International Review of Economics & Finance

1992 - 2025

Current editor(s): H. Beladi and C. Chen

From Elsevier
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Volume 49, issue C, 2017

Stochastic volatility vs. jump diffusions: Evidence from the Chinese convertible bond market pp. 1-16

Chenxi Fan, Xingguo Luo and Qingbiao Wu

Does institutional ownership influence firm performance? Evidence from China pp. 17-57

Yongjia Rebecca Lin and Xiaoqing Maggie Fu

Mixed duopoly with foreign firm and subcontracting pp. 58-68

Yuanzhen Lyu and Jie Shuai

Forecasting stock index futures returns with mixed-frequency sentiment pp. 69-83

Bin Gao and Chunpeng Yang

Corporate credit ratings: Selection on size or productivity? pp. 84-101

Sasan Bakhtiari

Spillover effects of debt and growth in the euro area: Evidence from a GVAR model pp. 102-111

Bernd Kempa and Nazmus Khan

Cointegrated market-neutral strategy for basket trading pp. 112-124

Philip L.H. Yu and Renjie Lu

Credit, Endogenous Collateral and Risky Assets: A DSGE Model pp. 125-148

Matteo Falagiarda and Alessandro Saia

Realized volatility transmission from crude oil to equity sectors: A study with economic significance analysis pp. 149-167

Dilip Kumar

Conditional asset pricing in international equity markets pp. 168-189

Thanh Huynh

The optimal stringency of accounting regulation to alleviate time inconsistency problems pp. 190-210

Seongill Kang

Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries pp. 211-222

Wei Ma, Haiqi Li and Sung Y. Park

Learning about the interdependence between the macroeconomy and the stock market pp. 223-242

Fabio Milani

The macroeconomic impact of foreign exchange intervention: An empirical study of Thailand pp. 243-254

Akihiro Kubo

Effect of net foreign assets on persistency of time-varying risk premium: Evidence from the Dollar-Yen exchange rate pp. 255-265

Makoto Shimizu

Companies intangibles: Unique versus generic pp. 266-275

Petr Parshakov and Marina Zavertiaeva

Realized volatility forecast of agricultural futures using the HAR models with bagging and combination approaches pp. 276-291

Ke Yang, Fengping Tian, Langnan Chen and Steven Li

Capital structure and corporate reaction to negative stock return shocks pp. 292-312

Sung Won Seo and Hae Jin Chung

Do exchange rate changes improve the trade balance: An asymmetric nonlinear cointegration approach pp. 313-326

Augustine C. Arize, John Malindretos and Emmanuel U. Igwe

Time-varying risk aversion and return predictability pp. 327-339

Sun-Joong Yoon

Real exchange rate returns and real stock price returns pp. 340-352

Hock Tsen Wong

The dynamic and asymmetric herding behavior of US equity fund managers in the stock market pp. 353-369

Hao Fang, Chung-Hua Shen and Yen-Hsien Lee

Effects of the shareholder base on firm behavior and firm value in China pp. 370-385

Kenneth Yung and Yi Jian

Macroeconomic Dynamics in Korea during and after the Global Financial Crisis: A Bayesian DSGE Approach pp. 386-421

Hyunju Kang and Hyunduk Suh

The effect of diversification on auditor selection in business groups: A case from Taiwan pp. 422-436

Wen-Ching Chang, Huey-Yeh Lin and Meihua Koo

Effects of directors and officers liability insurance on accounting restatements pp. 437-452

Tzu-Ching Weng, Guang-Zheng Chen and Hsin-Yi Chi

Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective? pp. 453-483

Rania Jammazi, Román Ferrer, Francisco Jareño and Syed Jawad Hussain Shahzad

Co-movements of returns in the health care sectors from the US, UK, and Germany stock markets: Evidence from the continuous wavelet analyses pp. 484-498

Mei-Ping Chen, Wen-Yi Chen and Tseng-Chan Tseng

Total factor productivity or labor productivity? Firm heterogeneity and location choice of multinationals pp. 499-514

Meng-Chi Tang

Ownership level choice and value creation in international joint ventures: The role of investor protection pp. 515-535

Iness Aguir and Lalatendu Misra

Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis pp. 536-547

Lu Yang, Xiao Jing Cai and Shigeyuki Hamori

The dynamic effects of quantitative easing on stock price: Evidence from Asian emerging markets, 2001–2016 pp. 548-567

