Journal of Banking & Finance
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2008, Volume 32, Issue 8
- 1661-1676 Demand estimation and consumer welfare in the banking industry
by Dick, Astrid A.
- 1677-1686 Bank capital regulation in a barrier option framework
by Episcopos, Athanasios
- 1687-1698 Decomposing liquidity along the limit order book
by Rakowski, David & Wang Beardsley, Xiaoxin
- 1699-1707 Why 'Basel II' may need a leverage ratio restriction
by Blum, Jürg M.
2008, Volume 32, Issue 7
- 1177-1177 Francesco Paris, the power of the will
by Szego, Giorgio
- 1178-1187 Risk aversion and skewness preference
by Post, Thierry & van Vliet, Pim & Levy, Haim
- 1188-1197 A comparison of MAD and CVaR models with real features
by Angelelli, Enrico & Mansini, Renata & Speranza, M. Grazia
- 1198-1208 Implicit recourse and credit card securitizations: What do fraud losses reveal?
by Vermilyea, Todd A. & Webb, Elizabeth R. & Kish, Andrew A.
- 1209-1220 Determinants of corporate cash holdings: Evidence from spin-offs
by D'Mello, Ranjan & Krishnaswami, Sudha & Larkin, Patrick J.
- 1221-1233 Information shares in the US Treasury market
by Mizrach, Bruce & Neely, Christopher J.
- 1234-1241 Opacity of young businesses: Evidence from rating disagreements
by Hyytinen, Ari & Pajarinen, Mika
- 1242-1254 Flexible inflation targeting and financial stability: Is it enough to stabilize inflation and output?
by Akram, Q. Farooq & Eitrheim, Øyvind
- 1255-1268 Volume and skewness in international equity markets
by Hutson, Elaine & Kearney, Colm & Lynch, Margaret
- 1269-1285 The delivery option in credit default swaps
by Jankowitsch, Rainer & Pullirsch, Rainer & Veza, Tanja
- 1286-1296 Commodity betas with mean reverting output prices
by Hong, Gwangheon & Sarkar, Sudipto
- 1297-1309 Is there cyclical bias in bank holding company risk ratings?
by Curry, Timothy J. & Fissel, Gary S. & Hanweck, Gerald A.
- 1310-1321 Can tax convexity be ignored in corporate financing decisions?
by Sarkar, Sudipto
- 1322-1332 Forecasting foreign exchange rates using idiosyncratic volatility
by Guo, Hui & Savickas, Robert
- 1333-1348 Investor protection and the value effects of bank merger announcements in Europe and the US
by Hagendorff, Jens & Collins, Michael & Keasey, Kevin
- 1349-1362 Emerging market exchange rate exposure
by Chue, Timothy K. & Cook, David
- 1363-1378 Financial market models with Lévy processes and time-varying volatility
by Kim, Young Shin & Rachev, Svetlozar T. & Bianchi, Michele Leonardo & Fabozzi, Frank J.
- 1379-1392 Legal insider trading and market efficiency
by Aktas, Nihat & de Bodt, Eric & Van Oppens, Hervé
- 1393-1403 Interest rate clustering in UK financial services markets
by Ashton, John K. & Hudson, Robert S.
- 1404-1415 Backtesting trading risk of commercial banks using expected shortfall
by Wong, Woon K.
- 1416-1429 A flight to Q? Firm investment and financing in Korea before and after the 1997 financial crisis
by Rousseau, Peter L. & Kim, Jong Hun
2008, Volume 32, Issue 6
- 907-914 Information acquisition, coordination, and fundamentals in a financial crisis
by Nikitin, Maxim & Smith, R. Todd
- 915-929 Bank incentives and suboptimal lending decisions: Evidence from the valuation effect of bank loan announcements in Japan
by Kang, Jun-Koo & Liu, Wei-Lin
- 930-946 The information content of stock split announcements: Do options matter?
by Chern, Keh-Yiing & Tandon, Kishore & Yu, Susana & Webb, Gwendolyn
- 947-960 A tale of two prices: Liquidity and asset prices in multiple markets
by Chan, Justin S.P. & Hong, Dong & Subrahmanyam, Marti G.
