Journal of Banking & Finance
October 2011, Volume 35, Issue 10
- 2584-2597 Macroeconomic fundamentals, price discovery, and volatility dynamics in emerging bond markets
by Nowak, Sylwia & Andritzky, Jochen & Jobst, Andreas & Tamirisa, Natalia
- 2598-2605 Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels
by Cerqueti, Roy & Costantini, Mauro
- 2606-2626 Should investors include commodities in their portfolios after all? New evidence
by Daskalaki, Charoula & Skiadopoulos, George
- 2627-2636 Strategic incompatibility in ATM markets
by Knittel, Christopher R. & Stango, Victor
- 2637-2656 Portfolio selection with mental accounts and delegation
by Alexander, Gordon J. & Baptista, Alexandre M.
- 2657-2665 Asymmetric herding as a source of asymmetric return volatility
by Park, Beum-Jo
- 2666-2678 Ownership structure, market discipline, and banks' risk-taking incentives under deposit insurance
by Forssbæck, Jens
- 2679-2689 Foreign banks in syndicated loan markets
by Haselmann, Rainer & Wachtel, Paul
- 2690-2703 Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis
by Mougoué, Mbodja & Aggarwal, Raj
- 2704-2718 Selling winners, holding losers: Effect on fund flows and survival of disposition-prone mutual funds
by Singal, Vijay & Xu, Zhaojin
- 2719-2732 Disentangling demand and supply in credit developments: A survey-based analysis for Italy
by Del Giovane, Paolo & Eramo, Ginette & Nobili, Andrea
- 2733-2746 The impact of macroeconomic news on quote adjustments, noise, and informational volatility
by Hautsch, Nikolaus & Hess, Dieter & Veredas, David
- 2747-2760 Ownership structure and tax-friendly dividends
by Henry, Darren
- 2761-2770 Government, taxes and banking crises
by Hasman, Augusto & López, Ángel L. & SamartIín, Margarita
- 2771-2781 Do market capitalization and stocks traded converge? New global evidence
by Narayan, Paresh Kumar & Mishra, Sagarika & Narayan, Seema
- 2782-2790 Nominal and true cost of loan collateral
by Niinimäki, J.-P.
September 2011, Volume 35, Issue 9
- 2189-2196 Asymmetric information and price competition in small business lending
by Liu, Ming-Hua & Margaritis, Dimitris & Tourani-Rad, Alireza
- 2197-2216 The volatility of consumption-based stochastic discount factors and economic cycles
by Nieto, Belén & Rubio, Gonzalo
- 2217-2230 Liquidity and asset pricing: Evidence from the Hong Kong stock market
by Lam, Keith S.K. & Tam, Lewis H.K.
- 2231-2244 Bidders' strategic timing of acquisition announcements and the effects of payment method on target returns and competing bids
by Chen, Sheng-Syan & Chou, Robin K. & Lee, Yun-Chi
- 2245-2251 Momentum or contrarian investment strategies: Evidence from Dutch institutional investors
by de Haan, Leo & Kakes, Jan
- 2252-2266 The 2008 short sale ban: Liquidity, dispersion of opinion, and the cross-section of returns of US financial stocks
by Autore, Don M. & Billingsley, Randall S. & Kovacs, Tunde
- 2267-2281 Multivariate option pricing with time varying volatility and correlations
by Rombouts, Jeroen V.K. & Stentoft, Lars
- 2282-2294 Determinants of start-up firm external financing worldwide
by Nofsinger, John R. & Wang, Weicheng
- 2295-2310 Foreign exchange risk pricing and equity market segmentation in Africa
by Kodongo, Odongo & Ojah, Kalu
- 2311-2318 Sufficient conditions for expected utility to imply drawdown-based performance rankings
by Schuhmacher, Frank & Eling, Martin
- 2319-2329 Optimal VWAP trading under noisy conditions
by Humphery-Jenner, Mark L.
- 2330-2340 Home country bias: Does domestic experience help investors enter foreign markets?
by Abreu, Margarida & Mendes, Victor & Santos, João A.C.
