Contact information of Elsevier
Serial Information
Download restrictions: Full text for ScienceDirect subscribers only
Series handle: RePEc:eee:jbfina
ISSN: 0378-4266
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jbfina. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jbf .
Content
2020, Volume 112, Issue C
- S0378426617302273 Does corporate social responsibility create shareholder value? The importance of long-term investors
by Nguyen, Phuong-Anh & Kecskés, Ambrus & Mansi, Sattar
- S0378426617302315 Bank credit rates across the business cycle: Evidence from a French cooperative contracts database
by Dereeper, Sébastien & Lobez, Frédéric & Statnik, Jean-Christophe
- S0378426617302340 Return comovement
by Parsley, David & Popper, Helen
- S0378426617302546 Debt maturity and the cost of bank loans
by Wang, Chih-Wei & Chiu, Wan-Chien & King, Tao-Hsien Dolly
- S0378426617302753 March madness in Wall Street: (What) does the market learn from stress tests?
by Fernandes, Marcelo & Igan, Deniz & Pinheiro, Marcelo
- S0378426617302789 The surface of implied firm’s asset volatility
by Lovreta, Lidija & Silaghi, Florina
- S0378426617302935 Home, safe home: Cross-country monitoring framework for vulnerabilities in the residential real estate sector
by Bengtsson, Elias & Grothe, Magdalena & Lepers, Etienne
- S0378426617302947 Bank loyalty, social networks and crisis
by Atmaca, Sümeyra & Schoors, Koen & Verschelde, Marijn
- S0378426617302959 Centralized netting in financial networks
by Garratt, Rodney & Zimmerman, Peter
- S0378426617302960 Too big to ignore? Hedge fund flows and bond yields
by Kolokolova, Olga & Lin, Ming-Tsung & Poon, Ser-Huang
- S0378426617303011 Borrower distress and the efficiency of relationship banking
by Donker, Han & Ng, Alex & Shao, Pei
- S0378426618300128 Stock extreme illiquidity and the cost of capital
by Belkhir, Mohamed & Saad, Mohsen & Samet, Anis
- S0378426618300153 Government support, regulation, and risk taking in the banking sector
by Brandao-Marques, Luis & Correa, Ricardo & Sapriza, Horacio
- S0378426618300633 The other (commercial) real estate boom and bust: The effects of risk premia and regulatory capital arbitrage
by Duca, John V. & Ling, David C.
- S0378426618300864 The anatomy of financial vulnerabilities and banking crises
by Lee, Seung Jung & Posenau, Kelly E. & Stebunovs, Viktors
- S0378426618300876 Generalists and specialists in the credit market
by Fricke, Daniel & Roukny, Tarik
- S0378426618300888 Sectoral risk-weights and macroprudential policy
by Hodbod, Alexander & Huber, Stefanie J. & Vasilev, Konstantin
- S0378426618301171 Macroeconomic impact of Basel III: Evidence from a meta-analysis
by Fidrmuc, Jarko & Lind, Ronja
- S0378426618301572 Are banking shocks contagious? Evidence from the eurozone
by Dungey, Mardi & Flavin, Thomas J. & Lagoa-Varela, Dolores
- S0378426619301402 Determinants of household broker choices and their impacts on performance
by Fong, Kingsley & Krug, Juliane D. & Leung, Henry & Westerholm, Joakim P.
- S0378426619302080 Gender gap in peer-to-peer lending: Evidence from China
by Chen, Xiao & Huang, Bihong & Ye, Dezhu
2020, Volume 111, Issue C
- v:111:y:2020:i:c:s037842661930305x Moment risk premia and the cross-section of stock returns in the European stock market
by Elyasiani, Elyas & Gambarelli, Luca & Muzzioli, Silvia
- v:111:y:2020:i:c:s037842661930278x Do M&A exits have the same effect on venture capital reputation than IPO exits?
by Amor, Salma Ben & Kooli, Maher
- v:111:y:2020:i:c:s0378426619302754 Leverage, bank employee compensation and institutions
by Bertay, Ata Can & Uras, Burak R.
