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Content
2015, Volume 50, Issue C
- 286-297 Systemic banks and the lender of last resort
by Ponce, Jorge & Rennert, Marc
- 298-307 A theoretical model of bank lending: Does ownership matter in times of crisis?
by Brei, Michael & Schclarek, Alfredo
- 308-325 A macro-financial analysis of the euro area sovereign bond market
by Dewachter, Hans & Iania, Leonardo & Lyrio, Marco & de Sola Perea, Maite
- 326-339 Bank ownership and credit over the business cycle: Is lending by state banks less procyclical?
by Bertay, Ata Can & Demirgüç-Kunt, Asli & Huizinga, Harry
- 340-362 Assessing competition in the banking industry: A multi-product approach
by Barbosa, Klenio & de Paula Rocha, Bruno & Salazar, Fernando
- 363-380 Financial literacy and the demand for financial advice
by Calcagno, Riccardo & Monticone, Chiara
- 383-399 How likely is contagion in financial networks?
by Glasserman, Paul & Young, H. Peyton
- 400-410 Modeling contagion in the Eurozone crisis via dynamical systems
by Castellacci, Giuseppe & Choi, Youngna
- 411-427 Industry characteristics and financial risk contagion
by Chiu, Wan-Chien & Peña, Juan Ignacio & Wang, Chih-Wei
- 428-439 Reputation, risk-taking, and macroprudential policy
by Aikman, David & Nelson, Benjamin & Tanaka, Misa
- 440-454 The impact of the EU/ECB/IMF bailout programs on the financial and real sectors of the ASE during the Greek sovereign crisis
by Kosmidou, Kyriaki V. & Kousenidis, Dimitrios V. & Negakis, Christos I.
- 455-474 Bank regulation, risk and return: Evidence from the credit and sovereign debt crises
by Hoque, Hafiz & Andriosopoulos, Dimitris & Andriosopoulos, Kostas & Douady, Raphael
- 475-492 Monitoring the “invisible” hand of market discipline: Capital adequacy revisited
by Hasan, Iftekhar & Siddique, Akhtar & Sun, Xian
- 493-505 Robustness of distance-to-default
by Jessen, Cathrine & Lando, David
- 506-513 The role of regulatory credibility in effective bank regulation
by Clark, Ephraim & Jokung, Octave
- 514-527 Liquidity risk and policy options
by Maddaloni, Giuseppe
- 528-546 Privatization, financial development, property rights and growth
by Marcelin, Isaac & Mathur, Ike
- 547-561 The impact of institutional investors on mergers and acquisitions in the United Kingdom
by Andriosopoulos, Dimitris & Yang, Shuai
- 562-574 The importance of being systemically important financial institutions
by Bongini, Paola & Nieri, Laura & Pelagatti, Matteo
- 575-588 Which are the SIFIs? A Component Expected Shortfall approach to systemic risk
by Banulescu, Georgiana-Denisa & Dumitrescu, Elena-Ivona
- 589-598 Herding on fundamental information: A comparative study
by Galariotis, Emilios C. & Rong, Wu & Spyrou, Spyros I.
- 599-607 Combining accounting data and a structural model for predicting credit ratings: Empirical evidence from European listed firms
by Doumpos, Michael & Niklis, Dimitrios & Zopounidis, Constantin & Andriosopoulos, Kostas
- 608-615 Generalized runs tests to detect randomness in hedge funds returns
by Hentati-Kaffel, Rania & de Peretti, Philippe
- 616-631 Convertibility restriction in China’s foreign exchange market and its impact on forward pricing
by Wang, Yi David
- 632-643 Statistical evidence about LIBOR manipulation: A “Sherlock Holmes” investigation
by Fouquau, Julien & Spieser, Philippe K.
