Elsevier
International Review of Financial Analysis
Download restrictions: Full text for ScienceDirect subscribers only
Editor:
Additional information is available for the following
registered editor(s): Brian M. Lucey
For corrections or technical questions regarding this series, please contact
(Zhang, Lei)
Series handle: repec:eee:finana
Citations RSS feed: at CitEc
Top item:
Citations RSS feed: at CitEc
Impact factors
- Simple (last 10 years)
- Recursive (10)
- Discounted (10)
- Recursive discounted (10)
- H-Index (10)
- Aggregate (10)
Top item:
- By citations
- By downloads (last 12 months)
2015, Volume 37, Issue C
- 1-13 Corporate international diversification and risk
by Krapl, Alain A. - 14-28 Monetary policy, exchange rates and stock prices in the Middle East region
by Abouwafia, Hashem E. & Chambers, Marcus J. - 29-39 Local versus foreign banks: A home market advantage in loan syndications
by Vu, Tram & Do, Viet & Skully, Michael - 40-50 Time-variation in the impact of news sentiment
by Smales, Lee A. - 63-72 An analysis of involuntary excess reserves, monetary policy and risk-taking behaviour of Chinese Banks
by Nguyen, Vu Hong Thai & Boateng, Agyenim - 73-88 The motives of cash reserve and bidder cash reserve effects
by Gao, Ning - 89-102 Liquidity and resolution of uncertainty in the European carbon futures market
by Kalaitzoglou, Iordanis Angelos & Ibrahim, Boulis Maher - 103-112 Direct versus indirect regression estimates of foreign exchange cash flow exposure
by Krapl, Alain & O'Brien, Thomas J. - 113-128 The effects of quantitative easing on the volatility of the gilt-edged market
by Steeley, James M. & Matyushkin, Alexander - 129-139 Credit contagion in the presence of non-normal shocks
by Batiz-Zuk, Enrique & Christodoulakis, George & Poon, Ser-Huang - 140-147 The effect of ownership structure on the price earnings ratio — returns anomaly
by Houmes, Robert & Chira, Inga - 148-167 The impact of liquidity on senior credit index spreads during the subprime crisis
by Marra, Miriam - 168-183 Quality of bank capital and bank lending behavior during the global financial crisis
by Košak, Marko & Li, Shaofang & Lončarski, Igor & Marinč, Matej - 184-193 The conditional pricing of systematic and idiosyncratic risk in the UK equity market
by Cotter, John & Sullivan, Niall O' & Rossi, Francesco - 194-207 Do firms use dividend changes to signal future profitability? A simultaneous equation analysis
by Liu, Chinpiao & Chen, An-Sing
2014, Volume 36, Issue C
- 1-19 Can banks individually create money out of nothing? — The theories and the empirical evidence
by Werner, Richard A. - 20-35 Financial liberalization and contagion with unobservable savings
by Panetti, Ettore - 36-45 Returns and volatility spillover in the European banking industry during global financial crisis: Flight to perceived quality or contagion?
by Choudhry, Taufiq & Jayasekera, Ranadeva - 46-56 Vine copulas and applications to the European Union sovereign debt analysis
by Zhang, Dalu - 57-70 Does linkage fuel the fire? The transmission of financial stress across the markets
by Chau, Frankie & Deesomsak, Rataporn - 71-77 How do banks create money, and why can other firms not do the same? An explanation for the coexistence of lending and deposit-taking
by Werner, Richard A. - 78-83 The parlous state of macroeconomics and the optimal financial structure
by Goodhart, C.A.E. - 84-86 Observations on the UK Banking Industry
by Cable, Vince - 87-94 Banking for the public good
by Mullineux, Andy - 97-105 The effect of antidumping and countervailing investigations on the market value of firms
by Li, Wanli & Yan, Ziqiao & Sun, Wei - 106-119 Corporate governance and the information environment: Evidence from Chinese stock markets
by Haß, Lars Helge & Vergauwe, Skrålan & Zhang, Qiyu - 120-130 Ownership structure and risk-taking: Comparative evidence from private and state-controlled banks in China
by Dong, Yizhe & Meng, Chao & Firth, Michael & Hou, Wenxuan - 131-140 Does mutual fund ownership affect financial reporting quality for Chinese privately-owned enterprises?
