Contact information of Elsevier
Full text for ScienceDirect subscribers only
Citations RSS feed: at CitEc
Access and download statisticsTop item:
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jbfina. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/jbf .
September 2009, Volume 33, Issue 9
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
- 1299-1311 Consolidation in banking and financial stability in Europe: Empirical evidence
by Uhde, André & Heimeshoff, Ulrich
- 1312-1324 Foreign institutional ownership and stock market liquidity: Evidence from Indonesia
by Rhee, S. Ghon & Wang, Jianxin
- 1326-1339 Market microstructure of the Pink Sheets
by Bollen, Nicolas P.B. & Christie, William G.
- 1340-1350 Strong boards, CEO power and bank risk-taking
by Pathan, Shams
- 1351-1360 Causality in quantiles and dynamic stock return-volume relations
by Chuang, Chia-Chang & Kuan, Chung-Ming & Lin, Hsin-Yi
June 2009, Volume 33, Issue 6
- 985-995 Investor protection and convertible debt design
by Lee, Cheng-Few & Lee, Kin-Wai & Yeo, Gillian Hian-Heng
- 996-1004 News and the cross-section of expected corporate bond returns
by Abhyankar, Abhay & Gonzalez, Angelica
- 1005-1013 From boom 'til bust: How loss aversion affects asset prices
by Berkelaar, Arjan & Kouwenberg, Roy
- 1014-1021 Time-varying market integration and stock and bond return concordance in emerging markets
by Panchenko, Valentyn & Wu, Eliza
- 1022-1032 Determinants of domestic and cross-border bank acquisitions in the European Union
by Hernando, Ignacio & Nieto, Mara J. & Wall, Larry D.
- 1033-1038 The jump component of S&P 500 volatility and the VIX index
by Becker, Ralf & Clements, Adam E. & McClelland, Andrew
- 1039-1047 Is the market valuation of banks' loan loss provision conditional on auditor reputation?
by Kanagaretnam, Kiridaran & Krishnan, Gopal V. & Lobo, Gerald J.
- 1048-1057 Extreme coexceedances in new EU member states' stock markets
by Christiansen, Charlotte & Ranaldo, Angelo
- 1058-1068 Deposit guarantee evaluation and incentives analysis in a mutual guarantee system
by De Giuli, Maria Elena & Maggi, Mario Alessandro & Paris, Francesco Maria
- 1069-1078 The slicing approach to valuing tax shields
by Liu, Yuan-Chi
- 1079-1088 Health status and portfolio choice: Causality or heterogeneity?
by Fan, Elliott & Zhao, Ruoyun
- 1089-1100 Price trends and patterns in technical analysis: A theoretical and empirical examination
by Friesen, Geoffrey C. & Weller, Paul A. & Dunham, Lee M.
- 1101-1111 Time diversification: Definitions and some closed-form solutions
by Chung, Kee H. & Smith, William T. & Wu, Tao L.
- 1112-1128 Political regimes, business cycles, seasonalities, and returns
by Powell, John G. & Shi, Jing & Smith, Tom & Whaley, Robert E.
- 1129-1143 American GARCH employee stock option valuation
by Len, Angel & Vaello-Sebasti, Antoni
- 1144-1155 Inside the black box: Bank credit allocation in China's private sector
by Firth, Michael & Lin, Chen & Liu, Ping & Wong, Sonia M.L.
- 1156-1165 The dynamics of the volatility skew: A Kalman filter approach
by Bedendo, Mascia & Hodges, Stewart D.
- 1166-1176 New strategies and a new paradigm for Shariah-compliant portfolio optimization
by Derigs, Ulrich & Marzban, Shehab
- 1177-1185 Extending the Basel II approach to estimate capital requirements for equity investments
by Johnston, Mark
May 2009, Volume 33, Issue 5
- 775-787 On the power of cross-sectional and multivariate tests of the CAPM
by Grauer, Robert R. & Janmaat, Johannus A.
