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  Updated February, 5 2013 465.484 documents processed, 11.198.332 references and 4.512.497 citations

 

 
 

Journal of Banking & Finance / Elsevier Science Economics Articles Archive

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2011), Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII
19900.030.08664791003030.050.04
19910.040.08666321195030.050.04
19920.050.08646311327020.030.04
19930.080.097189913011060.080.05
19940.10.16470313513040.060.05
19950.180.19817781352412.5150.190.07
19960.330.238710921454825100.110.1
19970.430.29719931687225130.180.1
19980.360.298114621585719.3200.250.11
19990.70.3495107615210615.1190.20.15
20000.730.438013461761296.2370.460.17
20010.850.4597137417514811.5460.470.17
20020.90.4611414851771609.4390.340.21
20030.950.481159442112018310.270.21
20040.750.55137154122917213.4780.570.23
20050.810.57137134225220311.3880.640.24
20061.090.54172134927430010.7670.390.22
20070.890.48199114930927415.3540.270.19
20080.940.5224115037134719.6480.210.22
20091.260.5121896642353545.81370.630.21
20101.490.46252683442657611340.530.17
20111.470.6426427647069153.71200.450.26
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CIT: Number of citations to the series in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Main indicators

Most cited documents in this series:
YearTitleCited
1997Inside the black box: What explains differences in the efficiencies of financial institutions?
RePEc:eee:jbfina:v:21:y:1997:i:7:p:895-947 [Citation Analysis]
340
1998The economics of small business finance: The roles of private equity and debt markets in the financial growth cycle
RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:613-673 [Citation Analysis]
268
2001How does foreign entry affect domestic banking markets?
RePEc:eee:jbfina:v:25:y:2001:i:5:p:891-911 [Citation Analysis]
253
1999The consolidation of the financial services industry: Causes, consequences, and implications for the future
RePEc:eee:jbfina:v:23:y:1999:i:2-4:p:135-194 [Citation Analysis]
180
1995The role of capital in financial institutions
RePEc:eee:jbfina:v:19:y:1995:i:3-4:p:393-430 [Citation Analysis]
157
1993Resolving the scale efficiency puzzle in banking
RePEc:eee:jbfina:v:17:y:1993:i:2-3:p:389-405 [Citation Analysis]
150
1998The importance of relationships to the availability of credit
RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:959-977 [Citation Analysis]
147
2001The ability of banks to lend to informationally opaque small businesses
RePEc:eee:jbfina:v:25:y:2001:i:12:p:2127-2167 [Citation Analysis]
138
2000A comparative anatomy of credit risk models
RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:119-149 [Citation Analysis]
132
1997Problem loans and cost efficiency in commercial banks
RePEc:eee:jbfina:v:21:y:1997:i:6:p:849-870 [Citation Analysis]
127
2005Bank performance, efficiency and ownership in transition countries
RePEc:eee:jbfina:v:29:y:2005:i:1:p:31-53 [Citation Analysis]
127
1993The efficiency of financial institutions: A review and preview of research past, present and future
RePEc:eee:jbfina:v:17:y:1993:i:2-3:p:221-249 [Citation Analysis]
126
1998Is relationship lending special? Evidence from credit-file data in Germany
RePEc:eee:jbfina:v:22:y:1998:i:10-11:p:1283-1316 [Citation Analysis]
122
2000Stability of rating transitions
RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:203-227 [Citation Analysis]
122
1977An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory
RePEc:eee:jbfina:v:1:y:1977:i:1:p:3-11 [Citation Analysis]
117
2000Competition, contestability and market structure in European banking sectors on the eve of EMU
RePEc:eee:jbfina:v:24:y:2000:i:6:p:1045-1066 [Citation Analysis]
116
2000A comparative analysis of current credit risk models
RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:59-117 [Citation Analysis]
114
2002Competition, concentration and their relationship: An empirical analysis of the banking industry
RePEc:eee:jbfina:v:26:y:2002:i:11:p:2191-2214 [Citation Analysis]
111
1993Bank efficiency derived from the profit function
RePEc:eee:jbfina:v:17:y:1993:i:2-3:p:317-347 [Citation Analysis]
110
1980A model of reserves, bank runs, and deposit insurance
RePEc:eee:jbfina:v:4:y:1980:i:4:p:335-344 [Citation Analysis]
108
1996A study of bank efficiency taking into account risk-preferences
RePEc:eee:jbfina:v:20:y:1996:i:6:p:1025-1045 [Citation Analysis]
106
1991Bank commercial loan markets and the role of market structure: evidence from surveys of commercial lending
RePEc:eee:jbfina:v:15:y:1991:i:1:p:133-149 [Citation Analysis]
104
2002Conditional value-at-risk for general loss distributions
RePEc:eee:jbfina:v:26:y:2002:i:7:p:1443-1471 [Citation Analysis]
102
1998Lending relationships in Germany - Empirical evidence from survey data
RePEc:eee:jbfina:v:22:y:1998:i:10-11:p:1317-1353 [Citation Analysis]
101
1998Availability and cost of credit for small businesses: Customer relationships and credit cooperatives
RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:925-954 [Citation Analysis]
101
1990Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis
RePEc:eee:jbfina:v:14:y:1990:i:6:p:1189-1208 [Citation Analysis]
98
1979A continuous time approach to the pricing of bonds
RePEc:eee:jbfina:v:3:y:1979:i:2:p:133-155 [Citation Analysis]
95
1994Competitive conditions in european banking
RePEc:eee:jbfina:v:18:y:1994:i:3:p:445-459 [Citation Analysis]
95
2002Ratings migration and the business cycle, with application to credit portfolio stress testing
RePEc:eee:jbfina:v:26:y:2002:i:2-3:p:445-474 [Citation Analysis]
94
1998Small business lending and the changing structure of the banking industry1
RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:821-845 [Citation Analysis]
93
2002Analyzing rating transitions and rating drift with continuous observations
RePEc:eee:jbfina:v:26:y:2002:i:2-3:p:423-444 [Citation Analysis]
90
2004Factors explaining the interest margin in the banking sectors of the European Union
RePEc:eee:jbfina:v:28:y:2004:i:9:p:2259-2281 [Citation Analysis]
89
1989Capital regulation and bank risk-taking: A note
RePEc:eee:jbfina:v:13:y:1989:i:6:p:883-891 [Citation Analysis]
89
1992The relationship between risk and capital in commercial banks
RePEc:eee:jbfina:v:16:y:1992:i:2:p:439-457 [Citation Analysis]
89
2004The relationship between credit default swap spreads, bond yields, and credit rating announcements
RePEc:eee:jbfina:v:28:y:2004:i:11:p:2789-2811 [Citation Analysis]
88
1995Bank regulation and the credit crunch
RePEc:eee:jbfina:v:19:y:1995:i:3-4:p:679-692 [Citation Analysis]
88
2002Costs of banking system instability: Some empirical evidence
RePEc:eee:jbfina:v:26:y:2002:i:5:p:825-855 [Citation Analysis]
87
1999Building an incentive-compatible safety net
RePEc:eee:jbfina:v:23:y:1999:i:10:p:1499-1519 [Citation Analysis]
86
2004Stock markets, banks, and growth: Panel evidence
RePEc:eee:jbfina:v:28:y:2004:i:3:p:423-442 [Citation Analysis]
85
1991Capital controls and bank risk
RePEc:eee:jbfina:v:15:y:1991:i:4-5:p:805-824 [Citation Analysis]
83
1999The dollars and sense of bank consolidation
RePEc:eee:jbfina:v:23:y:1999:i:2-4:p:291-324 [Citation Analysis]
82
2006A more complete conceptual framework for SME finance
RePEc:eee:jbfina:v:30:y:2006:i:11:p:2945-2966 [Citation Analysis]
82
1996Operational efficiency in banking: An international comparison
RePEc:eee:jbfina:v:20:y:1996:i:4:p:655-672 [Citation Analysis]
82
1994The overall gains from large bank mergers
RePEc:eee:jbfina:v:18:y:1994:i:6:p:1155-1176 [Citation Analysis]
78
2002On the coherence of expected shortfall
RePEc:eee:jbfina:v:26:y:2002:i:7:p:1487-1503 [Citation Analysis]
78
2000Mergers and shareholder wealth in European banking
RePEc:eee:jbfina:v:24:y:2000:i:6:p:831-859 [Citation Analysis]
77
1993Efficiency in the savings and loan industry
RePEc:eee:jbfina:v:17:y:1993:i:2-3:p:267-286 [Citation Analysis]
77
2000How the environment determines banking efficiency: A comparison between French and Spanish industries
RePEc:eee:jbfina:v:24:y:2000:i:6:p:985-1004 [Citation Analysis]
75
2005Cost efficiency of banks in transition: Evidence from 289 banks in 15 post-communist countries
RePEc:eee:jbfina:v:29:y:2005:i:1:p:55-81 [Citation Analysis]
75
1993Banking efficiency in the Nordic countries
RePEc:eee:jbfina:v:17:y:1993:i:2-3:p:371-388 [Citation Analysis]
74

