Journal of Banking & Finance

1977 - 2025

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

Marcin Wojtowicz

An intertemporal capital asset pricing model with bank credit growth as a state variable pp. 14-28

Yacine Hammami and Anna Lindahl

Style chasing by hedge fund investors pp. 29-42

Jenke ter Horst and Galla Salganik

Financial development and barriers to the cross-border diffusion of financial innovation pp. 43-56

James Ang and Sanjesh Kumar

Dynamic prediction of hedge fund survival in crisis-prone financial markets pp. 57-67

Hee Soo Lee and Tae Yoon Kim

Applying a macro-finance yield curve to UK quantitative Easing pp. 68-86

Jagjit Chadha and Alex Waters

Effects of international institutional factors on earnings quality of banks pp. 87-106

Kiridaran Kanagaretnam, Chee Yeow Lim and Gerald J. Lobo

The market microstructure of the European climate exchange pp. 107-116

Bruce Mizrach and Yoichi Otsubo

Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics pp. 117-134

Stelios Bekiros

Returns to scale at large banks in the US: A random coefficient stochastic frontier approach pp. 135-145

Guohua Feng and Xiaohui Zhang

Trust and the provision of trade credit pp. 146-159

Wenfeng Wu, Michael Firth and Oliver Rui

Institutional development and bank stability: Evidence from transition countries pp. 160-176

Yiwei Fang, Iftekhar Hasan and Katherin Marton

Corporate financial structure, misallocation and total factor productivity pp. 177-191

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

Yun Park and Doowon Bang

The strategic reallocation of IPO shares pp. 211-222

Fabio Bertoni and Giancarlo Giudici

Liquidity crisis, relationship lending and corporate finance pp. 223-239

Michaël Dewally and Yingying Shao

Does a leverage ratio requirement increase bank stability? pp. 240-254

Ilkka Kiema and Esa Jokivuolle

Volume 38, issue C, 2014

Anxious periods and bank lending pp. 1-13

Manthos Delis, Georgios Kouretas and Chris Tsoumas

Acquisition pricing in India during 1995–2011: Have Indian acquirers really beaten the odds? pp. 14-30

Pradip Banerjee, Prithviraj Banerjee, Soumen De, Jan Jindra and Jayanta Mukhopadhyay

Dwarf banks pp. 31-40

Lucy Chernykh

Indian bank efficiency and productivity changes with undesirable outputs: A disaggregated approach pp. 41-50

Hidemichi Fujii, Shunsuke Managi and Roman Matousek

News spillovers from the Greek debt crisis: Impact on the Eurozone financial sector pp. 51-63

Karan Bhanot, Natasha Burns, Delroy Hunter and Michael Williams

Bank competition and financial stability in Asia Pacific pp. 64-77

Fu, Xiaoqing (Maggie), Lin, Yongjia (Rebecca) and Philip Molyneux

The tax benefit of income smoothing pp. 78-88

Kristian Rydqvist, Steven T. Schwartz and Joshua D. Spizman

Speed, algorithmic trading, and market quality around macroeconomic news announcements pp. 89-105

Martin Scholtus, Dick van Dijk and Bart Frijns

Collateral requirements of SMEs: The evidence from less-developed countries pp. 106-121

Elmas Yaldız Hanedar, Eleonora Broccardo and Flavio Bazzana

Impact of ethical behavior on syndicated loan rates pp. 122-144

Moshe Kim, Jordi Surroca and Josep Tribó

SOX, corporate transparency, and the cost of debt pp. 145-165

Sandro C. Andrade, Gennaro Bernile and Frederick M. Hood

Does revenue momentum drive or ride earnings or price momentum? pp. 166-185

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

Pedro J. García-Teruel, Pedro Martínez-Solano and Juan Pedro Sánchez-Ballesta

Asymmetric responses of ask and bid quotes to information in the foreign exchange market pp. 194-204

Yu-Lun Chen and Yin-Feng Gau

Volatility spreads and earnings announcement returns pp. 205-215

Yigit Atilgan

Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities pp. 216-228

Yinggang Zhou

Volume 37, issue 12, 2013

Speculations in option markets enhance allocation efficiency with heterogeneous beliefs and learning pp. 4675-4694

Zhenjiang Qin

Venture capital and new business creation pp. 4695-4710

Alexander Popov and Peter Roosenboom

Long-term bank balance sheet management: Estimation and simulation of risk-factors pp. 4711-4720

John Birge and Pedro Júdice

Product market competition and the cost of bank loans: Evidence from state antitakeover laws pp. 4721-4737

Maya Waisman

A spatial analysis of international stock market linkages pp. 4738-4754

Hossein Asgharian, Wolfgang Hess and Lu Liu

Moment-based estimation of stochastic volatility pp. 4755-4764

Daniele Bregantini

Are stock market crises contagious? The role of crisis definitions pp. 4765-4776

Jochen Mierau and Mark Mink

TARP funds distribution and bank loan supply pp. 4777-4792

Lei Li

Bank/sovereign risk spillovers in the European debt crisis pp. 4793-4809

Valerie De Bruyckere, Maria Gerhardt, Glenn Schepens and Rudi Vander Vennet

The intraday impact of company responses to exchange queries pp. 4810-4819

Jozef Drienko and Stephen J. Sault

How do sovereign credit rating changes affect private investment? pp. 4820-4833

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

Fan Chen, Gary C. Sanger and Myron B. Slovin

Why do companies delist voluntarily from the stock market? pp. 4850-4860

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

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

Justin Yiqiang Jin, Kiridaran Kanagaretnam and Gerald J. Lobo

A general closed-form spread option pricing formula pp. 4893-4906

Ruggero Caldana and Gianluca Fusai

Product differentiation and efficiencies in the retail banking industry pp. 4907-4919

