Journal of banking and finance

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  Año 2010, Vol. 34, Número 1

  • The predictive power of the implied volatility of options traded OTC and on exchanges.

    W.W. Yu, E.C.K. Lui, J.W. Wang

    págs. 1-11

    

  • Equity issues and temporal variation in information asymmetry.

    D.M. Autore, T. Kovacs

    págs. 12-23

    

  • Pricing catastrophe options with stochastic claim arrival intensity in claim time.

    C.W. Chang, J.S.K. Chang, W. Lu

    págs. 24-32

    

  • The index fund rationality paradox.

    M. Boldin, G. Cici

    págs. 33-43

    

  • Managerial rights, use of investment banks, and the wealth effects for acquiring firms� shareholders.

    W. Wang, A.M. Whyte

    págs. 44-54

    

  • Diversification and Value-at-Risk.

    C. Pérignon, D.R. Smith

    págs. 55-66

    

  • Irish credit unions: Investigating performance determinants and the opportunity cost of regulatory compliance.

    J.C. Glass, D.G. McKillop, S. Rasaratnam

    págs. 67-76

    

  • Tight bounds on American option prices.

    S.-L. Chung, M.-W. Hung, J.-Y. Wang

    págs. 77-89

    

  • Equity fund ownership and the cross-regional diversification of household risk.

    S.O. Becker, M. Hoffmann

    págs. 90-102

    

  • Conglomerate investment under various capital market conditions.

    A. Yan, Z. Yang, J. Jiao

    págs. 103-115

    

  • The S&P500 index effect reconsidered: Evidence from overnight and intraday stock price performance and volume.

    K. Kappou, Clem Brooks, C. Ward

    págs. 116-126

    

  • Efficiency, technical change, and returns to scale in large US banks: Panel data evidence from an output distance function satisfying theoretical regularity.

    G. Feng, A. Serletis

    págs. 127-138

    

  • Investor sentiment and the stock market�s reaction to monetary policy.

    A. Kurov

    págs. 139-149

    

  • Financial development and asset valuation: The special case of real estate.

    M. Shahid Ebrahim, S. Hussain

    págs. 150-162

    

  • Is international diversification really beneficial?

    L. You, R.T. Daigler

    págs. 163-173

    

  • Information content of options trading volume for future volatility: Evidence from the Taiwan options market.

    C.-C. Chang, P.-F. Hsieh, Y.-H. Wang

    págs. 174-183

    

  • The dark side of global integration: Increasing tail dependence.

    M. Beine, A. Cosma, R. Vermeulen

    págs. 184-192

    

  • Reputation stretching in mutual fund starts.

    H.-C. Chen, C.W. Lai

    págs. 193-207

    

  • Does cross-listing facilitate changes in corporate ownership and control?

    M. Ayyagari, Craig Doidge

    págs. 208-223

    

  • Operational risk and reputation in the financial industry.

    R. Guillet, G. Hübner, S. Plunus

    págs. 224-235

    

  • International diversification strategies: Revisited from the risk perspective.

    Y. Bai, C.J. Green

    págs. 236-245

    

  • The impact of regulatory reforms on cost structure, ownership and competition in Indian banking.

    T. Zhao, B. Casu, A. Ferrari

    págs. 246-254

    

  • The strategic specialist and imperfect competition in a limit order market.

    A. Dumitrescu

    págs. 255-266

    

  • Model risk and capital reserves.

    J. Kerkhof, B. Melenberg, H. Schumacher

    págs. 267-279