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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 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

Volume 42, issue C, 2014

The MAX effect: European evidence pp. 1-10 Downloads
Christian Walkshäusl
Human capital, household capital and asset returns pp. 11-22 Downloads
Yu Ren, Yufei Yuan and Yang Zhang
Do target CEOs trade premiums for personal benefits? pp. 23-41 Downloads
Buhui Qiu, Svetoslav Trapkov and Fadi Yakoub
Value of strategic alliances: Evidence from the bond market pp. 42-59 Downloads
Ting-Kai Chou, Chin-Shyh Ou and Shu-Huan Tsai
Female leadership, performance, and governance in microfinance institutions pp. 60-75 Downloads
Reidar Øystein Strøm, D’Espallier, Bert and Roy Mersland
Developed markets’ business cycle dynamics and time-variation in emerging markets’ asset returns pp. 76-82 Downloads
Thomas Nitschka
Firm cash holdings and CEO inside debt pp. 83-100 Downloads
Yixin Liu, David C. Mauer and Yilei Zhang
Contrarian flows, consumption and expected stock returns pp. 101-111 Downloads
Yuzhao Zhang
Catalysts for price discovery in the European Union Emissions Trading System pp. 112-122 Downloads
Emma Schultz and John Swieringa
The impact of derivatives hedging on the stock market: Evidence from Taiwan’s covered warrants market pp. 123-133 Downloads
San-Lin Chung, Wen-Rang Liu and Wei-Che Tsai
The dynamics of spillover effects during the European sovereign debt turmoil pp. 134-153 Downloads
Adrian Alter and Andreas Beyer
Unveiling the embedded coherence in divergent performance rankings pp. 154-165 Downloads
Maria Teresa Bosch-Badia, Joan Montllor-Serrats and Maria-Antonia Tarrazon-Rodon
Investor sentiment and return predictability of disagreement pp. 166-178 Downloads
Jun Sik Kim, Doojin Ryu and Sung Won Seo
Information asymmetries and spillover risk in settlement systems pp. 179-190 Downloads
Elizabeth Foote
Integration of European bond markets pp. 191-198 Downloads
Charlotte Christiansen
Leverage-induced systemic risk under Basle II and other credit risk policies pp. 199-212 Downloads
Sebastian Poledna, Stefan Thurner, J. Doyne Farmer and John Geanakoplos
SEC enforcement in the PIPE market: Actions and consequences pp. 213-231 Downloads
Ola Bengtsson, Na Dai and Clifford Henson
The financial crisis and bank–client relationships: Foreign ownership, transparency, and portfolio selection pp. 232-246 Downloads
Anita Pennathur and Sharmila Vishwasrao
The behavioral foundations of corporate dividend policy a cross-country analysis pp. 247-265 Downloads
Wolfgang Breuer, M. Oliver Rieger and K. Can Soypak
Should I stay or should I go? Bank productivity and internationalization decisions pp. 266-282 Downloads
Claudia M. Buch, Cathérine T. Koch and Michael Koetter
Limited attention, share repurchases, and takeover risk pp. 283-301 Downloads
Ji-Chai Lin, Clifford P. Stephens and YiLin Wu
Foreign exchange risk and the predictability of carry trade returns pp. 302-313 Downloads
Gino Cenedese, Lucio Sarno and Ilias Tsiakas
Long-term U.S. infrastructure returns and portfolio selection pp. 314-325 Downloads
Robert J. Bianchi, Graham Bornholt, Michael E. Drew and Michael F. Howard
Are unsolicited ratings biased? Evidence from long-run stock performance pp. 326-338 Downloads
Soku Byoun, Jon A. Fulkerson, Seung Hun Han and Yoon S. Shin
Close form pricing formulas for Coupon Cancellable CoCos pp. 339-351 Downloads
José Manuel Corcuera, Jan De Spiegeleer, José Fajardo, Henrik Jönsson, Wim Schoutens and Arturo Valdivia
A theory of mandatory convertibles pp. 352-370 Downloads
Thomas J Chemmanur, Debarshi K. Nandy, An Yan and Jie Jiao
Differentiated use of small business credit scoring by relationship lenders and transactional lenders: Evidence from firm–bank matched data in Japan pp. 371-380 Downloads
Arito Ono, Ryo Hasumi and Hideaki Hirata
The economic consequences of regulatory changes in employee stock options on corporate bond holders: SFAS No.123R and structural credit model perspectives pp. 381-394 Downloads
Tsung-Kang Chen, Hsien-Hsing Liao and Cheng-Ming Chi
Page updated 2014-09-01