Journal of Banking & Finance
2017, Volume 83, Issue C
- 1-18 Shadows in the Sun: Crash risk behind Earnings Transparency
by Hung, Shengmin & Qiao, Zheng
- 19-35 The q-factors and expected bond returns
by Franke, Benedikt & Müller, Sebastian & Müller, Sonja
- 36-56 Liquidity creation through efficient M&As: A viable solution for vulnerable banking systems? Evidence from a stress test under a panel VAR methodology
by Baltas, Konstantinos N. & Kapetanios, George & Tsionas, Efthymios & Izzeldin, Marwan
- 57-69 Risky lending: Does bank corporate governance matter?
by Faleye, Olubunmi & Krishnan, Karthik
- 70-84 Gini-type measures of risk and variability: Gini shortfall, capital allocations, and heavy-tailed risks
by Furman, Edward & Wang, Ruodu & Zitikis, Ričardas
- 85-103 Equity index variance: Evidence from flexible parametric jump–diffusion models
by Kaeck, Andreas & Rodrigues, Paulo & Seeger, Norman J.
- 104-120 Does bank competition reduce cost of credit? Cross-country evidence from Europe
by Fungáčová, Zuzana & Shamshur, Anastasiya & Weill, Laurent
- 121-134 House prices, consumption and the role of non-Mortgage debt
by Kartashova, Katya & Tomlin, Ben
- 135-152 The effect of the term auction facility on the London interbank offered rate
by McAndrews, James & Sarkar, Asani & Wang, Zhenyu
- 153-172 Reprint of: The asymmetric effect of international swap lines on banks in emerging markets
by Andrieș, Alin Marius & Fischer, Andreas M. & Yeșin, Pınar
- 173-192 The effect of TARP on the propagation of real estate shocks: Evidence from geographically diversified banks
by Jang, Karen Y.
- 193-220 Reprint of: Thawing frozen capital markets and backdoor bailouts: Evidence from the Fed's liquidity programs
by Helwege, Jean & Boyson, Nicole M. & Jindra, Jan
- 221-231 Reprint of: Stopping contagion with bailouts: Micro-evidence from Pennsylvania bank networks during the panic of 1884
by Anderson, Haelim Park & Bluedorn, John C.
- 232-248 Reprint of: Central bank collateral frameworks
by Nyborg, Kjell G.
2017, Volume 82, Issue C
- 1-19 Unfolded risk-return trade-offs and links to Macroeconomic Dynamics
by Liu, Xiaochun
- 20-39 Do foreign banks take more risk? Evidence from emerging economies
by Chen, Minghua & Wu, Ji & Jeon, Bang Nam & Wang, Rui
- 40-58 Resolution of financial distress under agency frictions
by Moreno-Bromberg, Santiago & Vo, Quynh-Anh
- 59-79 Announcing the announcement
by Boulland, Romain & Dessaint, Olivier
- 80-97 Cash holdings between public and private insurers ‒ a partial adjustment approach
by Xie, Xiaoying & Wang, Yuling & Zhao, Guiqin & Lu, Weili
- 98-111 The synchronization of credit cycles
by Meller, Barbara & Metiu, Norbert
- 112-132 Investor sentiment, flight-to-quality, and corporate bond comovement
by Bethke, Sebastian & Gehde-Trapp, Monika & Kempf, Alexander
- 133-150 Starting on the wrong foot: Seasonality in mutual fund performance
by Brown, Stephen J. & Sotes-Paladino, Juan & Wang, Jiaguo(George) & Yao, Yaqiong
- 151-164 Do locals know better? A comparison of the performance of local and foreign institutional investors
by Ferreira, Miguel A. & Matos, Pedro & Pereira, João Pedro & Pires, Pedro
- 165-179 The role of prepayment penalties in mortgage loans
by Beltratti, Andrea & Benetton, Matteo & Gavazza, Alessandro
- 180-190 Optimal delta hedging for options
by Hull, John & White, Alan
- 191-202 The liquidity impact on firm values: The evidence of Taiwan's banking industry
by Chen, Ren-Raw & Yang, Tung-Hsiao & Yeh, Shih-Kuo
- 203-216 Funding liquidity and bank risk taking
by Khan, Muhammad Saifuddin & Scheule, Harald & Wu, Eliza
- 217-228 Real effects of bank capital regulations: Global evidence
by Deli, Yota D. & Hasan, Iftekhar
- 229-243 The impacts of Net Stable Funding Ratio requirement on Banks’ choices of debt maturity
by Wei, Xu & Gong, Yaxian & Wu, Ho-Mou
- 244-264 Risk evaluations with robust approximate factor models
by Chou, Ray Yeutien & Yen, Tso-Jung & Yen, Yu-Min
2017, Volume 81, Issue C
- 1-19 Bank liquidity creation and real economic output
by Berger, Allen N. & Sedunov, John
- 20-23 Errata for the article “Pricing and static hedging of American-style options under the jump to default extended CEV model”
by Pedro Vidal Nunes, João & Pedro Ruas, João & Carlos Dias, José
- 24-35 Inflation and the evolution of firm-level liquid assets
by Curtis, Chadwick C. & Garín, Julio & Saif Mehkari, M.
