Search Results - "International Review of Financial Analysis"

Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries by Filis, George, Degiannakis, Stavros, Floros, Christos

“…The paper investigates the time-varying correlation between stock market prices and oil prices for oil-importing and oil-exporting countries. A DCC-GARCH-GJR…”
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The impact of banking regulations on banks' cost and profit efficiency: Cross-country evidence by Pasiouras, Fotios, Tanna, Sailesh, Zopounidis, Constantin

“…This paper uses stochastic frontier analysis to provide international evidence on the impact of the regulatory and supervision framework on bank efficiency…”
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Volatility transmission between oil prices and equity sector returns by Malik, Farooq, Ewing, Bradley T.

“…This paper employs bivariate GARCH models to simultaneously estimate the mean and conditional variance between five different US sector indexes and oil prices…”
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Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis by Wang, Yudong, Liu, Li, Gu, Rongbao

“…We divided the whole series of Shenzhen stock market into two sub-series at the criterion of the date of a reform and their scale behaviors are investigated…”
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Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange by Cajueiro, Daniel O., Gogas, Periklis, Tabak, Benjamin M.

“…In this paper we assess if the financial market liberalization introduced in the beginning of the 1990s in Greece has changed the degree of market development…”
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International Financial Reporting Standards and the quality of financial statement information by Iatridis, George

“…This study focuses on the adoption of the International Financial Reporting Standards (IFRSs) in the UK and concentrates in the switch from the UK GAAP to…”
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Accounting disclosures, accounting quality and conditional and unconditional conservatism by Iatridis, George Emmanuel

“…This study investigates the motives of UK listed companies when reporting high and low quality accounting disclosures. It also examines the relation between…”
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Investor sentiment and feedback trading: Evidence from the exchange-traded fund markets by Chau, Frankie, Deesomsak, Rataporn, Lau, Marco C.K.

“…This paper extends the standard feedback trading model of Sentana and Wadhwani (1992) by allowing the demand for shares by feedback traders to depend on…”
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Financial crisis and stock market efficiency: Empirical evidence from Asian countries by Lim, Kian-Ping, Brooks, Robert D., Kim, Jae H.

“…This paper empirically investigates the effects of the 1997 financial crisis on the efficiency of eight Asian stock markets, applying the rolling bicorrelation…”
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Sudden changes in volatility in emerging markets: The case of Gulf Arab stock markets by Hammoudeh, Shawkat, Li, Huimin

“…This article examines sudden changes in volatility for five Gulf area Arab stock markets using the iterated cumulative sums of squares (ICSS) algorithm and…”
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Are European equity markets efficient? New evidence from fractal analysis by Onali, Enrico, Goddard, John

“…We report an empirical analysis of long-range dependence in the returns of eight stock market indices, using the Rescaled Range Analysis (RRA) to estimate the…”
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The relationship between product market competition and capital structure in Chinese listed firms by Guney, Yilmaz, Li, Ling, Fairchild, Richard

“…Financial and industrial economists have increasingly recognized the interaction between product market competition and financing decisions of firms. This…”
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Price and volatility spillovers across North American, European and Asian stock markets by Singh, Priyanka, Kumar, Brajesh, Pandey, Ajay

“…This paper examines price and volatility spillovers across North American, European and Asian stock markets. The return spillover is modeled through VAR(15) in…”
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Macroeconomic determinants of credit risk: Recent evidence from a cross country study by Ali, Asghar, Daly, Kevin

“…The study of financial stability has become the cornerstone of modern macroeconomic policy particularly for developed countries. The recent global financial…”
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Empirical relationship between macroeconomic volatility and stock returns: Evidence from Latin American markets by Abugri, Benjamin A.

“…Emerging market stock returns have been characterized as having higher volatility than returns in the more developed markets. But previous studies give little…”
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Is earnings management opportunistic or beneficial? An agency theory perspective by Jiraporn, Pornsit, Miller, Gary A., Yoon, Soon Suk, Kim, Young S.

“…Earnings management has been cast into negative light due to the recent corporate scandals and, therefore, is viewed as detrimental to the firm. Enron and…”
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Testing the evolving efficiency of Arab stock markets by Abdmoulah, Walid

“…Our goal is to examine whether Arab stock markets are becoming more efficient during the last decade thanks to organizational improvements and agents'…”
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The value relevance of cash flows, current accruals, and non-current accruals in the UK by Akbar, Saeed, Shah, Syed Zulfiqar Ali, Stark, Andrew W.

“…Cash flow statements have a longstanding history as mandated financial statement disclosures, having replaced funds flow statements. The usefulness of such…”
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An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation by Al Janabi, Mazin A.M., Hatemi-J, Abdulnasser, Irandoust, Manuchehr

“…The aim of this study is to explore whether the Gulf Cooperation Council (GCC) equity markets are informationally efficient with regard to oil and gold price…”
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Oil prices and accounting profits of oil and gas companies by Dayanandan, Ajit, Donker, Han

“…This paper investigates the relationship between commodity prices of crude oil, capital structure, firm size and accounting measures of firm performance using…”
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