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Content
2019, Volume 100, Issue C
2019, Volume 99, Issue C
- 1-20 A non-structural investigation of VIX risk neutral density
by Barletta, Andrea & Santucci de Magistris, Paolo & Violante, Francesco
- 21-44 Collective bargaining and mergers and acquisitions activity around the world
by Ahmad, Muhammad Farooq & Lambert, Thomas
- 45-62 Jump activity analysis for affine jump-diffusion models: Evidence from the commodity market
by Da Fonseca, José & Ignatieva, Katja
- 63-94 Politicians’ promotion incentives and bank risk exposure in China
by Wang, Li & Menkhoff, Lukas & Schröder, Michael & Xu, Xian
- 95-120 Corporate pyramids, geographical distance, and investment efficiency of Chinese state-owned enterprises
by Opie, Wei & Tian, Gary Gang & Zhang, Hong Feng
- 121-141 Credit constraints, firm investment and employment: Evidence from survey data
by García-Posada Gómez, Miguel
- 142-156 Political influence and financial flexibility: Evidence from China
by Gu, Xian & Hasan, Iftekhar & Zhu, Yun
- 157-181 Ultra-fast activity and intraday market quality
by Cartea, Álvaro & Payne, Richard & Penalva, José & Tapia, Mikel
- 182-191 Portfolio sales and signaling
by Bougheas, Spiros & Worrall, Tim
- 192-201 Cash versus card: Payment discontinuities and the burden of holding coins
by Chen, Heng & Huynh, Kim P. & Shy, Oz
- 202-221 Risk mitigation by institutional participants in the secondary market: Evidence from foreign Rule 144A debt market
by Huang, Alan G. & Kalimipalli, Madhu & Nayak, Subhankar & Ramchand, Latha
- 222-236 Do financial crises cleanse the banking industry? Evidence from US commercial bank exits
by Spokeviciute, Laima & Keasey, Kevin & Vallascas, Francesco
- 237-251 Competition and credit procyclicality in European banking
by Leroy, Aurélien & Lucotte, Yannick
- 252-274 Testing for cojumps in high-frequency financial data: An approach based on first-high-low-last prices
by Liao, Yin & Anderson, Heather M.
2019, Volume 98, Issue C
- 1-24 Operational risk and reputation in financial institutions: Does media tone make a difference?
by Barakat, Ahmed & Ashby, Simon & Fenn, Paul & Bryce, Cormac
- 25-38 Stock market development and the financing role of IPOs in acquisitions
by Aktas, Nihat & Andries, Kathleen & Croci, Ettore & Ozdakak, Ali
- 39-60 The effect of pro-environmental preferences on bond prices: Evidence from green bonds
by Zerbib, Olivier David
- 61-79 How persistent are the effects of experience sampling on investor behavior?
by Bradbury, Meike A.S. & Hens, Thorsten & Zeisberger, Stefan
- 80-94 Cross-sectional seasonalities in international government bond returns
by Zaremba, Adam
- 95-107 How do firms value debt capacity? Evidence from mergers and acquisitions
by Ang, James S. & Daher, Mai M. & Ismail, Ahmad K.
- 108-124 Asset growth, style investing, and momentum
by Chou, Pin-Huang & Ko, Kuan-Cheng & Yang, Nien-Tzu
- 125-136 The asymmetric effect of equity volatility on credit default swap spreads
by Lee, Hwang Hee & Hyun, Jung-Soon
- 137-155 A jump-diffusion model for pricing and hedging with margined options: An application to Brent crude oil contracts
by Hilliard, Jimmy E. & Hilliard, Jitka
- 156-169 Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries
by Capelle-Blancard, Gunther & Crifo, Patricia & Diaye, Marc-Arthur & Oueghlissi, Rim & Scholtens, Bert
- 170-182 Senior debt and market discipline: Evidence from bank-to-bank loans
by Francis, Bill & Hasan, Iftekhar & Liu, LiuLing & Wang, Haizhi
- 183-197 Do analysts really anchor? Evidence from credit risk and suppressed negative information
by Ashour, Samar & Hao, (Grace) Qing
- 198-211 Board interlock networks and informed short sales
by Cheng, Shijun & Felix, Robert & Zhao, Yijiang
- 212-229 Upside potential of hedge funds as a predictor of future performance
by Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa O.
