AAAAAA
Results: 1-25/745
Authors:
Ackert, LF
Tian, YSS
Citation: Lf. Ackert et Yss. Tian, Efficiency in index options markets and trading in stock baskets, J BANK FIN, 25(9), 2001, pp. 1607-1634
Authors:
Lucas, A
Klaassen, P
Spreij, P
Straetmans, S
Citation: A. Lucas et al., An analytic approach to credit risk of large corporate bond and loan portfolios, J BANK FIN, 25(9), 2001, pp. 1635-1664
Authors:
Blair, BJ
Poon, SH
Taylor, SJ
Citation: Bj. Blair et al., Modelling S&P 100 volatility: The information content of stock returns, J BANK FIN, 25(9), 2001, pp. 1665-1679
Authors:
Dempsey, M
Citation: M. Dempsey, Investor tax rationality and the relationship between dividend yields and equity returns: An explanatory note, J BANK FIN, 25(9), 2001, pp. 1681-1686
Authors:
Liljeblom, E
Loflund, A
Hedvall, K
Citation: E. Liljeblom et al., Foreign and domestic investors and tax induced ex-dividend day trading, J BANK FIN, 25(9), 2001, pp. 1687-1716
Authors:
Thornton, DL
Citation: Dl. Thornton, The Federal Reserve's operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect, J BANK FIN, 25(9), 2001, pp. 1717-1739
Authors:
Patro, DK
Citation: Dk. Patro, Measuring performance of international closed-end funds, J BANK FIN, 25(9), 2001, pp. 1741-1767
Authors:
Isakov, D
Perignon, C
Citation: D. Isakov et C. Perignon, Evolution of market uncertainty around earnings announcements, J BANK FIN, 25(9), 2001, pp. 1769-1788
Authors:
Campbell, R
Huisman, R
Koedijk, K
Citation: R. Campbell et al., Optimal portfolio selection in a Value-at-Risk framework, J BANK FIN, 25(9), 2001, pp. 1789-1804
Authors:
Chan, YC
Wei, KCJ
Citation: Yc. Chan et Kcj. Wei, Price and volume effects associated with derivative warrant issuance on the Stock Exchange of Hong Kong, J BANK FIN, 25(8), 2001, pp. 1401-1426
Authors:
Lekkos, I
Citation: I. Lekkos, Factor models and the correlation structure of interest rates: Some evidence for USD, GBP, DEM and JPY, J BANK FIN, 25(8), 2001, pp. 1427-1445
Authors:
Mahajan, S
Sweeney, RJ
Citation: S. Mahajan et Rj. Sweeney, Strategic choices of quality, differentiation and pricing in financial services, J BANK FIN, 25(8), 2001, pp. 1447-1473
Authors:
Cotter, J
Citation: J. Cotter, Margin exceedences for European stock index futures using extreme value theory, J BANK FIN, 25(8), 2001, pp. 1475-1502
Authors:
Durham, JB
Citation: Jb. Durham, Sensitivity analyses of anomalies in developed stock markets, J BANK FIN, 25(8), 2001, pp. 1503-1541
Authors:
Kandel, S
Sarig, O
Wohl, A
Citation: S. Kandel et al., Do investors prefer round stock prices? Evidence from Israeli IPO auctions, J BANK FIN, 25(8), 2001, pp. 1543-1551
Authors:
Carow, KA
Citation: Ka. Carow, Citicorp-Travelers Group merger: Challenging barriers between banking and insurance, J BANK FIN, 25(8), 2001, pp. 1553-1571
Authors:
Shapira, Z
Venezia, I
Citation: Z. Shapira et I. Venezia, Patterns of behavior of professionally managed and independent investors, J BANK FIN, 25(8), 2001, pp. 1573-1587
Authors:
Aitken, MJ
Berkman, H
Mak, D
Citation: Mj. Aitken et al., The use of undisclosed limit orders on the Australian Stock Exchange, J BANK FIN, 25(8), 2001, pp. 1589-1603
Authors:
DeYoung, R
Spong, K
Sullivan, RJ
Citation: R. Deyoung et al., Who's minding the store? Motivating and monitoring hired managers at small, closely held commercial banks, J BANK FIN, 25(7), 2001, pp. 1209-1243
Authors:
Davidson, WN
Kim, JK
Ors, E
Szakmary, A
Citation: Wn. Davidson et al., Using implied volatility on options to measure the relation between asset returns, and variability, J BANK FIN, 25(7), 2001, pp. 1245-1269
Authors:
Priestley, R
Citation: R. Priestley, Time-varying persistence in expected returns, J BANK FIN, 25(7), 2001, pp. 1271-1286
Authors:
Bartolini, L
Bertola, G
Prati, A
Citation: L. Bartolini et al., Banks' reserve management, transaction costs, and the timing of Federal Reserve intervention, J BANK FIN, 25(7), 2001, pp. 1287-1317
Authors:
Frino, A
Hill, A
Citation: A. Frino et A. Hill, Intraday futures market behaviour around major scheduled macroeconomic announcements: Australian evidence, J BANK FIN, 25(7), 2001, pp. 1319-1337
Authors:
Nofsinger, JR
Citation: Jr. Nofsinger, The impact of public information on investors, J BANK FIN, 25(7), 2001, pp. 1339-1366
Authors:
Eberhart, AC
Citation: Ac. Eberhart, Comparable firms and the precision of equity valuations, J BANK FIN, 25(7), 2001, pp. 1367-1400