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Content
2016, Volume 39, Issue PB
- 180-196 Basel II and regulatory arbitrage. Evidence from financial crises
by Beltratti, Andrea & Paladino, Giovanna
- 197-208 Assessing Euro crises from a time varying international CAPM approach
by Baillie, Richard T. & Cho, Dooyeon
- 209-214 The effect of political communication on European financial markets during the sovereign debt crisis
by Conrad, Christian & Zumbach, Klaus Ulrich
- 215-228 Inflation uncertainty, disagreement and monetary policy: Evidence from the ECB Survey of Professional Forecasters
by Glas, Alexander & Hartmann, Matthias
- 229-240 On the significance of labour reallocation for European unemployment: Evidence from a panel of 15 countries
by Bakas, Dimitrios & Panagiotidis, Theodore & Pelloni, Gianluigi
- 241-253 Inflation convergence in the EMU
by Karanasos, M. & Koutroumpis, P. & Karavias, Y. & Kartsaklas, A. & Arakelian, V.
- 254-264 In search of the Euro area fiscal stance
by Albonico, Alice & Paccagnini, Alessia & Tirelli, Patrizio
- 265-269 The financial Kuznets curve: Evidence for the euro area
by Baiardi, Donatella & Morana, Claudio
2016, Volume 39, Issue PA
- 1-14 Birds of a feather or celebrating differences? The formation and impacts of venture capital syndication
by Du, Qianqian
- 15-36 Business cycle and credit risk modeling with jump risks
by Jang, Bong-Gyu & Rhee, Yuna & Yoon, Ji Hee
- 37-53 The forecast dispersion anomaly revisited: Time-series forecast dispersion and the cross-section of stock returns
by Kim, Dongcheol & Na, Haejung
- 54-68 Monitoring multivariate variance changes
by Pape, Katharina & Wied, Dominik & Galeano, Pedro
- 69-92 Target signaling with material adverse change clauses in merger agreements
by Macias, Antonio J. & Moeller, Thomas
- 93-104 Credit ratings and the premiums paid in mergers and acquisitions
by Jory, Surendranath R. & Ngo, Thanh N. & Wang, Daphne
- 105-128 A compound duration model for high-frequency asset returns
by Aldrich, Eric M. & Heckenbach, Indra & Laughlin, Gregory
- 129-144 Dynamics of interest and inflation rates
by Anari, Ali & Kolari, James
2016, Volume 38, Issue PB
- 513-515 Special issue of the Journal of Empirical Finance Guest Editors' introduction
by Kellard, Neil & Taylor, A.M. Robert
- 516-533 Bubbling over! The behaviour of oil futures along the yield curve
by Tsvetanov, Daniel & Coakley, Jerry & Kellard, Neil
- 534-547 Strict stationarity, persistence and volatility forecasting in ARCH(∞) processes
by Davidson, James & Li, Xiaoyu
- 548-574 Tests for explosive financial bubbles in the presence of non-stationary volatility
by Harvey, David I. & Leybourne, Stephen J. & Sollis, Robert & Taylor, A.M. Robert
- 575-589 Testing against changing correlation
by Harvey, Andrew & Thiele, Stephen
- 590-622 Asset pricing with financial bubble risk
by Lee, Ji Hyung & Phillips, Peter C.B.
- 623-639 A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
by Dolatabadi, Sepideh & Nielsen, Morten Ørregaard & Xu, Ke
- 640-663 Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)
by Agosto, Arianna & Cavaliere, Giuseppe & Kristensen, Dennis & Rahbek, Anders
- 664-689 Testing the martingale hypothesis for gross returns
by Linton, Oliver & Smetanina, Ekaterina
- 690-716 A time varying DSGE model with financial frictions
by Galvão, Ana Beatriz & Giraitis, Liudas & Kapetanios, George & Petrova, Katerina
- 717-738 The shine of precious metals around the global financial crisis
by Figuerola-Ferretti, Isabel & McCrorie, J. Roderick
- 739-761 The exact discretisation of CARMA models with applications in finance
by Thornton, Michael A. & Chambers, Marcus J.
