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Journal of Banking & Finance
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2013, Volume 37, Issue 3
- 671-692 Hedge fund liquidity and performance: Evidence from the financial crisis
by Schaub, Nic & Schmid, Markus - 693-706 Valuation and systemic risk consequences of bank opacity
by Jones, Jeffrey S. & Lee, Wayne Y. & Yeager, Timothy J. - 707-716 The investment strategies of publicly sponsored venture capital funds
by Buzzacchi, Luigi & Scellato, Giuseppe & Ughetto, Elisa - 717-729 Capital inflows and asset prices: Evidence from emerging Asia
by Tillmann, Peter - 730-746 The performance of banks around the receipt and repayment of TARP funds: Over-achievers versus under-achievers
by Cornett, Marcia Millon & Li, Lei & Tehranian, Hassan - 747-760 Strategic loan defaults and coordination: An experimental analysis
by Trautmann, Stefan T. & Vlahu, Razvan - 761-772 Bank capital buffer and portfolio risk: The influence of business cycle and revenue diversification
by Shim, Jeungbo - 773-785 Systemic risk and diversification across European banks and insurers
by Slijkerman, Jan Frederik & Schoenmaker, Dirk & de Vries, Casper G. - 786-798 The structure and degree of dependence: A quantile regression approach
by Baur, Dirk G. - 799-813 Bank stability and managerial compensation
by Bai, Gang & Elyasiani, Elyas - 814-823 The impact of technical defaults on dividend policy
by Bulan, Laarni & Hull, Tyler - 824-836 Can position limits restrain ‘rogue’ trading?
by ap Gwilym, Rhys & Ebrahim, M. Shahid - 837-846 Estimating non-linear serial and cross-interdependence between financial assets
by Righi, Marcelo Brutti & Ceretta, Paulo Sergio - 847-853 On the role of the estimation error in prediction of expected shortfall
by Lönnbark, Carl - 854-874 Management quality and the cost of debt: Does management matter to lenders?
by Rahaman, Mohammad M. & Zaman, Ashraf Al - 875-894 Are banks too big to fail or too big to save? International evidence from equity prices and CDS spreads
by Demirgüç-Kunt, Asli & Huizinga, Harry - 895-906 The interest group theory of financial development: Evidence from regulation
by Hauner, David & Prati, Alessandro & Bircan, Cagatay - 907-926 Real exchange rate adjustment in European transition countries
by Maican, Florin G. & Sweeney, Richard J. - 927-936 Loan managers’ trust and credit access for SMEs
by Moro, Andrea & Fink, Matthias - 937-951 Investor protection and cash holdings: Evidence from US cross-listing
by Huang, Ying & Elkinawy, Susan & Jain, Pankaj K. - 952-972 Multinational banking and the international transmission of financial shocks: Evidence from foreign bank subsidiaries
by Jeon, Bang Nam & Olivero, María Pía & Wu, Ji - 973-976 A leverage ratio rule for capital adequacy
by Jarrow, Robert - 977-988 CVaR sensitivity with respect to tail thickness
by Stoyanov, Stoyan V. & Rachev, Svetlozar T. & Fabozzi, Frank J. - 989-998 Choosing how to pay: The influence of foreign backgrounds
by Kosse, Anneke & Jansen, David-Jan - 999-1017 Stock return volatility, operating performance and stock returns: International evidence on drivers of the ‘low volatility’ anomaly
by Dutt, Tanuj & Humphery-Jenner, Mark - 1018-1028 Pricing securities with multiple risks: A case of exchangeable debt
by Mateti, Ravi S. & Hegde, Shantaram P. & Puri, Tribhuvan - 1029-1039 Internal capital markets and the partial adjustment of leverage
by Fier, Stephen G. & McCullough, Kathleen A. & Carson, James M. - 1040-1045 Reject inference in consumer credit scoring with nonignorable missing data
by Bücker, Michael & van Kampen, Maarten & Krämer, Walter - 1046-1060 Inference in asset pricing models with a low-variance factor
by Shang, Hua - 1061-1072 Forecasting the size premium over different time horizons
by Zakamulin, Valeriy - 1073-1083 Explaining share price disparity with parameter uncertainty: Evidence from Chinese A- and H-shares
by Chung, Tsz-Kin & Hui, Cho-Hoi & Li, Ka-Fai - 1084-1092 The expectations hypothesis: New hope or illusory support?
