Journal of Banking & Finance 2005: Vol 29 Index

2005·2.2 MB·English

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science (oinecr- Journal of
BANKING &
FINANCE
Journal of Banking & Finance 29 (2005) 3187-3194
www.elsevier.com/locate/jbf
Author Index
Ackert, L.F. and G. Athanassakos, The relationship between short interest and stock
returns in the Canadian market 29 (2005) 1729
Aggarwal, R., L. Klapper and P.D. Wysocki, Portfolio preferences of foreign
institutional investors 29 (2005) 2919
Ahn, H.-J., J. Cai, Y. Hamao and R.Y.K. Ho, Adverse selection, brokerage coverage,
and trading activity on the Tokyo Stock Exchange 29 (2005) 1483
Aivazian, V.A., Y. Ge and J. Qiu, Corporate governance and manager turnover: An
unusual social experiment 29 (2005) 1459
Andersson, M. and M. Lomakka, Evaluating implied RNDs by some new confidence
interval estimation techniques 29 (2005) 1535
Annaert, J.. M.J.K. De Ceuster and W. Van Hyfte, The value of asset allocation
advice: Evidence from The Economist's quarterly portfolio poll 29 (2005) 661
Aste, T., see Di Matteo, T. 29 (2005) 827
Athanassakos, G., see Ackert, L.F. 29 (2005) 1729
Audrino, F. and G. Barone-Adesi, Functional gradient descent for financial time series
with an application to the measurement of market risk 29 (2005) 959
Ayadi, M.A. and L. Kryzanowski, Portfolio performance measurement using APM-
free kernel models 29 (2005) 623
Bacidore, J.M., R. Battalio, N. Galpin and R. Jennings, Sources of liquidity for
NYSE-listed non-US stocks 29 (2005) 3075
Balakrishnan, N., see Shanker, L. 29 (2005) 1611
Banerji, S. and V.R. Errunza, Privatization under incomplete information and
bankruptcy risk 29 (2005) 735
Barone-Adesi, G., see Audrino, F. 29 (2005) 959
Barone-Adesi, G., Editorial: Introduction 29 (2005) 801
Barone-Adesi, G., Editorial: Thirty years of continuous-time finance 29 (2005) 2699
Barone-Adesi, G., The saga of the American put 29 (2005) 2909
Basak, S., Asset pricing with heterogeneous beliefs 29 (2005) 2849
Battalio, R., see Bacidore, J.M. 29 (2005) 3075
Bauer, R., K. Koedijk and R. Otten, International evidence on ethical mutual fund
performance and investment style 29 (2005) 1751
Beck, T., J.M. Crivelli and W. Summerhill, State bank transformation in Brazil -
choices and consequences 29 (2005) 2223
Beck, T., R. Cull and A. Jerome, Bank privatization and performance: Empirical
evidence from Nigeria 29 (2005) 2355
Belaire-Franch, J. and K.K. Opong, Some evidence of random walk behavior of Euro
exchange rates using ranks and signs 29 (2005) 1631
Beltratti, A., Capital market equilibrium with externalities, production and
heterogeneous agents 29 (2005) 3061
doi:10.1016/S0378-4266(05)00172-X
3188 Author Index
Berger, A.N., G.R.G. Clarke, R. Cull, L. Klapper and G.F. Udell, Corporate
governance and bank performance: A joint analysis of the static, selection, and
dynamic effects of domestic, foreign, and state ownership 29 (2005) 2179
Berkman, H., T. Brailsford and A. Frino, A note on execution costs for stock index
futures: Information versus liquidity effects 29 (2005) 565
Bhanot, K., What causes mean reversion in corporate bond index spreads? The impact
of survival 29 (2005) 1385
Boehmer, E., R.C. Nash and J.M. Netter, Bank privatization in developing and