by Chan, Ann Ling-Ching & Ding, Rong & Hou, Wenxuan - 141-152 How are political connections valued in China? Evidence from market reaction to CEO succession
by He, Lerong & Wan, Hong & Zhou, Xin - 153-167 Executive political connections and firm performance: Comparative evidence from privately-controlled and state-owned enterprises
by Ding, Shujun & Jia, Chunxin & Wu, Zhenyu & Zhang, Xiaoqing - 168-178 Ownership structure and collateral requirements: Evidence from China's listed firms
by An, Can & Pan, Xiaofei & Tian, Gary Gang - 179-194 Why do some Chinese technology firms avoid ChiNext and go public in the US?
by Güçbilmez, Ufuk - 195-205 Stairway to heaven or gateway to hell? A competing risks analysis of delistings from Hong Kong's Growth Enterprise Market
by Cressy, Robert & Farag, Hisham - 206-211 Does the quality of lender–borrower relationships affect small business access to debt? Evidence from Canada and implications in China
by Johan, Sofia A. & Wu, Zhenyu - 212-222 Does external finance pressure affect corporate disclosure of Chinese non-state-owned enterprises?
by Tan, Youchao & Zhu, Zhenmei & Zeng, Cheng & Gao, Minghua - 223-240 To what extent do financing constraints affect Chinese firms' innovation activities?
by Guariglia, Alessandra & Liu, Pei - 241-250 Foreign direct investment concessions and environmental levies in China
by Chen, Qiu & Maung, Min & Shi, Yulin & Wilson, Craig - 251-260 Public economics gone wild: Lessons from venture capital
by Cumming, Douglas
2014, Volume 35, Issue C
- 1-12 Corporate investment during the financial crisis: Evidence from China
by Bo, Hong & Driver, Ciaran & Lin, Hsiang-Chun Michael - 13-19 The evolution of risk premium as a measure for intra-regional equity market integration
by Guesmi, Khaled & Teulon, Frederic & Muzaffar, Ahmed Taneem - 20-31 Speculative bubbles and the cross-sectional variation in stock returns
by Anderson, Keith & Brooks, Chris - 32-45 Forecasting option smile dynamics
by Le, Van & Zurbruegg, Ralf - 46-71 The use of financial derivatives and risks of U.S. bank holding companies
by Li, Shaofang & Marinč, Matej - 72-79 Time-inconsistent investment, financial constraints, and cash flow hedging
by Lien, Donald & Yu, Chia-Feng (Jeffrey) - 80-89 Premiums, discounts and feedback trading: Evidence from emerging markets' ETFs
by Charteris, Ailie & Chau, Frankie & Gavriilidis, Konstantinos & Kallinterakis, Vasileios - 90-101 Stock return, dividend growth and consumption growth predictability across markets and time: Implications for stock price movement
by McMillan, David G. - 102-117 What drives investment bank performance? The role of risk, liquidity and fees prior to and during the crisis
by Mamatzakis, Emmanuel & Bermpei, Theodora - 118-127 Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers
by Andrikopoulos, Andreas & Angelidis, Timotheos & Skintzi, Vasiliki - 128-139 Reinsurance decisions in life insurance: An empirical test of the risk–return criterion
by Veprauskaite, Elena & Sherris, Michael - 140-153 The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion
by Horta, Paulo & Lagoa, Sérgio & Martins, Luís - 154-166 Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run U.S. data
by Urquhart, Andrew & McGroarty, Frank - 167-177 What impact does a change of fund manager have on mutual fund performance?
by Clare, Andrew & Motson, Nick & Sapuric, Svetlana & Todorovic, Natasa - 178-189 Liquidity risk and the performance of UK mutual funds
by Foran, Jason & O'Sullivan, Niall - 190-206 How does trading volume affect financial return distributions?
by Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza - 207-218 Anomalies, risk adjustment and seasonality: Australian evidence
by Zhong, Angel & Limkriangkrai, Manapon & Gray, Philip - 219-229 Financial regulation in geographically-segmented executive labor markets: Evidence from TARP
by Cazier, Richard A. - 230-236 Does cash flow predict returns?
by Narayan, Paresh Kumar & Westerlund, Joakim - 237-248 CEO power and the structure of CEO pay
by Choe, Chongwoo & Tian, Gloria Y. & Yin, Xiangkang - 249-260 The effect of financial market development on bank risk: evidence from Southeast Asian countries
by Vithessonthi, Chaiporn - 261-267 Price discovery analysis of green equity indices using robust asymmetric vector autoregression
by Cummins, Mark & Garry, Oonagh & Kearney, Claire - 268-280 The Association between microfinance rating scores and corporate governance: a global survey
by Beisland, Leif Atle & Mersland, Roy & Randøy, Trond
2014, Volume 34, Issue C
- 1-4 Classifying returns as extreme: European stock and bond markets
by Christiansen, Charlotte - 5-20 The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union
by Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza - 21-30 On financial contagion and implied market volatility
by Kenourgios, Dimitris - 31-43 Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index
by De Winne, Rudy & Gresse, Carole & Platten, Isabelle - 44-63 What drives stochastic risk aversion?
by Cho, Sungjun - 64-75 CEO incentive compensation in U.S. financial institutions
by Tian, Gloria Y. & Yang, Fan - 76-88 Is more less? Propensity to diversify via M&A and market reactions
by Hornstein, Abigail S. & Nguyen, Zachary - 89-100 Corporate yield spreads and real interest rates
by Batten, Jonathan A. & Jacoby, Gady & Liao, Rose C. - 101-113 Sovereign rating actions and the implied volatility of stock index options
by Tran, Vu & Alsakka, Rasha & ap Gwilym, Owain - 114-123 The cross-section of stock returns in an early stock market
by Ye, Qing & Turner, John D. - 124-139 Fuel hedging, operational hedging and risk exposure — Evidence from the global airline industry
by Berghöfer, Britta & Lucey, Brian - 140-156 Forward premium anomaly of the British pound and the euro
by Grossmann, Axel & Lee, Allissa A. & Simpson, Marc W. - 157-165 Is the accrual anomaly robust to firm-level analysis?
by Strydom, Maria & Skully, Michael & Veeraraghavan, Madhu - 166-176 Modeling and forecasting the additive bias corrected extreme value volatility estimator
by Kumar, Dilip & Maheswaran, S. - 177-188 Forward–futures price differences in the UK commercial property market: Arbitrage and marking-to-model explanations
by Stanescu, Silvia & Tunaru, Radu & Candradewi, Made Reina - 189-199 Performance and performance persistence of UK closed-end equity funds
by Bredin, Don & Cuthbertson, Keith & Nitzsche, Dirk & Thomas, Dylan C. - 200-211 Exposure, hedging, and value: New evidence from the U.S. airline industry
by Treanor, Stephen D. & Rogers, Daniel A. & Carter, David A. & Simkins, Betty J. - 212-221 Speculate against speculative demand
by ap Gwilym, O. & Kita, A. & Wang, Q. - 222-234 A microstructure analysis of the carbon finance market
by Bredin, Don & Hyde, Stuart & Muckley, Cal - 235-246 Investor attention and information diffusion from analyst coverage
by Lin, Mei-Chen & Wu, Chu-Hua & Chiang, Ming-Ti - 247-261 The structure of corporate boards and private benefits of control: Evidence from the Russian stock exchange
by Muravyev, Alexander & Berezinets, Irina & Ilina, Yulia - 262-274 Are CDS spreads predictable? An analysis of linear and non-linear forecasting models
by Avino, Davide & Nneji, Ogonna - 275-286 The determinants of multiple bank loan renegotiations in Europe
by Godlewski, Christophe J.
