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Content
2015, Volume 58, Issue C
- 232-246 Are European banks too big? Evidence on economies of scale
by Beccalli, Elena & Anolli, Mario & Borello, Giuliana
- 247-267 Do joint ventures and strategic alliances create value for bondholders?
by Chen, Jun & King, Tao-Hsien Dolly & Wen, Min-Ming
- 268-280 Decision making with Expected Shortfall and spectral risk measures: The problem of comparative risk aversion
by Brandtner, Mario & Kürsten, Wolfgang
- 281-293 Bond market event study methods
by Ederington, Louis & Guan, Wei & Yang, Lisa (Zongfei)
- 294-308 Carbon emissions and stock returns: Evidence from the EU Emissions Trading Scheme
by Oestreich, A. Marcel & Tsiakas, Ilias
- 309-326 The securitization of gold and its potential impact on gold stocks
by Zhang, Yue
- 327-342 Fair value disclosure, liquidity risk and stock returns
by Roggi, Oliviero & Giannozzi, Alessandro
- 343-360 Pricing and static hedging of American-style knock-in options on defaultable stocks
by Vidal Nunes, João Pedro & Ruas, João Pedro & Dias, José Carlos
- 361-375 Trading strategies with implied forward credit default swap spreads
by Leccadito, Arturo & Tunaru, Radu S. & Urga, Giovanni
- 376-389 Stock return synchronicity and the market response to analyst recommendation revisions
by Devos, Erik & Hao, Wei & Prevost, Andrew K. & Wongchoti, Udomsak
- 390-404 Trading breaks and asymmetric information: The option markets
by Kaplanski, Guy & Levy, Haim
- 405-417 Takeover vulnerability and the credibility of signaling: The case of open-market share repurchases
by Huang, Chia-Wei
- 418-435 Shari’ah supervision, corporate governance and performance: Conventional vs. Islamic banks
by Mollah, Sabur & Zaman, Mahbub
- 436-456 Global diversification and IPO returns
by Mauer, David C. & Wang, Song & Wang, Xiao & Zhang, Yilei
- 457-470 Why does higher variability of trading activity predict lower expected returns?
by Barinov, Alexander
- 471-485 Systemic risk and asymmetric responses in the financial industry
by López-Espinosa, Germán & Moreno, Antonio & Rubia, Antonio & Valderrama, Laura
- 486-505 Do negative and positive equity returns share the same volatility dynamics?
by Palandri, Alessandro
- 506-531 Are Indian stock returns predictable?
by Narayan, Paresh Kumar & Bannigidadmath, Deepa
- 532-551 How firms use corporate bond markets under financial globalization
by Gozzi, Juan Carlos & Levine, Ross & Martinez Peria, Maria Soledad & Schmukler, Sergio L.
2015, Volume 57, Issue C
- 1-16 The dark side of cross-listing: A new perspective from China
by Busaba, Walid Y. & Guo, Lin & Sun, Zhenzhen & Yu, Tong
- 17-26 A quantification method for the collection effect on consumer term loans
by He, Ping & Hua, Zhongsheng & Liu, Zhixin
- 27-40 Equity financing activities and European value-growth returns
by Walkshäusl, Christian
- 41-50 Risk, illiquidity or marketability: What matters for the discounts on private equity placements?
by Chen, Linda H. & Dyl, Edward A. & Jiang, George J. & Juneja, Januj A.
- 51-64 The timing of mergers along the production chain, capital structure, and risk dynamics
by Tarsalewska, Monika
- 65-85 What explains the dynamics of 100 anomalies?
by Jacobs, Heiko
- 86-100 Hysteresis bands on returns, holding period and transaction costs
by Delgado, Francisco & Dumas, Bernard & Puopolo, Giovanni W.