developed countries: Cross-sectional evidence on the impact of economic and
political factors 29 (2005) 1981
Bonaccorsi di Patti, E. and D.C. Hardy, Financial sector liberalization, bank
privatization, and efficiency: Evidence from Pakistan 29 (2005) 2381
Bonin, J.P., 1.H asan and P. Wachtel, Bank performance, efficiency and ownership in
transition countries 29 (2005) 31
Bonin, J.P., I. Hasan and P. Wachtel, Privatization matters: Bank efficiency in
transition countries 29 (2005) 2155
Boscaljon, B. and C.-C. Ho, Information content of bank loan announcements to
Asian corporations during periods of economic uncertainty 29 (2005) 369
Boubakri, N., J.-C. Cosset, K. Fischer and O. Guedhami, Privatization and bank
performance in developing countries 29 (2005) 2015
Brada, J.C., A.M. Kutan and S. Zhou, Real and monetary convergence between the
European Union’s core and recent member countries: A rolling cointegration
approach 29 (2005) 249
BrailsfordT,. , see Berkman,H . 29 (2005) 565
Buraschi, A. and F. Corielli, Risk management implications of time-inconsistency:
Model updating and recalibration of no-arbitrage models 29 (2005) 2883
Cai, J., see Ahn, H.-J. 29 (2005) 1483
Cantor, R., see Emery, K.M. 29 (2005) 1575
Cao, M. and J. Wei, Stock market returns: A note on temperature anomaly 29 (2005) 1559
Carter, D.A. and J.E. McNulty, Deregulation, technological change, and the business-
lending performance of large and small banks 29 (2005) 1113
Casassus, J., P. Collin-Dufresne and B. Goldstein, Unspanned stochastic volatility and
fixed income derivatives pricing 29 (2005) 2723
Chakrabarti, R., W. Huang, N. Jayaraman and J. Lee, Price and volume effects of
changes in MSCI indices — nature and causes 29 (2005) 1237
Chen, A.-S. and M.T. Leung, Modeling time series information into option prices: An
empirical evaluation of statistical projection and GARCH option pricing model 29 (2005) 2947
Chen, Z., D. Li and F. Moshirian, China’s financial services industry: The intra-
industry effects of privatization of the Bank of China Hong Kong 29 (2005) 2291
Chih, H.-L., see Shen, C.-H. 29 (2005) 2675
Chiou, I. and L.J. White, Measuring the value of strategic alliances in the wake of a
financial implosion: Evidence from Japan’s financial services sector 29 (2005) 2455
ChristCi., aMunltisvareiatne ,te rm structure models with level and heteroskedasticity
effects 29 (2005) 1037
Chu, Q.C., see Nam, K. 29 (2005) 391
Chung, K.H. and Y. Kim, The dynamics of dealer markets and trading costs 29 (2005) 3041
Chung, K.H., M. Li and T.H. MclInish, Information-based trading, price impact of
trades, and trade autocorrelation 29 (2005) 1645
Clarke, G.R.G., see Berger, A.N. 29 (2005) 2179
Clarke, G.R.G., J.M. Crivelli and R. Cull, The direct and indirect impact of bank
privatization and foreign entry on access to credit in Argentina’s provinces 29 (2005) 5
Clarke, G.R.G., R. Cull and M.M. Shirley, Bank privatization in developing countries:
A summary of lessons and findings 29 (2005) 1905
Author Index
Clarke, G.R.G., R. Cull and W. Megginson, Editorial: Introduction to the special issue
on bank privatization 29 (2005) 1903
Coccorese, P., Competition in markets with dominant firms: A note on the evidence
from the Italian banking industry 29 (2005) 1083
Collin-Dufresne, P., see Casassus, J. 29 (2005) 2723