2014, Volume 33, Issue C
- 1-9 Crossborder financial contagion to Germany: How important are OTC dealers?
by Podlich, Natalia & Wedow, Michael - 10-16 A note on cointegration of international stock market indices
by Dimpfl, Thomas - 17-32 Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data
by Dufrénot, Gilles & Keddad, Benjamin - 33-38 Financial crisis, Value-at-Risk forecasts and the puzzle of dependency modeling
by Berger, T. & Missong, M. - 39-48 Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets
by Liu, Lu - 49-57 Equity prices and financial globalization
by Jinjarak, Yothin - 58-69 Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets
by Bekiros, Stelios D. - 70-78 Granger-causality in quantiles between financial markets: Using copula approach
by Lee, Tae-Hwy & Yang, Weiping - 79-86 Financial crisis, Omori's law, and negative entropy flow
by Gao, Jianbo & Hu, Jing - 87-103 On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010
by Caporale, Guglielmo Maria & Hunter, John & Menla Ali, Faek - 104-116 What determines cash holdings at privately held and publicly traded firms? Evidence from 20 emerging markets
by Hall, Thomas & Mateus, Cesario & Mateus, Irina Bezhentseva - 117-129 Predictability, trading rule profitability and learning in currency markets
by Potì, Valerio & Levich, Richard M. & Pattitoni, Pierpaolo & Cucurachi, Paolo - 130-137 Investor wealth, the IMF, and the Asian crisis
by Kutan, Ali M. & Muradoglu, Gulnur - 138-157 European integration and corporate financing
by Muradoğlu, Yaz Gülnur & Onay, Ceylan & Phylaktis, Kate - 158-170 Revisiting fast profit investor sentiment and stock returns during Ramadan
by Al-Khazali, Osamah - 171-185 Textual sentiment in finance: A survey of methods and models
by Kearney, Colm & Liu, Sha - 186-209 Consumer attitudes, stock market liquidity, and the macro economy: A Canadian perspective
by Smimou, K. - 210-225 The volatility-confined LPPL model: A consistent model of ‘explosive’ financial bubbles with mean-reverting residuals
by Lin, L. & Ren, R.E. & Sornette, D. - 226-242 Asymmetric adjustment toward optimal capital structure: Evidence from a crisis
by Dang, Viet Anh & Kim, Minjoo & Shin, Yongcheol - 243-252 The valuation of catastrophe bonds with exposure to currency exchange risk
by Lai, Van Son & Parcollet, Mathieu & Lamond, Bernard F. - 253-261 Persistence of ex-ante volatility and the cross-section of stock returns
by Simlai, Prodosh - 262-269 Short-selling bans and institutional investors' herding behaviour: Evidence from the global financial crisis
by Bohl, Martin T. & Klein, Arne C. & Siklos, Pierre L. - 270-280 Rating shopping and rating inflation in Israel
by Bakalyar, Inna & Galil, Koresh - 281-288 Spillover of fear: Evidence from the stock markets of five developed countries
by Tsai, I-C.
2014, Volume 31, Issue C
- 1-12 Trend following, risk parity and momentum in commodity futures
by Clare, Andrew & Seaton, James & Smith, Peter N. & Thomas, Stephen - 13-24 Does cross-border syndication affect venture capital risk and return?
by Espenlaub, Susanne & Khurshed, Arif & Mohamed, Abdulkadir - 25-33 Financial development, institutions and banks
by Marcelin, Isaac & Mathur, Ike - 34-47 Culture's impact on institutional investors' trading frequency
by Beracha, Eli & Fedenia, Mark & Skiba, Hilla - 48-60 How has the international harmonization of financial reporting standards affected merger premiums within the European Union?
