Journal of Banking & Finance
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2005, Volume 29, Issue 6
2005, Volume 29, Issue 5
- 1037-1057 Multivariate term structure models with level and heteroskedasticity effects
by Christiansen, Charlotte
- 1059-1082 The lender of last resort
by Goodhart, Charles A.E. & Huang, Haizhou
- 1083-1093 Competition in markets with dominant firms: A note on the evidence from the Italian banking industry
by Coccorese, Paolo
- 1095-1112 The use of stand alone warrants as unique capital raising instruments
by Suchard, Jo-Ann
- 1113-1130 Deregulation, technological change, and the business-lending performance of large and small banks
by Carter, David A. & McNulty, James E.
- 1131-1152 Declining required reserves, funds rate volatility, and open market operations
by Demiralp, Selva & Farley, Dennis
- 1153-1184 Bank regulation and risk-taking incentives: An international comparison of bank risk
by Gonzalez, Francisco
- 1185-1211 Executive stock options and incentive effects due to systematic risk
by Duan, Jin-Chuan & Wei, Jason
- 1213-1236 The relationship between default prediction and lending profits: Integrating ROC analysis and loan pricing
by Stein, Roger M.
- 1237-1264 Price and volume effects of changes in MSCI indices - nature and causes
by Chakrabarti, Rajesh & Huang, Wei & Jayaraman, Narayanan & Lee, Jinsoo
- 1265-1294 General equilibrium pricing of CPI derivatives
by Lioui, Abraham & Poncet, Patrice
- 1295-1310 The entry and the activity level of foreign banks in Italy: An analysis of the determinants
by Magri, Silvia & Mori, Alessandra & Rossi, Paola
- 1311-1327 Intraday price reversals in the US stock index futures market: A 15-year study
by Grant, James L. & Wolf, Avner & Yu, Susana
2005, Volume 29, Issue 4
- 801-802 Introduction
by Adesi, Giovanni Barone
- 803-825 The simple economics of bank fragility
by De Vries, C.G.
- 827-851 Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development
by Matteo, T. Di & Aste, T. & Dacorogna, Michel M.
- 853-864 On the significance of expected shortfall as a coherent risk measure
by Inui, Koji & Kijima, Masaaki
- 865-894 Migration correlation: Definition and efficient estimation
by Gagliardini, P. & Gourieroux, C.
- 895-926 Reward-risk portfolio selection and stochastic dominance
by De Giorgi, Enrico
- 927-958 Sensitivity analysis of VaR and Expected Shortfall for portfolios under netting agreements
by Fermanian, Jean-David & Scaillet, Olivier
- 959-977 Functional gradient descent for financial time series with an application to the measurement of market risk
by Audrino, Francesco & Barone-Adesi, Giovanni
- 979-996 Coherent risk measures under filtered historical simulation
by Giannopoulos, Kostas & Tunaru, Radu
- 997-1015 Value-at-risk versus expected shortfall: A practical perspective
by Yamai, Yasuhiro & Yoshiba, Toshinao
- 1017-1035 The choice of the distribution of asset returns: How extreme value theory can help?
by Longin, Francois
2005, Volume 29, Issue 3
- 533-564 Global diversification and bidder gains: A comparison between cross-border and domestic acquisitions
by Moeller, Sara B. & Schlingemann, Frederik P.
- 565-577 A note on execution costs for stock index futures: Information versus liquidity effects
by Berkman, Henk & Brailsford, Tim & Frino, Alex
- 579-601 Consumption habit and international stock returns
by Li, Yuming & Zhong, Maosen
- 603-621 Idiosyncratic risk does not matter: A re-examination of the relationship between average returns and average volatilities
by Wei, Steven X. & Zhang, Chu
- 623-659 Portfolio performance measurement using APM-free kernel models
by Ayadi, Mohamed A. & Kryzanowski, Lawrence
- 661-680 The value of asset allocation advice: Evidence from The Economist's quarterly portfolio poll
by Annaert, Jan & De Ceuster, Marc J. K. & Van Hyfte, Wim
- 681-699 Endogenous product differentiation in credit markets: What do borrowers pay for?
by Kim, Moshe & Kristiansen, Eirik Gaard & Vale, Bent
- 701-733 Pricing and hedging interest rate options: Evidence from cap-floor markets
by Gupta, Anurag & Subrahmanyam, Marti G.
