IDEAS home

Printed from https://ideas.repec.org/s/eee/jbfina20.html

My serials Follow this serial

Elsevier

Journal of Banking & Finance

Contact information of Elsevier

Web page: http://www.elsevier.com/locate/jbf

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 statistics
Top item:

By citations
By downloads (last 12 months)

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

January 2009, Volume 33, Issue 1

53-62 Does the stock market affect firm investment in China? A price informativeness perspective
by Wang, Yaping & Wu, Liansheng & Yang, Yunhong
63-76 Regulations, earnings management, and post-IPO performance: The Chinese evidence
by Kao, Jennifer L. & Wu, Donghui & Yang, Zhifeng
77-87 The effect of ownership on the prudential behavior of banks - The case of China
by Jia, Chunxin
88-97 Marketability, control, and the pricing of block shares
by Huang, Zhangkai & Xu, Xingzhong
98-112 Effects of the volatility smile on exchange settlement practices: The Hong Kong case
by Chang, Eric C. & Ren, Jinjuan & Shi, Qi
113-130 Bank ownership and efficiency in China: What will happen in the world's largest nation?
by Berger, Allen N. & Hasan, Iftekhar & Zhou, Mingming
131-140 Are New Tigers supplanting Old Mammoths in China's banking system? Evidence from a sample of city commercial banks
by Ferri, Giovanni
141-156 Expropriation through loan guarantees to related parties: Evidence from China
by Berkman, Henk & Cole, Rebel A. & Fu, Lawrence J.
157-170 Institutional development, financial deepening and economic growth: Evidence from China
by Hasan, Iftekhar & Wachtel, Paul & Zhou, Mingming
171-181 Does the type of ownership control matter? Evidence from China's listed companies
by Chen, Gongmeng & Firth, Michael & Xu, Liping

December 2008, Volume 32, Issue 12

2501-2501 Editorial
by Geman, Helyette
2502-2519 Spot price modeling and the valuation of electricity forward contracts: The role of demand and capacity
by Cartea, Álvaro & Villaplana, Pablo
2520-2529 The price of power: The valuation of power and weather derivatives
by Pirrong, Craig & Jermakyan, Martin
2530-2540 Long term spread option valuation and hedging
by Dempster, M.A.H. & Medova, Elena & Tang, Ke
2541-2552 Computing the market price of volatility risk in the energy commodity markets
by Doran, James S. & Ronn, Ehud I.
2553-2559 WTI crude oil Futures in portfolio diversification: The time-to-maturity effect
by Geman, Hélyette & Kharoubi, Cécile
2560-2569 Credit derivatives and loan pricing
by Norden, Lars & Wagner, Wolf
2570-2580 Corporate governance in banking: The role of the board of directors
by Andres, Pablo de & Vallelado, Eleuterio
2581-2588 Liquidity in auction and specialist market structures: Evidence from the Italian bourse
by Frino, Alex & Gerace, Dionigi & Lepone, Andrew
2589-2596 Combining fair pricing and capital requirements for non-life insurance companies
by Gatzert, Nadine & Schmeiser, Hato
2597-2605 Determinants of yield spread dynamics: Euro versus US dollar corporate bonds
by Landschoot, Astrid Van
2606-2616 Macroeconomic cycles and the stock market's reaction to monetary policy
by Basistha, Arabinda & Kurov, Alexander
2617-2627 A first-passage-time model under regime-switching market environment
by Kim, Mi Ae & Jang, Bong-Gyu & Lee, Ho-Seok
2628-2635 Corporate restructuring in Japan: Who monitors the monitor?
by Inoue, Kotaro & Kato, Hideaki Kiyoshi & Bremer, Marc
2636-2645 Controlling-minority shareholder incentive conflicts and directors' and officers' liability insurance: Evidence from China
by Zou, Hong & Wong, Sonia & Shum, Clement & Xiong, Jun & Yan, Jun
2646-2654 The stocks at stake: Return and risk in socially responsible investment
by Galema, Rients & Plantinga, Auke & Scholtens, Bert
2655-2666 The dynamics of operational loss clustering
by Chernobai, Anna & Yildirim, Yildiray
2667-2673 Two-sided coherent risk measures and their application in realistic portfolio optimization
by Chen, Zhiping & Wang, Yi
2674-2683 Exploring the nexus between banking sector reform and performance: Evidence from newly acceded EU countries
by Brissimis, Sophocles N. & Delis, Manthos D. & Papanikolaou, Nikolaos I.
2684-2694 Bank concentration and financial constraints on firm-level investment in Europe
by Ratti, Ronald A. & Lee, Sunglyong & Seol, Youn
2695-2705 The role of no-arbitrage on forecasting: Lessons from a parametric term structure model
by Almeida, Caio & Vicente, José
2706-2715 Individual stock-option prices and credit spreads
by Cremers, Martijn & Driessen, Joost & Maenhout, Pascal & Weinbaum, David
2716-2724 Does corporate international diversification destroy value? Evidence from cross-border mergers and acquisitions
by Dos Santos, Marcelo B. & Errunza, Vihang R. & Miller, Darius P.
2725-2733 Loan pricing under Basel II in an imperfectly competitive banking market
by Ruthenberg, David & Landskroner, Yoram