by Bozos, Konstantinos & Ratnaike, Yasanji C. & Alsharairi, Malek - 61-69 Do cross border and domestic acquisitions differ? Evidence from the acquisition of UK targets
by Gregory, Alan & O'Donohoe, Sheila - 70-79 Do mutual funds have information advantage? Evidence from seasoned equity offerings in China
by Xiang, Erwei & Tian, Gloria Y. & Yang, Fan & Liu, Zhiyuan - 80-87 Price discovery for cross-listed firms with foreign IPOs
by Alhaj-Yaseen, Yaseen S. & Lam, Eddery & Barkoulas, John T. - 88-100 Synergy disclosures in mergers and acquisitions
by Dutordoir, Marie & Roosenboom, Peter & Vasconcelos, Manuel - 101-108 Option pricing under stochastic volatility and tempered stable Lévy jumps
by Zaevski, Tsvetelin S. & Kim, Young Shin & Fabozzi, Frank J. - 109-116 Monetary policy and stock returns under the MPC and inflation targeting
by Chortareas, Georgios & Noikokyris, Emmanouil - 117-128 Dynamic capital structure and political patronage: The case of Malaysia
by Ebrahim, M. Shahid & Girma, Sourafel & Shah, M. Eskandar & Williams, Jonathan - 129-151 Corporate dividend policy in Thailand: Theory and evidence
by Fairchild, Richard & Guney, Yilmaz & Thanatawee, Yordying - 152-166 Firms’ debt choice in Africa: Are institutional infrastructure and non-traditional determinants important?
by Gwatidzo, Tendai & Ojah, Kalu
2013, Volume 30, Issue C
- 1-17 The real effects of financial stress in the Eurozone
by Mallick, Sushanta K. & Sousa, Ricardo M. - 18-25 Hedging stock sector risk with credit default swaps
by Ratner, Mitchell & Chiu, Chih-Chieh (Jason) - 26-35 Foreign bank entry in South East Asia
by Molyneux, Philip & Nguyen, Linh H. & Xie, Ru - 36-45 Forecasting VaR using analytic higher moments for GARCH processes
by Alexander, Carol & Lazar, Emese & Stanescu, Silvia - 46-56 Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach
by Dimitriou, Dimitrios & Kenourgios, Dimitris & Simos, Theodore - 57-68 Do firms that wish to be acquired manage their earnings? Evidence from major European countries
by Anagnostopoulou, Seraina C. & Tsekrekos, Andrianos E. - 69-77 The January effect for individual corporate bonds
by Dbouk, Wassim & Jamali, Ibrahim & Kryzanowski, Lawrence - 78-85 Idiosyncratic volatility and the pricing of poorly-diversified portfolios
by Miffre, Joëlle & Brooks, Chris & Li, Xiafei - 86-97 Market liquidity and institutional trading during the 2007–8 financial crisis
by Poon, Ser-Huang & Rockinger, Michael & Stathopoulos, Konstantinos - 98-108 The random parameters stochastic frontier cost function and the effectiveness of public policy: Evidence from bank restructuring in Mexico
by Barros, Carlos Pestana & Williams, Jonathan - 109-120 An empirical study of nonlinear adjustment in the UIP model using a smooth transition regression model
by Li, Dandan & Ghoshray, Atanu & Morley, Bruce - 121-130 Investigating the role of illiquidity in explaining the UK closed-end country fund discount
by Davies, Richard & Fletcher, Mary & Marshall, Andrew - 131-140 A migration approach for USA banks' capitalization: Are the 00s the same with the 90s?
by Koutras, Vasileios M. & Drakos, Konstantinos - 141-148 Predicting the limit-hit frequency in futures contracts
by Levy, Tamir & Qadan, Mahmod & Yagil, Joseph - 149-157 Market concentration, risk-taking, and bank performance: Evidence from emerging economies
by Zhang, Jianhua & Jiang, Chunxia & Qu, Baozhi & Wang, Peng - 158-169 International Financial Reporting Standards and the value relevance of R&D expenditures: Pre and post IFRS analysis
by Shah, Syed Zulfiqar Ali & Liang, Shuang & Akbar, Saeed - 170-181 Ownership structure and divestiture decisions: Evidence from Australian firms
by Nguyen, Pascal & Rahman, Nahid & Zhao, Ruoyun - 182-188 CEO incentives for risk shifting and its effect on corporate bank loan cost
by Beladi, Hamid & Quijano, Margot - 189-202 An empirical analysis of zero-leverage firms: New evidence from the UK
by Dang, Viet Anh - 203-213 Accruals quality, stock returns and asset pricing: Evidence from the UK
by Mouselli, Sulaiman & Jaafar, Aziz & Goddard, John - 214-229 Drivers of technical trend-following rules' profitability in world stock markets
by Ülkü, Numan & Prodan, Eugeniu - 230-240 Do long-short speculators destabilize commodity futures markets?
