Journal of Banking & Finance
2014, Volume 38, Issue C
2013, Volume 37, Issue 12
- 4675-4694 Speculations in option markets enhance allocation efficiency with heterogeneous beliefs and learning
by Qin, Zhenjiang
- 4695-4710 Venture capital and new business creation
by Popov, Alexander & Roosenboom, Peter
- 4711-4720 Long-term bank balance sheet management: Estimation and simulation of risk-factors
by Birge, John R. & Júdice, Pedro
- 4721-4737 Product market competition and the cost of bank loans: Evidence from state antitakeover laws
by Waisman, Maya
- 4738-4754 A spatial analysis of international stock market linkages
by Asgharian, Hossein & Hess, Wolfgang & Liu, Lu
- 4755-4764 Moment-based estimation of stochastic volatility
by Bregantini, Daniele
- 4765-4776 Are stock market crises contagious? The role of crisis definitions
by Mierau, Jochen O. & Mink, Mark
- 4777-4792 TARP funds distribution and bank loan supply
by Li, Lei
- 4793-4809 Bank/sovereign risk spillovers in the European debt crisis
by De Bruyckere, Valerie & Gerhardt, Maria & Schepens, Glenn & Vander Vennet, Rudi
- 4810-4819 The intraday impact of company responses to exchange queries
by Drienko, Jozef & Sault, Stephen J.
- 4820-4833 How do sovereign credit rating changes affect private investment?
by Chen, Sheng-Syan & Chen, Hsien-Yi & Chang, Chong-Chuo & Yang, Shu-Ling
- 4834-4849 Asset sales in the mutual fund industry: Who gains?
by Chen, Fan & Sanger, Gary C. & Slovin, Myron B.
- 4850-4860 Why do companies delist voluntarily from the stock market?
by Kashefi Pour, Eilnaz & Lasfer, Meziane
- 4861-4878 Bank ownership and lending patterns during the 2008–2009 financial crisis: Evidence from Latin America and Eastern Europe
by Cull, Robert & Martínez Pería, María Soledad
- 4879-4892 Unintended consequences of the increased asset threshold for FDICIA internal controls: Evidence from U.S. private banks
by Jin, Justin Yiqiang & Kanagaretnam, Kiridaran & Lobo, Gerald J.
- 4893-4906 A general closed-form spread option pricing formula
by Caldana, Ruggero & Fusai, Gianluca
- 4907-4919 Product differentiation and efficiencies in the retail banking industry
by Dai, Mian & Yuan, Yuan
- 4920-4930 A comprehensive long-term analysis of S&P 500 index additions and deletions
by Chan, Kalok & Kot, Hung Wan & Tang, Gordon Y.N.
- 4931-4942 Front-running of mutual fund fire-sales
by Dyakov, Teodor & Verbeek, Marno
- 4943-4957 Forecasting EUR–USD implied volatility: The case of intraday data
by Dunis, Christian & Kellard, Neil M. & Snaith, Stuart
- 4958-4972 Return decomposition and the Intertemporal CAPM
by Maio, Paulo
- 4973-4988 Liquidity and initial public offering underpricing
by Hahn, TeWhan & Ligon, James A. & Rhodes, Heather
- 4989-5006 Loan collateral and financial reporting conservatism: Chinese evidence
by Chen, Jeff Zeyun & Lobo, Gerald J. & Wang, Yanyan & Yu, Lisheng
- 5007-5024 On the importance of indirect banking vulnerabilities in the Eurozone
by Bicu, Andreea & Candelon, Bertrand
- 5025-5035 Valuation of insurers’ contingent capital with counterparty risk and price endogeneity
by Lo, Chien-Ling & Lee, Jin-Ping & Yu, Min-Teh
- 5036-5047 Robust portfolio choice with uncertainty about jump and diffusion risk
by Branger, Nicole & Larsen, Linda Sandris
- 5048-5061 Did capital infusions enhance bank recovery from the great recession?
by Liu, Wei & Kolari, James W. & Kyle Tippens, T. & Fraser, Donald R.
- 5062-5072 Corporate leverage and the collateral channel
by Norden, Lars & van Kampen, Stefan
- 5073-5087 Economic valuation of liquidity timing
by Karstanje, Dennis & Sojli, Elvira & Tham, Wing Wah & van der Wel, Michel
- 5088-5100 Limiting losses may be injurious to your wealth
by Grauer, Robert R.