Corielli, F., see Buraschi, A. 29 (2005) 2883
Cosset, J.-C., see Boubakri, N. 29 (2005) 2015
Cottarelli, C., G. Dell’Ariccia and I. Vladkova-Hollar, Early birds, late risers, and
sleeping beauties: Bank credit growth to the private sector in Central and Eastern
Europe and in the Balkans 29 (2005) 83
Crivelli, J.M., see Beck, T. 29 (2005) 2223
Crivelli, J.M., see Clarke, G.R.G. 29 (2005) 5
Cull, R., see Beck, T. 29 (2005) 2355
Cull, R., see Berger, A.N. 29 (2005) 2179
Cull, R., see Clarke, G.R.G. 29 (2005) 5
Cull, R., see Clarke, G.R.G. 29 (2005) 1903
Cull, R., see Clarke, G.R.G. 29 (2005) 1905
Cumming, D., G. Fleming and J.-A. Suchard, Venture capitalist value-added activities,
fundraising and drawdowns 29 (2005) 295
Cunado, J., L.A. Gil-Alana and F.P. de Gracia, A test for rational bubbles in the
NASDAQ stock index: A fractionally integrated approach 29 (2005) 2633
Dacorogna, M.M., see Di Matteo, T. 29 (2005) 827
De Ceuster, M.J.K., see Annaert, J. 29 (2005) 661
De Giorgi, E., Reward-risk portfolio selection and stochastic dominance 29 (2005) 895
de Gracia, F.P., see Cunado, J. 29 (2005) 2633
Dell’Ariccia, G., see Cottarelli, C. 29 (2005) = 83
de Menil, G., Why should the portfolios of mandatory, private pension funds be
captive? (The foreign investment question) 29 (2005) 123
Demiralp, S. and D. Farley, Declining required reserves, funds rate volatility, and open
market operations 29 (2005) 1131
De Nicolo, G., P. Honohan and A. Ize, Dollarization of bank deposits: Causes and
consequences 29 (2005) 1697
Detemple, J., R. Garcia and M. Rindisbacher, Intertemporal asset allocation: A
comparison of methods 29 (2005) 2821
De Vries, C.G., The simple economics of bank fragility 29 (2005) 803
Di Matteo, T., T. Aste and M.M. Dacorogna, Long-term memories of developed and
emerging markets: Using the scaling analysis to characterize their stage of
development 29 (2005) 827
Djankov, S., J. Jindra and L.F. Klapper, Corporate valuation and the resolution of
bank insolvencyi n East Asia 29 (2005) 2095
Duan, J.-C. and J. Wei, Executive stock options and incentive effects due to systematic
risk 29 (2005) 1185
Duan, J.-C. and M.-T. Yu, Fair insurance guaranty premia in the presence of risk-
based capital regulations, stochastic interest rate and catastrophe risk 29 (2005) 2435
Duffie, D., Credit risk modeling with affine processes 29 (2005) 2751
Dutkowsky, D.H., see Jones, B.E. 29 (2005) 483
Eberhart, A.C., Employee stock options as warrants 29 (2005) 2409
Ederington, L. and W. Guan, The information frown in option prices 29 (2005) 1429
Elger, T., see Jones, B.E. 29 (2005) 483
Emery, K.M. and R. Cantor, Relative default rates on corporate loans and bonds 29 (2005) 1575
Errunza, V.R., see Banerji, S. 29 (2005) 735
Ewing, B.T. and F. Malik, Re-examining the asymmetric predictability of conditional
variancesT:he role of sudden changesi n variance 29 (2005) 2655
3190 Author Index
Faff, R. and D. Hillier, Complete markets, informed trading and equity option
introductions 29 (2005) 1359
Farley, D., see Demiraip, S. 29 (2005) 1131
Fermanian, J.-D. and O. Scaillet, Sensitivity analysis of VaR and Expected Shortfall
for portfolios under netting agreements 29 (2005) 927
Fischer, K., see Boubakri, N. 29 (2005) 2015
