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Journal of Banking & Finance

1977 - 2019

Current editor(s): Ike Mathur

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Volume 39, issue C, 2014

CDOs and the financial crisis: Credit ratings and fair premia pp. 1-13 Downloads
Marcin Wojtowicz
An intertemporal capital asset pricing model with bank credit growth as a state variable pp. 14-28 Downloads
Yacine Hammami and Anna Lindahl
Style chasing by hedge fund investors pp. 29-42 Downloads
Jenke ter Horst and Galla Salganik-Shoshan
Financial development and barriers to the cross-border diffusion of financial innovation pp. 43-56 Downloads
James Ang and Sanjesh Kumar
Dynamic prediction of hedge fund survival in crisis-prone financial markets pp. 57-67 Downloads
Hee Soo Lee and Tae Yoon Kim
Applying a macro-finance yield curve to UK quantitative Easing pp. 68-86 Downloads
Jagjit Chadha and Alex Waters
Effects of international institutional factors on earnings quality of banks pp. 87-106 Downloads
Kiridaran Kanagaretnam, Chee Yeow Lim and Gerald J. Lobo
The market microstructure of the European climate exchange pp. 107-116 Downloads
Bruce Mizrach and Yoichi Otsubo
Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics pp. 117-134 Downloads
Stelios Bekiros
Returns to scale at large banks in the US: A random coefficient stochastic frontier approach pp. 135-145 Downloads
Guohua Feng and Xiaohui Zhang
Trust and the provision of trade credit pp. 146-159 Downloads
Wenfeng Wu, Michael Firth and Oliver Rui
Institutional development and bank stability: Evidence from transition countries pp. 160-176 Downloads
Yiwei Fang, Iftekhar Hasan and Katherin Marton
Corporate financial structure, misallocation and total factor productivity pp. 177-191 Downloads
Burak Uras
Loss given default of residential mortgages in a low LTV regime: Role of foreclosure auction process and housing market cycles pp. 192-210 Downloads
Yun Park and Doowon Bang
The strategic reallocation of IPO shares pp. 211-222 Downloads
Fabio Bertoni and Giancarlo Giudici
Liquidity crisis, relationship lending and corporate finance pp. 223-239 Downloads
Michaël Dewally and Yingying Shao
Does a leverage ratio requirement increase bank stability? pp. 240-254 Downloads
Ilkka Kiema and Esa Jokivuolle

Volume 38, issue C, 2014

Anxious periods and bank lending pp. 1-13 Downloads
Manthos Delis, Georgios Kouretas and Chris Tsoumas
Acquisition pricing in India during 1995–2011: Have Indian acquirers really beaten the odds? pp. 14-30 Downloads
Pradip Banerjee, Prithviraj Banerjee, Soumen De, Jan Jindra and Jayanta Mukhopadhyay
Dwarf banks pp. 31-40 Downloads
Lucy Chernykh
Indian bank efficiency and productivity changes with undesirable outputs: A disaggregated approach pp. 41-50 Downloads
Hidemichi Fujii, Shunsuke Managi and Roman Matousek
News spillovers from the Greek debt crisis: Impact on the Eurozone financial sector pp. 51-63 Downloads
Karan Bhanot, Natasha Burns, Delroy Hunter and Michael Williams
Bank competition and financial stability in Asia Pacific pp. 64-77 Downloads
Fu, Xiaoqing (Maggie), Lin, Yongjia (Rebecca) and Philip Molyneux
The tax benefit of income smoothing pp. 78-88 Downloads
Kristian Rydqvist, Steven T. Schwartz and Joshua D. Spizman
Speed, algorithmic trading, and market quality around macroeconomic news announcements pp. 89-105 Downloads
Martin Scholtus, Dick van Dijk and Bart Frijns
Collateral requirements of SMEs: The evidence from less-developed countries pp. 106-121 Downloads
Elmas Yaldız Hanedar, Eleonora Broccardo and Flavio Bazzana
Impact of ethical behavior on syndicated loan rates pp. 122-144 Downloads
Moshe Kim, Jordi Surroca and Josep Tribó
SOX, corporate transparency, and the cost of debt pp. 145-165 Downloads
Sandro C. Andrade, Gennaro Bernile and Frederick M. Hood
Does revenue momentum drive or ride earnings or price momentum? pp. 166-185 Downloads
Hong-Yi Chen, Sheng-Syan Chen, Chin-Wen Hsin and Cheng-Few Lee
The role of accruals quality in the access to bank debt pp. 186-193 Downloads
García-Teruel, Pedro J., Martínez-Solano, Pedro and Sánchez-Ballesta, Juan Pedro
Asymmetric responses of ask and bid quotes to information in the foreign exchange market pp. 194-204 Downloads
Yu-Lun Chen and Yin-Feng Gau
Volatility spreads and earnings announcement returns pp. 205-215 Downloads
Yigit Atilgan
Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities pp. 216-228 Downloads
Yinggang Zhou