- v:111:y:2020:i:c:s0378426619302961 On Becoming an O-SII (“Other Systemically Important Institution”)
by Andrieș, Alin Marius & Nistor, Simona & Ongena, Steven & Sprincean, Nicu
- v:111:y:2020:i:c:s0378426619302791 Employment protection laws and corporate cash holdings
by Karpuz, Ahmet & Kim, Kirak & Ozkan, Neslihan
- v:111:y:2020:i:c:s0378426619302948 Finance and development: Rethinking the role of financial transparency
by Uras, Burak R.
- v:111:y:2020:i:c:s0378426619302985 Contagion in a network of heterogeneous banks
by Gençay, Ramazan & Pang, Hao & Tseng, Michael C. & Xue, Yi
- v:111:y:2020:i:c:s0378426619303012 Capital structure and corporate diversification: Is debt a panacea for the diversification discount?
by Fuente, Gabriel de la & Velasco, Pilar
- v:111:y:2020:i:c:s0378426619302560 Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme
by Lemke, Wolfgang & Werner, Thomas
- v:111:y:2020:i:c:s0378426619302730 Business-linkage volatility spillovers between US industries
by Nguyen, Linh Xuan Diep & Mateut, Simona & Chevapatrakul, Thanaset
- v:111:y:2020:i:c:s0378426619302808 Compulsive gambling in the financial markets: Evidence from two investor surveys
by Cox, Ruben & Kamolsareeratana, Atcha & Kouwenberg, Roy
- v:111:y:2020:i:c:s0378426619302766 What drives the market for exchange-traded notes?
by Rakowski, David & Shirley, Sara
- v:111:y:2020:i:c:s0378426619302997 How does background risk affect portfolio choice: An analysis based on uncertain mean-variance model with background risk
by Huang, Xiaoxia & Yang, Tingting
- v:111:y:2020:i:c:s0378426619303000 Pricing individual stock options using both stock and market index information
by Rombouts, Jeroen V.K. & Stentoft, Lars & Violante, Francesco
- v:111:y:2020:i:c:s0378426619302778 Measuring banks’ liquidity risk: An option-pricing approach
by Zhang, Jinqing & He, Liang & An, Yunbi
- v:111:y:2020:i:c:s0378426619302729 Economic policy uncertainty, cost of capital, and corporate innovation
by Xu, Zhaoxia
- v:111:y:2020:i:c:s0378426619302821 Asset pricing with mean reversion: The case of ships
by Moutzouris, Ioannis C. & Nomikos, Nikos K.
- v:111:y:2020:i:c:s0378426619303024 The price of boardroom social capital: The effects of corporate demand for external connectivity
by Ferris, Stephen P. & Javakhadze, David & Liu, Yun
- v:111:y:2020:i:c:s0378426619302742 Liquidity risk and expected option returns
by Choy, Siu Kai & Wei, Jason
- v:111:y:2020:i:c:s0378426619302900 Finance journal rankings: Active scholar assessment revisited
by Currie, Russell R. & Pandher, Gurupdesh S.
- v:111:y:2020:i:c:s0378426619302973 The life of U’s: Order revisions on NASDAQ
by Nikolsko-Rzhevska, Olena & Nikolsko-Rzhevskyy, Alex & Black, Jeffrey R.
