Contact information of Elsevier
Serial Information
Download restrictions: Full text for ScienceDirect subscribers only
Editor: Ike Mathur
The email address of this editor does not seem to be valid any more. Please ask Ike Mathur to have the entry updated or send us the correct address.
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
2017, Volume 81, Issue C
- 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
- 95-107 The effect of bank capital on lending: Does liquidity matter?
by Kim, Dohan & Sohn, Wook
- 108-121 Sovereign credit rating determinants: A comparison before and after the European debt crisis
by Reusens, Peter & Croux, Christophe
- 122-136 Effects of business diversification on asset risk-taking: Evidence from the U.S. property-liability insurance industry
by Che, Xin & Liebenberg, Andre P.
- 137-156 The role of governance on bank liquidity creation
by Díaz, Violeta & Huang, Ying
- 157-175 Aggregate earnings and stock market returns: The good, the bad, and the state-dependent
by Zolotoy, Leon & Frederickson, James R. & Lyon, John D.
- 176-196 Life-cycle effects in small business finance
by Ylhäinen, Ilkka
- 197-212 Stockpiling cash when it takes time to build: Exploring price differentials in a commodity boom
by Hansen, Erwin & Wagner, Rodrigo
- 213-229 The structure of the global reinsurance market: An analysis of efficiency, scale, and scope
by Biener, Christian & Eling, Martin & Jia, Ruo
- 230-248 Financial contagion risk and the stochastic discount factor
by Piccotti, Louis R.
- 249-268 A two-factor cointegrated commodity price model with an application to spread option pricing
by Farkas, Walter & Gourier, Elise & Huitema, Robert & Necula, Ciprian
- 269-282 Why do firms engage in selective hedging? Evidence from the gold mining industry
by Adam, Tim R. & Fernando, Chitru S. & Salas, Jesus M.
- 283-299 Central banks and macroeconomic policy choices: Relaxing the trilemma
by Steiner, Andreas
- 300-316 Granularity in banking and growth: Does financial openness matter?
by Bremus, Franziska & Buch, Claudia M.
- 317-327 Federal reserve's policy, global equity markets, and the local monetary policy stance
by Chortareas, Georgios & Noikokyris, Emmanouil
- 328-350 Sovereign risk and the impact of crisis: Evidence from Latin AmericaAuthor-Name: Batten, Jonathan A
by Gannon, Gerard L. & Thuraisamy, Kannan S.
2017, Volume 76, Issue C
- 1-14 Asymmetric information and the death of ABS CDOs
by Beltran, Daniel O. & Cordell, Larry & Thomas, Charles P.
- 15-31 Political connection of financial intermediaries: Evidence from China's IPO market
by Chen, Donghua & Guan, Yuyan & Zhang, Tianyu & Zhao, Gang
- 32-47 Bank opacity and the efficiency of stock prices
by Blau, Benjamin M. & Brough, Tyler J. & Griffith, Todd G.
- 48-64 Actively managed mutual funds holding passive investments: What do ETF positions tell us about mutual fund ability?
by Sherrill, D. Eli & Shirley, Sara E. & Stark, Jeffrey R.
- 65-73 Insider trading, stock return volatility, and the option market's pricing of the information content of insider trading
by Chiang, Chin-Han & Chung, Sung Gon & Louis, Henock
- 74-91 Trust and stock price crash risk: Evidence from China
by Li, Xiaorong & Wang, Steven Shuye & Wang, Xue
- 92-119 Thawing frozen capital markets and backdoor bailouts: Evidence from the Fed's liquidity programs
by Helwege, Jean & Boyson, Nicole M. & Jindra, Jan
- 120-138 Option pricing under time-varying risk-aversion with applications to risk forecasting
by Kiesel, Rüdiger & Rahe, Florentin
- 139-149 Stopping contagion with bailouts: Micro-evidence from Pennsylvania bank networks during the panic of 1884
by Anderson, Haelim Park & Bluedorn, John C.
- 150-174 Which market integration measure?
by Billio, M. & Donadelli, M. & Paradiso, A. & Riedel, M.
- 175-188 The power of the pen reconsidered: The media, CEO human capital, and corporate governance
by Liu, Baixiao & McConnell, John J. & Xu, Wei
- 189-197 Do extreme returns matter in emerging markets? Evidence from the Chinese stock market
by Nartea, Gilbert V. & Kong, Dongmin & Wu, Ji
- 198-214 Central bank collateral frameworks
by Nyborg, Kjell G.
