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Content
2021, Volume 127, Issue C
- S0378426621000698 Housing bust, bank lending & employment: Evidence from multimarket banks
by Glancy, David
- S0378426621000728 Insider trading and the legal expertise of corporate executives
by Jiang, Chao & Wintoki, M. Babajide & Xi, Yaoyi
- S0378426621000777 Momentum life cycle, revisited
by Chen, Tsung-Yu & Chou, Pin-Huang & Hsieh, Chia-Hsun & Ghon Rhee, S.
- S0378426621000807 The nexus between loan portfolio size and volatility: Does bank capital regulation matter?
by Bremus, Franziska & Ludolph, Melina
- S0378426621000819 Liquidity and the cross-section of international stock returns
by Cakici, Nusret & Zaremba, Adam
- S0378426621000820 The impact of RMB’s SDR inclusion on price discovery in onshore-offshore markets
by Chen, Yu-Lun & Xu, Ke
- S0378426621000844 Is idiosyncratic volatility related to returns? Evidence from a subset of firms with quality idiosyncratic volatility estimates
by Bergbrant, Mikael & Kassa, Haimanot
- S0378426621000856 Investable commodity premia in China
by Bianchi, Robert J. & Fan, John Hua & Zhang, Tingxi
- S037842662100087X Interest arbitrage under capital controls: Evidence from reported entrepôt trades
by Hu, Jiafei & Yuan, Haishan
2021, Volume 126, Issue C
- S0378426621000200 Regulator supervisory power and bank loan contracting
by He, Zhongda & Qiao, Guannan & Zhang, Le & Zhang, Wenrui
- S0378426621000339 No-Arbitrage pricing of GDP-Linked bonds
by Eguren Martin, Fernando & Meldrum, Andrew & Yan, Wen
- S0378426621000352 It’s a wonderful loan: local financial composition, community banks, and economic resilience
by Petach, Luke & Weiler, Stephan & Conroy, Tessa
- S0378426621000510 Local logit regression for loan recovery rate
by Sopitpongstorn, Nithi & Silvapulle, Param & Gao, Jiti & Fenech, Jean-Pierre
- S0378426621000534 Timing CEO turnovers: Evidence from delegation in mergers and acquisitions
by Greene, Daniel & Smith, Jared
- S0378426621000571 Systemic risk allocation using the asymptotic marginal expected shortfall
by Qin, Xiao & Zhou, Chen
- S0378426621000583 Wealth heterogeneity, information acquisition and equity home bias: Evidence from U.S. household surveys of consumer finance
by Carpio, Ronaldo & Guo, Meixin & Liu, Yuan & Pyun, Ju Hyun
- S0378426621000595 Risk-sensitive Basel regulations and firms’ access to credit: Direct and indirect effects
by Gopalakrishnan, Balagopal & Jacob, Joshy & Mohapatra, Sanket
- S0378426621000601 Demand shock, speculative beta, and asset prices: Evidence from the Shanghai-Hong Kong Stock Connect program
by Liu, Clark & Wang, Shujing & Wei, K.C. John
- S0378426621000613 How stable are corporate capital structures? International evidence
by He, Wen & Hu, Maggie Rong & Mi, Lin & Yu, Jin
- S0378426621000716 Data Snooping Bias in Tests of the Relative Performance of Multiple Forecasting Models
by Anghel, Dan Gabriel
- S037842662100056X Who goes green: Reducing mutual fund emissions and its consequences
by Humphrey, Jacquelyn E. & Li, Yong
- S037842662100073X Portfolio selection with parsimonious higher comoments estimation
by Lassance, Nathan & Vrins, Frédéric
2021, Volume 125, Issue C
- S0378426621000030 Estimating the probability of informed trading: A Bayesian approach
by Griffin, Jim & Oberoi, Jaideep & Oduro, Samuel D.
- S0378426621000042 A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
by Paolella, Marc S. & Polak, Paweł & Walker, Patrick S.
