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Journal of Banking & Finance

1977 - 2017

Current editor(s): Ike Mathur

From Elsevier
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Volume 36, issue 12, 2012

Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy pp. 3125-3132 Downloads
Bruce Arnold, Claudio Borio, Luci Ellis and Fariborz Moshirian
Stress testing credit risk: The Great Depression scenario pp. 3133-3149 Downloads
Simone Varotto
Short-term wholesale funding and systemic risk: A global CoVaR approach pp. 3150-3162 Downloads
Germán López-Espinosa, Antonio Moreno, Antonio Rubia and Laura Valderrama
Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy pp. 3163-3184 Downloads
Massimiliano Affinito
Market-specific and currency-specific risk during the global financial crisis: Evidence from the interbank markets in Tokyo and London pp. 3185-3196 Downloads
Shin-ichi Fukuda
Banking risk and regulation: Does one size fit all? pp. 3197-3212 Downloads
Jeroen Klomp and Jakob de Haan
Risk management, corporate governance, and bank performance in the financial crisis pp. 3213-3226 Downloads
Vincent Aebi, Gabriele Sabato and Markus Schmid
Short-horizon regulation for long-term investors pp. 3227-3238 Downloads
Zhen Shi and Bas J.M. Werker
A public good approach to credit ratings – From concept to reality pp. 3239-3247 Downloads
Jin-Chuan Duan and Elisabeth Van Laere
Going overboard? On busy directors and firm value pp. 3248-3259 Downloads
George D. Cashman, Stuart L. Gillan and Chulhee Jun
Credit risk transfer in U.S. commercial banks: What changed during the 2007–2009 crisis? pp. 3260-3273 Downloads
Mascia Bedendo and Brunella Bruno
Liquidity risk and stock returns around the world pp. 3274-3288 Downloads
Samuel Xin Liang and John K.C. Wei
Stock salience and the asymmetric market effect of consumer sentiment news pp. 3289-3301 Downloads
Shumi Akhtar, Robert Faff, Barry Oliver and Avanidhar Subrahmanyam
Best-performing US mutual fund families from 1993 to 2008: Evidence from a novel two-stage DEA model for efficiency decomposition pp. 3302-3317 Downloads
I.M. Premachandra, Joe Zhu, John Watson and Don Galagedera
CEO compensation, family control, and institutional investors in Continental Europe pp. 3318-3335 Downloads
Ettore Croci, Halit Gonenc and Neslihan Ozkan
Market concentration and the likelihood of financial crises pp. 3336-3345 Downloads
Lucas Bretschger, Vivien Kappel and Therese Werner
Classified boards, the cost of debt, and firm performance pp. 3346-3365 Downloads
Dong Chen
The relationship between banking market competition and risk-taking: Do size and capitalization matter? pp. 3366-3381 Downloads
Benjamin Tabak, Dimas Fazio and Daniel Cajueiro
Downside risk aversion, fixed-income exposure, and the value premium puzzle pp. 3382-3398 Downloads
Guido Baltussen, Gerrit T. Post and Pim Vliet
Financial literacy, information flows, and caste affiliation: Empirical evidence from India pp. 3399-3414 Downloads
Werner Bönte and Ute Filipiak
High-frequency financial data modeling using Hawkes processes pp. 3415-3426 Downloads
V. Chavez-Demoulin and J.A. McGill
Firm growth type and capital structure persistence pp. 3427-3443 Downloads
Xueping Wu and Chau Kin Au Yeung
Credit spread interdependencies of European states and banks during the financial crisis pp. 3444-3468 Downloads
Adrian Alter and Yves Schüler
Why do firms issue private equity repeatedly? On the motives and information content of multiple PIPE offerings pp. 3469-3481 Downloads
Ioannis V. Floros and Travis R.A. Sapp