Mian Dai and Yuan Yuan

A comprehensive long-term analysis of S&P 500 index additions and deletions pp. 4920-4930

Kalok Chan, Hung Wan Kot and Gordon Y.N. Tang

Front-running of mutual fund fire-sales pp. 4931-4942

Teodor Dyakov and Marno Verbeek

Forecasting EUR–USD implied volatility: The case of intraday data pp. 4943-4957

Christian Dunis, Neil Kellard and Stuart Snaith

Return decomposition and the Intertemporal CAPM pp. 4958-4972

Paulo Maio

Liquidity and initial public offering underpricing pp. 4973-4988

TeWhan Hahn, James A. Ligon and Heather Rhodes

Loan collateral and financial reporting conservatism: Chinese evidence pp. 4989-5006

Jeff Zeyun Chen, Gerald J. Lobo, Yanyan Wang and Lisheng Yu

On the importance of indirect banking vulnerabilities in the Eurozone pp. 5007-5024

Andreea Bicu-Lieb and Bertrand Candelon

Valuation of insurers’ contingent capital with counterparty risk and price endogeneity pp. 5025-5035

Chien-Ling Lo, Jin-Ping Lee and Min-Teh Yu

Robust portfolio choice with uncertainty about jump and diffusion risk pp. 5036-5047

Nicole Branger and Linda Sandris Larsen

Did capital infusions enhance bank recovery from the great recession? pp. 5048-5061

Wei Liu, James W. Kolari, T. Kyle Tippens and Donald R. Fraser

Corporate leverage and the collateral channel pp. 5062-5072

Lars Norden and Stefan van Kampen

Economic valuation of liquidity timing pp. 5073-5087

Dennis Karstanje, Elvira Sojli, Wing Wah Tham and Michel van der Wel

Limiting losses may be injurious to your wealth pp. 5088-5100

Robert R. Grauer

Who gets credit after bankruptcy and why? An information channel pp. 5101-5117

Ethan Cohen-Cole, Burcu Duygan-Bump and Judit Montoriol-Garriga

The impact of diverse measures of default risk on UK stock returns pp. 5118-5131

Jie Chen and Paula Hill

On the predictability of stock prices: A case for high and low prices pp. 5132-5146

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

Gunter Löffler and Peter Posch

Intertemporal efficiency analysis of sales teams of a bank: Stochastic semi-nonparametric approach pp. 5163-5175

Juha Eskelinen and Timo Kuosmanen

Schumpeterian competition and efficiency among commercial banks pp. 5176-5185

Meryem Duygun, Vania Sena and Mohamed Shaban

Nonlinear dynamics in discretionary accruals: An analysis of bank loan-loss provisions pp. 5186-5207

Marina Balboa, Germán López-Espinosa and Antonio Rubia

IPO underwriting and subsequent lending pp. 5208-5219

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

Chinmoy Ghosh and Milena Petrova

Ratings based capital adequacy for securitizations pp. 5236-5247

Kristina Lützenkirchen, Daniel Rösch and Harald Scheule

Market capitalization and Value-at-Risk pp. 5248-5260

Alexandra Dias

Liquidation equilibrium with seniority and hidden CDO pp. 5261-5274

Christian Gourieroux, J.C. Heam and Alain Monfort

Analyzing determinants of bond yield spreads with Bayesian Model Averaging pp. 5275-5284

Dominik Maltritz and Alexander Molchanov

Pricing deviation, misvaluation comovement, and macroeconomic conditions pp. 5285-5299

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

Jaime Marquez, Ari Morse and Bernd Schlusche

The information content of Eonia swap rates before and during the financial crisis pp. 5316-5328

Lucía Hernandis and Hipolit Torro

Cross-country effects of regulatory capital arbitrage pp. 5329-5345

Stanimira Milcheva

Commodity and equity markets: Some stylized facts from a copula approach pp. 5346-5356

Anne-Laure Delatte and Claude Lopez

Global imbalances and the intertemporal external budget constraint: A multicointegration approach pp. 5357-5372

Mariam Camarero, Josep Carrion-i-Silvestre and Cecilio Tamarit

Institutional quality thresholds and the finance – Growth nexus pp. 5373-5381

Siong Hook Law, W.N.w Azman-Saini and Mansor Ibrahim

Do newspaper articles on card fraud affect debit card usage? pp. 5382-5391

Anneke Kosse

Is M&A different during a crisis? Evidence from the European banking sector pp. 5394-5405

Andrea Beltratti and Giovanna Paladino

Supervisors as information producers: Do stress tests reduce bank opaqueness? pp. 5406-5420

Giovanni Petrella and Andrea Resti

Competition, signaling and non-walking through the book: Effects on order choice pp. 5421-5435

Marcela Valenzuela and Ilknur Zer

Market discipline during crisis: Evidence from bank depositors in transition countries pp. 5436-5451