- 961-976 Ownership structure, corporate governance and analyst following: A study of French listed firms
by Boubaker, Sabri & Labégorre, Florence
- 977-985 Optimal delegated portfolio management with background risk
by Baptista, Alexandre M.
- 986-994 On Haezendonck risk measures
by Bellini, Fabio & Rosazza Gianin, Emanuela
- 995-1007 Bank stock returns and economic growth
by Cole, Rebel A. & Moshirian, Fariborz & Wu, Qiongbing
- 1008-1021 Regime dependent determinants of credit default swap spreads
by Alexander, Carol & Kaeck, Andreas
- 1022-1035 On measuring synchronization of bulls and bears: The case of East Asia
by Candelon, Bertrand & Piplack, Jan & Straetmans, Stefan
- 1036-1048 Information asymmetry and investment-cash flow sensitivity
by Ascioglu, Asli & Hegde, Shantaram P. & McDermott, John B.
- 1049-1061 Practical methods for measuring and managing operational risk in the financial sector: A clinical study
by Chapelle, Ariane & Crama, Yves & Hübner, Georges & Peters, Jean-Philippe
- 1062-1075 Credit rating dynamics and Markov mixture models
by Frydman, Halina & Schuermann, Til
- 1076-1086 Monetary policy news and exchange rate responses: Do only surprises matter?
by Fatum, Rasmus & Scholnick, Barry
- 1087-1097 Optimal portfolios when volatility can jump
by Branger, Nicole & Schlag, Christian & Schneider, Eva
- 1098-1109 The causal effect of board size in the performance of small and medium-sized firms
by Bennedsen, Morten & Kongsted, Hans Christian & Nielsen, Kasper Meisner
- 1110-1119 Can subordinated debt constrain banks' risk taking?
by Niu, Jijun
- 1120-1132 Are there long-run implications of analyst coverage for IPOs?
by Bradley, Daniel & Chan, Konan & Kim, Joonghyuk & Singh, Ajai
- 1133-1149 Liquidity, default, taxes, and yields on municipal bonds
by Wang, Junbo & Wu, Chunchi & Zhang, Frank X.
- 1150-1160 Unraveling the complex interrelationships between exchange rates and fundamentals
by Murphy, Austin & Zhu, Yun (Ellen)
- 1161-1175 Finance and development: Is Schumpeter's analysis still relevant?
by Bertocco, Giancarlo
2008, Volume 32, Issue 5
- 631-642 Bounds and prices of currency cross-rate options
by Chung, San-Lin & Wang, Yaw-Huei
- 643-653 Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits
by Hwang, Soosung & Keswani, Aneel & Shackleton, Mark B.
- 654-663 Minimum variance hedging when spot price changes are partially predictable
by Ederington, Louis H. & Salas, Jesus M.
- 664-679 The behaviour of the real exchange rate: Evidence from regression quantiles
by Nikolaou, Kleopatra
- 680-698 Do Federal Home Loan Bank membership and advances increase bank risk-taking?
by Stojanovic, Dusan & Vaughan, Mark D. & Yeager, Timothy J.
- 699-713 Asset restructuring strategies in bank acquisitions: Does distance between dealing partners matter?
by Alessandrini, Pietro & Calcagnini, Giorgio & Zazzaro, Alberto
- 714-728 The economic determinants of interest rate option smiles
by Deuskar, Prachi & Gupta, Anurag & Subrahmanyam, Marti G.
- 729-740 Do Euro exchange rates follow a martingale? Some out-of-sample evidence
by Yang, Jian & Su, Xiaojing & Kolari, James W.
- 741-753 Hedge fund pricing and model uncertainty
by Vrontos, Spyridon D. & Vrontos, Ioannis D. & Giamouridis, Daniel
- 754-766 Equity market timing and capital structure: International evidence
by Mahajan, Arvind & Tartaroglu, Semih
- 767-782 Nonlinear mean reversion in stock prices
by Bali, Turan G. & Demirtas, K. Ozgur & Levy, Haim
- 783-794 Do banks overstate their Value-at-Risk?
by Pérignon, Christophe & Deng, Zi Yin & Wang, Zhi Jun
- 795-806 Share reacquisitions, surplus cash, and agency problems
by Oswald, Dennis & Young, Steven
- 807-819 Equity market information, bank holding company risk, and market discipline
by Curry, Timothy J. & Fissel, Gary S. & Hanweck, Gerald A.
