Journal of banking and finance

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  Año 2017, Vol. 75, Número 2

  • Discrete-time option pricing with stochastic liquidity

    Markus Leippold, S. Scharer

    págs. 1-16

    

  • The joint cross-section variatioin of equity returns and volatilities

    Ana González Urteaga, G. Rubio

    págs. 17-34

    

  • Performance volatility, information availability, and disclosure reforms

    R. Fu, F. Gao, Y.H. Kim, B. Qiu

    págs. 35-52

    

  • Looking behind mortgage delinquencies

    Sauro Mocetti, Eliana Viviano

    págs. 53-63

    

  • Index portfolio and wlfare analysis under heterogeneous beliefs

    X.-Z. He, Li Shi

    págs. 64-79

    

  • Hedge fund politics and portfolios

    L. DeVault, R. Sias

    págs. 80-97

    

  • Slow diffusion of information and price momentum in stocks: evidence from options markets

    Z. Chen, A. Lu

    págs. 98-108

    

  • 1-share orders and trades

    R. L. Davis, B. S. Roseman, Bonnie F. Van Ness, Robert Van Ness

    págs. 109-117

    

  • Information in CDS spreads

    Lars Norden

    págs. 118-135

    

  • Idiosyncratic volatility: an indicator of noise trading?

    Tom Aabo, C. Pantzalis, J. C. Park

    págs. 136-151

    

  • Bank capital in the crisis: it's not just how much you have but who privides it

    A. Garel, A. Petit Romec

    págs. 152-166

    

  • Semi-analytical valuation for discrete barrier options under time-dependent Lévy processes

    S. Lian, S. P. Zhu, Robert J. Elliott, Zhen Cui

    págs. 167-183

    

  • Bank productivity growth and convergence in the European Union during the financial crisis

    E. Degl'Innocenti, Stavros A. Kourtzidis, Z. Sevic, N.G. Tzeremes

    págs. 184-199

    

  • Corporate liquidity and dividend policy under uncertainty

    N. Koussis, S.H. Martzoukos, Lenos Trigeorgis

    págs. 200-214

    

  • The asymmetric effect of international swap lines on banks in emerging markets

    Alin Marius Andrieş, A.M. Fischer, P. Yesin

    págs. 215-234

    

  • Competition in the credit rating industry: benefits for investors and issuers

    Steffi Morkötter, R. Stebler, S. Westerfeld

    págs. 235-257

    

  • Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copoula method

    W. Mensi, Shawkat Hammoudeh, S. J. H. Shahzad, Muhammad Shahbaz

    págs. 258-279

    

  • Corporate social responsibility and CEO onfidence

    S. McCarthy, B. Oliver, B.Y Song

    págs. 280-291

    

  • The liquidity coverage ration and security prices

    L. M. Fuhrer, B. Müller, Carol J. Steiner

    págs. 292-311