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Journal of Banking & Finance

1977 - 2019

Current editor(s): Ike Mathur

From Elsevier
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Volume 31, issue 12, 2007

Loan underpricing and the provision of merger advisory services pp. 3539-3562 Downloads
Linda Allen and Stavros Peristiani
Joint size and ownership specialization in bank lending pp. 3563-3583 Downloads
Javier Delgado, V. Salas and Jesús Saurina
An empirical comparison of continuous-time models of implied volatility indices pp. 3584-3603 Downloads
George Dotsis, Dimitris Psychoyios and George Skiadopoulos
Liquidation triggers and the valuation of equity and debt pp. 3604-3620 Downloads
Dan Galai, Alon Raviv and Zvi Wiener
Price differences between equity classes. Corporate control, foreign ownership or liquidity? pp. 3621-3645 Downloads
Bernt Ødegaard
Bidder returns in bancassurance mergers: Is there evidence of synergy? pp. 3646-3662 Downloads
L. Paige Fields, Donald R. Fraser and James W. Kolari
Credit portfolios: What defines risk horizons and risk measurement? pp. 3663-3679 Downloads
Silvan Ebnother and Paolo Vanini
Theories of bank behavior under capital regulation pp. 3680-3697 Downloads
David VanHoose
Traffic light options pp. 3698-3719 Downloads
Peter Jørgensen
Bond durations: Corporates vs. Treasuries pp. 3720-3741 Downloads
Holger Kraft and Claus Munk
Asymmetric information and the mode of entry in foreign credit markets pp. 3742-3760 Downloads
Eric Van Tassel and Sharmila Vishwasrao
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions pp. 3761-3781 Downloads
Gordon Alexander, Alexandre Baptista and Shu Yan
The impact of network size on bank branch performance pp. 3782-3805 Downloads
Beverly Hirtle
Trade classification algorithms for electronic communications network trades pp. 3806-3821 Downloads
Bidisha Chakrabarty, Bingguang Li, Vanthuan Nguyen and Robert A. Van Ness
Daily mutual fund flows and redemption policies pp. 3822-3842 Downloads
Jason T. Greene, Charles W. Hodges and David Rakowski
Bankruptcy probability changes and the differential informativeness of bond upgrades and downgrades pp. 3843-3861 Downloads
Yongtae Kim and Sandeep Nabar
Banking market conditions and deposit interest rates pp. 3862-3884 Downloads
Richard Rosen
The cyclical effects of the Basel II capital requirements pp. 3885-3900 Downloads
Frank Heid
R.J. Sweeney, Editor, Foreign Exchange Markets (International Library of Critical Writings in Financial Economics), Edward Elgar Publishing Ltd (2005) ISBN 1-84064-831-7 432 pp pp. 3901-3903 Downloads
Anna Naszodi
Commodities and Commodity Derivatives, Modeling and Pricing for Agriculturals, Metals and Energy, Helyette Geman, Wiley Finance (2005). 416 pages, ISBN: 978-0-470-01218-5 pp. 3904-3906 Downloads
Zita Marossy
Elements of the Euro Area - Integrating Financial Markets, J. Berg, M. Grande, F.P. Mongelli, Ashgate Publishing (2005). p. 264, ISBN: 0 7546 4320 4 pp. 3907-3908 Downloads
Áron Gereben