2018, Volume 97, Issue C
- 1-19 Managing renewable energy production risk
by Hain, Martin & Schermeyer, Hans & Uhrig-Homburg, Marliese & Fichtner, Wolf
- 20-36 Identifying relationship lending in the interbank market: A network approach
by Kobayashi, Teruyoshi & Takaguchi, Taro
- 37-50 Interorganizational trust and agency costs in credit relationships between savings banks and SMEs
by Hirsch, Bernhard & Nitzl, Christian & Schoen, Matthias
- 51-69 Unobservable systematic risk, economic activity and stock market
by Santis, Roberto A. De
- 70-86 Equity SRI funds vacillate between ethics and money: An analysis of the funds’ stock holding decisions
by Joliet, Robert & Titova, Yulia
- 87-108 Rivals’ competitive activities, capital constraints, and firm growth
by Bergbrant, Mikael C. & Hunter, Delroy M. & Kelly, Patrick J.
- 109-129 Nonconsolidated affiliates, bank capitalization, and risk taking
by Gong, Di & Huizinga, Harry & Laeven, Luc
- 130-141 Macro-financial linkages and heterogeneous non-performing loans projections: An application to Ecuador
by Grigoli, Francesco & Mansilla, Mario & Saldías, Martín
- 142-156 Total attention: The effect of macroeconomic news on market reaction to earnings news
by Chen, Linda H. & Jiang, George J. & Zhu, Kevin X.
- 157-176 Bank opacity and financial crises
by Jungherr, Joachim
- 177-188 International policy coordination for financial regime stability under cross-border externalities
by Park, Sungmin & Kim, Young-Han
- 189-197 The role of information: When is Directors’ and Officers’ insurance value-added?
by Chang, Shih-Chung & Ren, Yayuan & Yeh, Jason
- 198-218 The joint dynamics of sovereign ratings and government bond yields
by El-Shagi, Makram & Schweinitz, Gregor von
- 219-237 An analysis of the Solvency II regulatory framework’s Smith-Wilson model for the term structure of risk-free interest rates
by Jørgensen, Peter Løchte
- 238-256 Is the traditional banking model a survivor?
by Chiorazzo, Vincenzo & D'Apice, Vincenzo & DeYoung, Robert & Morelli, Pierluigi
- 257-269 Asset allocation strategies, data snooping, and the 1 / N rule
by Hsu, Po-Hsuan & Han, Qiheng & Wu, Wensheng & Cao, Zhiguang
- 270-282 Asset market responses to conventional and unconventional monetary policy shocks in the United States
by Claus, Edda & Claus, Iris & Krippner, Leo
- 283-296 Time-series momentum in nearly 100 years of stock returns
by Lim, Bryan Y. & Wang, Jiaguo (George) & Yao, Yaqiong
- 297-317 Accounting quality in banking: The role of regulatory interventions
by Delis, Manthos D. & Hasan, Iftekhar & Iosifidi, Maria & Li, Lingxiang
- 318-334 What makes individual investors exercise early? Empirical evidence from non-tradable fixed-income products
by Eickholt, Mathias & Entrop, Oliver & Wilkens, Marco
- 335-349 Zero leverage and the value in waiting to have debt
by Lotfaliei, Babak
2018, Volume 96, Issue C
- 1-17 A reinforced urn process modeling of recovery rates and recovery times
by Cheng, Dan & Cirillo, Pasquale
- 18-33 Ponzi schemes and the financial sector: DMG and DRFE in Colombia
by Hofstetter, Marc & Mejía, Daniel & Rosas, José Nicolás & Urrutia, Miguel
- 34-55 Corporate social responsibility, investor protection, and cost of equity: A cross-country comparison
by Breuer, Wolfgang & Müller, Torbjörn & Rosenbach, David & Salzmann, Astrid
- 56-72 Country transparency and the global transmission of financial shocks
by Brandao-Marques, Luis & Gelos, Gaston & Melgar, Natalia
- 73-86 Public guarantees to SME borrowing. A RDD evaluation
by de Blasio, Guido & De Mitri, Stefania & D'Ignazio, Alessio & Finaldi Russo, Paolo & Stoppani, Lavinia