November 2008, Volume 32, Issue 11

2287-2287 Editorial
by Moshirian, Fariborz
2288-2292 Financial services in an increasingly integrated global financial market
by Moshirian, Fariborz
2293-2306 Inflation-indexed swaps and swaptions
by Hinnerich, Mia
2307-2324 Effective fair pricing of international mutual funds
by Chua, Choong Tze & Lai, Sandy & Wu, Yangru
2325-2335 The expansion of services in European banking: Implications for loan pricing and interest margins
by Lepetit, Laetitia & Nys, Emmanuelle & Rous, Philippe & Tarazi, Amine
2336-2345 The contribution of product mix versus efficiency and technical change in US banking
by Asaftei, Gabriel
2346-2360 Characteristics determining the efficiency of foreign banks in Australia
by Sturm, Jan-Egbert & Williams, Barry
2361-2375 Pre-IPO ownership structure and its impact on the IPO process
by Alavi, Arash & Pham, Peter Kien & Pham, Toan My
2376-2389 Foreign versus local investors: Who knows more? Who makes more?
by Kalev, Petko S. & Nguyen, Anh H. & Oh, Natalie Y.
2390-2400 The dynamics of quote adjustments
by Chung, Kee H. & Chuwonganant, Chairat & Jiang, Jing
2401-2411 Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices
by Konstantinidi, Eirini & Skiadopoulos, George & Tzagkaraki, Emilia
2412-2422 Rating agencies and the role of rating publication rights
by Mählmann, Thomas
2423-2432 Family values: Ownership structure, performance and capital structure of Canadian firms
by King, Michael R. & Santor, Eric
2433-2443 The determinants of the voting premium in Italy: The evidence from 1974 to 2003
by Caprio, Lorenzo & Croci, Ettore
2444-2452 Portfolio choice and mortality-contingent claims: The general HARA case
by Huang, Huaxiong & Milevsky, Moshe A.
2453-2461 Ex-dividend returns: The Mexican puzzle
by Kadapakkam, Palani-Rajan & Martinez, Valeria
2462-2470 Deviations from optimal CEO ownership and firm value
by Tong, Zhenxu
2471-2481 Detecting structural breaks and identifying risk factors in hedge fund returns: A Bayesian approach
by Meligkotsidou, Loukia & Vrontos, Ioannis D.
2482-2492 Accurate minimum capital risk requirements: A comparison of several approaches
by Grané, A. & Veiga, H.
2493-2500 Cross-country variation in household access to financial services
by Honohan, Patrick

