Journal of Banking & Finance
2010, Volume 34, Issue 9
2010, Volume 34, Issue 8
- 1729-1737 Retail payments: New contributions, empirical results, and unanswered questions
by Humphrey, David B.
- 1738-1744 Incentives at the counter: An empirical analysis of surcharging card payments and payment behaviour in the Netherlands
by Bolt, Wilko & Jonker, Nicole & van Renselaar, Corry
- 1745-1758 Why are (some) consumers (finally) writing fewer checks? The role of payment characteristics
by Schuh, Scott & Stavins, Joanna
- 1759-1772 Price incentives and consumer payment behaviour
by Simon, John & Smith, Kylie & West, Tim
- 1773-1787 Payment card rewards programs and consumer payment choice
by Ching, Andrew T. & Hayashi, Fumiko
- 1788-1797 Credit card interchange fees
by Rochet, Jean-Charles & Wright, Julian
- 1798-1807 Private cards and the bypass of payment systems by merchants
by Bourreau, Marc & Verdier, Marianne
- 1808-1817 Bank competition efficiency in Europe: A frontier approach
by Bolt, Wilko & Humphrey, David
- 1818-1826 A study of competing designs for a liquidity-saving mechanism
by Martin, Antoine & McAndrews, James
- 1827-1838 The coskewness puzzle
by Potì, Valerio & Wang, DengLi
- 1839-1848 How resilient is the German banking system to macroeconomic shocks?
by Dovern, Jonas & Meier, Carsten-Patrick & Vilsmeier, Johannes
- 1849-1855 The relationship between house prices and house purchase loans: The Spanish case
by Gimeno, Ricardo & Martínez-Carrascal, Carmen
- 1856-1872 Going private transactions, bondholder returns, and wealth transfer effects
by Baran, Lindsay C. & King, Tao-Hsien Dolly
- 1873-1885 Limit order revisions
by Fong, Kingsley Y.L. & Liu, Wai-Man
- 1886-1898 Is gold a safe haven? International evidence
by Baur, Dirk G. & McDermott, Thomas K.
- 1899-1910 Portfolio performance gauging in discrete time using a Luenberger productivity indicator
by Brandouy, Olivier & Briec, Walter & Kerstens, Kristiaan & Van de Woestyne, Ignace
- 1911-1921 An empirical analysis of herd behavior in global stock markets
by Chiang, Thomas C. & Zheng, Dazhi
- 1922-1932 Earnings management, market discounts and the performance of private equity placements
by Chen, An-Sing & Cheng, Lee-Young & Cheng, Kuang-Fu & Chih, Shu-Wei
- 1933-1945 Liquidity and the dynamic pattern of asset price adjustment: A global view
by Belke, Ansgar & Orth, Walter & Setzer, Ralph
- 1946-1957 Are cooperatives the weakest link in European banking? A non-parametric metafrontier approach
by Kontolaimou, Alexandra & Tsekouras, Kostas
- 1958-1969 Underpricing of IPOs: Firm-, issue- and country-specific characteristics
by Engelen, Peter-Jan & van Essen, Marc
- 1970-1981 Firm age and the evolution of borrowing costs: Evidence from Japanese small firms
by Sakai, Koji & Uesugi, Iichiro & Watanabe, Tsutomu
- 1982-1992 Estimating financial risk measures for options
by Sorwar, Ghulam & Dowd, Kevin
- 1993-2009 The performance of hedge funds and mutual funds in emerging markets
by Eling, Martin & Faust, Roger
2010, Volume 34, Issue 7
- 1413-1416 Performance measurement in the financial services sector: Frontier efficiency methodologies and other innovative techniques
by Banker, Rajiv D. & Cummins, J. David & Klumpes, Paul J.M.