- S0378426621000194 Labor unions and corporate social responsibility
by Ertugrul, Mine & Marciukaityte, Dalia
- S0378426621000224 The ordering of historical returns and the cross-section of subsequent returns
by Mohrschladt, Hannes
- S0378426621000236 Preventing runs with fees and gates
by Voellmy, Lukas
- S0378426621000261 Short-term reversals, short-term momentum, and news-driven trading activity
by Chiang, I-Hsuan Ethan & Kirby, Chris & Nie, Ziye Zoe
- S0378426621000273 Local banks and the effects of oil price shocks
by Wang, Teng
- S0378426621000285 Top executive gender, board gender diversity, and financing decisions: Evidence from debt structure choice
by Datta, Sudip & Doan, Trang & Toscano, Francesca
- S0378426621000297 Economic capital and RAROC in a dynamic model
by Bauer, Daniel & Zanjani, George
- S0378426621000303 A Density-Based estimator of core/periphery network structures
by Brassil, Anthony & Nodari, Gabriela
- S0378426621000327 Order based versus level book trade reporting: An empirical analysis
by Upson, James & McInish, Thomas & IV, B. Hardy Johnson
- S0378426621000364 Norwegian interbank market's response to changes in liquidity policy
by Akram, Q. Farooq & Findreng, Jon H.
- S0378426621000388 Interest rate risk in the banking book: A closed-form solution for non-maturity deposits
by Blöchlinger, Andreas
- S0378426621000479 Stock-selection timing
by Jiang, George J. & Zaynutdinova, Gulnara R. & Zhang, Huacheng
- S0378426621000480 Algorithmic trading and firm value
by Hatch, Brian C. & Johnson, Shane A. & Wang, Qin Emma & Zhang, Jun
- S0378426621000492 The effect of credit shocks in the context of labor market frictions
by Liao, Shushu
- S0378426621000509 Politicians’ hometown favoritism and corporate investments: The role of social identity
by Guo, Ping & Shi, Guifeng & Tian, Gary Gang & Duan, Siqi
- S0378426621000522 Hazard stocks and expected returns
by DeLisle, R. Jared & Ferguson, Michael F. & Kassa, Haimanot & Zaynutdinova, Gulnara R.
- S037842662100025X To change or not to change? The CDS market response of firms on credit watch
by Kiesel, Florian & Kolaric, Sascha & Norden, Lars & Schiereck, Dirk
- S037842662100039X Tax policy and innovation performance: Evidence from enactment of the alternative simplified credit
by Chen, Sheng-Syan & Kao, Wei-Chuan & Wang, Yanzhi
2021, Volume 124, Issue C
- S0378426620302879 The memory of beta
by Becker, Janis & Hollstein, Fabian & Prokopczuk, Marcel & Sibbertsen, Philipp
- S0378426620302892 Savings goals and wealth allocation in household financial portfolios
by Changwony, Frederick Kibon & Campbell, Kevin & Tabner, Isaac T.
- S0378426620302934 Determinants of banks’ liquidity: A French perspective on interactions between market and regulatory requirements
by de Bandt, Olivier & Lecarpentier, Sandrine & Pouvelle, Cyril
- S0378426620302971 The effects of asset price volatility on market participation: Evidence from the Thai foreign exchange market
by Koosakul, Jakree & Shim, Ilhyock
- S0378426620303022 How to measure the liquidity of cryptocurrency markets?
by Brauneis, Alexander & Mestel, Roland & Riordan, Ryan & Theissen, Erik
- S0378426620303034 Management connectedness and corporate investment
by Agha, Mahmoud & Pham, Man Duy (Marty) & Yu, Jing
- S0378426621000017 Suppliers as financial intermediaries: Trade credit for undervalued firms
by Fontaine, Patrice & Zhao, Sujiao
- S0378426621000029 Central bank communication through interest rate projections
by Brubakk, Leif & ter Ellen, Saskia & Xu, Hong
- S0378426621000121 Heterogeneous turnover-performance relations
by Shen, Ke & Tong, Lin & Yao, Tong
- S0378426621000133 Inclusive banking, financial regulation and bank performance: Cross-country evidence
by Ahamed, M. Mostak & Ho, Shirley J. & Mallick, Sushanta K. & Matousek, Roman
- S0378426621000145 Financial structures, banking regulations, and export dynamics
by Minetti, Raoul & Mulabdic, Alen & Ruta, Michele & Zhu, Susan Chun
- S0378426621000157 Till death (or divorce) do us part: Early-life family disruption and investment behavior
by Betzer, André & Limbach, Peter & Rau, P. Raghavendra & Schürmann, Henrik
- S0378426621000169 Statutory right of redemption and its influence on defaulted mortgage outcomes
by Zhu, Shuang & Kelley Pace, R.
