Journal of banking and finance

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  Año 2015, Vol. 59, Número 10

  • Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe

    Dominik Blatt, Bertrand Candelon, Hans Manner

    págs. 1-13

    

  • Can implied volatility predict returns on the currency carry trade?

    Tom Egbers, Laurens Swinkels

    págs. 14-26

    

  • Self-monitoring or reliance on media reporting: How do financial market participants process central bank news?

    Bernd Hayo, Matthias Neuenkirch

    págs. 27-37

    

  • The role of the variance premium in Jump-GARCH option pricing models

    Byoung Hyun Jeon, Byungsun Min, Sun-Joong Yoon

    págs. 38-56

    

  • Riding the swaption curve

    Johan Duyvesteyn, Gerben de Zwart

    págs. 57-75

    

  • Inflation targeting: Is IT to blame for banking system instability?

    Dimas M. Fazio, Benjamin M. Tabak, Daniel O. Cajueiro

    págs. 76-97

    

  • Cajueiro

    Kevin Cowan, Alejandro Drexler, Alvaro Yañez

    págs. 98-110

    

  • Ex ante CEO severance pay and risk-taking in the financial services sector

    Kareen Brown, Ranjini Jha, Parunchana Pacharn

    págs. 111-126

    

  • On luck versus skill when performance benchmarks are style-consistent

    Sam Agyei-Ampomah, Andrew Clare, Andrew Mason, Stephen Thomas

    págs. 127-145

    

  • European financial market dependence: An industry analysis

    Söhnke M. Bartram, Yaw-Huei Wang

    págs. 146-163

    

  • Dynamical macroprudential stress testing using network theory

    Sary Levy Carciente, Dror Y. Kenett, Adam Avakian, H. Eugene Stanley, Shlomo Havlin

    págs. 164-181

    

  • Valuation effects of corporate social responsibility

    Ali Fatemi, Iraj Fooladi, Hassan Tehranian

    págs. 182-192

    

  • Pre-auction short positions and impacts on primary dealers’ bidding behavior in US Treasury auctions

    Leonard Tchuindjo

    págs. 193-201

    

  • Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse

    Leonard Tchuindjo

    págs. 202-219

    

  • Mixing business with politics: Political participation by entrepreneurs in China

    Xunan Feng, A.C. Johanssonn, Tianyu Zhang

    págs. 220-235

    

  • Maintaining adequate bank capital: An empirical analysis of the supervision of European banks

    Mark J. Flannery, Emanuela Giacomini

    págs. 236-249

    

  • Information environment and investor behavior

    Yen-Cheng Chang, Hung-Wen Cheng

    págs. 250-264

    

  • Stock market dispersion, the business cycle and expected factor returns

    Timotheos Angelidis, Athanasios Sakkas, Nikolaos Tessaromatis

    págs. 265-279

    

  • Financial leverage and export quality: Evidence from France

    Michele Bernini, Sarah Guillou, Flora Bellone

    págs. 280-296

    

  • Country and industry concentration and the performance of international mutual funds

    Takato Hiraki, Ming Liu, Xue Wang

    págs. 297-310

    

  • Explaining bank stock performance with crisis sentiment

    Felix Irresberger, Janina Mühlnickel, Gregor N.F. Weiß

    págs. 311-329

    

  • High frequency trading and end-of-day price dislocation

    Michael Aitken, Douglas Cumming, Feng Zhan

    págs. 330-349

    

  • What explains the value premium? The case of adjustment costs, operating leverage and financial leverage

    Viet Nga Cao

    págs. 350-366

    

  • Earning the right premium on the right factor in portfolio planning

    Nicole Branger, Alexandra Hansis

    págs. 367-383

    

  • Earnings performance of major customers and bank loan contracting with suppliers

    Jeong-Bon Kim, Byron Y. Song, Yue Zhang

    págs. 384-398

    

  • What determines the exit decision for leveraged buyouts?

    TIM JENKINSON, Miguel Sousa

    págs. 399-408

    

  • Corporate social responsibility and media coverage

    Steven F. Cahan, Chen Chen, Li Chen, N.H. Nguyen

    págs. 409-422

    

  • Combining momentum with reversal in commodity futures

    R. J. Bianchi, M. E. Drew, John Hua Fan

    págs. 423-444

    

  • Effects of prepayment regulations on termination of subprime mortgages

    Jevgenijs Steinbuks

    págs. 445-456

    

  • The determinants of price discovery: Evidence from US-Canadian cross-listed shares

    Bart Frijns, Aaron Gilbert, Alireza Tourani-Rad

    págs. 457-468