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Content
2022, Volume 143, Issue C
2022, Volume 142, Issue C
- S0378426622001303 Monetary policy reaction function and the financial cycle
by Filardo, Andrew & Hubert, Paul & Rungcharoenkitkul, Phurichai
- S0378426622001406 Blockholder board representation and debt contracting
by Marquardt, Blair B. & Sanchez, Juan Manuel
- S0378426622001418 Trading volume and liquidity provision in cryptocurrency markets
by Bianchi, Daniele & Babiak, Mykola & Dickerson, Alexander
- S0378426622001431 Reducing credit card delinquency using repayment reminders
by Campbell, Daniel & Grant, Andrew & Thorp, Susan
- S0378426622001480 Disclosures, rollover risk, and debt runs
by Carré, Sylvain
- S0378426622001492 How do corporate bond investors measure performance? Evidence from mutual fund flows
by Dang, Thuy Duong & Hollstein, Fabian & Prokopczuk, Marcel
- S0378426622001509 Industrial policy and asset prices: Evidence from the Made in China 2025 policy
by Liu, Xia (Summer) & Megginson, William L. & Xia, Junjie
- S0378426622001522 When does the fed care about stock prices?
by Kurov, Alexander & Olson, Eric & Zaynutdinova, Gulnara R.
- S0378426622001534 Trusting the stock market: Further evidence from IPOs around the world
by Kanagaretnam, Kiridaran & Lee, Jimmy & Lim, Chee Yeow & Lobo, Gerald J.
- S0378426622001558 Ambiguity aversion and amplification of financial crisis
by Wang, Bo
- S037842662200142X A bank's optimal capital ratio: A time-varying parameter model to the partial adjustment framework
by Baik, Hyeoncheol & Han, Sumin & Joo, Sunghoon & Lee, Kangbok
2022, Volume 141, Issue C
- S0378426622000942 Productivity, managers’ social connections and the financial crisis
by Hasan, Iftekhar & Manfredonia, Stefano
- S0378426622001261 Do institutional investors monitor their large-scale vs. small-scale investments differently? Evidence from the say-on-pay vote
by Schwartz-Ziv, Miriam & Wermers, Russ
- S0378426622001273 Herding and China's market-wide circuit breaker
by Wang, Xinru & Kim, Maria H. & Suardi, Sandy
- S0378426622001285 Off-balance sheet activities and scope economies in U.S. banking
by Zhang, Jingfang & Malikov, Emir
- S0378426622001297 Social capital and the cost of bank equity: Cross-country evidence
by Pasiouras, Fotios & Samet, Anis
- S0378426622001479 Investment, payout, and cash management under risk and ambiguity
by Luo, Pengfei & Tian, Yuan
- S037842662200125X Aggregate 52-week high, limited attention, and time-varying momentum profits
by Hung, Weifeng & Lin, Ching-Ting & Yang, J. Jimmy
2022, Volume 140, Issue C
- S0378426621000170 Target 2 determinants: The role of Balance of Payments imbalances in the long run
by Minenna, Marcello
- S0378426621000248 No-fault default, chapter 11 bankruptcy, and financial institutions
by Merton, Robert C. & Thakor, Richard T.
- S0378426621000315 Systemic risk and the COVID challenge in the european banking sector
by Borri, Nicola & Giorgio, Giorgio di
- S0378426621000558 A new approach to credit ratings
by Pertaia, Giorgi & Prokhorov, Artem & Uryasev, Stan
- S0378426621000960 Higher purpose, banking and stability
by Bunderson, Stuart & Thakor, Anjan V.
