Journal of Banking & Finance
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2010, Volume 34, Issue 12
- 2897-2916 Trading activity and bid-ask spreads of individual equity options
by Wei, Jason & Zheng, Jinguo
- 2917-2928 Timing exchange rates using order flow: The case of the Loonie
by King, Michael & Sarno, Lucio & Sojli, Elvira
- 2929-2940 Loan growth and riskiness of banks
by Foos, Daniel & Norden, Lars & Weber, Martin
- 2941-2953 Understanding partial mergers in Japan
by Ushijima, Tatsuo
- 2954-2967 Behavior of liquidity and returns around Canadian seasoned equity offerings
by Kryzanowski, Lawrence & Lazrak, Skander & Rakita, Ian
- 2968-2984 Does gender matter in bank-firm relationships? Evidence from small business lending
by Bellucci, Andrea & Borisov, Alexander & Zazzaro, Alberto
- 2985-2994 Probability of information-based trading and the January effect
by Kang, Moonsoo
- 2995-3009 Using the credit spread as an option-risk factor: Size and value effects in CAPM
by Hwang, Young-Soon & Min, Hong-Ghi & McDonald, Judith A. & Kim, Hwagyun & Kim, Bong-Han
- 3010-3024 The impact of conglomeration on the option value of equity
by Grass, Gunnar
- 3025-3036 A compound option approach to model the interrelation between banking crises and country defaults: The case of Hungary 2008
by Maltritz, Dominik
- 3037-3049 The economic function of credit rating agencies - What does the watchlist tell us?
by Bannier, Christina E. & Hirsch, Christian W.
- 3050-3054 The effect of bank ownership and deposit insurance on monetary policy transmission
by Andries, Natalia & Billon, Steve
- 3055-3060 An analysis of portfolio selection with background risk
by Jiang, Chonghui & Ma, Yongkai & An, Yunbi
- 3061-3077 Securitization and systematic risk in European banking: Empirical evidence
by Uhde, André & Michalak, Tobias C.
- 3078-3090 Multi-country event-study methods
by Campbell, Cynthia J. & Cowan, Arnold R. & Salotti, Valentina
2010, Volume 34, Issue 11
- 2573-2586 The use of technical analysis by fund managers: International evidence
by Menkhoff, Lukas
- 2587-2599 Accelerated investment effect of risky debt
by Lyandres, Evgeny & Zhdanov, Alexei
- 2600-2613 What drives the performance of convertible-bond funds?
by Ammann, Manuel & Kind, Axel & Seiz, Ralf
- 2614-2626 Leads and lags in sovereign credit ratings
by Alsakka, Rasha & ap Gwilym, Owain
- 2627-2638 International equity portfolio allocations and transaction costs
by Thapa, Chandra & Poshakwale, Sunil S.
- 2639-2651 What drives bank securitisation? The Spanish experience
by Cardone-Riportella, Clara & Samaniego-Medina, Reyes & Trujillo-Ponce, Antonio
- 2652-2664 Dynamic portfolio choice with deferred annuities
by Horneff, Wolfram & Maurer, Raimond & Rogalla, Ralph
- 2665-2677 Limit-order submission strategies under asymmetric information
by Menkhoff, Lukas & Osler, Carol L. & Schmeling, Maik
- 2678-2693 A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
by Shackleton, Mark B. & Taylor, Stephen J. & Yu, Peng
- 2694-2708 An advanced perspective on the predictability in hedge fund returns
by Wegener, Christian & von Nitzsch, Rüdiger & Cengiz, Cetin
- 2709-2719 Parliamentary election cycles and the Turkish banking sector
by Baum, Christopher F. & Caglayan, Mustafa & Talavera, Oleksandr
- 2720-2727 Combining mean reversion and momentum trading strategies in foreign exchange markets
by Serban, Alina F.
