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Journal of Banking & Finance

1977 - 2014

Current editor(s): Ike Mathur

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

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Volume 46, issue C, 2014

Does auditor choice matter to foreign investors? Evidence from foreign mutual funds worldwide pp. 1-20 Downloads
Julia Chou, Nataliya Zaiats and Bohui Zhang
Credit CARD Act of 2009: What did banks do? pp. 21-30 Downloads
Vikram Jambulapati and Joanna Stavins
Yes, the CAPM is testable pp. 31-42 Downloads
Cherif Guermat
Macro-Networks: An application to euro area financial accounts pp. 43-58 Downloads
Olli Castrén and Michela Rancan
Optimal portfolio selection with life insurance under inflation risk pp. 59-71 Downloads
Minsuk Kwak and Byung Hwa Lim
Firm value in crisis: Effects of firm-level transparency and country-level institutions pp. 72-84 Downloads
Ruben Enikolopov, Maria Petrova and Sergey Stepanov
Diversification and systemic risk pp. 85-106 Downloads
Louis Raffestin
Robust minimum variance portfolio with L-infinity constraints pp. 107-117 Downloads
Xin Xing, Jinjin Hu and Yaning Yang
Do banks really monitor? Evidence from CEO succession decisions pp. 118-131 Downloads
Andrew Marshall, Laura McCann and Patrick McColgan
Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles? pp. 132-150 Downloads
Vladimir Borgy, Laurent CLERC and Jean-Paul Renne
Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe pp. 151-165 Downloads
Peter Claeys and Bořek Vašíček
The effect of banking system reform on investment–cash flow sensitivity: Evidence from China pp. 166-176 Downloads
Ying-Ju Tsai, Yi-Pei Chen, Chi-Ling Lin and Jung-Hua Hung
The IPO underwriting market share in China: Do ownership and quality matter? pp. 177-189 Downloads
Chao Chen, Haina Shi and Haoping Xu
Investor sentiment and the MAX effect pp. 190-201 Downloads
Wai Mun Fong and Benjamin Toh
Modelling the U.S. sovereign credit rating pp. 202-218 Downloads
Vito Polito and Mike Wickens
Asymmetric increasing trends in dependence in international equity markets pp. 219-232 Downloads
Tatsuyoshi Okimoto
Stability analysis of financial contagion due to overlapping portfolios pp. 233-245 Downloads
Fabio Caccioli, Munik Shrestha, Cristopher Moore and J. Doyne Farmer
What do we know about the impact of government interventions in the banking sector? An assessment of various bailout programs on bank behavior pp. 246-265 Downloads
Aneta Hryckiewicz
Loss severities on residential real estate debt during the Great Recession pp. 266-284 Downloads
Fredrik Andersson and Tom Mayock
The existence and persistence of household financial hardship: A Bayesian multivariate dynamic logit framework pp. 285-298 Downloads
Sarah Brown, Pulak Ghosh and Karl Taylor
Press freedom, externally-generated transparency, and stock price informativeness: International evidence pp. 299-310 Downloads
Jeong-Bon Kim, Hao Zhang, Liuchuang Li and Gaoliang Tian
How to make regulators and shareholders happy under Basel III pp. 311-325 Downloads
Christian Schmaltz, Sebastian Pokutta, Thomas Heidorn and Silvio Andrae
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests pp. 326-342 Downloads
Alejandro Bernales and Massimo Guidolin
Finance and employment: Evidence from U.S. banking reforms pp. 343-354 Downloads
Hamid Boustanifar
Domestic investor protection and foreign portfolio investment pp. 355-371 Downloads
Maela Giofré
Do investors put their money where their mouth is? Stock market expectations and investing behavior pp. 372-386 Downloads
Christoph Merkle and Martin Weber
The impact of the sovereign debt crisis on the activity of Italian banks pp. 387-402 Downloads
Ugo Albertazzi, Tiziano Ropele, Gabriele Sene and Federico M. Signoretti

