Journal of Banking & Finance
July 2003, Volume 27, Issue 7
- 1349-1374 Early and late calls of convertible bonds: Theory and evidence
by Sarkar, Sudipto
- 1375-1390 Selecting a portfolio with skewness: Recent evidence from US, European, and Latin American equity markets
by Prakash, Arun J. & Chang, Chun-Hao & Pactwa, Therese E.
- 1391-1410 Executive compensation and agency costs in Germany
by Elston, Julie Ann & Goldberg, Lawrence G.
June 2003, Volume 27, Issue 6
- 1001-1025 Pricing the risk of recovery in default with absolute priority rule violation
by Unal, Haluk & Madan, Dilip & Guntay, Levent
- 1027-1051 CEO turnover in insider-dominated boards: The Italian case
by Brunello, Giorgio & Graziano, Clara & Parigi, Bruno M.
- 1053-1078 Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market
by Lafuente, Juan A. & Novales, Alfonso
- 1079-1110 The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation
by Sarno, Lucio & Thornton, Daniel L.
- 1111-1121 Skewness persistence with optimal portfolio selection
by Sun, Qian & Yan, Yuxing
- 1123-1138 Risk, returns, and values in the presence of differential taxation
by Benninga, Simon & Sarig, Oded
- 1139-1165 Is there discrimination in mortgage pricing? The case of overages
by Black, Harold A. & Boehm, Thomas P. & DeGennaro, Ramon P.
- 1167-1184 The pricing of global and domestic initial public offerings by US companies
by Wu, Congsheng & Kwok, Chuck C. Y.
- 1185-1210 Domestic and international determinants of bank profits: Foreign banks in Australia
by Williams, Barry
- 1213-1218 Markets and institutions: Global perspectives
by Moshirian, Fariborz & Szego, Giorgio
May 2003, Volume 27, Issue 5
- 1-1 Editorial
by Szego, Giorgio
- 793-816 Agency costs, ownership structure and corporate governance mechanisms
by Singh, Manohar & Davidson III, Wallace N.
- 817-850 Evidence of predictability in the cross-section of bank stock returns
by Cooper, Michael J. & Jackson, William III & Patterson, Gary A.
- 851-865 Exchange rate exposures of US banks: A cash flow-based methodology
by Martin, Anna D. & Mauer, Laurence J.
- 867-889 Stock auction bidding behavior and information asymmetries: An empirical analysis using the discriminatory auction model framework
by Chen, An-Sing & Liaw, Gwohorng & Leung, Mark T.
- 891-917 Efficiency in Japanese banking: An empirical analysis
by Drake, Leigh & Hall, Maximilian J. B.
- 919-947 Underpricing, stock allocation, ownership structure and post-listing liquidity of newly listed firms
by Pham, Peter K. & Kalev, Petko S. & Steen, Adam B.
- 949-975 Intra-industry effects of bank privatization: A clinical analysis of the privatization of the Commonwealth Bank of Australia
by Otchere, Isaac & Chan, Janus
- 977-1000 Should bank runs be prevented?
by Samartin, Margarita
April 2003, Volume 27, Issue 4
- 549-574 Binary choice models and corporate takeover
by Espahbodi, Hassan & Espahbodi, Pouran
- 575-592 Random walk versus breaking trend in stock prices: Evidence from emerging markets
by Chaudhuri, Kausik & Wu, Yangru
- 593-614 Are unsolicited credit ratings biased downward?
by Poon, Winnie P. H.
- 615-633 Bank lending policy, credit scoring and value-at-risk
by Jacobson, Tor & Roszbach, Kasper
- 635-653 Are convertible bonds underpriced? An analysis of the French market
by Ammann, Manuel & Kind, Axel & Wilde, Christian
- 655-671 Long- and short-run non-parametric cost frontier efficiency: An application to Spanish savings banks
by Prior, Diego
- 673-697 Do US stock prices deviate from their fundamental values? Some new evidence
by Zhong, Maosen & Darrat, Ali F. & Anderson, Dwight C.
