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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 59, issue C, 2015

Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe pp. 1-13 Downloads
Dominik Blatt, Bertrand Candelon and Hans Manner
Can implied volatility predict returns on the currency carry trade? pp. 14-26 Downloads
Tom Egbers and Laurens Swinkels
Self-monitoring or reliance on media reporting: How do financial market participants process central bank news? pp. 27-37 Downloads
Bernd Hayo and Matthias Neuenkirch
The role of the variance premium in Jump-GARCH option pricing models pp. 38-56 Downloads
Suk Joon Byun, Byoung Hyun Jeon, Byungsun Min and Sun-Joong Yoon
Riding the swaption curve pp. 57-75 Downloads
Johan Duyvesteyn and Gerben de Zwart
Inflation targeting: Is IT to blame for banking system instability? pp. 76-97 Downloads
Dimas Fazio, Benjamin M. Tabak and Daniel O. Cajueiro
The effect of credit guarantees on credit availability and delinquency rates pp. 98-110 Downloads
Kevin Cowan, Alejandro Drexler and Álvaro Yañez
Ex ante CEO severance pay and risk-taking in the financial services sector pp. 111-126 Downloads
Kareen Brown, Ranjini Jha and Parunchana Pacharn
On luck versus skill when performance benchmarks are style-consistent pp. 127-145 Downloads
Sam Agyei-Ampomah, Andrew Clare, Andrew Mason and Stephen Thomas
European financial market dependence: An industry analysis pp. 146-163 Downloads
Söhnke M. Bartram and Yaw-Huei Wang
Dynamical macroprudential stress testing using network theory pp. 164-181 Downloads
Sary Levy-Carciente, Dror Y. Kenett, Adam Avakian, H. Eugene Stanley and Shlomo Havlin
Valuation effects of corporate social responsibility pp. 182-192 Downloads
Ali Fatemi, Iraj Fooladi and Hassan Tehranian
Pre-auction short positions and impacts on primary dealers’ bidding behavior in US Treasury auctions pp. 193-201 Downloads
Leonard Tchuindjo
Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse pp. 202-219 Downloads
Georges Dionne, Maria Pacurar and Xiaozhou Zhou
Mixing business with politics: Political participation by entrepreneurs in China pp. 220-235 Downloads
Xunan Feng, Anders Johansson and Tianyu Zhang
Maintaining adequate bank capital: An empirical analysis of the supervision of European banks pp. 236-249 Downloads
Mark J. Flannery and Emanuela Giacomini
Information environment and investor behavior pp. 250-264 Downloads
Yen-Cheng Chang and Hung-Wen Cheng
Stock market dispersion, the business cycle and expected factor returns pp. 265-279 Downloads
Timotheos Angelidis, Athanasios Sakkas and Nikolaos Tessaromatis
Financial leverage and export quality: Evidence from France pp. 280-296 Downloads
Michele Bernini, Sarah Guillou and Flora Bellone
Country and industry concentration and the performance of international mutual funds pp. 297-310 Downloads
Takato Hiraki, Ming Liu and Xue Wang
Explaining bank stock performance with crisis sentiment pp. 311-329 Downloads
Felix Irresberger, Janina Mühlnickel and Gregor N.F. Weiß
High frequency trading and end-of-day price dislocation pp. 330-349 Downloads
Michael Aitken, Douglas Cumming and Feng Zhan
What explains the value premium? The case of adjustment costs, operating leverage and financial leverage pp. 350-366 Downloads
Viet Nga Cao
Earning the right premium on the right factor in portfolio planning pp. 367-383 Downloads
Nicole Branger and Alexandra Hansis
Earnings performance of major customers and bank loan contracting with suppliers pp. 384-398 Downloads
Jeong-Bon Kim, Byron Y. Song and Yue Zhang
What determines the exit decision for leveraged buyouts? pp. 399-408 Downloads
Tim Jenkinson and Miguel Sousa
Corporate social responsibility and media coverage pp. 409-422 Downloads
Steven F. Cahan, Chen Chen, Li Chen and Nhut H. Nguyen
Combining momentum with reversal in commodity futures pp. 423-444 Downloads
Robert J. Bianchi, Michael E. Drew and John Hua Fan
Effects of prepayment regulations on termination of subprime mortgages pp. 445-456 Downloads
Jevgenijs Steinbuks
The determinants of price discovery: Evidence from US-Canadian cross-listed shares pp. 457-468 Downloads
Bart Frijns, Aaron Gilbert and Alireza Tourani-Rad
Determinants and shareholder wealth effects of the sales method in acquisitions pp. 469-485 Downloads
Frederik Schlingemann and Hong Wu
The management of interest rate risk during the crisis: Evidence from Italian banks pp. 486-504 Downloads
Lucia Esposito, Andrea Nobili and Tiziano Ropele
IPOs, growth, and the impact of relaxing listing requirements pp. 505-519 Downloads
Hidenori Takahashi and Kazuo Yamada
Size, leverage, and risk-taking of financial institutions pp. 520-537 Downloads
Sanjai Bhagat, Brian Bolton and Jun Lu
Corporate social responsibility and Eurozone corporate bonds: The moderating role of country sustainability pp. 538-549 Downloads
Christoph Stellner, Christian Klein and Bernhard Zwergel

