Journal of Banking & Finance
March 2008, Volume 32, Issue 3
- 393-404 Investment principles for individual retirement accounts
by Malliaris, A.G. & Malliaris, Mary E.
- 405-419 Does liberalization reduce agency costs? Evidence from the Indian banking sector
by Ghosh, Chinmoy & Harding, John & Phani, B.V.
- 420-433 Cross-listing and liquidity in emerging market stocks
by Silva, Ana Cristina & Chávez, Gonzalo A.
- 434-446 Improving performance of corporate rating prediction models by reducing financial ratio heterogeneity
by Niemann, Martin & Schmidt, Jan Hendrik & Neukirchen, Max
- 447-457 The evolution of the January effect
by Moller, Nicholas & Zilca, Shlomo
- 458-470 Credit booms, monetary integration and the new neoclassical synthesis
by Backé, Peter & Wójcik, Cezary
February 2008, Volume 32, Issue 2
- 187-198 Asymmetric effect of basis on dynamic futures hedging: Empirical evidence from commodity markets
by Lien, Donald & Yang, Li
- 199-206 Relative deviation metrics and the problem of strategy replication
by Stoyanov, Stoyan V. & Rachev, Svetlozar T. & Ortobelli, Sergio & Fabozzi, Frank J.
- 207-216 The impact of capital market imperfections on investment-cash flow sensitivity
by Agca, Senay & Mozumdar, Abon
- 217-228 Cross-country determinants of bank income smoothing by managing loan-loss provisions
by Fonseca, Ana Rosa & González, Francisco
- 229-239 Optimal strike prices of stock options for effort-averse executives
by Palmon, Oded & Bar-Yosef, Sasson & Chen, Ren-Raw & Venezia, Itzhak
- 240-250 Preferred habitat for liquidity in international short-term interest rates
by Kotomin, Vladimir & Smith, Stanley D. & Winters, Drew B.
- 251-268 Overnight information and stochastic volatility: A study of European and US stock exchanges
by Tsiakas, Ilias
- 269-282 The role of autoregressive conditional skewness and kurtosis in the estimation of conditional VaR
by Bali, Turan G. & Mo, Hengyong & Tang, Yi
- 283-298 Pricing options on scenario trees
by Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A.
- 299-310 Bank failures and bank fundamentals: A comparative analysis of Latin America and East Asia during the nineties using bank-level data
by Arena, Marco
- 311-325 Factorization of European and American option prices under complete and incomplete markets
by Ibáñez, Alfredo
- 326-337 Hedging index exchange traded funds
by Alexander, C. & Barbosa, A.
- 338-345 A note on foreign bank ownership and monitoring: An international comparison
by Bertus, Mark & Jahera Jr., John S. & Yost, Keven
January 2008, Volume 32, Issue 1
- 1-3 Dynamics of insurance markets: Structure, conduct, and performance in the 21st century
by Cummins, J. David & Dionne, Georges
- 4-14 Insurance market mechanisms and government interventions
by Kessler, Denis
- 15-29 Cross-border M&As in the financial sector: Is banking different from insurance
by Focarelli, Dario & Pozzolo, Alberto Franco
- 30-55 Mergers and acquisitions in the US property-liability insurance industry: Productivity and efficiency effects
by Cummins, J. David & Xie, Xiaoying
- 56-68 Consolidation and value creation in the insurance industry: The role of governance
by Boubakri, Narjess & Dionne, Georges & Triki, Thouraya
- 69-85 On the pricing of intermediated risks: Theory and application to catastrophe reinsurance
by Froot, Kenneth A. & O'Connell, Paul G.J.
- 86-100 Market structure and the efficiency of European insurance companies: A stochastic frontier analysis
by Fenn, Paul & Vencappa, Dev & Diacon, Stephen & Klumpes, Paul & O'Brien, Chris
- 101-115 Reinsurance and corporate taxation in the United Kingdom life insurance industry
by Adams, Mike & Hardwick, Philip & Zou, Hong
- 116-133 Regulator performance, regulatory environment and outcomes: An examination of insurance regulator career incentives on state insurance markets
by Grace, Martin F. & Phillips, Richard D.
