Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

From Elsevier
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Volume 34, issue 12, 2010

International financial integration pp. 2837-2837

Brian Lucey

Integrated models of capital adequacy - Why banks are undercapitalised pp. 2838-2850

Gavin Kretzschmar, Alexander J. McNeil and Axel Kirchner

EMU and European government bond market integration pp. 2851-2860

Pilar Abad, Helena Chuliá and Marta Gómez-Puig

The reaction of emerging market credit default swap spreads to sovereign credit rating changes pp. 2861-2873

Iuliana Ismailescu and Hossein Kazemi

Assessing financial market integration in Asia - Equity markets pp. 2874-2885

Ip-Wing Yu, Kang-Por Fung and Chi-Sang Tam

Does the difference in valuation between domestic and foreign investors help explain their distinct holdings of domestic stocks? pp. 2886-2896

Hyung Cheol Kang, Dong Wook Lee and Kyung Suh Park

Trading activity and bid-ask spreads of individual equity options pp. 2897-2916

Jason Wei and Jinguo Zheng

Timing exchange rates using order flow: The case of the Loonie pp. 2917-2928

Michael King, Lucio Sarno and Elvira Sojli

Loan growth and riskiness of banks pp. 2929-2940

Daniel Foos, Lars Norden and Martin Weber

Understanding partial mergers in Japan pp. 2941-2953

Tatsuo Ushijima

Behavior of liquidity and returns around Canadian seasoned equity offerings pp. 2954-2967

Lawrence Kryzanowski, Skander Lazrak and Ian Rakita

Does gender matter in bank-firm relationships? Evidence from small business lending pp. 2968-2984

Andrea Bellucci, Alexander Borisov and Alberto Zazzaro

Probability of information-based trading and the January effect pp. 2985-2994

Moonsoo Kang

Using the credit spread as an option-risk factor: Size and value effects in CAPM pp. 2995-3009

Young-Soon Hwang, Hong-Ghi Min, Judith A. McDonald, Hwagyun Kim and Bong-Han Kim

The impact of conglomeration on the option value of equity pp. 3010-3024

Gunnar Grass

A compound option approach to model the interrelation between banking crises and country defaults: The case of Hungary 2008 pp. 3025-3036

Dominik Maltritz

The economic function of credit rating agencies - What does the watchlist tell us? pp. 3037-3049

Christina Bannier and Christian W. Hirsch

The effect of bank ownership and deposit insurance on monetary policy transmission pp. 3050-3054

Natalia Andries and Steve Billon

An analysis of portfolio selection with background risk pp. 3055-3060

Chonghui Jiang, Yongkai Ma and Yunbi An

Securitization and systematic risk in European banking: Empirical evidence pp. 3061-3077

André Uhde and Tobias C. Michalak

Multi-country event-study methods pp. 3078-3090

Cynthia J. Campbell, Arnold Cowan and Valentina Salotti

Volume 34, issue 11, 2010

The use of technical analysis by fund managers: International evidence pp. 2573-2586

Lukas Menkhoff

Accelerated investment effect of risky debt pp. 2587-2599

Evgeny Lyandres and Alexei Zhdanov

What drives the performance of convertible-bond funds? pp. 2600-2613

Manuel Ammann, Axel Kind and Ralf Seiz

Leads and lags in sovereign credit ratings pp. 2614-2626

Rasha Alsakka and Owain ap Gwilym

International equity portfolio allocations and transaction costs pp. 2627-2638

Chandra Thapa and Sunil S. Poshakwale

What drives bank securitisation? The Spanish experience pp. 2639-2651

Clara Cardone-Riportella, Reyes Samaniego-Medina and Antonio Trujillo-Ponce

Dynamic portfolio choice with deferred annuities pp. 2652-2664

Wolfram Horneff, Raimond Maurer and Ralph Rogalla

Limit-order submission strategies under asymmetric information pp. 2665-2677

Lukas Menkhoff, Carol Osler and Maik Schmeling

A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices pp. 2678-2693

Mark B. Shackleton, Stephen J. Taylor and Peng Yu

An advanced perspective on the predictability in hedge fund returns pp. 2694-2708

