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Elsevier Journal of Banking & Finance Contact information of
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2005, Volume 29, Issue 4
895-926 Reward-risk portfolio selection and stochastic dominance by De Giorgi, Enrico [Downloadable! (restricted)]
927-958 Sensitivity analysis of VaR and Expected Shortfall for portfolios under netting agreements by Fermanian, Jean-David & Scaillet, Olivier [Downloadable! (restricted)]
959-977 Functional gradient descent for financial time series with an application to the measurement of market risk by Audrino, Francesco & Barone-Adesi, Giovanni [Downloadable! (restricted)]
979-996 Coherent risk measures under filtered historical simulation by Giannopoulos, Kostas & Tunaru, Radu [Downloadable! (restricted)]
997-1015 Value-at-risk versus expected shortfall: A practical perspective by Yamai, Yasuhiro & Yoshiba, Toshinao [Downloadable! (restricted)]
1017-1035 The choice of the distribution of asset returns: How extreme value theory can help? by Longin, Francois [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
565-577 A note on execution costs for stock index futures: Information versus liquidity effects by Berkman, Henk & Brailsford, Tim & Frino, Alex [Downloadable! (restricted)]
579-601 Consumption habit and international stock returns by Li, Yuming & Zhong, Maosen [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
623-659 Portfolio performance measurement using APM-free kernel models by Ayadi, Mohamed A. & Kryzanowski, Lawrence [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
681-699 Endogenous product differentiation in credit markets: What do borrowers pay for? by Kim, Moshe & Kristiansen, Eirik Gaard & Vale, Bent [Downloadable! (restricted)]
701-733 Pricing and hedging interest rate options: Evidence from cap-floor markets by Gupta, Anurag & Subrahmanyam, Marti G. [Downloadable! (restricted)]
735-757 Privatization under incomplete information and bankruptcy risk by Banerji, Sanjay & Errunza, Vihang R. [Downloadable! (restricted)]
759-777 Incentives for risk-taking in banking - A unified approach by Jeitschko, Thomas D. & Jeung, Shin Dong [Downloadable! (restricted)]
779-797 The effect of UK building society conversion on pricing behaviour by Heffernan, Shelagh [Downloadable! (restricted)]
2005, Volume 29, Issue 2 271-294 Banking and commerce: A liquidity approach by Haubrich, Joseph G. & Santos, Joao A. C. [Downloadable! (restricted)]
295-331 Venture capitalist value-added activities, fundraising and drawdowns by Cumming, Douglas & Fleming, Grant & Suchard, Jo-Ann [Downloadable! (restricted)]
333-345 Risk and hedging: Do credit derivatives increase bank risk? by Instefjord, Norvald [Downloadable! (restricted)]
347-368 Are TIPS the "real" deal?: A conditional assessment of their role in a nominal portfolio by Hunter, Delroy M. & Simon, David P. [Downloadable! (restricted)]
369-389 Information content of bank loan announcements to Asian corporations during periods of economic uncertainty by Boscaljon, Brian & Ho, Chia-Cheng [Downloadable! (restricted)]
391-418 Asymmetric return dynamics and technical trading strategies by Nam, Kiseok & Washer, Kenneth M. & Chu, Quentin C. [Downloadable! (restricted)]
419-439 Has competition in the Japanese banking sector improved? by Uchida, Hirofumi & Tsutsui, Yoshiro [Downloadable! (restricted)]
441-460 The near-collapse of LTCM, US financial stock returns, and the fed by Kabir, M. Humayun & Hassan, M. Kabir [Downloadable! (restricted)]
461-481 Bank lending and property prices in Hong Kong by Gerlach, Stefan & Peng, Wensheng [Downloadable! (restricted)]
483-508 Sweep programs and optimal monetary aggregation by Jones, Barry E. & Dutkowsky, Donald H. & Elger, Thomas [Downloadable! (restricted)]
509-531 The role of non-financial factors in internal credit ratings by Grunert, Jens & Norden, Lars & Weber, Martin [Downloadable! (restricted)]