- 820-833 An examination of Value Line's long-term projections
by Szakmary, Andrew C. & Conover, C. Mitchell & Lancaster, Carol
- 834-844 Bank efficiency and foreign ownership: Do good institutions matter?
by Lensink, Robert & Meesters, Aljar & Naaborg, Ilko
- 845-857 Executive option exercises and financial misreporting
by Burns, Natasha & Kedia, Simi
- 858-869 What drives credit dollarization in transition economies?
by Luca, Alina & Petrova, Iva
- 870-879 Operational risk
by Jarrow, Robert A.
- 880-891 The value of shorting
by Nilsson, Roland
- 892-905 An analysis of the implications of uncertainty and agency problems on the wealth effects to acquirers of private firms
by Mantecon, Tomas
2008, Volume 32, Issue 4
- 471-471 Financial globalization and growth
by Moshirian, Fariborz
- 472-479 Globalisation, growth and institutions
by Moshirian, Fariborz
- 480-488 Accounting and capital market measures of risk: Evidence from Asian banks during 1998-2003
by Agusman, Agusman & Monroe, Gary S. & Gasbarro, Dominic & Zumwalt, J.K.
- 489-500 The Samuelson hypothesis in futures markets: An analysis using intraday data
by Duong, Huu Nhan & Kalev, Petko S.
- 501-511 Monetary policy transparency and pass-through of retail interest rates
by Liu, Ming-Hua & Margaritis, Dimitri & Tourani-Rad, Alireza
- 512-525 Stock exchange demutualization, self-listing and performance: The case of the Australian Stock Exchange
by Otchere, Isaac & Abou-Zied, Khaled
- 526-540 Is it the weather?
by Jacobsen, Ben & Marquering, Wessel
- 541-558 Momentum profits and time-varying unsystematic risk
by Li, Xiafei & Miffre, Joëlle & Brooks, Chris & O'Sullivan, Niall
- 559-572 "Hot Hands" in bond funds
by Huij, Joop & Derwall, Jeroen
- 573-586 Detecting abnormal credit union performance
by Bauer, Keldon
- 587-599 The informational content of unsolicited ratings
by Behr, Patrick & Güttler, André
- 600-613 Further analysis of the expectations hypothesis using very short-term rates
by Brown, Craig R. & Cyree, Ken B. & Griffiths, Mark D. & Winters, Drew B.
- 614-623 Modelling the term structure of interest rates: An efficient nonparametric approach
by Gómez-Valle, Lourdes & Martinez-Rodriguez, Julia
- 624-629 A note on Chui, Gai and Haldane's "Sovereign liquidity crisis: Analytics and implications for public policy"
by Dreisbach, Dina & Kindermann, Fabian
2008, Volume 32, Issue 3
- 347-359 How do policy and information shocks impact co-movements of China's T-bond and stock markets?
by Li, Xiao-Ming & Zou, Li-Ping
- 360-373 Do improvements in government quality necessarily reduce the incidence of costly sudden stops?
by Honig, Adam
- 374-381 On the empirics of international smoothing
by Asdrubali, Pierfederico & Kim, Soyoung
- 382-392 Optimal pension insurance design
by Døskeland, Trond M. & Nordahl, Helge A.
- 393-404 Investment principles for individual retirement accounts
by Malliaris, A.G. & Malliaris, Mary E.
- 405-419 Does liberalization reduce agency costs? Evidence from the Indian banking sector
by Ghosh, Chinmoy & Harding, John & Phani, B.V.
- 420-433 Cross-listing and liquidity in emerging market stocks
by Silva, Ana Cristina & Chávez, Gonzalo A.
