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Elsevier Journal of Banking & Finance Contact information of
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2006, Volume 30, Issue 8
2006, Volume 30, Issue 7 1835-1837 Banking and finance in an integrating Europe by Bos, Jaap W.B. & Knot, Klaas H.W. & Kool, Clemens J.M. [Downloadable! (restricted)]
1839-1870 Expected versus unexpected monetary policy impulses and interest rate pass-through in euro-zone retail banking markets by Kleimeier, Stefanie & Sander, Harald [Downloadable! (restricted)]
1871-1898 Dynamic depositor discipline in US banks by Maechler, Andrea M. & McDill, Kathleen M. [Downloadable! (restricted)]
1899-1926 Internal ratings systems, implied credit risk and the consistency of banks' risk classification policies by Jacobson, Tor & Linde, Jesper & Roszbach, Kasper [Downloadable! (restricted)]
1927-1952 Foreign banks and credit stability in Central and Eastern Europe. A panel data analysis by de Haas, Ralph & van Lelyveld, Iman [Downloadable! (restricted)]
1953-1974 Bank efficiency: The role of bank strategy and local market conditions by Bos, J.W.B. & Kool, C.J.M. [Downloadable! (restricted)]
1975-1996 Efficiency of the Polish banking industry: Foreign versus domestic banks by Havrylchyk, Olena [Downloadable! (restricted)]
1997-2024 System identification in noisy data environments: An application to six Asian stock markets by Los, Cornelis A. [Downloadable! (restricted)]
2025-2040 The contribution of market makers to liquidity and efficiency of options trading in electronic markets by Eldor, Rafi & Hauser, Shmuel & Pilo, Batia & Shurki, Itzik [Downloadable! (restricted)]
2041-2062 Sovereign credit ratings: Guilty beyond reasonable doubt? by Mora, Nada [Downloadable! (restricted)]
2063-2085 Realized volatility and transactions by Chan, Choon Chat & Fong, Wai Mun [Downloadable! (restricted)]
2087-2107 Time-varying risk premia and the cross section of stock returns by Guo, Hui [Downloadable! (restricted)]
2109-2130 Dynamics of realized volatilities and correlations: An empirical study by Ferland, Rene & Lalancette, Simon [Downloadable! (restricted)]
iii-iv Gerald O. Bierwag (February 4, 1936-February 15, 2005) by Kaufman, George [Downloadable! (restricted)]
2006, Volume 30, Issue 6 1605-1612 Frontiers in payment and settlement systems: Introduction by Saunders, Anthony & Scholnick, Barry [Downloadable! (restricted)]
1613-1630 What is in it for us? Network effects and bank payment innovation by Milne, Alistair [Downloadable! (restricted)]
1631-1652 Benefits from a changing payment technology in European banking by Humphrey, David & Willesson, Magnus & Bergendahl, Goran & Lindblom, Ted [Downloadable! (restricted)]
1653-1685 Switching costs and adverse selection in the market for credit cards: New evidence by Calem, Paul S. & Gordy, Michael B. & Mester, Loretta J. [Downloadable! (restricted)]
1687-1711 Alternative measures of the Federal Reserve Banks' cost of equity capital by Barnes, Michelle L. & Lopez, Jose A. [Downloadable! (restricted)]
1713-1725 The effect of heterogeneous risk on the early adoption of Internet banking technologies by Bauer, Keldon & Hein, Scott E. [Downloadable! (restricted)]
1727-1751 How to fend off shoulder surfing by Roth, Volker & Richter, Kai [Downloadable! (restricted)]
1753-1782 Explaining cross-border large-value payment flows: Evidence from TARGET and EURO1 data by Rosati, Simonetta & Secola, Stefania [Downloadable! (restricted)]
1783-1806 Economies of scale and technological development in securities depository and settlement systems by Schmiedel, Heiko & Malkamaki, Markku & Tarkka, Juha [Downloadable! (restricted)]