2005, Volume 29, Issue 1 1-4 Introduction to the Symposium Issue by Wachtel, Paul [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
31-53 Bank performance, efficiency and ownership in transition countries by Bonin, John P. & Hasan, Iftekhar & Wachtel, Paul [Downloadable! (restricted)]
55-81 Cost efficiency of banks in transition: Evidence from 289 banks in 15 post-communist countries by Fries, Steven & Taci, Anita [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
105-121 Does speed kill? Lending booms and their consequences in Croatia by Kraft, Evan & Jankov, Ljubinko [Downloadable! (restricted)]
123-141 Why should the portfolios of mandatory, private pension funds be captive? (The foreign investment question) by de Menil, Georges [Downloadable! (restricted)]
143-159 Banking crises and the design of safety nets by Hoggarth, Glenn & Jackson, Patricia & Nier, Erlend [Downloadable! (restricted)]
161-181 Who pays for bank insolvency in transition and emerging economies? by Mayes, David G. [Downloadable! (restricted)]
183-201 Monetary policy transmission, interest rate rules and inflation targeting in three transition countries by Golinelli, Roberto & Rovelli, Riccardo [Downloadable! (restricted)]
203-225 Monetary convergence of the EU accession countries to the eurozone: A theoretical framework and policy implications by Orlowski, Lucjan T. [Downloadable! (restricted)]
227-248 The determination of capital controls: Which role do exchange rate regimes play? by von Hagen, Jurgen & Zhou, Jizhong [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
2004, Volume 28, Issue 12 2869-2887 Market- vs. bank-based financial systems: Do rights and regulations really matter? by Ergungor, O. Emre [Downloadable! (restricted)]
2889-2914 The unintended consequences of grouping in tests of asset pricing models by Grauer, Robert R. & Janmaat, Johannus A. [Downloadable! (restricted)]
2915-2931 On the way to recovery: A nonparametric bias free estimation of recovery rate densities by Renault, Olivier & Scaillet, Olivier [Downloadable! (restricted)]
2933-2956 An analysis of IMF-induced moral hazard by Dobeli, Barbara & Vanini, Paolo [Downloadable! (restricted)]
2957-2980 Normal mixture diffusion with uncertain volatility: Modelling short- and long-term smile effects by Alexander, Carol [Downloadable! (restricted)]
2981-3007 Penny pricing and the components of spread and depth changes by Chung, Kee H. & Charoenwong, Charlie & Ding, David K. [Downloadable! (restricted)]
3009-3036 Cyclical correlations, credit contagion, and portfolio losses by Giesecke, Kay & Weber, Stefan [Downloadable! (restricted)]
3037-3054 Price discovery and volatility spillovers in index futures markets: Some evidence from Mexico by Zhong, Maosen & Darrat, Ali F. & Otero, Rafael [Downloadable! (restricted)]
3055-3068 A note on the expectations hypothesis at the founding of the Fed by Kool, Clemens J. M. & Thornton, Daniel L. [Downloadable! (restricted)]
3069-3095 The impact of CRA agreements on community banks by Bostic, Raphael W. & Robinson, Breck L. [Downloadable! (restricted)]
3097-3111 Debtor-in-possession financing by Chatterjee, Sris & Dhillon, Upinder S. & Ramirez, Gabriel G. [Downloadable! (restricted)]
3113-3150 The effect of organizational structure on efficiency: Evidence from the Spanish insurance industry by Cummins, J. David & Rubio-Misas, Maria & Zi, Hongmin [Downloadable! (restricted)]
3151-3186 Underpricing and aftermarket performance of American depositary receipts (ADR) IPOs by Diro Ejara, Demissew & Ghosh, Chinmoy [Downloadable! (restricted)]
2004, Volume 28, Issue 11 2565-2573 An introduction to recent research on credit ratings by Cantor, Richard [Downloadable! (restricted)]
2575-2602 Confidence sets for continuous-time rating transition probabilities by Christensen, Jens H.E. & Hansen, Ernst & Lando, David [Downloadable! (restricted)]
