Journal of banking and finance

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  Año 2013, Vol. 37, Número 11

  • The differential effects of classified boards on firm value.

    S. Ahn, Keshab Shrestha

    págs. 3993-4013

    

  • Sovereign ceilings �lite�? The impact of sovereign ratings on corporate ratings.

    Eduardo Borensztein, K. Cowan, P. Valenzuela

    págs. 4014-4024

    

  • Stock market reaction to fed funds rate surprises: State dependence and the financial crisis.

    Alexandros Kontonikas, Ronald MacDonald, A. Saggu

    págs. 4025-4037

    

  • Are modern financial systems shaped by state antiquity?

    James B. Ang

    págs. 4038-4058

    

  • Pricing and static hedging of American-style options under the jump to default extended CEV mode.

    J.P. Ruas, J.C. Dias, J.P. Vidal Nunes

    págs. 4059-4072

    

  • Stakeholder rights and economic performance: The profitability of nonprofits.

    O. Bohren, M.G. Josefsen

    págs. 4073-4086

    

  • Why do people save in cash? Distrust, memories of banking crises, weak institutions and dollarization.

    H. Stix

    págs. 4087-4107

    

  • Asset pricing with heterogeneous beliefs and relative performance.

    S. Huang, Z. Qiu, Q. Shang, Ke Tang

    págs. 4107-4119

    

  • Predicting stock returns: A regime-switching combination approach and economic links.

    X. Zhu, J. Zhu

    págs. 4120-4133

    

  • The relationship between the frequency of news release and the information asymmetry: The role of uninformed trading.

    S. Sankaraguruswamy, J. Shen, T. Yamada

    págs. 4134-4143

    

  • The Basel III Net Stable Funding Ratio and bank net interest margins.

    M.R. King

    págs. 4144-4156

    

  • Attendance of board meetings and company performance: Evidence from Taiwan.

    H.-I. Chou, H. Chung, X. Yin

    págs. 4157-4171

    

  • Arbitrage risk and the turnover anomaly.

    P.-H. Chou, T.-Y. Huang, H.-J. Yang

    págs. 4172-4182

    

  • Do banks price discriminate spatially? Evidence from small business lending in local credit markets.

    A. Bellucci, A. Borisov, A. Zazzaro

    págs. 4183-4197

    

  • Beyond bankruptcy: Does the US bankruptcy code provide a fresh start to entrepreneurs?

    A. Mathur

    págs. 4198-4216

    

  • Sovereign credit spreads.

    M. Uhrig-Homburg

    págs. 4217-4225

    

  • Returns and option activity over the option-expiration week for S&P 100 stocks.

    Chris Stivers, Licheng Sun

    págs. 4226-4240

    

  • Transatlantic systemic risk.

    M. Trapp, C. wewel

    págs. 4241-4255

    

  • Risk premia: Exact solutions vs. log-linear approximations.

    F. Lundtofte, A. Wilhelmsson

    págs. 4256-4264

    

  • Predicting forecast errors through joint observation of earnings and revenue forecasts.

    Brian J. Henderson, J.M. Marks

    págs. 4265-4277

    

  • Monetary policy transmission in vector autoregressions: A new approach using central bank communication.

    M. Neuenkirch

    págs. 4278-4285

    

  • Pricing rainfall futures at the CME.

    B. López Cabrera, Martin Odening, Matthias Ritter

    págs. 4286-4298

    

  • Dynamic factor Value-at-Risk for large heteroskedastic portfolios.

    S. Aramonte, M. del Giudice Rodriguez, J. Wu

    págs. 4299-4309

    

  • Financial contagion in the laboratory: The cross-market rebalancing channel.

    Marco Cipriani, G. Gardenal, A. Guarino

    págs. 4310-4326

    

  • The role of institutional investors in public-to-private transactions.

    Emanuele Bajo, M. Barbi, Marco Bigelli, David Hillier

    págs. 4327-4336

    

  • The efficacy of regulatory intervention: Evidence from the distribution of informed option trading.

    Ronald C. Anderson, David M Reeb, Y. Zhang, W. Zhao

    págs. 4337-4352

    

  • Estimating the basis risk of index-linked hedging strategies using multivariate extreme value theory.

    R. Kellner, N. Gatzert

    págs. 4353-4367

    

  • Understanding merger incentives and outcomes in the US mutual fund industry.

    M. Park

    págs. 4368-4380

    

  • Forecasting the return distribution using high-frequency volatility measures.

    J. Hua, S. Manzan

    págs. 4381-4403

    

  • Short-term hedge fund performance.

    A. Slavutskaya

    págs. 4404-4431