Journal of banking and finance

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  Año 2008, Vol. 32, Número 5

  • Bounds and prices of currency cross-rate options.

    S.-L. Chung, Y.-H. Wang

    págs. 631-642

    

  • Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits.

    S. Hwang, A. Keswani, M.B. Shackleton

    págs. 643-653

    

  • Minimum variance hedging when spot price changes are partially predictable.

    L.H. Ederington, J.M. Salas

    págs. 654-663

    

  • The behaviour of the real exchange rate: Evidence from regression quantiles.

    K. Nikolaou

    págs. 664-679

    

  • Do Federal Home Loan Bank membership and advances increase bank risk-taking?.

    D. Stojanovic, M.D. Vaughan, T.J. Yeager

    págs. 680-698

    

  • Asset restructuring strategies in bank acquisitions: Does distance between dealing partners matter?.

    P. Alessandrini, G. Calcagnini, A. Zazzaro

    págs. 699-713

    

  • The economic determinants of interest rate option smiles.

    P. Deuskar, A. Gupta, M.G. Subrahmanyam

    págs. 714-728

    

  • Do Euro exchange rates follow a martingale? Some out-of-sample evidence.

    J. Yang, X. Su, J.W. Kolari

    págs. 729-740

    

  • Hedge fund pricing and model uncertainty.

    S.D. Vrontos, I.D. Vrontos, D. Giamouridis

    págs. 741-753

    

  • Equity market timing and capital structure: International evidence.

    A. Mahajan, S. Tartaruglu

    págs. 754-766

    

  • Nonlinear mean reversion in stock prices.

    T.G. Bali, K.O. Demirtas, Horacio Levy

    págs. 767-782

    

  • Do banks overstate their Value-at-Risk?.

    C. Pérignon, Z.Y. Deng, Z.J. Wang

    págs. 783-794

    

  • Share reacquisitions, surplus cash, and agency problems.

    D. Oswald, S. Young

    págs. 795-806

    

  • Equity market information, bank holding company risk, and market discipline.

    T.J. Curry, G.S. Fissel, G.A. Hanweck

    págs. 807-819

    

  • An examination of Value Line¿s long-term projections.

    A.C. Szackmary, C.M. Conover, C. Lancaster

    págs. 820-833

    

  • Bank efficiency and foreign ownership: Do good institutions matter?.

    R. Lensink, A. Meesters, I. Naaborg

    págs. 834-844

    

  • Executive option exercises and financial misreporting.

    N. Burns, S. Kedia

    págs. 845-857

    

  • What drives credit dollarization in transition economies?.

    A. Luca, I. Petrova

    págs. 858-869

    

  • Operational risk.

    R.A. Jarrow

    págs. 870-879

    

  • The value of shorting.

    R. Nilsson

    págs. 880-891

    

  • An analysis of the implications of uncertainty and agency problems on the wealth effects to acquirers of private firms.

    T. Mantecon

    págs. 892-905