- 2728-2741 Regime switching correlation hedging
by Lee, Hsiang-Tai
- 2742-2752 Commodity derivatives valuation with autoregressive and moving average components in the price dynamics
by Paschke, Raphael & Prokopczuk, Marcel
- 2753-2766 Bank fund reallocation and economic growth: Evidence from China
by Chang, Philip C. & Jia, Chunxin & Wang, Zhicheng
- 2767-2787 Consumer credit-risk models via machine-learning algorithms
by Khandani, Amir E. & Kim, Adlar J. & Lo, Andrew W.
- 2788-2800 Competition for small firm banking business: Bank actions versus market structure
by Scott, Jonathan A. & Dunkelberg, William C.
- 2801-2810 Bank profitability and taxation
by Albertazzi, Ugo & Gambacorta, Leonardo
- 2811-2821 Substitution between monetary assets and consumer goods: New evidence on the monetary transmission mechanism
by Drake, Leigh & Fleissig, Adrian R.
- 2822-2836 The impact of bond rating changes on corporate bond prices: New evidence from the over-the-counter market
by May, Anthony D.
2010, Volume 34, Issue 10
- 2307-2317 Is the diversification discount caused by the book value bias of debt?
by Glaser, Markus & Müller, Sebastian
- 2318-2327 Auditor reputation and earnings management: International evidence from the banking industry
by Kanagaretnam, Kiridaran & Lim, Chee Yeow & Lobo, Gerald J.
- 2328-2345 Corporate bond credit spreads and forecast dispersion
by Güntay, Levent & Hackbarth, Dirk
- 2346-2357 Liquidity and market efficiency: A large sample study
by Chung, Dennis & Hrazdil, Karel
- 2358-2369 Misreaction or misspecification? A re-examination of volatility anomalies
by Jiang, George J. & Tian, Yisong S.
- 2370-2385 Does information drive trading in option strategies?
by Fahlenbrach, Rüdiger & Sandås, Patrik
- 2386-2402 Operational outages and aggregate uncertainty in the federal funds market
by Klee, Elizabeth
- 2403-2412 Short-sale inflow and stock returns: Evidence from Japan
by Takahashi, Hidetomo
- 2413-2424 The Other January Effect: Evidence against market efficiency?
by Marshall, Ben R. & Visaltanachoti, Nuttawat
- 2425-2438 How loss averse are investors in financial markets?
by Hwang, Soosung & Satchell, Steve E.
- 2439-2449 Investor sentiment, executive compensation, and corporate investment
by Grundy, Bruce D. & Li, Hui
- 2450-2461 Capital-based regulation, portfolio risk and capital determination: Empirical evidence from the US property-liability insurers
by Shim, Jeungbo
- 2462-2471 Are price limits really bad for equity markets?
by Deb, Saikat Sovan & Kalev, Petko S. & Marisetty, Vijaya B.
- 2472-2480 The increasing default risk of US Treasury securities due to the financial crisis
by Nippani, Srinivas & Smith, Stanley D.
- 2481-2499 Control/ownership structure, creditor rights protection, and the cost of debt financing: International evidence
by Boubakri, Narjess & Ghouma, Hatem
- 2500-2509 Index composition changes and the cost of incumbency
by Gygax, André F. & Otchere, Isaac
- 2510-2517 Forecasting bank loans loss-given-default
by Bastos, João A.
- 2518-2529 Do executive stock options induce excessive risk taking?
by Dong, Zhiyong & Wang, Cong & Xie, Fei
- 2530-2548 Tactical allocation in commodity futures markets: Combining momentum and term structure signals
by Fuertes, Ana-Maria & Miffre, Joëlle & Rallis, Georgios
- 2549-2561 Stakeholder welfare and firm value
by Jiao, Yawen
- 2562-2571 Liquidity skewness
by Roll, Richard & Subrahmanyam, Avanidhar
2010, Volume 34, Issue 9
- 2011-2026 Multiple directorships and acquirer returns
by Ahn, Seoungpil & Jiraporn, Pornsit & Kim, Young Sang
- 2027-2041 Does proximity matter in international bond underwriting?
