International Review of Financial Analysis
2017, Volume 50, Issue C
- 1-26 Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest
by Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George
- 27-43 Board involvement in the M&A negotiation process
by Demirtaş, Gül
- 44-51 Portfolio performance across genders and generations: The role of financial innovation
by Davydov, Denis & Florestedt, Otto & Peltomäki, Jarkko & Schön, Marcus
- 52-66 Predictability and diversification benefits of investing in commodity and currency futures
by Cotter, John & Eyiah-Donkor, Emmanuel & Potì, Valerio
- 67-80 Financial distress prediction: The case of French small and medium-sized firms
by Mselmi, Nada & Lahiani, Amine & Hamza, Taher
- 81-100 Gender-diverse board and the relevance of voluntary CSR reporting
by Nekhili, Mehdi & Nagati, Haithem & Chtioui, Tawhid & Nekhili, Ali
- 101-110 Board structure and corporate risk taking in the UK financial sector
by Akbar, Saeed & Kharabsheh, Buthiena & Poletti-Hughes, Jannine & Shah, Syed Zulfiqar Ali
- 111-128 The ‘competition–stability/fragility’ nexus: A comparative analysis of Islamic and conventional banks
by Kabir, Md. Nurul & Worthington, Andrew C.
- 129-142 Monetary policy, bank lending and corporate investment
by Vithessonthi, Chaiporn & Schwaninger, Markus & Müller, Matthias O.
- 143-150 Quantitative wave model of macro-finance
by Olkhov, Victor
- 151-163 Bank systemic risk and corporate investment: Evidence from the US
by Adachi-Sato, Meg & Vithessonthi, Chaiporn
- 164-175 Firm life cycle and idiosyncratic volatility
by Hasan, Mostafa Monzur & Habib, Ahsan
2017, Volume 49, Issue C
- 1-11 Effects of common factors on stock correlation networks and portfolio diversification
by Eom, Cheoljun & Park, Jong Won
- 12-23 Controlling shareholders and market timing: Evidence from cross-listing events
by Esqueda, Omar A.
- 24-34 Oral intervention in China: Efficacy of Chinese exchange rate communications
by Zhang, Zhichao & Li, He & Zhang, Chuanjie
- 35-47 Information content of analyst recommendations in the banking industry
by Premti, Arjan & Garcia-Feijoo, Luis & Madura, Jeff
- 48-58 The price of shelter - Downside risk reduction with precious metals
by Bredin, Don & Conlon, Thomas & Potì, Valerio
- 59-68 A tale of fragmentation: Corporate funding in the euro-area bond market
by Zaghini, Andrea
- 69-82 Limited attention by lenders and small business debt financing: Advertising as attention grabber
by Ding, Shujun & Jia, Chunxin & Wu, Zhenyu & Yuan, Wenlong
- 83-97 The relationship between pension funds and the stock market: Does the aging population of Europe affect it?
by Alda, Mercedes
- 98-112 Board diversity and financial fragility: Evidence from European banks
by Farag, Hisham & Mallin, Chris
- 113-127 FX technical trading rules can be profitable sometimes!
