Journal of Banking & Finance
2012, Volume 36, Issue 7
- 2110-2121 Multimarket trading and corporate bond liquidity
by Petrasek, Lubomir
- 2122-2135 Asset pricing with partial-moments
by Anthonisz, Sean A.
- 2136-2144 Ownership and technical efficiency of microfinance institutions: Empirical evidence from Latin America
by Servin, Roselia & Lensink, Robert & van den Berg, Marrit
- 2145-2156 Investor sophistication and risk taking
by de Dreu, Jan & Bikker, Jacob A.
- 2157-2173 Diversification and risk-adjusted performance: A quantile regression approach
by Lee, Bong Soo & Li, Ming-Yuan Leon
2012, Volume 36, Issue 6
- 1577-1591 Keep on smiling? The pricing of Quanto options when all covariances are stochastic
by Branger, Nicole & Muck, Matthias
- 1592-1603 Coinsurance effect and bank lines of credit
by Tong, Zhenxu
- 1604-1615 Portfolio credit-risk optimization
by Iscoe, Ian & Kreinin, Alexander & Mausser, Helmut & Romanko, Oleksandr
- 1616-1626 Market power and reputational concerns in the ratings industry
by Mariano, Beatriz
- 1627-1638 The home-institution bias
by McQueen, Grant & Stenkrona, Anders
- 1639-1652 Endogenizing exogenous default barrier models: The MM algorithm
by Forte, Santiago & Lovreta, Lidija
- 1653-1664 Valuing and pricing IPOs
by Roosenboom, Peter
- 1665-1677 Assessing the risk-return trade-off in loan portfolios
by Mencía, Javier
- 1678-1687 Asset pricing with Second-Order Esscher Transforms
by Monfort, Alain & Pegoraro, Fulvio
- 1688-1709 Countercyclical contingent capital
by Barucci, Emilio & Del Viva, Luca
- 1710-1721 The effect of foreign bank presence on firm entry and exit in transition economies
by Havrylchyk, Olena
- 1722-1743 Form versus substance: The effect of ownership structure and corporate governance on firm value in Thailand
by Connelly, J. Thomas & Limpaphayom, Piman & Nagarajan, Nandu J.
- 1744-1758 Investment policy in family controlled firms
by Anderson, Ronald C. & Duru, Augustine & Reeb, David M.
- 1759-1780 The flow-performance relationship around the world
by Ferreira, Miguel A. & Keswani, Aneel & Miguel, Antonio F. & Ramos, Sofia B.
- 1781-1788 Revisiting the empirical linkages between stock returns and trading volume
by Chen, Shiu-Sheng
- 1789-1807 Level, slope, curvature of the sovereign yield curve, and fiscal behaviour
by Afonso, António & Martins, Manuel M.F.
- 1808-1821 Information demand and stock market volatility
by Vlastakis, Nikolaos & Markellos, Raphael N.
- 1822-1838 Lending competition and credit availability for new firms: Empirical study with the price cost margin in regional loan markets
by Ogura, Yoshiaki
- 1839-1855 Asymmetric dynamics of stock price continuation
by Huang, Alex YiHou
2012, Volume 36, Issue 5
- 1255-1265 Pitfalls in VAR based return decompositions: A clarification
by Engsted, Tom & Pedersen, Thomas Q. & Tanggaard, Carsten
- 1266-1275 On the relationship between concentration of prospect theory/mental accounting investors, cointegration, and momentum
by Bhootra, Ajay & Hur, Jungshik
- 1276-1290 Being a foreigner among domestic banks: Asset or liability?
by Claessens, Stijn & van Horen, Neeltje
- 1291-1303 Investors’ distraction and strategic repricing decisions
by Navone, Marco
- 1304-1310 When are path-dependent payoffs suboptimal?
by Kassberger, Stefan & Liebmann, Thomas
- 1311-1319 A stochastic frontier approach to modelling financial constraints in firms: An application to India
by Bhaumik, Sumon Kumar & Das, Pranab Kumar & Kumbhakar, Subal C.
