Journal of Banking & Finance

1977 - 2026

Current editor(s): Ike Mathur

From Elsevier
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Volume 191, issue C, 2026

Maturity mismatches and the transmission of term premium shocks through bank lending

Uluc Aysun

Cash demand at zero interest rates

Edoardo Rainone

Overconfident Bank CEOs: Risk Amplification Amid Economic Policy Uncertainty?

Kwabena Aboah Addo, Shams Pathan and Steven Ongena

Do corporate bond mutual funds exhibit investment skill? Evidence from earnings announcements

Xiao Li, Ying Wang and Jason Wei

When ESG hurts: environmental policy stringency and ESG retreat in China’s institutional investors

Ronghua Luo, Qingchao Liu and Zhen Chen

The lock-in effect of rising mortgage rates on housing market dynamics

Ross M. Batzer, Jonah R. Coste, William M. Doerner and Michael J. Seiler

The impact of uncertainty shocks on the cross-section of returns

Woo Hwa Koh

Attention, please: Firms’ responses to local stakeholders’ attention to corporate social responsibility

Gaoguang Zhou

Effects of an interest coverage ratio covenant on optimal capital structure and firm value

Michi Nishihara, Takashi Shibata and Benoit Chevalier-Roignant

Housing market and entrepreneurship: Micro evidence from China

Bing Han, Lu Han and Zhengyi Zhou

Opacity in security design: The role of post-issuance derivative trading

Fabrizio Adriani, Subir Bose and Xing Gao

Intermediated liquidity and cash flow risk

Tak-Yuen Wong and Siqi Zhao

The asset-pricing implications of selection neglect: Evidence from global fine wine auctions

Gertjan Verdickt

How do investors react to biased information? Evidence from Chinese IPO auctions

Jingbin He, Bo Liu, Yiyao Wang and Fei Wu

Captured equity holders and risk shifting

Abed El Karim Farroukh

Governance effort reallocation by institutional owners

Sergio J. Garcia, Jose M. Martin-Flores and Alvaro Remesal

Regulatory distance and insider selling

Chun Tang, Huanhuan Zheng, Lei Tan and Xiaoxing Liu

Behavioural theories of investor behaviour: Empirical evidence from the limit order book

Rongxin Chen, Chung-Ching Tai, Gabriele M. Lepori, Ming-Chien Sung and Yi-Heng Tseng

Credit information in earnings calls

Harry Mamaysky, Yiwen Shen and Hongyu Wu

Volume 190, issue C, 2026

Do equity analysts reflect private information about SEC investigations?

Yiyang Xi

Regulatory punishment in an oligopolistic market: Evidence from credit rating agencies

Ao Shu, Jianlei Han, Jing Shi, Zhou, Qing (Clara) and Xiaolu Hu

Rejoicing, regret and stock returns – US and international evidence

Raymond H.Y. So and Xuanchen Zhang

Broker incentives and timing manipulation in mutual fund flows

Chandra Sekhar Mangipudi and Wang, Cong (Roman)

Value booms

Messaoud Chibane, Victoria Dobrynskaya and Samuel Ouzan

In good and in bad times? The relation between anomaly returns and market states

Sebastian Müller and Fabian Preissler

Hydraulic Origins of Finance: Irrigation and Firm Access to Credit

Fangmin Hao, Wenxuan Hou and Yue Liu

The effect of labor market immobility on the structure of syndicated loans

Daphne Sze-Man Lau

Time-varying persistence of house price growth: The role of expectations and credit supply

Chi-Young Choi, Alexander Chudik and Aaron Smallwood

Predicting cryptocurrency returns with vision transformers: A look-ahead bias-free approach

Weijia Xue and Chunyang Zhou

Alpha by affiliation

Nimesh Patel, Jonathan Reuter and Harold D. Spilker

Risk premia in commodity markets

Athanasios Sakkas

Employer 401(k) matches for student debt repayment: Killing two birds with one stone?

Vanya Horneff, Raimond Maurer and Olivia Mitchell

ETF launching decisions

Pedro A.C. Saffi and Xinrui Zheng

Reaching for coupon and investor flows in corporate bond mutual funds

Gi H. Kim and Xu Li

FOMC meetings and analysts’ target-price forecasts

Ole-Kristian Hope, Junhao Liu and Mingyue Zhang

Stress tests, labor demand, and the dynamic adjustment of private firms

Raja Kali and Andrew Yizhou Liu

Did the Banking Union reduce stress test information production? The role of negative financial stability spillovers

Aida Ćehajić, Christoph Kaserer and Lirike Mönnink

Option-implied systemic risk measures

Wenjing Xia, Wuyi Ye, Bin Wu and Yi Zhou

Financialization and the drivers of commodity futures returns

Tom L. Dudda, Tony Klein, Duc Khuong Nguyen and Thomas Walther

Digesting the profitability and investment premiums: Evidence from short-selling activity

Yizhi Wang and Qiaoqiao Zhu

High temperatures and household stock market participation

Hongwu Gan, Chuan Lin, Geng Niu, Liuming Yang and Yang Zhou

Lost in the multiverse: Methodological uncertainty in studying global equity returns

Nusret Cakici, Christian Fieberg, Gabor Neszveda, Vanja Piljak and Adam Zaremba

Rating-based regulations and rating inflation: New evidence from quantitative easing programs

Yao Tang and Xiao Xiao

Volume 189, issue C, 2026

Government bond issuance surprises and the term structure of interest rates in the UK

Andras Lengyel

A new decomposition approach to modeling financial returns: Conditioning sign on magnitude

Arsène Brou and Richard Luger

Bank presence, agricultural production, and climate resilience: Evidence from India

Liang Bai, Camille Boudot-Reddy, André Butler and Johannes Eigner

Portfolio size, portfolio composition, and the skewness of returns

M. Martin Boyer, Thomas J. Boyer and Anthony Sanford

Selection versus diversification in noisy alpha environments

Shingo Goto and Toru Yamada

Non-standard errors in carbon premia

Tobias Bauckloh and Victor Beyer

Court enforcement and corporate innovation: Evidence from China

Dongmin Kong, Yanan Wang and Naide Ye

Indirect export product quality spillover and corporate innovation

Jianhua Tan, Rongrong Xie and Kam C. Chan

Heterogeneous attention and twin stock anomaly: A natural experiment from the daily price limit rule

Honglin Ren, Zhen Gai, Chongjun Wang and Nianhang Xu