- 101-117 A new approach to measuring riskiness in the equity market: Implications for the risk premium
by Bali, Turan G. & Cakici, Nusret & Chabi-Yo, Fousseni
- 118-129 Understanding the price of volatility risk in carry trades
by Ahmed, Shamim & Valente, Giorgio
- 130-142 Does bank competition alleviate credit constraints in developing countries?
by Leon, Florian
- 143-159 Limits to arbitrage and the term structure of bond illiquidity premiums
by Schuster, Philipp & Uhrig-Homburg, Marliese
2015, Volume 56, Issue C
- 1-11 Bank dividends and signaling to information-sensitive depositors
by Forti, Cristiano & Schiozer, Rafael F.
- 12-27 Determinants of loan securitization in European banking
by Farruggio, Christian & Uhde, André
- 28-36 Time-varying international stock market interaction and the identification of volatility signals
by Strohsal, Till & Weber, Enzo
- 37-47 Optimal reinsurance and asset allocation under regime switching
by Jang, Bong-Gyu & Kim, Kyeong Tae
- 48-60 Product market competition and analyst forecasting activity: International evidence
by Haw, In-Mu & Hu, Bingbing & Lee, Jay Junghun
- 61-71 Financial development convergence
by Bahadir, Berrak & Valev, Neven
- 72-85 An empirical evaluation of the performance of binary classifiers in the prediction of credit ratings changes
by Jones, Stewart & Johnstone, David & Wilson, Roy
- 86-102 Financial indicators signaling correlation changes in sovereign bond markets
by De Santis, Roberto A. & Stein, Michael
- 103-122 Hedge fund return predictability; To combine forecasts or combine information?
by Panopoulou, Ekaterini & Vrontos, Spyridon
- 123-139 Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes
by Gresnigt, Francine & Kole, Erik & Franses, Philip Hans
2015, Volume 55, Issue C
- 1-8 Oil prices, US stock return, and the dependence between their quantiles
by Sim, Nicholas & Zhou, Hongtao
- 9-22 A simple asset pricing model with heterogeneous agents, uninsurable labor income and limited stock market participation
by Ahn, Seryoong & Choi, Kyoung Jin & Koo, Hyeng Keun
- 23-36 Quote inefficiency in options markets
by Longarela, Iñaki R. & Mayoral, Silvia
- 37-55 The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks
by Leung, Henry & Ton, Thai
- 56-69 The Lintner model revisited: Dividends versus total payouts
by Andres, Christian & Doumet, Markus & Fernau, Erik & Theissen, Erik
- 70-91 Executive incentives and payout policy: Empirical evidence from Europe
by De Cesari, Amedeo & Ozkan, Neslihan
- 92-106 Protection or expropriation: Politically connected independent directors in China
by Wang, Lihong
- 107-116 Determinants of risk sharing through remittances
by Balli, Faruk & Rana, Faisal
- 117-129 What daily data can tell us about mutual funds: Evidence from Norway
by Gallefoss, Kristoffer & Hansen, Helge Hoff & Haukaas, Eirik Solli & Molnár, Peter
- 130-141 Consumer payment choice: Merchant card acceptance versus pricing incentives
by Arango, Carlos & Huynh, Kim P. & Sabetti, Leonard
- 142-156 Investment policy with time-to-build
by Sarkar, Sudipto & Zhang, Chuanqian
- 157-169 Economic links and credit spreads
by Gençay, Ramazan & Signori, Daniele & Xue, Yi & Yu, Xiao & Zhang, Keyi
- 170-186 Can mutual funds pick stocks in China? Evidence from the IPO market
by Feng, Xunan & Johansson, Anders C.
- 187-203 On post-IPO stock price performance: A comparative analysis of RLBOs and IPOs
by Datta, Sudip & Gruskin, Mark & Iskandar-Datta, Mai
- 204-214 Pitfalls and perils of financial innovation: The use of CDS by corporate bond funds
by Adam, Tim & Guettler, Andre
- 215-231 Credit spreads and state-dependent volatility: Theory and empirical evidence
by Perrakis, Stylianos & Zhong, Rui
- 232-245 Systemic risk of insurers around the globe
by Bierth, Christopher & Irresberger, Felix & Weiß, Gregor N.F.
