Journal of banking and finance

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  Año 2022, Vol. 140, Número 7

  • Geographic proximity and corporate investment efficiency: Evidence from high-speed rail construction in China

    Yizhong Wu, Chien-Chiang Lee, Chi-Chuan Lee, Diyun Peng

    pág. 1

    

  • Winning connections? Special interests and the sale of failed banks

    Deniz Igan, Thomas Lambert, Wolf Wagner, Eden Quxian Zhang

    pág. 2

    

  • Information in financial markets: Who gets it first?

    Nathan Swen

    pág. 3

    

  • Who withdraws first? Line formation during bank runs

    Hubert Janós Kiss, Ismael Rodríguez Lara, Alfonso Rosa-García

    pág. 4

    

  • Discretionary earnings smoothing, credit quality, and firm value

    George Allayannis, Paul J. Simko

    pág. 5

    

  • Intra-industry information transfer in emerging markets: Evidence from China

    Beibei Liu, Keqi Tan, Sonia ML Wong, Rita W.Y. Yip

    pág. 6

    

  • Forecasting Value at Risk and expected shortfall using a model with a dynamic omega ratio

    James W. Taylor

    pág. 7

    

  • Index fund trading costs are inversely related to fund and family size

    John Adams, Darren Hayunga, Sattar A. Mansi

    pág. 8

    

  • Compositional effects of bank capital buffers and interactions with monetary policy

    Giuseppe Cappelletti, Alessio Reghezza, Costanza Rodriguez d'Acri, Martina Spaggiari

    pág. 9

    

  • The cash conversion cycle spread: International evidence

    Catherine Huirong Chen, Siu Kai Choy, Yongxian Tan

    pág. 10

    

  • Tax-loss harvesting under uncertainty

    Daniel McKeever, Kristian Rydqvist

    pág. 11

    

  • Individual investment bankers’ reputation concerns and bond yield spreads: Evidence from China

    Huaili Lyu, Wenming Wang, Si Xu, Jingting Zhou

    pág. 12

    

  • Ambiguity, ambiguity aversion and foreign bias: New evidence from international panel data

    Dennis Dlugosch, Mei Wang

    pág. 13

    

  • The birth and growth of the journal of banking and finance: The legacy of Giorgio Szegö and Emilia Carulli

    Edward Altman, Anthony Saunders

    pág. 14

    

  • In Memoria Giorgio and Emilia Szegő A special issue on institutions, risk measures, and portfolio optimization

    Rita D' Ecclesia, Stefanos A. Zenios

    pág. 15

    

  • In memoria: Giorgio and Emilia Szegő

    Allen N. Berger

    pág. 16

    

  • No-fault default, chapter 11 bankruptcy, and financial institutions

    Robert C. Merton, Richard T. Thakor

    pág. 17

    

  • Higher purpose, banking and stability

    Stuart Bunderson, Anjan V. Thakor

    pág. 18

    

  • Sovereign issuers, incentives and liquidity: The case of the Danish sovereign bond market

    Alexander Eisl, Christian Ochs, Jonas Staghøj, Marti G. Subrahmanyam

    pág. 19

    

  • Systemic risk and the COVID challenge in the european banking sector

    Nicola Borri, Giorgio di Giorgio

    pág. 20

    

  • Target 2 determinants: The role of Balance of Payments imbalances in the long run

    Marcello Minenna

    pág. 21

    

  • Supervisory enforcement actions against banks and systemic risk

    Allen N. Berger, Jin Cai, Raluca A. Roman, John Sedunov

    pág. 22

    

  • Coherent risk measures alone are ineffective in constraining portfolio losses

    John Armstrong, Damiano Brigo

    pág. 23

    

  • A new approach to credit ratings

    Giorgi Pertaia, Artem Prokhorov, Stan Uryasev

    pág. 24

    

  • Structural estimation of counterparty credit risk under recovery risk

    Rosella Castellano, Vincenzo Corallo, Giacomo Morelli

    pág. 25

    

  • Dynamic optimization for multi-goals wealth management

    Sanjiv R. Das, Daniel Ostrov, Anand Radhakrishnan, Deep Srivastav

    pág. 26

    

  • Reprint of: Delegated asset management and performance when some investors are unsophisticated

    Steven Malliaris, A.G. Malliaris

    pág. 27

    

  • A stochastic programming model for dynamic portfolio management with financial derivatives

    Diana Barro, Giorgio Consigli, Vivek Varun

    pág. 28

    

  • Artificial intelligence and systemic risk

    Jón Daníelsson, Robert Macrae, Andreas Uthemann

    pág. 29