Volume 36, issue 11, 2012

Trade credit, cash holdings, and financial deepening: Evidence from a transitional economy pp. 2868-2883 Downloads
Wenfeng Wu, Oliver Rui and Chongfeng Wu
Why are convertible bond announcements associated with increasingly negative issuer stock returns? An arbitrage-based explanation pp. 2884-2899 Downloads
Eric Duca, Marie Dutordoir, Chris Veld and Patrick Verwijmeren
Corporate taxes, strategic default, and the cost of debt pp. 2900-2916 Downloads
Ali Nejadmalayeri and Manohar Singh
Government ownership and corporate governance: Evidence from the EU pp. 2917-2934 Downloads
Ginka Borisova, Paul Brockman, Jesus M. Salas and Andrey Zagorchev
Corruption, growth, and governance: Private vs. state-owned firms in Vietnam pp. 2935-2948 Downloads
Thuy Nguyen and Mathijs van Dijk
Foreign bank entry, credit allocation and lending rates in emerging markets: Empirical evidence from Poland pp. 2949-2959 Downloads
Hans Degryse, Olena Havrylchyk, Emilia Jurzyk and Sylwester Kozak
Financial crisis, structure and reform pp. 2960-2973 Downloads
Franklin Allen, Xian Gu and Oskar Kowalewski
Do return prediction models add economic value? pp. 2974-2987 Downloads
Tolga Cenesizoglu and Allan Timmermann
Analyzing interest rate risk: Stochastic volatility in the term structure of government bond yields pp. 2988-3007 Downloads
Nikolaus Hautsch and Yangguoyi Ou
Size and earnings volatility of US bank holding companies pp. 3008-3016 Downloads
Jakob de Haan and Tigran Poghosyan
The effect of information sharing between lenders on access to credit, cost of credit, and loan performance – Evidence from a credit registry introduction pp. 3017-3032 Downloads
Patrick Behr and Simon Sonnekalb
Intraday technical analysis of individual stocks on the Tokyo Stock Exchange pp. 3033-3047 Downloads
Ryuichi Yamamoto
The response of the external finance premium in Asian corporate bond markets to financial characteristics, financial constraints and two financial crises pp. 3048-3059 Downloads
Paul Mizen and Serafeim Tsoukas
Mutual fund flows, expected returns, and the real economy pp. 3060-3070 Downloads
Stephan Jank
Estimating the cost of capital with basis assets pp. 3071-3079 Downloads
Stephen Brown, Paul Lajbcygier and Woon Weng Wong
Are there arbitrage gaps in the UK gilt strips market? pp. 3080-3090 Downloads
Seth Armitage, Shanti P. Chakravarty, Lynn Hodgkinson and Jo Wells
Analyst following, staggered boards, and managerial entrenchment pp. 3091-3100 Downloads
Pornsit Jiraporn, Pandej Chintrakarn and Young S. Kim
Economic value, competition and financial distress in the European banking system pp. 3101-3109 Downloads
Andrea Cipollini and Franco Fiordelisi
Volatility dynamics for the S&P 500: Further evidence from non-affine, multi-factor jump diffusions pp. 3110-3121 Downloads
Andreas Kaeck and Carol Alexander

Volume 36, issue 10, 2012

The future and dynamics of global systemically important banks pp. 2675-2679 Downloads
Fariborz Moshirian
Financial contagion and the real economy pp. 2680-2692 Downloads
Dirk Baur
When more is less: Using multiple constraints to reduce tail risk pp. 2693-2716 Downloads
Gordon Alexander, Alexandre Baptista and Shu Yan
Will tighter futures price limits decrease hedge effectiveness? pp. 2717-2728 Downloads
Jonathan Dark
Reprint of Investors’ distraction and strategic repricing decisions pp. 2729-2741 Downloads
Marco Navone
Pricing the US residential asset through the rent flow: A cross-sectional study pp. 2742-2756 Downloads
Gautam Goswami and Sinan Tan
Momentum, contrarian, and the January seasonality pp. 2757-2769 Downloads
Yaqiong Yao
Does liquidity risk explain low firm performance following seasoned equity offerings? pp. 2770-2785 Downloads
Pawel Bilinski, Weimin Liu and Norman Strong
Daily pricing of emerging market sovereign CDS before and during the global financial crisis pp. 2786-2794 Downloads
Ingo Fender, Bernd Hayo and Matthias Neuenkirch
Day and night returns of Chinese ADRs pp. 2795-2803 Downloads
Hui He and Jiawen Yang
Interest rate expectations and uncertainty during ECB Governing Council days: Evidence from intraday implied densities of 3-month EURIBOR pp. 2804-2823 Downloads
Olivier Vergote and Josep Maria Puigvert Gutiérrez
Rational expectations, changing monetary policy rules, and real exchange rate dynamics pp. 2824-2836 Downloads
Shiu-Sheng Chen and Yu-Hsi Chou
Overnight public information, order placement, and price discovery during the pre-opening period pp. 2837-2851 Downloads
Fariborz Moshirian, Lily Nguyen and Peter Kien Pham
Stakeholder conflicts and dividend policy pp. 2852-2864 Downloads
Øyvind Bøhren, Morten G. Josefsen and Pål E. Steen

