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Content
2023, Volume 148, Issue C
- S0378426622003028 The effect of labour protection laws on the relationship between leverage and wages
by Karpuz, Ahmet & Luo, Di & Xiao, Rongbing & Zhao, Huainan
- S0378426622003107 Tournament-based incentives and the lease-versus-buy decision
by Rahman, Shofiqur & Chowdhury, Hasibul
- S0378426622003119 Does non-punitive regulation diminish stock price crash risk?
by Lu, Jing & Qiu, Yuhang
- S0378426622003156 A machine learning attack on illegal trading
by James, Robert & Leung, Henry & Prokhorov, Artem
- S0378426622003168 Does unconventional monetary policy boost local economic development? The case of TLTROs and Italy
by Perdichizzi, Salvatore & Duqi, Andi & Molyneux, Philip & Tamimi, Hussein Al
- S0378426622003181 Patented knowledge capital and implied equity risk premium
by Hegde, Shantaram P. & Mishra, Dev R.
- S0378426622003193 Sign matters: Stock-movement-based trading decisions of individual investors
by Cao, Ji & Muhl, Stefan & Rieger, Marc Oliver & Chen, Hung-Ling
- S0378426622003211 The impact of laws and institutions on financial contracts: Evidence from relationship lending across the world
by Ghosh, Chinmoy & He, Fan
- S0378426622003223 Fintech and big tech credit: Drivers of the growth of digital lending
by Cornelli, Giulio & Frost, Jon & Gambacorta, Leonardo & Rau, P. Raghavendra & Wardrop, Robert & Ziegler, Tania
- S0378426622003235 What drives stock market participation? The role of institutional, traditional, and behavioral factors
by Kaustia, Markku & Conlin, Andrew & Luotonen, Niilo
- S0378426622003259 Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants
by Brignone, Riccardo & Gonzato, Luca & Lütkebohmert, Eva
- S0378426622003260 Intraday momentum in the VIX futures market
by Huang, Hong-Gia & Tsai, Wei-Che & Weng, Pei-Shih & Yang, J. Jimmy
- S0378426622003272 Cognitive ability, cognitive aging, and debt accumulation
by Angrisani, Marco & Burke, Jeremy & Kapteyn, Arie
- S0378426622003284 Minority shareholder voting and dividend policy
by Lin, Jing & Li, Fang & Zheng, Steven Xiaofan & Zhou, Mingshan
- S0378426622003296 Fair-washing in the market for structured retail products? Voluntary self-regulation versus government regulation
by Baule, Rainer & Münchhalfen, Patrick & Shkel, David & Tallau, Christian
- S0378426622003302 The Banker’s oath and financial advice
by Weitzel, Utz & Kirchler, Michael
- S0378426622003314 Can Real Options Explain the Skewness of Stock Returns?
by Ho, Tuan & Kim, Kirak & Li, Yang & Xu, Fangming
- S037842662200293X The Pricing of Skewness Over Different Return Horizons
by Aretz, Kevin & Eser Arisoy, Y.
- S037842662200303X Common institutional blockholders and tail risk
by Agnes Cheng, C.S. & Xie, Jing & Zhong, Yuxiang
- S037842662200317X The agency costs of family ownership: Evidence from innovation performance
by Chi, Yung-Ling
- S037842662200320X So Sue Me! The cross section of stock returns related to patent infringement allegations
by Bereskin, Fred & Hsu, Po-Hsuan & Latham, William & Wang, Huijun
2023, Volume 147, Issue C
- S0378426621002600 Breakup and default risks in the great lockdown
by Bonaccolto, Giovanni & Borri, Nicola & Consiglio, Andrea
- S0378426621003137 COVID-19 and market structure dynamics
by Cox, Justin & Woods, Donovan
- S0378426622000152 Stock liquidity and algorithmic market making during the COVID-19 crisis
by Chakrabarty, Bidisha & Pascual, Roberto
- S0378426622000218 Zombies, again? The COVID-19 business support programs in Japan
by Hoshi, Takeo & Kawaguchi, Daiji & Ueda, Kenichi
- S0378426622000437 The reallocation effects of COVID-19: Evidence from venture capital investments around the world
by Bellucci, Andrea & Borisov, Alexander & Gucciardi, Gianluca & Zazzaro, Alberto
- S0378426622000449 Fraud and abuse in the paycheck protection program? Evidence from investment advisory firms
by Beggs, William & Harvison, Thuong
- S0378426622000504 The value of (private) investor relations during the COVID-19 crisis
by Neukirchen, Daniel & Engelhardt, Nils & Krause, Miguel & Posch, Peter N.