- S0378426621000182 Breaking VIX at open: Evidence of uncertainty creation and resolution
by Chen, Jingjing & Jiang, George J. & Yuan, Chaowen & Zhu, Dongming
- S0378426621000212 Return signal momentum
by Papailias, Fotis & Liu, Jiadong & Thomakos, Dimitrios D.
2021, Volume 123, Issue C
- S0378426620302685 Do firms obtain multiple ratings to hedge against downgrade risk?
by Chen, Zhihua & Wang, Zhen
- S0378426620302703 How financial shocks transmit to the real economy? Banking business models and firm size
by Vinas, Frédéric
- S0378426620302727 Listing of classical options and the pricing of discount certificates
by Schertler, Andrea
- S0378426620302739 Optimal collective investment: The impact of sharing rules, management fees and guarantees
by Chen, An & Nguyen, Thai & Rach, Manuel
- S0378426620302776 Political corruption and corporate payouts
by Hossain, Ashrafee Tanvir & Hossain, Takdir & Kryzanowski, Lawrence
- S0378426620302788 Organization capital and executive performance incentives
by Gao, Mingze & Leung, Henry & Qiu, Buhui
- S0378426620302880 The FOMC announcement returns on long-term US and German bond futures
by Indriawan, Ivan & Jiao, Feng & Tse, Yiuman
- S0378426620302909 Local banks as difficult-to-replace SME lenders: Evidence from bank corrective programs
by Hasan, Iftekhar & Jackowicz, Krzysztof & Jagiełło, Robert & Kowalewski, Oskar & Kozłowski, Łukasz
- S0378426620302910 Optimal portfolio strategies in the presence of regimes in asset returns
by Campani, Carlos Heitor & Garcia, René & Lewin, Marcelo
- S0378426620302922 Bank liquidity creation and systemic risk
by Davydov, Denis & Vähämaa, Sami & Yasar, Sara
- S0378426620302946 Does portfolio concentration affect performance? Evidence from corporate bond mutual funds
by Qin, Nan & Wang, Ying
- S0378426620302983 Pricing kernel monotonicity and term structure: Evidence from China
by Jiao, Yuhan & Liu, Qiang & Guo, Shuxin
- S037842662030279X International stochastic discount factors and covariance risk
by Branger, Nicole & Herold, Michael & Muck, Matthias
- S037842662030296X Economic condition and financial cognition
by Delis, Manthos & Galariotis, Emilios & Monne, Jerome
2021, Volume 122, Issue C
- S0378426620300339 Does espoused risk culture pay? Evidence from European banks
by Bianchi, Nicola & Carretta, Alessandro & Farina, Vincenzo & Fiordelisi, Franco
- S0378426620302466 Modelin-g credit risk with a Tobit model of days past due
by Brezigar-Masten, Arjana & Masten, Igor & Volk, Matjaž
- S0378426620302478 Measuring financial interdependence in asset markets with an application to eurozone equities
by Fry-McKibbin, Renée & Hsiao, Cody Yu-Ling & Martin, Vance L.
- S0378426620302491 The rise of domestic capital markets for corporate financing: Lessons from East Asia
by Abraham, Facundo & Cortina, Juan J. & Schmukler, Sergio L.
- S0378426620302508 Do loan subsidies boost the real activity of small firms?
by Horvath, Akos & Lang, Peter
- S0378426620302521 Regulators vs. markets: Are lending terms influenced by different perceptions of bank risk?
