International Review of Financial Analysis

1992 - 2025

Current editor(s): B.M. Lucey

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Volume 12, issue 5, 2003

Taxation and international banking pp. 467-487

Warren Hogan

Trading volume and stock market volatility: The Polish case pp. 513-525

Martin T. Bohl and Harald Henke

What drives Markov regime-switching behavior of stock markets? The Swiss case pp. 527-543

Martin K. Hess

Modeling volatility and changes in the swap spread pp. 545-561

Francis In, Rob Brown and Victor Fang

An empirical examination of the impact of market microstructure changes on the determinants of option bid-ask spreads pp. 563-577

Sean Pinder

Testing weak-form market efficiency: Evidence from the Istanbul Stock Exchange pp. 579-590

Cumhur Buguk and B Brorsen

Volume 12, issue 4, 2003

Special issue: alternative perspectives in finance pp. 347-347

Elton G. McGoun

The dividend and share repurchase policies of Canadian firms: empirical evidence based on an alternative research design pp. 349-377

Abe de Jong, Ronald van Dijk and Chris Veld

A quantitative analysis of qualitative arguments in a bank merger pp. 379-403

Peter Went

Evolution and institutional foundation of the hawala financial system pp. 405-420

Matthias Schramm and Markus Taube

Finance models as metaphors pp. 421-433

Elton G. McGoun

Staging information--financial analysis and the (up)setting of market scenes pp. 435-451

Sofia Bildstein-Hagberg

From rationality to hyperreality: paradigm poker pp. 453-465

Norman Macintosh

Volume 12, issue 3, 2003

iShares Australia: a clinical study in international behavioral finance pp. 223-239

Robert B. Durand and Douglas Scott

On market price of risk in Asian capital markets around the Asian flu pp. 241-265

Eric Girard, Hamid Rahman and Tarek Zaher

The "reverse" weekend effect: the U.S. market versus international markets pp. 267-286

Jorge Brusa, Pu Liu and Craig Schulman

Leverage, imports, profitability, exchange rates, and capital investment: a panel data study of the textile and apparel industries 1974-1987 pp. 287-310

Richard A. Lord and James McIntyre

Price limits in futures markets: effects on the price discovery process and volatility pp. 311-328

Yulia Veld-Merkoulova

The empirical relationship between risk and return: evidence from the UK stock market pp. 329-346

Xuejing Xing and John S. Howe

Volume 12, issue 2, 2003

Normality tests of option-implied risk-neutral densities: evidence from the small Finnish market pp. 99-116

Jussi Nikkinen

Can modeling the natural gas futures market as a threshold cointegrated system improve hedging and forecasting performance? pp. 117-133

Thomas H. Root and Donald Lien

The interrelatedness of global equity markets, money markets, and foreign exchange markets pp. 135-155

Peggy E. Swanson

Does ownership matter in the presence of strict antiactivism legislation? Evidence from equity transactions in Denmark pp. 157-171

Robert Neumann and Torben Voetmann

Liquidity and stock returns in pure order-driven markets: evidence from the Australian stock market pp. 173-188

Ben Marshall and Martin Young

Real rates, nominal rates, and the Fisherian link pp. 189-205

Quentin C. Chu, Deborah N. Pittman and Linda Q. Yu

The turn-of-the-month effect still lives: the international evidence pp. 207-221

Robert A. Kunkel, William S. Compton and Scott Beyer

Volume 12, issue 1, 2003

IMF bailouts, contagion effects, and bank security returns pp. 3-23

Sie Ting Lau and Thomas McInish

Continuous time and nonparametric modelling of U.S. interest rate models pp. 25-34

K. Ben Nowman and Burak Saltoğlu

Using high, low, open, and closing prices to estimate the effects of cash settlement on futures prices pp. 35-47

Leo Chan and Donald Lien

Contemporaneous intraday volume, option, and futures volatility transmissions across parallel markets pp. 49-68

Michael Chng and Gerard Gannon

Unbiased estimation of expected return using CAPM pp. 69-81

Jan Bartholdy and Paula Peare

Can value-based stock selection criteria yield superior risk-adjusted returns: an application of neural networks pp. 83-97

Stanley G. Eakins and Stanley R. Stansell

Volume 11, issue 4, 2002

Stochastic chaos or ARCH effects in stock series?: A comparative study pp. 407-431

Catherine Kyrtsou and Michel Terraza

Contingent claims valuation of optional calling plan contracts in telephone industry pp. 433-448

Hyun-Woo Choi, In Joon Kim and Tong Suk Kim

On the usefulness of linear factor models in predicting expected returns in mean-variance analysis pp. 449-466

Jonathan Fletcher and Joe Hillier

'Information effect' of economic news: SPI futures pp. 467-489

Oon Geok Tan and Gerard L. Gannon

Violation of the iid-normal assumption: Effects on tests of asset-pricing models using Australian data pp. 491-510

Nicolaas Groenewold and Patricia Fraser

The information spillover between stock returns and institutional investors' trading behavior in Taiwan pp. 533-547

Jack J. W. Yang

Volume 11, issue 3, 2002

Erratum to "A perspective on credit derivatives" pp. 249-249

Jonathan Batten and Warren Hogan

A perspective on credit derivatives pp. 251-278

Jonathan Batten and Warren Hogan

Credit spreads and the term structure of interest rates pp. 279-295

Charlotte Christiansen

An empirical analysis of credit default swaps pp. 297-309

Frank S. Skinner and Timothy G. Townend

A hidden Markov chain model for the term structure of bond credit risk spreads pp. 311-329

Lyn C. Thomas, David Allen and Nigel Morkel-Kingsbury

Scaling the volatility of credit spreads: Evidence from Australian dollar eurobonds pp. 331-344

Jonathan Batten, Craig Ellis and Warren Hogan

Corporate bankruptcy prognosis: An attempt at a combined prediction of the bankruptcy event and time interval of its occurrence pp. 375-406

Leonid V. Philosophov and Vladimir L. Philosophov

Volume 11, issue 2, 2002

Dividend policy theories and their empirical tests pp. 111-138

George M. Frankfurter and Bob Wood

Applying a three-factor defaultable term structure model to the pricing of credit default options pp. 139-158

Bernd Schmid and Anna Kalemanova

The stochastic-volatility American put option of banks' credit line commitments:: Valuation and policy implications pp. 159-181

J. -P. Chateau and D. Dufresne

Modeling credit spreads: An application to the sterling Eurobond market pp. 183-218

Katiuscia Manzoni

The aggregate credit spread and the business cycle pp. 219-227

Debashis Guha and Lorene Hiris

Credit risk: The case of First Interstate Bankcorp pp. 229-248

Christine Brown and Sally Wang

Volume 11, issue 1, 2002

The explanatory power of political risk in emerging markets pp. 1-27

Christopher M. Bilson, Timothy J. Brailsford and Vincent Hooper

The volatility of Japanese interest rates: evidence for Certificate of Deposit and Gensaki rates pp. 29-38

K. Ben Nowman

The costs of bankruptcy: A review pp. 39-57

Ben Branch

Information and volatility linkage under external shocks: Evidence from dually listed Australian stocks pp. 59-71

Vaira T. Alaganar and Ramaprasad Bhar

Insider trading, tax-loss selling, and the turn-of-the-year effect pp. 73-84

David Hillier and Andrew Marshall

A benchmark for measuring bias in estimated daily value at risk pp. 85-100

Imad A. Moosa and Bernard Bollen

The relationship between conditional stock market volatility and conditional macroeconomic volatility: Empirical evidence based on UK data pp. 101-110

David Morelli