Contact information of Elsevier
Serial Information
Download restrictions: Full text for ScienceDirect subscribers only
Series handle: RePEc:eee:jbfina
ISSN: 0378-4266
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jbfina. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jbf .
Content
2014, Volume 47, Issue C
- 74-87 Out-of-sample density forecasts with affine jump diffusion models
by Yun, Jaeho
- 88-101 Option implied volatilities and the cost of issuing equity
by Fodor, Andy & Gokkaya, Sinan
- 102-117 Religious holidays, investor distraction, and earnings announcement effects
by Pantzalis, Christos & Ucar, Erdem
- 118-133 Private information flow and price discovery in the U.S. treasury market
by Jiang, George J. & Lo, Ingrid
- 134-146 How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment
by Idier, Julien & Lamé, Gildas & Mésonnier, Jean-Stéphane
- 147-154 Home equity lines of credit and the unemployment rate: Have unemployed consumers borrowed themselves into the next financial crisis?
by Michel, Norbert & Lajaunie, John P. & Lawrence, Shari & Fanguy, Ronnie
- 155-176 The pricing of G7 sovereign bond spreads – The times, they are a-changin
by D’Agostino, Antonello & Ehrmann, Michael
- 177-197 The effects of private equity and venture capital on sales and employment growth in small and medium-sized businesses
by Paglia, John K. & Harjoto, Maretno A.
- 198-213 The fast track IPO – Success factors for taking firms public with SPACs
by Cumming, Douglas & Haß, Lars Helge & Schweizer, Denis
- 214-229 Innovation and financial liberalization
by Ang, James B.
- 230-242 Payday loans and consumer financial health
by Bhutta, Neil
- 243-257 Is the Euro-zone on the Mend? Latin American examples to analyze the Euro question
by Cavallo, Eduardo A. & Fernández-Arias, Eduardo & Powell, Andrew
- 258-269 Early warning systems and systemic banking crises in low income countries: A multinomial logit approach
by Caggiano, Giovanni & Calice, Pietro & Leonida, Leone
- 270-287 Assessing the contribution of banks, insurance and other financial services to systemic risk
by Bernal, Oscar & Gnabo, Jean-Yves & Guilmin, Grégory
- 288-295 Modelling long run comovements in equity markets: A flexible approach
by Martins, Luis F. & Gabriel, Vasco J.
- 296-308 Financial contagion and asset pricing
by Fry-McKibbin, Renée & Martin, Vance L. & Tang, Chrismin
- 309-330 Defending against speculative attacks – It is risky, but it can pay off
by Erler, Alexander & Bauer, Christian & Herz, Bernhard
- 331-342 Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence?
by Jung, R.C. & Maderitsch, R.
2014, Volume 46, Issue C
- 1-20 Does auditor choice matter to foreign investors? Evidence from foreign mutual funds worldwide
by Chou, Julia & Zaiats, Nataliya & Zhang, Bohui
- 21-30 Credit CARD Act of 2009: What did banks do?
by Jambulapati, Vikram & Stavins, Joanna
- 31-42 Yes, the CAPM is testable
by Guermat, Cherif
- 43-58 Macro-Networks: An application to euro area financial accounts
by Castrén, Olli & Rancan, Michela
- 59-71 Optimal portfolio selection with life insurance under inflation risk
by Kwak, Minsuk & Lim, Byung Hwa
- 72-84 Firm value in crisis: Effects of firm-level transparency and country-level institutions
by Enikolopov, Ruben & Petrova, Maria & Stepanov, Sergey
- 85-106 Diversification and systemic risk
by Raffestin, Louis
- 107-117 Robust minimum variance portfolio with L-infinity constraints
by Xing, Xin & Hu, Jinjin & Yang, Yaning
- 118-131 Do banks really monitor? Evidence from CEO succession decisions
by Marshall, Andrew & McCann, Laura & McColgan, Patrick
- 132-150 Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles?
