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
2018, Volume 89, Issue C
- 150-168 Organization capital, labor market flexibility, and stock returns around the world
by Leung, Woon Sau & Mazouz, Khelifa & Chen, Jie & Wood, Geoffrey
- 169-191 State history, legal adaptability and financial development
by Ang, James B. & Fredriksson, Per G.
- 192-208 Operating performance and aggressive trade credit policies
by Box, Travis & Davis, Ryan & Hill, Matthew & Lawrey, Chris
- 209-224 Learning about noise
by Marmora, Paul & Rytchkov, Oleg
- 225-236 Financial market illiquidity shocks and macroeconomic dynamics: Evidence from the UK
by Ellington, Michael
- 237-248 Monetary stimulation, bank relationship and innovation: Evidence from China
by Zheng, Gaoping & Wang, Shuxun & Xu, Yongxin
- 249-265 Market states, sentiment, and momentum in the corporate bond market
by Li, Lifang & Galvani, Valentina
2018, Volume 88, Issue C
- 1-14 Trading efficiency of fund families: Impact on fund performance and investment behavior
by Cici, Gjergji & Dahm, Laura K. & Kempf, Alexander
- 15-29 Financial literacy and participation in the derivatives markets
by Hsiao, Yu-Jen & Tsai, Wei-Che
- 30-43 Short selling around the expiration of IPO share lockups
by Gibbs, Michael & Hao, (Grace) Qing
- 44-51 Are gold and silver cointegrated? New evidence from quantile cointegrating regressions
by Schweikert, Karsten
- 52-62 Loss aversion around the world: Empirical evidence from pension funds
by Xie, Yuxin & Hwang, Soosung & Pantelous, Athanasios A.
- 63-75 The state dependent impact of bank exposure on sovereign risk
by Podstawski, Maximilian & Velinov, Anton
- 76-96 What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?
by Kaminska, Iryna & Liu, Zhuoshi & Relleen, Jon & Vangelista, Elisabetta
- 97-112 How much is too much? Large termination fees and target distress
by Neyland, Jordan & Shekhar, Chander
- 113-128 National elections and tail risk: International evidence
by Li, Qingyuan & Li, Si & Xu, Li
- 129-146 Industry networks and IPO waves
by Baxamusa, Mufaddal & Jalal, Abu
- 147-160 Sentiment hedging: How hedge funds adjust their exposure to market sentiment
by Zheng, Yao & Osmer, Eric & Zhang, Ruiyi
- 161-175 Point process models for extreme returns: Harnessing implied volatility
by Herrera, R. & Clements, A.E.
- 176-191 Monthly cyclicality in retail Investors’ liquidity and lottery-type stocks at the turn of the month
by Meng, Yun & Pantzalis, Christos
- 192-207 How data breaches affect consumer credit
by Mikhed, Vyacheslav & Vogan, Michael
- 208-224 Financial synergies and systemic risk in the organization of bank affiliates
by Luciano, Elisa & Wihlborg, Clas
- 225-240 Bank monitoring and CEO risk-taking incentives
by Saunders, Anthony & Song, Keke
- 241-249 Option-implied objective measures of market risk
by Leiss, Matthias & Nax, Heinrich H.
- 250-266 Corporate tax incentives and capital structure: New evidence from UK firm-level tax returns
by Devereux, Michael P. & Maffini, Giorgia & Xing, Jing
- 267-291 Female board directorship and firm performance: What really matters?
by Bennouri, Moez & Chtioui, Tawhid & Nagati, Haithem & Nekhili, Mehdi
- 292-311 Performance of foreign banks in developing countries: Evidence from sub-Saharan African banking markets
by Pelletier, Adeline
- 312-329 Momentum and funding conditions
by Garcia-Feijoo, Luis & Jensen, Gerald R. & Jensen, Tyler K.
