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July 2011, Volume 35, Issue 7
- 1683-1697 Portfolio insurance and prospect theory investors: Popularity and optimal design of capital protected financial products
by Dichtl, Hubert & Drobetz, Wolfgang
- 1698-1713 A closer look at financial development and income distribution
by Gimet, Céline & Lagoarde-Segot, Thomas
- 1714-1726 Long memory in volatility and trading volume
by Fleming, Jeff & Kirby, Chris
- 1727-1735 A comprehensive analysis of the effects of risk measures on bank efficiency: Evidence from emerging Asian countries
by Sun, Lei & Chang, Tzu-Pu
- 1736-1752 Firm survival and financial development: Evidence from a panel of emerging Asian economies
by Tsoukas, Serafeim
- 1753-1761 Do financial markets care about SRI? Evidence from mergers and acquisitions
by Aktas, Nihat & de Bodt, Eric & Cousin, Jean-Gabriel
- 1762-1776 On the characteristics and performance of long-short, market-neutral and bear mutual funds
by Badrinath, S.G. & Gubellini, S.
- 1777-1793 Nonlinearly weighted convex risk measure and its application
by Chen, Zhiping & Yang, Li
- 1794-1810 The impact of corporate social responsibility on the cost of bank loans
by Goss, Allen & Roberts, Gordon S.
- 1811-1823 Omega performance measure and portfolio insurance
by Bertrand, Philippe & Prigent, Jean-luc
- 1824-1842 Recovering copulas from limited information and an application to asset allocation
by Chu, Ba
- 1843-1857 Does debtor protection really protect debtors? Evidence from the small business credit market
by Berger, Allen N. & Cerqueiro, Geraldo & Penas, María F.
June 2011, Volume 35, Issue 6
- 1341-1351 A computational approach to pricing a bank credit line
by Stanhouse, Bryan & Schwarzkopf, Al & Ingram, Matt
- 1352-1366 Product market pricing power, industry concentration and analysts' earnings forecasts
by Datta, Sudip & Iskandar-Datta, Mai & Sharma, Vivek
- 1367-1379 Creditor rights and debt allocation within multinationals
by Akbel, Basak & Schnitzer, Monika
- 1380-1390 Capital requirements under the credit risk-based framework
by Antão, Paula & Lacerda, Ana
- 1391-1398 Credit risk transfer activities and systemic risk: How banks became less risky individually but posed greater risks to the financial system at the same time
by Nijskens, Rob & Wagner, Wolf
- 1399-1414 A Bayesian approach to detecting nonlinear risk exposures in hedge fund strategies
by Giannikis, Dimitrios & Vrontos, Ioannis D.
- 1415-1426 Asset market linkages: Evidence from financial, commodity and real estate assets
by Chan, Kam Fong & Treepongkaruna, Sirimon & Brooks, Robert & Gray, Stephen
- 1427-1435 Risk adjustment and momentum sources
by Wang, Jun & Wu, Yangru
- 1436-1449 Bank size and risk-taking under Basel II
by Hakenes, Hendrik & Schnabel, Isabel
- 1450-1463 When and how US dollar shortages evolved into the full crisis? Evidence from the cross-currency swap market
by Baba, Naohiko & Sakurai, Yuji
- 1464-1476 Ownership, control, and pyramids in Spanish commercial banks
by Azofra, Valentín & Santamaría, Marcos
- 1477-1490 Patterns in payout policy and payout channel choice
by Renneboog, Luc & Trojanowski, Grzegorz
- 1491-1506 Corporate derivatives use and the cost of equity
by Gay, Gerald D. & Lin, Chen-Miao & Smith, Stephen D.