Iftekhar Hasan, Krzysztof Jackowicz, Oskar Kowalewski and Łukasz Kozłowski

Cross-selling, switching costs and imperfect competition in British banks pp. 5452-5462

Tianshu Zhao, Kent Matthews and Victor Murinde

Financial supervision regimes and bank efficiency: International evidence pp. 5463-5475

Chrysovalantis Gaganis and Fotios Pasiouras

SME financing and the choice of lending technology in Italy: Complementarity or substitutability? pp. 5476-5485

Francesca Bartoli, Giovanni Ferri, Pierluigi Murro and Zeno Rotondi

Information disclosure, CEO overconfidence, and share buyback completion rates pp. 5486-5499

Dimitris Andriosopoulos, Kostas Andriosopoulos and Hafiz Hoque

Non-marketability and the value of employee stock options pp. 5500-5510

Menachem Abudy and Simon Benninga

Credit and liquidity components of corporate CDS spreads pp. 5511-5525

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

Mario Brandtner

Volume 37, issue 11, 2013

The differential effects of classified boards on firm value pp. 3993-4013

Seoungpil Ahn and Keshab Shrestha

Sovereign ceilings “lite”? The impact of sovereign ratings on corporate ratings pp. 4014-4024

Eduardo Borensztein, Kevin Cowan and Patricio Valenzuela

Stock market reaction to fed funds rate surprises: State dependence and the financial crisis pp. 4025-4037

Alexandros Kontonikas, Ronald MacDonald and Aman Saggu

Are modern financial systems shaped by state antiquity? pp. 4038-4058

James Ang

Pricing and static hedging of American-style options under the jump to default extended CEV model pp. 4059-4072

João Pedro Ruas, José Carlos Dias and João Pedro Vidal Nunes

Stakeholder rights and economic performance: The profitability of nonprofits pp. 4073-4086

Øyvind Bøhren and Morten G. Josefsen

Why do people save in cash? Distrust, memories of banking crises, weak institutions and dollarization pp. 4087-4106

Helmut Stix

Asset pricing with heterogeneous beliefs and relative performance pp. 4107-4119

Shiyang Huang, Zhigang Qiu, Qi Shang and Ke Tang

Predicting stock returns: A regime-switching combination approach and economic links pp. 4120-4133

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

Srinivasan Sankaraguruswamy, Jianfeng Shen and Takeshi Yamada

The Basel III Net Stable Funding Ratio and bank net interest margins pp. 4144-4156

Michael King

Attendance of board meetings and company performance: Evidence from Taiwan pp. 4157-4171

Hsin-I Chou, Huimin Chung and Xiangkang Yin

Arbitrage risk and the turnover anomaly pp. 4172-4182

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

Andrea Bellucci, Alexander Borisov and Alberto Zazzaro

Beyond bankruptcy: Does the US bankruptcy code provide a fresh start to entrepreneurs? pp. 4198-4216

Aparna Mathur

Sovereign credit spreads pp. 4217-4225

Marliese Uhrig-Homburg

Returns and option activity over the option-expiration week for S&P 100 stocks pp. 4226-4240

Chris Stivers and Licheng Sun

Transatlantic systemic risk pp. 4241-4255

Monika Trapp and Claudio Wewel

Risk premia: Exact solutions vs. log-linear approximations pp. 4256-4264

Frederik Lundtofte and Anders Wilhelmsson

Predicting forecast errors through joint observation of earnings and revenue forecasts pp. 4265-4277

Brian J. Henderson and Joseph M. Marks

Monetary policy transmission in vector autoregressions: A new approach using central bank communication pp. 4278-4285

Matthias Neuenkirch

Pricing rainfall futures at the CME pp. 4286-4298

Brenda López Cabrera, Martin Odening and Matthias Ritter

Dynamic factor Value-at-Risk for large heteroskedastic portfolios pp. 4299-4309

Sirio Aramonte, Marius del Giudice Rodriguez and Jason Wu

Financial contagion in the laboratory: The cross-market rebalancing channel pp. 4310-4326

Marco Cipriani, Gloria Gardenal and Antonio Guarino

The role of institutional investors in public-to-private transactions pp. 4327-4336

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

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

Ralf Kellner and Nadine Gatzert

Understanding merger incentives and outcomes in the US mutual fund industry pp. 4368-4380

Minjung Park

Forecasting the return distribution using high-frequency volatility measures pp. 4381-4403

Jian Hua and Sebastiano Manzan

Short-term hedge fund performance pp. 4404-4431

Anna Slavutskaya

VIX option pricing and CBOE VIX Term Structure: A new methodology for volatility derivatives valuation pp. 4432-4446

Yueh-Neng Lin

Cross-listing and pricing efficiency: The informational and anchoring role played by the reference price pp. 4449-4464

Eric C. Chang, Yan Luo and Jinjuan Ren

Pricing innovations in consumption growth: A re-evaluation of the recursive utility model pp. 4465-4475

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

Björn Hagströmer, Björn Hansson and Birger Nilsson

Reprint of: Stock salience and the asymmetric market effect of consumer sentiment news pp. 4488-4500

Shumi Akhtar, Robert Faff, Barry Oliver and Avanidhar Subrahmanyam

The effectiveness of position limits: Evidence from the foreign exchange futures markets pp. 4501-4509