- 215-239 The composition of CMBS risk
by Christopoulos, Andreas D.
2017, Volume 75, Issue C
- 1-16 Discrete-time option pricing with stochastic liquidity
by Leippold, Markus & Schärer, Steven
- 17-34 The joint cross-sectional variation of equity returns and volatilities
by González-Urteaga, Ana & Rubio, Gonzalo
- 35-52 Performance volatility, information availability, and disclosure reforms
by Fu, Renhui & Gao, Fang & Kim, Yong H. & Qiu, Buhui
- 53-63 Looking behind mortgage delinquencies
by Mocetti, Sauro & Viviano, Eliana
- 64-79 Index portfolio and welfare analysis under heterogeneous beliefs
by He, Xue-Zhong & Shi, Lei
- 80-97 Hedge fund politics and portfolios
by DeVault, Luke & Sias, Richard
- 98-108 Slow diffusion of information and price momentum in stocks: Evidence from options markets
by Chen, Zhuo & Lu, Andrea
- 109-117 1-share orders and trades
by Davis, Ryan L. & Roseman, Brian S. & Van Ness, Bonnie F. & Van Ness, Robert
- 118-135 Information in CDS spreads
by Norden, Lars
- 136-151 Idiosyncratic volatility: An indicator of noise trading?
by Aabo, Tom & Pantzalis, Christos & Park, Jung Chul
- 152-166 Bank capital in the crisis: It's not just how much you have but who provides it
by Garel, Alexandre & Petit-Romec, Arthur
- 167-183 Semi-analytical valuation for discrete barrier options under time-dependent Lévy processes
by Lian, Guanghua & Zhu, Song-Ping & Elliott, Robert J. & Cui, Zhenyu
- 184-199 Bank productivity growth and convergence in the European Union during the financial crisis
by Degl'Innocenti, Marta & Kourtzidis, Stavros A. & Sevic, Zeljko & Tzeremes, Nickolaos G.
- 200-214 Corporate liquidity and dividend policy under uncertainty
by Koussis, Nicos & Martzoukos, Spiros H. & Trigeorgis, Lenos
- 215-234 The asymmetric effect of international swap lines on banks in emerging markets
by Andrieș, Alin Marius & Fischer, Andreas M. & Yeșin, Pınar
- 235-257 Competition in the credit rating Industry: Benefits for investors and issuers
by Morkoetter, Stefan & Stebler, Roman & Westerfeld, Simone
- 258-279 Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
by Mensi, Walid & Hammoudeh, Shawkat & Shahzad, Syed Jawad Hussain & Shahbaz, Muhammad
- 280-291 Corporate social responsibility and CEO confidence
by McCarthy, Scott & Oliver, Barry & Song, Sizhe
- 292-311 The Liquidity Coverage Ratio and security prices
by Fuhrer, Lucas Marc & Müller, Benjamin & Steiner, Luzian
2017, Volume 74, Issue C
- 1-23 Information environment and earnings management of dual class firms around the world
by Li, Ting & Zaiats, Nataliya
- 24-37 The impact of the European sovereign debt crisis on banks stocks. Some evidence of shift contagion in Europe
by Allegret, Jean-Pierre & Raymond, Hélène & Rharrabti, Houda
- 38-50 One-sided performance measures under Gram-Charlier distributions
by León, Angel & Moreno, Manuel
- 51-68 Organizational structure, risk-based capital requirements, and the sales of downgraded bonds
by Lu, Erin P. & Lai, Gene C. & Ma, Qingzhong
- 69-84 The international effect of managerial social capital on the cost of equity
by Ferris, Stephen P. & Javakhadze, David & Rajkovic, Tijana
- 85-101 Do Delaware CEOs get fired?
by Jagannathan, Murali & Pritchard, A.C.