Fleming, G., see Cumming, D. 29 (2005) 295
Fletcher, J. and J. Kihanda, An examination of alternative CAPM-based models in
UK stock returns 29 (2005) 2995
Fries, S. and A. Taci, Cost efficiency of banks in transition: Evidence from 289 banks in
15 post-communist countries 29 (2005) 55
Frino, A., see Berkman, H. 29 (2005) 565
Gagliardini, P. and C. Gourieroux, Migration correlation: Definition and efficient
estimation 29 (2005) 865
Galpin, N., see Bacidore, J.M. 29 (2005) 3075
GarciRa.,, s ee Detemple,J . 29 (2005) 2821
Ge, Y., see Aivazian, V.A. 29 (2005) 1459
Geman, H., From measure changes to time changes in asset pricing 29 (2005) 2701
Gerlach, S. and W. Peng, Bank lending and property prices in Hong Kong 29 (2005) 461
Giannopoulos, K. and R. Tunaru, Coherent risk measures under filtered historical
simulation 29 (2005) 979
Gil-Alana, L.A., see Cunado, J. 29 (2005) 2633
Gleason, K., J.E. McNulty and A.K. Pennathur, Returns to acquirers of privatizing
financial services firms: An international examination 29 (2005) 2043
Goldstein, B., see Casassus, J. 29 (2005) 2723
Golinelli, R. and R. Rovelli, Monetary policy transmission, interest rate rules and
inflation targeting in three transition countries 29 (2005) 183
Gonzalez, F., Bank regulation and risk-taking incentives: An international comparison
of bank risk 29 (2005) 1153
Goodhart, C.A.E. and H. Huang, The lender of last resort 29 (2005) 1059
Gouriéroux, C., see Gagliardini, P. 29 (2005) 865
Grant, J.L., A. Wolf and S. Yu, Intraday price reversals in the US stock index futures
market:A 15-year study 29 (2005) 1311
Grunert, J.. L. Norden and M. Weber, The role of non-financial factorsi n internal
credit ratings 29 (2005) 509
Guan, L.K., C. Ting and M. Warachka, The implied jump risk of LIBOR rates 29 (2005) 2503
GuaWn.,, s ee Ederington, L. 29 (2005) 1429
Guedhami, O., see Boubakri, N. 29 (2005) 2015
Gupta, A. and M.G. Subrahmanyam, Pricing and hedging interest rate options:
Evifrdom ecap—nfloocr meark ets 29 (2005) 701
Haber,S ., Mexico’s experiments with bankp rivatizatioannd liberalization, 1991—2003 29 (2005) 2325
Hamao, Y., see Ahn, H.-J. 29 (2005) 1483
Hardy, D.C., see Bonaccorsi di Patti,E . 29 (2005) 2381
HasaIn.,, s ee Bonin, J.P. 29 (2005) = 31
Hasan, I., see Bonin, J.P. 29 (2005) 2155
Hassan, M.K., see Kabir, M.H. 29 (2005) 441
Haubrich, J.G. and J.A.C. Santos, Banking and commerce: A liquidity approach 29 (2005) 271
Heffernan, S., The effect of UK building society conversion on pricing behaviour 29 (2005) 779
Hillier, D., see Faff, R. 29 (2005) 1359
Ho, C.-C., see Boscaljon, B. 29 (2005) 369
Ho, R.Y.K., see Ahn, H.-J. 29 (2005) 1483
Hoggarth, G., P. Jackson and E. Nier, Banking crises and the design of safety nets 29 (2005) 143
Honohan, P., see De Nicolo, G. 29 (2005) 1697
Author Index
Houweling, P., A. Mentink and T. Vorst, Comparing possible proxies of corporate
bond liquidity 29 (2005) 1331
Huang, H., see Goodhart, C.A.E. 29 (2005) 1059
Huang, H.-H., Comment on “Optimal portfolio selection in a_ value-at-risk
framework” 29 (2005) 3181
Huang, W., see Chakrabarti, R. 29 (2005) 1237
Hunter, D.M. and D.P. Simon, Are TIPS the “real” deal?: A conditional assessment of
their role in a nominal portfolio 29 (2005) 347
Instefjord, N., Risk and hedging: Do credit derivatives increase bank risk? 29 (2005) 333
