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
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
english, 2012
3

Investors’ distraction and strategic repricing decisions

Marco Navone
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 386 KB
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
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
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
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
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
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
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
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Acquisition valuations of withdrawn IPOs: When IPO plans turn into mergers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
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
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
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
english, 2012
19

Subprime mortgage design

Geetesh Bhardwaj, Rajdeep Sengupta
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 807 KB
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
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
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
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
english, 2012
24

Local financial development and growth

Jake Kendall
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 470 KB
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
english, 2012
26

Editorial Board

Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 17 KB
english, 2012