2603-2639 Measurement, estimation and comparison of credit migration matrices by Jafry, Yusuf & Schuermann, Til [Downloadable! (restricted)]
2641-2677 Are credit ratings procyclical? by Amato, Jeffery D. & Furfine, Craig H. [Downloadable! (restricted)]
2679-2714 How rating agencies achieve rating stability by Altman, Edward I. & Rijken, Herbert A. [Downloadable! (restricted)]
2715-2746 Ratings versus market-based measures of default risk in portfolio governance by Loffler, Gunter [Downloadable! (restricted)]
2747-2767 Factors affecting the valuation of corporate bonds by Elton, Edwin J. & Gruber, Martin J. & Agrawal, Deepak & Mann, Christopher [Downloadable! (restricted)]
2769-2788 On the consistency of ratings and bond market yields by Perraudin, William & Taylor, Alex P. [Downloadable! (restricted)]
2789-2811 The relationship between credit default swap spreads, bond yields, and credit rating announcements by Hull, John & Predescu, Mirela & White, Alan [Downloadable! (restricted)]
2813-2843 Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements by Norden, Lars & Weber, Martin [Downloadable! (restricted)]
2845-2867 Rating the rating agencies: Anticipating currency crises or debt crises? by Sy, Amadou N.R. [Downloadable! (restricted)]
2004, Volume 28, Issue 10 2311-2330 Governance mechanisms in Spanish banks. Does ownership matter? by Crespi, Rafel & Garcia-Cestona, Miguel A. & Salas, Vicente [Downloadable! (restricted)]
2331-2351 Do some lenders have information advantages? Evidence from Japanese credit market data by Shin, G. Hwan & Kolari, James W. [Downloadable! (restricted)]
2353-2368 Predicting bank performance with financial forecasts: A case of Taiwan commercial banks by Kao, Chiang & Liu, Shiang-Tai [Downloadable! (restricted)]
2369-2397 Does poor legal enforcement make households credit-constrained? by Fabbri, Daniela & Padula, Mario [Downloadable! (restricted)]
2399-2426 Banks as delegated risk managers by Hakenes, Hendrik [Downloadable! (restricted)]
2427-2460 Determining management behaviour in European banking by Williams, Jonathan [Downloadable! (restricted)]
2461-2492 Do government-linked companies underperform? by Feng, Fang & Sun, Qian & Tong, Wilson H. S. [Downloadable! (restricted)]
2493-2519 Consolidation and efficiency in the financial sector: A review of the international evidence by Amel, Dean & Barnes, Colleen & Panetta, Fabio & Salleo, Carmelo [Downloadable! (restricted)]
2521-2540 Productivity change in European banking: A comparison of parametric and non-parametric approaches by Casu, Barbara & Girardone, Claudia & Molyneux, Philip [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
2077-2102 Cross-border bank mergers: What lures the rare animal? by Buch, Claudia M. & DeLong, Gayle [Downloadable! (restricted)]
2103-2134 Corporate cash holdings: An empirical investigation of UK companies by Ozkan, Aydin & Ozkan, Neslihan [Downloadable! (restricted)]
2135-2153 The demise of community banks? Local economic shocks are not to blame by Yeager, Timothy J. [Downloadable! (restricted)]
2155-2174 Volume autocorrelation, information, and investor trading by Covrig, Vicentiu & Ng, Lilian [Downloadable! (restricted)]
2175-2190 New evidence on the Fed's productivity in providing payments services by Gilbert, R. Alton & Wheelock, David C. & Wilson, Paul W. [Downloadable! (restricted)]
2191-2212 Collateral, type of lender and relationship banking as determinants of credit risk by Jimenez, Gabriel & Saurina, Jesus [Downloadable! (restricted)]
2213-2235 Monitored financial equilibria by Madan, Dilip B. [Downloadable! (restricted)]
2237-2258 Political uncertainty and asset valuation: Evidence from business relocations in Canada by Tirtiroglu, Dogan & Bhabra, Harjeet S. & Lel, Ugur [Downloadable! (restricted)]
2259-2281 Factors explaining the interest margin in the banking sectors of the European Union by Maudos, Joaquin & Fernandez de Guevara, Juan [Downloadable! (restricted)]