by Zarrabi, Nima & Snaith, Stuart & Coakley, Jerry
- 128-137 Underwriters' allocation with and without discretionary power: Evidence from the Hong Kong IPO market
by Mazouz, Khelifa & Mohamed, Abdulkadir & Saadouni, Brahim & Yin, Shuxing
- 138-145 Variables in dollar terms versus in rate terms: The case of market feedback on merger negotiations
by Chou, Hsin-I & Li, Baibing & Yin, Xiangkang & Zhao, Jing
- 146-154 The effect of data breach announcements beyond the stock price: Empirical evidence on market activity
by Rosati, Pierangelo & Cummins, Mark & Deeney, Peter & Gogolin, Fabian & van der Werff, Lisa & Lynn, Theo
- 155-165 Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries
by Bouri, Elie & de Boyrie, Maria E. & Pavlova, Ivelina
- 166-175 Modeling the dynamics of institutional, foreign, and individual investors through price consensus
by Kwon, Do-Gyun & Kim, Jang Ho & Lee, Yongjae & Kim, Woo Chang
- 176-190 Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: Inter-day versus intra-day data
by Degiannakis, Stavros & Potamia, Artemis
2016, Volume 48, Issue C
- 1-11 Financial literacy and over-indebtedness in low-income households
by French, Declan & McKillop, Donal
- 12-20 Can SRI funds better resist global financial crisis? Evidence from Japan
by Nakai, Miwa & Yamaguchi, Keiko & Takeuchi, Kenji
- 21-30 CEO's managerial power, board committee memberships and idiosyncratic volatility
by Tan, Monica & Liu, Bin
- 31-45 Modeling the dependence structures of financial assets through the Copula Quantile-on-Quantile approach
by Sim, Nicholas
- 46-54 The impacts of economic importance difference of a joint venture (JV) held by partners and partners' size difference on the extraction of rivalrous and non-rivalrous private benefits in a JV
by Zhang, Xiaoxiang & Wen, Jie
- 55-66 Reviewing the hedge funds literature II: Hedge funds' returns and risk management characteristics
by El Kalak, Izidin & Azevedo, Alcino & Hudson, Robert
- 67-84 The role of analyst forecasts in the momentum effect
by Low, Rand Kwong Yew & Tan, Enoch
- 85-97 Reviewing the hedge funds literature I: Hedge funds and hedge funds' managerial characteristics
by El Kalak, Izidin & Azevedo, Alcino & Hudson, Robert
- 98-109 Liquidity creation, regulatory capital, and bank profitability
by Tran, Vuong Thao & Lin, Chien-Ting & Nguyen, Hoa
- 110-124 Cash flow timing skills of socially responsible mutual fund investors
by Muñoz, Fernando
- 125-139 The association between earnings quality and the cost of equity capital: Evidence from the UK
by Eliwa, Yasser & Haslam, Jim & Abraham, Santhosh
- 140-149 Herd behavior and equity market liquidity: Evidence from major markets
by Galariotis, Emilios C. & Krokida, Styliani-Iris & Spyrou, Spyros I.
- 150-161 Time-varying risk, mispricing attributes, and the accrual premium
by Simlai, Prodosh E.
- 162-181 A macro-analysis of financial decisions: An examination of special dividend announcements
by Beladi, Hamid & Chao, Chi Chur & Hu, May
- 182-192 Asymmetries of the intraday return-volatility relation
by Badshah, Ihsan & Frijns, Bart & Knif, Johan & Tourani-Rad, Alireza
- 193-208 Multiple lead underwriting syndicate and IPO pricing
by Vithanage, Kulunu & Neupane, Suman & Chung, Richard
- 209-220 Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries
by Boldanov, Rustam & Degiannakis, Stavros & Filis, George
- 221-232 Does investor sentiment really matter?
by Chau, Frankie & Deesomsak, Rataporn & Koutmos, Dimitrios
- 233-246 Buying versus renting – Determinants of the net present value of home ownership for individual households
by Tabner, Isaac T.
- 247-260 Herd mentality in the stock market: On the role of idiosyncratic participants with heterogeneous information
by Dang, Ha V. & Lin, Mi
- 261-271 Are real options a missing piece in the diversification-value puzzle?
by de Andrés, Pablo & de la Fuente, Gabriel & Velasco, Pilar
- 272-281 Trade the tweet: Social media text mining and sparse matrix factorization for stock market prediction
by Sun, Andrew & Lachanski, Michael & Fabozzi, Frank J.
- 282-291 A melting pot — Gold price forecasts under model and parameter uncertainty
by Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert
- 292-302 Are regulatory capital adequacy ratios good indicators of bank failure? Evidence from US banks
by Abou-El-Sood, Heba
- 303-311 Time-varying risk premium yield spread effect in term structure and global financial crisis: Evidence from Europe
by Choudhry, Taufiq
- 312-330 What drives asymmetric dependence structure of asset return comovements?
by Poshakwale, Sunil S. & Mandal, Anandadeep
- 331-349 New findings on repurchase anomaly — The first-month effect
by Li, Lingxiang
- 350-366 The market valuation of M&A announcements in the United Kingdom
by Andriosopoulos, Dimitris & Yang, Shuai & Li, Wei-an
- 367-375 Bond market investor herding: Evidence from the European financial crisis
by Galariotis, Emilios C. & Krokida, Styliani-Iris & Spyrou, Spyros I.
