Issue Information

• DOI: http://doi.org/10.1111/irfi.12106
• Date: 01 December 2017
• Published date: 01 December 2017

International Review of Finance

Vol. 17 No. 4 December 2017

Die Wan and Xiaoguang Yang

High-Frequency Positive Feedback Trading and Market Quality:

Evidence from China’s Stock Market 493

Liao Xu and Xiangkang Yin

Exchange Traded Funds and Stock Market Volatility 525

Lingxia Sun and Dong Wook Lee

Factor Exposures of Foreign Equity Capital in a Domestic

Stock Market: Evidence from Korea 561

Benedikt Hoechner, Peter Reichling and Gordon Schulze

Pitfalls of Downside Performance Measures with Arbitrary

Targets 597

Michel Dacorogna and Marc Busse

The Price of Being a Systemically Important Financial Institution

(SIFI) 611

Shorter Articles

Haiqi Li, Yu Guo and Sung Y. Park

Asymmetric Relationship between Investors’ Sentiment and

Stock Returns: Evidence from a Quantile Non-causality Test 617

Jie Hu, Guo Li and Feifei Zhu

Regional Financial Developments and Research and

Development Investment–Cash Flow Sensitivity: Evidence

on Chinese Public High-Tech Companies 627

Khamis Hamed Al-Yahyaee, Ahmed Khamis Al-Hadi

and Syed Mujahid Hussain

Market Risk Disclosures and Board Gender Diversity in Gulf

Cooperation Council (GCC) Firms 645

Contents