Journal of Banking & Finance
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2014, Volume 44, Issue C
- 1-12 The risk of financial intermediaries
by Delis, Manthos D. & Hasan, Iftekhar & Tsionas, Efthymios G.
- 13-25 The good and bad news about the new liquidity rules of Basel III in Western European countries
by Dietrich, Andreas & Hess, Kurt & Wanzenried, Gabrielle
- 26-38 How does public information affect the frequency of trading in airline stocks?
by Nowak, Sylwia & Anderson, Heather M.
- 39-54 How do asset encumbrance and debt regulations affect bank capital and bond risk?
by Helberg, Stig & Lindset, Snorre
- 55-71 The impact of competition and information on intraday trading
by Malinova, Katya & Park, Andreas
- 72-92 Risk models-at-risk
by Boucher, Christophe M. & Daníelsson, Jón & Kouontchou, Patrick S. & Maillet, Bertrand B.
- 93-113 Options-implied variance and future stock returns
by Guo, Hui & Qiu, Buhui
- 114-129 Macro-financial determinants of the great financial crisis: Implications for financial regulation
by Caprio, Gerard & D’Apice, Vincenzo & Ferri, Giovanni & Puopolo, Giovanni Walter
- 130-140 Analytical pricing of discrete arithmetic Asian options with mean reversion and jumps
by Chung, Shing Fung & Wong, Hoi Ying
- 141-159 Of religion and redemption: Evidence from default on Islamic loans
by Baele, Lieven & Farooq, Moazzam & Ongena, Steven
- 160-176 Competition of socially responsible and conventional mutual funds and its impact on fund performance
by In, Francis & Kim, Martin & Park, Raphael Jonghyeon & Kim, Sangbae & Kim, Tong Suk
- 177-188 Investment performance of “environmentally-friendly” firms and their initial public offers and seasoned equity offers
by Chan, Pak To & Walter, Terry
- 189-206 Subscribing to transparency
by He, Yinghua & Nielsson, Ulf & Guo, Hong & Yang, Jiong
- 207-218 Firm quality or market sentiment: What matters more for IPO investors?
by Neupane, Suman & Paudyal, Krishna & Thapa, Chandra
- 219-232 Is the investment factor a proxy for time-varying investment opportunities? The US and international evidence
by Huang, Lin & Wang, Zijun
- 233-247 The determinants of U.S. banks’ international activities
by Temesvary, Judit
- 248-263 The choice between informal and formal restructuring: The case of French banks facing distressed SMEs
by Blazy, Régis & Martel, Jocelyn & Nigam, Nirjhar
- 264-278 Do small businesses still prefer community banks?
by Berger, Allen N. & Goulding, William & Rice, Tara
2014, Volume 43, Issue C
- 1-13 Corporate social responsibility and stock price crash risk
by Kim, Yongtae & Li, Haidan & Li, Siqi
- 14-28 A jackknife-type estimator for portfolio revision
by Füss, Roland & Miebs, Felix & Trübenbach, Fabian
- 29-47 Do leveraged exchange-traded products deliver their stated multiples?
by Loviscek, Anthony & Tang, Hongfei & Xu, Xiaoqing Eleanor
- 48-57 Does information sharing reduce the role of collateral as a screening device?
by Karapetyan, Artashes & Stacescu, Bogdan
- 58-77 Performance of international and global equity mutual funds: Do country momentum and sector momentum matter?
by Breloer, Bernhard & Scholz, Hendrik & Wilkens, Marco
- 78-96 The effects of corporate bailout on firm performance: International evidence
by Jiang, Zhan & Kim, Kenneth A. & Zhang, Hao
- 97-113 Foreign exchange exposure and multinationality
by Hutson, Elaine & Laing, Elaine
- 114-123 Large versus small foreign exchange interventions
by Fatum, Rasmus & Yamamoto, Yohei
- 124-136 The effect on competition of banking sector consolidation following the financial crisis of 2008
by Pérez Montes, Carlos
- 137-149 Quality of PIN estimates and the PIN-return relationship
by Yan, Yuxing & Zhang, Shaojun
- 150-159 Time-varying, heterogeneous risk aversion and dynamics of asset prices among boundedly rational agents
by Park, Beum-Jo
- 160-178 Discrete stochastic autoregressive volatility
by Cordis, Adriana S. & Kirby, Chris
- 179-187 The information content of option ratios
by Blau, Benjamin M. & Nguyen, Nga & Whitby, Ryan J.
