International Review of Financial Analysis

1992 - 2025

Current editor(s): B.M. Lucey

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Volume 29, issue C, 2013

Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate pp. 1-9

Guglielmo Maria Caporale and Luis Gil-Alana

Liquidity and expected returns—Evidence from 1926–2008 pp. 10-23

M. Reza Baradarannia and Maurice Peat

How does transparency affect bank financial performance? pp. 24-30

Aigbe Akhigbe, James E. McNulty and Bradley A. Stevenson

Cash dividends and investor protection in Asia pp. 31-43

Abhinav Goyal and Cal Muckley

Short sale restrictions, differences of opinion, and single-country, closed-end fund discount pp. 44-50

Lee W. Sanning, Alexandre Skiba and Hilla Skiba

The determinants of quantile autocorrelations: Evidence from the UK pp. 51-61

Bartosz Gebka and Mark Wohar

An analysis of contagion among Asian countries using the canonical model of contagion pp. 62-69

André L.P. Ribeiro and Luiz Hotta

The short-run relationship between the financial system and economic growth: New evidence from regional panels pp. 70-78

Paresh Narayan and Seema Narayan

Female directors and UK company acquisitiveness pp. 79-86

Michael Dowling and Zakaria Ali Aribi

New return anomalies and new-Keynesian ICAPM pp. 87-106

Sungjun Cho

Short sales constraint and SEO pricing pp. 107-118

Charlie Charoenwong, David Ding and Ping Wang

Bid-ask spread dynamics in foreign exchange markets pp. 119-131

Patricia Chelley-Steeley and Nikos Tsorakidis

The performance effects of composition changes on sector specific stock indices: The case of European listed real estate pp. 132-142

Chris Brooks, Konstantina Kappou, Simon Stevenson and Charles Ward

Pricing of derivatives on commodity indices pp. 143-151

Johannes Rauch, Mikhail Krayzler, Bernhard Brunner and Rudi Zagst

The cost of sin: The effect of social norms on audit pricing pp. 152-165

Stergios Leventis, Iftekhar Hasan and Emmanouil Dedoulis

Herding behavior in REITs: Novel tests and the role of financial crisis pp. 166-174

Nikolaos Philippas, Fotini Economou, Vassilios Babalos and Alexandros Kostakis

Individual and institutional herding and the impact on stock returns: Evidence from Taiwan stock market pp. 175-188

Shu-Fan Hsieh

Fixed investment, liquidity, and access to capital markets: New evidence pp. 189-201

Jia Liu

Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates pp. 202-211

Cetin Ciner, Constantin Gurdgiev and Brian Lucey

The role of jump dynamics in the risk–return relationship pp. 212-218

Bala Arshanapalli, Frank Fabozzi and William Nelson

Google attention and target price run ups pp. 219-226

Antonios Siganos

The impact of executive pay on the disclosure of alternative earnings per share figures pp. 227-236

Colette Grey, Konstantinos Stathopoulos and Martin Walker

Revisiting the merger and acquisition performance of European banks pp. 237-249

Ioannis Asimakopoulos and Panayiotis Athanasoglou

The foreign exchange exposure of UK non-financial firms: A comparison of market-based methodologies pp. 251-260

Sam Agyei-Ampomah, Khelifa Mazouz and Shuxing Yin

Behavioural asymmetries in the G7 foreign exchange market pp. 261-270

George Christodoulakis and Emmanuel Mamatzakis

Exchange rate risk and the equity performance of financial intermediaries pp. 271-282

Dimitrios Gounopoulos, Philip Molyneux, Sotiris K. Staikouras, John Wilson and Gang Zhao

Foreign currency derivative use and shareholder value pp. 283-293

Yacine Belghitar, Ephraim Clark and Salma Mefteh

Managing foreign exchange risk with derivatives in UK non-financial firms pp. 294-302

Victoria Yun Zhou and Peijie Wang

Exchange rate determination and dynamics in China: A market microstructure analysis pp. 303-316

Zhichao Zhang, Frankie Chau and Wenting Zhang

Volume 28, issue C, 2013

Asymmetric dynamic relations between stock prices and mutual fund units in Japan. An application of hidden cointegration technique pp. 1-8

