Journal of banking and finance

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  Año 2013, Vol. 37, Número 12

  • Speculations in option markets enhance allocation efficiency with heterogeneous beliefs and learning.

    Zhenjiang Qin

    págs. 4675-4694

    

  • Venture capital and new business creation.

    Alexander Popov, P. Roosenboom

    págs. 4695-4710

    

  • Long-term bank balance sheet management: Estimation and simulation of risk-factors.

    J.R. Birge, P Júdice

    págs. 4711-4720

    

  • Product market competition and the cost of bank loans: Evidence from state antitakeover laws.

    Maya Waisman

    págs. 4721-4737

    

  • A spatial analysis of international stock market linkages.

    H. Asgharian, W. Hess, Lu Liu

    págs. 4738-4754

    

  • Moment-based estimation of stochastic volatility.

    D. Bregantini

    págs. 4755-4764

    

  • Are stock market crises contagious? The role of crisis definitions.

    J. O. Mierau, M. Mink

    págs. 4765-4776

    

  • TARP funds distribution and bank loan supply.

    L. Li

    págs. 4777-4792

    

  • Bank/sovereign risk spillovers in the European debt crisis.

    V. De Bruyckere, M. Gerhardt, G. Schepens, R. Vander Vennet

    págs. 4793-4809

    

  • The intraday impact of company responses to exchange queries.

    J. Drienko, S. J. Sault

    págs. 4810-4819

    

  • How do sovereign credit rating changes affect private investment?.

    S.-S. Chen, H.-Y. Chen, C.-C. Chang, S.-L. Yang

    págs. 4820-4833

    

  • Asset sales in the mutual fund industry: Who gains?.

    F. Chen, G. C. Sanger, M.B. Slovin

    págs. 4834-4849

    

  • Why do companies delist voluntarily from the stock market?.

    E. Kashefi Pour, M. Lasfer

    págs. 4850-4860

    

  • Bank ownership and lending patterns during the 2008�2009 financial crisis: Evidence from Latin America and Eastern Europe.

    R. Cull, María Soledad Martínez-Pería

    págs. 4861-4878

    

  • Unintended consequences of the increased asset threshold for FDICIA internal controls: Evidence from U.S. private banks.

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

    págs. 4879-4892

    

  • A general closed-form spread option pricing formula.

    R. Caldana, G. Fusai

    págs. 4893-4906

    

  • Product differentiation and efficiencies in the retail banking industry.

    M. Dai, Yu Yuan

    págs. 4907-4919

    

  • A comprehensive long-term analysis of S&P 500 index additions and deletions.

    K. Chan, H. W. Kot, G. Y. N. Tang

    págs. 4920-4930

    

  • Front-running of mutual fund fire-sales.

    T. Dyakov, M. Verbeek

    págs. 4931-4942

    

  • Forecasting EUR�USD implied volatility: The case of intraday data.

    C. Dunis, N. Kellard, Stuart Snaith

    págs. 4943-4957

    

  • Return decomposition and the Intertemporal CAPM.

    Paulo Maio

    págs. 4958-4972

    

  • Liquidity and initial public offering underpricing.

    Tobias Hahn, J.A. Ligon, H. Rhodes

    págs. 4973-4988

    

  • Loan collateral and financial reporting conservatism: Chinese evidence.

    J. C. Chen, Gerald J. Lobo, Y. Wang, L. Yu

    págs. 4989-5006

    

  • On the importance of indirect banking vulnerabilities in the Eurozone.

    A. Bicu, B. Candelon

    págs. 5007-5024

    

  • Valuation of insurers� contingent capital with counterparty risk and price endogeneity.

    C.-L. Lo, J.-P. Lee, M.-T. Yu

    págs. 5025-5035

    

  • Robust portfolio choice with uncertainty about jump and diffusion risk.

    N. Branger, L.S. Larsen

    págs. 5036-5047

    

  • Did capital infusions enhance bank recovery from the great recession?.

    W. Liu, J.W. Kolari, T. Kyle Tippens, D.R. Fraser

    págs. 5048-5061

    

  • Corporate leverage and the collateral channel.

    L. Norden, S. van Kampen

    págs. 5062-5072

    

  • Economic valuation of liquidity timing.

    D. Karstanje, E. Sojli, W. W. Tham, M. van der Wel

    págs. 5073-5087

    

  • Limiting losses may be injurious to your wealth.

    R.R. Grauer

    págs. 5088-5100