2020, Volume 110, Issue C
- v:110:y:2020:i:c:s0378426619302316 Shareholder investment horizons and bank debt financing
by Cline, Brandon N. & Fu, Xudong & Tang, Tian
- v:110:y:2020:i:c:s0378426619302602 Customer-Supplier relationships and the cost of debt
by Cai, Kelly & Zhu, Hui
- v:110:y:2020:i:c:s0378426619302584 Election uncertainty, economic policy uncertainty and financial market uncertainty: A prediction market analysis
by Goodell, John W. & McGee, Richard J. & McGroarty, Frank
- v:110:y:2020:i:c:s0378426619302626 How a pre-IPO audit committee improves IPO pricing efficiency in an economy with little value uncertainty and information asymmetry
by Kao, Lanfeng & Chen, Anlin
- v:110:y:2020:i:c:s0378426619302614 Sparse portfolio selection via the sorted ℓ1-Norm
by Kremer, Philipp J. & Lee, Sangkyun & Bogdan, Małgorzata & Paterlini, Sandra
- v:110:y:2020:i:c:s0378426619302596 Gender differences in the repayment of microcredit: The mediating role of trustworthiness
by Shahriar, Abu Zafar M. & Unda, Luisa A. & Alam, Quamrul
- v:110:y:2020:i:c:s0378426619301669 Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion
by Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu
2019, Volume 109, Issue C
- v:109:y:2019:i:c:s037842661930233x Loan supply, credit markets and the euro area financial crisis
by Altavilla, Carlo & Pariès, Matthieu Darracq & Nicoletti, Giulio
- v:109:y:2019:i:c:s0378426619302572 Stock vs. Bond yields and demographic fluctuations
by Gozluklu, Arie & Morin, Annaïg
- v:109:y:2019:i:c:s0378426619302419 News media coverage and corporate leverage adjustments
by Dang, Tung Lam & Dang, Viet Anh & Moshirian, Fariborz & Nguyen, Lily & Zhang, Bohui
- v:109:y:2019:i:c:s0378426619302389 Network origins of portfolio risk
by Zareei, Abalfazl
- v:109:y:2019:i:c:s0378426619302559 Endogenous asymmetric money illusion
by Duarte, Diogo & Saporito, Yuri F.
- v:109:y:2019:i:c:s0378426619302407 Geographic diversification and credit risk in microfinance
by Zamore, Stephen & Beisland, Leif Atle & Mersland, Roy
- v:109:y:2019:i:c:s0378426619302390 Bank management expertise and asset securitization policies
by Chen, Tsung-Kang & Liao, Hsien-Hsing & Ye, Jing-Syuan
- v:109:y:2019:i:c:s0378426619302377 The effect of experts’ and laypeople’s forecasts on others’ stock market forecasts
by Huber, Christoph & Huber, Jürgen & Hueber, Laura
- v:109:y:2019:i:c:s0378426619302286 Banking regulation and market making
by Cimon, David & Garriott, Corey
- v:109:y:2019:i:c:s0378426619302493 Skewness preference and the popularity of technical analysis
by Ebert, Sebastian & Hilpert, Christian
2019, Volume 108, Issue C
- v:108:y:2019:i:c:s037842661930192x Short interest, stock returns and credit ratings
by Guo, Xu & Wu, Chunchi
- v:108:y:2019:i:c:s037842661930202x Institutional investors’ cognitive constraints during initial public offerings
by Gao, Shenghao & Lu, Ruichang & Ni, Chenkai
- v:108:y:2019:i:c:s0378426619302328 Implied volatility surface predictability: The case of commodity markets
by Kearney, Fearghal & Shang, Han Lin & Sheenan, Lisa
- v:108:y:2019:i:c:s0378426619302341 Decomposing and backtesting a flexible specification for CoVaR
by Bonaccolto, Giovanni & Caporin, Massimiliano & Paterlini, Sandra
- v:108:y:2019:i:c:s0378426619302237 Inefficient mergers
by Larkin, Yelena & Lyandres, Evgeny
- v:108:y:2019:i:c:s0378426619302274 Bad bad contagion
by Londono, Juan M.
