Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

From Elsevier
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Volume 33, issue 12, 2009

The capitalization of taxes in bond prices: Evidence from the market for Government of Canada bonds pp. 2175-2184

Stuart Landon

Bank fragility, "money under the mattress", and long-run growth: US evidence from the "perfect" Panic of 1893 pp. 2185-2198

Carlos Ramirez

Segmentation and time-of-day patterns in foreign exchange markets pp. 2199-2206

Angelo Ranaldo

Firm performance and mutual fund voting pp. 2207-2217

Lilian Ng, Qinghai Wang and Nataliya Zaiats

How loan portfolio diversification affects risk, efficiency and capitalization: A managerial behavior model for Austrian banks pp. 2218-2226

Stefania P.S. Rossi, Markus S. Schwaiger and Gerhard Winkler

Aligning debt and equity claimant interests: Evidence from dual claim investors pp. 2227-2240

Xijia Xu

Financial instruments with sports betting components: Marketing gimmick or a domain for behavioral finance? pp. 2241-2252

Wolfgang Breuer, Guido Hauten and Claudia Kreuz

Announcements and the effectiveness of monetary policy: A view from the US prime rate pp. 2253-2266

Teruyoshi Kobayashi

The effect of mergers on credit union performance pp. 2267-2274

Keldon J. Bauer, Linda L. Miles and Takeshi Nishikawa

Intrinsic bubbles and Granger causality in the S&P 500: Evidence from long-term data pp. 2275-2281

An-Sing Chen, Lee-Young Cheng and Kuang-Fu Cheng

Competition in banking: A disequilibrium approach pp. 2282-2292

John Goddard and John Wilson

Consumption smoothing channels in open economies pp. 2293-2300

Pierfederico Asdrubali and Soyoung Kim

Cash, investments and asset returns pp. 2301-2311

Dayong Huang and Fang Wang

Do financial conglomerates create or destroy value? Evidence for the EU pp. 2312-2321

Iman Lelyveld and Klaas Knot

A re-examination of China's share issue privatization pp. 2322-2332

Guohua Jiang, Heng Yue and Longkai Zhao

Bond risk premia and realized jump risk pp. 2333-2345

Jonathan Wright and Hao Zhou

Testing for strict stationarity in financial variables pp. 2346-2362

George Kapetanios

Earnings management and initial public offerings: The case of the depository industry pp. 2363-2372

Brian Adams, Kenneth A. Carow and Tod Perry

Competitive and value effects of bank privatization in developed countries pp. 2373-2385

Isaac Otchere

Volume 33, issue 11, 2009

Global financial crisis, risk analysis and risk measurement pp. 1949-1952

Stijn Claessens, Asli Demirguc-Kunt and Fariborz Moshirian

Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08 pp. 1953-1962

Naohiko Baba and Frank Packer

The effect of exchange rate variability on US shareholder wealth pp. 1963-1972

Aline Muller and Willem Verschoor

Does multinationality matter? Implications of operational hedging for the exchange risk exposure pp. 1973-1982

Jongmoo Jay Choi and Cao Jiang

The ADR shadow exchange rate as an early warning indicator for currency crises pp. 1983-1995

Stefan Eichler, Alexander Karmann and Dominik Maltritz

Contagion as a domino effect in global stock markets pp. 1996-2012

Thijs Markwat, Erik Kole and Dick van Dijk

Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS pp. 2013-2025

Santiago Forte and Juan Ignacio Peña

Explaining international stock correlations with CPI fluctuations and market volatility pp. 2026-2035

Yijie Cai, Ray Chou and Dan Li

A framework for assessing the systemic risk of major financial institutions pp. 2036-2049

Xin Huang, Hao Zhou and Haibin Zhu

Performance and Merton-type default risk of listed banks in the EU: A panel VAR approach pp. 2050-2061

Anastasia Koutsomanoli-Filippaki and Emmanuel Mamatzakis

The delegated portfolio management problem: Reputation and herding pp. 2062-2069

Félix Villatoro

IPOs, clustering, indirect learning and filing independently pp. 2070-2079

Hugh M.J. Colaco, Chinmoy Ghosh, John D. Knopf and John L. Teall

What explains the low profitability of Chinese banks? pp. 2080-2092

Alicia García-Herrero, Sergio Gavilá and Daniel Santabárbara

How corporate governance affects payout policy under agency problems and external financing constraints pp. 2093-2101