Citing documents used to compute impact factor 691:
YearTitleSee
2011Scaling and universality in the position profiles of order cancellations in an emerging stock market
RePEc:arx:papers:1112.6085
[Citation Analysis]
2011Competition, interlisting and market structure in options trading
RePEc:eee:jbfina:v:35:y:2011:i:1:p:104-117
[Citation Analysis]
2011Optimal VWAP trading under noisy conditions
RePEc:eee:jbfina:v:35:y:2011:i:9:p:2319-2329
[Citation Analysis]
2011Nominal and true cost of loan collateral
RePEc:eee:jbfina:v:35:y:2011:i:10:p:2782-2790
[Citation Analysis]
2011Fiscal policy and financial market movements
RePEc:eee:jbfina:v:35:y:2011:i:1:p:231-251
[Citation Analysis]
2011Can pure play internet banking survive the credit crisis?
RePEc:eee:jbfina:v:35:y:2011:i:4:p:783-793
[Citation Analysis]
2011Lending behavior and real estate prices
RePEc:eee:jbfina:v:35:y:2011:i:9:p:2429-2442
[Citation Analysis]
2011The pernicious effects of contaminated data in risk management
RePEc:eee:jbfina:v:35:y:2011:i:10:p:2569-2583
[Citation Analysis]
2011How accurate is the square-root-of-time rule in scaling tail risk: A global study
RePEc:eee:jbfina:v:35:y:2011:i:5:p:1158-1169
[Citation Analysis]
2011Nonlinearly weighted convex risk measure and its application
RePEc:eee:jbfina:v:35:y:2011:i:7:p:1777-1793
[Citation Analysis]
2011Liquidity risk, credit risk, market risk and bank capital
RePEc:eme:ijmfpp:v:7:y:2011:i:2:p:134-152
[Citation Analysis]
2011The prudential effect of strategic institutional ownership on stock performance
RePEc:eee:finana:v:20:y:2011:i:4:p:191-199
[Citation Analysis]
2011Dominant institutional owners and firm value
RePEc:eee:jbfina:v:35:y:2011:i:1:p:118-129
[Citation Analysis]
2011Tax avoidance, cost of debt and shareholder activism: Evidence from Korea
RePEc:eee:jbfina:v:35:y:2011:i:2:p:456-470
[Citation Analysis]
2011Shareholder governance, bondholder governance, and managerial risk-taking
RePEc:eee:jbfina:v:35:y:2011:i:3:p:512-531
[Citation Analysis]
2011Explaining bank market-to-book ratios: Evidence from 2006 to 2009
RePEc:eee:jbfina:v:35:y:2011:i:8:p:2047-2055
[Citation Analysis]
2011Debt overhang in emerging Europe ?
RePEc:wbk:wbrwps:5784
[Citation Analysis]
2011Estimating exponential affine models with correlated measurement errors: Applications to fixed income and commodities
RePEc:eee:jbfina:v:35:y:2011:i:3:p:639-652
[Citation Analysis]
2011Path modeling to bankruptcy: causes and symptoms of the banking crisis
RePEc:sol:wpaper:2013/78756
[Citation Analysis]
2011Relationship Lending, Distance and Efficiency in a Heterogeneous Banking System
RePEc:rim:rimwps:41_11
[Citation Analysis]
2011Is foreign-bank efficiency in financial centers driven by homecountry characteristics?
RePEc:bcl:bclwop:bclwp068
[Citation Analysis]
2011Cost economies, efficiency and productivity growth in the Chinese banking industry: evidence from a quarterly panel dataset
RePEc:spr:empeco:v:41:y:2011:i:1:p:199-226
[Citation Analysis]
2011The effects of loan portfolio concentration on Brazilian banks return and risk
RePEc:eee:jbfina:v:35:y:2011:i:11:p:3065-3076
[Citation Analysis]
2011The impact of management and board ownership on profitability in banks with different strategies
RePEc:eee:jbfina:v:35:y:2011:i:12:p:3300-3318
[Citation Analysis]
2011Effect of collateral characteristics on bank performance: Evidence from collateralized stocks in Taiwan
RePEc:eee:jbfina:v:35:y:2011:i:2:p:300-309
[Citation Analysis]
2011Efficiency and risk in European banking
RePEc:eee:jbfina:v:35:y:2011:i:5:p:1315-1326
[Citation Analysis]
2011Managerial responses to incentives: Control of firm risk, derivative pricing implications, and outside wealth management
RePEc:eee:jbfina:v:35:y:2011:i:6:p:1507-1518
[Citation Analysis]
2011Ability of accounting and audit quality variables to predict bank failure during the financial crisis
RePEc:eee:jbfina:v:35:y:2011:i:11:p:2811-2819
[Citation Analysis]
2011Extreme dependence with asymmetric thresholds: Evidence for the European Monetary Union
RePEc:eee:jbfina:v:35:y:2011:i:11:p:2916-2930
[Citation Analysis]
2011Time series analysis for financial market meltdowns
RePEc:eee:jbfina:v:35:y:2011:i:8:p:1879-1891
[Citation Analysis]
2011Multivariate option pricing with time varying volatility and correlations
RePEc:eee:jbfina:v:35:y:2011:i:9:p:2267-2281
[Citation Analysis]
2011Explaining the idiosyncratic volatility puzzle using Stochastic Discount Factors
RePEc:eee:jbfina:v:35:y:2011:i:8:p:1971-1983
[Citation Analysis]
2011Leverage change, debt overhang, and stock prices
RePEc:eee:corfin:v:17:y:2011:i:3:p:391-402
[Citation Analysis]
2011Portfolio insurance and prospect theory investors: Popularity and optimal design of capital protected financial products
RePEc:eee:jbfina:v:35:y:2011:i:7:p:1683-1697
[Citation Analysis]
2011Omega performance measure and portfolio insurance
RePEc:eee:jbfina:v:35:y:2011:i:7:p:1811-1823
[Citation Analysis]
2011International diversification: A copula approach
RePEc:eee:jbfina:v:35:y:2011:i:2:p:403-417
[Citation Analysis]
2011The return impact of realized and expected idiosyncratic volatility
RePEc:eee:jbfina:v:35:y:2011:i:10:p:2547-2558
[Citation Analysis]
2011Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels
RePEc:eee:jbfina:v:35:y:2011:i:10:p:2598-2605
[Citation Analysis]
2011An FFT-network for Lévy option pricing
RePEc:eee:jbfina:v:35:y:2011:i:4:p:988-999
[Citation Analysis]
2011On the characteristics and performance of long-short, market-neutral and bear mutual funds
RePEc:eee:jbfina:v:35:y:2011:i:7:p:1762-1776
[Citation Analysis]
2011The effect of leverage on the cost of capital of US buyouts
RePEc:eee:jbfina:v:35:y:2011:i:8:p:2099-2110
[Citation Analysis]
2011Optimizing international portfolios with options and forwards
RePEc:eee:jbfina:v:35:y:2011:i:12:p:3188-3201
[Citation Analysis]
2011Corporate derivatives use and the cost of equity
RePEc:eee:jbfina:v:35:y:2011:i:6:p:1491-1506
[Citation Analysis]
2011Efficiency and Its Impact on the Performance of European Commercial Banks
RePEc:mag:wpaper:110018
[Citation Analysis]
2011Advantageous innovation and imitation in the underwriting market for corporate securities
RePEc:eee:jbfina:v:35:y:2011:i:5:p:1097-1113
[Citation Analysis]
2011Currency Crises, Exchange Rate Regimes, and Capital Account Liberalization: A Duration Analysis Approach
RePEc:car:carecp:11-12
[Citation Analysis]
2011Do hard pegs avoid currency crises? An evaluation using matching estimators
RePEc:eee:ecolet:v:113:y:2011:i:1:p:35-38
[Citation Analysis]
2011Exchange rate regime choice and currency crises
RePEc:eee:ecosys:v:35:y:2011:i:3:p:419-436
[Citation Analysis]
2011Is size dead? A review of the size effect in equity returns
RePEc:eee:jbfina:v:35:y:2011:i:12:p:3263-3274
[Citation Analysis]
2011Volatility components, leverage effects, and the return-volatility relations
RePEc:eee:jbfina:v:35:y:2011:i:6:p:1530-1540
[Citation Analysis]
2011A Fresh Look at Seasonal Anomalies: An International Perspective
RePEc:ijb:journl:v:10:y:2011:i:2:p:93-116
[Citation Analysis]
2011A comparative technical, cost and profit efficiency analysis of Australian, Canadian and UK banks: Feasible efficiency improvements in the context of controllable and uncontrollable factors
RePEc:gri:fpaper:finance:201119
[Citation Analysis]
2011Resolving the deposit dilemma: A new DEA bank efficiency model
RePEc:eee:jbfina:v:35:y:2011:i:11:p:2801-2810
[Citation Analysis]
2011A comprehensive analysis of the effects of risk measures on bank efficiency: Evidence from emerging Asian countries
RePEc:eee:jbfina:v:35:y:2011:i:7:p:1727-1735
[Citation Analysis]
2011A note on the returns from minimum variance investing
RePEc:eee:empfin:v:18:y:2011:i:4:p:652-660
[Citation Analysis]
2011Volatility and covariation of financial assets: A high-frequency analysis
RePEc:eee:jbfina:v:35:y:2011:i:12:p:3319-3334
[Citation Analysis]
2011Monetary policy communication under inflation targeting: Do words speak louder than actions?
RePEc:koc:wpaper:1128
[Citation Analysis]
2011How do exchange rates co-move? A study on the currencies of five inflation-targeting countries
RePEc:eee:jbfina:v:35:y:2011:i:2:p:418-429
[Citation Analysis]
2011The reaction of stock returns to unexpected increases in the federal funds rate target
RePEc:eee:jebusi:v:63:y::i:2:p:121-138
[Citation Analysis]
2011Nonlinear effects of monetary policy on stock returns in a smooth transition autoregressive model
RePEc:eee:quaeco:v:51:y:2011:i:4:p:339-349
[Citation Analysis]
2011Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System
RePEc:diw:diwwpp:dp1139
[Citation Analysis]
2011What Happens After Default? Stylized Facts on Access to Credit
RePEc:ptu:wpaper:w201101
[Citation Analysis]
2011Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System
RePEc:ces:ceswps:_3525
[Citation Analysis]
2011Pitfalls in modeling loss given default of bank loans
RePEc:zbw:tbsifw:if35v1
[Citation Analysis]
2011Comparison of modeling methods for Loss Given Default
RePEc:eee:jbfina:v:35:y:2011:i:11:p:2842-2855
[Citation Analysis]