- 87-105 Turnover threat and CEO risk-taking behavior in the banking industry
by Chen, Zhongdong & Ebrahim, Alireza
- 106-125 Price discovery in euro area sovereign credit markets and the ban on naked CDS
by Gyntelberg, Jacob & Hördahl, Peter & Ters, Kristyna & Urban, Jörg
- 126-135 A new risk factor based on equity duration
by Mohrschladt, Hannes & Nolte, Sven
- 136-152 Bond covenants and institutional blockholding
by Zhang, Xinde & Zhou, Simiao
- 153-168 Covariance forecasting in equity markets
by Symitsi, Efthymia & Symeonidis, Lazaros & Kourtis, Apostolos & Markellos, Raphael
- 169-184 Social stigma and executive compensation
by Novak, Jiri & Bilinski, Pawel
- 185-206 Smiling twice: The Heston++ model
by Pacati, Claudio & Pompa, Gabriele & Renò, Roberto
- 207-220 Dissecting bidder security returns on payment methods
by Li, Yuanzhi
- 221-235 Disciplinary directors: Evidence from the appointments of outside directors who have fired CEOs
by Cai, Jay & Nguyen, Tu
- 236-248 A clustering approach and a rule of thumb for risk aggregation
by Di Lascio, F. Marta L. & Giammusso, Davide & Puccetti, Giovanni
- 249-267 Does carbon risk matter in firm dividend policy? Evidence from a quasi-natural experiment in an imputation environment
by Balachandran, Balasingham & Nguyen, Justin Hung
- 268-276 Deposit insurance, bank exit, and spillover effects
by Ji, Yang & Bian, Wenlong & Huang, Yiping
- 277-291 Interest rate pass-through since the euro area crisis
by Holton, Sarah & Rodriguez d’Acri, Costanza
- 292-321 The cross-section of expected stock returns in the property/liability insurance industry
by Ben Ammar, Semir & Eling, Martin & Milidonis, Andreas
- 322-343 Banks’ equity stakes and lending: Evidence from a tax reform
by von Beschwitz, Bastian & Foos, Daniel
- 344-354 Financial development and the occurrence of banking crises
by Mathonnat, Clément & Minea, Alexandru
- 355-367 The Twitter myth revisited: Intraday investor sentiment, Twitter activity and individual-level stock return volatility
by Behrendt, Simon & Schmidt, Alexander
- 368-378 Curbing corporate debt bias: Do limitations to interest deductibility work?
by De Mooij, Ruud & Hebous, Shafik
- 379-392 Corporate transparency and reserve management: Evidence from US property-liability insurance companies
by Han, Sangyong & Lai, Gene C. & Ho, Chia-Ling
2018, Volume 95, Issue C
- 1-4 Introduction—special issue on commodity and energy markets in the Journal of Banking and Finance
by Roncoroni, Andrea & Prokopczuk, Marcel & Ronn, Ehud I.
- 5-26 Oil volatility risk and expected stock returns
by Christoffersen, Peter & Pan, Xuhui (Nick)
- 27-43 The impact of commodity benchmarks on derivatives markets: The case of the dated Brent assessment and Brent futures
by Frino, Alex & Ibikunle, Gbenga & Mollica, Vito & Steffen, Tom
- 44-63 Risk factors and their associated risk premia: An empirical analysis of the crude oil market
by Hain, Martin & Uhrig-Homburg, Marliese & Unger, Nils
- 64-81 Speculation, risk aversion, and risk premiums in the crude oil market
by Li, Bingxin
- 82-96 Is food financialized? Yes, but only when liquidity is abundant
by Ordu, Beyza Mina & Oran, Adil & Soytas, Ugur
- 97-111 Dynamic corporate risk management: Motivations and real implications
by Dionne, Georges & Gueyie, Jean-Pierre & Mnasri, Mohamed
- 112-127 The balance sheet effects of oil market shocks: An industry level analysis
by ElFayoumi, Khalid
- 128-147 Equilibrium commodity prices with irreversible investment and non-linear technologies
by Casassus, Jaime & Collin-Dufresne, Pierre & Routledge, Bryan R.
