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2011 | Scaling and universality in the position profiles of order cancellations
in an emerging stock market RePEc:arx:papers:1112.6085 | [Citation Analysis] |
2011 | Competition, interlisting and market structure in options trading RePEc:eee:jbfina:v:35:y:2011:i:1:p:104-117 | [Citation Analysis] |
2011 | Optimal VWAP trading under noisy conditions RePEc:eee:jbfina:v:35:y:2011:i:9:p:2319-2329 | [Citation Analysis] |
2011 | Nominal and true cost of loan collateral RePEc:eee:jbfina:v:35:y:2011:i:10:p:2782-2790 | [Citation Analysis] |
2011 | Fiscal policy and financial market movements RePEc:eee:jbfina:v:35:y:2011:i:1:p:231-251 | [Citation Analysis] |
2011 | Can pure play internet banking survive the credit crisis? RePEc:eee:jbfina:v:35:y:2011:i:4:p:783-793 | [Citation Analysis] |
2011 | Lending behavior and real estate prices RePEc:eee:jbfina:v:35:y:2011:i:9:p:2429-2442 | [Citation Analysis] |
2011 | The pernicious effects of contaminated data in risk management RePEc:eee:jbfina:v:35:y:2011:i:10:p:2569-2583 | [Citation Analysis] |
2011 | How 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] |
2011 | Nonlinearly weighted convex risk measure and its application RePEc:eee:jbfina:v:35:y:2011:i:7:p:1777-1793 | [Citation Analysis] |
2011 | Liquidity risk, credit risk, market risk and bank capital RePEc:eme:ijmfpp:v:7:y:2011:i:2:p:134-152 | [Citation Analysis] |
2011 | The prudential effect of strategic institutional ownership on stock performance RePEc:eee:finana:v:20:y:2011:i:4:p:191-199 | [Citation Analysis] |
2011 | Dominant institutional owners and firm value RePEc:eee:jbfina:v:35:y:2011:i:1:p:118-129 | [Citation Analysis] |
2011 | Tax avoidance, cost of debt and shareholder activism: Evidence from Korea RePEc:eee:jbfina:v:35:y:2011:i:2:p:456-470 | [Citation Analysis] |
2011 | Shareholder governance, bondholder governance, and managerial risk-taking RePEc:eee:jbfina:v:35:y:2011:i:3:p:512-531 | [Citation Analysis] |
2011 | Explaining bank market-to-book ratios: Evidence from 2006 to 2009 RePEc:eee:jbfina:v:35:y:2011:i:8:p:2047-2055 | [Citation Analysis] |
2011 | Debt overhang in emerging Europe ? RePEc:wbk:wbrwps:5784 | [Citation Analysis] |
2011 | Estimating 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] |
2011 | Path modeling to bankruptcy: causes and symptoms of the banking crisis RePEc:sol:wpaper:2013/78756 | [Citation Analysis] |
2011 | Relationship Lending, Distance and Efficiency in a Heterogeneous Banking System RePEc:rim:rimwps:41_11 | [Citation Analysis] |
2011 | Is foreign-bank efficiency in financial centers driven by homecountry characteristics? RePEc:bcl:bclwop:bclwp068 | [Citation Analysis] |
2011 | Cost 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] |
2011 | The 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] |
2011 | The 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] |
2011 | Effect 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] |
2011 | Efficiency and risk in European banking RePEc:eee:jbfina:v:35:y:2011:i:5:p:1315-1326 | [Citation Analysis] |
2011 | Managerial 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] |
2011 | Ability 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] |
2011 | Extreme dependence with asymmetric thresholds: Evidence for the European Monetary Union RePEc:eee:jbfina:v:35:y:2011:i:11:p:2916-2930 | [Citation Analysis] |
2011 | Time series analysis for financial market meltdowns RePEc:eee:jbfina:v:35:y:2011:i:8:p:1879-1891 | [Citation Analysis] |
2011 | Multivariate option pricing with time varying volatility and correlations RePEc:eee:jbfina:v:35:y:2011:i:9:p:2267-2281 | [Citation Analysis] |
2011 | Explaining the idiosyncratic volatility puzzle using Stochastic Discount Factors RePEc:eee:jbfina:v:35:y:2011:i:8:p:1971-1983 | [Citation Analysis] |
2011 | Leverage change, debt overhang, and stock prices RePEc:eee:corfin:v:17:y:2011:i:3:p:391-402 | [Citation Analysis] |
2011 | Portfolio 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] |
2011 | Omega performance measure and portfolio insurance RePEc:eee:jbfina:v:35:y:2011:i:7:p:1811-1823 | [Citation Analysis] |
2011 | International diversification: A copula approach RePEc:eee:jbfina:v:35:y:2011:i:2:p:403-417 | [Citation Analysis] |
2011 | The return impact of realized and expected idiosyncratic volatility RePEc:eee:jbfina:v:35:y:2011:i:10:p:2547-2558 | [Citation Analysis] |
2011 | Testing 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] |
2011 | An FFT-network for Lévy option pricing RePEc:eee:jbfina:v:35:y:2011:i:4:p:988-999 | [Citation Analysis] |
2011 | On 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] |
2011 | The 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] |
2011 | Optimizing international portfolios with options and forwards RePEc:eee:jbfina:v:35:y:2011:i:12:p:3188-3201 | [Citation Analysis] |
2011 | Corporate derivatives use and the cost of equity RePEc:eee:jbfina:v:35:y:2011:i:6:p:1491-1506 | [Citation Analysis] |
2011 | Efficiency and Its Impact on the Performance of European Commercial Banks RePEc:mag:wpaper:110018 | [Citation Analysis] |
2011 | Advantageous innovation and imitation in the underwriting market for corporate securities RePEc:eee:jbfina:v:35:y:2011:i:5:p:1097-1113 | [Citation Analysis] |
2011 | Currency Crises, Exchange Rate Regimes, and Capital Account Liberalization: A Duration Analysis Approach RePEc:car:carecp:11-12 | [Citation Analysis] |
2011 | Do hard pegs avoid currency crises? An evaluation using matching estimators RePEc:eee:ecolet:v:113:y:2011:i:1:p:35-38 | [Citation Analysis] |
2011 | Exchange rate regime choice and currency crises RePEc:eee:ecosys:v:35:y:2011:i:3:p:419-436 | [Citation Analysis] |
2011 | Is 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] |
2011 | Volatility components, leverage effects, and the return-volatility relations RePEc:eee:jbfina:v:35:y:2011:i:6:p:1530-1540 | [Citation Analysis] |
2011 | A Fresh Look at Seasonal Anomalies: An International Perspective RePEc:ijb:journl:v:10:y:2011:i:2:p:93-116 | [Citation Analysis] |
2011 | A 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] |
2011 | Resolving the deposit dilemma: A new DEA bank efficiency model RePEc:eee:jbfina:v:35:y:2011:i:11:p:2801-2810 | [Citation Analysis] |
2011 | A 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] |
2011 | A note on the returns from minimum variance investing RePEc:eee:empfin:v:18:y:2011:i:4:p:652-660 | [Citation Analysis] |
2011 | Volatility and covariation of financial assets: A high-frequency analysis RePEc:eee:jbfina:v:35:y:2011:i:12:p:3319-3334 | [Citation Analysis] |
2011 | Monetary policy communication under inflation targeting: Do words speak louder than actions? RePEc:koc:wpaper:1128 | [Citation Analysis] |
2011 | How 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] |
2011 | The 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] |
2011 | Nonlinear 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] |
2011 | Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System RePEc:diw:diwwpp:dp1139 | [Citation Analysis] |
2011 | What Happens After Default? Stylized Facts on Access to Credit RePEc:ptu:wpaper:w201101 | [Citation Analysis] |
2011 | Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System RePEc:ces:ceswps:_3525 | [Citation Analysis] |
2011 | Pitfalls in modeling loss given default of bank loans RePEc:zbw:tbsifw:if35v1 | [Citation Analysis] |
2011 | Comparison of modeling methods for Loss Given Default RePEc:eee:jbfina:v:35:y:2011:i:11:p:2842-2855 | [Citation Analysis] |
2011 | Joint 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] |
2011 | A computational approach to pricing a bank credit line RePEc:eee:jbfina:v:35:y:2011:i:6:p:1341-1351 | [Citation Analysis] |
2011 | Capital requirements under the credit risk-based framework RePEc:eee:jbfina:v:35:y:2011:i:6:p:1380-1390 | [Citation Analysis] |
2011 | DO CORPORATE GOVERNANCE âACTORSââ FEATURES AFFECT BANKSâ VALUE? â EVIDENCE FROM ROMANIA RePEc:blg:journl:v:6:y:2011:i:2:p:136-150 | [Citation Analysis] |
2011 | Does regulation substitute or complement governance? RePEc:eee:jbfina:v:35:y:2011:i:3:p:736-751 | [Citation Analysis] |
2011 | Risk capital allocation for RORAC optimization RePEc:eee:jbfina:v:35:y:2011:i:11:p:3001-3009 | [Citation Analysis] |
2011 | Arbitrage-free credit pricing using default probabilities and risk sensitivities RePEc:eee:jbfina:v:35:y:2011:i:2:p:268-281 | [Citation Analysis] |
2011 | Banks 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] |
2011 | Post-crisis bank liquidity risk management disclosure RePEc:pra:mprapa:27266 | [Citation Analysis] |
2011 | Managing liquidity: Optimal degree of centralization RePEc:eee:jbfina:v:35:y:2011:i:3:p:627-638 | [Citation Analysis] |
2011 | Riesgo Sistémico Y Estabilidad Del Sistema De Pagos De Alto Valor En Colombia: Análisis Bajo TopologÃa De Redes Y Simulación De Pagos RePEc:col:000107:009972 | [Citation Analysis] |
2011 | Longevity Risk, Subjective Survival Expectations, and Individual Saving Behavior RePEc:asb:wpaper:201111 | [Citation Analysis] |
2011 | Market 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] |
2011 | A 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] |
2011 | Internal liquidity risk in corporate bond yield spreads RePEc:eee:jbfina:v:35:y:2011:i:4:p:978-987 | [Citation Analysis] |
2011 | Product market pricing power, industry concentration and analysts earnings forecasts RePEc:eee:jbfina:v:35:y:2011:i:6:p:1352-1366 | [Citation Analysis] |
2011 | Downside risk and the size of credit spreads RePEc:eee:jbfina:v:35:y:2011:i:8:p:2021-2036 | [Citation Analysis] |
2011 | Labor 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] |
2011 | Analyst characteristics, timing of forecast revisions, and analyst forecasting ability RePEc:eee:jbfina:v:35:y:2011:i:8:p:2158-2168 | [Citation Analysis] |
2011 | Credit 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] |
2011 | Securitization and the balance sheet channel of monetary transmission RePEc:eee:jbfina:v:35:y:2011:i:8:p:2111-2122 | [Citation Analysis] |
2011 | Corporate name changes: Price reactions and long-run performance RePEc:eee:pacfin:v:19:y:2011:i:2:p:230-244 | [Citation Analysis] |
2011 | Price dispersion in OTC markets: A new measure of liquidity RePEc:eee:jbfina:v:35:y:2011:i:2:p:343-357 | [Citation Analysis] |
2011 | Non-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] |
2011 | A 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] |
2011 | Sufficient conditions for expected utility to imply drawdown-based performance rankings RePEc:eee:jbfina:v:35:y:2011:i:9:p:2311-2318 | [Citation Analysis] |
2011 | How 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] |
2011 | Pitfalls and remedies in testing the calibration quality of rating systems RePEc:eee:jbfina:v:35:y:2011:i:3:p:698-708 | [Citation Analysis] |