- 1417-1435 The effects of focus versus diversification on bank performance: Evidence from Chinese banks
by Berger, Allen N. & Hasan, Iftekhar & Zhou, Mingming
- 1436-1449 The impact of non-traditional activities on the estimation of bank efficiency: International evidence
by Lozano-Vivas, Ana & Pasiouras, Fotios
- 1450-1460 Differential impact of Korean banking system reforms on bank productivity
by Banker, Rajiv D. & Chang, Hsihui & Lee, Seok-Young
- 1461-1471 First Financial Restructuring and operating efficiency: Evidence from Taiwanese commercial banks
by Hsiao, Hsing-Chin & Chang, Hsihui & Cianci, Anna M. & Huang, Li-Hua
- 1472-1483 Malmquist-type indices in the presence of negative data: An application to bank branches
by Portela, Maria C.A.S. & Thanassoulis, Emmanuel
- 1484-1496 Scaling models for the severity and frequency of external operational loss data
by Dahen, Hela & Dionne, Georges
- 1497-1509 Efficiency in the international insurance industry: A cross-country comparison
by Eling, Martin & Luhnen, Michael
- 1510-1524 The robustness of output measures in property-liability insurance efficiency studies
by Leverty, J. Tyler & Grace, Martin F.
- 1525-1539 Economies of scope in financial services: A DEA efficiency analysis of the US insurance industry
by Cummins, J. David & Weiss, Mary A. & Xie, Xiaoying & Zi, Hongmin
- 1540-1548 Single Market effects on productivity in the German insurance industry
by Mahlberg, Bernhard & Url, Thomas
- 1549-1563 Are publicly held firms less efficient? Evidence from the US property-liability insurance industry
by Xie, Xiaoying
- 1564-1575 Sales order backlogs and momentum profits
by Gu, Li & Huang, Dayong
- 1576-1589 Bought deals: The value of underwriter certification in seasoned equity offerings
by Ari Pandes, J.
- 1590-1606 Endogenously structured boards of directors in banks
by Pathan, Shams & Skully, Michael
- 1607-1617 Derivative pricing using multivariate affine generalized hyperbolic distributions
by Fajardo, José & Farias, Aquiles
- 1618-1627 Are non-risk based capital requirements for insurance companies binding?
by de Haan, Leo & Kakes, Jan
- 1628-1636 News announcements and price discovery in foreign exchange spot and futures markets
by Chen, Yu-Lun & Gau, Yin-Feng
- 1637-1649 Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns
by Guo, Hui & Savickas, Robert
- 1650-1663 Strategic online banking adoption
by Hernández-Murillo, Rubén & Llobet, Gerard & Fuentes, Roberto
- 1664-1674 The non-7% solution
by Garner, Jacqueline L. & Marshall, Beverly B.
- 1675-1687 No-arbitrage conditions for storable commodities and the modeling of futures term structures
by Liu, Peng (Peter) & Tang, Ke
- 1688-1699 Dynamics and causality in industry-specific volatility
by Wang, Zijun
- 1700-1718 Structural models of corporate bond pricing with personal taxes
by Qi, Howard & Liu, Sheen & Wu, Chunchi
- 1719-1728 The impact of off-balance-sheet activities on banks returns: An application of the ARCH-M to Canadian data
by Calmès, Christian & Théoret, Raymond
2010, Volume 34, Issue 6
- 1109-1128 De facto exchange rate regimes and currency crises: Are pegged regimes with capital account liberalization really more prone to speculative attacks?
by Esaka, Taro
- 1129-1138 Real estate prices and bank stability
by Koetter, Michael & Poghosyan, Tigran
- 1139-1151 Domestic liquidity and cross-listing in the United States
by Berkman, Henk & Nguyen, Nhut H.
- 1152-1165 World market risk, country-specific risk and expected returns in international stock markets
by Bali, Turan G. & Cakici, Nusret
- 1166-1174 CAPM and APT-like models with risk measures
by Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel
- 1175-1188 Predictable dynamics in implied volatility surfaces from OTC currency options
by Chalamandaris, Georgios & Tsekrekos, Andrianos E.
