Journal of Banking & Finance
2016, Volume 71, Issue C
- 1-19 Excess value and restructurings by diversified firms
by Hovakimian, Gayané
- 20-36 The predictive performance of commodity futures risk factors
by Ahmed, Shamim & Tsvetanov, Daniel
- 37-49 Voluntary monthly earnings disclosures and analyst behavior
by Tsao, Shou-Min & Lu, Hsueh-Tien & Keung, Edmund C.
- 50-61 Stock returns and future tense language in 10-K reports
by Karapandza, Rasa
- 62-74 Reducing the impact of real estate foreclosures with Amortizing Participation Mortgages
by Wojakowski, Rafal M. & Ebrahim, M. Shahid & Shackleton, Mark B.
- 75-94 Sensitivity to investor sentiment and stock performance of open market share repurchases
by Liang, Woan-lih
- 95-108 Limited deposit insurance coverage and bank competition
by Shy, Oz & Stenbacka, Rune & Yankov, Vladimir
- 109-118 Do traders strategically time their pledges during real-world Walrasian auctions?
by Eaves, James & Williams, Jeffrey & Power, Gabriel J.
- 119-132 The pricing of different dimensions of liquidity: Evidence from government guaranteed bonds
by Black, Jeffrey R. & Stock, Duane & Yadav, Pradeep K.
- 133-153 State ownership, cross-border acquisition, and risk-taking: Evidence from China’s banking industry
by Zhu, Wenyu & Yang, Jiawen
- 154-167 Product diversification and bank performance: Does ownership structure matter?
by Saghi-Zedek, Nadia
- 168-182 US bank credit spreads during the financial crisis
by Spencer, Peter
- 183-205 Derivatives usage, securitization, and the crash sensitivity of bank stocks
by Trapp, Rouven & Weiß, Gregor N.F.
- 206-226 Market makers’ optimal price-setting policy for exchange-traded certificates
by Baller, Stefanie & Entrop, Oliver & McKenzie, Michael & Wilkens, Marco
- 227-239 Bullish/bearish/neutral strategies under short sale restrictions
by Bae, Kwangil & Kang, Jangkoo & Lee, Soonhee
2016, Volume 70, Issue C
- 1-22 Extreme risk modeling: An EVT–pair-copulas approach for financial stress tests
by Koliai, Lyes
- 23-37 Characteristics-based portfolio choice with leverage constraints
by Ammann, Manuel & Coqueret, Guillaume & Schade, Jan-Philip
- 38-54 CEO inside debt and corporate debt maturity structure
by Dang, Viet A. & Phan, Hieu V.
- 55-69 Predictability in bond returns using technical trading rules
by Shynkevich, Andrei
- 70-85 Religiosity and the cost of debt
by Chen, Hanwen & Huang, Henry He & Lobo, Gerald J. & Wang, Chong
- 86-104 Qualified residential mortgages and default risk
by Floros, Ioannis & White, Joshua T.
- 105-117 Does institutional shareholder activism stimulate corporate information flow?
by Prevost, Andrew K. & Wongchoti, Udomsak & Marshall, Ben R.
- 118-136 Systematic limited arbitrage and the cross-section of stock returns: Evidence from exchange traded funds
by DeLisle, R. Jared & McTier, Brian C. & Smedema, Adam R.
- 137-159 Greed or good deeds: An examination of the relation between corporate social responsibility and the financial performance of U.S. commercial banks around the financial crisis
by Cornett, Marcia Millon & Erhemjamts, Otgontsetseg & Tehranian, Hassan
- 160-176 Does director-level reputation matter? Evidence from bank loan contracting
by Lin, Zhijun & Song, Byron Y. & Tian, Zhimin
- 177-192 Does Basel II affect the market valuation of discretionary loan loss provisions?
by Hamadi, Malika & Heinen, Andréas & Linder, Stefan & Porumb, Vlad-Andrei
- 193-213 Risk protection from risky collateral: Evidence from the euro bond market
by Helberg, Stig & Lindset, Snorre
- 214-234 Are there exploitable trends in commodity futures prices?
by Han, Yufeng & Hu, Ting & Yang, Jian
- 235-246 Myopic loss aversion and stock investments: An empirical study of private investors
by Lee, Boram & Veld-Merkoulova, Yulia
- 247-264 The information role of advisors in mergers and acquisitions: Evidence from acquirers hiring targets’ ex-advisors
by Chang, Xin & Shekhar, Chander & Tam, Lewis H.K. & Yao, Jiaquan
2016, Volume 69, Issue S1
- S10-S24 How capital regulation and other factors drive the role of shadow banking in funding short-term business credit
by Duca, John V.