- 188-199 Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013
by Charles, Amélie & Darné, Olivier
- 200-211 Estimating and using GARCH models with VIX data for option valuation
by Kanniainen, Juho & Lin, Binghuan & Yang, Hanxue
- 212-225 Performance evaluation of optimized portfolio insurance strategies
by Zieling, Daniel & Mahayni, Antje & Balder, Sven
- 226-246 The sources of shareholder wealth gains from going private transactions: The role of controlling shareholders
by Boubaker, Sabri & Cellier, Alexis & Rouatbi, Wael
- 247-261 The impact of enterprise risk management on the marginal cost of reducing risk: Evidence from the insurance industry
by Eckles, David L. & Hoyt, Robert E. & Miller, Steve M.
2014, Volume 42, Issue C
- 1-10 The MAX effect: European evidence
by Walkshäusl, Christian
- 11-22 Human capital, household capital and asset returns
by Ren, Yu & Yuan, Yufei & Zhang, Yang
- 23-41 Do target CEOs trade premiums for personal benefits?
by Qiu, Buhui & Trapkov, Svetoslav & Yakoub, Fadi
- 42-59 Value of strategic alliances: Evidence from the bond market
by Chou, Ting-Kai & Ou, Chin-Shyh & Tsai, Shu-Huan
- 60-75 Female leadership, performance, and governance in microfinance institutions
by Strøm, Reidar Øystein & D’Espallier, Bert & Mersland, Roy
- 76-82 Developed markets’ business cycle dynamics and time-variation in emerging markets’ asset returns
by Nitschka, Thomas
- 83-100 Firm cash holdings and CEO inside debt
by Liu, Yixin & Mauer, David C. & Zhang, Yilei
- 101-111 Contrarian flows, consumption and expected stock returns
by Zhang, Yuzhao
- 112-122 Catalysts for price discovery in the European Union Emissions Trading System
by Schultz, Emma & Swieringa, John
- 123-133 The impact of derivatives hedging on the stock market: Evidence from Taiwan’s covered warrants market
by Chung, San-Lin & Liu, Wen-Rang & Tsai, Wei-Che
- 134-153 The dynamics of spillover effects during the European sovereign debt turmoil
by Alter, Adrian & Beyer, Andreas
- 154-165 Unveiling the embedded coherence in divergent performance rankings
by Bosch-Badia, Maria Teresa & Montllor-Serrats, Joan & Tarrazon-Rodon, Maria-Antonia
- 166-178 Investor sentiment and return predictability of disagreement
by Kim, Jun Sik & Ryu, Doojin & Seo, Sung Won
- 179-190 Information asymmetries and spillover risk in settlement systems
by Foote, Elizabeth
- 191-198 Integration of European bond markets
by Christiansen, Charlotte
- 199-212 Leverage-induced systemic risk under Basle II and other credit risk policies
by Poledna, Sebastian & Thurner, Stefan & Farmer, J. Doyne & Geanakoplos, John
- 213-231 SEC enforcement in the PIPE market: Actions and consequences
by Bengtsson, Ola & Dai, Na & Henson, Clifford
- 232-246 The financial crisis and bank–client relationships: Foreign ownership, transparency, and portfolio selection
by Pennathur, Anita & Vishwasrao, Sharmila
- 247-265 The behavioral foundations of corporate dividend policy a cross-country analysis
by Breuer, Wolfgang & Rieger, M. Oliver & Soypak, K. Can
- 266-282 Should I stay or should I go? Bank productivity and internationalization decisions
by Buch, Claudia M. & Koch, Cathérine T. & Koetter, Michael
- 283-301 Limited attention, share repurchases, and takeover risk
by Lin, Ji-Chai & Stephens, Clifford P. & Wu, YiLin
- 302-313 Foreign exchange risk and the predictability of carry trade returns
by Cenedese, Gino & Sarno, Lucio & Tsiakas, Ilias
- 314-325 Long-term U.S. infrastructure returns and portfolio selection
by Bianchi, Robert J. & Bornholt, Graham & Drew, Michael E. & Howard, Michael F.