- 246-259 Institutional herding in international markets
by Choi, Nicole & Skiba, Hilla
- 260-280 Executive compensation and informed trading in acquiring firms around merger announcements
by Ordu, Umut & Schweizer, Denis
- 281-294 Risk management, nonlinearity and aggressiveness in monetary policy: The case of the US Fed
by Gnabo, Jean-Yves & Moccero, Diego Nicolas
- 295-326 Size and value risk in financial firms
by Baek, Seungho & Bilson, John F.O.
- 327-339 The market valuation of share repurchases in Europe
by Andriosopoulos, Dimitris & Lasfer, Meziane
- 340-357 Drivers of cross-border banking exposures during the crisis
by Cerutti, Eugenio
- 361-379 Excess control rights, financial crisis and bank profitability and risk
by Saghi-Zedek, Nadia & Tarazi, Amine
- 380-392 Loan collateral, corporate investment, and business cycle
by Aivazian, Varouj & Gu, Xinhua & Qiu, Jiaping & Huang, Bihong
- 393-405 International political risk and government bond pricing
by Huang, Tao & Wu, Fei & Yu, Jing & Zhang, Bohui
- 406-424 Does banks’ dual holding affect bank lending and firms’ investment decisions? Evidence from China
by Pan, Xiaofei & Tian, Gary Gang
2015, Volume 54, Issue C
- 1-19 Determinants of bank interest margins: Impact of maturity transformation
by Entrop, Oliver & Memmel, Christoph & Ruprecht, Benedikt & Wilkens, Marco
- 20-29 Banking crises and the lender of last resort: How crucial is the role of information?
by Naqvi, Hassan
- 30-45 Does the value of cash holdings deteriorate or improve with material weaknesses in internal control over financial reporting?
by Huang, Pinghsun & Guo, Jun & Ma, Tongshu & Zhang, Yan
- 46-59 Did Regulation Fair Disclosure affect credit markets?
by Li, Yutao & Saunders, Anthony & Shao, Pei
- 60-71 A parametric alternative to the Hill estimator for heavy-tailed distributions
by Kim, Joseph H.T. & Kim, Joocheol
- 72-86 (How) has the market become more efficient?
by Bertone, Stephen & Paeglis, Imants & Ravi, Rahul
- 87-103 Which financial stocks did short sellers target in the subprime crisis?
by Hasan, Iftekhar & Massoud, Nadia & Saunders, Anthony & Song, Keke
- 104-114 The price of liquidity: CD rates charged by money market funds
by Whitledge, Matthew D. & Winters, Drew B.
- 115-128 CEO entrenchment and corporate liquidity management
by Elyasiani, Elyas & Zhang, Ling
- 129-140 Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
by Siburg, Karl Friedrich & Stoimenov, Pavel & Weiß, Gregor N.F.
- 141-159 The effects of employee stock option plans on operating performance in Chinese firms
by Fang, Hongyan & Nofsinger, John R. & Quan, Juan
- 160-174 Teaching teenagers in finance: Does it work?
by Lührmann, Melanie & Serra-Garcia, Marta & Winter, Joachim
- 175-191 Mixture pair-copula-constructions
by Weiß, Gregor N.F. & Scheffer, Marcus
- 192-207 Flight to liquidity and the Great Recession
by Radde, Sören
- 208-221 An investigation of credit borrower concentration
by Rao, Pingui & Yue, Heng & Zhu, Jigao
- 222-238 The resolution of failed banks during the crisis: Acquirer performance and FDIC guarantees, 2008–2013
by Cowan, Arnold R. & Salotti, Valentina
- 239-253 A comparison of the information in the LIBOR and CMT term structures of interest rates
by Brooks, Robert & Cline, Brandon N. & Enders, Walter
- 254-265 Monetary policy and stock prices – Cross-country evidence from cointegrated VAR models
by Belke, Ansgar & Beckmann, Joscha
- 266-280 Commonality in hedge fund returns: Driving factors and implications
by Bussière, Matthieu & Hoerova, Marie & Klaus, Benjamin
2015, Volume 53, Issue C
- 1-17 The certification value of private debt renegotiation and the design of financial contracts: Empirical evidence from Europe
by Godlewski, Christophe J.
