International Review of Finance - AZ
- The Changing Role of Financial Stress, Oil Price, and Gold Price in Financial Contagion among US and BRIC Markets
- Did Investors Herd during the Financial Crisis? Evidence from the US Financial Industry
- Exchange Traded Funds and Stock Market Volatility
- Momentum Strategies and Investor Sentiment in the REIT Market
- Does Institutional Blockholder Short‐Termism Lead to Managerial Myopia? Evidence from Income Smoothing
- The Effectiveness of Regulatory Capital Requirements Prior to the Onset of the Financial Crisis
- Issue Information
- A Multivariate Stochastic Volatility Model Applied to a Panel of S&P500 Stocks in Different Industries
- Environmental, Social, and Governance (ESG) Profiles, Stock Returns, and Financial Policy: Australian Evidence
- The Price of Being a Systemically Important Financial Institution (SIFI)
- Financial Statement Comparability and Idiosyncratic Return Volatility
- Firm‐level political risk and implied cost of equity capital
- The effect of intra‐group loans on the cash flow sensitivity of cash: Evidence from Chile
- Short‐sellers at home and abroad: Their respective roles in the price discovery of cross‐listed firms
- Do Countries Matter More in Determining the Relationship Between Employee Welfare and Financial Performance?
- Inventor Chief Executive Officers and Firm Innovation
- A Study on Firms with Negative Book Value of Equity
- Economic policy uncertainty and stock market liquidity: Evidence from G7 countries
- Impact of mortgage soft information in loan pricing on default prediction using machine learning
- Unveiling Contemporaneous Relations Between Jump Risk and Cross Section of Stock Returns
- Relaxed Credit Standards in the U.S. Housing Boom: Changes in Risk Characteristics of Mortgage Recipients*
- Rights issues: Retail shareholders and their participation decisions
- Does cross‐border acquisition reduce earnings management of emerging market acquirers? Evidence from India
- Does Geographic Proximity Change the Passiveness of Equity Ownership by Bank Trust?
- Asset pricing factors in Islamic equity returns
- Can technical indicators predict the Chinese equity risk premium?
- Monitoring and CEO Contractual Incentive Pay
- Disclosure and Exchange of Inside Information*
- R2 and the corporate signaling effect
- Currency hedging and quantitative easing: Evidence from global bond markets
- Connectedness among stocks and tail risk: Evidence from China
- The media and CEO dominance
- Fama–French in China: Size and Value Factors in Chinese Stock Returns
- A Dynamic Growth Model with Equity for Guarantee Swap and Asymmetric Information*
- Intraday order placement and execution in a limit order market: Evidence from the Indonesia stock market
- Monetary policy through exchange rate pegs: The removal of the Swiss franc‐Euro floor and stock price reactions
- Are socially responsible exchange‐traded funds paying off in performance?
- Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets
- Can Mutual Fund Investors Distinguish Good from Bad Managers?
- Do Patented Innovations Reduce Stock Price Crash Risk?*
- Quote dynamics of cross‐listed stocks
- Biases in variance of decomposed portfolio returns
- The role of tail network topological characteristic in portfolio selection: A TNA‐PMC model
- The q‐Factors and Macroeconomic Conditions: Asymmetric Effects of the Business Cycles on Long and Short Sides*
- Money Following Trust: Evidence from China’s High‐Value Payment System
- Market Excess Returns, Variance and the Third Cumulant
- Average skewness in global equity markets
- Business Strategy and Labor Investment Efficiency*
- Migrants and default: Evidence from China
- Stock market, credit market, and heterogeneous innovations
- Market Volatility Risk and Stock Returns around the World: Implication for Multinational Corporations*
- The Co‐Movement of Credit Default Swap Spreads, Equity Returns and Volatility: Evidence from Asia‐Pacific Markets
- Does Independent Industry Expertise Improve Board Effectiveness? Evidence From Bank CEO Turnovers
- Cross‐Country Variability in Cost of Raising Equity: Evidence from Seasoned Equity Offerings
- An Exact Test of the Improvement of the Minimum Variance Portfolio
- Inflexibility of Share Repurchases*
- Liquidity risk and corporate bond yield spread: Evidence from China
- Financial crises, banking regulations, and corporate financing patterns around the world
- Saddled with Attention: Overreaction to Bankruptcy Filings
- Negativity Bias in Attention Allocation: Retail Investors’ Reaction to Stock Returns
- Asymmetric Correlations in Predicting Portfolio Returns*
- Investment and financing for cash flow discounted with group diversity
- Value of dividend signaling in uncertain times
- Estimating the Cost‐of‐Equity Capital Using Empirical Asset Pricing Models
- Impact of operational fragility on stock returns: Lessons from COVID‐19 crisis
- Corporate irresponsibility and stock price crash risk
- Environmental uncertainty and corporate cash holdings: The moderating role of CEO ability
- Accumulating human capital: Corporate innovation and firm value
- Factors Associated with Strategic Corporate Decisions in Family Firms: Evidence from Sweden
- Going public through mergers with special purpose acquisition companies
- Behavioral heterogeneity in return expectations across equity style portfolios
- The contribution of macroprudential policies to banks' resilience: Lessons from the systemic crises and the COVID‐19 pandemic shock
- On Education Level and Terms in Obtaining P2P Funding: New Evidence from China*
- Internet Search Intensity and Its Relation with Trading Activity and Stock Returns*
- Corporate investment and financing with uncertain growth opportunities
- The information content of 10‐K file size change
- Topic tones of analyst reports and stock returns: A deep learning approach
- Decentralization and Firm Investments: Evidence from China
- Volatility and returns: Evidence from China†
- Bank Work Experience Versus Political Connections: Which Matters for Bank Loan Financing?