- 434-446 Improving performance of corporate rating prediction models by reducing financial ratio heterogeneity
by Niemann, Martin & Schmidt, Jan Hendrik & Neukirchen, Max
- 447-457 The evolution of the January effect
by Moller, Nicholas & Zilca, Shlomo
- 458-470 Credit booms, monetary integration and the new neoclassical synthesis
by Backé, Peter & Wójcik, Cezary
2008, Volume 32, Issue 2
- 187-198 Asymmetric effect of basis on dynamic futures hedging: Empirical evidence from commodity markets
by Lien, Donald & Yang, Li
- 199-206 Relative deviation metrics and the problem of strategy replication
by Stoyanov, Stoyan V. & Rachev, Svetlozar T. & Ortobelli, Sergio & Fabozzi, Frank J.
- 207-216 The impact of capital market imperfections on investment-cash flow sensitivity
by Agca, Senay & Mozumdar, Abon
- 217-228 Cross-country determinants of bank income smoothing by managing loan-loss provisions
by Fonseca, Ana Rosa & González, Francisco
- 229-239 Optimal strike prices of stock options for effort-averse executives
by Palmon, Oded & Bar-Yosef, Sasson & Chen, Ren-Raw & Venezia, Itzhak
- 240-250 Preferred habitat for liquidity in international short-term interest rates
by Kotomin, Vladimir & Smith, Stanley D. & Winters, Drew B.
- 251-268 Overnight information and stochastic volatility: A study of European and US stock exchanges
by Tsiakas, Ilias
- 269-282 The role of autoregressive conditional skewness and kurtosis in the estimation of conditional VaR
by Bali, Turan G. & Mo, Hengyong & Tang, Yi
- 283-298 Pricing options on scenario trees
by Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A.
- 299-310 Bank failures and bank fundamentals: A comparative analysis of Latin America and East Asia during the nineties using bank-level data
by Arena, Marco
- 311-325 Factorization of European and American option prices under complete and incomplete markets
by Ibáñez, Alfredo
- 326-337 Hedging index exchange traded funds
by Alexander, C. & Barbosa, A.
- 338-345 A note on foreign bank ownership and monitoring: An international comparison
by Bertus, Mark & Jahera Jr., John S. & Yost, Keven
2008, Volume 32, Issue 1
- 1-3 Dynamics of insurance markets: Structure, conduct, and performance in the 21st century
by Cummins, J. David & Dionne, Georges
- 4-14 Insurance market mechanisms and government interventions
by Kessler, Denis
- 15-29 Cross-border M&As in the financial sector: Is banking different from insurance
by Focarelli, Dario & Pozzolo, Alberto Franco
- 30-55 Mergers and acquisitions in the US property-liability insurance industry: Productivity and efficiency effects
by Cummins, J. David & Xie, Xiaoying
- 56-68 Consolidation and value creation in the insurance industry: The role of governance
by Boubakri, Narjess & Dionne, Georges & Triki, Thouraya
- 69-85 On the pricing of intermediated risks: Theory and application to catastrophe reinsurance
by Froot, Kenneth A. & O'Connell, Paul G.J.
- 86-100 Market structure and the efficiency of European insurance companies: A stochastic frontier analysis
by Fenn, Paul & Vencappa, Dev & Diacon, Stephen & Klumpes, Paul & O'Brien, Chris
- 101-115 Reinsurance and corporate taxation in the United Kingdom life insurance industry
by Adams, Mike & Hardwick, Philip & Zou, Hong
- 116-133 Regulator performance, regulatory environment and outcomes: An examination of insurance regulator career incentives on state insurance markets
by Grace, Martin F. & Phillips, Richard D.
- 134-156 State regulation and the structure, conduct, efficiency and performance of US auto insurers
by Weiss, Mary A. & Choi, Byeongyong Paul
- 157-169 "Crises" in medical malpractice insurance: Evidence of excessive price-cutting in the preceding soft market
by Harrington, Scott E. & Danzon, Patricia M. & Epstein, Andrew J.