- 376-387 Banking industry performance in the wake of the global financial crisis
by Bhimjee, Diptes C. & Ramos, Sofia B. & Dias, José G.
- 388-405 On the intensity of liquidity spillovers in the Eurozone
by Smimou, K. & Khallouli, W.
- 406-418 Dynamic spillover effects in futures markets: UK and US evidence
by Antonakakis, Nikolaos & Floros, Christos & Kizys, Renatas
- 419-434 Asian financial integration: Global or regional? Evidence from money and bond markets
by Rughoo, Aarti & You, Kefei
2016, Volume 47, Issue C
- 1-6 Bankruptcy practice in India
by Branch, Ben & Khizer, Abdul
- 7-14 On the “usual” misunderstandings between econophysics and finance: Some clarifications on modelling approaches and efficient market hypothesis
by Ausloos, Marcel & Jovanovic, Franck & Schinckus, Christophe
- 15-23 Is there a link between politics and stock returns? A literature survey
by Wisniewski, Tomasz Piotr
- 24-38 Managerial sentiment, consumer confidence and sector returns
by Salhin, Ahmed & Sherif, Mohamed & Jones, Edward
- 39-49 Are stock markets really efficient? Evidence of the adaptive market hypothesis
by Urquhart, Andrew & McGroarty, Frank
- 50-59 Media sentiment and CDS spread spillovers: Evidence from the GIIPS countries
by Apergis, Nicholas & Lau, Marco Chi Keung & Yarovaya, Larisa
- 60-69 Dynamic conditional copula correlation and optimal hedge ratios with currency futures
by Kotkatvuori-Örnberg, Juha
- 70-85 Validation of default probability models: A stress testing approach
by Tsukahara, Fábio Yasuhiro & Kimura, Herbert & Sobreiro, Vinicius Amorim & Zambrano, Juan Carlos Arismendi
- 86-98 Does it pay to be different? Relative CSR and its impact on firm value
by Ding, David K. & Ferreira, Christo & Wongchoti, Udomsak
- 99-108 The information content of issuer rating changes: Evidence for the G7 stock markets
by Hu, Haoshen & Kaspereit, Thomas & Prokop, Jörg
- 109-118 An examination of the benefits of dynamic trading strategies in U.K. closed-end funds
by Fletcher, Jonathan & Basu, Devraj
- 119-132 Earnout financing in the financial services industry
by Barbopoulos, Leonidas G. & Molyneux, Phil & Wilson, John O.S.
- 133-141 Implied volatility index for the Norwegian equity market
by Bugge, Sebastian A. & Guttormsen, Haakon J. & Molnár, Peter & Ringdal, Martin
- 142-153 Size and power of tests based on Permanent-Transitory Component Models
by Casalin, Fabrizio
- 154-165 Interest rate spreads and banking system efficiency: General considerations with an application to the transition economies of Central and Eastern Europe
by Agapova, Anna & McNulty, James E.
- 166-178 The impact of the French securities transaction tax on market liquidity and volatility
by Capelle-Blancard, Gunther & Havrylchyk, Olena
- 179-196 Are chartists artists? The determinants and profitability of recommendations based on technical analysis
by Gerritsen, Dirk F.
- 197-204 The business of sport and the sport of business: A review of the compensation literature in finance and sports
by Garner, Jacqueline & Humphrey, Phillip R. & Simkins, Betty
- 205-221 Fund managers' herding and the sensitivity of fund flows to past performance
by Casavecchia, Lorenzo
- 222-228 Optimism pattern of all-star analysts
by Krolikowski, Marcin W. & Chen, Gaole & Mohr, Joseph E.