- 2341-2354 Bank M&A: A market power story?
by Hankir, Yassin & Rauch, Christian & Umber, Marc P.
- 2355-2373 Competition among stock exchanges for equity
by Amira, Khaled & Muzere, Mark L.
- 2374-2387 Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX
by Hilal, Sawsan & Poon, Ser-Huang & Tawn, Jonathan
- 2388-2406 Does corporate social responsibility affect the cost of capital?
by El Ghoul, Sadok & Guedhami, Omrane & Kwok, Chuck C.Y. & Mishra, Dev R.
- 2407-2417 Managerial ownership and the disposition effect
by Fu, Richard & Wedge, Lei
- 2418-2428 Implications of bank ownership for the credit channel of monetary policy transmission: Evidence from India
by Bhaumik, Sumon Kumar & Dang, Vinh & Kutan, Ali M.
- 2429-2442 Lending behavior and real estate prices
by Hott, C.
- 2443-2453 Short-sale constraints and price bubbles
by Lim, Bryan Y.
- 2454-2467 The information content of stock splits
by Chen, Honghui & Nguyen, Hoang Huy & Singal, Vijay
- 2468-2478 Convergent synergies in the global market for corporate control
by Madura, Jeff & Ngo, Thanh & Viale, Ariel M.
- 2479-2490 Is the evidence for PPP reliable? A sustainability examination of the stationarity of real exchange rates
by Zhou, Su & Kutan, Ali M.
- 2491-2497 Interest on bank reserves and optimal sweeping
by Dutkowsky, Donald H. & VanHoose, David D.
- 2498-2509 Have community banks reduced home foreclosure rates?
by Fogel, Kathy & Kali, Raja & Yeager, Tim
August 2011, Volume 35, Issue 8
- 1859-1878 Counter-cyclical substitution between trade credit and bank credit
by Huang, Hui & Shi, Xiaojun & Zhang, Shunming
- 1879-1891 Time series analysis for financial market meltdowns
by Kim, Young Shin & Rachev, Svetlozar T. & Bianchi, Michele Leonardo & Mitov, Ivan & Fabozzi, Frank J.
- 1892-1906 An investigation of customer order flow in the foreign exchange market
by Cerrato, Mario & Sarantis, Nicholas & Saunders, Alex
- 1907-1917 Insider trading law enforcement and gross spreads of ADR IPOs
by Chen, Hsuan-Chi & Hao, (Grace) Qing
- 1918-1930 Stockholding: Participation, location, and spillovers
by Christelis, Dimitris & Georgarakos, Dimitris & Haliassos, Michael
- 1931-1940 The cost of debt when all-equity firms raise sfinance: The role of investment opportunities, audit quality and debt maturity
by Lai, Kam-Wah
- 1941-1953 Measuring and explaining the volatility of capital flows to emerging countries
by Broto, Carmen & Díaz-Cassou, Javier & Erce, Aitor
- 1954-1970 Dependence structure and extreme comovements in international equity and bond markets
by Garcia, René & Tsafack, Georges
- 1971-1983 Explaining the idiosyncratic volatility puzzle using Stochastic Discount Factors
by Chabi-Yo, Fousseni
- 1984-2000 A reduced form model of default spreads with Markov-switching macroeconomic factors
by Dionne, Georges & Gauthier, Geneviève & Hammami, Khemais & Maurice, Mathieu & Simonato, Jean-Guy
- 2001-2020 Stock and option market divergence in the presence of noisy information
by Chen, Carl R. & Diltz, J. David & Huang, Ying & Lung, Peter P.
- 2021-2036 Downside risk and the size of credit spreads
by Gemmill, Gordon & Keswani, Aneel
- 2037-2046 A test of the different implications of the overconfidence and disposition hypotheses
by Chou, Robin K. & Wang, Yun-Yi
- 2047-2055 Explaining bank market-to-book ratios: Evidence from 2006 to 2009
by Jordan, Dan J. & Rice, Douglas & Sanchez, Jacques & Wort, Donald H.
