Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

From Elsevier
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Volume 35, issue 12, 2011

Analyzing the impact of credit migration in a portfolio setting pp. 3145-3157

Yaakov Tsaig, Amnon Levy and Yashan Wang

Macroeconomic risk and the cross-section of stock returns pp. 3158-3173

Jangkoo Kang, Tong Suk Kim, Changjun Lee and Byoung-Kyu Min

Stock repurchases: How firms choose between a self tender offer and an open-market program pp. 3174-3187

Jacob Oded

Optimizing international portfolios with options and forwards pp. 3188-3201

Nikolas Topaloglou, Hercules Vladimirou and Stavros Zenios

The impact of taxation on bank profits: Evidence from EU banks pp. 3202-3212

Vincenzo Chiorazzo and Carlo Milani

Which firms engage small, foreign, or state banks? And who goes Islamic? Evidence from Turkey pp. 3213-3224

Steven Ongena and İlkay Şendeniz-Yüncü

Financial asset demand is elastic: Evidence from new issues of Federal Home Loan Bank debt pp. 3225-3239

Vladimir Atanasov and John Merrick

Term structure modelling with observable state variables pp. 3240-3252

Cristian Huse

New evidence on oil price and firm returns pp. 3253-3262

Paresh Narayan and Susan Sunila Sharma

Is size dead? A review of the size effect in equity returns pp. 3263-3274

Mathijs van Dijk

How effective are rewards programs in promoting payment card usage? Empirical evidence pp. 3275-3291

Santiago Carbó-Valverde and José Liñares-Zegarra

The liquidity effect for open market operations pp. 3292-3299

Seth Kopchak

The impact of management and board ownership on profitability in banks with different strategies pp. 3300-3318

Hanna Westman

Volatility and covariation of financial assets: A high-frequency analysis pp. 3319-3334

Álvaro Cartea and Dimitrios Karyampas

Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio pp. 3335-3350

Chris Florackis, Andros Gregoriou and Alexandros Kostakis

Incorporating the dynamics of leverage into default prediction pp. 3351-3361

Gunter Löffler and Alina Maurer

Conditional beta pricing models: A nonparametric approach pp. 3362-3382

Eva Ferreira, Javier Gil-Bazo and Susan Orbe

Institutional trading and share returns pp. 3383-3399

Frederick Foster, David Gallagher and Adrian Looi

Deposit insurance and subsidized recapitalizations pp. 3400-3416

Alan D. Morrison and Lucy White

Monitoring via staging: Evidence from Private investments in public equity pp. 3417-3431

Na Dai

On the acquisition of equity carve-outs pp. 3432-3449

Chintal A. Desai, Mark Klock and Sattar A. Mansi

Volume 35, issue 11, 2011

The effect of macroeconomic news on stock returns: New evidence from newspaper coverage pp. 2791-2800

Gene Birz and John R. Lott

Resolving the deposit dilemma: A new DEA bank efficiency model pp. 2801-2810

Dmytro Holod and Herbert F. Lewis

Ability of accounting and audit quality variables to predict bank failure during the financial crisis pp. 2811-2819

Justin Yiqiang Jin, Kiridaran Kanagaretnam and Gerald J. Lobo

Detecting the presence of insider trading via structural break tests pp. 2820-2828

Jose Olmo, Keith Pilbeam and William Pouliot

Volatility transmission in emerging European foreign exchange markets pp. 2829-2841

Vit Bubak, Evžen Kočenda and Filip Zikes

Comparison of modeling methods for Loss Given Default pp. 2842-2855

Min Qi and Xinlei Zhao

Control-ownership wedge and investment sensitivity to stock price pp. 2856-2867

Li Jiang, Jeong-Bon Kim and Lei Pang

Extreme returns: The case of currencies pp. 2868-2880

Carol Osler and Tanseli Savaser

The persistence of bank profit pp. 2881-2890

John Goddard, Hong Liu, Philip Molyneux and John Wilson

Habit-based asset pricing with limited participation consumption pp. 2891-2901

Christian Bach and Stig V. Møller

Marriage and other risky assets: A portfolio approach pp. 2902-2915

Graziella Bertocchi, Marianna Brunetti and Costanza Torricelli

Extreme dependence with asymmetric thresholds: Evidence for the European Monetary Union pp. 2916-2930

