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Content
2016, Volume 17, Issue C
- 79-87 Real oil prices and the international sign predictability of stock returns
by Pönkä, Harri
- 88-92 Identifying portfolio-based systematic risk factors in equity markets
by Grobys, Klaus & Haga, Jesper
- 93-96 A game-theoretic model of underpricing and over-subscription in Chinese IPO’s
by Geertsema, Paul & Lu, Helen
- 97-102 Are stock market networks non-fractal? Evidence from New York Stock Exchange
by Zeng, Zhi-Jian & Xie, Chi & Yan, Xin-Guo & Hu, Jue & Mao, Zhou
- 103-109 Nonrandom price movements
by Madan, Dilip B. & Wang, King
- 110-117 Global Merger and Acquisition (M&A) activity: 1992–2011
by Yılmaz, Işıl Sevilay & Tanyeri, Başak
- 118-124 Value creation by block acquisitions and the importance of block owner identity
by Mietzner, Mark & Schiereck, Dirk
- 125-134 Risk-on/Risk-off: Financial market response to investor fear
by Smales, L.A.
- 135-140 Mind the gap: Psychological barriers in gold and silver prices
by Lucey, Michael E. & O'Connor, Fergal A.
- 141-145 The entrepreneur's choice of a venture capital firm: Empirical evidence from two VC fund portfolios
by Andrieu, Guillaume & Staglianò, Raffaele
- 146-150 What drives gold demand in central bank's foreign exchange reserve portfolio?
by Ghosh, Amit
- 151-157 Tsallis entropy: Do the market size and liquidity matter?
by Gurdgiev, Constantin & Harte, Gerard
- 158-166 Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators
by Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco
- 167-175 The impact of 2008 financial crisis on the efficiency and contagion of Asian stock markets: A Hurst exponent approach
by Jin, Xiaoye
- 176-185 Closed form valuation of American chained knock-in options
by Han, Heejae & Jeon, Junkee & Kang, Myungjoo
- 186-192 The 11/13 Paris terrorist attacks and stock prices: The case of the international defense industry
by Apergis, Emmanuel & Apergis, Nicholas
- 193-196 Weekday variation in the leverage effect: A puzzle
by Smith, Geoffrey Peter
- 197-210 Dividend payout policies: Evidence from Latin America
by Benavides, Julian & Berggrun, Luis & Perafan, Hector
- 211-217 Credit risk and governance: Evidence from credit default swap spreads
by Akdoğu, Evrim & Alp, Aysun
- 218-221 Is there a financial accelerator in European banking?
by Altunbaş, Yener & Tommaso, Caterina Di & Thornton, John
- 222-226 The impact of political risk on return, volatility and discontinuity: Evidence from the international stock and foreign exchange markets
by Vortelinos, Dimitrios I. & Saha, Shrabani
- 227-234 Capital market frictions and conservative reporting: Evidence from short selling constraints
by Young, Alex
- 235-245 Idiosyncratic risk, private benefits, and the value of family firms
by Roger, Patrick & Schatt, Alain
- 246-250 Do better-capitalized banks lend less? Evidence from European banks
by Altunbaş, Yener & Tommaso, Caterina Di & Thornton, John
- 251-256 The puzzle of 16 days between the ex-dividend and payment dates
by Liu, Jen-Chang & Yeats, Mark & Chang, Jui-Lin
- 257-266 The abrogation of the “Impôt sur les opérations de bourse” did not foster the French stock market
by Capelle-Blancard, Gunther
- 267-274 Investor Sentiment and Sectoral Stock Returns: Evidence from World Cup Games
by CURATOLA, Giuliano & DONADELLI, Michael & KIZYS, Renatas & RIEDEL, Max
- 275-279 Effect of lifetime uncertainty on consumption/investment with luxury bequest motives
by Choi, Sungsub & Kim, Sungjun & Shim, Gyoocheol
- 280-284 Some new results about optimal insurance demand under uncertainty
by Huang, Baoan & Miao, Jianjun & Zhang, Zongliang & Zhao, Dianbo
- 285-289 Do co-opted directors mitigate managerial myopia? Evidence from R&D investments
by Chintrakarn, Pandej & Jiraporn, Pornsit & Sakr, Sameh & Lee, Sang Mook
2016, Volume 16, Issue C
- 1-10 How functional and geographic diversification affect bank profitability during the crisis
by Brighi, Paola & Venturelli, Valeria
- 11-18 Financial openness, domestic financial development and credit ratings
by Andreasen, Eugenia & Valenzuela, Patricio
- 19-27 Bequest motive and incentive to retire: Consumption, investment, retirement, and life insurance strategies
by Lim, Byung Hwa & Kwak, Minsuk
- 28-37 Financial and real sector returns, IMF-related news, and the Asian crisis
by Kutan, Ali M. & Muradoğlu, Yaz G.
