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Journal of Banking & Finance

1977 - 2019

Current editor(s): Ike Mathur

From Elsevier
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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