- 134-156 State regulation and the structure, conduct, efficiency and performance of US auto insurers
by Weiss, Mary A. & Choi, Byeongyong Paul
- 157-169 "Crises" in medical malpractice insurance: Evidence of excessive price-cutting in the preceding soft market
by Harrington, Scott E. & Danzon, Patricia M. & Epstein, Andrew J.
- 170-186 Providers' affiliation, insurance and collusion
by Bourgeon, Jean-Marc & Picard, Pierre & Pouyet, Jerome
December 2007, Volume 31, Issue 12
- 3539-3562 Loan underpricing and the provision of merger advisory services
by Allen, Linda & Peristiani, Stavros
- 3563-3583 Joint size and ownership specialization in bank lending
by Delgado, J. & Salas, V. & Saurina, J.
- 3584-3603 An empirical comparison of continuous-time models of implied volatility indices
by Dotsis, George & Psychoyios, Dimitris & Skiadopoulos, George
- 3604-3620 Liquidation triggers and the valuation of equity and debt
by Galai, Dan & Raviv, Alon & Wiener, Zvi
- 3621-3645 Price differences between equity classes. Corporate control, foreign ownership or liquidity?
by Odegaard, Bernt Arne
- 3646-3662 Bidder returns in bancassurance mergers: Is there evidence of synergy?
by Fields, L. Paige & Fraser, Donald R. & Kolari, James W.
- 3663-3679 Credit portfolios: What defines risk horizons and risk measurement?
by Ebnother, Silvan & Vanini, Paolo
- 3680-3697 Theories of bank behavior under capital regulation
by VanHoose, David
- 3698-3719 Traffic light options
by Jorgensen, Peter Lochte
- 3720-3741 Bond durations: Corporates vs. Treasuries
by Kraft, Holger & Munk, Claus
- 3742-3760 Asymmetric information and the mode of entry in foreign credit markets
by Van Tassel, Eric & Vishwasrao, Sharmila
- 3761-3781 Mean-variance portfolio selection with `at-risk' constraints and discrete distributions
by Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu
- 3782-3805 The impact of network size on bank branch performance
by Hirtle, Beverly
- 3806-3821 Trade classification algorithms for electronic communications network trades
by Chakrabarty, Bidisha & Li, Bingguang & Nguyen, Vanthuan & Van Ness, Robert A.
- 3822-3842 Daily mutual fund flows and redemption policies
by Greene, Jason T. & Hodges, Charles W. & Rakowski, David A.
- 3843-3861 Bankruptcy probability changes and the differential informativeness of bond upgrades and downgrades
by Kim, Yongtae & Nabar, Sandeep
- 3862-3884 Banking market conditions and deposit interest rates
by Rosen, Richard J.
- 3885-3900 The cyclical effects of the Basel II capital requirements
by Heid, Frank
- 3901-3903 R.J. Sweeney, Editor, Foreign Exchange Markets (International Library of Critical Writings in Financial Economics), Edward Elgar Publishing Ltd (2005) ISBN 1-84064-831-7 432 pp
by Naszodi, Anna
- 3904-3906 Commodities and Commodity Derivatives, Modeling and Pricing for Agriculturals, Metals and Energy, Helyette Geman, Wiley Finance (2005). 416 pages, ISBN: 978-0-470-01218-5
by Marossy, Zita
- 3907-3908 Elements of the Euro Area - Integrating Financial Markets, J. Berg, M. Grande, F.P. Mongelli, Ashgate Publishing (2005). p. 264, ISBN: 0 7546 4320 4
by Gereben, Aron
November 2007, Volume 31, Issue 11
- 1-1 Editorial
by AitSahlia, Farid
- 3251-3268 Equilibrium with investors using a diversity of deviation measures
by Rockafellar, R. Tyrrell & Uryasev, Stan & Zabarankin, M.
- 3269-3290 A model for tax advantages of portfolios with many assets
by Birge, John R. & Yang, Song
- 3291-3310 Incentives and risk taking in hedge funds
by Kouwenberg, Roy & Ziemba, William T.
- 3311-3335 Generalized DEA model of fundamental analysis and its application to portfolio optimization
by Edirisinghe, N.C.P. & Zhang, X.
