Journal of Banking & Finance

1977 - 2013

Edited by Ike Mathur

from Elsevier
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Volume 37, issue 3, 2013

Hedge fund liquidity and performance: Evidence from the financial crisis pp. 671-692

Nic Schaub and Markus Schmid

Valuation and systemic risk consequences of bank opacity pp. 693-706

Jeffrey S. Jones, Wayne Y. Lee and Timothy J. Yeager

The investment strategies of publicly sponsored venture capital funds pp. 707-716

Luigi Buzzacchi, Giuseppe Scellato and Elisa Ughetto

Capital inflows and asset prices: Evidence from emerging Asia pp. 717-729

Peter Tillmann

The performance of banks around the receipt and repayment of TARP funds: Over-achievers versus under-achievers pp. 730-746

Marcia Millon Cornett, Lei Li and Hassan Tehranian

Strategic loan defaults and coordination: An experimental analysis pp. 747-760

Stefan T. Trautmann and Razvan Vlahu

Bank capital buffer and portfolio risk: The influence of business cycle and revenue diversification pp. 761-772

Jeungbo Shim

Systemic risk and diversification across European banks and insurers pp. 773-785

Jan Frederik Slijkerman, Dirk Schoenmaker and Casper G. de Vries

The structure and degree of dependence: A quantile regression approach pp. 786-798

Dirk G. Baur

Bank stability and managerial compensation pp. 799-813

Gang Bai and Elyas Elyasiani

The impact of technical defaults on dividend policy pp. 814-823

Laarni Bulan and Tyler Hull

Can position limits restrain ‘rogue’ trading? pp. 824-836

Rhys ap Gwilym and M. Shahid Ebrahim

Estimating non-linear serial and cross-interdependence between financial assets pp. 837-846

Marcelo Brutti Righi and Paulo Sergio Ceretta

On the role of the estimation error in prediction of expected shortfall pp. 847-853

Carl Lönnbark

Management quality and the cost of debt: Does management matter to lenders? pp. 854-874

Mohammad M. Rahaman and Ashraf Al Zaman

Are banks too big to fail or too big to save? International evidence from equity prices and CDS spreads pp. 875-894

Asli Demirguc-Kunt and Harry P. Huizinga

The interest group theory of financial development: Evidence from regulation pp. 895-906

David Hauner, Alessandro Prati and Cagatay Bircan

Real exchange rate adjustment in European transition countries pp. 907-926

Florin G. Maican and Richard J. Sweeney

Loan managers’ trust and credit access for SMEs pp. 927-936

Andrea Moro and Matthias Fink

Investor protection and cash holdings: Evidence from US cross-listing pp. 937-951

Ying Huang, Susan Elkinawy and Pankaj K. Jain

Multinational banking and the international transmission of financial shocks: Evidence from foreign bank subsidiaries pp. 952-972

Bang Nam Jeon, Maria Pia Olivero and Ji Wu

A leverage ratio rule for capital adequacy pp. 973-976

Robert A Jarrow

CVaR sensitivity with respect to tail thickness pp. 977-988

Stoyan V. Stoyanov, Svetlozar T. Rachev and Frank J. Fabozzi

Choosing how to pay: The influence of foreign backgrounds pp. 989-998

Anneke Kosse and David-Jan Jansen

Stock return volatility, operating performance and stock returns: International evidence on drivers of the ‘low volatility’ anomaly pp. 999-1017

Tanuj Dutt and Mark Laurence Humphery-Jenner

Pricing securities with multiple risks: A case of exchangeable debt pp. 1018-1028

Ravi S. Mateti, Shantaram P. Hegde and Tribhuvan Puri

Internal capital markets and the partial adjustment of leverage pp. 1029-1039

Stephen G. Fier, Kathleen A. McCullough and James M. Carson

Reject inference in consumer credit scoring with nonignorable missing data pp. 1040-1045

Michael Bücker, Maarten van Kampen and Walter Krämer

Inference in asset pricing models with a low-variance factor pp. 1046-1060

Shang, Hua (Helen)

Forecasting the size premium over different time horizons pp. 1061-1072

Valeriy Zakamulin

Explaining share price disparity with parameter uncertainty: Evidence from Chinese A- and H-shares pp. 1073-1083

Tsz-Kin Chung, Cho-Hoi Hui and Ka-Fai Li

The expectations hypothesis: New hope or illusory support? pp. 1084-1092

Boonlert Jitmaneeroj and Andrew Wood

Foreign currency borrowing by small firms in emerging markets: When domestic banks intermediate dollars pp. 1093-1107

Nada Mora, Simon Neaime and Sebouh Aintablian

US presidential elections and implied volatility: The role of political uncertainty pp. 1108-1117

John W. Goodell and Sami Vähämaa

Volume 37, issue 2, 2013

Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system pp. 227-240

Guglielmo Maria Caporale and Alessandro Girardi

Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009 pp. 241-256

Zhuoshi Liu and Peter Damian Spencer

Control considerations, creditor monitoring, and the capital structure of family firms pp. 257-272

Thomas Schmid

Seasonality and the valuation of commodity options pp. 273-290

Janis Back, Marcel Prokopczuk and Markus Rudolf

Dynamics of retail-bank branching in Antwerp (Belgium) 1991–2006: Evidence from micro-geographic data pp. 291-304