by Delis, Manthos D. & Kim, Suk-Joong & Politsidis, Panagiotis N. & Wu, Eliza
- S0378426620302533 What's in a name? The valuation effect of directors’ sharing of surnames
by Tan, Youchao & Xiao, Jason & (Colin) Zeng, Cheng & Zou, Hong
- S0378426620302545 The impact of the ECB's targeted long-term refinancing operations on banks’ lending policies: The role of competition
by Andreeva, Desislava C. & García-Posada, Miguel
- S0378426620302557 Unspanned stochastic volatility from an empirical and practical perspective
by Backwell, Alex
- S0378426620302569 The impact of labor mobility restrictions on managerial actions: Evidence from the mutual fund industry
by Cici, Gjergji & Hendriock, Mario & Kempf, Alexander
- S0378426620302570 The cost of diversification over time, and a simple way to improve target-date funds
by Levy, Haim & Levy, Moshe
- S0378426620302582 Systematic credit risk in securitised mortgage portfolios
by Lee, Yongwoong & Rösch, Daniel & Scheule, Harald
- S0378426620302594 Identifying ever-greening: Evidence using loan-level data
by Tantri, Prasanna
- S0378426620302600 The impact of quantitative easing on liquidity creation
by Kapoor, Supriya & Peia, Oana
- S0378426620302612 Bond market intermediation and the Role of Repo
by Huh, Yesol & Infante, Sebastian
- S037842662030248X Country governance and international equity returns
by Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat
- S037842662030251X Mean-variance portfolio optimization based on ordinal information
by Çela, Eranda & Hafner, Stephan & Mestel, Roland & Pferschy, Ulrich
2020, Volume 121, Issue C
- S0378426620302168 Regulatory competition in banking: Curse or blessing?
by Gersbach, Hans & Haller, Hans & Papageorgiou, Stylianos
- S0378426620302223 In the mood to consume: Effect of sunshine on credit card spending
by Agarwal, Sumit & Chomsisengphet, Souphala & Meier, Stephan & Zou, Xin
- S0378426620302235 Bank credit supply and firm innovation behavior in the financial crisis
by Giebel, Marek & Kraft, Kornelius
- S0378426620302247 Don't talk too bad! stock market reactions to bank corporate governance news
by Carlini, Federico & Cucinelli, Doriana & Previtali, Daniele & Soana, Maria Gaia
- S0378426620302272 The European Central Bank’s monetary pillar after the financial crisis
by Dybowski, T. Philipp & Kempa, Bernd
- S0378426620302284 Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns
by Zaremba, Adam & Umutlu, Mehmet & Maydybura, Alina
- S0378426620302296 Investment and financing decisions with learning-curve technology
by Sarkar, Sudipto & Zhang, Chuanqian
- S0378426620302302 Estimating beta: The international evidence
by Hollstein, Fabian
- S0378426620302314 Informational role of social media: Evidence from Twitter sentiment
by Gu, Chen & Kurov, Alexander
- S0378426620302326 Stakeholder orientation and corporate payout policy: Insights from state legal shocks
by Ni, Xiaoran & Song, Wei & Yao, Jiaquan
- S0378426620302405 Disclosure of corporate tax reports, tax enforcement, and price information
by Caballé, Jordi & Dumitrescu, Ariadna
- S0378426620302417 The regulation of prosocial lending: Are loan ceilings effective?
by Cozarenco, Anastasia & Szafarz, Ariane
- S0378426620302442 Predicting catastrophe risk: Evidence from catastrophe bond markets
by Zhao, Yang & Yu, Min-Teh
- S0378426620302454 Economic policy uncertainty and the supply of business loans
by Barraza, Santiago & Civelli, Andrea
- S037842662030217X Flicking the switch: Simplifying disclosure to improve retirement plan choices
by Thorp, S. & Bateman, H. & Dobrescu, L.I. & Newell, B.R. & Ortmann, A.
2020, Volume 120, Issue C
- S0378426620301977 Optimal life-cycle labour supply, consumption, and investment: The role of longevity-linked assets
by Menoncin, Francesco & Regis, Luca
- S0378426620302041 Are syndicated loans truly less expensive?
by Cortés, Janko Hernández & Tribó, Josep A & Adamuz, María de las Mercedes
- S0378426620302119 Breaking the Bank? A Probabilistic Assessment of Euro Area Bank Profitability
by Elekdag, Selim & Malik, Sheheryar & Mitra, Srobona
- S0378426620302120 Debt overhang, global growth opportunities, and investment
by Barbiero, Francesca & Popov, Alexander & Wolski, Marcin
- S0378426620302144 Delegated investment decisions and rankings
by Kirchler, Michael & Lindner, Florian & Weitzel, Utz
- S0378426620302156 A nonparametric approach to portfolio shrinkage
by Han, Chulwoo
- S0378426620302181 Asset pricing implications of money: New evidence
by Maio, Paulo & Silva, André C.