Volume 37, issue 12, 2013

Speculations in option markets enhance allocation efficiency with heterogeneous beliefs and learning pp. 4675-4694 Downloads
Zhenjiang Qin
Venture capital and new business creation pp. 4695-4710 Downloads
Alexander Popov and Peter Roosenboom
Long-term bank balance sheet management: Estimation and simulation of risk-factors pp. 4711-4720 Downloads
John Birge and Pedro Júdice
Product market competition and the cost of bank loans: Evidence from state antitakeover laws pp. 4721-4737 Downloads
Maya Waisman
A spatial analysis of international stock market linkages pp. 4738-4754 Downloads
Hossein Asgharian, Wolfgang Hess and Lu Liu
Moment-based estimation of stochastic volatility pp. 4755-4764 Downloads
Daniele Bregantini
Are stock market crises contagious? The role of crisis definitions pp. 4765-4776 Downloads
Jochen Mierau and Mark Mink
TARP funds distribution and bank loan supply pp. 4777-4792 Downloads
Lei Li
Bank/sovereign risk spillovers in the European debt crisis pp. 4793-4809 Downloads
Valerie De Bruyckere, Maria Gerhardt, Glenn Schepens and Rudi Vander Vennet
The intraday impact of company responses to exchange queries pp. 4810-4819 Downloads
Jozef Drienko and Stephen J. Sault
How do sovereign credit rating changes affect private investment? pp. 4820-4833 Downloads
Sheng-Syan Chen, Hsien-Yi Chen, Chong-Chuo Chang and Shu-Ling Yang
Asset sales in the mutual fund industry: Who gains? pp. 4834-4849 Downloads
Fan Chen, Gary C. Sanger and Myron B. Slovin
Why do companies delist voluntarily from the stock market? pp. 4850-4860 Downloads
Eilnaz Kashefi Pour and Meziane Lasfer
Bank ownership and lending patterns during the 2008–2009 financial crisis: Evidence from Latin America and Eastern Europe pp. 4861-4878 Downloads
Robert Cull and Maria Martinez Peria
Unintended consequences of the increased asset threshold for FDICIA internal controls: Evidence from U.S. private banks pp. 4879-4892 Downloads
Justin Yiqiang Jin, Kiridaran Kanagaretnam and Gerald J. Lobo
A general closed-form spread option pricing formula pp. 4893-4906 Downloads
Ruggero Caldana and Gianluca Fusai
Product differentiation and efficiencies in the retail banking industry pp. 4907-4919 Downloads
Mian Dai and Yuan Yuan
A comprehensive long-term analysis of S&P 500 index additions and deletions pp. 4920-4930 Downloads
Kalok Chan, Hung Wan Kot and Gordon Y.N. Tang
Front-running of mutual fund fire-sales pp. 4931-4942 Downloads
Teodor Dyakov and Marno Verbeek
Forecasting EUR–USD implied volatility: The case of intraday data pp. 4943-4957 Downloads
Christian Dunis, Neil Kellard and Stuart Snaith
Return decomposition and the Intertemporal CAPM pp. 4958-4972 Downloads
Paulo Maio
Liquidity and initial public offering underpricing pp. 4973-4988 Downloads
TeWhan Hahn, James A. Ligon and Heather Rhodes
Loan collateral and financial reporting conservatism: Chinese evidence pp. 4989-5006 Downloads
Jeff Zeyun Chen, Gerald J. Lobo, Yanyan Wang and Lisheng Yu
On the importance of indirect banking vulnerabilities in the Eurozone pp. 5007-5024 Downloads
Andreea Bicu and Bertrand Candelon
Valuation of insurers’ contingent capital with counterparty risk and price endogeneity pp. 5025-5035 Downloads
Chien-Ling Lo, Jin-Ping Lee and Min-Teh Yu
Robust portfolio choice with uncertainty about jump and diffusion risk pp. 5036-5047 Downloads
Nicole Branger and Linda Sandris Larsen
Did capital infusions enhance bank recovery from the great recession? pp. 5048-5061 Downloads
Wei Liu, James W. Kolari, T. Kyle Tippens and Donald R. Fraser
Corporate leverage and the collateral channel pp. 5062-5072 Downloads
Lars Norden and Stefan van Kampen
Economic valuation of liquidity timing pp. 5073-5087 Downloads
Dennis Karstanje, Elvira Sojli, Wing Wah Tham and Michel van der Wel
Limiting losses may be injurious to your wealth pp. 5088-5100 Downloads
Robert R. Grauer
Who gets credit after bankruptcy and why? An information channel pp. 5101-5117 Downloads
Cohen-Cole, Ethan, Duygan-Bump, Burcu and Montoriol-Garriga, Judit
The impact of diverse measures of default risk on UK stock returns pp. 5118-5131 Downloads
Jie Chen and Paula Hill
On the predictability of stock prices: A case for high and low prices pp. 5132-5146 Downloads
Massimiliano Caporin, Angelo Ranaldo and Paolo Santucci de Magistris
Wall Street’s bailout bet: Market reactions to house price releases in the presence of bailout expectations pp. 5147-5158 Downloads
Gunter Löffler and Peter N Posch
Intertemporal efficiency analysis of sales teams of a bank: Stochastic semi-nonparametric approach pp. 5163-5175 Downloads
Juha Eskelinen and Timo Kuosmanen
Schumpeterian competition and efficiency among commercial banks pp. 5176-5185 Downloads
Meryem Duygun, Vania Sena and Mohamed Shaban
Nonlinear dynamics in discretionary accruals: An analysis of bank loan-loss provisions pp. 5186-5207 Downloads
Marina Balboa, Germán López-Espinosa and Antonio Rubia
IPO underwriting and subsequent lending pp. 5208-5219 Downloads
Hsuan-Chi Chen, Keng-Yu Ho and Pei-Shih Weng
Does deregulation induce competition in the market for corporate control? The special case of banking pp. 5220-5235 Downloads
Chinmoy Ghosh and Milena Petrova
Ratings based capital adequacy for securitizations pp. 5236-5247 Downloads
Kristina Lützenkirchen, Daniel Rösch and Harald Scheule
Market capitalization and Value-at-Risk pp. 5248-5260 Downloads
Alexandra Dias
Liquidation equilibrium with seniority and hidden CDO pp. 5261-5274 Downloads
Christian Gourieroux, Jean-Cyprien Héam and Alain Monfort
Analyzing determinants of bond yield spreads with Bayesian Model Averaging pp. 5275-5284 Downloads
Dominik Maltritz and Alexander Molchanov
Pricing deviation, misvaluation comovement, and macroeconomic conditions pp. 5285-5299 Downloads
Eric C. Chang, Yan Luo and Jinjuan Ren
The Federal Reserve’s balance sheet and overnight interest rates: Empirical modeling of exit strategies pp. 5300-5315 Downloads
Jaime Marquez, Ari Morse and Bernd Schlusche
The information content of Eonia swap rates before and during the financial crisis pp. 5316-5328 Downloads
Lucía Hernandis and Hipolit Torro
Cross-country effects of regulatory capital arbitrage pp. 5329-5345 Downloads
Stanimira Milcheva
Commodity and equity markets: Some stylized facts from a copula approach pp. 5346-5356 Downloads
Anne-Laure Delatte and Claude Lopez
Global imbalances and the intertemporal external budget constraint: A multicointegration approach pp. 5357-5372 Downloads
Mariam Camarero, Josep Carrion-i-Silvestre and Cecilio Tamarit
Institutional quality thresholds and the finance – Growth nexus pp. 5373-5381 Downloads
Siong Hook Law, W.N.w Azman-Saini and Mansor Ibrahim
Do newspaper articles on card fraud affect debit card usage? pp. 5382-5391 Downloads
Anneke Kosse
Is M&A different during a crisis? Evidence from the European banking sector pp. 5394-5405 Downloads
Andrea Beltratti and Giovanna Paladino
Supervisors as information producers: Do stress tests reduce bank opaqueness? pp. 5406-5420 Downloads
Giovanni Petrella and Andrea Resti
Competition, signaling and non-walking through the book: Effects on order choice pp. 5421-5435 Downloads
Marcela Valenzuela and Ilknur Zer
Market discipline during crisis: Evidence from bank depositors in transition countries pp. 5436-5451 Downloads
Iftekhar Hasan, Krzysztof Jackowicz, Oskar Kowalewski and Łukasz Kozłowski
Cross-selling, switching costs and imperfect competition in British banks pp. 5452-5462 Downloads
Tianshu Zhao, Kent Matthews and Victor Murinde
Financial supervision regimes and bank efficiency: International evidence pp. 5463-5475 Downloads
Chrysovalantis Gaganis and Fotios Pasiouras
SME financing and the choice of lending technology in Italy: Complementarity or substitutability? pp. 5476-5485 Downloads
Francesca Bartoli, Giovanni Ferri, Pierluigi Murro and Zeno Rotondi
Information disclosure, CEO overconfidence, and share buyback completion rates pp. 5486-5499 Downloads
Dimitris Andriosopoulos, Kostas Andriosopoulos and Hafiz Hoque
Non-marketability and the value of employee stock options pp. 5500-5510 Downloads
Menachem Abudy and Simon Benninga
Credit and liquidity components of corporate CDS spreads pp. 5511-5525 Downloads
Filippo Corò, Alfonso Dufour and Simone Varotto
Conditional Value-at-Risk, spectral risk measures and (non-)diversification in portfolio selection problems – A comparison with mean–variance analysis pp. 5526-5537 Downloads
Mario Brandtner

