Browse by Journal
Number of items: 26.
2023
Izzeldin, Marwan, Muradoğlu, Gülnur, Pappas, Vasileios, Petropoulou, Athina, Sivaprasad, Sheeja (2023) The Impact of the Russian-Ukrainian War on Global Financial Markets. International Review of Financial Analysis, 87 . Article Number 102598. ISSN 1057-5219. (doi:10.1016/j.irfa.2023.102598) (KAR id:100023) |
Brahma, Sanjukta, Gavriilidis, Konstantinos, Kallinterakis, Vasileios, Verousis, Thanos, Zhang, Mengyu (2023) LGBTQ and Finance. International Review of Financial Analysis, 86 . Article Number 102547. ISSN 1057-5219. (doi:10.1016/j.irfa.2023.102547) (KAR id:99729) |
2022
Grillini, S., Ozkan, A., Sharma, A. (2022) Static and dynamic liquidity spillovers in the Eurozone: The role of financial contagion and the Covid-19 pandemic. International Review of Financial Analysis, 83 . Article Number 102273. ISSN 1057-5219. (doi:10.1016/j.irfa.2022.102273) (KAR id:97221) |
2021
Alexakis, Christos, Pappas, Vasileios, Skarmeas, Emmanouil (2021) Market abuse under different close price determination mechanisms: A European case. International Review of Financial Analysis, . Article Number 101707. ISSN 1057-5219. (doi:10.1016/j.irfa.2021.101707) (KAR id:85727) |
Bouri, E., Lau, C.K.M., Saeed, T., Wang, S., Zhao, Y. (2021) On the intraday return curves of Bitcoin: Predictability and trading opportunities. International Review of Financial Analysis, 76 . Article Number 101784. ISSN 1057-5219. (doi:10.1016/j.irfa.2021.101784) (KAR id:93919) |
Wang, Lipeng, Zhang, Mengyu, Verousis, Thanos (2021) The Road to Economic Recovery: Pandemics and Innovation. International Review of Financial Analysis, 75 . Article Number 101729. ISSN 1057-5219. (doi:10.1016/j.irfa.2021.101729) (KAR id:86821) |
Bevilacqua, Mattia, Morelli, David A., Uzan, Paola Sultana Renée (2021) Striking the implied volatility of US drone companies. International Review of Financial Analysis, 77 . Article Number 101832. ISSN 1057-5219. (doi:10.1016/j.irfa.2021.101832) (KAR id:89461) |
Izzeldin, Marwan, Muradoğlu, Gülnur, Pappas, Vasileios, Sivaprasad, Sheeja (2021) The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model. International Review of Financial Analysis, 74 . Article Number 101671. ISSN 1057-5219. (doi:10.1016/j.irfa.2021.101671) (KAR id:85238) |
2020
Bevilacqua, Mattia, Morelli, David, Uzan, Paola Sultana Renée (2020) Asymmetric implied market volatility and terrorist attacks. International Review of Financial Analysis, 67 . Article Number 101417. ISSN 1057-5219. (doi:10.1016/j.irfa.2019.101417) (KAR id:79243) |
Ji, Q., Zhang, D., Zhao, Y. (2020) Searching for safe-haven assets during the COVID-19 pandemic. International Review of Financial Analysis, 71 . Article Number 101526. ISSN 1057-5219. (doi:10.1016/j.irfa.2020.101526) (KAR id:93922) |
2019
Argyropoulos, Christos, Panopoulou, Ekaterini (2019) Backtesting VaR and ES Under the Magnifying Glass. International Review of Financial Analysis, 64 . pp. 22-37. ISSN 1057-5219. (doi:10.1016/j.irfa.2019.04.005) (KAR id:73414) |
Fan, Yaoyao, Boateng, Agyenim, King, Timothy, MacRae, Claire (2019) Board-CEO friendship ties and firm value: Evidence from US firms. International Review of Financial Analysis, 65 . Article Number 101373. ISSN 1057-5219. (doi:10.1016/j.irfa.2019.101373) (KAR id:75266) |
Danso, Albert, Lartey, Theophilus, Amankwah-Amoah, Joseph, Adomako, Samuel, Lu, Qinye, Uddin, Moshfique (2019) Market Sentiment and Firm Investment Decision-Making. International Review of Financial Analysis, 66 . Article Number 101369. ISSN 1057-5219. (doi:10.1016/j.irfa.2019.06.008) (KAR id:75202) |