- 148-166 Pricing of long-dated commodity derivatives: Do stochastic interest rates matter?
by Cheng, Benjamin & Nikitopoulos, Christina Sklibosios & Schlögl, Erik
- 167-184 Gas storage valuation under multifactor Lévy processes
by Cummins, Mark & Kiely, Greg & Murphy, Bernard
- 185-202 From the Samuelson volatility effect to a Samuelson correlation effect: An analysis of crude oil calendar spread options
by Schneider, Lorenz & Tavin, Bertrand
- 203-216 A space-time random field model for electricity forward prices
by Benth, Fred Espen & Paraschiv, Florentina
- 217-230 Risk-optimized pooling of intermittent renewable energy sources
by Gersema, Gerke & Wozabal, David
- 231-243 Cross-commodity news transmission and volatility spillovers in the German energy markets
by Green, Rikard & Larsson, Karl & Lunina, Veronika & Nilsson, Birger
- 244-254 Optimal forward trading and battery control under renewable electricity generation
by Hinz, Juri & Yee, Jeremy
2018, Volume 94, Issue C
- 1-15 Labor law and innovation revisited
by Francis, Bill B. & Kim, Incheol & Wang, Bin & Zhang, Zhengyi
- 16-34 Distilling liquidity costs from limit order books
by Amaya, Diego & Filbien, Jean-Yves & Okou, Cédric & Roch, Alexandre F.
- 35-53 Consumer preferences for payment methods: Role of discounts and surcharges
by Stavins, Joanna
- 54-74 Do capital markets value corporate social responsibility? Evidence from seasoned equity offerings
by Feng, Zhi-Yuan & Chen, Carl R. & Tseng, Yen-Jung
- 75-88 About the fear of reputational loss: Social trading and the disposition effect
by Pelster, Matthias & Hofmann, Annette
- 89-106 A prudential stable funding requirement and monetary policy in a small open economy
by Jacob, Punnoose & Munro, Anella
- 107-117 Inter-market competition and bank loan spreads: Evidence from the securities offering reform
by Gustafson, Matthew T.
- 118-130 Real estate as a common risk factor in bank stock returns
by Carmichael, Benoît & Coën, Alain
- 131-151 Portfolio selection with proportional transaction costs and predictability
by Mei, Xiaoling & Nogales, Francisco J.
- 152-165 The impacts of asymmetric information and short sales on the illiquidity risk premium in the stock option market
by Lin, Zih-Ying & Chang, Chuang-Chang & Wang, Yaw-Huei
- 166-184 Mutual fund herding and stock price crashes
by Deng, Xin & Hung, Shengmin & Qiao, Zheng
- 185-207 Financial distress, refinancing, and debt structure
by Dudley, Evan & Yin, Qie Ellie
- 208-220 Analysts’ reinitiations of coverage and market underreaction
by Philippot, Aurélien
- 235-250 Default probabilities of privately held firms
by Duan, Jin-Chuan & Kim, Baeho & Kim, Woojin & Shin, Donghwa
- 251-266 How do firms respond to empty creditor holdout in distressed exchanges?
by Narayanan, Rajesh & Uzmanoglu, Cihan
- 267-278 Sector spillovers in credit markets
by Collet, Jerome & Ielpo, Florian
- 279-296 Financial illiteracy and mortgage refinancing decisions
by Bajo, Emanuele & Barbi, Massimiliano
- 297-314 Hidden effects of bank recapitalizations
by Beccalli, Elena & Frantz, Pascal & Lenoci, Francesca
- 315-336 Differences in options investors’ expectations and the cross-section of stock returns
by Andreou, Panayiotis C. & Kagkadis, Anastasios & Philip, Dennis & Tuneshev, Ruslan
- 337-350 Organizational form, business strategies and the demise of demutualized building societies in the UK
by Shiwakoti, Radha K. & Iqbal, Abdullah & Funnell, Warwick
2018, Volume 93, Issue C
- 1-20 Firm size effects in trade credit supply and demand
by Lawrenz, Jochen & Oberndorfer, Julia
- 21-32 Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics
by Chen, Cathy Yi-Hsuan & Chiang, Thomas C. & Härdle, Wolfgang Karl
- 33-40 Does your hedge fund manager smooth returns intentionally or inadvertently?
