Journal of banking and finance

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  Año 2011, Vol. 35, Número 5

  • A conditional asset-pricing model with the optimal orthogonal portfolio.

    H. Asgharian

    págs. 1027-1040

    

  • The role of co-managers in reducing flotation costs: Evidence from seasoned equity offerings.

    J.Q. Jeon, J.A. Ligon

    págs. 1041-1056

    

  • Does the "Bund" dominate price discovery in Euro bond futures? Examining information shares.

    C. Fricke, L. Menkhoff

    págs. 1057-1072

    

  • Identification of speculative bubbles using state-space models with Markov-switching.

    N. Al-Anaswah, B. Wilfling

    págs. 1073-1086

    

  • Market structure and the pass-through of the federal funds rate.

    R.M. Adams, D.F. Amel

    págs. 1087-1096

    

  • Advantageous innovation and imitation in the underwriting market for corporate securities.

    H. Herrera, Enrique Schroth

    págs. 1097-1113

    

  • Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns.

    P.E. Mistrulli

    págs. 1114-1127

    

  • Investigating sources of unanticipated exposure in industry stock returns.

    D. Bredin, Stuart Hyde

    págs. 1128-1142

    

  • Understanding seasoned equity offerings of Chinese firms.

    H. Bo, Z. Huang, C. Wang

    págs. 1143-1157

    

  • How accurate is the square-root-of-time rule in scaling tail risk: A global study.

    J.-N. Wang, J.-H. Yeh, N.Y.-P. Cheng

    págs. 1158-1169

    

  • Can broker-dealer client surveys provide signals for debt investing?

    Sandro C. Andrade, W.B. Barrett

    págs. 1170-1178

    

  • The diversification effects of volatility-related assets.

    H.-C. Chen, S.-L. Chung, K.-Y. Ho

    págs. 1179-1189

    

  • Non-parametric frontier estimates of mutual fund performance using C- and L-moments: Some specification tests.

    Kristiaan Kerstens, A. Mounir, I. Van de Woestyne

    págs. 1190-1201

    

  • Revisiting the expectations hypothesis of the term structure of interest rates.

    G. Bukley, R.D.F. Harris, V. Nawosah

    págs. 1202-1212

    

  • Omitted debt risk, financial distress and the cross-section of expected equity returns.

    K. Aretz, M.B. Shackleton

    págs. 1213-1227

    

  • Financial integration and emerging markets capital structure.

    B.M. Lucey, Q. Zhang

    págs. 1228-1238

    

  • The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns.

    S. Akhtar, Robert Faff, B. Oliver, A. Subrahmanyam

    págs. 1239-1249

    

  • On the sources of private information in FX markets.

    M.J. Moore, R. Payne

    págs. 1250-1262

    

  • Macroeconomic news, announcements, and stock market jump intensity dynamics.

    J.G. Rangel

    págs. 1263-1276

    

  • The rise of risk-based pricing of mortgage interest rates in Italy.

    S. Magri, R. Pico

    págs. 1277-1290

    

  • Inherited or earned? Performance of foreign banks in Central and Eastern Europe.

    O. Havrylchyk, E. Jurzyk

    págs. 1291-1302

    

  • Firms' debt-equity decisions when the static tradeoff theory and the pecking order theory disagree.

    A. de Jong, M. Verbeek, P. Verwijmeren

    págs. 1303-1314

    

  • Efficiency and risk in European banking.

    F. Fiordelisi, David Marqués Ibáñez, Philip Molyneux

    págs. 1315-1326

    

  • Ownership structure and risk in publicly held and privately owned banks.

    T.A. Barry, L. Lepetit, A. Tarazi

    págs. 1327-1340