Joon Chae, Sungmin Kim and Eun Jung Lee

The dynamics of short-term mutual fund flows and returns: A time-series and cross-sectional investigation pp. 2102-2109

David Rakowski and Xiaoxin Wang

Efficient portfolios when housing needs change over the life cycle pp. 2110-2121

Loriana Pelizzon and Guglielmo Weber

Trading activity, dealer concentration and foreign exchange market quality pp. 2122-2131

Aditya Kaul and Stephen Sapp

Investment, internal funds and public banking in Germany pp. 2132-2139

Dirk Engel and Torge Middendorf

Static hedging and pricing American options pp. 2140-2149

San-Lin Chung and Pai-Ta Shih

Efficiency in housing markets: Which home buyers know how to discount? pp. 2150-2163

Erik Hjalmarsson and Randi Hjalmarsson

Macroeconomic sources of foreign exchange risk in new EU members pp. 2164-2173

Evžen Kočenda and Tigran Poghosyan

Volume 33, issue 10, 2009

International financial integration pp. 1739-1740

Brian Lucey

Does the law of one price hold in international financial markets? Evidence from tick data pp. 1741-1754

Qaisar Akram, Dagfinn Rime and Lucio Sarno

Financial reforms and time-varying microstructures in emerging equity markets pp. 1755-1769

Thomas Lagoarde-Segot

Markets and institutions in financial intermediation: National characteristics as determinants pp. 1770-1780

Raj Aggarwal and John Goodell

Entry mode choice of multinational banks pp. 1781-1792

Maria Lehner

How much intraregional exchange rate variability could a currency union remove? The case of ASEAN+3 pp. 1793-1803

Duo Qin and Tao Tan

Ownership changes and access to external financing pp. 1804-1816

Anzhela Knyazeva, Diana Knyazeva and Joseph Stiglitz

Propping and tunneling: Empirical evidence from Japanese keiretsu pp. 1817-1828

Sandra Dow and Jean McGuire

Operating performance changes associated with corporate mergers and the role of corporate governance pp. 1829-1841

Nicholas F. Carline, Scott Linn and Pradeep K. Yadav

The joint estimation of bank-level market power and efficiency pp. 1842-1850

Manthos Delis and Mike Tsionas

Measuring performance in a dynamic world: Conditional mean-variance fundamentals pp. 1851-1859

Ranjini Jha, Bob Korkie and Harry J. Turtle

Financial dollarization: Short-run determinants in transition economies pp. 1860-1873

Kyriakos Neanidis and Christos S. Savva

An evaluation of contingent immunization pp. 1874-1883

Antonio Díaz, María de la O González, Eliseo Navarro and Frank S. Skinner

Does competition from new equity mitigate bank rent extraction? Insights from Japanese data pp. 1884-1897

Xueping Wu, Piet Sercu and Jun Yao

The market reaction to cross-listings: Does the destination market matter? pp. 1898-1908

Peter Roosenboom and Mathijs van Dijk

The pricing of deposit insurance considering bankruptcy costs and closure policies pp. 1909-1919

Dar-Yeh Hwang, Fu-Shuen Shie, Kehluh Wang and Jung-Chu Lin

The determinants of net interest income in the Mexican banking system: An integrated model pp. 1920-1931

Joaquin Maudos and Liliana Solís

Do financial factors affect the capital-labour ratio? Evidence from UK firm-level data pp. 1932-1947

Marina-Eliza Spaliara

Volume 33, issue 9, 2009

On the integrability of money-demand functions by the Sidrauski and the shopping-time models pp. 1555-1562

Rubens Cysne and David Turchick

Stock market crashes, firm characteristics, and stock returns pp. 1563-1574

Jia Wang, Gulser Meric, Zugang Liu and Ilhan Meric

A momentum trading strategy based on the low frequency component of the exchange rate pp. 1575-1585

Richard D.F. Harris and Fatih Yilmaz

Evaluation of linear asset pricing models by implied portfolio performance pp. 1586-1596