by Borgy, Vladimir & Clerc, Laurent & Renne, Jean-Paul
- 151-165 Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe
by Claeys, Peter & Vašíček, Bořek
- 166-176 The effect of banking system reform on investment–cash flow sensitivity: Evidence from China
by Tsai, Ying-Ju & Chen, Yi-Pei & Lin, Chi-Ling & Hung, Jung-Hua
- 177-189 The IPO underwriting market share in China: Do ownership and quality matter?
by Chen, Chao & Shi, Haina & Xu, Haoping
- 190-201 Investor sentiment and the MAX effect
by Fong, Wai Mun & Toh, Benjamin
- 202-218 Modelling the U.S. sovereign credit rating
by Polito, Vito & Wickens, Mike
- 219-232 Asymmetric increasing trends in dependence in international equity markets
by Okimoto, Tatsuyoshi
- 233-245 Stability analysis of financial contagion due to overlapping portfolios
by Caccioli, Fabio & Shrestha, Munik & Moore, Cristopher & Farmer, J. Doyne
- 246-265 What do we know about the impact of government interventions in the banking sector? An assessment of various bailout programs on bank behavior
by Hryckiewicz, Aneta
- 266-284 Loss severities on residential real estate debt during the Great Recession
by Andersson, Fredrik & Mayock, Tom
- 285-298 The existence and persistence of household financial hardship: A Bayesian multivariate dynamic logit framework
by Brown, Sarah & Ghosh, Pulak & Taylor, Karl
- 299-310 Press freedom, externally-generated transparency, and stock price informativeness: International evidence
by Kim, Jeong-Bon & Zhang, Hao & Li, Liuchuang & Tian, Gaoliang
- 311-325 How to make regulators and shareholders happy under Basel III
by Schmaltz, Christian & Pokutta, Sebastian & Heidorn, Thomas & Andrae, Silvio
- 326-342 Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests
by Bernales, Alejandro & Guidolin, Massimo
- 343-354 Finance and employment: Evidence from U.S. banking reforms
by Boustanifar, Hamid
- 355-371 Domestic investor protection and foreign portfolio investment
by Giofré, Maela
- 372-386 Do investors put their money where their mouth is? Stock market expectations and investing behavior
by Merkle, Christoph & Weber, Martin
- 387-402 The impact of the sovereign debt crisis on the activity of Italian banks
by Albertazzi, Ugo & Ropele, Tiziano & Sene, Gabriele & Signoretti, Federico Maria
2014, Volume 45, Issue C
- 1-8 Deciphering robust portfolios
by Kim, Woo Chang & Kim, Jang Ho & Fabozzi, Frank J.
- 9-25 The limits of granularity adjustments
by Fermanian, Jean-David
- 26-42 Learning and incentive: A study on analyst response to pension underfunding
by Chen, Xuanjuan & Yao, Tong & Yu, Tong & Zhang, Ting
- 43-58 Do regulatory changes affect the underpricing of European IPOs?
by Akyol, Ali C. & Cooper, Tommy & Meoli, Michele & Vismara, Silvio
- 61-71 A study on risk retention regulation in asset securitization process
by Guo, Guixia & Wu, Ho-Mou
- 72-83 Liquidity risk in stock returns: An event-study perspective
by Cao, Charles & Petrasek, Lubomir
- 84-104 Derivatives holdings and systemic risk in the U.S. banking sector
by Mayordomo, Sergio & Rodriguez-Moreno, Maria & Peña, Juan Ignacio
- 105-116 Liquidity effects in corporate bond spreads
by Helwege, Jean & Huang, Jing-Zhi & Wang, Yuan
- 117-139 Liquidity, leverage, and Lehman: A structural analysis of financial institutions in crisis
by Chen, Ren-Raw & Chidambaran, N.K. & Imerman, Michael B. & Sopranzetti, Ben J.
- 140-151 Liquidity provision and stock return predictability
by Hendershott, Terrence & Seasholes, Mark S.
- 152-170 Reprint of: Market liquidity in the financial crisis: The role of liquidity commonality and flight-to-quality
by Rösch, Christoph G. & Kaserer, Christoph
- 175-181 Systemic risk, governance and global financial stability
by Ellis, Luci & Haldane, Andy & Moshirian, Fariborz
- 182-198 The financial cycle and macroeconomics: What have we learnt?
by Borio, Claudio
- 199-224 Determinants of financial stress in emerging market economies
by Park, Cyn-Young & Mercado, Rogelio V.