Inui, K. and M. Kijima, On the significance of expected shortfall as a coherent risk
measure 29 (2005) 853
Ize, A., see De Nicolo, G. 29 (2005) 1697
JackP.,s seoe Hnogg,art h, G. 29 (2005) 143
Jankov, L., see Kraft, E. 29 (2005) 105
Jarrow, R. and P. Protter, Large traders, hidden arbitrage, and complete markets 29 (2005) 2803
Jayaraman, N., see Chakrabarti, R. 29 (2005) 1237
Jeitschko, T.D. and S.D. Jeung, Incentives for risk-taking in banking — A unified
approach 29 (2005) 759
Jennings, R., see Bacidore, J.M. 29 (2005) 3075
Jerome, A., see Beck, T. 29 (2005) 2355
Jeung, S.D., see Jeitschko, T.D. 29 (2005) 759
JinJ.,d sere Djaank,oy, S. 29 (2005) 2095
Jones, B.E., D.H. Dutkowsky and T. Elger, Sweep programs and optimal monetary
aggregation 29 (2005) 483
Kabir, M.H. and M.K. Hassan, The near-collapse of LTCM, US financial stock
returns, and the fed 29 (2005) 441
Khang, K., see King, T.-H.D. 29 (2005) 3141
Kihanda, J., see Fletcher, J. 29 (2005) 2995
Kijima, M., see Inui, K. 29 (2005) 853
Kim, M., E.G. Kristiansen and B. Vale, Endogenous product differentiation in credit
markets: What do borrowers pay for? 29 (2005) 681
Kim, S.J.,F . Moshirian and E. Wu, Dynamic stock market integration driven by the
European Monetary Union: An empirical analysis 29 (2005) 2475
Kim, Y., see Chung, K.H. 29 (2005) 3041
King, T.-H.D. and K. Khang, On the importance of systematic risk factors in
explaining the cross-section of corporate bond yield spreads 29 (2005) 3141
Klaassen, P., see Koopman, S.J. 29 (2005) 3159
Klapper, L., see Aggarwal, R. 29 (2005) 2919
Klapper, L., see Berger, A.N. 29 (2005) 2179
Klapper, L.F., see Djankov, S. 29 (2005) 2095
Koedijk, K., see Bauer, R. 29 (2005) 1751
Koopman, S.J., A. Lucas and P. Klaassen, Empirical credit cycles and capital buffer
formation 29 (2005) 3159
Koustas, Z. and A. Serletis, Rational bubbles or persistent deviations from market
fundamentals? 29 (2005) 2523
Kraft, E. and L. Jankov, Does speed kill? Lending booms and their consequences in
Croatia 29 (2005) 105
Kristiansen, E.G., see Kim, M. 29 (2005) 681
Kryzanowski, L., see Ayadi, M.A. 29 (2005) 623
Kutan, A.M., see Brada, J.C. 29 (2005) 249
Laeven, L. and G. Majnoni, Does judicial efficiency lower the cost of credit? 29 (2005) 1791
Lee, J., see Chakrabarti, R. 29 (2005) 1237
Lehar, A., Measuring systemic risk: A risk management approach 29 (2005) 2577
3192 Author Index
Leung, M.T., see Chen, A.-S. 29 (2005) 2947
Li, D., see Chen, Z. 29 (2005) 2291
Li, M., see Chung, K.H. 29 (2005) 1645
Li, Y. and M. Zhong, Consumption habit and international stock returns 29 (2005) 579
Linn, $.C. and D.R. Stock, The impact of junior debt issuance on senior unsecured
debt’s risk premiums 29 (2005) 1585
Lioui, A. and P. Poncet, General equilibrium pricing of CPI derivatives 29 (2005) 1265
Lomakka, M., see Andersson, M. 29 (2005) 1535
Longin, F., The choice of the distribution of asset returns: How extreme value theory
can help? 29 (2005) 1017
Lucas, A., see Koopman, S.J. 29 (2005) 3159
Magri, S., A. Mori and P. Rossi, The entry and the activity level of foreign banks in
Italy: An analysis of the determinants 29 (2005) 1295
Majnoni, G., see Laeven, L. 29 (2005) 1791
Malik, F., see Ewing, B.T. 29 (2005) 2655
Marini, F., Banks, financial markets, and social welfare 29 (2005) 2557
