Journal of Banking & Finance


Copyright © 2012 Elsevier B.V. All rights reserved
 Sample Issue Online  | About this Journal  | Submit your Article  |  Shortcut link to this Title
New Article Feed  
< Previous vol/iss   |   Next vol/iss > Font Size:   
   Add to my Quick Links

Volume 35, Issue 11, Pages 2791-3144 (November 2011)



   = Full-text available
   = Abstract only
   Articles in Press
 Volume 37 (2013)
 Volume 36 (2012)
 Volume 35 (2011)
 Volume 35, Issue 12
pp. 3145-3450 (December 2011)
 Volume 35, Issue 11 - selected
pp. 2791-3144 (November 2011)
 Volume 35, Issue 10
pp. 2511-2790 (October 2011)
 Volume 35, Issue 9
pp. 2189-2510 (September 2011)
 Volume 35, Issue 8
pp. 1859-2188 (August 2011)
 Volume 35, Issue 7
pp. 1599-1858 (July 2011)
 Volume 35, Issue 6
pp. 1341-1598 (June 2011)
 Volume 35, Issue 5
pp. 1027-1340 (May 2011)
 Volume 35, Issue 4
pp. 765-1026 (April 2011)
Crete Conference 2010: The Future of Universal Banking
 Volume 35, Issue 3
pp. 499-764 (March 2011)
Australasian Finance Conference: Global financial crisis, international financial architecture and regulation
 Volume 35, Issue 2
pp. 253-498 (February 2011)
 Volume 35, Issue 1
pp. 1-252 (January 2011)
 Volume 34 (2010)
 Volume 33 (2009)
 Volume 32 (2008)
 Volume 31 (2007)
 Volume 30 (2006)
 Volume 29 (2005)
 Volume 28 (2004)
 Volume 27 (2003)
 Volume 26 (2002)
 Volume 25 (2001)
 Volume 24 (2000)
 Volume 23 (1999)
 Volume 22 (1998)
 Volume 21 (1997)
 Volume 20 (1996)
 Volume 19 (1995)
 Volume 18 (1994)
 Volume 17 (1993)
 Volume 16 (1992)
 Volume 15 (1991)
 Volume 14 (1990)
 Volume 13 (1989)
 Volume 12 (1988)
 Volume 11 (1987)
 Volume 10 (1986)
 Volume 9 (1985)
 Volume 8 (1984)
 Volume 7 (1983)
 Volume 6 (1982 - 1988)
 Volume 5 (1981)
 Volume 4 (1980)
 Volume 3 (1979)
 Volume 2 (1978)
 Volume 1 (1977)
 |  |   |   Open all previews
articles 1 - 30
1  

Editorial Board


Page IFC
2  

The effect of macroeconomic news on stock returns: New evidence from newspaper coverage

Original Research Article
Pages 2791-2800
Gene Birz, John R. Lott Jr.
3  

Resolving the deposit dilemma: A new DEA bank efficiency model

Original Research Article
Pages 2801-2810
Dmytro Holod, Herbert F. Lewis
4  

Ability of accounting and audit quality variables to predict bank failure during the financial crisis

Original Research Article
Pages 2811-2819
Justin Yiqiang Jin, Kiridaran Kanagaretnam, Gerald J. Lobo
5  

Detecting the presence of insider trading via structural break tests

Original Research Article
Pages 2820-2828
Jose Olmo, Keith Pilbeam, William Pouliot
6  

Volatility transmission in emerging European foreign exchange markets

Original Research Article
Pages 2829-2841
Vít Bubák, Evžen Kočenda, Filip Žikeš
7  

Comparison of modeling methods for Loss Given Default

Original Research Article
Pages 2842-2855
Min Qi, Xinlei Zhao
8  

Control-ownership wedge and investment sensitivity to stock price

Original Research Article
Pages 2856-2867
Li Jiang, Jeong-Bon Kim, Lei Pang
9  

Extreme returns: The case of currencies

Original Research Article
Pages 2868-2880
Carol Osler, Tanseli Savaser
10  

The persistence of bank profit

Original Research Article
Pages 2881-2890
John Goddard, Hong Liu, Philip Molyneux, John O.S. Wilson
11  

Habit-based asset pricing with limited participation consumption

Original Research Article
Pages 2891-2901
Christian Bach, Stig V. Møller
12  

Marriage and other risky assets: A portfolio approach

Original Research Article
Pages 2902-2915
Graziella Bertocchi, Marianna Brunetti, Costanza Torricelli
13  

Extreme dependence with asymmetric thresholds: Evidence for the European Monetary Union

Original Research Article
Pages 2916-2930
R. Herrera, S. Eichler
14  

Are small family firms financially sophisticated?

Original Research Article
Pages 2931-2944
Alberta Di Giuli, Stefano Caselli, Stefano Gatti
15  

Crash risk of the euro in the sovereign debt crisis of 2009–2010

Original Research Article
Pages 2945-2955
Cho-Hoi Hui, Tsz-Kin Chung
16  

Cross hedging under multiplicative basis risk

Original Research Article
Pages 2956-2964
Axel F.A. Adam-Müller, Ingmar Nolte
17  

Does FOMC news increase global FX trading?

Original Research Article
Pages 2965-2973
Andreas M. Fischer, Angelo Ranaldo
18  

Optimal asset allocation under linear loss aversion

Original Research Article
Pages 2974-2990
Ines Fortin, Jaroslava Hlouskova
19  

Alternative models for hedging yield curve risk: An empirical comparison

Original Research Article
Pages 2991-3000
Nicola Carcano, Hakim Dall’O
20  

Risk capital allocation for RORAC optimization

Original Research Article
Pages 3001-3009
Arne Buch, Gregor Dorfleitner, Maximilian Wimmer
21  

Exchange rate volatility across financial crises

Original Research Article
Pages 3010-3018
Virginie Coudert, Cécile Couharde, Valérie Mignon
22  

Housing, consumption and monetary policy: How different are the US and the euro area?

Original Research Article
Pages 3019-3041
Alberto Musso, Stefano Neri, Livio Stracca
23  

Participating mortgages and the efficiency of financial intermediation

Original Research Article
Pages 3042-3054
M. Shahid Ebrahim, Mark B. Shackleton, Rafał M. Wojakowski
24  

A cyclical model of exchange rate volatility

Original Research Article
Pages 3055-3064
Richard D.F. Harris, Evarist Stoja, Fatih Yilmaz
25  

The effects of loan portfolio concentration on Brazilian banks’ return and risk

Original Research Article
Pages 3065-3076
Benjamin M. Tabak, Dimas M. Fazio, Daniel O. Cajueiro
26  

Informed momentum trading versus uninformed “naive” investors strategies

Original Research Article
Pages 3077-3089
Anurag Banerjee, Chi-Hsiou Hung
27  

International variations in expected equity premia: Role of financial architecture and governance

Original Research Article
Pages 3090-3100
Raj Aggarwal, John W. Goodell
28  

Good news, bad news and rating announcements: An empirical investigation

Original Research Article
Pages 3101-3119
Koresh Galil, Gil Soffer
29  

The order flow of discount certificates and issuer pricing behavior

Original Research Article
Pages 3120-3133
Rainer Baule
30  

Joint effect of financial fragility and macroeconomic shocks on bank loan losses: Evidence from Europe

Original Research Article
Pages 3134-3144
Jarmo Pesola
articles 1 - 30
< Previous vol/iss   |   Next vol/iss >