Journalof Banking & Finance2019年第4期

[发布日期]:2019-05-07  [浏览次数]:

目录

Aggregate risk and efficiency of mutual funds

总体风险和共同基金的有效性

Detecting underestimates of risk in VAR models

探测VAR模型中风险的低估

Option-Implied variance asymmetry and the cross-section of stockreturns

期权隐含方差不对称性与股票横截面收益

The performance of acquisitions by high default risk bidders

高违约风险竞标者的收购业绩

Why investors do not buy cheaper securities: Evidence from anatural experiment

为什么投资者不买更便宜的股票:来自一个自然实验的证据

The short-selling skill of institutions and individuals

机构和个人投资者的卖空技巧

A factor-model approach for correlation scenarios and correlationstress testing

一种用于相关场景和相关压力测试的因子模型方法

Making cents of tick sizes: The effect of the 2016 U.S. SEC ticksize pilot on limit order book liquidity

2016年美国证券交易委员会tick规模试点对有限交易委托流动性的影响

Risk managing tail-risk seekers: VAR and expected shortfall vsS-shaped utility

风险管理尾部风险寻求者:VAR和预期缺口vs S-型效用

Earnings management and post-split drift

盈余管理和股权分置后的变化  

Enforcement of banking regulation and the cost of borrowing

银行监管执行和借贷成本

Consumer debt non-payment and the borrowing constraint:Implications for consumer behavior

消费者债务拖欠与借贷约束:对消费者行为的影响

Family firms and access to credit. Is family ownership beneficial?

家族企业和信贷渠道。家庭所有制有益吗?

Systemic risk and competition revisited

重审系统性风险和竞争

Individual pension risk preference elicitation and collectiveasset allocation with heterogeneity

个体养老金风险偏好诱导与异质性集体资产配置

Does dialect similarity add value to banks? Evidence from China

方言的相似性增加了银行的价值?来自中国的证据

Macroeconomic conditions, financial constraints, and firms’financing decisions

宏观经济条件、金融约束和企业融资决策

Do long-term institutional investors promote corporate socialresponsibility activities?

长期机构投资者是否促进了企业社会责任活动?

A new measure of financial constraints applicable to private andpublic firms

一种适用于私有和上市公司财务约束的新测度

原文链接:https://www.sciencedirect.com/journal/journal-of-banking-and-finance/vol/101/suppl/C

翻译者:阙江静



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