis, Nikiforos Laopodis and Georgios Kouretas

Intraday herding on a cross-border exchange pp. 25-36

Panagiotis Andrikopoulos, Vasileios Kallinterakis, Mario Pedro Leite Ferreira and Thanos Verousis

The finance of innovation in Latin America pp. 37-47

Viviana Fernandez

Has the uniformity of banking regulation within the European Union restricted rather than encouraged sectoral development? pp. 48-65

Shaen Corbet and Charles Larkin

Biases in international portfolio allocation and investor protection standards pp. 66-79

Frank O. Kwabi, Chandra Thapa, Krishna Paudyal and Emmanuel Adegbite

Parameter estimation risk in asset pricing and risk management: A Bayesian approach pp. 80-93

Radu Tunaru and Teng Zheng

Asymmetry in spillover effects: Evidence for international stock index futures markets pp. 94-111

Larisa Yarovaya, Janusz Brzeszczynski and Chi Keung Lau

Volume 52, issue C, 2017

Persistence and cycles in the us federal funds rate pp. 1-8

Guglielmo Maria Caporale and Luis Gil-Alana

Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis pp. 9-26

Syed Jawad Hussain Shahzad, Román Ferrer, Laura Ballester and Zaghum Umar

Convex risk measures based on generalized lower deviation and their applications pp. 27-37

Tianwen Fu, Xinkai Zhuang, Yongchang Hui and Jia Liu

Why do CEOs agree to the discipline of dividends? pp. 38-48

Deborah Drummond Smith, Anita K. Pennathur and Marek R. Marciniak

Equity premium estimates from economic fundamentals under structural breaks pp. 49-61

Simon Smith

Do institutional investors reinforce or reduce agency problems? Earnings management and the post-IPO performance pp. 62-76

Huai-Chun Lo, Ruei-Shian Wu and Qian Long Kweh

Are investors consistent in their trading strategies? An examination of individual investor-level data pp. 77-87

Darren Duxbury and Songyao Yao

Trading of foreign investors and stock returns in an emerging market - Evidence from Vietnam pp. 88-93

Xuan Vinh Vo

Stock returns and investors' mood: Good day sunshine or spurious correlation? pp. 94-103

Jae Kim

Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest pp. 104-118

Georgios Magkonis and Dimitris Tsouknidis

Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models pp. 119-129

Diana Tunaru

Exchange rate volatility response to macroeconomic news during the global financial crisis pp. 130-143

Walid Ben Omrane and Tanseli Savaser

Pricing commodity futures options in the Schwartz multi factor model with stochastic volatility: An asymptotic method pp. 144-151

Jilong Chen and Christian-Oliver Ewald

The performance of long-serving fund managers pp. 152-159

Andrew Clare

Under-or-overreaction: Market responses to announcements of earnings surprises pp. 160-171

Abdulaziz M. Alwathnani, David A. Dubofsky and Haitham Al-Zoubi

The impact of religious practice on stock returns and volatility pp. 172-189

Osamah Al-Khazali, Elie Bouri, David Roubaud and Taisier Zoubi

Agency hazard, managerial incentives, and the wealth effects of joint venture investments pp. 190-202

Jung-Ho Lai, Li-Yu Chen and Carl R. Chen

Wealth transfer, signaling and leverage in M&A pp. 203-212

Benjamin Murray, Jiri Svec and Danika Wright

Hedonic evaluation of the SRI label of mutual funds using matching methodology pp. 213-227

Amelia Bilbao-Terol, Susana Álvarez-Otero, Celia Bilbao-Terol and Verónica Cañal-Fernández

Effects of changes in stock index compositions: A literature survey pp. 228-239

Pyemo Afego

Normative portfolio theory pp. 240-251

Yufen Fu and George W. Blazenko

Financial structure and economic development: Evidence on the view of ‘new structuralism’ pp. 252-259

Ayse Demir and Stephen Hall

Main driving factors of the interest rate-stock market Granger causality pp. 260-280

Rania Jammazi, Román Ferrer, Francisco Jareño and Shawkat M. Hammoudeh

The effect of quantitative easing on the variance and covariance of the UK and US equity markets pp. 281-291

Abiodun Shogbuyi and James Steeley

The financial economics of white precious metals — A survey pp. 292-308

Samuel A. Vigne, Brian Lucey, O’Connor, Fergal A. and Larisa Yarovaya

Predicting white metal prices by a commodity sensitive exchange rate pp. 309-315

Cetin Ciner

Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity pp. 316-332

Marco Chi Keung Lau, Samuel A. Vigne, Shixuan Wang and Larisa Yarovaya

Some facts on the platinum-group elements pp. 333-347

Viviana Fernandez

Volume 51, issue C, 2017

Fundamental indexation revisited: New evidence on alpha pp. 1-15

Mirco Balatti, Chris Brooks and Konstantina Kappou

Strategic growth option, uncertainty, and R&D investment pp. 16-24

Lai Van Vo and Huong Thi Thu Le

Does mispricing, liquidity or third-party certification contribute to IPO downside risk? pp. 25-53

Beat Reber

Foreign portfolio equity holdings and capital gains taxation pp. 54-68

Anil Mishra and Sajid Anwar

Asymmetric effects of the international transmission of US financial stress. A threshold-VAR approach pp. 69-81

Anastasios Evgenidis and Athanasios Tsagkanos

Does ETF trading affect the efficiency of the underlying index? pp. 82-101

Liao Xu and Xiangkang Yin

In good times and in bad: Bank capital ratios and lending rates pp. 102-112

Matthew Osborne, Ana-Maria Fuertes and Alistair Milne

Financialization: Towards a new research agenda pp. 113-123

Thomas Lagoarde-Segot