2011 | Lessons from the evolution of foreign exchange trading strategies RePEc:fip:fedlwp:2011-021 | [Citation Analysis] |
2011 | Currency Momentum Strategies RePEc:bis:biswps:366 | [Citation Analysis] |
2011 | Short-sales constraints and market quality: Evidence from the 2008 short-sales bans RePEc:eee:finana:v:20:y:2011:i:4:p:225-236 | [Citation Analysis] |
2011 | Options, short-sale constraints and market efficiency: A new perspective RePEc:eee:jbfina:v:35:y:2011:i:2:p:430-442 | [Citation Analysis] |
2011 | The pricing and performance of leveraged exchange-traded funds RePEc:eee:jbfina:v:35:y:2011:i:4:p:966-977 | [Citation Analysis] |
2011 | The comovement of option listed stocks RePEc:eee:jbfina:v:35:y:2011:i:8:p:2056-2069 | [Citation Analysis] |
2011 | The 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] |
2011 | Coordinating Bank Failure Costs and Financial Stability RePEc:dnb:dnbwpp:306 | [Citation Analysis] |
2011 | The financial accelerator and monetary policy rules RePEc:acb:camaaa:2011-38 | [Citation Analysis] |
2011 | What Drives Aggregate Credit Risk? RePEc:onb:oenbfs:y:2011:i:22:b:2 | [Citation Analysis] |
2011 | The Number of Regimes Across Asset Returns: Identification and Economic Value RePEc:hal:cesptp:halshs-00658540 | [Citation Analysis] |
2011 | Dynamic Bayesian beta models RePEc:eee:csdana:v:55:y:2011:i:6:p:2074-2089 | [Citation Analysis] |
2011 | The asymmetric behavior and procyclical impact of asset correlations RePEc:eee:jbfina:v:35:y:2011:i:10:p:2559-2568 | [Citation Analysis] |
2011 | Incorporating the dynamics of leverage into default prediction RePEc:eee:jbfina:v:35:y:2011:i:12:p:3351-3361 | [Citation Analysis] |
2011 | Fire sale acquisitions: Myth vs. reality RePEc:eee:jbfina:v:35:y:2011:i:3:p:532-543 | [Citation Analysis] |
2011 | Omitted debt risk, financial distress and the cross-section of expected equity returns RePEc:eee:jbfina:v:35:y:2011:i:5:p:1213-1227 | [Citation Analysis] |
2011 | A reduced form model of default spreads with Markov-switching macroeconomic factors RePEc:eee:jbfina:v:35:y:2011:i:8:p:1984-2000 | [Citation Analysis] |
2011 | Exchange rate expectations and the pricing of Chinese cross-listed stocks RePEc:eee:jbfina:v:35:y:2011:i:2:p:443-455 | [Citation Analysis] |
2011 | Competition among stock exchanges for equity RePEc:eee:jbfina:v:35:y:2011:i:9:p:2355-2373 | [Citation Analysis] |
2011 | Convergent synergies in the global market for corporate control RePEc:eee:jbfina:v:35:y:2011:i:9:p:2468-2478 | [Citation Analysis] |
2011 | Hierarchical determinants of capital structure RePEc:eee:jbfina:v:35:y:2011:i:2:p:358-371 | [Citation Analysis] |
2011 | Understanding seasoned equity offerings of Chinese firms RePEc:eee:jbfina:v:35:y:2011:i:5:p:1143-1157 | [Citation Analysis] |
2011 | The role of co-managers in reducing flotation costs: Evidence from seasoned equity offerings RePEc:eee:jbfina:v:35:y:2011:i:5:p:1041-1056 | [Citation Analysis] |
2011 | Can broker-dealer client surveys provide signals for debt investing? RePEc:eee:jbfina:v:35:y:2011:i:5:p:1170-1178 | [Citation Analysis] |
2011 | A review of the seasonal affective disorder hypothesis RePEc:eee:soceco:v:40:y:2011:i:6:p:959-967 | [Citation Analysis] |
2011 | Tests of equal forecast accuracy for overlapping models RePEc:fip:fedcwp:1121 | [Citation Analysis] |
2011 | Tests of equal forecast accuracy for overlapping models RePEc:fip:fedlwp:2011-024 | [Citation Analysis] |
2011 | Short-sale constraints and price bubbles RePEc:eee:jbfina:v:35:y:2011:i:9:p:2443-2453 | [Citation Analysis] |
2011 | Securitization and Lending Standards: Evidence from the Wholesale Loan Market RePEc:dgr:kubcen:2011081 | [Citation Analysis] |
2011 | Securitization and lending standards - evidence from the wholesale loan market RePEc:ecb:ecbwps:20111362 | [Citation Analysis] |
2011 | Bank systemic risk and the business cycle: An empirical investigation using Canadian data RePEc:pqs:wpaper:322011 | [Citation Analysis] |
2011 | The rise of risk-based pricing of mortgage interest rates in Italy RePEc:eee:jbfina:v:35:y:2011:i:5:p:1277-1290 | [Citation Analysis] |
2011 | Stock and option market divergence in the presence of noisy information RePEc:eee:jbfina:v:35:y:2011:i:8:p:2001-2020 | [Citation Analysis] |
2011 | Banking risk and regulation: Does one size fit all? RePEc:dnb:dnbwpp:323 | [Citation Analysis] |
2011 | Deposit insurance and subsidized recapitalizations RePEc:eee:jbfina:v:35:y:2011:i:12:p:3400-3416 | [Citation Analysis] |
2011 | Information disclosure in credit markets when banks costs are endogenous RePEc:eee:jbfina:v:35:y:2011:i:2:p:490-497 | [Citation Analysis] |
2011 | Bank size and risk-taking under Basel II RePEc:eee:jbfina:v:35:y:2011:i:6:p:1436-1449 | [Citation Analysis] |
2011 | Market discipline, financial crisis and regulatory changes: Evidence from Indonesian banks RePEc:eee:jbfina:v:35:y:2011:i:6:p:1552-1562 | [Citation Analysis] |
2011 | Ratingagenturen in der neoklassischen Finanzierungstheorie: Eine Auswertung empirischer Studien zum Informationsgehalt von Ratings RePEc:zbw:wwuifg:110 | [Citation Analysis] |
2011 | The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns RePEc:eee:jbfina:v:35:y:2011:i:5:p:1239-1249 | [Citation Analysis] |
2011 | Dynamic relationships between the price of oil, gold and financial variables in Japan: a bounds testing approach RePEc:pra:mprapa:33030 | [Citation Analysis] |
2011 | Oil and gold: correlation or causation? RePEc:pra:mprapa:31795 | [Citation Analysis] |
2011 | The coexistence of commodity money and fiat money RePEc:zur:econwp:024 | [Citation Analysis] |
2011 | Dynamics Between Strategic Commodities and Financial Variables RePEc:nan:wpaper:1104 | [Citation Analysis] |
2011 | Financial 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] |
2011 | Should investors include commodities in their portfolios after all? New evidence RePEc:eee:jbfina:v:35:y:2011:i:10:p:2606-2626 | [Citation Analysis] |
2011 | Asset market linkages: Evidence from financial, commodity and real estate assets RePEc:eee:jbfina:v:35:y:2011:i:6:p:1415-1426 | [Citation Analysis] |
2011 | Explanatory mining for gold: Contrasting evidence from simple and multiple regressions RePEc:eee:jrpoli:v:36:y:2011:i:3:p:265-275 | [Citation Analysis] |
2011 | The yen for gold RePEc:eee:jrpoli:v:36:y:2011:i:1:p:39-48 | [Citation Analysis] |
2011 | Gold and the US dollar: Hedge or haven? RePEc:eee:finlet:v:8:y:2011:i:3:p:120-131 | [Citation Analysis] |
2011 | Monetary policy transmission in an emerging market setting. RePEc:npf:wpaper:11/78 | [Citation Analysis] |
2011 | Rethinking the liquidity puzzle: Application of a new measure of the economic money stock RePEc:eee:jbfina:v:35:y:2011:i:4:p:768-774 | [Citation Analysis] |
2011 | Asymmetric information and price competition in small business lending RePEc:eee:jbfina:v:35:y:2011:i:9:p:2189-2196 | [Citation Analysis] |
2011 | Investment intensity of currencies and the random walk hypothesis: Cross-currency evidence RePEc:eee:jbfina:v:35:y:2011:i:2:p:372-387 | [Citation Analysis] |
2011 | Price determinants of Aboriginal art, and its role as an alternative asset class RePEc:eee:jbfina:v:35:y:2011:i:6:p:1519-1529 | [Citation Analysis] |
2011 | The impact of macroeconomic news on quote adjustments, noise, and informational volatility RePEc:eee:jbfina:v:35:y:2011:i:10:p:2733-2746 | [Citation Analysis] |
2011 | Who is the more overconfident trader? Individual vs. institutional investors RePEc:eee:jbfina:v:35:y:2011:i:7:p:1626-1644 | [Citation Analysis] |
2011 | Does the Bund dominate price discovery in Euro bond futures? Examining information shares RePEc:eee:jbfina:v:35:y:2011:i:5:p:1057-1072 | [Citation Analysis] |
2011 | On the sources of private information in FX markets RePEc:eee:jbfina:v:35:y:2011:i:5:p:1250-1262 | [Citation Analysis] |
2011 | Price discovery in currency markets RePEc:eee:jimfin:v:30:y:2011:i:8:p:1696-1718 | [Citation Analysis] |
2011 | Portfolio selection with mental accounts and delegation RePEc:eee:jbfina:v:35:y:2011:i:10:p:2637-2656 | [Citation Analysis] |
2011 | Portfolio Frontiers with Restrictions to Tracking Error Volatility and
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2011 | Valuation of Liabilities in Hybrid Pension Plans RePEc:dnb:dnbwpp:326 | [Citation Analysis] |
2011 | Foreign exchange risk pricing and equity market segmentation in Africa RePEc:eee:jbfina:v:35:y:2011:i:9:p:2295-2310 | [Citation Analysis] |
2011 | Mean-variance portfolio selection of cointegrated assets RePEc:eee:dyncon:v:35:y:2011:i:8:p:1369-1385 | [Citation Analysis] |
2011 | Equity prices and macroeconomic fundamentals: International evidence RePEc:eee:intfin:v:21:y:2011:i:2:p:247-276 | [Citation Analysis] |
2011 | Do market capitalization and stocks traded converge? New global evidence RePEc:eee:jbfina:v:35:y:2011:i:10:p:2771-2781 | [Citation Analysis] |
2011 | Interest rates and bank risk-taking RePEc:eee:jbfina:v:35:y:2011:i:4:p:840-855 | [Citation Analysis] |
2011 | International comparisons of bank regulation, liberalization, and banking crises RePEc:eme:jfeppp:v:3:y:2011:i:4:p:322-339 | [Citation Analysis] |
2011 | Cross hedging single stock with American Depositary Receipt and stock index futures RePEc:eee:finlet:v:8:y:2011:i:3:p:146-157 | [Citation Analysis] |
2011 | Comparing Firm Performance Using Transitive Productivity Index Numbers in a Meta-frontier Framework RePEc:qld:uqcepa:68 | [Citation Analysis] |
2011 | Productivity and efficiency with discrete variables and quadratic cost function RePEc:eee:proeco:v:132:y:2011:i:2:p:251-257 | [Citation Analysis] |
2011 | Transformation of payment systems: The case of European Union enlargement RePEc:ivi:wpasad:2011-23 | [Citation Analysis] |
2011 | Order Flows, Fundamentals and Exchange Rates RePEc:koe:wpaper:1120 | [Citation Analysis] |
2011 | Intraday jumps and US macroeconomic news announcements RePEc:eee:jbfina:v:35:y:2011:i:10:p:2511-2527 | [Citation Analysis] |
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2011 | Ownership structure and risk in publicly held and privately owned banks RePEc:eee:jbfina:v:35:y:2011:i:5:p:1327-1340 | [Citation Analysis] |
2011 | Ownership, control, and pyramids in Spanish commercial banks RePEc:eee:jbfina:v:35:y:2011:i:6:p:1464-1476 | [Citation Analysis] |
2011 | Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio RePEc:eee:jbfina:v:35:y:2011:i:12:p:3335-3350 | [Citation Analysis] |
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2011 | An impure public good model with lotteries in large grou RePEc:ucm:doicae:1105 | [Citation Analysis] |
2011 | Risk Management of Precious Metals RePEc:ucm:doicae:1104 | [Citation Analysis] |
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2011 | Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship RePEc:bcb:wpaper:244 | [Citation Analysis] |
2011 | The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter? RePEc:bcb:wpaper:261 | [Citation Analysis] |
