International Review of Financial Analysis
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
- 132-141 Performance of European socially responsible funds during market crises: Evidence from France
by Leite, Paulo & Cortez, Maria Céu
- 142-153 Revisiting the asymmetric dynamic dependence of stock returns: Evidence from a quantile autoregression model
by Zhu, Hui-Ming & Li, ZhaoLai & You, WanHai & Zeng, Zhaofa
- 154-165 The impact of market power at bank level in risk-taking: The Brazilian case
by Tabak, Benjamin M. & Gomes, Guilherme M.R. & da Silva Medeiros, Maurício
- 166-177 War and stock markets: The effect of World War Two on the British stock market
by Hudson, Robert & Urquhart, Andrew
- 178-184 History of share prices and market efficiency of the Madrid general stock index
by Metghalchi, Massoud & Chen, Chien-Ping & Hayes, Linda A.
- 185-193 Momentum and default risk. Some results using the jump component
by González-Urteaga, Ana & Muga, Luis & Santamaria, Rafael
- 194-206 What drove the mid-2000s explosiveness in alternative energy stock prices? Evidence from U.S., European and global indices
by Bohl, Martin T. & Kaufmann, Philipp & Siklos, Pierre L.
- 207-219 The effects of institutional ownership on the value and risk of diversified firms
by Jafarinejad, Mohammad & Jory, Surendranath R. & Ngo, Thanh N.
2015, Volume 39, Issue C
- 1-6 Diversifying finance research: From financialization to sustainability
by Lagoarde-Segot, Thomas
- 7-18 Stock market volatility spillovers and portfolio hedging: BRICS and the financial crisis
by Syriopoulos, Theodore & Makram, Beljid & Boubaker, Adel
- 19-31 Focusing on the worst state for robust investing
by Kim, Woo Chang & Kim, Jang Ho & Mulvey, John M. & Fabozzi, Frank J.
- 32-44 Does the stock market drive herd behavior in commodity futures markets?
by Demirer, Rıza & Lee, Hsiang-Tai & Lien, Donald
- 45-53 Does data frequency matter for the impact of forward premium on spot exchange rate?
by Narayan, Paresh Kumar & Sharma, Susan Sunila
- 54-62 Newswire messages and sovereign credit ratings: Evidence from European countries under austerity reform programmes
by Apergis, Nicholas
- 63-71 Speculative trading in the gold market
by Baur, Dirk G. & Glover, Kristoffer J.
- 72-83 Examining real interest parity: Which component reverts quickest and in which regime?
by Sirichand, Kavita & Vivian, Andrew & Wohar, Mark E.
- 84-95 The dynamics of economic growth, oil prices, stock market depth, and other macroeconomic variables: Evidence from the G-20 countries
by Pradhan, Rudra P. & Arvin, Mak B. & Ghoshray, Atanu
- 96-112 Economic consequences of key performance indicators' disclosure quality
by Elzahar, Hany & Hussainey, Khaled & Mazzi, Francesco & Tsalavoutas, Ioannis
- 113-126 Corporate philanthropy in the US stock market: Evidence on corporate governance, value relevance and earnings manipulation
by Iatridis, George Emmanuel
- 127-136 Comparing U.S. and European market volatility responses to interest rate policy announcements
by Krieger, Kevin & Mauck, Nathan & Vazquez, Joseph
- 137-146 Female directors and earnings management: Evidence from UK companies
by Arun, Thankom Gopinath & Almahrog, Yousf Ebrahem & Ali Aribi, Zakaria
- 147-157 The elusive nature of motives to trade: Evidence from international stock markets
by Gębka, Bartosz & Serwa, Dobromił
- 158-166 Bank excess reserves in emerging economies: A critical review and research agenda
by Nguyen, Vu Hong Thai & Boateng, Agyenim
- 167-178 Impact of the introduction of call auction on price discovery: Evidence from the Indian stock market using high-frequency data
by Agarwalla, Sobhesh Kumar & Jacob, Joshy & Pandey, Ajay
- 179-185 Sentiment in oil markets
by Deeney, Peter & Cummins, Mark & Dowling, Michael & Bermingham, Adam
- 186-195 Truth and financial economics: A review and assessment
by Andrikopoulos, Andreas
2015, Volume 38, Issue C
- 1-14 Why stay-at-home investing makes sense
by O'Hagan-Luff, Martha & Berrill, Jenny
- 15-28 An analytical review of volatility metrics for bubbles and crashes
by Vogel, Harold L. & Werner, Richard A.
- 29-43 Sell in May and Go Away: Still good advice for investors?
by Dichtl, Hubert & Drobetz, Wolfgang
- 44-69 On the stock market liquidity and the business cycle: A multi country approach
by Galariotis, Emilios & Giouvris, Evangelos
- 70-82 Mandatory adoption of IFRS and timely loss recognition across Europe: The effect of corporate finance incentives
by Chan, Ann L.-C. & Hsu, Audrey W.-H. & Lee, Edward
- 83-108 Monetary environments and stock returns: International evidence based on the quantile regression technique
by Chevapatrakul, Thanaset
- 109-141 The viability of alternative indexation when including all costs
by Lajbcygier, Paul & Sojka, Jeremy
- 142-150 Does the choice of performance measure influence the evaluation of commodity investments?
by Auer, Benjamin R.
- 151-162 Calculating and comparing security returns is harder than you think: A comparison between logarithmic and simple returns
by Hudson, Robert S. & Gregoriou, Andros
- 163-174 Trading death: The implications of annuity replication for the annuity puzzle, arbitrage, speculation and portfolios
by Sutcliffe, Charles
- 175-190 How performance of risk-based strategies is modified by socially responsible investment universe?
by Bertrand, Philippe & Lapointe, Vincent
- 191-197 Managerial risk incentives and investment related agency costs
by Belghitar, Yacine & Clark, Ephraim
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