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Publications in Finance

Risk Allocation Under Liquidity Constraints

Journal of Banking and Finance

English

Commodity and Equity Markets: Some Stylized Facts From a Copula Approach

Journal of Banking and Finance

English

Combining Equilibrium, Resampling, and Analyst’s Views in Portfolio Optimization

Journal of Banking and Finance

English

Does Corporate Social Responsibility Affect the Cost of Capital?

Journal of Banking and Finance

English

The Effect of Banking Regulation on Cross-Border Lending

Journal of Banking and Finance

English

Capturing the Risk Premium of Commodity Futures: The Role of Hedging Pressure

Journal of Banking and Finance

English

Short-Selling, Margin-Trading, and Price Efficiency: Evidence From the Chinese Market

Journal of Banking and Finance

English

Patterns in Payout Policy and Payout Channel Choice

Journal of Banking and Finance

English

Organizational Form, Business Strategies and the Demise of Demutualized Building Societies in the UK

Journal of Banking and Finance

English

Joint Extreme Events in Equity Returns and Liquidity and Their Cross-Sectional Pricing Implications

Journal of Banking and Finance

English