- 699-717 Deposit insurance and the risk premium in bank deposit rates
by Bartholdy, Jan & Boyle, Glenn W. & Stover, Roger D.
- 719-748 Do investors prefer even-eighth prices? Evidence from NYSE limit orders
by Cooney, John Jr. & Van Ness, Bonnie & Van Ness, Robert
- 749-771 The Federal funds market and the overnight Eurodollar market
by Lee, Young-Sook
- 773-773 Erratum to "On trust as a commodity and on the grammar of trust" [Journal of Banking and Finance 26, no. 9, pp. 1719-1766]
by Ali Khan, M.
- 775-775 Erratum to "The impact of the manager-shareholder conflict on acquiring bank returns" [Journal of Banking and Finance 27(1), pp. 103-131]
by Cornett, Marcia Millon & Hovakimian, Gayane & Palia, Darius & Tehranian, Hassan
- 777-778 Challenges for Central Banking; Anthony M. Santomero, Staffan Viotti, and Anders Vredin (Editors), Kluwer Academic Publishers, Boston, 2001, 274 pp
by Steigerwalt, Gregory M.
- 779-782 'Irrational Exuberance' Robert J. Shiller, Princeton University Press, Princeton, NJ, 2000, 296 pages, $35
by Edenfield, Kristie A.
- 783-786 Maestro: Greenspan's and the American Boom; Woodward Bob, Simon & Schuster, New York, 2000, 230 pp., $25
by Davis, John W.
- 787-792 Regionalism in Europe geometries and strategies after 2000;: Jurgen von Hagen, Mika Widren, Kluwer Academic Publishers, Boston, 2001, 263 pp., $129.95, EURO 145, GBP 91
by Luikert, Katherine
March 2003, Volume 27, Issue 3
- 1-1 Our changed constituency
by Szego, Giorgio
- 377-381 Markets and institutions: Global perspectives
by Moshirian, Fariborz & Szego, Giorgio
- 383-415 To what extent will the banking industry be globalized? A study of bank nationality and reach in 20 European nations
by Berger, Allen N. & Dai, Qinglei & Ongena, Steven & Smith, David C.
- 417-447 Do bankers sacrifice value to build empires? Managerial incentives, industry consolidation, and financial performance
by Hughes, Joseph P. & Lang, William W. & Mester, Loretta J. & Moon, Choon-Geol & Pagano, Michael S.
- 449-469 The value of private sector business credit information sharing: The US case
by Kallberg, Jarl G. & Udell, Gregory F.
- 471-489 Operating performance of banks among Asian economies: An international and time series comparison
by Kwan, Simon H.
- 491-510 Evidence of a bank lending channel in the UK
by Huang, Zhangkai
- 511-548 A cross-country comparison of full and partial venture capital exits
by Cumming, Douglas J. & MacIntosh, Jeffrey G.
February 2003, Volume 27, Issue 2
- 183-200 Cross-currency, cross-maturity forward exchange premiums as predictors of spot rate changes: Theory and evidence
by Nucci, Francesco
- 201-228 Modeling the stochastic behavior of short-term interest rates: Pricing implications for discount bonds
by Bali, Turan G.
- 229-249 Privatization, competition, and supercompetition in the Mexican commercial banking system
by Gruben, William C. & McComb, Robert P.
- 251-273 The costs (and benefits?) of diversified business groups: The case of Korean chaebols
by Ferris, Stephen P. & Kim, Kenneth A. & Kitsabunnarat, Pattanaporn
- 275-305 Post-IPO capital expenditures and market feedback
by van Bommel, Jos & Vermaelen, Theo
- 307-325 The profit efficiency of small US commercial banks
by Akhigbe, Aigbe & McNulty, James E.
- 327-349 Currency hedging for international stock portfolios: The usefulness of mean-variance analysis
by de Roon, Frans A. & Nijman, Theo E. & Werker, Bas J. M.
