EconPapers    
Economics at your fingertips  
 

Journal of Banking & Finance

1977 - 2019

Current editor(s): Ike Mathur

From Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


Volume 105, issue C, 2019

Practice makes progress: Evidence from divestitures pp. 1-19 Downloads
Humphery-Jenner, Mark, Ronan Powell and Emma Jincheng Zhang
Asset prices and “the devil(s) you know” pp. 20-35 Downloads
Fabian Hollstein, Duc Binh Benno Nguyen and Marcel Prokopczuk
The daylight saving time anomaly in relation to firms targeted for mergers pp. 36-43 Downloads
Antonios Siganos
Option-Based performance participation pp. 44-61 Downloads
Rudi Zagst, Julia Kraus and Philippe Bertrand
Does bank efficiency influence the cost of credit? pp. 62-73 Downloads
Anastasiya Shamshur and Laurent Weill
Model risk of expected shortfall pp. 74-93 Downloads
Emese Lazar and Ning Zhang
Portfolio pumping and fund performance ranking: A performance-based compensation contract perspective pp. 94-106 Downloads
Xiangwen Li and Wenfeng Wu
Household preferences for socially responsible investments pp. 107-120 Downloads
Mariacristina Rossi, Dario Sansone, Arthur van Soest and Costanza Torricelli
A generic framework for monetary performance attribution pp. 121-133 Downloads
Jörgen Blomvall and Johan Hagenbjörk
A comprehensive appraisal of style-integration methods pp. 134-150 Downloads
Fernandez-Perez, Adrian, Ana-Maria Fuertes and Joëlle Miffre
Fear, deposit insurance schemes, and deposit reallocation in the German banking system pp. 151-165 Downloads
Falko Fecht, Stefan Thum and Patrick Weber
Bailouts and systemic insurance pp. 166-177 Downloads
Dell’Ariccia, Giovanni and Lev Ratnovski
Credit ratings of Chinese firms by domestic and global agencies: Assessing the determinants and impact pp. 178-193 Downloads
Xianfeng Jiang and Frank Packer
Do closed-end fund investors herd? pp. 194-206 Downloads
Yueting Cui, Bartosz Gebka and Vasileios Kallinterakis

Volume 104, issue C, 2019

Capital structure and financial flexibility: Expectations of future shocks pp. 1-18 Downloads
Costas Lambrinoudakis, George Skiadopoulos and Konstantinos Gkionis
Demand curves for stocks do not slope down: Evidence using an exogenous supply shock pp. 19-30 Downloads
Ankit Jain, Prasanna Tantri and Ramabhadran S. Thirumalai
Gross profitability and mutual fund performance pp. 31-49 Downloads
David Kenchington, Chi Wan and H. Zafer Yüksel
The effects of culture on CEO power: Evidence from executive turnover pp. 50-69 Downloads
Daniel Urban
Banking reform and industry structure: Evidence from China pp. 70-84 Downloads
Jingjing Ye, Aoyang Zhang and Yan Dong
Monitoring indirect contagion pp. 85-102 Downloads
Rama Cont and Eric Schaanning
Loan portfolio diversification, market structure and bank stability pp. 103-115 Downloads
Jeungbo Shim

Volume 103, issue C, 2019

Country-level analyst recommendations and international stock market returns pp. 1-17 Downloads
Henk Berkman and Wanyi Yang
CEO and director compensation, CEO turnover and institutional investors: Is there cronyism in the UK? pp. 18-35 Downloads
Jie Chen, Marc Goergen, Woon Sau Leung and Wei Song
Earnings, risk-taking, and capital accumulation in small and large community banks pp. 36-50 Downloads
Eliana Balla and Morgan J. Rose
Does interest rate exposure explain the low-volatility anomaly? pp. 51-61 Downloads
Joost Driessen, Ivo Kuiper, Korhan Nazliben and Robbert Beilo
Least impulse response estimator for stress test exercises pp. 62-77 Downloads
Christian Gourieroux and Yang Lu
Investor horizons, long-term blockholders, and corporate social responsibility pp. 78-97 Downloads
Simon Gloßner
Growth in the shadow of debt pp. 98-112 Downloads
Jamus Lim
Bulk volume classification and information detection pp. 113-129 Downloads
Marios A. Panayides, Thomas D. Shohfi and Jared D. Smith
Marginal cost of risk-based capital and risk-taking pp. 130-145 Downloads
Tao Chen, Jing Rong Goh, Shinichi Kamiya and Pingyi Lou