by Lau, Sie Ting & Yu, Jing
- 2042-2055 Market response to bank relationships: Evidence from Korean bank reform
by Sohn, Wook
- 2056-2064 Dynamic European stock market convergence: Evidence from rolling cointegration analysis in the first euro-decade
by Mylonidis, Nikolaos & Kollias, Christos
- 2065-2076 Measuring portfolio credit risk correctly: Why parameter uncertainty matters
by Tarashev, Nikola
- 2077-2095 The choice of ADRs
by Boubakri, Narjess & Cosset, Jean-Claude & Samet, Anis
- 2096-2109 Tempered stable and tempered infinitely divisible GARCH models
by Shin Kim, Young & Rachev, Svetlozar T. & Leonardo Bianchi, Michele & Fabozzi, Frank J.
- 2110-2120 Detecting insider trading: The theory and validation in Korea Exchange
by Park, Young S. & Lee, Jaehyun
- 2121-2131 A cultural explanation of the foreign bias in international asset allocation
by Beugelsdijk, Sjoerd & Frijns, Bart
- 2132-2145 Analytic valuation formulas for range notes and an affine term structure model with jump risks
by Jang, Bong-Gyu & Yoon, Ji Hee
- 2146-2157 Market-making costs in Treasury bills: A benchmark for the cost of liquidity
by Griffiths, Mark D. & Lindley, James T. & Winters, Drew B.
- 2158-2167 The efficiency of Greek public pension fund portfolios
by Angelidis, Timotheos & Tessaromatis, Nikolaos
- 2168-2184 Information asymmetry and the value of cash
by Drobetz, Wolfgang & Grüninger, Matthias C. & Hirschvogl, Simone
- 2185-2197 Active portfolio management with benchmarking: A frontier based on alpha
by Alexander, Gordon J. & Baptista, Alexandre M.
- 2198-2211 Borrowing in foreign currency: Austrian households as carry traders
by Beer, Christian & Ongena, Steven & Peter, Marcel
- 2212-2229 Incentive and entrenchment effects in European ownership
by Bennedsen, Morten & Nielsen, Kasper Meisner
- 2230-2237 Convergence to market efficiency of top gainers
by Su, Yong-Chern & Huang, Han-Ching & Hsu, Ming-Wei
- 2238-2246 Preference heterogeneity and asset prices: An exact solution
by Weinbaum, David
- 2247-2254 Evidence on the insurance effect of bankruptcy exemptions
by Grant, Charles
- 2255-2264 Bank regulation, property prices and early warning systems for banking crises in OECD countries
by Barrell, Ray & Davis, E. Philip & Karim, Dilruba & Liadze, Iana
- 2265-2279 Information uncertainty, information asymmetry and corporate bond yield spreads
by Lu, Chia-Wu & Chen, Tsung-Kang & Liao, Hsien-Hsing
- 2280-2293 Bank involvement with SMEs: Beyond relationship lending
by de la Torre, Augusto & Martínez Pería, María Soledad & Schmukler, Sergio L.
- 2294-2305 Information content of IPO grading
by Deb, Saikat Sovan & Marisetty, Vijaya B.
- 2306-2306 Erratum to "Variations in sovereign credit quality assessments across rating agencies" [J. Bank. Finance 34 (2010) 1327-1343]
by Hill, Paula & Brooks, Robert & Faff, Robert
2010, Volume 34, Issue 8
- 1729-1737 Retail payments: New contributions, empirical results, and unanswered questions
by Humphrey, David B.
