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Journal of Banking & Finance

1977 - 2018

Current editor(s): Ike Mathur

From Elsevier
Series data maintained by Dana Niculescu ().

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Volume 86, issue C, 2018

The impact of conventional and unconventional monetary policy on expectations and sentiment pp. 1-20 Downloads
Emilios Galariotis, Panagiota Makrichoriti and Spyros Spyrou
Evaluating VPIN as a trigger for single-stock circuit breakers pp. 21-36 Downloads
David Abad, Magdalena Massot and Roberto Pascual
China's “Mercantilist” Government Subsidies, the Cost of Debt and Firm Performance pp. 37-52 Downloads
Chu Yeong Lim, Jiwei Wang and Zeng, Cheng (Colin)
Capturing the value premium – global evidence from a fair value-based investment strategy pp. 53-69 Downloads
René-Ojas Woltering, Christian Weis, Felix Schindler and Steffen Sebastian
Interest rate risk management and the mix of fixed and floating rate debt pp. 70-86 Downloads
Jaideep Oberoi
Creditor control and product-market competition pp. 87-100 Downloads
Matthew T. Billett, Burcu Esmer and Miaomiao Yu
Innovation externalities and the customer/supplier link pp. 101-112 Downloads
Keming Li
Interest rate derivatives use in banking: Market pricing implications of cash flow hedges pp. 113-126 Downloads
Aigbe Akhigbe, Stephen Makar, Li Wang and Ann Marie Whyte
Monetary policy uncertainty and the market reaction to macroeconomic news pp. 127-142 Downloads
Alexander Kurov and Raluca Stan
The skewness of commodity futures returns pp. 143-158 Downloads
Adrian Fernandez-Perez, Bart Frijns, Ana-Maria Fuertes and Joelle Miffre
Measuring firm size in empirical corporate finance pp. 159-176 Downloads
Chongyu Dang, (Frank) Li, Zhichuan and Chen Yang
To what extent did the economic stimulus package influence bank lending and corporate investment decisions? Evidence from China pp. 177-193 Downloads
Qigui Liu, Xiaofei Pan and Gary Gang Tian
The mechanics of commercial banking liberalization and growth pp. 194-203 Downloads
Alessandra Dal Colle
Capital markets’ assessment of the economic impact of the Dodd–Frank Act on systemically important financial firms pp. 204-223 Downloads
Yu Gao, Scott Liao and Xue Wang
In search for managerial skills beyond common performance measures pp. 224-239 Downloads
Fan Chen, Meifen Qian, Ping-Wen Sun and Bin Yu
Limits of arbitrage and idiosyncratic volatility: Evidence from China stock market pp. 240-258 Downloads
Ming Gu, Wenjin Kang and Bu Xu

Volume 85, issue C, 2017

How do banks adjust to changing input prices? A dynamic analysis of U.S. commercial banks before and after the crisis pp. 1-14 Downloads
Laura Spierdijk, Sherrill Shaffer and Tim Considine
Shortability and asset pricing model: Evidence from the Hong Kong stock market pp. 15-29 Downloads
Min Bai, Xiao-Ming Li and Yafeng Qin
The case for herding is stronger than you think pp. 30-40 Downloads
Martin T. Bohl, Nicole Branger and Mark Trede
Do bond credit ratings lead to excess comovement? pp. 41-55 Downloads
Louis Raffestin
Interest margins and bank regulation in Central America and the Caribbean pp. 56-68 Downloads
Anthony Birchwood, Michael Brei and Dorian M. Noel
Human vs. high-frequency traders, penny jumping, and tick size pp. 69-82 Downloads
Soheil Mahmoodzadeh and Ramazan Gençay
Trading restrictions and firm dividends: The share lockup expiration experience in China pp. 83-98 Downloads
Hongyan Fang, Zhihui Song, John R. Nofsinger and Yuyue Wang
The impact of sovereign rating changes on the activity of European banks pp. 99-112 Downloads
Danilo Drago and Raffaele Gallo
Investor protection, taxation and dividend policy: Long-run evidence, 1838–2012 pp. 113-131 Downloads
Leentje Moortgat, Jan Annaert and Marc Deloof
The effect of payday lending restrictions on liquor sales pp. 132-145 Downloads
Harold E. Cuffe and Christopher G. Gibbs
Absorptive capacity, technology spillovers, and the cross-section of stock returns pp. 146-164 Downloads
Jong-Min Oh

