International Review of Finance - AZ - page 3
- Does the Type of Family Control Affect the Relationship Between Ownership Structure and Firm Value?
- Does Bank Diversification Improve Output Growth? Evidence from the Recent Global Crisis
- How is the Taylor Rule Distributed under Endogenous Monetary Regimes?
- Investment and Exit under Uncertainty with Utility from Anticipation
- Issue Information
- Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test
- The Impact of Tax Rebate on Used Car Market: Evidence from Thailand
- Systematic Risk in Conventional and Islamic Equity Markets
- Did Firms Manage Earnings more Aggressively during the Financial Crisis?
- A Bargaining Model of Friendly and Hostile Takeovers
- Cross‐Sectional and Time Series Momentum Returns and Market States
- The Effect of 2008 Crisis on the Volatility Spillovers among Six Major Markets
- Extreme Dependence under Uncertainty: an application to Stock, Currency and Oil Markets
- Consequences of Riding Takeover Waves: Australian Evidence
- Issue Information
- Responsible Personal Finance: The Role of Conscientiousness in Bank and Pension Savings in Chile
- The Validity of Investor Sentiment Proxies
- Internal Restructuring and Firm Survival
- Issue Information
- Banking Reforms for the 21st Century: A Perfectly Stable Banking System Based on Financial Innovations*
- Two Sides of a Coin: Endogenous and Exogenous Effects of Corporate Diversification on Firm Value
- Introduction
- Industry Merger Intensity and Cost of Capital
- Executive Stock Options and Manipulated Stock‐Price Performance
- Is Pay a Matter of Values?
- How to Sell a (Bankrupt) Company
- Do Financial Reforms Improve the Performance of Financial Holding Companies? The Case of Taiwan
- Disagreement in a Multi‐Asset Market
- Regulatory Pressure and Bank Directors’ Incentives to Attend Board Meetings
- Dynamic Optimal Pension Fund Portfolios when Risk Preferences Are Heterogeneous among Pension Participants
- The Effects of Market Makers and Stock Analysts in Emerging Markets
- Voluntary Cooperation in Terms of International Financial Supervision
- Governance Characteristics and the Market Reaction to the SEC's Proxy Access Rule
- Rules Governing the Transfer of Ownership: Wealth Effects and the Influence of Ownership Structure
- Issue Information
- Issue Information
- Issue Information
- Issue information ‐ TOC
- Issue Information
- Issue Information
- Call for Papers
- What Influences Trader Choice of Electronic versus Intermediated Execution?
- Stock Price Informativeness and Corporate Governance: An International Study
- Executive Pay and Performance: Did Bankers’ Bonuses Cause the Crisis?
- How Has CEO Turnover Changed?
- A Trust Crisis
- Low‐Frequency Volatility of Yen Interest Rate Swap Market in Relation to Macroeconomic Risk*
- The Detection and Dynamics of Financial Distress*
- Financial Market Crises and Natural Resource Production
- Monte Carlo Simulations and Capital Structure Research*
- Has the US Bond Market Lost its Edge to the Eurobond Market?*
- Do Private Equity Investors Create Value for Italian Initial Public Offerings?