2283-2309 The characteristics of individual analysts' forecasts in Europe by Bolliger, Guido [Downloadable! (restricted)]
2004, Volume 28, Issue 8 1801-1824 Simulation based stress tests of banks' regulatory capital adequacy by Peura, Samu & Jokivuolle, Esa [Downloadable! (restricted)]
1825-1843 The impact of loan prepayment risk and deposit withdrawal risk on the optimal intermediation margin by Stanhouse, Bryan & Stock, Duane [Downloadable! (restricted)]
1845-1865 Backtesting for risk-based regulatory capital by Kerkhof, Jeroen & Melenberg, Bertrand [Downloadable! (restricted)]
1867-1887 Why are some mutual funds closed to new investors? by Zhao, Xinge [Downloadable! (restricted)]
1889-1914 The competitive implications of multimarket bank branching by Hannan, Timothy H. & Prager, Robin A. [Downloadable! (restricted)]
1915-1933 The cross-sectional determinants of inventory control and the subtle effects of ADRs by Hansch, Oliver [Downloadable! (restricted)]
1935-1959 Start-up investment with scarce venture capital support by Kanniainen, Vesa & Keuschnigg, Christian [Downloadable! (restricted)]
1961-1985 Long-horizon regression tests of the theory of purchasing power parity by Serletis, Apostolos & Gogas, Periklis [Downloadable! (restricted)]
1987-2013 Optimal consumption and investment strategies with stochastic interest rates by Munk, Claus & Sorensen, Carsten [Downloadable! (restricted)]
2015-2049 Market interactions in returns and volatilities between spot and forward shipping freight markets by Kavussanos, Manolis G. & Visvikis, Ilias D. [Downloadable! (restricted)]
iii-vii Franco Modigliani (1918-2003) by Szego, G. [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
1521-1545 Correlated default with incomplete information by Giesecke, Kay [Downloadable! (restricted)]
1547-1568 Risk management of non-maturing liabilities by Kalkbrener, Michael & Willing, Jan [Downloadable! (restricted)]
1569-1595 General equilibrium real and nominal interest rates by Lioui, Abraham & Poncet, Patrice [Downloadable! (restricted)]
1597-1615 The number and the closeness of bank relationships by von Rheinbaben, Joachim & Ruckes, Martin [Downloadable! (restricted)]
1617-1635 The implied reserves of the Bank Insurance Fund by Episcopos, Athanasios [Downloadable! (restricted)]
1637-1670 Information transmission between the NASDAQ and Asian second board markets by Lee, Bong-Soo & Rui, Oliver Meng & Wang, Steven Shuye [Downloadable! (restricted)]
1671-1696 Scale economies, bank mergers, and electronic payments: A spline function approach by Humphrey, David B. & Vale, Bent [Downloadable! (restricted)]
1697-1710 Foreign exchange exposure of exporting and importing firms by Pritamani, Mahesh D. & Shome, Dilip K. & Singal, Vijay [Downloadable! (restricted)]
1711-1743 Informed trading and order type by Cooney, John Jr. & Sias, Richard W. [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
1775-1799 Foreign bank entry, deregulation and bank efficiency: Lessons from the Australian experience by Sturm, Jan-Egbert & Williams, Barry [Downloadable! (restricted)]
2004, Volume 28, Issue 6 1207-1223 Information precision, transaction costs, and trading volume by Barron, Orie E. & Karpoff, Jonathan M. [Downloadable! (restricted)]
1225-1245 Too much of a good incentive? The case of executive stock options by Tian, Yisong S. [Downloadable! (restricted)]
1247-1271 A study of the corporate governance of thrifts by Cook, Douglas O. & Hogan, Arthur & Kieschnick, Robert [Downloadable! (restricted)]
1273-1297 Location of trade, ownership restrictions, and market illiquidity: Examining Chinese A- and H-shares by Wang, Steven Shuye & Jiang, Li [Downloadable! (restricted)]
1299-1318 Conditional funding costs of inflation-indexed and conventional government bonds by Reschreiter, Andreas [Downloadable! (restricted)]