- S0378426620302193 Market manipulation and innovation
by Cumming, Douglas & Ji, Shan & Peter, Rejo & Tarsalewska, Monika
- S0378426620302211 Performance of default-risk measures: the sample matters
by Abinzano, Isabel & Gonzalez-Urteaga, Ana & Muga, Luis & Sanchez, Santiago
- S0378426620302259 Striking up with the in crowd: When option markets and insiders agree
by Gilstrap, Collin & Petkevich, Alex & Teterin, Pavel
- S037842662030203X Does uniqueness in banking matter?
by Liu, Frank Hong & Norden, Lars & Spargoli, Fabrizio
- S037842662030220X Bank partnership and liquidity crisis
by Choi, Seungho & Gam, Yong Kyu & Park, Junho & Shin, Hojong
2020, Volume 119, Issue C
- S0378426616000406 Do investors follow the herd in option markets?
by Bernales, Alejandro & Verousis, Thanos & Voukelatos, Nikolaos
- S0378426617302261 Dodd-Franking the hedge Funds
by Cumming, Douglas & Dai, Na & Johan, Sofia
- S0378426618300347 The role of investment bankers in M&As: New evidence on Acquirers’ financial conditions
by Guo, Jie (Michael) & Li, Yichen & Wang, Changyun & Xing, Xiaofei
- S0378426618300918 Households rejecting loan offers from banks
by Bai, Yiyi & Lu, Liping
- S0378426618301699 Why do firms issue guaranteed bonds?
by Chen, Fang & Huang, Jing-Zhi & Sun, Zhenzhen & Yu, Tong
- S0378426619302067 Together or apart? The relationship between currency and banking crises
by Eijffinger, Sylvester C.W. & Karataş, Bilge
- S0378426620301643 Public-private co-lending: Evidence from syndicated corporate loans
by Fotak, Veljko & Lee, Haekwon
- S0378426620301655 Relative industry valuation and cross-border listing
by Bae, Kee-Hong & Ding, Yi & Wang, Xiaoqiao
- S0378426620301667 Does bank opacity affect lending?
by Zheng, Yi
- S0378426620301679 Demand deposit contracts and bank runs with present biased preferences
by Kang, Minwook
- S0378426620301680 Fear of hazards in commodity futures markets
by Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Gonzalez-Fernandez, Marcos & Miffre, Joelle
- S0378426620301692 Corporate customer concentration and stock price crash risk
by Ma, Xiaofang & Wang, Wenming & Wu, Jiangang & Zhang, Wenlan
- S0378426620301709 Till mortgage do us part: Mortgage switching costs and household's bank switching
by Brunetti, M. & Ciciretti, R. & Djordjevic, Lj.
- S0378426620301710 Hedging crash risk in optimal portfolio selection
by Zhu, Shushang & Zhu, Wei & Pei, Xi & Cui, Xueting
- S0378426620301722 Bailouts, sovereign risk and bank portfolio choices
by Casiraghi, Marco
- S0378426620301734 Employment protection and tax aggressiveness: Evidence from wrongful discharge laws
by (DJ) Fairhurst, Douglas & Liu, Yanguang & Ni, Xiaoran
- S0378426620301746 Unpacking the black box of trade credit to socially responsible customers
by Zhang, Yanlei & García Lara, Juan Manuel & Tribó, Josep A.
- S0378426620301758 Does competition induce analyst effort? evidence from a natural experiment of broker mergers
by Wang, Zhen & Sun, Lei & John Wei, K.C.
- S0378426620301771 Estimating nominal interest rate expectations: Overnight indexed swaps and the term structure
by Lloyd, Simon P.
- S0378426620301783 Derivative cash flows and corporate investment
by Jankensgård, Håkan & Moursli, Reda M.
- S0378426620301795 The effect of interest rate caps on bankruptcy: Synthetic control evidence from recent payday lending bans
by Dasgupta, Kabir & Mason, Brenden J.
- S0378426620301953 The real effects of capital inflows in emerging markets
by Igan, Deniz & Kutan, Ali M. & Mirzaei, Ali
- S0378426620301965 The correlation structure of anomaly strategies
by Geertsema, Paul & Lu, Helen
- S0378426620302004 Card-sales response to merchant contactless payment acceptance
by Bounie, David & Camara, Youssouf
- S0378426620302016 How safe are european safe bonds? An analysis from the perspective of modern credit risk models
by Frey, Rüdiger & Kurt, Kevin & Damian, Camilla
- S037842662030176X Local demand shocks, excess comovement and return predictability
by Broman, Markus S.