by Jitmaneeroj, Boonlert & Wood, Andrew - 1093-1107 Foreign currency borrowing by small firms in emerging markets: When domestic banks intermediate dollars
by Mora, Nada & Neaime, Simon & Aintablian, Sebouh - 1108-1117 US presidential elections and implied volatility: The role of political uncertainty
by Goodell, John W. & Vähämaa, Sami
2013, Volume 37, Issue 2
- 227-240 Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system
by Caporale, Guglielmo Maria & Girardi, Alessandro - 241-256 Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009
by Liu, Zhuoshi & Spencer, Peter - 257-272 Control considerations, creditor monitoring, and the capital structure of family firms
by Schmid, Thomas - 273-290 Seasonality and the valuation of commodity options
by Back, Janis & Prokopczuk, Marcel & Rudolf, Markus - 291-304 Dynamics of retail-bank branching in Antwerp (Belgium) 1991–2006: Evidence from micro-geographic data
by Huysentruyt, Marieke & Lefevere, Eva & Menon, Carlo - 305-323 Portfolio selection: An extreme value approach
by DiTraglia, Francis J. & Gerlach, Jeffrey R. - 324-340 Product market competition and credit risk
by Huang, Hsing-Hua & Lee, Han-Hsing - 341-360 Staggered boards, corporate opacity and firm value
by Duru, Augustine & Wang, Dechun & Zhao, Yijiang - 361-377 Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach
by Boubaker, Heni & Sghaier, Nadia - 378-388 Market incompleteness and the equity premium puzzle: Evidence from state-level data
by Jacobs, Kris & Pallage, Stéphane & Robe, Michel A. - 389-402 No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth
by Jardet, Caroline & Monfort, Alain & Pegoraro, Fulvio - 403-414 Liquidity uncertainty and intermediation
by Lazopoulos, Ioannis - 415-432 Ironing out the kinks in executive compensation: Linking incentive pay to average stock prices
by Tian, Yisong S. - 433-447 Islamic vs. conventional banking: Business model, efficiency and stability
by Beck, Thorsten & Demirgüç-Kunt, Asli & Merrouche, Ouarda - 448-462 Incomplete information, idiosyncratic volatility and stock returns
by Berrada, Tony & Hugonnier, Julien - 463-473 Measuring time-varying financial market integration: An unobserved components approach
by Berger, Tino & Pozzi, Lorenzo - 474-489 Asset liquidity, corporate investment, and endogenous financing costs
by Flor, Christian Riis & Hirth, Stefan - 490-505 Rescue packages and bank lending
by Brei, Michael & Gambacorta, Leonardo & von Peter, Goetz - 506-517 Turkish bank efficiency: Bayesian estimation with undesirable outputs
by George Assaf, A. & Matousek, Roman & Tsionas, Efthymios G. - 518-536 The world price of jump and volatility risk
by Driessen, Joost & Maenhout, Pascal - 537-548 Hedge funds, CDOs and the financial crisis: An empirical investigation of the “Magnetar trade”
by Mählmann, Thomas - 549-562 Capital structure, executive compensation, and investment efficiency
by Eisdorfer, Assaf & Giaccotto, Carmelo & White, Reilly - 563-577 The impact of sovereign rating actions on bank ratings in emerging markets
by Williams, Gwion & Alsakka, Rasha & ap Gwilym, Owain - 578-586 Fuzzy logic, trading uncertainty and technical trading
by Gradojevic, Nikola & Gençay, Ramazan - 587-596 Financial systemic risk: Taxation or regulation?
by Masciandaro, Donato & Passarelli, Francesco - 597-613 What determines corporate pension fund risk-taking strategy?