- 5101-5117 Who gets credit after bankruptcy and why? An information channel
by Cohen-Cole, Ethan & Duygan-Bump, Burcu & Montoriol-Garriga, Judit
- 5118-5131 The impact of diverse measures of default risk on UK stock returns
by Chen, Jie & Hill, Paula
- 5132-5146 On the predictability of stock prices: A case for high and low prices
by Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo
- 5147-5158 Wall Street’s bailout bet: Market reactions to house price releases in the presence of bailout expectations
by Löffler, Gunter & Posch, Peter N
- 5163-5175 Intertemporal efficiency analysis of sales teams of a bank: Stochastic semi-nonparametric approach
by Eskelinen, Juha & Kuosmanen, Timo
- 5176-5185 Schumpeterian competition and efficiency among commercial banks
by Duygun, Meryem & Sena, Vania & Shaban, Mohamed
- 5186-5207 Nonlinear dynamics in discretionary accruals: An analysis of bank loan-loss provisions
by Balboa, Marina & López-Espinosa, Germán & Rubia, Antonio
- 5208-5219 IPO underwriting and subsequent lending
by Chen, Hsuan-Chi & Ho, Keng-Yu & Weng, Pei-Shih
- 5220-5235 Does deregulation induce competition in the market for corporate control? The special case of banking
by Ghosh, Chinmoy & Petrova, Milena
- 5236-5247 Ratings based capital adequacy for securitizations
by Lützenkirchen, Kristina & Rösch, Daniel & Scheule, Harald
- 5248-5260 Market capitalization and Value-at-Risk
by Dias, Alexandra
- 5261-5274 Liquidation equilibrium with seniority and hidden CDO
by Gourieroux, C. & Heam, J.C. & Monfort, A.
- 5275-5284 Analyzing determinants of bond yield spreads with Bayesian Model Averaging
by Maltritz, Dominik & Molchanov, Alexander
- 5285-5299 Pricing deviation, misvaluation comovement, and macroeconomic conditions
by Chang, Eric C. & Luo, Yan & Ren, Jinjuan
- 5300-5315 The Federal Reserve’s balance sheet and overnight interest rates: Empirical modeling of exit strategies
by Marquez, Jaime & Morse, Ari & Schlusche, Bernd
- 5316-5328 The information content of Eonia swap rates before and during the financial crisis
by Hernandis, Lucía & Torró, Hipòlit
- 5329-5345 Cross-country effects of regulatory capital arbitrage
by Milcheva, Stanimira
- 5346-5356 Commodity and equity markets: Some stylized facts from a copula approach
by Delatte, Anne-Laure & Lopez, Claude
- 5357-5372 Global imbalances and the intertemporal external budget constraint: A multicointegration approach
by Camarero, Mariam & Carrion-i-Silvestre, Josep Lluís & Tamarit, Cecilio
- 5373-5381 Institutional quality thresholds and the finance – Growth nexus
by Law, Siong Hook & Azman-Saini, W.N.W. & Ibrahim, Mansor H.
- 5382-5391 Do newspaper articles on card fraud affect debit card usage?
by Kosse, Anneke
- 5394-5405 Is M&A different during a crisis? Evidence from the European banking sector
by Beltratti, Andrea & Paladino, Giovanna
- 5406-5420 Supervisors as information producers: Do stress tests reduce bank opaqueness?
by Petrella, Giovanni & Resti, Andrea
- 5421-5435 Competition, signaling and non-walking through the book: Effects on order choice
by Valenzuela, Marcela & Zer, Ilknur
- 5436-5451 Market discipline during crisis: Evidence from bank depositors in transition countries
by Hasan, Iftekhar & Jackowicz, Krzysztof & Kowalewski, Oskar & Kozłowski, Łukasz
- 5452-5462 Cross-selling, switching costs and imperfect competition in British banks
by Zhao, Tianshu & Matthews, Kent & Murinde, Victor
- 5463-5475 Financial supervision regimes and bank efficiency: International evidence
by Gaganis, Chrysovalantis & Pasiouras, Fotios
- 5476-5485 SME financing and the choice of lending technology in Italy: Complementarity or substitutability?
