Journal of Banking & Finance
June 2010, Volume 34, Issue 6
- 1327-1343 Variations in sovereign credit quality assessments across rating agencies
by Hill, Paula & Brooks, Robert & Faff, Robert
- 1344-1359 What's in a name? What leads a firm to change its name and what the new name foreshadows
by Wu, YiLin
- 1360-1370 The pricing of temperature futures at the Chicago Mercantile Exchange
by Dorfleitner, Gregor & Wimmer, Maximilian
- 1371-1382 Modeling of CPDOs - Identifying optimal and implied leverage
by Dorn, Jochen
- 1383-1399 Macroeconomic risks and characteristic-based factor models
by Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F.
- 1400-1411 Stated and revealed investment decisions concerning retail structured products
by Döbeli, Barbara & Vanini, Paolo
May 2010, Volume 34, Issue 5
- 903-911 Bank loan recovery rates: Measuring and nonparametric density estimation
by Calabrese, Raffaella & Zenga, Michele
- 912-922 The effect of holdings data frequency on conclusions about mutual fund behavior
by Elton, Edwin J. & Gruber, Martin J. & Blake, Christopher R. & Krasny, Yoel & Ozelge, Sadi O.
- 923-933 Excess liquidity, bank pricing rules, and monetary policy
by Agénor, Pierre-Richard & Aynaoui, Karim El
- 934-945 Settlement delays in the money market
by Bartolini, Leonardo & Hilton, Spence & McAndrews, James J.
- 946-955 Economic value in tranching of syndicated loans
by Maskara, Pankaj Kumar
- 956-964 Employee well-being, firm leverage, and bankruptcy risk
by Verwijmeren, Patrick & Derwall, Jeroen
- 965-974 Risk and the January effect
by Sun, Qian & Tong, Wilson H.S.
- 975-983 Volatility risk and the value premium: Evidence from the French stock market
by Arisoy, Yakup Eser
- 984-995 Do the equity holding and soundness of bank underwriters affect issue costs of SEOs?
by Suzuki, Katsushi
- 996-1007 China's official rates and bond yields
by Fan, Longzhen & Johansson, Anders C.
- 1008-1021 Unobservable shocks as carriers of contagion
by Dungey, Mardi & Milunovich, George & Thorp, Susan
- 1022-1031 World War II events and the Dow Jones industrial index
by Choudhry, Taufiq
- 1032-1046 Investment horizon and the attractiveness of investment strategies: A behavioral approach
by Dierkes, Maik & Erner, Carsten & Zeisberger, Stefan
- 1047-1061 Modeling the dynamics of Chinese spot interest rates
by Hong, Yongmiao & Lin, Hai & Wang, Shouyang
- 1062-1076 Random walk theory and the weak-form efficiency of the US art auction prices
by Erdos, Péter & Ormos, Mihály
- 1077-1088 Public entrants, public equity finance and creative destruction
by Brown, James R. & Petersen, Bruce C.
- 1089-1097 Tax clientele effects of dividends under intertemporal consumption choices
by Mori, Naoya
- 1098-1107 Covered interest arbitrage profits: The role of liquidity and credit risk
by Fong, Wai-Ming & Valente, Giorgio & Fung, Joseph K.W.
April 2010, Volume 34, Issue 4
- 697-702 Interaction of market and credit risk
by Hartmann, Philipp
- 703-712 Does adding up of economic capital for market- and credit risk amount to conservative risk assessment?
by Breuer, Thomas & Jandacka, Martin & Rheinberger, Klaus & Summer, Martin
- 713-729 The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application
by Drehmann, Mathias & Sorensen, Steffen & Stringa, Marco
- 730-742 An economic capital model integrating credit and interest rate risk in the banking book
by Alessandri, Piergiorgio & Drehmann, Mathias
- 743-753 Market conditions, default risk and credit spreads
by Tang, Dragon Yongjun & Yan, Hong
- 754-764 Recovery rates, default probabilities, and the credit cycle
by Bruche, Max & González-Aguado, Carlos
- 765-775 On the implications of market power in banking: Evidence from developing countries
by Turk Ariss, Rima
- 776-787 The impact of sell-side analyst research coverage on an affiliated broker's market share of trading volume
by Niehaus, Greg & Zhang, Donghang
- 788-801 Pricing multiasset equity options: How relevant is the dependence function?
by Bedendo, Mascia & Campolongo, Francesca & Joossens, Elisabeth & Saita, Francesco
- 802-812 Mutual fund portfolio trading and investor flow
by Dubofsky, David A.