- 788-799 Loss given default of high loan-to-value residential mortgages
by Qi, Min & Yang, Xiaolong
- 800-809 Competitive inventory management in Treasury markets
by Chatrath, Arjun & Christie-David, Rohan A. & Lee, Kiseop & Moore, William T.
- 810-818 Financial markets, financial dependence, and the allocation of capital
by Pang, Jiaren & Wu, Haibin
- 819-828 Ineffective corporate governance: Director busyness and board committee memberships
by Jiraporn, Pornsit & Singh, Manohar & Lee, Chun I.
- 829-841 Family control and dilution in mergers
by Basu, Nilanjan & Dimitrova, Lora & Paeglis, Imants
- 842-849 A study on long-run inefficiency levels of a panel dynamic cost frontier under the framework of forward-looking rational expectations
by Huang, Tai-Hsin & Chen, Ying-Hsiu
- 850-860 The determinants of household risky asset holdings: Australian evidence on background risk and other factors
by Cardak, Buly A. & Wilkins, Roger
- 861-873 What makes a bank risky? Insights from the optimal capital structure of banks
by Koziol, Christian & Lawrenz, Jochen
- 874-882 The price-setting behavior of banks: An analysis of open-end leverage certificates on the German market
by Entrop, Oliver & Scholz, Hendrik & Wilkens, Marco
- 883-891 Liquidity shocks, size and the relative performance of hedge fund strategies
by Ding, Bill & Shawky, Hany A. & Tian, Jianbo
- 892-903 Investor sentiment as conditioning information in asset pricing
by Ho, Chienwei & Hung, Chi-Hsiou
- 904-913 Intervention policy of the BoJ: A unified approach
by Beine, Michel & Bernal, Oscar & Gnabo, Jean-Yves & Lecourt, Christelle
- 914-924 Buy high, sell low: How listed firms price asset transfers in related party transactions
by Cheung, Yan-Leung & Qi, Yuehua & Raghavendra Rau, P. & Stouraitis, Aris
- 925-933 Derivative use, fund flows and investment manager performance
by Frino, Alex & Lepone, Andrew & Wong, Brad
- 934-943 Testing the expectations hypothesis when interest rates are near integrated
by Beechey, Meredith & Hjalmarsson, Erik & sterholm, Pr
- 944-957 Leveraged carry trade portfolios
by Darvas, Zsolt
- 958-970 Economic linkages across commodity futures: Hedging and trading implications
by Chng, Michael T.
- 971-984 Why has the investment-cash flow sensitivity declined so sharply? Rising R&D and equity market developments
by Brown, James R. & Petersen, Bruce C.
April 2009, Volume 33, Issue 4
- 589-599 Mutual fund volatility timing and management fees
by Giambona, Erasmo & Golec, Joseph
- 600-608 Interest rate changes and the timing of debt issues
by Barry, Christopher B. & Mann, Steven C. & Mihov, Vassil & Rodríguez, Mauricio
- 609-618 What do investment banks charge to underwrite American Depositary Receipts?
by Chen, Hsuan-Chi & Fauver, Larry & Yang, Pei-Ching
- 619-626 Agency costs, governance, and organizational forms: Evidence from the mutual fund industry
by Ferris, Stephen P. & Yan, Xuemin (Sterling)
- 627-639 Institutional ownership, volatility and dividends
by Rubin, Amir & Smith, Daniel R.
- 640-651 Mitigating risks in cross-border acquisitions
by Mantecon, Tomas
- 652-661 Identifying volatility risk premia from fixed income Asian options
by Almeida, Caio & Vicente, José
- 662-669 Performance and governance in microfinance institutions
by Mersland, Roy & Øystein Strøm, R.
- 670-680 The stock-bond correlation and macroeconomic conditions: One and a half centuries of evidence
by Yang, Jian & Zhou, Yinggang & Wang, Zijun
- 681-693 What motivates a subprime borrower to default?
by Daglish, Toby
- 694-700 Debt, investment, and product market competition: A note on the limited liability effect
by Clayton, Matthew J.
