Volume 36; Issue 11

Journal of Banking & Finance

Volume 36; Issue 11

1

Analyzing interest rate risk: Stochastic volatility in the term structure of government bond yields

Nikolaus Hautsch, Yangguoyi Ou

Journal:

Journal of Banking & Finance

Année:

2012

Langue:

english

Fichier:

PDF, 1.76 MB

english, 2012

2

Size and earnings volatility of US bank holding companies

Jakob de Haan, Tigran Poghosyan

Journal:

Journal of Banking & Finance

Année:

2012

Langue:

english

Fichier:

PDF, 234 KB

english, 2012

3

The effect of information sharing between lenders on access to credit, cost of credit, and loan performance – Evidence from a credit registry introduction

Patrick Behr, Simon Sonnekalb

Journal:

Journal of Banking & Finance

Année:

2012

Langue:

english

Fichier:

PDF, 289 KB

english, 2012

4

Intraday technical analysis of individual stocks on the Tokyo Stock Exchange

Ryuichi Yamamoto

Journal:

Journal of Banking & Finance

Année:

2012

Langue:

english

Fichier:

PDF, 266 KB

english, 2012

5

The response of the external finance premium in Asian corporate bond markets to financial characteristics, financial constraints and two financial crises

Paul Mizen, Serafeim Tsoukas

Journal:

Journal of Banking & Finance

Année:

2012

Langue:

english

Fichier:

PDF, 315 KB

english, 2012

6

Mutual fund flows, expected returns, and the real economy

Journal:

Journal of Banking & Finance

Année:

2012

Langue:

english

Fichier:

PDF, 321 KB

english, 2012

7

Estimating the cost of capital with basis assets

Stephen J. Brown, Paul Lajbcygier, Woon Weng Wong

Journal:

Journal of Banking & Finance

Année:

2012

Langue:

english

Fichier:

PDF, 814 KB

english, 2012

8

Are there arbitrage gaps in the UK gilt strips market?

Seth Armitage, Shanti P. Chakravarty, Lynn Hodgkinson, Jo Wells

Journal:

Journal of Banking & Finance

Année:

2012

Langue:

english

Fichier:

PDF, 304 KB

english, 2012

9

Economic value, competition and financial distress in the European banking system

Andrea Cipollini, Franco Fiordelisi

Journal:

Journal of Banking & Finance

Année:

2012

Langue:

english

Fichier:

PDF, 223 KB

english, 2012

10

Trade credit, cash holdings, and financial deepening: Evidence from a transitional economy

Wenfeng Wu, Oliver M. Rui, Chongfeng Wu

Journal:

Journal of Banking & Finance

Année:

2012

Langue:

english

Fichier:

PDF, 348 KB

english, 2012

11

Corporate taxes, strategic default, and the cost of debt

Ali Nejadmalayeri, Manohar Singh

Journal:

Journal of Banking & Finance

Année:

2012

Langue:

english

Fichier:

PDF, 674 KB

english, 2012

12

Foreign bank entry, credit allocation and lending rates in emerging markets: Empirical evidence from Poland

Hans Degryse, Olena Havrylchyk, Emilia Jurzyk, Sylwester Kozak

Journal:

Journal of Banking & Finance

Année:

2012

Langue:

english

Fichier:

PDF, 262 KB

english, 2012

13

Government ownership and corporate governance: Evidence from the EU

Ginka Borisova, Paul Brockman, Jesus M. Salas, Andrey Zagorchev

Journal:

Journal of Banking & Finance

Année:

2012

Langue:

english

Fichier:

PDF, 312 KB

english, 2012

14

Why are convertible bond announcements associated with increasingly negative issuer stock returns? An arbitrage-based explanation

Eric Duca, Marie Dutordoir, Chris Veld, Patrick Verwijmeren

Journal:

Journal of Banking & Finance

Année:

2012

Langue:

english

Fichier:

PDF, 341 KB

english, 2012

15

Corruption, growth, and governance: Private vs. state-owned firms in Vietnam

Thuy Thu Nguyen, Mathijs A. van Dijk

Journal:

Journal of Banking & Finance

Année:

2012

Langue:

english

Fichier:

PDF, 251 KB

english, 2012

16

International corporate finance and governance

Journal:

Journal of Banking & Finance

Année:

2012

Langue:

english

Fichier:

PDF, 123 KB

english, 2012

17

Financial crisis, structure and reform

Franklin Allen, Xian Gu, Oskar Kowalewski

Journal:

Journal of Banking & Finance

Année:

2012

Langue:

english

Fichier:

PDF, 283 KB

english, 2012

18

Do return prediction models add economic value?

Tolga Cenesizoglu, Allan Timmermann

Journal:

Journal of Banking & Finance

Année:

2012

Langue:

english

Fichier:

PDF, 349 KB

english, 2012

19

Volatility dynamics for the S&P 500: Further evidence from non-affine, multi-factor jump diffusions

Andreas Kaeck, Carol Alexander

Journal:

Journal of Banking & Finance

Année:

2012

Langue:

english

Fichier:

PDF, 407 KB

english, 2012

20

Analyst following, staggered boards, and managerial entrenchment

Pornsit Jiraporn, Pandej Chintrakarn, Young S. Kim

Journal:

Journal of Banking & Finance

Année:

2012

Langue:

english

Fichier:

PDF, 244 KB

english, 2012

21

Editorial Board

Journal:

Journal of Banking & Finance

Année:

2012

Langue:

english

Fichier:

PDF, 18 KB

english, 2012