- 813-824 Antitakeover provisions in corporate spin-offs
by Chemmanur, Thomas J. & Jordan, Bradford D. & Liu, Mark H. & Wu, Qun
- 825-833 Discount window borrowing after 2003: The explicit reduction in implicit costs
by Artuç, Erhan & Demiralp, Selva
- 834-839 Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations
by Chuliá, Helena & Martens, Martin & Dijk, Dick van
- 840-855 Inflation risk and international asset returns
by Moerman, Gerard A. & van Dijk, Mathijs A.
- 856-870 Mean-variance convergence around the world
by Eun, Cheol S. & Lee, Jinsoo
- 871-881 The information content of implied volatilities and model-free volatility expectations: Evidence from options written on individual stocks
by Taylor, Stephen J. & Yadav, Pradeep K. & Zhang, Yuanyuan
- 882-891 Foreign exchange, fractional cointegration and the implied-realized volatility relation
by Kellard, Neil & Dunis, Christian & Sarantis, Nicholas
- 892-902 How bank capital buffers vary across countries: The influence of cost of deposits, market power and bank regulation
by Fonseca, Ana Rosa & González, Francisco
March 2010, Volume 34, Issue 3
- 485-497 Concentrated control, institutions, and banking sector: An international study
by Haw, In-Mu & Ho, Simon S.M. & Hu, Bingbing & Wu, Donghui
- 498-508 The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand
by Frijns, Bart & Gilbert, Aaron & Tourani-Rad, Alireza
- 509-521 The degree of financial liberalization and aggregated stock-return volatility in emerging markets
by Umutlu, Mehmet & Akdeniz, Levent & Altay-Salih, Aslihan
- 522-532 Regulatory competition and forbearance: Evidence from the life insurance industry
by McShane, Michael K. & Cox, Larry A. & Butler, Richard J.
- 533-545 International house prices and macroeconomic fluctuations
by Beltratti, Andrea & Morana, Claudio
- 546-556 Restricting consumer credit access: Household survey evidence on effects around the Oregon rate cap
by Zinman, Jonathan
- 557-567 Endogenous housing market cycles
by Sommervoll, Dag Einar & Borgersen, Trond-Arne & Wennemo, Tom
- 568-577 Venture capital funds: Flow-performance relationship and performance persistence
by Phalippou, Ludovic
- 578-593 Conditionally fitted Sharpe performance with an application to hedge fund rating
by Darolles, Serge & Gourieroux, Christian
- 594-605 Speed of convergence to market efficiency for NYSE-listed foreign stocks
by Visaltanachoti, Nuttawat & Yang, Ting
- 606-620 Distribution of institutional ownership and corporate firm performance
by Elyasiani, Elyas & Jia, Jingyi
- 621-632 Capital structure, equity ownership and firm performance
by Margaritis, Dimitris & Psillaki, Maria
- 633-646 Generalized parameter functions for option pricing
by Andreou, Panayiotis C. & Charalambous, Chris & Martzoukos, Spiros H.
- 647-655 Lost in translation: Delayed ex-dividend price adjustments of Hong Kong ADRs
by Kadapakkam, Palani-Rajan & Meisami, Alex & Shi, Yilun
- 656-666 Entrenchment, governance, and the stock price reaction to sudden executive deaths
by Salas, Jesus M.