- S0378426622001662 External Balance Sheets and the COVID-19 Crisis
by Hale, Galina & Juvenal, Luciana
- S0378426622001984 COVID-19 Pandemic and Global Corporate CDS Spreads
by Hasan, Iftekhar & Marra, Miriam & To, Thomas Y. & Wu, Eliza & Zhang, Gaiyan
- S0378426622002187 Covid-19, credit risk management modeling, and government support
by Telg, Sean & Dubinova, Anna & Lucas, Andre
- S0378426622002321 On the importance of fiscal space: Evidence from short sellers during the COVID-19 pandemic
by Greppmair, Stefan & Jank, Stephan & Smajlbegovic, Esad
- S0378426622002333 Internal risk limits of dealers and corporate bond market making
by Anderson, Christopher S. & McArthur, David C. & Wang, Ke
- S0378426622003247 Reprint of: Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic
by Baig, Ahmed S. & Blau, Benjamin M. & Butt, Hassan A. & Yasin, Awaid
- S037842662100337X Stock valuation during the COVID-19 pandemic: An explanation using option-based discount rates
by Berkman, Henk & Malloch, Hamish
- S037842662200019X Does macroprudential policy alleviate the adverse impact of COVID-19 on the resilience of banks?
by Igan, Deniz & Mirzaei, Ali & Moore, Tomoe
- S037842662300002X Reprint of: COVID-19, lockdowns, and the municipal bond market
by Tran, Nhu & Uzmanoglu, Cihan
2023, Volume 146, Issue C
- S0378426622002047 Detecting political event risk in the option market
by Kostakis, Alexandros & Mu, Liangyi & Otsubo, Yoichi
- S0378426622002308 Can star analysts make superior coverage decisions in poor information environment?
by Jin, Han & Mazouz, Khelifa & Wu, Yuliang & Xu, Bin
- S0378426622002643 Scenario-free analysis of financial stability with interacting contagion channels
by Wiersema, Garbrand & Kleinnijenhuis, Alissa M. & Wetzer, Thom & Farmer, J. Doyne
- S0378426622002667 A shadow rate without a lower bound constraint
by De Rezende, Rafael B. & Ristiniemi, Annukka
- S0378426622002679 Option Returns, Risk Premiums, and Demand Pressure in Energy Markets
by Jacobs, Kris & Li, Bingxin
- S0378426622002680 Bank size and the transmission of monetary policy: Revisiting the lending channel
by Naqvi, Hassan & Pungaliya, Raunaq
- S0378426622002692 Takeover deterrence with state ownership: Evidence from China
by Su, Zhiwei & Xue, Yi
- S0378426622002709 The effect of bank failures on small business loans and income inequality
by Contreras, Salvador & Ghosh, Amit & Hasan, Iftekhar
- S0378426622002813 The sum of all fears: Forecasting international returns using option-implied risk measures
by Gagnon, Marie-Hélène & Power, Gabriel J. & Toupin, Dominique
- S0378426622002825 Fund flow-induced volatility and the cost of debt
by Cook, Douglas O. & Luo, Shikong (Scott)
- S0378426622002837 Political connections and short sellers
by Jia, Yuecheng & Simkins, Betty & Feng, Hongrui
- S0378426622002850 Does asset encumbrance affect bank risk? Evidence from covered bonds
