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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 75, issue C, 2017

Discrete-time option pricing with stochastic liquidity pp. 1-16 Downloads
Markus Leippold and Steven Schärer
The joint cross-sectional variation of equity returns and volatilities pp. 17-34 Downloads
Ana González-Urteaga and Gonzalo Rubio
Performance volatility, information availability, and disclosure reforms pp. 35-52 Downloads
Renhui Fu, Fang Gao, Yong H. Kim and Buhui Qiu
Looking behind mortgage delinquencies pp. 53-63 Downloads
Sauro Mocetti and Eliana Viviano
Index portfolio and welfare analysis under heterogeneous beliefs pp. 64-79 Downloads
Xuezhong He and Lei Shi
Hedge fund politics and portfolios pp. 80-97 Downloads
Luke DeVault and Richard Sias
Slow diffusion of information and price momentum in stocks: Evidence from options markets pp. 98-108 Downloads
Zhuo Chen and Andrea Lu
1-share orders and trades pp. 109-117 Downloads
Ryan L. Davis, Brian S. Roseman, Bonnie F. Van Ness and Robert Van Ness
Information in CDS spreads pp. 118-135 Downloads
Lars Norden
Idiosyncratic volatility: An indicator of noise trading? pp. 136-151 Downloads
Tom Aabo, Christos Pantzalis and Jung Chul Park
Bank capital in the crisis: It's not just how much you have but who provides it pp. 152-166 Downloads
Alexandre Garel and Arthur Petit-Romec
Semi-analytical valuation for discrete barrier options under time-dependent Lévy processes pp. 167-183 Downloads
Guanghua Lian, Song-Ping Zhu, Robert J. Elliott and Zhenyu Cui
Bank productivity growth and convergence in the European Union during the financial crisis pp. 184-199 Downloads
Degl'Innocenti, Marta, Stavros Kourtzidis, Zeljko Sevic and Nickolaos Tzeremes
Corporate liquidity and dividend policy under uncertainty pp. 200-214 Downloads
Nicos Koussis, Spiros H. Martzoukos and Lenos Trigeorgis
The asymmetric effect of international swap lines on banks in emerging markets pp. 215-234 Downloads
Alin Marius Andrieș, Andreas Fischer and Pınar Yeșin
Competition in the credit rating Industry: Benefits for investors and issuers pp. 235-257 Downloads
Stefan Morkoetter, Roman Stebler and Simone Westerfeld
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method pp. 258-279 Downloads
Walid Mensi, Shawkat Hammoudeh, Syed Jawad Hussain Shahzad and Muhammad Shahbaz
Corporate social responsibility and CEO confidence pp. 280-291 Downloads
Scott McCarthy, Barry Oliver and Sizhe Song
The Liquidity Coverage Ratio and security prices pp. 292-311 Downloads
Lucas Fuhrer, Benjamin Müller and Luzian Steiner

Volume 74, issue C, 2017

Information environment and earnings management of dual class firms around the world pp. 1-23 Downloads
Ting Li and Nataliya Zaiats
The impact of the European sovereign debt crisis on banks stocks. Some evidence of shift contagion in Europe pp. 24-37 Downloads
Jean-Pierre Allegret, Hélène Raymond and Houda Rharrabti
One-sided performance measures under Gram-Charlier distributions pp. 38-50 Downloads
Angel León and Manuel Moreno
Organizational structure, risk-based capital requirements, and the sales of downgraded bonds pp. 51-68 Downloads
Erin P. Lu, Gene C. Lai and Qingzhong Ma
The international effect of managerial social capital on the cost of equity pp. 69-84 Downloads
Stephen P. Ferris, David Javakhadze and Tijana Rajkovic
Do Delaware CEOs get fired? pp. 85-101 Downloads
Murali Jagannathan and A.C. Pritchard
Accounting for banks, capital regulation and risk-taking pp. 102-121 Downloads
Jing Li
Surprised or not surprised? The investors’ reaction to the comprehensive assessment preceding the launch of the banking union pp. 122-132 Downloads
Marika Carboni, Franco Fiordelisi, Ornella Ricci and Francesco Saverio Stentella Lopes
Special purpose entities and bank loan contracting pp. 133-152 Downloads
Jeong-Bon Kim, Byron Y. Song and Zheng Wang
Excess reserves, monetary policy and financial volatility pp. 153-168 Downloads
Keyra Primus

Volume 73, issue C, 2016

Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns pp. 1-15 Downloads
Jie Cao and Bing Han
The impact of non-interest income on bank risk in Australia pp. 16-37 Downloads
Barry Williams
Investment risk allocation and the venture capital exit market: Evidence from early stage investing pp. 38-54 Downloads
Susan Chaplinsky and Swasti Gupta-Mukherjee
Debit card and demand for cash pp. 55-66 Downloads
Bounie David, Abel François and Waelbroeck Patrick
Credit derivatives as a commitment device: Evidence from the cost of corporate debt pp. 67-83 Downloads
Gi H. Kim
Analyst coverage and corporate tax aggressiveness pp. 84-98 Downloads
Arthur Allen, Bill B. Francis, Qiang Wu and Yijiang Zhao
Sovereign debt ratings and stock liquidity around the World pp. 99-112 Downloads
Kuan-Hui Lee, Horacio Sapriza and Yangru Wu
Locus of control and savings pp. 113-130 Downloads
Deborah Cobb-Clark, Sonja Kassenboehmer and Mathias Sinning
Family control and corporate social responsibility pp. 131-146 Downloads
Sadok El Ghoul, Omrane Guedhami, He Wang and Chuck C.Y. Kwok
Stock return predictability and investor sentiment: A high-frequency perspective pp. 147-164 Downloads
Licheng Sun, Mohammad Najand and Jiancheng Shen
The sensitivity of VPIN to the choice of trade classification algorithm pp. 165-181 Downloads
Thomas Pöppe, Sebastian Moos and Dirk Schiereck
Investment-cash flow sensitivity and financial constraints: Evidence from unquoted European SMEs pp. 182-197 Downloads
Klaas Mulier, Koen Schoors and Bruno Merlevede
The policy impact of new rules for loan participation on credit union returns pp. 198-210 Downloads
Cullen F Goenner
Trading book and credit risk: How fundamental is the Basel review? pp. 211-223 Downloads
Jean-Paul Laurent, Michael Sestier and Stéphane Thomas