- 1320-1335 Household portfolio choices, health status and health care systems: A cross-country analysis based on SHARE
by Atella, Vincenzo & Brunetti, Marianna & Maestas, Nicole
- 1336-1353 Bank connections, corporate investment and crisis
by Espenlaub, Susanne & Khurshed, Arif & Sitthipongpanich, Thitima
- 1354-1361 Combining equilibrium, resampling, and analyst’s views in portfolio optimization
by Barros Fernandes, José Luiz & Haas Ornelas, José Renato & Martínez Cusicanqui, Oscar Augusto
- 1362-1380 Macroenvironmental determinants of operational loss severity
by Cope, Eric W. & Piche, Mark T. & Walter, John S.
- 1381-1391 The term structure of illiquidity premia
by Kempf, Alexander & Korn, Olaf & Uhrig-Homburg, Marliese
- 1392-1401 Characteristic-based mean-variance portfolio choice
by Hjalmarsson, Erik & Manchev, Petar
- 1402-1413 The information content of trade credit
by Aktas, Nihat & Bodt, Eric de & Lobez, Frédéric & Statnik, Jean-Christophe
- 1414-1423 Using industry momentum to improve portfolio performance
by Behr, Patrick & Guettler, Andre & Truebenbach, Fabian
- 1424-1436 Acquisition valuations of withdrawn IPOs: When IPO plans turn into mergers
by Lian, Qin & Wang, Qiming
- 1437-1451 Common information asymmetry factors in syndicated loan structures
by Champagne, Claudia & Coggins, Frank
- 1452-1463 Do investment banks listen to their own analysts?
by Jordan, Bradford D. & Liu, Mark H. & Wu, Qun
- 1464-1477 Granularity adjustment for default risk factor model with cohorts
by Gourieroux, C. & Jasiak, J.
- 1478-1491 Did investors outsource their risk analysis to rating agencies? Evidence from ABS-CDOs
by Mählmann, Thomas
- 1492-1502 Extreme downside risk and expected stock returns
by Huang, Wei & Liu, Qianqiu & Ghon Rhee, S. & Wu, Feng
- 1503-1519 Subprime mortgage design
by Bhardwaj, Geetesh & Sengupta, Rajdeep
- 1520-1527 Political connection and cost of debt: Some Malaysian evidence
by Bliss, Mark A. & Gul, Ferdinand A.
- 1528-1535 Are good-news firms riskier than bad-news firms?
by Min, Byoung-Kyu & Kim, Tong Suk
- 1536-1547 Board quality and the cost of debt capital: The case of bank loans
by Paige Fields, L. & Fraser, Donald R. & Subrahmanyam, Avanidhar
- 1548-1562 Local financial development and growth
by Kendall, Jake
- 1563-1575 Cojumping: Evidence from the US Treasury bond and futures markets
by Dungey, Mardi & Hvozdyk, Lyudmyla
2012, Volume 36, Issue 4
- 923-933 The determinants of bank loan recovery rates
by Khieu, Hinh D. & Mullineaux, Donald J. & Yi, Ha-Chin
- 934-956 A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns
by Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D.
- 957-967 Are two heads better than one? Evidence from the thrift crisis
by Byrd, John & Fraser, Donald R. & Scott Lee, D. & Tartaroglu, Semih
- 968-980 Portfolio selection with mental accounts and background risk
by Baptista, Alexandre M.
- 981-991 Investment timing under debt issuance constraint
by Shibata, Takashi & Nishihara, Michi
- 992-1011 Earnings conference calls and stock returns: The incremental informativeness of textual tone
by Price, S. McKay & Doran, James S. & Peterson, David R. & Bliss, Barbara A.
- 1012-1027 Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios
by Louzis, Dimitrios P. & Vouldis, Angelos T. & Metaxas, Vasilios L.
- 1028-1044 Exploring the role of the realized return distribution in the formation of the implied volatility smile
by Chalamandaris, Georgios & Rompolis, Leonidas S.