2014, Volume 49, Issue C
- 1-9 Risk allocation under liquidity constraints
by Csóka, Péter & Herings, P. Jean-Jacques
- 10-26 Bank risk and national governance in Asia
by Williams, Barry
- 27-40 Finding the core: Network structure in interbank markets
by in ’t Veld, Daan & van Lelyveld, Iman
- 41-55 Credit spread changes within switching regimes
by Maalaoui Chun, Olfa & Dionne, Georges & François, Pascal
- 56-68 Institutions and the turn-of-the-year effect: Evidence from actual institutional trades
by Lynch, Andrew & Puckett, Andy & Yan, Xuemin (Sterling)
- 69-81 The q-theory explanation for the external financing effect: New evidence
by Huang, Yuan & Lam, F.Y. Eric C. & Wei, K.C. John
- 82-99 The dynamics of hedge fund share restrictions
by Hong, Xin
- 100-112 Credit rating dynamics and competition
by Hirth, Stefan
- 113-130 Central bank liquidity provision and collateral quality
by Koulischer, François & Struyven, Daan
- 131-148 Mutual fund herding in response to hedge fund herding and the impacts on stock prices
by Jiao, Yawen & Ye, Pengfei
- 149-159 The poor are twice cursed: Wealth inequality and inefficient credit market
by Coco, Giuseppe & Pignataro, Giuseppe
- 160-168 Homeownership, informality and the transmission of monetary policy
by Elgin, Ceyhun & Uras, Burak R.
- 169-177 Financial fragility in the Great Moderation
by Bezemer, Dirk & Grydaki, Maria
- 178-190 What types of banks profit most from fees charged? A cross-country examination of bank-specific and country-level determinants
by Tennant, David & Sutherland, Richard
- 191-215 Time-varying expected momentum profits
by Kim, Dongcheol & Roh, Tai-Yong & Min, Byoung-Kyu & Byun, Suk-Joon
- 216-227 Unobserved systematic risk factor and default prediction
by Qi, Min & Zhang, Xiaofei & Zhao, Xinlei
- 228-241 Informed trading before positive vs. negative earnings surprises
by Park, Tae-Jun & Lee, Youngjoo & Song, Kyojik “Roy”
- 242-261 Estimating the distribution of total default losses on the Spanish financial system
by García-Céspedes, Rubén & Moreno, Manuel
- 262-274 Options resilience during extreme volatility: Evidence from the market events of May 2010
by Cakici, Nusret & Goswami, Gautam & Tan, Sinan
- 275-286 News sentiment in the gold futures market
by Smales, Lee A.
- 287-301 Stress testing interest rate risk exposure
by Abdymomunov, Azamat & Gerlach, Jeffrey
- 302-322 The impact of economic news on bond prices: Evidence from the MTS platform
by Paiardini, Paola
- 326-336 Macroprudential and monetary policies: Implications for financial stability and welfare
by Rubio, Margarita & Carrasco-Gallego, José A.
- 337-355 House prices, capital inflows and macroprudential policy
by Mendicino, Caterina & Punzi, Maria Teresa
- 356-366 Does competition influence the bank lending channel in the euro area?
by Fungáčová, Zuzana & Solanko, Laura & Weill, Laurent
- 367-385 The great entanglement: The contagious capacity of the international banking network just before the 2008 crisis
by Garratt, Rodney J. & Mahadeva, Lavan & Svirydzenka, Katsiaryna
- 386-397 Ex-ante implications of sovereign default
by Malik, Samreen
- 398-408 Semiparametric estimation of multi-asset portfolio tail risk
by Dias, Alexandra
- 409-423 Reprint of: The impact of enterprise risk management on the marginal cost of reducing risk: Evidence from the insurance industry
by Eckles, David L. & Hoyt, Robert E. & Miller, Steve M.
