Journal of banking and finance

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  Año 2011, Vol. 35, Número 11

  • The effect of macroeconomic news on stock returns: New evidence from newspaper coverage.

    G. Birz, J.R. Jr. Lott

    págs. 2791-2800

    

  • Resolving the deposit dilemma: A new DEA bank efficiency model.

    D. Holod, H.F. Lewis

    págs. 2801-2810

    

  • Ability of accounting and audit quality variables to predict bank failure during the financial crisis.

    J.Y. Jin, Kiridaran Kanagaretnam, Gerald J. Lobo

    págs. 2811-2819

    

  • Detecting the presence of insider trading via structural break tests.

    J. Olmo, K. Pilbean, W. Pouliot

    págs. 2820-2828

    

  • Volatility transmission in emerging European foreign exchange markets.

    V. Bubák, E. Kocenda, F. Zikes

    págs. 2829-2841

    

  • Comparison of modeling methods for Loss Given Default.

    M. Qi, X. Zhao

    págs. 2842-2855

    

  • Control-ownership wedge and investment sensitivity to stock price.

    L. Jiang, J.-B. Kim, L. Pang

    págs. 2856-2867

    

  • Extreme returns: The case of currencies.

    C. Osler, T. Savaser

    págs. 2868-2880

    

  • The persistence of bank profit.

    J. Goddard, Philip Molyneux, H. Liu, John O. S. Wilson

    págs. 2881-2890

    

  • Habit-based asset pricing with limited participation consumption.

    C. Bach, S.V. Moller

    págs. 2891-2901

    

  • Marriage and other risky assets: A portfolio approach.

    G. Bertocchi, M. Brunetti, Constanza Torricelli

    págs. 2902-2915

    

  • Extreme dependence with asymmetric thresholds: Evidence for the European Monetary Union.

    R. Herrera, S. Eichler

    págs. 2916-2930

    

  • Are small family firms financially sophisticated?

    A. Di Giuli, S. Caselli

    págs. 2931-2944

    

  • Crash risk of the euro in the sovereign debt crisis of 2009�2010.

    C.-H. Hui, T.-K. Chung

    págs. 2945-2955

    

  • Cross hedging under multiplicative basis risk.

    A.F.A. Adam-Müller, I. Nolte

    págs. 2956-2964

    

  • Does FOMC news increase global FX trading?

    A.M. Fischer, A. Ranaldo

    págs. 2965-2973

    

  • Optimal asset allocation under linear loss aversion.

    I. Fortin, J. Hlouskova

    págs. 2974-2990

    

  • Alternative models for hedging yield curve risk: An empirical comparison.

    N. Carcano, H. Dall'O

    págs. 2991-3000

    

  • Risk capital allocation for RORAC optimization.

    A. Buch, G. Dorfleitner, Maximilian Wimmer

    págs. 3001-3009

    

  • Exchange rate volatility across financial crises.

    Virginie Coudert, Cécile Couharde, Valérie Mignon

    págs. 3010-3018

    

  • Housing, consumption and monetary policy: How different are the US and the euro area?

    A. Musso, S. Neri, L. Stracca

    págs. 3019-3041

    

  • Participating mortgages and the efficiency of financial intermediation.

    M.S. Ebrahim, M.B. Shackleton, R.M. Wojakowski

    págs. 3042-3054

    

  • A cyclical model of exchange rate volatility.

    R.D.F. Harris, E. Stoja, Fatih Yilmaz

    págs. 3055-3064

    

  • The effects of loan portfolio concentration on Brazilian banks� return and risk.

    B.M. Tabak, D.M. Fazio, D.O. Cajueiro

    págs. 3065-3076

    

  • Informed momentum trading versus uninformed "naive" investors strategies.

    Anurag Narayan Banerjee, Chi-Hsiou Daniel Hung

    págs. 3077-3089

    

  • International variations in expected equity premia: Role of financial architecture and governance.

    R. Aggarwal, J.W. Goodell

    págs. 3090-3100

    

  • Good news, bad news and rating announcements: An empirical investigation.

    K. Galil, G. Soffer

    págs. 3101-3119

    

  • The order flow of discount certificates and issuer pricing behavior.

    R. Baule

    págs. 3120-3133

    

  • Joint effect of financial fragility and macroeconomic shocks on bank loan losses: Evidence from Europe.

    J. Pesola

    págs. 3134-3144