- 701-708 A practical approach to validating a PD model
by Medema, Lydian & Koning, Ruud H. & Lensink, Robert
- 709-718 Irreversible investment, managerial discretion and optimal capital structure
by Andrikopoulos, Andreas
- 719-730 Accounting-based versus market-based cross-sectional models of CDS spreads
by Das, Sanjiv R. & Hanouna, Paul & Sarin, Atulya
- 731-746 Option trading and individual investor performance
by Bauer, Rob & Cosemans, Mathijs & Eichholtz, Piet
- 747-756 Interaction between housing prices and household borrowing: The Finnish case
by Oikarinen, Elias
- 757-764 Do informed option investors predict stock returns? Evidence from the Taiwan stock exchange
by Chang, Chuang-Chang & Hsieh, Pei-Fang & Lai, Hung-Neng
- 765-774 The impact of venture capital backing on the corporate governance of Australian initial public offerings
by Suchard, Jo-Ann
March 2009, Volume 33, Issue 3
- 443-455 Capital management in mutual financial institutions
by Brown, Christine & Davis, Kevin
- 456-463 Two counters of jumps
by Câmara, António
- 464-472 Common risk factors in bank stocks
by Viale, Ariel M. & Kolari, James W. & Fraser, Donald R.
- 473-485 Linear-quadratic term structure models - Toward the understanding of jumps in interest rates
by Jiang, George & Yan, Shu
- 486-494 Dividends and price momentum
by Asem, Ebenezer
- 495-504 Executive compensation and competition in the banking and financial sectors
by Cuñat, Vicente & Guadalupe, Maria
- 505-513 Recovery rates of commercial lending: Empirical evidence for German companies
by Grunert, Jens & Weber, Martin
- 514-521 Does collateral fuel moral hazard in banking?
by Niinimäki, J.-P.
- 522-533 CEO turnover and bondholder wealth
by Adams, John C. & Mansi, Sattar A.
- 534-545 An analysis of the true notional bond system applied to the CBOT T-bond futures
by Ben-Abdallah, Ramzi & Ben-Ameur, Hatem & Breton, Michèle
- 546-556 Managers and efficiency in banking
by Kauko, Karlo
- 557-567 Efficiency and productivity growth in the banking industry of Central and Eastern Europe
by Koutsomanoli-Filippaki, Anastasia & Margaritis, Dimitris & Staikouras, Christos
- 568-572 Non-concavity problems in the dynamic macroeconomic models: A note
by Hiraguchi, Ryoji
- 573-577 A note on capital asset pricing and heterogeneous taxes
by Eikseth, Hans Marius & Lindset, Snorre
- 578-582 Is it the weather? Comment
by Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D.
- 583-587 Is it the weather? Response
by Jacobsen, Ben & Marquering, Wessel
February 2009, Volume 33, Issue 2
- 183-192 Information uncertainty and auditor reputation
by Autore, Don M. & Billingsley, Randall S. & Schneller, Meir I.
- 193-202 Do analyst recommendations reflect shareholder rights?
by Autore, Don M. & Kovacs, Tunde & Sharma, Vivek
- 203-210 Size matters: Economies of scale in European payments processing
by Beijnen, Christine & Bolt, Wilko
- 211-223 Predicting the bear stock market: Macroeconomic variables as leading indicators
by Chen, Shiu-Sheng
- 224-233 Do artificial income smoothing and real income smoothing contribute to firm value equivalently?
by Huang, Pinghsun & Zhang, Yan & Deis, Donald R. & Moffitt, Jacquelyn S.
- 234-243 Organizational distance and use of collateral for business loans
by Jiménez, Gabriel & Salas, Vicente & Saurina, Jesús
- 244-253 Explaining bank distress in Eastern European transition economies
by Männasoo, Kadri & Mayes, David G.
- 254-262 Does better corporate governance result in higher valuations in emerging markets? Another examination using a new data set
by Morey, Matthew & Gottesman, Aron & Baker, Edward & Godridge, Ben
- 263-271 The profitability of small single-market banks in an era of multi-market banking
by Hannan, Timothy H. & Prager, Robin A.