- 36-64 Mapping heat in the U.S. financial system
by Aikman, David & Kiley, Michael & Lee, Seung Jung & Palumbo, Michael G. & Warusawitharana, Missaka
- 65-80 Sovereign stress and SMEs’ access to finance: Evidence from the ECB's SAFE survey
by Ferrando, Annalisa & Popov, Alexander & Udell, Gregory F.
- 81-104 The value-added role of industry specialist advisors in M&As
by Graham, Michael & Walter, Terry S. & Yawson, Alfred & Zhang, Huizhong
- 105-113 An approximate multi-period Vasicek credit risk model
by García-Céspedes, Rubén & Moreno, Manuel
- 114-135 Reading between the ratings: Modeling residual credit risk and yield overlap
by Chang, Charles & Fuh, Cheng-Der & Kao, Chu-Lan Michael
- 136-149 Variance risk in commodity markets
by Prokopczuk, Marcel & Symeonidis, Lazaros & Wese Simen, Chardin
- 150-165 Aggregate uncertainty and the supply of credit
by Valencia, Fabián
- 166-171 Real options in finance
by Lambrecht, Bart M.
- 172-180 The odd notion of “reversible investment”
by Davis, Graham A. & Cairns, Robert D.
- 181-199 Strategic technology adoption and hedging under incomplete markets
by Leippold, Markus & Stromberg, Jacob
- 200-206 Real options with ex-post division of the surplus
by Pennings, Enrico
- 207-220 Leaders, followers, and equity risk premiums in booms and busts
by Goto, Makoto & Nishide, Katsumasa & Takashima, Ryuta
- 221-235 Corporate liquidity and dividend policy under uncertainty
by Koussis, Nicos & Martzoukos, Spiros H. & Trigeorgis, Lenos
2017, Volume 80, Issue C
- 1-13 The impact of bancassurance on efficiency and profitability of banks: Evidence from the banking industry in Taiwan
by Peng, Jin-Lung & Jeng, Vivian & Wang, Jennifer L. & Chen, Yen-Chih
- 14-32 Rewarding risk-taking or skill? The case of private equity fund managers
by Buchner, Axel & Wagner, Niklas F.
- 33-50 Understanding the impact of monetary policy announcements: The importance of language and surprises
by Smales, L.A. & Apergis, N.
- 51-70 Do board interlocks increase innovation? Evidence from a corporate governance reform in India
by Helmers, Christian & Patnam, Manasa & Rau, P. Raghavendra
- 71-89 Helping hands or grabbing hands? An analysis of political connections and firm value
by Chen, Carl R. & Li, Yingqi & Luo, Danglun & Zhang, Ting
- 90-107 The interbank network across the global financial crisis: Evidence from Italy
by Affinito, Massimiliano & Franco Pozzolo, Alberto
- 108-118 Deposit competition and loan markets
by Arping, Stefan
- 119-134 Does a manager's gender matter when accessing credit? Evidence from European data
by Moro, Andrea & Wisniewski, Tomasz Piotr & Mantovani, Guido Massimiliano
- 135-161 An analysis of simultaneous company defaults using a shot noise process
by Egami, M. & Kevkhishvili, R.