- 326-338 Are unsolicited ratings biased? Evidence from long-run stock performance
by Byoun, Soku & Fulkerson, Jon A. & Han, Seung Hun & Shin, Yoon S.
- 339-351 Close form pricing formulas for Coupon Cancellable CoCos
by Corcuera, José Manuel & De Spiegeleer, Jan & Fajardo, José & Jönsson, Henrik & Schoutens, Wim & Valdivia, Arturo
- 352-370 A theory of mandatory convertibles
by Chemmanur, Thomas J. & Nandy, Debarshi & Yan, An & Jiao, Jie
- 371-380 Differentiated use of small business credit scoring by relationship lenders and transactional lenders: Evidence from firm–bank matched data in Japan
by Ono, Arito & Hasumi, Ryo & Hirata, Hideaki
- 381-394 The economic consequences of regulatory changes in employee stock options on corporate bond holders: SFAS No.123R and structural credit model perspectives
by Chen, Tsung-Kang & Liao, Hsien-Hsing & Chi, Cheng-Ming
2014, Volume 41, Issue C
- 1-16 Are founding families special blockholders? An investigation of controlling shareholder influence on firm performance
by Isakov, Dušan & Weisskopf, Jean-Philippe
- 17-35 Investor attention, index performance, and return predictability
by Vozlyublennaia, Nadia
- 36-44 Does too much finance harm economic growth?
by Law, Siong Hook & Singh, Nirvikar
- 45-56 Banking deregulation, consolidation, and corporate cash holdings: U.S. evidence
by Francis, Bill & Hasan, Iftekhar & Wang, Haizhi
- 57-66 Almost marginal conditional stochastic dominance
by Denuit, Michel M. & Huang, Rachel J. & Tzeng, Larry Y. & Wang, Christine W.
- 67-77 Bank–SMEs relationships and banks’ risk-adjusted profitability
by Fredriksson, Antti & Moro, Andrea
- 78-96 What factors drive systemic risk during international financial crises?
by Weiß, Gregor N.F. & Bostandzic, Denefa & Neumann, Sascha
- 97-108 Board changes and CEO turnover: The unanticipated effects of the Sarbanes–Oxley Act
by Dah, Mustafa A. & Frye, Melissa B. & Hurst, Matthew
- 109-118 Testing for a break in the persistence in yield spreads of EMU government bonds
by Sibbertsen, Philipp & Wegener, Christoph & Basse, Tobias
- 119-134 How important is the credit channel? An empirical study of the US banking crisis
by Liu, Chunping & Minford, Patrick
- 135-154 Equilibrium credit: The reference point for macroprudential supervisors
by Buncic, Daniel & Melecky, Martin
- 155-166 Has market discipline on banks improved after the Dodd–Frank Act?
by Balasubramnian, Bhanu & Cyree, Ken B.
- 167-177 An analysis of price discovery from panel data models of CDS and equity returns
by Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan Sivananthan
- 178-193 Competition, premature trading and excess volatility
by Deb, Pragyan & Koo, Bonsoo & Liu, Zijun
- 194-208 Tax evasion, financial development and inflation: Theory and empirical evidence
by Bittencourt, Manoel & Gupta, Rangan & Stander, Lardo
- 209-221 The impacts of Gramm–Leach–Bliley bank diversification on value and risk
by Filson, Darren & Olfati, Saman
- 222-235 Clustering of intraday order-sizes by uninformed versus informed traders
by Garvey, Ryan & Wu, Fei
- 236-252 Subprime cohorts and loan performance
by Bhardwaj, Geetesh & Sengupta, Rajdeep
- 253-270 Bank income smoothing, ownership concentration and the regulatory environment
by Bouvatier, Vincent & Lepetit, Laetitia & Strobel, Frank
- 271-282 The determinants of CDS spreads
by Galil, Koresh & Shapir, Offer Moshe & Amiram, Dan & Ben-Zion, Uri
- 283-303 Managerial optimism and earnings smoothing
by Bouwman, Christa H.S.