- 762-785 Duality in mean-variance frontiers with conditioning information
by Peñaranda, Francisco & Sentana, Enrique
2016, Volume 38, Issue PA
- 1-21 Leverage and asymmetric volatility: The firm-level evidence
by Ericsson, Jan & Huang, Xiao & Mazzotta, Stefano
- 22-36 Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
by Teterin, Pavel & Brooks, Robert & Enders, Walter
- 37-61 News sentiment and bank credit risk
by Smales, Lee A.
- 62-80 The short trading day anomaly
by Qadan, Mahmoud & Kliger, Doron
- 81-102 Informed short selling, fails-to-deliver, and abnormal returns
by Stratmann, Thomas & Welborn, John W.
- 103-119 Immigrant-native differences in stockholding – The role of cognitive and non-cognitive skills
by Luik, Marc-André & Steinhardt, Max Friedrich
- 120-138 Effects of financial turmoil on financial integration and risk premia in emerging markets
by Boubakri, Salem & Couharde, Cécile & Raymond, Hélène
- 139-156 Optimal conditional hedge ratio: A simple shrinkage estimation approach
by Kim, Myeong Jun & Park, Sung Y.
- 157-180 A network approach to portfolio selection
by Peralta, Gustavo & Zareei, Abalfazl
- 181-201 The effect of overvaluation on investment and accruals: The role of information
by Hu, Shing-yang & Lin, Yueh-Hsiang & Lai, Christine W.
- 202-220 An infinite hidden Markov model for short-term interest rates
by Maheu, John M. & Yang, Qiao
- 221-235 Wealth fluctuations and investment in risky assets: The UK micro evidence on households asset allocation
by Paya, Ivan & Wang, Peng
- 236-257 Free float and market liquidity around the world
by Ding, Xiaoya (Sara) & Ni, Yang & Zhong, Ligang
- 258-271 Religious beliefs and local government financing, investment, and cash holding decisions
by Chen, Yangyang & Murgulov, Zoltan & Rhee, S. Ghon & Veeraraghavan, Madhu
- 272-289 Halo, horn, or dark horse biases: Corporate reputation and the earnings announcement puzzle
by Jang, Woan-Yuh & Lee, Jie-Haun & Hu, Hsueh-Chin
- 290-306 How regular are directional movements in commodity and asset prices? A Wald test
by Oglend, Atle & Selland Kleppe, Tore
- 307-337 CDS-bond basis and bond return predictability
by Kim, Gi H. & Li, Haitao & Zhang, Weina
- 338-354 Local bias in investor attention: Evidence from China's Internet stock message boards
by Huang, Yuqin & Qiu, Huiyan & Wu, Zhiguo
- 355-361 Commodity price volatility under regulatory changes and disaster
by Marvasti, Akbar & Lamberte, Antonio
- 363-373 The European sovereign debt crisis: What have we learned?
by Kräussl, Roman & Lehnert, Thorsten & Stefanova, Denitsa
- 374-393 Financial sector linkages and the dynamics of bank and sovereign credit spreads
by Kallestrup, René & Lando, David & Murgoci, Agatha
- 394-416 Bank fragility and contagion: Evidence from the bank CDS market
by Ballester, Laura & Casu, Barbara & González-Urteaga, Ana
- 417-428 Euro crash risk
by Kräussl, Roman & Lehnert, Thorsten & Senulytė, Sigita
- 429-448 Time-varying importance of country and industry factors in European corporate bonds
by Pieterse-Bloem, Mary & Qian, Zhaowen & Verschoor, Willem & Zwinkels, Remco
- 449-460 The geography of the great rebalancing in euro area bond markets during the sovereign debt crisis
by Beck, Roland & Georgiadis, Georgios & Gräb, Johannes
- 461-475 The information in systemic risk rankings
by Nucera, Federico & Schwaab, Bernd & Koopman, Siem Jan & Lucas, André
- 476-497 Decision-making during the credit crisis: Did the Treasury let commercial banks fail?