Christian Wegener, Rüdiger von Nitzsch and Cetin Cengiz

Parliamentary election cycles and the Turkish banking sector pp. 2709-2719

Christopher Baum, Mustafa Caglayan and Oleksandr Talavera

Combining mean reversion and momentum trading strategies in foreign exchange markets pp. 2720-2727

Alina F. Serban

Regime switching correlation hedging pp. 2728-2741

Hsiang-Tai Lee

Commodity derivatives valuation with autoregressive and moving average components in the price dynamics pp. 2742-2752

Raphael Paschke and Marcel Prokopczuk

Bank fund reallocation and economic growth: Evidence from China pp. 2753-2766

Philip C. Chang, Chunxin Jia and Zhicheng Wang

Consumer credit-risk models via machine-learning algorithms pp. 2767-2787

Amir E. Khandani, Adlar J. Kim and Andrew Lo

Competition for small firm banking business: Bank actions versus market structure pp. 2788-2800

Jonathan A. Scott and William C. Dunkelberg

Bank profitability and taxation pp. 2801-2810

Ugo Albertazzi and Leonardo Gambacorta

Substitution between monetary assets and consumer goods: New evidence on the monetary transmission mechanism pp. 2811-2821

Leigh Drake and Adrian R. Fleissig

The impact of bond rating changes on corporate bond prices: New evidence from the over-the-counter market pp. 2822-2836

Anthony D. May

Volume 34, issue 10, 2010

Is the diversification discount caused by the book value bias of debt? pp. 2307-2317

Markus Glaser and Sebastian Müller

Auditor reputation and earnings management: International evidence from the banking industry pp. 2318-2327

Kiridaran Kanagaretnam, Chee Yeow Lim and Gerald J. Lobo

Corporate bond credit spreads and forecast dispersion pp. 2328-2345

Levent Güntay and Dirk Hackbarth

Liquidity and market efficiency: A large sample study pp. 2346-2357

Dennis Chung and Karel Hrazdil

Misreaction or misspecification? A re-examination of volatility anomalies pp. 2358-2369

George J. Jiang and Yisong S. Tian

Does information drive trading in option strategies? pp. 2370-2385

Ruediger Fahlenbrach and Patrik Sandås

Operational outages and aggregate uncertainty in the federal funds market pp. 2386-2402

Elizabeth Klee

Short-sale inflow and stock returns: Evidence from Japan pp. 2403-2412

Hidetomo Takahashi

The Other January Effect: Evidence against market efficiency? pp. 2413-2424

Ben Marshall and Nuttawat Visaltanachoti

How loss averse are investors in financial markets? pp. 2425-2438

Soosung Hwang and Steve E. Satchell

Investor sentiment, executive compensation, and corporate investment pp. 2439-2449

Bruce D. Grundy and Hui Li

Capital-based regulation, portfolio risk and capital determination: Empirical evidence from the US property-liability insurers pp. 2450-2461

Jeungbo Shim

Are price limits really bad for equity markets? pp. 2462-2471

Saikat Sovan Deb, Petko S. Kalev and Vijaya B. Marisetty

The increasing default risk of US Treasury securities due to the financial crisis pp. 2472-2480

Srinivas Nippani and Stanley D. Smith

Control/ownership structure, creditor rights protection, and the cost of debt financing: International evidence pp. 2481-2499

Narjess Boubakri and Hatem Ghouma

Index composition changes and the cost of incumbency pp. 2500-2509

André F. Gygax and Isaac Otchere

Forecasting bank loans loss-given-default pp. 2510-2517

João Bastos

Do executive stock options induce excessive risk taking? pp. 2518-2529

Zhiyong Dong, Cong Wang and Fei Xie

Tactical allocation in commodity futures markets: Combining momentum and term structure signals pp. 2530-2548

Ana-Maria Fuertes, Joëlle Miffre and Georgios Rallis

Stakeholder welfare and firm value pp. 2549-2561

Yawen Jiao

Liquidity skewness pp. 2562-2571

Richard Roll and Avanidhar Subrahmanyam

Volume 34, issue 9, 2010

Multiple directorships and acquirer returns pp. 2011-2026

Seoungpil Ahn, Pornsit Jiraporn and Young Kim

Does proximity matter in international bond underwriting? pp. 2027-2041

Sie Ting Lau and Jing Yu

Market response to bank relationships: Evidence from Korean bank reform pp. 2042-2055

