Journal of Banking & Finance
2015, Volume 61, Issue S2
- 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
- 146-163 European financial market dependence: An industry analysis
by Bartram, Söhnke M. & Wang, Yaw-Huei
- 164-181 Dynamical macroprudential stress testing using network theory
by Levy-Carciente, Sary & Kenett, Dror Y. & Avakian, Adam & Stanley, H. Eugene & Havlin, Shlomo
- 182-192 Valuation effects of corporate social responsibility
by Fatemi, Ali & Fooladi, Iraj & Tehranian, Hassan
- 193-201 Pre-auction short positions and impacts on primary dealers’ bidding behavior in US Treasury auctions
by Tchuindjo, Leonard
- 202-219 Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse
by Dionne, Georges & Pacurar, Maria & Zhou, Xiaozhou
- 220-235 Mixing business with politics: Political participation by entrepreneurs in China
by Feng, Xunan & Johansson, Anders C. & Zhang, Tianyu
- 236-249 Maintaining adequate bank capital: An empirical analysis of the supervision of European banks
by Flannery, Mark J. & Giacomini, Emanuela
- 250-264 Information environment and investor behavior
by Chang, Yen-Cheng & Cheng, Hung-Wen
- 265-279 Stock market dispersion, the business cycle and expected factor returns
by Angelidis, Timotheos & Sakkas, Athanasios & Tessaromatis, Nikolaos
- 280-296 Financial leverage and export quality: Evidence from France
by Bernini, Michele & Guillou, Sarah & Bellone, Flora
- 297-310 Country and industry concentration and the performance of international mutual funds
by Hiraki, Takato & Liu, Ming & Wang, Xue
- 311-329 Explaining bank stock performance with crisis sentiment
by Irresberger, Felix & Mühlnickel, Janina & Weiß, Gregor N.F.
- 330-349 High frequency trading and end-of-day price dislocation
by Aitken, Michael & Cumming, Douglas & Zhan, Feng
- 350-366 What explains the value premium? The case of adjustment costs, operating leverage and financial leverage
by Cao, Viet Nga
- 367-383 Earning the right premium on the right factor in portfolio planning
by Branger, Nicole & Hansis, Alexandra
- 384-398 Earnings performance of major customers and bank loan contracting with suppliers
by Kim, Jeong-Bon & Song, Byron Y. & Zhang, Yue
- 399-408 What determines the exit decision for leveraged buyouts?
by Jenkinson, Tim & Sousa, Miguel
- 409-422 Corporate social responsibility and media coverage
by Cahan, Steven F. & Chen, Chen & Chen, Li & Nguyen, Nhut H.
- 423-444 Combining momentum with reversal in commodity futures
by Bianchi, Robert J. & Drew, Michael E. & Fan, John Hua
- 445-456 Effects of prepayment regulations on termination of subprime mortgages
by Steinbuks, Jevgenijs
- 457-468 The determinants of price discovery: Evidence from US-Canadian cross-listed shares
by Frijns, Bart & Gilbert, Aaron & Tourani-Rad, Alireza
- 469-485 Determinants and shareholder wealth effects of the sales method in acquisitions
by Schlingemann, Frederik & Wu, Hong
- 486-504 The management of interest rate risk during the crisis: Evidence from Italian banks
by Esposito, Lucia & Nobili, Andrea & Ropele, Tiziano
- 505-519 IPOs, growth, and the impact of relaxing listing requirements
by Takahashi, Hidenori & Yamada, Kazuo
- 520-537 Size, leverage, and risk-taking of financial institutions
by Bhagat, Sanjai & Bolton, Brian & Lu, Jun
- 538-549 Corporate social responsibility and Eurozone corporate bonds: The moderating role of country sustainability
by Stellner, Christoph & Klein, Christian & Zwergel, Bernhard
2015, Volume 58, Issue C
- 1-14 Stock market volatility: Identifying major drivers and the nature of their impact
by Mittnik, Stefan & Robinzonov, Nikolay & Spindler, Martin
- 15-28 Collateral smile
by Leippold, Markus & Su, Lujing
- 29-38 Keeping up with the Joneses and optimal diversification
by Levy, Moshe & Levy, Haim
- 39-56 Market structure and rating strategies in credit rating markets – A dynamic model with matching of heterogeneous bond issuers and rating agencies
by Fischer, Thomas
- 57-70 Ambiguity aversion and stock market participation: An empirical analysis
by Antoniou, Constantinos & Harris, Richard D.F. & Zhang, Ruogu
- 71-79 Endogenous crisis dating and contagion using smooth transition structural GARCH
by Dungey, Mardi & Milunovich, George & Thorp, Susan & Yang, Minxian
- 80-94 Financial conditions, macroeconomic factors and disaggregated bond excess returns
by Fricke, Christoph & Menkhoff, Lukas
- 95-111 Performance and determinants of the Merton structural model: Evidence from hedging coefficients
by Barsotti, Flavia & Viva, Luca Del
- 112-130 A structural model with Explicit Distress
by Correia, Ricardo & Población, Javier
- 131-143 Banking structure and industrial growth: Evidence from China
by Lin, Justin Y. & Sun, Xifang & Wu, Harry X.