Massa, M. and A. Simonoy, Is learning a dimension of risk? 29 (2005) 2605
Massoud, N., How should Central Banks determine and control their bank note
inventory? 29 (2005) 3099
Mauer, D.C. and S. Sarkar, Real options, agency conflicts, and optimal capital structure 29 (2005) 1405
Maury, B. and A. Pajuste, Multiple large shareholders and firm value 29 (2005) 1813
Mayes, D.G., Who pays for bank insolvency in transition and emerging economies? 29 (2005) 161
MclInish, T.H., see Chung, K.H. 29 (2005) 1645
McNulty, J.E., see Carter, D.A. 29 (2005) 1113
McNulty, J.E., see Gleason, K. 29 (2005) 2043
Megginson, W., see Clarke, G.R.G. 29 (2005) 1903
Megginson, W.L., The economics of bank privatization 29 (2005) 1931
Mentink, A., see Houweling, P. 29 (2005) 1331
Moeller, S.B. and F.P. Schlingemann, Global diversification and bidder gains: A
comparison between cross-border and domestic acquisitions 29 (2005) 533
Mori, A., see Magri, S. 29 (2005) 1295
Moshirian, F., see Chen, Z. 29 (2005) 2291
Moshirian, F., see Kim, S.J. 29 (2005) 2475
Nakane, M.I. and D.B. Weintraub, Bank privatization and productivity: Evidence for
Brazil 29 (2005) 2259
Nam, K., K.M. Washer and Q.C. Chu, Asymmetric return dynamics and technical
trading strategies 29 (2005) 391
Nash, R.C., see Boehmer, E. 29 (2005) 1981
Netter, J.M., see Boehmer, E. 29 (2005) 1981
Nguyen, N., see Williams, J. 29 (2005) 2119
Nier, E., see Hoggarth, G. 29 (2005) 143
Norden, L., see Grunert, J. 29 (2005) 509
Opong, K.K., see Belaire-Franch, J. 29 (2005) 1631
Orlowski, L.T., Monetary convergence of the EU accession countries to the eurozone:
A theoretical framework and policy implications 29 (2005) 203
Otchere, I., Do privatized banks in middle- and low-income countries perform better
than rival banks? An intra-industry analysis of bank privatization 29 (2005) 2067
Otten, R., see Bauer, R. 29 (2005) 1751
Pajuste, A., see Maury, B. 29 (2005) 1813
Patro, D.K. and J.K. Wald, Firm characteristics and the impact of emerging market
liberalizations 29 (2005) 1671
Pederzoli, C. and C. Torricelli, Capital requirements and business cycle regimes:
Forward-looking modelling of default probabilities 29 (2005) 3121
Author Index 3193
Peng, W., see Gerlach, S. 29 (2005) 461
Pennathur, A.K., see Gleason, K. 29 (2005) 2043
Poncet, P., see Lioui, A. 29 (2005) 1265
Powell, R. and A. Yawson, Industry aspects of takeovers and divestitures: Evidence
from the UK 29 (2005) 3015
Protter, P., see Jarrow, R. 29 (2005) 2803
Qiu, J., see Aivazian, V.A. 29 (2005) 1459
Rigobon, R. and B. Sack, The effects of war risk on US financial markets 29 (2005) 1769
Rindisbacher, M., see Detemple, J. 29 (2005) 2821
Rossi, P., see Magri, S. 29 (2005) 1295
Rovelli, R., see Golinelli, R. 29 (2005) 183
Sack, B., see Rigobon, R. 29 (2005) 1769
Santos, J.A.C., see Haubrich, J.G. 29 (2005) 271
Sarkar, S., see Mauer, D.C. 29 (2005) 1405
Saunders, A., Editorial: An appreciation of Lawrence G. Goldberg 29 (2005) 2407
Scaillet,O. , see Fermanian, J.-D. 29 (2005) 927
Schlingemann, F.P., see Moeller, S.B. 29 (2005) 533
Serletis, A., see Koustas, Z. 29 (2005) 2523
Shanker, L. and N. Balakrishnan, Optimal clearing margin, capital and price limits for
futures clearinghouses 29 (2005) 1611
Shen, C.-H. and H.-L. Chih, Investor protection, prospect theory, and earnings