1807-1834 Liquidity risk in securities settlement by Devriese, Johan & Mitchell, Janet [Downloadable! (restricted)]
2006, Volume 30, Issue 5 1333-1334 Policy issues relevant to transition and emerging market economies: Papers from the 10th Dubrovnik Economic Conference by Wachtel, Paul [Downloadable! (restricted)]
1335-1357 The IMF in a world of private capital markets by Eichengreen, Barry & Kletzer, Kenneth & Mody, Ashoka [Downloadable! (restricted)]
1359-1374 Equilibrium exchange rates in Central and Eastern Europe: A meta-regression analysis by Egert, Balazs & Halpern, Laszlo [Downloadable! (restricted)]
1375-1391 Exchange rate pass-through in EMU acceding countries: Empirical analysis and policy implications by Coricelli, Fabrizio & Jazbec, Bostjan & Masten, Igor [Downloadable! (restricted)]
1393-1407 Are labour markets in the new member states sufficiently flexible for EMU? by Boeri, Tito & Garibaldi, Pietro [Downloadable! (restricted)]
1409-1442 Capital structure policies in Europe: Survey evidence by Brounen, Dirk & de Jong, Abe & Koedijk, Kees [Downloadable! (restricted)]
1443-1466 The impact of macroeconomic and regulatory factors on bank efficiency: A non-parametric analysis of Hong Kong's banking system by Drake, Leigh & Hall, Maximilian J.B. & Simper, Richard [Downloadable! (restricted)]
1467-1484 Monetary transmission via the administered interest rates channel by Chong, Beng Soon & Liu, Ming-Hua & Shrestha, Keshab [Downloadable! (restricted)]
1485-1505 Investor protection and the liquidity of cross-listed securities: Evidence from the ADR market by Chung, Huimin [Downloadable! (restricted)]
1507-1534 Evolution of international stock and bond market integration: Influence of the European Monetary Union by Kim, Suk-Joong & Moshirian, Fariborz & Wu, Eliza [Downloadable! (restricted)]
1535-1558 Time and dynamic volume-volatility relation by Eleanor Xu, Xiaoqing & Chen, Peter & Wu, Chunchi [Downloadable! (restricted)]
1559-1580 International corporate investment and the relationships between financial constraint measures by Cleary, Sean [Downloadable! (restricted)]
1581-1603 Bank concentration, competition, and crises: First results by Beck, Thorsten & Demirguc-Kunt, Asli & Levine, Ross [Downloadable! (restricted)]
2006, Volume 30, Issue 4 1055-1056 Editorial by Moshirian, Fariborz [Downloadable! (restricted)]
1057-1064 Aspects of international financial services by Moshirian, Fariborz [Downloadable! (restricted)]
1065-1102 Capital structure and firm performance: A new approach to testing agency theory and an application to the banking industry by Berger, Allen N. & Bonaccorsi di Patti, Emilia [Downloadable! (restricted)]
1103-1126 Bank portfolio exposure to emerging markets and its effects on bank market value by Fissel, Gary S. & Goldberg, Lawrence & Hanweck, Gerald A. [Downloadable! (restricted)]
1127-1147 The X-efficiency of commercial banks in Hong Kong by Kwan, Simon H. [Downloadable! (restricted)]
1149-1169 Real effective exchange rate volatility and growth: A framework to measure advantages of flexibility vs. costs of volatility by Bagella, Michele & Becchetti, Leonardo & Hasan, Iftekhar [Downloadable! (restricted)]
1171-1199 Nonlinear term structure dependence: Copula functions, empirics, and risk implications by Junker, Markus & Szimayer, Alex & Wagner, Niklas [Downloadable! (restricted)]
1201-1217 A further look at household portfolio choice and health status by Berkowitz, Michael K. & Qiu, Jiaping [Downloadable! (restricted)]
1219-1243 Bank loan losses-given-default: A case study by Dermine, J. & de Carvalho, C. Neto [Downloadable! (restricted)]
1245-1267 Hedging the value of waiting by Boyle, Glenn W. & Guthrie, Graeme A. [Downloadable! (restricted)]