- 735-757 Privatization under incomplete information and bankruptcy risk
by Banerji, Sanjay & Errunza, Vihang R.
- 759-777 Incentives for risk-taking in banking - A unified approach
by Jeitschko, Thomas D. & Jeung, Shin Dong
- 779-797 The effect of UK building society conversion on pricing behaviour
by Heffernan, Shelagh
2005, Volume 29, Issue 2
- 271-294 Banking and commerce: A liquidity approach
by Haubrich, Joseph G. & Santos, Joao A. C.
- 295-331 Venture capitalist value-added activities, fundraising and drawdowns
by Cumming, Douglas & Fleming, Grant & Suchard, Jo-Ann
- 333-345 Risk and hedging: Do credit derivatives increase bank risk?
by Instefjord, Norvald
- 347-368 Are TIPS the "real" deal?: A conditional assessment of their role in a nominal portfolio
by Hunter, Delroy M. & Simon, David P.
- 369-389 Information content of bank loan announcements to Asian corporations during periods of economic uncertainty
by Boscaljon, Brian & Ho, Chia-Cheng
- 391-418 Asymmetric return dynamics and technical trading strategies
by Nam, Kiseok & Washer, Kenneth M. & Chu, Quentin C.
- 419-439 Has competition in the Japanese banking sector improved?
by Uchida, Hirofumi & Tsutsui, Yoshiro
- 441-460 The near-collapse of LTCM, US financial stock returns, and the fed
by Kabir, M. Humayun & Hassan, M. Kabir
- 461-481 Bank lending and property prices in Hong Kong
by Gerlach, Stefan & Peng, Wensheng
- 483-508 Sweep programs and optimal monetary aggregation
by Jones, Barry E. & Dutkowsky, Donald H. & Elger, Thomas
- 509-531 The role of non-financial factors in internal credit ratings
by Grunert, Jens & Norden, Lars & Weber, Martin
2005, Volume 29, Issue 1
- 1-4 Introduction to the Symposium Issue
by Wachtel, Paul
- 5-29 The direct and indirect impact of bank privatization and foreign entry on access to credit in Argentina's provinces
by Clarke, George R.G. & Crivelli, Juan Miguel & Cull, Robert
- 31-53 Bank performance, efficiency and ownership in transition countries
by Bonin, John P. & Hasan, Iftekhar & Wachtel, Paul
- 55-81 Cost efficiency of banks in transition: Evidence from 289 banks in 15 post-communist countries
by Fries, Steven & Taci, Anita
- 83-104 Early birds, late risers, and sleeping beauties: Bank credit growth to the private sector in Central and Eastern Europe and in the Balkans
by Cottarelli, Carlo & Dell'Ariccia, Giovanni & Vladkova-Hollar, Ivanna
- 105-121 Does speed kill? Lending booms and their consequences in Croatia
by Kraft, Evan & Jankov, Ljubinko
- 123-141 Why should the portfolios of mandatory, private pension funds be captive? (The foreign investment question)
by de Menil, Georges
- 143-159 Banking crises and the design of safety nets
by Hoggarth, Glenn & Jackson, Patricia & Nier, Erlend
- 161-181 Who pays for bank insolvency in transition and emerging economies?
by Mayes, David G.
- 183-201 Monetary policy transmission, interest rate rules and inflation targeting in three transition countries
by Golinelli, Roberto & Rovelli, Riccardo
- 203-225 Monetary convergence of the EU accession countries to the eurozone: A theoretical framework and policy implications
by Orlowski, Lucjan T.