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2011 | The impact of taxation on bank profits: Evidence from EU banks RePEc:eee:jbfina:v:35:y:2011:i:12:p:3202-3212 | [Citation Analysis] |
2011 | Are foreign banks more profitable than domestic banks? Home- and host-country effects of banking market structure, governance, and supervision RePEc:eee:jbfina:v:35:y:2011:i:4:p:819-839 | [Citation Analysis] |
2011 | Implications of bank ownership for the credit channel of monetary policy transmission: Evidence from India RePEc:eee:jbfina:v:35:y:2011:i:9:p:2418-2428 | [Citation Analysis] |
2011 | Mergers & Acquisitions, Diversification and Performance in the U.S. Property-Liability Insurance Industry RePEc:kap:jfsres:v:39:y:2011:i:3:p:119-144 | [Citation Analysis] |
2011 | Cost-sensitive classification for rare events: an application to the credit rating model validation for SMEs RePEc:ucd:wpaper:201134 | [Citation Analysis] |
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2011 | The volatility of consumption-based stochastic discount factors and economic cycles RePEc:eee:jbfina:v:35:y:2011:i:9:p:2197-2216 | [Citation Analysis] |
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2011 | Firm survival and financial development: Evidence from a panel of emerging Asian economies RePEc:eee:jbfina:v:35:y:2011:i:7:p:1736-1752 | [Citation Analysis] |
2011 | Housing, consumption and monetary policy: how different are the U.S. and the euro area? RePEc:bdi:wptemi:td_807_11 | [Citation Analysis] |
2011 | Housing, consumption and monetary policy: How different are the US and the euro area? RePEc:eee:jbfina:v:35:y:2011:i:11:p:3019-3041 | [Citation Analysis] |
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2011 | Liquidity and asset pricing: Evidence from the Hong Kong stock market RePEc:eee:jbfina:v:35:y:2011:i:9:p:2217-2230 | [Citation Analysis] |
2011 | Ownership structure, market discipline, and banks risk-taking incentives under deposit insurance RePEc:eee:jbfina:v:35:y:2011:i:10:p:2666-2678 | [Citation Analysis] |
2011 | Bank capital regulation and credit supply RePEc:eee:jbfina:v:35:y:2011:i:2:p:323-330 | [Citation Analysis] |
2011 | International variations in expected equity premia: Role of financial architecture and governance RePEc:eee:jbfina:v:35:y:2011:i:11:p:3090-3100 | [Citation Analysis] |
2011 | Sex and Credit: Is There a Gender Bias in Lending? RePEc:igi:igierp:411 | [Citation Analysis] |
2011 | Sex and Credit: Is There a Gender Bias in Microfinance? RePEc:dgr:kubcen:2011101 | [Citation Analysis] |
2011 | Firm-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] |
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2011 | International Diversification with Securitized Real Estate and the Veiling Glare from Currency Risk RePEc:zbw:vfsc11:48705 | [Citation Analysis] |
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2011 | Interbank market integration, loan rates, and firm leverage RePEc:eee:jbfina:v:35:y:2011:i:3:p:544-559 | [Citation Analysis] |
2011 | Access to financing and firm growth RePEc:eee:jbfina:v:35:y:2011:i:3:p:709-723 | [Citation Analysis] |
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2011 | Do foreign banks increase competition? Evidence from emerging Asian and Latin American banking markets RePEc:eee:jbfina:v:35:y:2011:i:4:p:856-875 | [Citation Analysis] |
2011 | Information verifiability, bank organization, bank competition and bank-borrower relationships RePEc:eee:jbfina:v:35:y:2011:i:4:p:935-954 | [Citation Analysis] |
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2011 | Detecting the presence of insider trading via structural break tests RePEc:eee:jbfina:v:35:y:2011:i:11:p:2820-2828 | [Citation Analysis] |
2011 | Comparing different explanations of the volatility trend RePEc:eee:jbfina:v:35:y:2011:i:6:p:1581-1597 | [Citation Analysis] |
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2011 | International liquidity provision during the financial crisis: a view from Switzerland RePEc:fip:feddgw:75 | [Citation Analysis] |
2011 | Householdsâ Foreign Currency Borrowing in Central and Eastern Europe RePEc:onb:oenbwp:171 | [Citation Analysis] |
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2011 | Insider trading law enforcement and gross spreads of ADR IPOs RePEc:eee:jbfina:v:35:y:2011:i:8:p:1907-1917 | [Citation Analysis] |
2011 | The Liar equilibrium in naked sovereign CDS trading : a financial economic approach RePEc:hal:journl:dumas-00651782 | [Citation Analysis] |
2011 | The Local Determinants Of Emerging Market Sovereign Cds
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2011 | Cultural influences on home bias and international diversification by institutional investors RePEc:eee:jbfina:v:35:y:2011:i:4:p:916-934 | [Citation Analysis] |
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2011 | Measuring and explaining the volatility of capital flows to emerging countries RePEc:eee:jbfina:v:35:y:2011:i:8:p:1941-1953 | [Citation Analysis] |
2011 | Do financial markets care about SRI? Evidence from mergers and acquisitions RePEc:eee:jbfina:v:35:y:2011:i:7:p:1753-1761 | [Citation Analysis] |
2011 | Venture Capital in Bank- and Market-based Economies RePEc:wfo:wpaper:y:2011:i:389 | [Citation Analysis] |
2011 | Venture capital in bank - and market - based economies. RePEc:mse:cesdoc:11025 | [Citation Analysis] |
2011 | Venture capital in bank - and market - based economies RePEc:hal:cesptp:halshs-00593962 | [Citation Analysis] |
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2011 | The cost of debt when all-equity firms raise sfinance: The role of investment opportunities, audit quality and debt maturity RePEc:eee:jbfina:v:35:y:2011:i:8:p:1931-1940 | [Citation Analysis] |
2011 | Analyzing the impact of credit migration in a portfolio setting RePEc:eee:jbfina:v:35:y:2011:i:12:p:3145-3157 | [Citation Analysis] |
2011 | The liquidity effect for open market operations RePEc:eee:jbfina:v:35:y:2011:i:12:p:3292-3299 | [Citation Analysis] |
2011 | Does investor attention influence stock market activity? The case of spin-off deals RePEc:pra:mprapa:33545 | [Citation Analysis] |
2011 | On the acquisition of equity carve-outs RePEc:eee:jbfina:v:35:y:2011:i:12:p:3432-3449 | [Citation Analysis] |
2011 | Macroeconomic news, announcements, and stock market jump intensity dynamics RePEc:eee:jbfina:v:35:y:2011:i:5:p:1263-1276 | [Citation Analysis] |
2011 | Can Banks in Emerging Economies Benefit from Revenue Diversification? RePEc:kap:jfsres:v:40:y:2011:i:1:p:79-101 | [Citation Analysis] |
2011 | The role of agency costs in financial conglomeration RePEc:pra:mprapa:34815 | [Citation Analysis] |
2011 | Does ownership matter in mergers? A comparative study of the causes and consequences of mergers by family and non-family firms RePEc:eee:jbfina:v:35:y:2011:i:1:p:193-203 | [Citation Analysis] |
2011 | Why using a general model in Solvency II is not a good idea : an explanation from a Bayesian point of view RePEc:cte:wsrepe:ws113729 | [Citation Analysis] |
2011 | Momentum or contrarian investment strategies: Evidence from Dutch institutional investors RePEc:eee:jbfina:v:35:y:2011:i:9:p:2245-2251 | [Citation Analysis] |
2011 | Extreme returns: The case of currencies RePEc:eee:jbfina:v:35:y:2011:i:11:p:2868-2880 | [Citation Analysis] |
2011 | Does FOMC news increase global FX trading? RePEc:eee:jbfina:v:35:y:2011:i:11:p:2965-2973 | [Citation Analysis] |
2011 | The high-frequency response of exchange rates to monetary policy actions and statements RePEc:eee:jbfina:v:35:y:2011:i:2:p:478-489 | [Citation Analysis] |
2011 | ORGANIZATIONAL FORM AND EFFICIENCY: THE COEXISTENCE OF FAMILY TAKAFUL AND LIFE INSURANCE IN MALAYSIA RePEc:grg:01biss:v:3:y:2011:i:1:p:122-137 | [Citation Analysis] |
2011 | ORGANIZATIONAL FORM AND EFFICIENCY: THE COEXISTENCE OF FAMILY TAKAFUL AND LIFE INSURANCE IN MALAYSIA RePEc:cms:2icb11:2011-306 | [Citation Analysis] |
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2011 | Monetary policy and housing prices; a case study of Chinese
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2011 | Macro-finance interactions in the US: A global perspective RePEc:tur:wpaper:23 | [Citation Analysis] |
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2011 | Long memory in volatility and trading volume RePEc:eee:jbfina:v:35:y:2011:i:7:p:1714-1726 | [Citation Analysis] |
2011 | Expected returns, risk premia, and volatility surfaces implicit in option market prices RePEc:eee:jbfina:v:35:y:2011:i:1:p:215-230 | [Citation Analysis] |
2011 | Capacity and factor timing effects in active portfoliomanagement RePEc:eee:finmar:v:14:y:2011:i:2:p:277-300 | [Citation Analysis] |
2011 | Selling winners, holding losers: Effect on fund flows and survival of disposition-prone mutual funds RePEc:eee:jbfina:v:35:y:2011:i:10:p:2704-2718 | [Citation Analysis] |
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2011 | Participating mortgages and the efficiency of financial intermediation RePEc:eee:jbfina:v:35:y:2011:i:11:p:3042-3054 | [Citation Analysis] |
2011 | The Inhibition of Usury (Riba An-Nasiah) and the Economic Underdevelopment of the Muslim World RePEc:bng:wpaper:11002 | [Citation Analysis] |
2011 | Financial Instability - a Result of Excess Liquidity or Credit Cycles? RePEc:kud:kuiedp:1121 | [Citation Analysis] |
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2011 | Risk adjustment and momentum sources RePEc:eee:jbfina:v:35:y:2011:i:6:p:1427-1435 | [Citation Analysis] |
2011 | Monitoring via staging: Evidence from Private investments in public equity RePEc:eee:jbfina:v:35:y:2011:i:12:p:3417-3431 | [Citation Analysis] |
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2011 | Global equity fund performance, portfolio concentration, and the fundamental law of active management RePEc:eee:jbfina:v:35:y:2011:i:1:p:155-165 | [Citation Analysis] |
2011 | Small Firm Capital Structure and the Syndicated Loan Market RePEc:kap:jfsres:v:39:y:2011:i:1:p:55-70 | [Citation Analysis] |
2011 | Foreign banks in syndicated loan markets RePEc:eee:jbfina:v:35:y:2011:i:10:p:2679-2689 | [Citation Analysis] |
2011 | On syndicate composition, corporate structure and the certification effect of credit ratings RePEc:eee:jbfina:v:35:y:2011:i:2:p:290-299 | [Citation Analysis] |
2011 | Lifecycle Portfolio Choice with Systematic Longevity Risk and Variable Investment-Linked Deferred Annuities RePEc:nbr:nberwo:17505 | [Citation Analysis] |
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2011 | International diversification with frontier markets RePEc:eee:jfinec:v:101:y:2011:i:1:p:227-242 | [Citation Analysis] |
2011 | Home country bias: Does domestic experience help investors enter foreign markets? RePEc:eee:jbfina:v:35:y:2011:i:9:p:2330-2340 | [Citation Analysis] |
2011 | Egalitarianism and international investment RePEc:eee:jfinec:v:102:y:2011:i:3:p:621-642 | [Citation Analysis] |