- 18-33 Commodity prices and BRIC and G3 liquidity: A SFAVEC approach
by Ratti, Ronald A. & Vespignani, Joaquin L.
- 34-48 Pricing currency derivatives under the benchmark approach
by Baldeaux, Jan & Grasselli, Martino & Platen, Eckhard
- 49-66 Model uncertainty and systematic risk in US banking
by Baele, Lieven & De Bruyckere, Valerie & De Jonghe, Olivier & Vander Vennet, Rudi
- 67-83 Local IPOs, local delistings, and the firm location premium
by Baschieri, Giulia & Carosi, Andrea & Mengoli, Stefano
- 84-98 In search of robust methods for dynamic panel data models in empirical corporate finance
by Dang, Viet Anh & Kim, Minjoo & Shin, Yongcheol
- 99-111 The role of interbank relationships and liquidity needs
by Craig, Ben R. & Fecht, Falko & Tümer-Alkan, Günseli
- 112-123 Can regulators allow banks to set their own capital ratios?
by Cathcart, Lara & El-Jahel, Lina & Jabbour, Ravel
- 124-139 The costs and benefits of short sale disclosure
by Duong, Truong X. & Huszár, Zsuzsa R. & Yamada, Takeshi
- 140-157 Profitability of time series momentum
by He, Xue-Zhong & Li, Kai
- 158-178 Detection of arbitrage in a market with multi-asset derivatives and known risk-neutral marginals
by Tavin, Bertrand
- 179-187 Barrier style contracts under Lévy processes: An alternative approach
by Fajardo, José
- 188-201 Earnings baths by CEOs during turnovers: empirical evidence from German savings banks
by Bornemann, Sven & Kick, Thomas & Pfingsten, Andreas & Schertler, Andrea
- 202-214 Board diversity and its effects on bank performance: An international analysis
by García-Meca, Emma & García-Sánchez, Isabel-María & Martínez-Ferrero, Jennifer
- 215-232 Venture capital exits in domestic and cross-border investments
by Espenlaub, Susanne & Khurshed, Arif & Mohamed, Abdulkadir
- 233-248 Has the financial system become safer after the crisis? The changing nature of financial institution risk
by Calluzzo, Paul & Dong, Gang Nathan
- 249-265 Credit rationing and relationship lending. Does firm size matter?
by Cenni, Stefano & Monferrà, Stefano & Salotti, Valentina & Sangiorgi, Marco & Torluccio, Giuseppe
- 266-277 Basel III leverage ratio requirement and the probability of bank runs
by Dermine, Jean
2015, Volume 52, Issue C
- 1-16 Do mutual funds herd in industries?
by Celiker, Umut & Chowdhury, Jaideep & Sonaer, Gokhan
- 17-28 Why do options prices predict stock returns? Evidence from analyst tipping
by Lin, Tse-Chun & Lu, Xiaolong
- 29-42 Counterparty risk for CDS: Default clustering effects
by Bo, Lijun & Capponi, Agostino
- 43-61 Credit default swaps and the market for sovereign debt
by Ismailescu, Iuliana & Phillips, Blake
- 62-76 Is volatility clustering of asset returns asymmetric?
by Ning, Cathy & Xu, Dinghai & Wirjanto, Tony S.
- 77-88 Uninsured deposits as a monitoring device: Their impact on bond yields of banks
by Alanis, Emmanuel & Beladi, Hamid & Quijano, Margot
- 89-100 Variable selection and corporate bankruptcy forecasts
by Tian, Shaonan & Yu, Yan & Guo, Hui
- 101-111 Unconventional monetary policy had large international effects
by Neely, Christopher J.