- S25-S34 Bank size, capital, and systemic risk: Some international evidence
by Laeven, Luc & Ratnovski, Lev & Tong, Hui
- S35-S55 Assessing financial stability: The Capital and Loss Assessment under Stress Scenarios (CLASS) model
by Hirtle, Beverly & Kovner, Anna & Vickery, James & Bhanot, Meru
- S56-S69 Banks and capital requirements: Channels of adjustment
by Cohen, Benjamin H. & Scatigna, Michela
2016, Volume 69, Issue C
- 1-19 National culture and the cost of debt
by Chui, Andy C.W. & Kwok, Chuck C.Y. & (Stephen) Zhou, Gaoguang
- 20-36 Structure and estimation of Lévy subordinated hierarchical Archimedean copulas (LSHAC): Theory and empirical tests
by Zhu, Wenjun & Wang, Chou-Wen & Tan, Ken Seng
- 37-51 Local bank competition and small business lending after the onset of the financial crisis
by Sääskilahti, Jaakko
- 52-71 Stock ownership guidelines for CEOs: Do they (not) meet expectations?
by Benson, Bradley W. & Lian, Qin & Wang, Qiming
- 72-83 Jump and variance risk premia in the S&P 500
by Neumann, Maximilian & Prokopczuk, Marcel & Wese Simen, Chardin
- 84-94 Information stages in efficient markets
by AitSahlia, Farid & Yoon, Joon-Hui
- 95-107 Do corporate policies follow a life-cycle?
by Faff, Robert & Kwok, Wing Chun & Podolski, Edward J. & Wong, George
- 108-120 Multiperiod portfolio optimization with multiple risky assets and general transaction costs
by Mei, Xiaoling & DeMiguel, Victor & Nogales, Francisco J.
2016, Volume 68, Issue C
- 1-11 Financial development and the effectiveness of monetary policy
by Ma, Yong & Lin, Xingkai
- 12-28 Why do traders choose dark markets?
by Garvey, Ryan & Huang, Tao & Wu, Fei
- 29-46 Credit and liquidity in interbank rates: A quadratic approach
by Dubecq, Simon & Monfort, Alain & Renne, Jean-Paul & Roussellet, Guillaume
- 47-56 Out of sight, out of mind? On the risk of sub-custodian structures
by Droll, Thomas & Podlich, Natalia & Wedow, Michael
- 57-68 Profit shifting and tax response of multinational banks
by Merz, Julia & Overesch, Michael
- 69-83 Voluntary disclosure of corporate venture capital investments
by Mohamed, Abdulkadir & Schwienbacher, Armin
- 84-99 Pricing effects when competitors arrive: The case of discount certificates in Germany
by Schertler, Andrea
- 100-116 The impact of news articles and corporate disclosure on credit risk valuation
by Tsai, Feng-Tse & Lu, Hsin-Min & Hung, Mao-Wei
- 117-130 Foster–Hart optimal portfolios
by Anand, Abhinav & Li, Tiantian & Kurosaki, Tetsuo & Kim, Young Shin
- 131-152 Earnings management, capital structure, and the role of institutional environments
by An, Zhe & Li, Donghui & Yu, Jin
- 153-161 Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality?
by Isshaq, Zangina & Faff, Robert
- 162-178 An index-based measure of liquidity
by Chacko, George & Das, Sanjiv & Fan, Rong
- 179-194 Financial constraints and international trade with endogenous mode of competition
by Bouët, Antoine & Vaubourg, Anne-Gaël
- 195-215 How does pricing affect investors’ product choice? Evidence from the market for discount certificates
by Entrop, Oliver & Fischer, Georg & McKenzie, Michael & Wilkens, Marco & Winkler, Christoph
- 216-235 TARP and the long-term perception of risk
by Semaan, Elias & Drake, Pamela Peterson
- 236-250 Long-term industry reversals
by Wu, Yuliang & Mazouz, Khelifa
- 251-265 The social costs and benefits of too-big-to-fail banks: A “bounding” exercise
by Boyd, John H. & Heitz, Amanda
- 266-278 On stability of operational risk estimates by LDA: From causes to approaches
by Zhou, Xiaoping & Durfee, Antonina V. & Fabozzi, Frank J.
