Journal of Banking & Finance
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2012, Volume 36, Issue 1
- 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
- 239-248 Why are excess returns on China’s Treasury bonds so predictable? The role of the monetary system
by Fan, Longzhen & Tian, Shu & Zhang, Chu
- 249-260 Option-implied volatility factors and the cross-section of market risk premia
by Li, Junye
- 261-274 Information content of repurchase signals: Tangible or intangible information?
by Liang, Woan-lih
- 275-289 Convertible securities in merger transactions
by Finnerty, John D. & Jiao, Jie & Yan, An
- 290-304 Two to tangle: Financial development, political instability and economic growth in Argentina
by Campos, Nauro F. & Karanasos, Menelaos G. & Tan, Bin
- 305-319 Dual class IPOs: A theoretical analysis
by Chemmanur, Thomas J. & Jiao, Yawen
2011, Volume 35, Issue 12
- 3145-3157 Analyzing the impact of credit migration in a portfolio setting
by Tsaig, Yaakov & Levy, Amnon & Wang, Yashan
- 3158-3173 Macroeconomic risk and the cross-section of stock returns
by Kang, Jangkoo & Kim, Tong Suk & Lee, Changjun & Min, Byoung-Kyu
- 3174-3187 Stock repurchases: How firms choose between a self tender offer and an open-market program
by Oded, Jacob
- 3188-3201 Optimizing international portfolios with options and forwards
by Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A.
- 3202-3212 The impact of taxation on bank profits: Evidence from EU banks
by Chiorazzo, Vincenzo & Milani, Carlo
- 3213-3224 Which firms engage small, foreign, or state banks? And who goes Islamic? Evidence from Turkey
by Ongena, Steven & Şendeniz-Yüncü, İlkay
- 3225-3239 Financial asset demand is elastic: Evidence from new issues of Federal Home Loan Bank debt
by Atanasov, Vladimir & Merrick, John
- 3240-3252 Term structure modelling with observable state variables
by Huse, Cristian
- 3253-3262 New evidence on oil price and firm returns
by Narayan, Paresh Kumar & Sharma, Susan Sunila
- 3263-3274 Is size dead? A review of the size effect in equity returns
by van Dijk, Mathijs A.
- 3275-3291 How effective are rewards programs in promoting payment card usage? Empirical evidence
by Carbó-Valverde, Santiago & Liñares-Zegarra, José M.
- 3292-3299 The liquidity effect for open market operations
by Kopchak, Seth J.
- 3300-3318 The impact of management and board ownership on profitability in banks with different strategies
by Westman, Hanna
- 3319-3334 Volatility and covariation of financial assets: A high-frequency analysis
by Cartea, Álvaro & Karyampas, Dimitrios
- 3335-3350 Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio
by Florackis, Chris & Gregoriou, Andros & Kostakis, Alexandros
- 3351-3361 Incorporating the dynamics of leverage into default prediction
by Löffler, Gunter & Maurer, Alina
- 3362-3382 Conditional beta pricing models: A nonparametric approach
by Ferreira, Eva & Gil-Bazo, Javier & Orbe, Susan
- 3383-3399 Institutional trading and share returns
by Douglas Foster, F. & Gallagher, David R. & Looi, Adrian
- 3400-3416 Deposit insurance and subsidized recapitalizations
by Morrison, Alan D. & White, Lucy
- 3417-3431 Monitoring via staging: Evidence from Private investments in public equity
by Dai, Na
- 3432-3449 On the acquisition of equity carve-outs
by Desai, Chintal A. & Klock, Mark S. & Mansi, Sattar A.
2011, Volume 35, Issue 11
- 2791-2800 The effect of macroeconomic news on stock returns: New evidence from newspaper coverage
by Birz, Gene & Lott Jr., John R.
- 2801-2810 Resolving the deposit dilemma: A new DEA bank efficiency model
by Holod, Dmytro & Lewis, Herbert F.
- 2811-2819 Ability of accounting and audit quality variables to predict bank failure during the financial crisis
by Jin, Justin Yiqiang & Kanagaretnam, Kiridaran & Lobo, Gerald J.
