Journal of banking and finance

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  Año 2013, Vol. 37, Número 9

  • Bank regulatory capital and liquidity: Evidence from US and European publicly traded banks.

    Isabelle Distinguin, Caroline Roulet, Amine Tarazi

    págs. 3295-3317

    

  • The wisdom of crowds: Mutual fund investors� aggregate asset allocation decisions.

    J. Chalmers, A. Kaul, B. Phillips

    págs. 3318-3333

    

  • Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas.

    G. N. F. Weib, H. Supper

    págs. 3334-3350

    

  • Predicting bear and bull stock markets with dynamic binary time series models.

    H. Nyberg

    págs. 3351-3363

    

  • Bank ownership, privatization, and performance: Evidence from a transition country.

    C. Jiang, S. Yao, G. Feng

    págs. 3364-3372

    

  • Banks� capital buffer, risk and performance in the Canadian banking system: Impact of business cycles and regulatory changes.

    A. Guidara, V. S. Lai, Issouf Soumaré, F. T. Tchana

    págs. 3373-3387

    

  • The cross-sectional relation between conditional heteroskedasticity, the implied volatility smile, and the variance risk premium.

    L.H. Ederington, W. Guan

    págs. 3388-3400

    

  • Are extreme returns priced in the stock market? European evidence.

    J. Annaert, M. De Ceuster, K. Verstegen

    págs. 3401-3411

    

  • Does banking competition alleviate or worsen credit constraints faced by small- and medium-sized enterprises? Evidence from China.

    Terence Tai-Leung Chong, L. Lu, S. Ongena

    págs. 3412-3424

    

  • Persistency of financial distress amongst Italian households: Evidence from dynamic models for binary panel data.

    E. Giarda

    págs. 3425-3434

    

  • Diversification and heterogeneity of investor beliefs.

    J. Jiao, B. Qiu, A. Yan

    págs. 3435-3453

    

  • Better than the original? The relative success of copycat funds.

    M. Verbeek, Y. Wang

    págs. 3454-3471

    

  • Financial constraints of private firms and bank lending behavior.

    P. Behr, L. Norden, F. Noth

    págs. 3472-3485

    

  • What drives the disappearing dividends phenomenon?.

    Jing-Ming Kuo, D. Philip, Q. Zhang

    págs. 3499-3514

    

  • Private equity benchmarks and portfolio optimization.

    Douglas Cumming, L. Helge Hab, D. Schweizer

    págs. 3515-3528

    

  • Corporate social responsibility in the banking industry: Motives and financial performance.

    M.-W. Wu, C.H. Shen

    págs. 3529-3547

    

  • Overconfident individual day traders: Evidence from the Taiwan futures market.

    W.-Y. Kuo, T.-C. Lin

    págs. 3548-3561

    

  • Insiders� incentives for asymmetric disclosure and firm-specific information flows.

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

    págs. 3562-3576

    

  • Bank audit practices and loan loss provisioning.

    D. Dahl

    págs. 3577-3584

    

  • Optimal retirement with unemployment risks.

    B.-G. Jang, Sanghyun Park, Y. Rhee

    • Texto completo

    págs. 3585-3604

    

  • Deposit market competition, wholesale funding, and bank risk.

    B. R. Craig, V. Dinger

    págs. 3605-3622

    

  • How do banks respond to shocks? A dynamic model of deposit-taking institutions.

    E. Dia

    págs. 3623-3638

    

  • Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration.

    B. Gebka, Michail Karoglou

    págs. 3639-3653

    

  • Corporate social responsibility and earnings forecasting unbiasedness.

    Leonardo Becchetti, Rocco Ciciretti, A. Giovannelli

    págs. 3654-3668

    

  • Investment horizon, risk, and compensation in the banking industry.

    G. Livne, Garen Markarian, M. Mironov

    págs. 3669-3680

    

  • Does the forward premium puzzle disappear over the horizon?.

    Stuart Snaith, Jerry Coakley, N. Kellard

    págs. 3681-3693

    

  • Option-implied correlation between iTraxx Europe Financials and Non-Financials Indexes: A measure of spillover effect in European debt crisis.

    C.-H. Hui, C.-F. Lo, C.-S. Lau

    págs. 3694-3703

    

  • Saving-based asset-pricing.

    J. K. Dreyer, J. Schneider, W.T. Smith

    págs. 3704-3715

    

  • Compensation incentives of credit rating agencies and predictability of changes in bond ratings and financial strength ratings.

    A. Milidonis

    págs. 3716-3732