Narrow search
Showing 1 - 10 of 673
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
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
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
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
Pricing convertible bonds
Batten, Jonathan A.; Khaw, Karren Lee-Hwei; Young, Martin R. - In: Journal of banking & finance 92 (2018), pp. 216-236
Persistent link: https://www.econbiz.de/10011964571
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
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
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 do carbon prices and price volatility change?
Ibrahim, Boulis Maher; Kalaitzoglou, Iordanis Angelos - In: Journal of banking & finance 63 (2016), pp. 76-94
Persistent link: https://www.econbiz.de/10011634175
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