by Croci, Ettore & Hertig, Gerard & Nowak, Eric
- 498-512 Political risk and expected government bond returns
by Duyvesteyn, Johan & Martens, Martin & Verwijmeren, Patrick
2016, Volume 37, Issue C
- 1-19 Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility
by Ghonghadze, Jaba & Lux, Thomas
- 20-36 Are idiosyncratic volatility and MAX priced in the Canadian market?
by Aboulamer, Anas & Kryzanowski, Lawrence
- 37-58 Leverage changes and growth options in mergers and acquisitions
by Agliardi, Elettra & Amel-Zadeh, Amir & Koussis, Nicos
- 59-78 Stochastic correlation and risk premia in term structure models
by Chiarella, Carl & Hsiao, Chih-Ying & Tô, Thuy-Duong
- 79-90 Anticipatory effects in the FTSE 100 index revisions
by Fernandes, Marcelo & Mergulhão, João
- 91-103 Dynamic asymmetries in house price cycles: A generalized smooth transition model
by Canepa, Alessandra & Chini, Emilio Zanetti
- 104-116 Comparing logit-based early warning systems: Does the duration of systemic banking crises matter?
by Caggiano, Giovanni & Calice, Pietro & Leonida, Leone & Kapetanios, George
- 117-127 Investigating United Kingdom's monetary policy with Macro-Factor Augmented Dynamic Nelson–Siegel models
by Levant, Jared & Ma, Jun
- 128-158 Bond portfolio optimization using dynamic factor models
by Caldeira, João F. & Moura, Guilherme V. & Santos, André A.P.
- 159-172 Public news arrival and the idiosyncratic volatility puzzle
by Shi, Yanlin & Liu, Wai-Man & Ho, Kin-Yip
- 173-185 Credit market freedom and cost efficiency in US state banking
by Chortareas, Georgios & Kapetanios, George & Ventouri, Alexia
- 186-195 Private information and limitations of Heckman's estimator in banking and corporate finance research
by Campbell, Randall C. & Nagel, Gregory L.
- 196-213 On the relationship between conditional jump intensity and diffusive volatility
by Li, Gang & Zhang, Chu
- 214-232 Macro-economic determinants of European stock and government bond correlations: A tale of two regions
by Perego, Erica R. & Vermeulen, Wessel N.
- 233-246 The benefits of improved covariance estimation
by Turtle, H.J. & Wang, Kainan
- 247-267 The economic value of predicting bond risk premia
by Sarno, Lucio & Schneider, Paul & Wagner, Christian
- 268-281 Capital asset pricing model: A time-varying volatility approach
by Kim, Kun Ho & Kim, Taejin
- 282-292 Limits to mutual funds' ability to rely on mean/variance optimization
by Karagiannidis, Iordanis & Vozlyublennaia, Nadia
- 293-308 Location and excess comovement
by Kaul, Aditya & Mehrotra, Vikas & Stefanescu, Carmen
2016, Volume 36, Issue C
- 1-7 Uncovered interest parity: The long and the short of it
by Lothian, James R.
- 8-29 A study of analyst-run mutual funds: The abilities and roles of buy-side analysts
by Cici, Gjergji & Rosenfeld, Claire
- 30-40 Time-varying integration of the sovereign bond markets in European post-transition economies
by Posedel Šimović, Petra & Tkalec, Marina & Vizek, Maruška & Lee, Junsoo
- 41-67 Dynamic conditional correlation multiplicative error processes
by Bodnar, Taras & Hautsch, Nikolaus
- 68-85 A test of asymmetric comovement for state-dependent stock returns
by Deng, Kaihua
- 86-99 Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective
by Bee, Marco & Dupuis, Debbie J. & Trapin, Luca
- 100-120 Exchange rates and commodity prices: Measuring causality at multiple horizons
by Zhang, Hui Jun & Dufour, Jean-Marie & Galbraith, John W.