- 1507-1518 Managerial responses to incentives: Control of firm risk, derivative pricing implications, and outside wealth management
by Hodder, James E. & Jackwerth, Jens Carsten
- 1519-1529 Price determinants of Aboriginal art, and its role as an alternative asset class
by Taylor, Dominic & Coleman, Les
- 1530-1540 Volatility components, leverage effects, and the return-volatility relations
by Li, Junye
- 1541-1551 Do ESOPs enhance firm performance? Evidence from China's reform experiment
by Meng, Rujing & Ning, Xiangdong & Zhou, Xianming & Zhu, Hongquan
- 1552-1562 Market discipline, financial crisis and regulatory changes: Evidence from Indonesian banks
by Hadad, Muliaman D. & Agusman, Agusman & Monroe, Gary S. & Gasbarro, Dominic & Zumwalt, James Kenton
- 1563-1580 Does more information in stock price lead to greater or smaller idiosyncratic return volatility?
by Lee, Dong Wook & Liu, Mark H.
- 1581-1597 Comparing different explanations of the volatility trend
by Rubin, Amir & Smith, Daniel R.
May 2011, Volume 35, Issue 5
- 1027-1040 A conditional asset-pricing model with the optimal orthogonal portfolio
by Asgharian, Hossein
- 1041-1056 The role of co-managers in reducing flotation costs: Evidence from seasoned equity offerings
by Jeon, Jin Q. & Ligon, James A.
- 1057-1072 Does the "Bund" dominate price discovery in Euro bond futures? Examining information shares
by Fricke, Christoph & Menkhoff, Lukas
- 1073-1086 Identification of speculative bubbles using state-space models with Markov-switching
by Al-Anaswah, Nael & Wilfling, Bernd
- 1087-1096 Market structure and the pass-through of the federal funds rate
by Adams, Robert M. & Amel, Dean F.
- 1097-1113 Advantageous innovation and imitation in the underwriting market for corporate securities
by Herrera, Helios & Schroth, Enrique
- 1114-1127 Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns
by Mistrulli, Paolo Emilio
- 1128-1142 Investigating sources of unanticipated exposure in industry stock returns
by Bredin, Don & Hyde, Stuart
- 1143-1157 Understanding seasoned equity offerings of Chinese firms
by Bo, Hong & Huang, Zhongnan & Wang, Changyun
- 1158-1169 How accurate is the square-root-of-time rule in scaling tail risk: A global study
by Wang, Jying-Nan & Yeh, Jin-Huei & Cheng, Nick Ying-Pin
- 1170-1178 Can broker-dealer client surveys provide signals for debt investing?
by Andrade, Sandro C. & Barrett, W. Brian
- 1179-1189 The diversification effects of volatility-related assets
by Chen, Hsuan-Chi & Chung, San-Lin & Ho, Keng-Yu
- 1190-1201 Non-parametric frontier estimates of mutual fund performance using C- and L-moments: Some specification tests
by Kerstens, Kristiaan & Mounir, Amine & de Woestyne, Ignace Van
- 1202-1212 Revisiting the expectations hypothesis of the term structure of interest rates
by Bulkley, George & Harris, Richard D.F. & Nawosah, Vivekanand
- 1213-1227 Omitted debt risk, financial distress and the cross-section of expected equity returns
by Aretz, Kevin & Shackleton, Mark B.
- 1228-1238 Financial integration and emerging markets capital structure
by Lucey, Brian M. & Zhang, QiYu
- 1239-1249 The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns
by Akhtar, Shumi & Faff, Robert & Oliver, Barry & Subrahmanyam, Avanidhar
- 1250-1262 On the sources of private information in FX markets
by Moore, Michael J. & Payne, Richard
- 1263-1276 Macroeconomic news, announcements, and stock market jump intensity dynamics
by Rangel, José Gonzalo
- 1277-1290 The rise of risk-based pricing of mortgage interest rates in Italy
by Magri, Silvia & Pico, Raffaella
- 1291-1302 Inherited or earned? Performance of foreign banks in Central and Eastern Europe
by Havrylchyk, Olena & Jurzyk, Emilia
- 1303-1314 Firms' debt-equity decisions when the static tradeoff theory and the pecking order theory disagree
by de Jong, Abe & Verbeek, Marno & Verwijmeren, Patrick
- 1315-1326 Efficiency and risk in European banking
by Fiordelisi, Franco & Marques-Ibanez, David & Molyneux, Phil
- 1327-1340 Ownership structure and risk in publicly held and privately owned banks
by Barry, Thierno Amadou & Lepetit, Laetitia & Tarazi, Amine
April 2011, Volume 35, Issue 4
- 765-767 The future of universal banking
by Kouretas, Georgios P. & Papadopoulos, Athanasios P.