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

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

Martín Saldías

Banking crises: An equal opportunity menace pp. 4557-4573

Carmen Reinhart and Kenneth Rogoff

Pandemics of the poor and banking stability pp. 4574-4583

Thomas Lagoarde-Segot and Patrick Leoni

The regulator’s trade-off: Bank supervision vs. minimum capital pp. 4584-4598

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

Marie-Hélène Gagnon and Céline Gimet

The role of credit in the Great Moderation: A multivariate GARCH approach pp. 4615-4626

Maria Grydaki and Dirk Bezemer

Granger-causality in peripheral EMU public debt markets: A dynamic approach pp. 4627-4649

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

Dimitris Georgoutsos and Petros Migiakis

The Eurozone needs exit rules pp. 4665-4674

Christian Fahrholz and Cezary Wójcik

Volume 37, issue 10, 2013

Credit default swap spreads and variance risk premia pp. 3733-3746

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

Benjamin Tabak, Rogério Boueri Miranda and Dimas Fazio

Did the crisis induce credit rationing for French SMEs? pp. 3757-3772

Elisabeth Kremp and Patrick Sevestre

The timing of 52-week high price and momentum pp. 3773-3782

Ajay Bhootra and Jungshik Hur

Lessons from the evolution of foreign exchange trading strategies pp. 3783-3798

Christopher Neely and Paul A. Weller

Smiles all around: FX joint calibration in a multi-Heston model pp. 3799-3818

Alvise De Col, Alessandro Gnoatto and Martino Grasselli

Federal Reserve financial crisis lending programs and bank stock returns pp. 3819-3829

Ken B. Cyree, Mark D. Griffiths and Drew B. Winters

Quantifying structural subsidy values for systemically important financial institutions pp. 3830-3842

Kenichi Ueda and Beatrice Weder di Mauro

The Risk Map: A new tool for validating risk models pp. 3843-3854

Gilbert Colletaz, Christophe Hurlin and Christophe Perignon

Systemically important banks and financial stability: The case of Latin America pp. 3855-3866

Benjamin Tabak, Dimas Fazio and Daniel Cajueiro

A statistically robust decomposition of mutual fund performance pp. 3867-3877

Julius Agnesens

An analysis of commodity markets: What gain for investors? pp. 3878-3889

Paresh Narayan, Seema Narayan and Susan Sunila Sharma

Information asymmetry and international strategic alliances pp. 3890-3903

Sian Owen and Alfred Yawson

Financial literacy and its consequences: Evidence from Russia during the financial crisis pp. 3904-3923

Leora Klapper, Annamaria Lusardi and Georgios Panos

A case study of short-sale constraints and limits to arbitrage pp. 3924-3929

Steve Easton, Sean Pinder and Katherine Uylangco

Bank liquidity, the maturity ladder, and regulation pp. 3930-3950

Leo de Haan and Jan Willem End

Determinants of the incidence of U.S. Mortgage Loan Modifications pp. 3951-3973

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

Danling Jiang

Volume 37, issue 9, 2013

Bank regulatory capital and liquidity: Evidence from US and European publicly traded banks pp. 3295-3317

Isabelle Distinguin, Caroline Roulet and Amine Tarazi

The wisdom of crowds: Mutual fund investors’ aggregate asset allocation decisions pp. 3318-3333

John Chalmers, Aditya Kaul and Blake Phillips

Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas pp. 3334-3350

Gregor N.F. Weiß and Hendrik Supper

Predicting bear and bull stock markets with dynamic binary time series models pp. 3351-3363

Henri Nyberg

Bank ownership, privatization, and performance: Evidence from a transition country pp. 3364-3372

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

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

Louis H. Ederington and Wei Guan

Are extreme returns priced in the stock market? European evidence pp. 3401-3411

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

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

Elena Giarda

Diversification and heterogeneity of investor beliefs pp. 3435-3453

Jie Jiao, Bin Qiu and An Yan

Better than the original? The relative success of copycat funds pp. 3454-3471

Marno Verbeek and Yu Wang

Financial constraints of private firms and bank lending behavior pp. 3472-3485

Patrick Behr, Lars Norden and Felix Noth

ETF arbitrage: Intraday evidence pp. 3486-3498

Ben Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti

What drives the disappearing dividends phenomenon? pp. 3499-3514

Jing-Ming Kuo, Dennis Philip and Qingjing Zhang

Private equity benchmarks and portfolio optimization pp. 3515-3528

Douglas Cumming, Lars Helge Haß and Denis Schweizer

Corporate social responsibility in the banking industry: Motives and financial performance pp. 3529-3547

Meng-Wen Wu and Chung-Hua Shen

Overconfident individual day traders: Evidence from the Taiwan futures market pp. 3548-3561

Wei-Yu Kuo and Tse-Chun Lin

Insiders’ incentives for asymmetric disclosure and firm-specific information flows pp. 3562-3576

Li Jiang, Jeong-Bon Kim and Lei Pang

Bank audit practices and loan loss provisioning pp. 3577-3584

Drew Dahl

Optimal retirement with unemployment risks pp. 3585-3604

Bong-Gyu Jang, Seyoung Park and Yuna Rhee

Deposit market competition, wholesale funding, and bank risk pp. 3605-3622

Ben Craig and Valeriya Dinger

How do banks respond to shocks? A dynamic model of deposit-taking institutions pp. 3623-3638

