Journal of Banking & Finance
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2012, Volume 36, Issue 10
- 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
- 1604-1615 Portfolio credit-risk optimization
by Iscoe, Ian & Kreinin, Alexander & Mausser, Helmut & Romanko, Oleksandr
- 1616-1626 Market power and reputational concerns in the ratings industry
by Mariano, Beatriz
- 1627-1638 The home-institution bias
by McQueen, Grant & Stenkrona, Anders
- 1639-1652 Endogenizing exogenous default barrier models: The MM algorithm
by Forte, Santiago & Lovreta, Lidija
- 1653-1664 Valuing and pricing IPOs
by Roosenboom, Peter
- 1665-1677 Assessing the risk-return trade-off in loan portfolios
by Mencía, Javier
- 1678-1687 Asset pricing with Second-Order Esscher Transforms
by Monfort, Alain & Pegoraro, Fulvio
- 1688-1709 Countercyclical contingent capital
by Barucci, Emilio & Del Viva, Luca
- 1710-1721 The effect of foreign bank presence on firm entry and exit in transition economies
by Havrylchyk, Olena
- 1722-1743 Form versus substance: The effect of ownership structure and corporate governance on firm value in Thailand
by Connelly, J. Thomas & Limpaphayom, Piman & Nagarajan, Nandu J.
- 1744-1758 Investment policy in family controlled firms
by Anderson, Ronald C. & Duru, Augustine & Reeb, David M.
- 1759-1780 The flow-performance relationship around the world
by Ferreira, Miguel A. & Keswani, Aneel & Miguel, Antonio F. & Ramos, Sofia B.
- 1781-1788 Revisiting the empirical linkages between stock returns and trading volume
by Chen, Shiu-Sheng
- 1789-1807 Level, slope, curvature of the sovereign yield curve, and fiscal behaviour
by Afonso, António & Martins, Manuel M.F.
- 1808-1821 Information demand and stock market volatility
by Vlastakis, Nikolaos & Markellos, Raphael N.
- 1822-1838 Lending competition and credit availability for new firms: Empirical study with the price cost margin in regional loan markets
by Ogura, Yoshiaki
- 1839-1855 Asymmetric dynamics of stock price continuation
by Huang, Alex YiHou
2012, Volume 36, Issue 5
- 1255-1265 Pitfalls in VAR based return decompositions: A clarification
by Engsted, Tom & Pedersen, Thomas Q. & Tanggaard, Carsten
- 1266-1275 On the relationship between concentration of prospect theory/mental accounting investors, cointegration, and momentum
by Bhootra, Ajay & Hur, Jungshik
- 1276-1290 Being a foreigner among domestic banks: Asset or liability?
by Claessens, Stijn & van Horen, Neeltje
- 1291-1303 Investors’ distraction and strategic repricing decisions
by Navone, Marco
- 1304-1310 When are path-dependent payoffs suboptimal?
by Kassberger, Stefan & Liebmann, Thomas
- 1311-1319 A stochastic frontier approach to modelling financial constraints in firms: An application to India
by Bhaumik, Sumon Kumar & Das, Pranab Kumar & Kumbhakar, Subal C.
- 1320-1335 Household portfolio choices, health status and health care systems: A cross-country analysis based on SHARE
by Atella, Vincenzo & Brunetti, Marianna & Maestas, Nicole
- 1336-1353 Bank connections, corporate investment and crisis
by Espenlaub, Susanne & Khurshed, Arif & Sitthipongpanich, Thitima
- 1354-1361 Combining equilibrium, resampling, and analyst’s views in portfolio optimization
by Barros Fernandes, José Luiz & Haas Ornelas, José Renato & Martínez Cusicanqui, Oscar Augusto
- 1362-1380 Macroenvironmental determinants of operational loss severity
by Cope, Eric W. & Piche, Mark T. & Walter, John S.
- 1381-1391 The term structure of illiquidity premia
by Kempf, Alexander & Korn, Olaf & Uhrig-Homburg, Marliese
- 1392-1401 Characteristic-based mean-variance portfolio choice
by Hjalmarsson, Erik & Manchev, Petar
- 1402-1413 The information content of trade credit
by Aktas, Nihat & Bodt, Eric de & Lobez, Frédéric & Statnik, Jean-Christophe
- 1414-1423 Using industry momentum to improve portfolio performance
by Behr, Patrick & Guettler, Andre & Truebenbach, Fabian
- 1424-1436 Acquisition valuations of withdrawn IPOs: When IPO plans turn into mergers
by Lian, Qin & Wang, Qiming
- 1437-1451 Common information asymmetry factors in syndicated loan structures
by Champagne, Claudia & Coggins, Frank
- 1452-1463 Do investment banks listen to their own analysts?
by Jordan, Bradford D. & Liu, Mark H. & Wu, Qun
- 1464-1477 Granularity adjustment for default risk factor model with cohorts
by Gourieroux, C. & Jasiak, J.