- 667-680 An open-economy macro-finance model of international interdependence: The OECD, US and the UK
by Spencer, Peter & Liu, Zhuoshi
- 681-694 Minority shareholders' wealth effects and stock market development: Evidence from increase-in-ownership M&As
by Croci, Ettore & Petmezas, Dimitris
- 695-695 Corrigendum to "Pricing catastrophe options with stochastic arrival intensity in claim time" [J. Bank. Fin. 34 (2010) 24-32]
by Chang, Carolyn W. & Chang, Jack S.K. & Lu, WeiLi
February 2010, Volume 34, Issue 2
- 281-294 Extracting inflation expectations and inflation risk premia from the term structure: A joint model of the UK nominal and real yield curves
by Joyce, Michael A.S. & Lildholdt, Peter & Sorensen, Steffen
- 295-303 Assessing the performance of alternative investments using non-parametric efficiency measurement approaches: Is it convincing?
by Glawischnig, Markus & Sommersguter-Reichmann, Margit
- 304-313 Informed arbitrage with speculative noise trading
by Albert Wang, F.
- 314-323 Banks' intraday liquidity management during operational outages: Theory and evidence from the UK payment system
by Merrouche, Ouarda & Schanz, Jochen
- 324-335 Long-term debt and overinvestment agency problem
by D'Mello, Ranjan & Miranda, Mercedes
- 336-349 Risk factor contributions in portfolio credit risk models
by Rosen, Dan & Saunders, David
- 350-361 The conditional nature of the value of corporate governance
by Chi, Jianxin Daniel & Scott Lee, D.
- 362-377 The level and quality of Value-at-Risk disclosure by commercial banks
by Pérignon, Christophe & Smith, Daniel R.
- 378-387 Mutual fund trades and the value of contradictory private information
by Cullen, Grant & Gasbarro, Dominic & Monroe, Gary S.
- 388-398 What determines the composition of banks' loan portfolios? Evidence from transition countries
by De Haas, Ralph & Ferreira, Daniel & Taci, Anita
- 399-408 The impact of bank ownership concentration on impaired loans and capital adequacy
by Shehzad, Choudhry Tanveer & de Haan, Jakob & Scholtens, Bert
- 409-426 Trend-following trading strategies in commodity futures: A re-examination
by Szakmary, Andrew C. & Shen, Qian & Sharma, Subhash C.
- 427-440 Corporate life cycle and M&A activity
by Owen, Sian & Yawson, Alfred
- 441-456 Illegal buyouts
by Cumming, Douglas & Zambelli, Simona
- 457-470 Cross-sectional tests of the CAPM and Fama-French three-factor model
by Grauer, Robert R. & Janmaat, Johannus A.
- 471-483 Short sales and speed of price adjustment: Evidence from the Hong Kong stock market
by Chen, Crystal Xiaobei & Rhee, S. Ghon
January 2010, Volume 34, Issue 1
- 1-11 The predictive power of the implied volatility of options traded OTC and on exchanges
by Yu, Wayne W. & Lui, Evans C.K. & Wang, Jacqueline W.
- 12-23 Equity issues and temporal variation in information asymmetry
by Autore, Don M. & Kovacs, Tunde
- 24-32 Pricing catastrophe options with stochastic claim arrival intensity in claim time
by Chang, Carolyn W. & Chang, Jack S.K. & Lu, WeLi
- 33-43 The index fund rationality paradox
by Boldin, Michael & Cici, Gjergji
- 44-54 Managerial rights, use of investment banks, and the wealth effects for acquiring firms' shareholders
by Wang, Weishen & Whyte, Ann Marie
- 55-66 Diversification and Value-at-Risk
by Pérignon, Christophe & Smith, Daniel R.
- 67-76 Irish credit unions: Investigating performance determinants and the opportunity cost of regulatory compliance
by Glass, J. Colin & McKillop, Donal G. & Rasaratnam, Syamarlah
- 77-89 Tight bounds on American option prices
by Chung, San-Lin & Hung, Mao-Wei & Wang, Jr-Yan
- 90-102 Equity fund ownership and the cross-regional diversification of household risk
by Becker, Sascha O. & Hoffmann, Mathias
- 103-115 Conglomerate investment under various capital market conditions
by Yan, An & Yang, Zaihui & Jiao, Jie
- 116-126 The S&P500 index effect reconsidered: Evidence from overnight and intraday stock price performance and volume
by Kappou, Konstantina & Brooks, Chris & Ward, Charles
- 127-138 Efficiency, technical change, and returns to scale in large US banks: Panel data evidence from an output distance function satisfying theoretical regularity
by Feng, Guohua & Serletis, Apostolos
- 139-149 Investor sentiment and the stock market's reaction to monetary policy
by Kurov, Alexander
- 150-162 Financial development and asset valuation: The special case of real estate
by Shahid Ebrahim, M. & Hussain, Sikandar
- 163-173 Is international diversification really beneficial?
by You, Leyuan & Daigler, Robert T.
