International Review of Financial Analysis

1992 - 2025

Current editor(s): B.M. Lucey

From Elsevier
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Expectations, technological change, information and the theory of financial markets pp. 85-105: David N. Nawrocki
Economic evaluation of remuneration from patents and technology transfers pp. 107-121: Dan Galai and Yael Ilan
Repackaging cashflows and the creation of value: The case of primes and scores pp. 123-142: Nancy White Huckins
Expected stock returns, real business activity and consumption smoothing pp. 143-154: Hany Shawky and Yajun Peng
Signaling effects of junk bond issuance: Has the interest rate swap age made a difference? pp. 155-167: Ajay Samant, David Burnie and James D'Mello
Efficiency tests of options on Treasury bond futures contracts at the Chicago Board of Trade pp. 169-181: Edward C. Blomeyer and James C. Boyd
Event studies and replication: A commentary pp. 183-184: P. R. Chandy and M. T. Cheung
Machomatics in egonomics pp. 185-199: Elton G. McGoun

Rational deviations from absolute priority rules pp. 1-18: Yaacov Bergman and Jeffrey L. Callen
Trading hours, information flow, and international cross-listing pp. 19-34: Margaret M. Forster and Thomas J. George
Stein and CAPM estimators of the means in asset allocation pp. 35-66: Robert R. Grauer and Nils H. Hakansson
Introduction of dual-class shares: Further evidence on Canadian pro-rata distributions pp. 67-79: Lawrence Kryzanowski and Hao Zhang
A note on currency option pricing pp. 81-84: Sanjay Nawalkha and Donald R. Chambers

The methodology of finance: A round table discussion pp. 173-207: George M. Frankfurter, Willard Carleton, Myron Gordon, James Horrigan, Elton McGoun, George Philippatos and Chris Robinson
Storytellers, stories, and "free cash flow" pp. 209-224: Sara Ann Reiter
The nature of man: II pp. 225-234: George M. Frankfurter

The relevance of financial policy in perfect capital markets pp. 97-111: Kwok Ho and Chris Robinson
A commentary on financial research in the Asia Pacific region pp. 113-123: Eiton G. McGoun and George W. Kester
Do markets produce crime? pp. 125-135: Michael Clarke
The financial system of a small, emerging market economy pp. 137-148: Ivan Ribnikar
The market model and the event study method: A synthesis of the econometric criticisms pp. 149-171: J. Andrew Coutts, Terence C. Mills and Jennifer Roberts

The case for qualitative research in finance pp. 1-18: Mark Bettner, Elton McGoun and Chris Robinson
Asset pricing implications of a non-expected recursive utility function: A review pp. 19-35: Jaeho Cho and Jack Clark Frances
Cross-sectional valuation of corporate equities: The Finnish evidence pp. 37-63: Arto Suvas
Seasonalities and the 1987 crash: The international evidence pp. 65-91: Bob Wood
Trading systems and liquidity on securities markets: A study of the European Options Exchange pp. 93-96: Henk Berkman

The pricing of risk in common shares pp. 147-153: Myron J. Gordon
The use of information contained in annual reports and prediction of small business failures pp. 155-176: Erkki K. Laitinen
New money and adjustment policies pp. 177-190: Yoram Landskroner and Jacob Paroush
The effect of antitakeover legislation on banking firms: Empirical evidence from Pennsylvania Act 36 pp. 191-198: M. Cary Collins, Harold A. Black and James W. Wansley
Dependency in Pacific basin stock returns pp. 199-210: Wai-Chung Lo, Hung-Gay Fung, Shaw K. Chen and Gene C. Lai

Letter from the Editor pp. v-vi: George M. Frankfurter
Objectivist misinterpretations of Bayesian Nuances in portfolio theory and the models pp. 69-76: Herbert E. Phillips
Inferences for arbitrage profits and stochastic dominance in managed portfolios pp. 97-119: Bob Korkie
The event study: An industrial strength method pp. 121-141: George M. Frankfurter and Elton G. McGoun
A legend of finance pp. 143-145: Elton G. McGoun

Letter from the editor pp. v-vi: George M. Frankfurter
The WPPSS mess, or "What's in a bond rating?": A case study pp. 1-16: Willard T. Carleton, Brian Dragun and Victoria Lazear
The French Notional futures contract in risk/return management pp. 17-31: Helyette Geman and Thomas Schneeweis
Management buyouts and anticipated gains to shareholders--theory and testing pp. 33-50: George M. Frankfurter and Erdal Gunay
Tests for cumulative abnormal returns over long periods: Simulation evidence pp. 51-68: Arnold Cowan

Letter from the editor pp. v-vi: George M. Frankfurter
On knowledge of finance pp. 161-177: Elton G. McGoun
Prices and hedge ratios of average exchange rate options pp. 179-193: Ton Vorst
The characteristics of portfolios selected by n-degree Lower Partial Moment pp. 195-209: David N. Nawrocki
Market reactions to corporate presentations to the New York Society of Security Analysts pp. 211-224: William R. Lane and Stacy Orgeron
Predicting the value of foreign currency call options with the Constant Elasticity of Variance diffusion process pp. 225-236: Shmuel Hauser, Dan Galai and Charles Bagley
The predictive power of January returns and the political-business cycle pp. 237-245: Raj Aggarwal and David C. Schirm

Financial theory and the growth of scientific knowledge: From Modigliani and Miller to "an organizational theory of capital structure" pp. 1-15: George M. Frankfurter and George C. Philippatos
The analytics of sensitivity analysis for mean-variance portfolio problems pp. 17-37: Michael J. Best and Robert R. Grauer
Pricing corporate debt with event-risk provisions pp. 51-63: James L. Bicksler and Andrew H. Chen
Stock returns, inflation, and interest rates: Ex post and ex ante relationships pp. 65-76: Glenn Boyle and Leslie Young
Several illustrations of the quantity theory of money: 1947-1987 and 1867-1975 pp. 77-93: Anastasios Malliaris