by Bartoli, Francesca & Ferri, Giovanni & Murro, Pierluigi & Rotondi, Zeno
- 5486-5499 Information disclosure, CEO overconfidence, and share buyback completion rates
by Andriosopoulos, Dimitris & Andriosopoulos, Kostas & Hoque, Hafiz
- 5500-5510 Non-marketability and the value of employee stock options
by Abudy, Menachem & Benninga, Simon
- 5511-5525 Credit and liquidity components of corporate CDS spreads
by Corò, Filippo & Dufour, Alfonso & Varotto, Simone
- 5526-5537 Conditional Value-at-Risk, spectral risk measures and (non-)diversification in portfolio selection problems – A comparison with mean–variance analysis
by Brandtner, Mario
2013, Volume 37, Issue 11
- 3993-4013 The differential effects of classified boards on firm value
by Ahn, Seoungpil & Shrestha, Keshab
- 4014-4024 Sovereign ceilings “lite”? The impact of sovereign ratings on corporate ratings
by Borensztein, Eduardo & Cowan, Kevin & Valenzuela, Patricio
- 4025-4037 Stock market reaction to fed funds rate surprises: State dependence and the financial crisis
by Kontonikas, Alexandros & MacDonald, Ronald & Saggu, Aman
- 4038-4058 Are modern financial systems shaped by state antiquity?
by Ang, James B.
- 4059-4072 Pricing and static hedging of American-style options under the jump to default extended CEV model
by Ruas, João Pedro & Dias, José Carlos & Vidal Nunes, João Pedro
- 4073-4086 Stakeholder rights and economic performance: The profitability of nonprofits
by Bøhren, Øyvind & Josefsen, Morten G.
- 4087-4106 Why do people save in cash? Distrust, memories of banking crises, weak institutions and dollarization
by Stix, Helmut
- 4107-4119 Asset pricing with heterogeneous beliefs and relative performance
by Huang, Shiyang & Qiu, Zhigang & Shang, Qi & Tang, Ke
- 4120-4133 Predicting stock returns: A regime-switching combination approach and economic links
by Zhu, Xiaoneng & Zhu, Jie
- 4134-4143 The relationship between the frequency of news release and the information asymmetry: The role of uninformed trading
by Sankaraguruswamy, Srinivasan & Shen, Jianfeng & Yamada, Takeshi
- 4144-4156 The Basel III Net Stable Funding Ratio and bank net interest margins
by King, Michael R.
- 4157-4171 Attendance of board meetings and company performance: Evidence from Taiwan
by Chou, Hsin-I & Chung, Huimin & Yin, Xiangkang
- 4172-4182 Arbitrage risk and the turnover anomaly
by Chou, Pin-Huang & Huang, Tsung-Yu & Yang, Hung-Jeh
- 4183-4197 Do banks price discriminate spatially? Evidence from small business lending in local credit markets
by Bellucci, Andrea & Borisov, Alexander & Zazzaro, Alberto
- 4198-4216 Beyond bankruptcy: Does the US bankruptcy code provide a fresh start to entrepreneurs?
by Mathur, Aparna
- 4217-4225 Sovereign credit spreads
by Uhrig-Homburg, Marliese
- 4226-4240 Returns and option activity over the option-expiration week for S&P 100 stocks
by Stivers, Chris & Sun, Licheng
- 4241-4255 Transatlantic systemic risk
by Trapp, Monika & Wewel, Claudio
- 4256-4264 Risk premia: Exact solutions vs. log-linear approximations
by Lundtofte, Frederik & Wilhelmsson, Anders
- 4265-4277 Predicting forecast errors through joint observation of earnings and revenue forecasts
by Henderson, Brian J. & Marks, Joseph M.
