International Review of Financial Analysis

1992 - 2025

Current editor(s): B.M. Lucey

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Volume 26, issue C, 2013

A review of the international literature on the short term predictability of stock prices conditional on large prior price changes: Microstructure, behavioral and risk related explanations pp. 1-17

Shima Amini, Bartosz Gebka, Robert Hudson and Kevin Keasey

A yield spread perspective on the great financial crisis: Break-point test evidence pp. 18-39

Massimo Guidolin and Yu-Man Tam

The output gap and stock returns: Do cyclical fluctuations predict portfolio returns? pp. 40-50

Andrew Vivian and Mark Wohar

Testing Greeks and price changes in the S&P 500 options and futures contract: A regression analysis pp. 51-58

Jitka Hilliard

The impact of recent financial shocks on the financing and investment policies of UK private firms pp. 59-70

Saeed Akbar, Shafiq ur Rehman and Phillip Ormrod

Volume 25, issue C, 2012

Towards a new research programme on ‘banking and the economy’ — Implications of the Quantity Theory of Credit for the prevention and resolution of banking and debt crises pp. 1-17

Richard Werner

The quest for growth: The impact of bank strategy on interest margins pp. 18-27

Ivo Arnold and Saskia de Vries-van Ewijk

Credit market conditions and the impact of access to the public debt market on corporate leverage pp. 28-63

Amrit Judge and Anna Korzhenitskaya

Loan loss provisioning and income smoothing in US banks pre and post the financial crisis pp. 64-72

Heba Abou El Sood

A cost–benefit analysis of Basel III: Some evidence from the UK pp. 73-82

Meilan Yan, Maximilian Hall and Paul Turner

Do banks value the eco-friendliness of firms in their corporate lending decision? Some empirical evidence pp. 83-93

Monomita Nandy and Suman Lodh

Lessons from the Bank of England on ‘quantitative easing’ and other ‘unconventional’ monetary policies pp. 94-105

Victor Lyonnet and Richard Werner

Comparison of efficiency characteristics between the banking sectors of US and UK during the global financial crisis of 2007–2011 pp. 106-116

Taufiq Choudhry and Ranadeva Jayasekera

An empirical analysis of the impact of the credit default swap index market on large complex financial institutions pp. 117-130

Giovanni Calice and Christos Ioannidis

Competitive conditions in the Jamaican banking market 1998–2009 pp. 131-135

Jenifer Daley and Kent Matthews

International banking during the Global Financial Crisis: U.K. and U.S. perspectives pp. 136-141

Jonathan Batten and Peter Szilagyi

Credit creation and social optimality pp. 142-153

Adair Turner

Taxing banks fairly pp. 154-158

Andrew W. Mullineux

Basel III: Is the cure worse than the disease? pp. 159-166

Bill Allen, Ka Kei Chan, Alistair Milne and Steve Thomas

Volume 24, issue C, 2012

Self-affinity in financial asset returns pp. 1-11

John Goddard and Enrico Onali

Empirical analysis of credit spread changes of US corporate bonds pp. 12-19

Igor Loncarski and Peter Szilagyi

Biology-induced effects on investor psychology and behavior pp. 20-25

Austin Murphy

Asymmetries, causality and correlation between FTSE100 spot and futures: A DCC-TGARCH-M analysis pp. 26-37

Juan Tao and Christopher Green

Mutual fund managers stock preferences in Latin America pp. 38-47

Joao Luiz Piccioni, Hsia Hua Sheng and Mayra Ivanoff Lora

Common factors, principal components analysis, and the term structure of interest rates pp. 48-56

Januj Juneja

Equities, credits and volatilities: A multivariate analysis of the European market during the subprime crisis pp. 57-65

Irene Schreiber, Gernot Müller, Claudia Klüppelberg and Niklas Wagner

Reputational damage of operational loss on the bond market: Evidence from the financial industry pp. 66-73

Séverine Plunus, Roland Gillet and Georges Hübner

Competitive valuation effects of Australian IPOs pp. 74-83

Andrew McGilvery, Robert Faff and Shams Pathan

When the market becomes inefficient: Comparing BRIC markets with markets in the USA pp. 84-92

Debasish Majumder

Competition, efficiency and interest rate margins in Latin American banking pp. 93-103

