Contact information of Elsevier
Serial Information
Download restrictions: Full text for ScienceDirect subscribers only
Editor: Ike Mathur
The email address of this editor does not seem to be valid any more. Please ask Ike Mathur to have the entry updated or send us the correct address.
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 49, Issue C
- 275-286 News sentiment in the gold futures market
by Smales, Lee A.
- 287-301 Stress testing interest rate risk exposure
by Abdymomunov, Azamat & Gerlach, Jeffrey
- 302-322 The impact of economic news on bond prices: Evidence from the MTS platform
by Paiardini, Paola
- 326-336 Macroprudential and monetary policies: Implications for financial stability and welfare
by Rubio, Margarita & Carrasco-Gallego, José A.
- 337-355 House prices, capital inflows and macroprudential policy
by Mendicino, Caterina & Punzi, Maria Teresa
- 356-366 Does competition influence the bank lending channel in the euro area?
by Fungáčová, Zuzana & Solanko, Laura & Weill, Laurent
- 367-385 The great entanglement: The contagious capacity of the international banking network just before the 2008 crisis
by Garratt, Rodney J. & Mahadeva, Lavan & Svirydzenka, Katsiaryna
- 386-397 Ex-ante implications of sovereign default
by Malik, Samreen
- 398-408 Semiparametric estimation of multi-asset portfolio tail risk
by Dias, Alexandra
- 409-423 Reprint of: 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.
- 424-441 Sell-side analysts’ career concerns during banking stresses
by Nolte, Ingmar & Nolte, Sandra & Vasios, Michalis
- 442-458 The influence of buy-side analysts on mutual fund trading
by Frey, Stefan & Herbst, Patrick
- 459-468 Forecasting US recessions: The role of sentiment
by Christiansen, Charlotte & Eriksen, Jonas Nygaard & Møller, Stig Vinther
- 469-482 The determinants of international equity investment: Do they differ between institutional and noninstitutional investors?
by Roque, Vanda & Cortez, Maria Céu
- 483-494 A novel equity valuation and capital allocation model for use by long-term value-investors
by Rajaratnam, Myuran & Rajaratnam, Bala & Rajaratnam, Kanshukan
- 495-505 Does bank market power affect SME financing constraints?
by Ryan, Robert M. & O’Toole, Conor M. & McCann, Fergal
- 506-514 Trademarking status and economic efficiency among commercial banks: Some evidence for the UK
by Duygun, Meryem & Sena, Vania & Shaban, Mohamed
- 515-533 Correlated bank runs, interbank markets and reserve requirements
by Cañón, Carlos & Margaretic, Paula
- 534-552 CEO duality and firm performance: Evidence from an exogenous shock to the competitive environment
by Yang, Tina & Zhao, Shan
- 553-569 Integrating corporate ownership and pension fund structures: A general equilibrium approach
by Ebrahim, M. Shahid & Mathur, Ike & ap Gwilym, Rhys
2014, Volume 48, Issue C
- 1-12 The role of correlation dynamics in sector allocation
by Kalotychou, Elena & Staikouras, Sotiris K. & Zhao, Gang
- 13-28 The rise of UK Seasoned Equity Offerings (SEOs) fees during the financial crisis: The role of institutional shareholders and underwriters
by Levis, Mario & Meoli, Michele & Migliorati, Katrin
- 29-41 A new set of improved Value-at-Risk backtests
by Ziggel, Daniel & Berens, Tobias & Weiß, Gregor N.F. & Wied, Dominik
- 42-56 The cost of capital and optimal financing policy in a dynamic setting
by Karpavičius, Sigitas
- 57-78 Too close for comfort? Geographic propinquity to political power and stock returns
by Pantzalis, Christos & Park, Jung Chul
- 79-93 Exploiting commodity momentum along the futures curves
by de Groot, Wilma & Karstanje, Dennis & Zhou, Weili
- 94-103 A sheep in wolf’s clothing: Can a central bank appear tougher than it is?
