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International Review of Finance Ltd.

International Review of Finance

Contact information of International Review of Finance Ltd.:
Web page: http://www.blackwellpublishing.com/journal.asp?ref=1369-412X

Order information:
Web: http://www.blackwellpublishing.com/subs.asp?ref=1369-412X
Editor: Bruce D. Grundy
Editor: Naifu Chen
Editor: Ming Huang
Editor: Takao Kobayashi
Editor: Sheridan Titman
For technical questions regarding this series, please contact (Christopher F. Baum)
Series handle: repec:bla:irvfin

2008, Volume 8, Issue 1-2

1-20 The Market Valuation of Cash Dividends: The Case of the CRA Bonus Issue-super-
by H. Chu & G. Partington [Downloadable! (restricted)]
21-55 Price and Volume Behavior around the Ex-dividend Day: Evidence on the Value of Dividends from American Depositary Receipts and their Underlying Australian Stocks-super-
by Aelee Jun & V. T. Alaganar & Graham Partington & Max Stevenson [Downloadable! (restricted)]
57-80 Securitization and Rate Setting in the UK Mortgage Market-super-
by Amelia Pais [Downloadable! (restricted)]
81-102 Institutional Trading and Price Momentum
by Chih-Hsien Jerry Yu [Downloadable! (restricted)]

2007, Volume 7, Issue 3-4

89-104 A Refutation of the Existence of the Other January Effect-super-
by Stephen A. Easton & Sean M. Pinder [Downloadable! (restricted)]
105-118 Are Feedback Factors Important in Modeling Financial Data?
by Helena Veiga [Downloadable! (restricted)]
119-141 Stock Index Futures Prices and the Asian Financial Crisis-super-
by Taufiq Hassan & Shamsher Mohamad & Mohamad Ariff & Annuar Md Nassir [Downloadable! (restricted)]
143-160 Competition and Market Structure of National Association of Securities Dealers Automated Quotations
by Youngsoo Kim & Vikas Mehrotra [Downloadable! (restricted)]

2007, Volume 7, Issue 1-2

1-19 Value-at-Risk in Emerging Equity Markets: Comparative Evidence for Symmetric, Asymmetric, and Long-Memory GARCH Models
by DAVID G. McMILLAN & ALAN E. H. SPEIGHT [Downloadable! (restricted)]
21-34 Emerging Market Efficiencies: New Zealand's Maturation Experience in the Presence of Non-Linearity, Thin Trading and Asymmetric Information
by Charles Rayhorn & M. Kabir Hassan & Jung-Suk Yu & Kenneth R. Janson [Downloadable! (restricted)]
35-60 Cost Efficiency in South Asian Banking: The Impact of Bank Size, State Ownership and Stock Exchange Listings-super-
by Shrimal Perera & Michael Skully & J. Wickramanayake [Downloadable! (restricted)]
61-87 Profitability of Contrarian Strategies: Evidence from the Istanbul Stock Exchange-super-
by Recep Bildik & Güzhan Gülay [Downloadable! (restricted)]

2006, Volume 6, Issue 3-4

99-128 A Theory of Precautionary Regulatory Capital in Banking-super-
by Phong T. H. Ngo [Downloadable! (restricted)]
129-155 How do Individual, Institutional, and Foreign Investors Win and Lose in Equity Trades? Evidence from Japan-super-
by Kee-Hong Bae & Takeshi Yamada & Keiichi Ito [Downloadable! (restricted)]
157-176 An Empirical Comparison of Price-Limit Models-super-
by Tamir Levy & Joseph Yagil [Downloadable! (restricted)]
177-194 The Valuation Effects of Prime Rate Revisions: Is There an Advantage of Being First?-super-
by Mohamed Ariff & Asjeet S. Lamba [Downloadable! (restricted)]

2006, Volume 6, Issue 1-2

1-23 On the Determinants and Dynamics of Dividend Policy
by Samy Ben Naceur & Mohamed Goaied & Amel Belanes [Downloadable! (restricted)]
25-41 Industry Clustering in Nordic Initial Public Offering Markets
by P. Joakim Westerholm [Downloadable! (restricted)]
43-78 The Reach of the Disposition Effect: Large Sample Evidence Across Investor Classes-super-
by Philip Brown & Nick Chappel & Ray Da Silva Rosa & Terry Walter [Downloadable! (restricted)]
79-97 Asymmetric Market Reactions of Growth and Value Firms with Management Earnings Forecasts-super-
by H. Chan & R. Faff & Y. K. Ho & A. Ramsay [Downloadable! (restricted)]

