Browse by Journal

Yan, Lili and Kellard, Neil M and Lambercy, Lyudmyla (2025) Multivariate range-based EGARCH models. International Review of Financial Analysis, 100. p. 103983. DOI https://doi.org/10.1016/j.irfa.2025.103983

Li, Ruiqian and Wu, Haiyun and Zhong, Ma and Lan, Hao (2024) Strategic tone management in ESG reports and ESG risk. International Review of Financial Analysis, 96A. p. 103618. DOI https://doi.org/10.1016/j.irfa.2024.103618

Xu, Peng (2024) Testing out-of-sample portfolio performance using second-order stochastic dominance constrained optimization approach. International Review of Financial Analysis, 95. p. 103368. DOI https://doi.org/10.1016/j.irfa.2024.103368

Ho, Kung-Cheng and Gu, Yan and Yan, Cheng and Gozgor, Giray (2024) Peer effects in the online peer-to-peer lending market: Ex-ante selection and ex-post learning. International Review of Financial Analysis, 92. p. 103056. DOI https://doi.org/10.1016/j.irfa.2023.103056

Wadud, Sania and Gronwald, Marc and Durand, Robert B and Lee, Seungho (2023) Co-movement between commodity and equity markets revisited—An application of the Thick Pen method. International Review of Financial Analysis, 87. p. 102568. DOI https://doi.org/10.1016/j.irfa.2023.102568

Brahma, Sanjukta and Gavriilidis, Konstantinos and Kallinterakis, Vasileios and Verousis, Thanos and Zhang, Mengyu (2023) LGBTQ and Finance. International Review of Financial Analysis, 86. p. 102547. DOI https://doi.org/10.1016/j.irfa.2023.102547

Zhang, Cheng and Ho, Kung-Cheng and Yan, Cheng and Gong, Yujing (2023) Societal Trust and Firm-level Trust: Substitute or Complement? An International Evidence. International Review of Financial Analysis, 86. p. 102543. DOI https://doi.org/10.1016/j.irfa.2023.102543

Shahab, Yasir and Hussain, Tanveer and Wang, Peng and Zhong, Ma and Kumar, Satish (2023) Business groups and environmental violations: Evidence from China. International Review of Financial Analysis, 85. p. 102459. DOI https://doi.org/10.1016/j.irfa.2022.102459

Hoepner, Andreas and Lin, Ming-Tsung (2022) Do Shareholder Views Affect Corporate Political Activities? International Review of Financial Analysis, 84. p. 102310. DOI https://doi.org/10.1016/j.irfa.2022.102310

Zhu, Qi and Jin, Sisi and Huang, Yuxuan and Yan, Cheng and Chen, Chuanglian (2022) Oil price uncertainty and stock price informativeness: Evidence from investment-price sensitivity in China. International Review of Financial Analysis, 84. p. 102377. DOI https://doi.org/10.1016/j.irfa.2022.102377

Liao, Yixin and Coakley, Jerry and Kellard, Neil (2022) Index tracking and beta arbitrage effects in comovement. International Review of Financial Analysis, 83. p. 102330. DOI https://doi.org/10.1016/j.irfa.2022.102330

Shi, Yunkun and Stasinakis, Charalampos and Xu, Yaofei and Yan, Cheng and Zhang, Xuan (2022) Stock price default boundary: A Black-Cox model approach. International Review of Financial Analysis, 83. p. 102284. DOI https://doi.org/10.1016/j.irfa.2022.102284

Shi, Yukun and Chen, Ding and Guo, Biao and Xu, Yaofei and Yan, Cheng (2022) The information content of CDS implied volatility and associated trading strategies. International Review of Financial Analysis, 83. p. 102295. DOI https://doi.org/10.1016/j.irfa.2022.102295

Fiordelisi, Franco and Ricci, Ornella and Santilli, Gianluca (2022) Environmental Engagement and Stock Price Crash Risk: Evidence From the European Banking Industry. International Review of Financial Analysis, 88. p. 102689. DOI https://doi.org/10.1016/j.irfa.2023.102689 (Unpublished)

Shi, Yukun and Stasinakis, Charalampos and Xu, Yaofei and Yan, Cheng (2022) Market Co-movement between Credit Default Swap Curves and Option Volatility Surfaces. International Review of Financial Analysis, 82. p. 102192. DOI https://doi.org/10.1016/j.irfa.2022.102192

Alam, Md Samsul and Safiullah, Md and Islam, Md Shahidul (2022) Cash-rich firms and carbon emissions. International Review of Financial Analysis, 81. p. 102106. DOI https://doi.org/10.1016/j.irfa.2022.102106

Ahelegbey, Daniel Felix and Cerchiello, Paola and Scaramozzino, Roberta (2022) Network based evidence of the financial impact of Covid-19 pandemic. International Review of Financial Analysis, 81. DOI https://doi.org/10.1016/j.irfa.2022.102101