- 170-186 Providers' affiliation, insurance and collusion
by Bourgeon, Jean-Marc & Picard, Pierre & Pouyet, Jerome
2007, Volume 31, Issue 12
- 3539-3562 Loan underpricing and the provision of merger advisory services
by Allen, Linda & Peristiani, Stavros
- 3563-3583 Joint size and ownership specialization in bank lending
by Delgado, J. & Salas, V. & Saurina, J.
- 3584-3603 An empirical comparison of continuous-time models of implied volatility indices
by Dotsis, George & Psychoyios, Dimitris & Skiadopoulos, George
- 3604-3620 Liquidation triggers and the valuation of equity and debt
by Galai, Dan & Raviv, Alon & Wiener, Zvi
- 3621-3645 Price differences between equity classes. Corporate control, foreign ownership or liquidity?
by Odegaard, Bernt Arne
- 3646-3662 Bidder returns in bancassurance mergers: Is there evidence of synergy?
by Fields, L. Paige & Fraser, Donald R. & Kolari, James W.
- 3663-3679 Credit portfolios: What defines risk horizons and risk measurement?
by Ebnother, Silvan & Vanini, Paolo
- 3680-3697 Theories of bank behavior under capital regulation
by VanHoose, David
- 3698-3719 Traffic light options
by Jorgensen, Peter Lochte
- 3720-3741 Bond durations: Corporates vs. Treasuries
by Kraft, Holger & Munk, Claus
- 3742-3760 Asymmetric information and the mode of entry in foreign credit markets
by Van Tassel, Eric & Vishwasrao, Sharmila
- 3761-3781 Mean-variance portfolio selection with `at-risk' constraints and discrete distributions
by Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu
- 3782-3805 The impact of network size on bank branch performance
by Hirtle, Beverly
- 3806-3821 Trade classification algorithms for electronic communications network trades
by Chakrabarty, Bidisha & Li, Bingguang & Nguyen, Vanthuan & Van Ness, Robert A.
- 3822-3842 Daily mutual fund flows and redemption policies
by Greene, Jason T. & Hodges, Charles W. & Rakowski, David A.
- 3843-3861 Bankruptcy probability changes and the differential informativeness of bond upgrades and downgrades
by Kim, Yongtae & Nabar, Sandeep
- 3862-3884 Banking market conditions and deposit interest rates
by Rosen, Richard J.
- 3885-3900 The cyclical effects of the Basel II capital requirements
by Heid, Frank
- 3901-3903 R.J. Sweeney, Editor, Foreign Exchange Markets (International Library of Critical Writings in Financial Economics), Edward Elgar Publishing Ltd (2005) ISBN 1-84064-831-7 432 pp
by Naszodi, Anna
- 3904-3906 Commodities and Commodity Derivatives, Modeling and Pricing for Agriculturals, Metals and Energy, Helyette Geman, Wiley Finance (2005). 416 pages, ISBN: 978-0-470-01218-5
by Marossy, Zita
- 3907-3908 Elements of the Euro Area - Integrating Financial Markets, J. Berg, M. Grande, F.P. Mongelli, Ashgate Publishing (2005). p. 264, ISBN: 0 7546 4320 4
by Gereben, Aron
2007, Volume 31, Issue 11
- 3251-3268 Equilibrium with investors using a diversity of deviation measures
by Rockafellar, R. Tyrrell & Uryasev, Stan & Zabarankin, M.
- 3269-3290 A model for tax advantages of portfolios with many assets
by Birge, John R. & Yang, Song
- 3291-3310 Incentives and risk taking in hedge funds
by Kouwenberg, Roy & Ziemba, William T.
- 3311-3335 Generalized DEA model of fundamental analysis and its application to portfolio optimization
by Edirisinghe, N.C.P. & Zhang, X.
- 3336-3356 A dynamic model of active portfolio management with benchmark orientation
by Zhao, Yonggan
- 3357-3376 Valuation of synthetic CDOs
by Iscoe, Ian & Kreinin, Alexander
- 3377-3397 Conditions on option prices for absence of arbitrage and exact calibration
by Cousot, Laurent
- 3398-3419 Discrete hedging of American-type options using local risk minimization
by Coleman, Thomas F. & Levchenkov, Dmitriy & Li, Yuying
- 3420-3437 A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model
by Ballestra, Luca Vincenzo & Pacelli, Graziella & Zirilli, Francesco
- 3438-3461 Pricing exotic options with L-stable Pade schemes
by Khaliq, A.Q.M. & Voss, D.A. & Yousuf, M.