- 1045-1056 Empirical evidence of the value of monitoring in joint ownership
by Mantecon, Tomas & Liu, Ian & Gao, Fei
- 1057-1066 The performance of cross-sectional regression tests of the CAPM with non-zero pricing errors
by Murtazashvili, Irina & Vozlyublennaia, Nadia
- 1067-1078 The alpha and omega of fund of hedge fund added value
by Darolles, Serge & Vaissié, Mathieu
- 1079-1092 Firm location and corporate debt
by Arena, Matteo P. & Dewally, Michaël
- 1093-1106 Correlation in credit risk changes
by Pu, Xiaoling & Zhao, Xinlei
- 1107-1121 Cross-sectional performance and investor sentiment in a multiple risk factor model
by Berger, Dave & Turtle, H.J.
- 1122-1138 Do CEOs gain more in foreign acquisitions than domestic acquisitions?
by Ozkan, Neslihan
- 1139-1143 Coincident correlations of growth and cash flow in banking
by Dahl, Drew
- 1144-1151 An empirical analysis of marginal conditional stochastic dominance
by Clark, Ephraim & Kassimatis, Konstantinos
- 1152-1163 Modeling and measuring intraday overreaction of stock prices
by Klößner, Stefan & Becker, Martin & Friedmann, Ralph
- 1164-1180 Institutional investment horizon and investment–cash flow sensitivity
by Attig, Najah & Cleary, Sean & El Ghoul, Sadok & Guedhami, Omrane
- 1181-1193 Uncovering the US term premium: An alternative route
by Gil-Alana, Luis A. & Moreno, Antonio
- 1194-1209 Does being your bank’s neighbor matter?
by Knyazeva, Anzhela & Knyazeva, Diana
- 1210-1223 Closing and cloning in open-end mutual funds
by Chen, Hsiu-Lang & Gao, Sheldon & Hu, Xiaoqing
- 1224-1235 Bouncing out of the banking system: An empirical analysis of involuntary bank account closures
by Campbell, Dennis & Asís Martínez-Jerez, F. & Tufano, Peter
- 1236-1243 Historical evidence on the finance-trade-growth nexus
by Bordo, Michael D. & Rousseau, Peter L.
- 1244-1253 Large shareholder diversification, corporate risk taking, and the benefits of changing to differential voting rights
by Bauguess, Scott W. & Slovin, Myron B. & Sushka, Marie E.
2012, Volume 36, Issue 3
- 626-643 The politics of financial development: The role of interest groups and government capabilities
by Becerra, O. & Cavallo, E. & Scartascini, C.
- 644-653 Political crises and the stock market integration of emerging markets
by Frijns, Bart & Tourani-Rad, Alireza & Indriawan, Ivan
- 654-661 Missing elements in US financial reform: A Kübler-Ross interpretation of the inadequacy of the Dodd-Frank Act
by Kane, Edward J.
- 662-677 Yes, dividends are disappearing: Worldwide evidence
by Fatemi, Ali & Bildik, Recep
- 678-694 Determinants of earnout as acquisition payment currency and bidder’s value gains
by Barbopoulos, Leonidas & Sudarsanam, Sudi
- 695-716 Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective
by Guidolin, Massimo & Hyde, Stuart
- 717-732 A comparative study of the probability of default for global financial firms
by Câmara, António & Popova, Ivilina & Simkins, Betty
- 733-748 Capital incentives and adequacy for securitizations
by Rösch, Daniel & Scheule, Harald
- 749-759 What do premiums paid for bank M&As reflect? The case of the European Union
by Hagendorff, Jens & Hernando, Ignacio & Nieto, Maria J. & Wall, Larry D.
- 760-773 Trading frequency and volatility clustering
by Xue, Yi & Gençay, Ramazan
- 774-785 Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysis
by Rittler, Daniel
- 786-802 The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns
by Diavatopoulos, Dean & Doran, James S. & Fodor, Andy & Peterson, David R.