- 225-241 Predicting distress in European banks
by Betz, Frank & Oprică, Silviu & Peltonen, Tuomas A. & Sarlin, Peter
- 242-254 Risky adjustments or adjustments to risks: Decomposing bank leverage
by Koch, Cathérine Tahmee
- 270-287 Measuring systemic risk-adjusted liquidity (SRL)—A model approach
by Jobst, Andreas A.
- 288-303 Mapping the UK interbank system
by Langfield, Sam & Liu, Zijun & Ota, Tomohiro
- 304-320 Systematic liquidity and the funding liquidity hypothesis
by Qian, Xiaolin & Tam, Lewis H.K. & Zhang, Bohui
- 321-337 Guarantees, transparency and the interdependency between sovereign and bank default risk
by König, Philipp & Anand, Kartik & Heinemann, Frank
- 338-351 The spillover effects of unremunerated reserve requirements: Evidence from Thailand
by Vithessonthi, Chaiporn & Tongurai, Jittima
2014, Volume 44, Issue C
- 1-12 The risk of financial intermediaries
by Delis, Manthos D. & Hasan, Iftekhar & Tsionas, Efthymios G.
- 13-25 The good and bad news about the new liquidity rules of Basel III in Western European countries
by Dietrich, Andreas & Hess, Kurt & Wanzenried, Gabrielle
- 26-38 How does public information affect the frequency of trading in airline stocks?
by Nowak, Sylwia & Anderson, Heather M.
- 39-54 How do asset encumbrance and debt regulations affect bank capital and bond risk?
by Helberg, Stig & Lindset, Snorre
- 55-71 The impact of competition and information on intraday trading
by Malinova, Katya & Park, Andreas
- 72-92 Risk models-at-risk
by Boucher, Christophe M. & Daníelsson, Jón & Kouontchou, Patrick S. & Maillet, Bertrand B.
- 93-113 Options-implied variance and future stock returns
by Guo, Hui & Qiu, Buhui
- 114-129 Macro-financial determinants of the great financial crisis: Implications for financial regulation
by Caprio, Gerard & D’Apice, Vincenzo & Ferri, Giovanni & Puopolo, Giovanni Walter
- 130-140 Analytical pricing of discrete arithmetic Asian options with mean reversion and jumps
by Chung, Shing Fung & Wong, Hoi Ying
- 141-159 Of religion and redemption: Evidence from default on Islamic loans
by Baele, Lieven & Farooq, Moazzam & Ongena, Steven
- 160-176 Competition of socially responsible and conventional mutual funds and its impact on fund performance
by In, Francis & Kim, Martin & Park, Raphael Jonghyeon & Kim, Sangbae & Kim, Tong Suk
- 177-188 Investment performance of “environmentally-friendly” firms and their initial public offers and seasoned equity offers
by Chan, Pak To & Walter, Terry
- 189-206 Subscribing to transparency
by He, Yinghua & Nielsson, Ulf & Guo, Hong & Yang, Jiong
- 207-218 Firm quality or market sentiment: What matters more for IPO investors?
by Neupane, Suman & Paudyal, Krishna & Thapa, Chandra
- 219-232 Is the investment factor a proxy for time-varying investment opportunities? The US and international evidence
by Huang, Lin & Wang, Zijun
- 233-247 The determinants of U.S. banks’ international activities
by Temesvary, Judit
- 248-263 The choice between informal and formal restructuring: The case of French banks facing distressed SMEs
by Blazy, Régis & Martel, Jocelyn & Nigam, Nirjhar
- 264-278 Do small businesses still prefer community banks?
by Berger, Allen N. & Goulding, William & Rice, Tara
2014, Volume 43, Issue C
- 1-13 Corporate social responsibility and stock price crash risk
by Kim, Yongtae & Li, Haidan & Li, Siqi
- 14-28 A jackknife-type estimator for portfolio revision
by Füss, Roland & Miebs, Felix & Trübenbach, Fabian
- 29-47 Do leveraged exchange-traded products deliver their stated multiples?
