Journal of banking and finance

• 

  Año 2022, Vol. 134, Número 1

  • Adjusted Expected Shortfall

    Matteo Burzoni, Cosimo Munari, Ruodu Wang

    pág. 1

    

  • Market fairness and efficiency: Evidence from the Tokyo Stock Exchange

    David M. Kemme, Thomas H. McInish, Jiang Zhang

    pág. 2

    

  • Dissecting the yield curve: The international evidence

    Andrea Berardi, Alberto Plazzi

    pág. 3

    

  • Mutual fund tax implications when investment advisors manage tax-exempt separate accounts

    William Beggs, Austin Hill-Kleespie, Yanguang Liu

    pág. 4

    

  • Housing networks and driving forces

    Stan Hurn, Shuping Shi, Ben Wang

    pág. 5

    

  • Knowledge spillovers in the mutual fund industry through labor mobility

    Gjergji Cici, Alexander Kempf, Claudia Peitzmeier

    pág. 6

    

  • A geometric framework for covariance dynamics

    Chulwoo Han, Frank C. Park

    pág. 7

    

  • Corporate social responsibility and market efficiency: Evidence from ESG and misvaluation measures

    Yannik Bofinger, Kim J. Heyden, Björn Rock

    pág. 8

    

  • Stabilising virtues of central banks: (Re)matching bank liquidity

    Vincent Legroux, Imène Rahmouni-Rousseau, Urszula Szczerbowicz, Natacha Valla

    pág. 9

    

  • Information networks in the financial sector and systemic risk

    Paul Borochin, Stephen Rush

    pág. 10

    

  • The role of intrinsic incentives and corporate culture in motivating innovation

    Seong Byun

    pág. 11

    

  • Institutional investors’ horizon and equity-financed payouts

    Wen He, Lin Mi

    pág. 12

    

  • Opening the black box – Quantile neural networks for loss given default prediction

    Ralf Kellner, Maximilian Nagl, Daniel Rösch

    pág. 13

    

  • Concept links and return momentum

    Qianqian Du, Dawei Liang, Zilin Chen, Jun Tu

    pág. 14

    

  • Expectations, credit conditions, and housing boom-bust: Evidence from SVAR with sign and zero restrictions

    Xutao Ma, Zhen Zhang

    pág. 15

    

  • Hedge fund family ties

    Harold D. Spilker

    pág. 16

    

  • Predicting the stressed expected loss of large U.S. banks

    Éric Jondeau, Amir Khalilzadeh

    pág. 17

    

  • Negative externalities of mutual fund instability: Evidence from leveraged loan funds

    Thomas Mählmann

    pág. 18

    

  • Sensitivity-implied tail-correlation matrices

    Joachim Paulusch, Sebastian Schlütter

    pág. 19

    

  • The illusion of oil return predictability: The choice of data matters!

    Thomas Conlon, John Cotter, Emmanuel Eyiah-Donkor

    pág. 20

    

  • Integration culture of global banks and the transmission of lending shocks

    Andreas Barth, Deyan Radev

    pág. 21

    

  • The exclamation mark of Cain: Risk salience and mutual fund flows

    Yevgeny Mugerman, Nadav Steinberg, Zvi Wiener

    pág. 22

    

  • Systemic risk and severe economic downturns: A targeted and sparse analysis

    Massimiliano Caporin, Michele Costola, Jean Charles Garibal, Bertrand Maillet

    pág. 23

    

  • How do investors trade R&D-intensive Stocks? Evidence from hedge funds and other institutional investors

    Dallin M. Alldredge, Mustafa Onur Caglayan, Umut Celiker

    pág. 24

    

  • Bank solvency risk and funding cost interactions: Evidence from Korea

    Iñaki Aldasoro, Chun Hee Cho, Kyounghoon Park

    pág. 25

    

  • Does quantitative easing affect market liquidity?

    Jens H.E. Christensen, James M. Gillan

    pág. 26

    

  • Bank instability: Interbank linkages and the role of disclosure

    Christian König-Kersting, Stefan T. Trautmann, Razvan Vlahu

    pág. 27

    

  • Market-consistent valuation of natural catastrophe risk

    Simone Beer, Alexander Braun

    pág. 28

    

  • Information asymmetry and the profitability of technical analysis

    Chiayu Hung, Hung-Neng Lai

    pág. 29

    

  • History matters: How short-term price charts hurt investment performance

    Charlotte Borsboom, Dirk-Jan Janssen, Markus Strucks, Stefan Zeisberger

    pág. 30