- 768-774 Rethinking the liquidity puzzle: Application of a new measure of the economic money stock
by Kelly, Logan J. & Barnett, William A. & Keating, John W.
- 775-782 The use of bank lines of credit in corporate liquidity management: A review of empirical evidence
by Demiroglu, Cem & James, Christopher
- 783-793 Can pure play internet banking survive the credit crisis?
by Arnold, Ivo J.M. & van Ewijk, Saskia E.
- 794-806 Financial dollarization: The role of foreign-owned banks and interest rates
by Basso, Henrique S. & Calvo-Gonzalez, Oscar & Jurgilas, Marius
- 807-818 Forecasting the fragility of the banking and insurance sectors
by Bernoth, Kerstin & Pick, Andreas
- 819-839 Are foreign banks more profitable than domestic banks? Home- and host-country effects of banking market structure, governance, and supervision
by Chen, Sheng-Hung & Liao, Chien-Chang
- 840-855 Interest rates and bank risk-taking
by Delis, Manthos D. & Kouretas, Georgios P.
- 856-875 Do foreign banks increase competition? Evidence from emerging Asian and Latin American banking markets
by Jeon, Bang Nam & Olivero, María Pía & Wu, Ji
- 876-885 The term structure of banking crisis risk in the United States: A market data based compound option approach
by Eichler, Stefan & Karmann, Alexander & Maltritz, Dominik
- 886-901 Towards a more accurate measure of foreign bank entry and its impact on domestic banking performance: The case of China
by Xu, Ying
- 902-915 The impact of European bank mergers on bidder default risk
by Vallascas, Francesco & Hagendorff, Jens
- 916-934 Cultural influences on home bias and international diversification by institutional investors
by Anderson, Christopher W. & Fedenia, Mark & Hirschey, Mark & Skiba, Hilla
- 935-954 Information verifiability, bank organization, bank competition and bank-borrower relationships
by Kano, Masaji & Uchida, Hirofumi & Udell, Gregory F. & Watanabe, Wako
- 955-965 A theory of optimal expropriation, mergers and industry competition
by Brisley, Neil & Bris, Arturo & Cabolis, Christos
- 966-977 The pricing and performance of leveraged exchange-traded funds
by Charupat, Narat & Miu, Peter
- 978-987 Internal liquidity risk in corporate bond yield spreads
by Chen, Tsung-Kang & Liao, Hsien-Hsing & Tsai, Pei-Ling
- 988-999 An FFT-network for Lévy option pricing
by Wong, Hoi Ying & Guan, Peiqiu
- 1000-1010 Foreign bank entry and firms' access to bank credit: Evidence from China
by Lin, Huidan
- 1011-1025 A factor analysis approach to measuring European loan and bond market integration
by Wagenvoort, Rien J.L.M. & Ebner, André & Morgese Borys, Magdalena
March 2011, Volume 35, Issue 3
- 499-501 Global financial crisis, international financial architecture and regulation
by Moshirian, Fariborz
- 502-511 The global financial crisis and the evolution of markets, institutions and regulation
by Moshirian, Fariborz
- 512-531 Shareholder governance, bondholder governance, and managerial risk-taking
by King, Tao-Hsien Dolly & Wen, Min-Ming
- 532-543 Fire sale acquisitions: Myth vs. reality
by Ang, James & Mauck, Nathan
- 544-559 Interbank market integration, loan rates, and firm leverage
by Popov, Alexander & Ongena, Steven
- 560-571 Competition in banking and the lending channel: Evidence from bank-level data in Asia and Latin America
by Olivero, María Pía & Li, Yuan & Jeon, Bang Nam
- 572-587 International fund investment and local market returns
by Jinjarak, Yothin & Wongswan, Jon & Zheng, Huanhuan
- 588-605 What drives foreign expansion of the top 100 multinational banks? The role of the credit reporting system
by Tsai, Hsiangping & Chang, Yuanchen & Hsiao, Pei-Hsin
- 606-612 The information content of cash dividend announcements in a unique environment
by Al-Yahyaee, Khamis H. & Pham, Toan M. & Walter, Terry S.
