International Review of Finance Ltd.
International Review of Finance
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Web page: http://www.blackwellpublishing.com/journal.asp?ref=1369-412X
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Editor: Bruce D. Grundy
Editor: Naifu Chen
Editor: Ming Huang
Editor: Takao Kobayashi
Editor: Sheridan Titman
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registered editor(s): Takao Kobayashi
Sheridan Titman
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2013, Volume 13, Issue 1
- 39-65 Managerial Overconfidence and Share Repurchases
by Pei-Gi Shu & Yin-Hua Yeh & Tsui-Lin Chiang & Jui-Yi Hung - 67-91 Time-Varying Spillover Effects on Sectoral Equity Returns
by Hatice Ozer Balli & Faruk Balli & Rosmy Jean Louis - 93-110 Two-Factor Decomposition Analysis for Correlation between Mainland C hina and H ong K ong Stock Markets
by Kent Wang & Li Miao & Jiawei Li - 111-135 The Norm Theory of Capital Structure: International Evidence
by Swee-Sum Lam & Weina Zhang & Reginald Reagan Chua Lee
2012, Volume 12, Issue 4
- 375-397 Two Sides of a Coin: Endogenous and Exogenous Effects of Corporate Diversification on Firm Value
by Xi He - 399-434 Consequences of Riding Takeover Waves: A ustralian Evidence
by Lien Duong & Izan H. Y. Izan - 435-467 Internal Restructuring and Firm Survival
by Ronan Powell & Alfred Yawson - 469-490 Industry Merger Intensity and Cost of Capital
by Abdullah Mamun & Dev Mishra - 491-509 Do Financial Reforms Improve the Performance of Financial Holding Companies? The Case of T aiwan
by Meng-Chun Kao & Chien-Ting Lin & Lei Xu
2012, Volume 12, Issue 3
- 249-281 Executive Stock Options and Manipulated Stock-Price Performance
by Liu Zheng & Xianming Zhou - 283-304 Voluntary Cooperation in Terms of International Financial Supervision
by Pavel Diev - 305-327 The Effects of Market Makers and Stock Analysts in Emerging Markets
by Karolis Čekauskas & Reinis Gerasimovs & Vytautas Liatukas & Tālis J. Putniņš - 329-355 Dynamic Optimal Pension Fund Portfolios when Risk Preferences Are Heterogeneous among Pension Participants
by Toshiki Honda - 357-373 Disagreement in a Multi-Asset Market
by Xue-Zhong He & Lei Shi
2012, Volume 12, Issue 2
- 123-131 A Trust Crisis
by Renée Birgit Adams & Paola Sapienza & Luigi Zingales - 133-173 Is Pay a Matter of Values?
by Renée Birgit Adams & Renée Birgit Adams & Mariassunta Giannetti - 175-195 Governance Characteristics and the Market Reaction to the SEC 's Proxy Access Rule
by Renée Birgit Adams & Ali C. Akyol & Wei Fen Lim & Patrick Verwijmeren - 197-226 How to Sell a (Bankrupt) Company
by Renée Birgit Adams & Francesca Cornelli & Leonardo Felli - 227-248 Regulatory Pressure and Bank Directors’ Incentives to Attend Board Meetings
by Renée Birgit Adams & Renée Birgit Adams & Daniel Ferreira
2012, Volume 12, Issue 1
- 1-5 Foreword to Special Issue: Governance, Policy and the Crisis
by Renée Birgit Adams - 7-38 Governance and the Financial Crisis
by Renée Birgit Adams - 39-56 The Governance of Financial Regulation: Reform Lessons from the Recent Crisis
by Ross Levine - 57-87 How Has CEO Turnover Changed?
by Steven N. Kaplan & Bernadette A. Minton - 89-122 Executive Pay and Performance: Did Bankers’ Bonuses Cause the Crisis?
by Paul Gregg & Sarah Jewell & Ian Tonks
2011, Volume 11, Issue 4
- 417-444 Trading Mechanisms and Market Quality: Call Markets versus Continuous Auction Markets
by Weiyu Kuo & Yu‐Ching Li - 445-476 What Influences Trader Choice of Electronic versus Intermediated Execution?
