International Review of Financial Analysis

1992 - 2025

Current editor(s): B.M. Lucey

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Volume 42, issue C, 2015

Bidder contests in international mergers and acquisitions: The impact of toeholds, preemptive bidding, and termination fees pp. 4-23

Wolfgang Bessler, Colin Schneck and Jan Zimmermann

Geographic location, excess control rights, and cash holdings pp. 24-37

Sabri Boubaker, Imen Derouiche and Meziane Lasfer

Balancing the regulation and taxation of banking pp. 38-52

Sajid Mukhtar Chaudhry, Andrew Mullineux and Natasha Agarwal

The social, environmental and ethical performance of Chinese companies: Evidence from the Shanghai Stock Exchange pp. 53-63

Hisham Farag, Qingwei Meng and Chris Mallin

Performance evaluation of bankruptcy prediction models: An orientation-free super-efficiency DEA-based framework pp. 64-75

Mohammad M. Mousavi, Jamal Ouenniche and Bing Xu

The benefits of international diversification: market development, corporate governance, market cap, and structural change effects pp. 76-97

Lorne Switzer and Cagdas Tahaoglu

Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange pp. 98-108

Thi Hong Van Hoang, Hooi Hooi Lean and Wing-Keung Wong

Time-varying regional and global integration and contagion: Evidence from style portfolios pp. 109-131

Sungjun Cho, Stuart Hyde and Ngoc Nguyen

Cross-market volatility index with Factor-DCC pp. 132-140

Sofiane Aboura and Julien Chevallier

Assessing the accuracy and dispersion of real estate investment forecasts pp. 141-152

Dimitrios Papastamos, George Matysiak and Simon Stevenson

The EMU effects on asset market holdings and the recent financial crisis pp. 153-161

Georgios Palaiodimos and Elias Tzavalis

Political uncertainty and the 2012 US presidential election: A cointegration study of prediction markets, polls and a stand-out expert pp. 162-171

John W. Goodell, Frank McGroarty and Andrew Urquhart

Long memory and level shifts in REITs returns and volatility pp. 172-182

Ata Assaf

Commonality on Euronext: Do location and account type matter? pp. 183-198

Catherine D'Hondt, Christophe Majois and Paolo Mazza

Which heuristics can aid financial-decision-making? pp. 199-210

William Forbes, Robert Hudson, Len Skerratt and Mona Soufian

Seasonal affective disorder and investors’ response to earnings news pp. 211-221

Mei-Chen Lin

The impact of SME’s pre-bankruptcy financial distress on earnings management tools pp. 222-234

Domenico Campa and María-del-Mar Camacho-Miñano

A review of the literature on methods of computing the implied cost of capital pp. 235-252

F. Echterling, B. Eierle and S. Ketterer

US bank holding companies: Structure of activities and performance through the cycles pp. 253-269

Stéphane Albert

Modelling the lowballing of the LIBOR fixing pp. 270-277

Russell Poskitt and Wajira Dassanayake

When did analyst forecast accuracy benefit from increased cross-border comparability following IFRS adoption in the EU? pp. 278-291

Jirada Petaibanlue, Martin Walker and Edward Lee

Do stylized facts of equity-based volatility indices apply to fixed-income volatility indices? Evidence from the US Treasury market pp. 292-303

Raquel López

Short sales constraints and price adjustments to earnings announcements: Evidence from the Hong Kong market pp. 304-315

Min Bai and Yafeng Qin

Housing wealth, financial wealth, and consumption: New evidence for Italy and the UK pp. 316-323

Ray Barrell, Mauro Costantini and Iris Meco

Aggregate dividends and consumption smoothing pp. 324-335

Winifred Huang and Mark C. Freeman

Cross-border mergers and acquisitions and default risk pp. 336-348

Hardjo Koerniadi, Chandrasekhar Krishnamurti and Alireza Tourani-Rad

The transmission of market shocks and bilateral linkages: Evidence from emerging economies pp. 349-357

Faruk Balli, Hatice Balli, Rosmy Jean Louis and Tuan Kiet Vo

Investor structure and the informational efficiency of commodity futures prices pp. 358-367

Yu-Lun Chen and Ya-Kai Chang

Order imbalance and selling aggression under a shorting ban: Evidence from the UK pp. 368-379

Imtiaz Mohammad Sifat and Azhar Mohamad

The financial econometrics of price discovery and predictability pp. 380-393

Seema Narayan and Russell Smyth

Liquidity costs, idiosyncratic volatility and expected stock returns pp. 394-406

Reza Bradrania, Maurice Peat and Stephen Satchell

The long-term performance of index additions and deletions: Evidence from the Hang Seng Index pp. 407-420

