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International Review of Financial Analysis1992 - 2025
 Current editor(s): B.M. Lucey From ElsevierBibliographic data for series maintained by Catherine Liu ().
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 Volume 10, issue 4, 2001
 
  American depositary receipts: An analysis of international stock price movements   pp. 343-363 David Ely and Mehdi SalehizadehA contingent claim analysis of closed-end fund premia   pp. 365-394 Bob Korkie, Masao Nakamura and Harry J. TurtleMultiperiod hedging in the presence of stochastic volatility   pp. 395-406 Donald Lien and Bradley K. WilsonAnomalies in finance: What are they and what are they good for?   pp. 407-429 George M. Frankfurter and Elton G. McGounFixed income excess returns and time to maturity   pp. 431-442 Konstantinos Drakos Volume 10, issue 3, 2001
 
  Introduction to the Latin American Financial Markets Special Issues of the International Review of Financial Analysis   pp. 201-201 Ricardo Leal, Lance Nail and Franco ParisiWhat drives contagion: Trade, neighborhood, or financial links?   pp. 203-218 Leonardo F. Hernandez and Rodrigo ValdésCo-movements of U.S. and Latin American equity markets before and after the 1987 crash   pp. 219-235 Gulser Meric, Ricardo P. C. Leal, Mitchell Ratner and Ilhan MericVolume and autocovariance in short-horizon stock returns: Evidence from 1992 to 1998 in Chile   pp. 275-285 Franco Parisi and Carlos AcevedoHeterokedastic behavior of the Latin American emerging stock markets   pp. 287-305 Edgar Ortiz and Enrique ArjonaBrazil: Company partnership models   pp. 307-322 Jairo Laser ProcianoyA note using mergers and acquisitions to gain competitive advantage in the United States in the case of Latin American MNCs   pp. 323-332 Claudio D. Milman, James P. D'Mello, Bulent Aybar and Harvey ArbelaezCAPM performance in the Caracas Stock Exchange from 1992 to 1998   pp. 333-341 Maximiliano González Volume 10, issue 2, 2001
 
  Introduction to the Latin American Financial Markets Special Issues of the International Review of Financial Analysis   pp. 97-97 Ricardo Leal, Lance Nail and Franco ParisiA nonparametric approach to model the term structure of interest rates: The case of Chile   pp. 99-122 Viviana FernandezElusive anomalies in the Brazilian stock market   pp. 123-134 Leonardo Madureira and Ricardo P. C. LealTrading rule profits in Latin American currency spot rates   pp. 135-156 Chun I Lee, Kimberly C. Gleason and Ike MathurExchange risk premia, expectations formation and "news" in the Mexican peso/U.S. dollar forward exchange rate market   pp. 157-174 Willem Verschoor and Christian WolffResponse asymmetries in the Latin American equity markets   pp. 175-185 Jose A. Pagan and Gokce SoydemirEmpirical tests of the Dogs of the Dow strategy in Latin American stock markets   pp. 187-199 Andre L. C. Da Silva Volume 10, issue 1, 2001
 
  The Monday merger effect   pp. 1-18 Ben Branch, Jay Jung and Taewon YangImpact of stock option listings on return and risk characteristics in Finland   pp. 19-36 Petri SahlstromIntroduction and expiration effects of derivative equity warrants in Hong Kong   pp. 37-52 K. C. Chen and Lifan WuPre-offering earnings and the long-run performance of IPOs   pp. 53-67 Jong-Hwan YiBanking regulation and market forces in Australia   pp. 69-86 Di Thomson and Malcolm AbbottDynamic interdependence and volatility transmission of Asian stock markets: Evidence from the Asian crisis   pp. 87-96 Francis In, Sangbae Kim, Jai Hyung Yoon and Christopher Viney Volume 9, issue 4, 2000
 
  Bankruptcy prediction: Application of the Taylor's expansion in logistic regression   pp. 327-349 Erkki K. Laitinen and Teija LaitinenDeterminants of American Depositary Receipts and their underlying stock returns: Implications for international diversification   pp. 351-368 Yoon K. Choi and Dong-soon KimA generalised Bayesian model of market microstructure behaviour applied to the market in Irish government securities   pp. 369-388 Peter DunneThe dynamics of Australian dollar bonds with different credit qualities   pp. 389-404 Jonathan Batten, Warren Hogan and Seppo PynnonenVolatility and information flows in emerging equity market: A case of the Korean Stock Exchange   pp. 405-420 Chong Soo Pyun, Sa Young Lee and Kiseok NamA sociological explanation of financial market growth   pp. 421-432 Douglas E. Allen, Elton G. McGoun and George W. Kester Volume 9, issue 3, 2000
 
  On the conditional relationship between beta and return in international stock returns   pp. 235-245 Jonathan FletcherPayback criterion, hurdle rates and the gain of waiting   pp. 247-258 Achim WambachCausality and cointegration of stock markets among the United States, Japan and the South China Growth Triangle   pp. 281-297 Bwo-Nung Huang, Chin-Wei Yang and John Wei-Shan HuThe young finance faculty's guide to publishing: Inspired by and after (rather loosely) Benjamin Britten   pp. 299-314 George M. FrankfurterCorporate diversification, ownership structure, and firm value: The Singapore evidence   pp. 315-326 Sheng-Syan Chen and Kim Wai Ho Volume 9, issue 2, 2000
 
  Introduction to the special issues on international mergers and acquisitions   pp. 117-120 Lance NailThe effect of foreign diversification on analysts' prediction errors   pp. 121-145 Gayle R. Erwin and Susan E. PerryThe identification of U.K. takeover targets using published historical cost accounting data Some empirical evidence comparing logit with linear discriminant analysis and raw financial ratios with industry-relative ratios   pp. 147-162 Paul BarnesInternational acquisitions and shareholder wealth Evidence from the Netherlands   pp. 163-174 Albert Corhay and Alireza Tourani RadThe real estate takeover: Application of Grossman and Hart theory   pp. 175-195 S. DemanRestructuring the Japanese banking system Has Japan gone far enough?   pp. 197-218 Christopher W. Anderson and Terry L. CampbellIIIntegration problems and turnaround strategies in a cross-border merger A clinical examination of the Pharmacia-Upjohn merger   pp. 219-234 Terry Belcher and Lance Nail Volume 9, issue 1, 2000
 
  Introduction to the special issues on international mergers and acquisitions   pp. 1-4 Lance NailWealth effects for acquirers and divestors related to foreign divested assets   pp. 5-20 Kimberly C. Gleason, Ike Mathur and Manohar SinghPre-bid price run-ups and insider trading activity: Evidence from Canadian acquisitions   pp. 21-43 Alain R. Jabbour, Abolhassan Jalilvand and Jeannette A. SwitzerTakeover targets and the probability of bid success: Evidence from the Australian market   pp. 45-65 Elaine HutsonThe impact of firm's ownership advantages and economic status of destination country on the wealth effects of international joint ventures   pp. 67-76 C. Joe Ueng, Seung H. Kim and C. Christopher LeeValue creation and challenges of an international transaction The DaimlerChrysler merger   pp. 77-102 Matej Blasko, Jeffry M. Netter and Joseph F. SinkeyJr.The deal of the century in Chile Endesa Espana's takeover of Enersis   pp. 103-116 Franco Parisi and Guillermo Yanez |  |