- v:108:y:2019:i:c:s0378426619302262 The moderating role of capital on the relationship between bank liquidity creation and failure risk
by Zheng, Chen & (Wai Kong) Cheung, Adrian & Cronje, Tom
- v:108:y:2019:i:c:s0378426619302018 Compensation and risk: A perspective on the Lake Wobegon effect
by Li, Jiangyuan & Yang, Jinqiang & Zou, Zhentao
- v:108:y:2019:i:c:s0378426619302079 Guidance on strategic information: Investor-management disagreement and firm intrinsic value
by Agapova, Anna & Volkov, Nikanor
- v:108:y:2019:i:c:s0378426619302092 Corporate innovation, likelihood to be acquired, and takeover premiums
by (Jennifer) Wu, Szu-Yin & Chung, Kee H.
- v:108:y:2019:i:c:s0378426619302365 The role of due diligence in crowdfunding platforms
by Cumming, Douglas J. & Johan, Sofia A. & Zhang, Yelin
- v:108:y:2019:i:c:s0378426619302353 The effect of mergers on US bank risk in the short run and in the long run
by Brealey, Richard A & Cooper, Ian A & Kaplanis, Evi
- v:108:y:2019:i:c:s0378426619302298 Volatility tail risk under fractionality
by Morelli, Giacomo & Santucci de Magistris, Paolo
- v:108:y:2019:i:c:s0378426619302249 Responses to an anticipated increase in cash on hand: Evidence from term loan repayments
by d’Astous, Philippe
- v:108:y:2019:i:c:s0378426619302031 Aggregate investor sentiment and stock return synchronicity
by Chue, Timothy K. & Gul, Ferdinand A. & Mian, G. Mujtaba
- v:108:y:2019:i:c:s0378426619302109 Does investor risk perception drive asset prices in markets? Experimental evidence
by Huber, Jürgen & Palan, Stefan & Zeisberger, Stefan
- v:108:y:2019:i:c:s0378426619301918 Bank credit and trade credit: Evidence from natural experiments
by Chen, Shenglan & Ma, Hui & Wu, Qiang
- v:108:y:2019:i:c:s0378426619302250 Family ties, institutions and financing constraints in developing countries
by Mertzanis, Charilaos
2019, Volume 107, Issue C
- 1-1 Activist investors and open market share repurchases
by Autore, Don M. & Clarke, Nicholas & Liu, Baixiao
- 1-1 Bank margins and profits in a world of negative rates
by Molyneux, Philip & Reghezza, Alessio & Xie, Ru
- 1-1 An equilibrium model of risk management spillover
by Huang, Shiyang & Jiang, Ying & Qiu, Zhigang & Ye, Zhiqiang
- 1-1 Competition and risk taking in banking: The charter value hypothesis revisited
by Arping, Stefan
- 1-1 IPO pricing deregulation and corporate governance: Theory and evidence from Chinese public firms
by He, Ping & Ma, Lin & Wang, Kun & Xiao, Xing
- 1-1 Elite law firms in the IPO market
by Moran, Pablo & Pandes, J. Ari
- 1-1 Founding family ownership, stock market returns, and agency problems
by Eugster, Nicolas & Isakov, Dušan
- 1-1 The decline in idiosyncratic values of US Treasury securities
by Livingston, Miles & Wu, Yanbin & Zhou, Lei
- 1-1 Belief heterogeneity in the option markets and the cross-section of stock returns
by Borochin, Paul & Zhao, Yanhui
- 1-1 Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos
by Dufour, Alfonso & Marra, Miriam & Sangiorgi, Ivan
- 1-1 Incentives and culture in risk compliance
by Sheedy, Elizabeth & Zhang, Le & Tam, Kenny Chi Ho
- 1-1 Financial sector debt bias
by Luca, Oana & Tieman, Alexander F.
