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Journal of Banking & Finance

1977 - 2015

Current editor(s): Ike Mathur

from Elsevier
Series data maintained by Zhang, Lei ().

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Volume 53, issue C, 2015

The certification value of private debt renegotiation and the design of financial contracts: Empirical evidence from Europe pp. 1-17 Downloads
Christophe J. Godlewski
Commodity prices and BRIC and G3 liquidity: A SFAVEC approach pp. 18-33 Downloads
Ronald Ratti and Joaquin Vespignani
Pricing currency derivatives under the benchmark approach pp. 34-48 Downloads
Jan Baldeaux, Martino Grasselli and Eckhard Platen
Model uncertainty and systematic risk in US banking pp. 49-66 Downloads
Lieven Baele, Valerie De Bruyckere, Olivier De Jonghe and Rudi Vander Vennet
Local IPOs, local delistings, and the firm location premium pp. 67-83 Downloads
Giulia Baschieri, Andrea Carosi and Stefano Mengoli
In search of robust methods for dynamic panel data models in empirical corporate finance pp. 84-98 Downloads
Viet Anh Dang, Minjoo Kim and Yongcheol Shin
The role of interbank relationships and liquidity needs pp. 99-111 Downloads
Ben R. Craig, Falko Fecht and Günseli Tümer-Alkan
Can regulators allow banks to set their own capital ratios? pp. 112-123 Downloads
Lara Cathcart, Lina El-Jahel and Ravel Jabbour
The costs and benefits of short sale disclosure pp. 124-139 Downloads
Truong X. Duong, Zsuzsa R. Huszár and Takeshi Yamada
Profitability of time series momentum pp. 140-157 Downloads
Xue-Zhong He and Kai Li
Detection of arbitrage in a market with multi-asset derivatives and known risk-neutral marginals pp. 158-178 Downloads
Bertrand Tavin
Barrier style contracts under Lévy processes: An alternative approach pp. 179-187 Downloads
José Fajardo
Earnings baths by CEOs during turnovers: empirical evidence from German savings banks pp. 188-201 Downloads
Sven Bornemann, Thomas Kick, Andreas Pfingsten and Andrea Schertler
Board diversity and its effects on bank performance: An international analysis pp. 202-214 Downloads
Emma García-Meca, Isabel-María García-Sánchez and Jennifer Martínez-Ferrero
Venture capital exits in domestic and cross-border investments pp. 215-232 Downloads
Susanne Espenlaub, Arif Khurshed and Abdulkadir Mohamed
Has the financial system become safer after the crisis? The changing nature of financial institution risk pp. 233-248 Downloads
Paul Calluzzo and Gang Nathan Dong
Credit rationing and relationship lending. Does firm size matter? pp. 249-265 Downloads
Stefano Cenni, Stefano Monferrà, Valentina Salotti, Marco Sangiorgi and Giuseppe Torluccio
Basel III leverage ratio requirement and the probability of bank runs pp. 266-277 Downloads
Jean Dermine

Volume 52, issue C, 2015

Do mutual funds herd in industries? pp. 1-16 Downloads
Umut Celiker, Jaideep Chowdhury and Gokhan Sonaer
Why do options prices predict stock returns? Evidence from analyst tipping pp. 17-28 Downloads
Tse-Chun Lin and Xiaolong Lu
Counterparty risk for CDS: Default clustering effects pp. 29-42 Downloads
Lijun Bo and Agostino Capponi
Credit default swaps and the market for sovereign debt pp. 43-61 Downloads
Iuliana Ismailescu and Blake Phillips
Is volatility clustering of asset returns asymmetric? pp. 62-76 Downloads
Cathy Ning, Dinghai Xu and Tony S. Wirjanto
Uninsured deposits as a monitoring device: Their impact on bond yields of banks pp. 77-88 Downloads
Emmanuel Alanis, Hamid Beladi and Margot Quijano
Variable selection and corporate bankruptcy forecasts pp. 89-100 Downloads
Shaonan Tian, Yan Yu and Hui Guo
Unconventional monetary policy had large international effects pp. 101-111 Downloads
Christopher J. Neely
Financial distress, outside directors and corporate tax aggressiveness spanning the global financial crisis: An empirical analysis pp. 112-129 Downloads
Grant Richardson, Roman Lanis and Grantley Taylor
Dynamic technical and allocative efficiencies in European banking pp. 130-139 Downloads
Efthymios G. Tsionas, A. George Assaf and Roman Matousek
Capital requirements for over-the-counter derivatives central counterparties pp. 140-155 Downloads
Li Lin and Jay Surti
Bailout uncertainty in a microfounded general equilibrium model of the financial system pp. 160-179 Downloads
Alex Cukierman and Yehuda Izhakian
Don’t Stand So Close to Me: The role of supervisory style in banking stability pp. 180-188 Downloads
Alessandro Carretta, Vincenzo Farina, Franco Fiordelisi, Paola Schwizer and Francesco Saverio Stentella Lopes
Exclusion, competition, and regulation in the retail loan market pp. 189-198 Downloads
Arie Melnik and Oz Shy
Shareholder value creation in Japanese banking pp. 199-207 Downloads
Nemanja Radić
Bank performance and convergence during the financial crisis: Evidence from the ‘old’ European Union and Eurozone pp. 208-216 Downloads
Roman Matousek, Aarti Rughoo, Nicholas Sarantis and A. George Assaf
The performance of US equity mutual funds pp. 217-229 Downloads
Vassilios Babalos, Emmanuel C. Mamatzakis and Roman Matousek
Analyzing Federal Reserve asset purchases: From whom does the Fed buy? pp. 230-244 Downloads
Seth Carpenter, Selva Demiralp, Jane Ihrig and Elizabeth Klee
The impact of monetary policy announcements on the stock price of large European banks during the financial crisis pp. 245-255 Downloads
Ornella Ricci
Rate fears gauges and the dynamics of fixed income and equity volatilities pp. 256-265 Downloads
Antonio Mele, Yoshiki Obayashi and Catherine Shalen
Institutional failure or market failure? pp. 266-280 Downloads
Ike Mathur and Isaac Marcelin

