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Content
2019, Volume 104, Issue C
- 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
- 111-121 Hedging parameter risk
by Claußen, Arndt & Rösch, Daniel & Schmelzle, Martin
- 122-134 Policy mandates and institutional architecture
by Lazopoulos, Ioannis & Gabriel, Vasco
- 135-150 Does corporate social responsibility reduce the costs of high leverage? Evidence from capital structure and product market interactions
by Bae, Kee-Hong & El Ghoul, Sadok & Guedhami, Omrane & Kwok, Chuck C.Y. & Zheng, Ying
- 151-166 The debt tax shield in general equilibrium
by Fischer, Marcel & Jensen, Bjarne Astrup
- 167-181 Managerial risk incentives and a firm’s financing policy
by Karpavičius, Sigitas & Yu, Fan
- 182-204 Valuation effects of overconfident CEOs on corporate diversification and refocusing decisions
by Andreou, Panayiotis C. & Doukas, John A. & Koursaros, Demetris & Louca, Christodoulos
- 205-217 Collateralization and distance
by Bellucci, Andrea & Borisov, Alexander & Giombini, Germana & Zazzaro, Alberto
- 218-233 Local religious norms, corporate social responsibility, and firm value
by Zolotoy, Leon & O'Sullivan, Don & Chen, Yangyang
- 234-251 Does residual state ownership increase stock return volatility? Evidence from China's secondary privatization
by Xie, Feng & Anderson, Hamish D. & Chi, Jing & Liao, Jing
- 252-260 New directions in entrepreneurial finance
by Cumming, Douglas & Deloof, Marc & Manigart, Sophie & Wright, Mike
- 261-272 The financing dynamics of newly founded firms
by Hirsch, Julia & Walz, Uwe
- 273-282 Entrepreneurial manipulation with staged financing
by Yung, Chris
- 283-305 Financial innovation in microcap public offerings
by Knyazeva, Anzhela
- 306-327 A personality perspective on business angel syndication✰
by Block, Jörn H. & Fisch, Christian O. & Obschonka, Martin & Sandner, Philipp G.
- 328-345 The performance of angel-backed companies
by Bonini, Stefano & Capizzi, Vincenzo & Zocchi, Paola
- 346-358 Made for each other: Perfect matching in venture capital markets
by Fu, Hui & Yang, Jun & An, Yunbi
- 359-378 Beggars or choosers? Lead venture capitalists and the impact of reputation on syndicate partner selection in international settings
by Plagmann, Carolin & Lutz, Eva
2019, Volume 99, Issue C
- 1-20 A non-structural investigation of VIX risk neutral density
by Barletta, Andrea & Santucci de Magistris, Paolo & Violante, Francesco
- 21-44 Collective bargaining and mergers and acquisitions activity around the world
by Ahmad, Muhammad Farooq & Lambert, Thomas
- 45-62 Jump activity analysis for affine jump-diffusion models: Evidence from the commodity market
by Da Fonseca, José & Ignatieva, Katja
- 63-94 Politicians’ promotion incentives and bank risk exposure in China
by Wang, Li & Menkhoff, Lukas & Schröder, Michael & Xu, Xian
- 95-120 Corporate pyramids, geographical distance, and investment efficiency of Chinese state-owned enterprises
by Opie, Wei & Tian, Gary Gang & Zhang, Hong Feng
- 121-141 Credit constraints, firm investment and employment: Evidence from survey data
by García-Posada Gómez, Miguel
- 142-156 Political influence and financial flexibility: Evidence from China
by Gu, Xian & Hasan, Iftekhar & Zhu, Yun
- 157-181 Ultra-fast activity and intraday market quality
by Cartea, Álvaro & Payne, Richard & Penalva, José & Tapia, Mikel
- 182-191 Portfolio sales and signaling
by Bougheas, Spiros & Worrall, Tim
- 192-201 Cash versus card: Payment discontinuities and the burden of holding coins
by Chen, Heng & Huynh, Kim P. & Shy, Oz
- 202-221 Risk mitigation by institutional participants in the secondary market: Evidence from foreign Rule 144A debt market
by Huang, Alan G. & Kalimipalli, Madhu & Nayak, Subhankar & Ramchand, Latha
- 222-236 Do financial crises cleanse the banking industry? Evidence from US commercial bank exits
by Spokeviciute, Laima & Keasey, Kevin & Vallascas, Francesco
- 237-251 Competition and credit procyclicality in European banking
by Leroy, Aurélien & Lucotte, Yannick
- 252-274 Testing for cojumps in high-frequency financial data: An approach based on first-high-low-last prices
by Liao, Yin & Anderson, Heather M.
