Journal of banking and finance

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  Año 2015, Vol. 55, Número 6

  • Oil prices, US stock return, and the dependence between their quantiles

    N. Sim, H. Zhou

    págs. 1-8

    

  • A simple asset pricing model with heterogeneous agents, uninsurable labor income and limited stock market participation

    S. Ahn, K.J. Choi, H.K. Koo

    págs. 9-22

    

  • Quote inefficiency in options markets

    I.R. Longarela, S. Mayoral

    págs. 23-36

    

  • The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks

    H. Leung, T. Ton

    págs. 37-55

    

  • The Lintner model revisited: Dividends versus total payouts

    C. Andres, M. Doumet, E. Fernau, Erik Theissen

    págs. 56-69

    

  • Executive incentives and payout policy: Empirical evidence from Europe

    A. De Cesari, N. Ozkan

    págs. 70-91

    

  • Protection or expropriation: Politically connected independent directors in China

    L. Wang

    págs. 92-106

    

  • Determinants of risk sharing through remittances

    F. Balli, F. Rana

    págs. 107-116

    

  • What daily data can tell us about mutual funds: Evidence from Norway

    K. Gallefoss, H.H. Hansen, E.S. Haukaas, P. Molnár

    págs. 117-129

    

  • Consumer payment choice: Merchant card acceptance versus pricing incentives

    C. Arango, K.P. Huynh, L. Sabetti

    págs. 130-141

    

  • Investment policy with time-to-build

    S. Sarkar, C. Zhang

    págs. 142-156

    

  • Economic links and credit spreads

    R. Gençay, D. Signori, Y. Xue, X. Yu, K. Zhang

    págs. 157-169

    

  • Can mutual funds pick stocks in China? Evidence from the IPO market

    X. Fang, A.C. Johanssonn

    págs. 170-186

    

  • On post-IPO stock price performance: A comparative analysis of RLBOs and IPOs

    S. Datta, M. Gruskin, M. Iskandar-Datta

    págs. 187-203

    

  • Pitfalls and perils of financial innovation: The use of CDS by corporate bond funds

    T. Adam, A. Guettler

    págs. 204-214

    

  • Credit spreads and state-dependent volatility: Theory and empirical evidence

    S. Perrakis, R. Zhong

    págs. 215-231

    

  • Systemic risk of insurers around the globe

    C. Bierth, R. Zhong

    págs. 232-245

    

  • Institutional herding in international markets

    N. Choi, H. Skiba

    págs. 246-259

    

  • Executive compensation and informed trading in acquiring firms around merger announcements

    U. Ordu, D. Schweizer

    págs. 260-280

    

  • Risk management, nonlinearity and aggressiveness in monetary policy: The case of the US Fed

    J.-Y. Gnabo, D.N. Moccero

    págs. 281-294

    

  • Size and value risk in financial firms

    S. Baek, John F. O. Bilson

    págs. 295-326

    

  • The market valuation of share repurchases in Europe

    D. Andriosopoulos, M. Lasfer

    págs. 327-339

    

  • Drivers of cross-border banking exposures during the crisis

    E. Cerutti

    págs. 340-357

    

  • Global governance and financial stability

    F. Moshirian

    págs. 358-360

    

  • Excess control rights, financial crisis and bank profitability and risk

    N. Saghi-Zedek, A. Tarazi

    págs. 361-379

    

  • Loan collateral, corporate investment, and business cycle

    V. Aivazian, X. Gu, J. Qiu, B. Huang

    págs. 380-392

    

  • International political risk and government bond pricing

    T. Huang, F. Wu, J. Yu, B. Zhang

    págs. 393-405

    

  • Does banks’ dual holding affect bank lending and firms’ investment decisions? Evidence from China

    X. Pan, G.G. Tian

    págs. 406-424