2011 | Foreign cultures, Sarbanes-Oxley Act and cross-delisting RePEc:eee:mulfin:v:21:y:2011:i:4:p:208-223 | [Citation Analysis] |
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2011 | Credit contagion between financial systems RePEc:zbw:bubdp2:201115 | [Citation Analysis] |
2011 | Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? RePEc:eee:jbfina:v:35:y:2011:i:1:p:130-141 | [Citation Analysis] |
2011 | Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX RePEc:eee:jbfina:v:35:y:2011:i:9:p:2374-2387 | [Citation Analysis] |
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2011 | What explains default risk premium during the financial crisis? Evidence from Japan RePEc:eee:jebusi:v:63:y:2011:i:5:p:412-430 | [Citation Analysis] |
2011 | Earned/contributed capital, dividend policy, and disclosure quality: An international study RePEc:eee:jbfina:v:35:y:2011:i:7:p:1610-1625 | [Citation Analysis] |
2011 | Long term changes in voting power and control structure following the unification of dual class shares RePEc:eee:corfin:v:17:y:2011:i:2:p:215-228 | [Citation Analysis] |
2011 | Are small family firms financially sophisticated? RePEc:eee:jbfina:v:35:y:2011:i:11:p:2931-2944 | [Citation Analysis] |
2011 | Small business groups enhance performance and promote stability, not expropriation. Evidence from French SMEs RePEc:eee:jbfina:v:35:y:2011:i:3:p:613-626 | [Citation Analysis] |
2011 | Dynamics of international integration of government securities markets RePEc:eee:jbfina:v:35:y:2011:i:1:p:142-154 | [Citation Analysis] |
2011 | Financial integration and emerging markets capital structure RePEc:eee:jbfina:v:35:y:2011:i:5:p:1228-1238 | [Citation Analysis] |
2011 | Dependence structure and extreme comovements in international equity and bond markets RePEc:eee:jbfina:v:35:y:2011:i:8:p:1954-1970 | [Citation Analysis] |
2011 | Loan loss reserves, accounting constraints, and bank ownership structure RePEc:fip:fedrwp:11-09 | [Citation Analysis] |
2011 | An economic analysis of the 2010 proposed settlement between the Department of Justice and credit card networks RePEc:fip:fedbpp:11-4 | [Citation Analysis] |
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2011 | Counter-cyclical substitution between trade credit and bank credit RePEc:eee:jbfina:v:35:y:2011:i:8:p:1859-1878 | [Citation Analysis] |
2011 | Who said large banks dont experience scale economies? Evidence from a risk-return-driven cost function RePEc:fip:fedpwp:11-27 | [Citation Analysis] |
2011 | Too big to fail: a thorn in the side of free markets RePEc:kap:empiri:v:38:y:2011:i:3:p:331-349 | [Citation Analysis] |
2011 | Who Said Large Banks Dont Experience Scale Economies? Evidence from a Risk-Return-Driven Cost Function RePEc:rut:rutres:201127 | [Citation Analysis] |
2011 | A cyclical model of exchange rate volatility RePEc:eee:jbfina:v:35:y:2011:i:11:p:3055-3064 | [Citation Analysis] |
2011 | Firm specific and macro herding by professional and amateur investors and their effects on market volatility RePEc:huj:dispap:dp586 | [Citation Analysis] |
2011 | Cross-country effects in herding behaviour: Evidence from four south European markets RePEc:eee:intfin:v:21:y:2011:i:3:p:443-460 | [Citation Analysis] |
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2011 | Bank Competition and Stability: Cross-country Heterogeneity (Replaced by CentER DP 2012-085) RePEc:dgr:kubcen:2011080 | [Citation Analysis] |
2011 | Bank Competition in the EU: How Has It Evolved? RePEc:lar:wpaper:2011-04 | [Citation Analysis] |
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2011 | Bank competition and stability: cross-country heterogeneity RePEc:rug:rugwps:11/732 | [Citation Analysis] |
2011 | Bidders strategic timing of acquisition announcements and the effects of payment method on target returns and competing bids RePEc:eee:jbfina:v:35:y:2011:i:9:p:2231-2244 | [Citation Analysis] |
2011 | Does more information in stock price lead to greater or smaller idiosyncratic return volatility? RePEc:eee:jbfina:v:35:y:2011:i:6:p:1563-1580 | [Citation Analysis] |
2011 | Identification of speculative bubbles using state-space models with Markov-switching RePEc:eee:jbfina:v:35:y:2011:i:5:p:1073-1086 | [Citation Analysis] |
2011 | A tale of values-driven and profit-seeking social investors RePEc:eee:jbfina:v:35:y:2011:i:8:p:2137-2147 | [Citation Analysis] |
2011 | Does corporate social responsibility affect the cost of capital? RePEc:eee:jbfina:v:35:y:2011:i:9:p:2388-2406 | [Citation Analysis] |
2011 | Employee treatment and firm leverage: A test of the stakeholder theory of capital structure RePEc:eee:jfinec:v:100:y:2011:i:1:p:130-153 | [Citation Analysis] |
2011 | Pricing in Retail Payment Systems: A Public Policy Perspective on Pricing of Payment Cards RePEc:dnb:dnbwpp:331 | [Citation Analysis] |
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2011 | Estimating Inflation Expectations with a Limited Number of Inflation-indexed Bonds RePEc:rba:rbardp:rdp2011-01 | [Citation Analysis] |
2011 | A SVECM Model of the UK Economy and
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2011 | A SVECM Model of the UK Economy and The Term Premium RePEc:acb:camaaa:2011-26 | [Citation Analysis] |
2011 | A model-independent maximum range for the liquidity correction of TIPS yields RePEc:fip:fedfwp:2011-16 | [Citation Analysis] |
2011 | The United Kingdomâs quantitative easing policy: design, operation and impact RePEc:boe:qbullt:0055 | [Citation Analysis] |
2011 | An estimated DSGE model: explaining variation in term premia RePEc:boe:boeewp:0441 | [Citation Analysis] |
2011 | A conditional asset-pricing model with the optimal orthogonal portfolio RePEc:eee:jbfina:v:35:y:2011:i:5:p:1027-1040 | [Citation Analysis] |
2011 | A global model of international yield curves: no-arbitrage term structure approach RePEc:boe:boeewp:0419 | [Citation Analysis] |
2011 | EU NEW MEMBER STATES HOUSEHOLDS‘ BANKING INDEBTEDNESS AND IT‘S IMPLICATIONS: AN OVERVIEW RePEc:alu:journl:v:2:y:2011:i:13:p:28 | [Citation Analysis] |
2011 | A closer look at financial development and income distribution RePEc:eee:jbfina:v:35:y:2011:i:7:p:1698-1713 | [Citation Analysis] |
2011 | International evidence on bond risk premia RePEc:eee:jbfina:v:35:y:2011:i:1:p:174-181 | [Citation Analysis] |
2011 | The information content of stock splits RePEc:eee:jbfina:v:35:y:2011:i:9:p:2454-2467 | [Citation Analysis] |
2011 | Ambiguity made easier RePEc:flo:wpaper:2011-07 | [Citation Analysis] |
2011 | Financial market equilibria with heterogeneous agents: CAPM and market segmentation. RePEc:flo:wpaper:2011-08 | [Citation Analysis] |
2011 | Market equilibrium with heterogeneous behavioural
and classical investors preferences RePEc:flo:wpaper:2011-09 | [Citation Analysis] |
2011 | Optimal asset allocation under linear loss aversion RePEc:eee:jbfina:v:35:y:2011:i:11:p:2974-2990 | [Citation Analysis] |
2011 | The solution to the forward-bias puzzle: Reply RePEc:eee:intfin:v:21:y:2011:i:4:p:629-636 | [Citation Analysis] |
2011 | When and how US dollar shortages evolved into the full crisis? Evidence from the cross-currency swap market RePEc:eee:jbfina:v:35:y:2011:i:6:p:1450-1463 | [Citation Analysis] |
2011 | Managerial entrenchment, equity payout and capital structure RePEc:eee:jbfina:v:35:y:2011:i:1:p:36-50 | [Citation Analysis] |
2011 | Asymmetrical return on equity mean reversion and catering RePEc:eee:jbfina:v:35:y:2011:i:2:p:471-477 | [Citation Analysis] |
2011 | Patterns in payout policy and payout channel choice RePEc:eee:jbfina:v:35:y:2011:i:6:p:1477-1490 | [Citation Analysis] |
2011 | Earned/contributed capital, dividend policy, and disclosure quality: An international study RePEc:eee:jbfina:v:35:y:2011:i:7:p:1610-1625 | [Citation Analysis] |
2011 | Government, taxes and banking crises. RePEc:ner:carlos:info:hdl:10016/12766 | [Citation Analysis] |
2011 | Bank size, lending technologies, and small business finance RePEc:eee:jbfina:v:35:y:2011:i:3:p:724-735 | [Citation Analysis] |
2011 | Information verifiability, bank organization, bank competition and bank-borrower relationships RePEc:eee:jbfina:v:35:y:2011:i:4:p:935-954 | [Citation Analysis] |
2011 | Does debtor protection really protect debtors? Evidence from the small business credit market RePEc:eee:jbfina:v:35:y:2011:i:7:p:1843-1857 | [Citation Analysis] |
2011 | How do lending relationships affect access to credit and loan conditions in microlending? RePEc:eee:jbfina:v:35:y:2011:i:8:p:2169-2178 | [Citation Analysis] |
2011 | Determinants of start-up firm external financing worldwide RePEc:eee:jbfina:v:35:y:2011:i:9:p:2282-2294 | [Citation Analysis] |
2011 | Future labor income growth and the cross-section of equity returns RePEc:eee:jbfina:v:35:y:2011:i:1:p:67-81 | [Citation Analysis] |
2011 | A tale of values-driven and profit-seeking social investors RePEc:eee:jbfina:v:35:y:2011:i:8:p:2137-2147 | [Citation Analysis] |
2011 | Identifying Vulnerabilities in Systemically-Important Financial Institutions in a Macro-financial Linkages Framework RePEc:imf:imfwpa:11/111 | [Citation Analysis] |
2011 | Comment on Systemic Risks and the Macroeconomy RePEc:nbr:nberch:12052 | [Citation Analysis] |
2011 | Identifying Systemically Important Financial Institutions (SIFIs) RePEc:ess:wpaper:id:4383 | [Citation Analysis] |
2011 | Testing 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] |
2011 | Investment intensity of currencies and the random walk hypothesis: Cross-currency evidence RePEc:eee:jbfina:v:35:y:2011:i:2:p:372-387 | [Citation Analysis] |
2011 | Is the evidence for PPP reliable? A sustainability examination of the stationarity of real exchange rates RePEc:eee:jbfina:v:35:y:2011:i:9:p:2479-2490 | [Citation Analysis] |
2011 | Nonlinear trends in real exchange rates: A panel unit root test approach RePEc:eee:jimfin:v:30:y:2011:i:8:p:1619-1637 | [Citation Analysis] |
2011 | Empirical Evidence on the Convergence of Interest Rates for IFRS 4: SPSM Using the Panel KSS Test RePEc:ijb:journl:v:10:y:2011:i:2:p:171-176 | [Citation Analysis] |
2011 | Value and capacity of tax shields: An analysis of the slicing approach RePEc:eee:jbfina:v:35:y:2011:i:1:p:166-173 | [Citation Analysis] |
2011 | A review of the seasonal affective disorder hypothesis RePEc:eee:soceco:v:40:y:2011:i:6:p:959-967 | [Citation Analysis] |
2011 | Cost 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] |
2011 | Money demand in China and time-varying cointegration RePEc:eee:chieco:v:22:y:2011:i:3:p:330-343 | [Citation Analysis] |
2011 | Technical efficiency in the Chinese banking sector RePEc:eee:ecmode:v:28:y:2011:i:5:p:2083-2089 | [Citation Analysis] |
2011 | Determinants of bank profitability before and during the crisis: Evidence from Switzerland RePEc:eee:intfin:v:21:y:2011:i:3:p:307-327 | [Citation Analysis] |
2011 | Foreign bank entry and firms access to bank credit: Evidence from China RePEc:eee:jbfina:v:35:y:2011:i:4:p:1000-1010 | [Citation Analysis] |
