Journal of Banking & Finance

1977 - 2026

Current editor(s): Ike Mathur

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

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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

Volume 188, issue C, 2026

Central bank digital currencies and the macroeconomic trilemma

Ammu George, Taojun Xie and Joseph D. Alba

Fed put in the equity options markets

Sandeep Dahiya, Bardia Kamrad, Valerio Poti and Akhtar Siddique

Battle of transformers: Adversarial attacks on financial sentiment models

Aysun Can Turetken and Markus Leippold

Which carbon factor?

Abraham Lioui and Sanjay Misra

When corporate risk management amplifies risks: Evidence from Europe’s energy crisis in 2022

Alessandro Giannozzi and Antonia Kirilova

The common currency channel of risk sharing

David Lindequist

Fresh off the boat: Cultural value distance and cross-regional investment

Yuxuan Wang and Lei Xu

The value of government data collection: Evidence from central bank digital currency and corporate patenting

Guanglong Zhang and Kam C. Chan

Do managerial traits matter in corporate lobbying? Evidence from overconfident CEOs

Shirina Hsin En Lin, Dewan Rahman, Charlotta Sirén and Barry Oliver

Commonality in mutual fund flows

Anh Tuan Nguyen and David Rakowski

Financial market risk perceptions and mergers and acquisitions

Li, Zhengzhuo (Zyaire)

A hidden Markov model for statistical arbitrage in international crude oil futures markets

Viviana Fanelli, Claudio Fontana and Francesco Rotondi

Financial uncertainty and the cross-section of cryptocurrency returns

Gonul Colak, Joshua Della Vedova, Sean Foley and Sinh Thoi Mai

Coordinated journals, concentrated networks and citation growth: Evidence from finance

Carol Alexander and Douglas Cumming

Joint valuation of SPX and VIX options by GARCH models with bad and good environments

Zerong Wang and Gongqiu Zhang

Uncovering the asymmetric information content of high-frequency options

Lykourgos Alexiou, Mattia Bevilacqua and Rodrigo Hizmeri

Arbitrage trading between decentral and central cryptocurrency exchanges

Lennart Schwertfeger and Bodo Vogt

Liquidity of last resort: The role of X-bond trading in the Chinese government bond market

Meryem Duygun, Fuwei Jiang, Zhuoshi Liu and Chaoyan Wang

Retiree health benefits and municipal borrowing costs

Sebastien Betermier, Sara B. Holland and Sean Wilkoff

Volume 187, issue C, 2026

Risk-based pricing in competitive lending markets

Carola Müller, Ragnar E. Juelsrud and Henrik Andersen

Asymmetric cost behavior and non-financial firms’ risky financial investments

JiHoon Hwang

What types of boards and compensation committees pay CEOs discretionary bonuses?

Tao Sun

Corporate investment response to an easing in bond funding cost

Guillaume Horny and Supriya Kapoor

Do risky banks pay their employees more?

Laetitia Lepetit, Frank Strobel and Laurent Weill

How does mandatory CSR disclosure affect labor investment decisions?

Min Bai, Mingwei Sun and Alfred Yawson

Interest rate skewness and stock market returns

Fuwei Jiang, Lingchao Meng, Bowen Xue and Jiasheng Yu

Election cycles and systemic risk

George Kladakis and Alexandros Skouralis

Knowledge is power: Investor education and the mitigation of mutual fund style drift

Bin Huang and Zhiwei Wang

Macro sentiment and hedge fund returns

Mustafa O. Caglayan, Mehmet I. Canayaz, Timothy T. Simin and Le Zhao

Climate policy uncertainty and climate-related strategic alliances

Anand Jha and Viet Tran

The impact of sustainable finance literacy on investment decisions

Massimo Filippini, Markus Leippold and Tobias Wekhof

Can analyst textual opinions predict stock returns?

Yi Li and Bohan Zhang

Law firm expertise in the private debt market

Viet Do and Tram Vu

Monetary policy transmission, bank market power, and wholesale funding reliance

Amina Enkhbold

The time-varying pollution premium

Ximing Yin, Deshui Yu and Li Chen

News and networks: Using financial news coverage to measure bank interconnectedness

Sophia Kazinnik, Cooper Killen, Daniela Scidá and John Y. Wu

Limits of arbitrage, idiosyncratic risk, and the role of flippers in the housing market

Quan Gan, Wayne Xinwei Wan and Ke Xu

Volume 186, issue C, 2026

Predicting stock returns of past-winner stocks and bond returns of past-loser stocks with a stock’s 52-week price anchor

Chen Chen, Sounak Saha, Mobina Shafaati, Chris Stivers and Licheng Sun

Risk appetite and (mis)pricing

Jiaqi Guo, Kai Li, Peng Li and Youwei Li

The more, the better? Predicting stock returns with local and global data

Nusret Cakici and Adam Zaremba

Risk premiums in the U.S. Treasury futures

Xin Gao, Guanglian Hu, Bingxin Li and Rui Liu

International spillover of bank liquidity shocks: Does organizational form of global banks matter?

Priyank Gandhi, George Issa and Elvis Jarnecic