by Ryan Garvey & Fei Wu - 477-514 Stock Price Informativeness and Corporate Governance: An International Study
by Jing Yu - 515-535 Decomposing the Income Insurance Channel across OECD and Emerging Markets
by Faruk Balli & Hatice Ozer Balli & Rosmy Jean Louis - 537-552 A Creative Institutional Response to Twin Problems of Liquidity and Information Gaps in Certain Emerging Markets
by Hammad Siddiqi
2011, Volume 11, Issue 3
- 269-301 The Impact of Liquidity Risk: A Fresh Look
by Sebastian Stange & Christoph Kaserer - 303-324 Global Volatility and Forex Returns in East Asia
by Sanjay Kalra - 325-351 A Dynamic Volume–Return Relation and Investors' Positive Feedback Trading
by Kotaro Miwa & Kazuhiro Ueda - 353-390 Low‐Frequency Volatility of Yen Interest Rate Swap Market in Relation to Macroeconomic Risk
by A.S.M. Sohel Azad & Victor Fang & J. Wickramanayake - 391-416 Do Private Equity Investors Create Value for Italian Initial Public Offerings?
by Antonio Meles
2011, Volume 11, Issue 2
- 155-179 Capital Market Access and Financing of Private Firms
by Vidhan K. Goyal & Alessandro Nova & Laura Zanetti - 181-211 Heterogeneity in the Speed of Adjustment toward Target Leverage
by Ralf Elsas & David Florysiak - 213-226 Capital Structure: New Evidence from the Ownership Structure
by Julio Pindado & Chabela De La Torre - 227-243 Is the Negative Relation Between Leverage and Historical Market‐To‐Book Specific to US and Information and Communication Technology Firms?
by W. Allard Bruinshoofd & Leo De Haan - 245-268 The Degree of Judicial Enforcement and Credit Markets: Evidence from Japanese Household Panel Data
by Charles Yuji Horioka & Shizuka Sekita
2011, Volume 11, Issue 1
- 1-17 Two Common Problems in Capital Structure Research: The Financial‐Debt‐To‐Asset Ratio and Issuing Activity Versus Leverage Changes
by Ivo Welch - 19-55 Monte Carlo Simulations and Capital Structure Research
by Xin Chang & Sudipto Dasgupta - 57-86 Optimal Expansion Financing and Prior Financial Structure
by Sudipto Sarkar - 87-121 The Detection and Dynamics of Financial Distress
by Julie Fitzpatrick & Joseph P. Ogden - 123-154 Information Asymmetry and Financing Decisions
by Wolfgang Bessler & Wolfgang Drobetz & Matthias C. Grüninger
2010, Volume 10, Issue s1
- 1-26 An Overview of the Crisis: Causes, Consequences, and Solutions-super-
by Franklin Allen & Elena Carletti - 27-61 Credit Default Swaps and the Stability of the Banking Sector-super-
by Frank Heyde & Ulrike Neyer - 63-91 Sophistication in Risk Management, Bank Equity, and Stability-super-
by Hans Gersbach & Jan Wenzelburger - 93-124 Financial Market Crises and Natural Resource Production
by James R. Brown & Lauren C. Lax & Bruce C. Petersen - 125-147 Trade Credit, Bank Credit and Financial Crisis-super-
by Inessa Love & Rida Zaidi
2010, Volume 10, Issue Financial Crises and Global Market Integration: Part II
- 149-183 Has the US Bond Market Lost its Edge to the Eurobond Market?
by Stavros Peristiani & Joao A. C. Santos - 185-207 Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives-super-
by Daniel R÷Sch & Harald Scheule - 209-240 Cross-Border Exposures and Financial Contagion
by Hans Degryse & Muhammad Ather Elahi & Maria Fabiana Penas - 241-262 Loan Sales and Loan Market Competition
by Jung-Hyun Ahn - 263-292 Financial Liberalization and Banking Crises: A Cross-Country Analysis-super-
by Apanard P. Angkinand & Wanvimol Sawangngoenyuang & Clas Wihlborg
2010, Volume 10, Issue 4
- 403-432 Does the Quality of Corporate Governance Affect Firm Valuation and Risk? Evidence from a Corporate Governance Scorecard in Hong Kong
by Yan‐Leung Cheung & Aris Stouraitis & Weiqiang Tan - 433-453 Managerial Performance and Closed‐End Country Fund Premiums: A Lead or Lag Relationship?