- 229-242 Determinants of asymmetric return comovements of gold and other financial assets
by Poshakwale, Sunil S. & Mandal, Anandadeep
- 243-255 International stock market cointegration under the risk-neutral measure
by Gagnon, Marie-Hélène & Power, Gabriel J. & Toupin, Dominique
- 256-266 Breaking down the barriers between econophysics and financial economics
by Jovanovic, Franck & Schinckus, Christophe
- 267-269 Editorial: The 20th anniversary of econophysics: Where we are and where we are going
by McCauley, Joseph & Roehner, Bertrand & Stanley, Eugene & Schinckus, Christophe
- 270-280 Market ecologies: The effect of information on the interaction and profitability of technical trading strategies
by Jackson, Antony & Ladley, Daniel
- 281-296 A note on the relationship between high-frequency trading and latency arbitrage
by Manahov, Viktor
- 297-303 A generalized probability framework to model economic agents' decisions under uncertainty
by Haven, Emmanuel & Sozzo, Sandro
- 304-309 A quantum derivation of a reputational risk premium
by Pineiro-Chousa, Juan & Vizcaíno-González, Marcos
- 310-327 A thermodynamical view on asset pricing
by Gündüz, Güngör & Gündüz, Yalin
- 328-342 Sand in the wheels or wheels in the sand? Tobin taxes and market crashes
by Lavička, H. & Lichard, T. & Novotný, J.
- 343-352 Negative bubbles and shocks in cryptocurrency markets
by Fry, John & Cheah, Eng-Tuck
- 353-371 Dynamic efficiency of stock markets and exchange rates
by Sensoy, Ahmet & Tabak, Benjamin M.
- 372-381 On Economic Space notion
by Olkhov, Victor
2016, Volume 46, Issue C
- 1-11 Cash holdings and bond returns around takeovers
by Podolski, Edward J. & Truong, Cameron & Veeraraghavan, Madhu
- 12-19 Coauthorship and subauthorship patterns in financial economics
by Andrikopoulos, Andreas & Economou, Labriana
- 20-32 Financial sector development and dollarization in emerging economies
by Marcelin, Isaac & Mathur, Ike
- 33-45 Do industrial and geographic diversifications have different effects on earnings management? Evidence from UK mergers and acquisitions
by Vasilescu, Camelia & Millo, Yuval
- 46-61 The channels of monetary policy triggered by central bank actions and statements in the Australian equity market
by McCredie, Bronwyn & Docherty, Paul & Easton, Steve & Uylangco, Katherine
- 62-69 The financial and fiscal stress interconnectedness: The case of G5 economies
by Magkonis, Georgios & Tsopanakis, Andreas
- 70-83 Voluntary profit forecast disclosures, IPO pricing revisions and after-market earnings drift
by McGuinness, Paul B.
- 84-103 Risk-return trade-off for European stock markets
by Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S.
- 104-112 Disposition effect as a behavioral trading activity elicited by investors' different risk preferences
by Shoji, Isao & Kanehiro, Sumei
- 113-123 Nonlinear association between ownership concentration and leverage: The role of family control
by Lo, Huai-Chun & Ting, Irene Wei Kiong & Kweh, Qian Long & Yang, Ming Jing
- 124-130 A nuanced perspective on episteme and techne in finance
by Millo, Yuval & Schinckus, Christophe
- 131-139 Should the insurance industry be banking on risk escalation for solvency II?
by Bryce, Cormac & Webb, Rob & Cheevers, Carly & Ring, P. & Clark, G.
- 140-150 Information asymmetry, leverage and firm value: Do crisis and growth matter?
by Fosu, Samuel & Danso, Albert & Ahmad, Wasim & Coffie, William
- 151-158 An unreliable canary: Insider trading, the cash flow hypothesis and the financial crisis
by Lambe, Brendan J.
- 159-175 The tone of financial news and the perceptions of stock and CDS traders
by Liebmann, Michael & Orlov, Alexei G. & Neumann, Dirk
- 176-190 The effect of bidder conservatism on M&A decisions: Text-based evidence from US 10-K filings
by Ahmed, Yousry & Elshandidy, Tamer
- 191-201 The relative informational efficiency of corporate retail bonds: Evidence from the London Stock Exchange
by Tolikas, Konstantinos
- 202-210 Benefits from social trading? Empirical evidence for certificates on wikifolios
by Oehler, Andreas & Horn, Matthias & Wendt, Stefan
- 211-218 Oil market modelling: A comparative analysis of fundamental and latent factor approaches
by Cummins, Mark & Dowling, Michael & Kearney, Fearghal
- 219-226 Is idiosyncratic volatility priced in commodity futures markets?
by Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Miffre, Joëlle
- 227-236 Analyst coverage: Does the listing location really matter?
by Hassan, Omaima A.G. & Skinner, Frank S.
