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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 96, issue C, 2018

A reinforced urn process modeling of recovery rates and recovery times pp. 1-17 Downloads
Dan Cheng and Pasquale Cirillo
Ponzi schemes and the financial sector: DMG and DRFE in Colombia pp. 18-33 Downloads
Marc Hofstetter, Daniel Mejía, José Nicolás Rosas and Miguel Urrutia
Corporate social responsibility, investor protection, and cost of equity: A cross-country comparison pp. 34-55 Downloads
Wolfgang Breuer, Torbjörn Müller, David Rosenbach and Astrid Salzmann
Country transparency and the global transmission of financial shocks pp. 56-72 Downloads
Brandao-Marques, Luis, Gaston Gelos and Natalia Melgar
Public guarantees to SME borrowing. A RDD evaluation pp. 73-86 Downloads
Guido de Blasio, Stefania De Mitri, Alessio D'Ignazio, Paolo Finaldi Russo and Lavinia Stoppani
Turnover threat and CEO risk-taking behavior in the banking industry pp. 87-105 Downloads
Zhongdong Chen and Alireza Ebrahim
Price discovery in euro area sovereign credit markets and the ban on naked CDS pp. 106-125 Downloads
Jacob Gyntelberg, Peter Hördahl, Kristyna Ters and Jörg Urban
A new risk factor based on equity duration pp. 126-135 Downloads
Hannes Mohrschladt and Sven Nolte
Bond covenants and institutional blockholding pp. 136-152 Downloads
Xinde Zhang and Simiao Zhou
Covariance forecasting in equity markets pp. 153-168 Downloads
Efthymia Symitsi, Lazaros Symeonidis, Apostolos Kourtis and Raphael Markellos
Social stigma and executive compensation pp. 169-184 Downloads
Jiri Novak and Pawel Bilinski
Smiling twice: The Heston++ model pp. 185-206 Downloads
Claudio Pacati, Gabriele Pompa and Roberto Renò
Dissecting bidder security returns on payment methods pp. 207-220 Downloads
Yuanzhi Li
Disciplinary directors: Evidence from the appointments of outside directors who have fired CEOs pp. 221-235 Downloads
Jay Cai and Tu Nguyen
A clustering approach and a rule of thumb for risk aggregation pp. 236-248 Downloads
F. Marta L. Di Lascio, Davide Giammusso and Giovanni Puccetti
Does carbon risk matter in firm dividend policy? Evidence from a quasi-natural experiment in an imputation environment pp. 249-267 Downloads
Balasingham Balachandran and Justin Hung Nguyen
Deposit insurance, bank exit, and spillover effects pp. 268-276 Downloads
Yang Ji, Wenlong Bian and Yiping Huang
Interest rate pass-through since the euro area crisis pp. 277-291 Downloads
Sarah Holton and Rodriguez d’Acri, Costanza
The cross-section of expected stock returns in the property/liability insurance industry pp. 292-321 Downloads
Semir Ben Ammar, Martin Eling and Andreas Milidonis
Banks’ equity stakes and lending: Evidence from a tax reform pp. 322-343 Downloads
Bastian von Beschwitz and Daniel Foos
Financial development and the occurrence of banking crises pp. 344-354 Downloads
Clément Mathonnat and Alexandru Minea
The Twitter myth revisited: Intraday investor sentiment, Twitter activity and individual-level stock return volatility pp. 355-367 Downloads
Simon Behrendt and Alexander Schmidt
Curbing corporate debt bias: Do limitations to interest deductibility work? pp. 368-378 Downloads
Ruud De Mooij and Shafik Hebous
Corporate transparency and reserve management: Evidence from US property-liability insurance companies pp. 379-392 Downloads
Sangyong Han, Gene C. Lai and Chia-Ling Ho