- 121-150 On the properties of the constrained Hansen–Jagannathan distance
by Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare
- 151-161 Liquidation discount—a novel application of ARFIMA–GARCH
by Singh, Ranjodh B. & Gould, John & Chan, Felix & Yang, Joey Wenling
- 162-180 The usefulness of cross-sectional dispersion for forecasting aggregate stock price volatility
by Byun, Sung Je
- 181-198 Risk and return of short-duration equity investments
by Cejnek, Georg & Randl, Otto
2016, Volume 35, Issue C
- 1-13 Corporate payout smoothing: A variance decomposition approach
by Hoang, Edward C. & Hoxha, Indrit
- 14-24 Inflation illusion and stock returns
by Brown, William O. & Huang, Dayong & Wang, Fang
- 25-42 Air pollution and stock returns: Evidence from a natural experiment
by Lepori, Gabriele M.
- 43-67 Using Merton model for default prediction: An empirical assessment of selected alternatives
by Afik, Zvika & Arad, Ohad & Galil, Koresh
- 68-77 A risk-return explanation of the momentum-reversal “anomaly”
by Geoffrey Booth, G. & Fung, Hung-Gay & Leung, Wai Kin
- 78-98 Market uncertainty, expected volatility and the mispricing of S&P 500 index futures
by Tu, Anthony H. & Hsieh, Wen-Liang G. & Wu, Wei-Shao
- 99-109 Is there a bubble in the art market?
by Kräussl, Roman & Lehnert, Thorsten & Martelin, Nicolas
- 110-135 Conditional portfolio allocation: Does aggregate market liquidity matter?
by Bazgour, Tarik & Heuchenne, Cedric & Sougné, Danielle
- 136-149 Political affiliation and dividend tax avoidance: Evidence from the 2013 fiscal cliff
by Peyer, Urs & Vermaelen, Theo
- 150-168 Are target leverage ratios stable? Investigating the impact of corporate asset restructuring
by Cook, Douglas O. & Fu, Xudong & Tang, Tian
- 169-188 Silverback CEOs: Age, experience, and firm value
by Cline, Brandon N. & Yore, Adam S.
2015, Volume 34, Issue C
- 1-14 Significance testing in empirical finance: A critical review and assessment
by Kim, Jae H. & Ji, Philip Inyeob
- 15-33 Permanent sales increase and investment
by Yang, Insun & Koveos, Peter & Barkley, Tom
- 34-44 Volatility co-movements: A time-scale decomposition analysis
by Cipollini, Andrea & Cascio, Iolanda Lo & Muzzioli, Silvia
- 45-59 The economic value of volatility timing with realized jumps
by Nolte, Ingmar & Xu, Qi
- 60-78 Analysis of earnings management influence on the investment efficiency of listed Chinese companies
by Shen, Chung-Hua & Luo, Fuyan & Huang, Dengshi
- 79-98 Credit market imperfections and business cycle asymmetries in Turkey
by Günay, Hüseyin & Kılınç, Mustafa
- 99-111 Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
by Baillie, Richard T. & Kim, Kun Ho
- 112-130 Predicting exchange rate cycles utilizing risk factors
by Ahmed, Jameel & Straetmans, Stefan
- 131-155 The information content of R&D reductions
by Chan, Konan & Lin, Yueh-hsiang & Wang, Yanzhi
- 156-171 Beta vs. characteristics: Comparison of risk model performances
by Kim, Daehwan
- 172-194 Firm performance when ownership is very concentrated: Evidence from a semiparametric panel
by Hamadi, Malika & Heinen, Andréas
- 195-203 Do industries lead stock markets? A reexamination
by Tse, Yiuman
- 204-228 The effects of non-trading on the illiquidity ratio
by Chelley-Steeley, Patricia L. & Lambertides, Neophytos & Steeley, James M.
- 229-238 The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework
by Cho, Dooyeon
- 239-259 A tale of feedback trading by hedge funds
by Schauten, Marc B.J. & Willemstein, Robin & Zwinkels, Remco C.J.