management: An international comparison of the banking industry 29 (2005) 2675
Shirley, M.M., see Clarke, G.R.G. 29 (2005) 1905
Simon, D.P., see Hunter, D.M. 29 (2005) 347
Simonov, A., see Massa, M. 29 (2005) 2605
Stein, R.M., The relationship between default prediction and lending profits:
Integrating ROC analysis and loan pricing 29 (2005) 1213
Stock, D.R., see Linn, S.C. 29 (2005) 1585
Stoimenov, P.A. and S. Wilkens, Are structured products ‘fairly’ priced? An analysis of
the German market for equity-linked instruments 29 (2005) 2971
Subrahmanyam, M.G., see Gupta, A. 29 (2005) 701
Suchard, J.-A., see Cumming, D. 29 (2005) 295
Suchard, J.-A., The use of stand alone warrants as unique capital raising instruments 29 (2005) 1095
Summerhill, W., see Beck,T . 29 (2005) 2223
Taci, A., see Fries, S. 29 (2005) 55
Thornton, D.L., Tests of the expectations hypothesis: Resolving the anomalies when
the short-term rate is the federal funds rate 29 (2005) 2541
Ting, C., see Guan, L.K. 29 (2005) 2503
Torricelli, C., see Pederzoli,C . 29 (2005) 3121
Tsutsui, Y., see Uchida, H. 29 (2005) 419
Tunaru, R., see Giannopoulos, K. 29 (2005) 979
Uchida, H. and Y. Tsutsui, Has competition in the Japanese banking sector improved? 29 (2005) 419
Udell, G.F., see Berger, A.N. 29 (2005) 2179
Uhrig-Homburg, M., Cash-flow shortage as an endogenous bankruptcy reason 29 (2005) 1509
Vale, B., see Kim, M. 29 (2005) 681
Van Hyfte, W., see Annaert, J. 29 (2005) 661
Vladkova-Hollar, I., see Cottarelli, C. 29 (2005) = 83
von HageJn., a nd J. Zhou, The determination of capital controls: Which role do
exchange rate regimes play? 29 (2005) 227
Vorst, T., see Houweling,P . 29 (2005) 1331
Wachtel, P., see Bonin, J.P. 29 (2005) = 31
Wachtel, P., see BoninJ,.P . 29 (2005) 2155
Wachtel, P., Editorial: Introduction to the Symposium Issue 29 (2005) l
3194 Author Index
Wald, J.K., see Patro, D.K. 29 (2005) 1671
Wang, C., Ownership and operating performance of Chinese IPOs 29 (2005) 1835
Warachka, M., see Guan, L.K. 29 (2005) 2503
Washer, K.M., see Nam, K. 29 (2005) 391
Weber, M., see Grunert, J. 29 (2005) 509
Wei, J., see Cao, M. 29 (2005) 1559
We, J., see Duan, J.-C. 29 (2005) 1185
Wei, S.X. and C. Zhang, Idiosyncratic risk does not matter: A re-examination of the
relationship between average returns and average volatilities 29 (2005) 603
Weintraub, D.B., see Nakane, M.I. 29 (2005) 2259
White, L.J., see Chiou, I. 29 (2005) 2455
WilS.k, seee Stnoimesnov,, P .A. 29 (2005) 2971
Williams, J. and N. Nguyen, Financial liberalisation, crisis, and restructuring: A
comparative study of bank performance and bank governance in South East Asia 29 (2005) 2119
Woidtke, T., see Yeh, Y.-H. 29 (2005) 1857
Wolf, A., see Grant, J.L. 29 (2005) 1311
Wu, E., see Kim, S.J. 29 (2005) 2475
Wysocki, P.D., see Aggarwal, R. 29 (2005) 2919
Yamai, Y. and T. Yoshiba, Value-at-risk versus expected shortfall: A practical
perspective 29 (2005) 997
Yawson, A., see Powell, R. 29 (2005) 3015
Yeh, Y.-H. and T. Woidtke, Commitment or entrenchment?: Controlling shareholders
and board composition 29 (2005) 1857
Yoshiba, T., see Yamai, Y. 29 (2005) 997
Yu, M.-T., see Duan, J.-C. 29 (2005) 2435
Yu, S., see Grant, J.L. 29 (2005) 1311
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