Volume 84, issue C, 2017

Comparative statics and portfolio choices under the phantom decision model pp. 1-8 Downloads
Hideki Iwaki and Yusuke Osaki
Are correlations constant? Empirical and theoretical results on popular correlation models in finance pp. 9-24 Downloads
Zeno Adams, Roland Füss and Thorsten Glück
Intraday online investor sentiment and return patterns in the U.S. stock market pp. 25-40 Downloads
Thomas Renault
The market price of risk of the variance term structure pp. 41-52 Downloads
George Dotsis
Determinants of the crude oil futures curve: Inventory, consumption and volatility pp. 53-67 Downloads
Christina Nikitopoulos-Sklibosios, Matthew Squires, Susan Thorp and Danny Yeung
Financial overconfidence over time: Foresight, hindsight, and insight of investors pp. 68-87 Downloads
Christoph Merkle
Unemployment fluctuations and the predictability of currency returns pp. 88-106 Downloads
Federico Nucera
Analysing the determinants of insolvency risk for general insurance firms in the UK pp. 107-122 Downloads
Guglielmo Maria Caporale, Mario Cerrato and Xuan Zhang
It's all in the name: Mutual fund name changes after SEC Rule 35d-1 pp. 123-134 Downloads
Susanne Espenlaub, Imtiaz ul Haq and Arif Khurshed
Do all new brooms sweep clean? Evidence for outside bank appointments pp. 135-151 Downloads
Thomas Kick, Inge Nehring and Andrea Schertler
Government ownership and exposure to political uncertainty: Evidence from China pp. 152-165 Downloads
Zhengyi Zhou
Risk-sharing, market imperfections, asset prices: Evidence from China’s stock market liberalization pp. 166-187 Downloads
Marc Chan and Simon Kwok
Out-of-sample equity premium predictability and sample split–invariant inference pp. 188-201 Downloads
Gueorgui I. Kolev and Rasa Karapandza

Volume 83, issue C, 2017

Shadows in the Sun: Crash risk behind Earnings Transparency pp. 1-18 Downloads
Shengmin Hung and Zheng Qiao
The q-factors and expected bond returns pp. 19-35 Downloads
Benedikt Franke, Sebastian Müller and Sonja Müller
Liquidity creation through efficient M&As: A viable solution for vulnerable banking systems? Evidence from a stress test under a panel VAR methodology pp. 36-56 Downloads
Konstantinos N. Baltas, George Kapetanios, Mike Tsionas and Marwan Izzeldin
Risky lending: Does bank corporate governance matter? pp. 57-69 Downloads
Olubunmi Faleye and Karthik Krishnan
Gini-type measures of risk and variability: Gini shortfall, capital allocations, and heavy-tailed risks pp. 70-84 Downloads
Edward Furman, Ruodu Wang and Ričardas Zitikis
Equity index variance: Evidence from flexible parametric jump–diffusion models pp. 85-103 Downloads
Andreas Kaeck, Paulo Rodrigues and Norman J. Seeger
Does bank competition reduce cost of credit? Cross-country evidence from Europe pp. 104-120 Downloads
Zuzana Fungáčová, Anastasiya Shamshur and Laurent Weill
House prices, consumption and the role of non-Mortgage debt pp. 121-134 Downloads
Katya Kartashova and Ben Tomlin
The effect of the term auction facility on the London interbank offered rate pp. 135-152 Downloads
James McAndrews, Asani Sarkar and Zhenyu Wang
Reprint of: The asymmetric effect of international swap lines on banks in emerging markets pp. 153-172 Downloads
Alin Marius Andrieș, Andreas Fischer and Pınar Yeșin
The effect of TARP on the propagation of real estate shocks: Evidence from geographically diversified banks pp. 173-192 Downloads
Karen Y. Jang
Reprint of: Thawing frozen capital markets and backdoor bailouts: Evidence from the Fed's liquidity programs pp. 193-220 Downloads
Jean Helwege, Nicole M. Boyson and Jan Jindra
Reprint of: Stopping contagion with bailouts: Micro-evidence from Pennsylvania bank networks during the panic of 1884 pp. 221-231 Downloads
Haelim Park Anderson and John C. Bluedorn
Reprint of: Central bank collateral frameworks pp. 232-248 Downloads
Kjell Nyborg
Page updated 2017-12-11