Rodrigo Herrera and Stefan Eichler

Are small family firms financially sophisticated? pp. 2931-2944

Alberta Di Giuli, Stefano Caselli and Stefano Gatti

Crash risk of the euro in the sovereign debt crisis of 2009-2010 pp. 2945-2955

Cho-Hoi Hui and Tsz-Kin Chung

Cross hedging under multiplicative basis risk pp. 2956-2964

Axel F.A. Adam-Müller and Ingmar Nolte

Does FOMC news increase global FX trading? pp. 2965-2973

Andreas Fischer and Angelo Ranaldo

Optimal asset allocation under linear loss aversion pp. 2974-2990

Ines Fortin and Jaroslava Hlouskova

Alternative models for hedging yield curve risk: An empirical comparison pp. 2991-3000

Nicola Carcano and Hakim Dall'O

Risk capital allocation for RORAC optimization pp. 3001-3009

Arne Buch, Gregor Dorfleitner and Maximilian Wimmer

Exchange rate volatility across financial crises pp. 3010-3018

Virginie Coudert, Cécile Couharde and Valérie Mignon

Housing, consumption and monetary policy: How different are the US and the euro area? pp. 3019-3041

Alberto Musso, Stefano Neri and Livio Stracca

Participating mortgages and the efficiency of financial intermediation pp. 3042-3054

M. Shahid Ebrahim, Mark B. Shackleton and Rafal Wojakowski

A cyclical model of exchange rate volatility pp. 3055-3064

Richard D.F. Harris, Evarist Stoja and Fatih Yilmaz

The effects of loan portfolio concentration on Brazilian banks' return and risk pp. 3065-3076

Benjamin Tabak, Dimas Fazio and Daniel Cajueiro

Informed momentum trading versus uninformed "naive" investors strategies pp. 3077-3089

Anurag Banerjee and Chi-Hsiou Hung

International variations in expected equity premia: Role of financial architecture and governance pp. 3090-3100

Raj Aggarwal and John Goodell

Good news, bad news and rating announcements: An empirical investigation pp. 3101-3119

Koresh Galil and Gil Soffer

The order flow of discount certificates and issuer pricing behavior pp. 3120-3133

Rainer Baule

Joint effect of financial fragility and macroeconomic shocks on bank loan losses: Evidence from Europe pp. 3134-3144

Jarmo Pesola

Volume 35, issue 10, 2011

Intraday jumps and US macroeconomic news announcements pp. 2511-2527

Kevin P. Evans

The impact of changes in bank ownership structure on the allocation of capital: International evidence pp. 2528-2543

Alvaro G. Taboada

Perfect surcharging and the tourist test interchange fee pp. 2544-2546

Hans Zenger

The return impact of realized and expected idiosyncratic volatility pp. 2547-2558

David R. Peterson and Adam R. Smedema

The asymmetric behavior and procyclical impact of asset correlations pp. 2559-2568

Shih-Cheng Lee, Chien-Ting Lin and Chih-Kai Yang

The pernicious effects of contaminated data in risk management pp. 2569-2583

Laurent Frésard, Christophe Perignon and Anders Wilhelmsson

Macroeconomic fundamentals, price discovery, and volatility dynamics in emerging bond markets pp. 2584-2597

Sylwia Nowak, Jochen Andritzky, Andreas Jobst and Natalia Tamirisa

Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels pp. 2598-2605

Roy Cerqueti and Mauro Costantini

Should investors include commodities in their portfolios after all? New evidence pp. 2606-2626

Charoula Daskalaki and George Skiadopoulos

Strategic incompatibility in ATM markets pp. 2627-2636

Christopher Knittel and Victor Stango

Portfolio selection with mental accounts and delegation pp. 2637-2656

Gordon Alexander and Alexandre Baptista

Asymmetric herding as a source of asymmetric return volatility pp. 2657-2665

Beum Jo Park

Ownership structure, market discipline, and banks' risk-taking incentives under deposit insurance pp. 2666-2678

Jens Forssbæck

Foreign banks in syndicated loan markets pp. 2679-2689

Rainer Haselmann and Paul Wachtel

Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis pp. 2690-2703

Mbodja Mougoue and Raj Aggarwal

Selling winners, holding losers: Effect on fund flows and survival of disposition-prone mutual funds pp. 2704-2718

Vijay Singal and Zhaojin Xu

Disentangling demand and supply in credit developments: A survey-based analysis for Italy pp. 2719-2732

Paolo Del Giovane, Ginette Eramo and Andrea Nobili

The impact of macroeconomic news on quote adjustments, noise, and informational volatility pp. 2733-2746