2019, Volume 98, Issue C
- 1-24 Operational risk and reputation in financial institutions: Does media tone make a difference?
by Barakat, Ahmed & Ashby, Simon & Fenn, Paul & Bryce, Cormac
- 25-38 Stock market development and the financing role of IPOs in acquisitions
by Aktas, Nihat & Andries, Kathleen & Croci, Ettore & Ozdakak, Ali
- 39-60 The effect of pro-environmental preferences on bond prices: Evidence from green bonds
by Zerbib, Olivier David
- 61-79 How persistent are the effects of experience sampling on investor behavior?
by Bradbury, Meike A.S. & Hens, Thorsten & Zeisberger, Stefan
- 80-94 Cross-sectional seasonalities in international government bond returns
by Zaremba, Adam
- 95-107 How do firms value debt capacity? Evidence from mergers and acquisitions
by Ang, James S. & Daher, Mai M. & Ismail, Ahmad K.
- 108-124 Asset growth, style investing, and momentum
by Chou, Pin-Huang & Ko, Kuan-Cheng & Yang, Nien-Tzu
- 125-136 The asymmetric effect of equity volatility on credit default swap spreads
by Lee, Hwang Hee & Hyun, Jung-Soon
- 137-155 A jump-diffusion model for pricing and hedging with margined options: An application to Brent crude oil contracts
by Hilliard, Jimmy E. & Hilliard, Jitka
- 156-169 Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries
by Capelle-Blancard, Gunther & Crifo, Patricia & Diaye, Marc-Arthur & Oueghlissi, Rim & Scholtens, Bert
- 170-182 Senior debt and market discipline: Evidence from bank-to-bank loans
by Francis, Bill & Hasan, Iftekhar & Liu, LiuLing & Wang, Haizhi
- 183-197 Do analysts really anchor? Evidence from credit risk and suppressed negative information
by Ashour, Samar & Hao, (Grace) Qing
- 198-211 Board interlock networks and informed short sales
by Cheng, Shijun & Felix, Robert & Zhao, Yijiang
- 212-229 Upside potential of hedge funds as a predictor of future performance
by Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa O.
2018, Volume 97, Issue C
- 1-19 Managing renewable energy production risk
by Hain, Martin & Schermeyer, Hans & Uhrig-Homburg, Marliese & Fichtner, Wolf
- 20-36 Identifying relationship lending in the interbank market: A network approach
by Kobayashi, Teruyoshi & Takaguchi, Taro
- 37-50 Interorganizational trust and agency costs in credit relationships between savings banks and SMEs
by Hirsch, Bernhard & Nitzl, Christian & Schoen, Matthias
- 51-69 Unobservable systematic risk, economic activity and stock market
by Santis, Roberto A. De
- 70-86 Equity SRI funds vacillate between ethics and money: An analysis of the funds’ stock holding decisions
by Joliet, Robert & Titova, Yulia
- 87-108 Rivals’ competitive activities, capital constraints, and firm growth
by Bergbrant, Mikael C. & Hunter, Delroy M. & Kelly, Patrick J.
- 109-129 Nonconsolidated affiliates, bank capitalization, and risk taking
by Gong, Di & Huizinga, Harry & Laeven, Luc
- 130-141 Macro-financial linkages and heterogeneous non-performing loans projections: An application to Ecuador
by Grigoli, Francesco & Mansilla, Mario & Saldías, Martín
- 142-156 Total attention: The effect of macroeconomic news on market reaction to earnings news
by Chen, Linda H. & Jiang, George J. & Zhu, Kevin X.