- 424-441 Sell-side analysts’ career concerns during banking stresses
by Nolte, Ingmar & Nolte, Sandra & Vasios, Michalis
- 442-458 The influence of buy-side analysts on mutual fund trading
by Frey, Stefan & Herbst, Patrick
- 459-468 Forecasting US recessions: The role of sentiment
by Christiansen, Charlotte & Eriksen, Jonas Nygaard & Møller, Stig Vinther
- 469-482 The determinants of international equity investment: Do they differ between institutional and noninstitutional investors?
by Roque, Vanda & Cortez, Maria Céu
- 483-494 A novel equity valuation and capital allocation model for use by long-term value-investors
by Rajaratnam, Myuran & Rajaratnam, Bala & Rajaratnam, Kanshukan
- 495-505 Does bank market power affect SME financing constraints?
by Ryan, Robert M. & O’Toole, Conor M. & McCann, Fergal
- 506-514 Trademarking status and economic efficiency among commercial banks: Some evidence for the UK
by Duygun, Meryem & Sena, Vania & Shaban, Mohamed
- 515-533 Correlated bank runs, interbank markets and reserve requirements
by Cañón, Carlos & Margaretic, Paula
- 534-552 CEO duality and firm performance: Evidence from an exogenous shock to the competitive environment
by Yang, Tina & Zhao, Shan
- 553-569 Integrating corporate ownership and pension fund structures: A general equilibrium approach
by Ebrahim, M. Shahid & Mathur, Ike & ap Gwilym, Rhys
2014, Volume 48, Issue C
- 1-12 The role of correlation dynamics in sector allocation
by Kalotychou, Elena & Staikouras, Sotiris K. & Zhao, Gang
- 13-28 The rise of UK Seasoned Equity Offerings (SEOs) fees during the financial crisis: The role of institutional shareholders and underwriters
by Levis, Mario & Meoli, Michele & Migliorati, Katrin
- 29-41 A new set of improved Value-at-Risk backtests
by Ziggel, Daniel & Berens, Tobias & Weiß, Gregor N.F. & Wied, Dominik
- 42-56 The cost of capital and optimal financing policy in a dynamic setting
by Karpavičius, Sigitas
- 57-78 Too close for comfort? Geographic propinquity to political power and stock returns
by Pantzalis, Christos & Park, Jung Chul
- 79-93 Exploiting commodity momentum along the futures curves
by de Groot, Wilma & Karstanje, Dennis & Zhou, Weili
- 94-103 A sheep in wolf’s clothing: Can a central bank appear tougher than it is?
by Nijskens, Rob
- 104-119 The interest rate pass-through in the Euro area during the global financial crisis
by Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo
- 120-136 The effect of liquidity and solvency risk on the inclusion of bond covenants
by Cook, Douglas O. & Fu, Xudong & Tang, Tian
- 139-151 Bank pay caps, bank risk, and macroprudential regulation
by Thanassoulis, John
- 152-179 Information asymmetry around operational risk announcements
by Barakat, Ahmed & Chernobai, Anna & Wahrenburg, Mark
- 180-193 Socially responsible funds and market crises
by Nofsinger, John & Varma, Abhishek
- 194-209 Does bank ownership affect lending behavior? Evidence from the Euro area
by Ferri, Giovanni & Kalmi, Panu & Kerola, Eeva
- 210-223 Interest rate forecasts, state price densities and risk premium from Euribor options
by Ivanova, Vesela & Puigvert Gutiérrez, Josep Maria
- 224-234 Does global liquidity drive commodity prices?
by Beckmann, Joscha & Belke, Ansgar & Czudaj, Robert
- 235-247 Openness and the finance-growth nexus
by Herwartz, Helmut & Walle, Yabibal M.
- 248-260 Discretionary ratings and the pricing of subprime mortgage-backed securities
by Lugo, Stefano
- 261-275 Credit constraints and spillovers from foreign firms in China
by Agarwal, Natasha & Milner, Chris & Riaño, Alejandro
- 276-291 State ownership, soft-budget constraints, and cash holdings: Evidence from China’s privatized firms
by Megginson, William L. & Ullah, Barkat & Wei, Zuobao
- 292-306 Bank liquidity, stock market participation, and economic growth
by Mattana, Elena & Panetti, Ettore
- 312-321 How does deposit insurance affect bank risk? Evidence from the recent crisis
by Anginer, Deniz & Demirguc-Kunt, Asli & Zhu, Min
- 322-333 Bank risk within and across equilibria
by Agur, Itai
- 334-349 Can European bank bailouts work?