Volume 37, issue 11, 2013

The differential effects of classified boards on firm value pp. 3993-4013 Downloads
Seoungpil Ahn and Keshab Shrestha
Sovereign ceilings “lite”? The impact of sovereign ratings on corporate ratings pp. 4014-4024 Downloads
Eduardo Borensztein, Kevin Cowan and Patricio Valenzuela
Stock market reaction to fed funds rate surprises: State dependence and the financial crisis pp. 4025-4037 Downloads
Alexandros Kontonikas, Ronald MacDonald and Aman Saggu
Are modern financial systems shaped by state antiquity? pp. 4038-4058 Downloads
James Ang
Pricing and static hedging of American-style options under the jump to default extended CEV model pp. 4059-4072 Downloads
João Pedro Ruas, José Carlos Dias and João Pedro Vidal Nunes
Stakeholder rights and economic performance: The profitability of nonprofits pp. 4073-4086 Downloads
Øyvind Bøhren and Morten G. Josefsen
Why do people save in cash? Distrust, memories of banking crises, weak institutions and dollarization pp. 4087-4106 Downloads
Helmut Stix
Asset pricing with heterogeneous beliefs and relative performance pp. 4107-4119 Downloads
Shiyang Huang, Zhigang Qiu, Qi Shang and Ke Tang
Predicting stock returns: A regime-switching combination approach and economic links pp. 4120-4133 Downloads
Xiaoneng Zhu and Jie Zhu
The relationship between the frequency of news release and the information asymmetry: The role of uninformed trading pp. 4134-4143 Downloads
Srinivasan Sankaraguruswamy, Jianfeng Shen and Takeshi Yamada
The Basel III Net Stable Funding Ratio and bank net interest margins pp. 4144-4156 Downloads
Michael King
Attendance of board meetings and company performance: Evidence from Taiwan pp. 4157-4171 Downloads
Hsin-I Chou, Huimin Chung and Xiangkang Yin
Arbitrage risk and the turnover anomaly pp. 4172-4182 Downloads
Pin-Huang Chou, Tsung-Yu Huang and Hung-Jeh Yang
Do banks price discriminate spatially? Evidence from small business lending in local credit markets pp. 4183-4197 Downloads
Andrea Bellucci, Alexander Borisov and Alberto Zazzaro
Beyond bankruptcy: Does the US bankruptcy code provide a fresh start to entrepreneurs? pp. 4198-4216 Downloads
Aparna Mathur
Sovereign credit spreads pp. 4217-4225 Downloads
Uhrig-Homburg, Marliese
Returns and option activity over the option-expiration week for S&P 100 stocks pp. 4226-4240 Downloads
Chris Stivers and Licheng Sun
Transatlantic systemic risk pp. 4241-4255 Downloads
Monika Trapp and Claudio Wewel
Risk premia: Exact solutions vs. log-linear approximations pp. 4256-4264 Downloads
Frederik Lundtofte and Anders Wilhelmsson
Predicting forecast errors through joint observation of earnings and revenue forecasts pp. 4265-4277 Downloads
Brian J. Henderson and Joseph M. Marks
Monetary policy transmission in vector autoregressions: A new approach using central bank communication pp. 4278-4285 Downloads
Matthias Neuenkirch
Pricing rainfall futures at the CME pp. 4286-4298 Downloads
Brenda López Cabrera, Martin Odening and Matthias Ritter
Dynamic factor Value-at-Risk for large heteroskedastic portfolios pp. 4299-4309 Downloads
Sirio Aramonte, Marius del Giudice Rodriguez and Jason Wu
Financial contagion in the laboratory: The cross-market rebalancing channel pp. 4310-4326 Downloads
Marco Cipriani, Gloria Gardenal and Antonio Guarino
The role of institutional investors in public-to-private transactions pp. 4327-4336 Downloads
Emanuele Bajo, Massimiliano Barbi, Marco Bigelli and David Hillier
The efficacy of regulatory intervention: Evidence from the distribution of informed option trading pp. 4337-4352 Downloads
Ronald C. Anderson, David Reeb, Yuzhao Zhang and Wanli Zhao
Estimating the basis risk of index-linked hedging strategies using multivariate extreme value theory pp. 4353-4367 Downloads
Ralf Kellner and Nadine Gatzert
Understanding merger incentives and outcomes in the US mutual fund industry pp. 4368-4380 Downloads
Minjung Park
Forecasting the return distribution using high-frequency volatility measures pp. 4381-4403 Downloads
Jian Hua and Sebastiano Manzan
Short-term hedge fund performance pp. 4404-4431 Downloads
Anna Slavutskaya
VIX option pricing and CBOE VIX Term Structure: A new methodology for volatility derivatives valuation pp. 4432-4446 Downloads
Yueh-Neng Lin
Cross-listing and pricing efficiency: The informational and anchoring role played by the reference price pp. 4449-4464 Downloads
Eric C. Chang, Yan Luo and Jinjuan Ren
Pricing innovations in consumption growth: A re-evaluation of the recursive utility model pp. 4465-4475 Downloads
Yuchao Xiao, Robert Faff, Philip Gharghori and Byoung-Kyu Min
The components of the illiquidity premium: An empirical analysis of US stocks 1927–2010 pp. 4476-4487 Downloads
Björn Hagströmer, Björn Hansson and Birger Nilsson
Reprint of: Stock salience and the asymmetric market effect of consumer sentiment news pp. 4488-4500 Downloads
Shumi Akhtar, Robert Faff, Barry Oliver and Avanidhar Subrahmanyam
The effectiveness of position limits: Evidence from the foreign exchange futures markets pp. 4501-4509 Downloads
Ya-Kai Chang, Yu-Lun Chen, Robin K. Chou and Yin-Feng Gau
SAFE: An early warning system for systemic banking risk pp. 4510-4533 Downloads
Mikhail Oet, Timothy Bianco, Dieter Gramlich and Stephen J. Ong
A market-based approach to sector risk determinants and transmission in the euro area pp. 4534-4555 Downloads
Martin Saldias
Banking crises: An equal opportunity menace pp. 4557-4573 Downloads
Carmen Reinhart and Kenneth Rogoff
Pandemics of the poor and banking stability pp. 4574-4583 Downloads
Thomas Lagoarde-Segot and Patrick Leoni
The regulator’s trade-off: Bank supervision vs. minimum capital pp. 4584-4598 Downloads
Florian Buck and Eva Schliephake
The impacts of standard monetary and budgetary policies on liquidity and financial markets: International evidence from the credit freeze crisis pp. 4599-4614 Downloads
Marie-Hélène Gagnon and Céline Gimet
The role of credit in the Great Moderation: A multivariate GARCH approach pp. 4615-4626 Downloads
Maria Grydaki and Dirk Bezemer
Granger-causality in peripheral EMU public debt markets: A dynamic approach pp. 4627-4649 Downloads
Marta Gómez-Puig and Simon Sosvilla-Rivero
Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability? pp. 4650-4664 Downloads
Dimitris Georgoutsos and Petros Migiakis
The Eurozone needs exit rules pp. 4665-4674 Downloads
Christian Fahrholz and Cezary Wójcik

Volume 37, issue 10, 2013

Credit default swap spreads and variance risk premia pp. 3733-3746 Downloads
Hao Wang, Hao Zhou and Yi Zhou
A geographically weighted approach to measuring efficiency in panel data: The case of US saving banks pp. 3747-3756 Downloads
Benjamin Tabak, Rogério Boueri Miranda and Dimas Fazio
Did the crisis induce credit rationing for French SMEs? pp. 3757-3772 Downloads
Elisabeth Kremp and Patrick Sevestre
The timing of 52-week high price and momentum pp. 3773-3782 Downloads
Ajay Bhootra and Jungshik Hur
Lessons from the evolution of foreign exchange trading strategies pp. 3783-3798 Downloads
Christopher Neely and Paul A. Weller
Smiles all around: FX joint calibration in a multi-Heston model pp. 3799-3818 Downloads
Alvise De Col, Alessandro Gnoatto and Martino Grasselli
Federal Reserve financial crisis lending programs and bank stock returns pp. 3819-3829 Downloads
Ken B. Cyree, Mark D. Griffiths and Drew B. Winters
Quantifying structural subsidy values for systemically important financial institutions pp. 3830-3842 Downloads
Kenichi Ueda and Beatrice Weder
The Risk Map: A new tool for validating risk models pp. 3843-3854 Downloads
Gilbert Colletaz, Christophe Hurlin and Christophe Pérignon
Systemically important banks and financial stability: The case of Latin America pp. 3855-3866 Downloads
Benjamin Tabak, Dimas Fazio and Daniel Cajueiro
A statistically robust decomposition of mutual fund performance pp. 3867-3877 Downloads
Julius Agnesens
An analysis of commodity markets: What gain for investors? pp. 3878-3889 Downloads
Paresh Narayan, Seema Narayan and Susan Sharma
Information asymmetry and international strategic alliances pp. 3890-3903 Downloads
Sian Owen and Alfred Yawson
Financial literacy and its consequences: Evidence from Russia during the financial crisis pp. 3904-3923 Downloads
Leora Klapper, Annamaria Lusardi and Georgios Panos
A case study of short-sale constraints and limits to arbitrage pp. 3924-3929 Downloads
Steve Easton, Sean Pinder and Katherine Uylangco
Bank liquidity, the maturity ladder, and regulation pp. 3930-3950 Downloads
Leo de Haan and Jan Willem End
Determinants of the incidence of U.S. Mortgage Loan Modifications pp. 3951-3973 Downloads
Vicki Been, Mary Weselcouch, Ioan Voicu and Scott Murff
The second moment matters! Cross-sectional dispersion of firm valuations and expected returns pp. 3974-3992 Downloads
Danling Jiang

