International Review of Financial Analysis

1992 - 2025

Current editor(s): B.M. Lucey

From Elsevier
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Volume 20, issue 5, 2011

Forecasting the yield curve with linear factor models pp. 237-243

Marco Matsumura, Ajax Moreira and José Vicente

Intraday patterns in London listed Exchange Traded Funds pp. 244-251

Patricia Chelley-Steeley and Keebong Park

Oil prices and accounting profits of oil and gas companies pp. 252-257

Ajit Dayanandan and Han Donker

Market risk model selection and medium-term risk with limited data: Application to ocean tanker freight markets pp. 258-268

Manolis Kavussanos and Dimitris Dimitrakopoulos

Information in balance sheets for future stock returns: Evidence from net operating assets pp. 269-282

Georgios Papanastasopoulos, Dimitrios Thomakos and Tao Wang

Dressed to merge — small fits fine: M&A success in the fashion and accessories industry pp. 283-291

Steffen Meinshausen and Dirk Schiereck

Investor sentiment and feedback trading: Evidence from the exchange-traded fund markets pp. 292-305

Frankie Chau, Rataporn Deesomsak and Marco C.K. Lau

The role of trading intensity estimating the implicit bid–ask spread and determining transitory effects pp. 306-310

Bernard Ben Sita and Joakim Westerholm

The value relevance of cash flows, current accruals, and non-current accruals in the UK pp. 311-319

Saeed Akbar, Syed Zulfiqar Ali Shah and Andrew W. Stark

Credit supply and corporate capital structure: Evidence from Japan pp. 320-334

Konstantinos Voutsinas and Richard Werner

Liquidity, analysts, and institutional ownership pp. 335-344

Christine X. Jiang, Jang-Chul Kim and Dan Zhou

Dynamics of analysts' coverage and the firms' information environment pp. 345-354

Marcela Giraldo

Covered interest rate parity in emerging markets pp. 355-363

Frank S. Skinner and Andrew Mason

Dividend signaling under economic adversity: Evidence from the London Stock Exchange pp. 364-374

Konstantinos Bozos, Konstantinos Nikolopoulos and Ghanamaruthy Ramgandhi

Do optimal diversification strategies outperform the 1/N strategy in U.K. stock returns? pp. 375-385

Jonathan Fletcher

Volume 20, issue 4, 2011

The prudential effect of strategic institutional ownership on stock performance pp. 191-199

Yacine Belghitar, Ephraim Clark and Konstantino Kassimatis

What drives the volume-volatility relationship on Euronext Paris? pp. 200-206

Waël Louhichi

Industry membership and capital structure dynamics in the UK pp. 207-214

Jon Tucker and Evarist Stoja

Robust global stock market interdependencies pp. 215-224

Brian Lucey and Cal Muckley

Short-sales constraints and market quality: Evidence from the 2008 short-sales bans pp. 225-236

Alex Frino, Steven Lecce and Andrew Lepone

Volume 20, issue 3, 2011

Intraday volatility and scaling in high frequency foreign exchange markets pp. 121-126

Lars Seemann, Joseph L. McCauley and Gemunu H. Gunaratne

Are broad market shocks anticipated by investors? Evidence from major equity and index options markets pp. 127-133

Spyros Spyrou

Information transmission across currency futures markets: Evidence from frequency domain tests pp. 134-139

Cetin Ciner

The performance and the effects of family control in North African IPOs pp. 140-151

Bruce Hearn

Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries pp. 152-164

George Filis, Stavros Degiannakis and Christos Floros

Value-at-risk for long and short trading positions: Evidence from developed and emerging equity markets pp. 165-176

Panayiotis F. Diamandis, Anastassios A. Drakos, Georgios Kouretas and Leonidas Zarangas

Debt and taxes for private firms pp. 177-189

Jan Bartholdy and Cesario Mateus

Volume 20, issue 2, 2011

Are European equity markets efficient? New evidence from fractal analysis pp. 59-67