2011Joint effect of financial fragility and macroeconomic shocks on bank loan losses: Evidence from Europe
RePEc:eee:jbfina:v:35:y:2011:i:11:p:3134-3144
[Citation Analysis]
2011A computational approach to pricing a bank credit line
RePEc:eee:jbfina:v:35:y:2011:i:6:p:1341-1351
[Citation Analysis]
2011Capital requirements under the credit risk-based framework
RePEc:eee:jbfina:v:35:y:2011:i:6:p:1380-1390
[Citation Analysis]
2011DO CORPORATE GOVERNANCE “ACTORS”’ FEATURES AFFECT BANKS’ VALUE? – EVIDENCE FROM ROMANIA
RePEc:blg:journl:v:6:y:2011:i:2:p:136-150
[Citation Analysis]
2011Does regulation substitute or complement governance?
RePEc:eee:jbfina:v:35:y:2011:i:3:p:736-751
[Citation Analysis]
2011Risk capital allocation for RORAC optimization
RePEc:eee:jbfina:v:35:y:2011:i:11:p:3001-3009
[Citation Analysis]
2011Arbitrage-free credit pricing using default probabilities and risk sensitivities
RePEc:eee:jbfina:v:35:y:2011:i:2:p:268-281
[Citation Analysis]
2011Banks exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure
RePEc:eee:jbfina:v:35:y:2011:i:2:p:282-289
[Citation Analysis]
2011Post-crisis bank liquidity risk management disclosure
RePEc:pra:mprapa:27266
[Citation Analysis]
2011Managing liquidity: Optimal degree of centralization
RePEc:eee:jbfina:v:35:y:2011:i:3:p:627-638
[Citation Analysis]
2011Riesgo Sistémico Y Estabilidad Del Sistema De Pagos De Alto Valor En Colombia: Análisis Bajo Topología De Redes Y Simulación De Pagos
RePEc:col:000107:009972
[Citation Analysis]
2011Longevity Risk, Subjective Survival Expectations, and Individual Saving Behavior
RePEc:asb:wpaper:201111
[Citation Analysis]
2011Market discipline of banks: Why are yield spreads on bank-issued subordinated notes and debentures not sensitive to bank risks?
RePEc:eee:jbfina:v:35:y:2011:i:1:p:21-35
[Citation Analysis]
2011A factor analysis approach to measuring European loan and bond market integration
RePEc:eee:jbfina:v:35:y:2011:i:4:p:1011-1025
[Citation Analysis]
2011Internal liquidity risk in corporate bond yield spreads
RePEc:eee:jbfina:v:35:y:2011:i:4:p:978-987
[Citation Analysis]
2011Product market pricing power, industry concentration and analysts earnings forecasts
RePEc:eee:jbfina:v:35:y:2011:i:6:p:1352-1366
[Citation Analysis]
2011Downside risk and the size of credit spreads
RePEc:eee:jbfina:v:35:y:2011:i:8:p:2021-2036
[Citation Analysis]
2011Labor unions, bargaining power and corporate bond yield spreads: Structural credit model perspectives
RePEc:eee:jbfina:v:35:y:2011:i:8:p:2084-2098
[Citation Analysis]
2011Analyst characteristics, timing of forecast revisions, and analyst forecasting ability
RePEc:eee:jbfina:v:35:y:2011:i:8:p:2158-2168
[Citation Analysis]
2011Credit risk transfer activities and systemic risk: How banks became less risky individually but posed greater risks to the financial system at the same time
RePEc:eee:jbfina:v:35:y:2011:i:6:p:1391-1398
[Citation Analysis]
2011Securitization and the balance sheet channel of monetary transmission
RePEc:eee:jbfina:v:35:y:2011:i:8:p:2111-2122
[Citation Analysis]
2011Corporate name changes: Price reactions and long-run performance
RePEc:eee:pacfin:v:19:y:2011:i:2:p:230-244
[Citation Analysis]
2011Price dispersion in OTC markets: A new measure of liquidity
RePEc:eee:jbfina:v:35:y:2011:i:2:p:343-357
[Citation Analysis]
2011Non-parametric frontier estimates of mutual fund performance using C- and L-moments: Some specification tests
RePEc:eee:jbfina:v:35:y:2011:i:5:p:1190-1201
[Citation Analysis]
2011A Bayesian approach to detecting nonlinear risk exposures in hedge fund strategies
RePEc:eee:jbfina:v:35:y:2011:i:6:p:1399-1414
[Citation Analysis]
2011Sufficient conditions for expected utility to imply drawdown-based performance rankings
RePEc:eee:jbfina:v:35:y:2011:i:9:p:2311-2318
[Citation Analysis]
2011How effective are rewards programs in promoting payment card usage? Empirical evidence
RePEc:eee:jbfina:v:35:y:2011:i:12:p:3275-3291
[Citation Analysis]
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RePEc:eee:jbfina:v:35:y:2011:i:3:p:698-708
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RePEc:eee:jbfina:v:35:y:2011:i:2:p:430-442
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RePEc:eee:jbfina:v:35:y:2011:i:8:p:2056-2069
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RePEc:eee:jbfina:v:35:y:2011:i:9:p:2252-2266
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2011Control-ownership wedge and investment sensitivity to stock price
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[Citation Analysis]
2011The effect of leverage on the cost of capital of US buyouts
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2011Informed momentum trading versus uninformed naive investors strategies
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2011Omitted debt risk, financial distress and the cross-section of expected equity returns
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2011Momentum or contrarian investment strategies: Evidence from Dutch institutional investors
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2011Momentum and reversals in Taiwan index futures returns during periods of extreme trading imbalance
RePEc:eee:reveco:v:20:y:2011:i:3:p:459-467
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2011The impact of American depositary receipts on the Japanese index: Do industry effect and size effect matter?
RePEc:eee:ecmode:v:28:y:2011:i:1-2:p:526-539
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2011The impact of unconventional monetary policy on the market for collateral: The case of the French bond market
RePEc:bfr:banfra:339
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2011The Number of Regimes Across Asset Returns: Identification and Economic Value
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[Citation Analysis]
2011Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach
RePEc:eee:ememar:v:12:y:2011:i:3:p:272-292
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2011Regime-switching analysis of ADR home market pass-through
RePEc:eee:jbfina:v:35:y:2011:i:1:p:204-214
[Citation Analysis]
2011Asset market linkages: Evidence from financial, commodity and real estate assets
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2011Volatility, Money Market Rates, and the Transmission of Monetary Policy
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[Citation Analysis]
2011The term structure of CD rates and monetary policy transmission
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2011Rethinking the liquidity puzzle: Application of a new measure of the economic money stock
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2011Market structure and the pass-through of the federal funds rate
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[Citation Analysis]
2011Interest on bank reserves and optimal sweeping
RePEc:eee:jbfina:v:35:y:2011:i:9:p:2491-2497
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2011Monetary policy implementation and overnight rate persistence
RePEc:eee:jimfin:v:30:y:2011:i:7:p:1375-1386
[Citation Analysis]
2011Shareholder governance, bondholder governance, and managerial risk-taking
RePEc:eee:jbfina:v:35:y:2011:i:3:p:512-531
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2011Understanding seasoned equity offerings of Chinese firms
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2011Currency Momentum Strategies
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2011Sufficient conditions for expected utility to imply drawdown-based performance rankings
RePEc:eee:jbfina:v:35:y:2011:i:9:p:2311-2318
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2011The role of co-managers in reducing flotation costs: Evidence from seasoned equity offerings
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2011A Fresh Look at Seasonal Anomalies: An International Perspective
RePEc:ijb:journl:v:10:y:2011:i:2:p:93-116
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2011Advantageous innovation and imitation in the underwriting market for corporate securities
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2011Estimating the Probability of Default with Applications in Provisioning the Portfolio of Clients of a Credit Institution
RePEc:spr:trstrv:v:18:y:2011:i:2:p:271-285
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2011Pitfalls and remedies in testing the calibration quality of rating systems
RePEc:eee:jbfina:v:35:y:2011:i:3:p:698-708
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2011Block Bootstrap and Long Memory
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2011Stable solutions for optimal reinsurance problems involving risk measures.
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2011Corporate financing decisions, managerial market timing, and real investment
RePEc:eee:jfinec:v:101:y:2011:i:3:p:666-683
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2011Do ESOPs enhance firm performance? Evidence from Chinas reform experiment
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2011A Bayesian approach to detecting nonlinear risk exposures in hedge fund strategies