1269-1290 A comprehensive analysis of the short-term interest-rate dynamics by Bali, Turan G. & Wu, Liuren [Downloadable! (restricted)]
1291-1308 Capital structure and political patronage: The case of Malaysia by Fraser, Donald R. & Zhang, Hao & Derashid, Chek [Downloadable! (restricted)]
1309-1332 Spanish Treasury bond market liquidity and volatility pre- and post-European Monetary Union by Diaz, Antonio & Merrick, John Jr. & Navarro, Eliseo [Downloadable! (restricted)]
2006, Volume 30, Issue 3 797-810 Inferring the default rate in a population by comparing two incomplete default databases by Dwyer, Douglas W. & Stein, Roger M. [Downloadable! (restricted)]
811-821 Hedging volatility risk by Brenner, Menachem & Ou, Ernest Y. & Zhang, Jin E. [Downloadable! (restricted)]
823-849 Downside risk and asset pricing by Post, Thierry & van Vliet, Pim [Downloadable! (restricted)]
851-873 Economic benefit of powerful credit scoring by Blochlinger, Andreas & Leippold, Markus [Downloadable! (restricted)]
875-894 Estimating product market competition: Methodology and application by Kedia, Simi [Downloadable! (restricted)]
895-914 Investment and financing activity following calls of convertible bonds by Alderson, Michael J. & Betker, Brian L. & Stock, Duane R. [Downloadable! (restricted)]
915-945 Does stock option-based executive compensation induce risk-taking? An analysis of the banking industry by Chen, Carl R. & Steiner, Thomas L. & Whyte, Ann Marie [Downloadable! (restricted)]
947-963 Corporate governance, shareholder rights and firm diversification: An empirical analysis by Jiraporn, Pornsit & Kim, Young Sang & Davidson, Wallace N. & Singh, Manohar [Downloadable! (restricted)]
965-987 Deposit insurance and international bank liabilities by Huizinga, Harry & Nicodeme, Gaetan [Downloadable! (restricted)]
989-1006 Valuation impact of Sarbanes-Oxley: Evidence from disclosure and governance within the financial services industry by Akhigbe, Aigbe & Martin, Anna D. [Downloadable! (restricted)]
1007-1021 Reactions of Japanese markets to changes in credit ratings by global and local agencies by Li, Joanne & Shin, Yoon S. & Moore, William T. [Downloadable! (restricted)]
1023-1039 An analysis of intraday patterns in price clustering on the Tokyo Stock Exchange by Ohta, Wataru [Downloadable! (restricted)]
1041-1054 A note on the "risk-adjusted" price-concentration relationship in banking by Brewer III, Elijah & Jackson III, William E. [Downloadable! (restricted)]
2006, Volume 30, Issue 2 315-315 Risk management and optimization in finance by Krokhmal, Pavlo & Rockafellar, R. Tyrrell & Uryasev, Stan [Downloadable! (restricted)]
317-339 Dynamic portfolio selection with process control by MacLean, Leonard & Zhao, Yonggan & Ziemba, William [Downloadable! (restricted)]
341-364 An approximation method for analysis and valuation of credit correlation derivatives by Egami, Masahiko & Esteghamat, Kian [Downloadable! (restricted)]
365-390 Multi-period stochastic optimization models for dynamic asset allocation by Hibiki, Norio [Downloadable! (restricted)]
391-407 Interaction of credit and liquidity risks: Modelling and valuation by Zheng, Harry [Downloadable! (restricted)]
409-431 Pricing methods and hedging strategies for volatility derivatives by Windcliff, H. & Forsyth, P.A. & Vetzal, K.R. [Downloadable! (restricted)]
433-451 Portfolio optimization with stochastic dominance constraints by Dentcheva, Darinka & Ruszczynski, Andrzej [Downloadable! (restricted)]
453-462 The magnitude of a market crash can be predicted by Novak, S.Y. & Beirlant, J. [Downloadable! (restricted)]
463-487 Optimal credit limit management under different information regimes by Leippold, Markus & Vanini, Paolo & Ebnoether, Silvan [Downloadable! (restricted)]