Enzo Dia

Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration pp. 3639-3653

Bartosz Gebka and Michail Karoglou

Corporate social responsibility and earnings forecasting unbiasedness pp. 3654-3668

Leonardo Becchetti, Rocco Ciciretti and Alessandro Giovannelli

Investment horizon, risk, and compensation in the banking industry pp. 3669-3680

Gilad Livne, Garen Markarian and Maxim Mironov

Does the forward premium puzzle disappear over the horizon? pp. 3681-3693

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

Cho-Hoi Hui, Chi-Fai Lo and Chun-Sing Lau

Saving-based asset-pricing pp. 3704-3715

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

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

Juan Reboredo

Analyst forecasts and European mutual fund trading pp. 2677-2692

Alexander Franck and Alexander Kerl

Optimal smooth consumption and annuity design pp. 2693-2701

Kenneth Bruhn and Mogens Steffensen

Pricing discrete path-dependent options under a double exponential jump–diffusion model pp. 2702-2713

Cheng-Der Fuh, Sheng-Feng Luo and Ju-Fang Yen

Do bank regulations affect board independence? A cross-country analysis pp. 2714-2732

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

Numan Ülkü and Enzo Weber

Model uncertainty and VaR aggregation pp. 2750-2764

Paul Embrechts, Giovanni Puccetti and Ludger Rüschendorf

Bank capital, interbank contagion, and bailout policy pp. 2765-2778

Suhua Tian, Yunhong Yang and Gaiyan Zhang

Investment in financial literacy and saving decisions pp. 2779-2792

Tullio Jappelli and Mario Padula

Prospect theory and trading patterns pp. 2793-2805

Jing Yao and Duan Li

Eliminating entry barriers for the provision of banking services: Evidence from ‘banking correspondents’ in Brazil pp. 2806-2811

Juliano Assunção

Identifying the balance sheet and the lending channels of monetary transmission: A loan-level analysis pp. 2812-2822

Uluc Aysun and Ralf Hepp

Is local bias a cross-border phenomenon? Evidence from individual investors’ international asset allocation pp. 2823-2835

Markus Baltzer, Oscar Stolper and Andreas Walter

The effectiveness and valuation of political tax minimization pp. 2836-2849

Matthew D. Hill, Thomas R. Kubick, G. Brandon Lockhart and Huishan Wan

Capital structure choice and company taxation: A meta-study pp. 2850-2866

Lars Feld, Jost H. Heckemeyer and Michael Overesch

Business credit information sharing and default risk of private firms pp. 2867-2878

Maik Dierkes, Carsten Erner, Thomas Langer and Lars Norden

Do bank regulation, supervision and monitoring enhance or impede bank efficiency? pp. 2879-2892

James Barth, Chen Lin, Yue Ma, Jesús Seade and Frank M. Song

Executive compensation and the cost of debt pp. 2893-2907

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

Nils Moch

Does market structure matter on banks’ profitability and stability? Emerging vs. advanced economies pp. 2920-2937

Ali Mirzaei, Tomoe Moore and Guy Liu

Capital controls in Brazil – Stemming a tide with a signal? pp. 2938-2952

Yothin Jinjarak, Ilan Noy and Huanhuan Zheng

Board characteristics and Chinese bank performance pp. 2953-2968

Qi Liang, Pisun Xu and Pornsit Jiraporn

Dynamic effects of idiosyncratic volatility and liquidity on corporate bond spreads pp. 2969-2990

Madhu Kalimipalli, Subhankar Nayak and M. Fabricio Perez

Sarbanes-Oxley Act and corporate credit spreads pp. 2991-3006

Ali Nejadmalayeri, Takeshi Nishikawa and Ramesh Rao

Corporate lobbying, political connections, and the bailout of banks pp. 3007-3017

Benjamin Blau, Tyler J. Brough and Diana Thomas

Size matters: Optimal calibration of shrinkage estimators for portfolio selection pp. 3018-3034

Victor DeMiguel, Alberto Martin-Utrera and Francisco J. Nogales

Do firms use the trade credit channel to manage growth? pp. 3035-3046

Annalisa Ferrando and Klaas Mulier

Institutional investor stability and crash risk: Monitoring versus short-termism? pp. 3047-3063

Jeffrey L. Callen and Xiaohua Fang

Impact of idiosyncratic volatility on stock returns: A cross-sectional study pp. 3064-3075

Serguey Khovansky and Oleksandr Zhylyevskyy

Financial contagion and depositor monitoring pp. 3076-3084

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

Rand Kwong Yew Low, Jamie Alcock, Robert Faff and Timothy Brailsford

Portfolio reallocation and exchange rate dynamics pp. 3100-3124

Liang Ding and Jun Ma

Dynamics of credit spread moments of European corporate bond indexes pp. 3125-3144

Amir H. Alizadeh and Alexandros Gabrielsen

Behind the scenes of abandoning a fixed exchange rate regime pp. 3145-3156

Hyunju Kang

Valuing catastrophe derivatives under limited diversification: A stochastic dominance approach pp. 3157-3168

Stylianos Perrakis and Ali Boloorforoosh

Systemic risk measurement: Multivariate GARCH estimation of CoVaR pp. 3169-3180

Giulio Girardi and A. Tolga Ergün

Suppliers’ and customers’ information asymmetry and corporate bond yield spreads pp. 3181-3191