- 174-183 Information content of options trading volume for future volatility: Evidence from the Taiwan options market
by Chang, Chuang-Chang & Hsieh, Pei-Fang & Wang, Yaw-Huei
- 184-192 The dark side of global integration: Increasing tail dependence
by Beine, Michel & Cosma, Antonio & Vermeulen, Robert
- 193-207 Reputation stretching in mutual fund starts
by Chen, Hsuan-Chi & Lai, Christine W.
- 208-223 Does cross-listing facilitate changes in corporate ownership and control?
by Ayyagari, Meghana & Doidge, Craig
- 224-235 Operational risk and reputation in the financial industry
by Gillet, Roland & Hübner, Georges & Plunus, Séverine
- 236-245 International diversification strategies: Revisited from the risk perspective
by Bai, Ye & Green, Christopher J.
- 246-254 The impact of regulatory reforms on cost structure, ownership and competition in Indian banking
by Zhao, Tianshu & Casu, Barbara & Ferrari, Alessandra
- 255-266 The strategic specialist and imperfect competition in a limit order market
by Dumitrescu, Ariadna
- 267-279 Model risk and capital reserves
by Kerkhof, Jeroen & Melenberg, Bertrand & Schumacher, Hans
December 2009, Volume 33, Issue 12
- 2175-2184 The capitalization of taxes in bond prices: Evidence from the market for Government of Canada bonds
by Landon, Stuart
- 2185-2198 Bank fragility, "money under the mattress", and long-run growth: US evidence from the "perfect" Panic of 1893
by Ramírez, Carlos D.
- 2199-2206 Segmentation and time-of-day patterns in foreign exchange markets
by Ranaldo, Angelo
- 2207-2217 Firm performance and mutual fund voting
by Ng, Lilian & Wang, Qinghai & Zaiats, Nataliya
- 2218-2226 How loan portfolio diversification affects risk, efficiency and capitalization: A managerial behavior model for Austrian banks
by Rossi, Stefania P.S. & Schwaiger, Markus S. & Winkler, Gerhard
- 2227-2240 Aligning debt and equity claimant interests: Evidence from dual claim investors
by Xu, Xijia
- 2241-2252 Financial instruments with sports betting components: Marketing gimmick or a domain for behavioral finance?
by Breuer, Wolfgang & Hauten, Guido & Kreuz, Claudia
- 2253-2266 Announcements and the effectiveness of monetary policy: A view from the US prime rate
by Kobayashi, Teruyoshi
- 2267-2274 The effect of mergers on credit union performance
by Bauer, Keldon J. & Miles, Linda L. & Nishikawa, Takeshi
- 2275-2281 Intrinsic bubbles and Granger causality in the S&P 500: Evidence from long-term data
by Chen, An-Sing & Cheng, Lee-Young & Cheng, Kuang-Fu
- 2282-2292 Competition in banking: A disequilibrium approach
by Goddard, John & Wilson, John O.S.