489-502 A linearly implicit predictor-corrector scheme for pricing American options using a penalty method approach by Khaliq, A.Q.M. & Voss, D.A. & Kazmi, S.H.K. [Downloadable! (restricted)]
503-518 Efficient fund of hedge funds construction under downside risk measures by Morton, David P. & Popova, Elmira & Popova, Ivilina [Downloadable! (restricted)]
519-540 A moment computation algorithm for the error in discrete dynamic hedging by Primbs, James A. & Yamada, Yuji [Downloadable! (restricted)]
541-560 Utility-based performance measures for regression models by Friedman, Craig & Sandow, Sven [Downloadable! (restricted)]
561-582 The hidden dangers of historical simulation by Pritsker, Matthew [Downloadable! (restricted)]
583-605 Minimizing CVaR and VaR for a portfolio of derivatives by Alexander, S. & Coleman, T.F. & Li, Y. [Downloadable! (restricted)]
607-626 Implied migration rates from credit barrier models by Albanese, Claudio & Chen, Oliver X. [Downloadable! (restricted)]
627-644 Applying CVaR for decentralized risk management of financial companies by Mulvey, John M. & Erkan, Hafize G. [Downloadable! (restricted)]
645-667 Asset and liability management for insurance products with minimum guarantees: The UK case by Consiglio, Andrea & Saunders, David & Zenios, Stavros A. [Downloadable! (restricted)]
669-678 Portfolio selection using hierarchical Bayesian analysis and MCMC methods by Greyserman, Alex & Jones, Douglas H. & Strawderman, William E. [Downloadable! (restricted)]
679-693 Economy-wide bond default rates: A maximum expected utility approach by Sandow, Sven & Friedman, Craig & Gold, Mark & Chang, Peter [Downloadable! (restricted)]
695-715 A value-of-information approach to measuring risk in multi-period economic activity by Pflug, Georg Ch. [Downloadable! (restricted)]
717-742 Integrating market and credit risk: A simulation and optimisation perspective by Jobst, Norbert J. & Mitra, Gautam & Zenios, Stavros A. [Downloadable! (restricted)]
743-778 Master funds in portfolio analysis with general deviation measures by Rockafellar, R. Tyrrell & Uryasev, Stan & Zabarankin, Michael [Downloadable! (restricted)]
779-796 Analysis of criteria VaR and CVaR by Kibzun, Andrey I. & Kuznetsov, Evgeniy A. [Downloadable! (restricted)]
2006, Volume 30, Issue 1 1-21 Collateral-based lending in emerging markets: Evidence from Thailand by Menkhoff, Lukas & Neuberger, Doris & Suwanaporn, Chodechai [Downloadable! (restricted)]
23-35 Discrete versus continuous state switching models for portfolio credit risk by Lucas, Andre & Klaassen, Pieter [Downloadable! (restricted)]
37-58 Payout policy, taxes, and the relation between returns and the bid-ask spread by Gottesman, Aron A. & Jacoby, Gady [Downloadable! (restricted)]
59-83 The impact of bank entry in the Japanese corporate bond underwriting market by Takaoka, Sumiko & McKenzie, C.R. [Downloadable! (restricted)]
85-110 Investment banker reputation and two-stage combination carve-outs and spin-offs by Thompson, Thomas H. & Apilado, Vince [Downloadable! (restricted)]
111-132 Gains from structured product markets: The case of reverse-exchangeable securities (RES) by Benet, Bruce A. & Giannetti, Antoine & Pissaris, Seema [Downloadable! (restricted)]
133-156 Immunization using a stochastic-process independent multi-factor model: The Portuguese experience by Ventura Bravo, Jorge Miguel & Pereira da Silva, Carlos Manuel [Downloadable! (restricted)]
157-177 Issue costs in the Eurobond market: The effects of market integration by Melnik, Arie & Nissim, Doron [Downloadable! (restricted)]