- 102-121 Accounting for banks, capital regulation and risk-taking
by Li, Jing
- 122-132 Surprised or not surprised? The investors’ reaction to the comprehensive assessment preceding the launch of the banking union
by Carboni, Marika & Fiordelisi, Franco & Ricci, Ornella & Lopes, Francesco Saverio Stentella
- 133-152 Special purpose entities and bank loan contracting
by Kim, Jeong-Bon & Song, Byron Y. & Wang, Zheng
- 153-168 Excess reserves, monetary policy and financial volatility
by Primus, Keyra
2016, Volume 73, Issue C
- 1-15 Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns
by Cao, Jie & Han, Bing
- 16-37 The impact of non-interest income on bank risk in Australia
by Williams, Barry
- 38-54 Investment risk allocation and the venture capital exit market: Evidence from early stage investing
by Chaplinsky, Susan & Gupta-Mukherjee, Swasti
- 55-66 Debit card and demand for cash
by David, Bounie & Abel, François & Patrick, Waelbroeck
- 67-83 Credit derivatives as a commitment device: Evidence from the cost of corporate debt
by Kim, Gi H.
- 84-98 Analyst coverage and corporate tax aggressiveness
by Allen, Arthur & Francis, Bill B. & Wu, Qiang & Zhao, Yijiang
- 99-112 Sovereign debt ratings and stock liquidity around the World
by Lee, Kuan-Hui & Sapriza, Horacio & Wu, Yangru
- 113-130 Locus of control and savings
by Cobb-Clark, Deborah A. & Kassenboehmer, Sonja C. & Sinning, Mathias G.
- 131-146 Family control and corporate social responsibility
by El Ghoul, Sadok & Guedhami, Omrane & Wang, He & Kwok, Chuck C.Y.
- 147-164 Stock return predictability and investor sentiment: A high-frequency perspective
by Sun, Licheng & Najand, Mohammad & Shen, Jiancheng
- 165-181 The sensitivity of VPIN to the choice of trade classification algorithm
by Pöppe, Thomas & Moos, Sebastian & Schiereck, Dirk
- 182-197 Investment-cash flow sensitivity and financial constraints: Evidence from unquoted European SMEs
by Mulier, Klaas & Schoors, Koen & Merlevede, Bruno
- 198-210 The policy impact of new rules for loan participation on credit union returns
by Goenner, Cullen F
- 211-223 Trading book and credit risk: How fundamental is the Basel review?
by Laurent, Jean-Paul & Sestier, Michael & Thomas, Stéphane
2016, Volume 72, Issue S
- 6-18 What drives cross-border M&As in commercial banking?
by Gulamhussen, Mohamed Azzim & Hennart, Jean-François & Pinheiro, Carlos Manuel
- 19-38 Economic consequences of deregulation: Evidence from the removal of voting cap in Indian banks
by Ghosh, Chinmoy & Hilliard, James & Petrova, Milena & Phani, B.V.
- 39-69 How do banks make the trade-offs among risks? The role of corporate governance
by Chen, Hsiao-Jung & Lin, Kuan-Ting
- 70-80 Trademarking activities and total factor productivity: Some evidence for British commercial banks using a metafrontier approach
by Duygun, Meryem & Sena, Vania & Shaban, Mohamed
- 81-91 The economic value of controlling for large losses in portfolio selection
by Dias, Alexandra
- 92-103 The determinants of failed takeovers in the banking sector: Deal or country characteristics?
by Caiazza, Stefano & Pozzolo, Alberto Franco
- 104-118 Momentum and downside risk
by Min, Byoung-Kyu & Kim, Tong Suk
- 119-131 Chasing trends at the micro-level: The effect of technical trading on order book dynamics
by Chiarella, Carl & Ladley, Daniel
- 132-147 Managers set the tone: Equity incentives and the tone of earnings press releases
by Arslan-Ayaydin, Özgür & Boudt, Kris & Thewissen, James
- 148-171 Bank integration and co-movements across housing markets
by Milcheva, Stanimira & Zhu, Bing
- 172-186 Disagreement versus uncertainty: Evidence from distribution forecasts
by Krüger, Fabian & Nolte, Ingmar
- 187-202 What is the impact of bankrupt and restructured loans on Japanese bank efficiency?
by Mamatzakis, Emmanuel & Matousek, Roman & Vu, Anh Nguyet
- 203-215 Active risk management and banking stability
by Silva Buston, Consuelo
- 216-232 Multivariate moments expansion density: Application of the dynamic equicorrelation model
by Ñíguez, Trino-Manuel & Perote, Javier
2016, Volume 72, Issue C
- 15-27 Some defaults are deeper than others: Understanding long-term mortgage arrears
by Kelly, Robert & McCann, Fergal
- 28-51 Financial innovation: The bright and the dark sides
by Beck, Thorsten & Chen, Tao & Lin, Chen & Song, Frank M.
