Journal of banking and finance

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  Año 2019, Vol. 101, Número 4

  • Aggregate risk and efficiency of mutual funds

    Simas Kučinskas

    págs. 1-11

    

  • Detecting underestimates of risk in VaR models

    Stephen Thiele

    págs. 12-20

    

  • Option-Implied variance asymmetry and the cross-section of stock returns

    Tao Huang, Junye Li

    págs. 21-36

    

  • The performance of acquisitions by high default risk bidders

    Evy Bruyland, Meziane Lasfer, Wouter de Maeseneire, Wei Song

    págs. 37-58

    

  • Why investors do not buy cheaper securities: Evidence from a natural experiment

    Kalok Chan, Baolian Wang, Zhishu Yang

    págs. 59-76

    

  • The short-selling skill of institutions and individuals

    Fernando Chague, Rodrigo De Losso, Bruno Giovannetti

    págs. 77-91

    

  • A factor-model approach for correlation scenarios and correlation stress testing

    N. Packham, C.F. Woebbeking

    págs. 92-103

    

  • Making cents of tick sizes: The effect of the 2016 U.S. SEC tick size pilot on limit order book liquidity

    Todd G. Griffith, Brian S. Roseman

    págs. 104-121

    

  • Risk managing tail-risk seekers: VaR and expected shortfall vs S-shaped utility

    John Armstrong, Damiano Brigo

    págs. 122-135

    

  • Earnings management and post-split drift

    Konan Chan, Fengfei Li, Tse-Chun Lin

    págs. 136-146

    

  • Enforcement of banking regulation and the cost of borrowing

    Yota D. Deli, Manthos D. Delis, Iftekhar Hasan, LiuLing Liu

    págs. 147-160

    

  • Consumer debt non-payment and the borrowing constraint: Implications for consumer behavior

    Alexandros P. Bechlioulis, Sophocles N. Brissimis

    págs. 161-172

    

  • Family firms and access to credit. Is family ownership beneficial?

    Pierluigi Murro, Valentina Peruzzi

    págs. 173-187

    

  • Systemic risk and competition revisited

    Consuelo Silva-Buston

    págs. 188-205

    

  • Individual pension risk preference elicitation and collective asset allocation with heterogeneity

    Gosse A.G. Alserda, Benedict G.C. Dellaert, Laurens Swinkels, Fieke S.G. van der Lecq

    págs. 206-225

    

  • Does dialect similarity add value to banks? Evidence from China

    Wenlong Bian, Yang Ji, Hao Zhang

    págs. 226-241

    

  • Macroeconomic conditions, financial constraints, and firms’ financing decisions

    Xin Chang, Yunling Chen, Sudipto Dasgupta

    págs. 242-255

    

  • Do long-term institutional investors promote corporate social responsibility activities?

    Hyun-Dong Kim, Taeyeon Kim, Yura Kim, Kwangwoo Park

    págs. 256-269

    

  • A new measure of financial constraints applicable to private and public firms

    Catharina Schauer, Ralf Elsas, Nikolas Breitkopf

    págs. 270-295