by Loviscek, Anthony & Tang, Hongfei & Xu, Xiaoqing Eleanor
- 48-57 Does information sharing reduce the role of collateral as a screening device?
by Karapetyan, Artashes & Stacescu, Bogdan
- 58-77 Performance of international and global equity mutual funds: Do country momentum and sector momentum matter?
by Breloer, Bernhard & Scholz, Hendrik & Wilkens, Marco
- 78-96 The effects of corporate bailout on firm performance: International evidence
by Jiang, Zhan & Kim, Kenneth A. & Zhang, Hao
- 97-113 Foreign exchange exposure and multinationality
by Hutson, Elaine & Laing, Elaine
- 114-123 Large versus small foreign exchange interventions
by Fatum, Rasmus & Yamamoto, Yohei
- 124-136 The effect on competition of banking sector consolidation following the financial crisis of 2008
by Pérez Montes, Carlos
- 137-149 Quality of PIN estimates and the PIN-return relationship
by Yan, Yuxing & Zhang, Shaojun
- 150-159 Time-varying, heterogeneous risk aversion and dynamics of asset prices among boundedly rational agents
by Park, Beum-Jo
- 160-178 Discrete stochastic autoregressive volatility
by Cordis, Adriana S. & Kirby, Chris
- 179-187 The information content of option ratios
by Blau, Benjamin M. & Nguyen, Nga & Whitby, Ryan J.
- 188-199 Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013
by Charles, Amélie & Darné, Olivier
- 200-211 Estimating and using GARCH models with VIX data for option valuation
by Kanniainen, Juho & Lin, Binghuan & Yang, Hanxue
- 212-225 Performance evaluation of optimized portfolio insurance strategies
by Zieling, Daniel & Mahayni, Antje & Balder, Sven
- 226-246 The sources of shareholder wealth gains from going private transactions: The role of controlling shareholders
by Boubaker, Sabri & Cellier, Alexis & Rouatbi, Wael
- 247-261 The impact of enterprise risk management on the marginal cost of reducing risk: Evidence from the insurance industry
by Eckles, David L. & Hoyt, Robert E. & Miller, Steve M.
2014, Volume 42, Issue C
- 1-10 The MAX effect: European evidence
by Walkshäusl, Christian
- 11-22 Human capital, household capital and asset returns
by Ren, Yu & Yuan, Yufei & Zhang, Yang
- 23-41 Do target CEOs trade premiums for personal benefits?
by Qiu, Buhui & Trapkov, Svetoslav & Yakoub, Fadi
- 42-59 Value of strategic alliances: Evidence from the bond market
by Chou, Ting-Kai & Ou, Chin-Shyh & Tsai, Shu-Huan
- 60-75 Female leadership, performance, and governance in microfinance institutions
by Strøm, Reidar Øystein & D’Espallier, Bert & Mersland, Roy
- 76-82 Developed markets’ business cycle dynamics and time-variation in emerging markets’ asset returns
by Nitschka, Thomas
- 83-100 Firm cash holdings and CEO inside debt
by Liu, Yixin & Mauer, David C. & Zhang, Yilei
- 101-111 Contrarian flows, consumption and expected stock returns
by Zhang, Yuzhao
- 112-122 Catalysts for price discovery in the European Union Emissions Trading System
by Schultz, Emma & Swieringa, John
- 123-133 The impact of derivatives hedging on the stock market: Evidence from Taiwan’s covered warrants market
by Chung, San-Lin & Liu, Wen-Rang & Tsai, Wei-Che
- 134-153 The dynamics of spillover effects during the European sovereign debt turmoil
by Alter, Adrian & Beyer, Andreas
- 154-165 Unveiling the embedded coherence in divergent performance rankings
by Bosch-Badia, Maria Teresa & Montllor-Serrats, Joan & Tarrazon-Rodon, Maria-Antonia
- 166-178 Investor sentiment and return predictability of disagreement
by Kim, Jun Sik & Ryu, Doojin & Seo, Sung Won
- 179-190 Information asymmetries and spillover risk in settlement systems
by Foote, Elizabeth
- 191-198 Integration of European bond markets