- 1478-1491 Did investors outsource their risk analysis to rating agencies? Evidence from ABS-CDOs
by Mählmann, Thomas
- 1492-1502 Extreme downside risk and expected stock returns
by Huang, Wei & Liu, Qianqiu & Ghon Rhee, S. & Wu, Feng
- 1503-1519 Subprime mortgage design
by Bhardwaj, Geetesh & Sengupta, Rajdeep
- 1520-1527 Political connection and cost of debt: Some Malaysian evidence
by Bliss, Mark A. & Gul, Ferdinand A.
- 1528-1535 Are good-news firms riskier than bad-news firms?
by Min, Byoung-Kyu & Kim, Tong Suk
- 1536-1547 Board quality and the cost of debt capital: The case of bank loans
by Paige Fields, L. & Fraser, Donald R. & Subrahmanyam, Avanidhar
- 1548-1562 Local financial development and growth
by Kendall, Jake
- 1563-1575 Cojumping: Evidence from the US Treasury bond and futures markets
by Dungey, Mardi & Hvozdyk, Lyudmyla
2012, Volume 36, Issue 4
- 923-933 The determinants of bank loan recovery rates
by Khieu, Hinh D. & Mullineaux, Donald J. & Yi, Ha-Chin
- 934-956 A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns
by Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D.
- 957-967 Are two heads better than one? Evidence from the thrift crisis
by Byrd, John & Fraser, Donald R. & Scott Lee, D. & Tartaroglu, Semih
- 968-980 Portfolio selection with mental accounts and background risk
by Baptista, Alexandre M.
- 981-991 Investment timing under debt issuance constraint
by Shibata, Takashi & Nishihara, Michi
- 992-1011 Earnings conference calls and stock returns: The incremental informativeness of textual tone
by Price, S. McKay & Doran, James S. & Peterson, David R. & Bliss, Barbara A.
- 1012-1027 Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios
by Louzis, Dimitrios P. & Vouldis, Angelos T. & Metaxas, Vasilios L.
- 1028-1044 Exploring the role of the realized return distribution in the formation of the implied volatility smile
by Chalamandaris, Georgios & Rompolis, Leonidas S.
- 1045-1056 Empirical evidence of the value of monitoring in joint ownership
by Mantecon, Tomas & Liu, Ian & Gao, Fei
- 1057-1066 The performance of cross-sectional regression tests of the CAPM with non-zero pricing errors
by Murtazashvili, Irina & Vozlyublennaia, Nadia
- 1067-1078 The alpha and omega of fund of hedge fund added value
by Darolles, Serge & Vaissié, Mathieu
- 1079-1092 Firm location and corporate debt
by Arena, Matteo P. & Dewally, Michaël
- 1093-1106 Correlation in credit risk changes
by Pu, Xiaoling & Zhao, Xinlei
- 1107-1121 Cross-sectional performance and investor sentiment in a multiple risk factor model
by Berger, Dave & Turtle, H.J.
- 1122-1138 Do CEOs gain more in foreign acquisitions than domestic acquisitions?
by Ozkan, Neslihan
- 1139-1143 Coincident correlations of growth and cash flow in banking
by Dahl, Drew
- 1144-1151 An empirical analysis of marginal conditional stochastic dominance
by Clark, Ephraim & Kassimatis, Konstantinos
- 1152-1163 Modeling and measuring intraday overreaction of stock prices
by Klößner, Stefan & Becker, Martin & Friedmann, Ralph
- 1164-1180 Institutional investment horizon and investment–cash flow sensitivity
by Attig, Najah & Cleary, Sean & El Ghoul, Sadok & Guedhami, Omrane
- 1181-1193 Uncovering the US term premium: An alternative route
by Gil-Alana, Luis A. & Moreno, Antonio
- 1194-1209 Does being your bank’s neighbor matter?
by Knyazeva, Anzhela & Knyazeva, Diana
- 1210-1223 Closing and cloning in open-end mutual funds
by Chen, Hsiu-Lang & Gao, Sheldon & Hu, Xiaoqing
- 1224-1235 Bouncing out of the banking system: An empirical analysis of involuntary bank account closures
by Campbell, Dennis & Asís Martínez-Jerez, F. & Tufano, Peter
- 1236-1243 Historical evidence on the finance-trade-growth nexus
by Bordo, Michael D. & Rousseau, Peter L.