- 38-46 Echo effects and the returns from 52-week high strategies
by Chen, An-Sing & Yang, Wayne
- 47-54 Competing by conducting good deeds: The peer effect of corporate social responsibility
by Liu, Sibo & Wu, Dejun
- 55-65 The effect of CEO departure on target firms’ post-takeover performance: Evidence from not-delisting target firms
by Demirtas, Gul & Simsir, Serif Aziz
- 66-74 Synergy or downward competition? Interactions between small credit institutions in local markets
by Kozłowski, Łukasz
- 75-84 Efficient estimation of unconditional capital by Monte Carlo simulation
by Ferrer, Alex & Casals, José & Sotoca, Sonia
- 85-92 Bitcoin, gold and the dollar – A GARCH volatility analysis
by Dyhrberg, Anne Haubo
- 93-102 Enhanced index tracking optimal portfolio selection
by de Paulo, Wanderlei Lima & de Oliveira, Estela Mara & do Valle Costa, Oswaldo Luiz
- 103-111 A DCC-GARCH multi-population mortality model and its applications to pricing catastrophic mortality bonds
by Wang, Zihe & Li, Johnny Siu-Hang
- 112-124 Retirement with risk aversion change and borrowing constraints
by Jang, Bong-Gyu & Lee, Ho-Seok
- 125-131 Commonality in liquidity: Effects of monetary policy and macroeconomic announcements
by Sensoy, Ahmet
- 132-138 Credit-implied forward volatility and volatility expectations
by Byström, Hans
- 139-144 Hedging capabilities of bitcoin. Is it the virtual gold?
by Dyhrberg, Anne Haubo
- 145-153 Inflation targeting in developing countries revisited
by Thornton, John
- 154-161 Risk-adjusting the returns of private equity using the CAPM and multi-factor extensions
by Buchner, Axel
- 162-170 Long-term perspective on the stock market matters in asset pricing
by Park, Heungju & Sohn, Bumjean
- 171-178 Socially responsible, green, and faith-based investment strategies: Screening activity matters!
by Lesser, Kathrin & Rößle, Felix & Walkshäusl, Christian
- 179-189 Adoption of the International Financial Reporting Standards (IFRS) on companies’ financing structure in emerging economies
by dos Santos, Marco Aurélio & Fávero, Luiz Paulo Lopes & Distadio, Luiz Fernando
- 190-195 Socially (ir)responsible investing? The performance of the VICEX Fund from a business cycle perspective
by Soler-Domínguez, Amparo & Matallín-Sáez, Juan Carlos
- 196-207 A parsimonious quantile regression model to forecast day-ahead value-at-risk
by Haugom, Erik & Ray, Rina & Ullrich, Carl J. & Veka, Steinar & Westgaard, Sjur
- 208-219 Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy
by Lian, Yu-Min & Chen, Jun-Home & Liao, Szu-Lang
- 220-229 Pricing options under the non-affine stochastic volatility models: An extension of the high-order compact numerical scheme
by Shi, Guangping & Liu, Xiaoxing & Tang, Pan
- 230-238 Optimal rates from eigenvalues
by Carr, Peter & Worah, Pratik
- 239-247 Openness endangers your wealth: Noise trading and the big five
by Kleine, Jens & Wagner, Niklas & Weller, Tim
- 248-254 A note on why doesn't the choice of performance measure matter?
by Guo, Biao & Xiao, Yugu
- 255-267 On the performance of simple trading rules derived from the fractal dynamics of gold and silver price fluctuations
by Auer, Benjamin R.