2014, Volume 40, Issue C
- 1-10 Modeling and predicting the CBOE market volatility index
by Fernandes, Marcelo & Medeiros, Marcelo C. & Scharth, Marcel
- 11-27 Market power in CEE banking sectors and the impact of the global financial crisis
by Efthyvoulou, Georgios & Yildirim, Canan
- 28-41 The global financial crisis and integration in European retail banking
by Rughoo, Aarti & Sarantis, Nicholas
- 42-53 Corporate bond returns and the financial crisis
by Aboody, David & Hughes, John S. & Bugra Ozel, N.
- 54-61 Ownership structure and performance: Evidence from the public float in IPOs
by Michel, Allen & Oded, Jacob & Shaked, Israel
- 62-79 The Chrysler effect: The impact of government intervention on borrowing costs
by Anginer, Deniz & Warburton, A. Joseph
- 80-96 Large controlling shareholders and stock price synchronicity
by Boubaker, Sabri & Mansali, Hatem & Rjiba, Hatem
- 97-115 Underwriter reputation and the quality of certification: Evidence from high-yield bonds
by Andres, Christian & Betzer, André & Limbach, Peter
- 116-129 Ultimate recovery mixtures
by Altman, Edward I. & Kalotay, Egon A.
- 130-142 Dealing with cross-firm heterogeneity in bank efficiency estimates: Some evidence from Latin America
by Goddard, John & Molyneux, Philip & Williams, Jonathan
- 143-153 Firm growth and efficiency in the banking industry: A new test of the efficient structure hypothesis
by Homma, Tetsushi & Tsutsui, Yoshiro & Uchida, Hirofumi
- 154-164 Riskiness-minimizing spot-futures hedge ratio
by Chen, Yi-Ting & Ho, Keng-Yu & Tzeng, Larry Y.
- 165-181 Systemic risk and bank consolidation: International evidence
by Weiß, Gregor N.F. & Neumann, Sascha & Bostandzic, Denefa
- 182-194 Do ethics imply persistence? The case of Islamic and socially responsible funds
by Abdelsalam, Omneya & Duygun, Meryem & Matallín-Sáez, Juan Carlos & Tortosa-Ausina, Emili
- 195-210 Securitization, competition and monitoring
by Ahn, Jung-Hyun & Breton, Régis
- 211-226 Default prediction with dynamic sectoral and macroeconomic frailties
by Chen, Peimin & Wu, Chunchi
- 227-241 Corporate tax aggression and debt
by Lin, Shannon & Tong, Naqiong & Tucker, Alan L.
- 242-256 The relationship between liquidity risk and credit risk in banks
by Imbierowicz, Björn & Rauch, Christian
- 257-270 Is recovery risk priced?
by Schläfer, Timo & Uhrig-Homburg, Marliese
- 271-285 Flexible dependence modeling of operational risk losses and its impact on total capital requirements
by Brechmann, Eike & Czado, Claudia & Paterlini, Sandra
- 286-302 The rise and fall of technical trading rule success
by Taylor, Nick
- 303-320 The importance of the volatility risk premium for volatility forecasting
by Prokopczuk, Marcel & Wese Simen, Chardin
- 321-329 The empirical similarity approach for volatility prediction
by Golosnoy, Vasyl & Hamid, Alain & Okhrin, Yarema
- 330-345 Executive compensation structure and the motivations for seasoned equity offerings
by Brisker, Eric R. & Autore, Don M. & Colak, Gonul & Peterson, David R.
- 346-363 Are there common factors in individual commodity futures returns?
by Daskalaki, Charoula & Kostakis, Alexandros & Skiadopoulos, George
- 364-375 Loss given default for leasing: Parametric and nonparametric estimations
by Hartmann-Wendels, Thomas & Miller, Patrick & Töws, Eugen
- 376-387 Audit committees’ oversight of bank risk-taking
by Sun, Jerry & Liu, Guoping
- 388-402 Bank systemic risk and macroeconomic shocks: Canadian and U.S. evidence
by Calmès, Christian & Théoret, Raymond
- 403-419 An analysis of risk-taking behavior for public defined benefit pension plans
by Mohan, Nancy & Zhang, Ting
- 420-431 Mountain or molehill? Downward biases in the conglomerate discount measure
by Rudolph, Christin & Schwetzler, Bernhard
- 432-442 Are hazard models superior to traditional bankruptcy prediction approaches? A comprehensive test
by Bauer, Julian & Agarwal, Vineet
- 443-459 Cojumps in stock prices: Empirical evidence
by Gilder, Dudley & Shackleton, Mark B. & Taylor, Stephen J.