- S0378426621001515 Dynamic optimization for multi-goals wealth management
by Das, Sanjiv R. & Ostrov, Daniel & Radhakrishnan, Anand & Srivastav, Deep
- S0378426621001813 Supervisory enforcement actions against banks and systemic risk
by Berger, Allen N. & Cai, Jin & Roman, Raluca A. & Sedunov, John
- S0378426621002466 Artificial intelligence and systemic risk
by Daníelsson, Jón & Macrae, Robert & Uthemann, Andreas
- S0378426621002673 Coherent risk measures alone are ineffective in constraining portfolio losses
by Armstrong, John & Brigo, Damiano
- S0378426622000061 Reprint of: Delegated asset management and performance when some investors are unsophisticated
by Malliaris, Steven & Malliaris, A.G.
- S0378426622000450 A stochastic programming model for dynamic portfolio management with financial derivatives
by Barro, Diana & Consigli, Giorgio & Varun, Vivek
- S0378426622000875 Information in financial markets: Who gets it first?
by Swem, Nathan
- S0378426622000905 Who withdraws first? Line formation during bank runs
by Kiss, Hubert János & Rodriguez-Lara, Ismael & Rosa-Garcia, Alfonso
- S0378426622000930 Winning connections? Special interests and the sale of failed banks
by Igan, Deniz & Lambert, Thomas & Wagner, Wolf & Zhang, Eden Quxian
- S0378426622001042 Individual investment bankers’ reputation concerns and bond yield spreads: Evidence from China
by Lyu, Huaili & Wang, Wenming & Xu, Si & Zhou, Jingting
- S0378426622001054 Ambiguity, ambiguity aversion and foreign bias: New evidence from international panel data
by Dlugosch, Dennis & Wang, Mei
- S0378426622001066 Geographic proximity and corporate investment efficiency: Evidence from high-speed rail construction in China
by Wu, Yizhong & Lee, Chien-Chiang & Lee, Chi-Chuan & Peng, Diyun
- S0378426622001078 Discretionary earnings smoothing, credit quality, and firm value
by Allayannis, George & Simko, Paul J.
- S0378426622001121 Intra-industry information transfer in emerging markets: Evidence from China
by Liu, Beibei & Tan, Keqi & Wong, Sonia M.L. & Yip, Rita W.Y.
- S0378426622001133 Forecasting Value at Risk and expected shortfall using a model with a dynamic omega ratio
by Taylor, James W.
- S0378426622001212 Index fund trading costs are inversely related to fund and family size
by Adams, John & Hayunga, Darren & Mansi, Sattar
- S0378426622001224 Tax-loss harvesting under uncertainty
by McKeever, Daniel & Rydqvist, Kristian
- S0378426622001248 Compositional effects of bank capital buffers and interactions with monetary policy
by Cappelletti, Giuseppe & Reghezza, Alessio & Rodríguez d'Acri, Costanza & Spaggiari, Martina
- S037842662200084X Sovereign issuers, incentives and liquidity: The case of the Danish sovereign bond market
by Eisl, Alexander & Ochs, Christian & Staghøj, Jonas & Subrahmanyam, Marti G.
- S037842662200108X Structural estimation of counterparty credit risk under recovery risk
by Castellano, Rosella & Corallo, Vincenzo & Morelli, Giacomo
- S037842662200111X The cash conversion cycle spread: International evidence
by Chen, Catherine Huirong & Choy, Siu Kai & Tan, Yongxian
2022, Volume 139, Issue C
- S0378426622000668 The salience of children to household financial decisions
by Fang, Jiali & Liu, Na & de Bruin, Anne & Wongchoti, Udomsak
- S0378426622000760 Experts or charlatans? ICO analysts and white paper informativeness
by Florysiak, David & Schandlbauer, Alexander
- S0378426622000838 When could Macroprudential and Monetary Policies be in Conflict?