- 2293-2300 Consumption smoothing channels in open economies
by Asdrubali, Pierfederico & Kim, Soyoung
- 2301-2311 Cash, investments and asset returns
by Huang, Dayong & Wang, Fang
- 2312-2321 Do financial conglomerates create or destroy value? Evidence for the EU
by van Lelyveld, Iman & Knot, Klaas
- 2322-2332 A re-examination of China's share issue privatization
by Jiang, Guohua & Yue, Heng & Zhao, Longkai
- 2333-2345 Bond risk premia and realized jump risk
by Wright, Jonathan H. & Zhou, Hao
- 2346-2362 Testing for strict stationarity in financial variables
by Kapetanios, George
- 2363-2372 Earnings management and initial public offerings: The case of the depository industry
by Adams, Brian & Carow, Kenneth A. & Perry, Tod
- 2373-2385 Competitive and value effects of bank privatization in developed countries
by Otchere, Isaac
November 2009, Volume 33, Issue 11
- 1949-1952 Global financial crisis, risk analysis and risk measurement
by Claessens, Stijn & Demirgüç-Kunt, AslI & Moshirian, Fariborz
- 1953-1962 Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08
by Baba, Naohiko & Packer, Frank
- 1963-1972 The effect of exchange rate variability on US shareholder wealth
by Muller, Aline & Verschoor, Willem F.C.
- 1973-1982 Does multinationality matter? Implications of operational hedging for the exchange risk exposure
by Choi, Jongmoo Jay & Jiang, Cao
- 1983-1995 The ADR shadow exchange rate as an early warning indicator for currency crises
by Eichler, Stefan & Karmann, Alexander & Maltritz, Dominik
- 1996-2012 Contagion as a domino effect in global stock markets
by Markwat, Thijs & Kole, Erik & van Dijk, Dick
- 2013-2025 Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS
by Forte, Santiago & Peña, Juan Ignacio
- 2026-2035 Explaining international stock correlations with CPI fluctuations and market volatility
by Cai, Yijie & Chou, Ray Yeutien & Li, Dan
- 2036-2049 A framework for assessing the systemic risk of major financial institutions
by Huang, Xin & Zhou, Hao & Zhu, Haibin
- 2050-2061 Performance and Merton-type default risk of listed banks in the EU: A panel VAR approach
by Koutsomanoli-Filippaki, Anastasia & Mamatzakis, Emmanuel
- 2062-2069 The delegated portfolio management problem: Reputation and herding
by Villatoro, Félix
- 2070-2079 IPOs, clustering, indirect learning and filing independently
by Colaco, Hugh M.J. & Ghosh, Chinmoy & Knopf, John D. & Teall, John L.
- 2080-2092 What explains the low profitability of Chinese banks?
by García-Herrero, Alicia & Gavilá, Sergio & Santabárbara, Daniel
- 2093-2101 How corporate governance affects payout policy under agency problems and external financing constraints
by Chae, Joon & Kim, Sungmin & Lee, Eun Jung
- 2102-2109 The dynamics of short-term mutual fund flows and returns: A time-series and cross-sectional investigation
by Rakowski, David & Wang, Xiaoxin
- 2110-2121 Efficient portfolios when housing needs change over the life cycle
by Pelizzon, Loriana & Weber, Guglielmo
- 2122-2131 Trading activity, dealer concentration and foreign exchange market quality
by Kaul, Aditya & Sapp, Stephen
- 2132-2139 Investment, internal funds and public banking in Germany
by Engel, Dirk & Middendorf, Torge
- 2140-2149 Static hedging and pricing American options
by Chung, San-Lin & Shih, Pai-Ta
- 2150-2163 Efficiency in housing markets: Which home buyers know how to discount?
by Hjalmarsson, Erik & Hjalmarsson, Randi
- 2164-2173 Macroeconomic sources of foreign exchange risk in new EU members
by Kocenda, Evzen & Poghosyan, Tigran
October 2009, Volume 33, Issue 10
- 1739-1740 International financial integration
by Lucey, Brian M.
- 1741-1754 Does the law of one price hold in international financial markets? Evidence from tick data
by Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio
- 1755-1769 Financial reforms and time-varying microstructures in emerging equity markets
by Lagoarde-Segot, Thomas
- 1770-1780 Markets and institutions in financial intermediation: National characteristics as determinants
by Aggarwal, Raj & Goodell, John W.