Wook Sohn

Dynamic European stock market convergence: Evidence from rolling cointegration analysis in the first euro-decade pp. 2056-2064

Nikolaos Mylonidis and Christos Kollias

Measuring portfolio credit risk correctly: Why parameter uncertainty matters pp. 2065-2076

Nikola Tarashev

The choice of ADRs pp. 2077-2095

Narjess Boubakri, Jean-Claude Cosset and Anis Samet

Tempered stable and tempered infinitely divisible GARCH models pp. 2096-2109

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

Detecting insider trading: The theory and validation in Korea Exchange pp. 2110-2120

Young S. Park and Jaehyun Lee

A cultural explanation of the foreign bias in international asset allocation pp. 2121-2131

Sjoerd Beugelsdijk and Bart Frijns

Analytic valuation formulas for range notes and an affine term structure model with jump risks pp. 2132-2145

Bong-Gyu Jang and Ji Hee Yoon

Market-making costs in Treasury bills: A benchmark for the cost of liquidity pp. 2146-2157

Mark D. Griffiths, James T. Lindley and Drew B. Winters

The efficiency of Greek public pension fund portfolios pp. 2158-2167

Timotheos Angelidis and Nikolaos Tessaromatis

Information asymmetry and the value of cash pp. 2168-2184

Wolfgang Drobetz, Matthias C. Grüninger and Simone Hirschvogl

Active portfolio management with benchmarking: A frontier based on alpha pp. 2185-2197

Gordon Alexander and Alexandre Baptista

Borrowing in foreign currency: Austrian households as carry traders pp. 2198-2211

Christian Beer, Steven Ongena and Marcel Peter

Incentive and entrenchment effects in European ownership pp. 2212-2229

Morten Bennedsen and Kasper Meisner Nielsen

Convergence to market efficiency of top gainers pp. 2230-2237

Yong-Chern Su, Han-Ching Huang and Ming-Wei Hsu

Preference heterogeneity and asset prices: An exact solution pp. 2238-2246

David Weinbaum

Evidence on the insurance effect of bankruptcy exemptions pp. 2247-2254

Charles Grant

Bank regulation, property prices and early warning systems for banking crises in OECD countries pp. 2255-2264

Ray Barrell, E Davis, Dilruba Karim and Iana Liadze

Information uncertainty, information asymmetry and corporate bond yield spreads pp. 2265-2279

Chia-Wu Lu, Tsung-Kang Chen and Hsien-Hsing Liao

Bank involvement with SMEs: Beyond relationship lending pp. 2280-2293

Augusto de la Torre, Maria Martinez Peria and Sergio Schmukler

Information content of IPO grading pp. 2294-2305

Saikat Sovan Deb and Vijaya B. Marisetty

Erratum to "Variations in sovereign credit quality assessments across rating agencies" [J. Bank. Finance 34 (2010) 1327-1343] pp. 2306-2306

Paula Hill, Robert Brooks and Robert Faff

Volume 34, issue 8, 2010

Retail payments: New contributions, empirical results, and unanswered questions pp. 1729-1737

David B. Humphrey

Incentives at the counter: An empirical analysis of surcharging card payments and payment behaviour in the Netherlands pp. 1738-1744

Wilko Bolt, Nicole Jonker and Corry van Renselaar

Why are (some) consumers (finally) writing fewer checks? The role of payment characteristics pp. 1745-1758

Scott Schuh and Joanna Stavins

Price incentives and consumer payment behaviour pp. 1759-1772

John Simon, Kylie Smith and Tim West

Payment card rewards programs and consumer payment choice pp. 1773-1787

Andrew Ching and Fumiko Hayashi

Credit card interchange fees pp. 1788-1797

Jean Rochet and Julian Wright

Private cards and the bypass of payment systems by merchants pp. 1798-1807

Marc Bourreau and Marianne Verdier

Bank competition efficiency in Europe: A frontier approach pp. 1808-1817

Wilko Bolt and David Humphrey

A study of competing designs for a liquidity-saving mechanism pp. 1818-1826

Antoine Martin and James McAndrews

The coskewness puzzle pp. 1827-1838

Valerio Potì and DengLi Wang

How resilient is the German banking system to macroeconomic shocks? pp. 1839-1848