- 144-165 Debt financing, venture capital, and the performance of initial public offerings
by Barry, Christopher B. & Mihov, Vassil T.
- 166-178 A new approach to assessing model risk in high dimensions
by Bernard, Carole & Vanduffel, Steven
- 179-193 Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates?
by Bulkley, George & Harris, Richard D.F. & Nawosah, Vivekanand
- 194-213 Reward-risk momentum strategies using classical tempered stable distribution
by Choi, Jaehyung & Kim, Young Shin & Mitov, Ivan
- 214-231 The LIX: A model-independent liquidity index
by Guillaume, F.
- 232-246 Are European banks too big? Evidence on economies of scale
by Beccalli, Elena & Anolli, Mario & Borello, Giuliana
- 247-267 Do joint ventures and strategic alliances create value for bondholders?
by Chen, Jun & King, Tao-Hsien Dolly & Wen, Min-Ming
- 268-280 Decision making with Expected Shortfall and spectral risk measures: The problem of comparative risk aversion
by Brandtner, Mario & Kürsten, Wolfgang
- 281-293 Bond market event study methods
by Ederington, Louis & Guan, Wei & Yang, Lisa (Zongfei)
- 294-308 Carbon emissions and stock returns: Evidence from the EU Emissions Trading Scheme
by Oestreich, A. Marcel & Tsiakas, Ilias
- 309-326 The securitization of gold and its potential impact on gold stocks
by Zhang, Yue
- 327-342 Fair value disclosure, liquidity risk and stock returns
by Roggi, Oliviero & Giannozzi, Alessandro
- 343-360 Pricing and static hedging of American-style knock-in options on defaultable stocks
by Vidal Nunes, João Pedro & Ruas, João Pedro & Dias, José Carlos
- 361-375 Trading strategies with implied forward credit default swap spreads
by Leccadito, Arturo & Tunaru, Radu S. & Urga, Giovanni
- 376-389 Stock return synchronicity and the market response to analyst recommendation revisions
by Devos, Erik & Hao, Wei & Prevost, Andrew K. & Wongchoti, Udomsak
- 390-404 Trading breaks and asymmetric information: The option markets
by Kaplanski, Guy & Levy, Haim
- 405-417 Takeover vulnerability and the credibility of signaling: The case of open-market share repurchases
by Huang, Chia-Wei
- 418-435 Shari’ah supervision, corporate governance and performance: Conventional vs. Islamic banks
by Mollah, Sabur & Zaman, Mahbub
- 436-456 Global diversification and IPO returns
by Mauer, David C. & Wang, Song & Wang, Xiao & Zhang, Yilei
- 457-470 Why does higher variability of trading activity predict lower expected returns?
by Barinov, Alexander
- 471-485 Systemic risk and asymmetric responses in the financial industry
by López-Espinosa, Germán & Moreno, Antonio & Rubia, Antonio & Valderrama, Laura
- 486-505 Do negative and positive equity returns share the same volatility dynamics?
by Palandri, Alessandro
- 506-531 Are Indian stock returns predictable?
by Narayan, Paresh Kumar & Bannigidadmath, Deepa
- 532-551 How firms use corporate bond markets under financial globalization
by Gozzi, Juan Carlos & Levine, Ross & Martinez Peria, Maria Soledad & Schmukler, Sergio L.
2015, Volume 57, Issue C
- 1-16 The dark side of cross-listing: A new perspective from China
by Busaba, Walid Y. & Guo, Lin & Sun, Zhenzhen & Yu, Tong
- 17-26 A quantification method for the collection effect on consumer term loans
by He, Ping & Hua, Zhongsheng & Liu, Zhixin
- 27-40 Equity financing activities and European value-growth returns
by Walkshäusl, Christian
- 41-50 Risk, illiquidity or marketability: What matters for the discounts on private equity placements?
by Chen, Linda H. & Dyl, Edward A. & Jiang, George J. & Juneja, Januj A.