2011 | Are foreign banks more profitable than domestic banks? Home- and host-country effects of banking market structure, governance, and supervision RePEc:eee:jbfina:v:35:y:2011:i:4:p:819-839 | [Citation Analysis] |
2011 | Towards a more accurate measure of foreign bank entry and its impact on domestic banking performance: The case of China RePEc:eee:jbfina:v:35:y:2011:i:4:p:886-901 | [Citation Analysis] |
2011 | Effect 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] |
2011 | Insider trading law enforcement and gross spreads of ADR IPOs RePEc:eee:jbfina:v:35:y:2011:i:8:p:1907-1917 | [Citation Analysis] |
2011 | Measuring and explaining the volatility of capital flows to emerging countries RePEc:eee:jbfina:v:35:y:2011:i:8:p:1941-1953 | [Citation Analysis] |
2011 | Liquidity and asset pricing: Evidence from the Hong Kong stock market RePEc:eee:jbfina:v:35:y:2011:i:9:p:2217-2230 | [Citation Analysis] |
2011 | What Drives Aggregate Credit Risk? RePEc:onb:oenbfs:y:2011:i:22:b:2 | [Citation Analysis] |
2011 | Analyzing the impact of credit migration in a portfolio setting RePEc:eee:jbfina:v:35:y:2011:i:12:p:3145-3157 | [Citation Analysis] |
2011 | Capital requirements under the credit risk-based framework RePEc:eee:jbfina:v:35:y:2011:i:6:p:1380-1390 | [Citation Analysis] |
2011 | Market discipline, financial crisis and regulatory changes: Evidence from Indonesian banks RePEc:eee:jbfina:v:35:y:2011:i:6:p:1552-1562 | [Citation Analysis] |
2011 | Joint 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] |
2011 | THE RELATIONSHIP BETWEEN MACROECONOMIC VARIABLES AND ROMANIAN CORPORATE DEFAULT RATES BETWEEN 2002-2008 RePEc:ora:journl:v:1:y:2011:i:1:p:206-213 | [Citation Analysis] |
2011 | The volatility of consumption-based stochastic discount factors and economic cycles RePEc:eee:jbfina:v:35:y:2011:i:9:p:2197-2216 | [Citation Analysis] |
2011 | Optimal asset allocation under linear loss aversion RePEc:eee:jbfina:v:35:y:2011:i:11:p:2974-2990 | [Citation Analysis] |
2011 | Portfolio 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] |
2011 | Foreign exchange risk pricing and equity market segmentation in Africa RePEc:eee:jbfina:v:35:y:2011:i:9:p:2295-2310 | [Citation Analysis] |
2011 | Pricing Full Deposit Insurance in Germany amidst the Financial Crisis 2008-2010 RePEc:pav:wpaper:143 | [Citation Analysis] |
2011 | Deposit insurance and subsidized recapitalizations RePEc:eee:jbfina:v:35:y:2011:i:12:p:3400-3416 | [Citation Analysis] |
2011 | International Diversification During the Financial Crisis: A Blessing for Equity Investors? RePEc:dnb:dnbwpp:324 | [Citation Analysis] |
2011 | Tests of equal forecast accuracy for overlapping models RePEc:fip:fedcwp:1121 | [Citation Analysis] |
2011 | Tests of equal forecast accuracy for overlapping models RePEc:fip:fedlwp:2011-024 | [Citation Analysis] |
2011 | Intraday jumps and US macroeconomic news announcements RePEc:eee:jbfina:v:35:y:2011:i:10:p:2511-2527 | [Citation Analysis] |
2011 | International evidence on bond risk premia RePEc:eee:jbfina:v:35:y:2011:i:1:p:174-181 | [Citation Analysis] |
2011 | Asset-liability management under time-varying investment opportunities RePEc:eee:jbfina:v:35:y:2011:i:1:p:182-192 | [Citation Analysis] |
2011 | Detecting time-variation in corporate bond index returns: A smooth transition regression model RePEc:eee:jbfina:v:35:y:2011:i:1:p:95-103 | [Citation Analysis] |
2011 | Can broker-dealer client surveys provide signals for debt investing? RePEc:eee:jbfina:v:35:y:2011:i:5:p:1170-1178 | [Citation Analysis] |
2011 | Revisiting the expectations hypothesis of the term structure of interest rates RePEc:eee:jbfina:v:35:y:2011:i:5:p:1202-1212 | [Citation Analysis] |
2011 | Volatility components, leverage effects, and the return-volatility relations RePEc:eee:jbfina:v:35:y:2011:i:6:p:1530-1540 | [Citation Analysis] |
2011 | Long memory in volatility and trading volume RePEc:eee:jbfina:v:35:y:2011:i:7:p:1714-1726 | [Citation Analysis] |
2011 | Information disclosure in credit markets when banks costs are endogenous RePEc:eee:jbfina:v:35:y:2011:i:2:p:490-497 | [Citation Analysis] |
2011 | Global equity fund performance, portfolio concentration, and the fundamental law of active management RePEc:eee:jbfina:v:35:y:2011:i:1:p:155-165 | [Citation Analysis] |
2011 | Banks 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] |
2011 | Financial Instability - a Result of Excess Liquidity or Credit Cycles? RePEc:kud:kuiedp:1121 | [Citation Analysis] |
2011 | Dynamics of a Protected Housing Market: The Case of Switzerland RePEc:tcd:tcduee:tep1011 | [Citation Analysis] |
2011 | REITs, interest rates and stock prices in Malaysia RePEc:mos:moswps:2011-01 | [Citation Analysis] |
2011 | Fiscal policy and financial market movements RePEc:eee:jbfina:v:35:y:2011:i:1:p:231-251 | [Citation Analysis] |
2011 | House prices, non-fundamental components and interstate spillovers: The Australian experience RePEc:eee:jbfina:v:35:y:2011:i:3:p:653-669 | [Citation Analysis] |
2011 | Dynamic modeling of regional house price diffusion in Taiwan RePEc:eee:jhouse:v:20:y:2011:i:4:p:315-332 | [Citation Analysis] |
2011 | Securitization Rating Performance and Agency Incentives RePEc:hkm:wpaper:182011 | [Citation Analysis] |
2011 | Comparison of modeling methods for Loss Given Default RePEc:eee:jbfina:v:35:y:2011:i:11:p:2842-2855 | [Citation Analysis] |
2011 | Participating mortgages and the efficiency of financial intermediation RePEc:eee:jbfina:v:35:y:2011:i:11:p:3042-3054 | [Citation Analysis] |
2011 | The Euro/Dollar Exchange Rate: Chaotic or Non-Chaotic? RePEc:deg:conpap:c016_035 | [Citation Analysis] |
2011 | Nonlinear exchange rate dynamics under stochastic official intervention RePEc:eee:ecmode:v:28:y:2011:i:4:p:1510-1518 | [Citation Analysis] |
2011 | The high-frequency response of exchange rates to monetary policy actions and statements RePEc:eee:jbfina:v:35:y:2011:i:2:p:478-489 | [Citation Analysis] |
2011 | A structural threshold model of the exchange rate under optimal intervention RePEc:eee:jimfin:v:30:y:2011:i:6:p:931-946 | [Citation Analysis] |
2011 | A 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] |
2011 | Financial integration and emerging markets capital structure RePEc:eee:jbfina:v:35:y:2011:i:5:p:1228-1238 | [Citation Analysis] |
2011 | When and how US dollar shortages evolved into the full crisis? Evidence from the cross-currency swap market RePEc:eee:jbfina:v:35:y:2011:i:6:p:1450-1463 | [Citation Analysis] |
2011 | A Survey of Venture Capital Research RePEc:dgr:kubcen:2011111 | [Citation Analysis] |
2011 | Monitoring via staging: Evidence from Private investments in public equity RePEc:eee:jbfina:v:35:y:2011:i:12:p:3417-3431 | [Citation Analysis] |
2011 | Channels of Interprovincial Consumption Risk Sharing in the Peopleâs Republic of China RePEc:ris:adbiwp:0334 | [Citation Analysis] |
2011 | Firm survival and financial development: Evidence from a panel of emerging Asian economies RePEc:eee:jbfina:v:35:y:2011:i:7:p:1736-1752 | [Citation Analysis] |
2011 | Bank-specific shocks and the real economy RePEc:eee:jbfina:v:35:y:2011:i:8:p:2179-2187 | [Citation Analysis] |
2011 | Channels of interprovincial risk sharing in China RePEc:eee:jcecon:v:39:y:2011:i:3:p:383-405 | [Citation Analysis] |
2011 | Resource abundance and financial development: Evidence from China RePEc:eee:jrpoli:v:36:y:2011:i:1:p:72-79 | [Citation Analysis] |
2011 | COMPARATIVE STUDY ON THE EVOLUTION OF LOANS ANDDEPOSITS BETWEEN THE ROMANIAN BANK FOR DEVELOPMENT (BRD) - GROUPE SOCIETE GENERALE AND THE ROMANIAN BANKING SYSTEM RePEc:alu:journl:v:2:y:2011:i:13:p:27 | [Citation Analysis] |
2011 | Small business groups enhance performance and promote stability, not expropriation. Evidence from French SMEs RePEc:eee:jbfina:v:35:y:2011:i:3:p:613-626 | [Citation Analysis] |
2011 | Connected transactions and firm value: Evidence from China-affiliated companies RePEc:eee:pacfin:v:19:y:2011:i:5:p:470-490 | [Citation Analysis] |
2011 | Efficiency and Its Impact on the Performance of European Commercial Banks RePEc:mag:wpaper:110018 | [Citation Analysis] |
2011 | Bank Efficiency and Default in Brazil: Causality Tests RePEc:bcb:wpaper:253 | [Citation Analysis] |
2011 | Fire sale acquisitions: Myth vs. reality RePEc:eee:jbfina:v:35:y:2011:i:3:p:532-543 | [Citation Analysis] |
2011 | Emerging market crises and US equity market returns RePEc:eee:glofin:v:22:y:2011:i:1:p:32-41 | [Citation Analysis] |
2011 | The impact of terrorism on financial markets: An empirical study RePEc:eee:jbfina:v:35:y:2011:i:2:p:253-267 | [Citation Analysis] |
2011 | Does corporate governance affect stock liquidity in the Tunisian Stock Market? RePEc:pra:mprapa:28697 | [Citation Analysis] |
2011 | Foreign ownership in Vietnam stock markets - an empirical analysis RePEc:pra:mprapa:29863 | [Citation Analysis] |
2011 | Innovation, Trade, and Finance RePEc:ces:ceswps:_3529 | [Citation Analysis] |
2011 | Innovative capability and financing constraints for innovation: More money, more innovation? RePEc:zbw:zewdip:09081r | [Citation Analysis] |
2011 | Innovation, Trade, and Finance RePEc:cpr:ceprdp:8467 | [Citation Analysis] |
2011 | Internal finance and growth: Microeconometric evidence on Chinese firms RePEc:eee:deveco:v:96:y:2011:i:1:p:79-94 | [Citation Analysis] |
2011 | How National and International Financial Development Affect Industrial R&D RePEc:ces:ceswps:_3480 | [Citation Analysis] |
2011 | The impact of changes in bank ownership structure on the allocation of capital: International evidence RePEc:eee:jbfina:v:35:y:2011:i:10:p:2528-2543 | [Citation Analysis] |
2011 | The macroeconomic sources of systemic risk in the banking sectors of five new EU member states RePEc:eee:jbfina:v:35:y:2011:i:2:p:310-322 | [Citation Analysis] |
2011 | Hierarchical determinants of capital structure RePEc:eee:jbfina:v:35:y:2011:i:2:p:358-371 | [Citation Analysis] |
2011 | Are small family firms financially sophisticated? RePEc:eee:jbfina:v:35:y:2011:i:11:p:2931-2944 | [Citation Analysis] |
2011 | Does ownership matter in mergers? A comparative study of the causes and consequences of mergers by family and non-family firms RePEc:eee:jbfina:v:35:y:2011:i:1:p:193-203 | [Citation Analysis] |
2011 | Founder CEO management and the long-run investment performance of IPO firms RePEc:eee:jbfina:v:35:y:2011:i:7:p:1669-1682 | [Citation Analysis] |
2011 | Bidders strategic timing of acquisition announcements and the effects of payment method on target returns and competing bids RePEc:eee:jbfina:v:35:y:2011:i:9:p:2231-2244 | [Citation Analysis] |
2011 | Ability 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] |
2011 | The impact of European bank mergers on bidder default risk RePEc:eee:jbfina:v:35:y:2011:i:4:p:902-915 | [Citation Analysis] |
2011 | Bank M&A: A market power story? RePEc:eee:jbfina:v:35:y:2011:i:9:p:2341-2354 | [Citation Analysis] |