- 4278-4285 Monetary policy transmission in vector autoregressions: A new approach using central bank communication
by Neuenkirch, Matthias
- 4286-4298 Pricing rainfall futures at the CME
by López Cabrera, Brenda & Odening, Martin & Ritter, Matthias
- 4299-4309 Dynamic factor Value-at-Risk for large heteroskedastic portfolios
by Aramonte, Sirio & Giudice Rodriguez, Marius del & Wu, Jason
- 4310-4326 Financial contagion in the laboratory: The cross-market rebalancing channel
by Cipriani, Marco & Gardenal, Gloria & Guarino, Antonio
- 4327-4336 The role of institutional investors in public-to-private transactions
by Bajo, Emanuele & Barbi, Massimiliano & Bigelli, Marco & Hillier, David
- 4337-4352 The efficacy of regulatory intervention: Evidence from the distribution of informed option trading
by Anderson, Ronald C. & Reeb, David M. & Zhang, Yuzhao & Zhao, Wanli
- 4353-4367 Estimating the basis risk of index-linked hedging strategies using multivariate extreme value theory
by Kellner, Ralf & Gatzert, Nadine
- 4368-4380 Understanding merger incentives and outcomes in the US mutual fund industry
by Park, Minjung
- 4381-4403 Forecasting the return distribution using high-frequency volatility measures
by Hua, Jian & Manzan, Sebastiano
- 4404-4431 Short-term hedge fund performance
by Slavutskaya, Anna
- 4432-4446 VIX option pricing and CBOE VIX Term Structure: A new methodology for volatility derivatives valuation
by Lin, Yueh-Neng
- 4449-4464 Cross-listing and pricing efficiency: The informational and anchoring role played by the reference price
by Chang, Eric C. & Luo, Yan & Ren, Jinjuan
- 4465-4475 Pricing innovations in consumption growth: A re-evaluation of the recursive utility model
by Xiao, Yuchao & Faff, Robert & Gharghori, Philip & Min, Byoung-Kyu
- 4476-4487 The components of the illiquidity premium: An empirical analysis of US stocks 1927–2010
by Hagströmer, Björn & Hansson, Björn & Nilsson, Birger
- 4488-4500 Reprint of: Stock salience and the asymmetric market effect of consumer sentiment news
by Akhtar, Shumi & Faff, Robert & Oliver, Barry & Subrahmanyam, Avanidhar
- 4501-4509 The effectiveness of position limits: Evidence from the foreign exchange futures markets
by Chang, Ya-Kai & Chen, Yu-Lun & Chou, Robin K. & Gau, Yin-Feng
- 4510-4533 SAFE: An early warning system for systemic banking risk
by Oet, Mikhail V. & Bianco, Timothy & Gramlich, Dieter & Ong, Stephen J.
- 4534-4555 A market-based approach to sector risk determinants and transmission in the euro area
by Saldías, Martín
- 4557-4573 Banking crises: An equal opportunity menace
by Reinhart, Carmen M. & Rogoff, Kenneth S.
- 4574-4583 Pandemics of the poor and banking stability
by Lagoarde-Segot, Thomas & Leoni, Patrick L.
- 4584-4598 The regulator’s trade-off: Bank supervision vs. minimum capital
by Buck, Florian & Schliephake, Eva
- 4599-4614 The impacts of standard monetary and budgetary policies on liquidity and financial markets: International evidence from the credit freeze crisis
by Gagnon, Marie-Hélène & Gimet, Céline
- 4615-4626 The role of credit in the Great Moderation: A multivariate GARCH approach
by Grydaki, Maria & Bezemer, Dirk
- 4627-4649 Granger-causality in peripheral EMU public debt markets: A dynamic approach
by Gómez-Puig, Marta & Sosvilla-Rivero, Simón
- 4650-4664 Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?
by Georgoutsos, Dimitris A. & Migiakis, Petros M.
- 4665-4674 The Eurozone needs exit rules
by Fahrholz, Christian & Wójcik, Cezary
2013, Volume 37, Issue 10
- 3733-3746 Credit default swap spreads and variance risk premia
by Wang, Hao & Zhou, Hao & Zhou, Yi
- 3747-3756 A geographically weighted approach to measuring efficiency in panel data: The case of US saving banks
by Tabak, Benjamin M. & Miranda, Rogério Boueri & Fazio, Dimas M.
- 3757-3772 Did the crisis induce credit rationing for French SMEs?
by Kremp, Elizabeth & Sevestre, Patrick
- 3773-3782 The timing of 52-week high price and momentum
by Bhootra, Ajay & Hur, Jungshik
- 3783-3798 Lessons from the evolution of foreign exchange trading strategies
by Neely, Christopher J. & Weller, Paul A.
- 3799-3818 Smiles all around: FX joint calibration in a multi-Heston model
by De Col, Alvise & Gnoatto, Alessandro & Grasselli, Martino
- 3819-3829 Federal Reserve financial crisis lending programs and bank stock returns
by Cyree, Ken B. & Griffiths, Mark D. & Winters, Drew B.
