International Review of Financial Analysis

1992 - 2025

Current editor(s): B.M. Lucey

From Elsevier
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Volume 33, issue C, 2014

Crossborder financial contagion to Germany: How important are OTC dealers? pp. 1-9

Natalia Podlich and Michael Wedow

A note on cointegration of international stock market indices pp. 10-16

Thomas Dimpfl

Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data pp. 17-32

Gilles Dufrénot and Benjamin Keddad

Financial crisis, Value-at-Risk forecasts and the puzzle of dependency modeling pp. 33-38

T. Berger and M. Missong

Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets pp. 39-48

Lu Liu

Equity prices and financial globalization pp. 49-57

Yothin Jinjarak

Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets pp. 58-69

Stelios Bekiros

Granger-causality in quantiles between financial markets: Using copula approach pp. 70-78

Tae Hwy Lee and Weiping Yang

Financial crisis, Omori's law, and negative entropy flow pp. 79-86

Jianbo Gao and Jing Hu

On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010 pp. 87-103

Guglielmo Maria Caporale, John Hunter and Faek Menla Ali

What determines cash holdings at privately held and publicly traded firms? Evidence from 20 emerging markets pp. 104-116

Thomas Hall, Cesario Mateus and Irina Bezhentseva Mateus

Predictability, trading rule profitability and learning in currency markets pp. 117-129

Valerio Potì, Richard M. Levich, Pierpaolo Pattitoni and Paolo Cucurachi

Investor wealth, the IMF, and the Asian crisis pp. 130-137

Ali Kutan and Yaz Muradoglu

European integration and corporate financing pp. 138-157

Yaz Muradoglu, Ceylan Onay and Kate Phylaktis

Revisiting fast profit investor sentiment and stock returns during Ramadan pp. 158-170

Osamah Al-Khazali

Textual sentiment in finance: A survey of methods and models pp. 171-185

Colm Kearney and Sha Liu

Consumer attitudes, stock market liquidity, and the macro economy: A Canadian perspective pp. 186-209

K. Smimou

The volatility-confined LPPL model: A consistent model of ‘explosive’ financial bubbles with mean-reverting residuals pp. 210-225

L. Lin, R.E. Ren and D. Sornette

Asymmetric adjustment toward optimal capital structure: Evidence from a crisis pp. 226-242

Viet Dang, Minjoo Kim and Yongcheol Shin

The valuation of catastrophe bonds with exposure to currency exchange risk pp. 243-252

Van Son Lai, Mathieu Parcollet and Bernard F. Lamond

Persistence of ex-ante volatility and the cross-section of stock returns pp. 253-261

Prodosh Simlai

Short-selling bans and institutional investors' herding behaviour: Evidence from the global financial crisis pp. 262-269

Martin T. Bohl, Arne C. Klein and Pierre Siklos

Rating shopping and rating inflation in Israel pp. 270-280

Inna Bakalyar and Koresh Galil

Spillover of fear: Evidence from the stock markets of five developed countries pp. 281-288

I-C. Tsai

Volume 31, issue C, 2014

Trend following, risk parity and momentum in commodity futures pp. 1-12

Andrew Clare, James Seaton, Peter Smith and Stephen Thomas

Does cross-border syndication affect venture capital risk and return? pp. 13-24

Susanne Espenlaub, Arif Khurshed and Abdulkadir Mohamed

Financial development, institutions and banks pp. 25-33

Isaac Marcelin and Ike Mathur

Culture's impact on institutional investors' trading frequency pp. 34-47

Eli Beracha, Mark Fedenia and Hilla Skiba

How has the international harmonization of financial reporting standards affected merger premiums within the European Union? pp. 48-60

Konstantinos Bozos, Yasanji C. Ratnaike and Malek Alsharairi

Do cross border and domestic acquisitions differ? Evidence from the acquisition of UK targets pp. 61-69

Alan Gregory and Sheila O'Donohoe

Do mutual funds have information advantage? Evidence from seasoned equity offerings in China pp. 70-79

Erwei Xiang, Gloria Y. Tian, Fan Yang and Zhiyuan Liu

Price discovery for cross-listed firms with foreign IPOs pp. 80-87

Yaseen S. Alhaj-Yaseen, Eddery Lam and John T. Barkoulas

Synergy disclosures in mergers and acquisitions pp. 88-100

Marie Dutordoir, Peter Roosenboom and Manuel Vasconcelos

Option pricing under stochastic volatility and tempered stable Lévy jumps pp. 101-108

Tsvetelin S. Zaevski, Young Shin Kim and Frank Fabozzi

Monetary policy and stock returns under the MPC and inflation targeting pp. 109-116

Georgios Chortareas and Emmanouil Noikokyris

Dynamic capital structure and political patronage: The case of Malaysia pp. 117-128

M. Shahid Ebrahim, Sourafel Girma, Mohamed Shah and Jonathan Williams

Corporate dividend policy in Thailand: Theory and evidence pp. 129-151

Richard Fairchild, Yilmaz Guney and Yordying Thanatawee

Firms’ debt choice in Africa: Are institutional infrastructure and non-traditional determinants important? pp. 152-166