Volume 36, issue 9, 2012

Variable annuities and the option to seek risk: Why should you diversify? pp. 2417-2428 Downloads
Antje Mahayni and Judith C. Schneider
The relationship between net interest margin and noninterest income using a system estimation approach pp. 2429-2437 Downloads
James Nguyen
Derivatives traders’ reaction to mispricing in the underlying equity pp. 2438-2454 Downloads
Darren K. Hayunga, Richard D. Holowczak, Peter P. Lung and Takeshi Nishikawa
On the diversification benefits of commodities from the perspective of euro investors pp. 2455-2472 Downloads
Julia Belousova and Gregor Dorfleitner
An international CAPM for partially integrated markets: Theory and empirical evidence pp. 2473-2493 Downloads
Mohamed Arouri, Duc Khuong Nguyen and Kuntara Pukthuanthong
The nature of the foreign listing premium: A cross-country examination pp. 2494-2511 Downloads
Sergei Sarkissian and Michael J. Schill
Inventories, sales uncertainty, and financial strength pp. 2512-2521 Downloads
Mustafa Caglayan, Sara Maioli and Simona Mateut
Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix pp. 2522-2531 Downloads
Apostolos Kourtis, George Dotsis and Raphael Markellos
What explains the investment growth anomaly? pp. 2532-2542 Downloads
Wikrom Prombutr, Chanwit Phengpis and Ying Zhang
Intertemporal capital budgeting pp. 2543-2551 Downloads
Andrew H. Roper and Martin E. Ruckes
Bank profitability during recessions pp. 2552-2564 Downloads
Wilko Bolt, Leo de Haan, Marco Hoeberichts, Maarten van Oordt and Job Swank
Rehabilitating the role of active management for pension funds pp. 2565-2574 Downloads
Michel Aglietta, Marie Brière, Sandra Rigot and Ombretta Signori
State uncertainty in stock markets: How big is the impact on the cost of equity? pp. 2575-2592 Downloads
Yufeng Han
The effects of big-bank presence on the profit efficiency of small banks in rural markets pp. 2593-2603 Downloads
Ken B. Cyree and W. Paul Spurlin
Portfolio frontiers with restrictions to tracking error volatility and value at risk pp. 2604-2615 Downloads
Giulio Palomba and Luca Riccetti
Why newly listed firms become acquisition targets pp. 2616-2631 Downloads
Soumendra De and Jan Jindra
Does the choice of estimator matter when forecasting returns? pp. 2632-2640 Downloads
Joakim Westerlund and Paresh Narayan
What do bank acquirers want? Evidence from worldwide bank M&A targets pp. 2641-2659 Downloads
Stefano Caiazza, Andrew Clare and Alberto Pozzolo
Funding liquidity and equity liquidity in the subprime crisis period: Evidence from the ETF market pp. 2660-2671 Downloads
Junmao Chiu, Huimin Chung, Keng-Yu Ho and George H.K. Wang

Volume 36, issue 8, 2012

Institutional ownership, analyst following, and share prices pp. 2175-2189 Downloads
Chitru S. Fernando, Vladimir A. Gatchev and Paul A. Spindt
The impact of reputation on analysts’ conflicts of interest: Hot versus cold markets pp. 2190-2202 Downloads
Daniel Bradley, Jonathan Clarke and John Cooney
Income diversification and risk: Does ownership matter? An empirical examination of Indian banks pp. 2203-2215 Downloads
Anita K. Pennathur, Vijaya Subrahmanyam and Sharmila Vishwasrao
Are corporate bond market returns predictable? pp. 2216-2232 Downloads
Yongmiao Hong, Hai Lin and Chunchi Wu
Pitfalls in backtesting Historical Simulation VaR models pp. 2233-2244 Downloads
Juan Carlos Escanciano and Pei Pei
Are mutual fund fees excessive? pp. 2245-2259 Downloads
John C. Adams, Sattar A. Mansi and Takeshi Nishikawa
Volatility spillovers and the effect of news announcements pp. 2260-2273 Downloads
George J. Jiang, Eirini Konstantinidi and George Skiadopoulos
Beyond the Sharpe ratio: An application of the Aumann–Serrano index to performance measurement pp. 2274-2284 Downloads
Ulrich Homm and Christian Pigorsch
Banking crises and market discipline: International evidence pp. 2285-2298 Downloads
Elena Cubillas, Ana Rosa Fonseca and Francisco González
Option trading: Information or differences of opinion? pp. 2299-2322 Downloads
Siu Kai Choy and Jason Wei
New measures of monetary policy surprises and jumps in interest rates pp. 2323-2343 Downloads
Ángel León and Szabolcs Sebestyén
Political connection and leverage: Some Malaysian evidence pp. 2344-2350 Downloads
Mark A. Bliss and Ferdinand Gul
Forecasting the performance of hedge fund styles pp. 2351-2365 Downloads
Jose Olmo and Marcos Sanso-Navarro
Rational and behavioral motives to trade: Evidence from reinvestment of dividends and tender offer proceeds pp. 2366-2378 Downloads
Markku Kaustia and Elias Rantapuska
Downside risk of international stock returns pp. 2379-2388 Downloads
Victoria Galsband
Real options and earnings-based bonus compensation pp. 2389-2402 Downloads
Hsing-Hua Huang, Hongming Huang and Pai-Ta Shih
Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany pp. 2403-2415 Downloads
Sven Bornemann, Thomas Kick, Christoph Memmel and Andreas Pfingsten