by Christiansen, Charlotte
- 199-212 Leverage-induced systemic risk under Basle II and other credit risk policies
by Poledna, Sebastian & Thurner, Stefan & Farmer, J. Doyne & Geanakoplos, John
- 213-231 SEC enforcement in the PIPE market: Actions and consequences
by Bengtsson, Ola & Dai, Na & Henson, Clifford
- 232-246 The financial crisis and bank–client relationships: Foreign ownership, transparency, and portfolio selection
by Pennathur, Anita & Vishwasrao, Sharmila
- 247-265 The behavioral foundations of corporate dividend policy a cross-country analysis
by Breuer, Wolfgang & Rieger, M. Oliver & Soypak, K. Can
- 266-282 Should I stay or should I go? Bank productivity and internationalization decisions
by Buch, Claudia M. & Koch, Cathérine T. & Koetter, Michael
- 283-301 Limited attention, share repurchases, and takeover risk
by Lin, Ji-Chai & Stephens, Clifford P. & Wu, YiLin
- 302-313 Foreign exchange risk and the predictability of carry trade returns
by Cenedese, Gino & Sarno, Lucio & Tsiakas, Ilias
- 314-325 Long-term U.S. infrastructure returns and portfolio selection
by Bianchi, Robert J. & Bornholt, Graham & Drew, Michael E. & Howard, Michael F.
- 326-338 Are unsolicited ratings biased? Evidence from long-run stock performance
by Byoun, Soku & Fulkerson, Jon A. & Han, Seung Hun & Shin, Yoon S.
- 339-351 Close form pricing formulas for Coupon Cancellable CoCos
by Corcuera, José Manuel & De Spiegeleer, Jan & Fajardo, José & Jönsson, Henrik & Schoutens, Wim & Valdivia, Arturo
- 352-370 A theory of mandatory convertibles
by Chemmanur, Thomas J. & Nandy, Debarshi & Yan, An & Jiao, Jie
- 371-380 Differentiated use of small business credit scoring by relationship lenders and transactional lenders: Evidence from firm–bank matched data in Japan
by Ono, Arito & Hasumi, Ryo & Hirata, Hideaki
- 381-394 The economic consequences of regulatory changes in employee stock options on corporate bond holders: SFAS No.123R and structural credit model perspectives
by Chen, Tsung-Kang & Liao, Hsien-Hsing & Chi, Cheng-Ming
2014, Volume 41, Issue C
- 1-16 Are founding families special blockholders? An investigation of controlling shareholder influence on firm performance
by Isakov, Dušan & Weisskopf, Jean-Philippe
- 17-35 Investor attention, index performance, and return predictability
by Vozlyublennaia, Nadia
- 36-44 Does too much finance harm economic growth?
by Law, Siong Hook & Singh, Nirvikar
- 45-56 Banking deregulation, consolidation, and corporate cash holdings: U.S. evidence
by Francis, Bill & Hasan, Iftekhar & Wang, Haizhi
- 57-66 Almost marginal conditional stochastic dominance
by Denuit, Michel M. & Huang, Rachel J. & Tzeng, Larry Y. & Wang, Christine W.
- 67-77 Bank–SMEs relationships and banks’ risk-adjusted profitability
by Fredriksson, Antti & Moro, Andrea
- 78-96 What factors drive systemic risk during international financial crises?
by Weiß, Gregor N.F. & Bostandzic, Denefa & Neumann, Sascha
- 97-108 Board changes and CEO turnover: The unanticipated effects of the Sarbanes–Oxley Act
by Dah, Mustafa A. & Frye, Melissa B. & Hurst, Matthew
- 109-118 Testing for a break in the persistence in yield spreads of EMU government bonds
by Sibbertsen, Philipp & Wegener, Christoph & Basse, Tobias
- 119-134 How important is the credit channel? An empirical study of the US banking crisis
by Liu, Chunping & Minford, Patrick
- 135-154 Equilibrium credit: The reference point for macroprudential supervisors
by Buncic, Daniel & Melecky, Martin
- 155-166 Has market discipline on banks improved after the Dodd–Frank Act?
by Balasubramnian, Bhanu & Cyree, Ken B.