- 1244-1253 Large shareholder diversification, corporate risk taking, and the benefits of changing to differential voting rights
by Bauguess, Scott W. & Slovin, Myron B. & Sushka, Marie E.
2012, Volume 36, Issue 3
- 626-643 The politics of financial development: The role of interest groups and government capabilities
by Becerra, O. & Cavallo, E. & Scartascini, C.
- 644-653 Political crises and the stock market integration of emerging markets
by Frijns, Bart & Tourani-Rad, Alireza & Indriawan, Ivan
- 654-661 Missing elements in US financial reform: A Kübler-Ross interpretation of the inadequacy of the Dodd-Frank Act
by Kane, Edward J.
- 662-677 Yes, dividends are disappearing: Worldwide evidence
by Fatemi, Ali & Bildik, Recep
- 678-694 Determinants of earnout as acquisition payment currency and bidder’s value gains
by Barbopoulos, Leonidas & Sudarsanam, Sudi
- 695-716 Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective
by Guidolin, Massimo & Hyde, Stuart
- 717-732 A comparative study of the probability of default for global financial firms
by Câmara, António & Popova, Ivilina & Simkins, Betty
- 733-748 Capital incentives and adequacy for securitizations
by Rösch, Daniel & Scheule, Harald
- 749-759 What do premiums paid for bank M&As reflect? The case of the European Union
by Hagendorff, Jens & Hernando, Ignacio & Nieto, Maria J. & Wall, Larry D.
- 760-773 Trading frequency and volatility clustering
by Xue, Yi & Gençay, Ramazan
- 774-785 Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysis
by Rittler, Daniel
- 786-802 The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns
by Diavatopoulos, Dean & Doran, James S. & Fodor, Andy & Peterson, David R.
- 803-816 Capital requirements and bank behavior in the UK: Are there lessons for international capital standards?
by Francis, William B. & Osborne, Matthew
- 817-834 Collateral and its substitutes in emerging markets’ lending
by Menkhoff, Lukas & Neuberger, Doris & Rungruxsirivorn, Ornsiri
- 835-845 Fast profits: Investor sentiment and stock returns during Ramadan
by Białkowski, Jędrzej & Etebari, Ahmad & Wisniewski, Tomasz Piotr
- 846-856 The cross-section of mutual fund fee dispersion
by Iannotta, Giuliano & Navone, Marco
- 857-870 Bankruptcies of small firms and lending relationship
by Shimizu, Katsutoshi
- 871-885 International diversification: An extreme value approach
by Chollete, Lorán & de la Peña, Victor & Lu, Ching-Chih
- 886-897 Short selling of ADRs and foreign market short-sale constraints
by Blau, Benjamin M. & Van Ness, Robert A. & Warr, Richard S.
- 898-912 Cross-country analysis of secular cash trends
by Iskandar-Datta, Mai E. & Jia, Yonghong
- 913-922 Higher co-moments and asset pricing on London Stock Exchange
by Kostakis, Alexandros & Muhammad, Kashif & Siganos, Antonios
2012, Volume 36, Issue 2
- 321-331 Are emerging market indicators of vulnerability to financial crises decoupling from global factors?
by Felices, Guillermo & Wieladek, Tomasz
- 332-340 A systematic approach to multi-period stress testing of portfolio credit risk
by Breuer, Thomas & Jandačka, Martin & Mencía, Javier & Summer, Martin
- 341-354 Bank discrimination, holding bank ownership, and economic consequences: Evidence from China
by Lu, Zhengfei & Zhu, Jigao & Zhang, Weining
- 355-370 Do industries matter in explaining stock returns and asset-pricing anomalies?
by Chou, Pin-Huang & Ho, Po-Hsin & Ko, Kuan-Cheng
- 371-382 Another look at trading costs and short-term reversal profits
by de Groot, Wilma & Huij, Joop & Zhou, Weili
- 383-394 The joint response of stock and foreign exchange markets to macroeconomic surprises: Using US and Japanese data
by Mun, Kyung-Chun
- 395-409 Corporate governance and capital allocations of diversified firms
by Chen, Sheng-Syan & Chen, I-Ju
- 410-417 The 1/N investment strategy is optimal under high model ambiguity
by Pflug, Georg Ch. & Pichler, Alois & Wozabal, David
- 418-427 Portfolios in disguise? Window dressing in bond fund holdings
by Ortiz, Cristina & Sarto, José Luis & Vicente, Luis
- 428-438 The impact of unconventional monetary policy on the market for collateral: The case of the French bond market
by Avouyi-Dovi, Sanvi & Idier, Julien
- 439-453 Product markets and corporate investment: Theory and evidence
by Akdoğu, Evrim & MacKay, Peter
- 454-467 An improved estimation method and empirical properties of the probability of informed trading
by Yan, Yuxing & Zhang, Shaojun
- 468-488 National culture and corporate debt maturity
by Zheng, Xiaolan & El Ghoul, Sadok & Guedhami, Omrane & Kwok, Chuck C.Y.