- 2056-2069 The comovement of option listed stocks
by Agyei-Ampomah, Sam & Mazouz, Khelifa
- 2070-2083 Gold and the Dollar (and the Euro, Pound, and Yen)
by Pukthuanthong, Kuntara & Roll, Richard
- 2084-2098 Labor unions, bargaining power and corporate bond yield spreads: Structural credit model perspectives
by Chen, Tsung-Kang & Chen, Yan-Shing & Liao, Hsien-Hsing
- 2099-2110 The effect of leverage on the cost of capital of US buyouts
by Groh, Alexander Peter & Gottschalg, Oliver
- 2111-2122 Securitization and the balance sheet channel of monetary transmission
by Aysun, Uluc & Hepp, Ralf
- 2123-2136 The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares
by Cai, Charlie X. & McGuinness, Paul B. & Zhang, Qi
- 2137-2147 A tale of values-driven and profit-seeking social investors
by Derwall, Jeroen & Koedijk, Kees & Ter Horst, Jenke
- 2148-2157 Consumption-based CAPM models: International evidence
by Darrat, Ali F. & Li, Bin & Park, Jung Chul
- 2158-2168 Analyst characteristics, timing of forecast revisions, and analyst forecasting ability
by Kim, Yongtae & Lobo, Gerald J. & Song, Minsup
- 2169-2178 How do lending relationships affect access to credit and loan conditions in microlending?
by Behr, Patrick & Entzian, Annekathrin & Güttler, Andre
- 2179-2187 Bank-specific shocks and the real economy
by Buch, Claudia M. & Neugebauer, Katja
July 2011, Volume 35, Issue 7
- 1599-1609 Firm specific and macro herding by professional and amateur investors and their effects on market volatility
by Venezia, Itzhak & Nashikkar, Amrut & Shapira, Zur
- 1610-1625 Earned/contributed capital, dividend policy, and disclosure quality: An international study
by Brockman, Paul & Unlu, Emre
- 1626-1644 Who is the more overconfident trader? Individual vs. institutional investors
by Chuang, Wen-I & Susmel, Rauli
- 1645-1662 Strategic behavior within families of hedge funds
by Kolokolova, Olga
- 1663-1668 Financial intermediation in the theory of the risk-free rate
by Marini, François
- 1669-1682 Founder CEO management and the long-run investment performance of IPO firms
by Gao, Ning & Jain, Bharat A.
- 1683-1697 Portfolio insurance and prospect theory investors: Popularity and optimal design of capital protected financial products
by Dichtl, Hubert & Drobetz, Wolfgang
- 1698-1713 A closer look at financial development and income distribution
by Gimet, Céline & Lagoarde-Segot, Thomas
- 1714-1726 Long memory in volatility and trading volume
by Fleming, Jeff & Kirby, Chris
- 1727-1735 A comprehensive analysis of the effects of risk measures on bank efficiency: Evidence from emerging Asian countries
by Sun, Lei & Chang, Tzu-Pu
- 1736-1752 Firm survival and financial development: Evidence from a panel of emerging Asian economies
by Tsoukas, Serafeim
- 1753-1761 Do financial markets care about SRI? Evidence from mergers and acquisitions
by Aktas, Nihat & de Bodt, Eric & Cousin, Jean-Gabriel
- 1762-1776 On the characteristics and performance of long-short, market-neutral and bear mutual funds
by Badrinath, S.G. & Gubellini, S.
- 1777-1793 Nonlinearly weighted convex risk measure and its application
by Chen, Zhiping & Yang, Li
- 1794-1810 The impact of corporate social responsibility on the cost of bank loans
by Goss, Allen & Roberts, Gordon S.
- 1811-1823 Omega performance measure and portfolio insurance
by Bertrand, Philippe & Prigent, Jean-luc
- 1824-1842 Recovering copulas from limited information and an application to asset allocation
by Chu, Ba
- 1843-1857 Does debtor protection really protect debtors? Evidence from the small business credit market
by Berger, Allen N. & Cerqueiro, Geraldo & Penas, María F.