Nikolaus Hautsch, Dieter Hess and David Veredas

Ownership structure and tax-friendly dividends pp. 2747-2760

Darren Henry

Government, taxes and banking crises pp. 2761-2770

Augusto Hasman, Ángel L. López and Margarita SamartIín

Do market capitalization and stocks traded converge? New global evidence pp. 2771-2781

Paresh Narayan, Sagarika Mishra and Seema Narayan

Nominal and true cost of loan collateral pp. 2782-2790

J.-P. Niinimäki

Volume 35, issue 9, 2011

Asymmetric information and price competition in small business lending pp. 2189-2196

Ming-Hua Liu, Dimitris Margaritis and Alireza Tourani-Rad

The volatility of consumption-based stochastic discount factors and economic cycles pp. 2197-2216

Belén Nieto and Gonzalo Rubio

Liquidity and asset pricing: Evidence from the Hong Kong stock market pp. 2217-2230

Keith S.K. Lam and Lewis Tam

Bidders' strategic timing of acquisition announcements and the effects of payment method on target returns and competing bids pp. 2231-2244

Sheng-Syan Chen, Robin K. Chou and Yun-Chi Lee

Momentum or contrarian investment strategies: Evidence from Dutch institutional investors pp. 2245-2251

Leo de Haan and Jan Kakes

The 2008 short sale ban: Liquidity, dispersion of opinion, and the cross-section of returns of US financial stocks pp. 2252-2266

Don M. Autore, Randall S. Billingsley and Tunde Kovacs

Multivariate option pricing with time varying volatility and correlations pp. 2267-2281

Jeroen Rombouts and Lars Stentoft

Determinants of start-up firm external financing worldwide pp. 2282-2294

John R. Nofsinger and Weicheng Wang

Foreign exchange risk pricing and equity market segmentation in Africa pp. 2295-2310

Odongo Kodongo and Kalu Ojah

Sufficient conditions for expected utility to imply drawdown-based performance rankings pp. 2311-2318

Frank Schuhmacher and Martin Eling

Optimal VWAP trading under noisy conditions pp. 2319-2329

Mark L. Humphery-Jenner

Home country bias: Does domestic experience help investors enter foreign markets? pp. 2330-2340

Margarida Abreu, Victor Mendes and João A.C. Santos

Bank M&A: A market power story? pp. 2341-2354

Yassin Hankir, Christian Rauch and Marc Umber

Competition among stock exchanges for equity pp. 2355-2373

Khaled Amira and Mark L. Muzere

Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX pp. 2374-2387

Sawsan Hilal, Ser-Huang Poon and Jonathan Tawn

Does corporate social responsibility affect the cost of capital? pp. 2388-2406

Sadok El Ghoul, Omrane Guedhami, Chuck C.Y. Kwok and Dev Mishra

Managerial ownership and the disposition effect pp. 2407-2417

Richard Fu and Lei Wedge

Implications of bank ownership for the credit channel of monetary policy transmission: Evidence from India pp. 2418-2428

Sumon Bhaumik, Vinh Dang and Ali Kutan

Lending behavior and real estate prices pp. 2429-2442

C. Hott

Short-sale constraints and price bubbles pp. 2443-2453

Bryan Y. Lim

The information content of stock splits pp. 2454-2467

Honghui Chen, Hoang Huy Nguyen and Vijay Singal

Convergent synergies in the global market for corporate control pp. 2468-2478

Jeff Madura, Thanh Ngo and Ariel Viale

Is the evidence for PPP reliable? A sustainability examination of the stationarity of real exchange rates pp. 2479-2490

Su Zhou and Ali Kutan

Interest on bank reserves and optimal sweeping pp. 2491-2497

Donald Dutkowsky and David VanHoose

Have community banks reduced home foreclosure rates? pp. 2498-2509

Kathy Fogel, Raja Kali and Tim Yeager

Volume 35, issue 8, 2011

Counter-cyclical substitution between trade credit and bank credit pp. 1859-1878

Hui Huang, Xiaojun Shi and Shunming Zhang

Time series analysis for financial market meltdowns pp. 1879-1891

Young Shin Kim, Svetlozar T. Rachev, Michele Leonardo Bianchi, Ivan Mitov and Frank Fabozzi

An investigation of customer order flow in the foreign exchange market pp. 1892-1906

