International Review of Financial Analysis

1992 - 2025

Current editor(s): B.M. Lucey

From Elsevier
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Volume 50, issue C, 2017

Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest pp. 1-26

Nikolaos Antonakakis, Ioannis Chatziantoniou and George Filis

Board involvement in the M&A negotiation process pp. 27-43

Gül Demirtaş

Portfolio performance across genders and generations: The role of financial innovation pp. 44-51

Denis Davydov, Otto Florestedt, Jarkko Peltomäki and Marcus Schön

Predictability and diversification benefits of investing in commodity and currency futures pp. 52-66

John Cotter, Emmanuel Eyiah-Donkor and Valerio Potì

Financial distress prediction: The case of French small and medium-sized firms pp. 67-80

Nada Mselmi, Amine Lahiani and Taher Hamza

Gender-diverse board and the relevance of voluntary CSR reporting pp. 81-100

Mehdi Nekhili, Haithem Nagati, Tawhid Chtioui and Ali Nekhili

Board structure and corporate risk taking in the UK financial sector pp. 101-110

Saeed Akbar, Buthiena Kharabsheh, Jannine Poletti-Hughes and Syed Zulfiqar Ali Shah

The ‘competition–stability/fragility’ nexus: A comparative analysis of Islamic and conventional banks pp. 111-128

Md Nurul Kabir and Andrew Worthington

Monetary policy, bank lending and corporate investment pp. 129-142

Chaiporn Vithessonthi, Markus Schwaninger and Matthias O. Müller

Quantitative wave model of macro-finance pp. 143-150

Victor Olkhov

Bank systemic risk and corporate investment: Evidence from the US pp. 151-163

Meg Adachi-Sato and Chaiporn Vithessonthi

Firm life cycle and idiosyncratic volatility pp. 164-175

Mostafa Monzur Hasan and Ahsan Habib

Volume 49, issue C, 2017

Effects of common factors on stock correlation networks and portfolio diversification pp. 1-11

Cheoljun Eom and Jong Won Park

Controlling shareholders and market timing: Evidence from cross-listing events pp. 12-23

Omar Esqueda

Oral intervention in China: Efficacy of Chinese exchange rate communications pp. 24-34

Zhichao Zhang, He Li and Chuanjie Zhang

Information content of analyst recommendations in the banking industry pp. 35-47

Arjan Premti, Luis Garcia-Feijoo and Jeff Madura

The price of shelter - Downside risk reduction with precious metals pp. 48-58

Don Bredin, Thomas Conlon and Valerio Potì

A tale of fragmentation: Corporate funding in the euro-area bond market pp. 59-68

Andrea Zaghini

Limited attention by lenders and small business debt financing: Advertising as attention grabber pp. 69-82

Shujun Ding, Chunxin Jia, Zhenyu Wu and Wenlong Yuan

The relationship between pension funds and the stock market: Does the aging population of Europe affect it? pp. 83-97

Mercedes Alda

Board diversity and financial fragility: Evidence from European banks pp. 98-112

Hisham Farag and Chris Mallin

FX technical trading rules can be profitable sometimes! pp. 113-127

Nima Zarrabi, Stuart Snaith and Jerry Coakley

Underwriters' allocation with and without discretionary power: Evidence from the Hong Kong IPO market pp. 128-137

Khelifa Mazouz, Abdulkadir Mohamed, Brahim Saadouni and Shuxing Yin

Variables in dollar terms versus in rate terms: The case of market feedback on merger negotiations pp. 138-145

Hsin-I Chou, Baibing Li, Xiangkang Yin and Jing Zhao

The effect of data breach announcements beyond the stock price: Empirical evidence on market activity pp. 146-154

Pierangelo Rosati, Mark Cummins, Peter Deeney, Fabian Gogolin, Lisa van der Werff and Theo Lynn

Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries pp. 155-165

Elie Bouri, Maria E. de Boyrie and Ivelina Pavlova

Modeling the dynamics of institutional, foreign, and individual investors through price consensus pp. 166-175

Do-Gyun Kwon, Jang Ho Kim, Yongjae Lee and Woo Chang Kim

Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: Inter-day versus intra-day data pp. 176-190

Stavros Degiannakis and Artemis Potamia

Volume 48, issue C, 2016

Financial literacy and over-indebtedness in low-income households pp. 1-11

Declan French and Donal McKillop

Can SRI funds better resist global financial crisis? Evidence from Japan pp. 12-20