- 460-475 The impact of CDS trading on the bond market: Evidence from Asia
by Shim, Ilhyock & Zhu, Haibin
- 476-493 Unexpected tails in risk measurement: Some international evidence
by Tolikas, Konstantinos
- 494-506 Financial reporting quality, debt maturity and investment efficiency
by Cutillas Gomariz, Mª Fuensanta & Sánchez Ballesta, Juan Pedro
- 507-521 Does gold offer a better protection against losses in sovereign debt bonds than other metals?
by Agyei-Ampomah, Sam & Gounopoulos, Dimitrios & Mazouz, Khelifa
- 522-533 Impact of the financial crisis on bank run risk – Danger of the days after
by Goedde-Menke, Michael & Langer, Thomas & Pfingsten, Andreas
2014, Volume 39, Issue C
- 1-13 CDOs and the financial crisis: Credit ratings and fair premia
by Wojtowicz, Marcin
- 14-28 An intertemporal capital asset pricing model with bank credit growth as a state variable
by Hammami, Yacine & Lindahl, Anna
- 29-42 Style chasing by hedge fund investors
by Horst, Jenke ter & Salganik, Galla
- 43-56 Financial development and barriers to the cross-border diffusion of financial innovation
by Ang, James B. & Kumar, Sanjesh
- 57-67 Dynamic prediction of hedge fund survival in crisis-prone financial markets
by Lee, Hee Soo & Kim, Tae Yoon
- 68-86 Applying a macro-finance yield curve to UK quantitative Easing
by Chadha, Jagjit S. & Waters, Alex
- 87-106 Effects of international institutional factors on earnings quality of banks
by Kanagaretnam, Kiridaran & Lim, Chee Yeow & Lobo, Gerald J.
- 107-116 The market microstructure of the European climate exchange
by Mizrach, Bruce & Otsubo, Yoichi
- 117-134 Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics
by Bekiros, Stelios D.
- 135-145 Returns to scale at large banks in the US: A random coefficient stochastic frontier approach
by Feng, Guohua & Zhang, Xiaohui
- 146-159 Trust and the provision of trade credit
by Wu, Wenfeng & Firth, Michael & Rui, Oliver M.
- 160-176 Institutional development and bank stability: Evidence from transition countries
by Fang, Yiwei & Hasan, Iftekhar & Marton, Katherin
- 177-191 Corporate financial structure, misallocation and total factor productivity
by Uras, Burak R.
- 192-210 Loss given default of residential mortgages in a low LTV regime: Role of foreclosure auction process and housing market cycles
by Park, Yun W. & Bang, Doo Won
- 211-222 The strategic reallocation of IPO shares
by Bertoni, Fabio & Giudici, Giancarlo
- 223-239 Liquidity crisis, relationship lending and corporate finance
by Dewally, Michaël & Shao, Yingying
- 240-254 Does a leverage ratio requirement increase bank stability?
by Kiema, Ilkka & Jokivuolle, Esa
2014, Volume 38, Issue C
- 1-13 Anxious periods and bank lending
by Delis, Manthos D. & Kouretas, Georgios P. & Tsoumas, Chris
- 14-30 Acquisition pricing in India during 1995–2011: Have Indian acquirers really beaten the odds?
by Banerjee, Pradip & Banerjee, Prithviraj & De, Soumen & Jindra, Jan & Mukhopadhyay, Jayanta
- 31-40 Dwarf banks
by Chernykh, Lucy
- 41-50 Indian bank efficiency and productivity changes with undesirable outputs: A disaggregated approach
by Fujii, Hidemichi & Managi, Shunsuke & Matousek, Roman
- 51-63 News spillovers from the Greek debt crisis: Impact on the Eurozone financial sector
by Bhanot, Karan & Burns, Natasha & Hunter, Delroy & Williams, Michael
- 64-77 Bank competition and financial stability in Asia Pacific
by Fu, Xiaoqing (Maggie) & Lin, Yongjia (Rebecca) & Molyneux, Philip
- 78-88 The tax benefit of income smoothing
by Rydqvist, Kristian & Schwartz, Steven T. & Spizman, Joshua D.
