Journal of Banking & Finance, May 2019
Green Table of Contents
Volume 102
Pages 1-276
De-Leverage and illiquidity contagion
Conghui Hu, Yu-Jane Liu, Ning Zhu
Pages 1-18
Environmental performance and the cost of debt: Evidence from commercial mortgages and REIT bonds
Piet Eichholtz, Rogier Holtermans, Nils Kok, Erkan Yönder
Pages 19-32
How does financial development alter the impact of uncertainty?
K. Kıvanç Karaman, Seçil Yıldırım-Karaman
Pages 33-42
Oil price increases and the predictability of equity premium
Yudong Wang, Zhiyuan Pan, Li Liu, Chongfeng Wu
Pages 43-58
Green Copy not found
Asset pricing and extreme event risk: Common factors in ILS fund returns
Alexander Braun, Semir Ben Ammar, Martin Eling
Pages 59-78
The effect of TARP on loan loss provisions and bank transparency
Jinyong Kim, Mingook Kim, Jeong Hwan Lee
Pages 79-99
Green Copy not found
Expected shortfall and portfolio management in contagious markets
Alice Buccioli, Thomas Kokholm, Marco Nicolosi
Pages 100-115
Accounts payable and firm value: International evidence
Hocheol Nam, Konari Uchida
Pages 116-137
A BIT of investor protection: How Bilateral Investment Treaties impact the terms of syndicated loans
Veljko Fotak, Haekwon Lee, William Megginson
Pages 138-155
Prudential supervisors’ independence and income smoothing in European banks
Beatriz García Osma, Araceli Mora, Luis Porcuna-Enguix
Pages 156-176
Grabit: Gradient tree-boosted Tobit models for default prediction
Fabio Sigrist, Christoph Hirnschall
Pages 177-192
Which private investors are willing to pay for sustainable investments? Empirical evidence from stated choice experiments
Gunnar Gutsche, Andreas Ziegler
Pages 193-214
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The counterparty risk exposure of ETF investors
Christophe Hurlin, Grégoire Iseli, Christophe Pérignon, Stanley Yeung
Pages 215-230
Ambiguity in securitization markets
Alyssa Gray Anderson
Pages 231-255
Why has the size effect disappeared?
Dong-Hyun Ahn, Byoung-Kyu Min, Bohyun Yoon
Pages 256-276