by Garcia Revelo, Jose D. & Levieuge, Grégory
- S0378426622000851 Trading relationships in secured markets: Evidence from triparty repos
by Han, Song & Nikolaou, Kleopatra & Tase, Manjola
- S0378426622000917 Investor sentiment and asset prices: Evidence from the ex-day
by Paudel, Shishir & Silveri, Sabatino (Dino) & Wu, Mark
- S0378426622000929 Chasing the ESG factor
by Lioui, Abraham & Tarelli, Andrea
2022, Volume 138, Issue C
- S0378426618301778 Did QE lead banks to relax their lending standards? Evidence from the Federal Reserve’s LSAPs
by Kurtzman, Robert & Luck, Stephan & Zimmermann, Tom
- S0378426618302760 Relationship lending and SMEs’ funding costs over the cycle: Why diversification of borrowing matters
by Beatriz, Mikael & Coffinet, Jérôme & Nicolas, Théo
- S0378426619300354 Risk taking and low longer-term interest rates: Evidence from the U.S. syndicated term loan market
by Aramonte, Sirio & Lee, Seung Jung & Stebunovs, Viktors
- S0378426619301037 Risk-taking spillovers of U.S. monetary policy in the global market for U.S. dollar corporate loans
by Lee, Seung Jung & Liu, Lucy Qian & Stebunovs, Viktors
- S0378426619301438 Purchases of sovereign debt securities by banks during the crisis: The role of balance sheet conditions
by Affinito, Massimiliano & Albareto, Giorgio & Santioni, Raffaele
- S0378426619301621 The risk-shifting value of payout: Evidence from bank enforcement actions
by Pugachev, Leonid
- S0378426619302523 How do macroprudential loan-to-value restrictions impact first time home buyers? A quasi-experimental approach
by Kinghan, Christina & McCarthy, Yvonne & O’Toole, Conor
- S0378426620301606 Dynamic comovement among banks, systemic risk, and the macroeconomy
by Kapinos, Pavel & Kishor, N. Kundan & Ma, Jun
- S0378426621001485 Bank-specific capital requirements and capital management from 1989-2013: Further evidence from the UK
by de-Ramon, Sebastian J.A. & Francis, William B. & Harris, Qun
- S0378426621001552 Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress
by Duprey, Thibaut & Klaus, Benjamin
- S0378426621003423 IFABS 2017: Towards an Integrated View of Financial Regulation: Key Lessons from the Crisis and Future Challenges
by Berrospide, Jose M.
- S0378426621003514 OTC Microstructure in a period of stress: A Multi-layered network approach
by Joseph, Andreas & Vasios, Michalis
- S0378426622000012 Return on investment on artificial intelligence: The case of bank capital requirement
by Fraisse, Henri & Laporte, Matthias
- S0378426622000024 Information precision and return co-movements in private commercial real estate markets
by Füss, Roland & Ruf, Daniel
- S0378426622000036 Legislative gridlock and stock return dispersion around roll-call votes
by Cheng, Mengyao
- S0378426622000048 Modeling and forecasting realized portfolio weights
by Golosnoy, Vasyl & Gribisch, Bastian
- S0378426622000073 Penalty interest rates, LTV constraints, and screening laxity in mortgage markets
by Hong, Jengei & Ahn, Seryoong
- S0378426622000085 Informational switching costs, bank competition, and the cost of finance
by Ornelas, José Renato Haas & da Silva, Marcos Soares & Van Doornik, Bernardus Ferdinandus Nazar
- S0378426622000097 What can we learn from firm-level jump-induced tail risk around earnings announcements?
by Liu, Mengxi (Maggie) & Chan, Kam Fong & Faff, Robert
- S0378426622000103 Longs, shorts, and the cross-section of stock returns
by Nezafat, Mahdi & Shen, Tao & Wang, Qinghai & Wu, Julie
- S0378426622000115 The effect of shareholder-debtholder conflicts on corporate tax aggressiveness: Evidence from dual holders
by Francis, Bill & Teng, Haimeng & Wang, Ying & Wu, Qiang
- S0378426622000127 He who lends knows
by Jiang, Shuyi & Li, Jay Y.