by Iuliana Ismailescu & Ben Branch - 455-483 Foreign Investors' Reaction to Lower Profitability – The Role of Information Asymmetry
by Tom Berglund & P. Joakim Westerholm - 485-518 On the Behavior and Determinants of Risk‐Based Capital Ratios: Revisiting the Evidence from UK Banking Institutions
by William B. Francis & Matthew Osborne
2010, Volume 10, Issue 3
- 293-312 Equity Options and Underlying Stocks' Behavior: Further Evidence from Japan-super-
by Shinhua Liu - 313-337 Corporate Disclosures: Strategic Donation of Information-super-
by Jhinyoung Shin & Rajdeep Singh - 339-363 The Role of Executive Stock Options in On-Market Share Buybacks-super-
by Asjeet S. Lamba & Vivek M. Miranda - 365-401 The Value of Imputation Tax Credits on Australian Hybrid Securities
by Clinton Feuerherdt & Stephen Gray & Jason Hall
2009, Volume 9, Issue 4
- 335-357 Common Divisors, Payout Persistence, and Return Predictability
by John Powell & Jing Shi & Tom Smith & Robert Whaley - 359-385 Corporate Diversification and Firm Value: Evidence from Post-1997 Data-super-
by Xi He - 387-403 Switching Between the Banking and Metals and Mining Sectors of Australia-super-
by Tariq Haque - 405-429 Market Price of Risk: A Comparison among the United States, United Kingdom, Australia and Japan-super-
by Kent Wang
2009, Volume 9, Issue 3
- 177-209 Banking Reforms for the 21st Century: A Perfectly Stable Banking System Based on Financial Innovations-super-
by Nai-Fu Chen - 211-241 Short Rate Dynamics and Regime Shifts-super-
by Haitao Li & Yuewu Xu - 243-268 Estimation Uncertainty and the Equity Premium-super-
by Hong Yan - 269-294 Common Risk Factors Versus a Mispricing Factor of Tokyo Stock Exchange Firms: Inquiries into the Fundamental Value Derived from Analyst Earnings Forecasts-super-
by Keiichi Kubota & Kazuyuki Suda & Hitoshi Takehara - 295-318 Effect of Price Limits: Initial Public Offerings versus Seasoned Equities-super-
by Yong H. Kim & J. Jimmy Yang - 319-333 Does the More Risk-Averse Investor hold a Less Risky Portfolio?-super-
by George Wong
2009, Volume 9, Issue 1-2
- 1-26 Determinants of Capital Structure for Japanese Multinational and Domestic Corporations-super-
by Shumi Akhtar & Barry Oliver - 27-50 Deal or No Deal, That is the Question: The Impact of Increasing Stakes and Framing Effects on Decision-Making under Risk
by Robert Brooks & Robert Faff & Daniel Mulino & Richard Scheelings - 51-81 A Stochastic Measure of International Competitiveness-super-
by Kenneth W. Clements & H. Y. Izan & Yihui Lan - 83-110 An Analysis of the Magnet Effect under Price Limits-super-
by Daphne Yan Du & Qianqiu Liu & S. Ghon Rhee - 111-131 Capital Investments and Stock Returns in Japan-super-
by Sheridan Titman & K.C. John Wei & Feixue Xie - 133-175 Pyramidal Discounts: Tunneling or Overinvestment?-super-
by Martin Holmén & Peter Högfeldt
2008, Volume 8, Issue 3-4
- 103-123 Ex-Dividend Day Behavior in the Absence of Taxes and Price Discreteness-super-
by Khamis Al Yahyaee & Toan Pham & Terry Walter - 125-157 Implications for Asset Pricing Puzzles of a Roll-over Assumption for the Risk-Free Asset-super-
by Geoffrey J. Warren - 159-178 Is Liquidity Symmetric? A Study of Newly Listed Internet and Technology Stocks
by David Michayluk & Karyn Neuhauser - 179-206 Effect of Investor Category Trading Imbalances on Stock Returns-super-
by David Colwell & Julia Henker & Terry Walter
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 - 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 - 57-80 Securitization and Rate Setting in the UK Mortgage Market-super-
by Amelia Pais - 81-102 Institutional Trading and Price Momentum
by Chih-Hsien Jerry Yu
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 - 105-118 Are Feedback Factors Important in Modeling Financial Data?
