Volume 59

Journal of Banking & Finance

Volume 59

1

European financial market dependence: An industry analysis

Bartram, Söhnke M., Wang, Yaw-Huei

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 1.25 MB

english, 2015

2

Dynamical macroprudential stress testing using network theory

Levy-Carciente, Sary, Kenett, Dror Y., Avakian, Adam, Stanley, H. Eugene, Havlin, Shlomo

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 3.60 MB

english, 2015

3

Stock market dispersion, the business cycle and expected factor returns

Angelidis, Timotheos, Sakkas, Athanasios, Tessaromatis, Nikolaos

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 1.10 MB

english, 2015

4

Can implied volatility predict returns on the currency carry trade?

Egbers, Tom, Swinkels, Laurens

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 1.30 MB

english, 2015

5

The role of the variance premium in Jump-GARCH option pricing models

Byun, Suk Joon, Jeon, Byoung Hyun, Min, Byungsun, Yoon, Sun-Joong

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 957 KB

english, 2015

6

High frequency trading and end-of-day price dislocation

Aitken, Michael, Cumming, Douglas, Zhan, Feng

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 685 KB

english, 2015

7

Inflation targeting: Is IT to blame for banking system instability?

Fazio, Dimas M., Tabak, Benjamin M., Cajueiro, Daniel O.

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 863 KB

english, 2015

8

Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse

Dionne, Georges, Pacurar, Maria, Zhou, Xiaozhou

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 1.81 MB

english, 2015

9

Maintaining adequate bank capital: An empirical analysis of the supervision of European banks

Flannery, Mark J., Giacomini, Emanuela

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 796 KB

english, 2015

10

What explains the value premium? The case of adjustment costs, operating leverage and financial leverage

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 947 KB

english, 2015

11

Country and industry concentration and the performance of international mutual funds

Hiraki, Takato, Liu, Ming, Wang, Xue

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 1.08 MB

english, 2015

12

The effect of credit guarantees on credit availability and delinquency rates

Cowan, Kevin, Drexler, Alejandro, Yañez, Álvaro

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 375 KB

english, 2015

13

Valuation effects of corporate social responsibility

Fatemi, Ali, Fooladi, Iraj, Tehranian, Hassan

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 696 KB

english, 2015

14

Financial leverage and export quality: Evidence from France

Bernini, Michele, Guillou, Sarah, Bellone, Flora

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 451 KB

english, 2015

15

Earnings performance of major customers and bank loan contracting with suppliers

Kim, Jeong-Bon, Song, Byron Y., Zhang, Yue

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 1002 KB

english, 2015

16

Riding the swaption curve

Duyvesteyn, Johan, de Zwart, Gerben

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 1.30 MB

english, 2015

17

Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe

Blatt, Dominik, Candelon, Bertrand, Manner, Hans

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 2.03 MB

english, 2015

18

Corporate social responsibility and media coverage

Cahan, Steven F., Chen, Chen, Chen, Li, Nguyen, Nhut H.

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 536 KB

english, 2015

19

Mixing business with politics: Political participation by entrepreneurs in China

Feng, Xunan, Johansson, Anders C., Zhang, Tianyu

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 391 KB

english, 2015

20

Combining momentum with reversal in commodity futures

Bianchi, Robert J., Drew, Michael E., Fan, John Hua

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 1.19 MB

english, 2015

21

Earning the right premium on the right factor in portfolio planning

Branger, Nicole, Hansis, Alexandra

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 841 KB

english, 2015

22

What determines the exit decision for leveraged buyouts?

Jenkinson, Tim, Sousa, Miguel

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 469 KB

english, 2015

23

Information environment and investor behavior

Chang, Yen-Cheng, Cheng, Hung-Wen

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 474 KB

english, 2015

24

Effects of prepayment regulations on termination of subprime mortgages

Steinbuks, Jevgenijs

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 752 KB

english, 2015

25

On luck versus skill when performance benchmarks are style-consistent

Agyei-Ampomah, Sam, Clare, Andrew, Mason, Andrew, Thomas, Stephen

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 1.45 MB

english, 2015

26

Explaining bank stock performance with crisis sentiment

Irresberger, Felix, Mühlnickel, Janina, Weiß, Gregor N.F.

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 744 KB

english, 2015

27

Pre-auction short positions and impacts on primary dealers’ bidding behavior in US Treasury auctions

Tchuindjo, Leonard

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 383 KB

english, 2015

28

The determinants of price discovery: Evidence from US-Canadian cross-listed shares

Frijns, Bart, Gilbert, Aaron, Tourani-Rad, Alireza

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 497 KB

english, 2015

29

Self-monitoring or reliance on media reporting: How do financial market participants process central bank news?

Hayo, Bernd, Neuenkirch, Matthias

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 397 KB

english, 2015

30

Ex ante CEO severance pay and risk-taking in the financial services sector

Brown, Kareen, Jha, Ranjini, Pacharn, Parunchana

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 397 KB

english, 2015

31

Editorial Board

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 25 KB

english, 2015