Financial Markets, Institutions & Instruments

1997 - 2025

From John Wiley & Sons
Bibliographic data for series maintained by Wiley Content Delivery ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 23, issue 5, 2014

What Makes When‐Issued Trading Attractive to Financial Markets? pp. 245-271

Raymond M. Brooks, Yong H. Kim and J. Jimmy Yang

Modelling Time‐Variation in the Stock Return‐Dividend Yield Predictive Equation pp. 273-302

David G. McMillan

An Empirical Investigation of the Demand for Bank‐Owned Life Insurance pp. 303-321

Travis R. Davidson and Roger M. Shelor

Volume 23, issue 4, 2014

A Long‐Term Perspective on the Determinants of Treasury Bond Stripping Levels pp. 179-210

Marck Bulter, Miles Livingston and Lei Zhou

Asset Securitizations and Credit Default Swaps pp. 211-243

John Ziyang Zhang

Volume 23, issue 3, 2014

The Impact of Sovereign Credit Ratings on Corporations: A Literature Review and Research Recommendations pp. 125-178

Janna Mai Nguyen and Dodo zu Knyphausen‐Aufseß

Volume 23, issue 2, 2014

The Credit Crunch and Insider Trading pp. 71-100

Manouchehr Tavakoli, David McMillan and Phillip J. McKnight

Fund Management and Systemic Risk – Lessons from the Global Financial Crisis pp. 101-124

Elias Bengtsson

Volume 23, issue 1, 2014

The Effectiveness of the Regulatory Stress Testing Disclosure Process pp. 1-70

Venetia Woo, Bharat Chelluboina and Wilfrid Xoual

Volume 22, issue 5, 2013

Bank Corporate Governance, Beyond the Global Banking Crisis pp. 259-281

Jean Dermine

Institutional Cash Pools and the Triffin Dilemma of the U.S. Banking System pp. 283-318

Zoltan Pozsar

Volume 22, issue 4, 2013

On the Value of Municipal Bond Insurance: An Empirical Analysis pp. 209-228

Van Son Lai and Xueying Zhang

Size Effects in the Pricing of Corporate Bonds pp. 229-258

Padma Kadiyala and P.V. Viswanath

Volume 22, issue 3, 2013

The Fear Premium and Daily Comovements of the S&P 500 E/P ratio and Treasury Yields before and during the 2008 Financial Crisis pp. 171-207

Christophe Faugère

Volume 22, issue 2, 2013

CEO Bonus Compensation and Bank Default Risk: Evidence from the U.S. and Europe pp. 47-89

Francesco Vallascas and Jens Hagendorff

Default Risk Estimation, Bank Credit Risk, and Corporate Governance pp. 91-112

Lorne Switzer and Jun Wang

Learning by Failing: A Simple VaR Buffer pp. 113-127

Christophe M. Boucher and Bertrand B. Maillet

Multiple Trigger CoCos: Contingent Debt Without Death Spiral Risk pp. 129-141

Jan De Spiegeleer and Wim Schoutens

CoCo Bonds, Conversion Prices and Risk Shifting Incentives. How Does the Conversion Ratio Affect Management's Behaviour? pp. 143-170

Oliviero Roggi, Alessandro Giannozzi and Luca Mibelli

Volume 22, issue 1, 2013

Dynamic Financial System: Complexity, Fragility and Regulatory Principles pp. 1-42

Thomas S. Y. Ho, Miguel Palacios and Hans Stoll

Volume 21, issue 5, 2012

Efficient Hedge Fund Strategy Allocations – Systematic Framework for Investors that Incorporates Higher Moments pp. 241-260

Dieter G. Kaiser, Denis Schweizer and Lue Wu

Strategic Conservative Earnings Management of Technology Firms: Evidence from the IPO Market pp. 261-293

Bill B. Francis, Iftekhar Hasan and Mingming Zhou

Volume 21, issue 4, 2012

Obstacles to Financial Development in Transition Economies: A Literature Survey pp. 203-240

