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Journal of Banking & Finance

1977 - 2016

Current editor(s): Ike Mathur

From Elsevier
Series data maintained by Shamier, Wendy ().

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Volume 72, issue C, 2016

Some defaults are deeper than others: Understanding long-term mortgage arrears pp. 15-27 Downloads
Robert Kelly and Fergal McCann
Financial innovation: The bright and the dark sides pp. 28-51 Downloads
Thorsten Beck, Tao Chen, Chen Lin and Frank M. Song
Taxing banks: An evaluation of the German bank levy pp. 52-66 Downloads
Claudia M. Buch, Björn Hilberg and Lena Tonzer
Credit constraints and the international propagation of US financial shocks pp. 67-80 Downloads
Norbert Metiu, Björn Hilberg and Michael Grill
Valuation uncertainty, market sentiment and the informativeness of institutional trades pp. 81-98 Downloads
Yang, Lisa (Zongfei), Jeremy Goh and Chiraphol Chiyachantana
Credible reforms and stock return volatility: Evidence from privatization pp. 99-120 Downloads
Jean-Claude Cosset, Hyacinthe Y. Somé and Pascale Valéry
Evaluating Value-at-Risk forecasts: A new set of multivariate backtests pp. 121-132 Downloads
Dominik Wied, Gregor N.F. Weiß and Daniel Ziggel
Commodities momentum: A behavioral perspective pp. 133-150 Downloads
Robert J. Bianchi, Michael E. Drew and John Hua Fan
Evaluating corporate bonds and analyzing claim holders’ decisions with complex debt structure pp. 151-174 Downloads
Liang-Chih Liu, Tian-Shyr Dai and Chuan-Ju Wang
Ireland’s 2010 EU/IMF intervention: Costs and benefits pp. 175-183 Downloads
Sjoerd van Bekkum
Customer concentration and corporate tax avoidance pp. 184-200 Downloads
Henry He Huang, Gerald J. Lobo, Chong Wang and Hong Xie
Mortgage risks, debt literacy and financial advice pp. 201-217 Downloads
Raun van Ooijen and Maarten van Rooij
Risk and risk management in the credit card industry pp. 218-239 Downloads
Florentin Butaru, Qingqing Chen, Brian Clark, Sanmay Das, Andrew W. Lo and Akhtar Siddique
Cash flow news, discount rate news, and momentum pp. 240-254 Downloads
Umut Celiker, Nuri Volkan Kayacetin, Raman Kumar and Gokhan Sonaer

Volume 71, issue C, 2016

Excess value and restructurings by diversified firms pp. 1-19 Downloads
Gayané Hovakimian
The predictive performance of commodity futures risk factors pp. 20-36 Downloads
Shamim Ahmed and Daniel Tsvetanov
Voluntary monthly earnings disclosures and analyst behavior pp. 37-49 Downloads
Shou-Min Tsao, Hsueh-Tien Lu and Edmund C. Keung
Stock returns and future tense language in 10-K reports pp. 50-61 Downloads
Rasa Karapandza
Reducing the impact of real estate foreclosures with Amortizing Participation Mortgages pp. 62-74 Downloads
Rafal M. Wojakowski, M. Shahid Ebrahim and Mark Shackleton
Sensitivity to investor sentiment and stock performance of open market share repurchases pp. 75-94 Downloads
Woan-lih Liang
Limited deposit insurance coverage and bank competition pp. 95-108 Downloads
Oz Shy, Rune Stenbacka and Vladimir Yankov
Do traders strategically time their pledges during real-world Walrasian auctions? pp. 109-118 Downloads
James Eaves, Jeffrey Williams and Gabriel J. Power
The pricing of different dimensions of liquidity: Evidence from government guaranteed bonds pp. 119-132 Downloads
Jeffrey R. Black, Duane Stock and Pradeep K. Yadav
State ownership, cross-border acquisition, and risk-taking: Evidence from China’s banking industry pp. 133-153 Downloads
Wenyu Zhu and Jiawen Yang
Product diversification and bank performance: Does ownership structure matter? pp. 154-167 Downloads
Nadia Saghi-Zedek
US bank credit spreads during the financial crisis pp. 168-182 Downloads
Peter Spencer
Derivatives usage, securitization, and the crash sensitivity of bank stocks pp. 183-205 Downloads
Rouven Trapp and Gregor N.F. Weiß
Market makers’ optimal price-setting policy for exchange-traded certificates pp. 206-226 Downloads
Stefanie Baller, Oliver Entrop, Michael McKenzie and Marco Wilkens
Bullish/bearish/neutral strategies under short sale restrictions pp. 227-239 Downloads
Kwangil Bae, Jangkoo Kang and Soonhee Lee