- 272-280 Performance evaluation of portfolio insurance strategies using stochastic dominance criteria
by Annaert, Jan & Osselaer, Sofieke Van & Verstraete, Bert
- 281-299 Credit risk drivers: Evaluating the contribution of firm level information and of macroeconomic dynamics
by Bonfim, Diana
- 300-307 Corporate trade credit and inventories: New evidence of a trade-off from accounts payable and receivable
by Bougheas, Spiros & Mateut, Simona & Mizen, Paul
- 308-316 Block ownership and firm-specific information
by Brockman, Paul & Yan, Xuemin (Sterling)
- 317-325 Governance quality and privately negotiated stock repurchases: Evidence of agency conflict
by Harris, Oneil & Glegg, Charmaine
- 326-334 Disappearing internal capital markets: Evidence from diversified business groups in Korea
by Lee, Sangwoo & Park, Kwangwoo & Shin, Hyun-Han
- 335-346 An analysis of the liquidity benefits provided by secondary markets
by Mantecon, Tomas & Poon, Percy
- 347-357 Determinants of banks' risk exposure to new account fraud - Evidence from Germany
by Hartmann-Wendels, Thomas & Mählmann, Thomas & Versen, Tobias
- 358-366 Debit or credit?
by Zinman, Jonathan
- 367-379 From state to private ownership: Issues from strategic industries
by Boubakri, Narjess & Cosset, Jean-Claude & Guedhami, Omrane
- 380-389 Great expectations: Banks as equity underwriters
by Chaplinsky, Susan & Erwin, Gayle R.
- 390-404 Getting PPP right: Identifying mean-reverting real exchange rates in panels
by Chortareas, Georgios & Kapetanios, George
- 405-414 Regime switching in the relationship between equity returns and short-term interest rates in the UK
by Henry, Ólan T.
- 415-424 Are good or bad borrowers discouraged from applying for loans? Evidence from US small business credit markets
by Han, Liang & Fraser, Stuart & Storey, David J.
- 425-434 The role of bank monitoring in corporate governance: Evidence from borrowers' earnings management behavior
by Ahn, Sungyoon & Choi, Wooseok
- 435-442 The changing relationship between earnings expectations and earnings for value and growth stocks during Reg FD
by de Jong, Pieter J. & Apilado, Vince P.
January 2009, Volume 33, Issue 1
- 1-1 Editorial
by Moshirian, Fariborz
- 2-8 Can an Asia Pacific Community, similar to the European Community, emerge?
by Moshirian, Fariborz
- 9-19 Stock returns, order imbalances, and commonality: Evidence on individual, institutional, and proprietary investors in China
by Bailey, Warren & Cai, Jun & Cheung, Yan Leung & Wang, Fenghua
- 20-29 Bank ownership reform and bank performance in China
by Lin, Xiaochi & Zhang, Yi
- 30-38 Corporate tax, capital structure, and the accessibility of bank loans: Evidence from China
by Wu, Liansheng & Yue, Heng
- 39-52 The effects of reform on China's bank structure and performance
by Fu, Xiaoqing (Maggie) & Heffernan, Shelagh
- 53-62 Does the stock market affect firm investment in China? A price informativeness perspective
by Wang, Yaping & Wu, Liansheng & Yang, Yunhong
- 63-76 Regulations, earnings management, and post-IPO performance: The Chinese evidence
by Kao, Jennifer L. & Wu, Donghui & Yang, Zhifeng
- 77-87 The effect of ownership on the prudential behavior of banks - The case of China
by Jia, Chunxin
- 88-97 Marketability, control, and the pricing of block shares
by Huang, Zhangkai & Xu, Xingzhong
- 98-112 Effects of the volatility smile on exchange settlement practices: The Hong Kong case
by Chang, Eric C. & Ren, Jinjuan & Shi, Qi
- 113-130 Bank ownership and efficiency in China: What will happen in the world's largest nation?
by Berger, Allen N. & Hasan, Iftekhar & Zhou, Mingming
- 131-140 Are New Tigers supplanting Old Mammoths in China's banking system? Evidence from a sample of city commercial banks
by Ferri, Giovanni
- 141-156 Expropriation through loan guarantees to related parties: Evidence from China
by Berkman, Henk & Cole, Rebel A. & Fu, Lawrence J.