- 1781-1792 Entry mode choice of multinational banks
by Lehner, Maria
- 1793-1803 How much intraregional exchange rate variability could a currency union remove? The case of ASEAN+3
by Qin, Duo & Tan, Tao
- 1804-1816 Ownership changes and access to external financing
by Knyazeva, Anzhela & Knyazeva, Diana & Stiglitz, Joseph
- 1817-1828 Propping and tunneling: Empirical evidence from Japanese keiretsu
by Dow, Sandra & McGuire, Jean
- 1829-1841 Operating performance changes associated with corporate mergers and the role of corporate governance
by Carline, Nicholas F. & Linn, Scott C. & Yadav, Pradeep K.
- 1842-1850 The joint estimation of bank-level market power and efficiency
by Delis, Manthos D. & Tsionas, Efthymios G.
- 1851-1859 Measuring performance in a dynamic world: Conditional mean-variance fundamentals
by Jha, Ranjini & Korkie, Bob & Turtle, Harry J.
- 1860-1873 Financial dollarization: Short-run determinants in transition economies
by Neanidis, Kyriakos C. & Savva, Christos S.
- 1874-1883 An evaluation of contingent immunization
by Díaz, Antonio & González, María de la O & Navarro, Eliseo & Skinner, Frank S.
- 1884-1897 Does competition from new equity mitigate bank rent extraction? Insights from Japanese data
by Wu, Xueping & Sercu, Piet & Yao, Jun
- 1898-1908 The market reaction to cross-listings: Does the destination market matter?
by Roosenboom, Peter & van Dijk, Mathijs A.
- 1909-1919 The pricing of deposit insurance considering bankruptcy costs and closure policies
by Hwang, Dar-Yeh & Shie, Fu-Shuen & Wang, Kehluh & Lin, Jung-Chu
- 1920-1931 The determinants of net interest income in the Mexican banking system: An integrated model
by Maudos, Joaquín & Solís, Liliana
- 1932-1947 Do financial factors affect the capital-labour ratio? Evidence from UK firm-level data
by Spaliara, Marina-Eliza
September 2009, Volume 33, Issue 9
- 1555-1562 On the integrability of money-demand functions by the Sidrauski and the shopping-time models
by Cysne, Rubens Penha & Turchick, David
- 1563-1574 Stock market crashes, firm characteristics, and stock returns
by Wang, Jia & Meric, Gulser & Liu, Zugang & Meric, Ilhan
- 1575-1585 A momentum trading strategy based on the low frequency component of the exchange rate
by Harris, Richard D.F. & Yilmaz, Fatih
- 1586-1596 Evaluation of linear asset pricing models by implied portfolio performance
by Balvers, Ronald J. & Huang, Dayong
- 1597-1609 The bright and dark side of staging: Investment performance and the varying motivations of private equity firms
by Krohmer, Philipp & Lauterbach, Rainer & Calanog, Victor
- 1610-1623 Equity market valuation of human capital and stock returns
by Pantzalis, Christos & Park, Jung Chul
- 1624-1635 Asymmetric effects of the business cycle on bank credit risk
by Marcucci, Juri & Quagliariello, Mario
- 1636-1651 Information, sophistication, and foreign versus domestic investors' performance
by Chen, Li-Wen & Johnson, Shane A. & Lin, Ji-Chai & Liu, Yu-Jane
- 1652-1663 Overvaluation and earnings management
by Chi, Jianxin (Daniel) & Gupta, Manu
- 1664-1676 The value of coskewness in mutual fund performance evaluation
by Moreno, David & Rodríguez, Rosa
- 1677-1687 The impact of banking sector reform in a transition economy: Evidence from Kyrgyzstan
by Brown, Martin & Maurer, Maria Rueda & Pak, Tamara & Tynaev, Nurlanbek
- 1688-1699 Asset allocation and location over the life cycle with investment-linked survival-contingent payouts
by Horneff, Wolfram J. & Maurer, Raimond H. & Mitchell, Olivia S. & Stamos, Michael Z.
