International Review of Financial Analysis
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
- 211-221 Seasonal affective disorder and investors’ response to earnings news
by Lin, Mei-Chen
- 222-234 The impact of SME’s pre-bankruptcy financial distress on earnings management tools
by Campa, Domenico & Camacho-Miñano, María-del-Mar
- 235-252 A review of the literature on methods of computing the implied cost of capital
by Echterling, F. & Eierle, B. & Ketterer, S.
- 253-269 US bank holding companies: Structure of activities and performance through the cycles
by Albert, Stéphane
- 270-277 Modelling the lowballing of the LIBOR fixing
by Poskitt, Russell & Dassanayake, Wajira
- 278-291 When did analyst forecast accuracy benefit from increased cross-border comparability following IFRS adoption in the EU?
by Petaibanlue, Jirada & Walker, Martin & Lee, Edward
- 292-303 Do stylized facts of equity-based volatility indices apply to fixed-income volatility indices? Evidence from the US Treasury market
by López, Raquel
- 304-315 Short sales constraints and price adjustments to earnings announcements: Evidence from the Hong Kong market
by Bai, Min & Qin, Yafeng
- 316-323 Housing wealth, financial wealth, and consumption: New evidence for Italy and the UK
by Barrell, Ray & Costantini, Mauro & Meco, Iris
- 324-335 Aggregate dividends and consumption smoothing
by Huang-Meier, Winifred & Freeman, Mark C.
- 336-348 Cross-border mergers and acquisitions and default risk
by Koerniadi, Hardjo & Krishnamurti, Chandrasekhar & Tourani-Rad, Alireza
- 349-357 The transmission of market shocks and bilateral linkages: Evidence from emerging economies
by Balli, Faruk & Balli, Hatice O. & Jean Louis, Rosmy & Vo, Tuan Kiet
- 358-367 Investor structure and the informational efficiency of commodity futures prices
by Chen, Yu-Lun & Chang, Ya-Kai
- 368-379 Order imbalance and selling aggression under a shorting ban: Evidence from the UK
by Sifat, Imtiaz Mohammad & Mohamad, Azhar
- 380-393 The financial econometrics of price discovery and predictability
by Narayan, Seema & Smyth, Russell
- 394-406 Liquidity costs, idiosyncratic volatility and expected stock returns
by Reza Bradrania, M. & Peat, Maurice & Satchell, Stephen
- 407-420 The long-term performance of index additions and deletions: Evidence from the Hang Seng Index
by Kot, Hung Wan & Leung, Harry K.M. & Tang, Gordon Y.N.
- 421-433 Corporate cash holdings: Causes and consequences
by Amess, Kevin & Banerji, Sanjay & Lampousis, Athanasios
- 434-446 Inventory composition and trade credit
by Mateut, Simona & Mizen, Paul & Ziane, Ydriss
- 447-458 Does economic policy uncertainty drive CDS spreads?
by Wisniewski, Tomasz Piotr & Lambe, Brendan John
2015, Volume 41, Issue C
- 1-12 Price adjustment method and ex-dividend day returns in a different institutional setting
by Asimakopoulos, Panagiotis N. & Tsangarakis, Nickolaos V. & Tsiritakis, Emmanuel D.
- 13-27 Takeover rumors: Returns and pricing of rumored targets
by Chou, Hsin-I & Tian, Gloria Y. & Yin, Xiangkang
- 28-30 Diversifying financial research: Final remarks
by Lagoarde-Segot, Thomas
- 31-40 Trading costs on the Stock Exchange of Thailand
by Jenwittayaroje, Nattawut & Charoenwong, Charlie & Ding, David K. & Yang, Yung Chiang
- 41-51 The impact of unconventional monetary policy on the tail risks of stock markets between U.S. and Japan
by Wang, Yi-Chen & Wang, Ching-Wen & Huang, Chia-Hsing
- 52-61 Is forward-looking financial disclosure really informative? Evidence from UK narrative statements
by Hassanein, Ahmed & Hussainey, Khaled
- 62-73 The relationship between the option-implied volatility smile, stock returns and heterogeneous beliefs
by Feng, Shu & Zhang, Yi & Friesen, Geoffrey C.
- 74-81 The use of real option theory in Scandinavia's largest companies
by Horn, Anders & Kjærland, Frode & Molnár, Peter & Steen, Beate Wollen
- 82-88 Do capital controls affect stock market efficiency? Lessons from Iceland
by Graham, Michael & Peltomäki, Jarkko & Sturludóttir, Hildur
- 89-100 Neoclassical finance, behavioral finance and noise traders: A review and assessment of the literature
by Ramiah, Vikash & Xu, Xiaoming & Moosa, Imad A.