- 167-177 An analysis of price discovery from panel data models of CDS and equity returns
by Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan Sivananthan
- 178-193 Competition, premature trading and excess volatility
by Deb, Pragyan & Koo, Bonsoo & Liu, Zijun
- 194-208 Tax evasion, financial development and inflation: Theory and empirical evidence
by Bittencourt, Manoel & Gupta, Rangan & Stander, Lardo
- 209-221 The impacts of Gramm–Leach–Bliley bank diversification on value and risk
by Filson, Darren & Olfati, Saman
- 222-235 Clustering of intraday order-sizes by uninformed versus informed traders
by Garvey, Ryan & Wu, Fei
- 236-252 Subprime cohorts and loan performance
by Bhardwaj, Geetesh & Sengupta, Rajdeep
- 253-270 Bank income smoothing, ownership concentration and the regulatory environment
by Bouvatier, Vincent & Lepetit, Laetitia & Strobel, Frank
- 271-282 The determinants of CDS spreads
by Galil, Koresh & Shapir, Offer Moshe & Amiram, Dan & Ben-Zion, Uri
- 283-303 Managerial optimism and earnings smoothing
by Bouwman, Christa H.S.
2014, Volume 40, Issue C
- 1-10 Modeling and predicting the CBOE market volatility index
by Fernandes, Marcelo & Medeiros, Marcelo C. & Scharth, Marcel
- 11-27 Market power in CEE banking sectors and the impact of the global financial crisis
by Efthyvoulou, Georgios & Yildirim, Canan
- 28-41 The global financial crisis and integration in European retail banking
by Rughoo, Aarti & Sarantis, Nicholas
- 42-53 Corporate bond returns and the financial crisis
by Aboody, David & Hughes, John S. & Bugra Ozel, N.
- 54-61 Ownership structure and performance: Evidence from the public float in IPOs
by Michel, Allen & Oded, Jacob & Shaked, Israel
- 62-79 The Chrysler effect: The impact of government intervention on borrowing costs
by Anginer, Deniz & Warburton, A. Joseph
- 80-96 Large controlling shareholders and stock price synchronicity
by Boubaker, Sabri & Mansali, Hatem & Rjiba, Hatem
- 97-115 Underwriter reputation and the quality of certification: Evidence from high-yield bonds
by Andres, Christian & Betzer, André & Limbach, Peter
- 116-129 Ultimate recovery mixtures
by Altman, Edward I. & Kalotay, Egon A.
- 130-142 Dealing with cross-firm heterogeneity in bank efficiency estimates: Some evidence from Latin America
by Goddard, John & Molyneux, Philip & Williams, Jonathan
- 143-153 Firm growth and efficiency in the banking industry: A new test of the efficient structure hypothesis
by Homma, Tetsushi & Tsutsui, Yoshiro & Uchida, Hirofumi
- 154-164 Riskiness-minimizing spot-futures hedge ratio
by Chen, Yi-Ting & Ho, Keng-Yu & Tzeng, Larry Y.
- 165-181 Systemic risk and bank consolidation: International evidence
by Weiß, Gregor N.F. & Neumann, Sascha & Bostandzic, Denefa
- 182-194 Do ethics imply persistence? The case of Islamic and socially responsible funds
by Abdelsalam, Omneya & Duygun, Meryem & Matallín-Sáez, Juan Carlos & Tortosa-Ausina, Emili
- 195-210 Securitization, competition and monitoring
by Ahn, Jung-Hyun & Breton, Régis
- 211-226 Default prediction with dynamic sectoral and macroeconomic frailties
by Chen, Peimin & Wu, Chunchi
- 227-241 Corporate tax aggression and debt
by Lin, Shannon & Tong, Naqiong & Tucker, Alan L.