Volume 37, issue 9, 2013

Bank regulatory capital and liquidity: Evidence from US and European publicly traded banks pp. 3295-3317 Downloads
Isabelle Distinguin, Caroline Roulet and Amine Tarazi
The wisdom of crowds: Mutual fund investors’ aggregate asset allocation decisions pp. 3318-3333 Downloads
John Chalmers, Aditya Kaul and Blake Phillips
Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas pp. 3334-3350 Downloads
Gregor N.F. Weiß and Hendrik Supper
Predicting bear and bull stock markets with dynamic binary time series models pp. 3351-3363 Downloads
Henri Nyberg
Bank ownership, privatization, and performance: Evidence from a transition country pp. 3364-3372 Downloads
Chunxia Jiang, Shujie Yao and Genfu Feng
Banks’ capital buffer, risk and performance in the Canadian banking system: Impact of business cycles and regulatory changes pp. 3373-3387 Downloads
Alaa Guidara, Van Son Lai, Issouf Soumaré and Fulbert Tchana Tchana
The cross-sectional relation between conditional heteroskedasticity, the implied volatility smile, and the variance risk premium pp. 3388-3400 Downloads
Louis H. Ederington and Wei Guan
Are extreme returns priced in the stock market? European evidence pp. 3401-3411 Downloads
Jan Annaert, Marc De Ceuster and Kurt Verstegen
Does banking competition alleviate or worsen credit constraints faced by small- and medium-sized enterprises? Evidence from China pp. 3412-3424 Downloads
Terence Tai Leung Chong, Liping Lu and Steven Ongena
Persistency of financial distress amongst Italian households: Evidence from dynamic models for binary panel data pp. 3425-3434 Downloads
Elena Giarda
Diversification and heterogeneity of investor beliefs pp. 3435-3453 Downloads
Jie Jiao, Bin Qiu and An Yan
Better than the original? The relative success of copycat funds pp. 3454-3471 Downloads
Marno Verbeek and Yu Wang
Financial constraints of private firms and bank lending behavior pp. 3472-3485 Downloads
Patrick Behr, Lars Norden and Felix Noth
ETF arbitrage: Intraday evidence pp. 3486-3498 Downloads
Ben Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti
What drives the disappearing dividends phenomenon? pp. 3499-3514 Downloads
Jing-Ming Kuo, Dennis Philip and Qingjing Zhang
Private equity benchmarks and portfolio optimization pp. 3515-3528 Downloads
Douglas Cumming, Lars Helge Haß and Denis Schweizer
Corporate social responsibility in the banking industry: Motives and financial performance pp. 3529-3547 Downloads
Meng-Wen Wu and Chung-Hua Shen
Overconfident individual day traders: Evidence from the Taiwan futures market pp. 3548-3561 Downloads
Wei-Yu Kuo and Tse-Chun Lin
Insiders’ incentives for asymmetric disclosure and firm-specific information flows pp. 3562-3576 Downloads
Li Jiang, Jeong-Bon Kim and Lei Pang
Bank audit practices and loan loss provisioning pp. 3577-3584 Downloads
Drew Dahl
Optimal retirement with unemployment risks pp. 3585-3604 Downloads
Bong-Gyu Jang, Seyoung Park and Yuna Rhee
Deposit market competition, wholesale funding, and bank risk pp. 3605-3622 Downloads
Ben Craig and Valeriya Dinger
How do banks respond to shocks? A dynamic model of deposit-taking institutions pp. 3623-3638 Downloads
Enzo Dia
Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration pp. 3639-3653 Downloads
Bartosz Gebka and Michail Karoglou
Corporate social responsibility and earnings forecasting unbiasedness pp. 3654-3668 Downloads
Leonardo Becchetti, Rocco Ciciretti and Alessandro Giovannelli
Investment horizon, risk, and compensation in the banking industry pp. 3669-3680 Downloads
Gilad Livne, Garen Markarian and Maxim Mironov
Does the forward premium puzzle disappear over the horizon? pp. 3681-3693 Downloads
Stuart Snaith, Jerry Coakley and Neil Kellard
Option-implied correlation between iTraxx Europe Financials and Non-Financials Indexes: A measure of spillover effect in European debt crisis pp. 3694-3703 Downloads
Cho-Hoi Hui, Chi-Fai Lo and Chun-Sing Lau
Saving-based asset-pricing pp. 3704-3715 Downloads
Johannes K. Dreyer, Johannes Schneider and William T. Smith
Compensation incentives of credit rating agencies and predictability of changes in bond ratings and financial strength ratings pp. 3716-3732 Downloads
Andreas Milidonis