2016, Volume 67, Issue C
- 1-11 Currency momentum, carry trade, and market illiquidity
by Orlov, Vitaly
- 12-22 Early-stage entrepreneurial financing: A signaling perspective
by Kim, Jin-Hyuk & Wagman, Liad
- 23-36 Effect of the Basel Accord capital requirements on the loan-loss provisioning practices of Australian banks
by Cummings, James R. & Durrani, Kassim J.
- 37-52 Credit spread variability in the U.S. business cycle: The Great Moderation versus the Great Recession
by Hollander, Hylton & Liu, Guangling
- 53-68 Family control and loan collateral: Evidence from China
by Pan, Xiaofei & Tian, Gary Gang
- 69-84 The effect of social screening on bond mutual fund performance
by Henke, Hans-Martin
- 85-102 Evaluating the robustness of UK term structure decompositions using linear regression methods
by Malik, Sheheryar & Meldrum, Andrew
- 103-118 What do asset prices have to say about risk appetite and uncertainty?
by Bekaert, Geert & Hoerova, Marie
- 119-134 Systematic multi-period stress scenarios with an application to CCP risk management
by De Genaro, Alan
- 135-145 Estimating the risk-return trade-off with overlapping data inference
by Hedegaard, Esben & Hodrick, Robert J.
2016, Volume 66, Issue C
- 1-18 Financial distress and the Malaysian dual baking system: A dynamic slacks approach
by Wanke, Peter & Azad, Md. Abul Kalam & Barros, Carlos Pestana
- 19-34 Pricing and hedging of derivatives in contagious markets
by Kokholm, Thomas
- 35-52 The determinants of global bank lending: Evidence from bilateral cross-country data
by Aysun, Uluc & Hepp, Ralf
- 53-65 Seasonal Stochastic Volatility: Implications for the pricing of commodity options
by Arismendi, Juan C. & Back, Janis & Prokopczuk, Marcel & Paschke, Raphael & Rudolf, Markus
- 66-78 Multiple blockholders, power, and firm value
by Basu, Nilanjan & Paeglis, Imants & Rahnamaei, Mohammad
- 79-88 The level effect of bank lending standards on business lending
by van der Veer, Koen J.M. & Hoeberichts, Marco M.
- 89-101 Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests
by Choudhry, Taufiq & Papadimitriou, Fotios I. & Shabi, Sarosh
- 102-125 Does deposit insurance retard the development of non-bank financial markets?
by Bergbrant, Mikael C. & Campbell, Kaysia T. & Hunter, Delroy M. & Owers, James E.
- 126-142 Does the buck stop here? A comparison of withdrawals from money market mutual funds with floating and constant share prices
by Witmer, Jonathan
- 143-161 Do banks actively manage their liquidity?
by DeYoung, Robert & Jang, Karen Y.
2016, Volume 65, Issue C
- 1-26 The informational content of the embedded deflation option in TIPS
by Grishchenko, Olesya V. & Vanden, Joel M. & Zhang, Jianing
- 27-40 When does the stock market listen to economic news? New evidence from copulas and news wires
by Medovikov, Ivan
- 41-58 Too-international-to-fail? Supranational bank resolution and market discipline
by Górnicka, Lucyna A. & Zoican, Marius A.
- 59-75 The role of bank relationships when firms are financially distressed
by Höwer, Daniel
- 76-90 The MAX effect: An exploration of risk and mispricing explanations
by Zhong, Angel & Gray, Philip
- 91-107 Institutional stock ownership and firms’ cash dividend policies: Evidence from China
by Firth, Michael & Gao, Jin & Shen, Jianghua & Zhang, Yuanyuan
- 108-119 Adverse selection, market access, and inter-market competition
by Hoffmann, Peter
- 120-133 The evolution of debt policies: New evidence from business startups
by Hanssens, Jürgen & Deloof, Marc & Vanacker, Tom
- 134-155 A new approach to statistical arbitrage: Strategies based on dynamic factor models of prices and their performance
by Focardi, Sergio M. & Fabozzi, Frank J. & Mitov, Ivan K.