Mario Cerrato, Nicholas Sarantis and Alex Saunders

Insider trading law enforcement and gross spreads of ADR IPOs pp. 1907-1917

Hsuan-Chi Chen and Hao, (Grace) Qing

Stockholding: Participation, location, and spillovers pp. 1918-1930

Dimitris Christelis, Dimitris Georgarakos and Michael Haliassos

The cost of debt when all-equity firms raise sfinance: The role of investment opportunities, audit quality and debt maturity pp. 1931-1940

Kam-Wah Lai

Measuring and explaining the volatility of capital flows to emerging countries pp. 1941-1953

Carmen Broto, Javier Díaz-Cassou and Aitor Erce

Dependence structure and extreme comovements in international equity and bond markets pp. 1954-1970

René Garcia and Georges Tsafack

Explaining the idiosyncratic volatility puzzle using Stochastic Discount Factors pp. 1971-1983

Fousseni Chabi-Yo

A reduced form model of default spreads with Markov-switching macroeconomic factors pp. 1984-2000

Georges Dionne, Geneviève Gauthier, Khemais Hammami, Mathieu Maurice and Jean-Guy Simonato

Stock and option market divergence in the presence of noisy information pp. 2001-2020

Carl R. Chen, J. David Diltz, Ying Huang and Peter P. Lung

Downside risk and the size of credit spreads pp. 2021-2036

Gordon Gemmill and Aneel Keswani

A test of the different implications of the overconfidence and disposition hypotheses pp. 2037-2046

Robin K. Chou and Yun-Yi Wang

Explaining bank market-to-book ratios: Evidence from 2006 to 2009 pp. 2047-2055

Dan J. Jordan, Douglas Rice, Jacques Sanchez and Donald H. Wort

The comovement of option listed stocks pp. 2056-2069

Sam Agyei-Ampomah and Khelifa Mazouz

Gold and the Dollar (and the Euro, Pound, and Yen) pp. 2070-2083

Kuntara Pukthuanthong and Richard Roll

Labor unions, bargaining power and corporate bond yield spreads: Structural credit model perspectives pp. 2084-2098

Tsung-Kang Chen, Yan-Shing Chen and Hsien-Hsing Liao

The effect of leverage on the cost of capital of US buyouts pp. 2099-2110

Alexander Peter Groh and Oliver Gottschalg

Securitization and the balance sheet channel of monetary transmission pp. 2111-2122

Uluc Aysun and Ralf Hepp

The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares pp. 2123-2136

Charlie X. Cai, Paul B. McGuinness and Qi Zhang

A tale of values-driven and profit-seeking social investors pp. 2137-2147

Jeroen Derwall, Kees Koedijk and Jenke Ter Horst

Consumption-based CAPM models: International evidence pp. 2148-2157

Ali F. Darrat, Bin Li and Jung Chul Park

Analyst characteristics, timing of forecast revisions, and analyst forecasting ability pp. 2158-2168

Yongtae Kim, Gerald J. Lobo and Minsup Song

How do lending relationships affect access to credit and loan conditions in microlending? pp. 2169-2178

Patrick Behr, Annekathrin Entzian and Andre Güttler

Bank-specific shocks and the real economy pp. 2179-2187

Claudia Buch and Katja Neugebauer

Volume 35, issue 7, 2011

Firm specific and macro herding by professional and amateur investors and their effects on market volatility pp. 1599-1609

Itzhak Venezia, Amrut Nashikkar and Zur Shapira

Earned/contributed capital, dividend policy, and disclosure quality: An international study pp. 1610-1625

Paul Brockman and Emre Unlu

Who is the more overconfident trader? Individual vs. institutional investors pp. 1626-1644

Wen-I Chuang and Rauli Susmel

Strategic behavior within families of hedge funds pp. 1645-1662

Olga Kolokolova

Financial intermediation in the theory of the risk-free rate pp. 1663-1668

François Marini

Founder CEO management and the long-run investment performance of IPO firms pp. 1669-1682

Ning Gao and Bharat A. Jain

Portfolio insurance and prospect theory investors: Popularity and optimal design of capital protected financial products pp. 1683-1697

Hubert Dichtl and Wolfgang Drobetz

A closer look at financial development and income distribution pp. 1698-1713

Céline Gimet and Thomas Lagoarde-Segot

Long memory in volatility and trading volume pp. 1714-1726

Jeff Fleming and Chris Kirby

A comprehensive analysis of the effects of risk measures on bank efficiency: Evidence from emerging Asian countries pp. 1727-1735