- 330-346 Do players perform for pay? An empirical examination via NFL players’ compensation contracts
by Kim, Seoyoung & Sarin, Atulya & Sarin, Saagar
- 347-356 On the transactions costs of UK quantitative easing
by Breedon, Francis
- 357-365 Size does not matter: Diseconomies of scale in the mutual fund industry revisited
by Phillips, Blake & Pukthuanthong, Kuntara & Rau, P. Raghavendra
- 366-392 Subjectivity in sovereign credit ratings
by De Moor, Lieven & Luitel, Prabesh & Sercu, Piet & Vanpée, Rosanne
- 393-407 Multinomial VaR backtests: A simple implicit approach to backtesting expected shortfall
by Kratz, Marie & Lok, Yen H. & McNeil, Alexander J.
- 408-422 The strategic choice of payment method in corporate acquisitions: The role of collective bargaining against unionized workers
by Chen, I-Ju & Chen, Yan-Shing & Chen, Sheng-Syan
- 423-441 The role of corporate philanthropy in family firm succession: A social outreach perspective
by Pan, Yue & Weng, Ruoyu & Xu, Nianhang & Chan, Kam C.
- 442-454 Competition or manipulation? An empirical evidence of determinants of the earnings persistence of the U.S. banks
by Hung, Chi-Hsiou D. & Jiang, Yuxiang & Liu, Frank Hong & Tu, Hong
- 455-465 Capital regulation with heterogeneous banks – Unintended consequences of a too strict leverage ratio
by Barth, Andreas & Seckinger, Christian
- 466-482 Economic activity and momentum profits: Further evidence
by Maio, Paulo & Philip, Dennis
- 483-497 The effects of ownership change on bank performance and risk exposure: Evidence from indonesia
by Shaban, Mohamed & James, Gregory A.
2018, Volume 87, Issue C
- 1-25 Alternative corporate governance: Domestic media coverage of mergers and acquisitions in China
by Borochin, Paul & Cu, Wei Hua
- 26-39 Hidden gems and borrowers with dirty little secrets: Investment in soft information, borrower self-selection and competition
by Gropp, Reint & Guettler, Andre
- 40-48 Measuring banks’ market power in the presence of economies of scale: A scale-corrected Lerner index
by Spierdijka, Laura & Zaourasa, Michalis
- 49-67 Jumps, cojumps, and efficiency in the spot foreign exchange market
by Piccotti, Louis R.
- 68-86 Local corporate social responsibility, media coverage, and shareholder value
by Byun, Seong K. & Oh, Jong-Min
- 87-101 Distance to compliance portfolios: An integrated shortfall measure for basel III
by Schmaltz, Christian & Heidorn, Thomas & Torchiani, Ingo
- 102-117 Social capital and the cost of equity
by Gupta, Atul & Raman, Kartik & Shang, Chenguang
- 118-134 Bid-to-cover and yield changes around public debt auctions in the euro area
by Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank
- 135-149 Q-theory, mispricing, and profitability premium: Evidence from China
by Jiang, Fuwei & Qi, Xinlin & Tang, Guohao
- 150-163 Export market exit and financial health in crises periods
by Görg, Holger & Spaliara, Marina-Eliza
- 164-186 Bank funding costs in a rising interest rate environment
by Gerlach, Jeffrey R. & Mora, Nada & Uysal, Pinar
- 187-201 Can lenders discern managerial ability from luck? Evidence from bank loan contracts
by Bui, Dien Giau & Chen, Yan-Shing & Hasan, Iftekhar & Lin, Chih-Yung
- 202-215 Corporate litigation and debt
by Arena, Matteo P.
- 216-232 Are Chinese credit ratings relevant? A study of the Chinese bond market and credit rating industry
by Livingston, Miles & Poon, Winnie P.H. & Zhou, Lei
- 233-247 Forex trading and the WMR Fix
by Evans, Martin D.D.
- 248-263 An examination of the relation between strategic interaction among industry firms and firm performance
by Bayar, Tumennasan & Cornett, Marcia Millon & Erhemjamts, Otgontsetseg & Leverty, Ty & Tehranian, Hassan
- 264-281 The dawn of an ‘age of deposits’ in the United States
by Jaremski, Matthew & Rousseau, Peter L.
- 282-292 Regional banking instability and FOMC voting
by Eichler, Stefan & Lähner, Tom & Noth, Felix
- 293-303 Timing of banks’ loan loss provisioning during the crisis
by de Haan, Leo & van Oordt, Maarten R.C.