- 239-256 Analyzing hedging strategies for fixed income portfolios: A Bayesian approach for model selection
by Bessler, Wolfgang & Leonhardt, Alexander & Wolff, Dominik
- 257-265 Latency reduction and market quality: The case of the Australian Stock Exchange
by Murray, Hamish & Pham, Thu Phuong & Singh, Harminder
- 266-280 Oil price and stock market co-movement: What can we learn from time-scale approaches?
by Ftiti, Zied & Guesmi, Khaled & Abid, Ilyes
- 281-294 Interest parity, cointegration, and the term structure: Testing in an integrated framework
by Georgoutsos, Dimitris A. & Kouretas, Georgios P.
- 295-308 Impact of foreign directors on board meeting frequency
by Hahn, Peter D. & Lasfer, Meziane
- 309-325 Corporate debt maturity in the MENA region: Does institutional quality matter?
by Awartani, Basel & Belkhir, Mohamed & Boubaker, Sabri & Maghyereh, Aktham
- 326-345 Stock market risk in the financial crisis
by Grout, Paul A. & Zalewska, Anna
- 346-360 Will the crisis “tear us apart”? Evidence from the EU
by Pappas, Vasileios & Ingham, Hilary & Izzeldin, Marwan & Steele, Gerry
- 361-379 A lost century in economics: Three theories of banking and the conclusive evidence
by Werner, Richard A.
2016, Volume 45, Issue C
- 1-17 Financial reporting language in financial statements: Does pessimism restrict the potential for managerial opportunism?
by Iatridis, George Emmanuel
- 18-30 The effect of accounting academics in the boardroom on the value relevance of financial reporting information
by Huang, Haijie & Lee, Edward & Lyu, Changjiang & Zhu, Zhenmei
- 31-38 The modified dividend–price ratio
by Polimenis, Vassilis & Neokosmidis, Ioannis M.
- 39-46 Influential investors in online stock forums
by Ackert, Lucy F. & Jiang, Lei & Lee, Hoan Soo & Liu, Jie
- 47-53 Are Japanese margin buyers informed?
by Lee, Bong-Soo & Ko, Kwangsoo
- 54-61 Does institutional ownership increase stock return volatility? Evidence from Vietnam
by Vo, Xuan Vinh
- 62-78 The effect of financial transaction tax on market liquidity and volatility: An Italian perspective
by Hvozdyk, Lyudmyla & Rustanov, Serik
- 79-96 Ownership, analyst coverage, and stock synchronicity in China
by Feng, Xunan & Hu, Na & Johansson, Anders C.
- 97-106 Real option component of cash holdings, business cycle, and stock returns
by Chen, Jiun-Lin & Jia, Z. Tingting & Sun, Ping-Wen
- 107-120 Sentiment volatility and bank lending behavior
by Caglayan, Mustafa & Xu, Bing
- 121-133 Realized hedge ratio: Predictability and hedging performance
by Markopoulou, Chrysi E. & Skintzi, Vasiliki D. & Refenes, Apostolos-Paul N.
- 134-149 Labor protection and corporate Debt maturity: International evidence
by Belkhir, Mohamed & Ben-Nasr, Hamdi & Boubaker, Sabri
- 150-156 Google searches and stock returns
by Bijl, Laurens & Kringhaug, Glenn & Molnár, Peter & Sandvik, Eirik
- 157-171 An international study of shareholder protection in freeze-out M&A transactions
by Ouyang, Wenjing & Zhu, Pengcheng
- 172-179 Credit market concentration, relationship lending and the cost of debt
by Bonini, Stefano & Dell'Acqua, Alberto & Fungo, Matteo & Kysucky, Vlado
- 180-188 Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis
by Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola
- 189-201 Hedge fund allocation: Evaluating parametric and nonparametric forecasts using alternative portfolio construction techniques
by Subbiah, Mohan & Fabozzi, Frank J.