- 268-274 How do independent directors view powerful CEOs? Evidence from a quasi-natural experiment
by Jiraporn, Pornsit & Jumreornvong, Seksak & Jiraporn, Napatsorn & Singh, Simran
- 275-282 Overseas market shocks and VKOSPI dynamics: A Markov-switching approach
by Song, Wonho & Ryu, Doojin & Webb, Robert I.
- 283-289 The betting against beta anomaly: Fact or fiction?
by Buchner, Axel & Wagner, Niklas
- 290-300 On the structural estimation of an optimal portfolio rule
by Castañeda, Pablo & Devoto, Benjamín
2015, Volume 15, Issue C
- 1-10 Measuring the impact of extreme observations on CAPM alphas: Some methodological issues
by De Moor, Lieven & Sercu, Piet
- 11-17 A note on minimum riskiness hedge ratio
by Ehsani, Sina & Lien, Donald
- 18-30 How integrated is the European carbon derivatives market?
by Mazza, Paolo & Petitjean, Mikael
- 31-40 Fama–MacBeth two-pass regressions: Improving risk premia estimates
by Bai, Jushan & Zhou, Guofu
- 41-48 Testing the expectations hypothesis for the Eurozone: A nonlinear cointegration analysis
by Araç, Ayşen & Yalta, A. Yasemin
- 49-58 Granger causality and systemic risk
by Balboa, Marina & López-Espinosa, Germán & Rubia, Antonio
- 59-67 Intermediate-term momentum and credit rating
by Haga, Jesper
- 68-77 Predicting volatility of the Shanghai silver futures market: What is the role of the U.S. options market?
by Luo, Xingguo & Ye, Zinan
- 78-84 A simple and general approach to fitting the discount curve under no-arbitrage constraints
by Fengler, Matthias R. & Hin, Lin-Yee
- 85-92 Capital market seasonality: The curious case of large foreign stocks
by Guan, Xian & Saxena, Konark
- 93-98 Diversification discount over the long run: New perspectives
by Mazur, Mieszko & Zhang, Shage
- 99-105 Economic policy uncertainty and stock market volatility
by Liu, Li & Zhang, Tao
- 106-114 Minimizing the expected lifetime spent in drawdown under proportional consumption
by Angoshtari, Bahman & Bayraktar, Erhan & Young, Virginia R.
- 115-124 Cultural differences and the structure of loan syndicates
by Kleimeier, Stefanie & Chaudhry, Sajid M.
- 125-132 Quadratic hedging strategies for volatility swaps
by Wang, Xingchun & Fu, Jianping & Wang, Guanying & Wang, Yongjin
- 133-137 Cointegration of the prices of gold and silver: RALS-based evidence
by Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian
- 138-145 Equilibrium option pricing: A Monte Carlo approach
by Buchner, Axel
- 146-159 Portfolio selection with independent component analysis
by Hitaj, Asmerilda & Mercuri, Lorenzo & Rroji, Edit
- 160-166 Cross-listing decisions and the foreign bias of investors
by Dodd, Olga & Frijns, Bart
- 167-174 Does individual-stock skewness/coskewness reflect portfolio risk?