- 351-375 Value creation in corporate asset sales: The role of managerial performance and lender monitoring
by Datta, Sudip & Iskandar-Datta, Mai & Raman, Kartik
January 2003, Volume 27, Issue 1
- 1-26 A comparison of yield curve estimation techniques using UK data
by Ioannides, Michalis
- 27-57 Local bank office ownership, deposit control, market structure, and economic growth
by Collender, Robert N. & Shaffer, Sherrill
- 59-86 Insider trading, abnormal return and preferential information: Supervising through a probabilistic model
by Minenna, Marcello
- 87-102 Changes in market assessments of bank risk following the Riegle-Neal Act of 1994
by Akhigbe, Aigbe & Whyte, Ann Marie
- 103-131 The impact of the manager-shareholder conflict on acquiring bank returns
by Cornett, Marcia Millon & Hovakimian, Gayane & Palia, Darius & Tehranian, Hassan
- 133-151 Pre-announcement effects, news effects, and volatility: Monetary policy and the stock market
by Bomfim, Antulio N.
- 153-181 Industry conditions, growth opportunities and market reactions to convertible debt financing decisions
by Lewis, Craig M. & Rogalski, Richard J. & Seward, James K.
2002, Volume 26, Issue 12
- 2231-2247 Mergers and technical efficiency in Spanish savings banks: A stochastic distance function approach
by Cuesta, Rafael A. & Orea, Luis
- 2249-2276 Monitoring by the financial press and forced CEO turnover
by Farrell, Kathleen A. & Whidbee, David A.
- 2277-2299 Stock market volatility, excess returns, and the role of investor sentiment
by Lee, Wayne Y. & Jiang, Christine X. & Indro, Daniel C.
- 2301-2325 Using Bayesian variable selection methods to choose style factors in global stock return models
by Hall, Anthony D. & Hwang, Soosung & Satchell, Stephen E.
- 2327-2356 The growth of US credit unions
by Goddard, John A. & McKillop, Donal G. & Wilson, John O. S.
- 2357-2363 A note on the integrability of partial-equilibrium measures of the welfare costs of inflation
by Cysne, Rubens Penha
- 2365-2382 Economies of scale in UK building societies: A re-appraisal using an entry/exit model
by Drake, Leigh & Simper, Richard
November 2002, Volume 26, Issue 11
- 2065-2075 Monetary transmission and bank competition in the EMU
by Lensink, Robert & Sterken, Elmer
- 2077-2092 Monetary policy and bank lending:: Evidence from German banking groups
by Kakes, Jan & Sturm, Jan-Egbert
- 2093-2110 Evidence on the bank lending channel in Europe
by Altunbas, Yener & Fazylov, Otabek & Molyneux, Philip
- 2111-2129 Investment and monetary policy in the euro area
by Mojon, Benoit & Smets, Frank & Vermeulen, Philip
- 2131-2154 Modelling credit in the transmission mechanism of the United Kingdom
by Chrystal, Alec & Mizen, Paul
- 2155-2189 Bank concentration and retail interest rates
by Corvoisier, Sandrine & Gropp, Reint
- 2191-2214 Competition, concentration and their relationship: An empirical analysis of the banking industry
by Bikker, Jacob A. & Haaf, Katharina
- 2215-2229 Competition in the Dutch consumer credit market
by Toolsema, Linda A.
October 2002, Volume 26, Issue 10
- 1935-1949 Conflict of interest in commercial bank security underwritings: Canadian evidence
by Hebb, Gregory M. & Fraser, Donald R.
- 1951-1972 Explaining exchange rate risk in world stock markets: A panel approach
by Patro, Dilip K. & Wald, John K. & Wu, Yangru
- 1973-1996 Boards of directors, ownership, and regulation
by Booth, James R. & Cornett, Marcia Millon & Tehranian, Hassan
- 1997-2016 How do UK financial institutions really price their banking products?
by Heffernan, Shelagh A.