- 3336-3356 A dynamic model of active portfolio management with benchmark orientation
by Zhao, Yonggan
- 3357-3376 Valuation of synthetic CDOs
by Iscoe, Ian & Kreinin, Alexander
- 3377-3397 Conditions on option prices for absence of arbitrage and exact calibration
by Cousot, Laurent
- 3398-3419 Discrete hedging of American-type options using local risk minimization
by Coleman, Thomas F. & Levchenkov, Dmitriy & Li, Yuying
- 3420-3437 A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model
by Ballestra, Luca Vincenzo & Pacelli, Graziella & Zirilli, Francesco
- 3438-3461 Pricing exotic options with L-stable Pade schemes
by Khaliq, A.Q.M. & Voss, D.A. & Yousuf, M.
- 3462-3485 Spot and derivative pricing in the EEX power market
by Bierbrauer, Michael & Menn, Christian & Rachev, Svetlozar T. & Truck, Stefan
- 3486-3502 Fundamental indexation via smoothed cap weights
by Chen, Chen & Chen, Rong & Bassett, Gilbert W.
- 3503-3523 Covariance complexity and rates of return on assets
by MacLean, Leonard C. & Foster, Michael E. & Ziemba, William T.
- 3524-3538 Financial prediction with constrained tail risk
by Trindade, A. Alexandre & Uryasev, Stan & Shapiro, Alexander & Zrazhevsky, Grigory
October 2007, Volume 31, Issue 10
- 2945-2961 The industrial organization of post-trade clearing and settlement
by Milne, Alistair
- 2962-2977 Interlinking securities settlement systems: A strategic commitment?
by Kauko, Karlo
- 2978-3012 Stock exchange business models and their operative performance
by Serifsoy, Baris
- 3013-3033 Guess what: It's the settlements! Vertical integration as a barrier to efficient exchange consolidation
by Koppl, Thorsten V. & Monnet, Cyril
- 3034-3057 Settling for efficiency - A framework for the European securities transaction industry
by Serifsoy, Baris & Wei[ss], Marco
- 3058-3079 Cost efficiency in the European securities settlement and depository industry
by Van Cayseele, Patrick & Wuyts, Christophe
- 3080-3101 Partial acquisitions, the acquisition probability hypothesis, and the abnormal returns to partial targets
by Akhigbe, Aigbe & Martin, Anna D. & Whyte, Ann Marie
- 3102-3124 Consumer expectations and short-horizon return predictability
by Kalotay, Egon & Gray, Philip & Sin, Samantha
- 3125-3144 Yield-factor volatility models
by Perignon, Christophe & Smith, Daniel R.
- 3145-3161 Are current syndicated loan alliances related to past alliances?
by Champagne, Claudia & Kryzanowski, Lawrence
- 3162-3182 Does sovereign debt ratings news spill over to international stock markets?
by Ferreira, Miguel A. & Gama, Paulo M.
- 3183-3199 Implied volatility and future portfolio returns
by Banerjee, Prithviraj S. & Doran, James S. & Peterson, David R.
- 3200-3217 Accounting for distress in bank mergers
by Koetter, M. & Bos, J.W.B. & Heid, F. & Kolari, J.W. & Kool, C.J.M. & Porath, D.
- 3218-3250 Regulatory harmonization and the development of private equity markets
by Cumming, Douglas & Johan, Sofia
September 2007, Volume 31, Issue 9
- 2571-2590 International asset pricing models and currency risk: Evidence from Finland 1970-2004
by Antell, Jan & Vaihekoski, Mika
- 2591-2611 An analysis of the disposition of assets in a joint venture
by Mantecon, Tomas & Chatfield, Robert E.
- 2612-2631 Do secondary shares in the IPO process have a negative effect on aftermarket performance?
by Brau, James C. & Li, Mingsheng & Shi, Jing
- 2632-2647 Does the choice of performance measure influence the evaluation of hedge funds?
by Eling, Martin & Schuhmacher, Frank
- 2648-2672 The happy story of small business financing
by Vos, Ed & Yeh, Andy Jia-Yuh & Carter, Sara & Tagg, Stephen
- 2673-2694 Do managers time the market? Evidence from open-market share repurchases
by Chan, Konan & Ikenberry, David L. & Lee, Inmoo
- 2695-2710 The trading behavior of institutions and individuals in Chinese equity markets
by Ng, Lilian & Wu, Fei
- 2711-2729 Intraday volume and volatility relations with and without public news
by Darrat, Ali F. & Zhong, Maosen & Cheng, Louis T.W.