2005, Volume 5, Issue 3-4

113-147 Do Informed Traders Win? An Analysis of Changes in Corporate Ownership around Substantial Shareholder Notices-super-
by Raymond Da Silva Rosa & Nirmal Saverimuttu & Terry Walter [Downloadable! (restricted)]
149-174 Portfolio Concentration and Investment Manager Performance-super-
by Simone Brands & Stephen J. Brown & David R. Gallagher [Downloadable! (restricted)]
175-197 Forecasting and Finite Sample Performance of Short Rate Models: International Evidence-super-
by Sirimon Treepongkaruna [Downloadable! (restricted)]
199-218 Effect of Taxation on Equal Access Share Buybacks in Australia-super-
by Christine Brown & Katrina Efthim [Downloadable! (restricted)]

2005, Volume 5, Issue 1-2

1-29 The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk-super-
by Kingsley Fong & David R. Gallagher & Aaron Ng [Downloadable! (restricted)]
31-54 Bond Term Premium Analysis in the Presence of Multiple Regimes
by Ron Guido & Kathleen Walsh [Downloadable! (restricted)]
55-74 The SCoD Model: Analyzing Durations with a Semiparametric Copula Approach-super-
by Cornelia Savu & Wing Lon Ng [Downloadable! (restricted)]
75-111 Order Flow Patterns around Seasoned Equity Offerings and their Implications for Stock Price Movements-super-
by Sahn-Wook Huh & Avanidhar Subrahmanyam [Downloadable! (restricted)]

2003, Volume 4, Issue 3-4

101-123 Looking for Spot in the Presence of Futures-super-
by Krishna Ramaswamy & Patrick Waldron [Downloadable! (restricted)]
125-170 A Theory of Currency Board with Irrevocable Commitments-super-
by Alex W. H. Chan & Nai-fu Chen [Downloadable! (restricted)]
171-188 The Effect of Short Sale Constraint Removal on Volatility in the Presence of Heterogeneous Beliefs-super-
by Alan Kraus & Amir Rubin [Downloadable! (restricted)]
189-210 The Behavior and Performance of Foreign Investors in Emerging Equity Markets: Evidence from Taiwan
by Anchor Y. Lin & Peggy E. Swanson [Downloadable! (restricted)]

2003, Volume 4, Issue 1-2

1-27 Do Uniform Price Auctions Trade-off Higher Risk for Higher Return?-super-
by Jaclyn Beierlein & Hideaki Kiyoshi Kato [Downloadable! (restricted)]
29-48 Future Long-Horizon Performance Measurement Conditional on Past Survival-super-
by Philip Gray & Mark Whittaker [Downloadable! (restricted)]
49-78 Dynamic Optimality of Yield Curve Strategies-super-
by Takao Kobayashi & Akihiko Takahashi & Norio Tokioka [Downloadable! (restricted)]
79-99 Measuring Productive Efficiency of Stock Exchanges using Price Adjustment Coefficients
by Vijaya B. Marisetty [Downloadable! (restricted)]

2002, Volume 3, Issue 3-4

163-188 Bank Safety and Soundness and the Structure of Bank Supervision: A Cross-Country Analysis
by James R. Barth & Luis G. Dopico & Daniel E. Nolle & James A. Wilcox [Downloadable! (restricted)]
189-211 Impact of International Cross-listing on Local Exchanges: Evidence from Chile
by Vivekanand Jayakumar [Downloadable! (restricted)]
213-232 Do Reforms in Transition Economies Affect Foreign Bank Entry?
by Robert Lensink & Jakob Haan [Downloadable! (restricted)]
233-272 Testing Option Pricing Models with Stochastic Volatility, Random Jumps and Stochastic Interest Rates
by George J. Jiang [Downloadable! (restricted)]

2002, Volume 3, Issue 2

71-103 Corporate Governance in Asia: A Survey
by Stijn Claessens & Joseph P. H. Fan [Downloadable! (restricted)]
105-129 What Explains Cross-country Industry Growth Patterns? Trade, Development and the Equity Financing Channel
by Yuk Ying Chang & Sudipto Dasgupta [Downloadable! (restricted)]
131-161 Why Do Governments Privatize Abroad?
by Bernardo Bortolotti & Marcella Fantini & Carlo Scarpa [Downloadable! (restricted)]

2002, Volume 3, Issue 1

1-25 The Relative Importance of Domestic and Global Factors in Explaining Australian Stock Returns
by Peter Clarkson & Vanitha Ragunathan & John Nowland [Downloadable! (restricted)]
27-51 Foreign Firms Issuing Equity on US Exchanges: An Empirical Investigation of IPOs and SEOs
by Padma Kadiyala & Avanidhar Subrahmanyam [Downloadable! (restricted)]
53-69 Managerial Opportunism and Capital Structure Adjustments: Equity-for-debt Swap and Convertible Debt
by Nobuyuki Isagawa [Downloadable! (restricted)]