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

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

Charles Chang, Cheng-Der Fuh and Shih-Kuei Lin

Asymmetry in government bond returns pp. 3218-3226

Ippei Fujiwara, Lena Mareen Körber and Daisuke Nagakura

Connected board of directors: A blessing or a curse? pp. 3227-3242

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

Feng-Yi Chang, Chin-Wen Hsin and Shin-Rong Shiah-Hou

The determinants and effects of CEO–employee pay ratios pp. 3258-3272

Olubunmi Faleye, Ebru Reis and Anand Venkateswaran

Product market power, industry structure, and corporate earnings management pp. 3273-3285

Sudip Datta, Mai Iskandar-Datta and Vivek Singh

Multidimensional risk and risk dependence pp. 3286-3294

Arnold Polanski, Evarist Stoja and Ren Zhang

Volume 37, issue 7, 2013

Financial literacy and consumer credit portfolios pp. 2246-2254

Richard Disney and John Gathergood

Access to information and international portfolio allocation pp. 2255-2267

Chandra Thapa, Krishna Paudyal and Suman Neupane

Nonparametric correlation models for portfolio allocation pp. 2268-2283

Nektarios Aslanidis and Isabel Casas

Market liquidity in the financial crisis: The role of liquidity commonality and flight-to-quality pp. 2284-2302

Christoph G. Rösch and Christoph Kaserer

International income risk-sharing and the global financial crisis of 2008–2009 pp. 2303-2313

Faruk Balli, Syed Abul Basher and Hatice Balli

Short-term persistence in hybrid mutual fund performance: The role of style-shifting abilities pp. 2314-2328

Ulf Herrmann and Hendrik Scholz

Alternative bankruptcy prediction models using option-pricing theory pp. 2329-2341

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

Thanaset Chevapatrakul

Improvements in loss given default forecasts for bank loans pp. 2354-2366

Marc Gürtler and Martin Hibbeln

A behavioral explanation of the value anomaly based on time-varying return reversals pp. 2367-2377

Soosung Hwang and Alexandre Rubesam

Drivers of holding period firm-level returns in private equity-backed buyouts pp. 2378-2391

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

Saad Badaoui, Lara Cathcart and Lina El-Jahel

The impact of labor unions on investment-cash flow sensitivity pp. 2408-2418

Yan-Shing Chen and I-Ju Chen

The real effect of banking crises: Finance or asset allocation effects? Some international evidence pp. 2419-2433

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

Tsung-Kang Chen, Hsien-Hsing Liao and Hui-Ju Kuo

Uncertainty avoidance, risk tolerance and corporate takeover decisions pp. 2457-2471

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

Kim, Y. Han (Andy)

Bankruptcy law and corporate investment decisions pp. 2490-2500

Emanuele Tarantino

Rewards for downside risk in Asian markets pp. 2501-2509

Lakshman Alles and Louis Murray

Equity compensation and the sensitivity of research and development to financial market frictions pp. 2510-2519

O’Connor, Matthew, Matthew Rafferty and Aamer Sheikh

The impact of distressed economies on the EU sovereign market pp. 2520-2532

Jonatan Groba, Juan Angel Lafuente and Pedro Serrano

Greasing the wheels of bank lending: Evidence from private firms in China pp. 2533-2545

Yunling Chen, Ming Liu and Jun Su

Emerging markets and heavy tails pp. 2546-2559

Marat Ibragimov, Rustam Ibragimov and Paul Kattuman

International diversification gains and home bias in banking pp. 2560-2571

Alicia García-Herrero and Francisco Vazquez

Availability, recency, and sophistication in the repurchasing behavior of retail investors pp. 2572-2585

John R. Nofsinger and Abhishek Varma

The light and dark side of TARP pp. 2586-2604

Christian Farruggio, Tobias C. Michalak and Andre Uhde

Ownership change, institutional development and performance pp. 2605-2627

Anzhela Knyazeva, Diana Knyazeva and Joseph Stiglitz

Sudden crash or long torture: The timing of market reactions to operational loss events pp. 2628-2638

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

Kazumi Asako and Zhentao Liu

Capturing the risk premium of commodity futures: The role of hedging pressure pp. 2652-2664

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

Stefan Eichler and Dominik Maltritz

Systemic risk measures: The simpler the better? pp. 1817-1831

Maria Rodriguez-Moreno and Juan Ignacio Peña

Long-term asset tail risks in developed and emerging markets pp. 1832-1844

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

Santiago Carbó-Valverde, Edward Kane and Francisco Rodriguez-Fernandez

Political-economy of pension plans: Impact of institutions, gender, and culture pp. 1860-1879

Raj Aggarwal and John Goodell

Households’ foreign currency borrowing in Central and Eastern Europe pp. 1880-1897

Jarko Fidrmuc, Mariya Hake and Helmut Stix

Privatization and globalization: An empirical analysis pp. 1898-1914

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

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

Régis Blazy, Bertrand Chopard and Nirjhar Nigam

Can prospect theory be used to predict an investor’s willingness to pay? pp. 1960-1973

Carsten Erner, Alexander Klos and Thomas Langer

Changing the rules again: Short selling in connection with public equity offers pp. 1974-1985