- 260-274 Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices
by Wu, Feng & Myers, Robert J. & Guan, Zhengfei & Wang, Zhiguang
- 275-292 A trade-off in corporate diversification
by Ekkayokkaya, Manapol & Paudyal, Krishna
- 293-312 Measures of equity home bias puzzle
by Mishra, Anil V.
- 313-326 Does managerial ability facilitate corporate innovative success?
by Chen, Yangyang & Podolski, Edward J. & Veeraraghavan, Madhu
2015, Volume 33, Issue C
- 1-18 Power transformations of absolute returns and long memory estimation
by Dalla, Violetta
- 19-33 Adverse selection and the presence of informed trading
by Chang, Sanders S. & Wang, F. Albert
- 34-50 Personality traits and stock market participation
by Conlin, Andrew & Kyröläinen, Petri & Kaakinen, Marika & Järvelin, Marjo-Riitta & Perttunen, Jukka & Svento, Rauli
- 51-66 The predictive density simulation of the yield curve with a zero lower bound
by Kang, Kyu Ho
- 67-83 Euro at risk: The impact of member countries' credit risk on the stability of the common currency
by Bekkour, Lamia & Jin, Xisong & Lehnert, Thorsten & Rasmouki, Fanou & Wolff, Christian
- 84-103 Market sentiment in commodity futures returns
by Gao, Lin & Süss, Stephan
- 104-113 Long memory in log-range series: Do structural breaks matter?
by Chatzikonstanti, Vasiliki & Venetis, Ioannis A.
- 114-134 Modern portfolio management with conditioning information
by Chiang, I-Hsuan Ethan
- 135-159 Two-step estimation of the volatility functions in diffusion models with empirical applications
by Ye, Xu-Guo & Lin, Jin-Guan & Zhao, Yan-Yong & Hao, Hong-Xia
- 160-173 Liquidity and credit premia in the yields of highly-rated sovereign bonds
by Ejsing, Jacob & Grothe, Magdalena & Grothe, Oliver
- 174-189 Short-term determinants of the idiosyncratic sovereign risk premium: A regime-dependent analysis for European credit default swaps
by Calice, Giovanni & Mio, RongHui & Štěrba, Filip & Vašíček, Bořek
- 190-207 Modelling household finances: A Bayesian approach to a multivariate two-part model
by Brown, Sarah & Ghosh, Pulak & Su, Li & Taylor, Karl
- 208-222 Real term structure forecasts of consumption growth
by Argyropoulos, Efthymios & Tzavalis, Elias
- 223-242 Measuring bond mutual fund performance with portfolio characteristics
by Moneta, Fabio
- 263-275 Detecting abnormal trading activities in option markets
by Chesney, Marc & Crameri, Remo & Mancini, Loriano
- 276-286 Is there any dependence between consumer credit line utilization and default probability on a term loan? Evidence from bank-customer data
by Bergerès, Anne-Sophie & d'Astous, Philippe & Dionne, Georges
- 287-308 Macro variables and the components of stock returns
by Maio, Paulo & Philip, Dennis
2015, Volume 32, Issue C
- 3-18 Volatility transmission in global financial markets
by Clements, A.E. & Hurn, A.S. & Volkov, V.V.
- 19-34 Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market
by Chiarella, Carl & ter Ellen, Saskia & He, Xue-Zhong & Wu, Eliza
- 35-48 Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms
by Frijns, Bart & Indriawan, Ivan & Tourani-Rad, Alireza
- 49-62 The costs of a (nearly) fully independent board
by Faleye, Olubunmi
- 63-79 The frequency of regime switching in financial market volatility
by BenSaïda, Ahmed
- 80-93 The dynamics of squared returns under contemporaneous aggregation of GARCH models
by Jondeau, Eric
- 94-114 R&D investment and distress risk
by Zhang, Wei
- 115-134 Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz
by Mainik, Georg & Mitov, Georgi & Rüschendorf, Ludger
- 135-152 Testing for structural breaks in correlations: Does it improve Value-at-Risk forecasting?