- S0378426622000188 Credit derivatives and corporate default prediction
by Ye, Xiaoxia & Yu, Fan & Zhao, Ran
- S0378426622000231 The capital gain lock-in effect and seasoned equity offerings
by Hasan, M. Emrul & Klein, Peter
- S0378426622000243 Buy low, sell high? Do private equity fund managers have market timing abilities?
by Jenkinson, Tim & Morkoetter, Stefan & Schori, Tobias & Wetzer, Thomas
- S0378426622000255 Directors’ and officers’ liability insurance: Evidence from independent directors’ voting
by Li, Tianshi & Yang, Tina & Zhu, Jigao
- S0378426622000267 Large dynamic covariance matrices: Enhancements based on intraday data
by De Nard, Gianluca & Engle, Robert F. & Ledoit, Olivier & Wolf, Michael
- S0378426622000279 An analysis of finance journal accessibility: Author inclusivity and journal quality
by Grossmann, Axel & Lee, Allissa
- S0378426622000280 Bequest motives in consumption-portfolio decisions with recursive utility
by Kraft, Holger & Munk, Claus & Weiss, Farina
- S0378426622000309 Short-term reversals, returns to liquidity provision and the costs of immediacy
by Ignashkina, Anna & Rinne, Kalle & Suominen, Matti
- S0378426622000310 The CDS market reaction to loan renegotiation announcements
by Silaghi, Florina & Martín-Oliver, Alfredo & Sewaid, Ahmed
- S0378426622000413 Board conduct in banks
by Agarwal, Samanvaya & Kamath, Saipriya & Subramanian, Krishnamurthy & Tantri, Prasanna
- S0378426622000425 Political corruption, trust, and household stock market participation
by Bu, Di & Hanspal, Tobin & Liao, Yin
- S0378426622000462 Bank levy and household risk-aversion
by Papageorgiou, Stylianos
- S0378426622000498 Banking relationship, information reusability, and acquisition loans
by Chu, Yongqiang & Li, Zeguang
- S0378426622000516 Market power and bank systemic risk: Role of securitization and bank capital
by Altunbas, Yener & Marques-Ibanez, David & van Leuvensteijn, Michiel & Zhao, Tianshu
- S0378426622000589 The conditional impact of investor sentiment in global stock markets: A two-channel examination
by Wang, Wenzhao & Su, Chen & Duxbury, Darren
- S0378426622000590 The impact of bank regulation on firms’ capital structure: Evidence from multinationals
by Avezum, Lucas & Huizinga, Harry & Raes, Louis
- S0378426622000607 CEO incentives and bank risk over the business cycle
by Ongena, Steven & Savaşer, Tanseli & Şişli Ciamarra, Elif
- S0378426622000619 Cross-sectional dispersion and bank performance
by Gkougkousi, Xanthi & John, Kose & Radhakrishnan, Suresh & Sadka, Gil & Saunders, Anthony
- S0378426622000759 Does government debt impede firm innovation? Evidence from the rise of LGFVs in China
by Fan, Jianyong & Liu, Yu & Zhang, Qi & Zhao, Peng
- S0378426622000826 Risk-based deposit insurance, deposit rates and bank failures: Evidence from Russia
by Chernykh, Lucy & Kotomin, Vladimir
- S037842661930281X Simulating fire sales in a system of banks and asset managers
by Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid
- S037842662200005X What drives the dispersion anomaly?
