Journal of banking and finance

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  Año 2009, Vol. 33, Número 8

  • Varying risk premia in international bond markets.

    S. Kessler, B. Scherer

    págs. 1361-1375

    

  • Are interest rate options important for the assessment of interest rate risk?

    C. Almeida, J. Vicente

    págs. 1376-1387

    

  • The wandering weekday effect in major stock markets.

    J.R. Doyle, C.H. Chen

    págs. 1388-1399

    

  • The long-term performance of acquiring firms: A re-examination of an anomaly.

    S. Dutta, V. Jog

    págs. 1400-1412

    

  • The identification of technology regimes in banking: Implications for the market power-fragility nexus.

    M. Koetter, T. Poghosyan

    págs. 1413-1422

    

  • Does concurrent management of mutual and hedge funds create conflicts of interest?

    L.-W. Chen, F. Chen

    págs. 1423-1433

    

  • The effects of regulation on industry structure and trade generation in the US securities industry.

    H.S. Choi, J. Clarke, S.P. Ferris, N. Jayaraman

    págs. 1434-1445

    

  • Regional growth and finance in Europe: Is there a quality effect of bank efficiency?

    I. Hasan, M. Koetter, M. Wedow

    págs. 1446-1453

    

  • Demutualization: Determinants and consequences of the mutual holding company choice.

    K.A. Carow, S.R. Cox, D.M. Roden

    págs. 1454-1463

    

  • Did the repeated debt ceiling controversies embed default risk in US Treasury securities?

    P. Liu, Y. Shao, T.J. Yeager

    págs. 1464-1471

    

  • The announcement impact of seasoned equity offerings on bondholder wealth.

    W.B. Elliott, A.K. Prevost, R.P. Rao

    págs. 1472-1480

    

  • Stock price reaction following large one-day price changes: UK evidence.

    K. Mazouz, N.L. Joseph, J. Joulmer

    págs. 1481-1493

    

  • The safety first expected utility model: Experimental evidence and economic implications.

    Horacio Levy, M. Levy

    págs. 1494-1506

    

  • Compensation committee governance quality, chief executive officer stock option grants, and future firm performance.

    J. Sun, S.F. Cahan, D. Emanuel

    págs. 1507-1519

    

  • Bank credit risk and structural credit models: Agency and information asymmetry perspectives.

    H.-H. Liao, T.-K. Chen, C.-W. Lu

    págs. 1520-1530

    

  • Dealer attention, the speed of quote adjustment to information, and net dealer revenue.

    A. Boulatov, B.C. Hatch, S.A. Johnson, A.Y.C. Lei

    págs. 1531-1542

    

  • Endless leverage certificates.

    S. Rossetto, J.v. Bommel

    págs. 1543-1553