Volume 36, issue 7, 2012

An alternative three-factor model for international markets: Evidence from the European Monetary Union pp. 1857-1864 Downloads
Manuel Ammann, Sandro Odoni and David Oesch
Asset allocation: How much does model choice matter? pp. 1865-1882 Downloads
Nicole Branger and Alexandra Hansis
Productivity and efficiency at large and community banks in the US: A Bayesian true random effects stochastic distance frontier analysis pp. 1883-1895 Downloads
Guohua Feng and Xiaohui Zhang
Granularity adjustment for mark-to-market credit risk models pp. 1896-1910 Downloads
Michael Gordy and James Marrone
Incorporating risk input into the analysis of bank productivity: Application to the Taiwanese banking industry pp. 1911-1927 Downloads
Ku-Hsieh Chen
Optimal portfolios with minimum capital requirements pp. 1928-1942 Downloads
Andre Santos, Francisco J. Nogales, Esther Ruiz and Dick Van Dijk
Bounds on the autocorrelation of admissible stochastic discount factors pp. 1943-1962 Downloads
Stéphane Chrétien
The week-of-the-year effect: Evidence from around the globe pp. 1963-1974 Downloads
Tamir Levy and Joseph Yagil
Banning short sales and market quality: The UK’s experience pp. 1975-1986 Downloads
Ian Marsh and Richard Payne
Non-Gaussian diversification: When size matters pp. 1987-1996 Downloads
François Desmoulins-Lebeault and Cécile Kharoubi-Rakotomalala
The sources of bank productivity growth in China during 2002–2009: A disaggregation view pp. 1997-2006 Downloads
Tzu-Pu Chang, Jin-Li Hu, Ray Chou and Lei Sun
What happens after corporate default? Stylized facts on access to credit pp. 2007-2025 Downloads
Diana Bonfim, Daniel Dias and Christine Richmond
Forecasting government bond yields with large Bayesian vector autoregressions pp. 2026-2047 Downloads
Andrea Carriero, George Kapetanios and Massimiliano Marcellino
Optimal tax-timing and asset allocation when tax rebates on capital losses are limited pp. 2048-2063 Downloads
Marcel Marekwica
Transparency in IPO mechanism: Retail investors’ participation, IPO pricing and returns pp. 2064-2076 Downloads
Suman Neupane and Sunil S. Poshakwale
A decision-theoretic foundation for reward-to-risk performance measures pp. 2077-2082 Downloads
Frank Schuhmacher and Martin Eling
False discoveries in volatility timing of mutual funds pp. 2083-2094 Downloads
Sangbae Kim and Francis In
Informed trading, information uncertainty, and price momentum pp. 2095-2109 Downloads
Yifan Chen and Huainan Zhao
Multimarket trading and corporate bond liquidity pp. 2110-2121 Downloads
Lubomir Petrasek
Asset pricing with partial-moments pp. 2122-2135 Downloads
Sean A. Anthonisz
Ownership and technical efficiency of microfinance institutions: Empirical evidence from Latin America pp. 2136-2144 Downloads
Roselia Servin Juarez, Robert Lensink and Marrit van den Berg
Investor sophistication and risk taking pp. 2145-2156 Downloads
Jan de Dreu and Jacob Bikker
Diversification and risk-adjusted performance: A quantile regression approach pp. 2157-2173 Downloads
Bong Soo Lee and Ming-Yuan Leon Li