Tendai Gwatidzo and Kalu Ojah

Volume 30, issue C, 2013

The real effects of financial stress in the Eurozone pp. 1-17

Sushanta Mallick and Ricardo Sousa

Hedging stock sector risk with credit default swaps pp. 18-25

Mitchell Ratner and Chiu, Chih-Chieh (Jason)

Foreign bank entry in South East Asia pp. 26-35

Philip Molyneux, Linh H. Nguyen and Ru Xie

Forecasting VaR using analytic higher moments for GARCH processes pp. 36-45

Carol Alexander, Emese Lazar and Silvia Stanescu

Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach pp. 46-56

Dimitrios Dimitriou, Dimitris Kenourgios and Theodore Simos

Do firms that wish to be acquired manage their earnings? Evidence from major European countries pp. 57-68

Seraina Anagnostopoulou and Andrianos Tsekrekos

The January effect for individual corporate bonds pp. 69-77

Wassim Dbouk, Ibrahim Jamali and Lawrence Kryzanowski

Idiosyncratic volatility and the pricing of poorly-diversified portfolios pp. 78-85

Joëlle Miffre, Chris Brooks and Xiafei Li

Market liquidity and institutional trading during the 2007–8 financial crisis pp. 86-97

Ser-Huang Poon, Michael Rockinger and Konstantinos Stathopoulos

The random parameters stochastic frontier cost function and the effectiveness of public policy: Evidence from bank restructuring in Mexico pp. 98-108

Carlos Barros and Jonathan Williams

An empirical study of nonlinear adjustment in the UIP model using a smooth transition regression model pp. 109-120

Dandan Li, Atanu Ghoshray and Bruce Morley

Investigating the role of illiquidity in explaining the UK closed-end country fund discount pp. 121-130

Richard Davies, Mary Fletcher and Andrew Marshall

A migration approach for USA banks' capitalization: Are the 00s the same with the 90s? pp. 131-140

Vasileios M. Koutras and Konstantinos Drakos

Predicting the limit-hit frequency in futures contracts pp. 141-148

Tamir Levy, Mahmod Qadan and Joseph Yagil

Market concentration, risk-taking, and bank performance: Evidence from emerging economies pp. 149-157

Jianhua Zhang, Chunxia Jiang, Baozhi Qu and Peng Wang

International Financial Reporting Standards and the value relevance of R&D expenditures: Pre and post IFRS analysis pp. 158-169

Syed Zulfiqar Ali Shah, Shuang Liang and Saeed Akbar

Ownership structure and divestiture decisions: Evidence from Australian firms pp. 170-181

Pascal Nguyen, Nahid Rahman and Ruoyun (Lucy) Zhao

CEO incentives for risk shifting and its effect on corporate bank loan cost pp. 182-188

Hamid Beladi and Margot Quijano

An empirical analysis of zero-leverage firms: New evidence from the UK pp. 189-202

Viet Dang

Accruals quality, stock returns and asset pricing: Evidence from the UK pp. 203-213

Sulaiman Mouselli, Aziz Jaafar and John Goddard

Drivers of technical trend-following rules' profitability in world stock markets pp. 214-229

Numan Ülkü and Eugeniu Prodan

Do long-short speculators destabilize commodity futures markets? pp. 230-240

Joëlle Miffre and Chris Brooks

Price discovery of credit spreads in tranquil and crisis periods pp. 242-253

Davide Avino, Emese Lazar and Simone Varotto

Bank governance, regulation, supervision, and risk reporting: Evidence from operational risk disclosures in European banks pp. 254-273

Ahmed Barakat and Khaled Hussainey

Securitization and systemic risk: An empirical investigation on Italian banks over the financial crisis pp. 274-286

Francesca Battaglia and Angela Gallo

Testing for financial crashes using the Log Periodic Power Law model pp. 287-297

David S. Brée and Nathan Lael Joseph

Operational risk escalation: An empirical analysis of UK call centres pp. 298-307

Cormac Bryce, Carly Cheevers and Rob Webb

European Sovereign Debt Crisis and the performance of Dutch IPOs pp. 308-319

André Dorsman and Dimitrios Gounopoulos

Aggregated, voluntary, and mandatory risk disclosure incentives: Evidence from UK FTSE all-share companies pp. 320-333

Tamer Elshandidy, Ian Fraser and Khaled Hussainey

From the credit crisis to the sovereign debt crisis: Determinants of share price performance of global banks pp. 334-350

Hafiz Hoque

The effects of the European debt crisis on earnings quality pp. 351-362

Dimitrios Kousenidis, Anestis C. Ladas and Christos I. Negakis

Corporate governance and risk reporting in South Africa: A study of corporate risk disclosures in the pre- and post-2007/2008 global financial crisis periods pp. 363-383

Collins Ntim, Sarah Lindop and Dennis A. Thomas

Risk prediction management and weak form market efficiency in Eurozone financial crisis pp. 384-393

Marcelo Righi and Paulo Sergio Ceretta

Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables pp. 394-419

Mario Hernandez Tinoco and Nick Wilson