- 112-129 Financial distress, outside directors and corporate tax aggressiveness spanning the global financial crisis: An empirical analysis
by Richardson, Grant & Lanis, Roman & Taylor, Grantley
- 130-139 Dynamic technical and allocative efficiencies in European banking
by Tsionas, Efthymios G. & Assaf, A. George & Matousek, Roman
- 140-155 Capital requirements for over-the-counter derivatives central counterparties
by Lin, Li & Surti, Jay
- 160-179 Bailout uncertainty in a microfounded general equilibrium model of the financial system
by Cukierman, Alex & Izhakian, Yehuda
- 180-188 Don’t Stand So Close to Me: The role of supervisory style in banking stability
by Carretta, Alessandro & Farina, Vincenzo & Fiordelisi, Franco & Schwizer, Paola & Stentella Lopes, Francesco Saverio
- 189-198 Exclusion, competition, and regulation in the retail loan market
by Melnik, Arie & Shy, Oz
- 199-207 Shareholder value creation in Japanese banking
by Radić, Nemanja
- 208-216 Bank performance and convergence during the financial crisis: Evidence from the ‘old’ European Union and Eurozone
by Matousek, Roman & Rughoo, Aarti & Sarantis, Nicholas & George Assaf, A.
- 217-229 The performance of US equity mutual funds
by Babalos, Vassilios & Mamatzakis, Emmanuel C. & Matousek, Roman
- 230-244 Analyzing Federal Reserve asset purchases: From whom does the Fed buy?
by Carpenter, Seth & Demiralp, Selva & Ihrig, Jane & Klee, Elizabeth
- 245-255 The impact of monetary policy announcements on the stock price of large European banks during the financial crisis
by Ricci, Ornella
- 256-265 Rate fears gauges and the dynamics of fixed income and equity volatilities
by Mele, Antonio & Obayashi, Yoshiki & Shalen, Catherine
- 266-280 Institutional failure or market failure?
by Mathur, Ike & Marcelin, Isaac
2015, Volume 51, Issue C
- 1-11 The pricing of deposit insurance in the presence of systematic risk
by Lee, Shih-Cheng & Lin, Chien-Ting & Tsai, Ming-Shann
- 12-25 Brothers from different mothers how distribution fees change investment behavior
by Navone, Marco & Pagani, Marco
- 26-42 Retail clientele and option returns
by Choy, Siu-Kai
- 43-61 Bank funding stability, pricing strategies and the guidance of depositors
by Schlueter, Tobias & Sievers, Soenke & Hartmann-Wendels, Thomas
- 62-78 The role of underwriter peer networks in IPOs
by Chuluun, Tuugi
- 79-92 Investment-based financing constraints and debt renegotiation
by Shibata, Takashi & Nishihara, Michi
- 93-102 Capital adequacy tests and limited liability of financial institutions
by Koch-Medina, Pablo & Moreno-Bromberg, Santiago & Munari, Cosimo
- 103-118 Costs and benefits of financial regulation: Short-selling bans and transaction taxes
by Lensberg, Terje & Schenk-Hoppé, Klaus Reiner & Ladley, Dan
- 119-130 Managing risk in multi-asset class, multimarket central counterparties: The CORE approach
by Vicente, L.A.B.G. & Cerezetti, F.V. & De Faria, S.R. & Iwashita, T. & Pereira, O.R.
- 131-150 How corporate governance affect firm value? Evidence on a self-dealing channel from a natural experiment in Korea
by Black, Bernard S. & Kim, Woochan & Jang, Hasung & Park, Kyung-Suh
2015, Volume 50, Issue C
- 1-18 National culture and corporate cash holdings around the world
by Chen, Yangyang & Dou, Paul Y. & Rhee, S. Ghon & Truong, Cameron & Veeraraghavan, Madhu
- 19-33 The role of life insurance in an emerging economy: Human capital protection, assets allocation and social interaction
by Shi, Xiaojun & Wang, Hung-Jen & Xing, Chunbing
- 34-51 Identifying, valuing and hedging of embedded options in non-maturity deposits
by Blöchlinger, Andreas
- 52-68 Multinational banks in the crisis: Foreign affiliate lending as a mirror of funding pressure and competition on the internal capital market
by Frey, Rainer & Kerl, Cornelia
- 69-80 Cross-border LBOs
by Cao, Jerry X. & Cumming, Douglas & Qian, Meijun & Wang, Xiaoming
- 81-91 Convergence of European retail payments
by Martikainen, Emmi & Schmiedel, Heiko & Takalo, Tuomas
- 92-105 Measuring the liquidity part of volume
by Darolles, Serge & Fol, Gaëlle Le & Mero, Gulten
- 106-120 The information content of option-implied information for volatility forecasting with investor sentiment
by Seo, Sung Won & Kim, Jun Sik
- 121-140 Credit spreads with dynamic debt
by Das, Sanjiv R. & Kim, Seoyoung
- 141-156 Does microfinance change informal lending in village economies? Evidence from Bangladesh
by Islam, Asadul & Nguyen, Chau & Smyth, Russell
- 157-168 On the use of options by mutual funds: Do they know what they are doing?