by Min, Byoung-Kyu & Qiu, Buhui & Roh, Tai-Yong
- S037842662200022X The role of shadow banking in systemic risk in the European financial system
by Bellavite Pellegrini, Carlo & Cincinelli, Peter & Meoli, Michele & Urga, Giovanni
- S037842662200067X On the performance of cryptocurrency funds
by Bianchi, Daniele & Babiak, Mykola
2022, Volume 137, Issue C
- S0378426621002107 Momentum-Managed Equity Factors
by Flögel, Volker & Schlag, Christian & Zunft, Claudia
- S0378426622000206 Weighted Least Squares Realized Covariation Estimation
by Li, Yifan & Nolte, Ingmar & Vasios, Michalis & Voev, Valeri & Xu, Qi
- S0378426622000292 Optimal portfolio choice for higher-order risk averters
by Fang, Yi & Post, Thierry
- S0378426622000322 The Winner Takes It All: Investor Sentiment and the Eurovision Song Contest
by Abudy, Menachem (Meni) & Mugerman, Yevgeny & Shust, Efrat
- S0378426622000474 Stocks versus corporate bonds: A cross-sectional puzzle
by van Zundert, Jeroen & Driessen, Joost
- S0378426622000620 The effect of lenders’ dual holding on loan contract design: Evidence from performance pricing provisions
by Lim, Jesslyn & Do, Viet & Vu, Tram
2022, Volume 136, Issue C
- S0378426621001394 The pricing of carbon risk in syndicated loans: Which risks are priced and why?
by Ehlers, Torsten & Packer, Frank & de Greiff, Kathrin
- S0378426621001771 Common institutional ownership and corporate social responsibility
by Cheng, Xin & (Helen) Wang, He & Wang, Xianjue
- S0378426621001795 Does it pay to invest? The personal equity risk premium and stock market participation
by Merkoulova, Yulia & Veld, Chris
- S0378426621001801 Private value of central bank liquidity and Banks’ bidding behavior in variable rate tender auctions
by Fecht, Falko & Weber, Patrick
- S0378426621001837 Financial returns or social impact? What motivates impact investors’ lending to firms in low-income countries
by Kollenda, Philipp
- S0378426621002569 What drives a firm's ES performance? Evidence from stock returns
by Shackleton, Mark & Yan, Jiali & Yao, Yaqiong
- S0378426621002661 Do sustainable consumers prefer socially responsible investments? A study among the users of robo advisors
by Brunen, Ann-Christine & Laubach, Oliver
- S0378426621003447 Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium
by Park, Sunjin
- S0378426621003472 Environmental regulation and financial stability: Evidence from Chinese manufacturing firms
by Huang, Bihong & Punzi, Maria Teresa & Wu, Yu
- S0378426621003496 The cost of foreign-currency lending
by Delis, Manthos D. & Politsidis, Panagiotis N. & Sarno, Lucio
- S0378426621003502 The Correlation Risk Premium: International Evidence
by Faria, Gonçalo & Kosowski, Robert & Wang, Tianyu
- S0378426622000139 How new Fed corporate bond programs cushioned the Covid-19 recession
by Bordo, Michael D. & Duca, John V.
- S0378426622000140 Shrouding and the FX trades of global custody bank
by Osler, Carol & Savaser, Tanseli
- S0378426622000164 Machine-Learning-enhanced systemic risk measure: A Two-Step supervised learning approach
by Liu, Ruicheng & Pun, Chi Seng
- S0378426622000176 Active depositors
by Homanen, Mikael
2022, Volume 135, Issue C
- S0378426620300856 How do bank-specific characteristics affect lending? New evidence based on credit registry data from Latin America
by Cantú, Carlos & Claessens, Stijn & Gambacorta, Leonardo
- S0378426620302028 Internal models for deposits: Effects on banks' capital and interest rate risk of assets
by Dal Borgo, Mariela
- S0378426620302132 A loan-level analysis of financial resilience in Mexico
by Cantú, Carlos & Lobato, Roberto & López, Calixto & López-Gallo, Fabrizio
- S0378426620302260 Stress testing and bank business patterns: A regression discontinuity study
by García, Raffi E. & Steele, Suzanne
- S0378426621002697 The internationalization of domestic banks and the credit channel of monetary policy
by Morales, Paola & Osorio, Daniel & Lemus, Juan S. & Sarmiento, Miguel
- S0378426621003071 Voluntary minimum repayments and borrower heterogeneity: Evidence from revolving consumer credit
by Lukas, Moritz & Nöth, Markus
- S0378426621003083 Life-cycle portfolio choice with imperfect predictors
by Michaelides, Alexander & Zhang, Yuxin
- S0378426621003101 The pass-through of loan-loss-provisioning on mortgage lending: Evidence from a regulatory change
by Calani, Mauricio & Paillacar, Manuel
- S0378426621003113 The positive externalities of leveraged buyouts
by Feng, Hongrui & Rao, Ramesh P.