- 51-64 The timing of mergers along the production chain, capital structure, and risk dynamics
by Tarsalewska, Monika
- 65-85 What explains the dynamics of 100 anomalies?
by Jacobs, Heiko
- 86-100 Hysteresis bands on returns, holding period and transaction costs
by Delgado, Francisco & Dumas, Bernard & Puopolo, Giovanni W.
- 101-117 A new approach to measuring riskiness in the equity market: Implications for the risk premium
by Bali, Turan G. & Cakici, Nusret & Chabi-Yo, Fousseni
- 118-129 Understanding the price of volatility risk in carry trades
by Ahmed, Shamim & Valente, Giorgio
- 130-142 Does bank competition alleviate credit constraints in developing countries?
by Leon, Florian
- 143-159 Limits to arbitrage and the term structure of bond illiquidity premiums
by Schuster, Philipp & Uhrig-Homburg, Marliese
2015, Volume 56, Issue C
- 1-11 Bank dividends and signaling to information-sensitive depositors
by Forti, Cristiano & Schiozer, Rafael F.
- 12-27 Determinants of loan securitization in European banking
by Farruggio, Christian & Uhde, André
- 28-36 Time-varying international stock market interaction and the identification of volatility signals
by Strohsal, Till & Weber, Enzo
- 37-47 Optimal reinsurance and asset allocation under regime switching
by Jang, Bong-Gyu & Kim, Kyeong Tae
- 48-60 Product market competition and analyst forecasting activity: International evidence
by Haw, In-Mu & Hu, Bingbing & Lee, Jay Junghun
- 61-71 Financial development convergence
by Bahadir, Berrak & Valev, Neven
- 72-85 An empirical evaluation of the performance of binary classifiers in the prediction of credit ratings changes
by Jones, Stewart & Johnstone, David & Wilson, Roy
- 86-102 Financial indicators signaling correlation changes in sovereign bond markets
by De Santis, Roberto A. & Stein, Michael
- 103-122 Hedge fund return predictability; To combine forecasts or combine information?
by Panopoulou, Ekaterini & Vrontos, Spyridon
- 123-139 Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes
by Gresnigt, Francine & Kole, Erik & Franses, Philip Hans
2015, Volume 55, Issue C
- 1-8 Oil prices, US stock return, and the dependence between their quantiles
by Sim, Nicholas & Zhou, Hongtao
- 9-22 A simple asset pricing model with heterogeneous agents, uninsurable labor income and limited stock market participation
by Ahn, Seryoong & Choi, Kyoung Jin & Koo, Hyeng Keun
- 23-36 Quote inefficiency in options markets
by Longarela, Iñaki R. & Mayoral, Silvia
- 37-55 The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks
by Leung, Henry & Ton, Thai
- 56-69 The Lintner model revisited: Dividends versus total payouts
by Andres, Christian & Doumet, Markus & Fernau, Erik & Theissen, Erik
- 70-91 Executive incentives and payout policy: Empirical evidence from Europe
by De Cesari, Amedeo & Ozkan, Neslihan
- 92-106 Protection or expropriation: Politically connected independent directors in China
by Wang, Lihong
- 107-116 Determinants of risk sharing through remittances
by Balli, Faruk & Rana, Faisal
- 117-129 What daily data can tell us about mutual funds: Evidence from Norway
by Gallefoss, Kristoffer & Hansen, Helge Hoff & Haukaas, Eirik Solli & Molnár, Peter
- 130-141 Consumer payment choice: Merchant card acceptance versus pricing incentives
by Arango, Carlos & Huynh, Kim P. & Sabetti, Leonard
- 142-156 Investment policy with time-to-build
by Sarkar, Sudipto & Zhang, Chuanqian
- 157-169 Economic links and credit spreads
by Gençay, Ramazan & Signori, Daniele & Xue, Yi & Yu, Xiao & Zhang, Keyi
- 170-186 Can mutual funds pick stocks in China? Evidence from the IPO market
by Feng, Xunan & Johansson, Anders C.
- 187-203 On post-IPO stock price performance: A comparative analysis of RLBOs and IPOs
by Datta, Sudip & Gruskin, Mark & Iskandar-Datta, Mai
- 204-214 Pitfalls and perils of financial innovation: The use of CDS by corporate bond funds
by Adam, Tim & Guettler, Andre
- 215-231 Credit spreads and state-dependent volatility: Theory and empirical evidence
by Perrakis, Stylianos & Zhong, Rui
- 232-245 Systemic risk of insurers around the globe
by Bierth, Christopher & Irresberger, Felix & Weiß, Gregor N.F.