2016, Volume 64, Issue C
- 1-15 Do hedge funds dynamically manage systematic risk?
by Namvar, Ethan & Phillips, Blake & Pukthuanthong, Kuntara & Raghavendra Rau, P.
- 16-35 The white squire defense: Evidence from private investments in public equity
by Chen, Sheng-Syan & Hsu, Ching-Yu & Huang, Chia-Wei
- 36-51 Do outside directors influence the financial performance of risk-trading firms? Evidence from the United Kingdom (UK) insurance industry
by Adams, Mike & Jiang, Wei
- 52-70 A test of efficiency for the S&P 500 index option market using the generalized spectrum method
by Huang, Henry H. & Wang, Kent & Wang, Zhanglong
- 71-89 Firm geographic dispersion and financial analysts’ forecasts
by Platikanova, Petya & Mattei, Marco Maria
- 90-100 The relation between sovereign credit rating revisions and economic growth
by Chen, Sheng-Syan & Chen, Hsien-Yi & Chang, Chong-Chuo & Yang, Shu-Ling
- 101-111 An efficient and functional model for predicting bank distress: In and out of sample evidence
by Cleary, Sean & Hebb, Greg
- 112-135 Forecasting distress in European SME portfolios
by Filipe, Sara Ferreira & Grammatikos, Theoharry & Michala, Dimitra
- 136-149 Forecasting realized volatility in a changing world: A dynamic model averaging approach
by Wang, Yudong & Ma, Feng & Wei, Yu & Wu, Chongfeng
- 150-168 Supply-chain spillover effects of IPOs
by Kutsuna, Kenji & Smith, Janet Kiholm & Smith, Richard & Yamada, Kazuo
- 169-187 Description-text related soft information in peer-to-peer lending – Evidence from two leading European platforms
by Dorfleitner, Gregor & Priberny, Christopher & Schuster, Stephanie & Stoiber, Johannes & Weber, Martina & de Castro, Ivan & Kammler, Julia
- 188-204 Assessing the information content of short-selling metrics using daily disclosures
by Comerton-Forde, Carole & Do, Binh Huu & Gray, Philip & Manton, Tom
- 205-215 Religion and bank loan terms
by He, Wen & Hu, Maggie (Rong)
- 216-231 The influence of FOMC member characteristics on the monetary policy decision-making process
by Smales, Lee A. & Apergis, Nick
2016, Volume 63, Issue C
- 1-24 An econometric evaluation of bank recapitalization programs with bank- and loan-level data
by Nakashima, Kiyotaka
- 25-34 The effects of corporate bond granularity
by Norden, Lars & Roosenboom, Peter & Wang, Teng
- 35-47 Corporate finance and the governance implications of removing government support programs
by Jacob, Martin & Johan, Sofia & Schweizer, Denis & Zhan, Feng
- 48-60 Non-performing loans, moral hazard and regulation of the Chinese commercial banking system
by Zhang, Dayong & Cai, Jing & Dickinson, David G. & Kutan, Ali M.
- 61-75 Bribe payments under regulatory decentralization: Evidence from rights offering regulations in China
by Liu, Ye & An, Yunbi & Zhang, Jinqing
- 76-94 Why do carbon prices and price volatility change?
