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Volume 36; Issue 5
Main
Journal of Banking & Finance
Volume 36; Issue 5
Journal of Banking & Finance
Volume 36; Issue 5
1
Pitfalls in VAR based return decompositions: A clarification
Tom Engsted
,
Thomas Q. Pedersen
,
Carsten Tanggaard
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 259 KB
Your tags:
english, 2012
2
When are path-dependent payoffs suboptimal?
Stefan Kassberger
,
Thomas Liebmann
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 209 KB
Your tags:
english, 2012
3
Investors’ distraction and strategic repricing decisions
Marco Navone
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 386 KB
Your tags:
english, 2012
4
Being a foreigner among domestic banks: Asset or liability?
Stijn Claessens
,
Neeltje van Horen
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 311 KB
Your tags:
english, 2012
5
On the relationship between concentration of prospect theory/mental accounting investors, cointegration, and momentum
Ajay Bhootra
,
Jungshik Hur
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 226 KB
Your tags:
english, 2012
6
Macroenvironmental determinants of operational loss severity
Eric W. Cope
,
Mark T. Piche
,
John S. Walter
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 376 KB
Your tags:
english, 2012
7
Combining equilibrium, resampling, and analyst’s views in portfolio optimization
José Luiz Barros Fernandes
,
José Renato Haas Ornelas
,
Oscar Augusto Martínez Cusicanqui
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 348 KB
Your tags:
english, 2012
8
Bank connections, corporate investment and crisis
Susanne Espenlaub
,
Arif Khurshed
,
Thitima Sitthipongpanich
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 378 KB
Your tags:
english, 2012
9
Household portfolio choices, health status and health care systems: A cross-country analysis based on SHARE
Vincenzo Atella
,
Marianna Brunetti
,
Nicole Maestas
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 288 KB
Your tags:
english, 2012
10
A stochastic frontier approach to modelling financial constraints in firms: An application to India
Sumon Kumar Bhaumik
,
Pranab Kumar Das
,
Subal C. Kumbhakar
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 283 KB
Your tags:
english, 2012
11
The information content of trade credit
Nihat Aktas
,
Eric de Bodt
,
Frédéric Lobez
,
Jean-Christophe Statnik
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 257 KB
Your tags:
english, 2012
12
Characteristic-based mean-variance portfolio choice
Erik Hjalmarsson
,
Petar Manchev
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 344 KB
Your tags:
english, 2012
13
The term structure of illiquidity premia
Alexander Kempf
,
Olaf Korn
,
Marliese Uhrig-Homburg
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 832 KB
Your tags:
english, 2012
14
Using industry momentum to improve portfolio performance
Patrick Behr
,
Andre Guettler
,
Fabian Truebenbach
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 330 KB
Your tags:
english, 2012
15
Acquisition valuations of withdrawn IPOs: When IPO plans turn into mergers
Qin Lian
,
Qiming Wang
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 224 KB
Your tags:
english, 2012
16
Common information asymmetry factors in syndicated loan structures
Claudia Champagne
,
Frank Coggins
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 710 KB
Your tags:
english, 2012
17
Do investment banks listen to their own analysts?
Bradford D. Jordan
,
Mark H. Liu
,
Qun Wu
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 246 KB
Your tags:
english, 2012
18
Political connection and cost of debt: Some Malaysian evidence
Mark A. Bliss
,
Ferdinand A. Gul
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 217 KB
Your tags:
english, 2012
19
Subprime mortgage design
Geetesh Bhardwaj
,
Rajdeep Sengupta
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 807 KB
Your tags:
english, 2012
20
Granularity adjustment for default risk factor model with cohorts
C. Gourieroux
,
J. Jasiak
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 427 KB
Your tags:
english, 2012
21
Extreme downside risk and expected stock returns
Wei Huang
,
Qianqiu Liu
,
S. Ghon Rhee
,
Feng Wu
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 298 KB
Your tags:
english, 2012
22
Did investors outsource their risk analysis to rating agencies? Evidence from ABS-CDOs
Thomas Mählmann
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 288 KB
Your tags:
english, 2012
23
Are good-news firms riskier than bad-news firms?
Byoung-Kyu Min
,
Tong Suk Kim
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 338 KB
Your tags:
english, 2012
24
Local financial development and growth
Jake Kendall
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 470 KB
Your tags:
english, 2012
25
Cojumping: Evidence from the US Treasury bond and futures markets
Mardi Dungey
,
Lyudmyla Hvozdyk
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 337 KB
Your tags:
english, 2012
26
Editorial Board
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 17 KB
Your tags:
english, 2012
27
Board quality and the cost of debt capital: The case of bank loans
L. Paige Fields
,
Donald R. Fraser
,
Avanidhar Subrahmanyam
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 257 KB
Your tags:
english, 2012
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