by Garcia-Appendini, Emilia & Gatti, Stefano & Nocera, Giacomo
- S0378426622002862 A large creditor in contagious liquidity crises
by Oh, Frederick Dongchuhl & Park, Junghum
- S0378426622002874 Shareholder litigation and bank risk
by Degl'Innocenti, Marta & Fiordelisi, Franco & Song, Wei & Zhou, Si
- S0378426622002886 Two faces of the size effect
by Guo, Laite
- S0378426622002898 Optimal financing and investment strategies under asymmetric information on liquidation value
by Shibata, Takashi & Nishihara, Michi
- S0378426622002904 Corporate culture and firm value: Evidence from crisis
by Fang, Yiwei & Fiordelisi, Franco & Hasan, Iftekhar & Leung, Woon Sau & Wong, Gabriel
- S0378426622002953 Foreign exchange exposure and analysts’ earnings forecasts
by Yusoff, Iliyas & Chen, Chen & Lai, Karen & Naiker, Vic & Wang, Jun
- S0378426622002965 The impact of macroprudential policy on inequality and implications for inclusive financial stability
by Park, Sungmin & Kim, Young-Han
- S0378426622002977 Strategic repurchases and equity sales: Evidence from equity vesting schedules
by Moore, David
- S0378426622002989 GARCH option pricing with volatility derivatives
by Oh, Dong Hwan & Park, Yang-Ho
2022, Volume 145, Issue C
- S0378426622002060 Testing Factor Models in the Cross-Section
by Hollstein, Fabian & Prokopczuk, Marcel
- S0378426622002175 Social capital, finance, and consumption: Evidence from a representative sample of Chinese households
by Cull, Robert & Gan, Li & Gao, Nan & Xu, Lixin Colin
- S0378426622002199 Does the deposit channel of monetary policy work in a high-interest rate environment?
by Caetité, Alex Nery & Sousa, Almir Ferreira de & Savoia, José Roberto Ferreira & Bucchi, Wadico Waldir & Garcia, Fabio Gallo
- S0378426622002205 A theory of firm opacity and corporate social responsibility
by You, Linqing & Chen, Zhuoqiong
- S0378426622002217 CEO inside debt and mutual fund investment decisions
by Dayani, Arash
- S0378426622002229 Capital account liberalization, financial dependence and technological innovation: Cross-country evidence
by Wang, Xun
- S0378426622002291 Uncertainty, investment spikes, and corporate leverage adjustments
by Im, Hyun Joong & Faff, Robert & Ha, Chang Yong
- S0378426622002345 Impact of sovereign credit ratings on systemic risk and the moderating role of regulatory reforms: An international investigation
by Sahibzada, Irfan Ullah & Rizwan, Muhammad Suhail & Qureshi, Anum
- S0378426622002357 Financial liberalization and house prices: Evidence from China
by Shi, Yining
- S0378426622002369 Market discipline and regulatory arbitrage: Evidence from ABCP liquidity guarantors
by Chen, Jiakai
- S0378426622002382 Measuring commodity market quality
by Lauter, Tobias & Prokopczuk, Marcel
- S0378426622002473 Does media coverage affect credit rating change decisions?