Jonas Dovern, Carsten-Patrick Meier and Johannes Vilsmeier

The relationship between house prices and house purchase loans: The Spanish case pp. 1849-1855

Ricardo Gimeno and Martí­nez-Carrascal, Carmen

Going private transactions, bondholder returns, and wealth transfer effects pp. 1856-1872

Lindsay C. Baran and Tao-Hsien Dolly King

Limit order revisions pp. 1873-1885

Kingsley Y.L. Fong and Wai-Man Liu

Is gold a safe haven? International evidence pp. 1886-1898

Dirk Baur and Thomas McDermott

Portfolio performance gauging in discrete time using a Luenberger productivity indicator pp. 1899-1910

Olivier Brandouy, Walter Briec, Kristiaan Kerstens and Ignace Van de Woestyne

An empirical analysis of herd behavior in global stock markets pp. 1911-1921

Thomas Chiang and Dazhi Zheng

Earnings management, market discounts and the performance of private equity placements pp. 1922-1932

An-Sing Chen, Lee-Young Cheng, Kuang-Fu Cheng and Shu-Wei Chih

Liquidity and the dynamic pattern of asset price adjustment: A global view pp. 1933-1945

Ansgar Belke, Walter Orth and Ralph Setzer

Are cooperatives the weakest link in European banking? A non-parametric metafrontier approach pp. 1946-1957

Alexandra Kontolaimou and Kostas Tsekouras

Underpricing of IPOs: Firm-, issue- and country-specific characteristics pp. 1958-1969

Peter-Jan Engelen and Marc van Essen

Firm age and the evolution of borrowing costs: Evidence from Japanese small firms pp. 1970-1981

Koji Sakai, Iichiro Uesugi and Tsutomu Watanabe

Estimating financial risk measures for options pp. 1982-1992

Ghulam Sorwar and Kevin Dowd

The performance of hedge funds and mutual funds in emerging markets pp. 1993-2009

Martin Eling and Roger Faust

Volume 34, issue 7, 2010

Performance measurement in the financial services sector: Frontier efficiency methodologies and other innovative techniques pp. 1413-1416

Rajiv D. Banker, John Cummins and Paul J.M. Klumpes

The effects of focus versus diversification on bank performance: Evidence from Chinese banks pp. 1417-1435

Allen N. Berger, Iftekhar Hasan and Mingming Zhou

The impact of non-traditional activities on the estimation of bank efficiency: International evidence pp. 1436-1449

Ana Lozano-Vivas and Fotios Pasiouras

Differential impact of Korean banking system reforms on bank productivity pp. 1450-1460

Rajiv D. Banker, Hsihui Chang and Seok-Young Lee

First Financial Restructuring and operating efficiency: Evidence from Taiwanese commercial banks pp. 1461-1471

Hsing-Chin Hsiao, Hsihui Chang, Anna M. Cianci and Li-Hua Huang

Malmquist-type indices in the presence of negative data: An application to bank branches pp. 1472-1483

Maria C.A.S. Portela and Emmanuel Thanassoulis

Scaling models for the severity and frequency of external operational loss data pp. 1484-1496

Hela Dahen and Georges Dionne

Efficiency in the international insurance industry: A cross-country comparison pp. 1497-1509

Martin Eling and Michael Luhnen

The robustness of output measures in property-liability insurance efficiency studies pp. 1510-1524

J. Tyler Leverty and Martin Grace

Economies of scope in financial services: A DEA efficiency analysis of the US insurance industry pp. 1525-1539

John Cummins, Mary Weiss, Xiaoying Xie and Hongmin Zi

Single Market effects on productivity in the German insurance industry pp. 1540-1548

Bernhard Mahlberg and Thomas Url

Are publicly held firms less efficient? Evidence from the US property-liability insurance industry pp. 1549-1563

Xiaoying Xie

Sales order backlogs and momentum profits pp. 1564-1575

Li Gu and Dayong Huang

Bought deals: The value of underwriter certification in seasoned equity offerings pp. 1576-1589

