目錄
Editorial Board
編輯委員會
Adjusted Expected Shortfall
調整預期不足
Market fairness and efficiency: Evidence from the Tokyo Stock Exchange
市場公平和效率:證據從東京證券交易所
Dissecting the yield curve: The international evidence
剖析收益率曲線:國際證據
Mutual fund tax implications when investment advisors manage tax-exempt separate accounts
共同基金的稅收影響當投資顧問管理免稅獨立賬戶
Housing networks and driving forces
房地産網絡和驅動力
Knowledge spillovers in the mutual fund industry through labor mobility
共同基金行業的知識溢出效應通過勞動力流動
A geometric framework for covariance dynamics
協方差動态的幾何框架
Corporate social responsibility and market efficiency: Evidence from ESG and misvaluation measures
企業社會責任和市場效率:證據從環境、社會和治理和投資者的措施
Stabilising virtues of central banks: (Re)matching bank liquidity
穩定中央銀行的優點:(重新)匹配銀行流動性
Information networks in the financial sector and systemic risk
信息網絡在金融部門和系統性風險
The role of intrinsic incentives and corporate culture in motivating innovation
角色的内在激勵和企業文化激勵創新
Institutional investors’ horizon and equity-financed payouts
機構投資者的地平線和蠱惑
Opening the black box – Quantile neural networks for loss given default prediction
打開黑盒子——分位數給違約損失預測神經網絡
Concept links and return momentum
概念的聯系和返回的勢頭
Expectations, credit conditions, and housing boom-bust: Evidence from SVAR with sign and zero restrictions
期望、信貸條件和住房繁榮-蕭條:證據從SVAR标志和零限制
Hedge fund family ties
對沖基金的家庭關系
Predicting the stressed expected loss of large U.S. banks
預測強調預期美國大型銀行的損失
Negative externalities of mutual fund instability: Evidence from leveraged loan funds
共同基金不穩定的負外部性:證據來自杠杆貸款基金
Sensitivity-implied tail-correlation matrices
靈敏度隐含的尾相關矩陣
The illusion of oil return predictability: The choice of data matters!
回油可預測性的錯覺:選擇數據很重要!
Integration culture of global banks and the transmission of lending shocks
整合全球銀行和貸款的傳播的文化沖擊
The exclamation mark of Cain: Risk salience and mutual fund flows
該隐的感歎号:風險顯著和共同基金流動
Systemic risk and severe economic downturns: A targeted and sparse analysis
系統性風險和嚴重的經濟衰退:目标和稀疏的分析
How do investors trade R&D-intensive Stocks? Evidence from hedge funds and other institutional investors
投資者如何交易研發密集型股票?來自對沖基金和其他機構投資者的證據
Bank solvency risk and funding cost interactions: Evidence from Korea
銀行的償付能力風險和資金成本的相互作用:證據來自韓國
Does quantitative easing affect market liquidity?
量化寬松政策影響市場流動性嗎?
Bank instability: Interbank linkages and the role of disclosure
銀行不穩定:銀行間的聯系和信息披露的作用
Market-consistent valuation of natural catastrophe risk
自然災害風險的市場一緻估值
Information asymmetry and the profitability of technical analysis
信息不對稱和技術分析的盈利能力
History matters: How short-term price charts hurt investment performance
曆史問題:短期價格圖表傷害投資業績
The effects of mutual fund decarbonization on stock prices and carbon emissions
共同基金脫碳的影響股票價格和碳排放
Post-crisis regulations, market making, and liquidity in over-the-counter markets
危機後的規定,市場,和場外交易市場的流動性
Management practices and M&A success
管理實踐和并購的成功
Executives’ Blaming external factors and market reactions: Evidence from earnings conference calls
高管歸咎于外部因素和市場反應:證據從收益電話會議
Bank complexity, governance, and risk
銀行的複雜性、治理和風險
Complexity and riskiness of banking organizations: Evidence from the International Banking Research Network
銀行機構的複雜性和風險:證據從國際銀行業研究網絡
The Janus face of bank geographic complexity
銀行地理的另一面的複雜性
Complexity of global banks and the implications for bank risk: Evidence from foreign banks in Hong Kong
全球銀行的複雜性和影響銀行風險:來自外資銀行在香港的證據
Mapping exposures of EU banks to the global shadow banking system
映射暴露歐盟銀行全球影子銀行體系
Banks’ complexity-risk nexus and the role of regulation
銀行的複雜性-風險關系和監管的作用
Does the geographical complexity of the Colombian financial conglomerates increase banks’ risk? The role of diversification, regulatory arbitrage, and funding costs
哥倫比亞的地理複雜金融集團增加銀行的風險?
The multiple dimensions of bank complexity: Effects on credit risk-taking
複雜性:銀行的多個維度對信貸風險的影響
Risk and control in complex banking groups
風險和控制複雜的銀行集團
Opacity and risk-taking: Evidence from Norway
不透明度和冒險:證據來自挪威
原文鍊接:https://www.sciencedirect.com/journal/journal-of-banking-and-finance/vol/134/suppl/C
翻譯:有道翻譯
整理者:楊璐