- 304-317 Gender, risk tolerance, and false consensus in asset allocation recommendations
by Bollen, Nicolas P.B. & Posavac, Steven
- 318-332 Cash flows and credit cycles
by Figueroa, Nicolás & Leukhina, Oksana
- 333-350 Legal framework quality and success of (different types of) venture capital investments
by Tykvová, Tereza
- 351-368 The peer performance ratios of hedge funds
by Ardia, David & Boudt, Kris
- 369-379 Detecting money market bubbles
by Baldeaux, Jan & Ignatieva, Katja & Platen, Eckhard
- 380-396 Sex and credit: Do gender interactions matter for credit market outcomes?
by Beck, Thorsten & Behr, Patrick & Madestam, Andreas
- 397-410 All’s well that ends well? On the importance of how returns are achieved
by Grosshans, Daniel & Zeisberger, Stefan
- 411-426 Non-interest income and bank lending
by Abedifar, Pejman & Molyneux, Philip & Tarazi, Amine
- 427-445 The impact of more frequent portfolio disclosure on mutual fund performance
by Parida, Sitikantha & Teo, Terence
- 446-461 Fraud recovery and the quality of country governance
by Curti, Filippo & Mihov, Atanas
2018, Volume 86, Issue C
- 1-20 The impact of conventional and unconventional monetary policy on expectations and sentiment
by Galariotis, Emilios & Makrichoriti, Panagiota & Spyrou, Spyros
- 21-36 Evaluating VPIN as a trigger for single-stock circuit breakers
by Abad, David & Massot, Magdalena & Pascual, Roberto
- 37-52 China's “Mercantilist” Government Subsidies, the Cost of Debt and Firm Performance
by Lim, Chu Yeong & Wang, Jiwei & Zeng, Cheng (Colin)
- 53-69 Capturing the value premium – global evidence from a fair value-based investment strategy
by Woltering, René-Ojas & Weis, Christian & Schindler, Felix & Sebastian, Steffen
- 70-86 Interest rate risk management and the mix of fixed and floating rate debt
by Oberoi, Jaideep
- 87-100 Creditor control and product-market competition
by Billett, Matthew T. & Esmer, Burcu & Yu, Miaomiao
- 101-112 Innovation externalities and the customer/supplier link
by Li, Keming
- 113-126 Interest rate derivatives use in banking: Market pricing implications of cash flow hedges
by Akhigbe, Aigbe & Makar, Stephen & Wang, Li & Whyte, Ann Marie
- 127-142 Monetary policy uncertainty and the market reaction to macroeconomic news
by Kurov, Alexander & Stan, Raluca
- 143-158 The skewness of commodity futures returns
by Fernandez-Perez, Adrian & Frijns, Bart & Fuertes, Ana-Maria & Miffre, Joelle
- 159-176 Measuring firm size in empirical corporate finance
by Dang, Chongyu & (Frank) Li, Zhichuan & Yang, Chen
- 177-193 To what extent did the economic stimulus package influence bank lending and corporate investment decisions? Evidence from China
by Liu, Qigui & Pan, Xiaofei & Tian, Gary Gang
- 194-203 The mechanics of commercial banking liberalization and growth
by Dal Colle, Alessandra
- 204-223 Capital markets’ assessment of the economic impact of the Dodd–Frank Act on systemically important financial firms
by Gao, Yu & Liao, Scott & Wang, Xue
- 224-239 In search for managerial skills beyond common performance measures
by Chen, Fan & Qian, Meifen & Sun, Ping-Wen & Yu, Bin
- 240-258 Limits of arbitrage and idiosyncratic volatility: Evidence from China stock market
by Gu, Ming & Kang, Wenjin & Xu, Bu
2017, Volume 85, Issue C
- 1-14 How do banks adjust to changing input prices? A dynamic analysis of U.S. commercial banks before and after the crisis
by Spierdijk, Laura & Shaffer, Sherrill & Considine, Tim
- 15-29 Shortability and asset pricing model: Evidence from the Hong Kong stock market
by Bai, Min & Li, Xiao-Ming & Qin, Yafeng
- 30-40 The case for herding is stronger than you think
by Bohl, Martin T. & Branger, Nicole & Trede, Mark
- 41-55 Do bond credit ratings lead to excess comovement?
by Raffestin, Louis
- 56-68 Interest margins and bank regulation in Central America and the Caribbean
by Birchwood, Anthony & Brei, Michael & Noel, Dorian M.