- 202-214 Return predictability following different drivers of large price changes
by Patel, Vinay & Michayluk, David
- 215-229 Futures markets and fundamentals of base metals
by Fernandez, Viviana
- 230-239 Linkages between the ADR market and home country macroeconomic fundamentals: Evidence in the context of the BRICs
by Gupta, Rakesh & Yuan, Tian & Roca, Eduardo
- 240-262 Institutional investors: Arbitrageurs or rational trend chasers
by Zeng, Yeqin
- 263-272 The use of management forecasts to dampen analysts' expectations by Chinese listed firms
by Huang, Wei
- 273-282 How profitable are FX technical trading rules?
by Coakley, Jerry & Marzano, Michele & Nankervis, John
- 283-294 The earnout structure matters: Takeover premia and acquirer gains in earnout financed M&As
by Barbopoulos, Leonidas G. & Adra, Samer
- 295-305 Deflation, bank credit growth, and non-performing loans: Evidence from Japan
by Vithessonthi, Chaiporn
- 308-319 Ownership, interest rates and bank risk-taking in Central and Eastern European countries
by Drakos, Anastassios A. & Kouretas, Georgios P. & Tsoumas, Chris
- 320-331 Mortgage contract design and systemic risk immunization
by Poitras, Geoffrey & Zanotti, Giovanna
- 332-349 Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
by Karanasos, Menelaos & Yfanti, Stavroula & Karoglou, Michail
- 350-355 Evaluation of the Federal Reserve's financial-crisis timeline
by Vortelinos, Dimitrios I.
- 356-366 A comparison of the stock market reactions of convertible bond offerings between financial and non-financial institutions: Do they differ?
by Li, Hui & Liu, Hong & Siganos, Antonios
- 367-382 The nature and determinants of disclosure practices in the insurance industry: Evidence from European insurers
by Malafronte, Irma & Porzio, Claudio & Starita, Maria Grazia
2016, Volume 44, Issue C
- 1-17 Short selling, margin trading, and the incorporation of new information into prices
by Chen, Jun & Kadapakkam, Palani-Rajan & Yang, Ting
- 18-33 Deliberate premarket underpricing and aftermarket mispricing: New insights on IPO pricing
by Reber, Beat & Vencappa, Dev
- 34-55 Intraday risk management in International stock markets: A conditional EVT approach
by Karmakar, Madhusudan & Paul, Samit
- 56-64 Do targets grab the cash in takeovers: The role of earnings management
by Campa, Domenico & Hajbaba, Amir
- 65-77 Efficient estimation of lower and upper bounds for pricing higher-dimensional American arithmetic average options by approximating their payoff functions
by Jin, Xing & Yang, Cheng-Yu
- 78-85 Some extensions of the CAPM for individual assets
by Vendrame, Vasco & Tucker, Jon & Guermat, Cherif
- 86-97 ‘Cleantech’ venture capital around the world
by Cumming, Douglas & Henriques, Irene & Sadorsky, Perry
- 98-110 UK equity mutual fund alphas make a comeback
by Mateus, Irina B. & Mateus, Cesario & Todorovic, Natasa
- 111-122 Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom
by Antonakakis, Nikolaos & Floros, Christos
- 123-138 Another January effect—Evidence from stock split announcements
by Beladi, Hamid & Chao, Chi Chur & Hu, May
- 139-148 Asset price bubbles and economic welfare
by Narayan, Paresh Kumar & Sharma, Susan Sunila & Phan, Dinh Hoang Bach
- 149-161 Overnight interbank markets and the determination of the interbank rate: A selective survey
by Green, Christopher & Bai, Ye & Murinde, Victor & Ngoka, Kethi & Maana, Isaya & Tiriongo, Samuel
- 162-176 A review of behavioural and management effects in mutual fund performance
by Cuthbertson, Keith & Nitzsche, Dirk & O'Sullivan, Niall
- 177-188 Price discovery of cross-listed firms
by Ghadhab, Imen & Hellara, Slaheddine
- 189-204 A Markov switching unobserved component analysis of the CDX index term premium
by Calice, Giovanni & Ioannidis, Christos & Miao, RongHui
- 205-216 US firms – How global are they? A longitudinal study
by O'Hagan-Luff, Martha & Berrill, Jenny
- 217-225 Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach
by Li, Haiqi & Kim, Myeong Jun & Park, Sung Y.