- 2820-2828 Detecting the presence of insider trading via structural break tests
by Olmo, Jose & Pilbeam, Keith & Pouliot, William
- 2829-2841 Volatility transmission in emerging European foreign exchange markets
by Bubák, Vít & Kocenda, Evzen & Zikes, Filip
- 2842-2855 Comparison of modeling methods for Loss Given Default
by Qi, Min & Zhao, Xinlei
- 2856-2867 Control-ownership wedge and investment sensitivity to stock price
by Jiang, Li & Kim, Jeong-Bon & Pang, Lei
- 2868-2880 Extreme returns: The case of currencies
by Osler, Carol & Savaser, Tanseli
- 2881-2890 The persistence of bank profit
by Goddard, John & Liu, Hong & Molyneux, Philip & Wilson, John O.S.
- 2891-2901 Habit-based asset pricing with limited participation consumption
by Bach, Christian & Møller, Stig V.
- 2902-2915 Marriage and other risky assets: A portfolio approach
by Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza
- 2916-2930 Extreme dependence with asymmetric thresholds: Evidence for the European Monetary Union
by Herrera, R. & Eichler, S.
- 2931-2944 Are small family firms financially sophisticated?
by Di Giuli, Alberta & Caselli, Stefano & Gatti, Stefano
- 2945-2955 Crash risk of the euro in the sovereign debt crisis of 2009-2010
by Hui, Cho-Hoi & Chung, Tsz-Kin
- 2956-2964 Cross hedging under multiplicative basis risk
by Adam-Müller, Axel F.A. & Nolte, Ingmar
- 2965-2973 Does FOMC news increase global FX trading?
by Fischer, Andreas M. & Ranaldo, Angelo
- 2974-2990 Optimal asset allocation under linear loss aversion
by Fortin, Ines & Hlouskova, Jaroslava
- 2991-3000 Alternative models for hedging yield curve risk: An empirical comparison
by Carcano, Nicola & Dall'O, Hakim
- 3001-3009 Risk capital allocation for RORAC optimization
by Buch, Arne & Dorfleitner, Gregor & Wimmer, Maximilian
- 3010-3018 Exchange rate volatility across financial crises
by Coudert, Virginie & Couharde, Cécile & Mignon, Valérie
- 3019-3041 Housing, consumption and monetary policy: How different are the US and the euro area?
by Musso, Alberto & Neri, Stefano & Stracca, Livio
- 3042-3054 Participating mortgages and the efficiency of financial intermediation
by Ebrahim, M. Shahid & Shackleton, Mark B. & Wojakowski, Rafal M.
- 3055-3064 A cyclical model of exchange rate volatility
by Harris, Richard D.F. & Stoja, Evarist & Yilmaz, Fatih
- 3065-3076 The effects of loan portfolio concentration on Brazilian banks' return and risk
by Tabak, Benjamin M. & Fazio, Dimas M. & Cajueiro, Daniel O.
- 3077-3089 Informed momentum trading versus uninformed "naive" investors strategies
by Banerjee, Anurag & Hung, Chi-Hsiou
- 3090-3100 International variations in expected equity premia: Role of financial architecture and governance
by Aggarwal, Raj & Goodell, John W.
- 3101-3119 Good news, bad news and rating announcements: An empirical investigation
by Galil, Koresh & Soffer, Gil
- 3120-3133 The order flow of discount certificates and issuer pricing behavior
by Baule, Rainer
- 3134-3144 Joint effect of financial fragility and macroeconomic shocks on bank loan losses: Evidence from Europe
by Pesola, Jarmo
2011, Volume 35, Issue 10
- 2511-2527 Intraday jumps and US macroeconomic news announcements
by Evans, Kevin P.
- 2528-2543 The impact of changes in bank ownership structure on the allocation of capital: International evidence
by Taboada, Alvaro G.
- 2544-2546 Perfect surcharging and the tourist test interchange fee
by Zenger, Hans
- 2547-2558 The return impact of realized and expected idiosyncratic volatility
by Peterson, David R. & Smedema, Adam R.
- 2559-2568 The asymmetric behavior and procyclical impact of asset correlations
by Lee, Shih-Cheng & Lin, Chien-Ting & Yang, Chih-Kai
- 2569-2583 The pernicious effects of contaminated data in risk management
by Frésard, Laurent & Pérignon, Christophe & Wilhelmsson, Anders
- 2584-2597 Macroeconomic fundamentals, price discovery, and volatility dynamics in emerging bond markets
by Nowak, Sylwia & Andritzky, Jochen & Jobst, Andreas & Tamirisa, Natalia
- 2598-2605 Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels
by Cerqueti, Roy & Costantini, Mauro
- 2606-2626 Should investors include commodities in their portfolios after all? New evidence
by Daskalaki, Charoula & Skiadopoulos, George
- 2627-2636 Strategic incompatibility in ATM markets
by Knittel, Christopher R. & Stango, Victor
- 2637-2656 Portfolio selection with mental accounts and delegation
by Alexander, Gordon J. & Baptista, Alexandre M.
