Journal of Banking & Finance
2014, Volume 40, Issue C
- 364-375 Loss given default for leasing: Parametric and nonparametric estimations
by Hartmann-Wendels, Thomas & Miller, Patrick & Töws, Eugen
- 376-387 Audit committees’ oversight of bank risk-taking
by Sun, Jerry & Liu, Guoping
- 388-402 Bank systemic risk and macroeconomic shocks: Canadian and U.S. evidence
by Calmès, Christian & Théoret, Raymond
- 403-419 An analysis of risk-taking behavior for public defined benefit pension plans
by Mohan, Nancy & Zhang, Ting
- 420-431 Mountain or molehill? Downward biases in the conglomerate discount measure
by Rudolph, Christin & Schwetzler, Bernhard
- 432-442 Are hazard models superior to traditional bankruptcy prediction approaches? A comprehensive test
by Bauer, Julian & Agarwal, Vineet
- 443-459 Cojumps in stock prices: Empirical evidence
by Gilder, Dudley & Shackleton, Mark B. & Taylor, Stephen J.
- 460-475 The impact of CDS trading on the bond market: Evidence from Asia
by Shim, Ilhyock & Zhu, Haibin
- 476-493 Unexpected tails in risk measurement: Some international evidence
by Tolikas, Konstantinos
- 494-506 Financial reporting quality, debt maturity and investment efficiency
by Cutillas Gomariz, Mª Fuensanta & Sánchez Ballesta, Juan Pedro
- 507-521 Does gold offer a better protection against losses in sovereign debt bonds than other metals?
by Agyei-Ampomah, Sam & Gounopoulos, Dimitrios & Mazouz, Khelifa
- 522-533 Impact of the financial crisis on bank run risk – Danger of the days after
by Goedde-Menke, Michael & Langer, Thomas & Pfingsten, Andreas
2014, Volume 39, Issue C
- 1-13 CDOs and the financial crisis: Credit ratings and fair premia
by Wojtowicz, Marcin
- 14-28 An intertemporal capital asset pricing model with bank credit growth as a state variable
by Hammami, Yacine & Lindahl, Anna
- 29-42 Style chasing by hedge fund investors
by Horst, Jenke ter & Salganik, Galla
- 43-56 Financial development and barriers to the cross-border diffusion of financial innovation
by Ang, James B. & Kumar, Sanjesh
- 57-67 Dynamic prediction of hedge fund survival in crisis-prone financial markets
by Lee, Hee Soo & Kim, Tae Yoon
- 68-86 Applying a macro-finance yield curve to UK quantitative Easing
by Chadha, Jagjit S. & Waters, Alex
- 87-106 Effects of international institutional factors on earnings quality of banks
by Kanagaretnam, Kiridaran & Lim, Chee Yeow & Lobo, Gerald J.
- 107-116 The market microstructure of the European climate exchange
by Mizrach, Bruce & Otsubo, Yoichi
- 117-134 Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics
by Bekiros, Stelios D.
- 135-145 Returns to scale at large banks in the US: A random coefficient stochastic frontier approach
by Feng, Guohua & Zhang, Xiaohui
- 146-159 Trust and the provision of trade credit
by Wu, Wenfeng & Firth, Michael & Rui, Oliver M.
- 160-176 Institutional development and bank stability: Evidence from transition countries
by Fang, Yiwei & Hasan, Iftekhar & Marton, Katherin
- 177-191 Corporate financial structure, misallocation and total factor productivity
by Uras, Burak R.
- 192-210 Loss given default of residential mortgages in a low LTV regime: Role of foreclosure auction process and housing market cycles
by Park, Yun W. & Bang, Doo Won
- 211-222 The strategic reallocation of IPO shares
by Bertoni, Fabio & Giudici, Giancarlo
- 223-239 Liquidity crisis, relationship lending and corporate finance
by Dewally, Michaël & Shao, Yingying
- 240-254 Does a leverage ratio requirement increase bank stability?
by Kiema, Ilkka & Jokivuolle, Esa
2014, Volume 38, Issue C
- 1-13 Anxious periods and bank lending
by Delis, Manthos D. & Kouretas, Georgios P. & Tsoumas, Chris
- 14-30 Acquisition pricing in India during 1995–2011: Have Indian acquirers really beaten the odds?
by Banerjee, Pradip & Banerjee, Prithviraj & De, Soumen & Jindra, Jan & Mukhopadhyay, Jayanta
- 31-40 Dwarf banks
by Chernykh, Lucy
- 41-50 Indian bank efficiency and productivity changes with undesirable outputs: A disaggregated approach
by Fujii, Hidemichi & Managi, Shunsuke & Matousek, Roman
- 51-63 News spillovers from the Greek debt crisis: Impact on the Eurozone financial sector
by Bhanot, Karan & Burns, Natasha & Hunter, Delroy & Williams, Michael
- 64-77 Bank competition and financial stability in Asia Pacific
by Fu, Xiaoqing (Maggie) & Lin, Yongjia (Rebecca) & Molyneux, Philip
- 78-88 The tax benefit of income smoothing
by Rydqvist, Kristian & Schwartz, Steven T. & Spizman, Joshua D.
- 89-105 Speed, algorithmic trading, and market quality around macroeconomic news announcements
by Scholtus, Martin & van Dijk, Dick & Frijns, Bart
- 106-121 Collateral requirements of SMEs: The evidence from less-developed countries
by Yaldız Hanedar, Elmas & Broccardo, Eleonora & Bazzana, Flavio
- 122-144 Impact of ethical behavior on syndicated loan rates
by Kim, Moshe & Surroca, Jordi & Tribó, Josep A.
- 145-165 SOX, corporate transparency, and the cost of debt
by Andrade, Sandro C. & Bernile, Gennaro & Hood, Frederick M.
- 166-185 Does revenue momentum drive or ride earnings or price momentum?
by Chen, Hong-Yi & Chen, Sheng-Syan & Hsin, Chin-Wen & Lee, Cheng-Few
- 186-193 The role of accruals quality in the access to bank debt
by García-Teruel, Pedro J. & Martínez-Solano, Pedro & Sánchez-Ballesta, Juan Pedro
- 194-204 Asymmetric responses of ask and bid quotes to information in the foreign exchange market
by Chen, Yu-Lun & Gau, Yin-Feng
- 205-215 Volatility spreads and earnings announcement returns
by Atilgan, Yigit
- 216-228 Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities
by Zhou, Yinggang
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.