by Schoenmaker, Dirk & Siegmann, Arjen
- 350-360 Banking risk and macroeconomic fluctuations
by Jin, Yi & Zeng, Zhixiong
- 361-373 Rehypothecation dilemma: Impact of collateral rehypothecation on derivative prices under bilateral counterparty credit risk
by Sakurai, Yuji & Uchida, Yoshihiko
- 374-385 Corporate governance and the dynamics of capital structure: New evidence
by Chang, Ya-Kai & Chou, Robin K. & Huang, Tai-Hsin
- 386-395 Do Japanese candlesticks help solve the trader’s dilemma?
by Detollenaere, Benoit & Mazza, Paolo
- 396-410 Funding advantage and market discipline in the Canadian banking sector
by Beyhaghi, Mehdi & D’Souza, Chris & Roberts, Gordon S.
- 411-424 Short-selling, margin-trading, and price efficiency: Evidence from the Chinese market
by Chang, Eric C. & Luo, Yan & Ren, Jinjuan
2014, Volume 47, Issue C
- 1-14 Forecasting volatility of the U.S. oil market
by Haugom, Erik & Langeland, Henrik & Molnár, Peter & Westgaard, Sjur
- 15-28 Can interest rates really control house prices? Effectiveness and implications for macroprudential policy
by Shi, Song & Jou, Jyh-Bang & Tripe, David
- 29-40 The home bias is here to stay
by Levy, Haim & Levy, Moshe
- 41-53 CEO inside debt holdings and risk-shifting: Evidence from bank payout policies
by Srivastav, Abhishek & Armitage, Seth & Hagendorff, Jens
- 54-62 Does it pay to be ethical? Evidence from the FTSE4Good
by Belghitar, Yacine & Clark, Ephraim & Deshmukh, Nitin
- 63-73 Modeling and monitoring risk acceptability in markets: The case of the credit default swap market
by Madan, Dilip B.
- 74-87 Out-of-sample density forecasts with affine jump diffusion models
by Yun, Jaeho
- 88-101 Option implied volatilities and the cost of issuing equity
by Fodor, Andy & Gokkaya, Sinan
- 102-117 Religious holidays, investor distraction, and earnings announcement effects
by Pantzalis, Christos & Ucar, Erdem
- 118-133 Private information flow and price discovery in the U.S. treasury market
by Jiang, George J. & Lo, Ingrid
- 134-146 How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment
by Idier, Julien & Lamé, Gildas & Mésonnier, Jean-Stéphane
- 147-154 Home equity lines of credit and the unemployment rate: Have unemployed consumers borrowed themselves into the next financial crisis?
by Michel, Norbert & Lajaunie, John P. & Lawrence, Shari & Fanguy, Ronnie
- 155-176 The pricing of G7 sovereign bond spreads – The times, they are a-changin
by D’Agostino, Antonello & Ehrmann, Michael
- 177-197 The effects of private equity and venture capital on sales and employment growth in small and medium-sized businesses
by Paglia, John K. & Harjoto, Maretno A.
- 198-213 The fast track IPO – Success factors for taking firms public with SPACs
by Cumming, Douglas & Haß, Lars Helge & Schweizer, Denis
- 214-229 Innovation and financial liberalization
by Ang, James B.
- 230-242 Payday loans and consumer financial health
by Bhutta, Neil
- 243-257 Is the Euro-zone on the Mend? Latin American examples to analyze the Euro question
by Cavallo, Eduardo A. & Fernández-Arias, Eduardo & Powell, Andrew
- 258-269 Early warning systems and systemic banking crises in low income countries: A multinomial logit approach
by Caggiano, Giovanni & Calice, Pietro & Leonida, Leone
- 270-287 Assessing the contribution of banks, insurance and other financial services to systemic risk
by Bernal, Oscar & Gnabo, Jean-Yves & Guilmin, Grégory
- 288-295 Modelling long run comovements in equity markets: A flexible approach
by Martins, Luis F. & Gabriel, Vasco J.