J. Ari Pandes

Endogenously structured boards of directors in banks pp. 1590-1606

Shams Pathan and Michael Skully

Derivative pricing using multivariate affine generalized hyperbolic distributions pp. 1607-1617

José Fajardo and Aquiles de Farias

Are non-risk based capital requirements for insurance companies binding? pp. 1618-1627

Leo de Haan and Jan Kakes

News announcements and price discovery in foreign exchange spot and futures markets pp. 1628-1636

Yu-Lun Chen and Yin-Feng Gau

Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns pp. 1637-1649

Hui Guo and Robert Savickas

Strategic online banking adoption pp. 1650-1663

Rubén Hernández-Murillo, Gerard Llobet and Roberto Fuentes

The non-7% solution pp. 1664-1674

Jacqueline L. Garner and Beverly B. Marshall

No-arbitrage conditions for storable commodities and the modeling of futures term structures pp. 1675-1687

Liu, Peng (Peter) and Ke Tang

Dynamics and causality in industry-specific volatility pp. 1688-1699

Zijun Wang

Structural models of corporate bond pricing with personal taxes pp. 1700-1718

Howard Qi, Sheen Liu and Chunchi Wu

The impact of off-balance-sheet activities on banks returns: An application of the ARCH-M to Canadian data pp. 1719-1728

Christian Calmès and Raymond Théoret

Volume 34, issue 6, 2010

De facto exchange rate regimes and currency crises: Are pegged regimes with capital account liberalization really more prone to speculative attacks? pp. 1109-1128

Taro Esaka

Real estate prices and bank stability pp. 1129-1138

Michael Koetter and Tigran Poghosyan

Domestic liquidity and cross-listing in the United States pp. 1139-1151

Henk Berkman and Nhut H. Nguyen

World market risk, country-specific risk and expected returns in international stock markets pp. 1152-1165

Turan G. Bali and Nusret Cakici

CAPM and APT-like models with risk measures pp. 1166-1174

Alejandro Balbás, Beatriz Balbás and Raquel Balbás

Predictable dynamics in implied volatility surfaces from OTC currency options pp. 1175-1188

George Chalamandaris and Andrianos Tsekrekos

The determinants of shareholder value in European banking pp. 1189-1200

Franco Fiordelisi and Philip Molyneux

Pension regulation and the market value of pension liabilities: A contingent claims analysis using Parisian options pp. 1201-1214

Dirk Broeders and An Chen

Equity financing and innovation: Is Europe different from the United States? pp. 1215-1224

Gustav Martinsson

Aggregate insider trading: Contrarian beliefs or superior information? pp. 1225-1236

Xiaoquan Jiang and Mir A. Zaman

A stochastic dominance analysis of yen carry trades pp. 1237-1246

Wai Mun Fong

The role of household and business credit in banking crises pp. 1247-1256

Berrak Büyükkarabacak and Neven T. Valev

Stock returns and inflation revisited: An evaluation of the inflation illusion hypothesis pp. 1257-1273

Bong Soo Lee

The anatomy of bank diversification pp. 1274-1287

Ralf Elsas, Andreas Hackethal and Markus Holzhäuser

Trading strategies with partial access to the derivatives market pp. 1288-1298

Matthias Muck

Interest rate deregulation: Monetary policy efficacy and rate rigidity pp. 1299-1307

Beng Chong

Sentiment and stock returns: The SAD anomaly revisited pp. 1308-1326

Patrick Kelly and Felix Meschke

Variations in sovereign credit quality assessments across rating agencies pp. 1327-1343

Paula Hill, Robert Brooks and Robert Faff

What's in a name? What leads a firm to change its name and what the new name foreshadows pp. 1344-1359

YiLin Wu

The pricing of temperature futures at the Chicago Mercantile Exchange pp. 1360-1370

Gregor Dorfleitner and Maximilian Wimmer

Modeling of CPDOs - Identifying optimal and implied leverage pp. 1371-1382

Jochen Dorn

Macroeconomic risks and characteristic-based factor models pp. 1383-1399

Kevin Aretz, Söhnke Bartram and Peter F. Pope

Stated and revealed investment decisions concerning retail structured products pp. 1400-1411