- 3462-3485 Spot and derivative pricing in the EEX power market
by Bierbrauer, Michael & Menn, Christian & Rachev, Svetlozar T. & Truck, Stefan
- 3486-3502 Fundamental indexation via smoothed cap weights
by Chen, Chen & Chen, Rong & Bassett, Gilbert W.
- 3503-3523 Covariance complexity and rates of return on assets
by MacLean, Leonard C. & Foster, Michael E. & Ziemba, William T.
- 3524-3538 Financial prediction with constrained tail risk
by Trindade, A. Alexandre & Uryasev, Stan & Shapiro, Alexander & Zrazhevsky, Grigory
- v-vi Editorial
by AitSahlia, Farid
2007, Volume 31, Issue 10
- 2945-2961 The industrial organization of post-trade clearing and settlement
by Milne, Alistair
- 2962-2977 Interlinking securities settlement systems: A strategic commitment?
by Kauko, Karlo
- 2978-3012 Stock exchange business models and their operative performance
by Serifsoy, Baris
- 3013-3033 Guess what: It's the settlements! Vertical integration as a barrier to efficient exchange consolidation
by Koppl, Thorsten V. & Monnet, Cyril
- 3034-3057 Settling for efficiency - A framework for the European securities transaction industry
by Serifsoy, Baris & Wei[ss], Marco
- 3058-3079 Cost efficiency in the European securities settlement and depository industry
by Van Cayseele, Patrick & Wuyts, Christophe
- 3080-3101 Partial acquisitions, the acquisition probability hypothesis, and the abnormal returns to partial targets
by Akhigbe, Aigbe & Martin, Anna D. & Whyte, Ann Marie
- 3102-3124 Consumer expectations and short-horizon return predictability
by Kalotay, Egon & Gray, Philip & Sin, Samantha
- 3125-3144 Yield-factor volatility models
by Perignon, Christophe & Smith, Daniel R.
- 3145-3161 Are current syndicated loan alliances related to past alliances?
by Champagne, Claudia & Kryzanowski, Lawrence
- 3162-3182 Does sovereign debt ratings news spill over to international stock markets?
by Ferreira, Miguel A. & Gama, Paulo M.
- 3183-3199 Implied volatility and future portfolio returns
by Banerjee, Prithviraj S. & Doran, James S. & Peterson, David R.
- 3200-3217 Accounting for distress in bank mergers
by Koetter, M. & Bos, J.W.B. & Heid, F. & Kolari, J.W. & Kool, C.J.M. & Porath, D.
- 3218-3250 Regulatory harmonization and the development of private equity markets
by Cumming, Douglas & Johan, Sofia
2007, Volume 31, Issue 9
- 2571-2590 International asset pricing models and currency risk: Evidence from Finland 1970-2004
by Antell, Jan & Vaihekoski, Mika
- 2591-2611 An analysis of the disposition of assets in a joint venture
by Mantecon, Tomas & Chatfield, Robert E.
- 2612-2631 Do secondary shares in the IPO process have a negative effect on aftermarket performance?
by Brau, James C. & Li, Mingsheng & Shi, Jing
- 2632-2647 Does the choice of performance measure influence the evaluation of hedge funds?
by Eling, Martin & Schuhmacher, Frank
- 2648-2672 The happy story of small business financing
by Vos, Ed & Yeh, Andy Jia-Yuh & Carter, Sara & Tagg, Stephen
- 2673-2694 Do managers time the market? Evidence from open-market share repurchases
by Chan, Konan & Ikenberry, David L. & Lee, Inmoo
- 2695-2710 The trading behavior of institutions and individuals in Chinese equity markets
by Ng, Lilian & Wu, Fei
- 2711-2729 Intraday volume and volatility relations with and without public news
by Darrat, Ali F. & Zhong, Maosen & Cheng, Louis T.W.