- 296-308 Financial contagion and asset pricing
by Fry-McKibbin, Renée & Martin, Vance L. & Tang, Chrismin
- 309-330 Defending against speculative attacks – It is risky, but it can pay off
by Erler, Alexander & Bauer, Christian & Herz, Bernhard
- 331-342 Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence?
by Jung, R.C. & Maderitsch, R.
2014, Volume 46, Issue C
- 1-20 Does auditor choice matter to foreign investors? Evidence from foreign mutual funds worldwide
by Chou, Julia & Zaiats, Nataliya & Zhang, Bohui
- 21-30 Credit CARD Act of 2009: What did banks do?
by Jambulapati, Vikram & Stavins, Joanna
- 31-42 Yes, the CAPM is testable
by Guermat, Cherif
- 43-58 Macro-Networks: An application to euro area financial accounts
by Castrén, Olli & Rancan, Michela
- 59-71 Optimal portfolio selection with life insurance under inflation risk
by Kwak, Minsuk & Lim, Byung Hwa
- 72-84 Firm value in crisis: Effects of firm-level transparency and country-level institutions
by Enikolopov, Ruben & Petrova, Maria & Stepanov, Sergey
- 85-106 Diversification and systemic risk
by Raffestin, Louis
- 107-117 Robust minimum variance portfolio with L-infinity constraints
by Xing, Xin & Hu, Jinjin & Yang, Yaning
- 118-131 Do banks really monitor? Evidence from CEO succession decisions
by Marshall, Andrew & McCann, Laura & McColgan, Patrick
- 132-150 Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles?
by Borgy, Vladimir & Clerc, Laurent & Renne, Jean-Paul
- 151-165 Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe
by Claeys, Peter & Vašíček, Bořek
- 166-176 The effect of banking system reform on investment–cash flow sensitivity: Evidence from China
by Tsai, Ying-Ju & Chen, Yi-Pei & Lin, Chi-Ling & Hung, Jung-Hua
- 177-189 The IPO underwriting market share in China: Do ownership and quality matter?
by Chen, Chao & Shi, Haina & Xu, Haoping
- 190-201 Investor sentiment and the MAX effect
by Fong, Wai Mun & Toh, Benjamin
- 202-218 Modelling the U.S. sovereign credit rating
by Polito, Vito & Wickens, Mike
- 219-232 Asymmetric increasing trends in dependence in international equity markets
by Okimoto, Tatsuyoshi
- 233-245 Stability analysis of financial contagion due to overlapping portfolios
by Caccioli, Fabio & Shrestha, Munik & Moore, Cristopher & Farmer, J. Doyne
- 246-265 What do we know about the impact of government interventions in the banking sector? An assessment of various bailout programs on bank behavior
by Hryckiewicz, Aneta
- 266-284 Loss severities on residential real estate debt during the Great Recession
by Andersson, Fredrik & Mayock, Tom
- 285-298 The existence and persistence of household financial hardship: A Bayesian multivariate dynamic logit framework
by Brown, Sarah & Ghosh, Pulak & Taylor, Karl
- 299-310 Press freedom, externally-generated transparency, and stock price informativeness: International evidence
by Kim, Jeong-Bon & Zhang, Hao & Li, Liuchuang & Tian, Gaoliang
- 311-325 How to make regulators and shareholders happy under Basel III
by Schmaltz, Christian & Pokutta, Sebastian & Heidorn, Thomas & Andrae, Silvio
- 326-342 Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests
by Bernales, Alejandro & Guidolin, Massimo
- 343-354 Finance and employment: Evidence from U.S. banking reforms
by Boustanifar, Hamid
- 355-371 Domestic investor protection and foreign portfolio investment
by Giofré, Maela
- 372-386 Do investors put their money where their mouth is? Stock market expectations and investing behavior
by Merkle, Christoph & Weber, Martin
- 387-402 The impact of the sovereign debt crisis on the activity of Italian banks
by Albertazzi, Ugo & Ropele, Tiziano & Sene, Gabriele & Signoretti, Federico Maria
2014, Volume 45, Issue C
- 1-8 Deciphering robust portfolios
by Kim, Woo Chang & Kim, Jang Ho & Fabozzi, Frank J.