Barbara Döbeli and Paolo Vanini

Volume 34, issue 5, 2010

Bank loan recovery rates: Measuring and nonparametric density estimation pp. 903-911

Raffaella Calabrese and Michele Zenga

The effect of holdings data frequency on conclusions about mutual fund behavior pp. 912-922

Edwin J. Elton, Martin J. Gruber, Christopher R. Blake, Yoel Krasny and Sadi O. Ozelge

Excess liquidity, bank pricing rules, and monetary policy pp. 923-933

Pierre-Richard Agénor and Karim El Aynaoui

Settlement delays in the money market pp. 934-945

Leonardo Bartolini, Spence Hilton and James McAndrews

Economic value in tranching of syndicated loans pp. 946-955

Pankaj Kumar Maskara

Employee well-being, firm leverage, and bankruptcy risk pp. 956-964

Patrick Verwijmeren and Jeroen Derwall

Risk and the January effect pp. 965-974

Qian Sun and Wilson H.S. Tong

Volatility risk and the value premium: Evidence from the French stock market pp. 975-983

Yakup Arisoy

Do the equity holding and soundness of bank underwriters affect issue costs of SEOs? pp. 984-995

Katsushi Suzuki

China's official rates and bond yields pp. 996-1007

Longzhen Fan and Anders Johansson

Unobservable shocks as carriers of contagion pp. 1008-1021

Mardi Dungey, George Milunovich and Susan Thorp

World War II events and the Dow Jones industrial index pp. 1022-1031

Taufiq Choudhry

Investment horizon and the attractiveness of investment strategies: A behavioral approach pp. 1032-1046

Maik Dierkes, Carsten Erner and Stefan Zeisberger

Modeling the dynamics of Chinese spot interest rates pp. 1047-1061

Yongmiao Hong, Hai Lin and Shouyang Wang

Random walk theory and the weak-form efficiency of the US art auction prices pp. 1062-1076

Peter Erdos and Mihály Ormos

Public entrants, public equity finance and creative destruction pp. 1077-1088

James Brown and Bruce Petersen

Tax clientele effects of dividends under intertemporal consumption choices pp. 1089-1097

Naoya Mori

Covered interest arbitrage profits: The role of liquidity and credit risk pp. 1098-1107

Wai-Ming Fong, Giorgio Valente and Joseph K.W. Fung

Volume 34, issue 4, 2010

Interaction of market and credit risk pp. 697-702

Philipp Hartmann

Does adding up of economic capital for market- and credit risk amount to conservative risk assessment? pp. 703-712

Thomas Breuer, Martin Jandacka, Klaus Rheinberger and Martin Summer

The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application pp. 713-729

Mathias Drehmann, Steffen Sorensen and Marco Stringa

An economic capital model integrating credit and interest rate risk in the banking book pp. 730-742

Piergiorgio Alessandri and Mathias Drehmann

Market conditions, default risk and credit spreads pp. 743-753

Dragon Yongjun Tang and Hong Yan

Recovery rates, default probabilities, and the credit cycle pp. 754-764

Max Bruche and Carlos González-Aguado

On the implications of market power in banking: Evidence from developing countries pp. 765-775

Rima Turk Ariss

The impact of sell-side analyst research coverage on an affiliated broker's market share of trading volume pp. 776-787

Greg Niehaus and Donghang Zhang

Pricing multiasset equity options: How relevant is the dependence function? pp. 788-801

Mascia Bedendo, Francesca Campolongo, Elisabeth Joossens and Francesco Saita

Mutual fund portfolio trading and investor flow pp. 802-812

David A. Dubofsky

Antitakeover provisions in corporate spin-offs pp. 813-824

Thomas Chemmanur, Bradford Jordan, Mark H. Liu and Qun Wu

Discount window borrowing after 2003: The explicit reduction in implicit costs pp. 825-833

Erhan Artuc and Selva Demiralp

Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations pp. 834-839

Helena Chuliá, Martin Martens and Dick van Dijk

Inflation risk and international asset returns pp. 840-855

Gerard A. Moerman and Mathijs van Dijk

Mean-variance convergence around the world pp. 856-870

Cheol S. Eun and Jinsoo Lee

The information content of implied volatilities and model-free volatility expectations: Evidence from options written on individual stocks pp. 871-881

