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International Review of Financial Analysis
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1.69
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1506
Papers 1528
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#1Frank O. KwabiH-Index: 2
#2Agyenim BoatengH-Index: 16
Last. Min Du (DMU: De Montfort University)H-Index: 1
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Abstract In this study, we analyse the effects of central bank independence (CBI) and central bank transparency (CBT) and their interactions with institutional quality on foreign equity portfolio inflows. Employing a dataset from 42 countries over the period from 2001 to 2014, we find strong evidence that independent and transparent central bank has a positive and significant influence on foreign equity investment inflows. Further analysis shows that institutional quality interacts with central ...
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#1Pick Schen YipH-Index: 1
#1Pick Schen Yip (Hodges University)
Last. Duc Khuong NguyenH-Index: 36
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Abstract The strong volatility spillover between crude oil and agricultural commodity markets reduces the diversification benefits and implies costly risk management process faced by portfolio managers and agricultural producers. This paper proposes a comprehensive study of their dynamic implied volatility spillover effects after the global financial crisis 2008–2009, while considering the transition between oil volatility's regimes. By using implied volatility, our analysis emphasizes on the fo...
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#1Gbenga Ibikunle (Edin.: University of Edinburgh)H-Index: 9
#2Frank McGroarty (University of Southampton)H-Index: 11
Last. Khaladdin Rzayev (LSE: London School of Economics and Political Science)
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Abstract We investigate how increased attention affects bitcoin's price discovery process. We first decompose bitcoin price into efficient and noise components and then show that the noise element of bitcoin pricing is driven by high levels of attention. This implies that high levels of attention are linked with an increase in uninformed trading activity in the market for bitcoin, while informed trading activity is driven by arbitrage rather than attention.
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Abstract Liquidity is easily perceived but not easily measured in financial markets. Researchers and practitioners develop and test new measures of liquidity which may be good candidates for measuring this elusive concept. In this study, we present a comparison of variables within two empirical exercises using up to eight traditional liquidity proxies and two proposed proxies based on semi-deviations in a sample of NYSE-listed stocks. The first empirical exercise analyzes the relationship betwee...
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Abstract We use high frequency intra-day data to investigate the influence of unscheduled currency and Bitcoin news on the returns, volume and volatility of the cryptocurrency Bitcoin and traditional currencies over the period from January 2012 to November 2018. Results show that Bitcoin behaves differently to traditional currencies. Traditional currencies typically experience a decrease in returns after negative news arrivals and an increase in returns following positive news whereas Bitcoin re...
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#1Lin Boqiang (Ha Tai: Xiamen University)H-Index: 2
#1Boqiang Lin (Ha Tai: Xiamen University)
Last. Tong Su (Ha Tai: Xiamen University)H-Index: 1
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Abstract Motivated by the crucial status of oil price and exchange rates in world finance and economy, we apply daily data from August 2005 to February 2019 to investigate the impact of oil price shocks on the exchange rate of BRICS countries. This paper first adopts a new framework and EEMD method to decompose oil shocks and exchange rate series, respectively. With these econometric methods, the final research variables in this paper are constructed, including two types of oil shocks and three ...
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#1Vu Quang TrinhH-Index: 1
#2Abdullah M. Aljughaiman (King Faisal University)H-Index: 6
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Abstract In a cross-country setting, we document that busy boards of directors (i.e., outside directors with multiple directorships) enhance a bank's financing capacity by lowering its cost of debt, which is consistent with the signalling quality hypothesis. Our analysis further reveals that this negative association is more pronounced in conventional banks than their Islamic counterparts. Possibly owning to the distinctive governance structure and the complexity of the Islamic business model, w...
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Abstract We examine how financial advice interacts with financial literacy to shape household decisions on stock market participation in China. Particularly, we investigate how the effect of financial advice varies with economic expectations, preferences for asset diversification and the level of financial literacy. Feeding the data of 5274 households into a Probit model that predicts the probability of holding stocks, we find that, while an increase in financial literacy significantly raises th...
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This study examines the determinants of the decision of UK non-financial companies to solicit a credit rating drawing upon the information asymmetry, signalling, agency and default literature. The paper extends the current literature on the determinants of corporate credit ratings by including key non-financial variables. The rating likelihood models are able to distinguish between rated and non-rated companies satisfactorily. Moreover, the estimated rating determinants models reveal that the in...
#1Qiang Ji (CAS: Chinese Academy of Sciences)H-Index: 26
#2Dayong Zhang (SWUFE: Southwestern University of Finance and Economics)H-Index: 15
Last. Ali M. Kutan (SIUE: Southern Illinois University Edwardsville)H-Index: 34
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Top fields of study
Finance
Financial economics
Economics
Stock market
Volatility (finance)