Volume 36, issue 6, 2012

Keep on smiling? The pricing of Quanto options when all covariances are stochastic pp. 1577-1591 Downloads
Nicole Branger and Matthias Muck
Coinsurance effect and bank lines of credit pp. 1592-1603 Downloads
Zhenxu Tong
Portfolio credit-risk optimization pp. 1604-1615 Downloads
Ian Iscoe, Alexander Kreinin, Helmut Mausser and Oleksandr Romanko
Market power and reputational concerns in the ratings industry pp. 1616-1626 Downloads
Beatriz Mariano
The home-institution bias pp. 1627-1638 Downloads
Grant McQueen and Anders Stenkrona
Endogenizing exogenous default barrier models: The MM algorithm pp. 1639-1652 Downloads
Santiago Forte and Lidija Lovreta
Valuing and pricing IPOs pp. 1653-1664 Downloads
Peter Roosenboom
Assessing the risk-return trade-off in loan portfolios pp. 1665-1677 Downloads
Javier Mencia
Asset pricing with Second-Order Esscher Transforms pp. 1678-1687 Downloads
Alain Monfort and Fulvio Pegoraro
Countercyclical contingent capital pp. 1688-1709 Downloads
Emilio Barucci and Luca Del Viva
The effect of foreign bank presence on firm entry and exit in transition economies pp. 1710-1721 Downloads
Olena Havrylchyk
Form versus substance: The effect of ownership structure and corporate governance on firm value in Thailand pp. 1722-1743 Downloads
J. Thomas Connelly, Piman Limpaphayom and Nandu J. Nagarajan
Investment policy in family controlled firms pp. 1744-1758 Downloads
Ronald C. Anderson, Augustine Duru and David Reeb
The flow-performance relationship around the world pp. 1759-1780 Downloads
Miguel Ferreira, Aneel Keswani, Antonio F. Miguel and Sofia Ramos
Revisiting the empirical linkages between stock returns and trading volume pp. 1781-1788 Downloads
Shiu-Sheng Chen
Level, slope, curvature of the sovereign yield curve, and fiscal behaviour pp. 1789-1807 Downloads
Antonio Afonso and Manuel Martins
Information demand and stock market volatility pp. 1808-1821 Downloads
Nikolaos Vlastakis and Raphael Markellos
Lending competition and credit availability for new firms: Empirical study with the price cost margin in regional loan markets pp. 1822-1838 Downloads
Yoshiaki Ogura
Asymmetric dynamics of stock price continuation pp. 1839-1855 Downloads
Alex YiHou Huang

Volume 36, issue 5, 2012

Pitfalls in VAR based return decompositions: A clarification pp. 1255-1265 Downloads
Tom Engsted, Thomas Pedersen and Carsten Tanggaard
On the relationship between concentration of prospect theory/mental accounting investors, cointegration, and momentum pp. 1266-1275 Downloads
Ajay Bhootra and Jungshik Hur
Being a foreigner among domestic banks: Asset or liability? pp. 1276-1290 Downloads
Stijn Claessens and Neeltje Van Horen
Investors’ distraction and strategic repricing decisions pp. 1291-1303 Downloads
Marco Navone
When are path-dependent payoffs suboptimal? pp. 1304-1310 Downloads
Stefan Kassberger and Thomas Liebmann
A stochastic frontier approach to modelling financial constraints in firms: An application to India pp. 1311-1319 Downloads
Sumon Bhaumik, Pranab Das and Subal Kumbhakar
Household portfolio choices, health status and health care systems: A cross-country analysis based on SHARE pp. 1320-1335 Downloads
Vincenzo Atella, Marianna Brunetti and Nicole Maestas
Bank connections, corporate investment and crisis pp. 1336-1353 Downloads
Susanne Espenlaub, Arif Khurshed and Thitima Sitthipongpanich
Combining equilibrium, resampling, and analyst’s views in portfolio optimization pp. 1354-1361 Downloads
José Luiz Barros Fernandes, Jose Ornelas and Oscar Augusto Martínez Cusicanqui
Macroenvironmental determinants of operational loss severity pp. 1362-1380 Downloads
Eric W. Cope, Mark T. Piche and John S. Walter
The term structure of illiquidity premia pp. 1381-1391 Downloads
Alexander Kempf, Olaf Korn and Marliese Uhrig-Homburg
Characteristic-based mean-variance portfolio choice pp. 1392-1401 Downloads
Erik Hjalmarsson and Petar Manchev
The information content of trade credit pp. 1402-1413 Downloads
Nihat Aktas, Eric de Bodt, Frédéric Lobez and Jean-Christophe Statnik
Using industry momentum to improve portfolio performance pp. 1414-1423 Downloads
Patrick Behr, Andre Guettler and Fabian Truebenbach
Acquisition valuations of withdrawn IPOs: When IPO plans turn into mergers pp. 1424-1436 Downloads
Qin Lian and Qiming Wang
Common information asymmetry factors in syndicated loan structures pp. 1437-1451 Downloads
Claudia Champagne and Frank Coggins
Do investment banks listen to their own analysts? pp. 1452-1463 Downloads
Bradford Jordan, Mark H. Liu and Qun Wu
Granularity adjustment for default risk factor model with cohorts pp. 1464-1477 Downloads
Christian Gourieroux and Joann Jasiak
Did investors outsource their risk analysis to rating agencies? Evidence from ABS-CDOs pp. 1478-1491 Downloads
Thomas Mählmann
Extreme downside risk and expected stock returns pp. 1492-1502 Downloads
Wei Huang, Qianqiu Liu, S. Ghon Rhee and Feng Wu
Subprime mortgage design pp. 1503-1519 Downloads
Geetesh Bhardwaj and Rajdeep Sengupta
Political connection and cost of debt: Some Malaysian evidence pp. 1520-1527 Downloads
Mark A. Bliss and Ferdinand Gul
Are good-news firms riskier than bad-news firms? pp. 1528-1535 Downloads
Byoung-Kyu Min and Tong Suk Kim
Board quality and the cost of debt capital: The case of bank loans pp. 1536-1547 Downloads
L. Paige Fields, Donald R. Fraser and Avanidhar Subrahmanyam
Local financial development and growth pp. 1548-1562 Downloads
Jake Kendall
Cojumping: Evidence from the US Treasury bond and futures markets pp. 1563-1575 Downloads
Mardi Dungey and Lyudmyla Hvozdyk