- 227-248 The determination of capital controls: Which role do exchange rate regimes play?
by von Hagen, Jurgen & Zhou, Jizhong
- 249-270 Real and monetary convergence between the European Union's core and recent member countries: A rolling cointegration approach
by Brada, Josef C. & Kutan, Ali M. & Zhou, Su
2004, Volume 28, Issue 12
- 2869-2887 Market- vs. bank-based financial systems: Do rights and regulations really matter?
by Ergungor, O. Emre
- 2889-2914 The unintended consequences of grouping in tests of asset pricing models
by Grauer, Robert R. & Janmaat, Johannus A.
- 2915-2931 On the way to recovery: A nonparametric bias free estimation of recovery rate densities
by Renault, Olivier & Scaillet, Olivier
- 2933-2956 An analysis of IMF-induced moral hazard
by Dobeli, Barbara & Vanini, Paolo
- 2957-2980 Normal mixture diffusion with uncertain volatility: Modelling short- and long-term smile effects
by Alexander, Carol
- 2981-3007 Penny pricing and the components of spread and depth changes
by Chung, Kee H. & Charoenwong, Charlie & Ding, David K.
- 3009-3036 Cyclical correlations, credit contagion, and portfolio losses
by Giesecke, Kay & Weber, Stefan
- 3037-3054 Price discovery and volatility spillovers in index futures markets: Some evidence from Mexico
by Zhong, Maosen & Darrat, Ali F. & Otero, Rafael
- 3055-3068 A note on the expectations hypothesis at the founding of the Fed
by Kool, Clemens J. M. & Thornton, Daniel L.
- 3069-3095 The impact of CRA agreements on community banks
by Bostic, Raphael W. & Robinson, Breck L.
- 3097-3111 Debtor-in-possession financing
by Chatterjee, Sris & Dhillon, Upinder S. & Ramirez, Gabriel G.
- 3113-3150 The effect of organizational structure on efficiency: Evidence from the Spanish insurance industry
by Cummins, J. David & Rubio-Misas, Maria & Zi, Hongmin
- 3151-3186 Underpricing and aftermarket performance of American depositary receipts (ADR) IPOs
by Diro Ejara, Demissew & Ghosh, Chinmoy
2004, Volume 28, Issue 11
- 2565-2573 An introduction to recent research on credit ratings
by Cantor, Richard
- 2575-2602 Confidence sets for continuous-time rating transition probabilities
by Christensen, Jens H.E. & Hansen, Ernst & Lando, David
- 2603-2639 Measurement, estimation and comparison of credit migration matrices
by Jafry, Yusuf & Schuermann, Til
- 2641-2677 Are credit ratings procyclical?
by Amato, Jeffery D. & Furfine, Craig H.
- 2679-2714 How rating agencies achieve rating stability
by Altman, Edward I. & Rijken, Herbert A.
- 2715-2746 Ratings versus market-based measures of default risk in portfolio governance
by Loffler, Gunter
- 2747-2767 Factors affecting the valuation of corporate bonds
by Elton, Edwin J. & Gruber, Martin J. & Agrawal, Deepak & Mann, Christopher
- 2769-2788 On the consistency of ratings and bond market yields
by Perraudin, William & Taylor, Alex P.
- 2789-2811 The relationship between credit default swap spreads, bond yields, and credit rating announcements
by Hull, John & Predescu, Mirela & White, Alan
- 2813-2843 Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements
by Norden, Lars & Weber, Martin
- 2845-2867 Rating the rating agencies: Anticipating currency crises or debt crises?
by Sy, Amadou N.R.
2004, Volume 28, Issue 10
- 2311-2330 Governance mechanisms in Spanish banks. Does ownership matter?
by Crespi, Rafel & Garcia-Cestona, Miguel A. & Salas, Vicente
- 2331-2351 Do some lenders have information advantages? Evidence from Japanese credit market data
by Shin, G. Hwan & Kolari, James W.