- 803-816 Capital requirements and bank behavior in the UK: Are there lessons for international capital standards?
by Francis, William B. & Osborne, Matthew
- 817-834 Collateral and its substitutes in emerging markets’ lending
by Menkhoff, Lukas & Neuberger, Doris & Rungruxsirivorn, Ornsiri
- 835-845 Fast profits: Investor sentiment and stock returns during Ramadan
by Białkowski, Jędrzej & Etebari, Ahmad & Wisniewski, Tomasz Piotr
- 846-856 The cross-section of mutual fund fee dispersion
by Iannotta, Giuliano & Navone, Marco
- 857-870 Bankruptcies of small firms and lending relationship
by Shimizu, Katsutoshi
- 871-885 International diversification: An extreme value approach
by Chollete, Lorán & de la Peña, Victor & Lu, Ching-Chih
- 886-897 Short selling of ADRs and foreign market short-sale constraints
by Blau, Benjamin M. & Van Ness, Robert A. & Warr, Richard S.
- 898-912 Cross-country analysis of secular cash trends
by Iskandar-Datta, Mai E. & Jia, Yonghong
- 913-922 Higher co-moments and asset pricing on London Stock Exchange
by Kostakis, Alexandros & Muhammad, Kashif & Siganos, Antonios
2012, Volume 36, Issue 2
- 321-331 Are emerging market indicators of vulnerability to financial crises decoupling from global factors?
by Felices, Guillermo & Wieladek, Tomasz
- 332-340 A systematic approach to multi-period stress testing of portfolio credit risk
by Breuer, Thomas & Jandačka, Martin & Mencía, Javier & Summer, Martin
- 341-354 Bank discrimination, holding bank ownership, and economic consequences: Evidence from China
by Lu, Zhengfei & Zhu, Jigao & Zhang, Weining
- 355-370 Do industries matter in explaining stock returns and asset-pricing anomalies?
by Chou, Pin-Huang & Ho, Po-Hsin & Ko, Kuan-Cheng
- 371-382 Another look at trading costs and short-term reversal profits
by de Groot, Wilma & Huij, Joop & Zhou, Weili
- 383-394 The joint response of stock and foreign exchange markets to macroeconomic surprises: Using US and Japanese data
by Mun, Kyung-Chun
- 395-409 Corporate governance and capital allocations of diversified firms
by Chen, Sheng-Syan & Chen, I-Ju
- 410-417 The 1/N investment strategy is optimal under high model ambiguity
by Pflug, Georg Ch. & Pichler, Alois & Wozabal, David
- 418-427 Portfolios in disguise? Window dressing in bond fund holdings
by Ortiz, Cristina & Sarto, José Luis & Vicente, Luis
- 428-438 The impact of unconventional monetary policy on the market for collateral: The case of the French bond market
by Avouyi-Dovi, Sanvi & Idier, Julien
- 439-453 Product markets and corporate investment: Theory and evidence
by Akdoğu, Evrim & MacKay, Peter
- 454-467 An improved estimation method and empirical properties of the probability of informed trading
by Yan, Yuxing & Zhang, Shaojun
- 468-488 National culture and corporate debt maturity
by Zheng, Xiaolan & El Ghoul, Sadok & Guedhami, Omrane & Kwok, Chuck C.Y.
- 489-496 Portfolio selection with qualitative input
by Chiarawongse, Anant & Kiatsupaibul, Seksan & Tirapat, Sunti & Roy, Benjamin Van
- 497-508 Accruals quality and analyst coverage
by Lobo, Gerald J. & Song, Minsup & Stanford, Mary
- 509-524 Financial advisors: A case of babysitters?
