<title>Abstract</title> This study explores the impacts of bank's diversified operations on their loans, the threshold effect of bank's derivatives trading and the impacts on their financial behaviors are investigated. The results show that there are two separate regime effects for banks in large-sized and...

In this paper we investigate the explanatory power of the market beta, firm size, and the book-to-market ratio, as well as Value-at-Risk regarding the cross-sectional expected stock returns in a less developed stock market - Taiwan's stock market. The main purpose is to examine whether the...