by Helena Veiga - 119-141 Stock Index Futures Prices and the Asian Financial Crisis-super-
by Taufiq Hassan & Shamsher Mohamad & Mohamad Ariff & Annuar Md Nassir - 143-160 Competition and Market Structure of National Association of Securities Dealers Automated Quotations
by Youngsoo Kim & Vikas Mehrotra
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 - 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 - 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 - 61-87 Profitability of Contrarian Strategies: Evidence from the Istanbul Stock Exchange-super-
by Recep Bildik & Güzhan Gülay
2006, Volume 6, Issue 3-4
- 99-128 A Theory of Precautionary Regulatory Capital in Banking-super-
by Phong T. H. Ngo - 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 - 157-176 An Empirical Comparison of Price-Limit Models-super-
by Tamir Levy & Joseph Yagil - 177-194 The Valuation Effects of Prime Rate Revisions: Is There an Advantage of Being First?-super-
by Mohamed Ariff & Asjeet S. Lamba
2006, Volume 6, Issue 1-2
- 1-23 On the Determinants and Dynamics of Dividend Policy
by Samy Ben Naceur & Mohamed Goaied & Amel Belanes - 25-41 Industry Clustering in Nordic Initial Public Offering Markets
by P. Joakim Westerholm - 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 - 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
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 - 149-174 Portfolio Concentration and Investment Manager Performance-super-
by Simone Brands & Stephen J. Brown & David R. Gallagher - 175-197 Forecasting and Finite Sample Performance of Short Rate Models: International Evidence-super-
by Sirimon Treepongkaruna - 199-218 Effect of Taxation on Equal Access Share Buybacks in Australia-super-
by Christine Brown & Katrina Efthim
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 - 31-54 Bond Term Premium Analysis in the Presence of Multiple Regimes
by Ron Guido & Kathleen Walsh - 55-74 The SCoD Model: Analyzing Durations with a Semiparametric Copula Approach-super-
by Cornelia Savu & Wing Lon Ng - 75-111 Order Flow Patterns around Seasoned Equity Offerings and their Implications for Stock Price Movements-super-
by Sahn-Wook Huh & Avanidhar Subrahmanyam
2003, Volume 4, Issue 3-4
- 101-123 Looking for Spot in the Presence of Futures-super-
by Krishna Ramaswamy & Patrick Waldron - 125-170 A Theory of Currency Board with Irrevocable Commitments-super-
by Alex W. H. Chan & Nai-fu Chen - 171-188 The Effect of Short Sale Constraint Removal on Volatility in the Presence of Heterogeneous Beliefs-super-
by Alan Kraus & Amir Rubin - 189-210 The Behavior and Performance of Foreign Investors in Emerging Equity Markets: Evidence from Taiwan
by Anchor Y. Lin & Peggy E. Swanson
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 - 29-48 Future Long-Horizon Performance Measurement Conditional on Past Survival-super-
by Philip Gray & Mark Whittaker - 49-78 Dynamic Optimality of Yield Curve Strategies-super-
by Takao Kobayashi & Akihiko Takahashi & Norio Tokioka - 79-99 Measuring Productive Efficiency of Stock Exchanges using Price Adjustment Coefficients
by Vijaya B. Marisetty
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 - 189-211 Impact of International Cross-listing on Local Exchanges: Evidence from Chile
by Vivekanand Jayakumar - 213-232 Do Reforms in Transition Economies Affect Foreign Bank Entry?
