Journal of Financial Services Research

1997 - 2025

Current editor(s): Haluk Unal

From:
Springer
Western Finance Association
Contact information at EDIRC.
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Volume 42, issue 3, 2012

Capital Structure, CEO Dominance, and Corporate Performance pp. 139-158

Pornsit Jiraporn, Pandej Chintrakarn and Yixin Liu

Does Surplus Participation Reflect Market Discipline? An Analysis of the German Life Insurance Market pp. 159-185

Martin Eling and Dieter Kiesenbauer

How Sensitive Are Bank Managers to Shareholder Value? pp. 187-205

Selçuk Caner, Süheyla Özyıldırım and A. Ungan

Location Decisions of Domestic and Foreign-Affiliated Financial Advisors: Australian Evidence pp. 207-228

Robert Faff, Tribeni Lodh and Jerry Pawada

Volume 42, issue 1, 2012

Editors’ Note on the Special Issue of the 10th FDIC/JFSR Bank Research Conference pp. 1-3

Paul Kupiec and Haluk Unal

Déjà Vu All Over Again: The Causes of U.S. Commercial Bank Failures This Time Around pp. 5-29

Rebel Cole and Lawrence White

A commentary on “Déjà Vu All Over Again: The Causes of U.S. Commercial Bank Failures This Time Around” pp. 31-34

Albert Kyle

Forward-Looking Tail Risk Exposures at U.S. Bank Holding Companies pp. 35-54

Martin Knaup and Wolf Wagner

Systemic Risk Contributions pp. 55-83

Xin Huang, Hao Zhou and Haibin Zhu

Credit Derivatives and the Default Risk of Large Complex Financial Institutions pp. 85-107

Giovanni Calice, Christos Ioannidis and Julian Williams

A Commentary on “Measuring Systemic Risk” pp. 109-114

Robert DeYoung

Differences Across Originators in CMBS Loan Underwriting pp. 115-134

Lamont Black, Chenghuan Chu, Andrew Cohen and Joseph Nichols

A Commentary on "Differences Across Originators in CMBS Loan Underwriting" pp. 135-137

David Musto

Volume 41, issue 3, 2012

Valuation Effects for Asset Sales pp. 103-120

Jonathan Wiley, Brandon Cline, Xudong Fu and Tian Tang

The Economic Consequences of Banks’ Derivatives Use in Good Times and Bad Times pp. 121-144

Ken Cyree, Pinghsun Huang and James Lindley

A Theoretical Framework for Incorporating Scenarios into Operational Risk Modeling pp. 145-161

Bakhodir Ergashev

Returns to Retail Banking and Payments pp. 163-195

Iftekhar Hasan, Heiko Schmiedel and Liang Song

Volume 41, issue 1, 2012

Liquidity Crunch in the Interbank Market: Is it Credit or Liquidity Risk, or Both? pp. 1-18

Angelo Baglioni

Did Good Corporate Governance Improve Bank Performance during the Financial Crisis? pp. 19-35

Emilia Peni and Sami Vähämaa

The Impact of Pillar 3 Disclosure Requirements on Bank Safety pp. 37-49

Jukka Vauhkonen

Corporate Governance, Opaque Bank Activities, and Risk/Return Efficiency: Pre- and Post-Crisis Evidence from Turkey pp. 51-80

Olivier De Jonghe, Mustafa Disli and Koen Schoors

Efficiency and Risk-Taking in Pre-Crisis Investment Banks pp. 81-101

Nemanja Radić, Franco Fiordelisi and Claudia Girardone

Volume 40, issue 3, 2011

Modelling Deposit Insurance Scheme Losses in a Basel 2 Framework pp. 123-141

Riccardo Lisa, Stefano Zedda, Francesco Vallascas, Francesca Campolongo and Massimo Marchesi

Is the Average Investor Smarter than the Average Euro? pp. 143-161

Luis Vicente, Cristina Ortiz and Laura Andreu

Determinants of Bank Distress in Europe: Evidence from a New Data Set pp. 163-184

Tigran Poghosyan and Martin Cihak

Bank Employee Incentives and Stock Purchase Plans Participation pp. 185-203

Thomas Rapp and Nicolas Aubert

Volume 40, issue 1, 2011

Creditor Learning and Discrimination in Lending pp. 1-27

Song Han

What Do Banks Evaluate When They Screen Borrowers? Soft Information, Hard Information and Collateral pp. 29-48