Volume 36, issue 4, 2012

The determinants of bank loan recovery rates pp. 923-933 Downloads
Hinh D. Khieu, Donald J. Mullineaux and Ha-Chin Yi
A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns pp. 934-956 Downloads
Mark J. Kamstra, Lisa Kramer and Maurice Levi
Are two heads better than one? Evidence from the thrift crisis pp. 957-967 Downloads
John Byrd, Donald R. Fraser, D. Scott Lee and Semih Tartaroglu
Portfolio selection with mental accounts and background risk pp. 968-980 Downloads
Alexandre Baptista
Investment timing under debt issuance constraint pp. 981-991 Downloads
Takashi Shibata and Michi Nishihara
Earnings conference calls and stock returns: The incremental informativeness of textual tone pp. 992-1011 Downloads
S. McKay Price, James Doran, David R. Peterson and Barbara A. Bliss
Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios pp. 1012-1027 Downloads
Dimitrios Louzis, Angelos Vouldis and Vasilios L. Metaxas
Exploring the role of the realized return distribution in the formation of the implied volatility smile pp. 1028-1044 Downloads
George Chalamandaris and Leonidas Rompolis
Empirical evidence of the value of monitoring in joint ownership pp. 1045-1056 Downloads
Tomas Mantecon, Ian Liu and Fei Gao
The performance of cross-sectional regression tests of the CAPM with non-zero pricing errors pp. 1057-1066 Downloads
Irina Murtazashvili and Nadia Vozlyublennaia
The alpha and omega of fund of hedge fund added value pp. 1067-1078 Downloads
Serge Darolles and Mathieu Vaissié
Firm location and corporate debt pp. 1079-1092 Downloads
Matteo P. Arena and Michaël Dewally
Correlation in credit risk changes pp. 1093-1106 Downloads
Xiaoling Pu and Xinlei Zhao
Cross-sectional performance and investor sentiment in a multiple risk factor model pp. 1107-1121 Downloads
Dave Berger and H.J. Turtle
Do CEOs gain more in foreign acquisitions than domestic acquisitions? pp. 1122-1138 Downloads
Neslihan Ozkan
Coincident correlations of growth and cash flow in banking pp. 1139-1143 Downloads
Drew Dahl
An empirical analysis of marginal conditional stochastic dominance pp. 1144-1151 Downloads
Ephraim Clark and Konstantinos Kassimatis
Modeling and measuring intraday overreaction of stock prices pp. 1152-1163 Downloads
Stefan Klößner, Martin Becker and Ralph Friedmann
Institutional investment horizon and investment–cash flow sensitivity pp. 1164-1180 Downloads
Najah Attig, Sean Cleary, Sadok El Ghoul and Omrane Guedhami
Uncovering the US term premium: An alternative route pp. 1181-1193 Downloads
Luis Gil-Alana and Antonio Moreno
Does being your bank’s neighbor matter? pp. 1194-1209 Downloads
Anzhela Knyazeva and Diana Knyazeva
Closing and cloning in open-end mutual funds pp. 1210-1223 Downloads
Hsiu-Lang Chen, Sheldon Gao and Xiaoqing Hu
Bouncing out of the banking system: An empirical analysis of involuntary bank account closures pp. 1224-1235 Downloads
Dennis Campbell, F. Asís Martínez-Jerez and Peter Tufano
Historical evidence on the finance-trade-growth nexus pp. 1236-1243 Downloads
Michael Bordo and Peter Rousseau
Large shareholder diversification, corporate risk taking, and the benefits of changing to differential voting rights pp. 1244-1253 Downloads
Scott W. Bauguess, Myron B. Slovin and Marie E. Sushka