2020, Volume 118, Issue C
- S0378426620300571 The Complexity of Bank Holding Companies: A Topological Approach
by Flood, Mark D. & Kenett, Dror Y. & Lumsdaine, Robin L. & Simon, Jonathan K.
- S0378426620300777 Where do banks value corporate social responsibility more? Evidence on the role of national culture
by Cheung, Yan-Leung & Tan, Weiqiang & Wang, Wenming
- S0378426620300984 A historical loss approach to community bank stress testing
by Fang, Cao & Yeager, Timothy J.
- S0378426620300996 The economic record of the government and sovereign bond and stock returns around national elections
by Eichler, Stefan & Plaga, Timo
- S0378426620301102 Geographic spillover of dominant firms’ shocks
by Jannati, Sima
- S0378426620301187 The Shareholder's response to a firm's first international acquisition
by Dandapani, Krishnan & Hibbert, Ann Marie & Lawrence, Edward R.
- S0378426620301199 Short selling threat and corporate financing decisions
by Gong, Rong
- S0378426620301205 Government financial institutions and capital allocation efficiency in Japan
by Imai, Masami
- S0378426620301229 Does Information Asymmetry Impede Market Efficiency? Evidence from Analyst Coverage
by Li, Keming
- S0378426620301230 Foreign ownership and market power: The special case of European banks
by Alexakis, Panayotis D. & Samantas, Ioannis G.
- S0378426620301242 Do conventional monetary policy instruments matter in unconventional times?
by Buchholz, Manuel & Schmidt, Kirsten & Tonzer, Lena
- S0378426620301266 (Un)intended consequences? The impact of the 2017 tax cuts and jobs act on shareholder wealth
by Kalcheva, Ivalina & Plečnik, James M. & Tran, Hai & Turkiela, Jason
- S0378426620301357 Foreign Lenders’ adoption of performance pricing provisions in syndicated loans
by Lee, Edward & Pappas, Kostas & Xu, Alice Liang
- S0378426620301369 Modeling asset returns under time-varying semi-nonparametric distributions
by León, Ángel & Ñíguez, Trino-Manuel
- S0378426620301370 Liquidity at risk: Joint stress testing of solvency and liquidity
by Cont, Rama & Kotlicki, Artur & Valderrama, Laura
- S0378426620301382 Bank relationship loss: The moderating effect of information opacity
by Xu, Yuqian & Saunders, Anthony & Xiao, Binqing & Li, Xindan
- S0378426620301394 Intangible assets and capital structure
by Lim, Steve C. & Macias, Antonio J. & Moeller, Thomas
- S0378426620301400 Interactions between bank levies and corporate taxes: How is bank leverage affected?
by Bremus, Franziska & Schmidt, Kirsten & Tonzer, Lena
- S0378426620301412 Up- and downside variance risk premia in global equity markets
by Held, Matthias & Kapraun, Julia & Omachel, Marcel & Thimme, Julian
- S0378426620301485 Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection
by Moura, Guilherme V. & Santos, André A.P. & Ruiz, Esther
- S0378426620301497 Political event portfolios
by Hanke, Michael & Stöckl, Sebastian & Weissensteiner, Alex
- S0378426620301503 Optimal fees in hedge funds with first-loss compensation
by Escobar-Anel, M. & Havrylenko, Y. & Zagst, R.
- S0378426620301515 Stock market listing and the persistence of bank performance across crises
by Garel, Alexandre & Martín-Flores, José M. & Petit-Romec, Arthur
- S0378426620301527 Systematic stress tests on public data
by Breuer, Thomas & Summer, Martin
- S0378426620301539 Easy money? Managerial power and the option backdating game revisited
by Guthrie, Graeme & Stannard, Tom
- S0378426620301540 Do the most prominent firms really make the worst deals? How selection issues affect inferences from M&A studies
by Austin, Josh & Harris, Jeremiah & O'Brien, William
- S0378426620301552 Mortgage arrears, regulation and institutions: Cross-country evidence
by Stanga, Irina & Vlahu, Razvan & de Haan, Jakob
- S0378426620301564 Risk shifting and the allocation of capital: A Rationale for macroprudential regulation
by Kogler, Michael
- S0378426620301576 Foreign ownership in Chinese credit ratings industry: Information revelation or certification?
