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Journal of Banking & Finance

1977 - 2017

Current editor(s): Ike Mathur

From Elsevier
Series data maintained by Dana Niculescu ().

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Volume 76, issue C, 2017

Asymmetric information and the death of ABS CDOs pp. 1-14 Downloads
Daniel O. Beltran, Larry Cordell and Charles P. Thomas
Political connection of financial intermediaries: Evidence from China's IPO market pp. 15-31 Downloads
Donghua Chen, Yuyan Guan, Tianyu Zhang and Gang Zhao
Bank opacity and the efficiency of stock prices pp. 32-47 Downloads
Benjamin M. Blau, Tyler J. Brough and Todd G. Griffith
Actively managed mutual funds holding passive investments: What do ETF positions tell us about mutual fund ability? pp. 48-64 Downloads
D. Eli Sherrill, Sara E. Shirley and Jeffrey R. Stark
Insider trading, stock return volatility, and the option market's pricing of the information content of insider trading pp. 65-73 Downloads
Chin-Han Chiang, Sung Gon Chung and Henock Louis
Trust and stock price crash risk: Evidence from China pp. 74-91 Downloads
Xiaorong Li, Steven Shuye Wang and Xue Wang
Thawing frozen capital markets and backdoor bailouts: Evidence from the Fed's liquidity programs pp. 92-119 Downloads
Jean Helwege, Nicole M. Boyson and Jan Jindra
Option pricing under time-varying risk-aversion with applications to risk forecasting pp. 120-138 Downloads
Rüdiger Kiesel and Florentin Rahe
Stopping contagion with bailouts: Micro-evidence from Pennsylvania bank networks during the panic of 1884 pp. 139-149 Downloads
Haelim Park Anderson and John C. Bluedorn
Which market integration measure? pp. 150-174 Downloads
M. Billio, M. Donadelli, A. Paradiso and M. Riedel
The power of the pen reconsidered: The media, CEO human capital, and corporate governance pp. 175-188 Downloads
Baixiao Liu, John J. McConnell and Wei Xu
Do extreme returns matter in emerging markets? Evidence from the Chinese stock market pp. 189-197 Downloads
Gilbert V. Nartea, Dongmin Kong and Ji Wu
Central bank collateral frameworks pp. 198-214 Downloads
Kjell G. Nyborg
The composition of CMBS risk pp. 215-239 Downloads
Andreas D. Christopoulos

Volume 75, issue C, 2017

Discrete-time option pricing with stochastic liquidity pp. 1-16 Downloads
Markus Leippold and Steven Schärer
The joint cross-sectional variation of equity returns and volatilities pp. 17-34 Downloads
Ana González-Urteaga and Gonzalo Rubio
Performance volatility, information availability, and disclosure reforms pp. 35-52 Downloads
Renhui Fu, Fang Gao, Yong H. Kim and Buhui Qiu
Looking behind mortgage delinquencies pp. 53-63 Downloads
Sauro Mocetti and Eliana Viviano
Index portfolio and welfare analysis under heterogeneous beliefs pp. 64-79 Downloads
Xuezhong He and Lei Shi
Hedge fund politics and portfolios pp. 80-97 Downloads
Luke DeVault and Richard Sias
Slow diffusion of information and price momentum in stocks: Evidence from options markets pp. 98-108 Downloads
Zhuo Chen and Andrea Lu
1-share orders and trades pp. 109-117 Downloads
Ryan L. Davis, Brian S. Roseman, Bonnie F. Van Ness and Robert Van Ness
Information in CDS spreads pp. 118-135 Downloads
Lars Norden
Idiosyncratic volatility: An indicator of noise trading? pp. 136-151 Downloads
Tom Aabo, Christos Pantzalis and Jung Chul Park
Bank capital in the crisis: It's not just how much you have but who provides it pp. 152-166 Downloads
Alexandre Garel and Arthur Petit-Romec
Semi-analytical valuation for discrete barrier options under time-dependent Lévy processes pp. 167-183 Downloads
Guanghua Lian, Song-Ping Zhu, Robert J. Elliott and Zhenyu Cui
Bank productivity growth and convergence in the European Union during the financial crisis pp. 184-199 Downloads
Degl'Innocenti, Marta, Stavros Kourtzidis, Zeljko Sevic and Nickolaos Tzeremes
Corporate liquidity and dividend policy under uncertainty pp. 200-214 Downloads
Nicos Koussis, Spiros H. Martzoukos and Lenos Trigeorgis
The asymmetric effect of international swap lines on banks in emerging markets pp. 215-234 Downloads
Alin Marius Andrieș, Andreas Fischer and Pınar Yeșin
Competition in the credit rating Industry: Benefits for investors and issuers pp. 235-257 Downloads
Stefan Morkoetter, Roman Stebler and Simone Westerfeld
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method pp. 258-279 Downloads
Walid Mensi, Shawkat Hammoudeh, Syed Jawad Hussain Shahzad and Muhammad Shahbaz
Corporate social responsibility and CEO confidence pp. 280-291 Downloads
Scott McCarthy, Barry Oliver and Sizhe Song
The Liquidity Coverage Ratio and security prices pp. 292-311 Downloads
Lucas Fuhrer, Benjamin Müller and Luzian Steiner