by Berens, Tobias & Weiß, Gregor N.F. & Wied, Dominik
- 153-164 On financial risk and the safe haven characteristics of Swiss franc exchange rates
by Grisse, Christian & Nitschka, Thomas
- 165-179 Disentangling contagion among sovereign CDS spreads during the European debt crisis
by Broto, Carmen & Pérez-Quirós, Gabriel
- 180-200 Consumption risk and the cross-section of government bond returns
by Abhyankar, Abhay & Klinkowska, Olga & Lee, Soyeon
- 201-209 Financial weather derivatives for corn production in Northern China: A comparison of pricing methods
by Sun, Baojing & van Kooten, G. Cornelis
- 210-229 Information shares of two parallel currency options markets: Trading costs versus transparency/tradability
by Piccotti, Louis R. & Schreiber, Ben Z.
2015, Volume 31, Issue C
- 1-17 Testing of a market fraction model and power-law behaviour in the DAX 30
by He, Xue-Zhong & Li, Youwei
- 18-35 Understanding the term structure of credit default swap spreads
by Han, Bing & Zhou, Yi
- 36-53 Market proxies as factors in linear asset pricing models: Still living with the roll critique
by Prono, Todd
- 54-71 The impact of ECB macro-announcements on bid–ask spreads of European blue chips
by Rühl, Tobias R. & Stein, Michael
- 72-84 Time-variations in commodity price jumps
by Diewald, Laszlo & Prokopczuk, Marcel & Wese Simen, Chardin
- 85-108 ABC of SV: Limited information likelihood inference in stochastic volatility jump-diffusion models
by Creel, Michael & Kristensen, Dennis
2015, Volume 30, Issue C
- 1-15 Bond and stock market response to unexpected dividend changes
by Tsai, Hui-Ju & Wu, Yangru
- 16-33 Explaining the default risk anomaly by the two-beta model
by Yeh, Chung-Ying & Hsu, Junming & Wang, Kai-Li & Lin, Che-Hui
- 34-49 Heuristic learning in intraday trading under uncertainty
by Bekiros, Stelios D.
- 50-61 Do stock returns rebound after bear markets? An empirical analysis from five OECD countries
by Zeng, Songlin & Bec, Frédérique
- 62-78 It's all about volatility of volatility: Evidence from a two-factor stochastic volatility model
by Grassi, Stefano & Santucci de Magistris, Paolo
- 79-91 Market volatility and momentum
by Wang, Kevin Q. & Xu, Jianguo
- 92-119 Measuring private information in a specialist market
by Lamoureux, Christopher G. & Wang, Qin
- 120-135 Dynamic copula models and high frequency data
by De Lira Salvatierra, Irving & Patton, Andrew J.
2014, Volume 29, Issue C
- 3-25 House prices, expectations, and time-varying fundamentals
by Gelain, Paolo & Lansing, Kevin J.