Volume 37, issue 8, 2013

Is gold a safe haven or a hedge for the US dollar? Implications for risk management pp. 2665-2676 Downloads
Juan Reboredo
Analyst forecasts and European mutual fund trading pp. 2677-2692 Downloads
Alexander Franck and Alexander Kerl
Optimal smooth consumption and annuity design pp. 2693-2701 Downloads
Kenneth Bruhn and Mogens Steffensen
Pricing discrete path-dependent options under a double exponential jump–diffusion model pp. 2702-2713 Downloads
Cheng-Der Fuh, Sheng-Feng Luo and Ju-Fang Yen
Do bank regulations affect board independence? A cross-country analysis pp. 2714-2732 Downloads
Li Li and Frank M. Song
Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data pp. 2733-2749 Downloads
Numan Ülkü and Enzo Weber
Model uncertainty and VaR aggregation pp. 2750-2764 Downloads
Paul Embrechts, Giovanni Puccetti and Ludger Rüschendorf
Bank capital, interbank contagion, and bailout policy pp. 2765-2778 Downloads
Suhua Tian, Yunhong Yang and Gaiyan Zhang
Investment in financial literacy and saving decisions pp. 2779-2792 Downloads
Tullio Jappelli and Mario Padula
Prospect theory and trading patterns pp. 2793-2805 Downloads
Jing Yao and Duan Li
Eliminating entry barriers for the provision of banking services: Evidence from ‘banking correspondents’ in Brazil pp. 2806-2811 Downloads
Juliano Assunção
Identifying the balance sheet and the lending channels of monetary transmission: A loan-level analysis pp. 2812-2822 Downloads
Uluc Aysun and Ralf Hepp
Is local bias a cross-border phenomenon? Evidence from individual investors’ international asset allocation pp. 2823-2835 Downloads
Markus Baltzer, Oscar Stolper and Andreas Walter
The effectiveness and valuation of political tax minimization pp. 2836-2849 Downloads
Matthew D. Hill, Thomas R. Kubick, G. Brandon Lockhart and Huishan Wan
Capital structure choice and company taxation: A meta-study pp. 2850-2866 Downloads
Lars Feld, Jost Heckemeyer and Michael Overesch
Business credit information sharing and default risk of private firms pp. 2867-2878 Downloads
Maik Dierkes, Carsten Erner, Thomas Langer and Lars Norden
Do bank regulation, supervision and monitoring enhance or impede bank efficiency? pp. 2879-2892 Downloads
James Barth, Chen Lin, Yue Ma, Jesús Seade and Frank M. Song
Executive compensation and the cost of debt pp. 2893-2907 Downloads
Rezaul Kabir, Hao Li and Yulia Veld-Merkoulova
Competition in fragmented markets: New evidence from the German banking industry in the light of the subprime crisis pp. 2908-2919 Downloads
Nils Moch
Does market structure matter on banks’ profitability and stability? Emerging vs. advanced economies pp. 2920-2937 Downloads
Ali Mirzaei, Tomoe Moore and Guy Liu
Capital controls in Brazil – Stemming a tide with a signal? pp. 2938-2952 Downloads
Yothin Jinjarak, Ilan Noy and Huanhuan Zheng
Board characteristics and Chinese bank performance pp. 2953-2968 Downloads
Qi Liang, Pisun Xu and Pornsit Jiraporn
Dynamic effects of idiosyncratic volatility and liquidity on corporate bond spreads pp. 2969-2990 Downloads
Madhu Kalimipalli, Subhankar Nayak and M. Fabricio Perez
Sarbanes-Oxley Act and corporate credit spreads pp. 2991-3006 Downloads
Ali Nejadmalayeri, Takeshi Nishikawa and Ramesh Rao
Corporate lobbying, political connections, and the bailout of banks pp. 3007-3017 Downloads
Benjamin Blau, Tyler J. Brough and Diana Thomas
Size matters: Optimal calibration of shrinkage estimators for portfolio selection pp. 3018-3034 Downloads
Victor DeMiguel, Martin-Utrera, Alberto and Francisco J. Nogales
Do firms use the trade credit channel to manage growth? pp. 3035-3046 Downloads
Annalisa Ferrando and Klaas Mulier
Institutional investor stability and crash risk: Monitoring versus short-termism? pp. 3047-3063 Downloads
Jeffrey L. Callen and Xiaohua Fang
Impact of idiosyncratic volatility on stock returns: A cross-sectional study pp. 3064-3075 Downloads
Serguey Khovansky and Oleksandr Zhylyevskyy
Financial contagion and depositor monitoring pp. 3076-3084 Downloads
Augusto Hasman, Margarita Samartín and Jos Van Bommel
Canonical vine copulas in the context of modern portfolio management: Are they worth it? pp. 3085-3099 Downloads
Rand Kwong Yew Low, Jamie Alcock, Robert Faff and Timothy Brailsford
Portfolio reallocation and exchange rate dynamics pp. 3100-3124 Downloads
Liang Ding and Jun Ma
Dynamics of credit spread moments of European corporate bond indexes pp. 3125-3144 Downloads
Amir H. Alizadeh and Alexandros Gabrielsen
Behind the scenes of abandoning a fixed exchange rate regime pp. 3145-3156 Downloads
Hyunju Kang
Valuing catastrophe derivatives under limited diversification: A stochastic dominance approach pp. 3157-3168 Downloads
Stylianos Perrakis and Ali Boloorforoosh
Systemic risk measurement: Multivariate GARCH estimation of CoVaR pp. 3169-3180 Downloads
Giulio Girardi and A. Tolga Ergün
Suppliers’ and customers’ information asymmetry and corporate bond yield spreads pp. 3181-3191 Downloads
Tsung-Kang Chen, Hsien-Hsing Liao, Hui-Ju Kuo and Yu-Ling Hsieh
Testing the expectations hypothesis of the term structure with permanent-transitory component models pp. 3192-3203 Downloads
Fabrizio Casalin
A tale of two regimes: Theory and empirical evidence for a Markov-modulated jump diffusion model of equity returns and derivative pricing implications pp. 3204-3217 Downloads
Charles Chang, Cheng-Der Fuh and Shih-Kuei Lin
Asymmetry in government bond returns pp. 3218-3226 Downloads
Ippei Fujiwara, Lena Mareen Körber and Daisuke Nagakura
Connected board of directors: A blessing or a curse? pp. 3227-3242 Downloads
Yan-Leung Cheung, Cheong-Wing Chung, Weiqiang Tan and Wenming Wang
A re-examination of exposure to exchange rate risk: The impact of earnings management and currency derivative usage pp. 3243-3257 Downloads
Feng-Yi Chang, Chin-Wen Hsin and Shiah-Hou, Shin-Rong
The determinants and effects of CEO–employee pay ratios pp. 3258-3272 Downloads
Olubunmi Faleye, Ebru Reis and Anand Venkateswaran
Product market power, industry structure, and corporate earnings management pp. 3273-3285 Downloads
Sudip Datta, Iskandar-Datta, Mai and Vivek Singh
Multidimensional risk and risk dependence pp. 3286-3294 Downloads
Arnold Polanski, Evarist Stoja and Ren Zhang

Volume 37, issue 7, 2013

Financial literacy and consumer credit portfolios pp. 2246-2254 Downloads
Richard Disney and John Gathergood
Access to information and international portfolio allocation pp. 2255-2267 Downloads
Chandra Thapa, Krishna Paudyal and Suman Neupane
Nonparametric correlation models for portfolio allocation pp. 2268-2283 Downloads
Nektarios Aslanidis and Isabel Casas
Market liquidity in the financial crisis: The role of liquidity commonality and flight-to-quality pp. 2284-2302 Downloads
Christoph G. Rösch and Christoph Kaserer
International income risk-sharing and the global financial crisis of 2008–2009 pp. 2303-2313 Downloads
Faruk Balli, Syed Basher and Hatice Balli
Short-term persistence in hybrid mutual fund performance: The role of style-shifting abilities pp. 2314-2328 Downloads
Ulf Herrmann and Hendrik Scholz
Alternative bankruptcy prediction models using option-pricing theory pp. 2329-2341 Downloads
Andreas Charitou, Dionysia Dionysiou, Neophytos Lambertides and Lenos Trigeorgis
Return sign forecasts based on conditional risk: Evidence from the UK stock market index pp. 2342-2353 Downloads
Thanaset Chevapatrakul
Improvements in loss given default forecasts for bank loans pp. 2354-2366 Downloads
Marc Gürtler and Martin Hibbeln
A behavioral explanation of the value anomaly based on time-varying return reversals pp. 2367-2377 Downloads
Soosung Hwang and Alexandre Rubesam
Drivers of holding period firm-level returns in private equity-backed buyouts pp. 2378-2391 Downloads
Petri Valkama, Markku Maula, Erkki Nikoskelainen and Mike Wright
Do sovereign credit default swaps represent a clean measure of sovereign default risk? A factor model approach pp. 2392-2407 Downloads
Saad Badaoui, Lara Cathcart and El-Jahel, Lina
The impact of labor unions on investment-cash flow sensitivity pp. 2408-2418 Downloads
Yan-Shing Chen and I-Ju Chen
The real effect of banking crises: Finance or asset allocation effects? Some international evidence pp. 2419-2433 Downloads
Ana I. Fernández, Francisco González and Nuria Suárez
Internal liquidity risk, financial bullwhip effects, and corporate bond yield spreads: Supply chain perspectives pp. 2434-2456 Downloads
Tsung-Kang Chen, Hsien-Hsing Liao and Hui-Ju Kuo
Uncertainty avoidance, risk tolerance and corporate takeover decisions pp. 2457-2471 Downloads
Bart Frijns, Aaron Gilbert, Thorsten Lehnert and Alireza Tourani-Rad
Self attribution bias of the CEO: Evidence from CEO interviews on CNBC pp. 2472-2489 Downloads
Kim, Y. Han (Andy)
Bankruptcy law and corporate investment decisions pp. 2490-2500 Downloads
Emanuele Tarantino
Rewards for downside risk in Asian markets pp. 2501-2509 Downloads
Lakshman Alles and Louis Murray
Equity compensation and the sensitivity of research and development to financial market frictions pp. 2510-2519 Downloads
O’Connor, Matthew, Matthew Rafferty and Aamer Sheikh
The impact of distressed economies on the EU sovereign market pp. 2520-2532 Downloads
Jonatan Groba, Juan Angel Lafuente and Pedro Serrano
Greasing the wheels of bank lending: Evidence from private firms in China pp. 2533-2545 Downloads
Yunling Chen, Ming Liu and Jun Su
Emerging markets and heavy tails pp. 2546-2559 Downloads
Marat Ibragimov, Rustam Ibragimov and Paul Kattuman
International diversification gains and home bias in banking pp. 2560-2571 Downloads
García-Herrero, Alicia and Francisco Vazquez
Availability, recency, and sophistication in the repurchasing behavior of retail investors pp. 2572-2585 Downloads
John R. Nofsinger and Abhishek Varma
The light and dark side of TARP pp. 2586-2604 Downloads
Christian Farruggio, Tobias C. Michalak and Andre Uhde
Ownership change, institutional development and performance pp. 2605-2627 Downloads
Anzhela Knyazeva, Diana Knyazeva and Joseph Stiglitz
Sudden crash or long torture: The timing of market reactions to operational loss events pp. 2628-2638 Downloads
Lis Biell and Aline Muller
A statistical model of speculative bubbles, with applications to the stock markets of the United States, Japan, and China pp. 2639-2651 Downloads
Kazumi Asako and Zhentao Liu
Capturing the risk premium of commodity futures: The role of hedging pressure pp. 2652-2664 Downloads
Devraj Basu and Joëlle Miffre

