International Review of Financial Analysis

1992 - 2025

Current editor(s): B.M. Lucey

From Elsevier
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Volume 8, issue 3, 1999

Optimization of corporate capital structure A probabilistic Bayesian approach pp. 199-214

Leonid V. Philosophov and Vladimir L. Philosophov

Tests of the Contrarian Investment Strategy Evidence from the French and German stock markets pp. 215-234

Johnathan C. Mun, Geraldo M. Vasconcellos and Richard Kish

Pricing UK and US securities within the CKLS model Further results pp. 235-245

K. Ben Nowman and Ghulam Sorwar

Domestic variance and international comovement bonds tests of interest rates pp. 247-267

H. J. Smoluk

The impacts of racial differences on demand for financial assets pp. 269-282

Jan Tin

Modeling daily price limits pp. 283-301

Pin-Huang Chou

Volume 8, issue 2, 1999

Predicting a corporate credit analyst's risk estimate by logistic and linear models pp. 97-121

Erkki K. Laitinen

Scaling laws in variance as a measure of long-term dependence pp. 123-138

Jonathan Batten, Craig Ellis and Robert Mellor

Much ado about nothing: Long-term memory in Pacific Rim equity markets pp. 139-151

John S. Howe, Deryl W. Martin and Bob G. WoodJr.

Share price volatility with the introduction of individual share futures on the Sydney Futures Exchange pp. 153-163

Steven A. Dennis and Ah Boon Sim

What happened to the utility functions?: Imprecise expectations of security prices pp. 165-175

Stephen A. Kane

Agency problems and the simultaneity of financial decision making: The role of institutional ownership pp. 177-197

Claire E. Crutchley, Marlin R. H. Jensen, John S. JaheraJr. and Jennie E. Raymond

Volume 8, issue 1, 1999

GARCH in question... and as a benchmark pp. 1-20

Peter Mansfield

Size and book-to-market factors in a multivariate GARCH-in-mean asset pricing application pp. 35-52

Peter Dunne

Estimation of the ARFIMA (p, d, q) fractional differencing parameter (d) using the classical rescaled adjusted range technique pp. 53-65

Craig Ellis

Forecasting currency prices using a genetically evolved neural network architecture pp. 67-82

Mona R. El Shazly and Hassan E. El Shazly

Leadership structure and firm performance pp. 83-96

Richard H. Fosberg and Michael R. Nelson

Volume 7, issue 3, 1998

Forecasting U.K. and U.S. interest rates using continuous time term structure models pp. 191-206

Steven Byers and K. B. Nowman

Stochastic properties and predictability of intraday Taiwan exchange rates pp. 207-220

An-Sing Chen and Mark T. Leung

Evaluation of volatility forecasts in an economic value framework pp. 221-236

Adam Elder and Gerard Gannon

Changes in earnings-price ratios and excess returns: A case of investor over-reaction pp. 237-252

Jan Bartholdy

Determinants of the cross-section of stock returns in the Malaysian stock market pp. 253-275

David Allen and F. Cleary

Interest rate hedging and equity duration: Australian evidence pp. 277-298

Mary Elizabeth Sweeney

Volume 7, issue 2, 1998

Two puzzles in the analysis of foreign exchange market efficiency pp. 95-111

Paul Newbold, Mark Wohar, Tony Rayner, Neil Kellard and Christine Ennew

External information costs and the adverse selection problem: A comparison of NASDAQ and NYSE stocks pp. 113-136

Ji-Chai Lin, Gary C. Sanger and G. Geoffrey Booth

Industry differences in NAFTA's impact on the valuation of U.S. companies pp. 137-152

Raj Aggarwal, Michael Long, Scott Moore and Danny Ervin

Explicit versus implicit contracting in the debt market: The case of leasing pp. 153-169

James S. Ang and Min-Je Jung

Estimating the market risk for nontraded securities: An application to Canadian public utilities pp. 171-179

Michael Berkowitz

The relationship between international bond markets and international stock markets pp. 181-190

Edward S. Lim, John G. Gallo and Peggy E. Swanson

Volume 7, issue 1, 1998

Cross-sectional relationships between stock returns and market beta, trading volume, and sales-to-price in Taiwan pp. 1-18

Her-Jiun Sheu, Soushan Wu and Kuang-Ping Ku

Structural models: Intra/Inter-day volatility transmission and spillover persistence of the HSI, HSIF and S&P500 futures pp. 19-36

Gerard L. Gannon and Daniel F. S. Choi

An analytical comparison of the durations and price sensitivities of fixed-rate, constant payment and constant amortization mortgages pp. 51-64