by Hackethal, Andreas & Haliassos, Michael & Jappelli, Tullio
- 525-538 Gravity and culture in foreign portfolio investment
by Aggarwal, Raj & Kearney, Colm & Lucey, Brian
- 539-549 Overbidding in fixed rate tenders: The role of exposure risk
by Ewerhart, Christian & Cassola, Nuno & Valla, Natacha
- 550-563 The role of time value in convertible bond call policy
by Bajo, Emanuele & Barbi, Massimiliano
- 564-574 Revisiting the incentive effects of executive stock options
by Tang, Chun-Hua
- 575-583 A unique “T+1 trading rule” in China: Theory and evidence
by Guo, Ming & Li, Zhan & Tu, Zhiyong
- 584-596 Chaebol-affiliated analysts: Conflicts of interest and market responses
by Song, Kyojik “Roy” & Mantecon, Tomas & Altintig, Z. Ayca
- 597-612 Order flow, bid–ask spread and trading density in foreign exchange markets
by Chen, Shikuan & Chien, Chih-Chung & Chang, Ming-Jen
- 613-623 Earnings management and auditor specialization in the post-sox era: An examination of the banking industry
by DeBoskey, David Gregory & Jiang, Wei
2012, Volume 36, Issue 1
- 1-13 The Great Recession: US dynamics and spillovers to the world economy
by Bagliano, Fabio C. & Morana, Claudio
- 14-25 Informed or speculative: Short selling analyst recommendations
by Blau, Benjamin M. & Wade, Chip
- 26-35 Cash holdings in private firms
by Bigelli, Marco & Sánchez-Vidal, Javier
- 36-50 Understanding the rise and decline of the Japanese main bank system: The changing effects of bank rent extraction
by Wu, Xueping & Yao, Jun
- 51-65 Impact of macroeconomic news on metal futures
by Elder, John & Miao, Hong & Ramchander, Sanjay
- 66-77 The impact of strategic interaction on earnings expectations associated with corporate product strategies
by Chen, Sheng-Syan & Chen, Po-Jung & Lin, Wen-Chun
- 78-89 Credit rating dynamics in the presence of unknown structural breaks
by Xing, Haipeng & Sun, Ning & Chen, Ying
- 90-104 Contingent convertibles. Solving or seeding the next banking crisis?
by Koziol, Christian & Lawrenz, Jochen
- 105-111 Financial crises in efficient markets: How fundamentalists fuel volatility
by Szafarz, Ariane
- 112-120 Changes to mutual fund risk: Intentional or mean reverting?
by Cullen, Grant & Gasbarro, Dominic & Monroe, Gary S. & Zumwalt, J. Kenton
- 121-135 Models of the yield curve and the curvature of the implied forward rate function
by Yallup, Peter J.
- 136-150 Libor manipulation?
by Abrantes-Metz, Rosa M. & Kraten, Michael & Metz, Albert D. & Seow, Gim S.
- 151-163 Pricing American interest rate options under the jump-extended constant-elasticity-of-variance short rate models
by Beliaeva, Natalia & Nawalkha, Sanjay
- 164-182 IMF programs, financial and real sector performance, and the Asian crisis
by Kutan, Ali M. & Muradoglu, Gulnur & Sudjana, Brasukra G.
- 183-192 Interest rate co-movements, global factors and the long end of the term spread
by Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert
- 193-208 Performance of technical analysis in growth and small cap segments of the US equity market
by Shynkevich, Andrei
- 209-224 Capital structure and executive compensation contract design: A theoretical and empirical analysis
by Lin, Hsuan-Chu & Chou, Ting-Kai & Wang, Wen-Gine
- 225-238 Distress risk premia in expected stock and bond returns
by Zhang, Andrew Jianzhong
- 239-248 Why are excess returns on China’s Treasury bonds so predictable? The role of the monetary system
by Fan, Longzhen & Tian, Shu & Zhang, Chu
- 249-260 Option-implied volatility factors and the cross-section of market risk premia
by Li, Junye
- 261-274 Information content of repurchase signals: Tangible or intangible information?
