Journal of banking and finance

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  Año 2015, Vol. 58, Número 9

  • Stock market volatility: Identifying major drivers and the nature of their impact

    S. Mittnik, N. Robinzonov, M. Spindler

    págs. 1-14

    

  • Collateral smile

    Markus Leippold, Lujing Su

    págs. 15-28

    

  • Keeping up with the Joneses and optimal diversification

    Moshe Levy, R.D.F. Harris

    págs. 29-38

    

  • Market structure and rating strategies in credit rating markets – A dynamic model with matching of heterogeneous bond issuers and rating agencies

    Thomas Fischer

    págs. 39-56

    

  • Ambiguity aversion and stock market participation: An empirical analysis

    Constantinos Antoniou, R.D.F. Harris, Ruogu Zhang

    págs. 57-70

    

  • Endogenous crisis dating and contagion using smooth transition structural GARCH

    Mardi Dungey, George Milunovich, SUSAN THORP, Minxian Yang

    págs. 71-79

    

  • Financial conditions, macroeconomic factors and disaggregated bond excess returns

    Christophe Fricker, Lukas Menkhoff

    págs. 80-94

    

  • Performance and determinants of the Merton structural model: Evidence from hedging coefficientsOriginal

    Flavia Barsotti, Luca Del Viva

    págs. 95-111

    

  • A structural model with Explicit Distress

    Ricardo Correia, Javier Población

    págs. 112-130

    

  • Banking structure and industrial growth: Evidence from China

    Justin Yiqiang Jin, Xifang Sun, Harry X. Wu

    págs. 131-143

    

  • Debt financing, venture capital, and the performance of initial public offeringsOriginal

    Christopher B. Barry, Vassil T. Mihov

    págs. 144-165

    

  • A new approach to assessing model risk in high dimensions

    Carole Bernard, Steven Vanduffel

    págs. 166-178

    

  • Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates?

    George Bulkley, R.D.F. Harris, Vivekanand Nawosah

    págs. 179-193

    

  • Reward-risk momentum strategies using classical tempered stable distribution

    Jaehyung Choi, Young Shin Kim, Ivan Mitov

    págs. 194-213

    

  • The LIX: A model-independent liquidity indexOriginal

    F. Guillaume

    págs. 214-231

    

  • Are European banks too big? Evidence on economies of scaleOriginal

    Elena Beccalli, Mario Anolli, Giuliana Borello

    págs. 232-246

    

  • Do joint ventures and strategic alliances create value for bondholders?

    Jun Chen, Tao-Hsien Dolly King, Min-Ming Wen

    págs. 247-267

    

  • Decision making with Expected Shortfall and spectral risk measures: The problem of comparative risk aversionOriginal

    Mario Brandtner, Wolfgang Kürsten

    págs. 268-280

    

  • Bond market event study methodsOriginal

    Louis Ederington, Wei Guan, Lisa Zongfei Yang

    págs. 281-293

    

  • Carbon emissions and stock returns: Evidence from the EU Emissions Trading SchemeOriginal

    A. Marcel Oestreich, Ilias Tsiakas

    págs. 294-308

    

  • The securitization of gold and its potential impact on gold stocksOriginal

    Yue Zhang

    págs. 309-326

    

  • Fair value disclosure, liquidity risk and stock returnsOriginal

    Oliviero Roggi, Alessandro Giannozzi

    págs. 327-342

    

  • Pricing and static hedging of American-style knock-in options on defaultable stocksOriginal

    João Pedro Vidal Nunes, João Pedro Ruas, José Carlos Dias

    págs. 343-360

    

  • Trading strategies with implied forward credit default swap spreadsOriginal

    Arturo Leccadito, Radu S. Tunaru, Giovanni Urga

    págs. 361-375

    

  • Stock return synchronicity and the market response to analyst recommendation revisionsOriginal

    Erik Devos, Wei Hao, Udomsak Wongchoti, A.K. Prevost

    págs. 376-389

    

  • Trading breaks and asymmetric information: The option marketsOriginal

    Guy Kaplanski, R.D.F. Harris

    págs. 390-404

    

  • Takeover vulnerability and the credibility of signaling: The case of open-market share repurchasesOriginal

    Chia-Wei Huang

    págs. 405-417

    

  • Shari’ah supervision, corporate governance and performance: Conventional vs. Islamic banksOriginal

    Sabur Mollah, Mahbub Zaman

    págs. 418-435

    

  • Global diversification and IPO returnsOriginal

    David C. Mauer, Song Wang, Xiao Wang, Yilei Zhang

    págs. 436-456

    

  • Why does higher variability of trading activity predict lower expected returns?

    Alexander Barinov

    págs. 457-470