179-198 Are labor-saving technologies lowering employment in the banking industry? by Fung, Michael K. [Downloadable! (restricted)]
199-227 Access to external finance: Theory and evidence on the impact of monetary policy and firm-specific characteristics by Bougheas, Spiros & Mizen, Paul & Yalcin, Cihan [Downloadable! (restricted)]
229-246 Taxes and dividend clientele: Evidence from trading and ownership structure by Lee, Yi-Tsung & Liu, Yu-Jane & Roll, Richard & Subrahmanyam, Avanidhar [Downloadable! (restricted)]
247-258 Fitting prices with a complete model by Figa-Talamanca, Gianna & Guerra, Maria Letizia [Downloadable! (restricted)]
259-285 Bank capital and loan asymmetry in the transmission of monetary policy by Kishan, Ruby P. & Opiela, Timothy P. [Downloadable! (restricted)]
287-314 Unconditional return disturbances: A non-parametric simulation approach by Tompkins, Robert G. & D'Ecclesia, Rita L. [Downloadable! (restricted)]
2005, Volume 29, Issue 8-9 1903-1904 Introduction to the special issue on bank privatization by Clarke, George R.G. & Cull, Robert & Megginson, William [Downloadable! (restricted)]
1905-1930 Bank privatization in developing countries: A summary of lessons and findings by Clarke, George R.G. & Cull, Robert & Shirley, Mary M. [Downloadable! (restricted)]
1931-1980 The economics of bank privatization by Megginson, William L. [Downloadable! (restricted)]
1981-2013 Bank privatization in developing and developed countries: Cross-sectional evidence on the impact of economic and political factors by Boehmer, Ekkehart & Nash, Robert C. & Netter, Jeffry M. [Downloadable! (restricted)]
2015-2041 Privatization and bank performance in developing countries by Boubakri, Narjess & Cosset, Jean-Claude & Fischer, Klaus & Guedhami, Omrane [Downloadable! (restricted)]
2043-2065 Returns to acquirers of privatizing financial services firms: An international examination by Gleason, Kimberly & McNulty, James E. & Pennathur, Anita K. [Downloadable! (restricted)]
2067-2093 Do privatized banks in middle- and low-income countries perform better than rival banks? An intra-industry analysis of bank privatization by Otchere, Isaac [Downloadable! (restricted)]
2095-2118 Corporate valuation and the resolution of bank insolvency in East Asia by Djankov, Simeon & Jindra, Jan & Klapper, Leora F. [Downloadable! (restricted)]
2119-2154 Financial liberalisation, crisis, and restructuring: A comparative study of bank performance and bank governance in South East Asia by Williams, Jonathan & Nguyen, Nghia [Downloadable! (restricted)]
2155-2178 Privatization matters: Bank efficiency in transition countries by Bonin, John P. & Hasan, Iftekhar & Wachtel, Paul [Downloadable! (restricted)]
2179-2221 Corporate governance and bank performance: A joint analysis of the static, selection, and dynamic effects of domestic, foreign, and state ownership by Berger, Allen N. & Clarke, George R.G. & Cull, Robert & Klapper, Leora & Udell, Gregory F. [Downloadable! (restricted)]
2223-2257 State bank transformation in Brazil - choices and consequences by Beck, Thorsten & Crivelli, Juan Miguel & Summerhill, William [Downloadable! (restricted)]
2259-2289 Bank privatization and productivity: Evidence for Brazil by Nakane, Marcio I. & Weintraub, Daniela B. [Downloadable! (restricted)]
2291-2324 China's financial services industry: The intra-industry effects of privatization of the Bank of China Hong Kong by Chen, Zhian & Li, Donghui & Moshirian, Fariborz [Downloadable! (restricted)]
2325-2353 Mexico's experiments with bank privatization and liberalization, 1991-2003 by Haber, Stephen [Downloadable! (restricted)]
2355-2379 Bank privatization and performance: Empirical evidence from Nigeria by Beck, Thorsten & Cull, Robert & Jerome, Afeikhena [Downloadable! (restricted)]