Miwa Nakai, Keiko Yamaguchi and Kenji Takeuchi

CEO's managerial power, board committee memberships and idiosyncratic volatility pp. 21-30

Monica Tan and Bin Liu

Modeling the dependence structures of financial assets through the Copula Quantile-on-Quantile approach pp. 31-45

Nicholas Sim

The impacts of economic importance difference of a joint venture (JV) held by partners and partners' size difference on the extraction of rivalrous and non-rivalrous private benefits in a JV pp. 46-54

Xiaoxiang Zhang and Jie Wen

Reviewing the hedge funds literature II: Hedge funds' returns and risk management characteristics pp. 55-66

Izidin El Kalak, Alcino Azevedo and Robert Hudson

The role of analyst forecasts in the momentum effect pp. 67-84

Rand Kwong Yew Low and Enoch Tan

Reviewing the hedge funds literature I: Hedge funds and hedge funds' managerial characteristics pp. 85-97

Izidin El Kalak, Alcino Azevedo and Robert Hudson

Liquidity creation, regulatory capital, and bank profitability pp. 98-109

Vuong Thao Tran, Chien-Ting Lin and Hoa Nguyen

Cash flow timing skills of socially responsible mutual fund investors pp. 110-124

Fernando Muñoz

The association between earnings quality and the cost of equity capital: Evidence from the UK pp. 125-139

Yasser Eliwa, Jim Haslam and Santhosh Abraham

Herd behavior and equity market liquidity: Evidence from major markets pp. 140-149

Emilios C. Galariotis, Styliani-Iris Krokida and Spyros Spyrou

Time-varying risk, mispricing attributes, and the accrual premium pp. 150-161

Prodosh E. Simlai

A macro-analysis of financial decisions: An examination of special dividend announcements pp. 162-181

Hamid Beladi, Chi-Chur Chao and May Hu

Asymmetries of the intraday return-volatility relation pp. 182-192

Ihsan Badshah, Bart Frijns, Johan Knif and Alireza Tourani-Rad

Multiple lead underwriting syndicate and IPO pricing pp. 193-208

Kulunu Vithanage, Suman Neupane and Richard Chung

Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries pp. 209-220

Rustam Boldanov, Stavros Degiannakis and George Filis

Does investor sentiment really matter? pp. 221-232

Frankie Chau, Rataporn Deesomsak and Dimitrios Koutmos

Buying versus renting – Determinants of the net present value of home ownership for individual households pp. 233-246

Isaac T. Tabner

Herd mentality in the stock market: On the role of idiosyncratic participants with heterogeneous information pp. 247-260

Ha V. Dang and Mi Lin

Are real options a missing piece in the diversification-value puzzle? pp. 261-271

Pablo de Andrés, Gabriel de la Fuente and Pilar Velasco

Trade the tweet: Social media text mining and sparse matrix factorization for stock market prediction pp. 272-281

Andrew Sun, Michael Lachanski and Frank Fabozzi

A melting pot — Gold price forecasts under model and parameter uncertainty pp. 282-291

Dirk G. Baur, Joscha Beckmann and Robert Czudaj

Are regulatory capital adequacy ratios good indicators of bank failure? Evidence from US banks pp. 292-302

Heba Abou-El-Sood

Time-varying risk premium yield spread effect in term structure and global financial crisis: Evidence from Europe pp. 303-311

Taufiq Choudhry

What drives asymmetric dependence structure of asset return comovements? pp. 312-330

Sunil S. Poshakwale and Anandadeep Mandal

New findings on repurchase anomaly — The first-month effect pp. 331-349

Lingxiang Li

The market valuation of M&A announcements in the United Kingdom pp. 350-366

Dimitris Andriosopoulos, Shuai Yang and Wei-an Li

Bond market investor herding: Evidence from the European financial crisis pp. 367-375

Emilios C. Galariotis, Styliani-Iris Krokida and Spyros Spyrou

Banking industry performance in the wake of the global financial crisis pp. 376-387

Diptes Bhimjee, Sofia Ramos and José G. Dias

On the intensity of liquidity spillovers in the Eurozone pp. 388-405

K. Smimou and W. Khallouli

Dynamic spillover effects in futures markets: UK and US evidence pp. 406-418

Nikolaos Antonakakis, Christos Floros and Renatas Kizys

Asian financial integration: Global or regional? Evidence from money and bond markets pp. 419-434

Aarti Rughoo and Kefei You