- 242-256 The relationship between liquidity risk and credit risk in banks
by Imbierowicz, Björn & Rauch, Christian
- 257-270 Is recovery risk priced?
by Schläfer, Timo & Uhrig-Homburg, Marliese
- 271-285 Flexible dependence modeling of operational risk losses and its impact on total capital requirements
by Brechmann, Eike & Czado, Claudia & Paterlini, Sandra
- 286-302 The rise and fall of technical trading rule success
by Taylor, Nick
- 303-320 The importance of the volatility risk premium for volatility forecasting
by Prokopczuk, Marcel & Wese Simen, Chardin
- 321-329 The empirical similarity approach for volatility prediction
by Golosnoy, Vasyl & Hamid, Alain & Okhrin, Yarema
- 330-345 Executive compensation structure and the motivations for seasoned equity offerings
by Brisker, Eric R. & Autore, Don M. & Colak, Gonul & Peterson, David R.
- 346-363 Are there common factors in individual commodity futures returns?
by Daskalaki, Charoula & Kostakis, Alexandros & Skiadopoulos, George
- 364-375 Loss given default for leasing: Parametric and nonparametric estimations
by Hartmann-Wendels, Thomas & Miller, Patrick & Töws, Eugen
- 376-387 Audit committees’ oversight of bank risk-taking
by Sun, Jerry & Liu, Guoping
- 388-402 Bank systemic risk and macroeconomic shocks: Canadian and U.S. evidence
by Calmès, Christian & Théoret, Raymond
- 403-419 An analysis of risk-taking behavior for public defined benefit pension plans
by Mohan, Nancy & Zhang, Ting
- 420-431 Mountain or molehill? Downward biases in the conglomerate discount measure
by Rudolph, Christin & Schwetzler, Bernhard
- 432-442 Are hazard models superior to traditional bankruptcy prediction approaches? A comprehensive test
by Bauer, Julian & Agarwal, Vineet
- 443-459 Cojumps in stock prices: Empirical evidence
by Gilder, Dudley & Shackleton, Mark B. & Taylor, Stephen J.
- 460-475 The impact of CDS trading on the bond market: Evidence from Asia
by Shim, Ilhyock & Zhu, Haibin
- 476-493 Unexpected tails in risk measurement: Some international evidence
by Tolikas, Konstantinos
- 494-506 Financial reporting quality, debt maturity and investment efficiency
by Cutillas Gomariz, Mª Fuensanta & Sánchez Ballesta, Juan Pedro
- 507-521 Does gold offer a better protection against losses in sovereign debt bonds than other metals?
by Agyei-Ampomah, Sam & Gounopoulos, Dimitrios & Mazouz, Khelifa
- 522-533 Impact of the financial crisis on bank run risk – Danger of the days after
by Goedde-Menke, Michael & Langer, Thomas & Pfingsten, Andreas
2014, Volume 39, Issue C
- 1-13 CDOs and the financial crisis: Credit ratings and fair premia
by Wojtowicz, Marcin
- 14-28 An intertemporal capital asset pricing model with bank credit growth as a state variable
by Hammami, Yacine & Lindahl, Anna
- 29-42 Style chasing by hedge fund investors
by Horst, Jenke ter & Salganik, Galla
- 43-56 Financial development and barriers to the cross-border diffusion of financial innovation
by Ang, James B. & Kumar, Sanjesh
- 57-67 Dynamic prediction of hedge fund survival in crisis-prone financial markets
by Lee, Hee Soo & Kim, Tae Yoon
- 68-86 Applying a macro-finance yield curve to UK quantitative Easing
by Chadha, Jagjit S. & Waters, Alex
- 87-106 Effects of international institutional factors on earnings quality of banks
by Kanagaretnam, Kiridaran & Lim, Chee Yeow & Lobo, Gerald J.
- 107-116 The market microstructure of the European climate exchange
by Mizrach, Bruce & Otsubo, Yoichi
- 117-134 Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics
by Bekiros, Stelios D.
- 135-145 Returns to scale at large banks in the US: A random coefficient stochastic frontier approach
by Feng, Guohua & Zhang, Xiaohui
Printed from https://ideas.repec.org/s/eee/jbfina12.html