- 2017-2045 Information sharing, lending and defaults: Cross-country evidence
by Jappelli, Tullio & Pagano, Marco
- 2047-2064 The effects of the introduction of the euro on the volatility of European stock markets
by Morana, Claudio & Beltratti, Andrea
September 2002, Volume 26, Issue 9
- 1697-1718 Managing ethical risk: How investing in ethics adds value
by Chami, Ralph & Cosimano, Thomas F. & Fullenkamp, Connel
- 1719-1766 On trust as a commodity and on the grammar of trust
by Khan, M. Ali
- 1767-1783 Trustworthiness and self-interest
by Hausman, Daniel M.
- 1785-1809 Trust and efficiency
by Chami, Ralph & Fullenkamp, Connel
- 1811-1820 Is a moral disposition rewarded?
by Grossman, Herschel I. & Kim, Minseong
- 1821-1835 Business ethics and organizational architecture
by Brickley, James A. & Smith Jr., Clifford W. & Zimmerman, Jerold L.
- 1837-1852 Contractors as stakeholders: Reconciling stakeholder theory with the nexus-of-contracts firm
by Boatright, John R.
- 1853-1865 Ties that bind in business ethics: Social contracts and why they matter
by Donaldson, Thomas & Dunfee, Thomas W.
- 1867-1888 The securities industry and the law
by Bear, Larry Alan & Maldonado-Bear, Rita
- 1889-1918 "Grand" corruption and the ethics of global business
by Rose-Ackerman, Susan
- 1919-1933 Using deferred compensation to strengthen the ethics of financial regulation
by Kane, Edward J.
August 2002, Volume 26, Issue 8
- 1563-1591 Investigating the cost performance of UK credit unions using radial and non-radial efficiency measures
by McKillop, D. G. & Glass, J. C. & Ferguson, C.
- 1593-1613 Simultaneity bias in mortgage lending: A test of simultaneous equations models on bank-specific data
by Dawkins, Mark C.
- 1615-1643 The dynamic behavior of closed-end funds and its implication for pricing, forecasting, and trading
by Philipp Kellerhals, B. & Schobel, Rainer
- 1645-1673 Global and local information asymmetries, illiquidity and SEC Rule 144A/Regulation S: The case of Indian GDRs
by Michael Pinegar, J. & Ravichandran, R.
- 1675-1696 A conditional multifactor analysis of return momentum
by Wu, Xueping
July 2002, Volume 26, Issue 7
- 1247-1251 No more VaR (this is not a typo)
by Szego, Giorgio P.
- 1253-1272 Measures of risk
by Szego, Giorgio
- 1273-1296 The emperor has no clothes: Limits to risk modelling
by Danielsson, Jon
- 1297-1316 Pure jump Levy processes for asset price modelling
by Geman, Helyette
- 1317-1334 VaR and expected shortfall in portfolios of dependent credit risks: Conceptual and practical insights
by Frey, Rudiger & McNeil, Alexander J.
- 1335-1353 Saddlepoint approximation of CreditRisk+
by Gordy, Michael B.
- 1355-1382 Tail estimation and mean-VaR portfolio selection in markets subject to financial instability
by Consigli, Giorgio
- 1383-1406 The estimation of transition matrices for sovereign credit ratings
by Hu, Yen-Ting & Kiesel, Rudiger & Perraudin, William
- 1407-1425 Incentives for effective risk management
by Danielsson, Jon & Jorgensen, Bjorn N. & de Vries, Casper G.
- 1427-1441 Subordinated debt, market discipline, and banks' risk taking
by Blum, Jurg M.
- 1443-1471 Conditional value-at-risk for general loss distributions
by Rockafellar, R. Tyrrell & Uryasev, Stanislav
- 1473-1486 Putting order in risk measures
by Frittelli, Marco & Rosazza Gianin, Emanuela
- 1487-1503 On the coherence of expected shortfall
by Acerbi, Carlo & Tasche, Dirk
- 1505-1518 Spectral measures of risk: A coherent representation of subjective risk aversion
by Acerbi, Carlo
- 1519-1533 Expected shortfall and beyond
by Tasche, Dirk
- 1535-1561 CVaR models with selective hedging for international asset allocation
by Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A.