- 157-176 Bank opacity and financial crises
by Jungherr, Joachim
- 177-188 International policy coordination for financial regime stability under cross-border externalities
by Park, Sungmin & Kim, Young-Han
- 189-197 The role of information: When is Directors’ and Officers’ insurance value-added?
by Chang, Shih-Chung & Ren, Yayuan & Yeh, Jason
- 198-218 The joint dynamics of sovereign ratings and government bond yields
by El-Shagi, Makram & Schweinitz, Gregor von
- 219-237 An analysis of the Solvency II regulatory framework’s Smith-Wilson model for the term structure of risk-free interest rates
by Jørgensen, Peter Løchte
- 238-256 Is the traditional banking model a survivor?
by Chiorazzo, Vincenzo & D'Apice, Vincenzo & DeYoung, Robert & Morelli, Pierluigi
- 257-269 Asset allocation strategies, data snooping, and the 1 / N rule
by Hsu, Po-Hsuan & Han, Qiheng & Wu, Wensheng & Cao, Zhiguang
- 270-282 Asset market responses to conventional and unconventional monetary policy shocks in the United States
by Claus, Edda & Claus, Iris & Krippner, Leo
- 283-296 Time-series momentum in nearly 100 years of stock returns
by Lim, Bryan Y. & Wang, Jiaguo (George) & Yao, Yaqiong
- 297-317 Accounting quality in banking: The role of regulatory interventions
by Delis, Manthos D. & Hasan, Iftekhar & Iosifidi, Maria & Li, Lingxiang
- 318-334 What makes individual investors exercise early? Empirical evidence from non-tradable fixed-income products
by Eickholt, Mathias & Entrop, Oliver & Wilkens, Marco
- 335-349 Zero leverage and the value in waiting to have debt
by Lotfaliei, Babak
2018, Volume 96, Issue C
- 1-17 A reinforced urn process modeling of recovery rates and recovery times
by Cheng, Dan & Cirillo, Pasquale
- 18-33 Ponzi schemes and the financial sector: DMG and DRFE in Colombia
by Hofstetter, Marc & Mejía, Daniel & Rosas, José Nicolás & Urrutia, Miguel
- 34-55 Corporate social responsibility, investor protection, and cost of equity: A cross-country comparison
by Breuer, Wolfgang & Müller, Torbjörn & Rosenbach, David & Salzmann, Astrid
- 56-72 Country transparency and the global transmission of financial shocks
by Brandao-Marques, Luis & Gelos, Gaston & Melgar, Natalia
- 73-86 Public guarantees to SME borrowing. A RDD evaluation
by de Blasio, Guido & De Mitri, Stefania & D'Ignazio, Alessio & Finaldi Russo, Paolo & Stoppani, Lavinia
- 87-105 Turnover threat and CEO risk-taking behavior in the banking industry
by Chen, Zhongdong & Ebrahim, Alireza
- 106-125 Price discovery in euro area sovereign credit markets and the ban on naked CDS
by Gyntelberg, Jacob & Hördahl, Peter & Ters, Kristyna & Urban, Jörg
- 126-135 A new risk factor based on equity duration
by Mohrschladt, Hannes & Nolte, Sven
- 136-152 Bond covenants and institutional blockholding
by Zhang, Xinde & Zhou, Simiao
- 153-168 Covariance forecasting in equity markets
by Symitsi, Efthymia & Symeonidis, Lazaros & Kourtis, Apostolos & Markellos, Raphael
- 169-184 Social stigma and executive compensation
by Novak, Jiri & Bilinski, Pawel
- 185-206 Smiling twice: The Heston++ model
by Pacati, Claudio & Pompa, Gabriele & Renò, Roberto
- 207-220 Dissecting bidder security returns on payment methods
by Li, Yuanzhi
- 221-235 Disciplinary directors: Evidence from the appointments of outside directors who have fired CEOs
by Cai, Jay & Nguyen, Tu
- 236-248 A clustering approach and a rule of thumb for risk aggregation
by Di Lascio, F. Marta L. & Giammusso, Davide & Puccetti, Giovanni
- 249-267 Does carbon risk matter in firm dividend policy? Evidence from a quasi-natural experiment in an imputation environment
by Balachandran, Balasingham & Nguyen, Justin Hung
- 268-276 Deposit insurance, bank exit, and spillover effects
by Ji, Yang & Bian, Wenlong & Huang, Yiping
- 277-291 Interest rate pass-through since the euro area crisis
by Holton, Sarah & Rodriguez d’Acri, Costanza
- 292-321 The cross-section of expected stock returns in the property/liability insurance industry
by Ben Ammar, Semir & Eling, Martin & Milidonis, Andreas
- 322-343 Banks’ equity stakes and lending: Evidence from a tax reform
by von Beschwitz, Bastian & Foos, Daniel
- 344-354 Financial development and the occurrence of banking crises
by Mathonnat, Clément & Minea, Alexandru
- 355-367 The Twitter myth revisited: Intraday investor sentiment, Twitter activity and individual-level stock return volatility
by Behrendt, Simon & Schmidt, Alexander
- 368-378 Curbing corporate debt bias: Do limitations to interest deductibility work?
