Journal of banking and finance

• 

  Año 2004, Vol. 28, Número 1

  • Hedging with forwards and puts in complete and incomplete markets

    Casper M. Oosterhof, Simon Z. Benninga

    págs. 1-17

    

  • Risk management, capital structure and lending at banks

    Philip E. Strahan, A. Sinan Cebenoyan

    págs. 19-43

    

  • Time-varying excess returns on UK government bonds: A non-linear approach

    Ilias Lekkos, Costas Milas

    págs. 45-62

    

  • Trading costs, investor recognition and market response: An analysis of firms that move from the Amex (Nasdaq) to Nasdaq (Amex)

    Erik Devos, Yiuman Tse

    págs. 63-83

    

  • Have trading rule profits in the currency markets declined over time?

    Dennis Olson

    págs. 85-105

    

  • Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis

    Roberto Pascual, Alvaro Escribano, Mikel Tapia

    págs. 107-128

    

  • An essay on financial innovation: The case of instalment receipts

    Narat Charupat, Eliezer Z. Prisman

    págs. 129-156

    

  • The pricing of systematic liquidity risk: Empirical evidence from the US stock market

    Nicolas Mougeot, Rajna Gibson

    págs. 157-178

    

  • Strategic entry and market leadership in a two-player real options game

    Rafal Wojakowski, Mark B. Shackleton, Andrianos E. Tsekrekos

    págs. 179-201

    

  • Empirical evidence on payment media costs and switch points

    Thijs ten Raa, Victoria Shestalova

    págs. 203-213

    

  • Factors affecting bank risk taking: Evidence from Japan

    Yukihiro Yasuda, Masaru Konishi

    págs. 215-232

    

  • The national market impact of sovereign rating changes

    Joseph Hillier, David Hillier, Robert Brooks, Robert W. Faff

    págs. 233-250

    

  • Follow-on offerings

    Jeff Madura, Jarrod Johnston, Joel T. Harper

    págs. 251-264

    

  • International Finance and Open-Economy Macroeconomics: Gandolfo/Giancarlo. Springer-Verlag, New York, 2001. pp. xxiv <f>+</f> 613, $99

    Polly Reynolds Allen

    págs. 265-266