RePEc:eee:jbfina:v:35:y:2011:i:6:p:1399-1414
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2011Nonlinearly weighted convex risk measure and its application
RePEc:eee:jbfina:v:35:y:2011:i:7:p:1777-1793
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2011Dependence structure and extreme comovements in international equity and bond markets
RePEc:eee:jbfina:v:35:y:2011:i:8:p:1954-1970
[Citation Analysis]
2011Convergent synergies in the global market for corporate control
RePEc:eee:jbfina:v:35:y:2011:i:9:p:2468-2478
[Citation Analysis]
2011Carbon Price Drivers: Phase I versus Phase II Equilibrium?
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2011On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting
RePEc:kap:annfin:v:7:y:2011:i:1:p:1-29
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2011The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis
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2011Options introduction and volatility in the EU ETS
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2011Market and Economic Modelling of the Intelligent Grid: End of Year Report 2009
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2011An emerging equilibrium in the EU emissions trading scheme
RePEc:eee:eneeco:v:33:y:2011:i:2:p:353-362
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2011Carbon Financial Instruments, thin trading, and volatility: Evidence from the Chicago Climate Exchange
RePEc:eee:quaeco:v:51:y:2011:i:4:p:399-407
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2011Options introduction and volatility in the EU ETS
RePEc:eee:resene:v:33:y:2011:i:4:p:855-880
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2011Detecting instability in the volatility of carbon prices
RePEc:eee:eneeco:v:33:y:2011:i:1:p:99-110
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2011Rôle du signal prix du carbone sur les décisions dinvestissement des entreprises.
RePEc:ner:dauphi:urn:hdl:123456789/8200
[Citation Analysis]
2011The impact of sovereign risk on bond duration: Evidence from Asian sovereign bond markets
RePEc:eee:reveco:v:20:y:2011:i:3:p:441-451
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2011BRIC and the U.S. Financial Crisis: An Empirical Investigation of Stocks and Bonds Markets.
RePEc:tuf:tuftec:0764
[Citation Analysis]
2011Board of director collusion, managerial incentives and firm values
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RePEc:eee:indorg:v:29:y:2011:i:3:p:306-316
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2011Volatility Patterns of CDS, Bond and Stock Markets Before and During the Financial Crisis – Evidence from Major Financial Institutions
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[Citation Analysis]
2011Credit Spead Interdependencies of European States and Banks during the Financial Crisis
RePEc:knz:dpteco:1124
[Citation Analysis]
2011Is Default Risk Priced in Equity Returns?
RePEc:hhs:lunewp:2011_038
[Citation Analysis]
2011Market discipline of banks: Why are yield spreads on bank-issued subordinated notes and debentures not sensitive to bank risks?
RePEc:eee:jbfina:v:35:y:2011:i:1:p:21-35
[Citation Analysis]
2011Price dispersion in OTC markets: A new measure of liquidity
RePEc:eee:jbfina:v:35:y:2011:i:2:p:343-357
[Citation Analysis]
2011The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps
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[Citation Analysis]
2011The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress.
RePEc:ner:carlos:info:hdl:10016/13814
[Citation Analysis]
2011The chicken or the egg? A note on the dynamic interrelation between government bond spreads and credit default swaps
RePEc:eee:finlet:v:8:y:2011:i:3:p:163-170
[Citation Analysis]
2011Tax avoidance, cost of debt and shareholder activism: Evidence from Korea
RePEc:eee:jbfina:v:35:y:2011:i:2:p:456-470
[Citation Analysis]
2011Institutional investors, shareholder activism, and earnings management
RePEc:eee:jbrese:v:64:y:2011:i:12:p:1352-1360
[Citation Analysis]
2011Stock Markets Correlation: before and during the Crisis Analysis
RePEc:agr:journl:v:8(561):y:2011:i:8(561):p:111-122
[Citation Analysis]
2011Correlation of International Stock Markets Before and During the Subprime Crisis
RePEc:rej:journl:v:14:y:2011:i:40:p:173-193
[Citation Analysis]
2011Financial Market Risk and Gold Investment in an Emerging Market: The Case of Malaysia
RePEc:rjr:romjef:v::y:2011:i:4:p:79-89
[Citation Analysis]
2011International diversification: A copula approach
RePEc:eee:jbfina:v:35:y:2011:i:2:p:403-417
[Citation Analysis]
2011Volatility and causality study of the daily returns on the Bucharest Stock Exchange during 2007-2011
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[Citation Analysis]
2011The order flow of discount certificates and issuer pricing behavior
RePEc:eee:jbfina:v:35:y:2011:i:11:p:3120-3133
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2011The Impact of Financial Arrangements and Institutional Form on Housing Prices
RePEc:kap:jrefec:v:42:y:2011:i:3:p:371-392
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2011Managerial responses to incentives: Control of firm risk, derivative pricing implications, and outside wealth management
RePEc:eee:jbfina:v:35:y:2011:i:6:p:1507-1518
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2011Financial disclosure, investor protection and stock market behavior: an international comparison
RePEc:kap:rqfnac:v:37:y:2011:i:2:p:181-205
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2011Does CEO reputation matter for capital investments?
RePEc:eee:corfin:v:17:y:2011:i:4:p:929-946
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2011Multi-period credit default prediction with time-varying covariates.
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[Citation Analysis]
2011Determinants of Bank Distress in Europe: Evidence from a New Data Set
RePEc:kap:jfsres:v:40:y:2011:i:3:p:163-184
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2011Interest rates and bank risk-taking
RePEc:eee:jbfina:v:35:y:2011:i:4:p:840-855
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2011The term structure of banking crisis risk in the United States: A market data based compound option approach
RePEc:eee:jbfina:v:35:y:2011:i:4:p:876-885
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2011The determinants of exchange settlement practices and the implication of volatility smile: Evidence from the Taiwan Futures Exchange
RePEc:eee:reveco:v:20:y:2011:i:4:p:826-838
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2011Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship
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2011Choice of Corporate Debt in China: The Role of State Ownership
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[Citation Analysis]
2011Like China, the Chinese banking sector is in a class of its own
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[Citation Analysis]
2011A comprehensive analysis of the effects of risk measures on bank efficiency: Evidence from emerging Asian countries
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2011Ownership structure and risk in publicly held and privately owned banks
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2011Capital Controls with International Reserve Accumulation: Can this Be Optimal ?
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2011Piecewise continuous cumulative prospect theory and behavioral financial engineering
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2011Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio
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2011How does investor sentiment affect stock market crises?Evidence from panel data
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2011Labor unions, bargaining power and corporate bond yield spreads: Structural credit model perspectives
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2011Competitive Conditions in the Jamaican Banking Market 1998-2009
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2011The persistence of bank profit
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2011Competition in banking and the lending channel: Evidence from bank-level data in Asia and Latin America
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2011Efficiency and risk in European banking
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2011Competition in the Polish banking market prior to recent crisis for the period 1997–2007 – empirical results obtained with the use of three different models
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2011A comparative technical, cost and profit efficiency analysis of Australian, Canadian and UK banks: Feasible efficiency improvements in the context of controllable and uncontrollable factors
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2011Corporate Governance, Opaque Bank Activities, and Risk/Return Efficiency: Pre- and Post-Crisis Evidence from Turkey
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Cites in year: CiY