- 69-82 Human vs. high-frequency traders, penny jumping, and tick size
by Mahmoodzadeh, Soheil & Gençay, Ramazan
- 83-98 Trading restrictions and firm dividends: The share lockup expiration experience in China
by Fang, Hongyan & Song, Zhihui & Nofsinger, John R. & Wang, Yuyue
- 99-112 The impact of sovereign rating changes on the activity of European banks
by Drago, Danilo & Gallo, Raffaele
- 113-131 Investor protection, taxation and dividend policy: Long-run evidence, 1838–2012
by Moortgat, Leentje & Annaert, Jan & Deloof, Marc
- 132-145 The effect of payday lending restrictions on liquor sales
by Cuffe, Harold E. & Gibbs, Christopher G.
- 146-164 Absorptive capacity, technology spillovers, and the cross-section of stock returns
by Oh, Jong-Min
2017, Volume 84, Issue C
- 1-8 Comparative statics and portfolio choices under the phantom decision model
by Iwaki, Hideki & Osaki, Yusuke
- 9-24 Are correlations constant? Empirical and theoretical results on popular correlation models in finance
by Adams, Zeno & Füss, Roland & Glück, Thorsten
- 25-40 Intraday online investor sentiment and return patterns in the U.S. stock market
by Renault, Thomas
- 41-52 The market price of risk of the variance term structure
by Dotsis, George
- 53-67 Determinants of the crude oil futures curve: Inventory, consumption and volatility
by Nikitopoulos, Christina Sklibosios & Squires, Matthew & Thorp, Susan & Yeung, Danny
- 68-87 Financial overconfidence over time: Foresight, hindsight, and insight of investors
by Merkle, Christoph
- 88-106 Unemployment fluctuations and the predictability of currency returns
by Nucera, Federico
- 107-122 Analysing the determinants of insolvency risk for general insurance firms in the UK
by Caporale, Guglielmo Maria & Cerrato, Mario & Zhang, Xuan
- 123-134 It's all in the name: Mutual fund name changes after SEC Rule 35d-1
by Espenlaub, Susanne & Haq, Imtiaz ul & Khurshed, Arif
- 135-151 Do all new brooms sweep clean? Evidence for outside bank appointments
by Kick, Thomas & Nehring, Inge & Schertler, Andrea
- 152-165 Government ownership and exposure to political uncertainty: Evidence from China
by Zhou, Zhengyi
- 166-187 Risk-sharing, market imperfections, asset prices: Evidence from China’s stock market liberalization
by Chan, Marc K. & Kwok, Simon
- 188-201 Out-of-sample equity premium predictability and sample split–invariant inference
by Kolev, Gueorgui I. & Karapandza, Rasa
2017, Volume 83, Issue C
- 1-18 Shadows in the Sun: Crash risk behind Earnings Transparency
by Hung, Shengmin & Qiao, Zheng
- 19-35 The q-factors and expected bond returns
by Franke, Benedikt & Müller, Sebastian & Müller, Sonja
- 36-56 Liquidity creation through efficient M&As: A viable solution for vulnerable banking systems? Evidence from a stress test under a panel VAR methodology
by Baltas, Konstantinos N. & Kapetanios, George & Tsionas, Efthymios & Izzeldin, Marwan
- 57-69 Risky lending: Does bank corporate governance matter?
by Faleye, Olubunmi & Krishnan, Karthik
- 70-84 Gini-type measures of risk and variability: Gini shortfall, capital allocations, and heavy-tailed risks
by Furman, Edward & Wang, Ruodu & Zitikis, Ričardas
- 85-103 Equity index variance: Evidence from flexible parametric jump–diffusion models
by Kaeck, Andreas & Rodrigues, Paulo & Seeger, Norman J.