Hirofumi Uchida

Does Collateral Help Mitigate Adverse Selection? A Cross-Country Analysis pp. 49-78

Christophe Godlewski and Laurent Weill

Can Banks in Emerging Economies Benefit from Revenue Diversification? pp. 79-101

Sarah Sanya and Simon Wolfe

Loan Loss Provisions, Earnings Management and Capital Management under IFRS: The Case of EU Commercial Banks pp. 103-122

Stergios Leventis, Panagiotis Dimitropoulos and Asokan Anandarajan

Volume 39, issue 3, 2011

Securitization and Banks’ Equity Risk pp. 95-117

Deming Wu, Jiawen Yang and Han Hong

Mergers & Acquisitions, Diversification and Performance in the U.S. Property-Liability Insurance Industry pp. 119-144

Jeungbo Shim

Bank-Specific Daily Interest Rate Adjustment in the Dutch Mortgage Market pp. 145-159

Leo de Haan and Elmer Sterken

Volume 39, issue 1, 2011

The Surprising Use of Credit Scoring in Small Business Lending by Community Banks and the Attendant Effects on Credit Availability, Risk, and Profitability pp. 1-17

Allen Berger, Adrian Cowan and W Frame

The Information Revolution and Small Business Lending: The Missing Evidence pp. 19-33

Robert DeYoung, W Frame, Dennis Glennon and Peter Nigro

Bank Financing for SMEs: Evidence Across Countries and Bank Ownership Types pp. 35-54

Thorsten Beck, Asli Demirguc-Kunt and María Pería

Small Firm Capital Structure and the Syndicated Loan Market pp. 55-70

Pankaj Maskara and Donald Mullineaux

Pricing of Loan Commitments for Facilitating Stochastic Liquidity Needs pp. 71-94

Arthur Hau

Volume 38, issue 2, 2010

Funding Modes of German Banks: Structural Changes and their Implications pp. 69-93

Lars Norden and Martin Weber

Islamic Banks and Financial Stability: An Empirical Analysis pp. 95-113

Martin Cihak and Heiko Hesse

Internationalization, Performance and Volatility: The World Largest Financial Groups pp. 115-134

J. Outreville

The Puzzle Between Banking Competition and Profitability can be Solved: International Evidence from Bank-Level Data pp. 135-157

Meng-Fen Hsieh and Chien-Chiang Lee

Information Disclosure, Market Discipline and the Management of Bank Capital: Evidence from the Chinese Financial Sector pp. 159-186

Yuliang Wu and Michael Bowe

Volume 38, issue 1, 2010

Investment Strategies and Market Structure: An Empirical Analysis of Bank Branching Decisions pp. 1-21

Andrew Cohen and Michael Mazzeo

The Effect of Overconfidence on the Sensitivity of CEO Wealth to Equity Risk pp. 23-39

Jijun Niu

Do Managerial Skills Vary Across Fund Managers? Results Using European Mutual Funds pp. 41-67

Isabel Abinzano, Luis Muga and Rafael Santamaria

Volume 37, issue 2, 2010

Liquidity, Bank Runs, and Bailouts: Spillover Effects During the Northern Rock Episode pp. 83-98

Paul Goldsmith-Pinkham and Tanju Yorulmazer

How do UK Banks React to Changing Central Bank Rates? pp. 99-130

Ana-Maria Fuertes, Shelagh Heffernan and Elena Kalotychou

Market Structure, Capital Regulation and Bank Risk Taking pp. 131-158

Patrick Behr, Reinhard Schmidt and Ru Xie

Bank Disclosure and Market Assessment of Financial Fragility: Evidence from Turkish Banks’ Equity Prices pp. 159-178

María Penas and Günseli Tümer-Alkan

The Impact of Bank and Non-Bank Financial Institutions on Local Economic Growth in China pp. 179-199

Xiaoqiang Cheng and Hans Degryse

Volume 37, issue 1, 2010

The Impact of Downward Rating Momentum pp. 1-23

Andre Güttler and Peter Raupach

Financial Transparency and Sources of Hidden Capital in Turkish Banks pp. 25-43

Başak Tanyeri

International Banking and Liquidity Allocation pp. 45-69

Diemo Dietrich and Uwe Vollmer

Loan Market Competition and Bank Risk-Taking pp. 71-81

Wolf Wagner