by Kim, Thomas
- 175-186 Sample dependency during unconditional credit capital estimation
by Ferrer, Alex & Casals, José & Sotoca, Sonia
- 187-194 Analyst recommendations and volatility in a rising, falling, and crisis equity market
by Corbet, Shaen & Dowling, Michael & Cummins, Mark
- 195-207 Longevity bond pricing under the threshold CIR model
by Dong, Fangyuan & Wong, Hoi Ying
- 208-214 Unique equilibrium in a model of takeovers involving block trades and tender offers
by Oh, Frederick Dongchuhl & Baek, Sangkyu
- 215-220 The pricing of embedded lease options
by Amédée-Manesme, Charles-Olivier & des Rosiers, François & Grégoire, Philippe
- 221-231 The impacts of institutional and individual investors on the price discovery in stock index futures market: Evidence from China
by Xu, Feng & Wan, Difang
- 232-238 Credit contagion and competitive effects of bond rating downgrades along the supply chain
by Chang, Jung-Hsien & Hung, Mao-Wei & Tsai, Feng-Tse
- 239-245 The political risk factor in emerging, frontier, and developed stock markets
by Dimic, Nebojsa & Orlov, Vitaly & Piljak, Vanja
- 246-256 Capital cyclicality, conditional coverage and long-term capital assessment
by Ferrer, Alex & Casals, José & Sotoca, Sonia
- 257-265 Stock return predictability in South Africa: The role of major developed markets
by Wen, Yi-Chieh & Lin, Philip T. & Li, Bin & Roca, Eduardo
- 266-273 Investor sentiment and portfolio selection
by Fu, Chengbo & Jacoby, Gady & Wang, Yan
2015, Volume 14, Issue C
- 1-10 Asymptotic expansion of European options with mean-reverting stochastic volatility dynamics
by Hu, Jun & Kanniainen, Juho
- 11-19 Should Islamic investors consider SRI criteria in their investment strategies?
by Erragraguy, Elias & Revelli, Christophe
- 20-28 Block-ownership structure, bank nominee director and crash-risk
by Chauhan, Yogesh & Wadhwa, Kavita & Syamala, Sudhakar Reddy & Goyal, Abhinav
- 29-35 Does CSR have different value implications for different shareholders?
by Chen, Ester & Gavious, Ilanit
- 36-44 The benefits of combining seasonal anomalies and technical trading rules
by Gebka, Bartosz & Hudson, Robert S. & Atanasova, Christina V.
- 45-55 Pricing American options under the constant elasticity of variance model: An extension of the method by Barone-Adesi and Whaley
by Ballestra, Luca Vincenzo & Cecere, Liliana
- 56-63 On corporate capital structure adjustments
by Dang, Viet Anh & Garrett, Ian
- 64-68 Do scholars in Economics and Finance react to alphabetical discrimination?
by Kadel, Annke & Walter, Andreas
- 69-75 An analysis of loan loss provisioning behaviour in Vietnamese banking
by Bryce, Cormac & Dadoukis, Aristeidis & Hall, Maximilian & Nguyen, Linh & Simper, Richard
- 76-86 Optimal investment of private equity
by Liu, Yang & Yang, Jinqiang
- 87-92 Technology upgrades in emerging equity markets: Effects on liquidity and trading activity
by Yılmaz, Mustafa Kemal & Erdem, Orhan & Eraslan, Veysel & Arık, Evren
- 93-103 Equity returns of distressed equity issuers
by Park, James L.
- 104-110 Role of single largest investors: Examples of mutual funds and acquisitions
by Bi, XiaoGang & Wang, Danni
- 111-116 Investor attention to the Eurozone crisis and herding effects in national bank stock indexes
by Peltomäki, Jarkko & Vähämaa, Emilia
- 117-127 Price strategies in a vertically differentiated mutual fund market
by Lemeunier, Sébastien M. & Charléty, Patricia
- 128-134 Intraday exchange rate volatility transmissions across QE announcements
by Kenourgios, Dimitris & Papadamou, Stephanos & Dimitriou, Dimitrios
- 135-141 Does gender diverse board mean less earnings management?
by Kyaw, Khine & Olugbode, Mojisola & Petracci, Barbara
- 142-149 A comparison of the convenience yield and interest-adjusted basis
by Fouquau, Julien & Six, Pierre
- 150-159 A compensation scheme for optimal investment decisions
by Cardoso, David & Pereira, Paulo J.