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

Daniel Gropper, John S. Jahera and Jung Chul Park

Is bank default risk systematic? pp. 2000-2010

Franco Fiordelisi and David Marques-Ibanez

The impact of credit rating announcements on credit default swap spreads pp. 2011-2030

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

Nalan Gülpinar and Dessislava Pachamanova

Board composition and operational risk events of financial institutions pp. 2042-2051

Tawei Wang and Carol Hsu

Governance, product market competition and cash management in IPO firms pp. 2052-2068

Bharat A. Jain, Joanne Li and Yingying Shao

Investing at home and abroad: Different costs, different people? pp. 2069-2086

Dimitris Christelis and Dimitris Georgarakos

Does it pay to have friends? Social ties and executive appointments in banking pp. 2087-2105

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

Hubert de La Bruslerie

Nonlinear portfolio selection using approximate parametric Value-at-Risk pp. 2124-2139

Xueting Cui, Shushang Zhu, Xiaoling Sun and Duan Li

Information immobility, industry concentration, and institutional investors’ performance pp. 2140-2159

Mark Fedenia, Sherrill Shafer and Hilla Skiba

Volume 37, issue 5, 2013

The effect of banking regulation on cross-border lending pp. 1310-1322

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

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

Antonio De Socio

The determinants of reputational risk in the banking sector pp. 1359-1371

Franco Fiordelisi, Maria-Gaia Soana and Paola Schwizer

Relationship lending, hierarchical distance and credit tightening: Evidence from the financial crisis pp. 1372-1385

Matteo Cotugno, Stefano Monferrà and Gabriele Sampagnaro

Value creation in banking through strategic alliances and joint ventures pp. 1386-1396

Alessandra Amici, Franco Fiordelisi, Francesco Masala, Ornella Ricci and Federica Sist

Robust portfolio choice with ambiguity and learning about return predictability pp. 1397-1411

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

Ariel Levy and Offer Lieberman

Trading on inside information: Evidence from the share-structure reform in China pp. 1422-1436

Wilson H.S. Tong, Shaojun Zhang and Yanjian Zhu

Aggregation of exponential smoothing processes with an application to portfolio risk evaluation pp. 1437-1450

Giacomo Sbrana and Andrea Silvestrini

Finance is good for the poor but it depends where you live pp. 1451-1459

Johan Rewilak

Overseas listing as a policy tool: Evidence from China’s H-shares pp. 1460-1474

Qian Sun, Wilson H.S. Tong and Yujun Wu

Bankruptcy risk, costs and corporate diversification pp. 1475-1489

Rajeev Singhal and Zhu, Yun (Ellen)

Investment and financing constraints in China: Does working capital management make a difference? pp. 1490-1507

Sai Ding, Alessandra Guariglia and John Knight

Private equity performance under extreme regulation pp. 1508-1523

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

Anna Chernobai and Yukihiro Yasuda

Prestigious stock exchanges: A network analysis of international financial centers pp. 1543-1551

Nicola Cetorelli and Stavros Peristiani

Systematic stress tests with entropic plausibility constraints pp. 1552-1559

Thomas Breuer and Imre Csiszár

Information transfers and learning in financial markets: Evidence from short selling around insider sales pp. 1560-1572

Bidisha Chakrabarty and Andriy Shkilko

Does board structure in banks really affect their performance? pp. 1573-1589

Shams Pathan and Robert Faff

Competition and innovation: Evidence from financial services pp. 1590-1601

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

Jianjun Sun, Kozo Harimaya and Nobuyoshi Yamori

Old captains at the helm: Chairman age and firm performance pp. 1612-1628

Urs Waelchli and Jonas Zeller

Who moves first? An intensity-based measure for information flows across stock exchanges pp. 1629-1642

Kerstin Kehrle and Franziska J. Peter

A look inside AMLF: What traded and who benefited pp. 1643-1657

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

George Halkos and Nickolaos G. Tzeremes

The disposition effect and investor experience pp. 1669-1675

Newton Da Costa, Marco Goulart, César Cupertino, Jurandir Macedo and Sergio Da Silva

Causes and consequences of short-term institutional herding pp. 1676-1686

Stephanie Kremer and Dieter Nautz

Hedging structured credit products during the credit crisis: A horse race of 10 models pp. 1687-1705

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

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

Huiran Pan and Chun Wang

Dynamic optimal portfolio choice in a jump-diffusion model with investment constraints pp. 1733-1746

Xing Jin and Kun Zhang

How does the stock market react to the announcement of green policies? pp. 1747-1758

Vikash Ramiah, Belinda Martin and Imad Moosa

Revisiting mutual fund performance evaluation pp. 1759-1776

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

Kent Wang, Junwei Liu and Zhi Liu

Changes in cash holdings around the S&P 500 additions pp. 1787-1807

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

Rajna Gibson and Carsten Murawski

Impact of macro-economic surprises on carry trade activity pp. 1133-1147

Michael Hutchison and Vladyslav Sushko

Public information arrival: Price discovery and liquidity in electronic limit order markets pp. 1148-1159

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

Michi Nishihara and Takashi Shibata

CEO risk incentives and firm performance following R&D increases pp. 1176-1194

Carl Hsin-han Shen and Hao Zhang

Regulate one service, tame the entire market: Credit cards in Turkey pp. 1195-1204