June 2011, Volume 35, Issue 6
- 1341-1351 A computational approach to pricing a bank credit line
by Stanhouse, Bryan & Schwarzkopf, Al & Ingram, Matt
- 1352-1366 Product market pricing power, industry concentration and analysts' earnings forecasts
by Datta, Sudip & Iskandar-Datta, Mai & Sharma, Vivek
- 1367-1379 Creditor rights and debt allocation within multinationals
by Akbel, Basak & Schnitzer, Monika
- 1380-1390 Capital requirements under the credit risk-based framework
by Antão, Paula & Lacerda, Ana
- 1391-1398 Credit risk transfer activities and systemic risk: How banks became less risky individually but posed greater risks to the financial system at the same time
by Nijskens, Rob & Wagner, Wolf
- 1399-1414 A Bayesian approach to detecting nonlinear risk exposures in hedge fund strategies
by Giannikis, Dimitrios & Vrontos, Ioannis D.
- 1415-1426 Asset market linkages: Evidence from financial, commodity and real estate assets
by Chan, Kam Fong & Treepongkaruna, Sirimon & Brooks, Robert & Gray, Stephen
- 1427-1435 Risk adjustment and momentum sources
by Wang, Jun & Wu, Yangru
- 1436-1449 Bank size and risk-taking under Basel II
by Hakenes, Hendrik & Schnabel, Isabel
- 1450-1463 When and how US dollar shortages evolved into the full crisis? Evidence from the cross-currency swap market
by Baba, Naohiko & Sakurai, Yuji
- 1464-1476 Ownership, control, and pyramids in Spanish commercial banks
by Azofra, Valentín & Santamaría, Marcos
- 1477-1490 Patterns in payout policy and payout channel choice
by Renneboog, Luc & Trojanowski, Grzegorz
- 1491-1506 Corporate derivatives use and the cost of equity
by Gay, Gerald D. & Lin, Chen-Miao & Smith, Stephen D.
- 1507-1518 Managerial responses to incentives: Control of firm risk, derivative pricing implications, and outside wealth management
by Hodder, James E. & Jackwerth, Jens Carsten
- 1519-1529 Price determinants of Aboriginal art, and its role as an alternative asset class
by Taylor, Dominic & Coleman, Les
- 1530-1540 Volatility components, leverage effects, and the return-volatility relations
by Li, Junye
- 1541-1551 Do ESOPs enhance firm performance? Evidence from China's reform experiment
by Meng, Rujing & Ning, Xiangdong & Zhou, Xianming & Zhu, Hongquan
- 1552-1562 Market discipline, financial crisis and regulatory changes: Evidence from Indonesian banks
by Hadad, Muliaman D. & Agusman, Agusman & Monroe, Gary S. & Gasbarro, Dominic & Zumwalt, James Kenton
- 1563-1580 Does more information in stock price lead to greater or smaller idiosyncratic return volatility?
by Lee, Dong Wook & Liu, Mark H.
- 1581-1597 Comparing different explanations of the volatility trend
by Rubin, Amir & Smith, Daniel R.
May 2011, Volume 35, Issue 5
- 1027-1040 A conditional asset-pricing model with the optimal orthogonal portfolio
by Asgharian, Hossein
- 1041-1056 The role of co-managers in reducing flotation costs: Evidence from seasoned equity offerings
by Jeon, Jin Q. & Ligon, James A.
- 1057-1072 Does the "Bund" dominate price discovery in Euro bond futures? Examining information shares
by Fricke, Christoph & Menkhoff, Lukas
- 1073-1086 Identification of speculative bubbles using state-space models with Markov-switching
by Al-Anaswah, Nael & Wilfling, Bernd
- 1087-1096 Market structure and the pass-through of the federal funds rate
by Adams, Robert M. & Amel, Dean F.