Volume 102, issue C, 2019

De-Leverage and illiquidity contagion pp. 1-18 Downloads
Conghui Hu, Yu-Jane Liu and Ning Zhu
Environmental performance and the cost of debt: Evidence from commercial mortgages and REIT bonds pp. 19-32 Downloads
Piet Eichholtz, Rogier Holtermans, Nils Kok and Erkan Yönder
How does financial development alter the impact of uncertainty? pp. 33-42 Downloads
Kıvanç Karaman and Yıldırım-Karaman, Seçil
Oil price increases and the predictability of equity premium pp. 43-58 Downloads
Yudong Wang, Zhiyuan Pan, Li Liu and Chongfeng Wu
Asset pricing and extreme event risk: Common factors in ILS fund returns pp. 59-78 Downloads
Alexander Braun, Semir Ben Ammar and Martin Eling
The effect of TARP on loan loss provisions and bank transparency pp. 79-99 Downloads
Jinyong Kim, Mingook Kim and Jeong Hwan Lee
Expected shortfall and portfolio management in contagious markets pp. 100-115 Downloads
Alice Buccioli, Thomas Kokholm and Marco Nicolosi
Accounts payable and firm value: International evidence pp. 116-137 Downloads
Hocheol Nam and Konari Uchida
A BIT of investor protection: How Bilateral Investment Treaties impact the terms of syndicated loans pp. 138-155 Downloads
Veljko Fotak, Haekwon Lee and William Megginson
Prudential supervisors’ independence and income smoothing in European banks pp. 156-176 Downloads
Beatriz Garcia Osma, Araceli Mora and Porcuna-Enguix, Luis
Grabit: Gradient tree-boosted Tobit models for default prediction pp. 177-192 Downloads
Fabio Sigrist and Christoph Hirnschall
Which private investors are willing to pay for sustainable investments? Empirical evidence from stated choice experiments pp. 193-214 Downloads
Gunnar Gutsche and Andreas Ziegler
The counterparty risk exposure of ETF investors pp. 215-230 Downloads
Christophe Hurlin, Grégoire Iseli, Christophe Perignon and Stanley Yeung
Ambiguity in securitization markets pp. 231-255 Downloads
Alyssa Gray Anderson
Why has the size effect disappeared? pp. 256-276 Downloads
Dong-Hyun Ahn, Byoung-Kyu Min and Bohyun Yoon

Volume 101, issue C, 2019

Aggregate risk and efficiency of mutual funds pp. 1-11 Downloads
Simas Kučinskas
Detecting underestimates of risk in VaR models pp. 12-20 Downloads
Stephen Thiele
Option-Implied variance asymmetry and the cross-section of stock returns pp. 21-36 Downloads
Tao Huang and Junye Li
The performance of acquisitions by high default risk bidders pp. 37-58 Downloads
Evy Bruyland, Meziane Lasfer, Wouter De Maeseneire and Wei Song
Why investors do not buy cheaper securities: Evidence from a natural experiment pp. 59-76 Downloads
Kalok Chan, Baolian Wang and Zhishu Yang
The short-selling skill of institutions and individuals pp. 77-91 Downloads
Fernando Chague, Rodrigo De-Losso and Bruno Giovannetti
A factor-model approach for correlation scenarios and correlation stress testing pp. 92-103 Downloads
N. Packham and C.F. Woebbeking
Making cents of tick sizes: The effect of the 2016 U.S. SEC tick size pilot on limit order book liquidity pp. 104-121 Downloads
Todd G. Griffith and Brian S. Roseman
Risk managing tail-risk seekers: VaR and expected shortfall vs S-shaped utility pp. 122-135 Downloads
John Armstrong and Damiano Brigo
Earnings management and post-split drift pp. 136-146 Downloads
Konan Chan, Fengfei Li and Tse-Chun Lin
Enforcement of banking regulation and the cost of borrowing pp. 147-160 Downloads
Yota D. Deli, Manthos D. Delis, Iftekhar Hasan and Liuling Liu
Consumer debt non-payment and the borrowing constraint: Implications for consumer behavior pp. 161-172 Downloads
Alexandros Bechlioulis and Sophocles Brissimis
Family firms and access to credit. Is family ownership beneficial? pp. 173-187 Downloads
Pierluigi Murro and Valentina Peruzzi
Systemic risk and competition revisited pp. 188-205 Downloads
Silva-Buston, Consuelo
Individual pension risk preference elicitation and collective asset allocation with heterogeneity pp. 206-225 Downloads
Gosse A.G. Alserda, Benedict Dellaert, Laurens Swinkels and Fieke S.G. van der Lecq
Does dialect similarity add value to banks? Evidence from China pp. 226-241 Downloads
Wenlong Bian, Yang Ji and Hao Zhang
Macroeconomic conditions, financial constraints, and firms’ financing decisions pp. 242-255 Downloads
Xin Chang, Yunling Chen and Sudipto Dasgupta
Do long-term institutional investors promote corporate social responsibility activities? pp. 256-269 Downloads
Hyun-Dong Kim, Taeyeon Kim, Yura Kim and Kwangwoo Park
A new measure of financial constraints applicable to private and public firms pp. 270-295 Downloads
Catharina Schauer, Ralf Elsas and Nikolas Breitkopf
Page updated 2019-08-23