Grillini, S., Ozkan, A., Sharma, A., Al Janabi, M.A.M. (2019) Pricing of time-varying illiquidity within the Eurozone: Evidence using a Markov switching liquidity-adjusted capital asset pricing model. International Review of Financial Analysis, 64 . pp. 145-158. ISSN 1057-5219. (doi:10.1016/j.irfa.2019.05.002) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:97229) |
2018
Bermpei, T., Kalyvas, A.N., Nguyen, T.C. (2018) Does institutional quality condition the effect of bank regulations and supervision on bank stability? Evidence from emerging and developing economies. International Review of Financial Analysis, 59 . pp. 255-275. ISSN 1057-5219. (doi:10.1016/j.irfa.2018.06.002) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:100410) |
2017
Tunaru, Diana (2017) Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models. International Review of Financial Analysis, 52 . pp. 119-129. ISSN 1057-5219. (doi:10.1016/j.irfa.2017.05.003) (KAR id:65972) |
Tunaru, Radu, Zheng, Teng (2017) Parameter Estimation Risk in Asset Pricing and Risk Management: A Bayesian Approach. International Review of Financial Analysis, 53 . pp. 80-93. ISSN 1057-5219. (doi:10.1016/j.irfa.2017.08.004) (KAR id:62961) |
2016
El Kalak, Izidin, Azevedo, Alcino, Hudson, Robert (2016) Reviewing the Hedge Funds Literature I: Hedge Funds and Hedge Funds' Managerial Characteristics. International Review of Financial Analysis, 48 . pp. 85-97. ISSN 1057-5219. (doi:10.1016/j.irfa.2016.09.008) (KAR id:57280) |
El Kalak, Izidin, Azevedo, Alcino, Hudson, Robert (2016) Reviewing the Hedge Funds Literature II: Hedge Funds’ Returns and Risk Management Characteristics. International Review of Financial Analysis, 48 . pp. 55-66. ISSN 1057-5219. (doi:10.1016/j.irfa.2016.09.006) (KAR id:57285) |
El Kalak, Izidin, Hudson, Robert (2016) The effect of size on the failure probabilities of SMEs: An empirical study on the US market using discrete hazard model. International Review of Financial Analysis, 43 . pp. 135-145. ISSN 1057-5219. (doi:10.1016/j.irfa.2015.11.009) (KAR id:55638) |
2015
Pappas, Vasileios, Ingham, H., Izzeldin, M., Steele, G. (2015) Will the crisis "tear us apart"? Evidence from the EU. International Review of Financial Analysis, 46 . pp. 346-360. ISSN 1057-5219. (doi:10.1016/j.irfa.2015.09.010) (KAR id:66104) |
2014
Stanescu, Silvia, Tunaru, Radu, Candradewi, Made Reina (2014) Forward–futures price differences in the UK commercial property market: Arbitrage and marking-to-model explanations. International Review of Financial Analysis, 34 . pp. 177-188. ISSN 1057-5219. (doi:10.1016/j.irfa.2014.05.012) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:42024) |
2013
Alexander, Carol, Lazar, Emese, Stanescu, Silvia (2013) Forecasting VaR using Analytic Higher Moments for GARCH Processes. International Review of Financial Analysis, 30 . pp. 36-45. ISSN 1057-5219. (doi:10.1016/j.irfa.2013.05.006) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:34478) |
Iqbal, Abdullah, Akbar, Saeed, Shiwakoti, Radha K. (2013) The long run performance of UK firms making multiple rights issues. International Review of Financial Analysis, 28 (June). pp. 156-165. ISSN 1057-5219. (doi:10.1016/j.irfa.2013.03.003) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:43725) |
2012
Kampouridis, Michael, Chen, S.-H., Tsang, E. (2012) Market Fraction Hypothesis: A proposed test. International Review of Financial Analysis, 23 . pp. 41-54. ISSN 1057-5219. (doi:10.1016/j.irfa.2011.06.009) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:42185) |
2002
Morelli, David A. (2002) 'The Relationship between Conditional Stock Market Volatility and Conditional Macroeconomic Volatility. Empirical Evidence Based on UK Data'. International Review of Financial Analysis, 11 (1). pp. 101-110. ISSN 1057-5219. (doi:10.1016/S1057-5219(01)00066-7) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:9217) |