Volume 95, issue C, 2018

Introduction—special issue on commodity and energy markets in the Journal of Banking and Finance pp. 1-4 Downloads
Andrea Roncoroni, Marcel Prokopczuk and Ehud I. Ronn
Oil volatility risk and expected stock returns pp. 5-26 Downloads
Peter Christoffersen and Pan, Xuhui (Nick)
The impact of commodity benchmarks on derivatives markets: The case of the dated Brent assessment and Brent futures pp. 27-43 Downloads
Alex Frino, Gbenga Ibikunle, Vito Mollica and Tom Steffen
Risk factors and their associated risk premia: An empirical analysis of the crude oil market pp. 44-63 Downloads
Martin Hain, Marliese Uhrig-Homburg and Nils Unger
Speculation, risk aversion, and risk premiums in the crude oil market pp. 64-81 Downloads
Bingxin Li
Is food financialized? Yes, but only when liquidity is abundant pp. 82-96 Downloads
Beyza Mina Ordu, Adil Oran and Ugur Soytas
Dynamic corporate risk management: Motivations and real implications pp. 97-111 Downloads
Georges Dionne, Jean-Pierre Gueyie and Mohamed Mnasri
The balance sheet effects of oil market shocks: An industry level analysis pp. 112-127 Downloads
Khalid ElFayoumi
Equilibrium commodity prices with irreversible investment and non-linear technologies pp. 128-147 Downloads
Jaime Casassus, Collin-Dufresne, Pierre and Bryan R. Routledge
Pricing of long-dated commodity derivatives: Do stochastic interest rates matter? pp. 148-166 Downloads
Benjamin Cheng, Christina Sklibosios Nikitopoulos and Erik Schlögl
Gas storage valuation under multifactor Lévy processes pp. 167-184 Downloads
Mark Cummins, Greg Kiely and Bernard Murphy
From the Samuelson volatility effect to a Samuelson correlation effect: An analysis of crude oil calendar spread options pp. 185-202 Downloads
Lorenz Schneider and Bertrand Tavin
A space-time random field model for electricity forward prices pp. 203-216 Downloads
Fred Espen Benth and Florentina Paraschiv
Risk-optimized pooling of intermittent renewable energy sources pp. 217-230 Downloads
Gerke Gersema and David Wozabal
Cross-commodity news transmission and volatility spillovers in the German energy markets pp. 231-243 Downloads
Rikard Green, Karl Larsson, Veronika Lunina and Birger Nilsson
Optimal forward trading and battery control under renewable electricity generation pp. 244-254 Downloads
Juri Hinz and Jeremy Yee

Volume 94, issue C, 2018

Labor law and innovation revisited pp. 1-15 Downloads
Bill B. Francis, Incheol Kim, Bin Wang and Zhengyi Zhang
Distilling liquidity costs from limit order books pp. 16-34 Downloads
Diego Amaya, Jean-Yves Filbien, Cédric Okou and Alexandre F. Roch
Consumer preferences for payment methods: Role of discounts and surcharges pp. 35-53 Downloads
Joanna Stavins
Do capital markets value corporate social responsibility? Evidence from seasoned equity offerings pp. 54-74 Downloads
Zhi-Yuan Feng, Carl R. Chen and Yen-Jung Tseng
About the fear of reputational loss: Social trading and the disposition effect pp. 75-88 Downloads
Matthias Pelster and Annette Hofmann
A prudential stable funding requirement and monetary policy in a small open economy pp. 89-106 Downloads
Punnoose Jacob and Anella Munro
Inter-market competition and bank loan spreads: Evidence from the securities offering reform pp. 107-117 Downloads
Matthew T. Gustafson
Real estate as a common risk factor in bank stock returns pp. 118-130 Downloads
Benoît Carmichael and Alain Coën
Portfolio selection with proportional transaction costs and predictability pp. 131-151 Downloads
Xiaoling Mei and Francisco J. Nogales
The impacts of asymmetric information and short sales on the illiquidity risk premium in the stock option market pp. 152-165 Downloads
Zih-Ying Lin, Chuang-Chang Chang and Yaw-Huei Wang
Mutual fund herding and stock price crashes pp. 166-184 Downloads
Xin Deng, Shengmin Hung and Zheng Qiao
Financial distress, refinancing, and debt structure pp. 185-207 Downloads
Evan Dudley and Qie Ellie Yin
Analysts’ reinitiations of coverage and market underreaction pp. 208-220 Downloads
Aurélien Philippot
Default probabilities of privately held firms pp. 235-250 Downloads
Jin-Chuan Duan, Baeho Kim, Woojin Kim and Donghwa Shin
How do firms respond to empty creditor holdout in distressed exchanges? pp. 251-266 Downloads
Rajesh Narayanan and Cihan Uzmanoglu
Sector spillovers in credit markets pp. 267-278 Downloads
Jerome Collet and Florian Ielpo
Financial illiteracy and mortgage refinancing decisions pp. 279-296 Downloads
Emanuele Bajo and Massimiliano Barbi
Hidden effects of bank recapitalizations pp. 297-314 Downloads
Elena Beccalli, Pascal Frantz and Francesca Lenoci
Differences in options investors’ expectations and the cross-section of stock returns pp. 315-336 Downloads
Panayiotis C. Andreou, Anastasios Kagkadis, Dennis Philip and Ruslan Tuneshev
Organizational form, business strategies and the demise of demutualized building societies in the UK pp. 337-350 Downloads
Radha K. Shiwakoti, Abdullah Iqbal and Warwick Funnell
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