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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 55, issue C, 2015

Oil prices, US stock return, and the dependence between their quantiles pp. 1-8 Downloads
Nicholas Sim and Hongtao Zhou
A simple asset pricing model with heterogeneous agents, uninsurable labor income and limited stock market participation pp. 9-22 Downloads
Seryoong Ahn, Kyoung Jin Choi and Hyeng Keun Koo
Quote inefficiency in options markets pp. 23-36 Downloads
Iñaki R. Longarela and Silvia Mayoral
The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks pp. 37-55 Downloads
Henry Leung and Thai Ton
The Lintner model revisited: Dividends versus total payouts pp. 56-69 Downloads
Christian Andres, Markus Doumet, Erik Fernau and Erik Theissen
Executive incentives and payout policy: Empirical evidence from Europe pp. 70-91 Downloads
Amedeo De Cesari and Neslihan Ozkan
Protection or expropriation: Politically connected independent directors in China pp. 92-106 Downloads
Lihong Wang
Determinants of risk sharing through remittances pp. 107-116 Downloads
Faruk Balli and Faisal Rana
What daily data can tell us about mutual funds: Evidence from Norway pp. 117-129 Downloads
Kristoffer Gallefoss, Helge Hoff Hansen, Eirik Solli Haukaas and Peter Molnár
Consumer payment choice: Merchant card acceptance versus pricing incentives pp. 130-141 Downloads
Carlos Arango, Kim Huynh and Leonard Sabetti
Investment policy with time-to-build pp. 142-156 Downloads
Sudipto Sarkar and Chuanqian Zhang
Economic links and credit spreads pp. 157-169 Downloads
Ramazan Gençay, Daniele Signori, Yi Xue, Xiao Yu and Keyi Zhang
Can mutual funds pick stocks in China? Evidence from the IPO market pp. 170-186 Downloads
Xunan Feng and Anders Johansson
On post-IPO stock price performance: A comparative analysis of RLBOs and IPOs pp. 187-203 Downloads
Sudip Datta, Mark Gruskin and Mai Iskandar-Datta
Pitfalls and perils of financial innovation: The use of CDS by corporate bond funds pp. 204-214 Downloads
Tim Adam and Andre Guettler
Credit spreads and state-dependent volatility: Theory and empirical evidence pp. 215-231 Downloads
Stylianos Perrakis and Rui Zhong
Systemic risk of insurers around the globe pp. 232-245 Downloads
Christopher Bierth, Felix Irresberger and Gregor N.F. Weiß
Institutional herding in international markets pp. 246-259 Downloads
Nicole Choi and Hilla Skiba
Executive compensation and informed trading in acquiring firms around merger announcements pp. 260-280 Downloads
Umut Ordu and Denis Schweizer
Risk management, nonlinearity and aggressiveness in monetary policy: The case of the US Fed pp. 281-294 Downloads
Jean-Yves Gnabo and Diego Moccero
Size and value risk in financial firms pp. 295-326 Downloads
Seungho Baek and John Bilson
The market valuation of share repurchases in Europe pp. 327-339 Downloads
Dimitris Andriosopoulos and Meziane Lasfer
Drivers of cross-border banking exposures during the crisis pp. 340-357 Downloads
Eugenio Cerutti
Excess control rights, financial crisis and bank profitability and risk pp. 361-379 Downloads
Nadia Saghi-Zedek and Amine Tarazi
Loan collateral, corporate investment, and business cycle pp. 380-392 Downloads
Varouj Aivazian, Xinhua Gu, Jiaping Qiu and Bihong Huang
International political risk and government bond pricing pp. 393-405 Downloads
Tao Huang, Fei Wu, Jing Yu and Bohui Zhang
Does banks’ dual holding affect bank lending and firms’ investment decisions? Evidence from China pp. 406-424 Downloads
Xiaofei Pan and Gary Gang Tian