- 613-626 Small business groups enhance performance and promote stability, not expropriation. Evidence from French SMEs
by Hamelin, Anaïs
- 627-638 Managing liquidity: Optimal degree of centralization
by Pokutta, Sebastian & Schmaltz, Christian
- 639-652 Estimating exponential affine models with correlated measurement errors: Applications to fixed income and commodities
by Dempster, M.A.H. & Tang, Ke
- 653-669 House prices, non-fundamental components and interstate spillovers: The Australian experience
by Costello, Greg & Fraser, Patricia & Groenewold, Nicolaas
- 670-680 The relationship between asset growth and the cross-section of stock returns
by Gray, Philip & Johnson, Jessica
- 681-697 Contagion risk in the Australian banking and property sectors
by Pais, Amelia & Stork, Philip A.
- 698-708 Pitfalls and remedies in testing the calibration quality of rating systems
by Aussenegg, Wolfgang & Resch, Florian & Winkler, Gerhard
- 709-723 Access to financing and firm growth
by Rahaman, Mohammad M.
- 724-735 Bank size, lending technologies, and small business finance
by Berger, Allen N. & Black, Lamont K.
- 736-751 Does regulation substitute or complement governance?
by Becher, David A. & Frye, Melissa B.
- 752-764 Simultaneous monetary policy announcements and international stock markets response: An intraday analysis
by Hussain, Syed Mujahid
February 2011, Volume 35, Issue 2
- 253-267 The impact of terrorism on financial markets: An empirical study
by Chesney, Marc & Reshetar, Ganna & Karaman, Mustafa
- 268-281 Arbitrage-free credit pricing using default probabilities and risk sensitivities
by Blöchlinger, Andreas
- 282-289 Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure
by Memmel, Christoph
- 290-299 On syndicate composition, corporate structure and the certification effect of credit ratings
by Bosch, Oliver & Steffen, Sascha
- 300-309 Effect of collateral characteristics on bank performance: Evidence from collateralized stocks in Taiwan
by Chen, Anlin & Kao, Lanfeng
- 310-322 The macroeconomic sources of systemic risk in the banking sectors of five new EU member states
by Festic, Mejra & Kavkler, Alenka & Repina, Sebastijan
- 323-330 Bank capital regulation and credit supply
by Hyun, Jung-Soon & Rhee, Byung-Kun
- 331-342 Productivity and efficiency analysis of Shinkin banks: Evidence from bootstrap and Bayesian approaches
by George Assaf, A. & Barros, Carlos P. & Matousek, Roman
- 343-357 Price dispersion in OTC markets: A new measure of liquidity
by Jankowitsch, Rainer & Nashikkar, Amrut & Subrahmanyam, Marti G.
- 358-371 Hierarchical determinants of capital structure
by Kayo, Eduardo K. & Kimura, Herbert
- 372-387 Investment intensity of currencies and the random walk hypothesis: Cross-currency evidence
by Chuluun, Tuugi & Eun, Cheol S. & Kiliç, Rehim
- 388-402 Does deposit insurance improve financial intermediation? Evidence from the Russian experiment
by Chernykh, Lucy & Cole, Rebel A.