1319-1335 Optimal liquidity management and bail-out policy in the banking industry by Ringbom, Staffan & Shy, Oz & Stenbacka, Rune [Downloadable! (restricted)]
1337-1361 Trading activity and price reversals in futures markets by Wang, Changyun & Yu, Min [Downloadable! (restricted)]
1363-1383 Cross-country comparisons of efficiency: Evidence from the UK and Italian investment firms by Beccalli, Elena [Downloadable! (restricted)]
1385-1411 Conditional covariances and direct central bank interventions in the foreign exchange markets by Beine, Michel [Downloadable! (restricted)]
1413-1439 Cross-border acquisitions of US financial institutions: Impact of macroeconomic factors by Kiymaz, Halil [Downloadable! (restricted)]
1441-1467 Public information arrival and volatility of intraday stock returns by Kalev, Petko S. & Liu, Wai-Man & Pham, Peter K. & Jarnecic, Elvis [Downloadable! (restricted)]
1469-1498 The cyclical behavior of optimal bank capital by Estrella, Arturo [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
931-950 The medium-term aftermarket in high-tech IPOs: Patterns and implications by Jaggia, Sanjiv & Thosar, Satish [Downloadable! (restricted)]
951-978 Hedging behavior in small and medium-sized enterprises: The role of unobserved heterogeneity by Pennings, Joost M. E. & Garcia, Philip [Downloadable! (restricted)]
979-996 Stochastic optimal control, international finance and debt by Fleming, Wendell H. & Stein, Jerome L. [Downloadable! (restricted)]
997-1021 Credit derivatives with multiple debt issues by Francois, Pascal & Hubner, Georges [Downloadable! (restricted)]
1023-1041 Futures trading activity and predictable foreign exchange market movements by Wang, Changyun [Downloadable! (restricted)]
1043-1067 The market liquidity of DIAMONDS, Q's, and their underlying stocks by Hegde, Shantaram P. & McDermott, John B. [Downloadable! (restricted)]
1069-1087 The impact of risk regulation on price dynamics by Danielsson, Jon & Shin, Hyun Song & Zigrand, Jean-Pierre [Downloadable! (restricted)]
1089-1110 Duration models and IRR management: A question of dimensions? by Soto, Gloria M. [Downloadable! (restricted)]
1111-1135 Do spin-offs really create value? The European case by Veld, Chris & Veld-Merkoulova, Yulia V. [Downloadable! (restricted)]
1137-1162 Trading intensity, volatility, and arbitrage activity by Taylor, Nicholas [Downloadable! (restricted)]
1163-1183 Why firms use convertibles: A further test of the sequential-financing hypothesis by Chang, Shao-Chi & Chen, Sheng-Syan & Liu, Yichen [Downloadable! (restricted)]
1185-1200 Political news and stock prices: The case of Saddam Hussein contracts by Amihud, Yakov & Wohl, Avi [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
727-752 Issues in the credit risk modeling of retail markets by Allen, Linda & DeLong, Gayle & Saunders, Anthony [Downloadable! (restricted)]
753-771 Default correlation: An empirical investigation of a subprime lender by Cowan, Adrian M. & Cowan, Charles D. [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
789-809 Economic and regulatory capital allocation for revolving retail exposures by Perli, Roberto & Nayda, William I. [Downloadable! (restricted)]
811-833 Credit risk in the leasing industry by Schmit, Mathias [Downloadable! (restricted)]
835-856 Consumer credit scoring: Do situational circumstances matter? by Avery, Robert B. & Calem, Paul S. & Canner, Glenn B. [Downloadable! (restricted)]
857-874 Does reject inference really improve the performance of application scoring models? by Crook, Jonathan & Banasik, John [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
2004, Volume 28, Issue 3 423-442 Stock markets, banks, and growth: Panel evidence by Beck, Thorsten & Levine, Ross [Downloadable! (restricted)]
443-474 Are all Central Bank interventions created equal? An empirical investigation by Sapp, Stephen [Downloadable! (restricted)]