Volume 54, issue C, 2015

Determinants of bank interest margins: Impact of maturity transformation pp. 1-19 Downloads
Oliver Entrop, Christoph Memmel, Benedikt Ruprecht and Marco Wilkens
Banking crises and the lender of last resort: How crucial is the role of information? pp. 20-29 Downloads
Hassan Naqvi
Does the value of cash holdings deteriorate or improve with material weaknesses in internal control over financial reporting? pp. 30-45 Downloads
Pinghsun Huang, Jun Guo, Tongshu Ma and Yan Zhang
Did Regulation Fair Disclosure affect credit markets? pp. 46-59 Downloads
Yutao Li, Anthony Saunders and Pei Shao
A parametric alternative to the Hill estimator for heavy-tailed distributions pp. 60-71 Downloads
Joseph H.T. Kim and Joocheol Kim
(How) has the market become more efficient? pp. 72-86 Downloads
Stephen Bertone, Imants Paeglis and Rahul Ravi
Which financial stocks did short sellers target in the subprime crisis? pp. 87-103 Downloads
Iftekhar Hasan, Nadia Massoud, Anthony Saunders and Keke Song
The price of liquidity: CD rates charged by money market funds pp. 104-114 Downloads
Matthew D. Whitledge and Drew B. Winters
CEO entrenchment and corporate liquidity management pp. 115-128 Downloads
Elyas Elyasiani and Ling Zhang
Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates pp. 129-140 Downloads
Karl Friedrich Siburg, Pavel Stoimenov and Gregor N.F. Weiß
The effects of employee stock option plans on operating performance in Chinese firms pp. 141-159 Downloads
Hongyan Fang, John R. Nofsinger and Juan Quan
Teaching teenagers in finance: Does it work? pp. 160-174 Downloads
Melanie Lührmann, Marta Serra-Garcia and Joachim Winter
Mixture pair-copula-constructions pp. 175-191 Downloads
Gregor N.F. Weiß and Marcus Scheffer
Flight to liquidity and the Great Recession pp. 192-207 Downloads
Sören Radde
An investigation of credit borrower concentration pp. 208-221 Downloads
Pingui Rao, Heng Yue and Jigao Zhu
The resolution of failed banks during the crisis: Acquirer performance and FDIC guarantees, 2008–2013 pp. 222-238 Downloads
Arnold Cowan and Valentina Salotti
A comparison of the information in the LIBOR and CMT term structures of interest rates pp. 239-253 Downloads
Robert Brooks, Brandon N. Cline and Walter Enders
Monetary policy and stock prices – Cross-country evidence from cointegrated VAR models pp. 254-265 Downloads
Ansgar Belke and Joscha Beckmann
Commonality in hedge fund returns: Driving factors and implications pp. 266-280 Downloads
Matthieu Bussiere, Marie Hoerova and Benjamin Klaus

Volume 53, issue C, 2015

The certification value of private debt renegotiation and the design of financial contracts: Empirical evidence from Europe pp. 1-17 Downloads
Christophe Godlewski
Commodity prices and BRIC and G3 liquidity: A SFAVEC approach pp. 18-33 Downloads
Ronald Ratti and Joaquin Vespignani
Pricing currency derivatives under the benchmark approach pp. 34-48 Downloads
Jan Baldeaux, Martino Grasselli and Eckhard Platen
Model uncertainty and systematic risk in US banking pp. 49-66 Downloads
Lieven Baele, Valerie De Bruyckere, Olivier De Jonghe and Rudi Vander Vennet
Local IPOs, local delistings, and the firm location premium pp. 67-83 Downloads
Giulia Baschieri, Andrea Carosi and Stefano Mengoli
In search of robust methods for dynamic panel data models in empirical corporate finance pp. 84-98 Downloads
Viet Dang, Minjoo Kim and Yongcheol Shin
The role of interbank relationships and liquidity needs pp. 99-111 Downloads
Ben R. Craig, Falko Fecht and Günseli Tümer-Alkan
Can regulators allow banks to set their own capital ratios? pp. 112-123 Downloads
Lara Cathcart, Lina El-Jahel and Ravel Jabbour
The costs and benefits of short sale disclosure pp. 124-139 Downloads
Truong X. Duong, Zsuzsa R. Huszár and Takeshi Yamada
Profitability of time series momentum pp. 140-157 Downloads
Xuezhong He and Kai Li
Detection of arbitrage in a market with multi-asset derivatives and known risk-neutral marginals pp. 158-178 Downloads
Bertrand Tavin
Barrier style contracts under Lévy processes: An alternative approach pp. 179-187 Downloads
José Fajardo
Earnings baths by CEOs during turnovers: empirical evidence from German savings banks pp. 188-201 Downloads
Sven Bornemann, Thomas Kick, Andreas Pfingsten and Andrea Schertler
Board diversity and its effects on bank performance: An international analysis pp. 202-214 Downloads
Emma García-Meca, Isabel-María García-Sánchez and Jennifer Martínez-Ferrero
Venture capital exits in domestic and cross-border investments pp. 215-232 Downloads
Susanne Espenlaub, Arif Khurshed and Abdulkadir Mohamed
Has the financial system become safer after the crisis? The changing nature of financial institution risk pp. 233-248 Downloads
Paul Calluzzo and Gang Nathan Dong
Credit rationing and relationship lending. Does firm size matter? pp. 249-265 Downloads
Stefano Cenni, Stefano Monferrà, Valentina Salotti, Marco Sangiorgi and Giuseppe Torluccio
Basel III leverage ratio requirement and the probability of bank runs pp. 266-277 Downloads
Jean Dermine
Page updated 2017-09-23