by Baker, H. Kent & Dutta, Shantanu & Saadi, Samir & Zhong, Ligang
- S0378426622002485 FinTech adoption and financial inclusion: Evidence from household consumption in China
by Yang, Tong & Zhang, Xun
- S0378426622002497 Expected and Unexpected Jumps in the Overnight Rate: Consistent Management of the Libor Transition
by Backwell, Alex & Hayes, Joshua
- S0378426622002503 Option-based intermediary leverage
by Gruenthaler, Thomas & Lorenz, Friedrich & Meyerhof, Paul
- S037842662200231X Bond liquidity and investment
by Field, Laura Casares & Mkrtchyan, Anahit & Wang, Yuan
2022, Volume 144, Issue C
- S0378426622001571 Product market competition, venture capital, and the success of entrepreneurial firms
by Cumming, Douglas J. & Nguyen, Giang & Nguyen, My
- S0378426622001820 Firm-level investor sentiment and corporate announcement returns
by Mahmoudi, Nader & Docherty, Paul & Melia, Adrian
- S0378426622001959 Changes in the global investor base and the stability of portfolio flows to emerging markets
by Brandao-Marques, Luis & Gelos, Gaston & Ichiue, Hibiki & Oura, Hiroko
- S0378426622002023 Loaded for bear: Bitcoin private wallets, exchange reserves and prices
by Hoang, Lai T. & Baur, Dirk G.
- S0378426622002035 Mutual fund flows and seasonalities in stock returns
by Wagner, Moritz & Lee, John Byong-Tek & Margaritis, Dimitris
- S0378426622002059 How do stronger creditor rights impact corporate acquisition activity and quality?
by Rainville, Megan & Unlu, Emre & Wu, Juan Julie
- S0378426622002072 Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic
by Baig, Ahmed S. & Blau, Benjamin M. & Butt, Hassan A. & Yasin, Awaid
- S0378426622002084 Outside ownership in the hedge fund industry
by Mullally, Kevin A.
- S0378426622002151 What are reference rates for?
by Kirti, Divya
- S0378426622002163 Why do firms issue callable convertible bonds? A critique of the “backdoor equity financing” theory
by Burlacu, Radu & Jimenez-Garcès, Sonia
2022, Volume 143, Issue C
- S0378426622001388 The gradient allocation principle based on the higher moment risk measure
by Gómez, Fabio & Tang, Qihe & Tong, Zhiwei
- S0378426622001510 Analysts’ reliance on industry-level versus firm-specific information: Implications for information production
by Choi, Hae Mi & Gupta-Mukherjee, Swasti
- S0378426622001546 Global weather-based trading strategies
by Dong, Ming & Tremblay, Andréanne
- S0378426622001674 Fair advice
by Eriksen, Kristoffer W. & Fest, Sebastian & Kvaløy, Ola & Dijk, Oege
- S0378426622001686 What you don’t know won’t hurt you: Market monitoring and bank supervisors’ preference for private information
by Elfers, Ferdinand & Koenraadt, Jeroen
- S0378426622001698 Do internal capital markets in business groups mitigate firms' financial constraints?
by Kabbach-de-Castro, Luiz Ricardo & Kirch, Guilherme & Matta, Rafael
- S0378426622001704 The evolution of bidder gains and acquisition discounts in M&A
by Meng, Yun & Sutton, Ninon
- S0378426622001716 Do investors value shareholder perks? Evidence from Japan
by Huang, Wei & Rhee, S. Ghon & Suzuki, Katsushi & Yasutake, Taeko
- S0378426622001819 Optimal information production of mutual funds: Evidence from China
by Chi, Yeguang & He, Jingbin & Wu, Fei & Yin, Bijiao
- S0378426622001832 Trust and monitoring
by Lesmeister, Simon & Limbach, Peter & Goergen, Marc
- S0378426622001844 Housing property rights, collateral, and entrepreneurship: Evidence from China
by Fan, Gang-Zhi & Li, Han & Li, Jiangyi & Zhang, Jian
- S0378426622001856 Countercyclical credit policies and banking concentration: Evidence from Brazil
by Capeleti, Paulo & Garcia, Marcio & Miessi Sanches, Fabio
- S0378426622001868 COVID-19, lockdowns, and the municipal bond market
by Tran, Nhu & Uzmanoglu, Cihan
- S0378426622001881 Return decomposition over the business cycle
by Cenesizoglu, Tolga
- S0378426622001893 Pandemic payment patterns
by Jonker, Nicole & van der Cruijsen, Carin & Bijlsma, Michiel & Bolt, Wilko
- S0378426622001911 The Shift from Active to Passive and its Effect on Intraday Stock Dynamics
by De Rossi, Giuliano & Steliaros, Michael
- S0378426622001923 Capital requirements, mortgage rates and house prices
by Damen, Sven & Schildermans, Stef
- S0378426622001935 Profitability, asset investment, and aggregate stock returns
by Chue, Timothy K. & Xu, Jin Karen
- S0378426622001947 Fund performance and social responsibility: New evidence using social active share and social tracking error
by Ghoul, Sadok El & Karoui, Aymen
- S0378426622001960 Impact of Price Path on Disposition Bias
by Bansal, Avijit & Jacob, Joshy
- S0378426622001972 Protection of trade secrets and value of cash holdings: Evidence from a natural experiment
by Chowdhury, Rajib & Doukas, John A.