Volume 36, issue 3, 2012

The politics of financial development: The role of interest groups and government capabilities pp. 626-643 Downloads
Oscar Becerra, Eduardo Cavallo and Carlos Scartascini
Political crises and the stock market integration of emerging markets pp. 644-653 Downloads
Bart Frijns, Alireza Tourani-Rad and Ivan Indriawan
Missing elements in US financial reform: A Kübler-Ross interpretation of the inadequacy of the Dodd-Frank Act pp. 654-661 Downloads
Edward Kane
Yes, dividends are disappearing: Worldwide evidence pp. 662-677 Downloads
Ali Fatemi and Recep Bildik
Determinants of earnout as acquisition payment currency and bidder’s value gains pp. 678-694 Downloads
Leonidas Barbopoulos and Sudi Sudarsanam
Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective pp. 695-716 Downloads
Massimo Guidolin and Stuart Hyde
A comparative study of the probability of default for global financial firms pp. 717-732 Downloads
António Câmara, Ivilina Popova and Betty Simkins
Capital incentives and adequacy for securitizations pp. 733-748 Downloads
Daniel Rösch and Harald Scheule
What do premiums paid for bank M&As reflect? The case of the European Union pp. 749-759 Downloads
Jens Hagendorff, Ignacio Hernando, Maria J. Nieto and Larry Wall
Trading frequency and volatility clustering pp. 760-773 Downloads
Yi Xue and Ramazan Gencay
Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysis pp. 774-785 Downloads
Daniel Rittler
The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns pp. 786-802 Downloads
Dean Diavatopoulos, James Doran, Andy Fodor and David R. Peterson
Capital requirements and bank behavior in the UK: Are there lessons for international capital standards? pp. 803-816 Downloads
William Francis and Matthew Osborne
Collateral and its substitutes in emerging markets’ lending pp. 817-834 Downloads
Lukas Menkhoff, Doris Neuberger and Ornsiri Rungruxsirivorn
Fast profits: Investor sentiment and stock returns during Ramadan pp. 835-845 Downloads
Jędrzej Białkowski, Ahmad Etebari and Tomasz Wisniewski
The cross-section of mutual fund fee dispersion pp. 846-856 Downloads
Giuliano Iannotta and Marco Navone
Bankruptcies of small firms and lending relationship pp. 857-870 Downloads
Katsutoshi Shimizu
International diversification: An extreme value approach pp. 871-885 Downloads
Lorán Chollete, Victor de la Peña and Ching-Chih Lu
Short selling of ADRs and foreign market short-sale constraints pp. 886-897 Downloads
Benjamin Blau, Robert A. Van Ness and Richard S. Warr
Cross-country analysis of secular cash trends pp. 898-912 Downloads
Mai E. Iskandar-Datta and Yonghong Jia
Higher co-moments and asset pricing on London Stock Exchange pp. 913-922 Downloads
Alexandros Kostakis, Kashif Muhammad and Antonios Siganos

Volume 36, issue 2, 2012

Are emerging market indicators of vulnerability to financial crises decoupling from global factors? pp. 321-331 Downloads
Guillermo Felices and Tomasz Wieladek
A systematic approach to multi-period stress testing of portfolio credit risk pp. 332-340 Downloads
Thomas Breuer, Martin Jandačka, Javier Mencia and Martin Summer
Bank discrimination, holding bank ownership, and economic consequences: Evidence from China pp. 341-354 Downloads
Zhengfei Lu, Jigao Zhu and Weining Zhang
Do industries matter in explaining stock returns and asset-pricing anomalies? pp. 355-370 Downloads
Pin-Huang Chou, Po-Hsin Ho and Kuan-Cheng Ko
Another look at trading costs and short-term reversal profits pp. 371-382 Downloads
Wilma de Groot, Joop Huij and Weili Zhou
The joint response of stock and foreign exchange markets to macroeconomic surprises: Using US and Japanese data pp. 383-394 Downloads
Kyung-Chun Mun
Corporate governance and capital allocations of diversified firms pp. 395-409 Downloads
Sheng-Syan Chen and I-Ju Chen
The 1/N investment strategy is optimal under high model ambiguity pp. 410-417 Downloads
Georg Ch. Pflug, Alois Pichler and David Wozabal
Portfolios in disguise? Window dressing in bond fund holdings pp. 418-427 Downloads
Cristina Ortiz, José Luis Sarto and Luis Vicente
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market pp. 428-438 Downloads
Sanvi Avouyi-Dovi and Julien Idier
Product markets and corporate investment: Theory and evidence pp. 439-453 Downloads
Evrim Akdoğu and Peter MacKay
An improved estimation method and empirical properties of the probability of informed trading pp. 454-467 Downloads
Yuxing Yan and Shaojun Zhang
National culture and corporate debt maturity pp. 468-488 Downloads
Xiaolan Zheng, Sadok El Ghoul, Omrane Guedhami and Chuck C.Y. Kwok
Portfolio selection with qualitative input pp. 489-496 Downloads
Anant Chiarawongse, Seksan Kiatsupaibul, Sunti Tirapat and Benjamin Van Roy
Accruals quality and analyst coverage pp. 497-508 Downloads
Gerald J. Lobo, Minsup Song and Mary Stanford
Financial advisors: A case of babysitters? pp. 509-524 Downloads
Andreas Hackethal, Michael Haliassos and Tullio Jappelli
Gravity and culture in foreign portfolio investment pp. 525-538 Downloads
Raj Aggarwal, Colm Kearney and Brian Lucey
Overbidding in fixed rate tenders: The role of exposure risk pp. 539-549 Downloads
Christian Ewerhart, Nuno Cassola and Natacha Valla
The role of time value in convertible bond call policy pp. 550-563 Downloads
Emanuele Bajo and Massimiliano Barbi
Revisiting the incentive effects of executive stock options pp. 564-574 Downloads
Chun-Hua Tang
A unique “T+1 trading rule” in China: Theory and evidence pp. 575-583 Downloads
Ming Guo, Zhan Li and Zhiyong Tu
Chaebol-affiliated analysts: Conflicts of interest and market responses pp. 584-596 Downloads
Song, Kyojik “Roy”, Tomas Mantecon and Z. Ayca Altintig
Order flow, bid–ask spread and trading density in foreign exchange markets pp. 597-612 Downloads
Shikuan Chen, Chih-Chung Chien and Ming-Jen Chang
Earnings management and auditor specialization in the post-sox era: An examination of the banking industry pp. 613-623 Downloads
David Gregory DeBoskey and Wei Jiang