Enrico Onali and John Goddard

Investment horizon and portfolio choice of private investors pp. 68-75

Yulia Veld-Merkoulova

Agency problems and liquidity premium: Evidence from China's stock ownership reform pp. 76-87

Chao Chen, Qinglu Jin and Hongqi Yuan

Accounting disclosures, accounting quality and conditional and unconditional conservatism pp. 88-102

George Emmanuel Iatridis

Can corporate tax shields explain the long-term borrowing behaviour of Chinese listed firms? pp. 103-112

Chin-Bun Tse and Timothy Rodgers

Share price clustering in Mexico pp. 113-119

Paresh Narayan, Seema Narayan, Stephan Popp and Michael D'Rosario

Volume 20, issue 1, 2011

Characteristics of the Polish Stock Market correlations pp. 1-5

Marek Galazka

Bank 'ratings arbitrage': Is LGD a blind spot in economic capital calculations? pp. 6-11

Maike Sundmacher and Craig Ellis

Assessing the impact of heteroskedasticity for evaluating hedge fund performance pp. 12-19

Andrew Marshall and Leilei Tang

Modeling investment guarantees in Japan: A risk-neutral GARCH approach pp. 20-26

Andrew Cheuk-Yin Ng, Johnny Siu-Hang Li and Wai-Sum Chan

Synthetizing a debt guarantee: Super-replication versus utility approach pp. 27-40

Sébastien Jacques, Van Son Lai and Issouf Soumaré

The relationship between product market competition and capital structure in Chinese listed firms pp. 41-51

Yilmaz Guney, Ling Li and Richard Fairchild

Private benefits in corporate control transactions pp. 52-58

Thomas Poulsen

Volume 19, issue 5, 2010

Positive feedback trading in stock index futures: International evidence pp. 313-322

Christian A. Salm and Michael Schuppli

Performance and conservatism of monthly FHS VaR: An international investigation pp. 323-333

Stéphane Chrétien and Frank Coggins

Modelling the UK and Euro yield curves using the Generalized Vasicek model: Empirical results from panel data for one and two factor models pp. 334-341

Khalid Ben Nowman

Bayesian extensions to Diebold-Li term structure model pp. 342-350

Márcio Laurini and Luiz Hotta

Dynamic hedge fund portfolio construction pp. 351-357

Richard Harris and Murat Mazibaş

Mispricing vs risk premia in R&D-intensive firms pp. 358-367

Ben Branch and Cosette Chichirau

Managerial overconfidence in high and low valuation markets and gains to acquisitions pp. 368-378

Ettore Croci, Dimitris Petmezas and Evangelos Vagenas-Nanos

The Halloween effect: Trick or treat? pp. 379-387

K. Stephen Haggard and H. Douglas Witte

Volume 19, issue 4, 2010

The impact of daily return limit and segmented clientele on stock returns in China pp. 223-236

Haim Kedar-Levy, Xiaoyan Yu, Akiko Kamesaka and Uri Ben-Zion

Analysis of efficiency for Shenzhen stock market: Evidence from the source of multifractality pp. 237-241

Li Liu, Yudong Wang and Jieqiu Wan

Time varying size and liquidity effects in South Asian equity markets: A study of blue-chip industry stocks pp. 242-257

Bruce Hearn

The effect of changes in index constitution: Evidence from the Korean stock market pp. 258-269

Jooyoung Yun and Tong S. Kim

The effect of attention on buying behavior during a financial crisis: Evidence from the Taiwan stock exchange pp. 270-280

Hsin-Yi Yu and Shu-Fan Hsieh

The price linkages between the equity fund price levels and the stock markets: Evidences from cointegration approach and causality analysis of Hong Kong Mandatory Provident Fund (MPF) pp. 281-288

Patrick Kuok Kun Chu

Government intervention in response to the subprime financial crisis: The good into the pot, the bad into the crop pp. 289-297