- 1189-1200 The determinants of shareholder value in European banking
by Fiordelisi, Franco & Molyneux, Phil
- 1201-1214 Pension regulation and the market value of pension liabilities: A contingent claims analysis using Parisian options
by Broeders, Dirk & Chen, An
- 1215-1224 Equity financing and innovation: Is Europe different from the United States?
by Martinsson, Gustav
- 1225-1236 Aggregate insider trading: Contrarian beliefs or superior information?
by Jiang, Xiaoquan & Zaman, Mir A.
- 1237-1246 A stochastic dominance analysis of yen carry trades
by Fong, Wai Mun
- 1247-1256 The role of household and business credit in banking crises
by Büyükkarabacak, Berrak & Valev, Neven T.
- 1257-1273 Stock returns and inflation revisited: An evaluation of the inflation illusion hypothesis
by Lee, Bong Soo
- 1274-1287 The anatomy of bank diversification
by Elsas, Ralf & Hackethal, Andreas & Holzhäuser, Markus
- 1288-1298 Trading strategies with partial access to the derivatives market
by Muck, Matthias
- 1299-1307 Interest rate deregulation: Monetary policy efficacy and rate rigidity
by Chong, Beng Soon
- 1308-1326 Sentiment and stock returns: The SAD anomaly revisited
by Kelly, Patrick J. & Meschke, Felix
- 1327-1343 Variations in sovereign credit quality assessments across rating agencies
by Hill, Paula & Brooks, Robert & Faff, Robert
- 1344-1359 What's in a name? What leads a firm to change its name and what the new name foreshadows
by Wu, YiLin
- 1360-1370 The pricing of temperature futures at the Chicago Mercantile Exchange
by Dorfleitner, Gregor & Wimmer, Maximilian
- 1371-1382 Modeling of CPDOs - Identifying optimal and implied leverage
by Dorn, Jochen
- 1383-1399 Macroeconomic risks and characteristic-based factor models
by Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F.
- 1400-1411 Stated and revealed investment decisions concerning retail structured products
by Döbeli, Barbara & Vanini, Paolo
2010, Volume 34, Issue 5
- 903-911 Bank loan recovery rates: Measuring and nonparametric density estimation
by Calabrese, Raffaella & Zenga, Michele
- 912-922 The effect of holdings data frequency on conclusions about mutual fund behavior
by Elton, Edwin J. & Gruber, Martin J. & Blake, Christopher R. & Krasny, Yoel & Ozelge, Sadi O.
- 923-933 Excess liquidity, bank pricing rules, and monetary policy
by Agénor, Pierre-Richard & Aynaoui, Karim El
- 934-945 Settlement delays in the money market
by Bartolini, Leonardo & Hilton, Spence & McAndrews, James J.
- 946-955 Economic value in tranching of syndicated loans
by Maskara, Pankaj Kumar
- 956-964 Employee well-being, firm leverage, and bankruptcy risk
by Verwijmeren, Patrick & Derwall, Jeroen
- 965-974 Risk and the January effect
by Sun, Qian & Tong, Wilson H.S.
- 975-983 Volatility risk and the value premium: Evidence from the French stock market
by Arisoy, Yakup Eser
- 984-995 Do the equity holding and soundness of bank underwriters affect issue costs of SEOs?
by Suzuki, Katsushi
- 996-1007 China's official rates and bond yields
by Fan, Longzhen & Johansson, Anders C.
- 1008-1021 Unobservable shocks as carriers of contagion
by Dungey, Mardi & Milunovich, George & Thorp, Susan
- 1022-1031 World War II events and the Dow Jones industrial index
by Choudhry, Taufiq
- 1032-1046 Investment horizon and the attractiveness of investment strategies: A behavioral approach
by Dierkes, Maik & Erner, Carsten & Zeisberger, Stefan
- 1047-1061 Modeling the dynamics of Chinese spot interest rates
by Hong, Yongmiao & Lin, Hai & Wang, Shouyang
- 1062-1076 Random walk theory and the weak-form efficiency of the US art auction prices
by Erdos, Péter & Ormos, Mihály
- 1077-1088 Public entrants, public equity finance and creative destruction
by Brown, James R. & Petersen, Bruce C.