by Miffre, Joëlle & Brooks, Chris - 242-253 Price discovery of credit spreads in tranquil and crisis periods
by Avino, Davide & Lazar, Emese & Varotto, Simone - 254-273 Bank governance, regulation, supervision, and risk reporting: Evidence from operational risk disclosures in European banks
by Barakat, Ahmed & Hussainey, Khaled - 274-286 Securitization and systemic risk: An empirical investigation on Italian banks over the financial crisis
by Battaglia, Francesca & Gallo, Angela - 287-297 Testing for financial crashes using the Log Periodic Power Law model
by Brée, David S. & Joseph, Nathan Lael - 298-307 Operational risk escalation: An empirical analysis of UK call centres
by Bryce, Cormac & Cheevers, Carly & Webb, Rob - 308-319 European Sovereign Debt Crisis and the performance of Dutch IPOs
by Dorsman, André & Gounopoulos, Dimitrios - 320-333 Aggregated, voluntary, and mandatory risk disclosure incentives: Evidence from UK FTSE all-share companies
by Elshandidy, Tamer & Fraser, Ian & Hussainey, Khaled - 334-350 From the credit crisis to the sovereign debt crisis: Determinants of share price performance of global banks
by Hoque, Hafiz - 351-362 The effects of the European debt crisis on earnings quality
by Kousenidis, Dimitrios V. & Ladas, Anestis C. & Negakis, Christos I. - 363-383 Corporate governance and risk reporting in South Africa: A study of corporate risk disclosures in the pre- and post-2007/2008 global financial crisis periods
by Ntim, Collins G. & Lindop, Sarah & Thomas, Dennis A. - 384-393 Risk prediction management and weak form market efficiency in Eurozone financial crisis
by Righi, Marcelo Brutti & Ceretta, Paulo Sergio - 394-419 Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables
by Hernandez Tinoco, Mario & Wilson, Nick
2013, Volume 29, Issue C
- 1-9 Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. - 10-23 Liquidity and expected returns—Evidence from 1926–2008
by Baradarannia, M. Reza & Peat, Maurice - 24-30 How does transparency affect bank financial performance?
by Akhigbe, Aigbe & McNulty, James E. & Stevenson, Bradley A. - 31-43 Cash dividends and investor protection in Asia
by Goyal, Abhinav & Muckley, Cal - 44-50 Short sale restrictions, differences of opinion, and single-country, closed-end fund discount
by Sanning, Lee W. & Skiba, Alexandre & Skiba, Hilla - 51-61 The determinants of quantile autocorrelations: Evidence from the UK
by Gębka, Bartosz & Wohar, Mark E. - 62-69 An analysis of contagion among Asian countries using the canonical model of contagion
by Ribeiro, André L.P. & Hotta, Luiz K. - 70-78 The short-run relationship between the financial system and economic growth: New evidence from regional panels
by Narayan, Paresh Kumar & Narayan, Seema - 79-86 Female directors and UK company acquisitiveness
by Dowling, Michael & Aribi, Zakaria Ali - 87-106 New return anomalies and new-Keynesian ICAPM
by Cho, Sungjun - 107-118 Short sales constraint and SEO pricing
by Charoenwong, Charlie & Ding, David K. & Wang, Ping - 119-131 Bid-ask spread dynamics in foreign exchange markets
by Chelley-Steeley, Patricia L. & Tsorakidis, Nikos - 132-142 The performance effects of composition changes on sector specific stock indices: The case of European listed real estate
by Brooks, Chris & Kappou, Konstantina & Stevenson, Simon & Ward, Charles - 143-151 Pricing of derivatives on commodity indices
by Rauch, Johannes & Krayzler, Mikhail & Brunner, Bernhard & Zagst, Rudi - 152-165 The cost of sin: The effect of social norms on audit pricing
by Leventis, Stergios & Hasan, Iftekhar & Dedoulis, Emmanouil - 166-174 Herding behavior in REITs: Novel tests and the role of financial crisis
by Philippas, Nikolaos & Economou, Fotini & Babalos, Vassilios & Kostakis, Alexandros - 175-188 Individual and institutional herding and the impact on stock returns: Evidence from Taiwan stock market