by De Mooij, Ruud & Hebous, Shafik
- 379-392 Corporate transparency and reserve management: Evidence from US property-liability insurance companies
by Han, Sangyong & Lai, Gene C. & Ho, Chia-Ling
2018, Volume 95, Issue C
- 1-4 Introduction—special issue on commodity and energy markets in the Journal of Banking and Finance
by Roncoroni, Andrea & Prokopczuk, Marcel & Ronn, Ehud I.
- 5-26 Oil volatility risk and expected stock returns
by Christoffersen, Peter & Pan, Xuhui (Nick)
- 27-43 The impact of commodity benchmarks on derivatives markets: The case of the dated Brent assessment and Brent futures
by Frino, Alex & Ibikunle, Gbenga & Mollica, Vito & Steffen, Tom
- 44-63 Risk factors and their associated risk premia: An empirical analysis of the crude oil market
by Hain, Martin & Uhrig-Homburg, Marliese & Unger, Nils
- 64-81 Speculation, risk aversion, and risk premiums in the crude oil market
by Li, Bingxin
- 82-96 Is food financialized? Yes, but only when liquidity is abundant
by Ordu, Beyza Mina & Oran, Adil & Soytas, Ugur
- 97-111 Dynamic corporate risk management: Motivations and real implications
by Dionne, Georges & Gueyie, Jean-Pierre & Mnasri, Mohamed
- 112-127 The balance sheet effects of oil market shocks: An industry level analysis
by ElFayoumi, Khalid
- 128-147 Equilibrium commodity prices with irreversible investment and non-linear technologies
by Casassus, Jaime & Collin-Dufresne, Pierre & Routledge, Bryan R.
- 148-166 Pricing of long-dated commodity derivatives: Do stochastic interest rates matter?
by Cheng, Benjamin & Nikitopoulos, Christina Sklibosios & Schlögl, Erik
- 167-184 Gas storage valuation under multifactor Lévy processes
by Cummins, Mark & Kiely, Greg & Murphy, Bernard
- 185-202 From the Samuelson volatility effect to a Samuelson correlation effect: An analysis of crude oil calendar spread options
by Schneider, Lorenz & Tavin, Bertrand
- 203-216 A space-time random field model for electricity forward prices
by Benth, Fred Espen & Paraschiv, Florentina
- 217-230 Risk-optimized pooling of intermittent renewable energy sources
by Gersema, Gerke & Wozabal, David
- 231-243 Cross-commodity news transmission and volatility spillovers in the German energy markets
by Green, Rikard & Larsson, Karl & Lunina, Veronika & Nilsson, Birger
- 244-254 Optimal forward trading and battery control under renewable electricity generation
by Hinz, Juri & Yee, Jeremy
2018, Volume 94, Issue C
- 1-15 Labor law and innovation revisited
by Francis, Bill B. & Kim, Incheol & Wang, Bin & Zhang, Zhengyi
- 16-34 Distilling liquidity costs from limit order books
by Amaya, Diego & Filbien, Jean-Yves & Okou, Cédric & Roch, Alexandre F.
- 35-53 Consumer preferences for payment methods: Role of discounts and surcharges
by Stavins, Joanna
- 54-74 Do capital markets value corporate social responsibility? Evidence from seasoned equity offerings
by Feng, Zhi-Yuan & Chen, Carl R. & Tseng, Yen-Jung
- 75-88 About the fear of reputational loss: Social trading and the disposition effect
by Pelster, Matthias & Hofmann, Annette
- 89-106 A prudential stable funding requirement and monetary policy in a small open economy
by Jacob, Punnoose & Munro, Anella
- 107-117 Inter-market competition and bank loan spreads: Evidence from the securities offering reform
by Gustafson, Matthew T.