- 157-170 Institutional development, financial deepening and economic growth: Evidence from China
by Hasan, Iftekhar & Wachtel, Paul & Zhou, Mingming
- 171-181 Does the type of ownership control matter? Evidence from China's listed companies
by Chen, Gongmeng & Firth, Michael & Xu, Liping
December 2008, Volume 32, Issue 12
- 2501-2501 Editorial
by Geman, Helyette
- 2502-2519 Spot price modeling and the valuation of electricity forward contracts: The role of demand and capacity
by Cartea, Álvaro & Villaplana, Pablo
- 2520-2529 The price of power: The valuation of power and weather derivatives
by Pirrong, Craig & Jermakyan, Martin
- 2530-2540 Long term spread option valuation and hedging
by Dempster, M.A.H. & Medova, Elena & Tang, Ke
- 2541-2552 Computing the market price of volatility risk in the energy commodity markets
by Doran, James S. & Ronn, Ehud I.
- 2553-2559 WTI crude oil Futures in portfolio diversification: The time-to-maturity effect
by Geman, Hélyette & Kharoubi, Cécile
- 2560-2569 Credit derivatives and loan pricing
by Norden, Lars & Wagner, Wolf
- 2570-2580 Corporate governance in banking: The role of the board of directors
by Andres, Pablo de & Vallelado, Eleuterio
- 2581-2588 Liquidity in auction and specialist market structures: Evidence from the Italian bourse
by Frino, Alex & Gerace, Dionigi & Lepone, Andrew
- 2589-2596 Combining fair pricing and capital requirements for non-life insurance companies
by Gatzert, Nadine & Schmeiser, Hato
- 2597-2605 Determinants of yield spread dynamics: Euro versus US dollar corporate bonds
by Landschoot, Astrid Van
- 2606-2616 Macroeconomic cycles and the stock market's reaction to monetary policy
by Basistha, Arabinda & Kurov, Alexander
- 2617-2627 A first-passage-time model under regime-switching market environment
by Kim, Mi Ae & Jang, Bong-Gyu & Lee, Ho-Seok
- 2628-2635 Corporate restructuring in Japan: Who monitors the monitor?
by Inoue, Kotaro & Kato, Hideaki Kiyoshi & Bremer, Marc
- 2636-2645 Controlling-minority shareholder incentive conflicts and directors' and officers' liability insurance: Evidence from China
by Zou, Hong & Wong, Sonia & Shum, Clement & Xiong, Jun & Yan, Jun
- 2646-2654 The stocks at stake: Return and risk in socially responsible investment
by Galema, Rients & Plantinga, Auke & Scholtens, Bert
- 2655-2666 The dynamics of operational loss clustering
by Chernobai, Anna & Yildirim, Yildiray
- 2667-2673 Two-sided coherent risk measures and their application in realistic portfolio optimization
by Chen, Zhiping & Wang, Yi
- 2674-2683 Exploring the nexus between banking sector reform and performance: Evidence from newly acceded EU countries
by Brissimis, Sophocles N. & Delis, Manthos D. & Papanikolaou, Nikolaos I.
- 2684-2694 Bank concentration and financial constraints on firm-level investment in Europe
by Ratti, Ronald A. & Lee, Sunglyong & Seol, Youn
- 2695-2705 The role of no-arbitrage on forecasting: Lessons from a parametric term structure model
by Almeida, Caio & Vicente, José
- 2706-2715 Individual stock-option prices and credit spreads
by Cremers, Martijn & Driessen, Joost & Maenhout, Pascal & Weinbaum, David
- 2716-2724 Does corporate international diversification destroy value? Evidence from cross-border mergers and acquisitions
by Dos Santos, Marcelo B. & Errunza, Vihang R. & Miller, Darius P.