Volume 31, issue 11, 2007

Editorial pp. v-vi Downloads
Farid AitSahlia
Equilibrium with investors using a diversity of deviation measures pp. 3251-3268 Downloads
R. Tyrrell Rockafellar, Stan Uryasev and M. Zabarankin
A model for tax advantages of portfolios with many assets pp. 3269-3290 Downloads
John Birge and Song Yang
Incentives and risk taking in hedge funds pp. 3291-3310 Downloads
Roy Kouwenberg and William T. Ziemba
Generalized DEA model of fundamental analysis and its application to portfolio optimization pp. 3311-3335 Downloads
N.C.P. Edirisinghe and X. Zhang
A dynamic model of active portfolio management with benchmark orientation pp. 3336-3356 Downloads
Yonggan Zhao
Valuation of synthetic CDOs pp. 3357-3376 Downloads
Ian Iscoe and Alexander Kreinin
Conditions on option prices for absence of arbitrage and exact calibration pp. 3377-3397 Downloads
Laurent Cousot
Discrete hedging of American-type options using local risk minimization pp. 3398-3419 Downloads
Thomas F. Coleman, Dmitriy Levchenkov and Yuying Li
A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model pp. 3420-3437 Downloads
Luca Vincenzo Ballestra, Graziella Pacelli and Francesco Zirilli
Pricing exotic options with L-stable Pade schemes pp. 3438-3461 Downloads
A.Q.M. Khaliq, D.A. Voss and M. Yousuf
Spot and derivative pricing in the EEX power market pp. 3462-3485 Downloads
Michael Bierbrauer, Christian Menn, Svetlozar T. Rachev and Stefan Truck
Fundamental indexation via smoothed cap weights pp. 3486-3502 Downloads
Chen Chen, Rong Chen and Gilbert Bassett
Covariance complexity and rates of return on assets pp. 3503-3523 Downloads
Leonard C. MacLean, Michael E. Foster and William T. Ziemba
Financial prediction with constrained tail risk pp. 3524-3538 Downloads
A. Alexandre Trindade, Stan Uryasev, Alexander Shapiro and Grigory Zrazhevsky

Volume 31, issue 10, 2007

The industrial organization of post-trade clearing and settlement pp. 2945-2961 Downloads
Alistair Milne
Interlinking securities settlement systems: A strategic commitment? pp. 2962-2977 Downloads
Karlo Kauko
Stock exchange business models and their operative performance pp. 2978-3012 Downloads
Baris Serifsoy
Guess what: It's the settlements! Vertical integration as a barrier to efficient exchange consolidation pp. 3013-3033 Downloads
Thorsten V. Koppl and Cyril Monnet
Settling for efficiency - A framework for the European securities transaction industry pp. 3034-3057 Downloads
Baris Serifsoy and Marco Wei[ss]
Cost efficiency in the European securities settlement and depository industry pp. 3058-3079 Downloads
Patrick Van Cayseele and Christophe Wuyts
Partial acquisitions, the acquisition probability hypothesis, and the abnormal returns to partial targets pp. 3080-3101 Downloads
Aigbe Akhigbe, Anna D. Martin and Ann Marie Whyte
Consumer expectations and short-horizon return predictability pp. 3102-3124 Downloads
Egon Kalotay, Philip Gray and Samantha Sin
Yield-factor volatility models pp. 3125-3144 Downloads
Christophe Perignon and Daniel Smith
Are current syndicated loan alliances related to past alliances? pp. 3145-3161 Downloads
Claudia Champagne and Lawrence Kryzanowski
Does sovereign debt ratings news spill over to international stock markets? pp. 3162-3182 Downloads
Miguel Ferreira and Paulo M. Gama
Implied volatility and future portfolio returns pp. 3183-3199 Downloads
Prithviraj S. Banerjee, James Doran and David R. Peterson
Accounting for distress in bank mergers pp. 3200-3217 Downloads
Michael Koetter, J. Bos, Frank Heid, J.W. Kolari, Clemens Kool and D. Porath
Regulatory harmonization and the development of private equity markets pp. 3218-3250 Downloads
Douglas Cumming and Sofia Johan