Hung Wan Kot, Harry K.M. Leung and Gordon Y.N. Tang

Corporate cash holdings: Causes and consequences pp. 421-433

Kevin Amess, Sanjay Banerji and Athanasios Lampousis

Inventory composition and trade credit pp. 434-446

Simona Mateut, Paul Mizen and Ydriss Ziane

Does economic policy uncertainty drive CDS spreads? pp. 447-458

Tomasz Piotr Wisniewski and Brendan John Lambe

Volume 41, issue C, 2015

Price adjustment method and ex-dividend day returns in a different institutional setting pp. 1-12

Panagiotis Asimakopoulos, Nickolaos V. Tsangarakis and Emmanuel Tsiritakis

Takeover rumors: Returns and pricing of rumored targets pp. 13-27

Hsin-I Chou, Gloria Y. Tian and Xiangkang Yin

Diversifying financial research: Final remarks pp. 28-30

Thomas Lagoarde-Segot

Trading costs on the Stock Exchange of Thailand pp. 31-40

Nattawut Jenwittayaroje, Charlie Charoenwong, David Ding and Yung Chiang Yang

The impact of unconventional monetary policy on the tail risks of stock markets between U.S. and Japan pp. 41-51

Yi-Chen Wang, Ching-Wen Wang and Chia-Hsing Huang

Is forward-looking financial disclosure really informative? Evidence from UK narrative statements pp. 52-61

Ahmed Hassanein and Khaled Hussainey

The relationship between the option-implied volatility smile, stock returns and heterogeneous beliefs pp. 62-73

Shu Feng, Yi Zhang and Geoffrey C. Friesen

The use of real option theory in Scandinavia's largest companies pp. 74-81

Anders Horn, Frode Kjærland, Peter Molnár and Beate Wollen Steen

Do capital controls affect stock market efficiency? Lessons from Iceland pp. 82-88

Michael Graham, Jarkko Peltomäki and Hildur Sturludóttir

Neoclassical finance, behavioral finance and noise traders: A review and assessment of the literature pp. 89-100

Vikash Ramiah, Xiaoming Xu and Imad A. Moosa

Spillover effects between lit and dark stock markets: Evidence from a panel of London Stock Exchange transactions pp. 101-106

Nicholas Apergis and Dimitrios Voliotis

Earnings forecasts and idiosyncratic volatilities pp. 107-123

Lawrence Kryzanowski and Sana Mohsni

Valuation and analysis of contingent convertible securities with jump risk pp. 124-135

Zhaojun Yang and Zhiming Zhao

Quantifying and explaining implicit public guarantees for European banks pp. 136-147

Oana Toader

Ownership concentration and corporate performance from a dynamic perspective: Does national governance quality matter? pp. 148-161

Tuan Nguyen, Stuart Locke and Krishna Reddy

Board independence, ownership concentration and corporate performance—Chinese evidence pp. 162-175

Ke Li, Lei Lu, Usha R. Mittoo and Zhou Zhang

The accrual anomaly in Europe: The role of accounting distortions pp. 176-185

Georgios A. Papanastasopoulos and Emmanuel Tsiritakis

The financial economics of gold — A survey pp. 186-205

Fergal O'Connor, Brian Lucey, Jonathan Batten and Dirk G. Baur

Global information distribution in the gold OTC markets pp. 206-217

Edwina F.L. Chai, Adrian Lee and Jianxin Wang

On the efficiency of the global gold markets pp. 218-236

Collins Ntim, John English, Jacinta Nwachukwu and Yan Wang

Can security analyst forecasts predict gold returns? pp. 237-246

George Mihaylov, Chee Seng Cheong and Ralf Zurbruegg

Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests pp. 247-256

Taufiq Choudhry, Syed Hassan and Sarosh Shabi

Forecasting the price of gold using dynamic model averaging pp. 257-266

Goodness Aye, Rangan Gupta, Shawkat Hammoudeh and Won Joong Kim

Are gold and silver a hedge against inflation? A two century perspective pp. 267-276

Georgios Bampinas and Theodore Panagiotidis

Time variation in systematic risk, returns and trading volume: Evidence from precious metals mining stocks pp. 277-283

Cetin Ciner

Will precious metals shine? A market efficiency perspective pp. 284-291

Amélie Charles, Olivier Darné and Jae Kim

The importance of belief dispersion in the response of gold futures to macroeconomic announcements pp. 292-302

Lee Smales and Yi Yang

Dynamic spillovers between commodity and currency markets pp. 303-319

Nikolaos Antonakakis and Renatas Kizys

Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon pp. 320-328

Don Bredin, Thomas Conlon and Valerio Potì

The gold price in times of crisis pp. 329-339

Jędrzej Białkowski, Martin T. Bohl, Patrick M. Stephan and Tomasz P. Wisniewski