- 1097-1113 Advantageous innovation and imitation in the underwriting market for corporate securities
by Herrera, Helios & Schroth, Enrique
- 1114-1127 Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns
by Mistrulli, Paolo Emilio
- 1128-1142 Investigating sources of unanticipated exposure in industry stock returns
by Bredin, Don & Hyde, Stuart
- 1143-1157 Understanding seasoned equity offerings of Chinese firms
by Bo, Hong & Huang, Zhongnan & Wang, Changyun
- 1158-1169 How accurate is the square-root-of-time rule in scaling tail risk: A global study
by Wang, Jying-Nan & Yeh, Jin-Huei & Cheng, Nick Ying-Pin
- 1170-1178 Can broker-dealer client surveys provide signals for debt investing?
by Andrade, Sandro C. & Barrett, W. Brian
- 1179-1189 The diversification effects of volatility-related assets
by Chen, Hsuan-Chi & Chung, San-Lin & Ho, Keng-Yu
- 1190-1201 Non-parametric frontier estimates of mutual fund performance using C- and L-moments: Some specification tests
by Kerstens, Kristiaan & Mounir, Amine & de Woestyne, Ignace Van
- 1202-1212 Revisiting the expectations hypothesis of the term structure of interest rates
by Bulkley, George & Harris, Richard D.F. & Nawosah, Vivekanand
- 1213-1227 Omitted debt risk, financial distress and the cross-section of expected equity returns
by Aretz, Kevin & Shackleton, Mark B.
- 1228-1238 Financial integration and emerging markets capital structure
by Lucey, Brian M. & Zhang, QiYu
- 1239-1249 The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns
by Akhtar, Shumi & Faff, Robert & Oliver, Barry & Subrahmanyam, Avanidhar
- 1250-1262 On the sources of private information in FX markets
by Moore, Michael J. & Payne, Richard
- 1263-1276 Macroeconomic news, announcements, and stock market jump intensity dynamics
by Rangel, José Gonzalo
- 1277-1290 The rise of risk-based pricing of mortgage interest rates in Italy
by Magri, Silvia & Pico, Raffaella
- 1291-1302 Inherited or earned? Performance of foreign banks in Central and Eastern Europe
by Havrylchyk, Olena & Jurzyk, Emilia
- 1303-1314 Firms' debt-equity decisions when the static tradeoff theory and the pecking order theory disagree
by de Jong, Abe & Verbeek, Marno & Verwijmeren, Patrick
- 1315-1326 Efficiency and risk in European banking
by Fiordelisi, Franco & Marques-Ibanez, David & Molyneux, Phil
- 1327-1340 Ownership structure and risk in publicly held and privately owned banks
by Barry, Thierno Amadou & Lepetit, Laetitia & Tarazi, Amine
April 2011, Volume 35, Issue 4
- 765-767 The future of universal banking
by Kouretas, Georgios P. & Papadopoulos, Athanasios P.
- 768-774 Rethinking the liquidity puzzle: Application of a new measure of the economic money stock
by Kelly, Logan J. & Barnett, William A. & Keating, John W.
- 775-782 The use of bank lines of credit in corporate liquidity management: A review of empirical evidence
by Demiroglu, Cem & James, Christopher
- 783-793 Can pure play internet banking survive the credit crisis?
by Arnold, Ivo J.M. & van Ewijk, Saskia E.
- 794-806 Financial dollarization: The role of foreign-owned banks and interest rates
by Basso, Henrique S. & Calvo-Gonzalez, Oscar & Jurgilas, Marius
- 807-818 Forecasting the fragility of the banking and insurance sectors
by Bernoth, Kerstin & Pick, Andreas
- 819-839 Are foreign banks more profitable than domestic banks? Home- and host-country effects of banking market structure, governance, and supervision
by Chen, Sheng-Hung & Liao, Chien-Chang
- 840-855 Interest rates and bank risk-taking
by Delis, Manthos D. & Kouretas, Georgios P.