by An, Heng & Huang, Zhaodan & Zhang, Ting - 614-624 Impact of FDICIA internal controls on bank risk taking
by Jin, Justin Yiqiang & Kanagaretnam, Kiridaran & Lobo, Gerald J. & Mathieu, Robert - 625-635 Commonalities in investment strategy and the determinants of performance in mutual fund mergers
by Namvar, Ethan & Phillips, Blake - 636-647 Strategic loan modification: An options-based response to strategic default
by Das, Sanjiv R. & Meadows, Ray - 648-659 International portfolio selection with exchange rate risk: A behavioural portfolio theory perspective
by Jiang, Chonghui & Ma, Yongkai & An, Yunbi - 660-669 Does foreign institutional ownership increase return volatility? Evidence from China
by Chen, Zhian & Du, Jinmin & Li, Donghui & Ouyang, Rui
2013, Volume 37, Issue 1
- 1-10 Bank dividends, risk, and regulatory regimes
by Kanas, Angelos - 11-20 Liquidity commonality in commodities
by Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat - 21-31 Effects of debt collection practices on loss given default
by Han, Chulwoo & Jang, Youngmin - 32-42 Buyback behavior of initial public offering firms
by Chen, Sheng-Syan & Ho, Kim Wai & Huang, Chia-Wei & Wang, Yanzhi - 43-59 Asset financing with credit risk
by Golbeck, Steven & Linetsky, Vadim - 60-74 Individual investor perceptions and behavior during the financial crisis
by Hoffmann, Arvid O.I. & Post, Thomas & Pennings, Joost M.E. - 75-88 The evolution of cost-productivity and efficiency among US credit unions
by Wheelock, David C. & Wilson, Paul W. - 89-102 Do star analysts know more firm-specific information? Evidence from China
by Xu, Nianhang & Chan, Kam C. & Jiang, Xuanyu & Yi, Zhihong - 103-117 A perspective on the symptoms and causes of the financial crisis
by Cabral, Ricardo - 118-131 Scale economies and input price elasticities in microfinance institutions
by Hartarska, Valentina & Shen, Xuan & Mersland, Roy - 132-138 Revisiting asset pricing under habit formation in an overlapping-generations economy
by Kim, Sei-Wan & Krausz, Joshua & Nam, Kiseok - 139-149 Dynamic hedge fund portfolio construction: A semi-parametric approach
by Harris, Richard D.F. & Mazibas, Murat - 150-158 Forecasting metal prices: Do forecasters herd?
by Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg - 159-173 R&D sensitivity to asset sale proceeds: New evidence on financing constraints and intangible investment
by Borisova, Ginka & Brown, James R. - 174-190 Multi-stage product development with exploration, value-enhancing, preemptive and innovation options
by Koussis, Nicos & Martzoukos, Spiros H. & Trigeorgis, Lenos - 191-205 Static hedging and pricing American knock-in put options
by Chung, San-Lin & Shih, Pai-Ta & Tsai, Wei-Che - 206-226 Oil price dynamics, macro-finance interactions and the role of financial speculation
by Morana, Claudio
2012, Volume 36, Issue 12
- 3125-3132 Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy
by Arnold, Bruce & Borio, Claudio & Ellis, Luci & Moshirian, Fariborz - 3133-3149 Stress testing credit risk: The Great Depression scenario
by Varotto, Simone - 3150-3162 Short-term wholesale funding and systemic risk: A global CoVaR approach
by López-Espinosa, Germán & Moreno, Antonio & Rubia, Antonio & Valderrama, Laura - 3163-3184 Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy
by Affinito, Massimiliano - 3185-3196 Market-specific and currency-specific risk during the global financial crisis: Evidence from the interbank markets in Tokyo and London
by Fukuda, Shin-ichi - 3197-3212 Banking risk and regulation: Does one size fit all?