2381-2406 Financial sector liberalization, bank privatization, and efficiency: Evidence from Pakistan by Bonaccorsi di Patti, Emilia & Hardy, Daniel C. [Downloadable! (restricted)]
2005, Volume 29, Issue 12 2919-2946 Portfolio preferences of foreign institutional investors by Aggarwal, Reena & Klapper, Leora & Wysocki, Peter D. [Downloadable! (restricted)]
2947-2969 Modeling time series information into option prices: An empirical evaluation of statistical projection and GARCH option pricing model by Chen, An-Sing & Leung, Mark T. [Downloadable! (restricted)]
2971-2993 Are structured products 'fairly' priced? An analysis of the German market for equity-linked instruments by Stoimenov, Pavel A. & Wilkens, Sascha [Downloadable! (restricted)]
2995-3014 An examination of alternative CAPM-based models in UK stock returns by Fletcher, Jonathan & Kihanda, Joseph [Downloadable! (restricted)]
3015-3040 Industry aspects of takeovers and divestitures: Evidence from the UK by Powell, Ronan & Yawson, Alfred [Downloadable! (restricted)]
3041-3059 The dynamics of dealer markets and trading costs by Chung, Kee H. & Kim, Youngsoo [Downloadable! (restricted)]
3061-3073 Capital market equilibrium with externalities, production and heterogeneous agents by Beltratti, Andrea [Downloadable! (restricted)]
3075-3098 Sources of liquidity for NYSE-listed non-US stocks by Bacidore, Jeffrey M. & Battalio, Robert & Galpin, Neal & Jennings, Robert [Downloadable! (restricted)]
3099-3119 How should Central Banks determine and control their bank note inventory? by Massoud, Nadia [Downloadable! (restricted)]
3121-3140 Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities by Pederzoli, Chiara & Torricelli, Costanza [Downloadable! (restricted)]
3141-3158 On the importance of systematic risk factors in explaining the cross-section of corporate bond yield spreads by King, Tao-Hsien Dolly & Khang, Kenneth [Downloadable! (restricted)]
3159-3179 Empirical credit cycles and capital buffer formation by Koopman, Siem Jan & Lucas, Andre & Klaassen, Pieter [Downloadable! (restricted)]
3181-3185 Comment on "Optimal portfolio selection in a value-at-risk framework" by Huang, Hung-Hsi [Downloadable! (restricted)]
2005, Volume 29, Issue 11 2699-2699 Thirty years of continuous-time finance by Barone-Adesi, Giovanni [Downloadable! (restricted)]
2701-2722 From measure changes to time changes in asset pricing by Geman, Hélyette [Downloadable! (restricted)]
2723-2749 Unspanned stochastic volatility and fixed income derivatives pricing by Casassus, Jaime & Collin-Dufresne, Pierre & Goldstein, Bob [Downloadable! (restricted)]
2751-2802 Credit risk modeling with affine processes by Duffie, Darrell [Downloadable! (restricted)]
2803-2820 Large traders, hidden arbitrage, and complete markets by Jarrow, Robert & Protter, Philip [Downloadable! (restricted)]
2821-2848 Intertemporal asset allocation: A comparison of methods by Detemple, Jérôme & Garcia, René & Rindisbacher, Marcel [Downloadable! (restricted)]
2849-2881 Asset pricing with heterogeneous beliefs by Basak, Suleyman [Downloadable! (restricted)]
2883-2907 Risk management implications of time-inconsistency: Model updating and recalibration of no-arbitrage models by Buraschi, Andrea & Corielli, Francesco [Downloadable! (restricted)]
2909-2918 The saga of the American put by Barone-Adesi, Giovanni [Downloadable! (restricted)]
2005, Volume 29, Issue 10 2407-2408 An appreciation of Lawrence G. Goldberg by Saunders, A. [Downloadable! (restricted)]
2409-2433 Employee stock options as warrants by Eberhart, Allan C. [Downloadable! (restricted)]
2435-2454 Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk by Duan, Jin-Chuan & Yu, Min-Teh [Downloadable! (restricted)]
