Issue Information

• Published date: 01 September 2017
• DOI: http://doi.org/10.1111/irfi.12105
• Date: 01 September 2017

International Review of Finance

Vol. 17 No. 3 September 2017

Laura Andreu, Lydia Mateos and José Luis Sarto

The Value Added By Trading Based on Valuation Criteria 327

Paskalis Glabadanidis

Timing the Market With a Combination of Moving Averages 353

Michael T. Chng, Victor Fang, Vincent Xiang and

Hong Feng Zhang

Corporate Hedging and the High Idiosyncratic Volatility Low

Return Puzzle 395

Gert Elaut, Michael Frömmel and Alexander Mende

Duration Dependence, Behavioral Restrictions, and the Market

Timing Ability of Commodity Trading Advisors 427

Shorter Articles

Lee A. Smales

“Brexit”: a Case Study in the Relationship Between Political and

Financial Market Uncertainty 451

Manapon Limkriangkrai, SzeKee Koh

and Robert B. Durand

Environmental, Social, and Governance (Esg) Profiles, Stock

Returns, and Financial Policy: Australian Evidence 461

Felix Chan, Robert B. Durand, Joyce Khuu

and Lee A. Smales

The Validity of Investor Sentiment Proxies 473

Serda S. Öztürk and Thanasis Stengos

A Multivariate Stochastic Volatility Model Applied to a Panel

of S & P500 Stocks in Different Industries 479

Contents