- 160-166 Eurozone network “Connectedness” after fiscal year 2008
by Cimini, Riccardo
- 167-177 Credit rationing for Portuguese SMEs
by Farinha, Luísa & Félix, Sónia
- 178-187 The optimal pricing of a market maker in a heterogeneous agent economy
by Guo, Bin & Zhang, Wei & Chen, Shu-Heng & Zhang, Yongjie
2015, Volume 13, Issue C
- 1-9 Rational speculative bubbles in the US stock market and political cycles
by Wang, Miao & Wong, M. C. Sunny
- 10-16 Effects of macroeconomic uncertainty on the stock and bond markets
by Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun
- 17-28 Investment, firm performance and securitization: Evidence from industrial companies
by Riachi, Ilham & Schwienbacher, Armin
- 29-35 A simple model of market valuation and trend reversion for U.S. equities: 100 Years of bubbles, non-bubbles, and inverse-bubbles
by Godek, Paul E.
- 36-44 The intrinsic bounds on the risk premium of Markovian pricing kernels
by Han, Jihun & Park, Hyungbin
- 45-53 What drives gold returns? A decision tree analysis
by Malliaris, A.G. & Malliaris, Mary
- 54-65 Modelling default risk with occupation times
by Makarov, R. & Metzler, A. & Ni, Z.
- 66-73 Net payout return: An alternative to the traditional returns approach based on dividends and share repurchases
by Brawn, Derek & Sevǐc, Aleksandar
- 74-80 Are emerging MENA stock markets mean reverting? A Monte Carlo simulation
by Neaime, Simon
- 81-89 The mispricing of socially ambiguous grey stocks
by Lam, Swee-Sum & Zhang, Weina & Jacob, Gabriel Henry
- 90-96 Revisiting the earnings–price effect: The importance of future earnings
by Chen, Li-Wen & Yu, Hsin-Yi & Huang, Hsu-Huei
- 97-104 Testing equality of modified Sharpe ratios
by Ardia, David & Boudt, Kris
- 105-112 Does corporate governance influence corporate risk-taking? Evidence from the Institutional Shareholders Services (ISS)
by Jiraporn, Pornsit & Chatjuthamard, Pattanaporn & Tong, Shenghui & Kim, Young Sang
- 113-124 The investment management for a downside-protected equity-linked annuity under interest rate risk
by Han, Nan-Wei & Hung, Mao-Wei
- 125-129 Stock market interdependence between China and the world: A multi-factor R-squared approach
by He, Hongbo & Chen, Shou & Yao, Shujie & Ou, Jinghua
- 130-136 Player absence and betting lines in the NBA
by Dare, William H. & Dennis, Steven A. & Paul, Rodney J.
- 137-147 Volatility spillovers in the European bank CDS market
by Alemany, Aida & Ballester, Laura & González-Urteaga, Ana
- 148-154 Determining the economic value of ambiguous loan portfolios
by Parnes, Dror
- 155-162 Strategic coordination in forecasting – An experimental study
by Meub, Lukas & Proeger, Till & Bizer, Kilian & Spiwoks, Markus
- 163-171 Political risk, investor attention and the Scottish Independence referendum
by Acker, Daniella & Duck, Nigel W.
- 172-178 Predicting the equity premium with the demand for gold coins and bars
by Baur, Dirk G. & Löffler, Gunter
- 179-187 Investment timing and capital structure with loan guarantees
by Xiang, Hua & Yang, Zhaojun
- 188-195 Innovation in pyramidal ownership structures
by Gavious, Ilanit & Hirsh, Nimrod & Kaufman, Dan
- 196-204 Predicting severe simultaneous bear stock markets using macroeconomic variables as leading indicators
by Wu, Shue-Jen & Lee, Wei-Ming
- 205-213 Security analysts’ target prices and takeover premiums
by Gerritsen, Dirk F.