- 2730-2750 Privatization as an agency problem: Auctions versus private negotiations
by Fluck, Zsuzsanna & John, Kose & Ravid, S. Abraham
- 2751-2769 Volatility clustering, leverage effects, and jump dynamics in the US and emerging Asian equity markets
by Daal, Elton & Naka, Atsuyuki & Yu, Jung-Suk
- 2770-2795 Quote-based competition, market share, and execution quality in NASDAQ-listed securities
by Chung, Kee H. & Chuwonganant, Chairat
- 2796-2816 Mutual fund flows and investor returns: An empirical examination of fund investor timing ability
by Friesen, Geoffrey C. & Sapp, Travis R.A.
- 2817-2827 A note on the price- and cost structure of retail payment services in the Swedish banking sector 2002
by Guibourg, Gabriela & Segendorff, Bjorn
- 2828-2846 Are there windows of opportunity for convertible debt issuance? Evidence for Western Europe
by Dutordoir, Marie & Van de Gucht, Linda
- 2847-2865 Day-of-the-week effect in the Taiwan foreign exchange market
by Ke, Mei-Chu & Chiang, Yi-Chein & Liao, Tung Liang
- 2866-2885 Japan's banking crisis: An event-study perspective
by Miyajima, Hideaki & Yafeh, Yishay
- 2886-2905 Does post-crisis restructuring decrease the availability of banking services? The case of Turkey
by Evren Damar, H.
- 2906-2924 Centralised order books versus hybrid order books: A paired comparison of trading costs on NSC (Euronext Paris) and SETS (London Stock Exchange)
by Gajewski, Jean-Francois & Gresse, Carole
- 2925-2944 The eurosystem money market auctions: A banking perspective
by Craig, Ben & Fecht, Falko
August 2007, Volume 31, Issue 8
- 2231-2232 Introduction
by Kaniovski, Y. & Murgia, M. & Pflug, G.
- 2233-2263 Pricing nondiversifiable credit risk in the corporate Eurobond market
by Abaffy, J. & Bertocchi, M. & Dupacova, J. & Moriggia, V. & Consigli, G.
- 2265-2280 Regime switching based portfolio selection for pension funds
by Frauendorfer, Karl & Jacoby, Ulrich & Schwendener, Alvin
- 2281-2302 Using Tucker's theorem of the alternative to simplify, review and expand discrete arbitrage theory
by Kallio, Markku & Ziemba, William T.
- 2303-2323 Risk assessment for credit portfolios: A coupled Markov chain model
by Kaniovski, Y.M. & Pflug, G.Ch.
- 2325-2346 Momentum strategies based on reward-risk stock selection criteria
by Rachev, Svetlozar & Jasic, Teo & Stoyanov, Stoyan & Fabozzi, Frank J.
- 2347-2363 Potential cost synergies from banks acquiring real estate brokerage services
by Lewis, Danielle & Webb, James R.
- 2365-2382 Analyzing joint ventures as corporate control activity
by Slovin, Myron B. & Sushka, Marie E. & Mantecon, Tomas P.
- 2383-2403 Theory and evidence on the dynamic interactions between sovereign credit default swaps and currency options
by Carr, Peter & Wu, Liuren
- 2405-2423 Selecting copulas for risk management
by Kole, Erik & Koedijk, Kees & Verbeek, Marno
- 2425-2451 Asymmetric information and liquidity constraints: A new test
by Holod, Dmytro & Peek, Joe
- 2453-2473 Diversification and the cost of debt of bank holding companies
by Deng, Saiying (Esther) & Elyasiani, Elyas & Mao, Connie X.