2011 | Deposit insurance scheme and banking crises: a special focus on less-developed countries RePEc:spr:empeco:v:41:y:2011:i:1:p:155-182 | [Citation Analysis] |
2011 | Ownership structure, market discipline, and banks risk-taking incentives under deposit insurance RePEc:eee:jbfina:v:35:y:2011:i:10:p:2666-2678 | [Citation Analysis] |
2011 | Stock repurchases: How firms choose between a self tender offer and an open-market program RePEc:eee:jbfina:v:35:y:2011:i:12:p:3174-3187 | [Citation Analysis] |
2011 | Bank capital regulation and credit supply RePEc:eee:jbfina:v:35:y:2011:i:2:p:323-330 | [Citation Analysis] |
2011 | Selling winners, holding losers: Effect on fund flows and survival of disposition-prone mutual funds RePEc:eee:jbfina:v:35:y:2011:i:10:p:2704-2718 | [Citation Analysis] |
2011 | International fund investment and local market returns RePEc:eee:jbfina:v:35:y:2011:i:3:p:572-587 | [Citation Analysis] |
2011 | The pricing and performance of leveraged exchange-traded funds RePEc:eee:jbfina:v:35:y:2011:i:4:p:966-977 | [Citation Analysis] |
2011 | Investment horizon and portfolio choice of private investors RePEc:eee:finana:v:20:y:2011:i:2:p:68-75 | [Citation Analysis] |
2011 | Marriage and other risky assets: A portfolio approach RePEc:eee:jbfina:v:35:y:2011:i:11:p:2902-2915 | [Citation Analysis] |
2011 | Financial intermediation in the theory of the risk-free rate RePEc:eee:jbfina:v:35:y:2011:i:7:p:1663-1668 | [Citation Analysis] |
2011 | Stockholding: Participation, location, and spillovers RePEc:eee:jbfina:v:35:y:2011:i:8:p:1918-1930 | [Citation Analysis] |
2011 | Does crude oil move stock markets in Europe? A sector investigation RePEc:eee:ecmode:v:28:y:2011:i:4:p:1716-1725 | [Citation Analysis] |
2011 | Conditional beta pricing models: A nonparametric approach RePEc:eee:jbfina:v:35:y:2011:i:12:p:3362-3382 | [Citation Analysis] |
2011 | Dynamics of international integration of government securities markets RePEc:eee:jbfina:v:35:y:2011:i:1:p:142-154 | [Citation Analysis] |
2011 | How 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] |
2011 | Investigating sources of unanticipated exposure in industry stock returns RePEc:eee:jbfina:v:35:y:2011:i:5:p:1128-1142 | [Citation Analysis] |
2011 | Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets RePEc:eee:reveco:v:20:y:2011:i:4:p:717-732 | [Citation Analysis] |
2011 | The value of bank relationships: Evidence from Belgium at the start of the Great Depression RePEc:ant:wpaper:2011021 | [Citation Analysis] |
2011 | A theory of optimal expropriation, mergers and industry competition RePEc:eee:jbfina:v:35:y:2011:i:4:p:955-965 | [Citation Analysis] |
2011 | An Analysis of the Factors Determining Crime in England and Wales: A Quantile Regression Approach RePEc:bir:birmec:11-12 | [Citation Analysis] |
2011 | Comparing different explanations of the volatility trend RePEc:eee:jbfina:v:35:y:2011:i:6:p:1581-1597 | [Citation Analysis] |
2011 | Bank bailouts, interventions, and moral hazard RePEc:zbw:bubdp2:201110 | [Citation Analysis] |
2011 | Forecasting the fragility of the banking and insurance sectors RePEc:eee:jbfina:v:35:y:2011:i:4:p:807-818 | [Citation Analysis] |
2011 | Corporate derivatives use and the cost of equity RePEc:eee:jbfina:v:35:y:2011:i:6:p:1491-1506 | [Citation Analysis] |
2011 | The role of agency costs in financial conglomeration RePEc:pra:mprapa:34815 | [Citation Analysis] |
2011 | Is M&A different during a crisis? Evidence from the European banking sector RePEc:pra:mprapa:35065 | [Citation Analysis] |
2011 | Predicting regime switches in the VIX index with macroeconomic variables RePEc:taf:apeclt:v:18:y:2011:i:15:p:1415-1419 | [Citation Analysis] |
2011 | Macroeconomic risk and the cross-section of stock returns RePEc:eee:jbfina:v:35:y:2011:i:12:p:3158-3173 | [Citation Analysis] |
2011 | A conditional asset-pricing model with the optimal orthogonal portfolio RePEc:eee:jbfina:v:35:y:2011:i:5:p:1027-1040 | [Citation Analysis] |
2011 | Identification of speculative bubbles using state-space models with Markov-switching RePEc:eee:jbfina:v:35:y:2011:i:5:p:1073-1086 | [Citation Analysis] |
2011 | Macroeconomic news, announcements, and stock market jump intensity dynamics RePEc:eee:jbfina:v:35:y:2011:i:5:p:1263-1276 | [Citation Analysis] |
2011 | DO CORPORATE GOVERNANCE âACTORSââ FEATURES AFFECT BANKSâ VALUE? â EVIDENCE FROM ROMANIA RePEc:blg:journl:v:6:y:2011:i:2:p:136-150 | [Citation Analysis] |
2011 | Corporate governance and the cost of debt: Evidence from director limited liability and indemnification provisions RePEc:eee:corfin:v:17:y:2011:i:1:p:83-107 | [Citation Analysis] |
2011 | CEO pay incentives and risk-taking: Evidence from bank acquisitions RePEc:eee:corfin:v:17:y:2011:i:4:p:1078-1095 | [Citation Analysis] |
2011 | The Effect of Board Size and Composition on the Efficiency of UK Banks RePEc:taf:ijecbs:v:18:y:2011:i:3:p:441-462 | [Citation Analysis] |
2011 | Credit availability and investment in Italy: lessons from the "Great Recession" RePEc:bdi:wptemi:td_793_11 | [Citation Analysis] |
2011 | Creditor rights and debt allocation within multinationals RePEc:eee:jbfina:v:35:y:2011:i:6:p:1367-1379 | [Citation Analysis] |
2011 | Expected returns, risk premia, and volatility surfaces implicit in option market prices RePEc:eee:jbfina:v:35:y:2011:i:1:p:215-230 | [Citation Analysis] |
2011 | Corporate governance, affirmative action and firm value: evidence from post-apartheid South African firms RePEc:pra:mprapa:32288 | [Citation Analysis] |
2011 | The impact of macroeconomic news on quote adjustments, noise, and informational volatility RePEc:eee:jbfina:v:35:y:2011:i:10:p:2733-2746 | [Citation Analysis] |
2011 | Volatility and covariation of financial assets: A high-frequency analysis RePEc:eee:jbfina:v:35:y:2011:i:12:p:3319-3334 | [Citation Analysis] |
2011 | The relationship between asset growth and the cross-section of stock returns RePEc:eee:jbfina:v:35:y:2011:i:3:p:670-680 | [Citation Analysis] |
2011 | Procyclicality in the banking industry: causes, consequences and response RePEc:bog:wpaper:139 | [Citation Analysis] |
2011 | The asymmetric behavior and procyclical impact of asset correlations RePEc:eee:jbfina:v:35:y:2011:i:10:p:2559-2568 | [Citation Analysis] |
2011 | The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns RePEc:eee:jbfina:v:35:y:2011:i:5:p:1239-1249 | [Citation Analysis] |
2011 | Exchange rate expectations and the pricing of Chinese cross-listed stocks RePEc:eee:jbfina:v:35:y:2011:i:2:p:443-455 | [Citation Analysis] |
2011 | Competition among stock exchanges for equity RePEc:eee:jbfina:v:35:y:2011:i:9:p:2355-2373 | [Citation Analysis] |
2011 | Emerging country cross-border acquisitions: Characteristics, acquirer returns and cross-sectional determinants RePEc:eee:ememar:v:12:y:2011:i:3:p:250-271 | [Citation Analysis] |
2011 | The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares RePEc:eee:jbfina:v:35:y:2011:i:8:p:2123-2136 | [Citation Analysis] |
2011 | Evaluating alternative methods for testing asset pricing models with historical data RePEc:eee:empfin:v:18:y:2011:i:1:p:136-146 | [Citation Analysis] |
2011 | Managerial compensation and the underinvestment problem RePEc:eee:ecmode:v:28:y:2011:i:1-2:p:308-315 | [Citation Analysis] |
2011 | Does deposit insurance improve financial intermediation? Evidence from the Russian experiment RePEc:eee:jbfina:v:35:y:2011:i:2:p:388-402 | [Citation Analysis] |
2011 | Inherited or earned? Performance of foreign banks in Central and Eastern Europe RePEc:eee:jbfina:v:35:y:2011:i:5:p:1291-1302 | [Citation Analysis] |
2011 | Householdsâ Foreign Currency Borrowing in Central and Eastern Europe RePEc:onb:oenbwp:171 | [Citation Analysis] |
2011 | The Dynamics of Deposit Euroization in European Post-transition Countries: Evidence from Threshold VAR RePEc:iez:wpaper:1102 | [Citation Analysis] |
2011 | Determinants of Foreign Currency Loans in CESEE Countries: A Meta-Analysis RePEc:onb:oenbfi:y:2011:i:4:b:2 | [Citation Analysis] |
2011 | The Information Improving Channel of Exchange Rate Intervention: How Do Official Announcements Work? RePEc:koe:wpaper:1116 | [Citation Analysis] |
2011 | Monetary policy communication under inflation targeting: Do words speak louder than actions? RePEc:koc:wpaper:1128 | [Citation Analysis] |
2011 | Mutual funds as monitors: Evidence from mutual fund voting RePEc:eee:corfin:v:17:y:2011:i:4:p:914-928 | [Citation Analysis] |
2011 | Volatility Transmission in Emerging European Foreign Exchange Markets RePEc:wdi:papers:2011-1020 | [Citation Analysis] |
2011 | Volatility transmission in emerging European foreign exchange markets RePEc:eee:jbfina:v:35:y:2011:i:11:p:2829-2841 | [Citation Analysis] |
2011 | Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis RePEc:eee:jbfina:v:35:y:2011:i:10:p:2690-2703 | [Citation Analysis] |
2011 | On the sources of private information in FX markets RePEc:eee:jbfina:v:35:y:2011:i:5:p:1250-1262 | [Citation Analysis] |
2011 | Nonnegotiable shares, controlling shareholders, and dividend payments in China RePEc:eee:corfin:v:17:y:2011:i:1:p:122-133 | [Citation Analysis] |
2011 | Cooking the books: Recipes and costs of falsified financial statements in China RePEc:eee:corfin:v:17:y:2011:i:2:p:371-390 | [Citation Analysis] |
2011 | Performance and characteristics of acquiring firms in the Chinese stock markets RePEc:eee:ememar:v:12:y:2011:i:2:p:152-170 | [Citation Analysis] |
2011 | Governance, monitoring and foreign investment in Chinese companies RePEc:eee:ememar:v:12:y:2011:i:2:p:171-188 | [Citation Analysis] |
2011 | Firm specific and macro herding by professional and amateur investors and their effects on market volatility RePEc:huj:dispap:dp586 | [Citation Analysis] |
2011 | Portfolio selection with mental accounts and delegation RePEc:eee:jbfina:v:35:y:2011:i:10:p:2637-2656 | [Citation Analysis] |
2011 | Firm specific and macro herding by professional and amateur investors and their effects on market volatility RePEc:eee:jbfina:v:35:y:2011:i:7:p:1599-1609 | [Citation Analysis] |
2011 | An FFT-network for Lévy option pricing RePEc:eee:jbfina:v:35:y:2011:i:4:p:988-999 | [Citation Analysis] |
2011 | The critical stock price for the American put option RePEc:eee:finlet:v:8:y:2011:i:1:p:8-14 | [Citation Analysis] |
2011 | Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? RePEc:eee:jbfina:v:35:y:2011:i:1:p:130-141 | [Citation Analysis] |
2011 | Contagion risk in the Australian banking and property sectors RePEc:eee:jbfina:v:35:y:2011:i:3:p:681-697 | [Citation Analysis] |
2011 | Government, taxes and banking crises RePEc:eee:jbfina:v:35:y:2011:i:10:p:2761-2770 | [Citation Analysis] |
2011 | International variations in expected equity premia: Role of financial architecture and governance RePEc:eee:jbfina:v:35:y:2011:i:11:p:3090-3100 | [Citation Analysis] |