- 162-175 Flight-to-quality, economic fundamentals, and stock returns
by Kaul, Aditya & Kayacetin, Nuri Volkan
- 176-202 The impact of monetary policy on corporate bonds under regime shifts
by Guidolin, Massimo & Orlov, Alexei G. & Pedio, Manuela
- 203-214 Valuation of diversified banks: New evidence
by Guerry, Nicolas & Wallmeier, Martin
- 215-234 An evaluation of bank measures for market risk before, during and after the financial crisis
by O’Brien, James & Szerszeń, Paweł J.
- 235-249 When time is not on our side: The costs of regulatory forbearance in the closure of insolvent banks
by Cole, Rebel A. & White, Lawrence J.
2017, Volume 79, Issue C
- 1-11 Are all odd-lots the same? Odd-lot transactions by order submission and trader type
by Johnson, Hardy & Van Ness, Bonnie F. & Van Ness, Robert A.
- 12-27 Don’t lapse into temptation: a behavioral explanation for policy surrender
by Nolte, Sven & Schneider, Judith C.
- 28-41 Momentum spillover from stocks to corporate bonds
by Haesen, Daniel & Houweling, Patrick & van Zundert, Jeroen
- 42-56 Downturn LGD modeling using quantile regression
by Krüger, Steffen & Rösch, Daniel
- 57-73 Financial penalties and bank performance
by Köster, Hannes & Pelster, Matthias
- 74-94 The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
by Avouyi-Dovi, S. & Horny, G. & Sevestre, P.
- 95-109 Dynamic portfolio optimization with ambiguity aversion
by Zhang, Jinqing & Jin, Zeyu & An, Yunbi
- 110-128 Credit cycles and capital flows: Effectiveness of the macroprudential policy framework in emerging market economies
by Fendoğlu, Salih
- 129-141 Do oil futures prices predict stock returns?
by Chiang, I-Hsuan Ethan & Hughen, W. Keener
- 142-158 Do local banking market structures matter for SME financing and performance? New evidence from an emerging economy
by Hasan, Iftekhar & Jackowicz, Krzysztof & Kowalewski, Oskar & Kozłowski, Łukasz
- 159-172 Do individual short-sellers make money? Evidence from Korea
by Wang, Shu-Feng & Lee, Kuan-Hui & Woo, Min-Cheol
2017, Volume 78, Issue C
- 1-13 How does working in a finance profession affect mortgage delinquency?
by Agarwal, Sumit & Chomsisengphet, Souphala & Zhang, Yunqi
- 14-26 The location of financial sector FDI: Tax and regulation policy
by Merz, Julia & Overesch, Michael & Wamser, Georg
- 27-41 An analysis of the consistency of banks’ internal ratings
by Berg, Tobias & Koziol, Philipp
- 42-57 Style drift: Evidence from small-cap mutual funds
by Cao, Charles & Iliev, Peter & Velthuis, Raisa
- 58-83 Financial literacy, present bias and alternative mortgage products
by Gathergood, John & Weber, Jörg
- 84-90 Network, market, and book-based systemic risk rankings
by van de Leur, Michiel C.W. & Lucas, André & Seeger, Norman J.
- 91-107 The effects of bank and nonbank provider locations on household use of financial transaction services
by Goodstein, Ryan M. & Rhine, Sherrie L.W.