Volume 70, issue C, 2016

Extreme risk modeling: An EVT–pair-copulas approach for financial stress tests pp. 1-22 Downloads
Lyes Koliai
Characteristics-based portfolio choice with leverage constraints pp. 23-37 Downloads
Manuel Ammann, Guillaume Coqueret and Jan-Philip Schade
CEO inside debt and corporate debt maturity structure pp. 38-54 Downloads
Viet A. Dang and Hieu V. Phan
Predictability in bond returns using technical trading rules pp. 55-69 Downloads
Andrei Shynkevich
Religiosity and the cost of debt pp. 70-85 Downloads
Hanwen Chen, Henry He Huang, Gerald J. Lobo and Chong Wang
Qualified residential mortgages and default risk pp. 86-104 Downloads
Ioannis Floros and Joshua T. White
Does institutional shareholder activism stimulate corporate information flow? pp. 105-117 Downloads
Andrew K. Prevost, Udomsak Wongchoti and Ben R. Marshall
Systematic limited arbitrage and the cross-section of stock returns: Evidence from exchange traded funds pp. 118-136 Downloads
R. Jared DeLisle, Brian C. McTier and Adam R. Smedema
Greed or good deeds: An examination of the relation between corporate social responsibility and the financial performance of U.S. commercial banks around the financial crisis pp. 137-159 Downloads
Marcia Millon Cornett, Otgontsetseg Erhemjamts and Hassan Tehranian
Does director-level reputation matter? Evidence from bank loan contracting pp. 160-176 Downloads
Zhijun Lin, Byron Y. Song and Zhimin Tian
Does Basel II affect the market valuation of discretionary loan loss provisions? pp. 177-192 Downloads
Malika Hamadi, Andréas Heinen, Stefan Linder and Vlad-Andrei Porumb
Risk protection from risky collateral: Evidence from the euro bond market pp. 193-213 Downloads
Stig Helberg and Snorre Lindset
Are there exploitable trends in commodity futures prices? pp. 214-234 Downloads
Yufeng Han, Ting Hu and Jian Yang
Myopic loss aversion and stock investments: An empirical study of private investors pp. 235-246 Downloads
Boram Lee and Yulia Veld-Merkoulova
The information role of advisors in mergers and acquisitions: Evidence from acquirers hiring targets’ ex-advisors pp. 247-264 Downloads
Xin Chang, Chander Shekhar, Lewis H.K. Tam and Jiaquan Yao

Volume 69, issue S1, 2016

How capital regulation and other factors drive the role of shadow banking in funding short-term business credit pp. S10-S24 Downloads
John Duca
Bank size, capital, and systemic risk: Some international evidence pp. S25-S34 Downloads
Luc Laeven, Lev Ratnovski and Hui Tong
Assessing financial stability: The Capital and Loss Assessment under Stress Scenarios (CLASS) model pp. S35-S55 Downloads
Beverly Hirtle, Anna Kovner, James Vickery and Meru Bhanot
Banks and capital requirements: Channels of adjustment pp. S56-S69 Downloads
Benjamin H. Cohen and Michela Scatigna

Volume 69, issue C, 2016

National culture and the cost of debt pp. 1-19 Downloads
Andy C.W. Chui, Chuck C.Y. Kwok and (Stephen) Zhou, Gaoguang
Structure and estimation of Lévy subordinated hierarchical Archimedean copulas (LSHAC): Theory and empirical tests pp. 20-36 Downloads
Wenjun Zhu, Chou-Wen Wang and Ken Seng Tan
Local bank competition and small business lending after the onset of the financial crisis pp. 37-51 Downloads
Jaakko Sääskilahti
Stock ownership guidelines for CEOs: Do they (not) meet expectations? pp. 52-71 Downloads
Bradley W. Benson, Qin Lian and Qiming Wang
Jump and variance risk premia in the S&P 500 pp. 72-83 Downloads
Maximilian Neumann, Marcel Prokopczuk and Chardin Wese Simen
Information stages in efficient markets pp. 84-94 Downloads
Farid AitSahlia and Joon-Hui Yoon
Do corporate policies follow a life-cycle? pp. 95-107 Downloads
Robert Faff, Wing Chun Kwok, Edward Podolski and George Wong
Multiperiod portfolio optimization with multiple risky assets and general transaction costs pp. 108-120 Downloads
Xiaoling Mei, Victor DeMiguel and Francisco J. Nogales
Page updated 2016-12-02