International Review of Finance - AZ
- Firm‐level political risk and implied cost of equity capital
- The importance of targets and value creation in vertical acquisitions
- Are Incentive Contract Settlements Nonevents?*
- Do Foreign Investors Promote Stock Price Efficiency in Emerging Markets?
- Board Committee Meetings and Firm Financial Performance: An Investigation of Australian Companies
- Asymmetric Correlations in Predicting Portfolio Returns*
- Investment and financing for cash flow discounted with group diversity
- Value of dividend signaling in uncertain times
- 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
- 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
- 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
- Volatility and returns: Evidence from China†
- 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
- 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
- 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
- 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
- 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
- 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
- Institutional investors and cross‐border mergers and acquisitions: The 2000–2018 period
- Government economic policy uncertainty and corporate debt contracting
- 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?
- 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
- 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
- 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
- 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
- Asset pricing factors in Islamic equity returns
- Can technical indicators predict the Chinese equity risk premium?
- 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
- 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?
- 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
- 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
- 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
- Does Geographic Proximity Change the Passiveness of Equity Ownership by Bank Trust?
- Fama–French in China: Size and Value Factors in Chinese Stock Returns
- The q‐Factors and Macroeconomic Conditions: Asymmetric Effects of the Business Cycles on Long and Short Sides*
- Market Volatility Risk and Stock Returns around the World: Implication for Multinational Corporations*
- Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets
- The Co‐Movement of Credit Default Swap Spreads, Equity Returns and Volatility: Evidence from Asia‐Pacific Markets
- Money Following Trust: Evidence from China’s High‐Value Payment System
- Does Independent Industry Expertise Improve Board Effectiveness? Evidence From Bank CEO Turnovers
- Momentum Trading with the ℓ1‐Filter: Are the Markets Efficient?*
- Do Countries Matter More in Determining the Relationship Between Employee Welfare and Financial Performance?
- Decentralization and Firm Investments: Evidence from China
- Does Policy Instability Matter for International Equity Markets?
- Moral Hazard, Agency Cost, and Firm Growth
- On Education Level and Terms in Obtaining P2P Funding: New Evidence from China*
- Cross‐Country Variability in Cost of Raising Equity: Evidence from Seasoned Equity Offerings
- Saddled with Attention: Overreaction to Bankruptcy Filings
- Institutional Ownership and Private Equity Placements: Evidence from Chinese Listed Firms
- Predicting Default More Accurately: To Proxy or Not to Proxy for Default?