- 214-224 Bank insolvency risk and Z-score measures: A refinement
by Lepetit, Laetitia & Strobel, Frank
- 225-233 Higher order comoments of multifactor models and asset allocation
by Boudt, Kris & Lu, Wanbo & Peeters, Benedict
- 234-242 The similarity of ECB’s communication
by Amaya, Diego & Filbien, Jean-Yves
- 243-257 The instability of the Pearson correlation coefficient in the presence of coincidental outliers
by Kim, Yunmi & Kim, Tae-Hwan & Ergün, Tolga
2015, Volume 12, Issue C
- 2-10 A common jump factor stochastic volatility model
by Laurini, Márcio Poletti & Mauad, Roberto Baltieri
- 11-16 Compensation and competition for talent: Evidence from the financial industry
by Giannetti, Mariassunta & Metzger, Daniel
- 17-22 Cross-sectional anomalies and volatility risk in different economic and market cycles
by Peltomäki, Jarkko & Äijö, Janne
- 23-37 Detecting structural changes using wavelets
by Yazgan, M. Ege & Özkan, Harun
- 38-47 Testing for asymmetric causality between U.S. equity returns and commodity futures returns
by Nguyen, Duc Khuong & Sousa, Ricardo M. & Uddin, Gazi Salah
- 48-57 A regret theory of capital structure
by Wong, Kit Pong
- 58-66 Weakening the Gain–Loss-Ratio measure to make it stronger
by Voelzke, Jan
- 67-76 Stochastic volatility and leverage: Application to a panel of S&P500 stocks
by Ozturk, Serda Selin & Richard, Jean-Francois
- 77-91 Long memory and the relation between options and stock prices
by Huang, Teng-Ching & Tu, Yu-Chen & Chou, Heng-Chih
- 92-99 Time variation in the relative importance of permanent and transitory components in the U.S. housing market
by Kishor, N. Kundan & Kumari, Swati & Song, Suyong
- 100-108 Currency competition between the dollar and euro: Evidence from exchange rate behaviors
by Eun, Cheol S. & Kim, Soo-Hyun & Lee, Kyuseok
- 109-116 Estimating the effect of entrenched boards on firm value using geographic identification
by Chintrakarn, Pandej & Jiraporn, Pornsit & Tong, Shenghui & Chatjuthamard, Pattanaporn
- 117-133 Conditional Sharpe Ratios
by Chow, Victor & Lai, Christine W.
2014, Volume 11, Issue 4
- 319-325 Can analysts predict rallies better than crashes?
by Medovikov, Ivan
- 326-331 Insurance demand and first-order risk increases under (μ,σ)-preferences revisited
by Eichner, Thomas & Wagener, Andreas
- 332-340 Hedging house price risk with futures contracts after the bubble burst
by Schorno, Patrick J. & Swidler, Steve M. & Wittry, Michael D.
- 341-348 Is gold a safe haven against equity market investment in emerging and developing countries?
by Gürgün, Gözde & Ünalmış, İbrahim
- 349-361 Reward for failure and executive compensation in institutional investors
by Loyola, Gino & Portilla, Yolanda
- 362-368 Sell in May and Go Away: Evidence from China
by Guo, Biao & Luo, Xingguo & Zhang, Ziding
- 369-374 Investing in gold: Individual asset risk in the long run
by Michis, Antonis A.