- 9-25 The limits of granularity adjustments
by Fermanian, Jean-David
- 26-42 Learning and incentive: A study on analyst response to pension underfunding
by Chen, Xuanjuan & Yao, Tong & Yu, Tong & Zhang, Ting
- 43-58 Do regulatory changes affect the underpricing of European IPOs?
by Akyol, Ali C. & Cooper, Tommy & Meoli, Michele & Vismara, Silvio
- 61-71 A study on risk retention regulation in asset securitization process
by Guo, Guixia & Wu, Ho-Mou
- 72-83 Liquidity risk in stock returns: An event-study perspective
by Cao, Charles & Petrasek, Lubomir
- 84-104 Derivatives holdings and systemic risk in the U.S. banking sector
by Mayordomo, Sergio & Rodriguez-Moreno, Maria & Peña, Juan Ignacio
- 105-116 Liquidity effects in corporate bond spreads
by Helwege, Jean & Huang, Jing-Zhi & Wang, Yuan
- 117-139 Liquidity, leverage, and Lehman: A structural analysis of financial institutions in crisis
by Chen, Ren-Raw & Chidambaran, N.K. & Imerman, Michael B. & Sopranzetti, Ben J.
- 140-151 Liquidity provision and stock return predictability
by Hendershott, Terrence & Seasholes, Mark S.
- 152-170 Reprint of: Market liquidity in the financial crisis: The role of liquidity commonality and flight-to-quality
by Rösch, Christoph G. & Kaserer, Christoph
- 175-181 Systemic risk, governance and global financial stability
by Ellis, Luci & Haldane, Andy & Moshirian, Fariborz
- 182-198 The financial cycle and macroeconomics: What have we learnt?
by Borio, Claudio
- 199-224 Determinants of financial stress in emerging market economies
by Park, Cyn-Young & Mercado, Rogelio V.
- 225-241 Predicting distress in European banks
by Betz, Frank & Oprică, Silviu & Peltonen, Tuomas A. & Sarlin, Peter
- 242-254 Risky adjustments or adjustments to risks: Decomposing bank leverage
by Koch, Cathérine Tahmee
- 270-287 Measuring systemic risk-adjusted liquidity (SRL)—A model approach
by Jobst, Andreas A.
- 288-303 Mapping the UK interbank system
by Langfield, Sam & Liu, Zijun & Ota, Tomohiro
- 304-320 Systematic liquidity and the funding liquidity hypothesis
by Qian, Xiaolin & Tam, Lewis H.K. & Zhang, Bohui
- 321-337 Guarantees, transparency and the interdependency between sovereign and bank default risk
by König, Philipp & Anand, Kartik & Heinemann, Frank
- 338-351 The spillover effects of unremunerated reserve requirements: Evidence from Thailand
by Vithessonthi, Chaiporn & Tongurai, Jittima
2014, Volume 44, Issue C
- 1-12 The risk of financial intermediaries
by Delis, Manthos D. & Hasan, Iftekhar & Tsionas, Efthymios G.
- 13-25 The good and bad news about the new liquidity rules of Basel III in Western European countries
by Dietrich, Andreas & Hess, Kurt & Wanzenried, Gabrielle
- 26-38 How does public information affect the frequency of trading in airline stocks?
by Nowak, Sylwia & Anderson, Heather M.
- 39-54 How do asset encumbrance and debt regulations affect bank capital and bond risk?
by Helberg, Stig & Lindset, Snorre
- 55-71 The impact of competition and information on intraday trading
by Malinova, Katya & Park, Andreas
- 72-92 Risk models-at-risk
by Boucher, Christophe M. & Daníelsson, Jón & Kouontchou, Patrick S. & Maillet, Bertrand B.