2455-2473 Measuring the value of strategic alliances in the wake of a financial implosion: Evidence from Japan's financial services sector by Chiou, Ingyu & White, Lawrence J. [Downloadable! (restricted)]
2475-2502 Dynamic stock market integration driven by the European Monetary Union: An empirical analysis by Kim, Suk Joong & Moshirian, Fariborz & Wu, Eliza [Downloadable! (restricted)]
2503-2522 The implied jump risk of LIBOR rates by Guan, Lim Kian & Ting, Christopher & Warachka, Mitch [Downloadable! (restricted)]
2523-2539 Rational bubbles or persistent deviations from market fundamentals? by Koustas, Zisimos & Serletis, Apostolos [Downloadable! (restricted)]
2541-2556 Tests of the expectations hypothesis: Resolving the anomalies when the short-term rate is the federal funds rate by Thornton, Daniel L. [Downloadable! (restricted)]
2557-2575 Banks, financial markets, and social welfare by Marini, Francois [Downloadable! (restricted)]
2577-2603 Measuring systemic risk: A risk management approach by Lehar, Alfred [Downloadable! (restricted)]
2605-2632 Is learning a dimension of risk? by Massa, Massimo & Simonov, Andrei [Downloadable! (restricted)]
2633-2654 A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach by Cunado, J. & Gil-Alana, L.A. & de Gracia, F. Perez [Downloadable! (restricted)]
2655-2673 Re-examining the asymmetric predictability of conditional variances: The role of sudden changes in variance by Ewing, Bradley T. & Malik, Farooq [Downloadable! (restricted)]
2675-2697 Investor protection, prospect theory, and earnings management: An international comparison of the banking industry by Shen, Chung-Hua & Chih, Hsiang-Lin [Downloadable! (restricted)]
2005, Volume 29, Issue 7 1611-1630 Optimal clearing margin, capital and price limits for futures clearinghouses by Shanker, Latha & Balakrishnan, Narayanaswamy [Downloadable! (restricted)]
1631-1643 Some evidence of random walk behavior of Euro exchange rates using ranks and signs by Belaire-Franch, Jorge & Opong, Kwaku K. [Downloadable! (restricted)]
1645-1669 Information-based trading, price impact of trades, and trade autocorrelation by Chung, Kee H. & Li, Mingsheng & McInish, Thomas H. [Downloadable! (restricted)]
1671-1695 Firm characteristics and the impact of emerging market liberalizations by Patro, Dilip K. & Wald, John K. [Downloadable! (restricted)]
1697-1727 Dollarization of bank deposits: Causes and consequences by Nicolo, Gianni De & Honohan, Patrick & Ize, Alain [Downloadable! (restricted)]
1729-1749 The relationship between short interest and stock returns in the Canadian market by Ackert, Lucy F. & Athanassakos, George [Downloadable! (restricted)]
1751-1767 International evidence on ethical mutual fund performance and investment style by Bauer, Rob & Koedijk, Kees & Otten, Roger [Downloadable! (restricted)]
1769-1789 The effects of war risk on US financial markets by Rigobon, Roberto & Sack, Brian [Downloadable! (restricted)]
1791-1812 Does judicial efficiency lower the cost of credit? by Laeven, Luc & Majnoni, Giovanni [Downloadable! (restricted)]
1813-1834 Multiple large shareholders and firm value by Maury, Benjamin & Pajuste, Anete [Downloadable! (restricted)]
1835-1856 Ownership and operating performance of Chinese IPOs by Wang, Changyun [Downloadable! (restricted)]
1857-1885 Commitment or entrenchment?: Controlling shareholders and board composition by Yeh, Yin-Hua & Woidtke, Tracie [Downloadable! (restricted)]
1887-1901 Share price performance following actual share repurchases by Zhang, Hua [Downloadable! (restricted)]