- 89-105 Speed, algorithmic trading, and market quality around macroeconomic news announcements
by Scholtus, Martin & van Dijk, Dick & Frijns, Bart
- 106-121 Collateral requirements of SMEs: The evidence from less-developed countries
by Yaldız Hanedar, Elmas & Broccardo, Eleonora & Bazzana, Flavio
- 122-144 Impact of ethical behavior on syndicated loan rates
by Kim, Moshe & Surroca, Jordi & Tribó, Josep A.
- 145-165 SOX, corporate transparency, and the cost of debt
by Andrade, Sandro C. & Bernile, Gennaro & Hood, Frederick M.
- 166-185 Does revenue momentum drive or ride earnings or price momentum?
by Chen, Hong-Yi & Chen, Sheng-Syan & Hsin, Chin-Wen & Lee, Cheng-Few
- 186-193 The role of accruals quality in the access to bank debt
by García-Teruel, Pedro J. & Martínez-Solano, Pedro & Sánchez-Ballesta, Juan Pedro
- 194-204 Asymmetric responses of ask and bid quotes to information in the foreign exchange market
by Chen, Yu-Lun & Gau, Yin-Feng
- 205-215 Volatility spreads and earnings announcement returns
by Atilgan, Yigit
- 216-228 Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities
by Zhou, Yinggang
2013, Volume 37, Issue 12
- 4675-4694 Speculations in option markets enhance allocation efficiency with heterogeneous beliefs and learning
by Qin, Zhenjiang
- 4695-4710 Venture capital and new business creation
by Popov, Alexander & Roosenboom, Peter
- 4711-4720 Long-term bank balance sheet management: Estimation and simulation of risk-factors
by Birge, John R. & Júdice, Pedro
- 4721-4737 Product market competition and the cost of bank loans: Evidence from state antitakeover laws
by Waisman, Maya
- 4738-4754 A spatial analysis of international stock market linkages
by Asgharian, Hossein & Hess, Wolfgang & Liu, Lu
- 4755-4764 Moment-based estimation of stochastic volatility
by Bregantini, Daniele
- 4765-4776 Are stock market crises contagious? The role of crisis definitions
by Mierau, Jochen O. & Mink, Mark
- 4777-4792 TARP funds distribution and bank loan supply
by Li, Lei
- 4793-4809 Bank/sovereign risk spillovers in the European debt crisis
by De Bruyckere, Valerie & Gerhardt, Maria & Schepens, Glenn & Vander Vennet, Rudi
- 4810-4819 The intraday impact of company responses to exchange queries
by Drienko, Jozef & Sault, Stephen J.
- 4820-4833 How do sovereign credit rating changes affect private investment?
by Chen, Sheng-Syan & Chen, Hsien-Yi & Chang, Chong-Chuo & Yang, Shu-Ling
- 4834-4849 Asset sales in the mutual fund industry: Who gains?
by Chen, Fan & Sanger, Gary C. & Slovin, Myron B.
- 4850-4860 Why do companies delist voluntarily from the stock market?
by Kashefi Pour, Eilnaz & Lasfer, Meziane
- 4861-4878 Bank ownership and lending patterns during the 2008–2009 financial crisis: Evidence from Latin America and Eastern Europe
by Cull, Robert & Martínez Pería, María Soledad
- 4879-4892 Unintended consequences of the increased asset threshold for FDICIA internal controls: Evidence from U.S. private banks
by Jin, Justin Yiqiang & Kanagaretnam, Kiridaran & Lobo, Gerald J.
- 4893-4906 A general closed-form spread option pricing formula
by Caldana, Ruggero & Fusai, Gianluca
- 4907-4919 Product differentiation and efficiencies in the retail banking industry
by Dai, Mian & Yuan, Yuan
- 4920-4930 A comprehensive long-term analysis of S&P 500 index additions and deletions
by Chan, Kalok & Kot, Hung Wan & Tang, Gordon Y.N.