- 52-66 Taxing banks: An evaluation of the German bank levy
by Buch, Claudia M. & Hilberg, Björn & Tonzer, Lena
- 67-80 Credit constraints and the international propagation of US financial shocks
by Metiu, Norbert & Hilberg, Björn & Grill, Michael
- 81-98 Valuation uncertainty, market sentiment and the informativeness of institutional trades
by Yang, Lisa (Zongfei) & Goh, Jeremy & Chiyachantana, Chiraphol
- 99-120 Credible reforms and stock return volatility: Evidence from privatization
by Cosset, Jean-Claude & Somé, Hyacinthe Y. & Valéry, Pascale
- 121-132 Evaluating Value-at-Risk forecasts: A new set of multivariate backtests
by Wied, Dominik & Weiß, Gregor N.F. & Ziggel, Daniel
- 133-150 Commodities momentum: A behavioral perspective
by Bianchi, Robert J. & Drew, Michael E. & Fan, John Hua
- 151-174 Evaluating corporate bonds and analyzing claim holders’ decisions with complex debt structure
by Liu, Liang-Chih & Dai, Tian-Shyr & Wang, Chuan-Ju
- 175-183 Ireland’s 2010 EU/IMF intervention: Costs and benefits
by van Bekkum, Sjoerd
- 184-200 Customer concentration and corporate tax avoidance
by Huang, Henry He & Lobo, Gerald J. & Wang, Chong & Xie, Hong
- 201-217 Mortgage risks, debt literacy and financial advice
by van Ooijen, Raun & van Rooij, Maarten C.J.
- 218-239 Risk and risk management in the credit card industry
by Butaru, Florentin & Chen, Qingqing & Clark, Brian & Das, Sanmay & Lo, Andrew W. & Siddique, Akhtar
- 240-254 Cash flow news, discount rate news, and momentum
by Celiker, Umut & Kayacetin, Nuri Volkan & Kumar, Raman & Sonaer, Gokhan
2016, Volume 71, Issue C
- 1-19 Excess value and restructurings by diversified firms
by Hovakimian, Gayané
- 20-36 The predictive performance of commodity futures risk factors
by Ahmed, Shamim & Tsvetanov, Daniel
- 37-49 Voluntary monthly earnings disclosures and analyst behavior
by Tsao, Shou-Min & Lu, Hsueh-Tien & Keung, Edmund C.
- 50-61 Stock returns and future tense language in 10-K reports
by Karapandza, Rasa
- 62-74 Reducing the impact of real estate foreclosures with Amortizing Participation Mortgages
by Wojakowski, Rafal M. & Ebrahim, M. Shahid & Shackleton, Mark B.
- 75-94 Sensitivity to investor sentiment and stock performance of open market share repurchases
by Liang, Woan-lih
- 95-108 Limited deposit insurance coverage and bank competition
by Shy, Oz & Stenbacka, Rune & Yankov, Vladimir
- 109-118 Do traders strategically time their pledges during real-world Walrasian auctions?
by Eaves, James & Williams, Jeffrey & Power, Gabriel J.
- 119-132 The pricing of different dimensions of liquidity: Evidence from government guaranteed bonds
by Black, Jeffrey R. & Stock, Duane & Yadav, Pradeep K.
- 133-153 State ownership, cross-border acquisition, and risk-taking: Evidence from China’s banking industry
by Zhu, Wenyu & Yang, Jiawen
- 154-167 Product diversification and bank performance: Does ownership structure matter?
by Saghi-Zedek, Nadia
- 168-182 US bank credit spreads during the financial crisis
by Spencer, Peter
- 183-205 Derivatives usage, securitization, and the crash sensitivity of bank stocks
by Trapp, Rouven & Weiß, Gregor N.F.