- 104-120 Does bank competition reduce cost of credit? Cross-country evidence from Europe
by Fungáčová, Zuzana & Shamshur, Anastasiya & Weill, Laurent
- 121-134 House prices, consumption and the role of non-Mortgage debt
by Kartashova, Katya & Tomlin, Ben
- 135-152 The effect of the term auction facility on the London interbank offered rate
by McAndrews, James & Sarkar, Asani & Wang, Zhenyu
- 153-172 Reprint of: The asymmetric effect of international swap lines on banks in emerging markets
by Andrieș, Alin Marius & Fischer, Andreas M. & Yeșin, Pınar
- 173-192 The effect of TARP on the propagation of real estate shocks: Evidence from geographically diversified banks
by Jang, Karen Y.
- 193-220 Reprint of: Thawing frozen capital markets and backdoor bailouts: Evidence from the Fed's liquidity programs
by Helwege, Jean & Boyson, Nicole M. & Jindra, Jan
- 221-231 Reprint of: Stopping contagion with bailouts: Micro-evidence from Pennsylvania bank networks during the panic of 1884
by Anderson, Haelim Park & Bluedorn, John C.
- 232-248 Reprint of: Central bank collateral frameworks
by Nyborg, Kjell G.
2017, Volume 82, Issue C
- 1-19 Unfolded risk-return trade-offs and links to Macroeconomic Dynamics
by Liu, Xiaochun
- 20-39 Do foreign banks take more risk? Evidence from emerging economies
by Chen, Minghua & Wu, Ji & Jeon, Bang Nam & Wang, Rui
- 40-58 Resolution of financial distress under agency frictions
by Moreno-Bromberg, Santiago & Vo, Quynh-Anh
- 59-79 Announcing the announcement
by Boulland, Romain & Dessaint, Olivier
- 80-97 Cash holdings between public and private insurers ‒ a partial adjustment approach
by Xie, Xiaoying & Wang, Yuling & Zhao, Guiqin & Lu, Weili
- 98-111 The synchronization of credit cycles
by Meller, Barbara & Metiu, Norbert
- 112-132 Investor sentiment, flight-to-quality, and corporate bond comovement
by Bethke, Sebastian & Gehde-Trapp, Monika & Kempf, Alexander
- 133-150 Starting on the wrong foot: Seasonality in mutual fund performance
by Brown, Stephen J. & Sotes-Paladino, Juan & Wang, Jiaguo(George) & Yao, Yaqiong
- 151-164 Do locals know better? A comparison of the performance of local and foreign institutional investors
by Ferreira, Miguel A. & Matos, Pedro & Pereira, João Pedro & Pires, Pedro
- 165-179 The role of prepayment penalties in mortgage loans
by Beltratti, Andrea & Benetton, Matteo & Gavazza, Alessandro
- 180-190 Optimal delta hedging for options
by Hull, John & White, Alan
- 191-202 The liquidity impact on firm values: The evidence of Taiwan's banking industry
by Chen, Ren-Raw & Yang, Tung-Hsiao & Yeh, Shih-Kuo
- 203-216 Funding liquidity and bank risk taking
by Khan, Muhammad Saifuddin & Scheule, Harald & Wu, Eliza
- 217-228 Real effects of bank capital regulations: Global evidence
by Deli, Yota D. & Hasan, Iftekhar
- 229-243 The impacts of Net Stable Funding Ratio requirement on Banks’ choices of debt maturity
by Wei, Xu & Gong, Yaxian & Wu, Ho-Mou
- 244-264 Risk evaluations with robust approximate factor models
by Chou, Ray Yeutien & Yen, Tso-Jung & Yen, Yu-Min
2017, Volume 81, Issue C
- 1-19 Bank liquidity creation and real economic output
by Berger, Allen N. & Sedunov, John
- 20-23 Errata for the article “Pricing and static hedging of American-style options under the jump to default extended CEV model”
by Pedro Vidal Nunes, João & Pedro Ruas, João & Carlos Dias, José
- 24-35 Inflation and the evolution of firm-level liquid assets
by Curtis, Chadwick C. & Garín, Julio & Saif Mehkari, M.