- 101-106 Spillover effects between lit and dark stock markets: Evidence from a panel of London Stock Exchange transactions
by Apergis, Nicholas & Voliotis, Dimitrios
- 107-123 Earnings forecasts and idiosyncratic volatilities
by Kryzanowski, Lawrence & Mohsni, Sana
- 124-135 Valuation and analysis of contingent convertible securities with jump risk
by Yang, Zhaojun & Zhao, Zhiming
- 136-147 Quantifying and explaining implicit public guarantees for European banks
by Toader, Oana
- 148-161 Ownership concentration and corporate performance from a dynamic perspective: Does national governance quality matter?
by Nguyen, Tuan & Locke, Stuart & Reddy, Krishna
- 162-175 Board independence, ownership concentration and corporate performance—Chinese evidence
by Li, Ke & Lu, Lei & Mittoo, Usha R. & Zhang, Zhou
- 176-185 The accrual anomaly in Europe: The role of accounting distortions
by Papanastasopoulos, Georgios A. & Tsiritakis, Emmanuel
- 186-205 The financial economics of gold — A survey
by O'Connor, Fergal A. & Lucey, Brian M. & Batten, Jonathan A. & Baur, Dirk G.
- 206-217 Global information distribution in the gold OTC markets
by Chai, Edwina F.L. & Lee, Adrian D. & Wang, Jianxin
- 218-236 On the efficiency of the global gold markets
by Ntim, Collins G. & English, John & Nwachukwu, Jacinta & Wang, Yan
- 237-246 Can security analyst forecasts predict gold returns?
by Mihaylov, George & Cheong, Chee Seng & Zurbruegg, Ralf
- 247-256 Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests
by Choudhry, Taufiq & Hassan, Syed S. & Shabi, Sarosh
- 257-266 Forecasting the price of gold using dynamic model averaging
by Aye, Goodness & Gupta, Rangan & Hammoudeh, Shawkat & Kim, Won Joong
- 267-276 Are gold and silver a hedge against inflation? A two century perspective
by Bampinas, Georgios & Panagiotidis, Theodore
- 277-283 Time variation in systematic risk, returns and trading volume: Evidence from precious metals mining stocks
by Ciner, Cetin
- 284-291 Will precious metals shine? A market efficiency perspective
by Charles, Amélie & Darné, Olivier & Kim, Jae H.
- 292-302 The importance of belief dispersion in the response of gold futures to macroeconomic announcements
by Smales, Lee A. & Yang, Yi
- 303-319 Dynamic spillovers between commodity and currency markets
by Antonakakis, Nikolaos & Kizys, Renatas
- 320-328 Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon
by Bredin, Don & Conlon, Thomas & Potì, Valerio
- 329-339 The gold price in times of crisis
by Białkowski, Jędrzej & Bohl, Martin T. & Stephan, Patrick M. & Wisniewski, Tomasz P.
2015, Volume 40, Issue C
- 1-13 What determines the yen swap spread?
by Azad, A.S.M. Sohel & Batten, Jonathan A. & Fang, Victor
- 14-26 IPO waves in China and Hong Kong
by Güçbilmez, Ufuk
- 27-37 Impact of allowance submissions in European carbon emission markets
by Philip, Dennis & Shi, Yukun
- 38-51 Stock return forecasting: Some new evidence
by Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar
- 52-63 Finding socially responsible portfolios close to conventional ones
by Calvo, Clara & Ivorra, Carlos & Liern, Vicente
- 64-75 Australian Dollar carry trades: Time varying probabilities and determinants
by Kim, Suk-Joong
- 76-87 Do fund managers herd in frontier markets — and why?
by Economou, Fotini & Gavriilidis, Konstantinos & Kallinterakis, Vasileios & Yordanov, Nikolay
- 88-102 Volatility risk premium in the interest rate market: Evidence from delta-hedged gains on USD interest rate swaps
by Byun, Suk Joon & Chang, Ki Cheon
- 103-106 Positivism in finance and its implication for the diversification finance research
by Schinckus, Christophe
- 107-121 Corporate acquisitions and financial constraints
by Khatami, Seyed Hossein & Marchica, Maria-Teresa & Mura, Roberto
- 122-131 Stock market expectations and risk aversion of individual investors
by Lee, Boram & Rosenthal, Leonard & Veld, Chris & Veld-Merkoulova, Yulia