Volume 72, issue S, 2016

What drives cross-border M&As in commercial banking? pp. S6-S18 Downloads
Mohamed Azzim Gulamhussen, Jean-Francois Hennart and Carlos Manuel Pinheiro
Economic consequences of deregulation: Evidence from the removal of voting cap in Indian banks pp. S19-S38 Downloads
Chinmoy Ghosh, James Hilliard, Milena Petrova and B.V. Phani
How do banks make the trade-offs among risks? The role of corporate governance pp. S39-S69 Downloads
Hsiao-Jung Chen and Kuan-Ting Lin
Trademarking activities and total factor productivity: Some evidence for British commercial banks using a metafrontier approach pp. S70-S80 Downloads
Meryem Duygun, Vania Sena and Mohamed Shaban
The economic value of controlling for large losses in portfolio selection pp. S81-S91 Downloads
Alexandra Dias
The determinants of failed takeovers in the banking sector: Deal or country characteristics? pp. S92-S103 Downloads
Stefano Caiazza and Alberto Pozzolo
Momentum and downside risk pp. S104-S118 Downloads
Byoung-Kyu Min and Tong Suk Kim
Chasing trends at the micro-level: The effect of technical trading on order book dynamics pp. S119-S131 Downloads
Carl Chiarella and Daniel Ladley
Managers set the tone: Equity incentives and the tone of earnings press releases pp. S132-S147 Downloads
Özgür Arslan-Ayaydin, Kris Boudt and James Thewissen
Bank integration and co-movements across housing markets pp. S148-S171 Downloads
Stanimira Milcheva and Bing Zhu
Disagreement versus uncertainty: Evidence from distribution forecasts pp. S172-S186 Downloads
Fabian Krüger and Ingmar Nolte
What is the impact of bankrupt and restructured loans on Japanese bank efficiency? pp. S187-S202 Downloads
Emmanuel Mamatzakis, Roman Matousek and Anh Nguyet Vu
Active risk management and banking stability pp. S203-S215 Downloads
Consuelo Silva Buston
Multivariate moments expansion density: Application of the dynamic equicorrelation model pp. S216-S232 Downloads
Trino Ñíguez Grau and Javier Perote

Volume 72, issue C, 2016

Some defaults are deeper than others: Understanding long-term mortgage arrears pp. 15-27 Downloads
Robert Kelly and Fergal McCann
Financial innovation: The bright and the dark sides pp. 28-51 Downloads
Thorsten Beck, Tao Chen, Chen Lin and Frank M. Song
Taxing banks: An evaluation of the German bank levy pp. 52-66 Downloads
Claudia Buch, Björn Hilberg and Lena Tonzer
Credit constraints and the international propagation of US financial shocks pp. 67-80 Downloads
Norbert Metiu, Björn Hilberg and Michael Grill
Valuation uncertainty, market sentiment and the informativeness of institutional trades pp. 81-98 Downloads
Yang, Lisa (Zongfei), Jeremy Goh and Chiraphol Chiyachantana
Credible reforms and stock return volatility: Evidence from privatization pp. 99-120 Downloads
Jean-Claude Cosset, Hyacinthe Y. Somé and Pascale Valéry
Evaluating Value-at-Risk forecasts: A new set of multivariate backtests pp. 121-132 Downloads
Dominik Wied, Gregor N.F. Weiß and Daniel Ziggel
Commodities momentum: A behavioral perspective pp. 133-150 Downloads
Robert Bianchi, Michael E. Drew and John Hua Fan
Evaluating corporate bonds and analyzing claim holders’ decisions with complex debt structure pp. 151-174 Downloads
Liang-Chih Liu, Tian-Shyr Dai and Chuan-Ju Wang
Ireland’s 2010 EU/IMF intervention: Costs and benefits pp. 175-183 Downloads
Sjoerd van Bekkum
Customer concentration and corporate tax avoidance pp. 184-200 Downloads
Henry He Huang, Gerald J. Lobo, Chong Wang and Hong Xie
Mortgage risks, debt literacy and financial advice pp. 201-217 Downloads
Raun van Ooijen and Maarten van Rooij
Risk and risk management in the credit card industry pp. 218-239 Downloads
Florentin Butaru, Qingqing Chen, Brian Clark, Sanmay Das, Andrew W. Lo and Akhtar Siddique
Cash flow news, discount rate news, and momentum pp. 240-254 Downloads
Umut Celiker, Nuri Volkan Kayacetin, Raman Kumar and Gokhan Sonaer
Page updated 2017-09-25