Recent citations received in: 2011

YearTitleSee
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2011CEO pay incentives and risk-taking: Evidence from bank acquisitions
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2011Currency equivalent monetary aggregates as leading indicators of inflation
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2011The effects of the subprime crisis on the Latin American financial markets: An empirical assessment
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2011On the performance of emerging market equity mutual funds
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2011Intraday jumps and US macroeconomic news announcements
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2011The return impact of realized and expected idiosyncratic volatility
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2011Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis
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2011A test of the different implications of the overconfidence and disposition hypotheses
RePEc:eee:jbfina:v:35:y:2011:i:8:p:2037-2046
[Citation Analysis]
2011The comovement of option listed stocks
RePEc:eee:jbfina:v:35:y:2011:i:8:p:2056-2069
[Citation Analysis]
2011Labor unions, bargaining power and corporate bond yield spreads: Structural credit model perspectives
RePEc:eee:jbfina:v:35:y:2011:i:8:p:2084-2098
[Citation Analysis]
2011Securitization and the balance sheet channel of monetary transmission
RePEc:eee:jbfina:v:35:y:2011:i:8:p:2111-2122
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RePEc:eee:jbfina:v:35:y:2011:i:8:p:2169-2178
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RePEc:eee:jbfina:v:35:y:2011:i:9:p:2217-2230
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2011Momentum or contrarian investment strategies: Evidence from Dutch institutional investors
RePEc:eee:jbfina:v:35:y:2011:i:9:p:2245-2251
[Citation Analysis]
2011The 2008 short sale ban: Liquidity, dispersion of opinion, and the cross-section of returns of US financial stocks
RePEc:eee:jbfina:v:35:y:2011:i:9:p:2252-2266
[Citation Analysis]
2011Determinants of start-up firm external financing worldwide
RePEc:eee:jbfina:v:35:y:2011:i:9:p:2282-2294
[Citation Analysis]
2011Sufficient conditions for expected utility to imply drawdown-based performance rankings
RePEc:eee:jbfina:v:35:y:2011:i:9:p:2311-2318
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RePEc:eee:jbfina:v:35:y:2011:i:9:p:2330-2340
[Citation Analysis]
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RePEc:eee:jbfina:v:35:y:2011:i:9:p:2374-2387
[Citation Analysis]
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RePEc:eee:jbfina:v:35:y:2011:i:9:p:2388-2406
[Citation Analysis]
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RePEc:eee:jbfina:v:35:y:2011:i:9:p:2418-2428
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RePEc:eee:jbfina:v:35:y:2011:i:9:p:2498-2509
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2011Nonlinearity in the financial development–income inequality nexus
RePEc:eee:jcecon:v:39:y:2011:i:3:p:310-325
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2011Is corporate governance important for regulated firms shareholders?: Evidence from Japanese mergers and acquisitions
RePEc:eee:jebusi:v:63:y::i:1:p:46-68
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2011Consolidation in banking and the lending channel of monetary transmission: Evidence from Asia and Latin America
RePEc:eee:jimfin:v:30:y:2011:i:6:p:1034-1054
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2011Fiscal adjustments and asset price changes
RePEc:eee:jmacro:v:33:y:2011:i:2:p:206-223
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2011Time-Varying Beta Estimators in the Mexican Emerging Market
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2011The asymmetric relationship between corporate environmental responsibility and earnings management: Evidence from the United States
RePEc:eme:majpps:v:26:y:2011:i:1:p:65-88
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2011Financial market equilibria with heterogeneous agents: CAPM and market segmentation.
RePEc:flo:wpaper:2011-08
[Citation Analysis]
2011Financial Constraints and Exports: An Analysis of Portuguese Firms During the European Monetary Integration
RePEc:gmf:journl:y:2011:i:34:p:35-56
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2011Financial constraints and exports: An analysis of Portuguese firms during the European monetary integration
RePEc:gmf:wpaper:2011-13
[Citation Analysis]
2011How Does Fiscal Policy React to Wealth Composition and Asset Prices?
RePEc:gmf:wpaper:2011-18
[Citation Analysis]
2011Firm-level determinants and impacts of finance-seeking behaviour and outcomes for small and medium-sized enterprises (SMEs) in Australia
RePEc:gri:fpaper:finance:201115
[Citation Analysis]
2011The Number of Regimes Across Asset Returns: Identification and Economic Value
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2011Do Lenders Value Corporate Social Responsibility? Evidence from China
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[Citation Analysis]
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2011Efficiency and Its Impact on the Performance of European Commercial Banks
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2011Monetary Policy Strategy: Lessons from the Crisis
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[Citation Analysis]

More than 100 citations. List broken...