by Kim, Tae Yoon & Lee, Hee Soo
- 41-53 Risk and performance of bonds sponsored by private equity firms
by Cao, Xiaping & Chan, Konan & Kahle, Kathleen
- 54-70 Effects of government bailouts on mortgage modification
by Agarwal, Sumit & Zhang, Yunqi
- 71-91 The risk-taking channel of monetary policy transmission in the euro area
by Neuenkirch, Matthias & Nöckel, Matthias
- 92-104 Value at risk and expected shortfall based on Gram-Charlier-like expansions
by Zoia, Maria Grazia & Biffi, Paola & Nicolussi, Federica
- 105-126 Does CEO bias escalate repurchase activity?
by Banerjee, Suman & Humphery-Jenner, Mark & Nanda, Vikram
- 127-138 Bank size and market value: The role of direct monitoring and delegation costs
by Avramidis, Panagiotis & Cabolis, Christos & Serfes, Konstantinos
- 139-150 Agency problems in firms with an even number of directors: Evidence from China
by He, Wen & Luo, Jin-hui
- 151-161 The competitive effect of a bank megamerger on credit supply
by Fraisse, Henri & Hombert, Johan & Lé, Mathias
- 162-182 Endogenous scope economies in microfinance institutions
by Malikov, Emir & Hartarska, Valentina
- 183-197 Estimating risk-return relations with analysts price targets
by Wu, Liuren
- 198-212 Public health insurance and household portfolio Choices: Unravelling financial “Side Effects” of Medicare
by Angrisani, Marco & Atella, Vincenzo & Brunetti, Marianna
- 213-229 Credit risk in European banks: The bright side of the internal ratings based approach
by Cucinelli, Doriana & Battista, Maria Luisa Di & Marchese, Malvina & Nieri, Laura
- 230-246 Sovereign credit spreads under good/bad governance
by Jeanneret, Alexandre
2018, Volume 92, Issue C
- 1-12 House price, loan-to-value ratio and credit risk
by Bian, Xun & Lin, Zhenguo & Liu, Yingchun
- 13-34 It pays to partner with a firm that writes annual reports well✰
by Baxamusa, Mufaddal & Jalal, Abu & Jha, Anand
- 35-50 Balance sheet strength and bank lending: Evidence from the global financial crisis
by Kapan, Tümer & Minoiu, Camelia
- 51-66 Hedge fund vs. non-hedge fund institutional demand and the book-to-market effect
by Caglayan, Mustafa Onur & Celiker, Umut & Sonaer, Gokhan
- 67-80 Anticorruption regulation and firm value: Evidence from a shock of mandated resignation of directors in China
by Xu, Yongxin
- 81-99 A tale of two uncertainties
by Choi, Hae Mi
- 100-114 Talking Numbers: Technical versus fundamental investment recommendations
by Avramov, Doron & Kaplanski, Guy & Levy, Haim
- 115-129 Allergy onset and local investor distraction
by Pantzalis, Christos & Ucar, Erdem
- 130-145 Financial market Volatility, macroeconomic fundamentals and investor Sentiment
by (Jeremy) Chiu, Ching-wai & Harris, Richard D.F. & Stoja, Evarist & Chin, Michael
- 146-167 Political donations and political risk in the UK: Evidence from a closely-fought election
by Acker, Daniella & Orujov, Ayan & Simpson, Helen
- 168-181 Subjective financial literacy and retail investors’ behavior
by Bellofatto, Anthony & D’Hondt, Catherine & De Winne, Rudy
- 182-194 Employment protection and corporate cash holdings: Evidence from China's labor contract law
by Cui, Chenyu & John, Kose & Pang, Jiaren & Wu, Haibin
- 195-215 Industry expert directors
by Drobetz, Wolfgang & von Meyerinck, Felix & Oesch, David & Schmid, Markus
- 216-236 Pricing convertible bonds
by Batten, Jonathan A. & Khaw, Karren Lee-Hwei & Young, Martin R.