- 93-113 Options-implied variance and future stock returns
by Guo, Hui & Qiu, Buhui
- 114-129 Macro-financial determinants of the great financial crisis: Implications for financial regulation
by Caprio, Gerard & D’Apice, Vincenzo & Ferri, Giovanni & Puopolo, Giovanni Walter
- 130-140 Analytical pricing of discrete arithmetic Asian options with mean reversion and jumps
by Chung, Shing Fung & Wong, Hoi Ying
- 141-159 Of religion and redemption: Evidence from default on Islamic loans
by Baele, Lieven & Farooq, Moazzam & Ongena, Steven
- 160-176 Competition of socially responsible and conventional mutual funds and its impact on fund performance
by In, Francis & Kim, Martin & Park, Raphael Jonghyeon & Kim, Sangbae & Kim, Tong Suk
- 177-188 Investment performance of “environmentally-friendly” firms and their initial public offers and seasoned equity offers
by Chan, Pak To & Walter, Terry
- 189-206 Subscribing to transparency
by He, Yinghua & Nielsson, Ulf & Guo, Hong & Yang, Jiong
- 207-218 Firm quality or market sentiment: What matters more for IPO investors?
by Neupane, Suman & Paudyal, Krishna & Thapa, Chandra
- 219-232 Is the investment factor a proxy for time-varying investment opportunities? The US and international evidence
by Huang, Lin & Wang, Zijun
- 233-247 The determinants of U.S. banks’ international activities
by Temesvary, Judit
- 248-263 The choice between informal and formal restructuring: The case of French banks facing distressed SMEs
by Blazy, Régis & Martel, Jocelyn & Nigam, Nirjhar
- 264-278 Do small businesses still prefer community banks?
by Berger, Allen N. & Goulding, William & Rice, Tara
2014, Volume 43, Issue C
- 1-13 Corporate social responsibility and stock price crash risk
by Kim, Yongtae & Li, Haidan & Li, Siqi
- 14-28 A jackknife-type estimator for portfolio revision
by Füss, Roland & Miebs, Felix & Trübenbach, Fabian
- 29-47 Do leveraged exchange-traded products deliver their stated multiples?
by Loviscek, Anthony & Tang, Hongfei & Xu, Xiaoqing Eleanor
- 48-57 Does information sharing reduce the role of collateral as a screening device?
by Karapetyan, Artashes & Stacescu, Bogdan
- 58-77 Performance of international and global equity mutual funds: Do country momentum and sector momentum matter?
by Breloer, Bernhard & Scholz, Hendrik & Wilkens, Marco
- 78-96 The effects of corporate bailout on firm performance: International evidence
by Jiang, Zhan & Kim, Kenneth A. & Zhang, Hao
- 97-113 Foreign exchange exposure and multinationality
by Hutson, Elaine & Laing, Elaine
- 114-123 Large versus small foreign exchange interventions
by Fatum, Rasmus & Yamamoto, Yohei
- 124-136 The effect on competition of banking sector consolidation following the financial crisis of 2008
by Pérez Montes, Carlos
- 137-149 Quality of PIN estimates and the PIN-return relationship
by Yan, Yuxing & Zhang, Shaojun
- 150-159 Time-varying, heterogeneous risk aversion and dynamics of asset prices among boundedly rational agents
by Park, Beum-Jo
- 160-178 Discrete stochastic autoregressive volatility
by Cordis, Adriana S. & Kirby, Chris
- 179-187 The information content of option ratios
by Blau, Benjamin M. & Nguyen, Nga & Whitby, Ryan J.
- 188-199 Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013
by Charles, Amélie & Darné, Olivier
- 200-211 Estimating and using GARCH models with VIX data for option valuation
by Kanniainen, Juho & Lin, Binghuan & Yang, Hanxue
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