Hussain, Tanveer and Tunyi, Abongeh A and Sufyan, Muhammad and Shahab, Yasir (2022) Powerful bidders and value creation in M&As. International Review of Financial Analysis, 81. p. 102076. DOI https://doi.org/10.1016/j.irfa.2022.102076

Hussain, Tanveer and Shams, Syed (2022) Pre-deal differences in corporate social responsibility and acquisition performance. International Review of Financial Analysis, 81. p. 102083. DOI https://doi.org/10.1016/j.irfa.2022.102083

Bouri, Elie and Lau, Chi Keung Marco and Saeed, Tareq and Wang, Shixuan and Zhao, Yuqian (2021) On the intraday return curves of Bitcoin: Predictability and trading opportunities. International Review of Financial Analysis, 76. p. 101784. DOI https://doi.org/10.1016/j.irfa.2021.101784

Lipeng, Wang and Mengyu, Zhang and Verousis, Thanos (2021) The road to economic recovery: pandemics and innovation. International Review of Financial Analysis, 75. p. 101729. DOI https://doi.org/10.1016/j.irfa.2021.101729

Ji, Qiang and Zhang, Dayong and Zhao, Yuqian (2020) Searching for safe-haven assets during the COVID-19 pandemic. International Review of Financial Analysis, 71. p. 101526. DOI https://doi.org/10.1016/j.irfa.2020.101526

Argyropoulos, Christos and Panopoulou, Ekaterini (2019) Backtesting VaR and ES under the magnifying glass. International Review of Financial Analysis, 64. pp. 22-37. DOI https://doi.org/10.1016/j.irfa.2019.04.005

Bermpei, Theodora and Kalyvas, Antonios and Nguyen, Thanh Cong (2018) Does institutional quality condition the effect of bank regulations and supervision on bank stability? Evidence from emerging and developing economies. International Review of Financial Analysis, 59 (C). pp. 255-275. DOI https://doi.org/10.1016/j.irfa.2018.06.002

Andrikopoulos, Panagiotis and Kallinterakis, Vasileios and Leite Ferreira, Mario Pedro and Verousis, Thanos (2017) Intraday herding on a cross-border exchange. International Review of Financial Analysis, 53. pp. 25-36. DOI https://doi.org/10.1016/j.irfa.2017.08.010

Zarrabi, N and Snaith, S and Coakley, J (2017) FX technical trading rules can be profitable sometimes! International Review of Financial Analysis, 49. pp. 113-127. DOI https://doi.org/10.1016/j.irfa.2016.12.010

Coakley, J and Marzano, M and Nankervis, JC (2016) How profitable are FX technical trading rules? International Review of Financial Analysis, 45. pp. 273-282. DOI https://doi.org/10.1016/j.irfa.2016.03.010

Hvozdyk, L and Rustanov, S (2016) The effect of financial transaction tax on market liquidity and volatility: An Italian perspective. International Review of Financial Analysis, 45 (C). pp. 62-78. DOI https://doi.org/10.1016/j.irfa.2016.01.018

Arun, Thankom Gopinath and Almahrog, Yousf Ebrahem and Ali Aribi, Zakaria (2015) Female directors and earnings management: Evidence from UK companies. International Review of Financial Analysis, 39 (C). pp. 137-146. DOI https://doi.org/10.1016/j.irfa.2015.03.002

Abouwafia, Hashem E and Chambers, Marcus J (2015) Monetary policy, exchange rates and stock prices in the Middle East region. International Review of Financial Analysis, 37. pp. 14-28. DOI https://doi.org/10.1016/j.irfa.2014.11.001

Huang-Meier, W and Freeman, MC (2015) Aggregate dividends and consumption smoothing. International Review of Financial Analysis, 43. pp. 324-335. DOI https://doi.org/10.1016/j.irfa.2015.08.008

Mamatzakis, Emmanuel and Bermpei, Theodora (2014) What drives investment bank performance? The role of risk, liquidity and fees prior to and during the crisis. International Review of Financial Analysis, 35 (C). pp. 102-117. DOI https://doi.org/10.1016/j.irfa.2014.07.012

Verousis, Thanos and ap Gwilym, Owain (2014) The implications of a price anchoring effect at the upstairs market of the London Stock Exchange. International Review of Financial Analysis, 32. pp. 37-46. DOI https://doi.org/10.1016/j.irfa.2013.12.001

Verousis, Thanos and ap Gwilym, Owain (2013) Trade size clustering and the cost of trading at the London Stock Exchange. International Review of Financial Analysis, 27. pp. 91-102. DOI https://doi.org/10.1016/j.irfa.2012.08.007

ap Gwilym, Owain and Verousis, Thanos (2010) Price clustering and underpricing in the IPO aftermarket. International Review of Financial Analysis, 19 (2). pp. 89-97. DOI https://doi.org/10.1016/j.irfa.2010.01.007