Ronald Balvers and Dayong Huang

The bright and dark side of staging: Investment performance and the varying motivations of private equity firms pp. 1597-1609

Philipp Krohmer, Rainer Lauterbach and Victor Calanog

Equity market valuation of human capital and stock returns pp. 1610-1623

Christos Pantzalis and Jung Chul Park

Asymmetric effects of the business cycle on bank credit risk pp. 1624-1635

Juri Marcucci and Mario Quagliariello

Information, sophistication, and foreign versus domestic investors' performance pp. 1636-1651

Li-Wen Chen, Shane Johnson, Ji-Chai Lin and Yu-Jane Liu

Overvaluation and earnings management pp. 1652-1663

Chi, Jianxin (Daniel) and Manu Gupta

The value of coskewness in mutual fund performance evaluation pp. 1664-1676

David Moreno and Rosa Rodríguez

The impact of banking sector reform in a transition economy: Evidence from Kyrgyzstan pp. 1677-1687

Martin Brown, Maria Rueda Maurer, Tamara Pak and Nurlanbek Tynaev

Asset allocation and location over the life cycle with investment-linked survival-contingent payouts pp. 1688-1699

Wolfram J. Horneff, Raimond H. Maurer, Olivia Mitchell and Michael Z. Stamos

The effects of default and call risk on bond duration pp. 1700-1708

Yan Alice Xie, Sheen Liu, Chunchi Wu and Bing Anderson

Crises, contagion and cross-listings pp. 1709-1729

Nandini Chandar, Dilip K. Patro and Ari Yezegel

Catering effects in corporate dividend policy: The international evidence pp. 1730-1738

Stephen P. Ferris, Narayanan Jayaraman and Sanjiv Sabherwal

Volume 33, issue 8, 2009

Varying risk premia in international bond markets pp. 1361-1375

Stephan Kessler and Bernd Scherer

Are interest rate options important for the assessment of interest rate risk? pp. 1376-1387

Caio Almeida and José Valentim Vicente

The wandering weekday effect in major stock markets pp. 1388-1399

John R. Doyle and Catherine Huirong Chen

The long-term performance of acquiring firms: A re-examination of an anomaly pp. 1400-1412

Shantanu Dutta and Vijay Jog

The identification of technology regimes in banking: Implications for the market power-fragility nexus pp. 1413-1422

Michael Koetter and Tigran Poghosyan

Does concurrent management of mutual and hedge funds create conflicts of interest? pp. 1423-1433

Li-Wen Chen and Fan Chen

The effects of regulation on industry structure and trade generation in the US securities industry pp. 1434-1445

Hyung Suk Choi, Jonathan Clarke, Stephen P. Ferris and Narayanan Jayaraman

Regional growth and finance in Europe: Is there a quality effect of bank efficiency? pp. 1446-1453

Iftekhar Hasan, Michael Koetter and Michael Wedow

Demutualization: Determinants and consequences of the mutual holding company choice pp. 1454-1463

Kenneth A. Carow, Steven R. Cox and Dianne M. Roden

Did the repeated debt ceiling controversies embed default risk in US Treasury securities? pp. 1464-1471

Pu Liu, Yingying Shao and Timothy J. Yeager

The announcement impact of seasoned equity offerings on bondholder wealth pp. 1472-1480

William Elliott, Andrew K. Prevost and Ramesh Rao

Stock price reaction following large one-day price changes: UK evidence pp. 1481-1493

Khelifa Mazouz, Nathan L. Joseph and Joulmer Joulmer

The safety first expected utility model: Experimental evidence and economic implications pp. 1494-1506

Haim Levy and Moshe Levy

Compensation committee governance quality, chief executive officer stock option grants, and future firm performance pp. 1507-1519

Jerry Sun, Steven F. Cahan and David Emanuel

Bank credit risk and structural credit models: Agency and information asymmetry perspectives pp. 1520-1530

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

Dealer attention, the speed of quote adjustment to information, and net dealer revenue pp. 1531-1542

Alexei Boulatov, Brian C. Hatch, Shane Johnson and Adam Y.C. Lei

Endless leverage certificates pp. 1543-1553

Silvia Rossetto and Jos van Bommel

Volume 33, issue 7, 2009

The impact of FX central bank intervention in a noise trading framework pp. 1187-1195