by Klomp, Jeroen & Haan, Jakob de - 3213-3226 Risk management, corporate governance, and bank performance in the financial crisis
by Aebi, Vincent & Sabato, Gabriele & Schmid, Markus - 3227-3238 Short-horizon regulation for long-term investors
by Shi, Zhen & Werker, Bas J.M. - 3239-3247 A public good approach to credit ratings – From concept to reality
by Duan, Jin-Chuan & Van Laere, Elisabeth - 3248-3259 Going overboard? On busy directors and firm value
by Cashman, George D. & Gillan, Stuart L. & Jun, Chulhee - 3260-3273 Credit risk transfer in U.S. commercial banks: What changed during the 2007–2009 crisis?
by Bedendo, Mascia & Bruno, Brunella - 3274-3288 Liquidity risk and stock returns around the world
by Liang, Samuel Xin & Wei, John K.C. - 3289-3301 Stock salience and the asymmetric market effect of consumer sentiment news
by Akhtar, Shumi & Faff, Robert & Oliver, Barry & Subrahmanyam, Avanidhar - 3302-3317 Best-performing US mutual fund families from 1993 to 2008: Evidence from a novel two-stage DEA model for efficiency decomposition
by Premachandra, I.M. & Zhu, Joe & Watson, John & Galagedera, Don U.A. - 3318-3335 CEO compensation, family control, and institutional investors in Continental Europe
by Croci, Ettore & Gonenc, Halit & Ozkan, Neslihan - 3336-3345 Market concentration and the likelihood of financial crises
by Bretschger, Lucas & Kappel, Vivien & Werner, Therese - 3346-3365 Classified boards, the cost of debt, and firm performance
by Chen, Dong - 3366-3381 The relationship between banking market competition and risk-taking: Do size and capitalization matter?
by Tabak, Benjamin M. & Fazio, Dimas M. & Cajueiro, Daniel O. - 3382-3398 Downside risk aversion, fixed-income exposure, and the value premium puzzle
by Baltussen, Guido & Post, Gerrit T. & Van Vliet, Pim - 3399-3414 Financial literacy, information flows, and caste affiliation: Empirical evidence from India
by Bönte, Werner & Filipiak, Ute - 3415-3426 High-frequency financial data modeling using Hawkes processes
by Chavez-Demoulin, V. & McGill, J.A. - 3427-3443 Firm growth type and capital structure persistence
by Wu, Xueping & Au Yeung, Chau Kin - 3444-3468 Credit spread interdependencies of European states and banks during the financial crisis
by Alter, Adrian & Schüler, Yves S. - 3469-3481 Why do firms issue private equity repeatedly? On the motives and information content of multiple PIPE offerings
by Floros, Ioannis V. & Sapp, Travis R.A.
2012, Volume 36, Issue 11
- 2868-2883 Trade credit, cash holdings, and financial deepening: Evidence from a transitional economy
by Wu, Wenfeng & Rui, Oliver M. & Wu, Chongfeng - 2884-2899 Why are convertible bond announcements associated with increasingly negative issuer stock returns? An arbitrage-based explanation
by Duca, Eric & Dutordoir, Marie & Veld, Chris & Verwijmeren, Patrick - 2900-2916 Corporate taxes, strategic default, and the cost of debt
by Nejadmalayeri, Ali & Singh, Manohar - 2917-2934 Government ownership and corporate governance: Evidence from the EU
by Borisova, Ginka & Brockman, Paul & Salas, Jesus M. & Zagorchev, Andrey - 2935-2948 Corruption, growth, and governance: Private vs. state-owned firms in Vietnam
by Nguyen, Thuy Thu & van Dijk, Mathijs A. - 2949-2959 Foreign bank entry, credit allocation and lending rates in emerging markets: Empirical evidence from Poland
by Degryse, Hans & Havrylchyk, Olena & Jurzyk, Emilia & Kozak, Sylwester - 2960-2973 Financial crisis, structure and reform
by Allen, Franklin & Gu, Xian & Kowalewski, Oskar - 2974-2987 Do return prediction models add economic value?