- 4931-4942 Front-running of mutual fund fire-sales
by Dyakov, Teodor & Verbeek, Marno
- 4943-4957 Forecasting EUR–USD implied volatility: The case of intraday data
by Dunis, Christian & Kellard, Neil M. & Snaith, Stuart
- 4958-4972 Return decomposition and the Intertemporal CAPM
by Maio, Paulo
- 4973-4988 Liquidity and initial public offering underpricing
by Hahn, TeWhan & Ligon, James A. & Rhodes, Heather
- 4989-5006 Loan collateral and financial reporting conservatism: Chinese evidence
by Chen, Jeff Zeyun & Lobo, Gerald J. & Wang, Yanyan & Yu, Lisheng
- 5007-5024 On the importance of indirect banking vulnerabilities in the Eurozone
by Bicu, Andreea & Candelon, Bertrand
- 5025-5035 Valuation of insurers’ contingent capital with counterparty risk and price endogeneity
by Lo, Chien-Ling & Lee, Jin-Ping & Yu, Min-Teh
- 5036-5047 Robust portfolio choice with uncertainty about jump and diffusion risk
by Branger, Nicole & Larsen, Linda Sandris
- 5048-5061 Did capital infusions enhance bank recovery from the great recession?
by Liu, Wei & Kolari, James W. & Kyle Tippens, T. & Fraser, Donald R.
- 5062-5072 Corporate leverage and the collateral channel
by Norden, Lars & van Kampen, Stefan
- 5073-5087 Economic valuation of liquidity timing
by Karstanje, Dennis & Sojli, Elvira & Tham, Wing Wah & van der Wel, Michel
- 5088-5100 Limiting losses may be injurious to your wealth
by Grauer, Robert R.
- 5101-5117 Who gets credit after bankruptcy and why? An information channel
by Cohen-Cole, Ethan & Duygan-Bump, Burcu & Montoriol-Garriga, Judit
- 5118-5131 The impact of diverse measures of default risk on UK stock returns
by Chen, Jie & Hill, Paula
- 5132-5146 On the predictability of stock prices: A case for high and low prices
by Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo
- 5147-5158 Wall Street’s bailout bet: Market reactions to house price releases in the presence of bailout expectations
by Löffler, Gunter & Posch, Peter N
- 5163-5175 Intertemporal efficiency analysis of sales teams of a bank: Stochastic semi-nonparametric approach
by Eskelinen, Juha & Kuosmanen, Timo
- 5176-5185 Schumpeterian competition and efficiency among commercial banks
by Duygun, Meryem & Sena, Vania & Shaban, Mohamed
- 5186-5207 Nonlinear dynamics in discretionary accruals: An analysis of bank loan-loss provisions
by Balboa, Marina & López-Espinosa, Germán & Rubia, Antonio
- 5208-5219 IPO underwriting and subsequent lending
by Chen, Hsuan-Chi & Ho, Keng-Yu & Weng, Pei-Shih
- 5220-5235 Does deregulation induce competition in the market for corporate control? The special case of banking
by Ghosh, Chinmoy & Petrova, Milena
- 5236-5247 Ratings based capital adequacy for securitizations
by Lützenkirchen, Kristina & Rösch, Daniel & Scheule, Harald
- 5248-5260 Market capitalization and Value-at-Risk
by Dias, Alexandra
- 5261-5274 Liquidation equilibrium with seniority and hidden CDO
by Gourieroux, C. & Heam, J.C. & Monfort, A.
- 5275-5284 Analyzing determinants of bond yield spreads with Bayesian Model Averaging
by Maltritz, Dominik & Molchanov, Alexander
- 5285-5299 Pricing deviation, misvaluation comovement, and macroeconomic conditions
by Chang, Eric C. & Luo, Yan & Ren, Jinjuan
- 5300-5315 The Federal Reserve’s balance sheet and overnight interest rates: Empirical modeling of exit strategies
by Marquez, Jaime & Morse, Ari & Schlusche, Bernd