Michel Beine, Paul De Grauwe and Marianna Grimaldi

Market power in local banking monopolies pp. 1196-1210

Paolo Coccorese

Private equity and regulatory capital pp. 1211-1220

Dion Bongaerts and Erwin Charlier

Decision-making under uncertainty - A field study of cumulative prospect theory pp. 1221-1229

Gregory Gurevich, Doron Kliger and Ori Levy

Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme pp. 1230-1241

George Daskalakis, Dimitris Psychoyios and Raphael Markellos

Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance pp. 1242-1254

Valeri Zakamouline and Steen Koekebakker

Does the market dole out collective punishment? An empirical analysis of industry, geography, and Arthur Andersen's reputation pp. 1255-1265

Roger D. Huang and Hang Li

Regulation of credit rating agencies pp. 1266-1273

Anno Stolper

Monetary policy implementation and the federal funds rate pp. 1274-1284

Dieter Nautz and Sandra Schmidt

Overreaction in the thrift IPO aftermarket pp. 1285-1298

Geoffrey C. Friesen and Christopher Swift

Consolidation in banking and financial stability in Europe: Empirical evidence pp. 1299-1311

André Uhde and Ulrich Heimeshoff

Foreign institutional ownership and stock market liquidity: Evidence from Indonesia pp. 1312-1324

S. Ghon Rhee and Jianxin Wang

Market microstructure of the Pink Sheets pp. 1326-1339

Nicolas P.B. Bollen and William G. Christie

Strong boards, CEO power and bank risk-taking pp. 1340-1350

Shams Pathan

Causality in quantiles and dynamic stock return-volume relations pp. 1351-1360

Chia-Chang Chuang, Chung-Ming Kuan and Hsin-Yi Lin

Volume 33, issue 6, 2009

Investor protection and convertible debt design pp. 985-995

Cheng-Few Lee, Kin-Wai Lee and Gillian Hian-Heng Yeo

News and the cross-section of expected corporate bond returns pp. 996-1004

Abhay Abhyankar and Angelica Gonzalez

From boom 'til bust: How loss aversion affects asset prices pp. 1005-1013

Arjan Berkelaar and Roy Kouwenberg

Time-varying market integration and stock and bond return concordance in emerging markets pp. 1014-1021

Valentyn Panchenko and Eliza Wu

Determinants of domestic and cross-border bank acquisitions in the European Union pp. 1022-1032

Ignacio Hernando, Mara J. Nieto and Larry Wall

The jump component of S&P 500 volatility and the VIX index pp. 1033-1038

Ralf Becker, Adam Clements and Andrew McClelland

Is the market valuation of banks' loan loss provision conditional on auditor reputation? pp. 1039-1047

Kiridaran Kanagaretnam, Gopal V. Krishnan and Gerald J. Lobo

Extreme coexceedances in new EU member states' stock markets pp. 1048-1057

Charlotte Christiansen and Angelo Ranaldo

Deposit guarantee evaluation and incentives analysis in a mutual guarantee system pp. 1058-1068

Maria Elena De Giuli, Mario Alessandro Maggi and Francesco Maria Paris

The slicing approach to valuing tax shields pp. 1069-1078

Yuan-Chi Liu

Health status and portfolio choice: Causality or heterogeneity? pp. 1079-1088

Elliott Fan and Ruoyun (Lucy) Zhao

Price trends and patterns in technical analysis: A theoretical and empirical examination pp. 1089-1100

Geoffrey C. Friesen, Paul A. Weller and Lee M. Dunham

Time diversification: Definitions and some closed-form solutions pp. 1101-1111

Kee H. Chung, William T. Smith and Tao L. Wu

Political regimes, business cycles, seasonalities, and returns pp. 1112-1128

John G. Powell, Jing Shi, Tom Smith and Robert E. Whaley

American GARCH employee stock option valuation pp. 1129-1143

Angel Len and Antoni Vaello-Sebasti

Inside the black box: Bank credit allocation in China's private sector pp. 1144-1155

Michael Firth, Chen Lin, Ping Liu and Sonia M.L. Wong

The dynamics of the volatility skew: A Kalman filter approach pp. 1156-1165

Mascia Bedendo and Stewart D. Hodges

New strategies and a new paradigm for Shariah-compliant portfolio optimization pp. 1166-1176