by Ibrahim, Boulis Maher & Kalaitzoglou, Iordanis Angelos
- 95-106 Are foreign IPOs really foreign? Price efficiency and information asymmetry of Chinese foreign IPOs
by Tourani-Rad, Alireza & Gilbert, Aaron & Chen, Jun
- 107-125 The systemic risk of European banks during the financial and sovereign debt crises
by Black, Lamont & Correa, Ricardo & Huang, Xin & Zhou, Hao
- 126-145 Transaction costs, liquidity risk, and the CCAPM
by Liu, Weimin & Luo, Di & Zhao, Huainan
2016, Volume 62, Issue C
- 1-14 Early influences on saving behaviour: Analysis of British panel data
by Brown, Sarah & Taylor, Karl
- 15-27 Estimating the impact of changes in aggregate bank capital requirements on lending and growth during an upswing
by Noss, Joseph & Toffano, Priscilla
- 28-40 Investment–cash flow sensitivity under changing information asymmetry
by Chowdhury, Jaideep & Kumar, Raman & Shome, Dilip
- 41-61 Macroeconomic shocks, forward-looking dynamics, and the behavior of hedge funds
by Racicot, François-Éric & Théoret, Raymond
- 62-75 How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns
by Konstantinidi, Eirini & Skiadopoulos, George
- 76-96 Downside and upside risk spillovers between exchange rates and stock prices
by Reboredo, Juan C. & Rivera-Castro, Miguel A. & Ugolini, Andrea
- 97-111 Equity trading and the allocation of market data revenue
by Caglio, Cecilia & Mayhew, Stewart
- 112-125 Pricing and hedging American and hybrid strangles with finite maturity
by Laminou Abdou, Souleymane & Moraux, Franck
- 126-140 An analysis of euro area sovereign CDS and their relation with government bonds
by Fontana, Alessandro & Scheicher, Martin
- 141-151 Unexpected shortfalls of Expected Shortfall: Extreme default profiles and regulatory arbitrage
by Koch-Medina, Pablo & Munari, Cosimo
- 152-163 Fragility, stress, and market returns
by Berger, Dave & Pukthuanthong, Kuntara
- 164-179 The information content of the sentiment index
by Sibley, Steven E. & Wang, Yanchu & Xing, Yuhang & Zhang, Xiaoyan
- 180-190 Shadow economies at times of banking crises: Empirics and theory
by Colombo, Emilio & Onnis, Luisanna & Tirelli, Patrizio
- 191-212 Flight-to-quality and correlation between currency and stock returns
by Cho, Jin-Wan & Choi, Joung Hwa & Kim, Taeyong & Kim, Woojin
2015, Volume 61, Issue S2
- S101-S120 Option valuation with observable volatility and jump dynamics
by Christoffersen, Peter & Feunou, Bruno & Jeon, Yoontae
- S121-S131 New methodology for constructing real estate price indices applied to the Singapore residential market
by Jiang, Liang & Phillips, Peter C.B. & Yu, Jun
- S132-S149 Multi-factor volatility and stock returns
by He, Zhongzhi (Lawrence) & Zhu, Jie & Zhu, Xiaoneng
- S150-S163 Time-varying effect of oil market shocks on the stock market
by Kang, Wensheng & Ratti, Ronald A. & Yoon, Kyung Hwan
- S164-S176 Yes, one-day international cricket ‘in-play’ trading strategies can be profitable!
by Norton, Hugh & Gray, Steve & Faff, Robert
- S177-S188 Factor models for binary financial data
by Perez, M. Fabricio & Shkilko, Andriy & Sokolov, Konstantin
- S189-S204 Long memory and regime switching: A simulation study on the Markov regime-switching ARFIMA model
by Shi, Yanlin & Ho, Kin-Yip
- S205-S224 Estimating the price impact of trades in a high-frequency microstructure model with jumps
by Jondeau, Eric & Lahaye, Jérôme & Rockinger, Michael
- S225-S234 Linear programming-based estimators in nonnegative autoregression
by Preve, Daniel
- S235-S240 On comparing zero-alpha tests across multifactor asset pricing models
by De Moor, Lieven & Dhaene, Geert & Sercu, Piet
- S241-S255 Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions
by Anufriev, Mikhail & Panchenko, Valentyn
- S256-S268 Which continuous-time model is most appropriate for exchange rates?
by Erdemlioglu, Deniz & Laurent, Sébastien & Neely, Christopher J.
- S269-S285 Futures hedging with Markov switching vector error correction FIEGARCH and FIAPARCH
by Dark, Jonathan
2015, Volume 61, Issue S1
- S3-S13 Banks’ size, scope and systemic risk: What role for conflicts of interest?
by De Jonghe, Olivier & Diepstraten, Maaike & Schepens, Glenn
- S14-S21 Who lends to riskier and lower-profitability firms? Evidence from the syndicated loan market
by Iosifidi, Maria & Kokas, Sotirios
- S22-S35 Foreign bank diversification and efficiency prior to and during the financial crisis: Does one business model fit all?