Bastian Breitenfellner and Niklas Wagner

Re-examining the dynamic causal oil-macroeconomy relationship pp. 298-305

Shawkat Hammoudeh, Ramaprasad Bhar and Mark A. Thompson

Cross-cultural differences in seasonality pp. 306-312

Jorg Bley and Mohsen Saad

Volume 19, issue 3, 2010

Pyramidal structure, firm capital structure exploitation and ultimate owners' dominance pp. 151-164

A.N. Bany-Ariffin, Fauzias Mat Nor and Carl B. McGowan

Macroeconomic determinants of credit risk: Recent evidence from a cross country study pp. 165-171

Asghar Ali and Kevin Daly

The performance and the survivorship of New Zealand IPOs pp. 172-180

Jing Chi, Matthew McWha and Martin Young

New evidence on the relation between stock liquidity and measures of trading activity pp. 181-192

Daniel Chai, Robert Faff and Philip Gharghori

International Financial Reporting Standards and the quality of financial statement information pp. 193-204

George Iatridis

Real exchange rate behavior and optimum currency area in East Asia: Evidence from Generalized Purchasing Power Parity pp. 205-213

Ritesh Mishra and Chandan Sharma

Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach pp. 214-221

Timotheos Angelidis and Andreas Andrikopoulos

Volume 19, issue 2, 2010

Does screen trading weather the weather? A note on cloudy skies, liquidity, and computerized stock markets pp. 77-80

Christiane Goodfellow, Dirk Schiereck and Tatjana Verrier

Ownership dispersion and market liquidity pp. 81-88

Gady Jacoby and Steven X. Zheng

Price clustering and underpricing in the IPO aftermarket pp. 89-97

Owain ap Gwilym and Thanos Verousis

Credit insurance and investment: A contingent claims analysis approach pp. 98-107

Van Son Lai and Issouf Soumaré

Forecasting the yield curve: A statistical model with market survey data pp. 108-112

André Luís Leite, Romeu Braz Pereira Gomes Filho and José Valentim Machado Vicente

Bubbles in China pp. 113-117

Heikki Lehkonen

Impact of credit spreads, monetary policy and convergence trading on swap spreads pp. 118-126

Hon-Lun Chung and Wai-Sum Chan

How does the removal of the United States short-sale rules impact three Latin American markets? pp. 127-133

Hsiou-Ying Tseng

Exploring an efficient investment regime: The case of SP100 companies pp. 134-139

Tsangyao Chang, Shuchen Kang and Gengnan Chiang

Capital structure, dividend policy, and multinationality: Theory versus empirical evidence pp. 140-150

Raj Aggarwal and NyoNyo Aung Kyaw

Volume 19, issue 1, 2010

A net beta test of asset pricing models pp. 1-9

Cherif Guermat and Mark C. Freeman

Systematic risk and time scales: New evidence from an application of wavelet approach to the emerging Gulf stock markets pp. 10-18

Abul Masih, Mohammed Alzahrani and Omar Al-Titi

Non-extensive properties, multifractality, and inefficiency degree of the Athens Stock Exchange General Index pp. 19-24

S. Stavroyiannis, I. Makris and V. Nikolaidis

Testing the evolving efficiency of Arab stock markets pp. 25-34

Walid Abdmoulah

Phase-transition behavior in the emerging market: Evidence from the KOSPI200 futures market pp. 35-46

Keunho Hwang, Jangkoo Kang and Doojin Ryu

An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation pp. 47-54

Mazin A.M. Al Janabi, Abdulnasser Hatemi-J and Manuchehr Irandoust

Price and volatility spillovers across North American, European and Asian stock markets pp. 55-64

Priyanka Singh, Brajesh Kumar and Ajay Pandey

The adverse selection component of exchange traded funds pp. 65-76

Patricia Chelley-Steeley and Keebong Park