- 2657-2665 Asymmetric herding as a source of asymmetric return volatility
by Park, Beum-Jo
- 2666-2678 Ownership structure, market discipline, and banks' risk-taking incentives under deposit insurance
by Forssbæck, Jens
- 2679-2689 Foreign banks in syndicated loan markets
by Haselmann, Rainer & Wachtel, Paul
- 2690-2703 Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis
by Mougoué, Mbodja & Aggarwal, Raj
- 2704-2718 Selling winners, holding losers: Effect on fund flows and survival of disposition-prone mutual funds
by Singal, Vijay & Xu, Zhaojin
- 2719-2732 Disentangling demand and supply in credit developments: A survey-based analysis for Italy
by Del Giovane, Paolo & Eramo, Ginette & Nobili, Andrea
- 2733-2746 The impact of macroeconomic news on quote adjustments, noise, and informational volatility
by Hautsch, Nikolaus & Hess, Dieter & Veredas, David
- 2747-2760 Ownership structure and tax-friendly dividends
by Henry, Darren
- 2761-2770 Government, taxes and banking crises
by Hasman, Augusto & López, Ángel L. & SamartIín, Margarita
- 2771-2781 Do market capitalization and stocks traded converge? New global evidence
by Narayan, Paresh Kumar & Mishra, Sagarika & Narayan, Seema
- 2782-2790 Nominal and true cost of loan collateral
by Niinimäki, J.-P.
2011, Volume 35, Issue 9
- 2189-2196 Asymmetric information and price competition in small business lending
by Liu, Ming-Hua & Margaritis, Dimitris & Tourani-Rad, Alireza
- 2197-2216 The volatility of consumption-based stochastic discount factors and economic cycles
by Nieto, Belén & Rubio, Gonzalo
- 2217-2230 Liquidity and asset pricing: Evidence from the Hong Kong stock market
by Lam, Keith S.K. & Tam, Lewis H.K.
- 2231-2244 Bidders' strategic timing of acquisition announcements and the effects of payment method on target returns and competing bids
by Chen, Sheng-Syan & Chou, Robin K. & Lee, Yun-Chi
- 2245-2251 Momentum or contrarian investment strategies: Evidence from Dutch institutional investors
by de Haan, Leo & Kakes, Jan
- 2252-2266 The 2008 short sale ban: Liquidity, dispersion of opinion, and the cross-section of returns of US financial stocks
by Autore, Don M. & Billingsley, Randall S. & Kovacs, Tunde
- 2267-2281 Multivariate option pricing with time varying volatility and correlations
by Rombouts, Jeroen V.K. & Stentoft, Lars
- 2282-2294 Determinants of start-up firm external financing worldwide
by Nofsinger, John R. & Wang, Weicheng
- 2295-2310 Foreign exchange risk pricing and equity market segmentation in Africa
by Kodongo, Odongo & Ojah, Kalu
- 2311-2318 Sufficient conditions for expected utility to imply drawdown-based performance rankings
by Schuhmacher, Frank & Eling, Martin
- 2319-2329 Optimal VWAP trading under noisy conditions
by Humphery-Jenner, Mark L.
- 2330-2340 Home country bias: Does domestic experience help investors enter foreign markets?
by Abreu, Margarida & Mendes, Victor & Santos, João A.C.
- 2341-2354 Bank M&A: A market power story?
by Hankir, Yassin & Rauch, Christian & Umber, Marc P.
- 2355-2373 Competition among stock exchanges for equity
by Amira, Khaled & Muzere, Mark L.
- 2374-2387 Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX
by Hilal, Sawsan & Poon, Ser-Huang & Tawn, Jonathan
- 2388-2406 Does corporate social responsibility affect the cost of capital?
by El Ghoul, Sadok & Guedhami, Omrane & Kwok, Chuck C.Y. & Mishra, Dev R.