Richard Followill

Random walks in the U.K. pound/ U.S. dollar exchange rates pp. 65-82

Herbert J. Smoluk, Geraldo M. Vasconcellos and Jonathan K. Kramer

Investment implications of the korean financial market reform pp. 83-94

O. Felix Ayadi, Uric B. Dufrene and Amitava Chatterjee

Volume 6, issue 3, 1997

The Big Mac: More than a junk asset allocator? pp. 179-192

Jan Annaert and Marc J. K. De Ceuster

First Republic and the FDIC: A case study pp. 193-207

Ben Branch and Hugh Ray

Stock returns and volatility in two regime markets: International evidence pp. 209-228

Krishna Paudyal and Liesl Saldanha

International interest rates linkages: Evidence from OECD countries pp. 229-240

Mehdi S. Monadjemi

The Value of convertible preferred stock in transactions with "relationship investors" like Warren Buffett pp. 241-256

Austin Murphy, Robert Kleiman and Kevin Nathan

Robustness of selectivity and timing measures of performance based on quadratic and dummy variable regressions pp. 257-262

Richard Chung and Lawrence Kryzanowski

Volume 6, issue 2, 1997

Monetary volatility and real output volatility: An empirical model of the financial transmission mechanism in Australia pp. 77-95

Colm Kearney and Kevin Daly

Accounting losses and investors' growth expectations pp. 97-105

Minna Martikainen

The finance process on a macroeconomic level from a flow perspective: A new interpretation of hoarding pp. 107-131

Mathias Binswanger

Pushing the epsilon to the abyss post-modern finance pp. 133-177

George M. Frankfurter

Volume 6, issue 1, 1997

Ex ungue leonem pp. 1-12

Elton G. McGoun

International arbitrage pricing theory: Relating risk premia pp. 13-20

Dana R. Clyman

The opening price behavior: Foreign exchange futures market versus equity market pp. 21-35

Quentin C. Chu, David Ding and C. S. Pyun

The lead-lag structure of stock returns and accounting earnings: Implications to the returns-earnings relation in Finland pp. 37-47

Juha-Pekka Kallunki and Teppo Martikainen

The relationship between the trading activities of the Reserve Bank of Australia and movements in the value of the Australian dollar pp. 49-61

Peter Mansfield

Volume 5, issue 3, 1996

Equilibrium asset price ranges pp. 161-169

Yaacov Z. Bergman

Implied foreign exchange rates using options prices pp. 171-183

Menachem Brenner, Young Ho Eom and Yoram Landskroner

Can we reconcile finance with nature? pp. 185-195

Chris Robinson

Management's perception of leveraged buyouts pp. 197-221

George M. Frankfurter and Arman Kosedag

The statistical properties of parameters inferred from the black-scholes formula pp. 223-235

J. Butler and Barry Schachter

The determinants of institutional demand for common stock: Tests of the capm vs. individual stock attributes pp. 237-257

Stanley G. Eakins, Stanley R. Stansell and Scott D. Below

It is high time we take our ignorance more seriously pp. 259-272

Roger Koppl

Volume 5, issue 2, 1996

The investment decisions of individuals and firms pp. 87-97

Trevor W. Chamberlain

Dispersion of analysts' forecasts, precision of earnings, and trading volume reaction pp. 99-111

John Bildersee, Suresh Radhakrishnan and Joshua Ronen

Capital flows and net international investment pp. 113-130

Tribhuvan N. Puri

Primary privatization goal in economies in transition pp. 131-143

Dusan Mramor

Pricing of foreign exchange options with transaction costs: The choice of trading interval pp. 145-160

Shmuel Hauser and Azriel Levy

Volume 5, issue 1, 1996

An examination of the issue of form versus substance in an experimental asset market: A pilot study pp. 1-18

Daniel Salandro and Steven Peterson

Prospect theory: A literature review pp. 19-38

Kimberley D. Edwards

Common factors in international stock prices: Evidence from a cointegration study pp. 39-53

Daniel Bachman, Jongmoo Jay Choi, Bang Jeon and Kenneth J. Kopecky

Testing for common autocorrelation features of two scandinavian stock markets pp. 55-64

Johan Knif, Seppo Pynnonen and Martti Luoma

Fashion and finance pp. 65-78

Elton G. McGoun

The market model and the event study method: A synthesis of econometric criticisms: Comment pp. 79-81

John Rumsey

The market model and the event study method: A rejoinder pp. 83-86

J. Andrew Coutts, Terence C. Mills and Jennifer Roberts