Volume 74, issue C, 2017

Information environment and earnings management of dual class firms around the world pp. 1-23 Downloads
Ting Li and Nataliya Zaiats
The impact of the European sovereign debt crisis on banks stocks. Some evidence of shift contagion in Europe pp. 24-37 Downloads
Jean-Pierre Allegret, Hélène Raymond and Houda Rharrabti
One-sided performance measures under Gram-Charlier distributions pp. 38-50 Downloads
Angel León and Manuel Moreno
Organizational structure, risk-based capital requirements, and the sales of downgraded bonds pp. 51-68 Downloads
Erin P. Lu, Gene C. Lai and Qingzhong Ma
The international effect of managerial social capital on the cost of equity pp. 69-84 Downloads
Stephen P. Ferris, David Javakhadze and Tijana Rajkovic
Do Delaware CEOs get fired? pp. 85-101 Downloads
Murali Jagannathan and A.C. Pritchard
Accounting for banks, capital regulation and risk-taking pp. 102-121 Downloads
Jing Li
Surprised or not surprised? The investors’ reaction to the comprehensive assessment preceding the launch of the banking union pp. 122-132 Downloads
Marika Carboni, Franco Fiordelisi, Ornella Ricci and Francesco Saverio Stentella Lopes
Special purpose entities and bank loan contracting pp. 133-152 Downloads
Jeong-Bon Kim, Byron Y. Song and Zheng Wang
Excess reserves, monetary policy and financial volatility pp. 153-168 Downloads
Keyra Primus

Volume 73, issue C, 2016

Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns pp. 1-15 Downloads
Jie Cao and Bing Han
The impact of non-interest income on bank risk in Australia pp. 16-37 Downloads
Barry Williams
Investment risk allocation and the venture capital exit market: Evidence from early stage investing pp. 38-54 Downloads
Susan Chaplinsky and Swasti Gupta-Mukherjee
Debit card and demand for cash pp. 55-66 Downloads
Bounie David, Abel François and Waelbroeck Patrick
Credit derivatives as a commitment device: Evidence from the cost of corporate debt pp. 67-83 Downloads
Gi H. Kim
Analyst coverage and corporate tax aggressiveness pp. 84-98 Downloads
Arthur Allen, Bill B. Francis, Qiang Wu and Yijiang Zhao
Sovereign debt ratings and stock liquidity around the World pp. 99-112 Downloads
Kuan-Hui Lee, Horacio Sapriza and Yangru Wu
Locus of control and savings pp. 113-130 Downloads
Deborah A. Cobb-Clark, Sonja Kassenboehmer and Mathias Sinning
Family control and corporate social responsibility pp. 131-146 Downloads
Sadok El Ghoul, Omrane Guedhami, He Wang and Chuck C.Y. Kwok
Stock return predictability and investor sentiment: A high-frequency perspective pp. 147-164 Downloads
Licheng Sun, Mohammad Najand and Jiancheng Shen
The sensitivity of VPIN to the choice of trade classification algorithm pp. 165-181 Downloads
Thomas Pöppe, Sebastian Moos and Dirk Schiereck
Investment-cash flow sensitivity and financial constraints: Evidence from unquoted European SMEs pp. 182-197 Downloads
Klaas Mulier, Koen Schoors and Bruno Merlevede
The policy impact of new rules for loan participation on credit union returns pp. 198-210 Downloads
Cullen F Goenner
Trading book and credit risk: How fundamental is the Basel review? pp. 211-223 Downloads
Jean-Paul Laurent, Michael Sestier and Stéphane Thomas
Page updated 2017-02-22