by Nijskens, Rob
- 104-119 The interest rate pass-through in the Euro area during the global financial crisis
by Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo
- 120-136 The effect of liquidity and solvency risk on the inclusion of bond covenants
by Cook, Douglas O. & Fu, Xudong & Tang, Tian
- 139-151 Bank pay caps, bank risk, and macroprudential regulation
by Thanassoulis, John
- 152-179 Information asymmetry around operational risk announcements
by Barakat, Ahmed & Chernobai, Anna & Wahrenburg, Mark
- 180-193 Socially responsible funds and market crises
by Nofsinger, John & Varma, Abhishek
- 194-209 Does bank ownership affect lending behavior? Evidence from the Euro area
by Ferri, Giovanni & Kalmi, Panu & Kerola, Eeva
- 210-223 Interest rate forecasts, state price densities and risk premium from Euribor options
by Ivanova, Vesela & Puigvert Gutiérrez, Josep Maria
- 224-234 Does global liquidity drive commodity prices?
by Beckmann, Joscha & Belke, Ansgar & Czudaj, Robert
- 235-247 Openness and the finance-growth nexus
by Herwartz, Helmut & Walle, Yabibal M.
- 248-260 Discretionary ratings and the pricing of subprime mortgage-backed securities
by Lugo, Stefano
- 261-275 Credit constraints and spillovers from foreign firms in China
by Agarwal, Natasha & Milner, Chris & Riaño, Alejandro
- 276-291 State ownership, soft-budget constraints, and cash holdings: Evidence from China’s privatized firms
by Megginson, William L. & Ullah, Barkat & Wei, Zuobao
- 292-306 Bank liquidity, stock market participation, and economic growth
by Mattana, Elena & Panetti, Ettore
- 312-321 How does deposit insurance affect bank risk? Evidence from the recent crisis
by Anginer, Deniz & Demirguc-Kunt, Asli & Zhu, Min
- 322-333 Bank risk within and across equilibria
by Agur, Itai
- 334-349 Can European bank bailouts work?
by Schoenmaker, Dirk & Siegmann, Arjen
- 350-360 Banking risk and macroeconomic fluctuations
by Jin, Yi & Zeng, Zhixiong
- 361-373 Rehypothecation dilemma: Impact of collateral rehypothecation on derivative prices under bilateral counterparty credit risk
by Sakurai, Yuji & Uchida, Yoshihiko
- 374-385 Corporate governance and the dynamics of capital structure: New evidence
by Chang, Ya-Kai & Chou, Robin K. & Huang, Tai-Hsin
- 386-395 Do Japanese candlesticks help solve the trader’s dilemma?
by Detollenaere, Benoit & Mazza, Paolo
- 396-410 Funding advantage and market discipline in the Canadian banking sector
by Beyhaghi, Mehdi & D’Souza, Chris & Roberts, Gordon S.
- 411-424 Short-selling, margin-trading, and price efficiency: Evidence from the Chinese market
by Chang, Eric C. & Luo, Yan & Ren, Jinjuan
2014, Volume 47, Issue C
- 1-14 Forecasting volatility of the U.S. oil market
by Haugom, Erik & Langeland, Henrik & Molnár, Peter & Westgaard, Sjur
- 15-28 Can interest rates really control house prices? Effectiveness and implications for macroprudential policy
by Shi, Song & Jou, Jyh-Bang & Tripe, David
- 29-40 The home bias is here to stay
by Levy, Haim & Levy, Moshe
- 41-53 CEO inside debt holdings and risk-shifting: Evidence from bank payout policies
by Srivastav, Abhishek & Armitage, Seth & Hagendorff, Jens
- 54-62 Does it pay to be ethical? Evidence from the FTSE4Good
by Belghitar, Yacine & Clark, Ephraim & Deshmukh, Nitin
- 63-73 Modeling and monitoring risk acceptability in markets: The case of the credit default swap market
by Madan, Dilip B.
- 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