- 375-384 A sovereign risk index for the Eurozone based on stochastic dominance
by Agliardi, Elettra & Pinar, Mehmet & Stengos, Thanasis
- 385-397 The structure of equity markets across countries: Scarcity and stock valuations
by Braun, Matías
- 398-409 Macroeconomic conditions and a firm’s investment decisions
by Jeon, Haejun & Nishihara, Michi
- 410-419 Constructing a financial fragility index for emerging countries
by Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk
- 420-428 Overnight information flow and realized volatility forecasting
by Todorova, Neda & Souček, Michael
- 429-436 Optimal portfolio choice for investors with industry-specific labor income risks
by Tsai, Hui-Ju & Wu, Yangru
- 437-445 A sequential pricing framework for corporate securities: The case of rating-trigger step-up/-down bonds
by Bank, Matthias & Kupfer, Alexander
- 446-453 European business cycles and stock return predictability
by Zhu, Yanjian & Zhu, Xiaoneng
- 454-462 Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX
by Onan, Mustafa & Salih, Aslihan & Yasar, Burze
- 463-469 Do investors hold that they know? Impact of familiarity bias on investor’s reluctance to realize losses: Experimental approach
by Bulipopova, Ekaterina & Zhdanov, Vladislav & Simonov, Artem
2014, Volume 11, Issue 3
- 183-193 Computing present values: Capital budgeting done correctly
by Jarrow, Robert
- 194-202 Improved method for static replication under the CEV model
by Tsai, Wei-Che
- 203-212 Unconventional monetary policies and the corporate bond market
by Guidolin, Massimo & Orlov, Alexei G. & Pedio, Manuela
- 213-218 Foreign exchange customers and dealers: Who’s driving whom?
by Gradojevic, Nikola
- 219-223 Insurance demand and first order risk increases under (μ,σ)-preferences
by Bonilla, Claudio A. & Ruiz, Jose L.
- 224-230 Credit risk assessment of fixed income portfolios using explicit expressions
by Pagnoncelli, Bernardo K. & Cifuentes, Arturo
- 231-237 The bond–stock mix under time-varying interest rates and predictable stock returns
by Leirvik, Thomas
- 238-246 Stabilizing the market with short sale constraint? New evidence from price jump activities
by Yeh, Jin-Huei & Chen, Lien-Chuan
- 247-253 Explaining breakdowns in interbank lending: A bilateral bargaining model
by Vollmer, Uwe & Wiese, Harald
- 254-258 Long-term government bond yields and macroeconomic fundamentals: Evidence for Greece during the crisis-era
by Chionis, Dionysios & Pragidis, Ioannis & Schizas, Panagiotis
- 259-271 Bankruptcy risk induced by career concerns of regulators
by Cole, John A. & Cadogan, Godfrey
- 272-281 The influence of moral hazard on investment in financially constrained and unconstrained firms
by Keefe, Michael O’Connor & Kieschnick, Robert
- 282-288 A new strategy using term-structure dynamics of commodity futures
by Kim, Soo-Hyun & Kang, Hyoung-Goo
- 289-294 The effect of CEO luck on the informativeness of stock prices: Do lucky CEOs improve stock price informativeness?
by Chintrakarn, Pandej & Jiraporn, Pornsit & Jiraporn, Napatsorn
- 295-302 Shortage function and portfolio selection: On some special cases and extensions
by Briec, Walter & Oms, Laurence & Paget-Blanc, Eric
- 303-317 The value premium, aggregate risk innovations, and average stock returns
by Lindaas, Knut F. & Simlai, Prodosh
2014, Volume 11, Issue 2
- 64-73 Overconfidence, risk perception and the risk-taking behavior of finance professionals
by Broihanne, M.H. & Merli, M. & Roger, P.
- 74-83 The cost of firms’ debt financing and the global financial crisis
by Pianeselli, Daniele & Zaghini, Andrea
- 84-90 Board directors’ preferences – What are good aggregation rules?
by Duran, Mihael
- 91-103 Upfront versus rating contingent fees: Implications for rating quality
by Ozerturk, Saltuk
- 104-111 Gender heterogeneity in the sell-side analyst recommendation issuing process
by Bosquet, Katrien & de Goeij, Peter & Smedts, Kristien
- 112-121 Are stock markets really so inefficient? The case of the “Halloween Indicator”
by Dichtl, Hubert & Drobetz, Wolfgang
- 122-130 News sentiment and the investor fear gauge
by Smales, Lee A.
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