Volume 37, issue 6, 2013

The term structure of sovereign default risk in EMU member countries and its determinants pp. 1810-1816 Downloads
Stefan Eichler and Dominik Maltritz
Systemic risk measures: The simpler the better? pp. 1817-1831 Downloads
Maria Rodriguez-Moreno and Juan Ignacio Peña
Long-term asset tail risks in developed and emerging markets pp. 1832-1844 Downloads
Stefan Straetmans and Bertrand Candelon
Safety-net benefits conferred on difficult-to-fail-and-unwind banks in the US and EU before and during the great recession pp. 1845-1859 Downloads
Carbó-Valverde, Santiago, Edward Kane and Rodriguez-Fernandez, Francisco
Political-economy of pension plans: Impact of institutions, gender, and culture pp. 1860-1879 Downloads
Raj Aggarwal and John Goodell
Households’ foreign currency borrowing in Central and Eastern Europe pp. 1880-1897 Downloads
Jarko Fidrmuc, Mariya Hake and Helmut Stix
Privatization and globalization: An empirical analysis pp. 1898-1914 Downloads
Narjess Boubakri, Jean-Claude Cosset, Nassima Debab and Pascale Valéry
Why does shareholder protection matter for abnormal returns after reported insider purchases and sales? pp. 1915-1935 Downloads
Jana P. Fidrmuc, Adriana Korczak and Piotr Korczak
Building legal indexes to explain recovery rates: An analysis of the French and English bankruptcy codes pp. 1936-1959 Downloads
Régis Blazy, Bertrand Chopard and Nirjhar Nigam
Can prospect theory be used to predict an investor’s willingness to pay? pp. 1960-1973 Downloads
Carsten Erner, Alexander Klos and Thomas Langer
Changing the rules again: Short selling in connection with public equity offers pp. 1974-1985 Downloads
Don M. Autore and Dominique Gehy
Does it help to have friends in high places? Bank stock performance and congressional committee chairmanships pp. 1986-1999 Downloads
Daniel Gropper, John S. Jahera and Jung Chul Park
Is bank default risk systematic? pp. 2000-2010 Downloads
Franco Fiordelisi and David Marques-Ibanez
The impact of credit rating announcements on credit default swap spreads pp. 2011-2030 Downloads
John D. Finnerty, Cameron D. Miller and Ren-Raw Chen
A robust optimization approach to asset-liability management under time-varying investment opportunities pp. 2031-2041 Downloads
Nalan Gülpinar and Dessislava Pachamanova
Board composition and operational risk events of financial institutions pp. 2042-2051 Downloads
Tawei Wang and Carol Hsu
Governance, product market competition and cash management in IPO firms pp. 2052-2068 Downloads
Bharat A. Jain, Joanne Li and Yingying Shao
Investing at home and abroad: Different costs, different people? pp. 2069-2086 Downloads
Dimitris Christelis and Dimitris Georgarakos
Does it pay to have friends? Social ties and executive appointments in banking pp. 2087-2105 Downloads
Allen N. Berger, Thomas Kick, Michael Koetter and Klaus Schaeck
Crossing takeover premiums and mix of payment: An empirical test of contractual setting in M&A transactions pp. 2106-2123 Downloads
Hubert de La Bruslerie
Nonlinear portfolio selection using approximate parametric Value-at-Risk pp. 2124-2139 Downloads
Xueting Cui, Shushang Zhu, Xiaoling Sun and Duan Li
Information immobility, industry concentration, and institutional investors’ performance pp. 2140-2159 Downloads
Mark Fedenia, Sherrill Shafer and Hilla Skiba