- 108-116 Why do fund managers increase risk?
by Ha, Yeonjeong & Ko, Kwangsoo
- 117-129 ATM foreign fees and cash withdrawals
by Magnac, Thierry
- 130-141 Divergence of sentiment and stock market trading
by Siganos, Antonios & Vagenas-Nanos, Evangelos & Verwijmeren, Patrick
- 142-152 Interbank interest rates: Funding liquidity risk and XIBOR basis spreads
by Gallitschke, Janek & Seifried (née Müller), Stefanie & Seifried, Frank Thomas
- 153-163 Dividends, earnings, and predictability
by Møller, Stig V. & Sander, Magnus
- 164-180 Corporate investment and bank-dependent borrowers during the recent financial crisis
by Bucă, Andra & Vermeulen, Philip
2017, Volume 77, Issue C
- 1-17 What drives investment–cash flow sensitivity around the World? An asset tangibility Perspective
by Moshirian, Fariborz & Nanda, Vikram & Vadilyev, Alexander & Zhang, Bohui
- 18-34 Temperature shocks and the cost of equity capital: Implications for climate change perceptions
by Balvers, Ronald & Du, Ding & Zhao, Xiaobing
- 35-52 Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives
by Boubaker, Sabri & Gounopoulos, Dimitrios & Nguyen, Duc Khuong & Paltalidis, Nikos
- 53-63 Does corporate social responsibility affect mutual fund performance and flows?
by El Ghoul, Sadok & Karoui, Aymen
- 64-77 Cyclicality of SME lending and government involvement in banks
by Behr, Patrick & Foos, Daniel & Norden, Lars
- 78-94 Pricing and disentanglement of American puts in the hyper-exponential jump-diffusion model
by Leippold, Markus & Vasiljević, Nikola
- 95-107 The effect of bank capital on lending: Does liquidity matter?
by Kim, Dohan & Sohn, Wook
- 108-121 Sovereign credit rating determinants: A comparison before and after the European debt crisis
by Reusens, Peter & Croux, Christophe
- 122-136 Effects of business diversification on asset risk-taking: Evidence from the U.S. property-liability insurance industry
by Che, Xin & Liebenberg, Andre P.
- 137-156 The role of governance on bank liquidity creation
by Díaz, Violeta & Huang, Ying
- 157-175 Aggregate earnings and stock market returns: The good, the bad, and the state-dependent
by Zolotoy, Leon & Frederickson, James R. & Lyon, John D.
- 176-196 Life-cycle effects in small business finance
by Ylhäinen, Ilkka
- 197-212 Stockpiling cash when it takes time to build: Exploring price differentials in a commodity boom
by Hansen, Erwin & Wagner, Rodrigo
- 213-229 The structure of the global reinsurance market: An analysis of efficiency, scale, and scope
by Biener, Christian & Eling, Martin & Jia, Ruo
- 230-248 Financial contagion risk and the stochastic discount factor
by Piccotti, Louis R.
- 249-268 A two-factor cointegrated commodity price model with an application to spread option pricing
by Farkas, Walter & Gourier, Elise & Huitema, Robert & Necula, Ciprian
- 269-282 Why do firms engage in selective hedging? Evidence from the gold mining industry
by Adam, Tim R. & Fernando, Chitru S. & Salas, Jesus M.
- 283-299 Central banks and macroeconomic policy choices: Relaxing the trilemma
by Steiner, Andreas
- 300-316 Granularity in banking and growth: Does financial openness matter?
by Bremus, Franziska & Buch, Claudia M.
- 317-327 Federal reserve's policy, global equity markets, and the local monetary policy stance
by Chortareas, Georgios & Noikokyris, Emmanouil
- 328-350 Sovereign risk and the impact of crisis: Evidence from Latin AmericaAuthor-Name: Batten, Jonathan A
by Gannon, Gerard L. & Thuraisamy, Kannan S.
2017, Volume 76, Issue C
- 1-14 Asymmetric information and the death of ABS CDOs
by Beltran, Daniel O. & Cordell, Larry & Thomas, Charles P.
- 15-31 Political connection of financial intermediaries: Evidence from China's IPO market
by Chen, Donghua & Guan, Yuyan & Zhang, Tianyu & Zhao, Gang
- 32-47 Bank opacity and the efficiency of stock prices
by Blau, Benjamin M. & Brough, Tyler J. & Griffith, Todd G.
