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Journal of Banking & Finance

1977 - 2018

Current editor(s): Ike Mathur

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

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Volume 91, issue C, 2018

Herding in analysts’ recommendations: The role of media pp. 1-18 Downloads
Bart Frijns and Thanh D. Huynh
Skill or effort? Institutional ownership and managerial efficiency pp. 19-33 Downloads
Ghasan A. Baghdadi, Ishaq M. Bhatti, Lily H.G. Nguyen and Edward J. Podolski
The effect of supranational banking supervision on the financial sector: Event study evidence from Europe pp. 34-48 Downloads
Florian Loipersberger
Qualitative similarity and stock price comovement pp. 49-69 Downloads
Travis Box
What's the value of a TBTF guaranty? Evidence from the G-SII designation for insurance companies✰ pp. 70-85 Downloads
Kathryn L. Dewenter and Leigh A. Riddick
The relation between religiosity and private bank outcomes pp. 86-105 Downloads
Brett W. Cantrell and Christopher G. Yust
Awareness, determinants and value of reputation risk management: Empirical evidence from the banking and insurance industry pp. 106-118 Downloads
Dinah Heidinger and Nadine Gatzert
A network approach to unravel asset price comovement using minimal dependence structure pp. 119-132 Downloads
Pablo Jose Campos de Carvalho and Aparna Gupta
Unbiased estimation of risk pp. 133-145 Downloads
Marcin Pitera and Thorsten Schmidt
The spillover effect of enforcement actions on bank risk-taking pp. 146-159 Downloads
Stefano Caiazza, Matteo Cotugno, Franco Fiordelisi and Valeria Stefanelli
Credit risk modelling under recessionary and financially distressed conditions pp. 160-175 Downloads
Y. Dendramis, E. Tzavalis and G. Adraktas
Exposure at default modeling – A theoretical and empirical assessment of estimation approaches and parameter choice pp. 176-188 Downloads
Marc Gürtler, Martin Thomas Hibbeln and Piet Usselmann
Loss given default adjusted workout processes for leases pp. 189-201 Downloads
Patrick Miller and Eugen Töws

Volume 90, issue C, 2018

Why European banks are less profitable than U.S. banks: A decomposition approach pp. 1-16 Downloads
Guohua Feng and Chuan Wang
Investor sentiment and price discovery: Evidence from the pricing dynamics between the futures and spot markets pp. 17-31 Downloads
Chu-Bin Lin, Robin K. Chou and George H.K. Wang
The time horizon of price responses to quantitative easing pp. 32-49 Downloads
Harry Mamaysky
The performance effects of gender diversity on bank boards pp. 50-63 Downloads
Ann Owen and Judit Temesvary
Bank liquidity creation and recessions pp. 64-75 Downloads
Ujjal K. Chatterjee
Peer effects, personal characteristics and asset allocation pp. 76-95 Downloads
Annie C. Zhang, Jiali Fang, Ben Jacobsen and Ben R. Marshall
Dealing with dealers: Sovereign CDS comovements pp. 96-112 Downloads
Miguel Antón, Sergio Mayordomo and Rodríguez‐Moreno, María
Robust trading for ambiguity-averse insiders pp. 113-130 Downloads
Paolo Vitale
Internal capital market practices of multinational banks evidence from south africa pp. 131-145 Downloads
Adeline Pelletier
Detecting abnormal changes in credit default swap spreads using matching-portfolio models pp. 146-158 Downloads
Fabio Bertoni and Stefano Lugo

Volume 89, issue C, 2018

The impact of share pledging regulations on stock trading and firm valuation pp. 1-13 Downloads
Yu-Chun Wang and Robin K. Chou
Macroeconomic variable selection for creditor recovery rates pp. 14-25 Downloads
Abdolreza Nazemi and Frank J. Fabozzi
Evaluation of academic finance conferences pp. 26-38 Downloads
Alexander Kerl, Enrico Miersch and Andreas Walter
Buyouts under the threat of preemption pp. 39-58 Downloads
Monika Tarsalewska
Institutional trading and asset pricing pp. 59-77 Downloads
Bart Frijns, Thanh D. Huynh, Alireza Tourani-Rad and P. Joakim Westerholm
The objective function of government-controlled banks in a financial crisis pp. 78-93 Downloads
Yoshiaki Ogura
Bank's interest rate risk and profitability in a prolonged environment of low interest rates pp. 94-104 Downloads
Raymond F.D.D. Chaudron
The invisible hand of internal markets in mutual fund families pp. 105-124 Downloads
Luis Goncalves-Pinto, Juan Sotes-Paladino and Jing Xu
Peer performance and earnings management pp. 125-137 Downloads
Qianqian Du and Rui Shen
Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity pp. 138-149 Downloads
Mario Brandtner
Organization capital, labor market flexibility, and stock returns around the world pp. 150-168 Downloads
Woon Sau Leung, Khelifa Mazouz, Jie Chen and Geoffrey Wood
State history, legal adaptability and financial development pp. 169-191 Downloads
James B. Ang and Per Fredriksson
Operating performance and aggressive trade credit policies pp. 192-208 Downloads
Travis Box, Ryan Davis, Matthew Hill and Chris Lawrey
Learning about noise pp. 209-224 Downloads
Paul Marmora and Oleg Rytchkov
Financial market illiquidity shocks and macroeconomic dynamics: Evidence from the UK pp. 225-236 Downloads
Michael Ellington
Monetary stimulation, bank relationship and innovation: Evidence from China pp. 237-248 Downloads
Gaoping Zheng, Shuxun Wang and Yongxin Xu
Market states, sentiment, and momentum in the corporate bond market pp. 249-265 Downloads
Lifang Li and Valentina Galvani