- S0378426622001996 Operational Risk is More Systemic than You Think: Evidence from U.S. Bank Holding Companies
by Berger, Allen N. & Curti, Filippo & Mihov, Atanas & Sedunov, John
- S037842662200139X Signal strength adjustment behavior: Evidence from share repurchases
by Ota, Koji & Lau, David & Kawase, Hironori
- S037842662200156X Contagion and tail risk in complex financial networks
by Abduraimova, Kumushoy
- S037842662200187X Firm life cycle, expectation errors and future stock returns
by Konstantinidi, Theodosia
- S037842662200190X Benefits of local banking in local economic development: Disparities between micro firms and other SMEs
by Meslier, Céline & Rehault, Pierre-Nicolas & Sauviat, Alain & Yuan, Dian
- S037842662200200X When It Rains It Drains: Psychological Distress and Household Net Worth
by Balloch, Adnan & Engels, Christian & Philip, Dennis
2022, Volume 142, Issue C
- S0378426622001303 Monetary policy reaction function and the financial cycle
by Filardo, Andrew & Hubert, Paul & Rungcharoenkitkul, Phurichai
- S0378426622001406 Blockholder board representation and debt contracting
by Marquardt, Blair B. & Sanchez, Juan Manuel
- S0378426622001418 Trading volume and liquidity provision in cryptocurrency markets
by Bianchi, Daniele & Babiak, Mykola & Dickerson, Alexander
- S0378426622001431 Reducing credit card delinquency using repayment reminders
by Campbell, Daniel & Grant, Andrew & Thorp, Susan
- S0378426622001480 Disclosures, rollover risk, and debt runs
by Carré, Sylvain
- S0378426622001492 How do corporate bond investors measure performance? Evidence from mutual fund flows
by Dang, Thuy Duong & Hollstein, Fabian & Prokopczuk, Marcel
- S0378426622001509 Industrial policy and asset prices: Evidence from the Made in China 2025 policy
by Liu, Xia (Summer) & Megginson, William L. & Xia, Junjie
- S0378426622001522 When does the fed care about stock prices?
by Kurov, Alexander & Olson, Eric & Zaynutdinova, Gulnara R.
- S0378426622001534 Trusting the stock market: Further evidence from IPOs around the world
by Kanagaretnam, Kiridaran & Lee, Jimmy & Lim, Chee Yeow & Lobo, Gerald J.