- 1738-1744 Incentives at the counter: An empirical analysis of surcharging card payments and payment behaviour in the Netherlands
by Bolt, Wilko & Jonker, Nicole & van Renselaar, Corry
- 1745-1758 Why are (some) consumers (finally) writing fewer checks? The role of payment characteristics
by Schuh, Scott & Stavins, Joanna
- 1759-1772 Price incentives and consumer payment behaviour
by Simon, John & Smith, Kylie & West, Tim
- 1773-1787 Payment card rewards programs and consumer payment choice
by Ching, Andrew T. & Hayashi, Fumiko
- 1788-1797 Credit card interchange fees
by Rochet, Jean-Charles & Wright, Julian
- 1798-1807 Private cards and the bypass of payment systems by merchants
by Bourreau, Marc & Verdier, Marianne
- 1808-1817 Bank competition efficiency in Europe: A frontier approach
by Bolt, Wilko & Humphrey, David
- 1818-1826 A study of competing designs for a liquidity-saving mechanism
by Martin, Antoine & McAndrews, James
- 1827-1838 The coskewness puzzle
by Potì, Valerio & Wang, DengLi
- 1839-1848 How resilient is the German banking system to macroeconomic shocks?
by Dovern, Jonas & Meier, Carsten-Patrick & Vilsmeier, Johannes
- 1849-1855 The relationship between house prices and house purchase loans: The Spanish case
by Gimeno, Ricardo & Martínez-Carrascal, Carmen
- 1856-1872 Going private transactions, bondholder returns, and wealth transfer effects
by Baran, Lindsay C. & King, Tao-Hsien Dolly
- 1873-1885 Limit order revisions
by Fong, Kingsley Y.L. & Liu, Wai-Man
- 1886-1898 Is gold a safe haven? International evidence
by Baur, Dirk G. & McDermott, Thomas K.
- 1899-1910 Portfolio performance gauging in discrete time using a Luenberger productivity indicator
by Brandouy, Olivier & Briec, Walter & Kerstens, Kristiaan & Van de Woestyne, Ignace
- 1911-1921 An empirical analysis of herd behavior in global stock markets
by Chiang, Thomas C. & Zheng, Dazhi
- 1922-1932 Earnings management, market discounts and the performance of private equity placements
by Chen, An-Sing & Cheng, Lee-Young & Cheng, Kuang-Fu & Chih, Shu-Wei
- 1933-1945 Liquidity and the dynamic pattern of asset price adjustment: A global view
by Belke, Ansgar & Orth, Walter & Setzer, Ralph
- 1946-1957 Are cooperatives the weakest link in European banking? A non-parametric metafrontier approach
by Kontolaimou, Alexandra & Tsekouras, Kostas
- 1958-1969 Underpricing of IPOs: Firm-, issue- and country-specific characteristics
by Engelen, Peter-Jan & van Essen, Marc
- 1970-1981 Firm age and the evolution of borrowing costs: Evidence from Japanese small firms
by Sakai, Koji & Uesugi, Iichiro & Watanabe, Tsutomu
- 1982-1992 Estimating financial risk measures for options
by Sorwar, Ghulam & Dowd, Kevin
- 1993-2009 The performance of hedge funds and mutual funds in emerging markets
by Eling, Martin & Faust, Roger
2010, Volume 34, Issue 7
- 1413-1416 Performance measurement in the financial services sector: Frontier efficiency methodologies and other innovative techniques
by Banker, Rajiv D. & Cummins, J. David & Klumpes, Paul J.M.
- 1417-1435 The effects of focus versus diversification on bank performance: Evidence from Chinese banks
by Berger, Allen N. & Hasan, Iftekhar & Zhou, Mingming
- 1436-1449 The impact of non-traditional activities on the estimation of bank efficiency: International evidence
by Lozano-Vivas, Ana & Pasiouras, Fotios
- 1450-1460 Differential impact of Korean banking system reforms on bank productivity
by Banker, Rajiv D. & Chang, Hsihui & Lee, Seok-Young
- 1461-1471 First Financial Restructuring and operating efficiency: Evidence from Taiwanese commercial banks
by Hsiao, Hsing-Chin & Chang, Hsihui & Cianci, Anna M. & Huang, Li-Hua
- 1472-1483 Malmquist-type indices in the presence of negative data: An application to bank branches
by Portela, Maria C.A.S. & Thanassoulis, Emmanuel
- 1484-1496 Scaling models for the severity and frequency of external operational loss data
by Dahen, Hela & Dionne, Georges
- 1497-1509 Efficiency in the international insurance industry: A cross-country comparison
by Eling, Martin & Luhnen, Michael
- 1510-1524 The robustness of output measures in property-liability insurance efficiency studies
by Leverty, J. Tyler & Grace, Martin F.