Volume 51, issue C, 2015

The pricing of deposit insurance in the presence of systematic risk pp. 1-11 Downloads
Shih-Cheng Lee, Chien-Ting Lin and Ming-Shann Tsai
Brothers from different mothers how distribution fees change investment behavior pp. 12-25 Downloads
Marco Navone and Marco Pagani
Retail clientele and option returns pp. 26-42 Downloads
Siu-Kai Choy
Bank funding stability, pricing strategies and the guidance of depositors pp. 43-61 Downloads
Tobias Schlueter, Soenke Sievers and Thomas Hartmann-Wendels
The role of underwriter peer networks in IPOs pp. 62-78 Downloads
Tuugi Chuluun
Investment-based financing constraints and debt renegotiation pp. 79-92 Downloads
Takashi Shibata and Michi Nishihara
Capital adequacy tests and limited liability of financial institutions pp. 93-102 Downloads
Pablo Koch-Medina, Santiago Moreno-Bromberg and Cosimo Munari
Costs and benefits of financial regulation: Short-selling bans and transaction taxes pp. 103-118 Downloads
Terje Lensberg, Klaus Reiner Schenk-Hoppé and Dan Ladley
Managing risk in multi-asset class, multimarket central counterparties: The CORE approach pp. 119-130 Downloads
L.A.B.G. Vicente, F.V. Cerezetti, S.R. De Faria, T. Iwashita and O.R. Pereira
How corporate governance affect firm value? Evidence on a self-dealing channel from a natural experiment in Korea pp. 131-150 Downloads
Bernard S. Black, Woochan Kim, Hasung Jang and Kyung-Suh Park