by Cenesizoglu, Tolga & Timmermann, Allan - 2988-3007 Analyzing interest rate risk: Stochastic volatility in the term structure of government bond yields
by Hautsch, Nikolaus & Ou, Yangguoyi - 3008-3016 Size and earnings volatility of US bank holding companies
by de Haan, Jakob & Poghosyan, Tigran - 3017-3032 The effect of information sharing between lenders on access to credit, cost of credit, and loan performance – Evidence from a credit registry introduction
by Behr, Patrick & Sonnekalb, Simon - 3033-3047 Intraday technical analysis of individual stocks on the Tokyo Stock Exchange
by Yamamoto, Ryuichi - 3048-3059 The response of the external finance premium in Asian corporate bond markets to financial characteristics, financial constraints and two financial crises
by Mizen, Paul & Tsoukas, Serafeim - 3060-3070 Mutual fund flows, expected returns, and the real economy
by Jank, Stephan - 3071-3079 Estimating the cost of capital with basis assets
by Brown, Stephen J. & Lajbcygier, Paul & Wong, Woon Weng - 3080-3090 Are there arbitrage gaps in the UK gilt strips market?
by Armitage, Seth & Chakravarty, Shanti P. & Hodgkinson, Lynn & Wells, Jo - 3091-3100 Analyst following, staggered boards, and managerial entrenchment
by Jiraporn, Pornsit & Chintrakarn, Pandej & Kim, Young S. - 3101-3109 Economic value, competition and financial distress in the European banking system
by Cipollini, Andrea & Fiordelisi, Franco - 3110-3121 Volatility dynamics for the S&P 500: Further evidence from non-affine, multi-factor jump diffusions
by Kaeck, Andreas & Alexander, Carol
2012, Volume 36, Issue 10
- 2675-2679 The future and dynamics of global systemically important banks
by Moshirian, Fariborz - 2680-2692 Financial contagion and the real economy
by Baur, Dirk G. - 2693-2716 When more is less: Using multiple constraints to reduce tail risk
by Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu - 2717-2728 Will tighter futures price limits decrease hedge effectiveness?
by Dark, Jonathan - 2729-2741 Reprint of Investors’ distraction and strategic repricing decisions
by Navone, Marco - 2742-2756 Pricing the US residential asset through the rent flow: A cross-sectional study
by Goswami, Gautam & Tan, Sinan - 2757-2769 Momentum, contrarian, and the January seasonality
by Yao, Yaqiong - 2770-2785 Does liquidity risk explain low firm performance following seasoned equity offerings?
by Bilinski, Pawel & Liu, Weimin & Strong, Norman - 2786-2794 Daily pricing of emerging market sovereign CDS before and during the global financial crisis
by Fender, Ingo & Hayo, Bernd & Neuenkirch, Matthias - 2795-2803 Day and night returns of Chinese ADRs
by He, Hui & Yang, Jiawen - 2804-2823 Interest rate expectations and uncertainty during ECB Governing Council days: Evidence from intraday implied densities of 3-month EURIBOR
by Vergote, Olivier & Puigvert Gutiérrez, Josep Maria - 2824-2836 Rational expectations, changing monetary policy rules, and real exchange rate dynamics
by Chen, Shiu-Sheng & Chou, Yu-Hsi - 2837-2851 Overnight public information, order placement, and price discovery during the pre-opening period
by Moshirian, Fariborz & Nguyen, Huong Giang (Lily) & Pham, Peter Kien - 2852-2864 Stakeholder conflicts and dividend policy
by Bøhren, Øyvind & Josefsen, Morten G. & Steen, Pål E.