October 2008, Volume 32, Issue 10

1989-1990 Risk management in commodity and financial markets
by D'Ecclesia, Rita L.
1991-2005 Time-consistency in managing a commodity portfolio: A dynamic risk measure approach
by Geman, Hélyette & Ohana, Steve
2006-2021 Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium
by Benth, Fred Espen & Cartea, Álvaro & Kiesel, Rüdiger
2022-2032 An econometric analysis of emission allowance prices
by Paolella, Marc S. & Taschini, Luca
2033-2045 Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets
by Fusai, Gianluca & Marena, Marina & Roncoroni, Andrea
2046-2056 Robust optimization of conditional value at risk and portfolio selection
by Quaranta, Anna Grazia & Zaffaroni, Alberto
2057-2063 Beyond Sharpe ratio: Optimal asset allocation using different performance ratios
by Farinelli, Simone & Ferreira, Manuel & Rossello, Damiano & Thoeny, Markus & Tibiletti, Luisa
2064-2075 A revisited and stable Fourier transform method for affine jump diffusion models
by Minenna, Marcello & Verzella, Paolo
2076-2088 Pricing discretely monitored Asian options under Levy processes
by Fusai, Gianluca & Meucci, Attilio
2089-2098 On real interest rate dynamics and regime switching
by Kanas, Angelos
2099-2110 The performance effect of managerial ownership: Evidence from China
by Hu, Yifan & Zhou, Xianming
2111-2123 An empirical analysis of the dynamic relationship between mutual fund flow and market return volatility
by Cao, Charles & Chang, Eric C. & Wang, Ying
2124-2135 Influence of disclosure and governance on risk of US financial services firms following Sarbanes-Oxley
by Akhigbe, Aigbe & Martin, Anna D.
2136-2147 Information acquisition and financial contagion
by Hasman, Augusto & Samartín, Margarita
2148-2177 A century of corporate takeovers: What have we learned and where do we stand?
by Martynova, Marina & Renneboog, Luc
2178-2187 Tunneling and propping: A justification for pyramidal ownership
by Riyanto, Yohanes E. & Toolsema, Linda A.
2188-2204 Financial distress, corporate control, and management turnover
by Jostarndt, Philipp & Sautner, Zacharias
2205-2219 How does the call market method affect price efficiency? Evidence from the Singapore Stock Market
by Chang, Rosita P. & Rhee, S. Ghon & Stone, Gregory R. & Tang, Ning
2220-2236 Developing a stress testing framework based on market risk models
by Alexander, Carol & Sheedy, Elizabeth
2237-2247 Bank shareholding and lending: Complementarity or substitution? Some evidence from a panel of large Italian firms
by Barucci, Emilio & Mattesini, Fabrizio
2248-2253 Market quality changes in the London Stock Market
by Chelley-Steeley, Patricia L.
2254-2266 A behavioral explanation for the negative asymmetric return-volatility relation
by Hibbert, Ann Marie & Daigler, Robert T. & Dupoyet, Brice
2267-2274 Bayesian inference for issuer heterogeneity in credit ratings migration
by Kadam, Ashay & Lenk, Peter
2275-2286 The optimal structure of PD buckets
by Krink, Thiemo & Paterlini, Sandra & Resti, Andrea