- The Governance of Financial Regulation: Reform Lessons from the Recent Crisis
- The Impact of Liquidity Risk: A Fresh Look*
- Information Asymmetry and Financing Decisions*
- A Dynamic Volume–Return Relation and Investors' Positive Feedback Trading
- On the Behavior and Determinants of Risk‐Based Capital Ratios: Revisiting the Evidence from UK Banking Institutions*
- Credit Default Swaps and the Stability of the Banking Sector*
- Trading Mechanisms and Market Quality: Call Markets versus Continuous Auction Markets
- The Value of Imputation Tax Credits on Australian Hybrid Securities
- Decomposing the Income Insurance Channel across OECD and Emerging Markets
- Global Volatility and Forex Returns in East Asia*
- A Creative Institutional Response to Twin Problems of Liquidity and Information Gaps in Certain Emerging Markets
- Issue Information
- Pyramidal Discounts: Tunneling or Overinvestment?*
- Price and Volume Behavior around the Ex‐dividend Day: Evidence on the Value of Dividends from American Depositary Receipts and their Underlying Australian Stocks*
- Does the Quality of Corporate Governance Affect Firm Valuation and Risk? Evidence from a Corporate Governance Scorecard in Hong Kong*
- A Theory of Currency Board with Irrevocable Commitments*
- Do Informed Traders Win? An Analysis of Changes in Corporate Ownership around Substantial Shareholder Notices*
- Managerial Performance and Closed‐End Country Fund Premiums: A Lead or Lag Relationship?*
- Sophistication in Risk Management, Bank Equity, and Stability*
- Heterogeneity in the Speed of Adjustment toward Target Leverage*
- Foreign Investors' Reaction to Lower Profitability – The Role of Information Asymmetry*
- Capital Market Access and Financing of Private Firms*
- Corporate Disclosures: Strategic Donation of Information*
- The Reach of the Disposition Effect: Large Sample Evidence Across Investor Classes*
- Announcement
- Equity Options and Underlying Stocks' Behavior: Further Evidence from Japan*
- Financial Liberalization and Banking Crises: A Cross‐Country Analysis*
- The Role of Executive Stock Options in On‐Market Share Buybacks*
- Order Flow Patterns around Seasoned Equity Offerings and their Implications for Stock Price Movements*
- Loan Sales and Loan Market Competition*
- Implications for Asset Pricing Puzzles of a Roll‐over Assumption for the Risk‐Free Asset*
- Call for Papers
- Trade Credit, Bank Credit and Financial Crisis*
- Optimal Expansion Financing and Prior Financial Structure*
- An Overview of the Crisis: Causes, Consequences, and Solutions*
- Cross‐Border Exposures and Financial Contagion
- Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives*
- Issue information ‐ TOC
- The Degree of Judicial Enforcement and Credit Markets: Evidence from Japanese Household Panel Data*
- Effect of Investor Category Trading Imbalances on Stock Returns*
- Common Divisors, Payout Persistence, and Return Predictability
- The Market Valuation of Cash Dividends: The Case of the CRA Bonus Issue*
- Institutional Trading and Price Momentum
- Foreword to Special Issue: Governance, Policy and the Crisis
- Large Shareholder Activism in Corporate Governance in Developing Countries: Evidence from India
- Deal or No Deal, That is the Question: The Impact of Increasing Stakes and Framing Effects on Decision‐Making under Risk
- Is Liquidity Symmetric? A Study of Newly Listed Internet and Technology Stocks
- A Stochastic Measure of International Competitiveness*
- Common Risk Factors Versus a Mispricing Factor of Tokyo Stock Exchange Firms: Inquiries into the Fundamental Value Derived from Analyst Earnings Forecasts*
- Market Price of Risk: A Comparison among the United States, United Kingdom, Australia and Japan*
- Corporate Diversification and Firm Value: Evidence from Post‐1997 Data*
- Effect of Price Limits: Initial Public Offerings versus Seasoned Equities*
- Financial Structure, Corporate Finance and Economic Growth
- Determinants of Capital Structure for Japanese Multinational and Domestic Corporations*
- Testing Option Pricing Models with Stochastic Volatility, Random Jumps and Stochastic Interest Rates
- Securitization and Rate Setting in the UK Mortgage Market*
- Corporate Governance in Asia: A Survey
- Capital Investments and Stock Returns in Japan*
- Estimation Uncertainty and the Equity Premium*
- Stock Index Futures Prices and the Asian Financial Crisis*
- Short Rate Dynamics and Regime Shifts*
- Ex‐Dividend Day Behavior in the Absence of Taxes and Price Discreteness*
- An Analysis of the Magnet Effect under Price Limits*
- The Relative Importance of Domestic and Global Factors in Explaining Australian Stock Returns
- Bank Safety and Soundness and the Structure of Bank Supervision: A Cross‐Country Analysis
- Investors’ Herding on the Tokyo Stock Exchange
- Why Do Governments Privatize Abroad?