- 237-256 The informational role of options markets: Evidence from FOMC announcements
by Du, Brian & Fung, Scott & Loveland, Robert
- 257-268 Institutional and individual investors: Saving for old age
by Ongena, Steven & (Ania) Zalewska, Anna
- 269-279 Intergenerational risk sharing under loss averse preferences
by Boes, Mark-Jan & Siegmann, Arjen
- 280-294 Control thyself: Self-control failure and household wealth
by Biljanovska, Nina & Palligkinis, Spyros
- 295-310 It takes two to Tango: Households’ response to financial advice and the role of financial literacy
by Stolper, Oscar
- 311-322 Made poorer by choice: Worker outcomes in social security vs. private retirement accounts
by Ahmed, Javed & Barber, Brad M. & Odean, Terrance
- 323-339 East or west, home is best: The birthplace bias of individual investors
by Lindblom, Ted & Mavruk, Taylan & Sjögren, Stefan
- 340-357 Reprint of: Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives
by Boubaker, Sabri & Gounopoulos, Dimitrios & Nguyen, Duc Khuong & Paltalidis, Nikos
- 358-368 Mutual fund performance, management teams, and boards
by Adams, John C. & Nishikawa, Takeshi & Rao, Ramesh P.
2018, Volume 91, Issue C
- 1-18 Herding in analysts’ recommendations: The role of media
by Frijns, Bart & Huynh, Thanh D.
- 19-33 Skill or effort? Institutional ownership and managerial efficiency
by Baghdadi, Ghasan A. & Bhatti, Ishaq M. & Nguyen, Lily H.G. & Podolski, Edward J.
- 34-48 The effect of supranational banking supervision on the financial sector: Event study evidence from Europe
by Loipersberger, Florian
- 49-69 Qualitative similarity and stock price comovement
by Box, Travis
- 70-85 What's the value of a TBTF guaranty? Evidence from the G-SII designation for insurance companies✰
by Dewenter, Kathryn L. & Riddick, Leigh A.
- 86-105 The relation between religiosity and private bank outcomes
by Cantrell, Brett W. & Yust, Christopher G.
- 106-118 Awareness, determinants and value of reputation risk management: Empirical evidence from the banking and insurance industry
by Heidinger, Dinah & Gatzert, Nadine
- 119-132 A network approach to unravel asset price comovement using minimal dependence structure
by de Carvalho, Pablo Jose Campos & Gupta, Aparna
- 133-145 Unbiased estimation of risk
by Pitera, Marcin & Schmidt, Thorsten
- 146-159 The spillover effect of enforcement actions on bank risk-taking
by Caiazza, Stefano & Cotugno, Matteo & Fiordelisi, Franco & Stefanelli, Valeria
- 160-175 Credit risk modelling under recessionary and financially distressed conditions
by Dendramis, Y. & Tzavalis, E. & Adraktas, G.
- 176-188 Exposure at default modeling – A theoretical and empirical assessment of estimation approaches and parameter choice
by Gürtler, Marc & Hibbeln, Martin Thomas & Usselmann, Piet
- 189-201 Loss given default adjusted workout processes for leases
by Miller, Patrick & Töws, Eugen
2018, Volume 90, Issue C
- 1-16 Why European banks are less profitable than U.S. banks: A decomposition approach
by Feng, Guohua & Wang, Chuan
- 17-31 Investor sentiment and price discovery: Evidence from the pricing dynamics between the futures and spot markets
by Lin, Chu-Bin & Chou, Robin K. & Wang, George H.K.