September 2008, Volume 32, Issue 9

1709-1722 Improving VWAP strategies: A dynamic volume approach
by Bialkowski, Jedrzej & Darolles, Serge & Le Fol, Gaëlle
1723-1742 Socially responsible investments: Institutional aspects, performance, and investor behavior
by Renneboog, Luc & Ter Horst, Jenke & Zhang, Chendi
1743-1753 Diversification and ownership concentration
by Parigi, Bruno M. & Pelizzon, Loriana
1754-1766 Weather and intraday patterns in stock returns and trading activity
by Chang, Shao-Chi & Chen, Sheng-Syan & Chou, Robin K. & Lin, Yueh-Hsiang
1767-1781 Institutional ownership stability and BHC performance
by Elyasiani, Elyas & Jia, Jingyi Jane
1782-1794 Reference point formation by market investors
by Kliger, Doron & Kudryavtsev, Andrey
1795-1809 Internal financial constraints, external financial constraints, and investment choice: Evidence from a panel of UK firms
by Guariglia, Alessandra
1810-1819 Can commodity futures be profitably traded with quantitative market timing strategies?
by Marshall, Ben R. & Cahan, Rochester H. & Cahan, Jared M.
1820-1835 Competition versus efficiency: What drives franchise values in European banking?
by De Jonghe, Olivier & Vennet, Rudi Vander
1836-1849 The diversification and financial performance of US credit unions
by Goddard, John & McKillop, Donal & Wilson, John O.S.
1850-1859 Socially responsible investment funds: Investor reaction to current and past returns
by Benson, Karen L. & Humphrey, Jacquelyn E.
1860-1869 Inside shareholders' effective tax rates and dividends
by Holmen, Martin & Knopf, John D. & Peterson, Stefan
1870-1882 Spectral risk measures and portfolio selection
by Adam, Alexandre & Houkari, Mohamed & Laurent, Jean-Paul
1883-1893 Offsetting the implicit incentives: Benefits of benchmarking in money management
by Basak, Suleyman & Pavlova, Anna & Shapiro, Alexander
1894-1906 Cash flow, investment, and investment opportunities: New tests using UK panel data
by Carpenter, Robert E. & Guariglia, Alessandra
1907-1915 Nonparametric, conditional pricing of higher order multivariate contingent claims
by Giannopoulos, Kostas
1916-1927 US ADR and Hong Kong H-share discounts of Shanghai-listed firms
by Arquette, Gregory C. & Brown Jr., William O. & Burdekin, Richard C.K.
1928-1940 The decision to first enter the public bond market: The role of firm reputation, funding choices, and bank relationships
by Hale, Galina & Santos, João A.C.
1941-1953 Stock market volatility around national elections
by Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz Piotr
1954-1969 Capital structure around the world: The roles of firm- and country-specific determinants
by de Jong, Abe & Kabir, Rezaul & Nguyen, Thuy Thu
1970-1983 A Markov regime switching approach for hedging energy commodities
by Alizadeh, Amir H. & Nomikos, Nikos K. & Pouliasis, Panos K.
1984-1987 A note on "Inflation and Welfare"
by Cysne, Rubens Penha