2011 | Cultural influences on home bias and international diversification by institutional investors RePEc:eee:jbfina:v:35:y:2011:i:4:p:916-934 | [Citation Analysis] |
2011 | A closer look at financial development and income distribution RePEc:eee:jbfina:v:35:y:2011:i:7:p:1698-1713 | [Citation Analysis] |
2011 | Risk Management of Precious Metals RePEc:ucm:doicae:1104 | [Citation Analysis] |
2011 | Should investors include commodities in their portfolios after all? New evidence RePEc:eee:jbfina:v:35:y:2011:i:10:p:2606-2626 | [Citation Analysis] |
2011 | Risk management of precious metals RePEc:eee:quaeco:v:51:y:2011:i:4:p:435-441 | [Citation Analysis] |
2011 | Pitfalls in modeling loss given default of bank loans RePEc:zbw:tbsifw:if35v1 | [Citation Analysis] |
2011 | Nominal and true cost of loan collateral RePEc:eee:jbfina:v:35:y:2011:i:10:p:2782-2790 | [Citation Analysis] |
2011 | Bank size and risk-taking under Basel II RePEc:eee:jbfina:v:35:y:2011:i:6:p:1436-1449 | [Citation Analysis] |
2011 | Managerial incentives, CEO characteristics and corporate innovation in Chinas private sector RePEc:eee:jcecon:v:39:y:2011:i:2:p:176-190 | [Citation Analysis] |
2011 | Internal liquidity risk in corporate bond yield spreads RePEc:eee:jbfina:v:35:y:2011:i:4:p:978-987 | [Citation Analysis] |
2011 | Simultaneous monetary policy announcements and international stock markets response: An intraday analysis RePEc:eee:jbfina:v:35:y:2011:i:3:p:752-764 | [Citation Analysis] |
2011 | The Great Recession and bank lending to small businesses RePEc:fip:fedbwp:11-16 | [Citation Analysis] |
2011 | CEO power, M&A decisions, and market reactions RePEc:eee:mulfin:v:21:y:2011:i:5:p:257-278 | [Citation Analysis] |
2011 | The information content of cash dividend announcements in a unique environment RePEc:eee:jbfina:v:35:y:2011:i:3:p:606-612 | [Citation Analysis] |
2011 | The 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] |
2011 | Explaining bank market-to-book ratios: Evidence from 2006 to 2009 RePEc:eee:jbfina:v:35:y:2011:i:8:p:2047-2055 | [Citation Analysis] |
2011 | Does the Bund dominate price discovery in Euro bond futures? Examining information shares RePEc:eee:jbfina:v:35:y:2011:i:5:p:1057-1072 | [Citation Analysis] |
2011 | Asymmetric information and price competition in small business lending RePEc:eee:jbfina:v:35:y:2011:i:9:p:2189-2196 | [Citation Analysis] |
2011 | The Convergence Between Outreach and Financial Performance in Mediterranean MFIs: A Panel Data Analysis RePEc:spr:trstrv:v:18:y:2011:i:1:p:149-163 | [Citation Analysis] |
2011 | Financial permeation as a role of microfinance : has microfinance actually been helpful to the poor? RePEc:jet:dpaper:dpaper299 | [Citation Analysis] |
2011 | Contrat de crédit, décentralisation
décisionnelle et performance des
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2011 | Does Regulatory Supervision Curtail Microfinance Profitability and Outreach? RePEc:eee:wdevel:v:39:y:2011:i:6:p:949-965 | [Citation Analysis] |
2011 | Performance and international investments in microfinance institutions RePEc:sol:wpaper:2013/103401 | [Citation Analysis] |
2011 | Small and Medium Enterprise Financing in Transition Economies RePEc:kap:atlecj:v:39:y:2011:i:1:p:19-38 | [Citation Analysis] |
2011 | Collateral and its Substitutes in Emerging Markets Lending RePEc:ces:ceswps:_3585 | [Citation Analysis] |
2011 | A computational approach to pricing a bank credit line RePEc:eee:jbfina:v:35:y:2011:i:6:p:1341-1351 | [Citation Analysis] |
2011 | Bank ownership and executive perquisites: New evidence from an emerging market RePEc:eee:corfin:v:17:y:2011:i:2:p:352-370 | [Citation Analysis] |
2011 | Ownership, control, and pyramids in Spanish commercial banks RePEc:eee:jbfina:v:35:y:2011:i:6:p:1464-1476 | [Citation Analysis] |
2011 | The calculation of capital requirement using Extreme Value Theory RePEc:eee:ecmode:v:28:y:2011:i:1-2:p:390-395 | [Citation Analysis] |
2011 | Product market pricing power, industry concentration and analysts earnings forecasts RePEc:eee:jbfina:v:35:y:2011:i:6:p:1352-1366 | [Citation Analysis] |
2011 | Analyst characteristics, timing of forecast revisions, and analyst forecasting ability RePEc:eee:jbfina:v:35:y:2011:i:8:p:2158-2168 | [Citation Analysis] |
2011 | Access to financing and firm growth RePEc:eee:jbfina:v:35:y:2011:i:3:p:709-723 | [Citation Analysis] |
2011 | The global financial crisis and the evolution of markets, institutions and regulation RePEc:eee:jbfina:v:35:y:2011:i:3:p:502-511 | [Citation Analysis] |
2011 | Can VAR Models Capture Regime Shifts in Asset Returns? A Long-Horizon Strategic Asset Allocation Perspective RePEc:igi:igierp:414 | [Citation Analysis] |
2011 | The diversification effects of volatility-related assets RePEc:eee:jbfina:v:35:y:2011:i:5:p:1179-1189 | [Citation Analysis] |
2011 | Non-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] |
2011 | Omega performance measure and portfolio insurance RePEc:eee:jbfina:v:35:y:2011:i:7:p:1811-1823 | [Citation Analysis] |
2011 | Financial consequences of losing admixed tree species: A new approach to value increased financial risks by ungulate browsing RePEc:eee:forpol:v:13:y:2011:i:6:p:503-511 | [Citation Analysis] |
2011 | Specialists as risk managers: The competition between intermediated and non-intermediated markets RePEc:eee:jbfina:v:35:y:2011:i:1:p:51-66 | [Citation Analysis] |
2011 | Foreign banks entry into the Russian market: motivation, entry modes and strategies RePEc:kyo:wpaper:801 | [Citation Analysis] |
2011 | Banking across Borders RePEc:dnb:dnbwpp:325 | [Citation Analysis] |
2011 | What drives foreign expansion of the top 100 multinational banks? The role of the credit reporting system RePEc:eee:jbfina:v:35:y:2011:i:3:p:588-605 | [Citation Analysis] |
2011 | Do foreign banks increase competition? Evidence from emerging Asian and Latin American banking markets RePEc:eee:jbfina:v:35:y:2011:i:4:p:856-875 | [Citation Analysis] |
2011 | Beyond the Crisis: Prospects for Emerging Europe RePEc:mkg:wpaper:1005 | [Citation Analysis] |
2011 | Do windfall non-debt tax shields from acquisitions affect corporate debt issues? RePEc:eme:mfipps:v:37:y:2011:i:6:p:537-552 | [Citation Analysis] |
2011 | The rise of risk-based pricing of mortgage interest rates in Italy RePEc:eee:jbfina:v:35:y:2011:i:5:p:1277-1290 | [Citation Analysis] |
2011 | A 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] |
2011 | Positive feedback trading, institutional investors and securities price fluctuation RePEc:eme:cfripp:v:1:y:2011:i:2:p:120-132 | [Citation Analysis] |
2011 | The prudential effect of strategic institutional ownership on stock performance RePEc:eee:finana:v:20:y:2011:i:4:p:191-199 | [Citation Analysis] |
2011 | Does more information in stock price lead to greater or smaller idiosyncratic return volatility? RePEc:eee:jbfina:v:35:y:2011:i:6:p:1563-1580 | [Citation Analysis] |
2011 | Who is the more overconfident trader? Individual vs. institutional investors RePEc:eee:jbfina:v:35:y:2011:i:7:p:1626-1644 | [Citation Analysis] |
2011 | Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns RePEc:eee:jbfina:v:35:y:2011:i:5:p:1114-1127 | [Citation Analysis] |
2011 | Determinants of bank net interest margins in a Small Island Developing Economy: Panel Evidence from Fiji RePEc:gri:fpaper:finance:201112 | [Citation Analysis] |
2011 | Deregulation, liberalization and consolidation of the Mexican banking system: Effects on competition RePEc:eee:jimfin:v:30:y:2011:i:2:p:337-353 | [Citation Analysis] |
2011 | Banks Net Interest Margin in the 2000s: A Macro-Accounting international perspective RePEc:eee:jimfin:v:30:y:2011:i:6:p:1214-1233 | [Citation Analysis] |
2011 | Optimal VWAP trading under noisy conditions RePEc:eee:jbfina:v:35:y:2011:i:9:p:2319-2329 | [Citation Analysis] |
2011 | Using cash to monitor liquidity - implications for payments, currency demand and withdrawal behavior RePEc:ecb:ecbwps:20111385 | [Citation Analysis] |
2011 | Choosing how to pay: the influence of home country habits RePEc:dnb:dnbwpp:328 | [Citation Analysis] |
2011 | Golden eggs versus plastic eggs: hyperbolic preferences and the persistence of debit RePEc:spr:jecfin:v:35:y:2011:i:1:p:93-103 | [Citation Analysis] |
2011 | How 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] |
2011 | Does regulation substitute or complement governance? RePEc:eee:jbfina:v:35:y:2011:i:3:p:736-751 | [Citation Analysis] |
2011 | Cross-border venture capital performance: Evidence from China RePEc:eee:pacfin:v:19:y:2011:i:1:p:71-97 | [Citation Analysis] |
2011 | Lifecycle Portfolio Choice with Systematic Longevity Risk and Variable Investment-Linked Deferred Annuities RePEc:nbr:nberwo:17505 | [Citation Analysis] |
2011 | Credit quality and technical efficiency in banking RePEc:spr:empeco:v:40:y:2011:i:2:p:537-558 | [Citation Analysis] |
2011 | Control-ownership wedge and investment sensitivity to stock price RePEc:eee:jbfina:v:35:y:2011:i:11:p:2856-2867 | [Citation Analysis] |
2011 | Understanding the macroeconomic effects of working capital in the United Kingdom RePEc:boe:boeewp:0422 | [Citation Analysis] |
2011 | Understanding the macroeconomic effects of working capital in the United Kingdom RePEc:wrk:warwec:959 | [Citation Analysis] |
2011 | Governance Mechanisms and Buyer Supplier Relationship:Static and Dynamic Panel Data Evidence from Tunisian Exporting SMEs RePEc:eco:journ1:2011-03-2 | [Citation Analysis] |
2011 | Counter-cyclical substitution between trade credit and bank credit RePEc:eee:jbfina:v:35:y:2011:i:8:p:1859-1878 | [Citation Analysis] |
2011 | The 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] |
2011 | Informed momentum trading versus uninformed naive investors strategies RePEc:eee:jbfina:v:35:y:2011:i:11:p:3077-3089 | [Citation Analysis] |
2011 | Omitted debt risk, financial distress and the cross-section of expected equity returns RePEc:eee:jbfina:v:35:y:2011:i:5:p:1213-1227 | [Citation Analysis] |
2011 | Momentum or contrarian investment strategies: Evidence from Dutch institutional investors RePEc:eee:jbfina:v:35:y:2011:i:9:p:2245-2251 | [Citation Analysis] |
2011 | Momentum 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 | [Citation Analysis] |
2011 | The 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 | [Citation Analysis] |
2011 | The impact of unconventional monetary policy on the market for collateral: The case of the French bond market RePEc:bfr:banfra:339 | [Citation Analysis] |
2011 | The Number of Regimes Across Asset Returns: Identification and Economic Value RePEc:hal:cesptp:halshs-00658540 | [Citation Analysis] |
2011 | Stock 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 | [Citation Analysis] |
2011 | Regime-switching analysis of ADR home market pass-through RePEc:eee:jbfina:v:35:y:2011:i:1:p:204-214 | [Citation Analysis] |
2011 | Asset market linkages: Evidence from financial, commodity and real estate assets RePEc:eee:jbfina:v:35:y:2011:i:6:p:1415-1426 | [Citation Analysis] |