June 2002, Volume 26, Issue 6
- 1093-1097 Rational infinitely lived asset prices must be non-stationary
by Roll, Richard
- 1099-1111 Visibility of the compass rose in financial asset returns: A quantitative study
by Wang, Huaiqing & Wang, Chen
- 1113-1141 Stock market linkages: Evidence from Latin America
by Chen, Gong-meng & Firth, Michael & Meng Rui, Oliver
- 1143-1163 Pay at the executive suite: How do US banks compensate their top management teams?
by Ang, James & Lauterbach, Beni & Schreiber, Ben Z.
- 1165-1179 The Canadian treasury bill auction and the term structure of interest rates
by Godbout, Lise & Storer, Paul & Zimmermann, Christian
- 1181-1197 The relations among asset risk, product risk, and capital in the life insurance industry
by Baranoff, Etti G. & Sager, Thomas W.
- 1199-1228 Arbitrage bounds in markets with noisy prices and the puzzle of negative option prices implicit in bonds
by Ioffe, Ioulia D.
- 1229-1244 Dispersion measures as immunization risk measures
by Balbas, Alejandro & Ibanez, Alfredo & Lopez, Susana
May 2002, Volume 26, Issue 5
- 819-823 Introduction: Banks and systemic risk
by Jackson, Patricia & Perraudin, William R. M.
- 825-855 Costs of banking system instability: Some empirical evidence
by Hoggarth, Glenn & Reis, Ricardo & Saporta, Victoria
- 857-860 Comment on "Costs of banking system instability: Some empirical evidence"
by Honohan, Patrick
- 861-880 Systemic risk and financial consolidation: Are they related?
by De Nicolo, Gianni & Kwast, Myron L.
- 881-904 The macroeconomic impact of bank capital requirements in emerging economies: Past evidence to assess the future
by Concetta Chiuri, Maria & Ferri, Giovanni & Majnoni, Giovanni
- 905-907 Comments on "The macroeconomic impact of bank capital requirements in emerging economies: Past evidence to assess the future"
by Saunders, Anthony
- 909-921 Credit ratings and the BIS capital adequacy reform agenda
by Altman, Edward I. & Bharath, Sreedhar T. & Saunders, Anthony
- 923-928 Comments on "Credit ratings and the BIS capital adequacy reform agenda"
by Bliss, Robert
- 929-951 A guide to choosing absolute bank capital requirements
by Carey, Mark
- 953-976 Regulatory and "economic" solvency standards for internationally active banks
by Jackson, Patricia & Perraudin, William & Saporta, Victoria
- 977-987 Market discipline and financial stability
by Crockett, Andrew
- 989-1009 Measures of the riskiness of banking organizations: Subordinated debt yields, risk-based capital, and examination ratings
by Evanoff, Douglas D. & Wall, Larry D.
- 1011-1028 How good is the market at assessing bank fragility? A horse race between different indicators
by Bongini, Paola & Laeven, Luc & Majnoni, Giovanni
- 1029-1031 Comments on "How good is the market at assessing bank fragility? A horse race between different indicators"
by Shin, Hyun Song
- 1033-1057 Information about bank risk in options prices
by Swidler, Steve & Wilcox, James A.
- 1059-1064 Comments on "Information about bank risk in options prices"
by Crouhy, Michel
- 1065-1091 Strengthening banks' market discipline and leveling the playing field: Are the two compatible?
by Sironi, Andrea
April 2002, Volume 26, Issue 4
- 621-649 The performance of privatized firms in the Czech Republic
by Harper, Joel T.
- 651-669 Regulatory learning in failed thrift auctions
by Gupta, Atul & Misra, Lalatendu
- 671-688 The significance of sell-off profitability in explaining the market reaction to divestiture announcements
by Clubb, Colin & Stouraitis, Aris
- 689-718 Debt underwriting by commercial bank-affiliated firms and investment banks: More evidence
by Roten, Ivan C. & Mullineaux, Donald J.
