Narrow search
Showing 1 - 10 of 133
Cover Image
Alternative bankruptcy prediction models using option-pricing theory
Charitou, Andreas; Dionysiou, Dionysia; Lambertides, … - In: Journal of banking & finance 37 (2013) 7, pp. 2329-2341
Persistent link: https://www.econbiz.de/10009760656
Cover Image
Why does higher variability of trading activity predict lower expected returns?
Barinov, Alexander - In: Journal of banking & finance 58 (2015), pp. 457-470
Persistent link: https://www.econbiz.de/10011544044
Cover Image
Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality?
Isshaq, Zangina; Faff, Robert W. - In: Journal of banking & finance 68 (2016), pp. 153-161
Persistent link: https://www.econbiz.de/10011634813
Cover Image
Detecting money market bubbles
Baldeaux, Jan; Ignatieva, Ekaterina; Platen, Eckhard - In: Journal of banking & finance 87 (2018), pp. 369-379
Persistent link: https://www.econbiz.de/10011962562
Cover Image
Excess reserves, monetary policy and financial volatility
Primus, Keyra - In: Journal of banking & finance 74 (2017), pp. 153-168
Persistent link: https://www.econbiz.de/10011793751
Cover Image
Option-Implied variance asymmetry and the cross-section of stock returns
Huang, Tao; Li, Junye - In: Journal of banking & finance 101 (2019), pp. 21-36
Persistent link: https://www.econbiz.de/10012162590
Cover Image
The impact of distressed economies on the EU sovereign market
Groba, Jonatan; Lafuente, Juan Angel; Serrano, Pedro - In: Journal of banking & finance 37 (2013) 7, pp. 2520-2532
Persistent link: https://www.econbiz.de/10009760595
Cover Image
Liquidity, credit quality, and the relation between volatility and trading activity : evidence from the corporate bond market
Wang, Junbo; Wu, Chunchi - In: Journal of banking & finance 50 (2015), pp. 183-203
Persistent link: https://www.econbiz.de/10010509587
Cover Image
Dynamic effects of idiosyncratic volatility and liquidity on corporate bond spreads
Kalimipalli, Madhu; Nayak, Subhankar; Perez, M. Fabricio - In: Journal of banking & finance 37 (2013) 8, pp. 2969-2990
Persistent link: https://www.econbiz.de/10009777275
Cover Image
Explaining CDS prices with Merton's model before and after the Lehman default
Gemmill, Gordon; Marra, Miriam - In: Journal of banking & finance 106 (2019), pp. 93-109
Persistent link: https://www.econbiz.de/10012224244