- 856-875 Do foreign banks increase competition? Evidence from emerging Asian and Latin American banking markets
by Jeon, Bang Nam & Olivero, María Pía & Wu, Ji
- 876-885 The term structure of banking crisis risk in the United States: A market data based compound option approach
by Eichler, Stefan & Karmann, Alexander & Maltritz, Dominik
- 886-901 Towards a more accurate measure of foreign bank entry and its impact on domestic banking performance: The case of China
by Xu, Ying
- 902-915 The impact of European bank mergers on bidder default risk
by Vallascas, Francesco & Hagendorff, Jens
- 916-934 Cultural influences on home bias and international diversification by institutional investors
by Anderson, Christopher W. & Fedenia, Mark & Hirschey, Mark & Skiba, Hilla
- 935-954 Information verifiability, bank organization, bank competition and bank-borrower relationships
by Kano, Masaji & Uchida, Hirofumi & Udell, Gregory F. & Watanabe, Wako
- 955-965 A theory of optimal expropriation, mergers and industry competition
by Brisley, Neil & Bris, Arturo & Cabolis, Christos
- 966-977 The pricing and performance of leveraged exchange-traded funds
by Charupat, Narat & Miu, Peter
- 978-987 Internal liquidity risk in corporate bond yield spreads
by Chen, Tsung-Kang & Liao, Hsien-Hsing & Tsai, Pei-Ling
- 988-999 An FFT-network for Lévy option pricing
by Wong, Hoi Ying & Guan, Peiqiu
- 1000-1010 Foreign bank entry and firms' access to bank credit: Evidence from China
by Lin, Huidan
- 1011-1025 A factor analysis approach to measuring European loan and bond market integration
by Wagenvoort, Rien J.L.M. & Ebner, André & Morgese Borys, Magdalena
March 2011, Volume 35, Issue 3
- 499-501 Global financial crisis, international financial architecture and regulation
by Moshirian, Fariborz
- 502-511 The global financial crisis and the evolution of markets, institutions and regulation
by Moshirian, Fariborz
- 512-531 Shareholder governance, bondholder governance, and managerial risk-taking
by King, Tao-Hsien Dolly & Wen, Min-Ming
- 532-543 Fire sale acquisitions: Myth vs. reality
by Ang, James & Mauck, Nathan
- 544-559 Interbank market integration, loan rates, and firm leverage
by Popov, Alexander & Ongena, Steven
- 560-571 Competition in banking and the lending channel: Evidence from bank-level data in Asia and Latin America
by Olivero, María Pía & Li, Yuan & Jeon, Bang Nam
- 572-587 International fund investment and local market returns
by Jinjarak, Yothin & Wongswan, Jon & Zheng, Huanhuan
- 588-605 What drives foreign expansion of the top 100 multinational banks? The role of the credit reporting system
by Tsai, Hsiangping & Chang, Yuanchen & Hsiao, Pei-Hsin
- 606-612 The information content of cash dividend announcements in a unique environment
by Al-Yahyaee, Khamis H. & Pham, Toan M. & Walter, Terry S.
- 613-626 Small business groups enhance performance and promote stability, not expropriation. Evidence from French SMEs
by Hamelin, Anaïs
- 627-638 Managing liquidity: Optimal degree of centralization
by Pokutta, Sebastian & Schmaltz, Christian
- 639-652 Estimating exponential affine models with correlated measurement errors: Applications to fixed income and commodities
by Dempster, M.A.H. & Tang, Ke
- 653-669 House prices, non-fundamental components and interstate spillovers: The Australian experience
by Costello, Greg & Fraser, Patricia & Groenewold, Nicolaas
- 670-680 The relationship between asset growth and the cross-section of stock returns
by Gray, Philip & Johnson, Jessica
- 681-697 Contagion risk in the Australian banking and property sectors
by Pais, Amelia & Stork, Philip A.
- 698-708 Pitfalls and remedies in testing the calibration quality of rating systems
by Aussenegg, Wolfgang & Resch, Florian & Winkler, Gerhard
- 709-723 Access to financing and firm growth
by Rahaman, Mohammad M.
- 724-735 Bank size, lending technologies, and small business finance
by Berger, Allen N. & Black, Lamont K.
- 736-751 Does regulation substitute or complement governance?
by Becher, David A. & Frye, Melissa B.
