Journal of banking and finance

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  Año 2021, Vol. 133, Número 12

  • Corporate stress and bank nonperforming loans: Evidence from Pakistan

    M. Ali Choudhary, Anil K. Jain

    pág. 1

    

  • Tuesday Blues and the day-of-the-week effect in stock returns

    Mardy Chiah, Angel Zhong

    pág. 2

    

  • Downside risk and the cross-section of cryptocurrency returns

    Wei Zhang, Yi Li, Xiong Xiong, Pengfei Wang

    pág. 3

    

  • Market shocks and professionals’ investment behavior – Evidence from the COVID-19 crash

    Christoph Huber, Jürgen Huber, Michael Kirchler

    pág. 4

    

  • Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market

    Hai Lin, Ingrid Lo, Rui Qiao

    pág. 5

    

  • Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation

    Luca Merlo, Lea Petrella, Valentina Raponi

    pág. 6

    

  • Market discipline, regulation and banking effectiveness: Do measures matter?

    Euphemia Godspower-Akpomiemie, Kalu Ojah

    pág. 7

    

  • Long-run reversal in commodity returns: Insights from seven centuries of evidence

    Adam Zaremba, Robert J. Bianchi, Mateusz Mikutowski

    pág. 8

    

  • Bank balance sheet risk allocation

    Pedro Júdice, Qiji Jim Zhu

    pág. 9

    

  • Bank consumer relations and social capital

    Marcia Millon Cornett, Kristina Minnick, Patrick J. Schorno, Hassan Tehranian

    pág. 10

    

  • Trading behavior of retail investors in derivatives markets: Evidence from Mini options

    Yubin Li, Chen Zhao, Zhaodong Zhong

    pág. 11

    

  • Repayment capacity, debt service ratios and mortgage default: An exploration in crisis and non-crisis periods

    Conor O'Toole, Rachel Slaymaker

    pág. 12

    

  • The real effects of capital requirements and monetary policy: Evidence from the United Kingdom

    Filippo De Marco, Christiane Kneer, Tomasz Wieladek

    pág. 13

    

  • Negative news and the stock market impact of tone in rating reports

    Gunter Löffler, Lars Norden, Alexander Rieber

    pág. 14

    

  • Executive Equity Risk-Taking Incentives and Firms’ Choice of Debt Structure

    Yangyang Chen, Iftekhar Hasan, Walid Saffar, Leon Zolotoy

    pág. 15

    

  • Stocks versus bonds for the long run when a riskless asset is available

    Haim Levy, Moshe Levy

    pág. 16

    

  • Learning sequential option hedging models from market data

    Ke Nian, Thomas F Coleman, Yuying Li

    pág. 17

    

  • Trust and local bias of individual investors

    Ran Shao, Na Wang

    pág. 18

    

  • China's no-bailout reform: Impact on bond yields and rating standards

    Guiqing Mo, Zhi Gao, Lei Zhou

    pág. 19

    

  • New construction and mortgage default

    Tom Mayock, Konstantinos Tzioumis

    pág. 20

    

  • Double the insurance, double the funds?

    Anna-Leigh Stone

    pág. 21

    

  • A Practical Guide to harnessing the HAR volatility model

    Adam Clements, Daniel P.A. Preve

    pág. 22

    

  • The market impact of predictable flows: Evidence from leveraged VIX products

    Søren Bundgaard Brøgger

    pág. 23

    

  • A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks

    Felix Kircher, Daniel Rösch

    pág. 24

    

  • The game changer: Regulatory reform and multiple credit ratings

    He Huang, Jiri Svec, Eliza Wu

    pág. 25

    

  • Determinants and predictability of commodity producer returns

    Qiao Wang, Ronald Balvers

    pág. 26

    

  • Public guarantees to SME lending: Do broader eligibility criteria pay off?

    Corrado Lagazio, Luca Persico, Francesca Querci

    pág. 27

    

  • Delegated asset management and performance when some investors are unsophisticated

    Steven Malliaris, A.G. Malliaris

    pág. 28

    

  • Overweighting of public information in financial markets: A lesson from the lab

    Alba Ruiz Buforn, Eva Camacho Cuena, Andrea Morone, Simone Alfarano

    pág. 29

    

  • Model risk and model choice in the case of barrier options and bonus certificates

    Rainer Baule, David Shkel

    pág. 30