Christos Alexakis, Apostolos Dasilas and Chris Grose

Equity valuation models and target price accuracy in Europe: Evidence from equity reports pp. 9-19

Shahed Imam, Jacky Chan and Syed Zulfiqar Ali Shah

An evaluation of the impact of stock market reforms on IPO under-pricing in China: The certification role of underwriters pp. 20-33

Chen Su and David Brookfield

Nonparametric realized volatility estimation in the international equity markets pp. 34-45

Dimitrios Vortelinos and Dimitrios Thomakos

Continuous-time VIX dynamics: On the role of stochastic volatility of volatility pp. 46-56

Andreas Kaeck and Carol Alexander

The turn of the month effect in India: A case of large institutional trading pattern as a source of higher liquidity pp. 57-69

Daniela Maher and Anokhi Parikh

Stock market correlations during the financial crisis of 2008–2009: Evidence from 50 equity markets pp. 70-78

Juha Kotkatvuori-Örnberg, Jussi Nikkinen and Janne Äijö

Equity risk premium and regional integration pp. 79-85

Mohamed Arouri, Frédéric Teulon and Christophe Rault

Do broker/analyst conflicts matter? Detecting evidence from internet trading platforms pp. 86-92

Jan Hanousek and Frantisek Kopriva

Firm level governance and institutional determinants of liquidity: Evidence from Sub Saharan Africa pp. 93-111

Bruce Hearn and Jenifer Piesse

Multivariate dependence of implied volatilities from equity options as measure of systemic risk pp. 112-129

Andreas Jobst

Efficient or adaptive markets? Evidence from major stock markets using very long run historic data pp. 130-142

Andrew Urquhart and Robert Hudson

The effects of the structure of banking market and funding strategy on risk and return pp. 143-155

Mohammed Amidu

The long run performance of UK firms making multiple rights issues pp. 156-165

Abdullah Iqbal, Saeed Akbar and Radha K. Shiwakoti

Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market pp. 166-173

Christos Floros, Renatas Kizys and Christian Pierdzioch

A re-examination of firm's attributes and share returns: Evidence from the Chinese A-shares market pp. 174-181

Bob Li, Yee Ling Boo, Mong Shan Ee and Cindy Chen

Diamonds — A precious new asset? pp. 182-189

Benjamin R. Auer and Frank Schuhmacher

An analysis of heterogeneous utility benchmarks in a zero return environment pp. 190-198

Fred Viole and David Nawrocki

Volume 27, issue C, 2013

Corporate evolution following initial public offerings in China: A life-course approach pp. 1-20

Jia Liu, Roger Lister and Dong Pang

Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence pp. 21-33

Stavros Degiannakis, Christos Floros and Pamela Dent

The determinants of home bias puzzle in equity portfolio investment in Australia pp. 34-42

Kevin Daly and Xuan Vinh Vo

The risk relevance of International Financial Reporting Standards: Evidence from Greek banks pp. 43-54

Stephanos Papadamou and Trifon Tzivinikos

Investment decision in integrated steel plants under uncertainty pp. 55-64

Luiz de Magalhães Ozorio, Carlos de Lamare Bastian-Pinto, Tara Keshar Nanda Baidya and Luiz Eduardo Teixeira Brandão

The determinants of share repurchases in Europe pp. 65-76

Dimitris Andriosopoulos and Hafiz Hoque

Credit risk, valuation and fundamental analysis pp. 77-90

Marco Realdon

Trade size clustering and the cost of trading at the London Stock Exchange pp. 91-102

Thanos Verousis and Owain ap Gwilym

A leader of the world commodity futures markets in the making? The case of China's commodity futures pp. 103-114

Hung-Gay Fung, Yiuman Tse, Jot Yau and Lin Zhao

Differential default risk among traditional and non-traditional mortgage products and capital adequacy standards pp. 115-122

Che-Chun Lin, Larry J. Prather, Ting-Heng Chu and Jing-Tang Tsay

Ownership structure and acquirers performance: Family vs. non-family firms pp. 123-134

Houssam Bouzgarrou and Patrick Navatte