- 1089-1097 Tax clientele effects of dividends under intertemporal consumption choices
by Mori, Naoya
- 1098-1107 Covered interest arbitrage profits: The role of liquidity and credit risk
by Fong, Wai-Ming & Valente, Giorgio & Fung, Joseph K.W.
2010, Volume 34, Issue 4
- 697-702 Interaction of market and credit risk
by Hartmann, Philipp
- 703-712 Does adding up of economic capital for market- and credit risk amount to conservative risk assessment?
by Breuer, Thomas & Jandacka, Martin & Rheinberger, Klaus & Summer, Martin
- 713-729 The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application
by Drehmann, Mathias & Sorensen, Steffen & Stringa, Marco
- 730-742 An economic capital model integrating credit and interest rate risk in the banking book
by Alessandri, Piergiorgio & Drehmann, Mathias
- 743-753 Market conditions, default risk and credit spreads
by Tang, Dragon Yongjun & Yan, Hong
- 754-764 Recovery rates, default probabilities, and the credit cycle
by Bruche, Max & González-Aguado, Carlos
- 765-775 On the implications of market power in banking: Evidence from developing countries
by Turk Ariss, Rima
- 776-787 The impact of sell-side analyst research coverage on an affiliated broker's market share of trading volume
by Niehaus, Greg & Zhang, Donghang
- 788-801 Pricing multiasset equity options: How relevant is the dependence function?
by Bedendo, Mascia & Campolongo, Francesca & Joossens, Elisabeth & Saita, Francesco
- 802-812 Mutual fund portfolio trading and investor flow
by Dubofsky, David A.
- 813-824 Antitakeover provisions in corporate spin-offs
by Chemmanur, Thomas J. & Jordan, Bradford D. & Liu, Mark H. & Wu, Qun
- 825-833 Discount window borrowing after 2003: The explicit reduction in implicit costs
by Artuç, Erhan & Demiralp, Selva
- 834-839 Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations
by Chuliá, Helena & Martens, Martin & Dijk, Dick van
- 840-855 Inflation risk and international asset returns
by Moerman, Gerard A. & van Dijk, Mathijs A.
- 856-870 Mean-variance convergence around the world
by Eun, Cheol S. & Lee, Jinsoo
- 871-881 The information content of implied volatilities and model-free volatility expectations: Evidence from options written on individual stocks
by Taylor, Stephen J. & Yadav, Pradeep K. & Zhang, Yuanyuan
- 882-891 Foreign exchange, fractional cointegration and the implied-realized volatility relation
by Kellard, Neil & Dunis, Christian & Sarantis, Nicholas
- 892-902 How bank capital buffers vary across countries: The influence of cost of deposits, market power and bank regulation
by Fonseca, Ana Rosa & González, Francisco
2010, Volume 34, Issue 3
- 485-497 Concentrated control, institutions, and banking sector: An international study
by Haw, In-Mu & Ho, Simon S.M. & Hu, Bingbing & Wu, Donghui
- 498-508 The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand
by Frijns, Bart & Gilbert, Aaron & Tourani-Rad, Alireza
- 509-521 The degree of financial liberalization and aggregated stock-return volatility in emerging markets
by Umutlu, Mehmet & Akdeniz, Levent & Altay-Salih, Aslihan
- 522-532 Regulatory competition and forbearance: Evidence from the life insurance industry
by McShane, Michael K. & Cox, Larry A. & Butler, Richard J.