Volume 50, issue C, 2015

National culture and corporate cash holdings around the world pp. 1-18 Downloads
Yangyang Chen, Paul Y. Dou, S. Ghon Rhee, Cameron Truong and Madhu Veeraraghavan
The role of life insurance in an emerging economy: Human capital protection, assets allocation and social interaction pp. 19-33 Downloads
Xiaojun Shi, Hung-Jen Wang and Chunbing Xing
Identifying, valuing and hedging of embedded options in non-maturity deposits pp. 34-51 Downloads
Andreas Blöchlinger
Multinational banks in the crisis: Foreign affiliate lending as a mirror of funding pressure and competition on the internal capital market pp. 52-68 Downloads
Rainer Frey and Cornelia Kerl
Cross-border LBOs pp. 69-80 Downloads
Jerry X. Cao, Douglas Cumming, Meijun Qian and Xiaoming Wang
Convergence of European retail payments pp. 81-91 Downloads
Emmi Martikainen, Heiko Schmiedel and Tuomas Takalo
Measuring the liquidity part of volume pp. 92-105 Downloads
Serge Darolles, Gaëlle Le Fol and Gulten Mero
The information content of option-implied information for volatility forecasting with investor sentiment pp. 106-120 Downloads
Sung Won Seo and Jun Sik Kim
Credit spreads with dynamic debt pp. 121-140 Downloads
Sanjiv R. Das and Seoyoung Kim
Does microfinance change informal lending in village economies? Evidence from Bangladesh pp. 141-156 Downloads
Asadul Islam, Chau Nguyen and Russell Smyth
On the use of options by mutual funds: Do they know what they are doing? pp. 157-168 Downloads
Gjergji Cici and Luis-Felipe Palacios
Momentum is really short-term momentum pp. 169-182 Downloads
Qiang Gong, Ming Liu and Qianqiu Liu
Liquidity, credit quality, and the relation between volatility and trading activity: Evidence from the corporate bond market pp. 183-203 Downloads
Junbo Wang and Chunchi Wu
Wall of cash: The investment-cash flow sensitivity when capital becomes abundant pp. 204-213 Downloads
Niclas Andrén and Håkan Jankensgård
Order-to-trade ratios and market liquidity pp. 214-223 Downloads
Sylvain Friederich and Richard Payne
The prediction of fund failure through performance diagnostics pp. 224-241 Downloads
Philippe Cogneau and Georges Hübner
Cross-border banking, bank market structures and market power: Theory and cross-country evidence pp. 242-259 Downloads
Franziska Bremus
Dynamic interaction between markets for leasing and selling automobiles pp. 260-270 Downloads
Athanasios Andrikopoulos and Raphael Markellos
Contagious synchronization and endogenous network formation in financial networks pp. 273-285 Downloads
Christoph Aymanns and Co-Pierre Georg
Systemic banks and the lender of last resort pp. 286-297 Downloads
Jorge Ponce and Marc Rennert
A theoretical model of bank lending: Does ownership matter in times of crisis? pp. 298-307 Downloads
Michael Brei and Alfredo Schclarek
A macro-financial analysis of the euro area sovereign bond market pp. 308-325 Downloads
Hans Dewachter, Leonardo Iania, Marco Lyrio and Maite de Sola Perea
Bank ownership and credit over the business cycle: Is lending by state banks less procyclical? pp. 326-339 Downloads
Ata Can Bertay, Asli Demirguc-Kunt and Harry Huizinga
Assessing competition in the banking industry: A multi-product approach pp. 340-362 Downloads
Klenio Barbosa, Bruno de Paula Rocha and Fernando Salazar
Financial literacy and the demand for financial advice pp. 363-380 Downloads
Riccardo Calcagno and Chiara Monticone
How likely is contagion in financial networks? pp. 383-399 Downloads
Paul Glasserman and H. Peyton Young
Modeling contagion in the Eurozone crisis via dynamical systems pp. 400-410 Downloads
Giuseppe Castellacci and Youngna Choi
Industry characteristics and financial risk contagion pp. 411-427 Downloads
Wan-Chien Chiu, Juan Ignacio Peña and Chih-Wei Wang
Reputation, risk-taking, and macroprudential policy pp. 428-439 Downloads
David Aikman, Benjamin Nelson and Misa Tanaka
The impact of the EU/ECB/IMF bailout programs on the financial and real sectors of the ASE during the Greek sovereign crisis pp. 440-454 Downloads
Kyriaki V. Kosmidou, Dimitrios V. Kousenidis and Christos . Negakis
Bank regulation, risk and return: Evidence from the credit and sovereign debt crises pp. 455-474 Downloads
Hafiz Hoque, Dimitris Andriosopoulos, Kostas Andriosopoulos and Raphael Douady
Monitoring the “invisible” hand of market discipline: Capital adequacy revisited pp. 475-492 Downloads
Iftekhar Hasan, Akhtar Siddique and Xian Sun
Robustness of distance-to-default pp. 493-505 Downloads
Cathrine Jessen and David Lando
The role of regulatory credibility in effective bank regulation pp. 506-513 Downloads
Ephraim Clark and Octave Jokung
Liquidity risk and policy options pp. 514-527 Downloads
Giuseppe Maddaloni
Privatization, financial development, property rights and growth pp. 528-546 Downloads
Isaac Marcelin and Ike Mathur
The impact of institutional investors on mergers and acquisitions in the United Kingdom pp. 547-561 Downloads
Dimitris Andriosopoulos and Shuai Yang
The importance of being systemically important financial institutions pp. 562-574 Downloads
Paola Bongini, Laura Nieri and Matteo Pelagatti
Which are the SIFIs? A Component Expected Shortfall approach to systemic risk pp. 575-588 Downloads
Georgiana-Denisa Banulescu and Elena-Ivona Dumitrescu
Herding on fundamental information: A comparative study pp. 589-598 Downloads
Emilios C. Galariotis, Wu Rong and Spyros . Spyrou
Combining accounting data and a structural model for predicting credit ratings: Empirical evidence from European listed firms pp. 599-607 Downloads
Michael Doumpos, Dimitrios Niklis, Constantin Zopounidis and Kostas Andriosopoulos
Generalized runs tests to detect randomness in hedge funds returns pp. 608-615 Downloads
Rania Hentati-Kaffel and Philippe de Peretti
Convertibility restriction in China’s foreign exchange market and its impact on forward pricing pp. 616-631 Downloads
Yi David Wang
Statistical evidence about LIBOR manipulation: A “Sherlock Holmes” investigation pp. 632-643 Downloads
Julien Fouquau and Philippe K. Spieser
Page updated 2015-04-01