Ulrich Derigs and Shehab Marzban

Extending the Basel II approach to estimate capital requirements for equity investments pp. 1177-1185

Mark Johnston

Volume 33, issue 5, 2009

On the power of cross-sectional and multivariate tests of the CAPM pp. 775-787

Robert R. Grauer and John Janmaat

Loss given default of high loan-to-value residential mortgages pp. 788-799

Min Qi and Xiaolong Yang

Competitive inventory management in Treasury markets pp. 800-809

Arjun Chatrath, Rohan A. Christie-David, Kiseop Lee and William T. Moore

Financial markets, financial dependence, and the allocation of capital pp. 810-818

Jiaren Pang and Haibin Wu

Ineffective corporate governance: Director busyness and board committee memberships pp. 819-828

Pornsit Jiraporn, Manohar Singh and Chun I. Lee

Family control and dilution in mergers pp. 829-841

Nilanjan Basu, Lora Dimitrova and Imants Paeglis

A study on long-run inefficiency levels of a panel dynamic cost frontier under the framework of forward-looking rational expectations pp. 842-849

Tai-Hsin Huang and Ying-Hsiu Chen

The determinants of household risky asset holdings: Australian evidence on background risk and other factors pp. 850-860

Buly Cardak and Roger Wilkins

What makes a bank risky? Insights from the optimal capital structure of banks pp. 861-873

Christian Koziol and Jochen Lawrenz

The price-setting behavior of banks: An analysis of open-end leverage certificates on the German market pp. 874-882

Oliver Entrop, Hendrik Scholz and Marco Wilkens

Liquidity shocks, size and the relative performance of hedge fund strategies pp. 883-891

Bill Ding, Hany A. Shawky and Jianbo Tian

Investor sentiment as conditioning information in asset pricing pp. 892-903

Chienwei Ho and Chi-Hsiou Hung

Intervention policy of the BoJ: A unified approach pp. 904-913

Michel Beine, Oscar Bernal, Jean-Yves Gnabo and Christelle Lecourt

Buy high, sell low: How listed firms price asset transfers in related party transactions pp. 914-924

Yan-Leung Cheung, Yuehua Qi, Raghavendra Rau and Aris Stouraitis

Derivative use, fund flows and investment manager performance pp. 925-933

Alex Frino, Andrew Lepone and Brad Wong

Testing the expectations hypothesis when interest rates are near integrated pp. 934-943

Meredith Beechey, Erik Hjalmarsson and Pr Sterholm

Leveraged carry trade portfolios pp. 944-957

Zsolt Darvas

Economic linkages across commodity futures: Hedging and trading implications pp. 958-970

Michael T. Chng

Why has the investment-cash flow sensitivity declined so sharply? Rising R&D and equity market developments pp. 971-984

James Brown and Bruce Petersen

Volume 33, issue 4, 2009

Mutual fund volatility timing and management fees pp. 589-599

Erasmo Giambona and Joseph Golec

Interest rate changes and the timing of debt issues pp. 600-608

Christopher B. Barry, Steven Mann, Vassil Mihov and Mauricio Rodriguez

What do investment banks charge to underwrite American Depositary Receipts? pp. 609-618

Hsuan-Chi Chen, Larry Fauver and Pei-Ching Yang

Agency costs, governance, and organizational forms: Evidence from the mutual fund industry pp. 619-626

Stephen P. Ferris and Yan, Xuemin (Sterling)

Institutional ownership, volatility and dividends pp. 627-639

Amir Rubin and Daniel R. Smith

Mitigating risks in cross-border acquisitions pp. 640-651

Tomas Mantecon

Identifying volatility risk premia from fixed income Asian options pp. 652-661

Caio Almeida and José Valentim Vicente

Performance and governance in microfinance institutions pp. 662-669

Roy Mersland and R. Øystein Strøm

The stock-bond correlation and macroeconomic conditions: One and a half centuries of evidence pp. 670-680

Jian Yang, Yinggang Zhou and Zijun Wang

What motivates a subprime borrower to default? pp. 681-693

Toby Daglish

Debt, investment, and product market competition: A note on the limited liability effect pp. 694-700