Volume 31, issue 9, 2007

International asset pricing models and currency risk: Evidence from Finland 1970-2004 pp. 2571-2590 Downloads
Jan Antell and Mika Vaihekoski
An analysis of the disposition of assets in a joint venture pp. 2591-2611 Downloads
Tomas Mantecon and Robert E. Chatfield
Do secondary shares in the IPO process have a negative effect on aftermarket performance? pp. 2612-2631 Downloads
James C. Brau, Mingsheng Li and Jing Shi
Does the choice of performance measure influence the evaluation of hedge funds? pp. 2632-2647 Downloads
Martin Eling and Frank Schuhmacher
The happy story of small business financing pp. 2648-2672 Downloads
Ed Vos, Andy Jia-Yuh Yeh, Sara Carter and Stephen Tagg
Do managers time the market? Evidence from open-market share repurchases pp. 2673-2694 Downloads
Konan Chan, David L. Ikenberry and Inmoo Lee
The trading behavior of institutions and individuals in Chinese equity markets pp. 2695-2710 Downloads
Lilian Ng and Fei Wu
Intraday volume and volatility relations with and without public news pp. 2711-2729 Downloads
Ali F. Darrat, Maosen Zhong and Louis T.W. Cheng
Privatization as an agency problem: Auctions versus private negotiations pp. 2730-2750 Downloads
Zsuzsanna Fluck, Kose John and S. Abraham Ravid
Volatility clustering, leverage effects, and jump dynamics in the US and emerging Asian equity markets pp. 2751-2769 Downloads
Elton Daal, Atsuyuki Naka and Jung-Suk Yu
Quote-based competition, market share, and execution quality in NASDAQ-listed securities pp. 2770-2795 Downloads
Kee H. Chung and Chairat Chuwonganant
Mutual fund flows and investor returns: An empirical examination of fund investor timing ability pp. 2796-2816 Downloads
Geoffrey C. Friesen and Travis R.A. Sapp
A note on the price- and cost structure of retail payment services in the Swedish banking sector 2002 pp. 2817-2827 Downloads
Gabriela Guibourg and Bjorn Segendorff
Are there windows of opportunity for convertible debt issuance? Evidence for Western Europe pp. 2828-2846 Downloads
Marie Dutordoir and Linda Van de Gucht
Day-of-the-week effect in the Taiwan foreign exchange market pp. 2847-2865 Downloads
Mei-Chu Ke, Yi-Chein Chiang and Tung Liang Liao
Japan's banking crisis: An event-study perspective pp. 2866-2885 Downloads
Hideaki Miyajima and Yishay Yafeh
Does post-crisis restructuring decrease the availability of banking services? The case of Turkey pp. 2886-2905 Downloads
Evren Damar
Centralised order books versus hybrid order books: A paired comparison of trading costs on NSC (Euronext Paris) and SETS (London Stock Exchange) pp. 2906-2924 Downloads
Jean-Francois Gajewski and Carole Gresse
The eurosystem money market auctions: A banking perspective pp. 2925-2944 Downloads
Ben Craig and Falko Fecht

Volume 31, issue 8, 2007

Introduction pp. 2231-2232 Downloads
Yuri (Yuriy) Kaniovski (Kaniovskyi), Maurizio Murgia and G. Pflug
Pricing nondiversifiable credit risk in the corporate Eurobond market pp. 2233-2263 Downloads
J. Abaffy, M. Bertocchi, J. Dupacova, V. Moriggia and G. Consigli
Regime switching based portfolio selection for pension funds pp. 2265-2280 Downloads
Karl Frauendorfer, Ulrich Jacoby and Alvin Schwendener
Using Tucker's theorem of the alternative to simplify, review and expand discrete arbitrage theory pp. 2281-2302 Downloads
Markku Kallio and William T. Ziemba
Risk assessment for credit portfolios: A coupled Markov chain model pp. 2303-2323 Downloads
Yuri (Yuriy) Kaniovski (Kaniovskyi) and G.Ch. Pflug
Momentum strategies based on reward-risk stock selection criteria pp. 2325-2346 Downloads
Svetlozar Rachev, Teo Jasic, Stoyan Stoyanov and Frank Fabozzi
Potential cost synergies from banks acquiring real estate brokerage services pp. 2347-2363 Downloads
Danielle Lewis and James R. Webb
Analyzing joint ventures as corporate control activity pp. 2365-2382 Downloads
Myron B. Slovin, Marie E. Sushka and Tomas P. Mantecon
Theory and evidence on the dynamic interactions between sovereign credit default swaps and currency options pp. 2383-2403 Downloads
Peter Carr and Liuren Wu
Selecting copulas for risk management pp. 2405-2423 Downloads
Erik Kole, Kees Koedijk and Marno Verbeek
Asymmetric information and liquidity constraints: A new test pp. 2425-2451 Downloads
Dmytro Holod and Joe Peek
Diversification and the cost of debt of bank holding companies pp. 2453-2473 Downloads
Deng, Saiying (Esther), Elyas Elyasiani and Connie X. Mao
A simple model of credit contagion pp. 2475-2492 Downloads
Daniel Egloff, Markus Leippold and Paolo Vanini
Are bank shareholders enemies of regulators or a potential source of market discipline? pp. 2493-2515 Downloads
Sangkyun Park and Stavros Peristiani
Coherent measures of risk from a general equilibrium perspective pp. 2517-2534 Downloads
Péter Csóka, P. Jean-Jacques Herings and László Kóczy
Does implied volatility provide any information beyond that captured in model-based volatility forecasts? pp. 2535-2549 Downloads
Ralf Becker, Adam Clements and Scott I. White
The limits of diversification when losses may be large pp. 2551-2569 Downloads
Rustam Ibragimov and Johan Walden