by Cici, Gjergji & Palacios, Luis-Felipe
- 169-182 Momentum is really short-term momentum
by Gong, Qiang & Liu, Ming & Liu, Qianqiu
- 183-203 Liquidity, credit quality, and the relation between volatility and trading activity: Evidence from the corporate bond market
by Wang, Junbo & Wu, Chunchi
- 204-213 Wall of cash: The investment-cash flow sensitivity when capital becomes abundant
by Andrén, Niclas & Jankensgård, Håkan
- 214-223 Order-to-trade ratios and market liquidity
by Friederich, Sylvain & Payne, Richard
- 224-241 The prediction of fund failure through performance diagnostics
by Cogneau, Philippe & Hübner, Georges
- 242-259 Cross-border banking, bank market structures and market power: Theory and cross-country evidence
by Bremus, Franziska M.
- 260-270 Dynamic interaction between markets for leasing and selling automobiles
by Andrikopoulos, Athanasios & Markellos, Raphael N.
- 273-285 Contagious synchronization and endogenous network formation in financial networks
by Aymanns, Christoph & Georg, Co-Pierre
- 286-297 Systemic banks and the lender of last resort
by Ponce, Jorge & Rennert, Marc
- 298-307 A theoretical model of bank lending: Does ownership matter in times of crisis?
by Brei, Michael & Schclarek, Alfredo
- 308-325 A macro-financial analysis of the euro area sovereign bond market
by Dewachter, Hans & Iania, Leonardo & Lyrio, Marco & de Sola Perea, Maite
- 326-339 Bank ownership and credit over the business cycle: Is lending by state banks less procyclical?
by Bertay, Ata Can & Demirgüç-Kunt, Asli & Huizinga, Harry
- 340-362 Assessing competition in the banking industry: A multi-product approach
by Barbosa, Klenio & de Paula Rocha, Bruno & Salazar, Fernando
- 363-380 Financial literacy and the demand for financial advice
by Calcagno, Riccardo & Monticone, Chiara
- 383-399 How likely is contagion in financial networks?
by Glasserman, Paul & Young, H. Peyton
- 400-410 Modeling contagion in the Eurozone crisis via dynamical systems
by Castellacci, Giuseppe & Choi, Youngna
- 411-427 Industry characteristics and financial risk contagion
by Chiu, Wan-Chien & Peña, Juan Ignacio & Wang, Chih-Wei
- 428-439 Reputation, risk-taking, and macroprudential policy
by Aikman, David & Nelson, Benjamin & Tanaka, Misa
- 440-454 The impact of the EU/ECB/IMF bailout programs on the financial and real sectors of the ASE during the Greek sovereign crisis
by Kosmidou, Kyriaki V. & Kousenidis, Dimitrios V. & Negakis, Christos I.