- 2353-2368 Predicting bank performance with financial forecasts: A case of Taiwan commercial banks
by Kao, Chiang & Liu, Shiang-Tai
- 2369-2397 Does poor legal enforcement make households credit-constrained?
by Fabbri, Daniela & Padula, Mario
- 2399-2426 Banks as delegated risk managers
by Hakenes, Hendrik
- 2427-2460 Determining management behaviour in European banking
by Williams, Jonathan
- 2461-2492 Do government-linked companies underperform?
by Feng, Fang & Sun, Qian & Tong, Wilson H. S.
- 2493-2519 Consolidation and efficiency in the financial sector: A review of the international evidence
by Amel, Dean & Barnes, Colleen & Panetta, Fabio & Salleo, Carmelo
- 2521-2540 Productivity change in European banking: A comparison of parametric and non-parametric approaches
by Casu, Barbara & Girardone, Claudia & Molyneux, Philip
- 2541-2563 Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models
by Pong, Shiuyan & Shackleton, Mark B. & Taylor, Stephen J. & Xu, Xinzhong
2004, Volume 28, Issue 9
- 2051-2075 Term structure linkages surrounding the Plaza and Louvre accords: Evidence from Euro-rates and long-memory components
by Patel, Ajay & Shoesmith, Gary L.
- 2077-2102 Cross-border bank mergers: What lures the rare animal?
by Buch, Claudia M. & DeLong, Gayle
- 2103-2134 Corporate cash holdings: An empirical investigation of UK companies
by Ozkan, Aydin & Ozkan, Neslihan
- 2135-2153 The demise of community banks? Local economic shocks are not to blame
by Yeager, Timothy J.
- 2155-2174 Volume autocorrelation, information, and investor trading
by Covrig, Vicentiu & Ng, Lilian
- 2175-2190 New evidence on the Fed's productivity in providing payments services
by Gilbert, R. Alton & Wheelock, David C. & Wilson, Paul W.
- 2191-2212 Collateral, type of lender and relationship banking as determinants of credit risk
by Jimenez, Gabriel & Saurina, Jesus
- 2213-2235 Monitored financial equilibria
by Madan, Dilip B.
- 2237-2258 Political uncertainty and asset valuation: Evidence from business relocations in Canada
by Tirtiroglu, Dogan & Bhabra, Harjeet S. & Lel, Ugur
- 2259-2281 Factors explaining the interest margin in the banking sectors of the European Union
by Maudos, Joaquin & Fernandez de Guevara, Juan
- 2283-2309 The characteristics of individual analysts' forecasts in Europe
by Bolliger, Guido
2004, Volume 28, Issue 8
- 1801-1824 Simulation based stress tests of banks' regulatory capital adequacy
by Peura, Samu & Jokivuolle, Esa
- 1825-1843 The impact of loan prepayment risk and deposit withdrawal risk on the optimal intermediation margin
by Stanhouse, Bryan & Stock, Duane
- 1845-1865 Backtesting for risk-based regulatory capital
by Kerkhof, Jeroen & Melenberg, Bertrand
- 1867-1887 Why are some mutual funds closed to new investors?
by Zhao, Xinge
- 1889-1914 The competitive implications of multimarket bank branching
by Hannan, Timothy H. & Prager, Robin A.
- 1915-1933 The cross-sectional determinants of inventory control and the subtle effects of ADRs
by Hansch, Oliver
- 1935-1959 Start-up investment with scarce venture capital support
by Kanniainen, Vesa & Keuschnigg, Christian
- 1961-1985 Long-horizon regression tests of the theory of purchasing power parity
by Serletis, Apostolos & Gogas, Periklis
- 1987-2013 Optimal consumption and investment strategies with stochastic interest rates
by Munk, Claus & Sorensen, Carsten
- 2015-2049 Market interactions in returns and volatilities between spot and forward shipping freight markets
by Kavussanos, Manolis G. & Visvikis, Ilias D.
