Journal of banking and finance

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  Año 2009, Vol. 33, Número 5

  • On the power of cross-sectional and multivariate tests of the CAPM.

    R.R. Grauer, J.A. Janmaat

    págs. 775-786

    

  • Loss given default of high loan-to-value residential mortgages.

    M. Qi, Xiaolong Yang

    págs. 788-799

    

  • Competitive inventory management in Treasury markets.

    A. Chatrath, R.A. Christie-David, K. Lee, W.T. Moore

    págs. 800-809

    

  • Financial markets, financial dependence, and the allocation of capital.

    J. Pang, H. Wu

    págs. 810-818

    

  • Ineffective corporate governance: Director busyness and board committee memberships.

    P. Jiraporn, M. Singh, C.I. Lee

    págs. 819-828

    

  • Family control and dilution in mergers.

    N. Basu, L. Dimitrova, I. Paeglis

    págs. 829-841

    

  • A study on long-run inefficiency levels of a panel dynamic cost frontier under the framework of forward-looking rational expectations.

    T.-H. Huang, Y.-H. Chen

    págs. 842-849

    

  • The determinants of household risky asset holdings: Australian evidence on background risk and other factors.

    B.A. Cardak, R. Wilkins

    págs. 850-860

    

  • What makes a bank risky? Insights from the optimal capital structure of banks.

    C. Koziol, J. Lawrenz

    págs. 861-873

    

  • The price-setting behavior of banks: An analysis of open-end leverage certificates on the German market.

    O. Entrop, H. Scholz, M. Wilkens

    págs. 874-882

    

  • Liquidity shocks, size and the relative performance of hedge fund strategies.

    B. Ding, H.A. Shawky, J. Tian

    págs. 883-891

    

  • Investor sentiment as conditioning information in asset pricing.

    C. Ho, Chi-Hsiou Daniel Hung

    págs. 892-903

    

  • Intervention policy of the BoJ: A unified approach.

    M. Beine, O. Bernal, J.-Y. Gnabo, C. Lecourt

    págs. 904-913

    

  • Buy high, sell low: How listed firms price asset transfers in related party transactions.

    Y.-L. Cheung, P. Raghavendra Rau, A. Stouraitis

    págs. 914-924

    

  • Derivative use, fund flows and investment manager performance.

    Alex Frino, A. Lepone, B. Wong

    págs. 925-933

    

  • Testing the expectations hypothesis when interest rates are near integrated.

    M. Beechey, E. Hjalmarsson, P. Österholm

    págs. 934-943

    

  • Leveraged carry trade portfolios.

    Z. Darvas

    págs. 944-957

    

  • Economic linkages across commodity futures: Hedging and trading implications.

    M.T. Chng

    págs. 958-970

    

  • Why has the investment-cash flow sensitivity declined so sharply? Rising R&D and equity market developments.

    J.R. Brown, B.C. Petersen

    págs. 971-984