- 2407-2417 Managerial ownership and the disposition effect
by Fu, Richard & Wedge, Lei
- 2418-2428 Implications of bank ownership for the credit channel of monetary policy transmission: Evidence from India
by Bhaumik, Sumon Kumar & Dang, Vinh & Kutan, Ali M.
- 2429-2442 Lending behavior and real estate prices
by Hott, C.
- 2443-2453 Short-sale constraints and price bubbles
by Lim, Bryan Y.
- 2454-2467 The information content of stock splits
by Chen, Honghui & Nguyen, Hoang Huy & Singal, Vijay
- 2468-2478 Convergent synergies in the global market for corporate control
by Madura, Jeff & Ngo, Thanh & Viale, Ariel M.
- 2479-2490 Is the evidence for PPP reliable? A sustainability examination of the stationarity of real exchange rates
by Zhou, Su & Kutan, Ali M.
- 2491-2497 Interest on bank reserves and optimal sweeping
by Dutkowsky, Donald H. & VanHoose, David D.
- 2498-2509 Have community banks reduced home foreclosure rates?
by Fogel, Kathy & Kali, Raja & Yeager, Tim
2011, Volume 35, Issue 8
- 1859-1878 Counter-cyclical substitution between trade credit and bank credit
by Huang, Hui & Shi, Xiaojun & Zhang, Shunming
- 1879-1891 Time series analysis for financial market meltdowns
by Kim, Young Shin & Rachev, Svetlozar T. & Bianchi, Michele Leonardo & Mitov, Ivan & Fabozzi, Frank J.
- 1892-1906 An investigation of customer order flow in the foreign exchange market
by Cerrato, Mario & Sarantis, Nicholas & Saunders, Alex
- 1907-1917 Insider trading law enforcement and gross spreads of ADR IPOs
by Chen, Hsuan-Chi & Hao, (Grace) Qing
- 1918-1930 Stockholding: Participation, location, and spillovers
by Christelis, Dimitris & Georgarakos, Dimitris & Haliassos, Michael
- 1931-1940 The cost of debt when all-equity firms raise sfinance: The role of investment opportunities, audit quality and debt maturity
by Lai, Kam-Wah
- 1941-1953 Measuring and explaining the volatility of capital flows to emerging countries
by Broto, Carmen & Díaz-Cassou, Javier & Erce, Aitor
- 1954-1970 Dependence structure and extreme comovements in international equity and bond markets
by Garcia, René & Tsafack, Georges
- 1971-1983 Explaining the idiosyncratic volatility puzzle using Stochastic Discount Factors
by Chabi-Yo, Fousseni
- 1984-2000 A reduced form model of default spreads with Markov-switching macroeconomic factors
by Dionne, Georges & Gauthier, Geneviève & Hammami, Khemais & Maurice, Mathieu & Simonato, Jean-Guy
- 2001-2020 Stock and option market divergence in the presence of noisy information
by Chen, Carl R. & Diltz, J. David & Huang, Ying & Lung, Peter P.
- 2021-2036 Downside risk and the size of credit spreads
by Gemmill, Gordon & Keswani, Aneel
- 2037-2046 A test of the different implications of the overconfidence and disposition hypotheses
by Chou, Robin K. & Wang, Yun-Yi
- 2047-2055 Explaining bank market-to-book ratios: Evidence from 2006 to 2009
by Jordan, Dan J. & Rice, Douglas & Sanchez, Jacques & Wort, Donald H.
- 2056-2069 The comovement of option listed stocks
by Agyei-Ampomah, Sam & Mazouz, Khelifa
- 2070-2083 Gold and the Dollar (and the Euro, Pound, and Yen)
by Pukthuanthong, Kuntara & Roll, Richard
- 2084-2098 Labor unions, bargaining power and corporate bond yield spreads: Structural credit model perspectives
by Chen, Tsung-Kang & Chen, Yan-Shing & Liao, Hsien-Hsing
- 2099-2110 The effect of leverage on the cost of capital of US buyouts
by Groh, Alexander Peter & Gottschalg, Oliver
- 2111-2122 Securitization and the balance sheet channel of monetary transmission
by Aysun, Uluc & Hepp, Ralf
- 2123-2136 The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares
by Cai, Charlie X. & McGuinness, Paul B. & Zhang, Qi
- 2137-2147 A tale of values-driven and profit-seeking social investors
by Derwall, Jeroen & Koedijk, Kees & Ter Horst, Jenke
- 2148-2157 Consumption-based CAPM models: International evidence
by Darrat, Ali F. & Li, Bin & Park, Jung Chul
- 2158-2168 Analyst characteristics, timing of forecast revisions, and analyst forecasting ability
by Kim, Yongtae & Lobo, Gerald J. & Song, Minsup
- 2169-2178 How do lending relationships affect access to credit and loan conditions in microlending?