Lei Sun and Tzu-Pu Chang

Firm survival and financial development: Evidence from a panel of emerging Asian economies pp. 1736-1752

Serafeim Tsoukas

Do financial markets care about SRI? Evidence from mergers and acquisitions pp. 1753-1761

Nihat Aktas, Eric de Bodt and Jean-Gabriel Cousin

On the characteristics and performance of long-short, market-neutral and bear mutual funds pp. 1762-1776

S.G. Badrinath and S. Gubellini

Nonlinearly weighted convex risk measure and its application pp. 1777-1793

Zhiping Chen and Li Yang

The impact of corporate social responsibility on the cost of bank loans pp. 1794-1810

Allen Goss and Gordon S. Roberts

Omega performance measure and portfolio insurance pp. 1811-1823

Philippe Bertrand and Jean-Luc Prigent

Recovering copulas from limited information and an application to asset allocation pp. 1824-1842

Ba Chu

Does debtor protection really protect debtors? Evidence from the small business credit market pp. 1843-1857

Allen N. Berger, Geraldo Cerqueiro and María Penas

Volume 35, issue 6, 2011

A computational approach to pricing a bank credit line pp. 1341-1351

Bryan Stanhouse, Al Schwarzkopf and Matt Ingram

Product market pricing power, industry concentration and analysts' earnings forecasts pp. 1352-1366

Sudip Datta, Mai Iskandar-Datta and Vivek Sharma

Creditor rights and debt allocation within multinationals pp. 1367-1379

Basak Akbel and Monika Schnitzer

Capital requirements under the credit risk-based framework pp. 1380-1390

Paula Antão and Ana Lacerda

Credit risk transfer activities and systemic risk: How banks became less risky individually but posed greater risks to the financial system at the same time pp. 1391-1398

Rob Nijskens and Wolf Wagner

A Bayesian approach to detecting nonlinear risk exposures in hedge fund strategies pp. 1399-1414

Dimitrios Giannikis and Ioannis D. Vrontos

Asset market linkages: Evidence from financial, commodity and real estate assets pp. 1415-1426

Kam Fong Chan, Sirimon Treepongkaruna, Robert Brooks and Stephen Gray

Risk adjustment and momentum sources pp. 1427-1435

Jun Wang and Yangru Wu

Bank size and risk-taking under Basel II pp. 1436-1449

Hendrik Hakenes and Isabel Schnabel

When and how US dollar shortages evolved into the full crisis? Evidence from the cross-currency swap market pp. 1450-1463

Naohiko Baba and Yuji Sakurai

Ownership, control, and pyramids in Spanish commercial banks pp. 1464-1476

Valentín Azofra and Marcos Santamaría

Patterns in payout policy and payout channel choice pp. 1477-1490

Luc Renneboog and Grzegorz Trojanowski

Corporate derivatives use and the cost of equity pp. 1491-1506

Gerald D. Gay, Chen-Miao Lin and Stephen D. Smith

Managerial responses to incentives: Control of firm risk, derivative pricing implications, and outside wealth management pp. 1507-1518

James E. Hodder and Jens Carsten Jackwerth

Price determinants of Aboriginal art, and its role as an alternative asset class pp. 1519-1529

Dominic Taylor and Les Coleman

Volatility components, leverage effects, and the return-volatility relations pp. 1530-1540

Junye Li

Do ESOPs enhance firm performance? Evidence from China's reform experiment pp. 1541-1551

Rujing Meng, Xiangdong Ning, Xianming Zhou and Hongquan Zhu

Market discipline, financial crisis and regulatory changes: Evidence from Indonesian banks pp. 1552-1562

Muliaman D. Hadad, Agusman Agusman, Gary S. Monroe, Dominic Gasbarro and James Kenton Zumwalt

Does more information in stock price lead to greater or smaller idiosyncratic return volatility? pp. 1563-1580

Dong Wook Lee and Mark H. Liu

Comparing different explanations of the volatility trend pp. 1581-1597

Amir Rubin and Daniel R. Smith

Volume 35, issue 5, 2011

A conditional asset-pricing model with the optimal orthogonal portfolio pp. 1027-1040

Hossein Asgharian

The role of co-managers in reducing flotation costs: Evidence from seasoned equity offerings pp. 1041-1056

Jin Q. Jeon and James A. Ligon

Does the "Bund" dominate price discovery in Euro bond futures? Examining information shares pp. 1057-1072