August 2008, Volume 32, Issue 8

1431-1431 Editorial
by Moshirian, Fariborz
1432-1439 The significance of a world government in the process of globalization in the 21st century
by Moshirian, Fariborz
1440-1451 The cyclical behaviour of European bank capital buffers
by Jokipii, Terhi & Milne, Alistair
1452-1467 Bank income structure and risk: An empirical analysis of European banks
by Lepetit, Laetitia & Nys, Emmanuelle & Rous, Philippe & Tarazi, Amine
1468-1483 The economics of credit cards, debit cards and ATMs: A survey and some new evidence
by Scholnick, Barry & Massoud, Nadia & Saunders, Anthony & Carbo-Valverde, Santiago & Rodríguez-Fernández, Francisco
1484-1498 Investment decisions and internal capital markets: Evidence from acquisitions
by Doukas, John A. & Kan, Ozgur B.
1499-1507 Credit to government and banking sector performance
by Hauner, David
1508-1521 What lies beneath: Foreign exchange rate exposure, hedging and cash flows
by Bartram, Söhnke M.
1522-1540 Financial market integration and the value of global diversification: Evidence for US acquirers in cross-border mergers and acquisitions
by Francis, Bill B. & Hasan, Iftekhar & Sun, Xian
1541-1551 Comparing the performance of market-based and accounting-based bankruptcy prediction models
by Agarwal, Vineet & Taffler, Richard
1552-1565 Mutual funds' ownership and firm performance: Evidence from China
by Yuan, Rongli & Xiao, Jason Zezhong & Zou, Hong
1566-1582 Hedging, financing, and investment decisions: Theory and empirical tests
by Lin, Chen-Miao & Phillips, Richard D. & Smith, Stephen D.
1583-1597 An empirical analysis of aggregate household portfolios
by Normandin, Michel & St-Amour, Pascal
1598-1612 Bank consolidation and new business formation
by Francis, Bill & Hasan, Iftekhar & Wang, Haizhi
1613-1624 Split bond ratings and rating migration
by Livingston, Miles & Naranjo, Andy & Zhou, Lei
1625-1635 Common liquidity shocks and market collapse: Lessons from the market for perps
by Fernando, Chitru S. & Herring, Richard J. & Subrahmanyam, Avanidhar
1636-1647 How important is asymmetric covariance for the risk premium of international assets?
by Mazzotta, Stefano
1648-1660 Utilitarianism and fairness in portfolio positioning
by de Palma, André & Prigent, Jean-Luc
1661-1676 Demand estimation and consumer welfare in the banking industry
by Dick, Astrid A.
1677-1686 Bank capital regulation in a barrier option framework
by Episcopos, Athanasios
1687-1698 Decomposing liquidity along the limit order book
by Rakowski, David & Wang Beardsley, Xiaoxin
1699-1707 Why 'Basel II' may need a leverage ratio restriction
by Blum, Jürg M.

July 2008, Volume 32, Issue 7

1177-1177 Francesco Paris, the power of the will
by Szego, Giorgio
1178-1187 Risk aversion and skewness preference
by Post, Thierry & van Vliet, Pim & Levy, Haim
1188-1197 A comparison of MAD and CVaR models with real features
by Angelelli, Enrico & Mansini, Renata & Speranza, M. Grazia
1198-1208 Implicit recourse and credit card securitizations: What do fraud losses reveal?
by Vermilyea, Todd A. & Webb, Elizabeth R. & Kish, Andrew A.
1209-1220 Determinants of corporate cash holdings: Evidence from spin-offs
by D'Mello, Ranjan & Krishnaswami, Sudha & Larkin, Patrick J.
1221-1233 Information shares in the US Treasury market
by Mizrach, Bruce & Neely, Christopher J.
1234-1241 Opacity of young businesses: Evidence from rating disagreements
by Hyytinen, Ari & Pajarinen, Mika
1242-1254 Flexible inflation targeting and financial stability: Is it enough to stabilize inflation and output?
by Akram, Q. Farooq & Eitrheim, Øyvind
1255-1268 Volume and skewness in international equity markets
by Hutson, Elaine & Kearney, Colm & Lynch, Margaret
1269-1285 The delivery option in credit default swaps
by Jankowitsch, Rainer & Pullirsch, Rainer & Veza, Tanja
1286-1296 Commodity betas with mean reverting output prices
by Hong, Gwangheon & Sarkar, Sudipto
1297-1309 Is there cyclical bias in bank holding company risk ratings?
by Curry, Timothy J. & Fissel, Gary S. & Hanweck, Gerald A.
1310-1321 Can tax convexity be ignored in corporate financing decisions?
by Sarkar, Sudipto
1322-1332 Forecasting foreign exchange rates using idiosyncratic volatility
by Guo, Hui & Savickas, Robert
1333-1348 Investor protection and the value effects of bank merger announcements in Europe and the US
by Hagendorff, Jens & Collins, Michael & Keasey, Kevin
1349-1362 Emerging market exchange rate exposure
by Chue, Timothy K. & Cook, David
1363-1378 Financial market models with Lévy processes and time-varying volatility
by Kim, Young Shin & Rachev, Svetlozar T. & Bianchi, Michele Leonardo & Fabozzi, Frank J.
1379-1392 Legal insider trading and market efficiency
by Aktas, Nihat & de Bodt, Eric & Van Oppens, Hervé
1393-1403 Interest rate clustering in UK financial services markets
by Ashton, John K. & Hudson, Robert S.
1404-1415 Backtesting trading risk of commercial banks using expected shortfall
by Wong, Woon K.
1416-1429 A flight to Q? Firm investment and financing in Korea before and after the 1997 financial crisis
by Rousseau, Peter L. & Kim, Jong Hun