- 2475-2492 A simple model of credit contagion
by Egloff, Daniel & Leippold, Markus & Vanini, Paolo
- 2493-2515 Are bank shareholders enemies of regulators or a potential source of market discipline?
by Park, Sangkyun & Peristiani, Stavros
- 2517-2534 Coherent measures of risk from a general equilibrium perspective
by Csoka, Peter & Herings, P. Jean-Jacques & Koczy, Laszlo A.
- 2535-2549 Does implied volatility provide any information beyond that captured in model-based volatility forecasts?
by Becker, Ralf & Clements, Adam E. & White, Scott I.
- 2551-2569 The limits of diversification when losses may be large
by Ibragimov, Rustam & Walden, Johan
July 2007, Volume 31, Issue 7
- 1907-1910 Developments in European banking
by Molyneux, Phil & Wilson, John O.S.
- 1911-1935 European banking: An overview
by Goddard, John & Molyneux, Philip & Wilson, John O.S. & Tavakoli, Manouche
- 1937-1954 Finance and growth in the EU: New evidence from the harmonisation of the banking industry
by Romero-Avila, Diego
- 1955-1973 Obstacles to a global banking system: "Old Europe" versus "New Europe"
by Berger, Allen N.
- 1975-1998 Small European banks: Benefits from diversification?
by Mercieca, Steve & Schaeck, Klaus & Wolfe, Simon
- 1999-2023 Does the stock market value bank diversification?
by Baele, Lieven & De Jonghe, Olivier & Vander Vennet, Rudi
- 2025-2042 Competitive conditions among the major British banks
by Matthews, Kent & Murinde, Victor & Zhao, Tianshu
- 2043-2063 The determinants of bank margins in European banking
by Carbo Valverde, Santiago & Rodriguez Fernandez, Francisco
- 2065-2080 Nonparametric efficiency estimation in stochastic environments: Noise-to-signal estimation, finite sample performance and hypothesis testing
by Post, Thierry
- 2081-2102 Is there a single frontier in a single European banking market?
by Bos, J.W.B. & Schmiedel, H.
- 2103-2125 The cost of market power in banking: Social welfare loss vs. cost inefficiency
by Maudos, Joaquin & de Guevara, Juan Fernandez
- 2127-2149 Ownership structure, risk and performance in the European banking industry
by Iannotta, Giuliano & Nocera, Giacomo & Sironi, Andrea
- 2151-2171 Shareholder value efficiency in European banking
by Fiordelisi, Franco
- 2173-2188 Do cross-country differences in bank efficiency support a policy of "national champions"?
by Carbo Valverde, Santiago & Humphrey, David B. & Lopez del Paso, Rafael
- 2189-2203 Analysing the determinants of performance of best and worst European banks: A mixed logit approach
by Barros, Carlos Pestana & Ferreira, Candida & Williams, Jonathan
- 2205-2230 Does IT investment improve bank performance? Evidence from Europe
by Beccalli, Elena
June 2007, Volume 31, Issue 6
- 1577-15() Editorial
by Moshirian, Fariborz
- 1579-1593 Globalisation and the role of effective international institutions
by Moshirian, Fariborz
- 1595-1612 Migration, spillovers, and trade diversion: The impact of internationalization on domestic stock market activity
by Levine, Ross & Schmukler, Sergio L.
- 1613-1631 The mix of international banks' foreign claims: Determinants and implications
by Herrero, Alicia Garcia & Martinez Peria, Maria Soledad
- 1633-1647 Concentration and foreign penetration in Latin American banking sectors: Impact on competition and risk
by Yeyati, Eduardo Levy & Micco, Alejandro
- 1649-1667 ADR holdings of US-based emerging market funds
by Aggarwal, Reena & Dahiya, Sandeep & Klapper, Leora
- 1669-1692 How banks go abroad: Branches or subsidiaries?
by Cerutti, Eugenio & Dell'Ariccia, Giovanni & Martinez Peria, Maria Soledad
- 1693-1712 International portfolio diversification benefits: Cross-country evidence from a local perspective
by Driessen, Joost & Laeven, Luc
- 1713-1729 Soft related lending: A tale of two Korean banks
by Bonin, John P. & Imai, Masami
- 1731-1754 Stock market development under globalization: Whither the gains from reforms?
by de la Torre, Augusto & Gozzi, Juan Carlos & Schmukler, Sergio L.