Christoph Fricke and Lukas Menkhoff

Identification of speculative bubbles using state-space models with Markov-switching pp. 1073-1086

Nael Al-Anaswah and Bernd Wilfling

Market structure and the pass-through of the federal funds rate pp. 1087-1096

Robert M. Adams and Dean F. Amel

Advantageous innovation and imitation in the underwriting market for corporate securities pp. 1097-1113

Helios Herrera and Enrique Schroth

Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns pp. 1114-1127

Paolo Emilio Mistrulli

Investigating sources of unanticipated exposure in industry stock returns pp. 1128-1142

Don Bredin and Stuart Hyde

Understanding seasoned equity offerings of Chinese firms pp. 1143-1157

Hong Bo, Zhongnan Huang and Changyun Wang

How accurate is the square-root-of-time rule in scaling tail risk: A global study pp. 1158-1169

Jying-Nan Wang, Jin-Huei Yeh and Nick Ying-Pin Cheng

Can broker-dealer client surveys provide signals for debt investing? pp. 1170-1178

Sandro C. Andrade and W. Brian Barrett

The diversification effects of volatility-related assets pp. 1179-1189

Hsuan-Chi Chen, San-Lin Chung and Keng-Yu Ho

Non-parametric frontier estimates of mutual fund performance using C- and L-moments: Some specification tests pp. 1190-1201

Kristiaan Kerstens, Amine Mounir and Ignace Van de Woestyne

Revisiting the expectations hypothesis of the term structure of interest rates pp. 1202-1212

George Bulkley, Richard D.F. Harris and Vivekanand Nawosah

Omitted debt risk, financial distress and the cross-section of expected equity returns pp. 1213-1227

Kevin Aretz and Mark B. Shackleton

Financial integration and emerging markets capital structure pp. 1228-1238

Brian Lucey and QiYu Zhang

The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns pp. 1239-1249

Shumi Akhtar, Robert Faff, Barry Oliver and Avanidhar Subrahmanyam

On the sources of private information in FX markets pp. 1250-1262

Michael Moore and Richard Payne

Macroeconomic news, announcements, and stock market jump intensity dynamics pp. 1263-1276

Jose Rangel

The rise of risk-based pricing of mortgage interest rates in Italy pp. 1277-1290

Silvia Magri and Raffaella Pico

Inherited or earned? Performance of foreign banks in Central and Eastern Europe pp. 1291-1302

Olena Havrylchyk and Emilia Jurzyk

Firms' debt-equity decisions when the static tradeoff theory and the pecking order theory disagree pp. 1303-1314

Abe de Jong, Marno Verbeek and Patrick Verwijmeren

Efficiency and risk in European banking pp. 1315-1326

Franco Fiordelisi, David Marques-Ibanez and Philip Molyneux

Ownership structure and risk in publicly held and privately owned banks pp. 1327-1340

Thierno Barry, Laetitia Lepetit and Amine Tarazi

Volume 35, issue 4, 2011

The future of universal banking pp. 765-767

Georgios Kouretas and Athanasios Papadopoulos

Rethinking the liquidity puzzle: Application of a new measure of the economic money stock pp. 768-774

Logan Kelly, William Barnett and John Keating

The use of bank lines of credit in corporate liquidity management: A review of empirical evidence pp. 775-782

Cem Demiroglu and Christopher James

Can pure play internet banking survive the credit crisis? pp. 783-793

Ivo Arnold and Saskia de Vries-van Ewijk

Financial dollarization: The role of foreign-owned banks and interest rates pp. 794-806

Henrique Basso, Oscar Calvo-Gonzalez and Marius Jurgilas

Forecasting the fragility of the banking and insurance sectors pp. 807-818

Kerstin Bernoth and Andreas Pick

Are foreign banks more profitable than domestic banks? Home- and host-country effects of banking market structure, governance, and supervision pp. 819-839

Sheng-Hung Chen and Chien-Chang Liao

Interest rates and bank risk-taking pp. 840-855

Manthos Delis and Georgios Kouretas

Do foreign banks increase competition? Evidence from emerging Asian and Latin American banking markets pp. 856-875

Bang Jeon, Maria Olivero and Ji Wu

The term structure of banking crisis risk in the United States: A market data based compound option approach pp. 876-885

Stefan Eichler, Alexander Karmann and Dominik Maltritz

Towards a more accurate measure of foreign bank entry and its impact on domestic banking performance: The case of China pp. 886-901