James E. McNulty and Joel T. Harper

Volume 21, issue 3, 2012

Rating Agencies as Gatekeepers to the Capital Market: Practical Implications of 40 Years of Research pp. 157-202

Thomas Lagner and Dodozu Knyphausen‐Aufseß

Volume 21, issue 2, 2012

A Theoretical and Empirical Review of the EU Regulation on Credit Rating Agencies: In Search of Truth, Not Scapegoats pp. 71-155

Panagiotis K. Staikouras

Volume 21, issue 1, 2012

Industrial Loan Companies: Where Banking and Commerce Meet pp. 1-69

James Barth, Tong Li, Apanard Angkinand Prabha, Yuan‐Hsin Chiang and Li Li

Volume 20, issue 5, 2011

The Choice and Role of Lockups in IPOs: Evidence from Heterogeneous Lockup Agreements pp. 191-220

Hafiz Hoque

Sources of Financing, Profitability and Productivity: First Evidence from Matched Firms pp. 221-252

Sushanta Mallick and Yong Yang

Volume 20, issue 4, 2011

Foreign Under‐Investment in US Securities and the Role of Relational Capital pp. 125-161

Bryane Michael

Revisiting the European Asset Management Industry pp. 163-190

Elias Bengtsson and Bernard Delbecque

Volume 20, issue 3, 2011

Credit Unions: A Theoretical and Empirical Overview pp. 79-123

Donal McKillop and John O.S. Wilson

Volume 20, issue 2, 2011

What Drives Acquisitions in the EU Banking Industry? The Role of Bank Regulation and Supervision Framework, Bank Specific and Market Specific Factors pp. 29-77

Fotios Pasiouras, Sailesh Tanna and Chrysovalantis Gaganis

Volume 20, issue 1, 2011

Does the Stock Market Compensate Banks for Diversifying into the Insurance Business? pp. 1-28

Panagiotis Dontis‐Charitos, Philip Molyneux and Sotiris K. Staikouras

Volume 19, issue 5, 2010

Regulatory Capital Charges for Too‐Connected‐to‐Fail Institutions: A Practical Proposal pp. 355-379

Jorge A. Chan‐Lau

Copula‐Based Formulas to Estimate Unexpected Credit Losses (The Future of Basel Accords?) pp. 381-404

Fernando F. Moreira

Discerning the Impact of Derivatives on Asset Risk: The Case of Canadian Banks pp. 405-433

Jie Dai and Shenna Lapointe

Volume 19, issue 4, 2010

Future Regulation of Hedge Funds—A Systemic Risk Perspective pp. 269-353

Wouter Van Eechoud, Wybe Hamersma, Arnd Sieling and David Young

Volume 19, issue 3, 2010

Underwriting Relationships and Analyst Independence in Europe pp. 189-213

Phillip J. McKnight, Manouchehr Tavakoli and Charlie Weir

Going Public: An Empirical Investigation of U.S. Bound Israeli IPOs pp. 215-244

Iftekhar Hasan and Maya Waisman

Determinants of Investor Demand for Cross‐Listed Firms pp. 245-267

George Athanassakos, Lucy Ackert, Budina Naydenova and Ivo Tafkov

Volume 19, issue 2, 2010

Geographic Deregulation and Competition in the U.S. Banking Industry pp. 63-94

H. Semih Yildirim and Sunil K. Mohanty

Mutual Fund Performance: Measurement and Evidence pp. 95-187

Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan

Volume 19, issue 1, 2010

In Banking, Is Small Beautiful? pp. 1-19

Jean Dermine and Dirk Schoenmaker

Risk‐Based Capital and Credit Insurance Portfolios pp. 21-45

Van Son Lai and Issouf Soumaré

Through‐the‐Cycle Ratings Versus Point‐in‐Time Ratings and Implications of the Mapping Between Both Rating Types pp. 47-61

Rebekka Topp and Robert Perl

Volume 18, issue 5, 2009

Equity Risk Premiums (ERP): Determinants, Estimation and Implications – A Post‐Crisis Update pp. 289-370