Georgios Chortareas, Jesus Garza-Garcia and Claudia Girardone

Deal structure decision in the global market for divested assets pp. 104-116

Surendranath R. Jory, Jeff Madura and Thanh N. Ngo

Does managerial entrenchment motivate the insurance decision? pp. 117-128

Wei Jiang, Mike Adams and Joy Jia-Upreti

Short-sale constraints and efficiency of the spot–futures dynamics pp. 129-136

David G. McMillan and Dennis Philip

Volume 23, issue C, 2012

Quantifying volatility clustering in financial time series pp. 11-19

Jie-Jun Tseng and Sai-Ping Li

Properties of range-based volatility estimators pp. 20-29

Peter Molnár

On the nonstationarity of the exchange rate process pp. 30-34

Takaaki Ohnishi, Hideki Takayasu, Takatoshi Ito, Yuko Hashimoto, Tsutomu Watanabe and Misako Takayasu

Mixed time scale strategy in portfolio management pp. 35-40

Wenjin Chen and K.Y. Szeto

Market fraction hypothesis: A proposed test pp. 41-54

Michael Kampouridis, Shu-Heng Chen and Edward Tsang

Patterns of regional travel behavior: An analysis of Japanese hotel reservation data pp. 55-65

Aki-Hiro Sato

How do skilled traders change the structure of the market pp. 66-71

Lukas Vacha, Jozef Baruník and Miloslav Vošvrda

Liquidity cost of market orders in the Taiwan Stock Market: A study based on an order-driven agent-based artificial stock market pp. 72-80

Yi-Ping Huang, Shu-Heng Chen, Ming-Chin Hung and Tina Yu

Effects of taxation on money distribution pp. 81-85

M. Diniz and F.M. Mendes

Volume 22, issue C, 2012

On the dependence structure of realized volatilities pp. 1-9

Beatriz Vaz de Melo Mendes and Victor Bello Accioly

Econometric modeling and value-at-risk using the Pearson type-IV distribution pp. 10-17

S. Stavroyiannis, I. Makris, V. Nikolaidis and L. Zarangas

Explaining aggregate credit default swap spreads pp. 18-29

Bastian Breitenfellner and Niklas Wagner

Wine price risk management: International diversification and derivative instruments pp. 30-37

Apostolos Kourtis, Raphael Markellos and Dimitris Psychoyios

Linking the interest rate swap markets to the macroeconomic risk: The UK and us evidence pp. 38-47

A.S.M. Azad, Victor Fang and Chi-Hsiou Hung

Volume 21, issue C, 2012

A contingent claim analysis of sunflower management under board monitoring and capital regulation pp. 1-9

Jeng-Yan Tsai and Jyh-Horng Lin

Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets pp. 10-22

Rakesh Gupta and Francesco Guidi

An analysis of intraday market behaviour before takeover announcements pp. 23-32

Bruno Dore Rodrigues, Reinaldo Castro Souza and Maxwell J. Stevenson

The contrasting effects of board composition and structure on IPO firm underpricing in a developing context pp. 33-44

Bruce Hearn

Rating agencies' credit signals: An analysis of sovereign watch and outlook pp. 45-55

Rasha Alsakka and Owain ap Gwilym

Mandatory IFRS adoption and its impact on analysts' forecasts pp. 56-63

Tao Jiao, Miriam Koning, Gerard Mertens and Peter Roosenboom

A multiscale entropy approach for market efficiency pp. 64-69

Jose Alvarez-Ramirez, Eduardo Rodriguez and Jesus Alvarez

Corporate governance and firm value during the global financial crisis: Evidence from China pp. 70-80

Chunyan Liu, Konari Uchida and Yufeng Yang

Foreign direct investment and institutional quality: Some empirical evidence pp. 81-89

Bonnie Buchanan, Quan V. Le and Meenakshi Rishi

Open-ended property funds: Risk and return profile — Diversification benefits and liquidity risks pp. 90-107

Lars Helge Haß, Lutz Johanning, Bernd Rudolph and Denis Schweizer

Price discovery and sentiment pp. 108-118

Gady Jacoby and Rose C. Liao

Switching to floating exchange rates, devaluations, and stock returns in MENA countries pp. 119-127

Georgios Chortareas, Andrea Cipollini and Mohamed Abdelaziz Eissa