- iii-vii Franco Modigliani (1918-2003)
by Szego, G.
2004, Volume 28, Issue 7
- 1499-1520 A new approach to modeling the dynamics of implied distributions: Theory and evidence from the S&P 500 options
by Panigirtzoglou, Nikolaos & Skiadopoulos, George
- 1521-1545 Correlated default with incomplete information
by Giesecke, Kay
- 1547-1568 Risk management of non-maturing liabilities
by Kalkbrener, Michael & Willing, Jan
- 1569-1595 General equilibrium real and nominal interest rates
by Lioui, Abraham & Poncet, Patrice
- 1597-1615 The number and the closeness of bank relationships
by von Rheinbaben, Joachim & Ruckes, Martin
- 1617-1635 The implied reserves of the Bank Insurance Fund
by Episcopos, Athanasios
- 1637-1670 Information transmission between the NASDAQ and Asian second board markets
by Lee, Bong-Soo & Rui, Oliver Meng & Wang, Steven Shuye
- 1671-1696 Scale economies, bank mergers, and electronic payments: A spline function approach
by Humphrey, David B. & Vale, Bent
- 1697-1710 Foreign exchange exposure of exporting and importing firms
by Pritamani, Mahesh D. & Shome, Dilip K. & Singal, Vijay
- 1711-1743 Informed trading and order type
by Cooney, John Jr. & Sias, Richard W.
- 1745-1773 Structural changes in volatility and stock market development: Evidence for Spain
by Cunado Eizaguirre, Juncal & Biscarri, Javier Gomez & Hidalgo, Fernando Perez de Gracia
- 1775-1799 Foreign bank entry, deregulation and bank efficiency: Lessons from the Australian experience
by Sturm, Jan-Egbert & Williams, Barry
2004, Volume 28, Issue 6
- 1207-1223 Information precision, transaction costs, and trading volume
by Barron, Orie E. & Karpoff, Jonathan M.
- 1225-1245 Too much of a good incentive? The case of executive stock options
by Tian, Yisong S.
- 1247-1271 A study of the corporate governance of thrifts
by Cook, Douglas O. & Hogan, Arthur & Kieschnick, Robert
- 1273-1297 Location of trade, ownership restrictions, and market illiquidity: Examining Chinese A- and H-shares
by Wang, Steven Shuye & Jiang, Li
- 1299-1318 Conditional funding costs of inflation-indexed and conventional government bonds
by Reschreiter, Andreas
- 1319-1335 Optimal liquidity management and bail-out policy in the banking industry
by Ringbom, Staffan & Shy, Oz & Stenbacka, Rune
- 1337-1361 Trading activity and price reversals in futures markets
by Wang, Changyun & Yu, Min
- 1363-1383 Cross-country comparisons of efficiency: Evidence from the UK and Italian investment firms
by Beccalli, Elena
- 1385-1411 Conditional covariances and direct central bank interventions in the foreign exchange markets
by Beine, Michel
- 1413-1439 Cross-border acquisitions of US financial institutions: Impact of macroeconomic factors
by Kiymaz, Halil
- 1441-1467 Public information arrival and volatility of intraday stock returns
by Kalev, Petko S. & Liu, Wai-Man & Pham, Peter K. & Jarnecic, Elvis
- 1469-1498 The cyclical behavior of optimal bank capital
by Estrella, Arturo
2004, Volume 28, Issue 5
- 901-930 The impact of negative cash flow and influential observations on investment-cash flow sensitivity estimates
by Allayannis, George & Mozumdar, Abon
- 931-950 The medium-term aftermarket in high-tech IPOs: Patterns and implications
by Jaggia, Sanjiv & Thosar, Satish
- 951-978 Hedging behavior in small and medium-sized enterprises: The role of unobserved heterogeneity
by Pennings, Joost M. E. & Garcia, Philip
- 979-996 Stochastic optimal control, international finance and debt
by Fleming, Wendell H. & Stein, Jerome L.