Volume 36, issue 1, 2012

The Great Recession: US dynamics and spillovers to the world economy pp. 1-13 Downloads
Fabio Bagliano and Claudio Morana
Informed or speculative: Short selling analyst recommendations pp. 14-25 Downloads
Benjamin Blau and Chip Wade
Cash holdings in private firms pp. 26-35 Downloads
Marco Bigelli and Javier Sánchez-Vidal
Understanding the rise and decline of the Japanese main bank system: The changing effects of bank rent extraction pp. 36-50 Downloads
Xueping Wu and Jun Yao
Impact of macroeconomic news on metal futures pp. 51-65 Downloads
John Elder, Hong Miao and Sanjay Ramchander
The impact of strategic interaction on earnings expectations associated with corporate product strategies pp. 66-77 Downloads
Sheng-Syan Chen, Po-Jung Chen and Wen-Chun Lin
Credit rating dynamics in the presence of unknown structural breaks pp. 78-89 Downloads
Haipeng Xing, Ning Sun and Ying Chen
Contingent convertibles. Solving or seeding the next banking crisis? pp. 90-104 Downloads
Christian Koziol and Jochen Lawrenz
Financial crises in efficient markets: How fundamentalists fuel volatility pp. 105-111 Downloads
Ariane Szafarz
Changes to mutual fund risk: Intentional or mean reverting? pp. 112-120 Downloads
Grant Cullen, Dominic Gasbarro, Gary S. Monroe and J. Kenton Zumwalt
Models of the yield curve and the curvature of the implied forward rate function pp. 121-135 Downloads
Peter J. Yallup
Libor manipulation? pp. 136-150 Downloads
Rosa M. Abrantes-Metz, Michael Kraten, Albert D. Metz and Gim S. Seow
Pricing American interest rate options under the jump-extended constant-elasticity-of-variance short rate models pp. 151-163 Downloads
Natalia Beliaeva and Sanjay Nawalkha
IMF programs, financial and real sector performance, and the Asian crisis pp. 164-182 Downloads
Ali Kutan, Yaz Muradoglu and Brasukra G. Sudjana
Interest rate co-movements, global factors and the long end of the term spread pp. 183-192 Downloads
Joseph Byrne, Giorgio Fazio and Norbert Fiess
Performance of technical analysis in growth and small cap segments of the US equity market pp. 193-208 Downloads
Andrei Shynkevich
Capital structure and executive compensation contract design: A theoretical and empirical analysis pp. 209-224 Downloads
Hsuan-Chu Lin, Ting-Kai Chou and Wen-Gine Wang
Distress risk premia in expected stock and bond returns pp. 225-238 Downloads
Andrew Jianzhong Zhang
Why are excess returns on China’s Treasury bonds so predictable? The role of the monetary system pp. 239-248 Downloads
Longzhen Fan, Shu Tian and Chu Zhang
Option-implied volatility factors and the cross-section of market risk premia pp. 249-260 Downloads
Junye Li
Information content of repurchase signals: Tangible or intangible information? pp. 261-274 Downloads
Woan-lih Liang
Convertible securities in merger transactions pp. 275-289 Downloads
John D. Finnerty, Jie Jiao and An Yan
Two to tangle: Financial development, political instability and economic growth in Argentina pp. 290-304 Downloads
Nauro Campos, Menelaos G. Karanasos and Bin Tan
Dual class IPOs: A theoretical analysis pp. 305-319 Downloads
Thomas Chemmanur and Yawen Jiao
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