Ying Xu

The impact of European bank mergers on bidder default risk pp. 902-915

Francesco Vallascas and Jens Hagendorff

Cultural influences on home bias and international diversification by institutional investors pp. 916-934

Christopher W. Anderson, Mark Fedenia, Mark Hirschey and Hilla Skiba

Information verifiability, bank organization, bank competition and bank-borrower relationships pp. 935-954

Masaji Kano, Hirofumi Uchida, Gregory Udell and Wako Watanabe

A theory of optimal expropriation, mergers and industry competition pp. 955-965

Neil Brisley, Arturo Bris and Christos Cabolis

The pricing and performance of leveraged exchange-traded funds pp. 966-977

Narat Charupat and Peter Miu

Internal liquidity risk in corporate bond yield spreads pp. 978-987

Tsung-Kang Chen, Hsien-Hsing Liao and Pei-Ling Tsai

An FFT-network for Lévy option pricing pp. 988-999

Hoi Ying Wong and Peiqiu Guan

Foreign bank entry and firms' access to bank credit: Evidence from China pp. 1000-1010

Huidan Lin

A factor analysis approach to measuring European loan and bond market integration pp. 1011-1025

Rien J.L.M. Wagenvoort, André Ebner and Magdalena Morgese Borys

Volume 35, issue 3, 2011

Global financial crisis, international financial architecture and regulation pp. 499-501

Fariborz Moshirian

The global financial crisis and the evolution of markets, institutions and regulation pp. 502-511

Fariborz Moshirian

Shareholder governance, bondholder governance, and managerial risk-taking pp. 512-531

Tao-Hsien Dolly King and Min-Ming Wen

Fire sale acquisitions: Myth vs. reality pp. 532-543

James Ang and Nathan Mauck

Interbank market integration, loan rates, and firm leverage pp. 544-559

Alexander Popov and Steven Ongena

Competition in banking and the lending channel: Evidence from bank-level data in Asia and Latin America pp. 560-571

Maria Olivero, Yuan Li and Bang Jeon

International fund investment and local market returns pp. 572-587

Yothin Jinjarak, Jon Wongswan and Huanhuan Zheng

What drives foreign expansion of the top 100 multinational banks? The role of the credit reporting system pp. 588-605

Hsiangping Tsai, Yuanchen Chang and Pei-Hsin Hsiao

The information content of cash dividend announcements in a unique environment pp. 606-612

Khamis Al-Yahyaee, Toan M. Pham and Terry Walter

Small business groups enhance performance and promote stability, not expropriation. Evidence from French SMEs pp. 613-626

Anaïs Hamelin

Managing liquidity: Optimal degree of centralization pp. 627-638

Sebastian Pokutta and Christian Schmaltz

Estimating exponential affine models with correlated measurement errors: Applications to fixed income and commodities pp. 639-652

M.A.H. Dempster and Ke Tang

House prices, non-fundamental components and interstate spillovers: The Australian experience pp. 653-669

Greg Costello, Patricia Fraser and Nicolaas Groenewold

The relationship between asset growth and the cross-section of stock returns pp. 670-680

Philip Gray and Jessica Johnson

Contagion risk in the Australian banking and property sectors pp. 681-697

Amelia Pais and Philip A. Stork

Pitfalls and remedies in testing the calibration quality of rating systems pp. 698-708

Wolfgang Aussenegg, Florian Resch and Gerhard Winkler

Access to financing and firm growth pp. 709-723

Mohammad M. Rahaman

Bank size, lending technologies, and small business finance pp. 724-735

Allen N. Berger and Lamont K. Black

Does regulation substitute or complement governance? pp. 736-751

David Becher and Melissa B. Frye

Simultaneous monetary policy announcements and international stock markets response: An intraday analysis pp. 752-764

Syed Mujahid Hussain

Volume 35, issue 2, 2011

The impact of terrorism on financial markets: An empirical study pp. 253-267

Marc Chesney, Ganna Reshetar and Mustafa Karaman

Arbitrage-free credit pricing using default probabilities and risk sensitivities pp. 268-281

Andreas Blöchlinger

Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure pp. 282-289

Christoph Memmel

On syndicate composition, corporate structure and the certification effect of credit ratings pp. 290-299

Oliver Bosch and Sascha Steffen

Effect of collateral characteristics on bank performance: Evidence from collateralized stocks in Taiwan pp. 300-309

Anlin Chen and Lanfeng Kao

The macroeconomic sources of systemic risk in the banking sectors of five new EU member states pp. 310-322