Recent citations received in: 2010

YearTitleSee
2010Dynamic Models of Exchange Rate Dependence Using Option Prices and Historical Returns
RePEc:aah:create:2010-35
[Citation Analysis]
2010CLASSICAL LASSICAL AND BEHAVIOURAL FINANCE IN INVESTOR DECISION
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2010Financial Disruptions and the Evolution of Malaysian Banking Sector’s Efficiency: A Non-Stochastic Frontier Approach
RePEc:bas:econst:y:2010:i:2:p:166-186
[Citation Analysis]
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RePEc:bcb:wpaper:214
[Citation Analysis]
2010Is there Evidence of Shift-Contagion in International Housing Markets?
RePEc:bfr:banfra:295
[Citation Analysis]
2010Inflation risk and the inflation risk premium
RePEc:bla:ecpoli:v:25:y:2010:i::p:755-806
[Citation Analysis]
2010An Experimental Analysis of the Demand for Payday Loans
RePEc:bpj:bejeap:v:10:y:2010:i:1:n:93
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2010Risk Management of Precious Metals
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2010Remittances and Financial Openness
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2010Riesgo Sistémico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: Análisis bajo Topología de Redes y Simulación de Pagos
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2010Foreign Currency Loans - Demand or Supply Driven?
RePEc:cpr:ceprdp:7952
[Citation Analysis]
2010Digitization of Retail Payment
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[Citation Analysis]
2010Does China overinvest? Evidence from a panel of Chinese firms
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[Citation Analysis]
2010Foreign currency lending in emerging Europe: bank-level evidence
RePEc:ebd:wpaper:122
[Citation Analysis]
2010Inflation risks and inflation risk premia
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[Citation Analysis]
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RePEc:ecb:ecbwps:20101211
[Citation Analysis]
2010Monetary policy and stock returns: Financing constraints and asymmetries in bull and bear markets
RePEc:eee:empfin:v:17:y:2010:i:5:p:981-990
[Citation Analysis]
2010Modelling the UK and Euro yield curves using the Generalized Vasicek model: Empirical results from panel data for one and two factor models
RePEc:eee:finana:v:19:y:2010:i:5:p:334-341
[Citation Analysis]
2010Dynamic hedge fund portfolio construction
RePEc:eee:finana:v:19:y:2010:i:5:p:351-357
[Citation Analysis]
2010Evolution of earnings-to-price ratios: International evidence
RePEc:eee:glofin:v:21:y:2010:i:2:p:125-137
[Citation Analysis]
2010Liquidity and market efficiency: Analysis of NASDAQ firms
RePEc:eee:glofin:v:21:y:2010:i:3:p:262-274
[Citation Analysis]
2010Catastrophe risk management with counterparty risk using alternative instruments
RePEc:eee:insuma:v:47:y:2010:i:2:p:234-245
[Citation Analysis]
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RePEc:eee:jbfina:v:34:y:2010:i:10:p:2307-2317
[Citation Analysis]
2010Corporate bond credit spreads and forecast dispersion
RePEc:eee:jbfina:v:34:y:2010:i:10:p:2328-2345
[Citation Analysis]
2010Liquidity and market efficiency: A large sample study
RePEc:eee:jbfina:v:34:y:2010:i:10:p:2346-2357
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RePEc:eee:jbfina:v:34:y:2010:i:10:p:2358-2369
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RePEc:eee:jbfina:v:34:y:2010:i:10:p:2370-2385
[Citation Analysis]
2010Operational outages and aggregate uncertainty in the federal funds market
RePEc:eee:jbfina:v:34:y:2010:i:10:p:2386-2402
[Citation Analysis]
2010Short-sale inflow and stock returns: Evidence from Japan
RePEc:eee:jbfina:v:34:y:2010:i:10:p:2403-2412
[Citation Analysis]
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RePEc:eee:jbfina:v:34:y:2010:i:10:p:2413-2424
[Citation Analysis]
2010Investor sentiment, executive compensation, and corporate investment
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[Citation Analysis]
2010Capital-based regulation, portfolio risk and capital determination: Empirical evidence from the US property-liability insurers
RePEc:eee:jbfina:v:34:y:2010:i:10:p:2450-2461
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2010Forecasting bank loans loss-given-default
RePEc:eee:jbfina:v:34:y:2010:i:10:p:2510-2517
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2010Accelerated investment effect of risky debt
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[Citation Analysis]
2010Leads and lags in sovereign credit ratings
RePEc:eee:jbfina:v:34:y:2010:i:11:p:2614-2626
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RePEc:eee:jbfina:v:34:y:2010:i:11:p:2720-2727
[Citation Analysis]
2010Consumer credit-risk models via machine-learning algorithms
RePEc:eee:jbfina:v:34:y:2010:i:11:p:2767-2787
[Citation Analysis]
2010Bank profitability and taxation
RePEc:eee:jbfina:v:34:y:2010:i:11:p:2801-2810
[Citation Analysis]
2010Integrated models of capital adequacy - Why banks are undercapitalised
RePEc:eee:jbfina:v:34:y:2010:i:12:p:2838-2850
[Citation Analysis]
2010EMU and European government bond market integration
RePEc:eee:jbfina:v:34:y:2010:i:12:p:2851-2860
[Citation Analysis]
2010Assessing financial market integration in Asia - Equity markets
RePEc:eee:jbfina:v:34:y:2010:i:12:p:2874-2885
[Citation Analysis]
2010Trading activity and bid-ask spreads of individual equity options
RePEc:eee:jbfina:v:34:y:2010:i:12:p:2897-2916
[Citation Analysis]
2010Timing exchange rates using order flow: The case of the Loonie
RePEc:eee:jbfina:v:34:y:2010:i:12:p:2917-2928
[Citation Analysis]
2010Behavior of liquidity and returns around Canadian seasoned equity offerings
RePEc:eee:jbfina:v:34:y:2010:i:12:p:2954-2967
[Citation Analysis]
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RePEc:eee:jbfina:v:34:y:2010:i:12:p:2968-2984
[Citation Analysis]
2010The impact of conglomeration on the option value of equity
RePEc:eee:jbfina:v:34:y:2010:i:12:p:3010-3024
[Citation Analysis]
2010The economic function of credit rating agencies - What does the watchlist tell us?
RePEc:eee:jbfina:v:34:y:2010:i:12:p:3037-3049
[Citation Analysis]
2010Securitization and systematic risk in European banking: Empirical evidence
RePEc:eee:jbfina:v:34:y:2010:i:12:p:3061-3077
[Citation Analysis]
2010The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application
RePEc:eee:jbfina:v:34:y:2010:i:4:p:713-729
[Citation Analysis]
2010An economic capital model integrating credit and interest rate risk in the banking book
RePEc:eee:jbfina:v:34:y:2010:i:4:p:730-742
[Citation Analysis]
2010Market conditions, default risk and credit spreads
RePEc:eee:jbfina:v:34:y:2010:i:4:p:743-753
[Citation Analysis]
2010Mean-variance convergence around the world
RePEc:eee:jbfina:v:34:y:2010:i:4:p:856-870
[Citation Analysis]
2010How bank capital buffers vary across countries: The influence of cost of deposits, market power and bank regulation
RePEc:eee:jbfina:v:34:y:2010:i:4:p:892-902
[Citation Analysis]
2010Settlement delays in the money market
RePEc:eee:jbfina:v:34:y:2010:i:5:p:934-945
[Citation Analysis]
2010World market risk, country-specific risk and expected returns in international stock markets
RePEc:eee:jbfina:v:34:y:2010:i:6:p:1152-1165
[Citation Analysis]
2010Predictable dynamics in implied volatility surfaces from OTC currency options
RePEc:eee:jbfina:v:34:y:2010:i:6:p:1175-1188
[Citation Analysis]
2010The determinants of shareholder value in European banking
RePEc:eee:jbfina:v:34:y:2010:i:6:p:1189-1200
[Citation Analysis]
2010Aggregate insider trading: Contrarian beliefs or superior information?
RePEc:eee:jbfina:v:34:y:2010:i:6:p:1225-1236
[Citation Analysis]
2010Interest rate deregulation: Monetary policy efficacy and rate rigidity
RePEc:eee:jbfina:v:34:y:2010:i:6:p:1299-1307
[Citation Analysis]
2010Differential impact of Korean banking system reforms on bank productivity
RePEc:eee:jbfina:v:34:y:2010:i:7:p:1450-1460
[Citation Analysis]
2010First Financial Restructuring and operating efficiency: Evidence from Taiwanese commercial banks
RePEc:eee:jbfina:v:34:y:2010:i:7:p:1461-1471
[Citation Analysis]
2010Malmquist-type indices in the presence of negative data: An application to bank branches
RePEc:eee:jbfina:v:34:y:2010:i:7:p:1472-1483
[Citation Analysis]
2010Scaling models for the severity and frequency of external operational loss data
RePEc:eee:jbfina:v:34:y:2010:i:7:p:1484-1496
[Citation Analysis]
2010The robustness of output measures in property-liability insurance efficiency studies
RePEc:eee:jbfina:v:34:y:2010:i:7:p:1510-1524
[Citation Analysis]
2010Economies of scope in financial services: A DEA efficiency analysis of the US insurance industry
RePEc:eee:jbfina:v:34:y:2010:i:7:p:1525-1539
[Citation Analysis]
2010Single Market effects on productivity in the German insurance industry
RePEc:eee:jbfina:v:34:y:2010:i:7:p:1540-1548
[Citation Analysis]
2010Sales order backlogs and momentum profits
RePEc:eee:jbfina:v:34:y:2010:i:7:p:1564-1575
[Citation Analysis]
2010Bought deals: The value of underwriter certification in seasoned equity offerings
RePEc:eee:jbfina:v:34:y:2010:i:7:p:1576-1589
[Citation Analysis]
2010Endogenously structured boards of directors in banks
RePEc:eee:jbfina:v:34:y:2010:i:7:p:1590-1606
[Citation Analysis]
2010News announcements and price discovery in foreign exchange spot and futures markets
RePEc:eee:jbfina:v:34:y:2010:i:7:p:1628-1636
[Citation Analysis]
2010Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns
RePEc:eee:jbfina:v:34:y:2010:i:7:p:1637-1649
[Citation Analysis]
2010Structural models of corporate bond pricing with personal taxes
RePEc:eee:jbfina:v:34:y:2010:i:7:p:1700-1718
[Citation Analysis]
2010Retail payments: New contributions, empirical results, and unanswered questions
RePEc:eee:jbfina:v:34:y:2010:i:8:p:1729-1737
[Citation Analysis]
2010Why are (some) consumers (finally) writing fewer checks? The role of payment characteristics
RePEc:eee:jbfina:v:34:y:2010:i:8:p:1745-1758
[Citation Analysis]
2010Price incentives and consumer payment behaviour
RePEc:eee:jbfina:v:34:y:2010:i:8:p:1759-1772
[Citation Analysis]
2010Payment card rewards programs and consumer payment choice
RePEc:eee:jbfina:v:34:y:2010:i:8:p:1773-1787
[Citation Analysis]
2010Credit card interchange fees
RePEc:eee:jbfina:v:34:y:2010:i:8:p:1788-1797
[Citation Analysis]
2010Private cards and the bypass of payment systems by merchants
RePEc:eee:jbfina:v:34:y:2010:i:8:p:1798-1807
[Citation Analysis]
2010The coskewness puzzle
RePEc:eee:jbfina:v:34:y:2010:i:8:p:1827-1838
[Citation Analysis]
2010The relationship between house prices and house purchase loans: The Spanish case
RePEc:eee:jbfina:v:34:y:2010:i:8:p:1849-1855
[Citation Analysis]
2010Is gold a safe haven? International evidence
RePEc:eee:jbfina:v:34:y:2010:i:8:p:1886-1898
[Citation Analysis]
2010Portfolio performance gauging in discrete time using a Luenberger productivity indicator
RePEc:eee:jbfina:v:34:y:2010:i:8:p:1899-1910
[Citation Analysis]
2010Earnings management, market discounts and the performance of private equity placements
RePEc:eee:jbfina:v:34:y:2010:i:8:p:1922-1932
[Citation Analysis]
2010Are cooperatives the weakest link in European banking? A non-parametric metafrontier approach
RePEc:eee:jbfina:v:34:y:2010:i:8:p:1946-1957
[Citation Analysis]
2010Estimating financial risk measures for options
RePEc:eee:jbfina:v:34:y:2010:i:8:p:1982-1992
[Citation Analysis]
2010Multiple directorships and acquirer returns
RePEc:eee:jbfina:v:34:y:2010:i:9:p:2011-2026
[Citation Analysis]
2010Market response to bank relationships: Evidence from Korean bank reform
RePEc:eee:jbfina:v:34:y:2010:i:9:p:2042-2055
[Citation Analysis]
2010Dynamic European stock market convergence: Evidence from rolling cointegration analysis in the first euro-decade
RePEc:eee:jbfina:v:34:y:2010:i:9:p:2056-2064
[Citation Analysis]
2010Measuring portfolio credit risk correctly: Why parameter uncertainty matters
RePEc:eee:jbfina:v:34:y:2010:i:9:p:2065-2076
[Citation Analysis]
2010The choice of ADRs
RePEc:eee:jbfina:v:34:y:2010:i:9:p:2077-2095
[Citation Analysis]
2010Tempered stable and tempered infinitely divisible GARCH models
RePEc:eee:jbfina:v:34:y:2010:i:9:p:2096-2109
[Citation Analysis]
2010Detecting insider trading: The theory and validation in Korea Exchange
RePEc:eee:jbfina:v:34:y:2010:i:9:p:2110-2120
[Citation Analysis]
2010The efficiency of Greek public pension fund portfolios
RePEc:eee:jbfina:v:34:y:2010:i:9:p:2158-2167
[Citation Analysis]
2010Information asymmetry and the value of cash
RePEc:eee:jbfina:v:34:y:2010:i:9:p:2168-2184
[Citation Analysis]
2010Convergence to market efficiency of top gainers
RePEc:eee:jbfina:v:34:y:2010:i:9:p:2230-2237
[Citation Analysis]
2010Preference heterogeneity and asset prices: An exact solution
RePEc:eee:jbfina:v:34:y:2010:i:9:p:2238-2246
[Citation Analysis]