- 48-64 Actively managed mutual funds holding passive investments: What do ETF positions tell us about mutual fund ability?
by Sherrill, D. Eli & Shirley, Sara E. & Stark, Jeffrey R.
- 65-73 Insider trading, stock return volatility, and the option market's pricing of the information content of insider trading
by Chiang, Chin-Han & Chung, Sung Gon & Louis, Henock
- 74-91 Trust and stock price crash risk: Evidence from China
by Li, Xiaorong & Wang, Steven Shuye & Wang, Xue
- 92-119 Thawing frozen capital markets and backdoor bailouts: Evidence from the Fed's liquidity programs
by Helwege, Jean & Boyson, Nicole M. & Jindra, Jan
- 120-138 Option pricing under time-varying risk-aversion with applications to risk forecasting
by Kiesel, Rüdiger & Rahe, Florentin
- 139-149 Stopping contagion with bailouts: Micro-evidence from Pennsylvania bank networks during the panic of 1884
by Anderson, Haelim Park & Bluedorn, John C.
- 150-174 Which market integration measure?
by Billio, M. & Donadelli, M. & Paradiso, A. & Riedel, M.
- 175-188 The power of the pen reconsidered: The media, CEO human capital, and corporate governance
by Liu, Baixiao & McConnell, John J. & Xu, Wei
- 189-197 Do extreme returns matter in emerging markets? Evidence from the Chinese stock market
by Nartea, Gilbert V. & Kong, Dongmin & Wu, Ji
- 198-214 Central bank collateral frameworks
by Nyborg, Kjell G.
- 215-239 The composition of CMBS risk
by Christopoulos, Andreas D.
2017, Volume 75, Issue C
- 1-16 Discrete-time option pricing with stochastic liquidity
by Leippold, Markus & Schärer, Steven
- 17-34 The joint cross-sectional variation of equity returns and volatilities
by González-Urteaga, Ana & Rubio, Gonzalo
- 35-52 Performance volatility, information availability, and disclosure reforms
by Fu, Renhui & Gao, Fang & Kim, Yong H. & Qiu, Buhui
- 53-63 Looking behind mortgage delinquencies
by Mocetti, Sauro & Viviano, Eliana
- 64-79 Index portfolio and welfare analysis under heterogeneous beliefs
by He, Xue-Zhong & Shi, Lei
- 80-97 Hedge fund politics and portfolios
by DeVault, Luke & Sias, Richard
- 98-108 Slow diffusion of information and price momentum in stocks: Evidence from options markets
by Chen, Zhuo & Lu, Andrea
- 109-117 1-share orders and trades
by Davis, Ryan L. & Roseman, Brian S. & Van Ness, Bonnie F. & Van Ness, Robert
- 118-135 Information in CDS spreads
by Norden, Lars
- 136-151 Idiosyncratic volatility: An indicator of noise trading?
by Aabo, Tom & Pantzalis, Christos & Park, Jung Chul
- 152-166 Bank capital in the crisis: It's not just how much you have but who provides it
by Garel, Alexandre & Petit-Romec, Arthur
- 167-183 Semi-analytical valuation for discrete barrier options under time-dependent Lévy processes
by Lian, Guanghua & Zhu, Song-Ping & Elliott, Robert J. & Cui, Zhenyu
- 184-199 Bank productivity growth and convergence in the European Union during the financial crisis
by Degl'Innocenti, Marta & Kourtzidis, Stavros A. & Sevic, Zeljko & Tzeremes, Nickolaos G.
