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Journal of Banking & Finance

1977 - 2016

Current editor(s): Ike Mathur

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

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Volume 68, issue C, 2016

Financial development and the effectiveness of monetary policy pp. 1-11 Downloads
Yong Ma and Xingkai Lin
Why do traders choose dark markets? pp. 12-28 Downloads
Ryan Garvey, Tao Huang and Fei Wu
Credit and liquidity in interbank rates: A quadratic approach pp. 29-46 Downloads
Simon Dubecq, Alain Monfort, Jean-Paul Renne and Guillaume Roussellet
Out of sight, out of mind? On the risk of sub-custodian structures pp. 47-56 Downloads
Thomas Droll, Natalia Podlich and Michael Wedow
Profit shifting and tax response of multinational banks pp. 57-68 Downloads
Julia Merz and Michael Overesch
Voluntary disclosure of corporate venture capital investments pp. 69-83 Downloads
Abdulkadir Mohamed and Armin Schwienbacher
Pricing effects when competitors arrive: The case of discount certificates in Germany pp. 84-99 Downloads
Andrea Schertler
The impact of news articles and corporate disclosure on credit risk valuation pp. 100-116 Downloads
Feng-Tse Tsai, Hsin-Min Lu and Mao-Wei Hung
Foster–Hart optimal portfolios pp. 117-130 Downloads
Abhinav Anand, Tiantian Li, Tetsuo Kurosaki and Young Shin Kim
Earnings management, capital structure, and the role of institutional environments pp. 131-152 Downloads
Zhe An, Donghui Li and Jin Yu
Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality? pp. 153-161 Downloads
Zangina Isshaq and Robert Faff
An index-based measure of liquidity pp. 162-178 Downloads
George Chacko, Sanjiv Das and Rong Fan
Financial constraints and international trade with endogenous mode of competition pp. 179-194 Downloads
Antoine Bouët and Anne-Gaël Vaubourg
How does pricing affect investors’ product choice? Evidence from the market for discount certificates pp. 195-215 Downloads
Oliver Entrop, Georg Fischer, Michael McKenzie, Marco Wilkens and Christoph Winkler
TARP and the long-term perception of risk pp. 216-235 Downloads
Elias Semaan and Pamela Peterson Drake
Long-term industry reversals pp. 236-250 Downloads
Yuliang Wu and Khelifa Mazouz
The social costs and benefits of too-big-to-fail banks: A “bounding” exercise pp. 251-265 Downloads
John H. Boyd and Amanda Heitz
On stability of operational risk estimates by LDA: From causes to approaches pp. 266-278 Downloads
Xiaoping Zhou, Antonina V. Durfee and Frank J. Fabozzi

Volume 67, issue C, 2016

Currency momentum, carry trade, and market illiquidity pp. 1-11 Downloads
Vitaly Orlov
Early-stage entrepreneurial financing: A signaling perspective pp. 12-22 Downloads
Jin-Hyuk Kim and Liad Wagman
Effect of the Basel Accord capital requirements on the loan-loss provisioning practices of Australian banks pp. 23-36 Downloads
James R. Cummings and Kassim J. Durrani
Credit spread variability in the U.S. business cycle: The Great Moderation versus the Great Recession pp. 37-52 Downloads
Hylton Hollander and Guangling Liu
Family control and loan collateral: Evidence from China pp. 53-68 Downloads
Xiaofei Pan and Gary Gang Tian
The effect of social screening on bond mutual fund performance pp. 69-84 Downloads
Hans-Martin Henke
Evaluating the robustness of UK term structure decompositions using linear regression methods pp. 85-102 Downloads
Sheheryar Malik and Andrew Meldrum
What do asset prices have to say about risk appetite and uncertainty? pp. 103-118 Downloads
Geert Bekaert and Marie Hoerova
Systematic multi-period stress scenarios with an application to CCP risk management pp. 119-134 Downloads
Alan De Genaro
Estimating the risk-return trade-off with overlapping data inference pp. 135-145 Downloads
Esben Hedegaard and Robert J. Hodrick