- 226-237 Global commodities and African stocks: A ‘market of one?’
by Boako, Gideon & Alagidede, Paul
2016, Volume 43, Issue C
- 1-14 Diamonds vs. precious metals: What shines brightest in your investment portfolio?
by Low, Rand Kwong Yew & Yao, Yiran & Faff, Robert
- 15-30 The Christmas effect—Special dividend announcements
by Beladi, Hamid & Chao, Chi Chur & Hu, May
- 31-40 Realism, skill, and incentives: Current and future trends in investment management and investment performance
by Mason, Andrew & Agyei-Ampomah, Sam & Skinner, Frank
- 41-47 Global versus local beta models: A partitioned distribution approach
by Bramante, Riccardo & Zappa, Diego
- 48-61 Recent advances in hedge funds' performance attribution: Performance persistence and fundamental factors
by Stafylas, Dimitrios & Anderson, Keith & Uddin, Moshfique
- 62-75 The roles of past returns and firm fundamentals in driving US stock price movements
by Hong, KiHoon & Wu, Eliza
- 76-95 Explaining turn of the year order flow imbalance
by Chelley-Steeley, Patricia L. & Lambertides, Neophytos & Steeley, James M.
- 96-114 Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures
by Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco
- 115-127 Impact of speculation and economic uncertainty on commodity markets
by Andreasson, Pierre & Bekiros, Stelios & Nguyen, Duc Khuong & Uddin, Gazi Salah
- 128-134 Does portfolio margining make borrowing more attractive?
by Matsypura, Dmytro & Pauwels, Laurent L.
- 135-145 The effect of size on the failure probabilities of SMEs: An empirical study on the US market using discrete hazard model
by El Kalak, Izidin & Hudson, Robert
- 146-158 Credit growth in Central, Eastern, and South-Eastern Europe: The case of foreign bank subsidiaries
by Iwanicz-Drozdowska, Małgorzata & Witkowski, Bartosz
2015, Volume 42, Issue C
- 4-23 Bidder contests in international mergers and acquisitions: The impact of toeholds, preemptive bidding, and termination fees
by Bessler, Wolfgang & Schneck, Colin & Zimmermann, Jan
- 24-37 Geographic location, excess control rights, and cash holdings
by Boubaker, Sabri & Derouiche, Imen & Lasfer, Meziane
- 38-52 Balancing the regulation and taxation of banking
by Chaudhry, Sajid Mukhtar & Mullineux, Andrew & Agarwal, Natasha
- 53-63 The social, environmental and ethical performance of Chinese companies: Evidence from the Shanghai Stock Exchange
by Farag, Hisham & Meng, Qingwei & Mallin, Chris
- 64-75 Performance evaluation of bankruptcy prediction models: An orientation-free super-efficiency DEA-based framework
by Mousavi, Mohammad M. & Ouenniche, Jamal & Xu, Bing
- 76-97 The benefits of international diversification: market development, corporate governance, market cap, and structural change effects
by Switzer, Lorne N. & Tahaoglu, Cagdas
- 98-108 Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange
by Hoang, Thi-Hong-Van & Lean, Hooi Hooi & Wong, Wing-Keung
- 109-131 Time-varying regional and global integration and contagion: Evidence from style portfolios
by Cho, Sungjun & Hyde, Stuart & Nguyen, Ngoc
- 132-140 Cross-market volatility index with Factor-DCC
by Aboura, Sofiane & Chevallier, Julien
- 141-152 Assessing the accuracy and dispersion of real estate investment forecasts
by Papastamos, Dimitrios & Matysiak, George & Stevenson, Simon
- 153-161 The EMU effects on asset market holdings and the recent financial crisis
by Palaiodimos, George & Tzavalis, Elias
- 162-171 Political uncertainty and the 2012 US presidential election: A cointegration study of prediction markets, polls and a stand-out expert
by Goodell, John W. & McGroarty, Frank & Urquhart, Andrew
- 172-182 Long memory and level shifts in REITs returns and volatility
by Assaf, Ata
- 183-198 Commonality on Euronext: Do location and account type matter?
by D'Hondt, Catherine & Majois, Christophe & Mazza, Paolo
- 199-210 Which heuristics can aid financial-decision-making?
by Forbes, William & Hudson, Robert & Skerratt, Len & Soufian, Mona