- 36-64 Mapping heat in the U.S. financial system
by Aikman, David & Kiley, Michael & Lee, Seung Jung & Palumbo, Michael G. & Warusawitharana, Missaka
- 65-80 Sovereign stress and SMEs’ access to finance: Evidence from the ECB's SAFE survey
by Ferrando, Annalisa & Popov, Alexander & Udell, Gregory F.
- 81-104 The value-added role of industry specialist advisors in M&As
by Graham, Michael & Walter, Terry S. & Yawson, Alfred & Zhang, Huizhong
- 105-113 An approximate multi-period Vasicek credit risk model
by García-Céspedes, Rubén & Moreno, Manuel
- 114-135 Reading between the ratings: Modeling residual credit risk and yield overlap
by Chang, Charles & Fuh, Cheng-Der & Kao, Chu-Lan Michael
- 136-149 Variance risk in commodity markets
by Prokopczuk, Marcel & Symeonidis, Lazaros & Wese Simen, Chardin
- 150-165 Aggregate uncertainty and the supply of credit
by Valencia, Fabián
- 166-171 Real options in finance
by Lambrecht, Bart M.
- 172-180 The odd notion of “reversible investment”
by Davis, Graham A. & Cairns, Robert D.
- 181-199 Strategic technology adoption and hedging under incomplete markets
by Leippold, Markus & Stromberg, Jacob
- 200-206 Real options with ex-post division of the surplus
by Pennings, Enrico
- 207-220 Leaders, followers, and equity risk premiums in booms and busts
by Goto, Makoto & Nishide, Katsumasa & Takashima, Ryuta
- 221-235 Corporate liquidity and dividend policy under uncertainty
by Koussis, Nicos & Martzoukos, Spiros H. & Trigeorgis, Lenos
2017, Volume 80, Issue C
- 1-13 The impact of bancassurance on efficiency and profitability of banks: Evidence from the banking industry in Taiwan
by Peng, Jin-Lung & Jeng, Vivian & Wang, Jennifer L. & Chen, Yen-Chih
- 14-32 Rewarding risk-taking or skill? The case of private equity fund managers
by Buchner, Axel & Wagner, Niklas F.
- 33-50 Understanding the impact of monetary policy announcements: The importance of language and surprises
by Smales, L.A. & Apergis, N.
- 51-70 Do board interlocks increase innovation? Evidence from a corporate governance reform in India
by Helmers, Christian & Patnam, Manasa & Rau, P. Raghavendra
- 71-89 Helping hands or grabbing hands? An analysis of political connections and firm value
by Chen, Carl R. & Li, Yingqi & Luo, Danglun & Zhang, Ting
- 90-107 The interbank network across the global financial crisis: Evidence from Italy
by Affinito, Massimiliano & Franco Pozzolo, Alberto
- 108-118 Deposit competition and loan markets
by Arping, Stefan
- 119-134 Does a manager's gender matter when accessing credit? Evidence from European data
by Moro, Andrea & Wisniewski, Tomasz Piotr & Mantovani, Guido Massimiliano
- 135-161 An analysis of simultaneous company defaults using a shot noise process
by Egami, M. & Kevkhishvili, R.
- 162-175 Flight-to-quality, economic fundamentals, and stock returns
by Kaul, Aditya & Kayacetin, Nuri Volkan
- 176-202 The impact of monetary policy on corporate bonds under regime shifts
by Guidolin, Massimo & Orlov, Alexei G. & Pedio, Manuela
- 203-214 Valuation of diversified banks: New evidence
by Guerry, Nicolas & Wallmeier, Martin
- 215-234 An evaluation of bank measures for market risk before, during and after the financial crisis
by O’Brien, James & Szerszeń, Paweł J.
- 235-249 When time is not on our side: The costs of regulatory forbearance in the closure of insolvent banks
by Cole, Rebel A. & White, Lawrence J.
2017, Volume 79, Issue C
- 1-11 Are all odd-lots the same? Odd-lot transactions by order submission and trader type
by Johnson, Hardy & Van Ness, Bonnie F. & Van Ness, Robert A.
- 12-27 Don’t lapse into temptation: a behavioral explanation for policy surrender
by Nolte, Sven & Schneider, Judith C.