2005, Volume 29, Issue 6 1331-1358 Comparing possible proxies of corporate bond liquidity by Houweling, Patrick & Mentink, Albert & Vorst, Ton [Downloadable! (restricted)]
1359-1384 Complete markets, informed trading and equity option introductions by Faff, Robert & Hillier, David [Downloadable! (restricted)]
1385-1403 What causes mean reversion in corporate bond index spreads? The impact of survival by Bhanot, Karan [Downloadable! (restricted)]
1405-1428 Real options, agency conflicts, and optimal capital structure by Mauer, David C. & Sarkar, Sudipto [Downloadable! (restricted)]
1429-1457 The information frown in option prices by Ederington, Louis & Guan, Wei [Downloadable! (restricted)]
1459-1481 Corporate governance and manager turnover: An unusual social experiment by Aivazian, Varouj A. & Ge, Ying & Qiu, Jiaping [Downloadable! (restricted)]
1483-1508 Adverse selection, brokerage coverage, and trading activity on the Tokyo Stock Exchange by Ahn, Hee-Joon & Cai, Jun & Hamao, Yasushi & Ho, Richard Y.K. [Downloadable! (restricted)]
1509-1534 Cash-flow shortage as an endogenous bankruptcy reason by Uhrig-Homburg, Marliese [Downloadable! (restricted)]
1535-1557 Evaluating implied RNDs by some new confidence interval estimation techniques by Andersson, Magnus & Lomakka, Magnus [Downloadable! (restricted)]
1559-1573 Stock market returns: A note on temperature anomaly by Cao, Melanie & Wei, Jason [Downloadable! (restricted)]
1575-1584 Relative default rates on corporate loans and bonds by Emery, Kenneth M. & Cantor, Richard [Downloadable! (restricted)]
1585-1609 The impact of junior debt issuance on senior unsecured debt's risk premiums by Linn, Scott C. & Stock, Duane R. [Downloadable! (restricted)]
2005, Volume 29, Issue 5 1037-1057 Multivariate term structure models with level and heteroskedasticity effects by Christiansen, Charlotte [Downloadable! (restricted)]
1059-1082 The lender of last resort by Goodhart, Charles A.E. & Huang, Haizhou [Downloadable! (restricted)]
1083-1093 Competition in markets with dominant firms: A note on the evidence from the Italian banking industry by Coccorese, Paolo [Downloadable! (restricted)]
1095-1112 The use of stand alone warrants as unique capital raising instruments by Suchard, Jo-Ann [Downloadable! (restricted)]
1113-1130 Deregulation, technological change, and the business-lending performance of large and small banks by Carter, David A. & McNulty, James E. [Downloadable! (restricted)]
1131-1152 Declining required reserves, funds rate volatility, and open market operations by Demiralp, Selva & Farley, Dennis [Downloadable! (restricted)]
1153-1184 Bank regulation and risk-taking incentives: An international comparison of bank risk by Gonzalez, Francisco [Downloadable! (restricted)]
1185-1211 Executive stock options and incentive effects due to systematic risk by Duan, Jin-Chuan & Wei, Jason [Downloadable! (restricted)]
1213-1236 The relationship between default prediction and lending profits: Integrating ROC analysis and loan pricing by Stein, Roger M. [Downloadable! (restricted)]
1237-1264 Price and volume effects of changes in MSCI indices - nature and causes by Chakrabarti, Rajesh & Huang, Wei & Jayaraman, Narayanan & Lee, Jinsoo [Downloadable! (restricted)]
1265-1294 General equilibrium pricing of CPI derivatives by Lioui, Abraham & Poncet, Patrice [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
1311-1327 Intraday price reversals in the US stock index futures market: A 15-year study by Grant, James L. & Wolf, Avner & Yu, Susana [Downloadable! (restricted)]
2005, Volume 29, Issue 4 0 |1 |2 |3 |4 |5 |6 |7 |8 |9 |10 |11 |12 Access
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This page was last updated on 2008-8-11.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .