| Journal of Banking & Finance 2005 |
| Title | Subject | Authors |
|---|
| Adverse selection, brokerage coverage, and trading activity on the Tokyo Stock Exchange. | Business | Jun Cai, Hee-Joon Ahn, Yasushi Hamao, Richard Y.K. Ho |
| An appreciation of Lawrence G. Goldberg.(associate editor of Journal of Banking and Finance)(Editorial)(Biography) | Business | A. Saunders |
| An examination of alternative CAPM-based models in UK stock returns.(capital asset pricing model) | Business | Jonathan Fletcher, Joseph Kihanda |
| A note on execution costs for stock index futures: information versus liquidity effects. | Business | Alex Frino, Henk Berkman, Tim Brailsford |
| Are TIPS the "real" deal?: a conditional assessment of their role in a nominal portfolio. | Business | David P. Simon, Delroy M. Hunter |
| Art structured products 'fairly' priced? An analysis of the German market for equity-linked instruments. | Business | Pavel A. Stoimenov, Sascha Wilkens |
| Asset pricing with heterogeneous beliefs. | Business | Suleyman Basak |
| Asymmetric return dynamics and technical trading strategies. | Business | Kiseok Nam, Kenneth M. Washer, Quentin C. Chu |
| A test for rational bubbles in the NASDAQ stock index: a fractionally integrated approach. | Business | J. Cunado, L.A. Gil-Alana, F. Perez de Gracia |
| Banking and commerce: a liquidity approach. | Business | Joseph G. Haubrich, Joao A.C. Santos |
| Banking crises and the design of safety nets. | Business | Patricia Jackson, Glenn Hoggarth, Erlend Nier |
| Bank performance, efficiency and ownership in transition countries. | Business | Iftekhar Hasan, Paul Wachtel, John P. Bonin |
| Bank privatization and performance: empirical evidence from Nigeria. | Business | Thorsten Beck, Robert Cull, Afeikhena Jerome |
| Bank privatization and productivity: evidence for Brazil. | Business | Marcio I. Nakane, Daniela B. Weintraub |
| Bank privatization in developing and developed countries: cross-sectional evidence on the impact of economic and political factors. | Business | Ekkehart Boehmer, Robert C. Nash, Jeffry M. Netter |
| Bank privatization in developing countries: a summary of lessons and findings. | Business | Robert Cull, George R.G. Clarke, Mary M. Shirley |
| Bank regulation and risk-taking incentives: an international comparison of bank risk. | Business | Francisco Gonzalez |
| Banks, financial markets, and social welfare. | Business | Francois Marini |
| Capital market equilibrium with externalities, production and heterogeneous agents. | Business | Anrea Beltratti |
| Capital requirements and business cycle regimes: forward-looking modeling of default probabilities. | Business | Costanza Torricelli, Chiara Pederzoli |
| Cash-flow shortage as an endogenous bankruptcy reason. | Business | Marliese Uhrig-Homburg |
| China's financial services industry: the intra-industry effects of privatization of the Bank of China Hong Kong. | Business | Fariborz Moshirian, Zhian Chen, Donghui Li |
| Coherent risk measures under filtered historical simulation. | Business | Kostas Giannopoulos, Radu Tunaru |
| Comment on 'optimal portfolio selection in a value-at-risk framework.' | Business | Hung-His Huang |
| Commitment or entrenchment?: Controlling shareholders and board composition. | Business | Yin-Hua Yeh, Tracie Woidtke |
| Comparing possible proxies of corporate bond liquidity. | Business | Ton Vorst, Patrick Houweling, Albert Mentink |
| Competition in markets with dominant firms: a note on the evidence from the Italian banking industry. | Business | Paolo Coccorese |
| Complete markets, informed trading and equity option introductions. | Business | David Hillier, Robert Faff |
| Consumption habit and international stock returns. | Business | Maosen Zhong, Yuming Li |
| Corporate governance and bank performance: a joint analysis of the static, selection, and dynamic effects of domestic, foreign, and state ownership. | Business | Allen N. Berger, Robert Cull, Gregory F. Udell, George R.G. Clarke, Leora Klapper |
| Corporate governance and manager turnover: an unusual social experiment. | Business | Jiaping Qiu, Varouj A. Aivazian, Ying Ge |
| Corporate valuation and the resolution of bank insolvency in East Asia. | Business | Simeon Djankov, Leora F. Klapper, Jan Jindra |
| Cost efficiency of banks in transition: evidence from 289 banks in 15 post-communist countries. | Business | Steven Fries, Anita Taci |