by Curi, Claudia & Lozano-Vivas, Ana & Zelenyuk, Valentin
- S36-S52 Transmission channels of systemic risk and contagion in the European financial network
by Paltalidis, Nikos & Gounopoulos, Dimitrios & Kizys, Renatas & Koutelidakis, Yiannis
- S53-S68 The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 Accord
by Hasan, Iftekhar & Kim, Suk-Joong & Wu, Eliza
- S69-S83 Central bank independence, financial supervision structure and bank soundness: An empirical analysis around the crisis
by Doumpos, Michael & Gaganis, Chrysovalantis & Pasiouras, Fotios
- S84-S98 Does labour regulation affect technical and allocative efficiency? Evidence from the banking industry
by Mamatzakis, Emmanuel & Tsionas, Mike G. & Kumbhakar, Subal C. & Koutsomanoli-Filippaki, Anastasia
2015, Volume 61, Issue C
- 1-14 Bank funding structures and risk: Evidence from the global financial crisis
by Vazquez, Francisco & Federico, Pablo
- 15-26 Repurchase behavior of individual investors, sophistication and regret
by Magron, Camille & Merli, Maxime
- 27-45 Costs of capital and public issuance choice
by Lamoureux, Christopher G. & Nejadmalayeri, Ali
- 46-63 Are classical option pricing models consistent with observed option second-order moments? Evidence from high-frequency data
by Audrino, Francesco & Fengler, Matthias R.
- 64-80 The impact of assets-in-place on corporate financing and investment decisions
by Clausen, Saskia & Flor, Christian Riis
- 81-88 Default and prepayment modelling in participating mortgages
by Varli, Yusuf & Yildirim, Yildiray
- 89-105 The impact of conventional and unconventional monetary policy on investor sentiment
by Lutz, Chandler
- 106-116 How are market preferences shaped? The case of sovereign debt of stressed euro-area countries
by Mamatzakis, Emmanuel & Tsionas, Mike G.
- 117-126 A semiparametric conditional capital asset pricing model
by Cai, Zongwu & Ren, Yu & Yang, Bingduo
- 127-141 Assessing bank competition for consumer loans
by Bolt, Wilko & Humphrey, David
- 142-157 Robust portfolio choice with derivative trading under stochastic volatility
by Escobar, Marcos & Ferrando, Sebastian & Rubtsov, Alexey
- 158-171 Modeling interest rate volatility: A Realized GARCH approach
by Tian, Shuairu & Hamori, Shigeyuki
- 172-183 Trend definition or holding strategy: What determines the profitability of candlestick charting?
by Lu, Tsung-Hsun & Chen, Yi-Chi & Hsu, Yu-Chin
- 184-205 The liquidity premium in CDS transaction prices: Do frictions matter?
by Gehde-Trapp, Monika & Gündüz, Yalin & Nasev, Julia
- 206-219 The strategic role of reinsurance in the United Kingdom’s (UK) non-life insurance market
by Upreti, Vineet & Adams, Mike
- 221-236 The perennial challenge to counter Too-Big-to-Fail in banking: Empirical evidence from the new international regulation dealing with Global Systemically Important Banks
by Moenninghoff, Sebastian C. & Ongena, Steven & Wieandt, Axel
- 237-250 Short-term options: Clienteles, market segmentation, and event trading
by Chatrath, Arjun & Christie-David, Rohan A. & Miao, Hong & Ramchander, Sanjay
- 251-271 Does one size fit all? Determinants of insurer capital structure around the globe
by Altuntas, Muhammed & Berry-Stölzle, Thomas R. & Wende, Sabine
- 272-282 The disposition effect in team investment decisions: Experimental evidence
by Rau, Holger A.
- 283-300 Housing price growth and the cost of equity capital
by Ding, Xiaoya (Sara) & Ni, Yang & Rahman, Abdul & Saadi, Samir
- 301-315 Loan Loss Provisioning Rules, Procyclicality, and Financial Volatility
by Agénor, Pierre-Richard & Zilberman, Roy
- 316-326 Deposit interest rate ceilings as credit supply shifters: Bank level evidence on the effects of Regulation Q
by Koch, Christoffer
- 327-339 A utility- and CPT-based comparison of life insurance contracts with guarantees
by Chen, An & Hentschel, Felix & Klein, Jakob K.