2012, Volume 36, Issue 9
- 2417-2428 Variable annuities and the option to seek risk: Why should you diversify?
by Mahayni, Antje & Schneider, Judith C. - 2429-2437 The relationship between net interest margin and noninterest income using a system estimation approach
by Nguyen, James - 2438-2454 Derivatives traders’ reaction to mispricing in the underlying equity
by Hayunga, Darren K. & Holowczak, Richard D. & Lung, Peter P. & Nishikawa, Takeshi - 2455-2472 On the diversification benefits of commodities from the perspective of euro investors
by Belousova, Julia & Dorfleitner, Gregor - 2473-2493 An international CAPM for partially integrated markets: Theory and empirical evidence
by Arouri, Mohamed El Hedi & Nguyen, Duc Khuong & Pukthuanthong, Kuntara - 2494-2511 The nature of the foreign listing premium: A cross-country examination
by Sarkissian, Sergei & Schill, Michael J. - 2512-2521 Inventories, sales uncertainty, and financial strength
by Caglayan, Mustafa & Maioli, Sara & Mateut, Simona - 2522-2531 Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix
by Kourtis, Apostolos & Dotsis, George & Markellos, Raphael N. - 2532-2542 What explains the investment growth anomaly?
by Prombutr, Wikrom & Phengpis, Chanwit & Zhang, Ying - 2543-2551 Intertemporal capital budgeting
by Roper, Andrew H. & Ruckes, Martin E. - 2552-2564 Bank profitability during recessions
by Bolt, Wilko & de Haan, Leo & Hoeberichts, Marco & van Oordt, Maarten R.C. & Swank, Job - 2565-2574 Rehabilitating the role of active management for pension funds
by Aglietta, Michel & Brière, Marie & Rigot, Sandra & Signori, Ombretta - 2575-2592 State uncertainty in stock markets: How big is the impact on the cost of equity?
by Han, Yufeng - 2593-2603 The effects of big-bank presence on the profit efficiency of small banks in rural markets
by Cyree, Ken B. & Spurlin, W. Paul - 2604-2615 Portfolio frontiers with restrictions to tracking error volatility and value at risk
by Palomba, Giulio & Riccetti, Luca - 2616-2631 Why newly listed firms become acquisition targets
by De, Soumendra & Jindra, Jan - 2632-2640 Does the choice of estimator matter when forecasting returns?
by Westerlund, Joakim & Narayan, Paresh Kumar - 2641-2659 What do bank acquirers want? Evidence from worldwide bank M&A targets
by Caiazza, Stefano & Clare, Andrew & Pozzolo, Alberto Franco - 2660-2671 Funding liquidity and equity liquidity in the subprime crisis period: Evidence from the ETF market
by Chiu, Junmao & Chung, Huimin & Ho, Keng-Yu & Wang, George H.K.
2012, Volume 36, Issue 8
- 2175-2189 Institutional ownership, analyst following, and share prices
by Fernando, Chitru S. & Gatchev, Vladimir A. & Spindt, Paul A. - 2190-2202 The impact of reputation on analysts’ conflicts of interest: Hot versus cold markets
by Bradley, Daniel & Clarke, Jonathan & Cooney, John - 2203-2215 Income diversification and risk: Does ownership matter? An empirical examination of Indian banks
by Pennathur, Anita K. & Subrahmanyam, Vijaya & Vishwasrao, Sharmila - 2216-2232 Are corporate bond market returns predictable?
by Hong, Yongmiao & Lin, Hai & Wu, Chunchi - 2233-2244 Pitfalls in backtesting Historical Simulation VaR models
by Escanciano, Juan Carlos & Pei, Pei - 2245-2259 Are mutual fund fees excessive?
by Adams, John C. & Mansi, Sattar A. & Nishikawa, Takeshi - 2260-2273 Volatility spillovers and the effect of news announcements
by Jiang, George J. & Konstantinidi, Eirini & Skiadopoulos, George - 2274-2284 Beyond the Sharpe ratio: An application of the Aumann–Serrano index to performance measurement
by Homm, Ulrich & Pigorsch, Christian - 2285-2298 Banking crises and market discipline: International evidence
by Cubillas, Elena & Fonseca, Ana Rosa & González, Francisco - 2299-2322 Option trading: Information or differences of opinion?