- 1-1 Financial market development and firm investment in tax avoidance: Evidence from credit default swap market
by A. Hong, Hyun & Lobo, Gerald J. & Ryou, Ji Woo
- 1-1 Maturity mismatch and incentives: Evidence from bank issued wealth management products in China
by Luo, Ronghua & Fang, Hongyan & Liu, Jinjin & Zhao, Senyang
- 1-1 Did connected hedge funds benefit from bank bailouts during the financial crisis?
by Faff, Robert W. & Parwada, Jerry T. & Tan, Eric K.M.
- 1-1 Women on boards and bank earnings management: From zero to hero
by Fan, Yaoyao & Jiang, Yuxiang & Zhang, Xuezhi & Zhou, Yue
2019, Volume 106, Issue C
- 1-15 A comparison of community bank failures and FDIC losses in the 1986–92 and 2007–13 banking crises
by Balla, Eliana & Mazur, Laurel C. & Prescott, Edward Simpson & Walter, John R.
- 16-33 To stay or go? Consumer bank switching behaviour after government interventions
by Diepstraten, Maaike & van der Cruijsen, Carin
- 34-49 Federal reserve private information and the stock market
by Lakdawala, Aeimit & Schaffer, Matthew
- 50-64 Price discrimination against retail Investors: Evidence from mini options
by Li, Yubin & Zhao, Chen & Zhong, Zhaodong
- 65-81 A concave security market line
by De Giorgi, Enrico G. & Post, Thierry & Yalçın, Atakan
- 82-92 Local versus non-local effects of Chinese media and post-earnings announcement drift
by Kim, Jeong-Bon & Li, Liuchuang & Yu, Zhongbo & Zhang, Hao
- 93-109 Explaining CDS prices with Merton’s model before and after the Lehman default
by Gemmill, Gordon & Marra, Miriam
- 110-123 Supervisory enforcement actions and bank deposits
by Delis, Manthos D. & Staikouras, Panagiotis K. & Tsoumas, Chris
- 124-131 Intraday liquidity facilities, late settlement fee and coordination
by Nellen, Thomas
- 132-152 Information asymmetry and credit rating: A quasi-natural experiment from China
by Hu, Xiaolu & Huang, Haozhi & Pan, Zheyao & Shi, Jing
- 153-165 A new approach to optimal capital allocation for RORAC maximization in banks
by Kang, Woo-Young & Poshakwale, Sunil
- 166-179 The impact of interest rate ceilings on households’ credit access: Evidence from a 2013 Chilean legislation
by Madeira, Carlos
- 180-194 Regulatory competition in capital standards: a ‘race to the top’ result
by Haufler, Andreas & Maier, Ulf
- 195-213 Tone at the top: CEOs’ religious beliefs and earnings management
by Cai, Ye & Kim, Yongtae & Li, Siqi & Pan, Carrie
- 214-226 Experimental evidence on bank runs with uncertain deposit coverage
by Peia, Oana & Vranceanu, Radu
- 227-245 Collectivism and the costs of high leverage
by El Ghoul, Sadok & Guedhami, Omrane & Kwok, Chuck C.Y. & Zheng, Ying
- 246-264 Director networks and initial public offerings
by Feng, Yi & Song, Keke & Tian, Yisong S.
- 265-275 Passive mutual funds and ETFs: Performance and comparison
by Elton, Edwin J. & Gruber, Martin J. & de Souza, Andre
- 276-297 Put-call parity violations and return predictability: Evidence from the 2008 short sale ban
by Nishiotis, George P. & Rompolis, Leonidas S.