- S0378426621003125 Partial moment momentum
by Gao, Yang & Leung, Henry & Satchell, Stephen
- S0378426621003150 Financing a corporate venture capital program
by Tawiah, Bernard & O’Connor Keefe, Michael
- S0378426621003162 Product market threats and leverage adjustments
by Do, Trung K. & Huang, Henry Hongren & Ouyang, Puman
- S0378426621003174 Do banks price production process failures? Evidence from product recalls
by Zhang, Shafu & Magnan, Michel & Qiu, Yetaotao & Zeng, Cheng Colin
- S0378426621003186 Why have target-date funds performed better in the COVID-19 selloff than the 2008 selloff?
by Mao, Mike Qinghao & Wong, Ching Hin
- S0378426621003198 Is fair value information fairly priced? Evidence from IPOs in global capital markets✰
by He, Liyu & Hsin-han Shen, Carl & Shiu, Cheng-Yi
- S0378426621003204 Corruption transfer and acquisition performance
by Huang, Chia-Wei & Lin, Chih-Yen & Lin, Wen-Chun & Tsai, Yun-Ching
- S0378426621003228 Do Hedge Fund Managers Understand Politics? Political Sensitivity and Investment Skill
by Chen, Honghui & Kumar, Alok & Lu, Yan & Singh, Ajai
- S0378426621003241 Common ownership, price informativeness, and corporate investment
by Jang, In Ji & Kang, Namho & Yezegel, Ari
- S0378426621003368 Family ownership during the Covid-19 pandemic
by Amore, Mario Daniele & Pelucco, Valerio & Quarato, Fabio
- S0378426621003411 Supply, demand, and risk premiums in electricity markets
by Jacobs, Kris & Li, Yu & Pirrong, Craig
- S0378426621003435 Aggregation bias in tests of the commodity currency hypothesis
by Bork, Lasse & Kaltwasser, Pablo Rovira & Sercu, Piet
- S0378426621003459 Retail trading activity and major lifecycle events: The case of divorce
by Grant, Andrew & Kalev, Petko S. & Subrahmanyam, Avanidhar & Joakim Westerholm, P.
- S0378426621003460 Do intangibles matter for corporate policies? Evidence from organization capital and corporate payout choices
by Hasan, Mostafa Monzur & Uddin, Mohammad Riaz
- S0378426621003484 The role of a long-term investor-underwriter relationship in auctioned IPOs
by Jiang, Ping & Shao, Xinjian & Xue, Yi
- S037842661930144X U.S. bank M&As in the post-Dodd–Frank Act era: Do they create value?
by Leledakis, George N. & Pyrgiotakis, Emmanouil G.
- S037842662030073X Bank capital requirements and lending in emerging markets: The role of bank characteristics and economic conditions
by Fang, Xiang & Jutrsa, David & Peria, Soledad Martinez & Presbitero, Andrea F. & Ratnovski, Lev
- S037842662100323X Informed trading in foreign exchange futures: Payroll news timing
by Park, Yang-Ho
2022, Volume 134, Issue C
- S0378426620302715 Opacity and risk-taking: Evidence from Norway
by Cao, Jin & Juelsrud, Ragnar E.
- S0378426620302740 Bank complexity, governance, and risk
by Correa, Ricardo & Goldberg, Linda S.