June 2008, Volume 32, Issue 6

907-914 Information acquisition, coordination, and fundamentals in a financial crisis
by Nikitin, Maxim & Smith, R. Todd
915-929 Bank incentives and suboptimal lending decisions: Evidence from the valuation effect of bank loan announcements in Japan
by Kang, Jun-Koo & Liu, Wei-Lin
930-946 The information content of stock split announcements: Do options matter?
by Chern, Keh-Yiing & Tandon, Kishore & Yu, Susana & Webb, Gwendolyn
947-960 A tale of two prices: Liquidity and asset prices in multiple markets
by Chan, Justin S.P. & Hong, Dong & Subrahmanyam, Marti G.
961-976 Ownership structure, corporate governance and analyst following: A study of French listed firms
by Boubaker, Sabri & Labégorre, Florence
977-985 Optimal delegated portfolio management with background risk
by Baptista, Alexandre M.
986-994 On Haezendonck risk measures
by Bellini, Fabio & Rosazza Gianin, Emanuela
995-1007 Bank stock returns and economic growth
by Cole, Rebel A. & Moshirian, Fariborz & Wu, Qiongbing
1008-1021 Regime dependent determinants of credit default swap spreads
by Alexander, Carol & Kaeck, Andreas
1022-1035 On measuring synchronization of bulls and bears: The case of East Asia
by Candelon, Bertrand & Piplack, Jan & Straetmans, Stefan
1036-1048 Information asymmetry and investment-cash flow sensitivity
by Ascioglu, Asli & Hegde, Shantaram P. & McDermott, John B.
1049-1061 Practical methods for measuring and managing operational risk in the financial sector: A clinical study
by Chapelle, Ariane & Crama, Yves & Hübner, Georges & Peters, Jean-Philippe
1062-1075 Credit rating dynamics and Markov mixture models
by Frydman, Halina & Schuermann, Til
1076-1086 Monetary policy news and exchange rate responses: Do only surprises matter?
by Fatum, Rasmus & Scholnick, Barry
1087-1097 Optimal portfolios when volatility can jump
by Branger, Nicole & Schlag, Christian & Schneider, Eva
1098-1109 The causal effect of board size in the performance of small and medium-sized firms
by Bennedsen, Morten & Kongsted, Hans Christian & Nielsen, Kasper Meisner
1110-1119 Can subordinated debt constrain banks' risk taking?
by Niu, Jijun
1120-1132 Are there long-run implications of analyst coverage for IPOs?
by Bradley, Daniel & Chan, Konan & Kim, Joonghyuk & Singh, Ajai
1133-1149 Liquidity, default, taxes, and yields on municipal bonds
by Wang, Junbo & Wu, Chunchi & Zhang, Frank X.
1150-1160 Unraveling the complex interrelationships between exchange rates and fundamentals
by Murphy, Austin & Zhu, Yun (Ellen)
1161-1175 Finance and development: Is Schumpeter's analysis still relevant?
by Bertocco, Giancarlo

