Journal of banking and finance

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  Año 2018, Vol. 88, Número 3

  • Trading efficiency of fund families: Impact on fund performance and investment behavior

    Gjergji Cici, Laura K. Dahm, Alexander Kempf

    págs. 1-14

    

  • Financial literacy and participation in the derivatives markets

    Yu-Jen Hsiao, Wei-Che Tsai

    págs. 15-29

    

  • Short selling around the expiration of IPO share lockups

    Michael Gibbs, Qing Hao

    págs. 30-43

    

  • Are gold and silver cointegrated? New evidence from quantile cointegrating regressions

    Karsten Schweikert

    págs. 44-51

    

  • Loss aversion around the world: Empirical evidence from pension funds

    Yuxin Xie, Soosung Hwang, Athanasios A. Pantelous

    págs. 52-62

    

  • The state dependent impact of bank exposure on sovereign risk

    Maximilian Podstawski, Anton Velinov

    págs. 63-75

    

  • What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?

    Iryna Kaminska, Zhuoshi Liu, Jon Relleen, Elisabetta Vangelista

    págs. 76-96

    

  • How much is too much? Large termination fees and target distress

    Jordan Neyland, Chander Shekhar

    págs. 97-112

    

  • National elections and tail risk: International evidence

    Qingyuan Li, Si Li, Li Xu

    págs. 113-128

    

  • Industry networks and IPO waves

    Mufaddal Baxamusa, Abu Jalal

    págs. 129-146

    

  • Sentiment hedging: How hedge funds adjust their exposure to market sentiment

    Yao Zheng, Eric Osmer, Ruiyi Zhang

    págs. 147-160

    

  • Point process models for extreme returns: Harnessing implied volatility

    R. Herrera, A.E. Clements

    págs. 161-175

    

  • Monthly cyclicality in retail Investors’ liquidity and lottery-type stocks at the turn of the month

    Yun Meng, Christos Pantzalis

    págs. 176-191

    

  • How data breaches affect consumer credit

    Vyacheslav Mikhed, Michael Vogan

    págs. 192-207

    

  • Financial synergies and systemic risk in the organization of bank affiliates

    Elisa Luciano, Clas Wihlborg

    págs. 208-224

    

  • Bank monitoring and CEO risk-taking incentives

    Anthony Saunders, Keke Song

    págs. 225-240

    

  • Option-implied objective measures of market risk

    Matthias Liess, Heinrich H. Nax

    págs. 241-249

    

  • Corporate tax incentives and capital structure: New evidence from UK firm-level tax returns

    Michael P. Devereux, Giorgia Maffini, Jing Xing

    págs. 250-266

    

  • Female board directorship and firm performance: What really matters?

    Moez Bennouri, Tawhid Chtioui, Haithem Nagati, Mehdi Nekhili

    págs. 267-291

    

  • Performance of foreign banks in developing countries: Evidence from sub-Saharan African banking markets

    Adeline Pelletier

    págs. 292-311

    

  • Momentum and funding conditions

    Luis Garcia-Feijóo, Gerald R. Jensen, Tyler K. Jensen

    págs. 312-329

    

  • Do players perform for pay? An empirical examination via NFL players’ compensation contracts

    Seoyoung Kim, Atulya Sarin, Saagar Sarin

    págs. 330-346

    

  • On the transactions costs of UK quantitative easing

    Francis Breedon

    págs. 347-356

    

  • Size does not matter: Diseconomies of scale in the mutual fund industry revisited

    Blake Phillips, Kuntara Pukthuanthong, P. Raghavendra Rau

    págs. 357-365

    

  • Subjectivity in sovereign credit ratings

    Lieven De Moor, Prabesh Luitel, Piet Sercu, Rosanne Vanpée

    págs. 366-392

    

  • Multinomial VaR backtests: A simple implicit approach to backtesting expected shortfall

    Marie Kratz, Yen H. Lok, Alexander J. McNeil

    págs. 393-407

    

  • The strategic choice of payment method in corporate acquisitions: The role of collective bargaining against unionized workers

    I-Ju Chen, Yan-Shing Chen, Sheng-Syan Chen

    págs. 408-422

    

  • The role of corporate philanthropy in family firm succession: A social outreach perspective

    Yue Pan, Ruoyu Weng, Nianhang Xu, Kam C. Chan

    págs. 423-441

    

  • Competition or manipulation? An empirical evidence of determinants of the earnings persistence of the U.S. banks

    Chi-Hsiou Daniel Hung, Yuxiang Jiang, Frank Hong Liu, Hong Tu

    págs. 442-454

    

  • Capital regulation with heterogeneous banks – Unintended consequences of a too strict leverage ratio

    Andreas Barth, Christian Seckinger

    págs. 455-465