Volume 31, issue 7, 2007

Developments in European banking pp. 1907-1910 Downloads
Philip Molyneux and John Wilson
European banking: An overview pp. 1911-1935 Downloads
John Goddard, Philip Molyneux, John Wilson and Manouche Tavakoli
Finance and growth in the EU: New evidence from the harmonisation of the banking industry pp. 1937-1954 Downloads
Diego Romero-Ávila
Obstacles to a global banking system: "Old Europe" versus "New Europe" pp. 1955-1973 Downloads
Allen Berger
Small European banks: Benefits from diversification? pp. 1975-1998 Downloads
Steve Mercieca, Klaus Schaeck and Simon Wolfe
Does the stock market value bank diversification? pp. 1999-2023 Downloads
Lieven Baele, Olivier De Jonghe and Rudi Vander Vennet
Competitive conditions among the major British banks pp. 2025-2042 Downloads
Kent Matthews, Victor Murinde and Tianshu Zhao
The determinants of bank margins in European banking pp. 2043-2063 Downloads
Santiago Carbo Valverde and Francisco Rodríguez Fernández
Nonparametric efficiency estimation in stochastic environments: Noise-to-signal estimation, finite sample performance and hypothesis testing pp. 2065-2080 Downloads
Thierry Post
Is there a single frontier in a single European banking market? pp. 2081-2102 Downloads
J. Bos and H. Schmiedel
The cost of market power in banking: Social welfare loss vs. cost inefficiency pp. 2103-2125 Downloads
Joaquin Maudos and Juan Fernández de Guevara
Ownership structure, risk and performance in the European banking industry pp. 2127-2149 Downloads
Giuliano Iannotta, Giacomo Nocera and Andrea Sironi
Shareholder value efficiency in European banking pp. 2151-2171 Downloads
Franco Fiordelisi
Do cross-country differences in bank efficiency support a policy of "national champions"? pp. 2173-2188 Downloads
Santiago Carbo Valverde, David B. Humphrey and Rafael Lopez del Paso
Analysing the determinants of performance of best and worst European banks: A mixed logit approach pp. 2189-2203 Downloads
Carlos Barros, Candida Ferreira and Jonathan Williams
Does IT investment improve bank performance? Evidence from Europe pp. 2205-2230 Downloads
Elena Beccalli

Volume 31, issue 6, 2007

Editorial pp. 1577-(null) Downloads
Fariborz Moshirian
Globalisation and the role of effective international institutions pp. 1579-1593 Downloads
Fariborz Moshirian
Migration, spillovers, and trade diversion: The impact of internationalization on domestic stock market activity pp. 1595-1612 Downloads
Ross Levine and Sergio Schmukler
The mix of international banks' foreign claims: Determinants and implications pp. 1613-1631 Downloads
Alicia Garcia Herrero and Maria Martinez Peria
Concentration and foreign penetration in Latin American banking sectors: Impact on competition and risk pp. 1633-1647 Downloads
Eduardo Levy Yeyati and Alejandro Micco
ADR holdings of US-based emerging market funds pp. 1649-1667 Downloads
Reena Aggarwal, Sandeep Dahiya and Leora Klapper
How banks go abroad: Branches or subsidiaries? pp. 1669-1692 Downloads
Eugenio Cerutti, Giovanni Dell'ariccia and Maria Martinez Peria
International portfolio diversification benefits: Cross-country evidence from a local perspective pp. 1693-1712 Downloads
Joost Driessen and Luc Laeven
Soft related lending: A tale of two Korean banks pp. 1713-1729 Downloads
John P. Bonin and Masami Imai
Stock market development under globalization: Whither the gains from reforms? pp. 1731-1754 Downloads
Augusto de la Torre, Juan Carlos Gozzi and Sergio Schmukler
Testing for negative expected market return premia pp. 1755-1770 Downloads
Venkat Eleswarapu and Rex Thompson
The impact of institutional ownership on corporate operating performance pp. 1771-1794 Downloads
Marcia Millon Cornett, Alan Marcus, Anthony Saunders and Hassan Tehranian
The incentive to give incentives: On the relative seniority of debt claims and managerial compensation pp. 1795-1815 Downloads
Riccardo Calcagno and Luc Renneboog
Using self-organizing maps to adjust for intra-day seasonality pp. 1817-1838 Downloads
Walid Ben Omrane and Eric de Bodt
Model-free hedge ratios and scale-invariant models pp. 1839-1861 Downloads
Carol Alexander and Leonardo M. Nogueira
Momentum strategies in commodity futures markets pp. 1863-1886 Downloads
Joelle Miffre and Georgios Rallis
Basel's value-at-risk capital requirement regulation: An efficiency analysis pp. 1887-1906 Downloads
Guy Kaplanski and Haim Levy

