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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 60, issue C, 2015

Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies pp. 1-20 Downloads
Wolfgang Bessler and Dominik Wolff
Estimating changes in supervisory standards and their economic effects pp. 21-43 Downloads
William F. Bassett, Seung Jung Lee and Thomas Popeck Spiller
Stock liquidity and managerial short-termism pp. 44-59 Downloads
Yangyang Chen, S. Ghon Rhee, Madhu Veeraraghavan and Leon Zolotoy
Deleveraging and mortgage curtailment pp. 60-75 Downloads
Meagan N. McCollum, Hong Lee and R. Kelley Pace
Political power, economic freedom and Congress: Effects on bank performance pp. 76-92 Downloads
Daniel M. Gropper, John S. Jahera and Jung Chul Park
Financialization in commodity markets: A passing trend or the new normal? pp. 93-111 Downloads
Zeno Adams and Thorsten Glück
Do social factors influence investment behavior and performance? Evidence from mutual fund holdings pp. 112-126 Downloads
Arian Borgers, Jeroen Derwall, Kees Koedijk and Jenke ter Horst
Portfolio optimisation with jumps: Illustration with a pension accumulation scheme pp. 127-137 Downloads
Olivier Le Courtois and Francesco Menoncin
Shareholder activism of public pension funds: The political facet pp. 138-152 Downloads
Yong Wang and Connie X. Mao
On the efficiency of intra-industry information transfers: The dilution of the overreaction anomaly pp. 153-167 Downloads
Dennis Y. Chung, Karel Hrazdil and Kim Trottier
Informed trading around earnings and mutual fund alphas pp. 168-180 Downloads
Yu Cai and Sie Ting Lau
Short interest and stock price crash risk pp. 181-194 Downloads
Jeffrey L. Callen and Xiaohua Fang
Managerial overconfidence and corporate risk management pp. 195-208 Downloads
Tim R. Adam, Chitru S. Fernando and Evgenia Golubeva
Risk assessment based on the analysis of the impact of contagion flow pp. 209-223 Downloads
Chanaka Edirisinghe, Aparna Gupta and Wendy Roth
The idiosyncratic volatility anomaly: Corporate investment or investor mispricing? pp. 224-238 Downloads
Juliana Malagon, David Moreno and Rosa Rodríguez
Bank holding company performance, risk, and “busy” board of directors pp. 239-251 Downloads
Elyas Elyasiani and Ling Zhang
Corporate social responsibility and social capital pp. 252-270 Downloads
Anand Jha and James Cox
Contagion and banking crisis – International evidence for 2007–2009 pp. 271-283 Downloads
Mardi Dungey and Dinesh Gajurel
Blurred stars: Mutual fund ratings in the shadow of conflicts of interest pp. 284-295 Downloads
Yamin Zeng, Qingbo Yuan and Junsheng Zhang
As told by the supplier: Trade credit and the cross section of stock returns pp. 296-309 Downloads
Shingo Goto, Gang Xiao and Yan Xu
Victory or repudiation? Predicting winners in civil wars using international financial markets pp. 310-319 Downloads
Kris James Mitchener, Kim Oosterlinck, Marc D. Weidenmier and Stephen Haber

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 Tabak and Daniel 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 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 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
Page updated 2017-09-25