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

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

Georgios Chortareas, Claudia Girardone and Alexia Ventouri

On portfolio optimization: Imposing the right constraints pp. 1232-1242

Patrick Behr, Andre Guettler and Felix Miebs

Systemic risk contributions: A credit portfolio approach pp. 1243-1257

Natalia Puzanova and Klaus Düllmann

The impact of the dimensions of social performance on firm risk pp. 1258-1273

Kais Bouslah, Lawrence Kryzanowski and M’Zali, Bouchra

Expectations of future income and real exchange rate movements pp. 1274-1285

Aziz Hayat, Bahodir Ganiev and Xueli Tang

When active fund managers deviate from their peers: Implications for fund performance pp. 1286-1305

Swasti Gupta-Mukherjee

Volume 37, issue 3, 2013

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

Nic Schaub and Markus Schmid

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

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

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

Luigi Buzzacchi, Giuseppe Scellato and Elisa Ughetto

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

Peter Tillmann

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

Marcia Millon Cornett, Lei Li and Hassan Tehranian

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

Stefan Trautmann and Razvan Vlahu

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

Jeungbo Shim

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

Jan Frederik Slijkerman, Dirk Schoenmaker and Casper de Vries

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

Dirk Baur

Bank stability and managerial compensation pp. 799-813

Gang Bai and Elyas Elyasiani

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

Laarni Bulan and Tyler Hull

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

Rhys ap Gwilym and M. Shahid Ebrahim

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

Marcelo Righi and Paulo Sergio Ceretta

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

Carl Lönnbark

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

Mohammad M. Rahaman and Ashraf Al Zaman

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

Asli Demirguc-Kunt and Harry Huizinga

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

David Hauner, Alessandro Prati and Çağatay Bircan

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

Florin Maican and Richard J. Sweeney

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

Andrea Moro and Matthias Fink

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

Ying Huang, Susan Elkinawy and Pankaj Jain

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

Bang Jeon, Maria Olivero and Ji Wu

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

Robert Jarrow

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

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

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

Anneke Kosse and David-Jan Jansen

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

Tanuj Dutt and Mark Humphery-Jenner

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

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

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

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

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

Michael Bücker, Maarten van Kampen and Walter Krämer

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

Hua Shang

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

Valeriy Zakamulin

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

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

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

Boonlert Jitmaneeroj and Andrew Wood

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

Nada Mora, Simon Neaime and Sebouh Aintablian

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

John Goodell and Sami Vähämaa

Volume 37, issue 2, 2013

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

Guglielmo Maria Caporale and Alessandro Girardi

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

Zhuoshi Liu and Peter Spencer

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

Thomas Schmid

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

Janis Back, Marcel Prokopczuk and Markus Rudolf

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

Marieke Huysentruyt, Eva Lefevere and Carlo Menon

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

Francis DiTraglia and Jeffrey R. Gerlach

Product market competition and credit risk pp. 324-340

Hsing-Hua Huang and Han-Hsing Lee

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

Augustine Duru, Dechun Wang and Yijiang Zhao

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

Heni Boubaker and Nadia Sghaier

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

Kris Jacobs, Stephane Pallage and Michel Robe

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

Caroline Jardet, Alain Monfort and Fulvio Pegoraro

Liquidity uncertainty and intermediation pp. 403-414

Ioannis Lazopoulos

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

Yisong S. Tian

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

Thorsten Beck, Asli Demirguc-Kunt and Ouarda Merrouche

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

Tony Berrada and Julien Hugonnier

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

Tino Berger and Lorenzo Pozzi

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

Christian Flor and Stefan Hirth

Rescue packages and bank lending pp. 490-505

Michael Brei, Leonardo Gambacorta and Goetz von Peter

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

A. George Assaf, Roman Matousek and Mike Tsionas

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

Joost Driessen and Pascal Maenhout

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

Thomas Mählmann

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

Assaf Eisdorfer, Carmelo Giaccotto and Reilly White

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

Gwion Williams, Rasha Alsakka and Owain ap Gwilym

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

Nikola Gradojevic and Ramazan Gencay

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

Donato Masciandaro and Francesco Passarelli

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

Heng An, Zhaodan Huang and Ting Zhang

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

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

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

Ethan Namvar and Blake Phillips

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

Sanjiv Das and Ray Meadows

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

Chonghui Jiang, Yongkai Ma and Yunbi An

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

Zhian Chen, Jinmin Du, Donghui Li and Rui Ouyang

Volume 37, issue 1, 2013

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

Angelos Kanas

Liquidity commonality in commodities pp. 11-20

Ben Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti

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

Chulwoo Han and Youngmin Jang

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

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

Asset financing with credit risk pp. 43-59

Steven Golbeck and Vadim Linetsky

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

Arvid O.I. Hoffmann, Thomas Post and Joost Pennings

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

David Wheelock and Paul Wilson

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

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

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

Ricardo Cabral

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

Valentina Hartarska, Xuan Shen and Roy Mersland

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

Sei-Wan Kim, Joshua Krausz and Kiseok Nam

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

Richard D.F. Harris and Murat Mazibaş

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

Christian Pierdzioch, Jan-Christoph Rülke and Georg Stadtmann

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

Ginka Borisova and James Brown

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

Nicos Koussis, Spiros H. Martzoukos and Lenos Trigeorgis

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

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

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

Claudio Morana