- 403-417 International diversification: A copula approach
by Chollete, Lorán & de la Peña, Victor & Lu, Ching-Chih
- 418-429 How do exchange rates co-move? A study on the currencies of five inflation-targeting countries
by Li, Xiao-Ming
- 430-442 Options, short-sale constraints and market efficiency: A new perspective
by Phillips, Blake
- 443-455 Exchange rate expectations and the pricing of Chinese cross-listed stocks
by Eichler, Stefan
- 456-470 Tax avoidance, cost of debt and shareholder activism: Evidence from Korea
by Lim, Youngdeok
- 471-477 Asymmetrical return on equity mean reversion and catering
by Chen, An-Sing & Lin, Shih-Chieh
- 478-489 The high-frequency response of exchange rates to monetary policy actions and statements
by Rosa, Carlo
- 490-497 Information disclosure in credit markets when banks' costs are endogenous
by Van Tassel, Eric
January 2011, Volume 35, Issue 1
- 1-6 A framework for journal assessment: The case of the Journal of Banking & Finance
by Borokhovich, Kenneth A. & Lee, Allissa A. & Simkins, Betty J.
- 7-20 Finance journal rankings and tiers: An Active Scholar Assessment methodology
by Currie, Russell R. & Pandher, Gurupdesh S.
- 21-35 Market discipline of banks: Why are yield spreads on bank-issued subordinated notes and debentures not sensitive to bank risks?
by Balasubramnian, Bhanu & Cyree, Ken B.
- 36-50 Managerial entrenchment, equity payout and capital structure
by Wang, Hao
- 51-66 Specialists as risk managers: The competition between intermediated and non-intermediated markets
by Mao, Wen & Pagano, Michael S.
- 67-81 Future labor income growth and the cross-section of equity returns
by Kim, Dongcheol & Kim, Tong Suk & Min, Byoung-Kyu
- 82-94 The term structure of CD rates and monetary policy transmission
by Nishiyama, Yasuo
- 95-103 Detecting time-variation in corporate bond index returns: A smooth transition regression model
by Chen, XiaoHua & Maringer, Dietmar
- 104-117 Competition, interlisting and market structure in options trading
by Khoury, Nabil & Perrakis, Stylianos & Savor, Marko
- 118-129 Dominant institutional owners and firm value
by Ruiz-Mallorquí, María Victoria & Santana-Martín, Domingo J.
- 130-141 Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?
by Aloui, Riadh & Aïssa, Mohamed Safouane Ben & Nguyen, Duc Khuong
- 142-154 Dynamics of international integration of government securities' markets
by Kumar, Manmohan S. & Okimoto, Tatsuyoshi
- 155-165 Global equity fund performance, portfolio concentration, and the fundamental law of active management
by Huij, Joop & Derwall, Jeroen
- 166-173 Value and capacity of tax shields: An analysis of the slicing approach
by Qi, Howard
- 174-181 International evidence on bond risk premia
by Sekkel, Rodrigo
- 182-192 Asset-liability management under time-varying investment opportunities
by Ferstl, Robert & Weissensteiner, Alex
- 193-203 Does ownership matter in mergers? A comparative study of the causes and consequences of mergers by family and non-family firms
by Shim, Jungwook & Okamuro, Hiroyuki
- 204-214 Regime-switching analysis of ADR home market pass-through
by He, Hui & Yang, Jiawen
- 215-230 Expected returns, risk premia, and volatility surfaces implicit in option market prices
by Câmara, António & Krehbiel, Tim & Li, Weiping
- 231-251 Fiscal policy and financial market movements
by Tagkalakis, Athanasios
December 2010, Volume 34, Issue 12
- 2837-2837 International financial integration
by Lucey, Brian M.