- 200-214 Corporate liquidity and dividend policy under uncertainty
by Koussis, Nicos & Martzoukos, Spiros H. & Trigeorgis, Lenos
- 215-234 The asymmetric effect of international swap lines on banks in emerging markets
by Andrieș, Alin Marius & Fischer, Andreas M. & Yeșin, Pınar
- 235-257 Competition in the credit rating Industry: Benefits for investors and issuers
by Morkoetter, Stefan & Stebler, Roman & Westerfeld, Simone
- 258-279 Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
by Mensi, Walid & Hammoudeh, Shawkat & Shahzad, Syed Jawad Hussain & Shahbaz, Muhammad
- 280-291 Corporate social responsibility and CEO confidence
by McCarthy, Scott & Oliver, Barry & Song, Sizhe
- 292-311 The Liquidity Coverage Ratio and security prices
by Fuhrer, Lucas Marc & Müller, Benjamin & Steiner, Luzian
2017, Volume 74, Issue C
- 1-23 Information environment and earnings management of dual class firms around the world
by Li, Ting & Zaiats, Nataliya
- 24-37 The impact of the European sovereign debt crisis on banks stocks. Some evidence of shift contagion in Europe
by Allegret, Jean-Pierre & Raymond, Hélène & Rharrabti, Houda
- 38-50 One-sided performance measures under Gram-Charlier distributions
by León, Angel & Moreno, Manuel
- 51-68 Organizational structure, risk-based capital requirements, and the sales of downgraded bonds
by Lu, Erin P. & Lai, Gene C. & Ma, Qingzhong
- 69-84 The international effect of managerial social capital on the cost of equity
by Ferris, Stephen P. & Javakhadze, David & Rajkovic, Tijana
- 85-101 Do Delaware CEOs get fired?
by Jagannathan, Murali & Pritchard, A.C.
- 102-121 Accounting for banks, capital regulation and risk-taking
by Li, Jing
- 122-132 Surprised or not surprised? The investors’ reaction to the comprehensive assessment preceding the launch of the banking union
by Carboni, Marika & Fiordelisi, Franco & Ricci, Ornella & Lopes, Francesco Saverio Stentella
- 133-152 Special purpose entities and bank loan contracting
by Kim, Jeong-Bon & Song, Byron Y. & Wang, Zheng
- 153-168 Excess reserves, monetary policy and financial volatility
by Primus, Keyra
2016, Volume 73, Issue C
- 1-15 Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns
by Cao, Jie & Han, Bing
- 16-37 The impact of non-interest income on bank risk in Australia
by Williams, Barry
- 38-54 Investment risk allocation and the venture capital exit market: Evidence from early stage investing
by Chaplinsky, Susan & Gupta-Mukherjee, Swasti
- 55-66 Debit card and demand for cash
by David, Bounie & Abel, François & Patrick, Waelbroeck
- 67-83 Credit derivatives as a commitment device: Evidence from the cost of corporate debt
by Kim, Gi H.
- 84-98 Analyst coverage and corporate tax aggressiveness
by Allen, Arthur & Francis, Bill B. & Wu, Qiang & Zhao, Yijiang
- 99-112 Sovereign debt ratings and stock liquidity around the World
by Lee, Kuan-Hui & Sapriza, Horacio & Wu, Yangru
- 113-130 Locus of control and savings
by Cobb-Clark, Deborah A. & Kassenboehmer, Sonja C. & Sinning, Mathias G.
- 131-146 Family control and corporate social responsibility
by El Ghoul, Sadok & Guedhami, Omrane & Wang, He & Kwok, Chuck C.Y.
- 147-164 Stock return predictability and investor sentiment: A high-frequency perspective
by Sun, Licheng & Najand, Mohammad & Shen, Jiancheng
- 165-181 The sensitivity of VPIN to the choice of trade classification algorithm
by Pöppe, Thomas & Moos, Sebastian & Schiereck, Dirk
- 182-197 Investment-cash flow sensitivity and financial constraints: Evidence from unquoted European SMEs
by Mulier, Klaas & Schoors, Koen & Merlevede, Bruno
- 198-210 The policy impact of new rules for loan participation on credit union returns
by Goenner, Cullen F
- 211-223 Trading book and credit risk: How fundamental is the Basel review?
by Laurent, Jean-Paul & Sestier, Michael & Thomas, Stéphane
2016, Volume 72, Issue S
- 6-18 What drives cross-border M&As in commercial banking?
by Gulamhussen, Mohamed Azzim & Hennart, Jean-François & Pinheiro, Carlos Manuel
- 19-38 Economic consequences of deregulation: Evidence from the removal of voting cap in Indian banks
by Ghosh, Chinmoy & Hilliard, James & Petrova, Milena & Phani, B.V.
