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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 45, issue C, 2014

Deciphering robust portfolios pp. 1-8 Downloads
Woo Chang Kim, Jang Ho Kim and Frank J. Fabozzi
The limits of granularity adjustments pp. 9-25 Downloads
Jean-David Fermanian
Learning and incentive: A study on analyst response to pension underfunding pp. 26-42 Downloads
Xuanjuan Chen, Tong Yao, Tong Yu and Ting Zhang
Do regulatory changes affect the underpricing of European IPOs? pp. 43-58 Downloads
Ali C. Akyol, Tommy Cooper, Michele Meoli and Silvio Vismara
A study on risk retention regulation in asset securitization process pp. 61-71 Downloads
Guixia Guo and Ho-Mou Wu
Liquidity risk in stock returns: An event-study perspective pp. 72-83 Downloads
Charles Cao and Lubomir Petrasek
Derivatives holdings and systemic risk in the U.S. banking sector pp. 84-104 Downloads
Sergio Mayordomo, Maria Rodriguez-Moreno and Juan Ignacio Peña
Liquidity effects in corporate bond spreads pp. 105-116 Downloads
Jean Helwege, Jingzhi Huang and Yuan Wang
Liquidity, leverage, and Lehman: A structural analysis of financial institutions in crisis pp. 117-139 Downloads
Ren-Raw Chen, N.K. Chidambaran, Michael B. Imerman and Ben J. Sopranzetti
Liquidity provision and stock return predictability pp. 140-151 Downloads
Terrence Hendershott and Mark S. Seasholes
Reprint of: Market liquidity in the financial crisis: The role of liquidity commonality and flight-to-quality pp. 152-170 Downloads
Christoph G. Rösch and Christoph Kaserer
Systemic risk, governance and global financial stability pp. 175-181 Downloads
Luci Ellis, Andrew Haldane and Fariborz Moshirian
The financial cycle and macroeconomics: What have we learnt? pp. 182-198 Downloads
Claudio Borio
Determinants of financial stress in emerging market economies pp. 199-224 Downloads
Cyn-Young Park and Rogelio Mercado
Predicting distress in European banks pp. 225-241 Downloads
Frank Betz, Silviu Oprică, Tuomas Peltonen and Peter Sarlin
Risky adjustments or adjustments to risks: Decomposing bank leverage pp. 242-254 Downloads
Catherine Koch
Measuring systemic risk-adjusted liquidity (SRL)—A model approach pp. 270-287 Downloads
Andreas Jobst
Mapping the UK interbank system pp. 288-303 Downloads
Sam Langfield, Zijun Liu and Tomohiro Ota
Systematic liquidity and the funding liquidity hypothesis pp. 304-320 Downloads
Xiaolin Qian, Lewis Tam and Bohui Zhang
Guarantees, transparency and the interdependency between sovereign and bank default risk pp. 321-337 Downloads
Philipp König, Kartik Anand and Frank Heinemann
The spillover effects of unremunerated reserve requirements: Evidence from Thailand pp. 338-351 Downloads
Chaiporn Vithessonthi and Jittima Tongurai

Volume 44, issue C, 2014

The risk of financial intermediaries pp. 1-12 Downloads
Manthos Delis, Iftekhar Hasan and Mike 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 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 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 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 Kim and Hao Zhang
Foreign exchange exposure and multinationality pp. 97-113 Downloads
Elaine 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 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
Amelie 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 2017-09-25