- 752-764 Simultaneous monetary policy announcements and international stock markets response: An intraday analysis
by Hussain, Syed Mujahid
February 2011, Volume 35, Issue 2
- 253-267 The impact of terrorism on financial markets: An empirical study
by Chesney, Marc & Reshetar, Ganna & Karaman, Mustafa
- 268-281 Arbitrage-free credit pricing using default probabilities and risk sensitivities
by Blöchlinger, Andreas
- 282-289 Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure
by Memmel, Christoph
- 290-299 On syndicate composition, corporate structure and the certification effect of credit ratings
by Bosch, Oliver & Steffen, Sascha
- 300-309 Effect of collateral characteristics on bank performance: Evidence from collateralized stocks in Taiwan
by Chen, Anlin & Kao, Lanfeng
- 310-322 The macroeconomic sources of systemic risk in the banking sectors of five new EU member states
by Festic, Mejra & Kavkler, Alenka & Repina, Sebastijan
- 323-330 Bank capital regulation and credit supply
by Hyun, Jung-Soon & Rhee, Byung-Kun
- 331-342 Productivity and efficiency analysis of Shinkin banks: Evidence from bootstrap and Bayesian approaches
by George Assaf, A. & Barros, Carlos P. & Matousek, Roman
- 343-357 Price dispersion in OTC markets: A new measure of liquidity
by Jankowitsch, Rainer & Nashikkar, Amrut & Subrahmanyam, Marti G.
- 358-371 Hierarchical determinants of capital structure
by Kayo, Eduardo K. & Kimura, Herbert
- 372-387 Investment intensity of currencies and the random walk hypothesis: Cross-currency evidence
by Chuluun, Tuugi & Eun, Cheol S. & Kiliç, Rehim
- 388-402 Does deposit insurance improve financial intermediation? Evidence from the Russian experiment
by Chernykh, Lucy & Cole, Rebel A.
- 403-417 International diversification: A copula approach
by Chollete, Lorán & de la Peña, Victor & Lu, Ching-Chih
- 418-429 How do exchange rates co-move? A study on the currencies of five inflation-targeting countries
by Li, Xiao-Ming
- 430-442 Options, short-sale constraints and market efficiency: A new perspective
by Phillips, Blake
- 443-455 Exchange rate expectations and the pricing of Chinese cross-listed stocks
by Eichler, Stefan
- 456-470 Tax avoidance, cost of debt and shareholder activism: Evidence from Korea
by Lim, Youngdeok
- 471-477 Asymmetrical return on equity mean reversion and catering
by Chen, An-Sing & Lin, Shih-Chieh
- 478-489 The high-frequency response of exchange rates to monetary policy actions and statements
by Rosa, Carlo
- 490-497 Information disclosure in credit markets when banks' costs are endogenous
by Van Tassel, Eric
January 2011, Volume 35, Issue 1
- 1-6 A framework for journal assessment: The case of the Journal of Banking & Finance
by Borokhovich, Kenneth A. & Lee, Allissa A. & Simkins, Betty J.
- 7-20 Finance journal rankings and tiers: An Active Scholar Assessment methodology
by Currie, Russell R. & Pandher, Gurupdesh S.
- 21-35 Market discipline of banks: Why are yield spreads on bank-issued subordinated notes and debentures not sensitive to bank risks?
by Balasubramnian, Bhanu & Cyree, Ken B.
- 36-50 Managerial entrenchment, equity payout and capital structure
by Wang, Hao
- 51-66 Specialists as risk managers: The competition between intermediated and non-intermediated markets
by Mao, Wen & Pagano, Michael S.
- 67-81 Future labor income growth and the cross-section of equity returns
by Kim, Dongcheol & Kim, Tong Suk & Min, Byoung-Kyu
- 82-94 The term structure of CD rates and monetary policy transmission
by Nishiyama, Yasuo
- 95-103 Detecting time-variation in corporate bond index returns: A smooth transition regression model
by Chen, XiaoHua & Maringer, Dietmar
- 104-117 Competition, interlisting and market structure in options trading
by Khoury, Nabil & Perrakis, Stylianos & Savor, Marko
- 118-129 Dominant institutional owners and firm value
by Ruiz-Mallorquí, María Victoria & Santana-Martín, Domingo J.
- 130-141 Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?
by Aloui, Riadh & Aïssa, Mohamed Safouane Ben & Nguyen, Duc Khuong
- 142-154 Dynamics of international integration of government securities' markets
by Kumar, Manmohan S. & Okimoto, Tatsuyoshi