- 533-545 International house prices and macroeconomic fluctuations
by Beltratti, Andrea & Morana, Claudio
- 546-556 Restricting consumer credit access: Household survey evidence on effects around the Oregon rate cap
by Zinman, Jonathan
- 557-567 Endogenous housing market cycles
by Sommervoll, Dag Einar & Borgersen, Trond-Arne & Wennemo, Tom
- 568-577 Venture capital funds: Flow-performance relationship and performance persistence
by Phalippou, Ludovic
- 578-593 Conditionally fitted Sharpe performance with an application to hedge fund rating
by Darolles, Serge & Gourieroux, Christian
- 594-605 Speed of convergence to market efficiency for NYSE-listed foreign stocks
by Visaltanachoti, Nuttawat & Yang, Ting
- 606-620 Distribution of institutional ownership and corporate firm performance
by Elyasiani, Elyas & Jia, Jingyi
- 621-632 Capital structure, equity ownership and firm performance
by Margaritis, Dimitris & Psillaki, Maria
- 633-646 Generalized parameter functions for option pricing
by Andreou, Panayiotis C. & Charalambous, Chris & Martzoukos, Spiros H.
- 647-655 Lost in translation: Delayed ex-dividend price adjustments of Hong Kong ADRs
by Kadapakkam, Palani-Rajan & Meisami, Alex & Shi, Yilun
- 656-666 Entrenchment, governance, and the stock price reaction to sudden executive deaths
by Salas, Jesus M.
- 667-680 An open-economy macro-finance model of international interdependence: The OECD, US and the UK
by Spencer, Peter & Liu, Zhuoshi
- 681-694 Minority shareholders' wealth effects and stock market development: Evidence from increase-in-ownership M&As
by Croci, Ettore & Petmezas, Dimitris
- 695-695 Corrigendum to "Pricing catastrophe options with stochastic arrival intensity in claim time" [J. Bank. Fin. 34 (2010) 24-32]
by Chang, Carolyn W. & Chang, Jack S.K. & Lu, WeiLi
2010, Volume 34, Issue 2
- 281-294 Extracting inflation expectations and inflation risk premia from the term structure: A joint model of the UK nominal and real yield curves
by Joyce, Michael A.S. & Lildholdt, Peter & Sorensen, Steffen
- 295-303 Assessing the performance of alternative investments using non-parametric efficiency measurement approaches: Is it convincing?
by Glawischnig, Markus & Sommersguter-Reichmann, Margit
- 304-313 Informed arbitrage with speculative noise trading
by Albert Wang, F.
- 314-323 Banks' intraday liquidity management during operational outages: Theory and evidence from the UK payment system
by Merrouche, Ouarda & Schanz, Jochen
- 324-335 Long-term debt and overinvestment agency problem
by D'Mello, Ranjan & Miranda, Mercedes
- 336-349 Risk factor contributions in portfolio credit risk models
by Rosen, Dan & Saunders, David
- 350-361 The conditional nature of the value of corporate governance
by Chi, Jianxin Daniel & Scott Lee, D.
- 362-377 The level and quality of Value-at-Risk disclosure by commercial banks
by Pérignon, Christophe & Smith, Daniel R.
- 378-387 Mutual fund trades and the value of contradictory private information
by Cullen, Grant & Gasbarro, Dominic & Monroe, Gary S.
- 388-398 What determines the composition of banks' loan portfolios? Evidence from transition countries
by De Haas, Ralph & Ferreira, Daniel & Taci, Anita
- 399-408 The impact of bank ownership concentration on impaired loans and capital adequacy
by Shehzad, Choudhry Tanveer & de Haan, Jakob & Scholtens, Bert
- 409-426 Trend-following trading strategies in commodity futures: A re-examination
by Szakmary, Andrew C. & Shen, Qian & Sharma, Subhash C.
- 427-440 Corporate life cycle and M&A activity
by Owen, Sian & Yawson, Alfred
- 441-456 Illegal buyouts
by Cumming, Douglas & Zambelli, Simona
- 457-470 Cross-sectional tests of the CAPM and Fama-French three-factor model
by Grauer, Robert R. & Janmaat, Johannus A.
- 471-483 Short sales and speed of price adjustment: Evidence from the Hong Kong stock market
by Chen, Crystal Xiaobei & Rhee, S. Ghon
2010, Volume 34, Issue 1
- 1-11 The predictive power of the implied volatility of options traded OTC and on exchanges
by Yu, Wayne W. & Lui, Evans C.K. & Wang, Jacqueline W.