- 246-259 Institutional herding in international markets
by Choi, Nicole & Skiba, Hilla
- 260-280 Executive compensation and informed trading in acquiring firms around merger announcements
by Ordu, Umut & Schweizer, Denis
- 281-294 Risk management, nonlinearity and aggressiveness in monetary policy: The case of the US Fed
by Gnabo, Jean-Yves & Moccero, Diego Nicolas
- 295-326 Size and value risk in financial firms
by Baek, Seungho & Bilson, John F.O.
- 327-339 The market valuation of share repurchases in Europe
by Andriosopoulos, Dimitris & Lasfer, Meziane
- 340-357 Drivers of cross-border banking exposures during the crisis
by Cerutti, Eugenio
- 361-379 Excess control rights, financial crisis and bank profitability and risk
by Saghi-Zedek, Nadia & Tarazi, Amine
- 380-392 Loan collateral, corporate investment, and business cycle
by Aivazian, Varouj & Gu, Xinhua & Qiu, Jiaping & Huang, Bihong
- 393-405 International political risk and government bond pricing
by Huang, Tao & Wu, Fei & Yu, Jing & Zhang, Bohui
- 406-424 Does banks’ dual holding affect bank lending and firms’ investment decisions? Evidence from China
by Pan, Xiaofei & Tian, Gary Gang
2015, Volume 54, Issue C
- 1-19 Determinants of bank interest margins: Impact of maturity transformation
by Entrop, Oliver & Memmel, Christoph & Ruprecht, Benedikt & Wilkens, Marco
- 20-29 Banking crises and the lender of last resort: How crucial is the role of information?
by Naqvi, Hassan
- 30-45 Does the value of cash holdings deteriorate or improve with material weaknesses in internal control over financial reporting?
by Huang, Pinghsun & Guo, Jun & Ma, Tongshu & Zhang, Yan
- 46-59 Did Regulation Fair Disclosure affect credit markets?
by Li, Yutao & Saunders, Anthony & Shao, Pei
- 60-71 A parametric alternative to the Hill estimator for heavy-tailed distributions
by Kim, Joseph H.T. & Kim, Joocheol
- 72-86 (How) has the market become more efficient?
by Bertone, Stephen & Paeglis, Imants & Ravi, Rahul
- 87-103 Which financial stocks did short sellers target in the subprime crisis?
by Hasan, Iftekhar & Massoud, Nadia & Saunders, Anthony & Song, Keke
- 104-114 The price of liquidity: CD rates charged by money market funds
by Whitledge, Matthew D. & Winters, Drew B.
- 115-128 CEO entrenchment and corporate liquidity management
by Elyasiani, Elyas & Zhang, Ling
- 129-140 Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
by Siburg, Karl Friedrich & Stoimenov, Pavel & Weiß, Gregor N.F.
- 141-159 The effects of employee stock option plans on operating performance in Chinese firms
by Fang, Hongyan & Nofsinger, John R. & Quan, Juan
- 160-174 Teaching teenagers in finance: Does it work?
by Lührmann, Melanie & Serra-Garcia, Marta & Winter, Joachim
- 175-191 Mixture pair-copula-constructions
by Weiß, Gregor N.F. & Scheffer, Marcus
- 192-207 Flight to liquidity and the Great Recession
by Radde, Sören
- 208-221 An investigation of credit borrower concentration
by Rao, Pingui & Yue, Heng & Zhu, Jigao
- 222-238 The resolution of failed banks during the crisis: Acquirer performance and FDIC guarantees, 2008–2013
by Cowan, Arnold R. & Salotti, Valentina
- 239-253 A comparison of the information in the LIBOR and CMT term structures of interest rates
by Brooks, Robert & Cline, Brandon N. & Enders, Walter
- 254-265 Monetary policy and stock prices – Cross-country evidence from cointegrated VAR models
by Belke, Ansgar & Beckmann, Joscha
- 266-280 Commonality in hedge fund returns: Driving factors and implications
by Bussière, Matthieu & Hoerova, Marie & Klaus, Benjamin
2015, Volume 53, Issue C
- 1-17 The certification value of private debt renegotiation and the design of financial contracts: Empirical evidence from Europe
by Godlewski, Christophe J.
- 18-33 Commodity prices and BRIC and G3 liquidity: A SFAVEC approach
by Ratti, Ronald A. & Vespignani, Joaquin L.