Volume 66, issue C, 2016

Financial distress and the Malaysian dual baking system: A dynamic slacks approach pp. 1-18 Downloads
Peter Wanke, Md. Abul Kalam Azad and Carlos Pestana Barros
Pricing and hedging of derivatives in contagious markets pp. 19-34 Downloads
Thomas Kokholm
The determinants of global bank lending: Evidence from bilateral cross-country data pp. 35-52 Downloads
Uluc Aysun and Ralf Hepp
Seasonal Stochastic Volatility: Implications for the pricing of commodity options pp. 53-65 Downloads
Juan Arismendi Zambrano, Janis Back, Marcel Prokopczuk, Raphael Paschke and Markus Rudolf
Multiple blockholders, power, and firm value pp. 66-78 Downloads
Nilanjan Basu, Imants Paeglis and Mohammad Rahnamaei
The level effect of bank lending standards on business lending pp. 79-88 Downloads
Koen J.M. van der Veer and Marco M. Hoeberichts
Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests pp. 89-101 Downloads
Taufiq Choudhry, Fotios I. Papadimitriou and Sarosh Shabi
Does deposit insurance retard the development of non-bank financial markets? pp. 102-125 Downloads
Mikael C. Bergbrant, Kaysia T. Campbell, Delroy M. Hunter and James E. Owers
Does the buck stop here? A comparison of withdrawals from money market mutual funds with floating and constant share prices pp. 126-142 Downloads
Jonathan Witmer
Do banks actively manage their liquidity? pp. 143-161 Downloads
Robert DeYoung and Karen Y. Jang

Volume 65, issue C, 2016

The informational content of the embedded deflation option in TIPS pp. 1-26 Downloads
Olesya V. Grishchenko, Joel M. Vanden and Jianing Zhang
When does the stock market listen to economic news? New evidence from copulas and news wires pp. 27-40 Downloads
Ivan Medovikov
Too-international-to-fail? Supranational bank resolution and market discipline pp. 41-58 Downloads
Lucyna A. Górnicka and Marius Zoican
The role of bank relationships when firms are financially distressed pp. 59-75 Downloads
Daniel Höwer
The MAX effect: An exploration of risk and mispricing explanations pp. 76-90 Downloads
Angel Zhong and Philip Gray
Institutional stock ownership and firms’ cash dividend policies: Evidence from China pp. 91-107 Downloads
Michael Firth, Jin Gao, Jianghua Shen and Yuanyuan Zhang
Adverse selection, market access, and inter-market competition pp. 108-119 Downloads
Peter Hoffmann
The evolution of debt policies: New evidence from business startups pp. 120-133 Downloads
Jürgen Hanssens, Marc Deloof and Tom Vanacker
A new approach to statistical arbitrage: Strategies based on dynamic factor models of prices and their performance pp. 134-155 Downloads
Sergio M. Focardi, Frank J. Fabozzi and Ivan K. Mitov

Volume 64, issue C, 2016

Do hedge funds dynamically manage systematic risk? pp. 1-15 Downloads
Ethan Namvar, Blake Phillips, Kuntara Pukthuanthong and Raghavendra Rau
The white squire defense: Evidence from private investments in public equity pp. 16-35 Downloads
Sheng-Syan Chen, Ching-Yu Hsu and Chia-Wei Huang
Do outside directors influence the financial performance of risk-trading firms? Evidence from the United Kingdom (UK) insurance industry pp. 36-51 Downloads
Mike Adams and Wei Jiang
A test of efficiency for the S&P 500 index option market using the generalized spectrum method pp. 52-70 Downloads
Henry Huang, Kent Wang and Zhanglong Wang
Firm geographic dispersion and financial analysts’ forecasts pp. 71-89 Downloads
Petya Platikanova and Marco Maria Mattei
The relation between sovereign credit rating revisions and economic growth pp. 90-100 Downloads
Sheng-Syan Chen, Hsien-Yi Chen, Chong-Chuo Chang and Shu-Ling Yang
An efficient and functional model for predicting bank distress: In and out of sample evidence pp. 101-111 Downloads
Sean Cleary and Greg Hebb
Forecasting distress in European SME portfolios pp. 112-135 Downloads
Sara Ferreira Filipe, Theoharry Grammatikos and Dimitra Michala
Forecasting realized volatility in a changing world: A dynamic model averaging approach pp. 136-149 Downloads
Yudong Wang, Feng Ma, Yu Wei and Chongfeng Wu
Supply-chain spillover effects of IPOs pp. 150-168 Downloads
Kenji Kutsuna, Janet Kiholm Smith, Richard Smith and Kazuo Yamada
Description-text related soft information in peer-to-peer lending – Evidence from two leading European platforms pp. 169-187 Downloads
Gregor Dorfleitner, Christopher Priberny, Stephanie Schuster, Johannes Stoiber, Martina Weber, Ivan de Castro and Julia Kammler
Assessing the information content of short-selling metrics using daily disclosures pp. 188-204 Downloads
Carole Comerton-Forde, Binh Huu Do, Philip Gray and Tom Manton
Religion and bank loan terms pp. 205-215 Downloads
Wen He and Hu, Maggie (Rong)
The influence of FOMC member characteristics on the monetary policy decision-making process pp. 216-231 Downloads
Lee A. Smales and Nick Apergis
Page updated 2016-06-30