- 12-23 Equity issues and temporal variation in information asymmetry
by Autore, Don M. & Kovacs, Tunde
- 24-32 Pricing catastrophe options with stochastic claim arrival intensity in claim time
by Chang, Carolyn W. & Chang, Jack S.K. & Lu, WeLi
- 33-43 The index fund rationality paradox
by Boldin, Michael & Cici, Gjergji
- 44-54 Managerial rights, use of investment banks, and the wealth effects for acquiring firms' shareholders
by Wang, Weishen & Whyte, Ann Marie
- 55-66 Diversification and Value-at-Risk
by Pérignon, Christophe & Smith, Daniel R.
- 67-76 Irish credit unions: Investigating performance determinants and the opportunity cost of regulatory compliance
by Glass, J. Colin & McKillop, Donal G. & Rasaratnam, Syamarlah
- 77-89 Tight bounds on American option prices
by Chung, San-Lin & Hung, Mao-Wei & Wang, Jr-Yan
- 90-102 Equity fund ownership and the cross-regional diversification of household risk
by Becker, Sascha O. & Hoffmann, Mathias
- 103-115 Conglomerate investment under various capital market conditions
by Yan, An & Yang, Zaihui & Jiao, Jie
- 116-126 The S&P500 index effect reconsidered: Evidence from overnight and intraday stock price performance and volume
by Kappou, Konstantina & Brooks, Chris & Ward, Charles
- 127-138 Efficiency, technical change, and returns to scale in large US banks: Panel data evidence from an output distance function satisfying theoretical regularity
by Feng, Guohua & Serletis, Apostolos
- 139-149 Investor sentiment and the stock market's reaction to monetary policy
by Kurov, Alexander
- 150-162 Financial development and asset valuation: The special case of real estate
by Shahid Ebrahim, M. & Hussain, Sikandar
- 163-173 Is international diversification really beneficial?
by You, Leyuan & Daigler, Robert T.
- 174-183 Information content of options trading volume for future volatility: Evidence from the Taiwan options market
by Chang, Chuang-Chang & Hsieh, Pei-Fang & Wang, Yaw-Huei
- 184-192 The dark side of global integration: Increasing tail dependence
by Beine, Michel & Cosma, Antonio & Vermeulen, Robert
- 193-207 Reputation stretching in mutual fund starts
by Chen, Hsuan-Chi & Lai, Christine W.
- 208-223 Does cross-listing facilitate changes in corporate ownership and control?
by Ayyagari, Meghana & Doidge, Craig
- 224-235 Operational risk and reputation in the financial industry
by Gillet, Roland & Hübner, Georges & Plunus, Séverine
- 236-245 International diversification strategies: Revisited from the risk perspective
by Bai, Ye & Green, Christopher J.
- 246-254 The impact of regulatory reforms on cost structure, ownership and competition in Indian banking
by Zhao, Tianshu & Casu, Barbara & Ferrari, Alessandra
- 255-266 The strategic specialist and imperfect competition in a limit order market
by Dumitrescu, Ariadna
- 267-279 Model risk and capital reserves
by Kerkhof, Jeroen & Melenberg, Bertrand & Schumacher, Hans
2009, Volume 33, Issue 12
- 2175-2184 The capitalization of taxes in bond prices: Evidence from the market for Government of Canada bonds
by Landon, Stuart
- 2185-2198 Bank fragility, "money under the mattress", and long-run growth: US evidence from the "perfect" Panic of 1893
by Ramírez, Carlos D.