Volume 31, issue 5, 2007

Inter-temporal optimization in a stochastic environment: Introduction pp. 1287-1293 Downloads
Jerome Stein and Ziyu Zheng
Liquidation of a large block of stock pp. 1295-1305 Downloads
M. Pemy, Qian Yu Zhang and G. Yin
Optimal life insurance purchase and consumption/investment under uncertain lifetime pp. 1307-1319 Downloads
Stanley R. Pliska and Jinchun Ye
United States current account deficits: A stochastic optimal control analysis pp. 1321-1350 Downloads
Jerome Stein
Technical analysis compared to mathematical models based methods under parameters mis-specification pp. 1351-1373 Downloads
Blanchet-Scalliet, Christophette, Awa Diop, Rajna Gibson, Denis Talay and Etienne Tanre
Correlation expansions for CDO pricing pp. 1375-1398 Downloads
Paul Glasserman and Sira Suchintabandid
Extreme co-movements and extreme impacts in high frequency data in finance pp. 1399-1415 Downloads
Zhengjun Zhang and Kazuhiko Shinki
On the behavioral differences between professional and amateur investors after the weekend pp. 1417-1426 Downloads
Itzhak Venezia and Zur Shapira
Exploiting short-run predictability pp. 1427-1440 Downloads
Francisco Gomes
The emergence of market monitoring in Japanese banks: Evidence from the subordinated debt market pp. 1441-1460 Downloads
Masami Imai
The Euro and European financial market dependence pp. 1461-1481 Downloads
Söhnke Bartram, Stephen J. Taylor and Yaw-Huei Wang
IPO auctions and private information pp. 1483-1500 Downloads
Ji-Chai Lin, Yi-Tsung Lee and Yu-Jane Liu
Closed-form transformations from risk-neutral to real-world distributions pp. 1501-1520 Downloads
Xiaoquan Liu, Mark Shackleton, Stephen J. Taylor and Xinzhong Xu
Bidding behavior in the longer term refinancing operations of the European Central Bank: Evidence from a panel sample selection model pp. 1521-1543 Downloads
Tobias Linzert, Dieter Nautz and Ulrich Bindseil
Noise sensitivity of portfolio selection under various risk measures pp. 1545-1573 Downloads
Imre Kondor, Szilard Pafka and Gabor Nagy
Erratum to "An empirical evaluation of the overconfidence hypothesis" [Journal of Banking and Finance 30 (9) (2006) 2489-2515] pp. 1575-1573 Downloads
Wen-I Chuang and Bong-Soo Lee