May 2008, Volume 32, Issue 5

631-642 Bounds and prices of currency cross-rate options
by Chung, San-Lin & Wang, Yaw-Huei
643-653 Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits
by Hwang, Soosung & Keswani, Aneel & Shackleton, Mark B.
654-663 Minimum variance hedging when spot price changes are partially predictable
by Ederington, Louis H. & Salas, Jesus M.
664-679 The behaviour of the real exchange rate: Evidence from regression quantiles
by Nikolaou, Kleopatra
680-698 Do Federal Home Loan Bank membership and advances increase bank risk-taking?
by Stojanovic, Dusan & Vaughan, Mark D. & Yeager, Timothy J.
699-713 Asset restructuring strategies in bank acquisitions: Does distance between dealing partners matter?
by Alessandrini, Pietro & Calcagnini, Giorgio & Zazzaro, Alberto
714-728 The economic determinants of interest rate option smiles
by Deuskar, Prachi & Gupta, Anurag & Subrahmanyam, Marti G.
729-740 Do Euro exchange rates follow a martingale? Some out-of-sample evidence
by Yang, Jian & Su, Xiaojing & Kolari, James W.
741-753 Hedge fund pricing and model uncertainty
by Vrontos, Spyridon D. & Vrontos, Ioannis D. & Giamouridis, Daniel
754-766 Equity market timing and capital structure: International evidence
by Mahajan, Arvind & Tartaroglu, Semih
767-782 Nonlinear mean reversion in stock prices
by Bali, Turan G. & Demirtas, K. Ozgur & Levy, Haim
783-794 Do banks overstate their Value-at-Risk?
by Pérignon, Christophe & Deng, Zi Yin & Wang, Zhi Jun
795-806 Share reacquisitions, surplus cash, and agency problems
by Oswald, Dennis & Young, Steven
807-819 Equity market information, bank holding company risk, and market discipline
by Curry, Timothy J. & Fissel, Gary S. & Hanweck, Gerald A.
820-833 An examination of Value Line's long-term projections
by Szakmary, Andrew C. & Conover, C. Mitchell & Lancaster, Carol
834-844 Bank efficiency and foreign ownership: Do good institutions matter?
by Lensink, Robert & Meesters, Aljar & Naaborg, Ilko
845-857 Executive option exercises and financial misreporting
by Burns, Natasha & Kedia, Simi
858-869 What drives credit dollarization in transition economies?
by Luca, Alina & Petrova, Iva
870-879 Operational risk
by Jarrow, Robert A.
880-891 The value of shorting
by Nilsson, Roland
892-905 An analysis of the implications of uncertainty and agency problems on the wealth effects to acquirers of private firms
by Mantecon, Tomas

April 2008, Volume 32, Issue 4

471-471 Financial globalization and growth
by Moshirian, Fariborz
472-479 Globalisation, growth and institutions
by Moshirian, Fariborz
480-488 Accounting and capital market measures of risk: Evidence from Asian banks during 1998-2003
by Agusman, Agusman & Monroe, Gary S. & Gasbarro, Dominic & Zumwalt, J.K.
489-500 The Samuelson hypothesis in futures markets: An analysis using intraday data
by Duong, Huu Nhan & Kalev, Petko S.
501-511 Monetary policy transparency and pass-through of retail interest rates
by Liu, Ming-Hua & Margaritis, Dimitri & Tourani-Rad, Alireza
512-525 Stock exchange demutualization, self-listing and performance: The case of the Australian Stock Exchange
by Otchere, Isaac & Abou-Zied, Khaled
526-540 Is it the weather?
by Jacobsen, Ben & Marquering, Wessel
541-558 Momentum profits and time-varying unsystematic risk
by Li, Xiafei & Miffre, Joëlle & Brooks, Chris & O'Sullivan, Niall
559-572 "Hot Hands" in bond funds
by Huij, Joop & Derwall, Jeroen
573-586 Detecting abnormal credit union performance
by Bauer, Keldon
587-599 The informational content of unsolicited ratings
by Behr, Patrick & Güttler, André
600-613 Further analysis of the expectations hypothesis using very short-term rates
by Brown, Craig R. & Cyree, Ken B. & Griffiths, Mark D. & Winters, Drew B.
614-623 Modelling the term structure of interest rates: An efficient nonparametric approach
by Gómez-Valle, Lourdes & Martinez-Rodriguez, Julia

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.