Journal of banking and finance

• 

  Año 2011, Vol. 35, Número 8

  • Counter-cyclical substitution between trade credit and bank credit.

    H. Huang, X. Shi, S. Zhang

    págs. 1859-1878

    

  • Time series analysis for financial market meltdowns.

    Y.S. Kim, Svetlozar T. Rachev, M.L. Bianchi, I. Mitov, F.J. Fabozzi

    págs. 1879-1891

    

  • An investigation of customer order flow in the foreign exchange market.

    M. Cerrato, N. Sarantis, A. Saunders

    págs. 1892-1906

    

  • Insider trading law enforcement and gross spreads of ADR IPOs.

    H.-C. Chen, (G).Q. Hao

    págs. 1907-1917

    

  • Stockholding: Participation, location, and spillovers

    Dimitris Christelis, Dimitris Georgarakos, Michael Haliassos

    págs. 1918-1930

    

  • The cost of debt when all-equity firms raise sfinance: The role of investment opportunities, audit quality and debt maturity.

    K.-W. Lai

    págs. 1931-1940

    

  • Measuring and explaining the volatility of capital flows to emerging countries.

    C. Broto, J. Díaz-Cassou, A. Erce

    págs. 1941-1953

    

  • Dependence structure and extreme comovements in international equity and bond markets.

    R. Garcia, Georges Tsafack

    págs. 1954-1970

    

  • Explaining the idiosyncratic volatility puzzle using Stochastic Discount Factors.

    F. Chabi-Yo

    págs. 1971-1983

    

  • A reduced form model of default spreads with Markov-switching macroeconomic factors.

    G. Dionne, G. Gauthier, K. Hammami, M. Maurice, J.-G. Simonato

    págs. 1984-2000

    

  • Stock and option market divergence in the presence of noisy information.

    C.R. Chen, J.D. Diltz, Y. Huang, P.P. Lung

    págs. 2001-2020

    

  • Downside risk and the size of credit spreads.

    G. Gemmill, A. Keswani

    págs. 2021-2036

    

  • A test of the different implications of the overconfidence and disposition hypotheses.

    R.K. Chou, Y.-Y. Wang

    págs. 2037-2046

    

  • Explaining bank market-to-book ratios: Evidence from 2006 to 2009.

    D.J. Jordan, D. Rice, Jacques Sanchez, D.H. Wort

    págs. 2047-2055

    

  • The comovement of option listed stocks.

    S. Agyei-Ampomah, K. Mazouz

    págs. 2056-2069

    

  • Gold and the Dollar (and the Euro, Pound, and Yen).

    Kuntara Pukthuanthong, Richard Roll

    págs. 2070-2083

    

  • Labor unions, bargaining power and corporate bond yield spreads: Structural credit model perspectives.

    T.-K. Chen, Y.-S. Chen, H.-H. Liao

    págs. 2084-2098

    

  • The effect of leverage on the cost of capital of US buyouts.

    A.P. Groh, O. Gottschalg

    págs. 2099-2110

    

  • Securitization and the balance sheet channel of monetary transmission.

    U. Aysun, R. Hepp

    págs. 2111-2122

    

  • The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares.

    C.X. Cai, Paul B. McGuinness, Q. Zhang

    págs. 2123-2136

    

  • A tale of values-driven and profit-seeking social investors.

    Jeroen Derwall, K. Koedijk, J. Ter Horst

    págs. 2137-2147

    

  • Consumption-based CAPM models: International evidence.

    A.F. Darrat, B. Li, J. C. Park

    págs. 2148-2157

    

  • Analyst characteristics, timing of forecast revisions, and analyst forecasting ability.

    Y. Kim, Gerald J. Lobo, M. Song

    págs. 2158-2168

    

  • How do lending relationships affect access to credit and loan conditions in microlending?

    P. Behr, A. Entzian, A. Güttler

    págs. 2169-2178

    

  • Bank-specific shocks and the real economy.

    C. M. Buch, K. Neugebauer

    págs. 2179-2187