- 1525-1539 Economies of scope in financial services: A DEA efficiency analysis of the US insurance industry
by Cummins, J. David & Weiss, Mary A. & Xie, Xiaoying & Zi, Hongmin
- 1540-1548 Single Market effects on productivity in the German insurance industry
by Mahlberg, Bernhard & Url, Thomas
- 1549-1563 Are publicly held firms less efficient? Evidence from the US property-liability insurance industry
by Xie, Xiaoying
- 1564-1575 Sales order backlogs and momentum profits
by Gu, Li & Huang, Dayong
- 1576-1589 Bought deals: The value of underwriter certification in seasoned equity offerings
by Ari Pandes, J.
- 1590-1606 Endogenously structured boards of directors in banks
by Pathan, Shams & Skully, Michael
- 1607-1617 Derivative pricing using multivariate affine generalized hyperbolic distributions
by Fajardo, José & Farias, Aquiles
- 1618-1627 Are non-risk based capital requirements for insurance companies binding?
by de Haan, Leo & Kakes, Jan
- 1628-1636 News announcements and price discovery in foreign exchange spot and futures markets
by Chen, Yu-Lun & Gau, Yin-Feng
- 1637-1649 Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns
by Guo, Hui & Savickas, Robert
- 1650-1663 Strategic online banking adoption
by Hernández-Murillo, Rubén & Llobet, Gerard & Fuentes, Roberto
- 1664-1674 The non-7% solution
by Garner, Jacqueline L. & Marshall, Beverly B.
- 1675-1687 No-arbitrage conditions for storable commodities and the modeling of futures term structures
by Liu, Peng (Peter) & Tang, Ke
- 1688-1699 Dynamics and causality in industry-specific volatility
by Wang, Zijun
- 1700-1718 Structural models of corporate bond pricing with personal taxes
by Qi, Howard & Liu, Sheen & Wu, Chunchi
- 1719-1728 The impact of off-balance-sheet activities on banks returns: An application of the ARCH-M to Canadian data
by Calmès, Christian & Théoret, Raymond
2010, Volume 34, Issue 6
- 1109-1128 De facto exchange rate regimes and currency crises: Are pegged regimes with capital account liberalization really more prone to speculative attacks?
by Esaka, Taro
- 1129-1138 Real estate prices and bank stability
by Koetter, Michael & Poghosyan, Tigran
- 1139-1151 Domestic liquidity and cross-listing in the United States
by Berkman, Henk & Nguyen, Nhut H.
- 1152-1165 World market risk, country-specific risk and expected returns in international stock markets
by Bali, Turan G. & Cakici, Nusret
- 1166-1174 CAPM and APT-like models with risk measures
by Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel
- 1175-1188 Predictable dynamics in implied volatility surfaces from OTC currency options
by Chalamandaris, Georgios & Tsekrekos, Andrianos E.
- 1189-1200 The determinants of shareholder value in European banking
by Fiordelisi, Franco & Molyneux, Phil
- 1201-1214 Pension regulation and the market value of pension liabilities: A contingent claims analysis using Parisian options
by Broeders, Dirk & Chen, An
- 1215-1224 Equity financing and innovation: Is Europe different from the United States?
by Martinsson, Gustav
- 1225-1236 Aggregate insider trading: Contrarian beliefs or superior information?
by Jiang, Xiaoquan & Zaman, Mir A.
- 1237-1246 A stochastic dominance analysis of yen carry trades
by Fong, Wai Mun
- 1247-1256 The role of household and business credit in banking crises
by Büyükkarabacak, Berrak & Valev, Neven T.