- 1700-1708 The effects of default and call risk on bond duration
by Xie, Yan Alice & Liu, Sheen & Wu, Chunchi & Anderson, Bing
- 1709-1729 Crises, contagion and cross-listings
by Chandar, Nandini & Patro, Dilip K. & Yezegel, Ari
- 1730-1738 Catering effects in corporate dividend policy: The international evidence
by Ferris, Stephen P. & Jayaraman, Narayanan & Sabherwal, Sanjiv
August 2009, Volume 33, Issue 8
- 1361-1375 Varying risk premia in international bond markets
by Kessler, Stephan & Scherer, Bernd
- 1376-1387 Are interest rate options important for the assessment of interest rate risk?
by Almeida, Caio & Vicente, José
- 1388-1399 The wandering weekday effect in major stock markets
by Doyle, John R. & Chen, Catherine Huirong
- 1400-1412 The long-term performance of acquiring firms: A re-examination of an anomaly
by Dutta, Shantanu & Jog, Vijay
- 1413-1422 The identification of technology regimes in banking: Implications for the market power-fragility nexus
by Koetter, Michael & Poghosyan, Tigran
- 1423-1433 Does concurrent management of mutual and hedge funds create conflicts of interest?
by Chen, Li-Wen & Chen, Fan
- 1434-1445 The effects of regulation on industry structure and trade generation in the US securities industry
by Choi, Hyung Suk & Clarke, Jonathan & Ferris, Stephen P. & Jayaraman, Narayanan
- 1446-1453 Regional growth and finance in Europe: Is there a quality effect of bank efficiency?
by Hasan, Iftekhar & Koetter, Michael & Wedow, Michael
- 1454-1463 Demutualization: Determinants and consequences of the mutual holding company choice
by Carow, Kenneth A. & Cox, Steven R. & Roden, Dianne M.
- 1464-1471 Did the repeated debt ceiling controversies embed default risk in US Treasury securities?
by Liu, Pu & Shao, Yingying & Yeager, Timothy J.
- 1472-1480 The announcement impact of seasoned equity offerings on bondholder wealth
by Elliott, William B. & Prevost, Andrew K. & Rao, Ramesh P.
- 1481-1493 Stock price reaction following large one-day price changes: UK evidence
by Mazouz, Khelifa & Joseph, Nathan L. & Joulmer, Joulmer
- 1494-1506 The safety first expected utility model: Experimental evidence and economic implications
by Levy, Haim & Levy, Moshe
- 1507-1519 Compensation committee governance quality, chief executive officer stock option grants, and future firm performance
by Sun, Jerry & Cahan, Steven F. & Emanuel, David
- 1520-1530 Bank credit risk and structural credit models: Agency and information asymmetry perspectives
by Liao, Hsien-Hsing & Chen, Tsung-Kang & Lu, Chia-Wu
- 1531-1542 Dealer attention, the speed of quote adjustment to information, and net dealer revenue
by Boulatov, Alex & Hatch, Brian C. & Johnson, Shane A. & Lei, Adam Y.C.
- 1543-1553 Endless leverage certificates
by Rossetto, Silvia & Bommel, Jos van
July 2009, Volume 33, Issue 7
- 1187-1195 The impact of FX central bank intervention in a noise trading framework
by Beine, Michel & Grauwe, Paul De & Grimaldi, Marianna
- 1196-1210 Market power in local banking monopolies
by Coccorese, Paolo
- 1211-1220 Private equity and regulatory capital
by Bongaerts, Dion & Charlier, Erwin
- 1221-1229 Decision-making under uncertainty - A field study of cumulative prospect theory
by Gurevich, Gregory & Kliger, Doron & Levy, Ori
- 1230-1241 Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme
by Daskalakis, George & Psychoyios, Dimitris & Markellos, Raphael N.
- 1242-1254 Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance
by Zakamouline, Valeri & Koekebakker, Steen
- 1255-1265 Does the market dole out collective punishment? An empirical analysis of industry, geography, and Arthur Andersen's reputation
by Huang, Roger D. & Li, Hang
- 1266-1273 Regulation of credit rating agencies
by Stolper, Anno
- 1274-1284 Monetary policy implementation and the federal funds rate
by Nautz, Dieter & Schmidt, Sandra
- 1285-1298 Overreaction in the thrift IPO aftermarket
by Friesen, Geoffrey C. & Swift, Christopher