by Hu, Xiaolu & Shi, Jing & Wang, Lafang & Yu, Jing
- S0378426620301588 Inside the director network: When directors trade or hold inside, interlock, and unconnected stocks
by Berkman, Henk & Koch, Paul & Westerholm, P. Joakim
- S0378426620301618 Affine multivariate GARCH models
by Escobar-Anel, Marcos & Rastegari, Javad & Stentoft, Lars
- S0378426620301631 Geostatistical modeling of dependent credit spreads: Estimation of large covariance matrices and imputation of missing data
by Hüttner, Amelie & Scherer, Matthias & Gräler, Benedikt
- S037842662030159X Reserve balances, the federal funds market and arbitrage in the new regulatory framework
by Banegas, Ayelen & Tase, Manjola
- S037842662030162X Time since targets’ initial public offerings, asymmetric information, uncertainty, and acquisition pricing
by Jindra, Jan & Moeller, Thomas
2020, Volume 117, Issue C
- S0378426620300881 Evidence of strategic information uncertainty around opportunistic insider purchases
by Rahman, Dewan & Oliver, Barry & Faff, Robert
- S0378426620300911 Comparing with the average: Reference points and market reactions to above-average earnings surprises
by He, Wen & Li, Yan
- S0378426620301084 Cross-border capital flows and bank risk-taking
by Dinger, Valeriya & te Kaat, Daniel Marcel
- S0378426620301096 Banking stress test effects on returns and risks
by Sahin, Cenkhan & de Haan, Jakob & Neretina, Ekaterina
- S0378426620301175 Crisis regulations: The unexpected consequences of floating NAV for money market funds
by Allen, Kyle D. & Winters, Drew B.
- S0378426620301217 Modelling extremal dependence for operational risk by a bipartite graph
by Kley, Oliver & Klüppelberg, Claudia & Paterlini, Sandra
- S0378426620301254 Measuring multi-product banks’ market power using the Lerner index
by Shaffer, Sherrill & Spierdijk, Laura
- S037842662030090X Hedging geopolitical risk with precious metals
by Baur, Dirk G. & Smales, Lee A.
- S037842662030114X Academic abilities, education and performance in the stock market
by Talpsepp, Tõnn & Liivamägi, Kristjan & Vaarmets, Tarvo
2020, Volume 116, Issue C
- S0378426620300844 Spectral backtests of forecast distributions with application to risk management
by Gordy, Michael B. & McNeil, Alexander J.
- S0378426620300868 Unequal returns: Using the Atkinson index to measure financial risk
by Fischer, Thomas & Lundtofte, Frederik
- S0378426620300893 Bank misconduct and online lending
by Bertsch, Christoph & Hull, Isaiah & Qi, Yingjie & Zhang, Xin
- S0378426620301011 Beta uncertainty
by Hollstein, Fabian & Prokopczuk, Marcel & Wese Simen, Chardin
- S0378426620301114 VIX valuation and its futures pricing through a generalized affine realized volatility model with hidden components and jump
by Wang, Qi & Wang, Zerong
- S0378426620301151 Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach
by You, Yu & Liu, Xiaochun
- S0378426620301163 Identifying the risk-Taking channel of monetary transmission and the connection to economic activity
by Segev, Nimrod
- S037842662030087X The (un)intended effects of government bailouts: The impact of TARP on the interbank market and bank risk-taking
by Behr, Patrick & Wang, Weichao
- S037842662030100X A mean-variance benchmark for household portfolios over the life cycle
by Munk, Claus
2020, Volume 115, Issue C
- S0378426620300650 The impact of interest rate risk on bank lending
by Beutler, Toni & Bichsel, Robert & Bruhin, Adrian & Danton, Jayson
- S0378426620300741 Factor based commodity investing
by Sakkas, Athanasios & Tessaromatis, Nikolaos
- S0378426620300765 Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications
by Ruenzi, Stefan & Ungeheuer, Michael & Weigert, Florian
- S0378426620300790 Pension fund equity performance: Patience, activity or both?
by Artiga González, Tanja & van Lelyveld, Iman & Lučivjanská, Katarína
- S0378426620300807 The time has come for banks to say goodbye: New evidence on bank roles and duration effects in relationship terminations
by Nakashima, Kiyotaka & Takahashi, Koji
Printed from https://ideas.repec.org/s/eee/jbfina5.html