- 26-40 On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets
by Conrad, Christian & Loch, Karin & Rittler, Daniel
- 41-51 Level shifts in stock returns driven by large shocks
by Dendramis, Yiannis & Kapetanios, George & Tzavalis, Elias
- 52-63 Time variation in the standard forward premium regression: Some new models and tests
by Baillie, Richard T. & Cho, Dooyeon
- 64-79 Insights on the global macro-finance interface: Structural sources of risk factor fluctuations and the cross-section of expected stock returns
by Morana, Claudio
- 80-94 A dynamic intraday measure of the probability of informed trading and firm-specific return variation
by Chang, Sanders S. & Chang, Lenisa V. & Wang, F. Albert
- 95-112 Persistence in the banking industry: Fractional integration and breaks in memory
by Hassler, Uwe & Rodrigues, Paulo M.M. & Rubia, Antonio
- 113-128 Modelling stock volatilities during financial crises: A time varying coefficient approach
by Karanasos, Menelaos & Paraskevopoulos, Alexandros G. & Menla Ali, Faek & Karoglou, Michail & Yfanti, Stavroula
- 129-143 Bandwidth selection by cross-validation for forecasting long memory financial time series
by Baillie, Richard T. & Kapetanios, George & Papailias, Fotis
- 144-167 Unit root vector autoregression with volatility induced stationarity
by Nielsen, Heino Bohn & Rahbek, Anders
- 168-185 Robust tests for a linear trend with an application to equity indices
by Astill, Sam & Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
- 187-206 Long memory dynamics for multivariate dependence under heavy tails
by Janus, Paweł & Koopman, Siem Jan & Lucas, André
- 207-229 A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models
by Bauwens, Luc & De Backer, Bruno & Dufays, Arnaud
- 230-246 An empirical investigation of methods to reduce transaction costs
by Moorman, Theodore
- 247-265 The real effects of financial constraints: Evidence from a debt subsidization program targeted at strategic firms
by Davydova, Yulia & Sokolov, Vladimir
- 266-280 Production efficiency uncertainty and corporate credit risk: Structural form credit model perspectives
by Chen, Tsung-Kang & Liao, Hsien-Hsing & Chen, Wei-Lun
- 281-286 Political uncertainty and bank loan contracting
by Francis, Bill B. & Hasan, Iftekhar & Zhu, Yun
- 287-303 Diagnosing the distribution of GARCH innovations
by Sun, Pengfei & Zhou, Chen
- 304-315 Forecasting the intraday market price of money
by Monticini, Andrea & Ravazzolo, Francesco
- 316-330 Banking sector contingent liabilities and sovereign risk
by Arslanalp, Serkan & Liao, Yin
- 331-342 The dispersion effect in international stock returns
by Leippold, Markus & Lohre, Harald
- 343-368 A framework for tracking changes in the intensity of investment funds' systemic risk
by Jin, Xisong & Nadal De Simone, Francisco
- 369-383 An empirical analysis of non-execution and picking-off risks on the Tokyo Stock Exchange
by Yamamoto, Ryuichi
- 384-401 Counter-cyclical risk aversion
by Kim, Kun Ho
- 402-420 An empirical Bayesian approach to stein-optimal covariance matrix estimation
by Gillen, Benjamin J.
- 421-434 High-order moments and extreme value approach for value-at-risk
by Lin, Chu-Hsiung & Changchien, Chang-Cheng & Kao, Tzu-Chuan & Kao, Wei-Shun
- 435-447 Predicting volatility and correlations with Financial Conditions Indexes
by Opschoor, Anne & van Dijk, Dick & van der Wel, Michel
2014, Volume 28, Issue C
- 1-12 Direct evidence of dividend tax clienteles
by Dahlquist, Magnus & Robertsson, Göran & Rydqvist, Kristian
- 13-35 Trading activity in the equity market and its contingent claims: An empirical investigation
by Roll, Richard & Schwartz, Eduardo & Subrahmanyam, Avanidhar
- 36-59 Short-sale constraints and the idiosyncratic volatility puzzle: An event study approach
by Jiang, Danling & Peterson, David R. & Doran, James S.
- 60-77 Re-examining the risk–return relationship in Europe: Linear or non-linear trade-off?
by Salvador, Enrique & Floros, Christos & Arago, Vicent
- 78-89 Hedging the time-varying risk exposures of momentum returns
by Martens, Martin & van Oord, Arco
- 90-103 Timescale-dependent stock market comovement: BRICs vs. developed markets
by Lehkonen, Heikki & Heimonen, Kari
- 104-117 On the distribution and estimation of trading costs
by Kourtis, Apostolos
- 118-138 Regime switches in the risk–return trade-off
by Ghysels, Eric & Guérin, Pierre & Marcellino, Massimiliano
- 139-150 Market states and the risk-based explanation of the size premium
by Hur, Jungshik & Pettengill, Glenn & Singh, Vivek
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