- 118-130 Real estate as a common risk factor in bank stock returns
by Carmichael, Benoît & Coën, Alain
- 131-151 Portfolio selection with proportional transaction costs and predictability
by Mei, Xiaoling & Nogales, Francisco J.
- 152-165 The impacts of asymmetric information and short sales on the illiquidity risk premium in the stock option market
by Lin, Zih-Ying & Chang, Chuang-Chang & Wang, Yaw-Huei
- 166-184 Mutual fund herding and stock price crashes
by Deng, Xin & Hung, Shengmin & Qiao, Zheng
- 185-207 Financial distress, refinancing, and debt structure
by Dudley, Evan & Yin, Qie Ellie
- 208-220 Analysts’ reinitiations of coverage and market underreaction
by Philippot, Aurélien
- 235-250 Default probabilities of privately held firms
by Duan, Jin-Chuan & Kim, Baeho & Kim, Woojin & Shin, Donghwa
- 251-266 How do firms respond to empty creditor holdout in distressed exchanges?
by Narayanan, Rajesh & Uzmanoglu, Cihan
- 267-278 Sector spillovers in credit markets
by Collet, Jerome & Ielpo, Florian
- 279-296 Financial illiteracy and mortgage refinancing decisions
by Bajo, Emanuele & Barbi, Massimiliano
- 297-314 Hidden effects of bank recapitalizations
by Beccalli, Elena & Frantz, Pascal & Lenoci, Francesca
- 315-336 Differences in options investors’ expectations and the cross-section of stock returns
by Andreou, Panayiotis C. & Kagkadis, Anastasios & Philip, Dennis & Tuneshev, Ruslan
- 337-350 Organizational form, business strategies and the demise of demutualized building societies in the UK
by Shiwakoti, Radha K. & Iqbal, Abdullah & Funnell, Warwick
2018, Volume 93, Issue C
- 1-20 Firm size effects in trade credit supply and demand
by Lawrenz, Jochen & Oberndorfer, Julia
- 21-32 Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics
by Chen, Cathy Yi-Hsuan & Chiang, Thomas C. & Härdle, Wolfgang Karl
- 33-40 Does your hedge fund manager smooth returns intentionally or inadvertently?
by Kim, Tae Yoon & Lee, Hee Soo
- 41-53 Risk and performance of bonds sponsored by private equity firms
by Cao, Xiaping & Chan, Konan & Kahle, Kathleen
- 54-70 Effects of government bailouts on mortgage modification
by Agarwal, Sumit & Zhang, Yunqi
- 71-91 The risk-taking channel of monetary policy transmission in the euro area
by Neuenkirch, Matthias & Nöckel, Matthias
- 92-104 Value at risk and expected shortfall based on Gram-Charlier-like expansions
by Zoia, Maria Grazia & Biffi, Paola & Nicolussi, Federica
- 105-126 Does CEO bias escalate repurchase activity?
by Banerjee, Suman & Humphery-Jenner, Mark & Nanda, Vikram
- 127-138 Bank size and market value: The role of direct monitoring and delegation costs
by Avramidis, Panagiotis & Cabolis, Christos & Serfes, Konstantinos
- 139-150 Agency problems in firms with an even number of directors: Evidence from China
by He, Wen & Luo, Jin-hui
- 151-161 The competitive effect of a bank megamerger on credit supply
by Fraisse, Henri & Hombert, Johan & Lé, Mathias
- 162-182 Endogenous scope economies in microfinance institutions
by Malikov, Emir & Hartarska, Valentina
- 183-197 Estimating risk-return relations with analysts price targets
by Wu, Liuren
- 198-212 Public health insurance and household portfolio Choices: Unravelling financial “Side Effects” of Medicare
by Angrisani, Marco & Atella, Vincenzo & Brunetti, Marianna
- 213-229 Credit risk in European banks: The bright side of the internal ratings based approach
by Cucinelli, Doriana & Battista, Maria Luisa Di & Marchese, Malvina & Nieri, Laura
- 230-246 Sovereign credit spreads under good/bad governance
by Jeanneret, Alexandre
2018, Volume 92, Issue C
Printed from https://ideas.repec.org/s/eee/jbfina7.html