475-498 The Fed and short-term rates: Is it open market operations, open mouth operations or interest rate smoothing? by Thornton, Daniel L. [Downloadable! (restricted)]
499-521 Effective duration of callable corporate bonds: Theory and evidence by Sarkar, Sudipto & Hong, Gwangheon [Downloadable! (restricted)]
523-552 The determinants of positive long-term performance in strategic mergers: Corporate focus and cash by Megginson, William L. & Morgan, Angela & Nail, Lance [Downloadable! (restricted)]
553-568 The short-term effects of foreign bank entry on domestic bank behaviour: Does economic development matter? by Lensink, Robert & Hermes, Niels [Downloadable! (restricted)]
569-593 Return reversals in the bond market: Evidence and causes by Khang, Kenneth & Dolly King, Tao-Hsien [Downloadable! (restricted)]
595-614 Disequilibrium in the UK corporate loan market by Atanasova, Christina V. & Wilson, Nicholas [Downloadable! (restricted)]
615-632 A note on foreigners' trading and price effects across firms by Dahlquist, Magnus & Robertsson, Goran [Downloadable! (restricted)]
633-646 A model of the monetary sector with and without binding capital requirements by Kopecky, Kenneth J. & VanHoose, David [Downloadable! (restricted)]
647-672 Risk-based capital requirements for mortgage loans by Calem, Paul S. & LaCour-Little, Michael [Downloadable! (restricted)]
673-694 Data-conditioning biases, performance, persistence and flows: The case of Canadian equity funds by Deaves, Richard [Downloadable! (restricted)]
695-720 An anatomy of rating through the cycle by Loffler, Gunter [Downloadable! (restricted)]
2004, Volume 28, Issue 2 267-268 Editorial by Fariborz, Moshirian [Downloadable! (restricted)]
269-276 Financial services: Global perspectives by Moshirian, Fariborz [Downloadable! (restricted)]
277-298 Mutual holding companies: Evidence of conflicts of interest through disparate dividends by Carow, Kenneth A. & Cox, Steven R. & Roden, Dianne M. [Downloadable! (restricted)]
299-329 The integration of bank syndicated loan and junk bond markets by Thomas, Hugh & Wang, Zhiqiang [Downloadable! (restricted)]
331-352 Risk management strategies for banks by Bauer, Wolfgang & Ryser, Marc [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
373-398 Why markets should not necessarily reduce the tick size by Bourghelle, David & Declerck, Fany [Downloadable! (restricted)]
399-421 Can bank be a source of contagion during the 1997 Asian crisis? by Tai, Chu-Sheng [Downloadable! (restricted)]
2004, Volume 28, Issue 1 1-17 Hedging with forwards and puts in complete and incomplete markets by Benninga, Simon Z. & Oosterhof, Casper M. [Downloadable! (restricted)]
19-43 Risk management, capital structure and lending at banks by Cebenoyan, A. Sinan & Strahan, Philip E. [Downloadable! (restricted)]
45-62 Time-varying excess returns on UK government bonds: A non-linear approach by Lekkos, Ilias & Milas, Costas [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
85-105 Have trading rule profits in the currency markets declined over time? by Olson, Dennis [Downloadable! (restricted)]
107-128 Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis by Pascual, Roberto & Escribano, Alvaro & Tapia, Mikel [Downloadable! (restricted)]
129-156 An essay on financial innovation: The case of instalment receipts by Charupat, Narat & Prisman, Eliezer Z. [Downloadable! (restricted)]
157-178 The pricing of systematic liquidity risk: Empirical evidence from the US stock market by Gibson, Rajna & Mougeot, Nicolas [Downloadable! (restricted)]
179-201 Strategic entry and market leadership in a two-player real options game by Shackleton, Mark B. & Tsekrekos, Andrianos E. & Wojakowski, Rafal [Downloadable! (restricted)]
203-213 Empirical evidence on payment media costs and switch points by ten Raa, Thijs & Shestalova, Victoria [Downloadable! (restricted)]
215-232 Factors affecting bank risk taking: Evidence from Japan by Konishi, Masaru & Yasuda, Yukihiro [Downloadable! (restricted)]
