Journal of banking and finance

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  Año 2016, Vol. 72, Número 11, Fascículo: 1

  • Bank business models, regulation, and the role of financial market participants in the global financial crisis.

    A. Clare, M. Duygun, Mohamed Azzim Gulamhussen, A.F. Pozzolo

    págs. 1-5

    

  • What drives cross-border M&As in commercial banking?

    Mohamed Azzim Gulamhussen, Jean-François Hennart, C.M. Pinheiro

    págs. 6-18

    

  • Economic consequences of deregulation: Evidence from the removal of voting cap in Indian banks.

    C. Ghosh, J. Hilliard, M. Petrova, B.V. Phani

    págs. 19-38

    

  • How do banks make the trade-offs among risks? The role of corporate governance.

    H.-J. Chen, K.-T. Lin

    págs. 39-69

    

  • Trademarking activities and total factor productivity. Some evidence for British commercial banks using a metafrontier approach.

    M. Duygun, V. Sena, M. Shaban

    págs. 70-80

    

  • The economic value of controlling for large losses in portfolio selection.

    A. Dias

    págs. 81-91

    

  • The determinants of falled takeovers in the banking sector. Deal or country characteristics?

    S. Caiazza, A.F. Pozzolo

    págs. 92-103

    

  • Momentum and downside risk.

    B.-K. Min, T.S. Kim

    págs. 104-118

    

  • Chasing trends at the micro-level: The effect of technical trading on order book dynamics.

    C. Chiarella, D. Ladley

    págs. 119-131

    

  • Managers set the tone: Equity incentives and the tone of earnings press releases.

    Ö Arslan-Ayaydin, K. Boudt, J. Thewissen

    págs. 132-147

    

  • Bank integration and co-movements across housing markets.

    S. Milcheva, Bing Zhu

    págs. 148-171

    

  • Disagreement versus uncertainty: Evidence from distribution forecasts.

    Fabian Krüger, I. Nolte

    págs. 172-186

    

  • What is the impact of bankrupt and restructured loans on Japanese bank efficiency?

    E. Mamatzakis, R. Matousek, A.N. Vu

    págs. 187-202

    

  • Active risk management and banking stability.

    C. Silva Buston

    págs. 203-215

    

  • Multivariate moments expansion density: Application of the dynamic equicorrelation model.

    Trino-Manuel Ñíguez, Javier Perote Peña

    págs. 216-232