- 206-226 Market makers’ optimal price-setting policy for exchange-traded certificates
by Baller, Stefanie & Entrop, Oliver & McKenzie, Michael & Wilkens, Marco
- 227-239 Bullish/bearish/neutral strategies under short sale restrictions
by Bae, Kwangil & Kang, Jangkoo & Lee, Soonhee
2016, Volume 70, Issue C
- 1-22 Extreme risk modeling: An EVT–pair-copulas approach for financial stress tests
by Koliai, Lyes
- 23-37 Characteristics-based portfolio choice with leverage constraints
by Ammann, Manuel & Coqueret, Guillaume & Schade, Jan-Philip
- 38-54 CEO inside debt and corporate debt maturity structure
by Dang, Viet A. & Phan, Hieu V.
- 55-69 Predictability in bond returns using technical trading rules
by Shynkevich, Andrei
- 70-85 Religiosity and the cost of debt
by Chen, Hanwen & Huang, Henry He & Lobo, Gerald J. & Wang, Chong
- 86-104 Qualified residential mortgages and default risk
by Floros, Ioannis & White, Joshua T.
- 105-117 Does institutional shareholder activism stimulate corporate information flow?
by Prevost, Andrew K. & Wongchoti, Udomsak & Marshall, Ben R.
- 118-136 Systematic limited arbitrage and the cross-section of stock returns: Evidence from exchange traded funds
by DeLisle, R. Jared & McTier, Brian C. & Smedema, Adam R.
- 137-159 Greed or good deeds: An examination of the relation between corporate social responsibility and the financial performance of U.S. commercial banks around the financial crisis
by Cornett, Marcia Millon & Erhemjamts, Otgontsetseg & Tehranian, Hassan
- 160-176 Does director-level reputation matter? Evidence from bank loan contracting
by Lin, Zhijun & Song, Byron Y. & Tian, Zhimin
- 177-192 Does Basel II affect the market valuation of discretionary loan loss provisions?
by Hamadi, Malika & Heinen, Andréas & Linder, Stefan & Porumb, Vlad-Andrei
- 193-213 Risk protection from risky collateral: Evidence from the euro bond market
by Helberg, Stig & Lindset, Snorre
- 214-234 Are there exploitable trends in commodity futures prices?
by Han, Yufeng & Hu, Ting & Yang, Jian
- 235-246 Myopic loss aversion and stock investments: An empirical study of private investors
by Lee, Boram & Veld-Merkoulova, Yulia
- 247-264 The information role of advisors in mergers and acquisitions: Evidence from acquirers hiring targets’ ex-advisors
by Chang, Xin & Shekhar, Chander & Tam, Lewis H.K. & Yao, Jiaquan
2016, Volume 69, Issue S1
- 10-24 How capital regulation and other factors drive the role of shadow banking in funding short-term business credit
by Duca, John V.
- 25-34 Bank size, capital, and systemic risk: Some international evidence
by Laeven, Luc & Ratnovski, Lev & Tong, Hui
- 35-55 Assessing financial stability: The Capital and Loss Assessment under Stress Scenarios (CLASS) model
by Hirtle, Beverly & Kovner, Anna & Vickery, James & Bhanot, Meru
- 56-69 Banks and capital requirements: Channels of adjustment
by Cohen, Benjamin H. & Scatigna, Michela
2016, Volume 69, Issue C
- 1-19 National culture and the cost of debt
by Chui, Andy C.W. & Kwok, Chuck C.Y. & (Stephen) Zhou, Gaoguang
- 20-36 Structure and estimation of Lévy subordinated hierarchical Archimedean copulas (LSHAC): Theory and empirical tests
by Zhu, Wenjun & Wang, Chou-Wen & Tan, Ken Seng
- 37-51 Local bank competition and small business lending after the onset of the financial crisis
by Sääskilahti, Jaakko
- 52-71 Stock ownership guidelines for CEOs: Do they (not) meet expectations?
by Benson, Bradley W. & Lian, Qin & Wang, Qiming
- 72-83 Jump and variance risk premia in the S&P 500
by Neumann, Maximilian & Prokopczuk, Marcel & Wese Simen, Chardin
- 84-94 Information stages in efficient markets
by AitSahlia, Farid & Yoon, Joon-Hui
- 95-107 Do corporate policies follow a life-cycle?
by Faff, Robert & Kwok, Wing Chun & Podolski, Edward J. & Wong, George
- 108-120 Multiperiod portfolio optimization with multiple risky assets and general transaction costs
by Mei, Xiaoling & DeMiguel, Victor & Nogales, Francisco J.
2016, Volume 68, Issue C
Printed from https://ideas.repec.org/s/eee/jbfina9.html