- 455-474 Bank regulation, risk and return: Evidence from the credit and sovereign debt crises
by Hoque, Hafiz & Andriosopoulos, Dimitris & Andriosopoulos, Kostas & Douady, Raphael
- 475-492 Monitoring the “invisible” hand of market discipline: Capital adequacy revisited
by Hasan, Iftekhar & Siddique, Akhtar & Sun, Xian
- 493-505 Robustness of distance-to-default
by Jessen, Cathrine & Lando, David
- 506-513 The role of regulatory credibility in effective bank regulation
by Clark, Ephraim & Jokung, Octave
- 514-527 Liquidity risk and policy options
by Maddaloni, Giuseppe
- 528-546 Privatization, financial development, property rights and growth
by Marcelin, Isaac & Mathur, Ike
- 547-561 The impact of institutional investors on mergers and acquisitions in the United Kingdom
by Andriosopoulos, Dimitris & Yang, Shuai
- 562-574 The importance of being systemically important financial institutions
by Bongini, Paola & Nieri, Laura & Pelagatti, Matteo
- 575-588 Which are the SIFIs? A Component Expected Shortfall approach to systemic risk
by Banulescu, Georgiana-Denisa & Dumitrescu, Elena-Ivona
- 589-598 Herding on fundamental information: A comparative study
by Galariotis, Emilios C. & Rong, Wu & Spyrou, Spyros I.
- 599-607 Combining accounting data and a structural model for predicting credit ratings: Empirical evidence from European listed firms
by Doumpos, Michael & Niklis, Dimitrios & Zopounidis, Constantin & Andriosopoulos, Kostas
- 608-615 Generalized runs tests to detect randomness in hedge funds returns
by Hentati-Kaffel, Rania & de Peretti, Philippe
- 616-631 Convertibility restriction in China’s foreign exchange market and its impact on forward pricing
by Wang, Yi David
- 632-643 Statistical evidence about LIBOR manipulation: A “Sherlock Holmes” investigation
by Fouquau, Julien & Spieser, Philippe K.
2014, Volume 49, Issue C
- 1-9 Risk allocation under liquidity constraints
by Csóka, Péter & Herings, P. Jean-Jacques
- 10-26 Bank risk and national governance in Asia
by Williams, Barry
- 27-40 Finding the core: Network structure in interbank markets
by in ’t Veld, Daan & van Lelyveld, Iman
- 41-55 Credit spread changes within switching regimes
by Maalaoui Chun, Olfa & Dionne, Georges & François, Pascal
- 56-68 Institutions and the turn-of-the-year effect: Evidence from actual institutional trades
by Lynch, Andrew & Puckett, Andy & Yan, Xuemin (Sterling)
- 69-81 The q-theory explanation for the external financing effect: New evidence
by Huang, Yuan & Lam, F.Y. Eric C. & Wei, K.C. John
- 82-99 The dynamics of hedge fund share restrictions
by Hong, Xin
- 100-112 Credit rating dynamics and competition
by Hirth, Stefan
- 113-130 Central bank liquidity provision and collateral quality
by Koulischer, François & Struyven, Daan
- 131-148 Mutual fund herding in response to hedge fund herding and the impacts on stock prices
by Jiao, Yawen & Ye, Pengfei
- 149-159 The poor are twice cursed: Wealth inequality and inefficient credit market
by Coco, Giuseppe & Pignataro, Giuseppe
- 160-168 Homeownership, informality and the transmission of monetary policy
by Elgin, Ceyhun & Uras, Burak R.
- 169-177 Financial fragility in the Great Moderation
by Bezemer, Dirk & Grydaki, Maria
- 178-190 What types of banks profit most from fees charged? A cross-country examination of bank-specific and country-level determinants
by Tennant, David & Sutherland, Richard
- 191-215 Time-varying expected momentum profits
by Kim, Dongcheol & Roh, Tai-Yong & Min, Byoung-Kyu & Byun, Suk-Joon
- 216-227 Unobserved systematic risk factor and default prediction
by Qi, Min & Zhang, Xiaofei & Zhao, Xinlei
- 228-241 Informed trading before positive vs. negative earnings surprises
by Park, Tae-Jun & Lee, Youngjoo & Song, Kyojik “Roy”
- 242-261 Estimating the distribution of total default losses on the Spanish financial system
by García-Céspedes, Rubén & Moreno, Manuel
- 262-274 Options resilience during extreme volatility: Evidence from the market events of May 2010
by Cakici, Nusret & Goswami, Gautam & Tan, Sinan
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