by Hsieh, Shu-Fan - 189-201 Fixed investment, liquidity, and access to capital markets: New evidence
by Liu, Jia - 202-211 Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates
by Ciner, Cetin & Gurdgiev, Constantin & Lucey, Brian M. - 212-218 The role of jump dynamics in the risk–return relationship
by Arshanapalli, Bala & Fabozzi, Frank J. & Nelson, William - 219-226 Google attention and target price run ups
by Siganos, Antonios - 227-236 The impact of executive pay on the disclosure of alternative earnings per share figures
by Grey, Colette & Stathopoulos, Konstantinos & Walker, Martin - 237-249 Revisiting the merger and acquisition performance of European banks
by Asimakopoulos, Ioannis & Athanasoglou, Panayiotis P. - 251-260 The foreign exchange exposure of UK non-financial firms: A comparison of market-based methodologies
by Agyei-Ampomah, Sam & Mazouz, Khelifa & Yin, Shuxing - 261-270 Behavioural asymmetries in the G7 foreign exchange market
by Christodoulakis, George & Mamatzakis, Emmanuel - 271-282 Exchange rate risk and the equity performance of financial intermediaries
by Gounopoulos, Dimitrios & Molyneux, Philip & Staikouras, Sotiris K. & Wilson, John O.S. & Zhao, Gang - 283-293 Foreign currency derivative use and shareholder value
by Belghitar, Yacine & Clark, Ephraim & Mefteh, Salma - 294-302 Managing foreign exchange risk with derivatives in UK non-financial firms
by Zhou, Victoria Yun & Wang, Peijie - 303-316 Exchange rate determination and dynamics in China: A market microstructure analysis
by Zhang, Zhichao & Chau, Frankie & Zhang, Wenting
2013, Volume 28, Issue C
- 1-8 Asymmetric dynamic relations between stock prices and mutual fund units in Japan. An application of hidden cointegration technique
by Alexakis, Christos & Dasilas, Apostolos & Grose, Chris - 9-19 Equity valuation models and target price accuracy in Europe: Evidence from equity reports
by Imam, Shahed & Chan, Jacky & Shah, Syed Zulfiqar Ali - 20-33 An evaluation of the impact of stock market reforms on IPO under-pricing in China: The certification role of underwriters
by Su, Chen & Brookfield, David - 34-45 Nonparametric realized volatility estimation in the international equity markets
by Vortelinos, Dimitrios I. & Thomakos, Dimitrios D. - 46-56 Continuous-time VIX dynamics: On the role of stochastic volatility of volatility
by Kaeck, Andreas & Alexander, Carol - 57-69 The turn of the month effect in India: A case of large institutional trading pattern as a source of higher liquidity
by Maher, Daniela & Parikh, Anokhi - 70-78 Stock market correlations during the financial crisis of 2008–2009: Evidence from 50 equity markets
by Kotkatvuori-Örnberg, Juha & Nikkinen, Jussi & Äijö, Janne - 79-85 Equity risk premium and regional integration
by Arouri, Mohamed & Teulon, Frédéric & Rault, Christophe - 86-92 Do broker/analyst conflicts matter? Detecting evidence from internet trading platforms
by Hanousek, Jan & Kopřiva, František - 93-111 Firm level governance and institutional determinants of liquidity: Evidence from Sub Saharan Africa
by Hearn, Bruce & Piesse, Jenifer - 112-129 Multivariate dependence of implied volatilities from equity options as measure of systemic risk
by Jobst, Andreas A. - 130-142 Efficient or adaptive markets? Evidence from major stock markets using very long run historic data
by Urquhart, Andrew & Hudson, Robert - 143-155 The effects of the structure of banking market and funding strategy on risk and return
by Amidu, Mohammed - 156-165 The long run performance of UK firms making multiple rights issues
by Iqbal, Abdullah & Akbar, Saeed & Shiwakoti, Radha K. - 166-173 Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market
by Floros, Christos & Kizys, Renatas & Pierdzioch, Christian