- Wealth Effects of Seasoned Equity Offerings: A Meta‐Analysis
- Political uncertainty and investments by private and state‐owned enterprises
- Regulatory Dualism as an Alternative Trust‐Enhancing Mechanism for Dividends and Debt: Evidence from Brazil*
- The cross‐predictability of industry returns in international financial markets
- Does Policy Instability Matter for International Equity Markets?
- Co‐movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies
- Effects of customer horizontal merger on supplier capital structure decisions
- Momentum Trading with the ℓ1‐Filter: Are the Markets Efficient?*
- Put Your Money Where Your Mouth Is: A Model of Certification with Informed Finance
- Do firms benefit from related party transactions with foreign affiliates? Evidence from Korea
- Financial investments and commodity prices
- Impact of professor‐directors on Chinese firms' environmental performance
- Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms
- The predictive power of macroeconomic uncertainty for commodity futures volatility
- What determines institutional investors' holdings in IPO firms?
- Local green finance policies and corporate ESG performance
- Predicting Default More Accurately: To Proxy or Not to Proxy for Default?
- Capital Regulation, Bailout and Banking Asset Correlation
- Investor Myopia and CEO Turnover
- Robust irreversible investment strategy with ambiguity to jump and diffusion risk
- Payout policies, government ownership, and financial constraints: Evidence from Vietnam
- The trend premium around the world: Evidence from the stock market
- Boom‐Baby CEOs, Career Experience, and Risk Taking: A Natural Experiment Using Chinese CEOs’ Growth Paths
- Influence of dividend tax policy tied to investment horizon on stock price stability: Evidence from the 2015 dividend tax reform in China
- Bank risk‐taking in a mixed duopoly: The role of the state‐owned bank
- The determinants of Asian banking crises—Application of the panel threshold logit model
- Moral Hazard, Agency Cost, and Firm Growth
- Institutional investors and cross‐border mergers and acquisitions: The 2000–2018 period
- Government economic policy uncertainty and corporate debt contracting
- Return Synchronicity and Insider Trading Profitability*
- Further Mining the Predictability of Moving Averages: Evidence from the US Stock Market
- Is the asymmetric impact of aggregate revenue and aggregate earnings on the stock index in accordance with the prospect theory?
- Insider trading and the algorithmic trading environment
- The impacts of RMB internationalization on onshore and offshore RMB markets
- Taking a long view: Investor trading horizon and earnings management strategy
- Are outside director trades informative? Evidence from acquiring firms
- Does the kitchen‐sink model work forecasting the equity premium?
- Pricing Defaultable Bonds Using a Lévy Jump‐Diffusion Model
- The real effects of local mutual funds: Evidence from corporate innovation
- Variance minimizing strategies for stochastic processes with applications to tracking stock indices
- Media attention and firm value: International evidence
- Stock return predictability of the cumulative abnormal returns around the earnings announcement date: Evidence from China
- Institutional investors' corporate site visits and corporate investment efficiency
- The sovereign yield curve and credit ratings in GIIPS
- The maturity‐lengthening role of national development banks
- Taxes, Order Imbalance and Abnormal Returns around the ex‐Dividend day
- Cross‐Border Mergers and Differences in Corporate Governance
- Contemporaneous and Causal Relationship between Returns and Volumes: Evidence from Nifty Futures
- Institutional Ownership and Future Stock Returns: An International Perspective
- Timing the Market with a Combination of Moving Averages
- Counter‐Credit‐Risk Yield Spreads: A Puzzle in China's Corporate Bond Market
- Dissipative Competition: Evidence from a Quasi‐Natural Experiment
- Are Incentive Contract Settlements Nonevents?*
- IMF Conditionality and the Intertemporal Allocation of Resources
- Credit Cards: Transactional Convenience or Debt‐Trap?