by Robert Lensink & Jakob Haan - 233-272 Testing Option Pricing Models with Stochastic Volatility, Random Jumps and Stochastic Interest Rates
by George J. Jiang
2002, Volume 3, Issue 2
- 71-103 Corporate Governance in Asia: A Survey
by Stijn Claessens & Joseph P. H. Fan - 105-129 What Explains Cross-country Industry Growth Patterns? Trade, Development and the Equity Financing Channel
by Yuk Ying Chang & Sudipto Dasgupta - 131-161 Why Do Governments Privatize Abroad?
by Bernardo Bortolotti & Marcella Fantini & Carlo Scarpa
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 - 27-51 Foreign Firms Issuing Equity on US Exchanges: An Empirical Investigation of IPOs and SEOs
by Padma Kadiyala & Avanidhar Subrahmanyam - 53-69 Managerial Opportunism and Capital Structure Adjustments: Equity-for-debt Swap and Convertible Debt
by Nobuyuki Isagawa
2001, Volume 2, Issue 4
- 205-215 Designing Markets for Developing Countries
by Maureen O'Hara - 217-234 Capital Structure Choices and Taxes: Evidence from the Australian Dividend Imputation Tax System
by Garry Twite - 235-246 The Short- and Long-run Performance of New Listings in Tunisia
by Samy Ben Naceur & Hatem Ghanem - 247-268 Simple Trading Rules and the Market for Internet Stocks
by Wai Mun Fong & Yat Wai Ho
2001, Volume 2, Issue 3
- 113-149 An Analytic Solution for Interest Rate Swap Spreads
by Mark Grinblatt - 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 - 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
2001, Volume 2, Issue 1&2
- 1-19 Financial Structure and Financial Crisis
by Franklin Allen - 21-48 Family Control and Corporate Governance: Evidence from Taiwan
by Yin-hua Yeh & Tsun-siou Lee & Tracie Woidtke - 49-70 Privatization, Efficiency and Intra-industry Effects: Analysis of China's Privatization
by Isaac Otchere & Zonglan Zhang - 71-98 Investors' Herding on the Tokyo Stock Exchange
by Yoshio Iihara & Hideaki Kiyoshi Kato & Toshifumi Tokunaga - 99-112 The Hong Kong Currency Board During the 1997-8 Crisis: Problems and Solutions
by Nai-fu Chen
2000, Volume 1, Issue 4
- 245-267 Changes in the Nikkei 500: New Evidence for Downward Sloping Demand Curves for Stocks
by Shinhua Liu - 269-294 Interest Rate, Currency and Equity Derivatives Valuation Using the Potential Approach
by Naosuke Nakamura & Fan Yu - 295-315 The Contributions of Professors Fischer Black, Robert Merton and Myron Scholes to the Financial Services Industry
by Terry Marsh & Takao Kobayashi
2000, Volume 1, Issue 3
- 161-194 Large Shareholder Activism in Corporate Governance in Developing Countries: Evidence from India
by Jayati Sarkar & Subrata Sarkar - 195-227 Why Doesn't the Black--Scholes Model Fit Japanese Warrants and Convertible Bonds?
by Hirato Kuwahara & Terry A. Marsh - 229-244 Rules Governing the Transfer of Ownership: Wealth Effects and the Influence of Ownership Structure
by Henk Berkman & Farshid Navissi
2000, Volume 1, Issue 2
- 81-96 Security Markets versus Bank Finance: Legal Enforcement and Investors' Protection
by Franco Modigliani & Enrico Perotti - 97-121 Yield Curve Risk in Japanese Government Bond Markets
by Kenneth J. Singleton - 123-142 A Variable Reduction Technique for Pricing Average-rate Options
by Hua He & Akihiko Takahashi - 143-159 Excess Risk Premia of Asian Banks
by Jianping (J.P.) Mei & Zheng Wang
2000, Volume 1, Issue 1
- 1-1 Editorial
by Sheridan Titman - 3-8 Exchange Rate Policy Options for Southeast Asia
by Merton H. Miller - 11-38 Financial Structure, Corporate Finance and Economic Growth
by René M. Stulz - 39-51 Long-term Investments and Financial Structure
by Noriyuki Yanagawa - 53-80 On the Information Content of Bank Loan-loss Disclosures: A Theory and Evidence from Japan
by Scott Gibson