- 719-766 Technical, scale and allocative efficiencies of Turkish banking industry
by Isik, Ihsan & Hassan, M. Kabir
- 767-793 Bond underwriting by banks and conflicts of interest: Evidence from Japan during the pre-war period
by Konishi, Masaru
- 795-818 The economic and statistical significance of spread forecasts: Evidence from the London Stock Exchange
by Taylor, Nicholas
March 2002, Volume 26, Issue 2-3
- 205-221 Risk management in the global economy: A review essay
by Hunter, William C. & Smith, Stephen D.
- 223-242 Measuring off-balance-sheet leverage
by Breuer, Peter
- 243-269 Risk management and the credit risk premium
by Adam, Tim Rene
- 271-295 Does executive portfolio structure affect risk management? CEO risk-taking incentives and corporate derivatives usage
by Rogers, Daniel A.
- 297-301 Value and risk
by MacMinn, Richard D.
- 303-322 The credit risk in SME loans portfolios: Modeling issues, pricing, and capital requirements
by Dietsch, Michel & Petey, Joel
- 323-345 GARCH vs. stochastic volatility: Option pricing and risk management
by Lehar, Alfred & Scheicher, Martin & Schittenkopf, Christian
- 347-374 Modeling correlated market and credit risk in fixed income portfolios
by Barnhill Jr., Theodore M. & Maxwell, William F.
- 375-380 Innovations in testing the stability of risk measures over time and across models
by Vlaar, Peter J. G.
- 381-422 Testing the stability of implied probability density functions
by Bliss, Robert R. & Panigirtzoglou, Nikolaos
- 423-444 Analyzing rating transitions and rating drift with continuous observations
by Lando, David & Skodeberg, Torben M.
- 445-474 Ratings migration and the business cycle, with application to credit portfolio stress testing
by Bangia, Anil & Diebold, Francis X. & Kronimus, Andre & Schagen, Christian & Schuermann, Til
- 475-489 Trade, credit and systemic fragility
by Bryant, John
- 491-517 Optimal capacity in the banking sector and economic growth
by Amable, Bruno & Chatelain, Jean-Bernard & De Bandt, Olivier
- 519-546 Sovereign liquidity crises: Analytics and implications for public policy
by Chui, Michael & Gai, Prasanna & Haldane, Andrew G.
- 547-555 Financial crises and coordination failure: A comment
by Marshall, David A.
- 557-583 Can insurers pay for the "big one"? Measuring the capacity of the insurance market to respond to catastrophic losses
by Cummins, J. David & Doherty, Neil & Lo, Anita
- 585-596 The allocation of catastrophe risk
by Niehaus, Greg
- 597-620 Labor income and risky assets under market incompleteness: Evidence from Italian data
by Grande, Giuseppe & Ventura, Luigi
January 2002, Volume 26, Issue 1
- 1-23 Bank capital regulation as an incentive mechanism: Implications for portfolio choice
by Milne, Alistair
- 25-49 Managerial compensation contract and bank bailout policy
by Osano, Hiroshi
- 51-78 The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence
by Lee, Bong-Soo & Rui, Oliver M.
- 79-98 An examination of cost structure and production performance of commercial banks in Singapore
by Rezvanian, Rasoul & Mehdian, Seyed
- 99-126 The performance of Italian equity funds
by Cesari, Riccardo & Panetta, Fabio
- 127-152 Trends in relationship lending and factors affecting relationship lending efficiency
by Stanton, Kenneth R.
- 153-177 Rational expectations, analysts' forecasts of earnings and sources of value gains for takeover targets
by Sudarsanam, Sudi & Salami, Ayo & Alexandrou, George
- 179-199 Bounds tests of the theory of purchasing power parity
by Coe, Patrick J. & Serletis, Apostolos
- 201-202 Erratum to "An analytic approach to credit risk of large corporate bond and loan portfolios" [Journal of Banking and Finance 25, no. 9, pp. 1635-1664]
by Lucas, Andre & Klaassens, Pieter & Spreij, Peter & Straetmans, Stefan
- 203-203 Erratum to "Money and credit in liquidity provision" [Journal of Banking and Finance 25, no. 11, pp. 2041-2067]
by Wang, Yong & Zhou, Hanquing
December 2001, Volume 25, Issue 12
- 2127-2167 The ability of banks to lend to informationally opaque small businesses
by Berger, Allen N. & Klapper, Leora F. & Udell, Gregory F.