- S0378426622001558 Ambiguity aversion and amplification of financial crisis
by Wang, Bo
- S037842662200142X A bank's optimal capital ratio: A time-varying parameter model to the partial adjustment framework
by Baik, Hyeoncheol & Han, Sumin & Joo, Sunghoon & Lee, Kangbok
2022, Volume 141, Issue C
- S0378426622000942 Productivity, managers’ social connections and the financial crisis
by Hasan, Iftekhar & Manfredonia, Stefano
- S0378426622001261 Do institutional investors monitor their large-scale vs. small-scale investments differently? Evidence from the say-on-pay vote
by Schwartz-Ziv, Miriam & Wermers, Russ
- S0378426622001273 Herding and China's market-wide circuit breaker
by Wang, Xinru & Kim, Maria H. & Suardi, Sandy
- S0378426622001285 Off-balance sheet activities and scope economies in U.S. banking
by Zhang, Jingfang & Malikov, Emir
- S0378426622001297 Social capital and the cost of bank equity: Cross-country evidence
by Pasiouras, Fotios & Samet, Anis
- S0378426622001479 Investment, payout, and cash management under risk and ambiguity
by Luo, Pengfei & Tian, Yuan
- S037842662200125X Aggregate 52-week high, limited attention, and time-varying momentum profits
by Hung, Weifeng & Lin, Ching-Ting & Yang, J. Jimmy
2022, Volume 140, Issue C
- S0378426621000170 Target 2 determinants: The role of Balance of Payments imbalances in the long run
by Minenna, Marcello
- S0378426621000248 No-fault default, chapter 11 bankruptcy, and financial institutions
by Merton, Robert C. & Thakor, Richard T.
- S0378426621000315 Systemic risk and the COVID challenge in the european banking sector
by Borri, Nicola & Giorgio, Giorgio di
- S0378426621000558 A new approach to credit ratings
by Pertaia, Giorgi & Prokhorov, Artem & Uryasev, Stan
- S0378426621000960 Higher purpose, banking and stability
by Bunderson, Stuart & Thakor, Anjan V.
- S0378426621001515 Dynamic optimization for multi-goals wealth management
by Das, Sanjiv R. & Ostrov, Daniel & Radhakrishnan, Anand & Srivastav, Deep
- S0378426621001813 Supervisory enforcement actions against banks and systemic risk
by Berger, Allen N. & Cai, Jin & Roman, Raluca A. & Sedunov, John
- S0378426621002466 Artificial intelligence and systemic risk
by Daníelsson, Jón & Macrae, Robert & Uthemann, Andreas
- S0378426621002673 Coherent risk measures alone are ineffective in constraining portfolio losses
by Armstrong, John & Brigo, Damiano
- S0378426622000061 Reprint of: Delegated asset management and performance when some investors are unsophisticated
by Malliaris, Steven & Malliaris, A.G.
- S0378426622000450 A stochastic programming model for dynamic portfolio management with financial derivatives
by Barro, Diana & Consigli, Giorgio & Varun, Vivek
- S0378426622000875 Information in financial markets: Who gets it first?
by Swem, Nathan
- S0378426622000905 Who withdraws first? Line formation during bank runs
by Kiss, Hubert János & Rodriguez-Lara, Ismael & Rosa-Garcia, Alfonso
- S0378426622000930 Winning connections? Special interests and the sale of failed banks
by Igan, Deniz & Lambert, Thomas & Wagner, Wolf & Zhang, Eden Quxian
- S0378426622001042 Individual investment bankers’ reputation concerns and bond yield spreads: Evidence from China
by Lyu, Huaili & Wang, Wenming & Xu, Si & Zhou, Jingting
- S0378426622001054 Ambiguity, ambiguity aversion and foreign bias: New evidence from international panel data
by Dlugosch, Dennis & Wang, Mei
- S0378426622001066 Geographic proximity and corporate investment efficiency: Evidence from high-speed rail construction in China
by Wu, Yizhong & Lee, Chien-Chiang & Lee, Chi-Chuan & Peng, Diyun
- S0378426622001078 Discretionary earnings smoothing, credit quality, and firm value
by Allayannis, George & Simko, Paul J.
- S0378426622001121 Intra-industry information transfer in emerging markets: Evidence from China
by Liu, Beibei & Tan, Keqi & Wong, Sonia M.L. & Yip, Rita W.Y.
- S0378426622001133 Forecasting Value at Risk and expected shortfall using a model with a dynamic omega ratio
by Taylor, James W.