- S0378426620302958 Complexity of global banks and the implications for bank risk: Evidence from foreign banks in Hong Kong
by Ho, Kelvin & Wong, Eric & Tan, Edward
- S0378426620302995 Risk and control in complex banking groups
by Argimón, Isabel & Rodríguez-Moreno, María
- S0378426620303009 The multiple dimensions of bank complexity: Effects on credit risk-taking
by Marinelli, Giuseppe & Nobili, Andrea & Palazzo, Francesco
- S0378426620303010 The Janus face of bank geographic complexity
by Aldasoro, Iñaki & Hardy, Bryan & Jager, Maximilian
- S0378426621000340 Does the geographical complexity of the Colombian financial conglomerates increase banks’ risk? The role of diversification, regulatory arbitrage, and funding costs
by Cardozo, Pamela & Morales-Acevedo, Paola & Murcia, Andrés & Rosado, Alejandra
- S0378426621000789 Banks’ complexity-risk nexus and the role of regulation
by Martynova, Natalya & Vogel, Ursula
- S0378426621001278 Mapping exposures of EU banks to the global shadow banking system
by Abad, Jorge & D’Errico, Marco & Killeen, Neill & Luz, Vera & Peltonen, Tuomas & Portes, Richard & Urbano, Teresa
- S0378426621002429 Dissecting the yield curve: The international evidence
by Berardi, Andrea & Plazzi, Alberto
- S0378426621002491 Adjusted Expected Shortfall
by Burzoni, Matteo & Munari, Cosimo & Wang, Ruodu
- S0378426621002612 Market fairness and efficiency: Evidence from the Tokyo Stock Exchange
by Kemme, David M. & McInish, Thomas H. & Zhang, Jiang
- S0378426621002624 Knowledge spillovers in the mutual fund industry through labor mobility
by Cici, Gjergji & Kempf, Alexander & Peitzmeier, Claudia
- S0378426621002685 Housing networks and driving forces
by Hurn, Stan & Shi, Shuping & Wang, Ben
- S0378426621002703 A geometric framework for covariance dynamics
by Han, Chulwoo & Park, Frank C.
- S0378426621002727 Predicting the stressed expected loss of large U.S. banks
by Jondeau, Eric & Khalilzadeh, Amir
- S0378426621002739 Corporate social responsibility and market efficiency: Evidence from ESG and misvaluation measures
by Bofinger, Yannik & Heyden, Kim J. & Rock, Björn
- S0378426621002740 Stabilising virtues of central banks: (Re)matching bank liquidity
by Legroux, Vincent & Rahmouni-Rousseau, Imène & Szczerbowicz, Urszula & Valla, Natacha
- S0378426621002752 Institutional investors’ horizon and equity-financed payouts
by He, Wen & Mi, Lin
- S0378426621002764 The role of intrinsic incentives and corporate culture in motivating innovation
by Byun, Seong
- S0378426621002776 Hedge fund family ties
by Spilker, Harold D.
- S0378426621002788 Information networks in the financial sector and systemic risk
by Borochin, Paul & Rush, Stephen
- S0378426621002806 Concept links and return momentum
by Du, Qianqian & Liang, Dawei & Chen, Zilin & Tu, Jun
- S0378426621002818 Expectations, credit conditions, and housing boom-bust: Evidence from SVAR with sign and zero restrictions
by Ma, Xutao & Zhang, Zhen
- S0378426621002831 The exclamation mark of Cain: Risk salience and mutual fund flows
by Mugerman, Yevgeny & Steinberg, Nadav & Wiener, Zvi
- S0378426621002843 Sensitivity-implied tail-correlation matrices
by Paulusch, Joachim & Schlütter, Sebastian
- S0378426621002855 Opening the black box – Quantile neural networks for loss given default prediction
by Kellner, Ralf & Nagl, Maximilian & Rösch, Daniel
- S0378426621002880 How do investors trade R&D-intensive Stocks? Evidence from hedge funds and other institutional investors
by Alldredge, Dallin M. & Caglayan, Mustafa O. & Celiker, Umut
- S0378426621002892 Integration culture of global banks and the transmission of lending shocks
by Barth, Andreas & Radev, Deyan
- S0378426621002909 Systemic risk and severe economic downturns: A targeted and sparse analysis
by Caporin, Massimiliano & Costola, Michele & Garibal, Jean-Charles & Maillet, Bertrand
- S0378426621002983 Information asymmetry and the profitability of technical analysis
by Hung, Chiayu & Lai, Hung-Neng
- S0378426621002995 Bank solvency risk and funding cost interactions: Evidence from Korea
by Aldasoro, Iñaki & Cho, Chun Hee & Park, Kyounghoon
- S0378426621003009 Does quantitative easing affect market liquidity?
