Why European banks are less profitable than U.S. banks: A decomposition approach
Guohua Feng, Chuan Wang
págs. 1-16
Investor sentiment and price discovery: Evidence from the pricing dynamics between the futures and spot markets
Chu-Bin Lin, Robin K. Chou, G.H.K. Wang
págs. 17-31
The time horizon of price responses to quantitative easing
Harry Mamaysky
págs. 32-49
The performance effects of gender diversity on bank boards
Ann L. Owen, Judit Temesvary
págs. 50-63
Bank liquidity creation and recessions
Ujjal K. Chatterjee
págs. 64-75
Peer effects, personal characteristics and asset allocation
Annie C. Zhang, Jiali Fang, Ben Jacobsen, Ben R. Marshall
págs. 76-95
Dealing with dealers: Sovereign CDS comovements
Miguel Antón, Sergio Mayordomo, Maria Rodriguez Moreno
págs. 96-112
Robust trading for ambiguity-averse insiders
Paolo Vitale
págs. 113-130
Internal capital market practices of multinational banks evidence from south africa
Adeline Pelletier
págs. 131-145
Detecting abnormal changes in credit default swap spreads using matching-portfolio models
Fabio Bertoni, Stefano Lugo
págs. 146-158
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