- S0378426622001212 Index fund trading costs are inversely related to fund and family size
by Adams, John & Hayunga, Darren & Mansi, Sattar
- S0378426622001224 Tax-loss harvesting under uncertainty
by McKeever, Daniel & Rydqvist, Kristian
- S0378426622001248 Compositional effects of bank capital buffers and interactions with monetary policy
by Cappelletti, Giuseppe & Reghezza, Alessio & Rodríguez d'Acri, Costanza & Spaggiari, Martina
- S037842662200084X Sovereign issuers, incentives and liquidity: The case of the Danish sovereign bond market
by Eisl, Alexander & Ochs, Christian & Staghøj, Jonas & Subrahmanyam, Marti G.
- S037842662200108X Structural estimation of counterparty credit risk under recovery risk
by Castellano, Rosella & Corallo, Vincenzo & Morelli, Giacomo
- S037842662200111X The cash conversion cycle spread: International evidence
by Chen, Catherine Huirong & Choy, Siu Kai & Tan, Yongxian
2022, Volume 139, Issue C
- S0378426622000668 The salience of children to household financial decisions
by Fang, Jiali & Liu, Na & de Bruin, Anne & Wongchoti, Udomsak
- S0378426622000760 Experts or charlatans? ICO analysts and white paper informativeness
by Florysiak, David & Schandlbauer, Alexander
- S0378426622000838 When could Macroprudential and Monetary Policies be in Conflict?
by Garcia Revelo, Jose D. & Levieuge, Grégory
- S0378426622000851 Trading relationships in secured markets: Evidence from triparty repos
by Han, Song & Nikolaou, Kleopatra & Tase, Manjola
- S0378426622000917 Investor sentiment and asset prices: Evidence from the ex-day
by Paudel, Shishir & Silveri, Sabatino (Dino) & Wu, Mark
- S0378426622000929 Chasing the ESG factor
by Lioui, Abraham & Tarelli, Andrea
2022, Volume 138, Issue C
- S0378426618301778 Did QE lead banks to relax their lending standards? Evidence from the Federal Reserve’s LSAPs
by Kurtzman, Robert & Luck, Stephan & Zimmermann, Tom
- S0378426618302760 Relationship lending and SMEs’ funding costs over the cycle: Why diversification of borrowing matters
by Beatriz, Mikael & Coffinet, Jérôme & Nicolas, Théo
- S0378426619300354 Risk taking and low longer-term interest rates: Evidence from the U.S. syndicated term loan market
by Aramonte, Sirio & Lee, Seung Jung & Stebunovs, Viktors
- S0378426619301037 Risk-taking spillovers of U.S. monetary policy in the global market for U.S. dollar corporate loans
by Lee, Seung Jung & Liu, Lucy Qian & Stebunovs, Viktors
- S0378426619301438 Purchases of sovereign debt securities by banks during the crisis: The role of balance sheet conditions
by Affinito, Massimiliano & Albareto, Giorgio & Santioni, Raffaele
- S0378426619301621 The risk-shifting value of payout: Evidence from bank enforcement actions
by Pugachev, Leonid
- S0378426619302523 How do macroprudential loan-to-value restrictions impact first time home buyers? A quasi-experimental approach
by Kinghan, Christina & McCarthy, Yvonne & O’Toole, Conor
- S0378426620301606 Dynamic comovement among banks, systemic risk, and the macroeconomy
by Kapinos, Pavel & Kishor, N. Kundan & Ma, Jun
- S0378426621001485 Bank-specific capital requirements and capital management from 1989-2013: Further evidence from the UK
by de-Ramon, Sebastian J.A. & Francis, William B. & Harris, Qun
- S0378426621001552 Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress
by Duprey, Thibaut & Klaus, Benjamin
- S0378426621003423 IFABS 2017: Towards an Integrated View of Financial Regulation: Key Lessons from the Crisis and Future Challenges
by Berrospide, Jose M.