by Christensen, Jens H.E. & Gillan, James M.
- S0378426621003010 Market-consistent valuation of natural catastrophe risk
by Beer, Simone & Braun, Alexander
- S0378426621003022 History matters: How short-term price charts hurt investment performance
by Borsboom, Charlotte & Janssen, Dirk-Jan & Strucks, Markus & Zeisberger, Stefan
- S0378426621003034 The effects of mutual fund decarbonization on stock prices and carbon emissions
by Rohleder, Martin & Wilkens, Marco & Zink, Jonas
- S0378426621003046 Bank instability: Interbank linkages and the role of disclosure
by König-Kersting, Christian & Trautmann, Stefan T. & Vlahu, Razvan
- S0378426621003058 Post-crisis regulations, market making, and liquidity in over-the-counter markets
by Wang, Xinjie & (Ken) Zhong, Zhaodong
- S0378426621003095 Executives’ Blaming external factors and market reactions: Evidence from earnings conference calls
by Noh, Joonki & Zhou, Dexin
- S037842662100265X Mutual fund tax implications when investment advisors manage tax-exempt separate accounts
by Beggs, William & Hill-Kleespie, Austin & Liu, Yanguang
- S037842662100279X Negative externalities of mutual fund instability: Evidence from leveraged loan funds
by Mählmann, Thomas
- S037842662100282X The illusion of oil return predictability: The choice of data matters!
by Conlon, Thomas & Cotter, John & Eyiah-Donkor, Emmanuel
- S037842662100306X Management practices and M&A success
by Delis, Manthos D. & Iosifidi, Maria & Kazakis, Pantelis & Ongena, Steven & Tsionas, Mike G.
2021, Volume 133, Issue C
- S0378426621000790 Global syndicated lending during the COVID-19 pandemic
by Hasan, Iftekhar & Politsidis, Panagiotis N. & Sharma, Zenu
- S0378426621000984 The dynamics of non-performing loans during banking crises: A new database with post-COVID-19 implications
by Ari, Anil & Chen, Sophia & Ratnovski, Lev
- S0378426621001102 Liquidity provision during a pandemic
by Kahn, Charles M. & Wagner, Wolf
- S0378426621001114 Corporate bond market reactions to quantitative easing during the COVID-19 pandemic
by Nozawa, Yoshio & Qiu, Yancheng
- S0378426621001217 COVID-19, volatility dynamics, and sentiment trading
by John, Kose & Li, Jingrui
- S0378426621001436 Financial Sector Policy Response to COVID-19 in Emerging Markets and Developing Economies
by Feyen, Erik & Alonso Gispert, Tatiana & Kliatskova, Tatsiana & Mare, Davide S.
- S0378426621001692 Federal reserve intervention and systemic risk during financial crises
by Sedunov, John
- S0378426621001825 This time is really different: The multiplier effect of the Paycheck Protection Program (PPP) on small business bank loans
by Karakaplan, Mustafa U.
Printed from https://ideas.repec.org/s/eee/jbfina4.html