| Credit risk modeling with affine processes. | Business | Darrell Duffie |
| Declining required reserves, funds rate volatility, and open market operations. | Business | Selva Demiralp, Dennis Farley |
| Deregulation, technological change, and the business-lending performance of large and small banks. | Business | David A. Carter, James E. McNulty |
| Does judicial efficiency lower the cost of credit? | Business | Luc Laeven, Giovanni Majnoni |
| Does speed kill? Lending booms and their consequences in Croatia. | Business | Evan Kraft, Ljubinko Jankov |
| Dollarization of bank deposits: causes and consequences. | Business | Patrick Honohan, Gianni De Nicolo, Alain Ize |
| Do privatized banks in middle- and low-income countries perform better than rival banks? An intra-industry analysis of bank privatization. | Business | Isaac Otchere |
| Dynamic stock market integration driven by the European Monetary Union: an empirical analysis.(exponential generalized autoregressive conditional heteroskedasticity) | Business | Fariborz Moshirian, Suk Joong Kim, Eliza Wu |
| Early birds, late risers, and sleeping beauties: bank credit growth to the private sector in Central and Eastern Europe and in the Balkans. | Business | Carlo Cottarelli, Giovanni DellEAriccia, Ivanna Vladkova-Hollar |
| Empirical credit cycles and capital buffer formation. | Business | Andre Lucas, Siem Jan Koopman, Pieter Klaassen |
| Employee stock options as warrants. | Business | Allan C. Eberhart |
| Endogenous product differentiation in credit markets: what do borrowers pay for? | Business | Moshe Kim, Bent Vale, Eirik Gaard Kristiansen |
| Evaluating implied RNDs by some new confidence interval estimation techniques. | Business | Magnus Anderson, Magnus Lomakka |
| Executive stock options and incentive effects due to systematic risk. | Business | Jason Wei, Jin-Chuan Duan |
| Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk. | Business | Jin-Chuan Duan, Min-Teh Yu |
| Financial liberalisation, crisis, and restructuring: a comparative study of bank performance and bank governance in South East Asia. | Business | Jonathan Williams, Nghia Nguen |
| Financial sector liberalization, bank privatization, and efficiency: evidence from Pakistan. | Business | Emilia Bonaccorsi di Patti, Daniel C. Hardy |
| Firm characteristics and the impact of emerging market liberalizations. | Business | Dilip K. Patro, John K. Wald |
| From measure changes to time changes in asset pricing. | Business | Heiyette Geman |
| Functional gradient descent for financial time series with an application to the measurement of market risk. | Business | Giovanni Barone-Adesi, Francesco Audrino |
| General equilibrium pricing of CPI derivatives.(Consumer Price Index) | Business | Abraham Lioui, Patrice Poncet |
| Global diversification and bidder gains: a comparison between cross-border and domestic acquisitions. | Business | Sara B. Moeller, Frederik P. Schlingemann |
| Has competition in the Japanese banking sector improved? | Business | Hirofumi Uchida, Yoshiro Tsutsui |
| How should central banks determine and control their bank note inventory? | Business | Nadia Massoud |
| Idiosyncratic risk does not matter: a re-examination of the relationship between average returns and average volatilities. | Business | Steven X. Wei, Chu Zhang |
| Incentives for risk-taking in banking - a unified approach. | Business | Thomas D. Jeitschko, Shin Dong Jeung |
| Industry aspects of takeovers and divestitures: evidence from the UK.(corporate restructuring in United Kingdom) | Business | Ronan Powell, Alfred Yawson |
| Information-based trading, price impact of trades, and trade autocorrelation. | Business | Thomas H. McInish, Kee H. Chung, Mingsheng Li |
| Information content of bank loan announcements to Asian corporations during periods of economic uncertainty. | Business | Brian Boscaljon, Chia-Cheng Ho |
| International evidence on ethical mutual fund performance and investment style. | Business | Kees Koedijk, Roger Otten, Rob Bauer |
| Intertemporal asset allocation: A comparison of methods.(Monte Carlo methods ) | Business | Jerome Detemple, Rene Garcia, Marcel Rindisbacher |
| Intraday price reversal.(stock index futures) | Business | Avner Wolf, James L. Grant, Susana Yu |
| Investor protection, prospect theory, and earnings management: an international comparison of the banking industry. | Business | Chung-Hua Shen, Hsiang-Lin Chih |
| Is learning a dimension of risk?(investors' learning effects on stocks in stock market, belief dispersion effects) | Business | Massimo Massa, Andrei Simonov |
| Large traders, hidden arbitrage and complete markets. | Business | Robert Jarrow, Philip Protter |
| Long-term memories of developed and emerging markets: using the scaling analysis to characterize their stage of development. | Business | T. Di Matteo, T. Aste, Michel M. Dacorogna |
| Measuring systemic risk: a risk management approach.(banking sector) | Business | Alfred Lehar |
| Measuring the value of strategic alliances in the wake of a financial implosion: evidence from Japan's financial services sector. | Business | Lawrence J White, Ingyu Chiou |
| Mexico's experiments with bank privatization and liberalization, 1991-2003. | Business | Stephen Haber |
| Migration correlation: definition and efficient estimation. | Business | C. Gourieroux, P. Gagliardini |
| Modeling time series information into option prices: an empirical evaluation of statistical projection and GARCH option pricing model.(Generalized Autoregressive Conditional Heteroskedastic) | Business | Mark T. Leung, An-Sing Chen |
| Monetary convergence of the EU accession countries to the eurozone: a theoretical framework and policy implications. | Business | Lucjan T. Orlowski |
| Monetary policy transmission, interest rate rules and inflation targeting in three transition countries. | Business | Roberto Golinelli, Riccardo Rovelli |
| Multiple large shareholders and firm value.(directly proportionate) | Business | Benjamin Maury, Anete Pajuste |
| Multivariate term structure models with level and heteroskedasticity effects. | Business | Charlotte Christiansen |
| On the importance of systematic risk factors in explaining the cross-section of corporate bond yields spreads. | Business | Kenneth Khang, Tao-Hsien Dolly King |
| On the significance of expected shortfall as a coherent risk measure. | Business | Masaaki Kijima, Koji Inui |
| Optimal clearing margin, capital and price limits for futures clearinghouses. | Business | Latha Shanker, Narayanaswamy Balakrishnan |
| Ownership and operating performance of Chinese IPOs.(initial public offerings) | Business | Changyun Wang |
| Portfolio performance measurement using APM-free kernel models.(asset pricing model) | Business | Lawrence Kryzanowski, Mohamed A. Ayadi |
| Portfolio preferences of foreign institutional investors. | Business | Reena Aggarwal, Peter D. Wysocki, Leora Klapper |
| Price and volume effects of changes in MSCI indices - nature and causes. | Business | Rajesh Chakrabarti, Narayanan Jayaraman, Wei Huang, Jinsoo Lee |
| Pricing and hedging interest rate options: evidence from cap-floor markets. | Business | Anurag Gupta, Marti G. Subrahmanyam |
| Privatization and bank performance in developing countries. | Business | Klaus Fischer, Narjess Boubakri, Jean-Claude Cosset, Omrane Guedhami |
| Privatization matters: bank efficiency in transition countries.(Bulgaria, Czech Republic, Croatia, Hungary, Poland and Romania) | Business | Iftekhar Hasan, Paul Wachtel, John P. Bonin |
| Privatization under incomplete information and bankruptcy risk. | Business | Vihang R. Errunza, Sanjay Banerji |
| Rational bubbles or persistent deviations from market fundamentals?(stock prices) | Business | Apostolos Serletis, Zisimos Koustas |
| Real and monetary convergence between the European UnionEs core and recent member countries: a rolling co-integration approach. | Business | Ali M. Kutan, Josef C. Brada, Su Zhou |
| Real options, agency conflicts, and optimal capital structure. | Business | David C. Mauer, Sudipto Sarkar |
| Re-examining the asymmetric predictability of conditional variances: the role of sudden changes in variance.(large and small market value companies) | Business | Bradley T. Ewing, Farooq Malik |
| Relative default rates on corporate loans and bonds. | Business | Richard Cantor, Kenneth M. Emery |
| Returns to acquirers of privatizing financial services firms: an international examination. | Business | Anita K. Pennathur, James E. McNulty, Kimberly Gleason |
| Reward-risk portfolio selection and stochastic dominance. | Business | Enrico De Giorgi |
| Risk and hedging: do credit derivatives increase bank risk? | Business | Norvald Instefjord |