- 2725-2733 Loan pricing under Basel II in an imperfectly competitive banking market
by Ruthenberg, David & Landskroner, Yoram
November 2008, Volume 32, Issue 11
- 2287-2287 Editorial
by Moshirian, Fariborz
- 2288-2292 Financial services in an increasingly integrated global financial market
by Moshirian, Fariborz
- 2293-2306 Inflation-indexed swaps and swaptions
by Hinnerich, Mia
- 2307-2324 Effective fair pricing of international mutual funds
by Chua, Choong Tze & Lai, Sandy & Wu, Yangru
- 2325-2335 The expansion of services in European banking: Implications for loan pricing and interest margins
by Lepetit, Laetitia & Nys, Emmanuelle & Rous, Philippe & Tarazi, Amine
- 2336-2345 The contribution of product mix versus efficiency and technical change in US banking
by Asaftei, Gabriel
- 2346-2360 Characteristics determining the efficiency of foreign banks in Australia
by Sturm, Jan-Egbert & Williams, Barry
- 2361-2375 Pre-IPO ownership structure and its impact on the IPO process
by Alavi, Arash & Pham, Peter Kien & Pham, Toan My
- 2376-2389 Foreign versus local investors: Who knows more? Who makes more?
by Kalev, Petko S. & Nguyen, Anh H. & Oh, Natalie Y.
- 2390-2400 The dynamics of quote adjustments
by Chung, Kee H. & Chuwonganant, Chairat & Jiang, Jing
- 2401-2411 Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices
by Konstantinidi, Eirini & Skiadopoulos, George & Tzagkaraki, Emilia
- 2412-2422 Rating agencies and the role of rating publication rights
by Mählmann, Thomas
- 2423-2432 Family values: Ownership structure, performance and capital structure of Canadian firms
by King, Michael R. & Santor, Eric
- 2433-2443 The determinants of the voting premium in Italy: The evidence from 1974 to 2003
by Caprio, Lorenzo & Croci, Ettore
- 2444-2452 Portfolio choice and mortality-contingent claims: The general HARA case
by Huang, Huaxiong & Milevsky, Moshe A.
- 2453-2461 Ex-dividend returns: The Mexican puzzle
by Kadapakkam, Palani-Rajan & Martinez, Valeria
- 2462-2470 Deviations from optimal CEO ownership and firm value
by Tong, Zhenxu
- 2471-2481 Detecting structural breaks and identifying risk factors in hedge fund returns: A Bayesian approach
by Meligkotsidou, Loukia & Vrontos, Ioannis D.
- 2482-2492 Accurate minimum capital risk requirements: A comparison of several approaches
by Grané, A. & Veiga, H.
- 2493-2500 Cross-country variation in household access to financial services
by Honohan, Patrick
October 2008, Volume 32, Issue 10
- 1989-1990 Risk management in commodity and financial markets
by D'Ecclesia, Rita L.
- 1991-2005 Time-consistency in managing a commodity portfolio: A dynamic risk measure approach
by Geman, Hélyette & Ohana, Steve
- 2006-2021 Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium
by Benth, Fred Espen & Cartea, Álvaro & Kiesel, Rüdiger
- 2022-2032 An econometric analysis of emission allowance prices
by Paolella, Marc S. & Taschini, Luca
- 2033-2045 Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets
by Fusai, Gianluca & Marena, Marina & Roncoroni, Andrea
- 2046-2056 Robust optimization of conditional value at risk and portfolio selection
by Quaranta, Anna Grazia & Zaffaroni, Alberto
- 2057-2063 Beyond Sharpe ratio: Optimal asset allocation using different performance ratios
by Farinelli, Simone & Ferreira, Manuel & Rossello, Damiano & Thoeny, Markus & Tibiletti, Luisa
- 2064-2075 A revisited and stable Fourier transform method for affine jump diffusion models
by Minenna, Marcello & Verzella, Paolo
- 2076-2088 Pricing discretely monitored Asian options under Levy processes
by Fusai, Gianluca & Meucci, Attilio