Journal of banking and finance

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  Año 2012, Vol. 36, Número 3

  • Perspectives on international and corporate finance.

    B.M. Lucey

    pág. 625

    

  • The politics of financial development: The role of interest groups and government capabilities.

    O. Becerra, E. Cavallo, C. Scartascini

    págs. 626-643

    

  • Political crises and the stock market integration of emerging markets.

    B. Frijns, Alireza Tourani-Rad, I. Indriawan

    págs. 644-653

    

  • Missing elements in US financial reform: A Kübler-Ross interpretation of the inadequacy of the Dodd-Frank Act.

    Edward J. Kane

    págs. 654-661

    

  • Yes, dividends are disappearing: Worldwide evidence.

    A. Fatemi, R. Bildik

    págs. 662-677

    

  • Determinants of earnout as acquisition payment currency and bidder�s value gains.

    L. Barbopoulos, S. Sudarsanam

    págs. 678-694

    

  • Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective.

    Massimo Guidolin, Stuart Hyde

    págs. 695-716

    

  • A comparative study of the probability of default for global financial firms.

    A. Câmara, I. Popova, B. Simkins

    págs. 717-732

    

  • Capital incentives and adequacy for securitizations.

    D. Rösch, H. Scheule

    págs. 733-748

    

  • What do premiums paid for bank M&As reflect? The case of the European Union.

    J. Hagendorff, I. Hernando, M.J. Nieto, Larry D. Wall

    págs. 749-759

    

  • Trading frequency and volatility clustering.

    Y. Xue, R. Gençay

    págs. 760-773

    

  • Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysis.

    D. Rittler

    págs. 774-785

    

  • The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns.

    D. Diavatopoulos, J.S. Doran, A. Fodor, D.R. Peterson

    págs. 786-802

    

  • Capital requirements and bank behavior in the UK: Are there lessons for international capital standards?

    W.B. Francis, M. Osborne

    págs. 803-816

    

  • Collateral and its substitutes in emerging markets� lending.

    L. Menkhoff, D. Neuberger, O. Rungruxsirivorn

    págs. 817-834

    

  • Fast profits: Investor sentiment and stock returns during Ramadan.

    J. Bialkowski, A. Etebari, T.P. Wisniewski

    págs. 835-845

    

  • The cross-section of mutual fund fee dispersion.

    G. Iannotta, M. Navone

    págs. 846-856

    

  • Bankruptcies of small firms and lending relationship.

    K. Shimizu

    págs. 857-870

    

  • International diversification: An extreme value approach.

    L. Chollete, V. de la Peña, C.-C. Lu

    págs. 871-885

    

  • Short selling of ADRs and foreign market short-sale constraints.

    B.M. Blau, R.A. Van Ness, R.S. Warr

    págs. 886-897

    

  • Cross-country analysis of secular cash trends.

    M.E. Iskandar-Datta, Y. Jia

    págs. 898-912

    

  • Higher co-moments and asset pricing on London Stock Exchange.

    A. Kostakis, K. Muhammad, Antonios Siganos

    págs. 913-922