More than 100 citations. List broken...

Recent citations received in: 2009

YearTitleSee
2009Payday Loans and Credit Cards: New Liquidity and Credit Scoring Puzzles?
RePEc:aea:aecrev:v:99:y:2009:i:2:p:412-17
[Citation Analysis]
2009Analysis Of The Relevance Of Non-Traditional Activities Items Upon The Efficiency Of Chinese Banks: A Non-Stochastic Frontier DEA Approach
RePEc:aic:revebs:y:2009:i:4:sufianf
[Citation Analysis]
2009Price Discovery, Causality and Volatility Spillovers in European Union Allowances Phase II: A High Frequency Analysis
RePEc:awi:wpaper:0492
[Citation Analysis]
2009What explains the low profitability of Chinese banks?
RePEc:bde:wpaper:0910
[Citation Analysis]
2009From turmoil to crisis: dislocations in the FX swap market before and after the failure of Lehman Brothers
RePEc:bis:biswps:285
[Citation Analysis]
2009Rational Cost Inefficiency in Chinese Banks
RePEc:cdf:wpaper:2009/13
[Citation Analysis]
2009Measuring bank efficiency: tradition or sophistication? - A note
RePEc:cdf:wpaper:2009/24
[Citation Analysis]
2009Efficiency and Convergence in the Jamaican banking sector 1998-2007
RePEc:cdf:wpaper:2009/30
[Citation Analysis]
2009Zur Bewertung von Emissionshandel als Politikinstrument
RePEc:ces:ifosdt:v:62:y:2009:i:11:p:22-25
[Citation Analysis]
2009The Dark Side of Global Integration: Increasing Tail Dependence
RePEc:crf:wpaper:09-05
[Citation Analysis]
2009Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs
RePEc:cte:wbrepe:wb096303
[Citation Analysis]
2009The International Wealth Effect: A Global Error-Correcting Analysis
RePEc:dgr:umamet:2009019
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2009Being a Foreigner among Domestic Banks: Asset or Liability?
RePEc:dnb:dnbwpp:224
[Citation Analysis]
2009Dynamic linkages among European carbon markets
RePEc:ebl:ecbull:eb-09-00063
[Citation Analysis]
2009Payment scale economies, competition, and pricing.
RePEc:ecb:ecbwps:20091136
[Citation Analysis]
2009SEPA, efficiency, and payment card competition.
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[Citation Analysis]
2009Choosing and using payment instruments: evidence from German microdata.
RePEc:ecb:ecbwps:20091144
[Citation Analysis]
2009The effects of governance changes on bank efficiency in China: A stochastic distance function approach
RePEc:eee:chieco:v:20:y:2009:i:4:p:717-731
[Citation Analysis]
2009A note on the closed-form solution to the Lucas-Uzawa model with externality
RePEc:eee:dyncon:v:33:y:2009:i:10:p:1757-1760
[Citation Analysis]
2009A solution to the Lucas-Uzawa model with increasing returns to scale: Note
RePEc:eee:ecmode:v:26:y:2009:i:5:p:831-834
[Citation Analysis]
2009Do macroeconomic variables have regime-dependent effects on stock return dynamics? Evidence from the Markov regime switching model
RePEc:eee:ecmode:v:26:y:2009:i:6:p:1283-1299
[Citation Analysis]
2009Election outcomes and financial market returns in Canada
RePEc:eee:ecofin:v:20:y:2009:i:1:p:1-23
[Citation Analysis]
2009Central bank interventions and implied exchange rate correlations
RePEc:eee:empfin:v:16:y:2009:i:5:p:862-873
[Citation Analysis]
2009The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach
RePEc:eee:eneeco:v:31:y:2009:i:5:p:789-799
[Citation Analysis]
2009The effectiveness of the VaR-based portfolio insurance strategy: An empirical analysis
RePEc:eee:finana:v:18:y:2009:i:4:p:185-197
[Citation Analysis]
2009Extended Black term structure models
RePEc:eee:finana:v:18:y:2009:i:5:p:232-238
[Citation Analysis]
2009Financial reforms and time-varying microstructures in emerging equity markets
RePEc:eee:jbfina:v:33:y:2009:i:10:p:1755-1769
[Citation Analysis]
2009Markets and institutions in financial intermediation: National characteristics as determinants
RePEc:eee:jbfina:v:33:y:2009:i:10:p:1770-1780
[Citation Analysis]
2009How much intraregional exchange rate variability could a currency union remove? The case of ASEAN+3
RePEc:eee:jbfina:v:33:y:2009:i:10:p:1793-1803
[Citation Analysis]
2009Ownership changes and access to external financing
RePEc:eee:jbfina:v:33:y:2009:i:10:p:1804-1816
[Citation Analysis]
2009Propping and tunneling: Empirical evidence from Japanese keiretsu
RePEc:eee:jbfina:v:33:y:2009:i:10:p:1817-1828
[Citation Analysis]
2009The joint estimation of bank-level market power and efficiency
RePEc:eee:jbfina:v:33:y:2009:i:10:p:1842-1850
[Citation Analysis]
2009Measuring performance in a dynamic world: Conditional mean-variance fundamentals
RePEc:eee:jbfina:v:33:y:2009:i:10:p:1851-1859
[Citation Analysis]
2009An evaluation of contingent immunization
RePEc:eee:jbfina:v:33:y:2009:i:10:p:1874-1883
[Citation Analysis]
2009Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08
RePEc:eee:jbfina:v:33:y:2009:i:11:p:1953-1962
[Citation Analysis]
2009Does multinationality matter? Implications of operational hedging for the exchange risk exposure
RePEc:eee:jbfina:v:33:y:2009:i:11:p:1973-1982
[Citation Analysis]
2009The ADR shadow exchange rate as an early warning indicator for currency crises
RePEc:eee:jbfina:v:33:y:2009:i:11:p:1983-1995
[Citation Analysis]
2009Contagion as a domino effect in global stock markets
RePEc:eee:jbfina:v:33:y:2009:i:11:p:1996-2012
[Citation Analysis]
2009Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS
RePEc:eee:jbfina:v:33:y:2009:i:11:p:2013-2025
[Citation Analysis]
2009Explaining international stock correlations with CPI fluctuations and market volatility
RePEc:eee:jbfina:v:33:y:2009:i:11:p:2026-2035
[Citation Analysis]
2009A framework for assessing the systemic risk of major financial institutions
RePEc:eee:jbfina:v:33:y:2009:i:11:p:2036-2049
[Citation Analysis]
2009Performance and Merton-type default risk of listed banks in the EU: A panel VAR approach
RePEc:eee:jbfina:v:33:y:2009:i:11:p:2050-2061
[Citation Analysis]
2009IPOs, clustering, indirect learning and filing independently
RePEc:eee:jbfina:v:33:y:2009:i:11:p:2070-2079
[Citation Analysis]
2009What explains the low profitability of Chinese banks?
RePEc:eee:jbfina:v:33:y:2009:i:11:p:2080-2092
[Citation Analysis]
2009The dynamics of short-term mutual fund flows and returns: A time-series and cross-sectional investigation
RePEc:eee:jbfina:v:33:y:2009:i:11:p:2102-2109
[Citation Analysis]
2009Investment, internal funds and public banking in Germany
RePEc:eee:jbfina:v:33:y:2009:i:11:p:2132-2139
[Citation Analysis]
2009Static hedging and pricing American options
RePEc:eee:jbfina:v:33:y:2009:i:11:p:2140-2149
[Citation Analysis]
2009Efficiency in housing markets: Which home buyers know how to discount?
RePEc:eee:jbfina:v:33:y:2009:i:11:p:2150-2163
[Citation Analysis]
2009Macroeconomic sources of foreign exchange risk in new EU members
RePEc:eee:jbfina:v:33:y:2009:i:11:p:2164-2173
[Citation Analysis]
2009Bank fragility, money under the mattress, and long-run growth: US evidence from the perfect Panic of 1893
RePEc:eee:jbfina:v:33:y:2009:i:12:p:2185-2198
[Citation Analysis]
2009Firm performance and mutual fund voting
RePEc:eee:jbfina:v:33:y:2009:i:12:p:2207-2217
[Citation Analysis]
2009Financial instruments with sports betting components: Marketing gimmick or a domain for behavioral finance?
RePEc:eee:jbfina:v:33:y:2009:i:12:p:2241-2252
[Citation Analysis]
2009Announcements and the effectiveness of monetary policy: A view from the US prime rate
RePEc:eee:jbfina:v:33:y:2009:i:12:p:2253-2266
[Citation Analysis]
2009The effect of mergers on credit union performance
RePEc:eee:jbfina:v:33:y:2009:i:12:p:2267-2274
[Citation Analysis]
2009Consumption smoothing channels in open economies
RePEc:eee:jbfina:v:33:y:2009:i:12:p:2293-2300
[Citation Analysis]
2009Cash, investments and asset returns
RePEc:eee:jbfina:v:33:y:2009:i:12:p:2301-2311
[Citation Analysis]
2009Do financial conglomerates create or destroy value? Evidence for the EU
RePEc:eee:jbfina:v:33:y:2009:i:12:p:2312-2321
[Citation Analysis]
2009A re-examination of Chinas share issue privatization
RePEc:eee:jbfina:v:33:y:2009:i:12:p:2322-2332
[Citation Analysis]
2009Bond risk premia and realized jump risk
RePEc:eee:jbfina:v:33:y:2009:i:12:p:2333-2345
[Citation Analysis]
2009Testing for strict stationarity in financial variables
RePEc:eee:jbfina:v:33:y:2009:i:12:p:2346-2362
[Citation Analysis]
2009Earnings management and initial public offerings: The case of the depository industry
RePEc:eee:jbfina:v:33:y:2009:i:12:p:2363-2372
[Citation Analysis]
2009Competitive and value effects of bank privatization in developed countries
RePEc:eee:jbfina:v:33:y:2009:i:12:p:2373-2385
[Citation Analysis]
2009Institutional development, financial deepening and economic growth: Evidence from China
RePEc:eee:jbfina:v:33:y:2009:i:1:p:157-170
[Citation Analysis]
2009Interest rate changes and the timing of debt issues
RePEc:eee:jbfina:v:33:y:2009:i:4:p:600-608
[Citation Analysis]
2009Irreversible investment, managerial discretion and optimal capital structure
RePEc:eee:jbfina:v:33:y:2009:i:4:p:709-718
[Citation Analysis]
2009Extreme coexceedances in new EU member states stock markets
RePEc:eee:jbfina:v:33:y:2009:i:6:p:1048-1057
[Citation Analysis]
2009Health status and portfolio choice: Causality or heterogeneity?
RePEc:eee:jbfina:v:33:y:2009:i:6:p:1079-1088
[Citation Analysis]
2009Political regimes, business cycles, seasonalities, and returns
RePEc:eee:jbfina:v:33:y:2009:i:6:p:1112-1128
[Citation Analysis]
2009Inside the black box: Bank credit allocation in Chinas private sector
RePEc:eee:jbfina:v:33:y:2009:i:6:p:1144-1155
[Citation Analysis]
2009Market power in local banking monopolies
RePEc:eee:jbfina:v:33:y:2009:i:7:p:1196-1210
[Citation Analysis]
2009Does the market dole out collective punishment? An empirical analysis of industry, geography, and Arthur Andersens reputation
RePEc:eee:jbfina:v:33:y:2009:i:7:p:1255-1265
[Citation Analysis]
2009Foreign institutional ownership and stock market liquidity: Evidence from Indonesia
RePEc:eee:jbfina:v:33:y:2009:i:7:p:1312-1324
[Citation Analysis]
2009Varying risk premia in international bond markets
RePEc:eee:jbfina:v:33:y:2009:i:8:p:1361-1375
[Citation Analysis]
2009Are interest rate options important for the assessment of interest rate risk?
RePEc:eee:jbfina:v:33:y:2009:i:8:p:1376-1387
[Citation Analysis]
2009The wandering weekday effect in major stock markets
RePEc:eee:jbfina:v:33:y:2009:i:8:p:1388-1399
[Citation Analysis]
2009The identification of technology regimes in banking: Implications for the market power-fragility nexus
RePEc:eee:jbfina:v:33:y:2009:i:8:p:1413-1422
[Citation Analysis]
2009Does concurrent management of mutual and hedge funds create conflicts of interest?
RePEc:eee:jbfina:v:33:y:2009:i:8:p:1423-1433
[Citation Analysis]
2009The effects of regulation on industry structure and trade generation in the US securities industry
RePEc:eee:jbfina:v:33:y:2009:i:8:p:1434-1445
[Citation Analysis]
2009Regional growth and finance in Europe: Is there a quality effect of bank efficiency?
RePEc:eee:jbfina:v:33:y:2009:i:8:p:1446-1453
[Citation Analysis]
2009Demutualization: Determinants and consequences of the mutual holding company choice
RePEc:eee:jbfina:v:33:y:2009:i:8:p:1454-1463
[Citation Analysis]
2009Did the repeated debt ceiling controversies embed default risk in US Treasury securities?
RePEc:eee:jbfina:v:33:y:2009:i:8:p:1464-1471
[Citation Analysis]
2009The announcement impact of seasoned equity offerings on bondholder wealth
RePEc:eee:jbfina:v:33:y:2009:i:8:p:1472-1480
[Citation Analysis]
2009The safety first expected utility model: Experimental evidence and economic implications
RePEc:eee:jbfina:v:33:y:2009:i:8:p:1494-1506
[Citation Analysis]
2009Compensation committee governance quality, chief executive officer stock option grants, and future firm performance
RePEc:eee:jbfina:v:33:y:2009:i:8:p:1507-1519
[Citation Analysis]
2009Bank credit risk and structural credit models: Agency and information asymmetry perspectives
RePEc:eee:jbfina:v:33:y:2009:i:8:p:1520-1530
[Citation Analysis]
2009Endless leverage certificates
RePEc:eee:jbfina:v:33:y:2009:i:8:p:1543-1553
[Citation Analysis]
2009On the integrability of money-demand functions by the Sidrauski and the shopping-time models
RePEc:eee:jbfina:v:33:y:2009:i:9:p:1555-1562
[Citation Analysis]
2009Stock market crashes, firm characteristics, and stock returns
RePEc:eee:jbfina:v:33:y:2009:i:9:p:1563-1574
[Citation Analysis]
2009Evaluation of linear asset pricing models by implied portfolio performance
RePEc:eee:jbfina:v:33:y:2009:i:9:p:1586-1596
[Citation Analysis]
2009The bright and dark side of staging: Investment performance and the varying motivations of private equity firms
RePEc:eee:jbfina:v:33:y:2009:i:9:p:1597-1609
[Citation Analysis]
2009Overvaluation and earnings management
RePEc:eee:jbfina:v:33:y:2009:i:9:p:1652-1663
[Citation Analysis]
2009The value of coskewness in mutual fund performance evaluation
RePEc:eee:jbfina:v:33:y:2009:i:9:p:1664-1676
[Citation Analysis]
2009The impact of banking sector reform in a transition economy: Evidence from Kyrgyzstan
RePEc:eee:jbfina:v:33:y:2009:i:9:p:1677-1687
[Citation Analysis]
2009Asset allocation and location over the life cycle with investment-linked survival-contingent payouts
RePEc:eee:jbfina:v:33:y:2009:i:9:p:1688-1699
[Citation Analysis]
2009The effects of default and call risk on bond duration
RePEc:eee:jbfina:v:33:y:2009:i:9:p:1700-1708
[Citation Analysis]
2009Crises, contagion and cross-listings
RePEc:eee:jbfina:v:33:y:2009:i:9:p:1709-1729
[Citation Analysis]
2009Catering effects in corporate dividend policy: The international evidence
RePEc:eee:jbfina:v:33:y:2009:i:9:p:1730-1738
[Citation Analysis]
2009Ownership, institutions, and capital structure: Evidence from China
RePEc:eee:jcecon:v:37:y:2009:i:3:p:471-490
[Citation Analysis]
2009Household borrowing and metropolitan housing price dynamics - Empirical evidence from Helsinki
RePEc:eee:jhouse:v:18:y:2009:i:2:p:126-139
[Citation Analysis]
2009Rating the raters: Are reputation concerns powerful enough to discipline rating agencies?
RePEc:eee:moneco:v:56:y:2009:i:5:p:657-674
[Citation Analysis]