- 2838-2850 Integrated models of capital adequacy - Why banks are undercapitalised
by Kretzschmar, Gavin & McNeil, Alexander J. & Kirchner, Axel
- 2851-2860 EMU and European government bond market integration
by Abad, Pilar & Chuliá, Helena & Gómez-Puig, Marta
- 2861-2873 The reaction of emerging market credit default swap spreads to sovereign credit rating changes
by Ismailescu, Iuliana & Kazemi, Hossein
- 2874-2885 Assessing financial market integration in Asia - Equity markets
by Yu, Ip-Wing & Fung, Kang-Por & Tam, Chi-Sang
- 2886-2896 Does the difference in valuation between domestic and foreign investors help explain their distinct holdings of domestic stocks?
by Kang, Hyung Cheol & Lee, Dong Wook & Park, Kyung Suh
- 2897-2916 Trading activity and bid-ask spreads of individual equity options
by Wei, Jason & Zheng, Jinguo
- 2917-2928 Timing exchange rates using order flow: The case of the Loonie
by King, Michael & Sarno, Lucio & Sojli, Elvira
- 2929-2940 Loan growth and riskiness of banks
by Foos, Daniel & Norden, Lars & Weber, Martin
- 2941-2953 Understanding partial mergers in Japan
by Ushijima, Tatsuo
- 2954-2967 Behavior of liquidity and returns around Canadian seasoned equity offerings
by Kryzanowski, Lawrence & Lazrak, Skander & Rakita, Ian
- 2968-2984 Does gender matter in bank-firm relationships? Evidence from small business lending
by Bellucci, Andrea & Borisov, Alexander & Zazzaro, Alberto
- 2985-2994 Probability of information-based trading and the January effect
by Kang, Moonsoo
- 2995-3009 Using the credit spread as an option-risk factor: Size and value effects in CAPM
by Hwang, Young-Soon & Min, Hong-Ghi & McDonald, Judith A. & Kim, Hwagyun & Kim, Bong-Han
- 3010-3024 The impact of conglomeration on the option value of equity
by Grass, Gunnar
- 3025-3036 A compound option approach to model the interrelation between banking crises and country defaults: The case of Hungary 2008
by Maltritz, Dominik
- 3037-3049 The economic function of credit rating agencies - What does the watchlist tell us?
by Bannier, Christina E. & Hirsch, Christian W.
- 3050-3054 The effect of bank ownership and deposit insurance on monetary policy transmission
by Andries, Natalia & Billon, Steve
- 3055-3060 An analysis of portfolio selection with background risk
by Jiang, Chonghui & Ma, Yongkai & An, Yunbi
- 3061-3077 Securitization and systematic risk in European banking: Empirical evidence
by Uhde, André & Michalak, Tobias C.
- 3078-3090 Multi-country event-study methods
by Campbell, Cynthia J. & Cowan, Arnold R. & Salotti, Valentina
November 2010, Volume 34, Issue 11
- 2573-2586 The use of technical analysis by fund managers: International evidence
by Menkhoff, Lukas
- 2587-2599 Accelerated investment effect of risky debt
by Lyandres, Evgeny & Zhdanov, Alexei
- 2600-2613 What drives the performance of convertible-bond funds?
by Ammann, Manuel & Kind, Axel & Seiz, Ralf
- 2614-2626 Leads and lags in sovereign credit ratings
by Alsakka, Rasha & ap Gwilym, Owain
- 2627-2638 International equity portfolio allocations and transaction costs
by Thapa, Chandra & Poshakwale, Sunil S.
- 2639-2651 What drives bank securitisation? The Spanish experience
by Cardone-Riportella, Clara & Samaniego-Medina, Reyes & Trujillo-Ponce, Antonio
- 2652-2664 Dynamic portfolio choice with deferred annuities
by Horneff, Wolfram & Maurer, Raimond & Rogalla, Ralph
- 2665-2677 Limit-order submission strategies under asymmetric information
by Menkhoff, Lukas & Osler, Carol L. & Schmeling, Maik
- 2678-2693 A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
by Shackleton, Mark B. & Taylor, Stephen J. & Yu, Peng
- 2694-2708 An advanced perspective on the predictability in hedge fund returns
by Wegener, Christian & von Nitzsch, Rüdiger & Cengiz, Cetin
- 2709-2719 Parliamentary election cycles and the Turkish banking sector
by Baum, Christopher F. & Caglayan, Mustafa & Talavera, Oleksandr
- 2720-2727 Combining mean reversion and momentum trading strategies in foreign exchange markets
by Serban, Alina F.