by Liang, Woan-lih
- 275-289 Convertible securities in merger transactions
by Finnerty, John D. & Jiao, Jie & Yan, An
- 290-304 Two to tangle: Financial development, political instability and economic growth in Argentina
by Campos, Nauro F. & Karanasos, Menelaos G. & Tan, Bin
- 305-319 Dual class IPOs: A theoretical analysis
by Chemmanur, Thomas J. & Jiao, Yawen
2011, Volume 35, Issue 12
- 3145-3157 Analyzing the impact of credit migration in a portfolio setting
by Tsaig, Yaakov & Levy, Amnon & Wang, Yashan
- 3158-3173 Macroeconomic risk and the cross-section of stock returns
by Kang, Jangkoo & Kim, Tong Suk & Lee, Changjun & Min, Byoung-Kyu
- 3174-3187 Stock repurchases: How firms choose between a self tender offer and an open-market program
by Oded, Jacob
- 3188-3201 Optimizing international portfolios with options and forwards
by Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A.
- 3202-3212 The impact of taxation on bank profits: Evidence from EU banks
by Chiorazzo, Vincenzo & Milani, Carlo
- 3213-3224 Which firms engage small, foreign, or state banks? And who goes Islamic? Evidence from Turkey
by Ongena, Steven & Şendeniz-Yüncü, İlkay
- 3225-3239 Financial asset demand is elastic: Evidence from new issues of Federal Home Loan Bank debt
by Atanasov, Vladimir & Merrick, John
- 3240-3252 Term structure modelling with observable state variables
by Huse, Cristian
- 3253-3262 New evidence on oil price and firm returns
by Narayan, Paresh Kumar & Sharma, Susan Sunila
- 3263-3274 Is size dead? A review of the size effect in equity returns
by van Dijk, Mathijs A.
- 3275-3291 How effective are rewards programs in promoting payment card usage? Empirical evidence
by Carbó-Valverde, Santiago & Liñares-Zegarra, José M.
- 3292-3299 The liquidity effect for open market operations
by Kopchak, Seth J.
- 3300-3318 The impact of management and board ownership on profitability in banks with different strategies
by Westman, Hanna
- 3319-3334 Volatility and covariation of financial assets: A high-frequency analysis
by Cartea, Álvaro & Karyampas, Dimitrios
- 3335-3350 Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio
by Florackis, Chris & Gregoriou, Andros & Kostakis, Alexandros
- 3351-3361 Incorporating the dynamics of leverage into default prediction
by Löffler, Gunter & Maurer, Alina
- 3362-3382 Conditional beta pricing models: A nonparametric approach
by Ferreira, Eva & Gil-Bazo, Javier & Orbe, Susan
- 3383-3399 Institutional trading and share returns
by Douglas Foster, F. & Gallagher, David R. & Looi, Adrian
- 3400-3416 Deposit insurance and subsidized recapitalizations
by Morrison, Alan D. & White, Lucy
- 3417-3431 Monitoring via staging: Evidence from Private investments in public equity
by Dai, Na
- 3432-3449 On the acquisition of equity carve-outs
by Desai, Chintal A. & Klock, Mark S. & Mansi, Sattar A.
November 2011, Volume 35, Issue 11
- 2791-2800 The effect of macroeconomic news on stock returns: New evidence from newspaper coverage
by Birz, Gene & Lott Jr., John R.
- 2801-2810 Resolving the deposit dilemma: A new DEA bank efficiency model
by Holod, Dmytro & Lewis, Herbert F.
- 2811-2819 Ability of accounting and audit quality variables to predict bank failure during the financial crisis
by Jin, Justin Yiqiang & Kanagaretnam, Kiridaran & Lobo, Gerald J.
- 2820-2828 Detecting the presence of insider trading via structural break tests
by Olmo, Jose & Pilbeam, Keith & Pouliot, William
- 2829-2841 Volatility transmission in emerging European foreign exchange markets
by Bubák, Vít & Kocenda, Evzen & Zikes, Filip
- 2842-2855 Comparison of modeling methods for Loss Given Default
by Qi, Min & Zhao, Xinlei
- 2856-2867 Control-ownership wedge and investment sensitivity to stock price
by Jiang, Li & Kim, Jeong-Bon & Pang, Lei
- 2868-2880 Extreme returns: The case of currencies
by Osler, Carol & Savaser, Tanseli
- 2881-2890 The persistence of bank profit
by Goddard, John & Liu, Hong & Molyneux, Philip & Wilson, John O.S.