- 298-304 Why do small and medium enterprises (SMEs) demand property liability insurance?
by Asai, Yoshihiro
- 305-322 The effect of government contracts on corporate valuation
by Esqueda, Omar A. & Ngo, Thanh & Susnjara, Jurica
- 323-340 What drives discretion in bank lending? Some evidence and a link to private information
by Ambrocio, Gene & Hasan, Iftekhar
- 341-356 Debt restructuring through equity issues
by Kim, Woojin & Ko, YoungKyung & Wang, Shu-Feng
- 357-370 National culture and individual trading behavior
by Tan, Gary & Cheong, Chee Seng & Zurbruegg, Ralf
- 371-383 Recovery rates: Uncertainty certainly matters
by Gambetti, Paolo & Gauthier, Geneviève & Vrins, Frédéric
- 384-402 Corporate capital structure actions
by Frank, Murray Z. & Shen, Tao
- 403-426 Drivers of solvency risk – Are microfinance institutions different?
by Schulte, Markus & Winkler, Adalbert
- 427-444 What drives interbank loans? Evidence from Canada
by Bulusu, Narayan & Guérin, Pierre
- 445-470 Does efficiency help banks survive and thrive during financial crises?
by Assaf, A. George & Berger, Allen N. & Roman, Raluca A. & Tsionas, Mike G.
- 471-499 Does scale matter in community bank performance? Evidence obtained by applying several new measures of performance
by Hughes, Joseph P. & Jagtiani, Julapa & Mester, Loretta J. & Moon, Choon-Geol
- 500-513 Decomposing global yield curve co-movement
by Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris
- 514-526 Does your neighbour know you better? The supportive role of local banks in the financial crisis
by Barboni, Giorgia & Rossi, Carlotta
- 527-541 The information content of forward moments
by Andreou, Panayiotis C. & Kagkadis, Anastasios & Philip, Dennis & Taamouti, Abderrahim
- 542-567 Sentiment spillover effects for US and European companies
by Audrino, Francesco & Tetereva, Anastasija
- 568-591 Characterizing the financial cycle: Evidence from a frequency domain analysis
by Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen
2019, Volume 105, Issue C
- 1-19 Practice makes progress: Evidence from divestitures
by Humphery-Jenner, Mark & Powell, Ronan & Zhang, Emma Jincheng
- 20-35 Asset prices and “the devil(s) you know”
by Hollstein, Fabian & Nguyen, Duc Binh Benno & Prokopczuk, Marcel
- 36-43 The daylight saving time anomaly in relation to firms targeted for mergers
by Siganos, Antonios
- 44-61 Option-Based performance participation
by Zagst, Rudi & Kraus, Julia & Bertrand, Philippe
- 62-73 Does bank efficiency influence the cost of credit?
by Shamshur, Anastasiya & Weill, Laurent
- 74-93 Model risk of expected shortfall
by Lazar, Emese & Zhang, Ning
- 94-106 Portfolio pumping and fund performance ranking: A performance-based compensation contract perspective
by Li, Xiangwen & Wu, Wenfeng
- 107-120 Household preferences for socially responsible investments
by Rossi, Mariacristina & Sansone, Dario & van Soest, Arthur & Torricelli, Costanza
- 121-133 A generic framework for monetary performance attribution
by Blomvall, Jörgen & Hagenbjörk, Johan
- 134-150 A comprehensive appraisal of style-integration methods
by Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Miffre, Joëlle
- 151-165 Fear, deposit insurance schemes, and deposit reallocation in the German banking system
by Fecht, Falko & Thum, Stefan & Weber, Patrick
- 166-177 Bailouts and systemic insurance
by Dell’Ariccia, Giovanni & Ratnovski, Lev
- 178-193 Credit ratings of Chinese firms by domestic and global agencies: Assessing the determinants and impact
by Jiang, Xianfeng & Packer, Frank
- 194-206 Do closed-end fund investors herd?
by Cui, Yueting & Gebka, Bartosz & Kallinterakis, Vasileios
2019, Volume 104, Issue C
- 1-18 Capital structure and financial flexibility: Expectations of future shocks
by Lambrinoudakis, Costas & Skiadopoulos, George & Gkionis, Konstantinos
- 19-30 Demand curves for stocks do not slope down: Evidence using an exogenous supply shock
by Jain, Ankit & Tantri, Prasanna & Thirumalai, Ramabhadran S.