Stephen J. Taylor, Pradeep K. Yadav and Yuanyuan Zhang

Foreign exchange, fractional cointegration and the implied-realized volatility relation pp. 882-891

Neil Kellard, Christian Dunis and Nicholas Sarantis

How bank capital buffers vary across countries: The influence of cost of deposits, market power and bank regulation pp. 892-902

Ana Rosa Fonseca and Francisco González

Volume 34, issue 3, 2010

Concentrated control, institutions, and banking sector: An international study pp. 485-497

In-Mu Haw, Simon S.M. Ho, Bingbing Hu and Donghui Wu

The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand pp. 498-508

Bart Frijns, Aaron Gilbert and Alireza Tourani-Rad

The degree of financial liberalization and aggregated stock-return volatility in emerging markets pp. 509-521

Mehmet Umutlu, Levent Akdeniz and Aslihan Altay-Salih

Regulatory competition and forbearance: Evidence from the life insurance industry pp. 522-532

Michael K. McShane, Larry A. Cox and Richard J. Butler

International house prices and macroeconomic fluctuations pp. 533-545

Andrea Beltratti and Claudio Morana

Restricting consumer credit access: Household survey evidence on effects around the Oregon rate cap pp. 546-556

Jonathan Zinman

Endogenous housing market cycles pp. 557-567

Dag Einar Sommervoll, Trond-Arne Borgersen and Tom Wennemo

Venture capital funds: Flow-performance relationship and performance persistence pp. 568-577

Ludovic Phalippou

Conditionally fitted Sharpe performance with an application to hedge fund rating pp. 578-593

Serge Darolles and Christian Gourieroux

Speed of convergence to market efficiency for NYSE-listed foreign stocks pp. 594-605

Nuttawat Visaltanachoti and Ting Yang

Distribution of institutional ownership and corporate firm performance pp. 606-620

Elyas Elyasiani and Jingyi Jia

Capital structure, equity ownership and firm performance pp. 621-632

Dimitris Margaritis and Maria Psillaki

Generalized parameter functions for option pricing pp. 633-646

Panayiotis C. Andreou, Chris Charalambous and Spiros H. Martzoukos

Lost in translation: Delayed ex-dividend price adjustments of Hong Kong ADRs pp. 647-655

Palani-Rajan Kadapakkam, Alex Meisami and Yilun Shi

Entrenchment, governance, and the stock price reaction to sudden executive deaths pp. 656-666

Jesus M. Salas

An open-economy macro-finance model of international interdependence: The OECD, US and the UK pp. 667-680

Peter Spencer and Zhuoshi Liu

Minority shareholders' wealth effects and stock market development: Evidence from increase-in-ownership M&As pp. 681-694

Ettore Croci and Dimitris Petmezas

Corrigendum to "Pricing catastrophe options with stochastic arrival intensity in claim time" [J. Bank. Fin. 34 (2010) 24-32] pp. 695-695

Carolyn W. Chang, Jack S.K. Chang and WeiLi Lu

Volume 34, issue 2, 2010

Extracting inflation expectations and inflation risk premia from the term structure: A joint model of the UK nominal and real yield curves pp. 281-294

Michael Joyce, Peter Lildholdt and Steffen Sorensen

Assessing the performance of alternative investments using non-parametric efficiency measurement approaches: Is it convincing? pp. 295-303

Markus Glawischnig and Margit Sommersguter-Reichmann

Informed arbitrage with speculative noise trading pp. 304-313

F. Albert Wang

Banks' intraday liquidity management during operational outages: Theory and evidence from the UK payment system pp. 314-323

Ouarda Merrouche and Jochen Schanz

Long-term debt and overinvestment agency problem pp. 324-335

Ranjan D'Mello and Mercedes Miranda

Risk factor contributions in portfolio credit risk models pp. 336-349

Dan Rosen and David Saunders

The conditional nature of the value of corporate governance pp. 350-361

Jianxin Daniel Chi and D. Scott Lee

The level and quality of Value-at-Risk disclosure by commercial banks pp. 362-377

Christophe Perignon and Daniel R. Smith

Mutual fund trades and the value of contradictory private information pp. 378-387