- 489-496 Portfolio selection with qualitative input
by Chiarawongse, Anant & Kiatsupaibul, Seksan & Tirapat, Sunti & Roy, Benjamin Van
- 497-508 Accruals quality and analyst coverage
by Lobo, Gerald J. & Song, Minsup & Stanford, Mary
- 509-524 Financial advisors: A case of babysitters?
by Hackethal, Andreas & Haliassos, Michael & Jappelli, Tullio
- 525-538 Gravity and culture in foreign portfolio investment
by Aggarwal, Raj & Kearney, Colm & Lucey, Brian
- 539-549 Overbidding in fixed rate tenders: The role of exposure risk
by Ewerhart, Christian & Cassola, Nuno & Valla, Natacha
- 550-563 The role of time value in convertible bond call policy
by Bajo, Emanuele & Barbi, Massimiliano
- 564-574 Revisiting the incentive effects of executive stock options
by Tang, Chun-Hua
- 575-583 A unique “T+1 trading rule” in China: Theory and evidence
by Guo, Ming & Li, Zhan & Tu, Zhiyong
- 584-596 Chaebol-affiliated analysts: Conflicts of interest and market responses
by Song, Kyojik “Roy” & Mantecon, Tomas & Altintig, Z. Ayca
- 597-612 Order flow, bid–ask spread and trading density in foreign exchange markets
by Chen, Shikuan & Chien, Chih-Chung & Chang, Ming-Jen
- 613-623 Earnings management and auditor specialization in the post-sox era: An examination of the banking industry
by DeBoskey, David Gregory & Jiang, Wei
2012, Volume 36, Issue 1
- 1-13 The Great Recession: US dynamics and spillovers to the world economy
by Bagliano, Fabio C. & Morana, Claudio
- 14-25 Informed or speculative: Short selling analyst recommendations
by Blau, Benjamin M. & Wade, Chip
- 26-35 Cash holdings in private firms
by Bigelli, Marco & Sánchez-Vidal, Javier
- 36-50 Understanding the rise and decline of the Japanese main bank system: The changing effects of bank rent extraction
by Wu, Xueping & Yao, Jun
- 51-65 Impact of macroeconomic news on metal futures
by Elder, John & Miao, Hong & Ramchander, Sanjay
- 66-77 The impact of strategic interaction on earnings expectations associated with corporate product strategies
by Chen, Sheng-Syan & Chen, Po-Jung & Lin, Wen-Chun
- 78-89 Credit rating dynamics in the presence of unknown structural breaks
by Xing, Haipeng & Sun, Ning & Chen, Ying
- 90-104 Contingent convertibles. Solving or seeding the next banking crisis?
by Koziol, Christian & Lawrenz, Jochen
- 105-111 Financial crises in efficient markets: How fundamentalists fuel volatility
by Szafarz, Ariane
- 112-120 Changes to mutual fund risk: Intentional or mean reverting?
by Cullen, Grant & Gasbarro, Dominic & Monroe, Gary S. & Zumwalt, J. Kenton
- 121-135 Models of the yield curve and the curvature of the implied forward rate function
by Yallup, Peter J.
- 136-150 Libor manipulation?
by Abrantes-Metz, Rosa M. & Kraten, Michael & Metz, Albert D. & Seow, Gim S.
- 151-163 Pricing American interest rate options under the jump-extended constant-elasticity-of-variance short rate models
by Beliaeva, Natalia & Nawalkha, Sanjay
- 164-182 IMF programs, financial and real sector performance, and the Asian crisis
by Kutan, Ali M. & Muradoglu, Gulnur & Sudjana, Brasukra G.
- 183-192 Interest rate co-movements, global factors and the long end of the term spread
by Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert
- 193-208 Performance of technical analysis in growth and small cap segments of the US equity market
by Shynkevich, Andrei
- 209-224 Capital structure and executive compensation contract design: A theoretical and empirical analysis
by Lin, Hsuan-Chu & Chou, Ting-Kai & Wang, Wen-Gine
- 225-238 Distress risk premia in expected stock and bond returns
by Zhang, Andrew Jianzhong