Elsevier
International Review of Financial Analysis
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ISSN: 1057-5219
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ISSN: 1057-5219
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2017, Volume 52, Issue C
- 1-8 Persistence and cycles in the us federal funds rate
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. - 9-26 Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis
by Shahzad, Syed Jawad Hussain & Ferrer, Román & Ballester, Laura & Umar, Zaghum - 27-37 Convex risk measures based on generalized lower deviation and their applications
by Fu, Tianwen & Zhuang, Xinkai & Hui, Yongchang & Liu, Jia - 38-48 Why do CEOs agree to the discipline of dividends?
by Smith, Deborah Drummond & Pennathur, Anita K. & Marciniak, Marek R. - 49-61 Equity premium estimates from economic fundamentals under structural breaks
by Smith, Simon C. - 62-76 Do institutional investors reinforce or reduce agency problems? Earnings management and the post-IPO performance
by Lo, Huai-Chun & Wu, Ruei-Shian & Kweh, Qian Long - 77-87 Are investors consistent in their trading strategies? An examination of individual investor-level data
by Duxbury, Darren & Yao, Songyao - 88-93 Trading of foreign investors and stock returns in an emerging market - Evidence from Vietnam
by Vo, Xuan Vinh - 94-103 Stock returns and investors' mood: Good day sunshine or spurious correlation?
by Kim, Jae H. - 104-118 Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest
by Magkonis, Georgios & Tsouknidis, Dimitris A. - 119-129 Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models
by Tunaru, Diana - 130-143 Exchange rate volatility response to macroeconomic news during the global financial crisis
by Ben Omrane, Walid & Savaşer, Tanseli - 144-151 Pricing commodity futures options in the Schwartz multi factor model with stochastic volatility: An asymptotic method
by Chen, Jilong & Ewald, Christian-Oliver - 152-159 The performance of long-serving fund managers
by Clare, Andrew - 160-171 Under-or-overreaction: Market responses to announcements of earnings surprises
by Alwathnani, Abdulaziz M. & Dubofsky, David A. & Al-Zoubi, Haitham A. - 172-189 The impact of religious practice on stock returns and volatility
by Al-Khazali, Osamah & Bouri, Elie & Roubaud, David & Zoubi, Taisier - 190-202 Agency hazard, managerial incentives, and the wealth effects of joint venture investments
by Lai, Jung-Ho & Chen, Li-Yu & Chen, Carl R. - 203-212 Wealth transfer, signaling and leverage in M&A
by Murray, Benjamin & Svec, Jiri & Wright, Danika - 213-227 Hedonic evaluation of the SRI label of mutual funds using matching methodology
by Bilbao-Terol, Amelia & Álvarez-Otero, Susana & Bilbao-Terol, Celia & Cañal-Fernández, Verónica - 228-239 Effects of changes in stock index compositions: A literature survey
by Afego, Pyemo N. - 240-251 Normative portfolio theory
by Fu, Yufen & Blazenko, George W. - 252-259 Financial structure and economic development: Evidence on the view of ‘new structuralism’
by Demir, Ayse U. & Hall, Stephen G. - 260-280 Main driving factors of the interest rate-stock market Granger causality
by Jammazi, Rania & Ferrer, Román & Jareño, Francisco & Hammoudeh, Shawkat M. - 281-291 The effect of quantitative easing on the variance and covariance of the UK and US equity markets
by Shogbuyi, Abiodun & Steeley, James M. - 292-308 The financial economics of white precious metals — A survey
by Vigne, Samuel A. & Lucey, Brian M. & O’Connor, Fergal A. & Yarovaya, Larisa - 309-315 Predicting white metal prices by a commodity sensitive exchange rate
by Ciner, Cetin - 316-332 Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity
by Lau, Marco Chi Keung & Vigne, Samuel A. & Wang, Shixuan & Yarovaya, Larisa - 333-347 Some facts on the platinum-group elements
by Fernandez, Viviana
2017, Volume 51, Issue C
- 1-15 Fundamental indexation revisited: New evidence on alpha
by Balatti, Mirco & Brooks, Chris & Kappou, Konstantina - 16-24 Strategic growth option, uncertainty, and R&D investment
by Vo, Lai Van & Le, Huong Thi Thu - 25-53 Does mispricing, liquidity or third-party certification contribute to IPO downside risk?
by Reber, Beat - 54-68 Foreign portfolio equity holdings and capital gains taxation
by Mishra, Anil V. & Anwar, Sajid - 69-81 Asymmetric effects of the international transmission of US financial stress. A threshold-VAR approach
by Evgenidis, Anastasios & Tsagkanos, Athanasios - 82-101 Does ETF trading affect the efficiency of the underlying index?
by Xu, Liao & Yin, Xiangkang - 102-112 In good times and in bad: Bank capital ratios and lending rates
by Osborne, Matthew & Fuertes, Ana-Maria & Milne, Alistair - 113-123 Financialization: Towards a new research agenda
by Lagoarde-Segot, Thomas
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