by Behr, Patrick & Entzian, Annekathrin & Güttler, Andre
- 2179-2187 Bank-specific shocks and the real economy
by Buch, Claudia M. & Neugebauer, Katja
2011, Volume 35, Issue 7
- 1599-1609 Firm specific and macro herding by professional and amateur investors and their effects on market volatility
by Venezia, Itzhak & Nashikkar, Amrut & Shapira, Zur
- 1610-1625 Earned/contributed capital, dividend policy, and disclosure quality: An international study
by Brockman, Paul & Unlu, Emre
- 1626-1644 Who is the more overconfident trader? Individual vs. institutional investors
by Chuang, Wen-I & Susmel, Rauli
- 1645-1662 Strategic behavior within families of hedge funds
by Kolokolova, Olga
- 1663-1668 Financial intermediation in the theory of the risk-free rate
by Marini, François
- 1669-1682 Founder CEO management and the long-run investment performance of IPO firms
by Gao, Ning & Jain, Bharat A.
- 1683-1697 Portfolio insurance and prospect theory investors: Popularity and optimal design of capital protected financial products
by Dichtl, Hubert & Drobetz, Wolfgang
- 1698-1713 A closer look at financial development and income distribution
by Gimet, Céline & Lagoarde-Segot, Thomas
- 1714-1726 Long memory in volatility and trading volume
by Fleming, Jeff & Kirby, Chris
- 1727-1735 A comprehensive analysis of the effects of risk measures on bank efficiency: Evidence from emerging Asian countries
by Sun, Lei & Chang, Tzu-Pu
- 1736-1752 Firm survival and financial development: Evidence from a panel of emerging Asian economies
by Tsoukas, Serafeim
- 1753-1761 Do financial markets care about SRI? Evidence from mergers and acquisitions
by Aktas, Nihat & de Bodt, Eric & Cousin, Jean-Gabriel
- 1762-1776 On the characteristics and performance of long-short, market-neutral and bear mutual funds
by Badrinath, S.G. & Gubellini, S.
- 1777-1793 Nonlinearly weighted convex risk measure and its application
by Chen, Zhiping & Yang, Li
- 1794-1810 The impact of corporate social responsibility on the cost of bank loans
by Goss, Allen & Roberts, Gordon S.
- 1811-1823 Omega performance measure and portfolio insurance
by Bertrand, Philippe & Prigent, Jean-luc
- 1824-1842 Recovering copulas from limited information and an application to asset allocation
by Chu, Ba
- 1843-1857 Does debtor protection really protect debtors? Evidence from the small business credit market
by Berger, Allen N. & Cerqueiro, Geraldo & Penas, María F.
2011, Volume 35, Issue 6
- 1341-1351 A computational approach to pricing a bank credit line
by Stanhouse, Bryan & Schwarzkopf, Al & Ingram, Matt
- 1352-1366 Product market pricing power, industry concentration and analysts' earnings forecasts
by Datta, Sudip & Iskandar-Datta, Mai & Sharma, Vivek
- 1367-1379 Creditor rights and debt allocation within multinationals
by Akbel, Basak & Schnitzer, Monika
- 1380-1390 Capital requirements under the credit risk-based framework
by Antão, Paula & Lacerda, Ana
- 1391-1398 Credit risk transfer activities and systemic risk: How banks became less risky individually but posed greater risks to the financial system at the same time
by Nijskens, Rob & Wagner, Wolf
- 1399-1414 A Bayesian approach to detecting nonlinear risk exposures in hedge fund strategies
by Giannikis, Dimitrios & Vrontos, Ioannis D.