Matthew J. Clayton

A practical approach to validating a PD model pp. 701-708

Lydian Medema, Ruud Koning and Robert Lensink

Irreversible investment, managerial discretion and optimal capital structure pp. 709-718

Andreas Andrikopoulos

Accounting-based versus market-based cross-sectional models of CDS spreads pp. 719-730

Sanjiv Das, Paul Hanouna and Atulya Sarin

Option trading and individual investor performance pp. 731-746

Rob Bauer, Mathijs Cosemans and Piet Eichholtz

Interaction between housing prices and household borrowing: The Finnish case pp. 747-756

Elias Oikarinen

Do informed option investors predict stock returns? Evidence from the Taiwan stock exchange pp. 757-764

Chuang-Chang Chang, Pei-Fang Hsieh and Hung-Neng Lai

The impact of venture capital backing on the corporate governance of Australian initial public offerings pp. 765-774

Jo-Ann Suchard

Volume 33, issue 3, 2009

Capital management in mutual financial institutions pp. 443-455

Christine Brown and Kevin Davis

Two counters of jumps pp. 456-463

António Câmara

Common risk factors in bank stocks pp. 464-472

Ariel Viale, James W. Kolari and Donald R. Fraser

Linear-quadratic term structure models - Toward the understanding of jumps in interest rates pp. 473-485

George Jiang and Shu Yan

Dividends and price momentum pp. 486-494

Ebenezer Asem

Executive compensation and competition in the banking and financial sectors pp. 495-504

Vicente Cuñat and Maria Guadalupe

Recovery rates of commercial lending: Empirical evidence for German companies pp. 505-513

Jens Grunert and Martin Weber

Does collateral fuel moral hazard in banking? pp. 514-521

J.-P. Niinimäki

CEO turnover and bondholder wealth pp. 522-533

John C. Adams and Sattar A. Mansi

An analysis of the true notional bond system applied to the CBOT T-bond futures pp. 534-545

Ramzi Ben-Abdallah, Hatem Ben-Ameur and Michèle Breton

Managers and efficiency in banking pp. 546-556

Karlo Kauko

Efficiency and productivity growth in the banking industry of Central and Eastern Europe pp. 557-567

Anastasia Koutsomanoli-Filippaki, Dimitris Margaritis and Christos Staikouras

Non-concavity problems in the dynamic macroeconomic models: A note pp. 568-572

Ryoji Hiraguchi

A note on capital asset pricing and heterogeneous taxes pp. 573-577

Hans Marius Eikseth and Snorre Lindset

Is it the weather? Comment pp. 578-582

Mark Kamstra, Lisa Kramer and Maurice Levi

Is it the weather? Response pp. 583-587

Ben Jacobsen and Wessel Marquering

Volume 33, issue 2, 2009

Information uncertainty and auditor reputation pp. 183-192

Don M. Autore, Randall S. Billingsley and Meir I. Schneller

Do analyst recommendations reflect shareholder rights? pp. 193-202

Don M. Autore, Tunde Kovacs and Vivek Sharma

Size matters: Economies of scale in European payments processing pp. 203-210

Christine Beijnen and Wilko Bolt

Predicting the bear stock market: Macroeconomic variables as leading indicators pp. 211-223

Shiu-Sheng Chen

Do artificial income smoothing and real income smoothing contribute to firm value equivalently? pp. 224-233

Pinghsun Huang, Yan Zhang, Donald R. Deis and Jacquelyn S. Moffitt

Organizational distance and use of collateral for business loans pp. 234-243

Gabriel Jimenez, Vicente Salas and Jesús Saurina

Explaining bank distress in Eastern European transition economies pp. 244-253

Kadri Männasoo and David Mayes

Does better corporate governance result in higher valuations in emerging markets? Another examination using a new data set pp. 254-262

Matthew Morey, Aron Gottesman, Edward Baker and Ben Godridge

The profitability of small single-market banks in an era of multi-market banking pp. 263-271

Timothy H. Hannan and Robin A. Prager

Performance evaluation of portfolio insurance strategies using stochastic dominance criteria pp. 272-280

Jan Annaert, Sofieke Van Osselaer and Bert Verstraete

Credit risk drivers: Evaluating the contribution of firm level information and of macroeconomic dynamics pp. 281-299