Marieke Huysentruyt, Eva Lefevere and Carlo Menon

Portfolio selection: An extreme value approach pp. 305-323

Francis Joseph DiTraglia and Jeffrey R. Gerlach

Product market competition and credit risk pp. 324-340

Hsing-Hua Huang and Han-Hsing Lee

Staggered boards, corporate opacity and firm value pp. 341-360

Augustine Duru, Dechun Wang and Yijiang Zhao

Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach pp. 361-377

Heni Boubaker and Nadia Sghaier

Market incompleteness and the equity premium puzzle: Evidence from state-level data pp. 378-388

Kris Jacobs, Stephane Pallage and Michel A. Robe

No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth pp. 389-402

Caroline Jardet, Alain Monfort and Fulvio Pegoraro

Liquidity uncertainty and intermediation pp. 403-414

Ioannis Lazopoulos

Ironing out the kinks in executive compensation: Linking incentive pay to average stock prices pp. 415-432

Yisong S. Tian

Islamic vs. conventional banking: Business model, efficiency and stability pp. 433-447

Thorsten Beck, Asli Demirguc-Kunt and Ouarda Merrouche

Incomplete information, idiosyncratic volatility and stock returns pp. 448-462

Tony Berrada and Julien Hugonnier

Measuring time-varying financial market integration: An unobserved components approach pp. 463-473

Tino Berger and Lorenzo Pozzi

Asset liquidity, corporate investment, and endogenous financing costs pp. 474-489

Christian Riis Flor and Stefan Hirth

Rescue packages and bank lending pp. 490-505

Michael Brei, Leonardo Gambacorta and Goetz von Peter

Turkish bank efficiency: Bayesian estimation with undesirable outputs pp. 506-517

A. George Assaf, Roman Matousek and Efthymios Mike Tsionas

The world price of jump and volatility risk pp. 518-536

Joost Driessen and Pascal Maenhout

Hedge funds, CDOs and the financial crisis: An empirical investigation of the “Magnetar trade” pp. 537-548

Thomas Mählmann

Capital structure, executive compensation, and investment efficiency pp. 549-562

Assaf Eisdorfer, Carmelo Giaccotto and Reilly White

The impact of sovereign rating actions on bank ratings in emerging markets pp. 563-577

Gwion Williams, Rasha Alsakka and Owain ap Gwilym

Fuzzy logic, trading uncertainty and technical trading pp. 578-586

Nikola Gradojevic and Ramazan Gencay

Financial systemic risk: Taxation or regulation? pp. 587-596

Donato Masciandaro and Francesco Passarelli

What determines corporate pension fund risk-taking strategy? pp. 597-613

Heng An, Zhaodan Huang and Ting Zhang

Impact of FDICIA internal controls on bank risk taking pp. 614-624

Justin Yiqiang Jin, Kiridaran Kanagaretnam, Gerald J. Lobo and Robert Mathieu

Commonalities in investment strategy and the determinants of performance in mutual fund mergers pp. 625-635

Ethan Namvar and Blake Phillips

Strategic loan modification: An options-based response to strategic default pp. 636-647

Sanjiv R. Das and Ray Meadows

International portfolio selection with exchange rate risk: A behavioural portfolio theory perspective pp. 648-659

Chonghui Jiang, Yongkai Ma and Yunbi An

Does foreign institutional ownership increase return volatility? Evidence from China pp. 660-669

Zhian Chen, Jinmin Du, Donghui Li and Rui Ouyang

Volume 37, issue 1, 2013

Bank dividends, risk, and regulatory regimes pp. 1-10

Angelos Kanas

Liquidity commonality in commodities pp. 11-20

Ben R. Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti

Effects of debt collection practices on loss given default pp. 21-31

Chulwoo Han and Youngmin Jang

Buyback behavior of initial public offering firms pp. 32-42

Sheng-Syan Chen, Kim Wai Ho, Chia-Wei Huang and Yanzhi Wang

Asset financing with credit risk pp. 43-59

Steven Golbeck and Vadim Linetsky

Individual investor perceptions and behavior during the financial crisis pp. 60-74

Arvid O.. Hoffmann, Thomas Post and Joost M.E. Pennings

The evolution of cost-productivity and efficiency among US credit unions pp. 75-88

David C. Wheelock and Paul W. Wilson

Do star analysts know more firm-specific information? Evidence from China pp. 89-102

Nianhang Xu, Kam C. Chan, Xuanyu Jiang and Zhihong Yi

A perspective on the symptoms and causes of the financial crisis pp. 103-117

Ricardo Cabral

Scale economies and input price elasticities in microfinance institutions pp. 118-131

Valentina Hartarska, Xuan Shen and Roy Mersland

Revisiting asset pricing under habit formation in an overlapping-generations economy pp. 132-138

Sei-Wan Kim, Joshua Krausz and Kiseok Nam

Dynamic hedge fund portfolio construction: A semi-parametric approach pp. 139-149

Richard D. F. Harris and Murat Mazibas

Forecasting metal prices: Do forecasters herd? pp. 150-158

Christian Pierdzioch, Jan-Christoph Rülke and Georg Stadtmann

R&D sensitivity to asset sale proceeds: New evidence on financing constraints and intangible investment pp. 159-173

Ginka Borisova and James R. Brown

Multi-stage product development with exploration, value-enhancing, preemptive and innovation options pp. 174-190

Nicos Koussis, Spiros H. Martzoukos and Lenos Trigeorgis

Static hedging and pricing American knock-in put options pp. 191-205

San-Lin Chung, Pai-Ta Shih and Wei-Che Tsai

Oil price dynamics, macro-finance interactions and the role of financial speculation pp. 206-226

Claudio Morana