Journal of banking and finance

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  Año 2010, Vol. 34, Número 5

  • Bank loan recovery rates: Measuring and nonparametric density estimation.

    R. Calabrese, M. Zenga

    págs. 903-911

    

  • The effect of holdings data frequency on conclusions about mutual fund behavior.

    Edwin J. Elton, Martin J. Gruber, C.R. Blake, Y. Krasny, S.O. Ozelge

    págs. 912-922

    

  • Excess liquidity, bank pricing rules, and monetary policy.

    Pierre-Richard Agénor, Karim El Aynaoui

    págs. 923-933

    

  • Settlement delays in the money market.

    Leonardo Bartolini, S. Hilton, James J. McAndrews

    págs. 934-945

    

  • Economic value in tranching of syndicated loans.

    P.K. Maskara

    págs. 946-955

    

  • Employee well-being, firm leverage, and bankruptcy risk.

    P. Verwijmeren, Jeroen Derwall

    págs. 956-964

    

  • Risk and the January effect.

    Q. Sun, W.H.S. Tong

    págs. 965-974

    

  • Volatility risk and the value premium: Evidence from the French stock market.

    Y.E. Arisoy

    págs. 975-983

    

  • Do the equity holding and soundness of bank underwriters affect issue costs of SEOs?

    K. Suzuki

    págs. 984-995

    

  • China's official rates and bond yields.

    L. Fan, A.C. Johanssonn

    págs. 996-1007

    

  • Unobservable shocks as carriers of contagion.

    M. Dungey, G. Milunovich, S. Thorp

    págs. 1008-1021

    

  • World War II events and the Dow Jones industrial index.

    T. Choudhry

    págs. 1022-1031

    

  • Investment horizon and the attractiveness of investment strategies: A behavioral approach.

    M. Dierkes, C. Emer, S. Zeisberger

    págs. 1032-1046

    

  • Modeling the dynamics of Chinese spot interest rates.

    Yongmiao Hong, H. Lin, S. Wang

    págs. 1047-1061

    

  • Random walk theory and the weak-form efficiency of the US art auction prices.

    P. Erdös, M. Ormos

    págs. 1062-1076

    

  • Public entrants, public equity finance and creative destruction.

    J.R. Brown, B.C. Petersen

    págs. 1077-1088

    

  • Tax clientele effects of dividends under intertemporal consumption choices.

    N. Mori

    págs. 1089-1097

    

  • Covered interest arbitrage profits: The role of liquidity and credit risk.

    W.-M. Fong, G. Valente, J.K.W. Fung

    págs. 1098-1107