- 31-49 Gross profitability and mutual fund performance
by Kenchington, David & Wan, Chi & Yüksel, H. Zafer
- 50-69 The effects of culture on CEO power: Evidence from executive turnover
by Urban, Daniel
- 70-84 Banking reform and industry structure: Evidence from China
by Ye, Jingjing & Zhang, Aoyang & Dong, Yan
- 85-102 Monitoring indirect contagion
by Cont, Rama & Schaanning, Eric
- 103-115 Loan portfolio diversification, market structure and bank stability
by Shim, Jeungbo
2019, Volume 103, Issue C
- 1-17 Country-level analyst recommendations and international stock market returns
by Berkman, Henk & Yang, Wanyi
- 18-35 CEO and director compensation, CEO turnover and institutional investors: Is there cronyism in the UK?
by Chen, Jie & Goergen, Marc & Leung, Woon Sau & Song, Wei
- 36-50 Earnings, risk-taking, and capital accumulation in small and large community banks
by Balla, Eliana & Rose, Morgan J.
- 51-61 Does interest rate exposure explain the low-volatility anomaly?
by Driessen, Joost & Kuiper, Ivo & Nazliben, Korhan & Beilo, Robbert
- 62-77 Least impulse response estimator for stress test exercises
by Gourieroux, Christian & Lu, Yang
- 78-97 Investor horizons, long-term blockholders, and corporate social responsibility
by Gloßner, Simon
- 98-112 Growth in the shadow of debt
by Lim, Jamus Jerome
- 113-129 Bulk volume classification and information detection
by Panayides, Marios A. & Shohfi, Thomas D. & Smith, Jared D.
- 130-145 Marginal cost of risk-based capital and risk-taking
by Chen, Tao & Goh, Jing Rong & Kamiya, Shinichi & Lou, Pingyi
2019, Volume 102, Issue C
- 1-18 De-Leverage and illiquidity contagion
by Hu, Conghui & Liu, Yu-Jane & Zhu, Ning
- 19-32 Environmental performance and the cost of debt: Evidence from commercial mortgages and REIT bonds
by Eichholtz, Piet & Holtermans, Rogier & Kok, Nils & Yönder, Erkan
- 33-42 How does financial development alter the impact of uncertainty?
by Kıvanç Karaman, K. & Yıldırım-Karaman, Seçil
- 43-58 Oil price increases and the predictability of equity premium
by Wang, Yudong & Pan, Zhiyuan & Liu, Li & Wu, Chongfeng
- 59-78 Asset pricing and extreme event risk: Common factors in ILS fund returns
by Braun, Alexander & Ben Ammar, Semir & Eling, Martin
- 79-99 The effect of TARP on loan loss provisions and bank transparency
by Kim, Jinyong & Kim, Mingook & Lee, Jeong Hwan
- 100-115 Expected shortfall and portfolio management in contagious markets
by Buccioli, Alice & Kokholm, Thomas & Nicolosi, Marco
- 116-137 Accounts payable and firm value: International evidence
by Nam, Hocheol & Uchida, Konari
- 138-155 A BIT of investor protection: How Bilateral Investment Treaties impact the terms of syndicated loans
by Fotak, Veljko & Lee, Haekwon & Megginson, William
- 156-176 Prudential supervisors’ independence and income smoothing in European banks
by García Osma, Beatriz & Mora, Araceli & Porcuna-Enguix, Luis
- 177-192 Grabit: Gradient tree-boosted Tobit models for default prediction
by Sigrist, Fabio & Hirnschall, Christoph
- 193-214 Which private investors are willing to pay for sustainable investments? Empirical evidence from stated choice experiments
by Gutsche, Gunnar & Ziegler, Andreas
- 215-230 The counterparty risk exposure of ETF investors
by Hurlin, Christophe & Iseli, Grégoire & Pérignon, Christophe & Yeung, Stanley
- 231-255 Ambiguity in securitization markets
by Anderson, Alyssa Gray
- 256-276 Why has the size effect disappeared?