2001, Volume 2, Issue 4

205-215 Designing Markets for Developing Countries
by Maureen O'Hara [Downloadable! (restricted)]
217-234 Capital Structure Choices and Taxes: Evidence from the Australian Dividend Imputation Tax System
by Garry Twite [Downloadable! (restricted)]
235-246 The Short- and Long-run Performance of New Listings in Tunisia
by Samy Ben Naceur & Hatem Ghanem [Downloadable! (restricted)]
247-268 Simple Trading Rules and the Market for Internet Stocks
by Wai Mun Fong & Yat Wai Ho [Downloadable! (restricted)]

2001, Volume 2, Issue 3

113-149 An Analytic Solution for Interest Rate Swap Spreads
by Mark Grinblatt [Downloadable! (restricted)]
151-178 On the Demand Elasticity of Initial Public Offerings: An Analysis of Discriminatory Auctions
by Yu-Jane Liu & K. C. John Wei & Gwohorng Liaw [Downloadable! (restricted)]
179-202 Investing Public Pensions in the Stock Market: Implications for Risk Sharing, Capital Formation and Public Policy in the Developed and Developing World
by Deborah Lucas [Downloadable! (restricted)]

2001, Volume 2, Issue 1&2

1-19 Financial Structure and Financial Crisis
by Franklin Allen [Downloadable! (restricted)]
21-48 Family Control and Corporate Governance: Evidence from Taiwan
by Yin-hua Yeh & Tsun-siou Lee & Tracie Woidtke [Downloadable! (restricted)]
49-70 Privatization, Efficiency and Intra-industry Effects: Analysis of China's Privatization
by Isaac Otchere & Zonglan Zhang [Downloadable! (restricted)]
71-98 Investors' Herding on the Tokyo Stock Exchange
by Yoshio Iihara & Hideaki Kiyoshi Kato & Toshifumi Tokunaga [Downloadable! (restricted)]
99-112 The Hong Kong Currency Board During the 1997-8 Crisis: Problems and Solutions
by Nai-fu Chen [Downloadable! (restricted)]

2000, Volume 1, Issue 4

245-267 Changes in the Nikkei 500: New Evidence for Downward Sloping Demand Curves for Stocks
by Shinhua Liu [Downloadable! (restricted)]
269-294 Interest Rate, Currency and Equity Derivatives Valuation Using the Potential Approach
by Naosuke Nakamura & Fan Yu [Downloadable! (restricted)]
295-315 The Contributions of Professors Fischer Black, Robert Merton and Myron Scholes to the Financial Services Industry
by Terry Marsh & Takao Kobayashi [Downloadable! (restricted)]

2000, Volume 1, Issue 3

161-194 Large Shareholder Activism in Corporate Governance in Developing Countries: Evidence from India
by Jayati Sarkar & Subrata Sarkar [Downloadable! (restricted)]
195-227 Why Doesn't the Black--Scholes Model Fit Japanese Warrants and Convertible Bonds?
by Hirato Kuwahara & Terry A. Marsh [Downloadable! (restricted)]
229-244 Rules Governing the Transfer of Ownership: Wealth Effects and the Influence of Ownership Structure
by Henk Berkman & Farshid Navissi [Downloadable! (restricted)]

2000, Volume 1, Issue 2

81-96 Security Markets versus Bank Finance: Legal Enforcement and Investors' Protection
by Franco Modigliani & Enrico Perotti [Downloadable! (restricted)]
97-121 Yield Curve Risk in Japanese Government Bond Markets
by Kenneth J. Singleton [Downloadable! (restricted)]
123-142 A Variable Reduction Technique for Pricing Average-rate Options
by Hua He & Akihiko Takahashi [Downloadable! (restricted)]
143-159 Excess Risk Premia of Asian Banks
by Jianping (J.P.) Mei & Zheng Wang [Downloadable! (restricted)]

2000, Volume 1, Issue 1

1-1 Editorial
by Sheridan Titman [Downloadable! (restricted)]
3-8 Exchange Rate Policy Options for Southeast Asia
by Merton H. Miller [Downloadable! (restricted)]
11-38 Financial Structure, Corporate Finance and Economic Growth
by René M. Stulz [Downloadable! (restricted)]
39-51 Long-term Investments and Financial Structure
by Noriyuki Yanagawa [Downloadable! (restricted)]
53-80 On the Information Content of Bank Loan-loss Disclosures: A Theory and Evidence from Japan
by Scott Gibson [Downloadable! (restricted)]

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This page was last updated on 2008-11-26.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.