Tatsuyoshi Miyakoshi, Junji Shimada and Kui-Wai Li

Borrowing constraint, heterogeneous production sectors and policy implications: The case of China pp. 568-581

Ren Wang, Jie Hou, Xiaobei He and Hui Song

International trade and quality of labour pp. 582-595

Sarbajit Chaudhuri and Sugata Marjit

Optimal capital structure and credit spread under incomplete information pp. 596-611

Bo Liu, Yang Liu, Juan Peng and Jinqiang Yang

Volume 48, issue C, 2017

Does gold hedge stock market, inflation and exchange rate risks? An econometric investigation pp. 1-17

Javed Iqbal

Measuring uncertainty in the stock market pp. 18-33

Helena Chuliá, Montserrat Guillén and Jorge Uribe

Causality between oil prices and the stock market in China: The relevance of the reformed oil product pricing mechanism pp. 34-48

Elie Bouri, Qian Chen, Donald Lien and Xin Lv

The German motor vehicle industry: Costs and crisis pp. 49-55

Lila J. Truett and Dale B. Truett

Exchange rate pass through, cost channel to monetary policy transmission, adaptive learning, and the price puzzle pp. 69-82

Syed Ali and Sajid Anwar

How does banking sector globalization affect economic growth? pp. 83-97

Amit Ghosh

Liquidity basis between credit default swaps and corporate bonds markets pp. 98-115

Kwanho Kim

Underfunding or distress? An analysis of corporate pension underfunding and the cross-section of expected stock returns pp. 116-133

Qizhi Tao, Carl Chen, Rui Lu and Ting Zhang

Product-market competitiveness and investor reaction to corporate governance failures pp. 134-147

Atul Gupta, Lalatendu Misra and Yilun Shi

Nonlinear relationship between institutional factors and FDI flows: Dynamic panel threshold analysis pp. 148-160

Zühal Kurul

Cost efficiency and technological gap in Western European banks: A stochastic metafrontier analysis pp. 161-178

Chi-Chuan Lee and Tai-Hsin Huang

Time-varying return predictability in South Asian equity markets pp. 179-200

Md. Lutfur Rahman, Doowon Lee and Abul Shamsuddin

The IA-CEPA and sector adjustments: A specific-factors model of production pp. 201-211

Hugo Toledo

Strategic risk-taking and value creation: Evidence from the market for corporate control pp. 212-234

Shantaram P. Hegde and Dev Mishra

Overvaluation and the cost of bank debt pp. 235-254

Chyi-Lun Chiou and Pei-Gi Shu

Dividends and earnings quality: Evidence from China pp. 255-268

Lu Deng, Sifei Li and Mingqing Liao

Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test pp. 269-279

Mehmet Balcilar, Rangan Gupta, Ricardo Sousa and Mark Wohar

Foreign capital, pollution control, and wage inequality in developing countries pp. 280-288

Jiancai Pi and Pengqing Zhang

Sudden stops of capital flows to emerging markets: A new prediction approach pp. 289-308

Sangwon Suh

Dynamic conditional correlations between Chinese sector returns and the S&P 500 index: An interpretation based on investment shocks pp. 309-325

Myeong Hyeon Kim and Lingxia Sun

Optimal capital structure with moral hazard pp. 326-338

Congming Mu, Anxing Wang and Jinqiang Yang

Asymmetric adjustment and smooth breaks in dividend yields: Evidence from international stock markets pp. 339-354

Shyh-Wei Chen and Zixiong Xie

Is the price path learnable under a fixed exchange rate regime? pp. 355-366

Yo-Long Lin

Different strokes by different folks: The dynamics of hedge fund systematic risk exposure and performance pp. 367-388

Ying Sophie Huang, Carl R. Chen and Isamu Kato

Choices and impacts of cross-licensing contracts pp. 389-405

Dan Zhao

Does fairness breed efficiency? Pay gap and firm productivity in China pp. 406-422

Yunhao Dai, Dongmin Kong and Jin Xu

Investor attention and the expected returns of reits pp. 423-439

Kenneth Yung and Nadia Nafar

Overnight returns of stock indexes: Evidence from ETFs and futures pp. 440-451

Qingfu Liu and Yiuman Tse

Macroeconomic factors and index option returns pp. 452-477

Ya-Wen Lai

Inflation and consumption of nontradable goods: Global implications from regional analyses pp. 478-491

Jun Nagayasu

The growth effects of financial openness and exchange rates pp. 492-512

Cesar Rodriguez