Journal of banking and finance

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  Año 2011, Vol. 35, Número 6

  • A computational approach to pricing a bank credit line.

    B. Stanhouse, A. Schwarzkopf, M. Ingram

    págs. 1341-1351

    

  • Product market pricing power, industry concentration and analysts� earnings forecasts.

    S. Datta, M. Iskandar-Datta, V. Sharma

    págs. 1352-1366

    

  • Creditor rights and debt allocation within multinationals.

    B. Akbel, M. Schnitzer

    págs. 1367-1379

    

  • Capital requirements under the credit risk-based framework.

    P. Antäo, A. Lacerda

    págs. 1380-1390

    

  • Credit risk transfer activities and systemic risk: How banks became less risky individually but posed greater risks to the financial system at the same time.

    R. Nijskens, W. Wagner

    págs. 1391-1398

    

  • A Bayesian approach to detecting nonlinear risk exposures in hedge fund strategies.

    D. Giannikis, I.D. Vrontos

    págs. 1399-1414

    

  • Asset market linkages: Evidence from financial, commodity and real estate assets.

    K.F. Chan, S. Treepongkaruna, R. Brooks, S. Gray

    págs. 1415-1426

    

  • Risk adjustment and momentum sources.

    J. Wang, Y. Wu

    págs. 1427-1435

    

  • Bank size and risk-taking under Basel II.

    H. Hakenes, I. Schnabel

    págs. 1436-1449

    

  • When and how US dollar shortages evolved into the full crisis? Evidence from the cross-currency swap market.

    N. Baba, Y. Sakurai

    págs. 1450-1463

    

  • Ownership, control, and pyramids in Spanish commercial banks.

    V. Azofra, M. Santamaría

    págs. 1464-1476

    

  • Patterns in payout policy and payout channel choice.

    L. Renneboog, G. Trojanowski

    págs. 1477-1490

    

  • Corporate derivatives use and the cost of equity.

    G.D. Gay, C.-M. Lin, S.D. Smith

    págs. 1491-1506

    

  • Managerial responses to incentives: Control of firm risk, derivative pricing implications, and outside wealth management.

    James E. Hodder, J.C. Jackwerth

    págs. 1507-1518

    

  • Price determinants of Aboriginal art, and its role as an alternative asset class.

    D. Taylor, Les Coleman

    págs. 1519-1529

    

  • Volatility components, leverage effects, and the return�volatility relations.

    J. Li

    págs. 1530-1540

    

  • Do ESOPs enhance firm performance? Evidence from China�s reform experiment.

    R. Meng, X. Ning, X. Zhou, H. Zhu

    págs. 1541-1551

    

  • Market discipline, financial crisis and regulatory changes: Evidence from Indonesian banks.

    M.D. Hadad, A. Agusman, Gary S. Monroe, D. Gasbarro, J.K. Zumwalt

    págs. 1552-1562

    

  • Does more information in stock price lead to greater or smaller idiosyncratic return volatility?

    D.W. Lee, M.H. Liu

    págs. 1563-1580

    

  • Comparing different explanations of the volatility trend.

    A. Rubin, D.R. Smith

    págs. 1581-1597