- S0378426621003514 OTC Microstructure in a period of stress: A Multi-layered network approach
by Joseph, Andreas & Vasios, Michalis
- S0378426622000012 Return on investment on artificial intelligence: The case of bank capital requirement
by Fraisse, Henri & Laporte, Matthias
- S0378426622000024 Information precision and return co-movements in private commercial real estate markets
by Füss, Roland & Ruf, Daniel
- S0378426622000036 Legislative gridlock and stock return dispersion around roll-call votes
by Cheng, Mengyao
- S0378426622000048 Modeling and forecasting realized portfolio weights
by Golosnoy, Vasyl & Gribisch, Bastian
- S0378426622000073 Penalty interest rates, LTV constraints, and screening laxity in mortgage markets
by Hong, Jengei & Ahn, Seryoong
- S0378426622000085 Informational switching costs, bank competition, and the cost of finance
by Ornelas, José Renato Haas & da Silva, Marcos Soares & Van Doornik, Bernardus Ferdinandus Nazar
- S0378426622000097 What can we learn from firm-level jump-induced tail risk around earnings announcements?
by Liu, Mengxi (Maggie) & Chan, Kam Fong & Faff, Robert
- S0378426622000103 Longs, shorts, and the cross-section of stock returns
by Nezafat, Mahdi & Shen, Tao & Wang, Qinghai & Wu, Julie
- S0378426622000115 The effect of shareholder-debtholder conflicts on corporate tax aggressiveness: Evidence from dual holders
by Francis, Bill & Teng, Haimeng & Wang, Ying & Wu, Qiang
- S0378426622000127 He who lends knows
by Jiang, Shuyi & Li, Jay Y.
- S0378426622000188 Credit derivatives and corporate default prediction
by Ye, Xiaoxia & Yu, Fan & Zhao, Ran
- S0378426622000231 The capital gain lock-in effect and seasoned equity offerings
by Hasan, M. Emrul & Klein, Peter
- S0378426622000243 Buy low, sell high? Do private equity fund managers have market timing abilities?
by Jenkinson, Tim & Morkoetter, Stefan & Schori, Tobias & Wetzer, Thomas
- S0378426622000255 Directors’ and officers’ liability insurance: Evidence from independent directors’ voting
by Li, Tianshi & Yang, Tina & Zhu, Jigao
- S0378426622000267 Large dynamic covariance matrices: Enhancements based on intraday data
by De Nard, Gianluca & Engle, Robert F. & Ledoit, Olivier & Wolf, Michael
- S0378426622000279 An analysis of finance journal accessibility: Author inclusivity and journal quality
by Grossmann, Axel & Lee, Allissa
- S0378426622000280 Bequest motives in consumption-portfolio decisions with recursive utility
by Kraft, Holger & Munk, Claus & Weiss, Farina
- S0378426622000309 Short-term reversals, returns to liquidity provision and the costs of immediacy
by Ignashkina, Anna & Rinne, Kalle & Suominen, Matti
- S0378426622000310 The CDS market reaction to loan renegotiation announcements
by Silaghi, Florina & Martín-Oliver, Alfredo & Sewaid, Ahmed
- S0378426622000413 Board conduct in banks
by Agarwal, Samanvaya & Kamath, Saipriya & Subramanian, Krishnamurthy & Tantri, Prasanna
- S0378426622000425 Political corruption, trust, and household stock market participation
by Bu, Di & Hanspal, Tobin & Liao, Yin
- S0378426622000462 Bank levy and household risk-aversion
by Papageorgiou, Stylianos
- S0378426622000498 Banking relationship, information reusability, and acquisition loans
by Chu, Yongqiang & Li, Zeguang
- S0378426622000516 Market power and bank systemic risk: Role of securitization and bank capital
by Altunbas, Yener & Marques-Ibanez, David & van Leuvensteijn, Michiel & Zhao, Tianshu
- S0378426622000589 The conditional impact of investor sentiment in global stock markets: A two-channel examination
by Wang, Wenzhao & Su, Chen & Duxbury, Darren
Printed from https://ideas.repec.org/s/eee/jbfina3.html