- 2169-2208 Are scale economies in banking elusive or illusive?: Evidence obtained by incorporating capital structure and risk-taking into models of bank production
by Hughes, Joseph P. & Mester, Loretta J. & Moon, Choon-Geol
- 2209-2237 The changing structure of local credit markets: Are small businesses special?
by Bonaccorsi di Patti, Emilia & Gobbi, Giorgio
- 2239-2276 Do banks have a future?: A study on banking and finance as we move into the third millennium
by Bossone, Biagio
- 2277-2304 Can mergers ensure the survival of credit unions in the third millennium?
by Ralston, Deborah & Wright, April & Garden, Kaylee
- 2305-2337 The patterns of cross-border bank mergers and shareholdings in OECD countries
by Focarelli, Dario & Pozzolo, Alberto Franco
- 2339-2366 Are expansions cost effective for stock exchanges? A global perspective
by Hasan, Iftekhar & Malkamaki, Markku
- 2367-2392 Mixing and matching: Prospective financial sector mergers and market valuation
by Estrella, Arturo
November 2001, Volume 25, Issue 11
- 1957-1987 Reading PIBOR futures options smiles: The 1997 snap election
by Coutant, Sophie & Jondeau, Eric & Rockinger, Michael
- 1989-2014 Pricing Hang Seng Index options around the Asian financial crisis - A GARCH approach
by Duan, Jin-Chuan & Zhang, Hua
- 2015-2040 The term structure of credit spreads with jump risk
by Zhou, Chunsheng
- 2041-2067 Money and credit in liquidity provision
by Wang, Yong & Zhou, Hanqing
- 2069-2087 The link between bank monitoring and corporate dividend policy: The case of dividend omissions
by Low, Soo-Wah & Glorfeld, Louis & Hearth, Douglas & Rimbey, James N.
- 2089-2101 Interest rate and liquidity risk management and the European money supply process
by Mitusch, Kay & Nautz, Dieter
- 2103-2123 "Clicks and bricks":: e-Risk Management for banks in the age of the Internet
by Pennathur, Anita K.
October 2001, Volume 25, Issue 10
- 1805-1827 Returns synchronization and daily correlation dynamics between international stock markets
by Martens, Martin & Poon, Ser-Huang
- 1829-1855 Index arbitrage with heterogeneous investors: A smooth transition error correction analysis
by Tse, Yiuman
- 1857-1895 An empirical analysis of incremental capital structure decisions under managerial entrenchment
by de Jong, Abe & Veld, Chris
- 1897-1919 Investor heterogeneity, market segmentation, leverage and the equity premium puzzle
by Shahid Ebrahim, M. & Mathur, Ike
- 1921-1939 Crisis dynamics of implied default recovery ratios: Evidence from Russia and Argentina
by Merrick Jr., John J.
- 1941-1956 A note on information seasonality and the disappearance of the weekend effect in the UK stock market
by Steeley, James M.
September 2001, Volume 25, Issue 9
- 1607-1634 Efficiency in index options markets and trading in stock baskets
by Ackert, Lucy F. & Tian, Yisong S.
- 1635-1664 An analytic approach to credit risk of large corporate bond and loan portfolios
by Lucas, Andre & Klaassen, Pieter & Spreij, Peter & Straetmans, Stefan
- 1665-1679 Modelling S&P 100 volatility: The information content of stock returns
by Blair, Bevan J. & Poon, Ser-Huang & Taylor, Stephen J.
- 1681-1686 Investor tax rationality and the relationship between dividend yields and equity returns: An explanatory note
by Dempsey, Mike