Journal of Banking & Finance, April 2019
Green Table of Contents
Volume 101
Pages 1-296
Aggregate risk and efficiency of mutual funds
Simas Kučinskas
Pages 1-11
Detecting underestimates of risk in VaR models
Stephen Thiele
Pages 12-20
Option-Implied variance asymmetry and the cross-section of stock returns
Tao Huang, Junye Li
Pages 21-36
The performance of acquisitions by high default risk bidders
Evy Bruyland, Meziane Lasfer, Wouter De Maeseneire, Wei Song
Pages 37-58
Why investors do not buy cheaper securities: Evidence from a natural experiment
Kalok Chan, Baolian Wang, Zhishu Yang
Pages 59-76
The short-selling skill of institutions and individuals
Fernando Chague, Rodrigo De-Losso, Bruno Giovannetti
Pages 77-91
A factor-model approach for correlation scenarios and correlation stress testing
N. Packham, C.F. Woebbeking
Pages 92-103
Making cents of tick sizes: The effect of the 2016 U.S. SEC tick size pilot on limit order book liquidity
Todd G. Griffith, Brian S. Roseman
Pages 104-121
Risk managing tail-risk seekers: VaR and expected shortfall vs S-shaped utility
John Armstrong, Damiano Brigo
Pages 122-135
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Earnings management and post-split drift
Konan Chan, Fengfei Li, Tse-Chun Lin
Pages 136-146
Enforcement of banking regulation and the cost of borrowing
Yota D. Deli, Manthos D. Delis, Iftekhar Hasan, Liuling Liu
Pages 147-160
Consumer debt non-payment and the borrowing constraint: Implications for consumer behavior
Alexandros P. Bechlioulis, Sophocles N. Brissimis
Pages 161-172
Family firms and access to credit. Is family ownership beneficial?
Pierluigi Murro, Valentina Peruzzi
Pages 173-187
Systemic risk and competition revisited
Consuelo Silva-Buston
Pages 188-205
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Individual pension risk preference elicitation and collective asset allocation with heterogeneity
Gosse A.G. Alserda, Benedict G.C. Dellaert, Laurens Swinkels, Fieke S.G. van der Lecq
Pages 206-225
Does dialect similarity add value to banks? Evidence from China
Wenlong Bian, Yang Ji, Hao Zhang
Pages 226-241
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Macroeconomic conditions, financial constraints, and firms’ financing decisions
Xin Chang, Yunling Chen, Sudipto Dasgupta
Pages 242-255
Do long-term institutional investors promote corporate social responsibility activities?
Hyun-Dong Kim, Taeyeon Kim, Yura Kim, Kwangwoo Park
Pages 256-269
A new measure of financial constraints applicable to private and public firms
Catharina Schauer, Ralf Elsas, Nikolas Breitkopf
Pages 270-295