- 2728-2741 Regime switching correlation hedging
by Lee, Hsiang-Tai
- 2742-2752 Commodity derivatives valuation with autoregressive and moving average components in the price dynamics
by Paschke, Raphael & Prokopczuk, Marcel
- 2753-2766 Bank fund reallocation and economic growth: Evidence from China
by Chang, Philip C. & Jia, Chunxin & Wang, Zhicheng
- 2767-2787 Consumer credit-risk models via machine-learning algorithms
by Khandani, Amir E. & Kim, Adlar J. & Lo, Andrew W.
- 2788-2800 Competition for small firm banking business: Bank actions versus market structure
by Scott, Jonathan A. & Dunkelberg, William C.
- 2801-2810 Bank profitability and taxation
by Albertazzi, Ugo & Gambacorta, Leonardo
- 2811-2821 Substitution between monetary assets and consumer goods: New evidence on the monetary transmission mechanism
by Drake, Leigh & Fleissig, Adrian R.
- 2822-2836 The impact of bond rating changes on corporate bond prices: New evidence from the over-the-counter market
by May, Anthony D.
October 2010, Volume 34, Issue 10
- 2307-2317 Is the diversification discount caused by the book value bias of debt?
by Glaser, Markus & Müller, Sebastian
- 2318-2327 Auditor reputation and earnings management: International evidence from the banking industry
by Kanagaretnam, Kiridaran & Lim, Chee Yeow & Lobo, Gerald J.
- 2328-2345 Corporate bond credit spreads and forecast dispersion
by Güntay, Levent & Hackbarth, Dirk
- 2346-2357 Liquidity and market efficiency: A large sample study
by Chung, Dennis & Hrazdil, Karel
- 2358-2369 Misreaction or misspecification? A re-examination of volatility anomalies
by Jiang, George J. & Tian, Yisong S.
- 2370-2385 Does information drive trading in option strategies?
by Fahlenbrach, Rüdiger & Sandås, Patrik
- 2386-2402 Operational outages and aggregate uncertainty in the federal funds market
by Klee, Elizabeth
- 2403-2412 Short-sale inflow and stock returns: Evidence from Japan
by Takahashi, Hidetomo
- 2413-2424 The Other January Effect: Evidence against market efficiency?
by Marshall, Ben R. & Visaltanachoti, Nuttawat
- 2425-2438 How loss averse are investors in financial markets?
by Hwang, Soosung & Satchell, Steve E.
- 2439-2449 Investor sentiment, executive compensation, and corporate investment
by Grundy, Bruce D. & Li, Hui
- 2450-2461 Capital-based regulation, portfolio risk and capital determination: Empirical evidence from the US property-liability insurers
by Shim, Jeungbo
- 2462-2471 Are price limits really bad for equity markets?
by Deb, Saikat Sovan & Kalev, Petko S. & Marisetty, Vijaya B.
- 2472-2480 The increasing default risk of US Treasury securities due to the financial crisis
by Nippani, Srinivas & Smith, Stanley D.
- 2481-2499 Control/ownership structure, creditor rights protection, and the cost of debt financing: International evidence
by Boubakri, Narjess & Ghouma, Hatem
- 2500-2509 Index composition changes and the cost of incumbency
by Gygax, André F. & Otchere, Isaac
- 2510-2517 Forecasting bank loans loss-given-default
by Bastos, João A.
- 2518-2529 Do executive stock options induce excessive risk taking?
by Dong, Zhiyong & Wang, Cong & Xie, Fei
- 2530-2548 Tactical allocation in commodity futures markets: Combining momentum and term structure signals
by Fuertes, Ana-Maria & Miffre, Joëlle & Rallis, Georgios
- 2549-2561 Stakeholder welfare and firm value
by Jiao, Yawen
- 2562-2571 Liquidity skewness
by Roll, Richard & Subrahmanyam, Avanidhar
September 2010, Volume 34, Issue 9