- 1257-1273 Stock returns and inflation revisited: An evaluation of the inflation illusion hypothesis
by Lee, Bong Soo
- 1274-1287 The anatomy of bank diversification
by Elsas, Ralf & Hackethal, Andreas & Holzhäuser, Markus
- 1288-1298 Trading strategies with partial access to the derivatives market
by Muck, Matthias
- 1299-1307 Interest rate deregulation: Monetary policy efficacy and rate rigidity
by Chong, Beng Soon
- 1308-1326 Sentiment and stock returns: The SAD anomaly revisited
by Kelly, Patrick J. & Meschke, Felix
- 1327-1343 Variations in sovereign credit quality assessments across rating agencies
by Hill, Paula & Brooks, Robert & Faff, Robert
- 1344-1359 What's in a name? What leads a firm to change its name and what the new name foreshadows
by Wu, YiLin
- 1360-1370 The pricing of temperature futures at the Chicago Mercantile Exchange
by Dorfleitner, Gregor & Wimmer, Maximilian
- 1371-1382 Modeling of CPDOs - Identifying optimal and implied leverage
by Dorn, Jochen
- 1383-1399 Macroeconomic risks and characteristic-based factor models
by Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F.
- 1400-1411 Stated and revealed investment decisions concerning retail structured products
by Döbeli, Barbara & Vanini, Paolo
2010, Volume 34, Issue 5
- 903-911 Bank loan recovery rates: Measuring and nonparametric density estimation
by Calabrese, Raffaella & Zenga, Michele
- 912-922 The effect of holdings data frequency on conclusions about mutual fund behavior
by Elton, Edwin J. & Gruber, Martin J. & Blake, Christopher R. & Krasny, Yoel & Ozelge, Sadi O.
- 923-933 Excess liquidity, bank pricing rules, and monetary policy
by Agénor, Pierre-Richard & Aynaoui, Karim El
- 934-945 Settlement delays in the money market
by Bartolini, Leonardo & Hilton, Spence & McAndrews, James J.
- 946-955 Economic value in tranching of syndicated loans
by Maskara, Pankaj Kumar
- 956-964 Employee well-being, firm leverage, and bankruptcy risk
by Verwijmeren, Patrick & Derwall, Jeroen
- 965-974 Risk and the January effect
by Sun, Qian & Tong, Wilson H.S.
- 975-983 Volatility risk and the value premium: Evidence from the French stock market
by Arisoy, Yakup Eser
- 984-995 Do the equity holding and soundness of bank underwriters affect issue costs of SEOs?
by Suzuki, Katsushi
- 996-1007 China's official rates and bond yields
by Fan, Longzhen & Johansson, Anders C.
- 1008-1021 Unobservable shocks as carriers of contagion
by Dungey, Mardi & Milunovich, George & Thorp, Susan
- 1022-1031 World War II events and the Dow Jones industrial index
by Choudhry, Taufiq
- 1032-1046 Investment horizon and the attractiveness of investment strategies: A behavioral approach
by Dierkes, Maik & Erner, Carsten & Zeisberger, Stefan
- 1047-1061 Modeling the dynamics of Chinese spot interest rates
by Hong, Yongmiao & Lin, Hai & Wang, Shouyang
- 1062-1076 Random walk theory and the weak-form efficiency of the US art auction prices
by Erdos, Péter & Ormos, Mihály
- 1077-1088 Public entrants, public equity finance and creative destruction
by Brown, James R. & Petersen, Bruce C.
- 1089-1097 Tax clientele effects of dividends under intertemporal consumption choices
by Mori, Naoya
- 1098-1107 Covered interest arbitrage profits: The role of liquidity and credit risk
by Fong, Wai-Ming & Valente, Giorgio & Fung, Joseph K.W.