Grant Cullen, Dominic Gasbarro and Gary S. Monroe

What determines the composition of banks' loan portfolios? Evidence from transition countries pp. 388-398

Ralph De Haas, Daniel Ferreira and Anita Taci

The impact of bank ownership concentration on impaired loans and capital adequacy pp. 399-408

Choudhry Tanveer Shehzad, Jakob de Haan and Bert Scholtens

Trend-following trading strategies in commodity futures: A re-examination pp. 409-426

Andrew C. Szakmary, Qian Shen and Subhash C. Sharma

Corporate life cycle and M&A activity pp. 427-440

Sian Owen and Alfred Yawson

Illegal buyouts pp. 441-456

Douglas Cumming and Simona Zambelli

Cross-sectional tests of the CAPM and Fama-French three-factor model pp. 457-470

Robert R. Grauer and Johannus A. Janmaat

Short sales and speed of price adjustment: Evidence from the Hong Kong stock market pp. 471-483

Crystal Xiaobei Chen and S. Ghon Rhee

Volume 34, issue 1, 2010

The predictive power of the implied volatility of options traded OTC and on exchanges pp. 1-11

Wayne W. Yu, Evans C.K. Lui and Jacqueline W. Wang

Equity issues and temporal variation in information asymmetry pp. 12-23

Don M. Autore and Tunde Kovacs

Pricing catastrophe options with stochastic claim arrival intensity in claim time pp. 24-32

Carolyn W. Chang, Jack S.K. Chang and WeLi Lu

The index fund rationality paradox pp. 33-43

Michael Boldin and Gjergji Cici

Managerial rights, use of investment banks, and the wealth effects for acquiring firms' shareholders pp. 44-54

Weishen Wang and Ann Marie Whyte

Diversification and Value-at-Risk pp. 55-66

Christophe Perignon and Daniel R. Smith

Irish credit unions: Investigating performance determinants and the opportunity cost of regulatory compliance pp. 67-76

J. Colin Glass, Donal G. McKillop and Syamarlah Rasaratnam

Tight bounds on American option prices pp. 77-89

San-Lin Chung, Mao-Wei Hung and -Yan Wang

Equity fund ownership and the cross-regional diversification of household risk pp. 90-102

Sascha Becker and Mathias Hoffmann

Conglomerate investment under various capital market conditions pp. 103-115

An Yan, Zaihui Yang and Jie Jiao

The S&P500 index effect reconsidered: Evidence from overnight and intraday stock price performance and volume pp. 116-126

Konstantina Kappou, Chris Brooks and Charles Ward

Efficiency, technical change, and returns to scale in large US banks: Panel data evidence from an output distance function satisfying theoretical regularity pp. 127-138

Guohua Feng and Apostolos Serletis

Investor sentiment and the stock market's reaction to monetary policy pp. 139-149

Alexander Kurov

Financial development and asset valuation: The special case of real estate pp. 150-162

M. Shahid Ebrahim and Sikandar Hussain

Is international diversification really beneficial? pp. 163-173

Leyuan You and Robert T. Daigler

Information content of options trading volume for future volatility: Evidence from the Taiwan options market pp. 174-183

Chuang-Chang Chang, Pei-Fang Hsieh and Yaw-Huei Wang

The dark side of global integration: Increasing tail dependence pp. 184-192

Michel Beine, Antonio Cosma and Robert Vermeulen

Reputation stretching in mutual fund starts pp. 193-207

Hsuan-Chi Chen and Christine W. Lai

Does cross-listing facilitate changes in corporate ownership and control? pp. 208-223

Meghana Ayyagari and Craig Doidge

Operational risk and reputation in the financial industry pp. 224-235

Roland Gillet, Georges Hübner and Séverine Plunus

International diversification strategies: Revisited from the risk perspective pp. 236-245

Ye Bai and Christopher Green

The impact of regulatory reforms on cost structure, ownership and competition in Indian banking pp. 246-254

Tianshu Zhao, Barbara Casu and Alessandra Ferrari

The strategic specialist and imperfect competition in a limit order market pp. 255-266

Ariadna Dumitrescu

Model risk and capital reserves pp. 267-279

Jeroen Kerkhof, Bertrand Melenberg and Hans Schumacher