Volume 57, issue C, 2015

The dark side of cross-listing: A new perspective from China pp. 1-16 Downloads
Walid Y. Busaba, Lin Guo, Zhenzhen Sun and Tong Yu
A quantification method for the collection effect on consumer term loans pp. 17-26 Downloads
Ping He, Zhongsheng Hua and Zhixin Liu
Equity financing activities and European value-growth returns pp. 27-40 Downloads
Christian Walkshäusl
Risk, illiquidity or marketability: What matters for the discounts on private equity placements? pp. 41-50 Downloads
Linda H. Chen, Edward A. Dyl, George J. Jiang and Januj A. Juneja
The timing of mergers along the production chain, capital structure, and risk dynamics pp. 51-64 Downloads
Monika Tarsalewska
What explains the dynamics of 100 anomalies? pp. 65-85 Downloads
Heiko Jacobs
Hysteresis bands on returns, holding period and transaction costs pp. 86-100 Downloads
Francisco Delgado, Bernard Dumas and Giovanni Puopolo
A new approach to measuring riskiness in the equity market: Implications for the risk premium pp. 101-117 Downloads
Turan G. Bali, Nusret Cakici and Fousseni Chabi-Yo
Understanding the price of volatility risk in carry trades pp. 118-129 Downloads
Shamim Ahmed and Giorgio Valente
Does bank competition alleviate credit constraints in developing countries? pp. 130-142 Downloads
Florian Leon
Limits to arbitrage and the term structure of bond illiquidity premiums pp. 143-159 Downloads
Philipp Schuster and Marliese Uhrig-Homburg

Volume 56, issue C, 2015

Bank dividends and signaling to information-sensitive depositors pp. 1-11 Downloads
Cristiano Forti and Rafael F. Schiozer
Determinants of loan securitization in European banking pp. 12-27 Downloads
Christian Farruggio and Andre Uhde
Time-varying international stock market interaction and the identification of volatility signals pp. 28-36 Downloads
Till Strohsal and Enzo Weber
Optimal reinsurance and asset allocation under regime switching pp. 37-47 Downloads
Bong-Gyu Jang and Kyeong Tae Kim
Product market competition and analyst forecasting activity: International evidence pp. 48-60 Downloads
In-Mu Haw, Bingbing Hu and Jay Junghun Lee
Financial development convergence pp. 61-71 Downloads
Berrak Bahadir and Neven Valev
An empirical evaluation of the performance of binary classifiers in the prediction of credit ratings changes pp. 72-85 Downloads
Stewart Jones, David Johnstone and Roy Wilson
Financial indicators signaling correlation changes in sovereign bond markets pp. 86-102 Downloads
Roberto A. De Santis and Michael Stein
Hedge fund return predictability; To combine forecasts or combine information? pp. 103-122 Downloads
Ekaterini Panopoulou and Spyridon Vrontos
Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes pp. 123-139 Downloads
Francine Gresnigt, Erik Kole and Philip Hans Franses
Page updated 2015-11-25