- 28-41 Momentum spillover from stocks to corporate bonds
by Haesen, Daniel & Houweling, Patrick & van Zundert, Jeroen
- 42-56 Downturn LGD modeling using quantile regression
by Krüger, Steffen & Rösch, Daniel
- 57-73 Financial penalties and bank performance
by Köster, Hannes & Pelster, Matthias
- 74-94 The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
by Avouyi-Dovi, S. & Horny, G. & Sevestre, P.
- 95-109 Dynamic portfolio optimization with ambiguity aversion
by Zhang, Jinqing & Jin, Zeyu & An, Yunbi
- 110-128 Credit cycles and capital flows: Effectiveness of the macroprudential policy framework in emerging market economies
by Fendoğlu, Salih
- 129-141 Do oil futures prices predict stock returns?
by Chiang, I-Hsuan Ethan & Hughen, W. Keener
- 142-158 Do local banking market structures matter for SME financing and performance? New evidence from an emerging economy
by Hasan, Iftekhar & Jackowicz, Krzysztof & Kowalewski, Oskar & Kozłowski, Łukasz
- 159-172 Do individual short-sellers make money? Evidence from Korea
by Wang, Shu-Feng & Lee, Kuan-Hui & Woo, Min-Cheol
2017, Volume 78, Issue C
- 1-13 How does working in a finance profession affect mortgage delinquency?
by Agarwal, Sumit & Chomsisengphet, Souphala & Zhang, Yunqi
- 14-26 The location of financial sector FDI: Tax and regulation policy
by Merz, Julia & Overesch, Michael & Wamser, Georg
- 27-41 An analysis of the consistency of banks’ internal ratings
by Berg, Tobias & Koziol, Philipp
- 42-57 Style drift: Evidence from small-cap mutual funds
by Cao, Charles & Iliev, Peter & Velthuis, Raisa
- 58-83 Financial literacy, present bias and alternative mortgage products
by Gathergood, John & Weber, Jörg
- 84-90 Network, market, and book-based systemic risk rankings
by van de Leur, Michiel C.W. & Lucas, André & Seeger, Norman J.
- 91-107 The effects of bank and nonbank provider locations on household use of financial transaction services
by Goodstein, Ryan M. & Rhine, Sherrie L.W.
- 108-116 Why do fund managers increase risk?
by Ha, Yeonjeong & Ko, Kwangsoo
- 117-129 ATM foreign fees and cash withdrawals
by Magnac, Thierry
- 130-141 Divergence of sentiment and stock market trading
by Siganos, Antonios & Vagenas-Nanos, Evangelos & Verwijmeren, Patrick
- 142-152 Interbank interest rates: Funding liquidity risk and XIBOR basis spreads
by Gallitschke, Janek & Seifried (née Müller), Stefanie & Seifried, Frank Thomas
- 153-163 Dividends, earnings, and predictability
by Møller, Stig V. & Sander, Magnus
- 164-180 Corporate investment and bank-dependent borrowers during the recent financial crisis
by Bucă, Andra & Vermeulen, Philip
2017, Volume 77, Issue C
- 1-17 What drives investment–cash flow sensitivity around the World? An asset tangibility Perspective
by Moshirian, Fariborz & Nanda, Vikram & Vadilyev, Alexander & Zhang, Bohui
- 18-34 Temperature shocks and the cost of equity capital: Implications for climate change perceptions
by Balvers, Ronald & Du, Ding & Zhao, Xiaobing
- 35-52 Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives
by Boubaker, Sabri & Gounopoulos, Dimitrios & Nguyen, Duc Khuong & Paltalidis, Nikos
- 53-63 Does corporate social responsibility affect mutual fund performance and flows?
by El Ghoul, Sadok & Karoui, Aymen
- 64-77 Cyclicality of SME lending and government involvement in banks
by Behr, Patrick & Foos, Daniel & Norden, Lars
- 78-94 Pricing and disentanglement of American puts in the hyper-exponential jump-diffusion model
by Leippold, Markus & Vasiljević, Nikola
Printed from https://ideas.repec.org/s/eee/jbfina8.html