Mejra Festic, Alenka Kavkler and Sebastijan Repina

Bank capital regulation and credit supply pp. 323-330

Jung-Soon Hyun and Byung-Kun Rhee

Productivity and efficiency analysis of Shinkin banks: Evidence from bootstrap and Bayesian approaches pp. 331-342

A. George Assaf, Carlos Barros and Roman Matousek

Price dispersion in OTC markets: A new measure of liquidity pp. 343-357

Rainer Jankowitsch, Amrut Nashikkar and Marti G. Subrahmanyam

Hierarchical determinants of capital structure pp. 358-371

Eduardo K. Kayo and Herbert Kimura

Investment intensity of currencies and the random walk hypothesis: Cross-currency evidence pp. 372-387

Tuugi Chuluun, Cheol S. Eun and Rehim Kiliç

Does deposit insurance improve financial intermediation? Evidence from the Russian experiment pp. 388-402

Lucy Chernykh and Rebel Cole

International diversification: A copula approach pp. 403-417

Lorán Chollete, Victor de la Peña and Ching-Chih Lu

How do exchange rates co-move? A study on the currencies of five inflation-targeting countries pp. 418-429

Xiao-Ming Li

Options, short-sale constraints and market efficiency: A new perspective pp. 430-442

Blake Phillips

Exchange rate expectations and the pricing of Chinese cross-listed stocks pp. 443-455

Stefan Eichler

Tax avoidance, cost of debt and shareholder activism: Evidence from Korea pp. 456-470

Youngdeok Lim

Asymmetrical return on equity mean reversion and catering pp. 471-477

An-Sing Chen and Shih-Chieh Lin

The high-frequency response of exchange rates to monetary policy actions and statements pp. 478-489

Carlo Rosa

Information disclosure in credit markets when banks' costs are endogenous pp. 490-497

Eric Van Tassel

Volume 35, issue 1, 2011

A framework for journal assessment: The case of the Journal of Banking & Finance pp. 1-6

Kenneth A. Borokhovich, Allissa A. Lee and Betty J. Simkins

Finance journal rankings and tiers: An Active Scholar Assessment methodology pp. 7-20

Russell R. Currie and Gurupdesh S. Pandher

Market discipline of banks: Why are yield spreads on bank-issued subordinated notes and debentures not sensitive to bank risks? pp. 21-35

Bhanu Balasubramnian and Ken B. Cyree

Managerial entrenchment, equity payout and capital structure pp. 36-50

Hao Wang

Specialists as risk managers: The competition between intermediated and non-intermediated markets pp. 51-66

Wen Mao and Michael S. Pagano

Future labor income growth and the cross-section of equity returns pp. 67-81

Dongcheol Kim, Tong Suk Kim and Byoung-Kyu Min

The term structure of CD rates and monetary policy transmission pp. 82-94

Yasuo Nishiyama

Detecting time-variation in corporate bond index returns: A smooth transition regression model pp. 95-103

Louisa Chen and Dietmar Maringer

Competition, interlisting and market structure in options trading pp. 104-117

Nabil Khoury, Stylianos Perrakis and Marko Savor

Dominant institutional owners and firm value pp. 118-129

María Victoria Ruiz-Mallorquí and Domingo J. Santana-Martín

Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? pp. 130-141

Riadh Aloui, Mohamed Ben Aissa and Duc Khuong Nguyen

Dynamics of international integration of government securities' markets pp. 142-154

Manmohan S. Kumar and Tatsuyoshi Okimoto

Global equity fund performance, portfolio concentration, and the fundamental law of active management pp. 155-165

Joop Huij and Jeroen Derwall

Value and capacity of tax shields: An analysis of the slicing approach pp. 166-173

Howard Qi

International evidence on bond risk premia pp. 174-181

Rodrigo Sekkel

Asset-liability management under time-varying investment opportunities pp. 182-192

Robert Ferstl and Alex Weissensteiner

Does ownership matter in mergers? A comparative study of the causes and consequences of mergers by family and non-family firms pp. 193-203

Jungwook Shim and Hiroyuki Okamuro

Regime-switching analysis of ADR home market pass-through pp. 204-214

Hui He and Jiawen Yang

Expected returns, risk premia, and volatility surfaces implicit in option market prices pp. 215-230

António Câmara, Tim Krehbiel and Weiping Li

Fiscal policy and financial market movements pp. 231-251

Athanasios Tagkalakis