- 1755-1770 Testing for negative expected market return premia
by Eleswarapu, Venkat R. & Thompson, Rex
- 1771-1794 The impact of institutional ownership on corporate operating performance
by Cornett, Marcia Millon & Marcus, Alan J. & Saunders, Anthony & Tehranian, Hassan
- 1795-1815 The incentive to give incentives: On the relative seniority of debt claims and managerial compensation
by Calcagno, Riccardo & Renneboog, Luc
- 1817-1838 Using self-organizing maps to adjust for intra-day seasonality
by Ben Omrane, Walid & de Bodt, Eric
- 1839-1861 Model-free hedge ratios and scale-invariant models
by Alexander, Carol & Nogueira, Leonardo M.
- 1863-1886 Momentum strategies in commodity futures markets
by Miffre, Joelle & Rallis, Georgios
- 1887-1906 Basel's value-at-risk capital requirement regulation: An efficiency analysis
by Kaplanski, Guy & Levy, Haim
May 2007, Volume 31, Issue 5
- 1287-1293 Inter-temporal optimization in a stochastic environment: Introduction
by Stein, J.L. & Zheng, Ziyu
- 1295-1305 Liquidation of a large block of stock
by Pemy, M. & Zhang, Q. & Yin, G.
- 1307-1319 Optimal life insurance purchase and consumption/investment under uncertain lifetime
by Pliska, Stanley R. & Ye, Jinchun
- 1321-1350 United States current account deficits: A stochastic optimal control analysis
by Stein, Jerome L.
- 1351-1373 Technical analysis compared to mathematical models based methods under parameters mis-specification
by Blanchet-Scalliet, Christophette & Diop, Awa & Gibson, Rajna & Talay, Denis & Tanre, Etienne
- 1375-1398 Correlation expansions for CDO pricing
by Glasserman, Paul & Suchintabandid, Sira
- 1399-1415 Extreme co-movements and extreme impacts in high frequency data in finance
by Zhang, Zhengjun & Shinki, Kazuhiko
- 1417-1426 On the behavioral differences between professional and amateur investors after the weekend
by Venezia, Itzhak & Shapira, Zur
- 1427-1440 Exploiting short-run predictability
by Gomes, Francisco J.
- 1441-1460 The emergence of market monitoring in Japanese banks: Evidence from the subordinated debt market
by Imai, Masami
- 1461-1481 The Euro and European financial market dependence
by Bartram, Sohnke M. & Taylor, Stephen J. & Wang, Yaw-Huei
- 1483-1500 IPO auctions and private information
by Lin, Ji-Chai & Lee, Yi-Tsung & Liu, Yu-Jane
- 1501-1520 Closed-form transformations from risk-neutral to real-world distributions
by Liu, Xiaoquan & Shackleton, Mark B. & Taylor, Stephen J. & Xu, Xinzhong
- 1521-1543 Bidding behavior in the longer term refinancing operations of the European Central Bank: Evidence from a panel sample selection model
by Linzert, Tobias & Nautz, Dieter & Bindseil, Ulrich
- 1545-1573 Noise sensitivity of portfolio selection under various risk measures
by Kondor, Imre & Pafka, Szilard & Nagy, Gabor
- 1575-1573 Erratum to "An empirical evaluation of the overconfidence hypothesis" [Journal of Banking and Finance 30 (9) (2006) 2489-2515]
by Chuang, Wen-I & Lee, Bong-Soo
April 2007, Volume 31, Issue 4
- 999-1001 Bricks versus Clicks: The changing nature of banking in the 21st century
by Allen, Linda & Rai, Anoop & Rai, Anoop
- 1003-1031 Cross-listing and legal bonding: Evidence from mergers and acquisitions
by Burns, Natasha & Francis, Bill B. & Hasan, Iftekhar
- 1033-1060 How the Internet affects output and performance at community banks
by DeYoung, Robert & Lang, William W. & Nolle, Daniel L.
- 1061-1082 ATM surcharge bans and bank market structure: The case of Iowa and its neighbors
by Hannan, Timothy H.