Volume 31, issue 4, 2007

Bricks versus Clicks: The changing nature of banking in the 21st century pp. 999-1001 Downloads
Linda Allen, Anoop Rai and Anoop Rai
Cross-listing and legal bonding: Evidence from mergers and acquisitions pp. 1003-1031 Downloads
Natasha Burns, Bill B. Francis and Iftekhar Hasan
How the Internet affects output and performance at community banks pp. 1033-1060 Downloads
Robert DeYoung, William W. Lang and Daniel L. Nolle
ATM surcharge bans and bank market structure: The case of Iowa and its neighbors pp. 1061-1082 Downloads
Timothy Hannan
Is the Internet delivery channel changing banks' performance? The case of Spanish banks pp. 1083-1099 Downloads
Ignacio Hernando and Maria J. Nieto
The return to retail and the performance of US banks pp. 1101-1133 Downloads
Beverly Hirtle and Kevin Stiroh
Value at risk and the cross-section of hedge fund returns pp. 1135-1166 Downloads
Turan G. Bali, Suleyman Gokcan and Bing Liang
Convergence and risk-return linkages across financial service firms pp. 1167-1190 Downloads
Elyas Elyasiani, Iqbal Mansur and Michael S. Pagano
Cyclicality in catastrophic and operational risk measurements pp. 1191-1235 Downloads
Linda Allen and Turan G. Bali
The impact of bank consolidation on small business credit availability pp. 1237-1263 Downloads
Steven Craig and Pauline Hardee
Evaluating the Nordea experiment: Evidence from market and accounting data pp. 1265-1286 Downloads
Lawrence G. Goldberg, Richard J. Sweeney and Clas Wihlborg

Volume 31, issue 3, 2007

Determinants of bond tender premiums and the percentage tendered pp. 547-566 Downloads
Steven V. Mann and Eric A. Powers
Regulation fair disclosure and the market's reaction to analyst investment recommendation changes pp. 567-588 Downloads
Marcia Millon Cornett, Hassan Tehranian and Atakan Yalcin
The collateral value of fine art pp. 589-607 Downloads
Clare McAndrew and Rex Thompson
Long-run performance of global versus domestic initial public offerings pp. 609-627 Downloads
Congsheng Wu and Chuck C.Y. Kwok
Restructuring, consolidation and competition in Latin American banking markets pp. 629-639 Downloads
H. Semih Yildirim and George C. Philippatos
Financial market development and the importance of internal cash: Evidence from international data pp. 641-658 Downloads
Saiyid S. Islam and Abon Mozumdar
Competition without fungibility: Evidence from alternative market structures for derivatives pp. 659-677 Downloads
Söhnke Bartram and Frank Fehle
IPOs, trade sales and liquidations: Modelling venture capital exits using survival analysis pp. 679-702 Downloads
Pierre Giot and Armin Schwienbacher
Long-run returns following open market share repurchases pp. 703-717 Downloads
William J. McNally and Brian F. Smith
Do central banks react to the stock market? The case of the Bundesbank pp. 719-733 Downloads
Martin T. Bohl, Pierre Siklos and Thomas Werner
The pricing of leverage products: An empirical investigation of the German market for `long' and `short' stock index certificates pp. 735-750 Downloads
Sascha Wilkens and Pavel A. Stoimenov
The adjustment of credit ratings in advance of defaults pp. 751-767 Downloads
Andre Guttler and Mark Wahrenburg
Market price accounting and depositor discipline: The case of Japanese regional banks pp. 769-786 Downloads
Mark Spiegel and Nobuyoshi Yamori
Bubbles in the dividend-price ratio? Evidence from an asymmetric exponential smooth-transition model pp. 787-804 Downloads
David G. McMillan
FDI versus exports: Evidence from German banks pp. 805-826 Downloads
Claudia Buch and Alexander Lipponer
Retail banking and behavioral financial engineering: The case of structured products pp. 827-844 Downloads
Wolfgang Breuer and Achim Perst
Corporate credit risk modeling and the macroeconomy pp. 845-868 Downloads
Kenneth Carling, Tor Jacobson, Jesper Lindé and Kasper Roszbach
Contracting costs and the window of opportunity for straight debt issues pp. 869-888 Downloads
Sudha Krishnaswami and Devrim Yaman
Corporate use of derivatives and excess value of diversification pp. 889-913 Downloads
J. Barry Lin, Christos Pantzalis and Jung Chul Park
Actual share repurchases, timing and liquidity pp. 915-938 Downloads
Edith Ginglinger and Jacques Hamon
Beyond segmentation: The case of China's repo markets pp. 939-954 Downloads
Longzhen Fan and Chu Zhang
Profitability of momentum strategies in international markets: The role of business cycle variables and behavioural biases pp. 955-972 Downloads
Antonios Antoniou, Herbert Y.T. Lam and Krishna Paudyal
Cross-sectional learning and short-run persistence in mutual fund performance pp. 973-997 Downloads
Joop Huij and Marno Verbeek