- 2730-2750 Privatization as an agency problem: Auctions versus private negotiations
by Fluck, Zsuzsanna & John, Kose & Ravid, S. Abraham
- 2751-2769 Volatility clustering, leverage effects, and jump dynamics in the US and emerging Asian equity markets
by Daal, Elton & Naka, Atsuyuki & Yu, Jung-Suk
- 2770-2795 Quote-based competition, market share, and execution quality in NASDAQ-listed securities
by Chung, Kee H. & Chuwonganant, Chairat
- 2796-2816 Mutual fund flows and investor returns: An empirical examination of fund investor timing ability
by Friesen, Geoffrey C. & Sapp, Travis R.A.
- 2817-2827 A note on the price- and cost structure of retail payment services in the Swedish banking sector 2002
by Guibourg, Gabriela & Segendorff, Bjorn
- 2828-2846 Are there windows of opportunity for convertible debt issuance? Evidence for Western Europe
by Dutordoir, Marie & Van de Gucht, Linda
- 2847-2865 Day-of-the-week effect in the Taiwan foreign exchange market
by Ke, Mei-Chu & Chiang, Yi-Chein & Liao, Tung Liang
- 2866-2885 Japan's banking crisis: An event-study perspective
by Miyajima, Hideaki & Yafeh, Yishay
- 2886-2905 Does post-crisis restructuring decrease the availability of banking services? The case of Turkey
by Evren Damar, H.
- 2906-2924 Centralised order books versus hybrid order books: A paired comparison of trading costs on NSC (Euronext Paris) and SETS (London Stock Exchange)
by Gajewski, Jean-Francois & Gresse, Carole
- 2925-2944 The eurosystem money market auctions: A banking perspective
by Craig, Ben & Fecht, Falko
2007, Volume 31, Issue 8
- 2231-2232 Introduction
by Kaniovski, Y. & Murgia, M. & Pflug, G.
- 2233-2263 Pricing nondiversifiable credit risk in the corporate Eurobond market
by Abaffy, J. & Bertocchi, M. & Dupacova, J. & Moriggia, V. & Consigli, G.
- 2265-2280 Regime switching based portfolio selection for pension funds
by Frauendorfer, Karl & Jacoby, Ulrich & Schwendener, Alvin
- 2281-2302 Using Tucker's theorem of the alternative to simplify, review and expand discrete arbitrage theory
by Kallio, Markku & Ziemba, William T.
- 2303-2323 Risk assessment for credit portfolios: A coupled Markov chain model
by Kaniovski, Y.M. & Pflug, G.Ch.
- 2325-2346 Momentum strategies based on reward-risk stock selection criteria
by Rachev, Svetlozar & Jasic, Teo & Stoyanov, Stoyan & Fabozzi, Frank J.
- 2347-2363 Potential cost synergies from banks acquiring real estate brokerage services
by Lewis, Danielle & Webb, James R.
- 2365-2382 Analyzing joint ventures as corporate control activity
by Slovin, Myron B. & Sushka, Marie E. & Mantecon, Tomas P.
- 2383-2403 Theory and evidence on the dynamic interactions between sovereign credit default swaps and currency options
by Carr, Peter & Wu, Liuren
- 2405-2423 Selecting copulas for risk management
by Kole, Erik & Koedijk, Kees & Verbeek, Marno
- 2425-2451 Asymmetric information and liquidity constraints: A new test
by Holod, Dmytro & Peek, Joe
- 2453-2473 Diversification and the cost of debt of bank holding companies
by Deng, Saiying (Esther) & Elyasiani, Elyas & Mao, Connie X.
- 2475-2492 A simple model of credit contagion
by Egloff, Daniel & Leippold, Markus & Vanini, Paolo
- 2493-2515 Are bank shareholders enemies of regulators or a potential source of market discipline?
by Park, Sangkyun & Peristiani, Stavros
- 2517-2534 Coherent measures of risk from a general equilibrium perspective
by Csoka, Peter & Herings, P. Jean-Jacques & Koczy, Laszlo A.