| Risk management implications of time-inconsistency: Model updating and recalibration of no-arbitrage model. | Business | Andrea Buraschi, Francesco Corielli |
| Sensitivity analysis of VaR and Expected Shortfall for portfolios under netting agreements.(Value at Risk) | Business | Olivier Scaillet, Jean-David Fermanian |
| Share price performance following actual share repurchases. | Business | Hua Zhang |
| Some evidence of random walk behavior of Euro exchange rates using ranks and signs. | Business | Jorge Belaire-Franch, Kwaku K. Opong |
| Sources of liquidity for NYSE-listed non-US stocks. | Business | Jeffrey M. Bacidore, Robert Jennings, Robert Battalio, Neal Galpin |
| State bank transformation in Brazil - choices and consequences. | Business | Thorsten Beck, Juan Miguel Crivelli, William Summerhill |
| Stock market returns: a note on temperature anomaly. | Business | Melanie Cao, Jason Wei |
| Sweep programs and optimal monetary aggregation. | Business | Donald H. Dutkowsky, Barry E. Jones, Thomas Elger |
| Tests of the expectations hypothesis: resolving the anomalies when the short-term rate is the federal funds rate. | Business | Daniel L. Thornton |
| The choice of the distribution of asset returns: how extreme value theory can help? | Business | Francois Longin |
| The determination of capital controls: which role do exchange rate regimes play? | Business | Jizhong Zhou, Jurgen von Hagen |
| The direct and indirect impact of bank privatization and foreign entry on access to credit in ArgentinaEs provinces. | Business | Robert Cull, George R.G. Clarke, Juan Miguel Crivelli |
| The dynamics of dealer markets and trading costs. | Business | Kee H. Chung, Youngsoo Kim |
| The economics of privatization.(state owned banks privatization analysis) | Business | William L. Megginson |
| The effect of UK building society conversion on pricing behavior.(Building Societies Act, 1986) | Business | Shelagh Hefferman |
| The effects of war risk on US financial markets. | Business | Brian Sack, Roberto Rigobon |
| The entry and the activity level of foreign banks in Italy: an analysis of the determinants. | Business | Alessandra Mori, Silvia Magri, Paola Rossi |
| The impact of junior debt issuance on senior unsecured debt's risk premiums. | Business | Scott C. Linn, Duane R. Stock |
| The implied jump risk of LIBOR rates.(London interbank offered rate) | Business | Mitch Warachka, Lim Kian Guan, Christopher Ting |
| The information frown in option prices. | Business | Louis Ederington, Wei Guan |
| The lender of last resort. | Business | |
| The near-collapse of LTCM, US financial stock returns, and the fed. | Business | M. Kabir Hassan, M. Human Kabir |
| The relationship between default prediction and lending profits: integrating ROC analysis and loan pricing. | Business | Roger M. Stein |
| The relationship between short interest and stock returns in the Canadian market. | Business | Lucy F. Ackert, George Athanassakos |
| The role of non-financial factors in internal credit ratings. | Business | Lars Norden, Martin Weber, Jens Grunert |
| The saga of the American put.(mathematical finance) | Business | Giovanni Barone-Adesi |
| The simple economics of bank fragility.(risk management) | Business | C.G. De Vries |
| The use of stand alone warrants as unique capital raising instruments. | Business | Jo-Ann Suchard |
| The value of asset allocation advice: evidence from The Economist's quarterly portfolio poll. | Business | Jan Annaert, Marc J.K. De Ceuster, Wim Van Hyfte |
| Unspanned stochastic volatility and fixed income derivatives pricing. | Business | Jaime Casassus, Pierre Collin-Dufresne, Bob Goldstein |
| Value-at-risk versus expected shortfall: a practical perspective. | Business | Yasuhiro Yamai, Toshinao Yoshiba |
| Venture capitalist value-added activities, fundraising and drawdowns. | Business | Grant Fleming, Douglas Cumming, Jo-Ann Suchard |
| What causes mean reversion in corporate bond index spreads? The impact of survival. | Business | Karan Bhanot |
| Who pays for bank insolvency in transition and emerging economies? | Business | David G. Mayes |
| Why should the portfolios of mandatory, private pension funds be captive? (The foreign investment question). | Business | Georges de Menil |
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