Aswath Damodaran

Volume 18, issue 4, 2009

Systemic Bank Risk in Brazil: A Comprehensive Simulation of Correlated Market, Credit, Sovereign and Inter‐Bank Risks pp. 243-283

Theodore M. Barnhill, Jr and Marcos Rietti Souto

A Memory of Arnold William Sametz Former editor of the Monograph Series in Finance and Economics, now Financial Markets, Institutions & Instruments pp. 285-287

Emilia Carulli Szego

Volume 18, issue 3, 2009

Option Expensing and Managerial Equity Incentives pp. 195-241

Yi Feng and Yisong S. Tian

Volume 18, issue 2, 2009

Preface pp. i-i

Thomas Cooley and Ingo Walter

The Financial Crisis of 2007‐2009: Causes and Remedies pp. 89-137

Viral Acharya, Thomas Philippon, Matthew Richardson and Nouriel Roubini

Mortgage Origination and Securitization in the Financial Crisis pp. 141-143

Dwight Jaffee, Anthony Lynch, Matthew Richardson and Stijn Van Nieuwerburgh

How Banks Played the Leverage “Game” pp. 144-145

Viral V. Acharya and Philipp Schnabl

The Rating Agencies: Is Regulation the Answer? pp. 146-148

Matthew Richardson and Lawrence White

What to Do About the Government Sponsored Enterprises pp. 150-152

Dwight Jaffee, Stijn Van Nieuwerburgh, Matthew Richardson, Lawrence White and Robert Wright

Enhanced Regulation of Large, Complex Financial Institutions pp. 153-154

Anthony Saunders, Roy C. Smith and Ingo Walter

Hedge Funds in the Aftermath of the Financial Crisis pp. 155-156

Stephen Brown, Marcin Kacperczyk, Alexander Ljungqvist, Anthony Lynch, Lasse Pedersen and Matthew Richardson

Corporate Governance in the Modern Financial Sector pp. 158-159

Viral V. Acharya, Jennifer Carpenter, Xavier Gabaix, Kose John, Matthew Richardson, Marti Subrahmanyam, Rangarajan Sundaram and Eitan Zemel

Rethinking Compensation in Financial Firms pp. 160-162

Gian Luca Clementi, Thomas Cooley, Matthew Richardson and Ingo Walter

Fair Value Accounting: Policy Issues Raised by the Credit Crunch pp. 163-164

Stephen Ryan

Derivatives ‐ The Ultimate Financial Innovation pp. 166-167

Viral V. Acharya, Menachem Brenner, Robert Engle, Anthony Lynch and Matthew Richardson

Centralized Clearing for Credit Derivatives pp. 168-170

Viral V. Acharya, Robert Engle, Stephen Figlewski, Anthony Lynch and Marti Subrahmanyam

Short Selling pp. 171-172

Menachem Brenner and Marti G. Subrahmanyam

Regulating Systemic Risk pp. 174-175

Viral V. Acharya, Lasse Pedersen, Thomas Philippon and Matthew Richardson

Private Lessons for Public Banking: The Case for Conditionality in LOLR Facilities pp. 176-178

Viral V. Acharya and David Backus

The Financial Sector “Bailout”: Sowing the Seeds of the Next Crisis? pp. 180-182

Viral V. Acharya and Rangarajan Sundaram

Mortgages and Households pp. 183-184

Andrew Caplin and Thomas Cooley

Where Should the Bailout Stop? pp. 185-186

Edward I. Altman and Thomas Philippon

International Alignment of Financial Sector Regulation pp. 188-190

Viral V. Acharya, Paul Wachtel and Ingo Walter

Volume 18, issue 1, 2009

Credit Portfolio Loss Forecasts for Economic Downturns pp. 1-26

Daniel Rösch and Harald Scheule

A Required Yield Theory of Stock Market Valuation and Treasury Yield Determination pp. 27-88

Christophe Faugère and Julian Van Erlach