- An explosion time characterization of asset price bubbles
- The effect of voting rights on firm value
- Yield curve inversions: A study of country‐level and firm‐level stock reactions
- Why Do Firms in Customer–Supplier Relationships Hold More Cash?
- Patience Is a Virtue: In Value Investing*
- Determinants of Interest Rates on Time Deposits and Savings Accounts: Macro Factors, Bank Risk, and Account Features
- Are Gold and Government Bond Safe‐Haven Assets? An Extremal Quantile Regression Analysis
- Comovement in Anomalies between the Australian and US Equity Markets*
- COVID‐19 and ESG preferences: Corporate bonds versus equities
- When does the Central Bank intervene the foreign exchange market? Estimating a time‐varying threshold intervention function
- Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks
- The COVID‐19 risk in the Chinese option market
- Buy Low and Sell High: The 52‐Week Price Range and Predictability of Returns
- Information of employee decisions and stock returns in the Korean stock market
- Selection Bias and the Underwriter Certification of the Largest Shareholders in Seasoned Equity Offerings
- A new unique impulse response function in linear vector autoregressive models
- The importance of targets and value creation in vertical acquisitions
- Firm's tax aggressiveness under mandatory CSR regime: Evidence after mandatory CSR regulation of India
- How does the volatility‐timing strategy perform in mutual funds portfolios
- CEO Duality and Firm Performance: Does Economic Policy Uncertainty Mediate the Relation?
- Variation in Corporate Governance and Firm Valuation – an International Study
- Another Determinant of Household Leverage: Evidence from Japan's Mortgage Loan Data
- On the Impacts of Overconfidence under Information Diversity*
- Social responsibility, moral hazard, and collateral requirement: Evidence from a quasi‐natural experiment in India
- US Fiscal Policy and Asset Prices: The Role of Partisan Conflict
- How Do Ownership Concentration and Family Control Affect R&D Investments? New Evidence from Taiwan
- Does corporate social responsibility affect shareholder value? Evidence from the COVID‐19 crisis
- Decoupling and Contagion: The Special Case of the Eurozone Sovereign Debt Crisis
- Realized Volatility Forecast: Structural Breaks, Long Memory, Asymmetry, and Day‐of‐the‐Week Effect
- The Impact of Financing Constraints and Agency Costs on Corporate R&D Investment: Evidence from China
- Are Bank Mergers Good News for Shareholders? The Effect of Bank Mergers on Shareholder Value in Japan
- Economic policy responses to the COVID‐19 pandemic and growth of nonperforming loans
- Media Coverage and the Cross‐Section of Stock Returns: The Chinese Evidence
- The Market Timing Power of Moving Averages: Evidence from US REITs and REIT Indexes
- The Impact of Firm‐Level Illiquidity on Crash Risk and the Role of Media Independence: International Evidence
- Peer‐to‐peer lending and financial inclusion with altruistic investors
- Environmental performance and employee welfare: Evidence from health benefit costs
- The profitability of trading on large Lévy jumps
- Credit Risk, Liquidity, and Bubbles
- The Canadian Hedge Fund Industry: Performance and Market Timing
- Trade dependence and stock market reaction to the Russia‐Ukraine war
- The effect of stock liquidity on corporate cash holdings: The real investment motive
- Political institutions and corporate risk‐taking: International evidence
- Investment Committee, Corporate Cash Holdings and Corporate Life Cycle
- How Does Corporate Governance Affect Loan Collateral? Evidence from Chinese SOEs and Non‐SOEs
- Carry Trade Returns with Support Vector Machines
- Does Investor Sentiment Predict the Near‐Term Returns of the Chinese Stock Market?
- Bidder's Gain: Evidence from Termination Returns
- Managerial Stock Ownership and Debt Diversification
- Multifractal Detrended Fluctuation Analysis of Return on Bitcoin*
- Monday Effect in the RMW and the Short‐Term Reversal Factors
- Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data
- Does monetary policy uncertainty command a risk premium in the Chinese stock market?
- Off‐Market Buybacks in Australia: Evidence of Abnormal Trading around Key Dates
- Information Asymmetry and Quarterly Disclosure Decisions by Firms: Evidence From the Tokyo Stock Exchange
- Price and Earnings Momentum, Transaction Costs, and an Innovative Practitioner Technique
- Dynamic Agency and Investment Theory under Model Uncertainty
- Buy and buy again: The impact of unique reference points on (re)purchase decisions
- Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note
- The American Inventors Protection Act: A Natural Experiment on Innovation Disclosure and the Cost of Debt
- Impact of Classified Board on M&A Target Shareholder Value: Nurturing Innovation through Entrenchment
- Can Hedge Funds Time the Market?
- Stock Liquidity and Firm Value: Evidence from a Policy Experiment in India
- Measuring Systemic Risk: Capital Shortfall and CSRISK*
- Is aggregate volatility a priced risk factor?