Volume 37, issue 5, 2013

The effect of banking regulation on cross-border lending pp. 1310-1322 Downloads
Jarko Fidrmuc and Christa Hainz
Market crises and Basel capital requirements: Could Basel III have been different? Evidence from Portugal, Ireland, Greece and Spain (PIGS) pp. 1323-1339 Downloads
Adrián F. Rossignolo, Meryem Duygun Fethi and Mohamed Shaban
The interbank market after the financial turmoil: Squeezing liquidity in a “lemons market” or asking liquidity “on tap” pp. 1340-1358 Downloads
Antonio De Socio
The determinants of reputational risk in the banking sector pp. 1359-1371 Downloads
Franco Fiordelisi, Maria-Gaia Soana and Paola Schwizer
Relationship lending, hierarchical distance and credit tightening: Evidence from the financial crisis pp. 1372-1385 Downloads
Matteo Cotugno, Stefano Monferrà and Gabriele Sampagnaro
Value creation in banking through strategic alliances and joint ventures pp. 1386-1396 Downloads
Alessandra Amici, Franco Fiordelisi, Francesco Masala, Ornella Ricci and Federica Sist
Robust portfolio choice with ambiguity and learning about return predictability pp. 1397-1411 Downloads
Nicole Branger, Linda Sandris Larsen and Claus Munk
Overreaction of country ETFs to US market returns: Intraday vs. daily horizons and the role of synchronized trading pp. 1412-1421 Downloads
Ariel Levy and Offer Lieberman
Trading on inside information: Evidence from the share-structure reform in China pp. 1422-1436 Downloads
Wilson H.S. Tong, Shaojun Zhang and Yanjian Zhu
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation pp. 1437-1450 Downloads
Giacomo Sbrana and Andrea Silvestrini
Finance is good for the poor but it depends where you live pp. 1451-1459 Downloads
Johan Rewilak
Overseas listing as a policy tool: Evidence from China’s H-shares pp. 1460-1474 Downloads
Qian Sun, Wilson H.S. Tong and Yujun Wu
Bankruptcy risk, costs and corporate diversification pp. 1475-1489 Downloads
Rajeev Singhal and Zhu, Yun (Ellen)
Investment and financing constraints in China: Does working capital management make a difference? pp. 1490-1507 Downloads
Sai Ding, Alessandra Guariglia and John Knight
Private equity performance under extreme regulation pp. 1508-1523 Downloads
Douglas Cumming and Simona Zambelli
Disclosures of material weaknesses by Japanese firms after the passage of the 2006 Financial Instruments and Exchange Law pp. 1524-1542 Downloads
Anna Chernobai and Yukihiro Yasuda
Prestigious stock exchanges: A network analysis of international financial centers pp. 1543-1551 Downloads
Nicola Cetorelli and Stavros Peristiani
Systematic stress tests with entropic plausibility constraints pp. 1552-1559 Downloads
Thomas Breuer and Imre Csiszár
Information transfers and learning in financial markets: Evidence from short selling around insider sales pp. 1560-1572 Downloads
Bidisha Chakrabarty and Andriy Shkilko
Does board structure in banks really affect their performance? pp. 1573-1589 Downloads
Shams Pathan and Robert Faff
Competition and innovation: Evidence from financial services pp. 1590-1601 Downloads
J. Bos, James W. Kolari and Ryan C.R. van Lamoen
Regional economic development, strategic investors, and efficiency of Chinese city commercial banks pp. 1602-1611 Downloads
Jianjun Sun, Kozo Harimaya and Nobuyoshi Yamori
Old captains at the helm: Chairman age and firm performance pp. 1612-1628 Downloads
Urs Waelchli and Jonas Zeller
Who moves first? An intensity-based measure for information flows across stock exchanges pp. 1629-1642 Downloads
Kerstin Kehrle and Franziska J. Peter
A look inside AMLF: What traded and who benefited pp. 1643-1657 Downloads
Akay, Ozgur (Ozzy), Mark D. Griffiths, Vladimir Kotomin and Drew B. Winters
Estimating the degree of operating efficiency gains from a potential bank merger and acquisition: A DEA bootstrapped approach pp. 1658-1668 Downloads
George Halkos and Nickolaos Tzeremes
The disposition effect and investor experience pp. 1669-1675 Downloads
Newton Da Costa, Marco Goulart, César Cupertino, Jurandir Macedo and Sergio Da Silva
Causes and consequences of short-term institutional herding pp. 1676-1686 Downloads
Stephanie Kremer and Dieter Nautz
Hedging structured credit products during the credit crisis: A horse race of 10 models pp. 1687-1705 Downloads
Marius Ascheberg, Björn Bick and Holger Kraft
A revisit to the dependence structure between the stock and foreign exchange markets: A dependence-switching copula approach pp. 1706-1719 Downloads
Yi-Chiuan Wang, Jyh-Lin Wu and Yi-Hao Lai
House prices, bank instability, and economic growth: Evidence from the threshold model pp. 1720-1732 Downloads
Huiran Pan and Chun Wang
Dynamic optimal portfolio choice in a jump-diffusion model with investment constraints pp. 1733-1746 Downloads
Xing Jin and Kun Zhang
How does the stock market react to the announcement of green policies? pp. 1747-1758 Downloads
Vikash Ramiah, Belinda Martin and Imad Moosa
Revisiting mutual fund performance evaluation pp. 1759-1776 Downloads
Timotheos Angelidis, Daniel Giamouridis and Nikolaos Tessaromatis
Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility pp. 1777-1786 Downloads
Kent Wang, Junwei Liu and Zhi Liu
Changes in cash holdings around the S&P 500 additions pp. 1787-1807 Downloads
Eric R. Brisker, Gönül Çolak and David R. Peterson

Volume 37, issue 4, 2013

Margining in derivatives markets and the stability of the banking sector pp. 1119-1132 Downloads
Rajna Gibson and Carsten Murawski
Impact of macro-economic surprises on carry trade activity pp. 1133-1147 Downloads
Michael Hutchison and Vladyslav Sushko
Public information arrival: Price discovery and liquidity in electronic limit order markets pp. 1148-1159 Downloads
Ryan Riordan, Andreas Storkenmaier, Martin Wagener and S. Sarah Zhang
The effects of external financing costs on investment timing and sizing decisions pp. 1160-1175 Downloads
Michi Nishihara and Takashi Shibata
CEO risk incentives and firm performance following R&D increases pp. 1176-1194 Downloads
Carl Hsin-han Shen and Hao Zhang
Regulate one service, tame the entire market: Credit cards in Turkey pp. 1195-1204 Downloads
Guzin Akin, Ahmet Aysan, Denada Borici and Levent Yildiran
Sustainable growth rate, optimal growth rate, and optimal payout ratio: A joint optimization approach pp. 1205-1222 Downloads
Hong-Yi Chen, Manak C. Gupta, Alice C. Lee and Cheng-Few Lee
Financial freedom and bank efficiency: Evidence from the European Union pp. 1223-1231 Downloads
Georgios Chortareas, Claudia Girardone and Alexia Ventouri
On portfolio optimization: Imposing the right constraints pp. 1232-1242 Downloads
Patrick Behr, Andre Guettler and Felix Miebs
Systemic risk contributions: A credit portfolio approach pp. 1243-1257 Downloads
Natalia Puzanova and Klaus Düllmann
The impact of the dimensions of social performance on firm risk pp. 1258-1273 Downloads
Kais Bouslah, Lawrence Kryzanowski and M’Zali, Bouchra
Expectations of future income and real exchange rate movements pp. 1274-1285 Downloads
Aziz Hayat, Bahodir Ganiev and Xueli Tang
When active fund managers deviate from their peers: Implications for fund performance pp. 1286-1305 Downloads
Gupta-Mukherjee, Swasti