2011 | Volatility, Money Market Rates, and the Transmission of Monetary Policy RePEc:koc:wpaper:1129 | [Citation Analysis] |
2011 | The term structure of CD rates and monetary policy transmission RePEc:eee:jbfina:v:35:y:2011:i:1:p:82-94 | [Citation Analysis] |
2011 | Rethinking the liquidity puzzle: Application of a new measure of the economic money stock RePEc:eee:jbfina:v:35:y:2011:i:4:p:768-774 | [Citation Analysis] |
2011 | Market structure and the pass-through of the federal funds rate RePEc:eee:jbfina:v:35:y:2011:i:5:p:1087-1096 | [Citation Analysis] |
2011 | Interest on bank reserves and optimal sweeping RePEc:eee:jbfina:v:35:y:2011:i:9:p:2491-2497 | [Citation Analysis] |
2011 | Monetary policy implementation and overnight rate persistence RePEc:eee:jimfin:v:30:y:2011:i:7:p:1375-1386 | [Citation Analysis] |
2011 | Shareholder governance, bondholder governance, and managerial risk-taking RePEc:eee:jbfina:v:35:y:2011:i:3:p:512-531 | [Citation Analysis] |
2011 | Understanding seasoned equity offerings of Chinese firms RePEc:eee:jbfina:v:35:y:2011:i:5:p:1143-1157 | [Citation Analysis] |
2011 | Currency Momentum Strategies RePEc:bis:biswps:366 | [Citation Analysis] |
2011 | Sufficient conditions for expected utility to imply drawdown-based performance rankings RePEc:eee:jbfina:v:35:y:2011:i:9:p:2311-2318 | [Citation Analysis] |
2011 | The role of co-managers in reducing flotation costs: Evidence from seasoned equity offerings RePEc:eee:jbfina:v:35:y:2011:i:5:p:1041-1056 | [Citation Analysis] |
2011 | A Fresh Look at Seasonal Anomalies: An International Perspective RePEc:ijb:journl:v:10:y:2011:i:2:p:93-116 | [Citation Analysis] |
2011 | Advantageous innovation and imitation in the underwriting market for corporate securities RePEc:eee:jbfina:v:35:y:2011:i:5:p:1097-1113 | [Citation Analysis] |
2011 | Estimating 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 | [Citation Analysis] |
2011 | Pitfalls and remedies in testing the calibration quality of rating systems RePEc:eee:jbfina:v:35:y:2011:i:3:p:698-708 | [Citation Analysis] |
2011 | Stocks, Bonds and the Investment Horizon: A Spatial Dominance Approach RePEc:bdm:wpaper:2011-03 | [Citation Analysis] |
2011 | Block Bootstrap and Long Memory RePEc:qmw:qmwecw:wp679 | [Citation Analysis] |
2011 | The trend is not your friend! Why empirical timing success is determined by the underlyings price characteristics and market efficiency is irrelevant RePEc:zbw:cpqfwp:29 | [Citation Analysis] |
2011 | Stable solutions for optimal reinsurance problems involving risk measures. RePEc:ner:carlos:info:hdl:10016/13079 | [Citation Analysis] |
2011 | Corporate financing decisions, managerial market timing, and real investment RePEc:eee:jfinec:v:101:y:2011:i:3:p:666-683 | [Citation Analysis] |
2011 | Do ESOPs enhance firm performance? Evidence from Chinas reform experiment RePEc:eee:jbfina:v:35:y:2011:i:6:p:1541-1551 | [Citation Analysis] |
2011 | Risk measures for autocorrelated hedge fund returns RePEc:bdi:wptemi:td_831_11 | [Citation Analysis] |
2011 | A 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] |
2011 | Nonlinearly weighted convex risk measure and its application RePEc:eee:jbfina:v:35:y:2011:i:7:p:1777-1793 | [Citation Analysis] |
2011 | Dependence structure and extreme comovements in international equity and bond markets RePEc:eee:jbfina:v:35:y:2011:i:8:p:1954-1970 | [Citation Analysis] |
2011 | Convergent synergies in the global market for corporate control RePEc:eee:jbfina:v:35:y:2011:i:9:p:2468-2478 | [Citation Analysis] |
2011 | Carbon Price Drivers: Phase I versus Phase II Equilibrium? RePEc:cec:wpaper:1106 | [Citation Analysis] |
2011 | On 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 | [Citation Analysis] |
2011 | The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis RePEc:ces:ceswps:_3418 | [Citation Analysis] |
2011 | Options introduction and volatility in the EU ETS RePEc:cec:wpaper:1107 | [Citation Analysis] |
2011 | Market and Economic Modelling of the Intelligent Grid: End of Year Report 2009 RePEc:qld:uqeemg:09 | [Citation Analysis] |
2011 | An emerging equilibrium in the EU emissions trading scheme RePEc:eee:eneeco:v:33:y:2011:i:2:p:353-362 | [Citation Analysis] |
2011 | Carbon Financial Instruments, thin trading, and volatility: Evidence from the Chicago Climate Exchange RePEc:eee:quaeco:v:51:y:2011:i:4:p:399-407 | [Citation Analysis] |
2011 | Options introduction and volatility in the EU ETS RePEc:eee:resene:v:33:y:2011:i:4:p:855-880 | [Citation Analysis] |
2011 | Detecting instability in the volatility of carbon prices RePEc:eee:eneeco:v:33:y:2011:i:1:p:99-110 | [Citation Analysis] |
2011 | Rôle du signal prix du carbone sur les décisions dinvestissement des entreprises. RePEc:ner:dauphi:urn:hdl:123456789/8200 | [Citation Analysis] |
2011 | The 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 | [Citation Analysis] |
2011 | BRIC and the U.S. Financial Crisis: An Empirical Investigation of Stocks and Bonds Markets. RePEc:tuf:tuftec:0764 | [Citation Analysis] |
2011 | Board of director collusion, managerial incentives and firm values RePEc:bol:bodewp:wp795 | [Citation Analysis] |
2011 | Does competition raise productivity through improving management quality? RePEc:eee:indorg:v:29:y:2011:i:3:p:306-316 | [Citation Analysis] |
2011 | Volatility Patterns of CDS, Bond and Stock Markets Before and During
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2011 | Credit Spead Interdependencies of European States and Banks during the Financial Crisis RePEc:knz:dpteco:1124 | [Citation Analysis] |
2011 | Is Default Risk Priced in Equity Returns? RePEc:hhs:lunewp:2011_038 | [Citation Analysis] |
2011 | Market 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] |
2011 | Price dispersion in OTC markets: A new measure of liquidity RePEc:eee:jbfina:v:35:y:2011:i:2:p:343-357 | [Citation Analysis] |
2011 | The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps RePEc:crf:wpaper:11-04 | [Citation Analysis] |
2011 | The 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] |
2011 | The 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] |
2011 | Tax avoidance, cost of debt and shareholder activism: Evidence from Korea RePEc:eee:jbfina:v:35:y:2011:i:2:p:456-470 | [Citation Analysis] |
2011 | Institutional investors, shareholder activism, and earnings management RePEc:eee:jbrese:v:64:y:2011:i:12:p:1352-1360 | [Citation Analysis] |
2011 | Stock Markets Correlation:
before and during the Crisis Analysis RePEc:agr:journl:v:8(561):y:2011:i:8(561):p:111-122 | [Citation Analysis] |
2011 | Correlation of
International Stock
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2011 | Financial 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] |
2011 | International diversification: A copula approach RePEc:eee:jbfina:v:35:y:2011:i:2:p:403-417 | [Citation Analysis] |
2011 | Volatility and causality study of the daily returns on the Bucharest Stock Exchange during 2007-2011 RePEc:pra:mprapa:41786 | [Citation Analysis] |
2011 | The order flow of discount certificates and issuer pricing behavior RePEc:eee:jbfina:v:35:y:2011:i:11:p:3120-3133 | [Citation Analysis] |
2011 | The Impact of Financial Arrangements and Institutional Form on Housing Prices RePEc:kap:jrefec:v:42:y:2011:i:3:p:371-392 | [Citation Analysis] |
2011 | Managerial 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] |
2011 | Financial disclosure, investor protection and stock market behavior: an international comparison RePEc:kap:rqfnac:v:37:y:2011:i:2:p:181-205 | [Citation Analysis] |
2011 | Does CEO reputation matter for capital investments? RePEc:eee:corfin:v:17:y:2011:i:4:p:929-946 | [Citation Analysis] |
2011 | Multi-period credit default prediction with time-varying covariates. RePEc:pra:mprapa:30507 | [Citation Analysis] |
2011 | Determinants of Bank Distress in Europe: Evidence from a New Data Set RePEc:kap:jfsres:v:40:y:2011:i:3:p:163-184 | [Citation Analysis] |
2011 | Interest rates and bank risk-taking RePEc:eee:jbfina:v:35:y:2011:i:4:p:840-855 | [Citation Analysis] |
2011 | The 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 | [Citation Analysis] |
2011 | The 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 | [Citation Analysis] |
2011 | Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship RePEc:bcb:wpaper:244 | [Citation Analysis] |
2011 | Choice of Corporate Debt in China: The Role of State Ownership RePEc:hhs:bofitp:2011_029 | [Citation Analysis] |
2011 | Like China, the Chinese banking sector is in a class of its own RePEc:hhs:bofitp:2011_032 | [Citation Analysis] |
2011 | A 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] |
2011 | Ownership structure and risk in publicly held and privately owned banks RePEc:eee:jbfina:v:35:y:2011:i:5:p:1327-1340 | [Citation Analysis] |
2011 | Capital Controls with International Reserve Accumulation: Can this Be
Optimal ? RePEc:lau:crdeep:11.08 | [Citation Analysis] |
2011 | Can corporate tax shields explain the long-term borrowing behaviour of Chinese listed firms? RePEc:eee:finana:v:20:y:2011:i:2:p:103-112 | [Citation Analysis] |
2011 | Piecewise continuous cumulative prospect theory and behavioral financial engineering RePEc:zbw:tbsifw:if37v1 | [Citation Analysis] |
2011 | Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio RePEc:eee:jbfina:v:35:y:2011:i:12:p:3335-3350 | [Citation Analysis] |
2011 | How does investor sentiment affect stock market crises?Evidence from panel data RePEc:dij:wpfarg:1110304 | [Citation Analysis] |
2011 | Labor 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] |
2011 | Competitive Conditions in the Jamaican Banking Market 1998-2009 RePEc:cdf:wpaper:2011/28 | [Citation Analysis] |
2011 | The persistence of bank profit RePEc:eee:jbfina:v:35:y:2011:i:11:p:2881-2890 | [Citation Analysis] |
2011 | Competition in banking and the lending channel: Evidence from bank-level data in Asia and Latin America RePEc:eee:jbfina:v:35:y:2011:i:3:p:560-571 | [Citation Analysis] |
2011 | Efficiency and risk in European banking RePEc:eee:jbfina:v:35:y:2011:i:5:p:1315-1326 | [Citation Analysis] |
2011 | Competition in the Polish banking market prior to recent crisis for the period 1997â2007 â empirical
results obtained with the use of three different models RePEc:nbp:nbpbik:v:42:y:2011:i:5:p:5-40 | [Citation Analysis] |
2011 | A 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] |
2011 | Corporate Governance, Opaque Bank Activities, and Risk/Return Efficiency: Pre- and Post-Crisis Evidence from Turkey RePEc:dgr:kubcen:2011129 | [Citation Analysis] |
2011 | Corporate governance, opaque bank activities, and risk/return efficiency: Pre- and post-crisis evidence from Turkey RePEc:rug:rugwps:11/729 | [Citation Analysis] |
2011 | Assessing bankruptcy prediction models via information content of technical inefficiency RePEc:kap:jproda:v:36:y:2011:i:3:p:263-273 | [Citation Analysis] |