- 340-347 The Panzar–Rosse revenue test and market power in banking
by Shaffer, Sherrill & Spierdijk, Laura
2015, Volume 60, Issue C
- 1-20 Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies
by Bessler, Wolfgang & Wolff, Dominik
- 21-43 Estimating changes in supervisory standards and their economic effects
by Bassett, William F. & Lee, Seung Jung & Spiller, Thomas Popeck
- 44-59 Stock liquidity and managerial short-termism
by Chen, Yangyang & Rhee, S. Ghon & Veeraraghavan, Madhu & Zolotoy, Leon
- 60-75 Deleveraging and mortgage curtailment
by McCollum, Meagan N. & Lee, Hong & Pace, R. Kelley
- 76-92 Political power, economic freedom and Congress: Effects on bank performance
by Gropper, Daniel M. & Jahera, John S. & Park, Jung Chul
- 93-111 Financialization in commodity markets: A passing trend or the new normal?
by Adams, Zeno & Glück, Thorsten
- 112-126 Do social factors influence investment behavior and performance? Evidence from mutual fund holdings
by Borgers, Arian & Derwall, Jeroen & Koedijk, Kees & ter Horst, Jenke
- 127-137 Portfolio optimisation with jumps: Illustration with a pension accumulation scheme
by Le Courtois, Olivier & Menoncin, Francesco
- 138-152 Shareholder activism of public pension funds: The political facet
by Wang, Yong & Mao, Connie X.
- 153-167 On the efficiency of intra-industry information transfers: The dilution of the overreaction anomaly
by Chung, Dennis Y. & Hrazdil, Karel & Trottier, Kim
- 168-180 Informed trading around earnings and mutual fund alphas
by Cai, Yu & Lau, Sie Ting
- 181-194 Short interest and stock price crash risk
by Callen, Jeffrey L. & Fang, Xiaohua
- 195-208 Managerial overconfidence and corporate risk management
by Adam, Tim R. & Fernando, Chitru S. & Golubeva, Evgenia
- 209-223 Risk assessment based on the analysis of the impact of contagion flow
by Edirisinghe, Chanaka & Gupta, Aparna & Roth, Wendy
- 224-238 The idiosyncratic volatility anomaly: Corporate investment or investor mispricing?
by Malagon, Juliana & Moreno, David & Rodríguez, Rosa
- 239-251 Bank holding company performance, risk, and “busy” board of directors
by Elyasiani, Elyas & Zhang, Ling
- 252-270 Corporate social responsibility and social capital
by Jha, Anand & Cox, James
- 271-283 Contagion and banking crisis – International evidence for 2007–2009
by Dungey, Mardi & Gajurel, Dinesh
- 284-295 Blurred stars: Mutual fund ratings in the shadow of conflicts of interest
by Zeng, Yamin & Yuan, Qingbo & Zhang, Junsheng
- 296-309 As told by the supplier: Trade credit and the cross section of stock returns
by Goto, Shingo & Xiao, Gang & Xu, Yan
- 310-319 Victory or repudiation? Predicting winners in civil wars using international financial markets
by Mitchener, Kris James & Oosterlinck, Kim & Weidenmier, Marc D. & Haber, Stephen
2015, Volume 59, Issue C
- 1-13 Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe
by Blatt, Dominik & Candelon, Bertrand & Manner, Hans
- 14-26 Can implied volatility predict returns on the currency carry trade?
by Egbers, Tom & Swinkels, Laurens
- 27-37 Self-monitoring or reliance on media reporting: How do financial market participants process central bank news?
by Hayo, Bernd & Neuenkirch, Matthias
- 38-56 The role of the variance premium in Jump-GARCH option pricing models
by Byun, Suk Joon & Jeon, Byoung Hyun & Min, Byungsun & Yoon, Sun-Joong
- 57-75 Riding the swaption curve
by Duyvesteyn, Johan & de Zwart, Gerben
- 76-97 Inflation targeting: Is IT to blame for banking system instability?
by Fazio, Dimas M. & Tabak, Benjamin M. & Cajueiro, Daniel O.
- 98-110 The effect of credit guarantees on credit availability and delinquency rates
by Cowan, Kevin & Drexler, Alejandro & Yañez, Álvaro
- 111-126 Ex ante CEO severance pay and risk-taking in the financial services sector
by Brown, Kareen & Jha, Ranjini & Pacharn, Parunchana
- 127-145 On luck versus skill when performance benchmarks are style-consistent
by Agyei-Ampomah, Sam & Clare, Andrew & Mason, Andrew & Thomas, Stephen