- 1415-1426 Asset market linkages: Evidence from financial, commodity and real estate assets
by Chan, Kam Fong & Treepongkaruna, Sirimon & Brooks, Robert & Gray, Stephen
- 1427-1435 Risk adjustment and momentum sources
by Wang, Jun & Wu, Yangru
- 1436-1449 Bank size and risk-taking under Basel II
by Hakenes, Hendrik & Schnabel, Isabel
- 1450-1463 When and how US dollar shortages evolved into the full crisis? Evidence from the cross-currency swap market
by Baba, Naohiko & Sakurai, Yuji
- 1464-1476 Ownership, control, and pyramids in Spanish commercial banks
by Azofra, Valentín & Santamaría, Marcos
- 1477-1490 Patterns in payout policy and payout channel choice
by Renneboog, Luc & Trojanowski, Grzegorz
- 1491-1506 Corporate derivatives use and the cost of equity
by Gay, Gerald D. & Lin, Chen-Miao & Smith, Stephen D.
- 1507-1518 Managerial responses to incentives: Control of firm risk, derivative pricing implications, and outside wealth management
by Hodder, James E. & Jackwerth, Jens Carsten
- 1519-1529 Price determinants of Aboriginal art, and its role as an alternative asset class
by Taylor, Dominic & Coleman, Les
- 1530-1540 Volatility components, leverage effects, and the return-volatility relations
by Li, Junye
- 1541-1551 Do ESOPs enhance firm performance? Evidence from China's reform experiment
by Meng, Rujing & Ning, Xiangdong & Zhou, Xianming & Zhu, Hongquan
- 1552-1562 Market discipline, financial crisis and regulatory changes: Evidence from Indonesian banks
by Hadad, Muliaman D. & Agusman, Agusman & Monroe, Gary S. & Gasbarro, Dominic & Zumwalt, James Kenton
- 1563-1580 Does more information in stock price lead to greater or smaller idiosyncratic return volatility?
by Lee, Dong Wook & Liu, Mark H.
- 1581-1597 Comparing different explanations of the volatility trend
by Rubin, Amir & Smith, Daniel R.
2011, Volume 35, Issue 5
- 1027-1040 A conditional asset-pricing model with the optimal orthogonal portfolio
by Asgharian, Hossein
- 1041-1056 The role of co-managers in reducing flotation costs: Evidence from seasoned equity offerings
by Jeon, Jin Q. & Ligon, James A.
- 1057-1072 Does the "Bund" dominate price discovery in Euro bond futures? Examining information shares
by Fricke, Christoph & Menkhoff, Lukas
- 1073-1086 Identification of speculative bubbles using state-space models with Markov-switching
by Al-Anaswah, Nael & Wilfling, Bernd
- 1087-1096 Market structure and the pass-through of the federal funds rate
by Adams, Robert M. & Amel, Dean F.
- 1097-1113 Advantageous innovation and imitation in the underwriting market for corporate securities
by Herrera, Helios & Schroth, Enrique
- 1114-1127 Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns
by Mistrulli, Paolo Emilio
- 1128-1142 Investigating sources of unanticipated exposure in industry stock returns
by Bredin, Don & Hyde, Stuart
- 1143-1157 Understanding seasoned equity offerings of Chinese firms
by Bo, Hong & Huang, Zhongnan & Wang, Changyun
- 1158-1169 How accurate is the square-root-of-time rule in scaling tail risk: A global study
by Wang, Jying-Nan & Yeh, Jin-Huei & Cheng, Nick Ying-Pin
- 1170-1178 Can broker-dealer client surveys provide signals for debt investing?
by Andrade, Sandro C. & Barrett, W. Brian
- 1179-1189 The diversification effects of volatility-related assets
by Chen, Hsuan-Chi & Chung, San-Lin & Ho, Keng-Yu
- 1190-1201 Non-parametric frontier estimates of mutual fund performance using C- and L-moments: Some specification tests
by Kerstens, Kristiaan & Mounir, Amine & de Woestyne, Ignace Van
- 1202-1212 Revisiting the expectations hypothesis of the term structure of interest rates
by Bulkley, George & Harris, Richard D.F. & Nawosah, Vivekanand
- 1213-1227 Omitted debt risk, financial distress and the cross-section of expected equity returns
by Aretz, Kevin & Shackleton, Mark B.
- 1228-1238 Financial integration and emerging markets capital structure
by Lucey, Brian M. & Zhang, QiYu
- 1239-1249 The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns
by Akhtar, Shumi & Faff, Robert & Oliver, Barry & Subrahmanyam, Avanidhar
- 1250-1262 On the sources of private information in FX markets
by Moore, Michael J. & Payne, Richard
- 1263-1276 Macroeconomic news, announcements, and stock market jump intensity dynamics
by Rangel, José Gonzalo