- 1083-1099 Is the Internet delivery channel changing banks' performance? The case of Spanish banks
by Hernando, Ignacio & Nieto, Maria J.
- 1101-1133 The return to retail and the performance of US banks
by Hirtle, Beverly J. & Stiroh, Kevin J.
- 1135-1166 Value at risk and the cross-section of hedge fund returns
by Bali, Turan G. & Gokcan, Suleyman & Liang, Bing
- 1167-1190 Convergence and risk-return linkages across financial service firms
by Elyasiani, Elyas & Mansur, Iqbal & Pagano, Michael S.
- 1191-1235 Cyclicality in catastrophic and operational risk measurements
by Allen, Linda & Bali, Turan G.
- 1237-1263 The impact of bank consolidation on small business credit availability
by Craig, Steven G. & Hardee, Pauline
- 1265-1286 Evaluating the Nordea experiment: Evidence from market and accounting data
by Goldberg, Lawrence G. & Sweeney, Richard J. & Wihlborg, Clas G.
March 2007, Volume 31, Issue 3
- 547-566 Determinants of bond tender premiums and the percentage tendered
by Mann, Steven V. & Powers, Eric A.
- 567-588 Regulation fair disclosure and the market's reaction to analyst investment recommendation changes
by Cornett, Marcia Millon & Tehranian, Hassan & Yalcin, Atakan
- 589-607 The collateral value of fine art
by McAndrew, Clare & Thompson, Rex
- 609-627 Long-run performance of global versus domestic initial public offerings
by Wu, Congsheng & Kwok, Chuck C.Y.
- 629-639 Restructuring, consolidation and competition in Latin American banking markets
by Yildirim, H. Semih & Philippatos, George C.
- 641-658 Financial market development and the importance of internal cash: Evidence from international data
by Islam, Saiyid S. & Mozumdar, Abon
- 659-677 Competition without fungibility: Evidence from alternative market structures for derivatives
by Bartram, Sohnke M. & Fehle, Frank
- 679-702 IPOs, trade sales and liquidations: Modelling venture capital exits using survival analysis
by Giot, Pierre & Schwienbacher, Armin
- 703-717 Long-run returns following open market share repurchases
by McNally, William J. & Smith, Brian F.
- 719-733 Do central banks react to the stock market? The case of the Bundesbank
by Bohl, Martin T. & Siklos, Pierre L. & Werner, Thomas
- 735-750 The pricing of leverage products: An empirical investigation of the German market for `long' and `short' stock index certificates
by Wilkens, Sascha & Stoimenov, Pavel A.
- 751-767 The adjustment of credit ratings in advance of defaults
by Guttler, Andre & Wahrenburg, Mark
- 769-786 Market price accounting and depositor discipline: The case of Japanese regional banks
by Spiegel, Mark M. & Yamori, Nobuyoshi
- 787-804 Bubbles in the dividend-price ratio? Evidence from an asymmetric exponential smooth-transition model
by McMillan, David G.
- 805-826 FDI versus exports: Evidence from German banks
by Buch, Claudia M. & Lipponer, Alexander
- 827-844 Retail banking and behavioral financial engineering: The case of structured products
by Breuer, Wolfgang & Perst, Achim
- 845-868 Corporate credit risk modeling and the macroeconomy
by Carling, Kenneth & Jacobson, Tor & Linde, Jesper & Roszbach, Kasper
- 869-888 Contracting costs and the window of opportunity for straight debt issues
by Krishnaswami, Sudha & Yaman, Devrim
- 889-913 Corporate use of derivatives and excess value of diversification
by Lin, J. Barry & Pantzalis, Christos & Park, Jung Chul
- 915-938 Actual share repurchases, timing and liquidity
by Ginglinger, Edith & Hamon, Jacques
- 939-954 Beyond segmentation: The case of China's repo markets
by Fan, Longzhen & Zhang, Chu
- 955-972 Profitability of momentum strategies in international markets: The role of business cycle variables and behavioural biases
by Antoniou, Antonios & Lam, Herbert Y.T. & Paudyal, Krishna
- 973-997 Cross-sectional learning and short-run persistence in mutual fund performance
by Huij, Joop & Verbeek, Marno