by Ahn, Dong-Hyun & Min, Byoung-Kyu & Yoon, Bohyun
2019, Volume 101, Issue C
- 1-11 Aggregate risk and efficiency of mutual funds
by Kučinskas, Simas
- 12-20 Detecting underestimates of risk in VaR models
by Thiele, Stephen
- 21-36 Option-Implied variance asymmetry and the cross-section of stock returns
by Huang, Tao & Li, Junye
- 37-58 The performance of acquisitions by high default risk bidders
by Bruyland, Evy & Lasfer, Meziane & De Maeseneire, Wouter & Song, Wei
- 59-76 Why investors do not buy cheaper securities: Evidence from a natural experiment
by Chan, Kalok & Wang, Baolian & Yang, Zhishu
- 77-91 The short-selling skill of institutions and individuals
by Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno
- 92-103 A factor-model approach for correlation scenarios and correlation stress testing
by Packham, N. & Woebbeking, C.F.
- 104-121 Making cents of tick sizes: The effect of the 2016 U.S. SEC tick size pilot on limit order book liquidity
by Griffith, Todd G. & Roseman, Brian S.
- 122-135 Risk managing tail-risk seekers: VaR and expected shortfall vs S-shaped utility
by Armstrong, John & Brigo, Damiano
- 136-146 Earnings management and post-split drift
by Chan, Konan & Li, Fengfei & Lin, Tse-Chun
- 147-160 Enforcement of banking regulation and the cost of borrowing
by Deli, Yota D. & Delis, Manthos D. & Hasan, Iftekhar & Liu, Liuling
- 161-172 Consumer debt non-payment and the borrowing constraint: Implications for consumer behavior
by Bechlioulis, Alexandros P. & Brissimis, Sophocles N.
- 173-187 Family firms and access to credit. Is family ownership beneficial?
by Murro, Pierluigi & Peruzzi, Valentina
- 188-205 Systemic risk and competition revisited
by Silva-Buston, Consuelo
- 206-225 Individual pension risk preference elicitation and collective asset allocation with heterogeneity
by Alserda, Gosse A.G. & Dellaert, Benedict G.C. & Swinkels, Laurens & van der Lecq, Fieke S.G.
- 226-241 Does dialect similarity add value to banks? Evidence from China
by Bian, Wenlong & Ji, Yang & Zhang, Hao
- 242-255 Macroeconomic conditions, financial constraints, and firms’ financing decisions
by Chang, Xin & Chen, Yunling & Dasgupta, Sudipto
- 256-269 Do long-term institutional investors promote corporate social responsibility activities?
by Kim, Hyun-Dong & Kim, Taeyeon & Kim, Yura & Park, Kwangwoo
- 270-295 A new measure of financial constraints applicable to private and public firms
by Schauer, Catharina & Elsas, Ralf & Breitkopf, Nikolas
2019, Volume 100, Issue C
- 1-27 Predictors and portfolios over the life cycle
by Kraft, Holger & Munk, Claus & Weiss, Farina
- 28-42 Predictive blends: Fundamental Indexing meets Markowitz
by Pysarenko, Sergiy & Alexeev, Vitali & Tapon, Francis
- 43-57 Higher-order Omega: A performance index with a decision-theoretic foundation
by Bi, Hongwei & Huang, Rachel J. & Tzeng, Larry Y. & Zhu, Wei
- 58-76 Political uncertainty exposure of individual companies: The case of the Brexit referendum
by Hill, Paula & Korczak, Adriana & Korczak, Piotr
- 77-96 US monetary policy and the euro area
by Hanisch, Max
- 97-110 Does seller status matter in inter-corporate asset sales?
by Nguyen, Giang & Nguyen, Hai
Printed from https://ideas.repec.org/s/eee/jbfina6.html