- 3830-3842 Quantifying structural subsidy values for systemically important financial institutions
by Ueda, Kenichi & Weder di Mauro, B.
- 3843-3854 The Risk Map: A new tool for validating risk models
by Colletaz, Gilbert & Hurlin, Christophe & Pérignon, Christophe
- 3855-3866 Systemically important banks and financial stability: The case of Latin America
by Tabak, Benjamin M. & Fazio, Dimas M. & Cajueiro, Daniel O.
- 3867-3877 A statistically robust decomposition of mutual fund performance
by Agnesens, Julius
- 3878-3889 An analysis of commodity markets: What gain for investors?
by Narayan, Paresh Kumar & Narayan, Seema & Sharma, Susan Sunila
- 3890-3903 Information asymmetry and international strategic alliances
by Owen, Sian & Yawson, Alfred
- 3904-3923 Financial literacy and its consequences: Evidence from Russia during the financial crisis
by Klapper, Leora & Lusardi, Annamaria & Panos, Georgios A.
- 3924-3929 A case study of short-sale constraints and limits to arbitrage
by Easton, Steve & Pinder, Sean & Uylangco, Katherine
- 3930-3950 Bank liquidity, the maturity ladder, and regulation
by de Haan, Leo & van den End, Jan Willem
- 3951-3973 Determinants of the incidence of U.S. Mortgage Loan Modifications
by Been, Vicki & Weselcouch, Mary & Voicu, Ioan & Murff, Scott
- 3974-3992 The second moment matters! Cross-sectional dispersion of firm valuations and expected returns
by Jiang, Danling
2013, Volume 37, Issue 9
- 3295-3317 Bank regulatory capital and liquidity: Evidence from US and European publicly traded banks
by Distinguin, Isabelle & Roulet, Caroline & Tarazi, Amine
- 3318-3333 The wisdom of crowds: Mutual fund investors’ aggregate asset allocation decisions
by Chalmers, John & Kaul, Aditya & Phillips, Blake
- 3334-3350 Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas
by Weiß, Gregor N.F. & Supper, Hendrik
- 3351-3363 Predicting bear and bull stock markets with dynamic binary time series models
by Nyberg, Henri
- 3364-3372 Bank ownership, privatization, and performance: Evidence from a transition country
by Jiang, Chunxia & Yao, Shujie & Feng, Genfu
- 3373-3387 Banks’ capital buffer, risk and performance in the Canadian banking system: Impact of business cycles and regulatory changes
by Guidara, Alaa & Lai, Van Son & Soumaré, Issouf & Tchana, Fulbert Tchana
- 3388-3400 The cross-sectional relation between conditional heteroskedasticity, the implied volatility smile, and the variance risk premium
by Ederington, Louis H. & Guan, Wei
- 3401-3411 Are extreme returns priced in the stock market? European evidence
by Annaert, Jan & De Ceuster, Marc & Verstegen, Kurt
- 3412-3424 Does banking competition alleviate or worsen credit constraints faced by small- and medium-sized enterprises? Evidence from China
by Chong, Terence Tai-Leung & Lu, Liping & Ongena, Steven
- 3425-3434 Persistency of financial distress amongst Italian households: Evidence from dynamic models for binary panel data
by Giarda, Elena
- 3435-3453 Diversification and heterogeneity of investor beliefs
by Jiao, Jie & Qiu, Bin & Yan, An
- 3454-3471 Better than the original? The relative success of copycat funds
by Verbeek, Marno & Wang, Yu
- 3472-3485 Financial constraints of private firms and bank lending behavior
by Behr, Patrick & Norden, Lars & Noth, Felix
- 3486-3498 ETF arbitrage: Intraday evidence
by Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat
- 3499-3514 What drives the disappearing dividends phenomenon?