by Choy, Siu Kai & Wei, Jason - 2323-2343 New measures of monetary policy surprises and jumps in interest rates
by León, Ángel & Sebestyén, Szabolcs - 2344-2350 Political connection and leverage: Some Malaysian evidence
by Bliss, Mark A. & Gul, Ferdinand A. - 2351-2365 Forecasting the performance of hedge fund styles
by Olmo, José & Sanso-Navarro, Marcos - 2366-2378 Rational and behavioral motives to trade: Evidence from reinvestment of dividends and tender offer proceeds
by Kaustia, Markku & Rantapuska, Elias - 2379-2388 Downside risk of international stock returns
by Galsband, Victoria - 2389-2402 Real options and earnings-based bonus compensation
by Huang, Hsing-Hua & Huang, Hongming & Shih, Pai-Ta - 2403-2415 Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany
by Bornemann, Sven & Kick, Thomas & Memmel, Christoph & Pfingsten, Andreas
2012, Volume 36, Issue 7
- 1857-1864 An alternative three-factor model for international markets: Evidence from the European Monetary Union
by Ammann, Manuel & Odoni, Sandro & Oesch, David - 1865-1882 Asset allocation: How much does model choice matter?
by Branger, Nicole & Hansis, Alexandra - 1883-1895 Productivity and efficiency at large and community banks in the US: A Bayesian true random effects stochastic distance frontier analysis
by Feng, Guohua & Zhang, Xiaohui - 1896-1910 Granularity adjustment for mark-to-market credit risk models
by Gordy, Michael B. & Marrone, James - 1911-1927 Incorporating risk input into the analysis of bank productivity: Application to the Taiwanese banking industry
by Chen, Ku-Hsieh - 1928-1942 Optimal portfolios with minimum capital requirements
by Santos, André A.P. & Nogales, Francisco J. & Ruiz, Esther & Dijk, Dick Van - 1943-1962 Bounds on the autocorrelation of admissible stochastic discount factors
by Chrétien, Stéphane - 1963-1974 The week-of-the-year effect: Evidence from around the globe
by Levy, Tamir & Yagil, Joseph - 1975-1986 Banning short sales and market quality: The UK’s experience
by Marsh, Ian W. & Payne, Richard - 1987-1996 Non-Gaussian diversification: When size matters
by Desmoulins-Lebeault, François & Kharoubi-Rakotomalala, Cécile - 1997-2006 The sources of bank productivity growth in China during 2002–2009: A disaggregation view
by Chang, Tzu-Pu & Hu, Jin-Li & Chou, Ray Yeutien & Sun, Lei - 2007-2025 What happens after corporate default? Stylized facts on access to credit
by Bonfim, Diana & Dias, Daniel A. & Richmond, Christine - 2026-2047 Forecasting government bond yields with large Bayesian vector autoregressions
by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano - 2048-2063 Optimal tax-timing and asset allocation when tax rebates on capital losses are limited
by Marekwica, Marcel - 2064-2076 Transparency in IPO mechanism: Retail investors’ participation, IPO pricing and returns
by Neupane, Suman & Poshakwale, Sunil S. - 2077-2082 A decision-theoretic foundation for reward-to-risk performance measures
by Schuhmacher, Frank & Eling, Martin - 2083-2094 False discoveries in volatility timing of mutual funds
by Kim, Sangbae & In, Francis - 2095-2109 Informed trading, information uncertainty, and price momentum
by Chen, Yifan & Zhao, Huainan - 2110-2121 Multimarket trading and corporate bond liquidity
by Petrasek, Lubomir - 2122-2135 Asset pricing with partial-moments
by Anthonisz, Sean A. - 2136-2144 Ownership and technical efficiency of microfinance institutions: Empirical evidence from Latin America
by Servin, Roselia & Lensink, Robert & van den Berg, Marrit - 2145-2156 Investor sophistication and risk taking
by de Dreu, Jan & Bikker, Jacob A. - 2157-2173 Diversification and risk-adjusted performance: A quantile regression approach
by Lee, Bong Soo & Li, Ming-Yuan Leon
2012, Volume 36, Issue 6
- 1577-1591 Keep on smiling? The pricing of Quanto options when all covariances are stochastic
by Branger, Nicole & Muck, Matthias - 1592-1603 Coinsurance effect and bank lines of credit
by Tong, Zhenxu