Diana Bonfim

Corporate trade credit and inventories: New evidence of a trade-off from accounts payable and receivable pp. 300-307

Spiros Bougheas, Simona Mateut and Paul Mizen

Block ownership and firm-specific information pp. 308-316

Paul Brockman and Yan, Xuemin (Sterling)

Governance quality and privately negotiated stock repurchases: Evidence of agency conflict pp. 317-325

Oneil Harris and Charmaine Glegg

Disappearing internal capital markets: Evidence from diversified business groups in Korea pp. 326-334

Sangwoo Lee, Kwangwoo Park and Hyun-Han Shin

An analysis of the liquidity benefits provided by secondary markets pp. 335-346

Tomas Mantecon and Percy Poon

Determinants of banks' risk exposure to new account fraud - Evidence from Germany pp. 347-357

Thomas Hartmann-Wendels, Thomas Mählmann and Tobias Versen

Debit or credit? pp. 358-366

Jonathan Zinman

From state to private ownership: Issues from strategic industries pp. 367-379

Narjess Boubakri, Jean-Claude Cosset and Omrane Guedhami

Great expectations: Banks as equity underwriters pp. 380-389

Susan Chaplinsky and Gayle R. Erwin

Getting PPP right: Identifying mean-reverting real exchange rates in panels pp. 390-404

Georgios Chortareas and George Kapetanios

Regime switching in the relationship between equity returns and short-term interest rates in the UK pp. 405-414

Ólan T. Henry

Are good or bad borrowers discouraged from applying for loans? Evidence from US small business credit markets pp. 415-424

Liang Han, Stuart Fraser and David J. Storey

The role of bank monitoring in corporate governance: Evidence from borrowers' earnings management behavior pp. 425-434

Sungyoon Ahn and Wooseok Choi

The changing relationship between earnings expectations and earnings for value and growth stocks during Reg FD pp. 435-442

Pieter de Jong and Vince P. Apilado

Volume 33, issue 1, 2009

Editorial pp. 1-1

Fariborz Moshirian

Can an Asia Pacific Community, similar to the European Community, emerge? pp. 2-8

Fariborz Moshirian

Stock returns, order imbalances, and commonality: Evidence on individual, institutional, and proprietary investors in China pp. 9-19

Warren Bailey, Jun Cai, Yan Leung Cheung and Fenghua Wang

Bank ownership reform and bank performance in China pp. 20-29

Xiaochi Lin and Yi Zhang

Corporate tax, capital structure, and the accessibility of bank loans: Evidence from China pp. 30-38

Liansheng Wu and Heng Yue

The effects of reform on China's bank structure and performance pp. 39-52

Fu, Xiaoqing (Maggie) and Shelagh Heffernan

Does the stock market affect firm investment in China? A price informativeness perspective pp. 53-62

Yaping Wang, Liansheng Wu and Yunhong Yang

Regulations, earnings management, and post-IPO performance: The Chinese evidence pp. 63-76

Jennifer L. Kao, Donghui Wu and Zhifeng Yang

The effect of ownership on the prudential behavior of banks - The case of China pp. 77-87

Chunxin Jia

Marketability, control, and the pricing of block shares pp. 88-97

Zhangkai Huang and Xingzhong Xu

Effects of the volatility smile on exchange settlement practices: The Hong Kong case pp. 98-112

Eric C. Chang, Jinjuan Ren and Qi Shi

Bank ownership and efficiency in China: What will happen in the world's largest nation? pp. 113-130

Allen N. Berger, Iftekhar Hasan and Mingming Zhou

Are New Tigers supplanting Old Mammoths in China's banking system? Evidence from a sample of city commercial banks pp. 131-140

Giovanni Ferri

Expropriation through loan guarantees to related parties: Evidence from China pp. 141-156

Henk Berkman, Rebel Cole and Lawrence J. Fu

Institutional development, financial deepening and economic growth: Evidence from China pp. 157-170

Iftekhar Hasan, Paul Wachtel and Mingming Zhou

Does the type of ownership control matter? Evidence from China's listed companies pp. 171-181

Gongmeng Chen, Michael Firth and Liping Xu