Volume 88, issue C, 2018

Trading efficiency of fund families: Impact on fund performance and investment behavior pp. 1-14 Downloads
Gjergji Cici, Laura K. Dahm and Alexander Kempf
Financial literacy and participation in the derivatives markets pp. 15-29 Downloads
Yu-Jen Hsiao and Wei-Che Tsai
Short selling around the expiration of IPO share lockups pp. 30-43 Downloads
Michael Gibbs and Hao, (Grace) Qing
Are gold and silver cointegrated? New evidence from quantile cointegrating regressions pp. 44-51 Downloads
Karsten Schweikert
Loss aversion around the world: Empirical evidence from pension funds pp. 52-62 Downloads
Yuxin Xie, Soosung Hwang and Athanasios A. Pantelous
The state dependent impact of bank exposure on sovereign risk pp. 63-75 Downloads
Maximilian Podstawski and Anton Velinov
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? pp. 76-96 Downloads
Iryna Kaminska, Zhuoshi Liu, Jon Relleen and Elisabetta Vangelista
How much is too much? Large termination fees and target distress pp. 97-112 Downloads
Jordan Neyland and Chander Shekhar
National elections and tail risk: International evidence pp. 113-128 Downloads
Qingyuan Li, Si Li and Li Xu
Industry networks and IPO waves pp. 129-146 Downloads
Mufaddal Baxamusa and Abu Jalal
Sentiment hedging: How hedge funds adjust their exposure to market sentiment pp. 147-160 Downloads
Yao Zheng, Eric Osmer and Ruiyi Zhang
Point process models for extreme returns: Harnessing implied volatility pp. 161-175 Downloads
Rodrigo Herrera and Adam Clements
Monthly cyclicality in retail Investors’ liquidity and lottery-type stocks at the turn of the month pp. 176-191 Downloads
Yun Meng and Christos Pantzalis
How data breaches affect consumer credit pp. 192-207 Downloads
Vyacheslav Mikhed and Michael Vogan
Financial synergies and systemic risk in the organization of bank affiliates pp. 208-224 Downloads
Elisa Luciano and Clas Wihlborg
Bank monitoring and CEO risk-taking incentives pp. 225-240 Downloads
Anthony Saunders and Keke Song
Option-implied objective measures of market risk pp. 241-249 Downloads
Matthias Leiss and Heinrich H. Nax
Corporate tax incentives and capital structure: New evidence from UK firm-level tax returns pp. 250-266 Downloads
Michael Devereux, Giorgia Maffini and Jing Xing
Female board directorship and firm performance: What really matters? pp. 267-291 Downloads
Moez Bennouri, Tawhid Chtioui, Haithem Nagati and Mehdi Nekhili
Performance of foreign banks in developing countries: Evidence from sub-Saharan African banking markets pp. 292-311 Downloads
Adeline Pelletier
Momentum and funding conditions pp. 312-329 Downloads
Luis Garcia-Feijoo, Gerald R. Jensen and Tyler K. Jensen
Do players perform for pay? An empirical examination via NFL players’ compensation contracts pp. 330-346 Downloads
Seoyoung Kim, Atulya Sarin and Saagar Sarin
On the transactions costs of UK quantitative easing pp. 347-356 Downloads
Francis Breedon
Size does not matter: Diseconomies of scale in the mutual fund industry revisited pp. 357-365 Downloads
Blake Phillips, Kuntara Pukthuanthong and P. Raghavendra Rau
Subjectivity in sovereign credit ratings pp. 366-392 Downloads
Lieven De Moor, Prabesh Luitel, Piet Sercu and Rosanne Vanpée
Multinomial VaR backtests: A simple implicit approach to backtesting expected shortfall pp. 393-407 Downloads
Marie Kratz, Yen Lok and Alexander J. McNeil
The strategic choice of payment method in corporate acquisitions: The role of collective bargaining against unionized workers pp. 408-422 Downloads
I-Ju Chen, Yan-Shing Chen and Sheng-Syan Chen
The role of corporate philanthropy in family firm succession: A social outreach perspective pp. 423-441 Downloads
Yue Pan, Ruoyu Weng, Nianhang Xu and Kam C. Chan
Competition or manipulation? An empirical evidence of determinants of the earnings persistence of the U.S. banks pp. 442-454 Downloads
Chi-Hsiou Hung, Yuxiang Jiang, Frank Hong Liu and Hong Tu
Capital regulation with heterogeneous banks – Unintended consequences of a too strict leverage ratio pp. 455-465 Downloads
Andreas Barth and Christian Seckinger
Economic activity and momentum profits: Further evidence pp. 466-482 Downloads
Paulo Maio and Dennis Philip
The effects of ownership change on bank performance and risk exposure: Evidence from indonesia pp. 483-497 Downloads
Mohamed Shaban and Gregory A. James
Page updated 2018-06-22