- 32-49 The time horizon of price responses to quantitative easing
by Mamaysky, Harry
- 50-63 The performance effects of gender diversity on bank boards
by Owen, Ann L. & Temesvary, Judit
- 64-75 Bank liquidity creation and recessions
by Chatterjee, Ujjal K.
- 76-95 Peer effects, personal characteristics and asset allocation
by Zhang, Annie C. & Fang, Jiali & Jacobsen, Ben & Marshall, Ben R.
- 96-112 Dealing with dealers: Sovereign CDS comovements
by Antón, Miguel & Mayordomo, Sergio & Rodríguez‐Moreno, María
- 113-130 Robust trading for ambiguity-averse insiders
by Vitale, Paolo
- 131-145 Internal capital market practices of multinational banks evidence from south africa
by Pelletier, Adeline
- 146-158 Detecting abnormal changes in credit default swap spreads using matching-portfolio models
by Bertoni, Fabio & Lugo, Stefano
2018, Volume 89, Issue C
- 1-13 The impact of share pledging regulations on stock trading and firm valuation
by Wang, Yu-Chun & Chou, Robin K.
- 14-25 Macroeconomic variable selection for creditor recovery rates
by Nazemi, Abdolreza & Fabozzi, Frank J.
- 26-38 Evaluation of academic finance conferences
by Kerl, Alexander & Miersch, Enrico & Walter, Andreas
- 39-58 Buyouts under the threat of preemption
by Tarsalewska, Monika
- 59-77 Institutional trading and asset pricing
by Frijns, Bart & Huynh, Thanh D. & Tourani-Rad, Alireza & Westerholm, P. Joakim
- 78-93 The objective function of government-controlled banks in a financial crisis
by Ogura, Yoshiaki
- 94-104 Bank's interest rate risk and profitability in a prolonged environment of low interest rates
by Chaudron, Raymond F.D.D.
- 105-124 The invisible hand of internal markets in mutual fund families
by Goncalves-Pinto, Luis & Sotes-Paladino, Juan & Xu, Jing
- 125-137 Peer performance and earnings management
by Du, Qianqian & Shen, Rui
- 138-149 Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity
by Brandtner, Mario
- 150-168 Organization capital, labor market flexibility, and stock returns around the world
by Leung, Woon Sau & Mazouz, Khelifa & Chen, Jie & Wood, Geoffrey
- 169-191 State history, legal adaptability and financial development
by Ang, James B. & Fredriksson, Per G.
- 192-208 Operating performance and aggressive trade credit policies
by Box, Travis & Davis, Ryan & Hill, Matthew & Lawrey, Chris
- 209-224 Learning about noise
by Marmora, Paul & Rytchkov, Oleg
- 225-236 Financial market illiquidity shocks and macroeconomic dynamics: Evidence from the UK
by Ellington, Michael
- 237-248 Monetary stimulation, bank relationship and innovation: Evidence from China
by Zheng, Gaoping & Wang, Shuxun & Xu, Yongxin
- 249-265 Market states, sentiment, and momentum in the corporate bond market
by Li, Lifang & Galvani, Valentina
2018, Volume 88, Issue C
- 1-14 Trading efficiency of fund families: Impact on fund performance and investment behavior
by Cici, Gjergji & Dahm, Laura K. & Kempf, Alexander
- 15-29 Financial literacy and participation in the derivatives markets
by Hsiao, Yu-Jen & Tsai, Wei-Che
- 30-43 Short selling around the expiration of IPO share lockups
by Gibbs, Michael & Hao, (Grace) Qing
- 44-51 Are gold and silver cointegrated? New evidence from quantile cointegrating regressions
by Schweikert, Karsten
- 52-62 Loss aversion around the world: Empirical evidence from pension funds
by Xie, Yuxin & Hwang, Soosung & Pantelous, Athanasios A.
- 63-75 The state dependent impact of bank exposure on sovereign risk
by Podstawski, Maximilian & Velinov, Anton
- 76-96 What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?
by Kaminska, Iryna & Liu, Zhuoshi & Relleen, Jon & Vangelista, Elisabetta
- 97-112 How much is too much? Large termination fees and target distress
by Neyland, Jordan & Shekhar, Chander
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