Volume 44, issue C, 2014

The risk of financial intermediaries pp. 1-12 Downloads
Manthos D. Delis, Iftekhar Hasan and Efthymios G. Tsionas
The good and bad news about the new liquidity rules of Basel III in Western European countries pp. 13-25 Downloads
Andreas Dietrich, Kurt Hess and Gabrielle Wanzenried
How does public information affect the frequency of trading in airline stocks? pp. 26-38 Downloads
Sylwia Nowak and Heather M. Anderson
How do asset encumbrance and debt regulations affect bank capital and bond risk? pp. 39-54 Downloads
Stig Helberg and Snorre Lindset
The impact of competition and information on intraday trading pp. 55-71 Downloads
Katya Malinova and Andreas Park
Risk models-at-risk pp. 72-92 Downloads
Christophe M. Boucher, Jon Danielsson, Patrick S. Kouontchou and Bertrand B. Maillet
Options-implied variance and future stock returns pp. 93-113 Downloads
Hui Guo and Buhui Qiu
Macro-financial determinants of the great financial crisis: Implications for financial regulation pp. 114-129 Downloads
Gerard Caprio, D’Apice, Vincenzo, Giovanni Ferri and Giovanni Walter Puopolo
Analytical pricing of discrete arithmetic Asian options with mean reversion and jumps pp. 130-140 Downloads
Shing Fung Chung and Hoi Ying Wong
Of religion and redemption: Evidence from default on Islamic loans pp. 141-159 Downloads
Lieven Baele, Moazzam Farooq and Steven Ongena
Competition of socially responsible and conventional mutual funds and its impact on fund performance pp. 160-176 Downloads
Francis In, Martin Kim, Raphael Jonghyeon Park, Sangbae Kim and Tong Suk Kim
Investment performance of “environmentally-friendly” firms and their initial public offers and seasoned equity offers pp. 177-188 Downloads
Pak To Chan and Terry Walter
Subscribing to transparency pp. 189-206 Downloads
Yinghua HE, Ulf Nielsson, Hong Guo and Jiong Yang
Firm quality or market sentiment: What matters more for IPO investors? pp. 207-218 Downloads
Suman Neupane, Krishna Paudyal and Chandra Thapa
Is the investment factor a proxy for time-varying investment opportunities? The US and international evidence pp. 219-232 Downloads
Lin Huang and Zijun Wang
The determinants of U.S. banks’ international activities pp. 233-247 Downloads
Judit Temesvary
The choice between informal and formal restructuring: The case of French banks facing distressed SMEs pp. 248-263 Downloads
Régis BLAZY, Jocelyn Martel and Nirjhar Nigam
Do small businesses still prefer community banks? pp. 264-278 Downloads
Allen N. Berger, William Goulding and Tara Rice

Volume 43, issue C, 2014

Corporate social responsibility and stock price crash risk pp. 1-13 Downloads
Yongtae Kim, Haidan Li and Siqi Li
A jackknife-type estimator for portfolio revision pp. 14-28 Downloads
Roland Füss, Felix Miebs and Fabian Trübenbach
Do leveraged exchange-traded products deliver their stated multiples? pp. 29-47 Downloads
Anthony Loviscek, Hongfei Tang and Xiaoqing Eleanor Xu
Does information sharing reduce the role of collateral as a screening device? pp. 48-57 Downloads
Artashes Karapetyan and Bogdan Stacescu
Performance of international and global equity mutual funds: Do country momentum and sector momentum matter? pp. 58-77 Downloads
Bernhard Breloer, Hendrik Scholz and Marco Wilkens
The effects of corporate bailout on firm performance: International evidence pp. 78-96 Downloads
Zhan Jiang, Kenneth A. Kim and Hao Zhang
Foreign exchange exposure and multinationality pp. 97-113 Downloads
Elaine Robyn Hutson and Elaine Laing
Large versus small foreign exchange interventions pp. 114-123 Downloads
Rasmus Fatum and Yohei Yamamoto
The effect on competition of banking sector consolidation following the financial crisis of 2008 pp. 124-136 Downloads
Carlos Pérez Montes
Quality of PIN estimates and the PIN-return relationship pp. 137-149 Downloads
Yuxing Yan and Shaojun Zhang
Time-varying, heterogeneous risk aversion and dynamics of asset prices among boundedly rational agents pp. 150-159 Downloads
Beum Jo Park
Discrete stochastic autoregressive volatility pp. 160-178 Downloads
Adriana S. Cordis and Chris Kirby
The information content of option ratios pp. 179-187 Downloads
Benjamin M. Blau, Nga Nguyen and Ryan J. Whitby
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 pp. 188-199 Downloads
Amélie Charles and Olivier Darné
Estimating and using GARCH models with VIX data for option valuation pp. 200-211 Downloads
Juho Kanniainen, Binghuan Lin and Hanxue Yang
Performance evaluation of optimized portfolio insurance strategies pp. 212-225 Downloads
Daniel Zieling, Antje Mahayni and Sven Balder
The sources of shareholder wealth gains from going private transactions: The role of controlling shareholders pp. 226-246 Downloads
Sabri Boubaker, Alexis Cellier and Wael Rouatbi
The impact of enterprise risk management on the marginal cost of reducing risk: Evidence from the insurance industry pp. 247-261 Downloads
David L. Eckles, Robert E. Hoyt and Steve M. Miller
Page updated 2014-09-19