- 997-1021 Credit derivatives with multiple debt issues
by Francois, Pascal & Hubner, Georges
- 1023-1041 Futures trading activity and predictable foreign exchange market movements
by Wang, Changyun
- 1043-1067 The market liquidity of DIAMONDS, Q's, and their underlying stocks
by Hegde, Shantaram P. & McDermott, John B.
- 1069-1087 The impact of risk regulation on price dynamics
by Danielsson, Jon & Shin, Hyun Song & Zigrand, Jean-Pierre
- 1089-1110 Duration models and IRR management: A question of dimensions?
by Soto, Gloria M.
- 1111-1135 Do spin-offs really create value? The European case
by Veld, Chris & Veld-Merkoulova, Yulia V.
- 1137-1162 Trading intensity, volatility, and arbitrage activity
by Taylor, Nicholas
- 1163-1183 Why firms use convertibles: A further test of the sequential-financing hypothesis
by Chang, Shao-Chi & Chen, Sheng-Syan & Liu, Yichen
- 1185-1200 Political news and stock prices: The case of Saddam Hussein contracts
by Amihud, Yakov & Wohl, Avi
2004, Volume 28, Issue 4
- 721-725 Retail credit risk management and measurement: An introduction to the special issue
by Berlin, Mitchell & Mester, Loretta J.
- 727-752 Issues in the credit risk modeling of retail markets
by Allen, Linda & DeLong, Gayle & Saunders, Anthony
- 753-771 Default correlation: An empirical investigation of a subprime lender
by Cowan, Adrian M. & Cowan, Charles D.
- 773-788 Should SME exposures be treated as retail or corporate exposures? A comparative analysis of default probabilities and asset correlations in French and German SMEs
by Dietsch, Michel & Petey, Joel
- 789-809 Economic and regulatory capital allocation for revolving retail exposures
by Perli, Roberto & Nayda, William I.
- 811-833 Credit risk in the leasing industry
by Schmit, Mathias
- 835-856 Consumer credit scoring: Do situational circumstances matter?
by Avery, Robert B. & Calem, Paul S. & Canner, Glenn B.
- 857-874 Does reject inference really improve the performance of application scoring models?
by Crook, Jonathan & Banasik, John
- 875-899 What is the value of recourse to asset-backed securities? A clinical study of credit card banks
by Higgins, Eric J. & Mason, Joseph R.
2004, Volume 28, Issue 3
- 423-442 Stock markets, banks, and growth: Panel evidence
by Beck, Thorsten & Levine, Ross
- 443-474 Are all Central Bank interventions created equal? An empirical investigation
by Sapp, Stephen
- 475-498 The Fed and short-term rates: Is it open market operations, open mouth operations or interest rate smoothing?
by Thornton, Daniel L.
- 499-521 Effective duration of callable corporate bonds: Theory and evidence
by Sarkar, Sudipto & Hong, Gwangheon
- 523-552 The determinants of positive long-term performance in strategic mergers: Corporate focus and cash
by Megginson, William L. & Morgan, Angela & Nail, Lance
- 553-568 The short-term effects of foreign bank entry on domestic bank behaviour: Does economic development matter?