Volume 31, issue 2, 2007

Can Markov switching models predict excess foreign exchange returns? pp. 279-296 Downloads
Michael Dueker and Christopher Neely
Privatization and stock market liquidity pp. 297-316 Downloads
Bernardo Bortolotti, Frank de Jong, Giovanna Nicodano and Ibolya Schindele
Home sweet home: Home bias and international diversification among individual investors pp. 317-333 Downloads
Anders Karlsson and Lars Norden
Banking relationships and access to equity capital markets: Evidence from Japan's main bank system pp. 335-360 Downloads
Kenji Kutsuna, Janet Smith and Richard Smith
Interest rates and efficiency in medieval wool forward contracts pp. 361-380 Downloads
Adrian Bell, Chris Brooks and Paul Dryburgh
Limited participation and the closed-end fund discount pp. 381-399 Downloads
Youngsoo Kim and Bong Soo Lee
Basel II and bank lending to emerging markets: Evidence from the German banking sector pp. 401-418 Downloads
Thilo Liebig, Daniel Porath, Beatrice Weder and Michael Wedow
Portfolio efficiency and discount factor bounds with conditioning information: An empirical study pp. 419-437 Downloads
Abhay Abhyankar, Devraj Basu and Alexander Stremme
A computational approach to the optimal structure of bank input prices pp. 439-453 Downloads
Bryan Stanhouse and Matthew Ingram
Stock returns, dividend yield, and book-to-market ratio pp. 455-475 Downloads
Xiaoquan Jiang and Bong-Soo Lee
Switching costs and relationship profits in bank lending pp. 477-493 Downloads
Timo Vesala
The relationship between risk and expected return in Europe pp. 495-512 Downloads
Angel Leon, Juan M. Nave and Gonzalo Rubio
Financial development, bank discrimination and trade credit pp. 513-530 Downloads
Ying Ge and Jiaping Qiu
Amazing discovery: Vincenz Bronzin's option pricing models pp. 531-546 Downloads
Heinz Zimmermann and Wolfgang Hafner

Volume 31, issue 1, 2007

Editorial pp. 1-1 Downloads
Fariborz Moshirian
Global financial services and a global single currency pp. 3-9 Downloads
Fariborz Moshirian
Does market size structure affect competition? The case of small business lending pp. 11-33 Downloads
Allen Berger, Richard Rosen and Gregory Udell
Corporate valuation around the world: The effects of governance, growth, and openness pp. 35-56 Downloads
Choong Tze Chua, Cheol S. Eun and Sandy Lai
Are embedded calls valuable? Evidence from agency bonds pp. 57-79 Downloads
Tao-Hsien Dolly King
Financial contagion and the role of the central bank pp. 81-101 Downloads
Fabio Castiglionesi
Firm value, illiquidity risk and liquidity insurance pp. 103-120 Downloads
Michele Moretto and Roberto Tamborini
The liquidity of bank assets and banking stability pp. 121-139 Downloads
Wolf Wagner
Stock exchange governance initiatives: Evidence from the Italian STARs pp. 141-159 Downloads
Kimberly C. Gleason, Jeff Madura and Vijaya Subrahmanyam
A note on the importance of overnight information in risk management models pp. 161-180 Downloads
Nick Taylor
Modelling the economic value of credit rating systems pp. 181-198 Downloads
Rainer Jankowitsch, Stefan Pichler and Walter S.A. Schwaiger
Hedge fund portfolio construction: A comparison of static and dynamic approaches pp. 199-217 Downloads
Daniel Giamouridis and Ioannis Vrontos
Bank ownership and performance. Does politics matter? pp. 219-241 Downloads
Alejandro Micco, Ugo Panizza and Monica Yanez-Pagans
Time-varying risk aversion and asset prices pp. 243-257 Downloads
George Li
Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets pp. 259-278 Downloads
Ferre De Graeve, Olivier De Jonghe and Rudi Vander Vennet
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