by Kuo, Jing-Ming & Philip, Dennis & Zhang, Qingjing
- 3515-3528 Private equity benchmarks and portfolio optimization
by Cumming, Douglas & Helge Haß, Lars & Schweizer, Denis
- 3529-3547 Corporate social responsibility in the banking industry: Motives and financial performance
by Wu, Meng-Wen & Shen, Chung-Hua
- 3548-3561 Overconfident individual day traders: Evidence from the Taiwan futures market
by Kuo, Wei-Yu & Lin, Tse-Chun
- 3562-3576 Insiders’ incentives for asymmetric disclosure and firm-specific information flows
by Jiang, Li & Kim, Jeong-Bon & Pang, Lei
- 3577-3584 Bank audit practices and loan loss provisioning
by Dahl, Drew
- 3585-3604 Optimal retirement with unemployment risks
by Jang, Bong-Gyu & Park, Seyoung & Rhee, Yuna
- 3605-3622 Deposit market competition, wholesale funding, and bank risk
by Craig, Ben R. & Dinger, Valeriya
- 3623-3638 How do banks respond to shocks? A dynamic model of deposit-taking institutions
by Dia, Enzo
- 3639-3653 Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration
by Gębka, Bartosz & Karoglou, Michail
- 3654-3668 Corporate social responsibility and earnings forecasting unbiasedness
by Becchetti, Leonardo & Ciciretti, Rocco & Giovannelli, Alessandro
- 3669-3680 Investment horizon, risk, and compensation in the banking industry
by Livne, Gilad & Markarian, Garen & Mironov, Maxim
- 3681-3693 Does the forward premium puzzle disappear over the horizon?
by Snaith, Stuart & Coakley, Jerry & Kellard, Neil
- 3694-3703 Option-implied correlation between iTraxx Europe Financials and Non-Financials Indexes: A measure of spillover effect in European debt crisis
by Hui, Cho-Hoi & Lo, Chi-Fai & Lau, Chun-Sing
- 3704-3715 Saving-based asset-pricing
by Dreyer, Johannes K. & Schneider, Johannes & Smith, William T.
- 3716-3732 Compensation incentives of credit rating agencies and predictability of changes in bond ratings and financial strength ratings
by Milidonis, Andreas
2013, Volume 37, Issue 8
- 2665-2676 Is gold a safe haven or a hedge for the US dollar? Implications for risk management
by Reboredo, Juan C.
- 2677-2692 Analyst forecasts and European mutual fund trading
by Franck, Alexander & Kerl, Alexander
- 2693-2701 Optimal smooth consumption and annuity design
by Bruhn, Kenneth & Steffensen, Mogens
- 2702-2713 Pricing discrete path-dependent options under a double exponential jump–diffusion model
by Fuh, Cheng-Der & Luo, Sheng-Feng & Yen, Ju-Fang
- 2714-2732 Do bank regulations affect board independence? A cross-country analysis
by Li, Li & Song, Frank M.
- 2733-2749 Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data
by Ülkü, Numan & Weber, Enzo
- 2750-2764 Model uncertainty and VaR aggregation
by Embrechts, Paul & Puccetti, Giovanni & Rüschendorf, Ludger
- 2765-2778 Bank capital, interbank contagion, and bailout policy
by Tian, Suhua & Yang, Yunhong & Zhang, Gaiyan
- 2779-2792 Investment in financial literacy and saving decisions
by Jappelli, Tullio & Padula, Mario
- 2793-2805 Prospect theory and trading patterns
by Yao, Jing & Li, Duan
- 2806-2811 Eliminating entry barriers for the provision of banking services: Evidence from ‘banking correspondents’ in Brazil
by Assunção, Juliano
- 2812-2822 Identifying the balance sheet and the lending channels of monetary transmission: A loan-level analysis
by Aysun, Uluc & Hepp, Ralf
- 2823-2835 Is local bias a cross-border phenomenon? Evidence from individual investors’ international asset allocation
by Baltzer, Markus & Stolper, Oscar & Walter, Andreas
- 2836-2849 The effectiveness and valuation of political tax minimization
by Hill, Matthew D. & Kubick, Thomas R. & Brandon Lockhart, G. & Wan, Huishan
- 2850-2866 Capital structure choice and company taxation: A meta-study
by Feld, Lars P. & Heckemeyer, Jost H. & Overesch, Michael
- 2867-2878 Business credit information sharing and default risk of private firms
by Dierkes, Maik & Erner, Carsten & Langer, Thomas & Norden, Lars
- 2879-2892 Do bank regulation, supervision and monitoring enhance or impede bank efficiency?
by Barth, James R. & Lin, Chen & Ma, Yue & Seade, Jesús & Song, Frank M.
- 2893-2907 Executive compensation and the cost of debt
by Kabir, Rezaul & Li, Hao & Veld-Merkoulova, Yulia V.