- 2891-2901 Habit-based asset pricing with limited participation consumption
by Bach, Christian & Møller, Stig V.
- 2902-2915 Marriage and other risky assets: A portfolio approach
by Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza
- 2916-2930 Extreme dependence with asymmetric thresholds: Evidence for the European Monetary Union
by Herrera, R. & Eichler, S.
- 2931-2944 Are small family firms financially sophisticated?
by Di Giuli, Alberta & Caselli, Stefano & Gatti, Stefano
- 2945-2955 Crash risk of the euro in the sovereign debt crisis of 2009-2010
by Hui, Cho-Hoi & Chung, Tsz-Kin
- 2956-2964 Cross hedging under multiplicative basis risk
by Adam-Müller, Axel F.A. & Nolte, Ingmar
- 2965-2973 Does FOMC news increase global FX trading?
by Fischer, Andreas M. & Ranaldo, Angelo
- 2974-2990 Optimal asset allocation under linear loss aversion
by Fortin, Ines & Hlouskova, Jaroslava
- 2991-3000 Alternative models for hedging yield curve risk: An empirical comparison
by Carcano, Nicola & Dall'O, Hakim
- 3001-3009 Risk capital allocation for RORAC optimization
by Buch, Arne & Dorfleitner, Gregor & Wimmer, Maximilian
- 3010-3018 Exchange rate volatility across financial crises
by Coudert, Virginie & Couharde, Cécile & Mignon, Valérie
- 3019-3041 Housing, consumption and monetary policy: How different are the US and the euro area?
by Musso, Alberto & Neri, Stefano & Stracca, Livio
- 3042-3054 Participating mortgages and the efficiency of financial intermediation
by Ebrahim, M. Shahid & Shackleton, Mark B. & Wojakowski, Rafal M.
- 3055-3064 A cyclical model of exchange rate volatility
by Harris, Richard D.F. & Stoja, Evarist & Yilmaz, Fatih
- 3065-3076 The effects of loan portfolio concentration on Brazilian banks' return and risk
by Tabak, Benjamin M. & Fazio, Dimas M. & Cajueiro, Daniel O.
- 3077-3089 Informed momentum trading versus uninformed "naive" investors strategies
by Banerjee, Anurag & Hung, Chi-Hsiou
- 3090-3100 International variations in expected equity premia: Role of financial architecture and governance
by Aggarwal, Raj & Goodell, John W.
- 3101-3119 Good news, bad news and rating announcements: An empirical investigation
by Galil, Koresh & Soffer, Gil
- 3120-3133 The order flow of discount certificates and issuer pricing behavior
by Baule, Rainer
- 3134-3144 Joint effect of financial fragility and macroeconomic shocks on bank loan losses: Evidence from Europe
by Pesola, Jarmo
October 2011, Volume 35, Issue 10
- 2511-2527 Intraday jumps and US macroeconomic news announcements
by Evans, Kevin P.
- 2528-2543 The impact of changes in bank ownership structure on the allocation of capital: International evidence
by Taboada, Alvaro G.
- 2544-2546 Perfect surcharging and the tourist test interchange fee
by Zenger, Hans
- 2547-2558 The return impact of realized and expected idiosyncratic volatility
by Peterson, David R. & Smedema, Adam R.
- 2559-2568 The asymmetric behavior and procyclical impact of asset correlations
by Lee, Shih-Cheng & Lin, Chien-Ting & Yang, Chih-Kai
- 2569-2583 The pernicious effects of contaminated data in risk management
by Frésard, Laurent & Pérignon, Christophe & Wilhelmsson, Anders