- 39-69 How do banks make the trade-offs among risks? The role of corporate governance
by Chen, Hsiao-Jung & Lin, Kuan-Ting
- 70-80 Trademarking activities and total factor productivity: Some evidence for British commercial banks using a metafrontier approach
by Duygun, Meryem & Sena, Vania & Shaban, Mohamed
- 81-91 The economic value of controlling for large losses in portfolio selection
by Dias, Alexandra
- 92-103 The determinants of failed takeovers in the banking sector: Deal or country characteristics?
by Caiazza, Stefano & Pozzolo, Alberto Franco
- 104-118 Momentum and downside risk
by Min, Byoung-Kyu & Kim, Tong Suk
- 119-131 Chasing trends at the micro-level: The effect of technical trading on order book dynamics
by Chiarella, Carl & Ladley, Daniel
- 132-147 Managers set the tone: Equity incentives and the tone of earnings press releases
by Arslan-Ayaydin, Özgür & Boudt, Kris & Thewissen, James
- 148-171 Bank integration and co-movements across housing markets
by Milcheva, Stanimira & Zhu, Bing
- 172-186 Disagreement versus uncertainty: Evidence from distribution forecasts
by Krüger, Fabian & Nolte, Ingmar
- 187-202 What is the impact of bankrupt and restructured loans on Japanese bank efficiency?
by Mamatzakis, Emmanuel & Matousek, Roman & Vu, Anh Nguyet
- 203-215 Active risk management and banking stability
by Silva Buston, Consuelo
- 216-232 Multivariate moments expansion density: Application of the dynamic equicorrelation model
by Ñíguez, Trino-Manuel & Perote, Javier
2016, Volume 72, Issue C
- 15-27 Some defaults are deeper than others: Understanding long-term mortgage arrears
by Kelly, Robert & McCann, Fergal
- 28-51 Financial innovation: The bright and the dark sides
by Beck, Thorsten & Chen, Tao & Lin, Chen & Song, Frank M.
- 52-66 Taxing banks: An evaluation of the German bank levy
by Buch, Claudia M. & Hilberg, Björn & Tonzer, Lena
- 67-80 Credit constraints and the international propagation of US financial shocks
by Metiu, Norbert & Hilberg, Björn & Grill, Michael
- 81-98 Valuation uncertainty, market sentiment and the informativeness of institutional trades
by Yang, Lisa (Zongfei) & Goh, Jeremy & Chiyachantana, Chiraphol
- 99-120 Credible reforms and stock return volatility: Evidence from privatization
by Cosset, Jean-Claude & Somé, Hyacinthe Y. & Valéry, Pascale
- 121-132 Evaluating Value-at-Risk forecasts: A new set of multivariate backtests
by Wied, Dominik & Weiß, Gregor N.F. & Ziggel, Daniel
- 133-150 Commodities momentum: A behavioral perspective
by Bianchi, Robert J. & Drew, Michael E. & Fan, John Hua
- 151-174 Evaluating corporate bonds and analyzing claim holders’ decisions with complex debt structure
by Liu, Liang-Chih & Dai, Tian-Shyr & Wang, Chuan-Ju
- 175-183 Ireland’s 2010 EU/IMF intervention: Costs and benefits
by van Bekkum, Sjoerd
- 184-200 Customer concentration and corporate tax avoidance
by Huang, Henry He & Lobo, Gerald J. & Wang, Chong & Xie, Hong
- 201-217 Mortgage risks, debt literacy and financial advice
by van Ooijen, Raun & van Rooij, Maarten C.J.
- 218-239 Risk and risk management in the credit card industry
by Butaru, Florentin & Chen, Qingqing & Clark, Brian & Das, Sanmay & Lo, Andrew W. & Siddique, Akhtar
- 240-254 Cash flow news, discount rate news, and momentum
by Celiker, Umut & Kayacetin, Nuri Volkan & Kumar, Raman & Sonaer, Gokhan
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