Volume 37, issue 3, 2013

Hedge fund liquidity and performance: Evidence from the financial crisis pp. 671-692 Downloads
Nic Schaub and Markus Schmid
Valuation and systemic risk consequences of bank opacity pp. 693-706 Downloads
Jeffrey S. Jones, Wayne Y. Lee and Timothy J. Yeager
The investment strategies of publicly sponsored venture capital funds pp. 707-716 Downloads
Luigi Buzzacchi, Giuseppe Scellato and Elisa Ughetto
Capital inflows and asset prices: Evidence from emerging Asia pp. 717-729 Downloads
Peter Tillmann
The performance of banks around the receipt and repayment of TARP funds: Over-achievers versus under-achievers pp. 730-746 Downloads
Marcia Millon Cornett, Lei Li and Hassan Tehranian
Strategic loan defaults and coordination: An experimental analysis pp. 747-760 Downloads
Stefan Trautmann and Razvan Vlahu
Bank capital buffer and portfolio risk: The influence of business cycle and revenue diversification pp. 761-772 Downloads
Jeungbo Shim
Systemic risk and diversification across European banks and insurers pp. 773-785 Downloads
Jan Frederik Slijkerman, Dirk Schoenmaker and Casper de Vries
The structure and degree of dependence: A quantile regression approach pp. 786-798 Downloads
Dirk Baur
Bank stability and managerial compensation pp. 799-813 Downloads
Gang Bai and Elyas Elyasiani
The impact of technical defaults on dividend policy pp. 814-823 Downloads
Laarni Bulan and Tyler Hull
Can position limits restrain ‘rogue’ trading? pp. 824-836 Downloads
Rhys ap Gwilym and M. Shahid Ebrahim
Estimating non-linear serial and cross-interdependence between financial assets pp. 837-846 Downloads
Marcelo Brutti Righi and Paulo Sergio Ceretta
On the role of the estimation error in prediction of expected shortfall pp. 847-853 Downloads
Carl Lönnbark
Management quality and the cost of debt: Does management matter to lenders? pp. 854-874 Downloads
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 Downloads
Asli Demirguc-Kunt and Harry Huizinga
The interest group theory of financial development: Evidence from regulation pp. 895-906 Downloads
David Hauner, Alessandro Prati and Çağatay Bircan
Real exchange rate adjustment in European transition countries pp. 907-926 Downloads
Florin Maican and Richard J. Sweeney
Loan managers’ trust and credit access for SMEs pp. 927-936 Downloads
Andrea Moro and Matthias Fink
Investor protection and cash holdings: Evidence from US cross-listing pp. 937-951 Downloads
Ying Huang, Susan Elkinawy and Pankaj Jain
Multinational banking and the international transmission of financial shocks: Evidence from foreign bank subsidiaries pp. 952-972 Downloads
Bang Jeon, Maria Olivero and Ji Wu
A leverage ratio rule for capital adequacy pp. 973-976 Downloads
Robert Jarrow
CVaR sensitivity with respect to tail thickness pp. 977-988 Downloads
Stoyan V. Stoyanov, Svetlozar T. Rachev and Frank Fabozzi
Choosing how to pay: The influence of foreign backgrounds pp. 989-998 Downloads
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 Downloads
Tanuj Dutt and Mark Humphery-Jenner
Pricing securities with multiple risks: A case of exchangeable debt pp. 1018-1028 Downloads
Ravi S. Mateti, Shantaram P. Hegde and Tribhuvan Puri
Internal capital markets and the partial adjustment of leverage pp. 1029-1039 Downloads
Stephen G. Fier, Kathleen A. McCullough and James M. Carson
Reject inference in consumer credit scoring with nonignorable missing data pp. 1040-1045 Downloads
Michael Bücker, Maarten van Kampen and Walter Krämer
Inference in asset pricing models with a low-variance factor pp. 1046-1060 Downloads
Hua (Helen) Shang
Forecasting the size premium over different time horizons pp. 1061-1072 Downloads
Valeriy Zakamulin
Explaining share price disparity with parameter uncertainty: Evidence from Chinese A- and H-shares pp. 1073-1083 Downloads
Tsz-Kin Chung, Cho-Hoi Hui and Ka Fai Li
The expectations hypothesis: New hope or illusory support? pp. 1084-1092 Downloads
Boonlert Jitmaneeroj and Andrew Wood
Foreign currency borrowing by small firms in emerging markets: When domestic banks intermediate dollars pp. 1093-1107 Downloads
Nada Mora, Simon Neaime and Sebouh Aintablian
US presidential elections and implied volatility: The role of political uncertainty pp. 1108-1117 Downloads
John 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 Downloads
Guglielmo Maria Caporale and Alessandro Girardi
Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009 pp. 241-256 Downloads
Zhuoshi Liu and Peter Spencer
Control considerations, creditor monitoring, and the capital structure of family firms pp. 257-272 Downloads
Thomas Schmid
Seasonality and the valuation of commodity options pp. 273-290 Downloads
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 Downloads
Marieke Huysentruyt, Eva Lefevere and Carlo Menon
Portfolio selection: An extreme value approach pp. 305-323 Downloads
Francis DiTraglia and Jeffrey R. Gerlach
Product market competition and credit risk pp. 324-340 Downloads
Hsing-Hua Huang and Han-Hsing Lee
Staggered boards, corporate opacity and firm value pp. 341-360 Downloads
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 Downloads
Heni Boubaker and Nadia Sghaier
Market incompleteness and the equity premium puzzle: Evidence from state-level data pp. 378-388 Downloads
Kris Jacobs, Stephane Pallage and Michel Robe
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth pp. 389-402 Downloads
Caroline Jardet, Alain Monfort and Fulvio Pegoraro
Liquidity uncertainty and intermediation pp. 403-414 Downloads
Ioannis Lazopoulos
Ironing out the kinks in executive compensation: Linking incentive pay to average stock prices pp. 415-432 Downloads
Yisong S. Tian
Islamic vs. conventional banking: Business model, efficiency and stability pp. 433-447 Downloads
Thorsten Beck, Asli Demirguc-Kunt and Ouarda Merrouche
Incomplete information, idiosyncratic volatility and stock returns pp. 448-462 Downloads
Tony Berrada and Julien Hugonnier
Measuring time-varying financial market integration: An unobserved components approach pp. 463-473 Downloads
Tino Berger and Lorenzo Pozzi
Asset liquidity, corporate investment, and endogenous financing costs pp. 474-489 Downloads
Christian Flor and Stefan Hirth
Rescue packages and bank lending pp. 490-505 Downloads
Michael Brei, Leonardo Gambacorta and Goetz von Peter
Turkish bank efficiency: Bayesian estimation with undesirable outputs pp. 506-517 Downloads
A. George Assaf, Roman Matousek and Mike Tsionas
The world price of jump and volatility risk pp. 518-536 Downloads
Joost Driessen and Pascal Maenhout
Hedge funds, CDOs and the financial crisis: An empirical investigation of the “Magnetar trade” pp. 537-548 Downloads
Thomas Mählmann
Capital structure, executive compensation, and investment efficiency pp. 549-562 Downloads
Assaf Eisdorfer, Carmelo Giaccotto and Reilly White
The impact of sovereign rating actions on bank ratings in emerging markets pp. 563-577 Downloads
Gwion Williams, Rasha Alsakka and Owain ap Gwilym
Fuzzy logic, trading uncertainty and technical trading pp. 578-586 Downloads
Nikola Gradojevic and Ramazan Gencay
Financial systemic risk: Taxation or regulation? pp. 587-596 Downloads
Donato Masciandaro and Francesco Passarelli
What determines corporate pension fund risk-taking strategy? pp. 597-613 Downloads
Heng An, Zhaodan Huang and Ting Zhang
Impact of FDICIA internal controls on bank risk taking pp. 614-624 Downloads
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 Downloads
Ethan Namvar and Blake Phillips
Strategic loan modification: An options-based response to strategic default pp. 636-647 Downloads
Sanjiv Das and Ray Meadows
International portfolio selection with exchange rate risk: A behavioural portfolio theory perspective pp. 648-659 Downloads
Chonghui Jiang, Yongkai Ma and Yunbi An
Does foreign institutional ownership increase return volatility? Evidence from China pp. 660-669 Downloads
Zhian Chen, Jinmin Du, Donghui Li and Rui Ouyang

Volume 37, issue 1, 2013

Bank dividends, risk, and regulatory regimes pp. 1-10 Downloads
Angelos Kanas
Liquidity commonality in commodities pp. 11-20 Downloads
Ben Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti
Effects of debt collection practices on loss given default pp. 21-31 Downloads
Chulwoo Han and Youngmin Jang
Buyback behavior of initial public offering firms pp. 32-42 Downloads
Sheng-Syan Chen, Kim Wai Ho, Chia-Wei Huang and Yanzhi Wang
Asset financing with credit risk pp. 43-59 Downloads
Steven Golbeck and Vadim Linetsky
Individual investor perceptions and behavior during the financial crisis pp. 60-74 Downloads
Arvid Hoffmann, Thomas Post and Joost Pennings
The evolution of cost-productivity and efficiency among US credit unions pp. 75-88 Downloads
David Wheelock and Paul W. Wilson
Do star analysts know more firm-specific information? Evidence from China pp. 89-102 Downloads
Nianhang Xu, Kam C. Chan, Xuanyu Jiang and Zhihong Yi
A perspective on the symptoms and causes of the financial crisis pp. 103-117 Downloads
Ricardo Cabral
Scale economies and input price elasticities in microfinance institutions pp. 118-131 Downloads
Valentina Hartarska, Xuan Shen and Roy Mersland
Revisiting asset pricing under habit formation in an overlapping-generations economy pp. 132-138 Downloads
Sei-Wan Kim, Joshua Krausz and Kiseok Nam
Dynamic hedge fund portfolio construction: A semi-parametric approach pp. 139-149 Downloads
Richard Harris and Murat Mazibaş
Forecasting metal prices: Do forecasters herd? pp. 150-158 Downloads
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 Downloads
Ginka Borisova and James Brown
Multi-stage product development with exploration, value-enhancing, preemptive and innovation options pp. 174-190 Downloads
Nicos Koussis, Spiros H. Martzoukos and Lenos Trigeorgis
Static hedging and pricing American knock-in put options pp. 191-205 Downloads
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 Downloads
Claudio Morana
Page updated 2019-03-25