233-250 The national market impact of sovereign rating changes by Brooks, Robert & Faff, Robert W. & Hillier, David & Hillier, Joseph [Downloadable! (restricted)]
251-264 Follow-on offerings by Harper, Joel T. & Johnston, Jarrod & Madura, Jeff [Downloadable! (restricted)]
265-266 International Finance and Open-Economy Macroeconomics: Gandolfo/Giancarlo. Springer-Verlag, New York, 2001. pp. xxiv + 613, $99 by Reynolds Allen, Polly [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
2249-2271 Development and efficiency of the banking sector in a transitional economy: Hungarian experience by Hasan, Iftekhar & Marton, Katherin [Downloadable! (restricted)]
2273-2296 The impacts of Hong Kong's Currency Board reforms on the interbank market by Tse, Y. K. & Yip, Paul S. L. [Downloadable! (restricted)]
2297-2321 Default- and call-adjusted duration for corporate bonds by Jacoby, Gady & Roberts, Gordon S. [Downloadable! (restricted)]
2323-2345 The effect of foreign entry and ownership structure on the Philippine domestic banking market by Unite, Angelo A. & Sullivan, Michael J. [Downloadable! (restricted)]
2347-2368 Common asset pricing factors in volatilities and returns in futures markets by Siddique, Akhtar R. [Downloadable! (restricted)]
2369-2392 The impact of foreign board membership on firm value by Oxelheim, Lars & Randoy, Trond [Downloadable! (restricted)]
2393-2393 Corrigendum to: Common asset pricing factors in volatilies and returns in futures markets by Siddique, Akhtar R. [Downloadable! (restricted)]
2003, Volume 27, Issue 11 2087-2098 A note on banking efficiency in Portugal, New vs. Old banks by Canhoto, Ana & Dermine, Jean [Downloadable! (restricted)]
2099-2120 Bankruptcy risk and productive efficiency in manufacturing firms by Becchetti, Leonardo & Sierra, Jaime [Downloadable! (restricted)]
2121-2150 The performance of universal banks: Evidence from Switzerland by Rime, Bertrand & Stiroh, Kevin J. [Downloadable! (restricted)]
2151-2175 The predictive power of implied volatility: Evidence from 35 futures markets by Szakmary, Andrew & Ors, Evren & Kyoung Kim, Jin & Davidson, Wallace III [Downloadable! (restricted)]
2177-2202 Inferring market information from the price and quantity of S&L deposits by Guo, Lin [Downloadable! (restricted)]
2203-2230 International asset allocation: A new perspective by Lioui, Abraham & Poncet, Patrice [Downloadable! (restricted)]
2003, Volume 27, Issue 10 1917-1934 Acquisition premiums when investment banks invest their own money in the deals they advise and when they do not: Evidence from acquisitions of assets in the UK by Stouraitis, Aris [Downloadable! (restricted)]
1935-1958 The effectiveness of bank capital adequacy regulation: A theoretical and empirical approach by Barrios, Victor E. & Blanco, Juan M. [Downloadable! (restricted)]
1959-1977 Short-term reaction of stock markets in stressful circumstances by Lasfer, M. Ameziane & Melnik, Arie & Thomas, Dylan C. [Downloadable! (restricted)]
1979-2001 Early warning models in real time by Gunther, Jeffery W. & Moore, Robert R. [Downloadable! (restricted)]
2003-2014 A note on savings and loan ownership structure and expense preference: A re-examination by Gropper, Daniel M. & Hudson, Carl D. [Downloadable! (restricted)]
2015-2034 Effects of venture capitalists' participation in listed companies by Wang, Clement K. & Wang, Kangmao & Lu, Qing [Downloadable! (restricted)]
2035-2043 Intraday trading volume and return volatility of the DJIA stocks: A note by Darrat, Ali F. & Rahman, Shafiqur & Zhong, Maosen [Downloadable! (restricted)]
2045-2083 The overnight interbank market: Evidence from the G-7 and the Euro zone by Prati, Alessandro & Bartolini, Leonardo & Bertola, Giuseppe [Downloadable! (restricted)]
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This page was last updated on 2008-7-15.
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 .