by Lensink, Robert & Hermes, Niels
- 569-593 Return reversals in the bond market: Evidence and causes
by Khang, Kenneth & Dolly King, Tao-Hsien
- 595-614 Disequilibrium in the UK corporate loan market
by Atanasova, Christina V. & Wilson, Nicholas
- 615-632 A note on foreigners' trading and price effects across firms
by Dahlquist, Magnus & Robertsson, Goran
- 633-646 A model of the monetary sector with and without binding capital requirements
by Kopecky, Kenneth J. & VanHoose, David
- 647-672 Risk-based capital requirements for mortgage loans
by Calem, Paul S. & LaCour-Little, Michael
- 673-694 Data-conditioning biases, performance, persistence and flows: The case of Canadian equity funds
by Deaves, Richard
- 695-720 An anatomy of rating through the cycle
by Loffler, Gunter
2004, Volume 28, Issue 2
- 267-268 Editorial
by Fariborz, Moshirian
- 269-276 Financial services: Global perspectives
by Moshirian, Fariborz
- 277-298 Mutual holding companies: Evidence of conflicts of interest through disparate dividends
by Carow, Kenneth A. & Cox, Steven R. & Roden, Dianne M.
- 299-329 The integration of bank syndicated loan and junk bond markets
by Thomas, Hugh & Wang, Zhiqiang
- 331-352 Risk management strategies for banks
by Bauer, Wolfgang & Ryser, Marc
- 353-372 The propensity for local traders in futures markets to ride losses: Evidence of irrational or rational behavior?
by Frino, Alex & Johnstone, David & Zheng, Hui
- 373-398 Why markets should not necessarily reduce the tick size
by Bourghelle, David & Declerck, Fany
- 399-421 Can bank be a source of contagion during the 1997 Asian crisis?
by Tai, Chu-Sheng
2004, Volume 28, Issue 1
- 1-17 Hedging with forwards and puts in complete and incomplete markets
by Benninga, Simon Z. & Oosterhof, Casper M.
- 19-43 Risk management, capital structure and lending at banks
by Cebenoyan, A. Sinan & Strahan, Philip E.
- 45-62 Time-varying excess returns on UK government bonds: A non-linear approach
by Lekkos, Ilias & Milas, Costas
- 63-83 Trading costs, investor recognition and market response: An analysis of firms that move from the Amex (Nasdaq) to Nasdaq (Amex)
by Tse, Yiuman & Devos, Erik
- 85-105 Have trading rule profits in the currency markets declined over time?
by Olson, Dennis
- 107-128 Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis
by Pascual, Roberto & Escribano, Alvaro & Tapia, Mikel
- 129-156 An essay on financial innovation: The case of instalment receipts
by Charupat, Narat & Prisman, Eliezer Z.
- 157-178 The pricing of systematic liquidity risk: Empirical evidence from the US stock market
by Gibson, Rajna & Mougeot, Nicolas
- 179-201 Strategic entry and market leadership in a two-player real options game
by Shackleton, Mark B. & Tsekrekos, Andrianos E. & Wojakowski, Rafal
- 203-213 Empirical evidence on payment media costs and switch points
by ten Raa, Thijs & Shestalova, Victoria
- 215-232 Factors affecting bank risk taking: Evidence from Japan
by Konishi, Masaru & Yasuda, Yukihiro
- 233-250 The national market impact of sovereign rating changes
by Brooks, Robert & Faff, Robert W. & Hillier, David & Hillier, Joseph
- 251-264 Follow-on offerings
by Harper, Joel T. & Johnston, Jarrod & Madura, Jeff
- 265-266 International Finance and Open-Economy Macroeconomics: Gandolfo/Giancarlo. Springer-Verlag, New York, 2001. pp. xxiv + 613, $99
by Reynolds Allen, Polly
2003, Volume 27, Issue 12
- 2231-2248 Impact of deposit rate deregulation in Hong Kong on the market value of commercial banks
by Kwan, Simon H.
- 2249-2271 Development and efficiency of the banking sector in a transitional economy: Hungarian experience
by Hasan, Iftekhar & Marton, Katherin
- 2273-2296 The impacts of Hong Kong's Currency Board reforms on the interbank market
by Tse, Y. K. & Yip, Paul S. L.
- 2297-2321 Default- and call-adjusted duration for corporate bonds
by Jacoby, Gady & Roberts, Gordon S.