- 2199-2206 Segmentation and time-of-day patterns in foreign exchange markets
by Ranaldo, Angelo
- 2207-2217 Firm performance and mutual fund voting
by Ng, Lilian & Wang, Qinghai & Zaiats, Nataliya
- 2218-2226 How loan portfolio diversification affects risk, efficiency and capitalization: A managerial behavior model for Austrian banks
by Rossi, Stefania P.S. & Schwaiger, Markus S. & Winkler, Gerhard
- 2227-2240 Aligning debt and equity claimant interests: Evidence from dual claim investors
by Xu, Xijia
- 2241-2252 Financial instruments with sports betting components: Marketing gimmick or a domain for behavioral finance?
by Breuer, Wolfgang & Hauten, Guido & Kreuz, Claudia
- 2253-2266 Announcements and the effectiveness of monetary policy: A view from the US prime rate
by Kobayashi, Teruyoshi
- 2267-2274 The effect of mergers on credit union performance
by Bauer, Keldon J. & Miles, Linda L. & Nishikawa, Takeshi
- 2275-2281 Intrinsic bubbles and Granger causality in the S&P 500: Evidence from long-term data
by Chen, An-Sing & Cheng, Lee-Young & Cheng, Kuang-Fu
- 2282-2292 Competition in banking: A disequilibrium approach
by Goddard, John & Wilson, John O.S.
- 2293-2300 Consumption smoothing channels in open economies
by Asdrubali, Pierfederico & Kim, Soyoung
- 2301-2311 Cash, investments and asset returns
by Huang, Dayong & Wang, Fang
- 2312-2321 Do financial conglomerates create or destroy value? Evidence for the EU
by van Lelyveld, Iman & Knot, Klaas
- 2322-2332 A re-examination of China's share issue privatization
by Jiang, Guohua & Yue, Heng & Zhao, Longkai
- 2333-2345 Bond risk premia and realized jump risk
by Wright, Jonathan H. & Zhou, Hao
- 2346-2362 Testing for strict stationarity in financial variables
by Kapetanios, George
- 2363-2372 Earnings management and initial public offerings: The case of the depository industry
by Adams, Brian & Carow, Kenneth A. & Perry, Tod
- 2373-2385 Competitive and value effects of bank privatization in developed countries
by Otchere, Isaac
2009, Volume 33, Issue 11
- 1949-1952 Global financial crisis, risk analysis and risk measurement
by Claessens, Stijn & Demirgüç-Kunt, AslI & Moshirian, Fariborz
- 1953-1962 Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08
by Baba, Naohiko & Packer, Frank
- 1963-1972 The effect of exchange rate variability on US shareholder wealth
by Muller, Aline & Verschoor, Willem F.C.
- 1973-1982 Does multinationality matter? Implications of operational hedging for the exchange risk exposure
by Choi, Jongmoo Jay & Jiang, Cao
- 1983-1995 The ADR shadow exchange rate as an early warning indicator for currency crises
by Eichler, Stefan & Karmann, Alexander & Maltritz, Dominik
- 1996-2012 Contagion as a domino effect in global stock markets
by Markwat, Thijs & Kole, Erik & van Dijk, Dick
- 2013-2025 Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS
by Forte, Santiago & Peña, Juan Ignacio
- 2026-2035 Explaining international stock correlations with CPI fluctuations and market volatility
by Cai, Yijie & Chou, Ray Yeutien & Li, Dan
- 2036-2049 A framework for assessing the systemic risk of major financial institutions
by Huang, Xin & Zhou, Hao & Zhu, Haibin
- 2050-2061 Performance and Merton-type default risk of listed banks in the EU: A panel VAR approach
by Koutsomanoli-Filippaki, Anastasia & Mamatzakis, Emmanuel
- 2062-2069 The delegated portfolio management problem: Reputation and herding
by Villatoro, Félix
- 2070-2079 IPOs, clustering, indirect learning and filing independently
by Colaco, Hugh M.J. & Ghosh, Chinmoy & Knopf, John D. & Teall, John L.
- 2080-2092 What explains the low profitability of Chinese banks?
by García-Herrero, Alicia & Gavilá, Sergio & Santabárbara, Daniel
- 2093-2101 How corporate governance affects payout policy under agency problems and external financing constraints
by Chae, Joon & Kim, Sungmin & Lee, Eun Jung
- 2102-2109 The dynamics of short-term mutual fund flows and returns: A time-series and cross-sectional investigation
by Rakowski, David & Wang, Xiaoxin