2010, Volume 34, Issue 4
- 697-702 Interaction of market and credit risk
by Hartmann, Philipp
- 703-712 Does adding up of economic capital for market- and credit risk amount to conservative risk assessment?
by Breuer, Thomas & Jandacka, Martin & Rheinberger, Klaus & Summer, Martin
- 713-729 The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application
by Drehmann, Mathias & Sorensen, Steffen & Stringa, Marco
- 730-742 An economic capital model integrating credit and interest rate risk in the banking book
by Alessandri, Piergiorgio & Drehmann, Mathias
- 743-753 Market conditions, default risk and credit spreads
by Tang, Dragon Yongjun & Yan, Hong
- 754-764 Recovery rates, default probabilities, and the credit cycle
by Bruche, Max & González-Aguado, Carlos
- 765-775 On the implications of market power in banking: Evidence from developing countries
by Turk Ariss, Rima
- 776-787 The impact of sell-side analyst research coverage on an affiliated broker's market share of trading volume
by Niehaus, Greg & Zhang, Donghang
- 788-801 Pricing multiasset equity options: How relevant is the dependence function?
by Bedendo, Mascia & Campolongo, Francesca & Joossens, Elisabeth & Saita, Francesco
- 802-812 Mutual fund portfolio trading and investor flow
by Dubofsky, David A.
- 813-824 Antitakeover provisions in corporate spin-offs
by Chemmanur, Thomas J. & Jordan, Bradford D. & Liu, Mark H. & Wu, Qun
- 825-833 Discount window borrowing after 2003: The explicit reduction in implicit costs
by Artuç, Erhan & Demiralp, Selva
- 834-839 Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations
by Chuliá, Helena & Martens, Martin & Dijk, Dick van
- 840-855 Inflation risk and international asset returns
by Moerman, Gerard A. & van Dijk, Mathijs A.
- 856-870 Mean-variance convergence around the world
by Eun, Cheol S. & Lee, Jinsoo
- 871-881 The information content of implied volatilities and model-free volatility expectations: Evidence from options written on individual stocks
by Taylor, Stephen J. & Yadav, Pradeep K. & Zhang, Yuanyuan
- 882-891 Foreign exchange, fractional cointegration and the implied-realized volatility relation
by Kellard, Neil & Dunis, Christian & Sarantis, Nicholas
- 892-902 How bank capital buffers vary across countries: The influence of cost of deposits, market power and bank regulation
by Fonseca, Ana Rosa & González, Francisco
2010, Volume 34, Issue 3
- 485-497 Concentrated control, institutions, and banking sector: An international study
by Haw, In-Mu & Ho, Simon S.M. & Hu, Bingbing & Wu, Donghui
- 498-508 The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand
by Frijns, Bart & Gilbert, Aaron & Tourani-Rad, Alireza
- 509-521 The degree of financial liberalization and aggregated stock-return volatility in emerging markets
by Umutlu, Mehmet & Akdeniz, Levent & Altay-Salih, Aslihan
- 522-532 Regulatory competition and forbearance: Evidence from the life insurance industry
by McShane, Michael K. & Cox, Larry A. & Butler, Richard J.
- 533-545 International house prices and macroeconomic fluctuations
by Beltratti, Andrea & Morana, Claudio
- 546-556 Restricting consumer credit access: Household survey evidence on effects around the Oregon rate cap
by Zinman, Jonathan
- 557-567 Endogenous housing market cycles
by Sommervoll, Dag Einar & Borgersen, Trond-Arne & Wennemo, Tom
- 568-577 Venture capital funds: Flow-performance relationship and performance persistence
by Phalippou, Ludovic
- 578-593 Conditionally fitted Sharpe performance with an application to hedge fund rating
by Darolles, Serge & Gourieroux, Christian
- 594-605 Speed of convergence to market efficiency for NYSE-listed foreign stocks
by Visaltanachoti, Nuttawat & Yang, Ting
- 606-620 Distribution of institutional ownership and corporate firm performance
by Elyasiani, Elyas & Jia, Jingyi
- 621-632 Capital structure, equity ownership and firm performance
by Margaritis, Dimitris & Psillaki, Maria