- Family Control and Corporate Governance: Evidence from Taiwan
- On the Information Content of Bank Loan‐loss Disclosures: A Theory and Evidence from Japan
- Capital Structure: New Evidence from the Ownership Structure*
- On the Demand Elasticity of Initial Public Offerings: An Analysis of Discriminatory Auctions
- Yield Curve Risk in Japanese Government Bond Markets
- Portfolio Concentration and Investment Manager Performance*
- Future Long‐Horizon Performance Measurement Conditional on Past Survival*
- An Analytic Solution for Interest Rate Swap Spreads
- Effect of Taxation on Equal Access Share Buybacks in Australia*
- Measuring Productive Efficiency of Stock Exchanges using Price Adjustment Coefficients
- Privatization, Efficiency and Intra‐industry Effects: Analysis of China’s Privatization
- On the Determinants and Dynamics of Dividend Policy
- What Explains Cross‐country Industry Growth Patterns? Trade, Development and the Equity Financing Channel
- Do Uniform Price Auctions Trade‐off Higher Risk for Higher Return?*
- Dynamic Optimality of Yield Curve Strategies*
- Foreign Firms Issuing Equity on US Exchanges: An Empirical Investigation of IPOs and SEOs
- Does the More Risk‐Averse Investor hold a Less Risky Portfolio?*
- Profitability of Contrarian Strategies: Evidence from the Istanbul Stock Exchange*
- Capital Structure Choices and Taxes: Evidence from the Australian Dividend Imputation Tax System
- Cost Efficiency in South Asian Banking: The Impact of Bank Size, State Ownership and Stock Exchange Listings*
- Investing Public Pensions in the Stock Market: Implications for Risk Sharing, Capital Formation and Public Policy in the Developed and Developing World
- The Behavior and Performance of Foreign Investors in Emerging Equity Markets: Evidence from Taiwan
- How do Individual, Institutional, and Foreign Investors Win and Lose in Equity Trades? Evidence from Japan*
- Bond Term Premium Analysis in the Presence of Multiple Regimes
- Interest Rate, Currency and Equity Derivatives Valuation Using the Potential Approach
- The Contributions of Professors Fischer Black, Robert Merton and Myron Scholes to the Financial Services Industry
- Value‐at‐Risk in Emerging Equity Markets: Comparative Evidence for Symmetric, Asymmetric, and Long‐Memory GARCH Models
- Why Doesn't the Black‐‐Scholes Model Fit Japanese Warrants and Convertible Bonds?
- Impact of International Cross‐listing on Local Exchanges: Evidence from Chile
- Do Reforms in Transition Economies Affect Foreign Bank Entry?
- A Refutation of the Existence of the Other January Effect*
- Managerial Opportunism and Capital Structure Adjustments: Equity–for–debt Swap and Convertible Debt
- A Theory of Precautionary Regulatory Capital in Banking*
- The Valuation Effects of Prime Rate Revisions: Is There an Advantage of Being First?*
- Looking for Spot in the Presence of Futures*
- Simple Trading Rules and the Market for Internet Stocks
- Two Common Problems in Capital Structure Research: The Financial‐Debt‐To‐Asset Ratio and Issuing Activity Versus Leverage Changes
- The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk*
- Asymmetric Market Reactions of Growth and Value Firms with Management Earnings Forecasts*
- Changes in the Nikkei 500: New Evidence for Downward Sloping Demand Curves for Stocks
- Competition and Market Structure of National Association of Securities Dealers Automated Quotations
- Switching Between the Banking and Metals and Mining Sectors of Australia*
- Are Feedback Factors Important in Modeling Financial Data?
- Is the Negative Relation Between Leverage and Historical Market‐To‐Book Specific to US and Information and Communication Technology Firms?*
- Financial Structure and Financial Crisis
- Forecasting and Finite Sample Performance of Short Rate Models: International Evidence*
- An Empirical Comparison of Price‐Limit Models*
- The Effect of Short Sale Constraint Removal on Volatility in the Presence of Heterogeneous Beliefs*
- Emerging Market Efficiencies: New Zealand's Maturation Experience in the Presence of Non‐Linearity, Thin Trading and Asymmetric Information
- The SCoD Model: Analyzing Durations with a Semiparametric Copula Approach*
- Industry Clustering in Nordic Initial Public Offering Markets
- Long‐term Investments and Financial Structure
- The Hong Kong Currency Board During the 1997–8 Crisis: Problems and Solutions
- Security Markets versus Bank Finance: Legal Enforcement and Investors' Protection
- The Short– and Long–run Performance of New Listings in Tunisia
- Exchange Rate Policy Options for Southeast Asia
- Excess Risk Premia of Asian Banks
- Designing Markets for Developing Countries
- A Variable Reduction Technique for Pricing Average‐rate Options
- Erratum
- Index to volume 2 (2001)
- Index to Volume 1, 2000
- Editorial
- Erratum