More than 100 citations. List broken...

Recent citations received in: 2008

YearTitleSee
2008Mean Reversion in US and International Short Rates
RePEc:aah:create:2008-47
[Citation Analysis]
2008Further Evidence of Price Transmission and Asymmetric Adjustment in the U.S. Beef and Pork Sectors
RePEc:ags:aaea08:6169
[Citation Analysis]
2008Incorporating Structural Changes in Agricultural and Food Price Analysis: An Application to the U.S. Beef and Pork Sectors
RePEc:ags:umrfwp:44076
[Citation Analysis]
2008Bank Size or Distance: What Hampers Innovation Adoption by SMEs?
RePEc:anc:wmofir:2
[Citation Analysis]
2008Geographical Organization of Banking Systems and Innovation Diffusion
RePEc:anc:wmofir:3
[Citation Analysis]
2008Global Banking and Local Markets
RePEc:anc:wmofir:4
[Citation Analysis]
2008Determinants of domestic and cross-border bank acquisitions in the European Union
RePEc:bde:wpaper:0823
[Citation Analysis]
2008Risk Measurement and Management in a Crisis-Prone World
RePEc:cdf:wpaper:2008/14
[Citation Analysis]
2008Claims-Made and Reported Policies and Insurer Profitability in Medical Malpractice
RePEc:cir:cirwor:2008s-13
[Citation Analysis]
2008The Role of Portfolio Constraints in the International Propagation of Shocks
RePEc:cpr:ceprdp:6647
[Citation Analysis]
2008Does FOMC News Increase Global FX Trading?
RePEc:cpr:ceprdp:6753
[Citation Analysis]
2008Bank Diversification and Incentives
RePEc:cpr:ceprdp:7051
[Citation Analysis]
2008The performance of socially responsible mutual funds: the role of fees and management companies
RePEc:cte:wbrepe:wb083409
[Citation Analysis]
2008Global Loss Diversification in the Insurance Sector
RePEc:dgr:uvatin:20080086
[Citation Analysis]
2008Le recours aux leviers de contrôle:le cas des sociétés cotées françaises
RePEc:dij:revfcs:v:11:y:2008:i:q3:p:95-124.
[Citation Analysis]
2008Aging, Probability Weighting, and Reference Point Adoption: An Experimental Study
RePEc:dpr:wpaper:0720
[Citation Analysis]
2008The international lender of last resort and selective bail-out
RePEc:eee:ememar:v:9:y:2008:i:2:p:144-152
[Citation Analysis]
2008Hedging with Chinese metal futures
RePEc:eee:glofin:v:19:y:2008:i:2:p:123-138
[Citation Analysis]
2008Detecting structural breaks and identifying risk factors in hedge fund returns: A Bayesian approach
RePEc:eee:jbfina:v:32:y:2008:i:11:p:2471-2481
[Citation Analysis]
2008The stocks at stake: Return and risk in socially responsible investment
RePEc:eee:jbfina:v:32:y:2008:i:12:p:2646-2654
[Citation Analysis]
2008The dynamics of operational loss clustering
RePEc:eee:jbfina:v:32:y:2008:i:12:p:2655-2666
[Citation Analysis]
2008Two-sided coherent risk measures and their application in realistic portfolio optimization
RePEc:eee:jbfina:v:32:y:2008:i:12:p:2667-2673
[Citation Analysis]
2008Exploring the nexus between banking sector reform and performance: Evidence from newly acceded EU countries
RePEc:eee:jbfina:v:32:y:2008:i:12:p:2674-2683
[Citation Analysis]
2008Individual stock-option prices and credit spreads
RePEc:eee:jbfina:v:32:y:2008:i:12:p:2706-2715
[Citation Analysis]
2008Does corporate international diversification destroy value? Evidence from cross-border mergers and acquisitions
RePEc:eee:jbfina:v:32:y:2008:i:12:p:2716-2724
[Citation Analysis]
2008Clustering in dividends: Do managers rely on cognitive reference points?
RePEc:eee:joepsy:v:29:y:2008:i:3:p:276-284
[Citation Analysis]
2008The impact of revenue diversity on banking system stability
RePEc:eie:wpaper:0815
[Citation Analysis]
2008Are credit unions too small?
RePEc:fip:fedlwp:2008-033
[Citation Analysis]
2008The Federal Home Loan Bank System: the lender of next-to-last resort?
RePEc:fip:fednsr:357
[Citation Analysis]
2008Risk-taking by Russian banks: Do location, ownership and size matter?
RePEc:hhs:bofitp:2008_021
[Citation Analysis]
2008Evidence on the External Finance Premium from the US and Emerging Asian Corporate Bond Markets
RePEc:hkm:wpaper:142008
[Citation Analysis]
2008The Costs and Benefits of Reinsurance
RePEc:iea:carech:0804
[Citation Analysis]
2008Transaction Pricing and the Adoption of Electronic Payments: A Cross-Country Comparison
RePEc:ijc:ijcjou:y:2008:q:1:a:3
[Citation Analysis]
2008Internal Finance and Growth: Microeconometric Evidence on Chinese Firms
RePEc:iza:izadps:dp3808
[Citation Analysis]
2008Banking Efficiency and Stock Market Performance: An Analysis of Listed Indonesian Banks
RePEc:lbo:lbowps:2008_07
[Citation Analysis]
2008Bank Cross-Border Merger and Acquisitions (Causes, consequences and recent trends)
RePEc:mol:ecsdps:esdp08048
[Citation Analysis]
2008Systemic Risk in the Financial Sector: An Analysis of the Subprime-Mortgage Financial Crisis
RePEc:mpg:wpaper:2008_43
[Citation Analysis]
2008Information acquisition and financial contagion.
RePEc:ner:carlos:info:hdl:10016/7593
[Citation Analysis]
2008A clinical analysis of financial crises.
RePEc:ner:maastr:urn:nbn:nl:ui:27-17125
[Citation Analysis]
2008The pension fund advantage: are Canadians overpaying their mutual funds?.
RePEc:ner:maastr:urn:nbn:nl:ui:27-19317
[Citation Analysis]
2008Crisis Management in the European Union.
RePEc:ner:tilbur:urn:nbn:nl:ui:12-3161072
[Citation Analysis]
2008Euroization: What Factors drive its Persistence? Household Data Evidence for Croatia, Slovenia and Slovakia
RePEc:onb:oenbwp:140
[Citation Analysis]
2008The Effects of Liberalization and Deregulation on the Performance of Financial Institutions: The Case of the German Life Insurance Market
RePEc:ros:wpaper:93
[Citation Analysis]
2008Does FOMC News Increase Global FX Trading?
RePEc:snb:snbwpa:2008-09
[Citation Analysis]
2008Increasing Derivatives Market Activity in Emerging Markets and Exchange Rate Exposure
RePEc:uct:uconnp:2008-06
[Citation Analysis]
2008Bankruptcy Costs, Liability Dollarization, and Vulnerability to Sudden Stops
RePEc:uct:uconnp:2008-41
[Citation Analysis]
2008Modelling electricity forward curve dynamics in the Italian market
RePEc:ufg:qdsems:20-2008
[Citation Analysis]
2008Modelling the Evolution of Credit Spreads using the Cox Process within the HUM Framework: A CDS Option Pricing Model
RePEc:uts:rpaper:232
[Citation Analysis]

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.

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