- 2908-2919 Competition in fragmented markets: New evidence from the German banking industry in the light of the subprime crisis
by Moch, Nils
- 2920-2937 Does market structure matter on banks’ profitability and stability? Emerging vs. advanced economies
by Mirzaei, Ali & Moore, Tomoe & Liu, Guy
- 2938-2952 Capital controls in Brazil – Stemming a tide with a signal?
by Jinjarak, Yothin & Noy, Ilan & Zheng, Huanhuan
- 2953-2968 Board characteristics and Chinese bank performance
by Liang, Qi & Xu, Pisun & Jiraporn, Pornsit
- 2969-2990 Dynamic effects of idiosyncratic volatility and liquidity on corporate bond spreads
by Kalimipalli, Madhu & Nayak, Subhankar & Perez, M. Fabricio
- 2991-3006 Sarbanes-Oxley Act and corporate credit spreads
by Nejadmalayeri, Ali & Nishikawa, Takeshi & Rao, Ramesh P.
- 3007-3017 Corporate lobbying, political connections, and the bailout of banks
by Blau, Benjamin M. & Brough, Tyler J. & Thomas, Diana W.
- 3018-3034 Size matters: Optimal calibration of shrinkage estimators for portfolio selection
by DeMiguel, Victor & Martin-Utrera, Alberto & Nogales, Francisco J.
- 3035-3046 Do firms use the trade credit channel to manage growth?
by Ferrando, Annalisa & Mulier, Klaas
- 3047-3063 Institutional investor stability and crash risk: Monitoring versus short-termism?
by Callen, Jeffrey L. & Fang, Xiaohua
- 3064-3075 Impact of idiosyncratic volatility on stock returns: A cross-sectional study
by Khovansky, Serguey & Zhylyevskyy, Oleksandr
- 3076-3084 Financial contagion and depositor monitoring
by Hasman, Augusto & Samartín, Margarita & Bommel, Jos Van
- 3085-3099 Canonical vine copulas in the context of modern portfolio management: Are they worth it?
by Low, Rand Kwong Yew & Alcock, Jamie & Faff, Robert & Brailsford, Timothy
- 3100-3124 Portfolio reallocation and exchange rate dynamics
by Ding, Liang & Ma, Jun
- 3125-3144 Dynamics of credit spread moments of European corporate bond indexes
by Alizadeh, Amir H. & Gabrielsen, Alexandros
- 3145-3156 Behind the scenes of abandoning a fixed exchange rate regime
by Kang, Hyunju
- 3157-3168 Valuing catastrophe derivatives under limited diversification: A stochastic dominance approach
by Perrakis, Stylianos & Boloorforoosh, Ali
- 3169-3180 Systemic risk measurement: Multivariate GARCH estimation of CoVaR
by Girardi, Giulio & Tolga Ergün, A.
- 3181-3191 Suppliers’ and customers’ information asymmetry and corporate bond yield spreads
by Chen, Tsung-Kang & Liao, Hsien-Hsing & Kuo, Hui-Ju & Hsieh, Yu-Ling
- 3192-3203 Testing the expectations hypothesis of the term structure with permanent-transitory component models
by Casalin, Fabrizio
- 3204-3217 A tale of two regimes: Theory and empirical evidence for a Markov-modulated jump diffusion model of equity returns and derivative pricing implications
by Chang, Charles & Fuh, Cheng-Der & Lin, Shih-Kuei
- 3218-3226 Asymmetry in government bond returns
by Fujiwara, Ippei & Körber, Lena Mareen & Nagakura, Daisuke
- 3227-3242 Connected board of directors: A blessing or a curse?
by Cheung, Yan-Leung & Chung, Cheong-Wing & Tan, Weiqiang & Wang, Wenming
- 3243-3257 A re-examination of exposure to exchange rate risk: The impact of earnings management and currency derivative usage
by Chang, Feng-Yi & Hsin, Chin-Wen & Shiah-Hou, Shin-Rong
- 3258-3272 The determinants and effects of CEO–employee pay ratios
by Faleye, Olubunmi & Reis, Ebru & Venkateswaran, Anand
- 3273-3285 Product market power, industry structure, and corporate earnings management
by Datta, Sudip & Iskandar-Datta, Mai & Singh, Vivek