Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

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

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Volume 180, issue C, 2025

The price of realized extreme climate events in the implied cost of equity capital: International evidence

Weidong Xu, Danyu Zhu, Xin Gao, Lu Xing and Donghui Li

A new leadership share measure for price discovery

Donald Lien, Brian Roseman and Yanlin Shi

Wash trading and insider sales in NFT markets

Shirui Wang, Nieyan Cheng and Tianyang Zhang

Option price asymmetry, speculation and stock short-sale cost

Jiantao Ma and Yuanyi Zhang

Assessing the bank lending channel of macroprudential policy: Evidence from the loan-to-deposit ratio regulation in Korea

JaeBin Ahn, Youngju Kim and Hyunjoon Lim

Media tone is a priced risk factor in currency markets

Heikki Lehkonen, Kari Heimonen and Kuntara Pukthuanthong

Is the more the merrier? Buyers’ onsite viewing activities and housing search outcomes

Maggie Rong Hu, Weida Kuang, Xiaoyang Li and Yang Shi

Variation in the value of active share across regions of investments: Evidence from global equity funds

Markus Broman and Jon Fulkerson

Housing markets: Auctions, granular shocks, and microstructure frictions

Alina Arefeva

The stock market impact of volatility hedging: Evidence from end-of-day trading by VIX ETPs

Christine Bangsgaard and Thomas Kokholm

Volume 179, issue C, 2025

Authorized participants’ regulatory constraints and limits to ETF arbitrage during market turmoil Evidence from the dash-for-cash episode

Claudio E. Raddatz K.

Drought, water, and the valuation of hydropower assets

Isabel Figuerola-Ferretti, Eduardo Schwartz and Ignacio Segarra

V-shapes

Maria Flora and Roberto Renò

The up side of being down: Depression and crowdsourced forecasts

Sima Jannati, Sarah Khalaf and Du Nguyen

Investor attention and stock price manipulation: Evidence from daily quasi-natural experiments

Zhibing Li, Jia Liu, Jie Liu, Xiaoyu Liu and Chonglin Wu

Money Market Funds vulnerabilities and systemic liquidity crises

Michel Baes, Antoine Bouveret and Eric Schaanning

Board gender diversity and equity-based compensation

Matthew Imes, Kose John, Kyeong Hun Lee, Amir Shoham and Emma Xu

The inevitable disclosure doctrine: A facade or a curse in the CEO labor market

Hung-Gay Fung, Tongxia Li, Chun Lu and Min-Ming Wen

Volume 178, issue C, 2025

How do banks respond to misconduct costs?

Belinda Tracey and Rhiannon Sowerbutts

Sovereign loan guarantees and financial stability

Ivan De Lorenzo Buratta and Tiago Pinheiro

Gender composition and conflicts of interest in the financial industry: Evidence from analysts’ target price optimism

Andria Charalambous, Alan Duboisée de Ricquebourg, Elvira Scarlat and Karin Shields

Foreign bank lending during COVID-19

Yusuf Emre Akgündüz, Seyit Cilasun, H. Özlem Dursun-de Neef, Yavuz Selim Hacıhasanoğlu and Ibrahim Yarba

Easing of borrower-based measures: Evidence from Czech loan-level data

Martin Hodula, Lukáš Pfeifer and Ngoc Anh Ngo

Board declassification and bargaining power

Miroslava Straska and H. Gregory Waller

Seeing is believing: Tourism and foreign equity investments

Constantinos Antoniou, Carina Cuculiza, Alok Kumar and Lizhengbo Yang

Predicting IPO first-day returns: Evidence from machine learning analyses*

Gonul Colak, Mengchuan Fu and Iftekhar Hasan

Newswire tone-overlay commodity portfolios

Adrian Fernandez-Perez, Ana-Maria Fuertes, Joëlle Miffre and Nan Zhao

Life insurance convexity

Christian Kubitza, Nicolaus Grochola and Helmut Gründl

Debt restructuring with multiple bank relationships

Angelo Baglioni, Luca Colombo and Paola Rossi

Financial development and the effectiveness of macroprudential and capital flow management measures

Yusuf Baskaya, Ilhyock Shim and Philip Turner

Large dynamic covariance matrices and portfolio selection with a heterogeneous autoregressive model

Igor Honig and Felix Kircher

Social connections and bank deposits

Sean Flynn and Jing Wang

A stochastic model for predicting the response time of green vs brown stocks to climate change news risk

Hany Fahmy

Global foreign exchange volatility, ambiguity, and currency carry trades

Takao Asano, Xiaojing Cai and Ryuta Sakemoto

Competing for dark trades

Paul J. Irvine and Egle Karmaziene

Motivated beliefs about stock returns

Carlos Cueva and Inigo Iturbe-Ormaetxe

Bank board structure and loan syndication

Lindsay Baran, Steven A. Dennis and Maneesh K. Shukla

Global macro-financial cycles and spillovers

Jongrim Ha, M. Ayhan Kose, Christopher Otrok and Eswar Prasad

How much do boards learn about CEO ability in crises? Evidence from CEO turnover

Peter Schäfer

Trust in Founders

Murali Jagannathan, Brett W. Myers and Xu Niu

Tariff uncertainty and the cost of debt: Evidence from United States–China permanent normal trade relations

Huasheng Gao and Yuxi Wang

Country financial development and the extension of trade credit by firms with market power

Koresh Galil, Offer Moshe Shapir and Rodrigo Zeidan

Trade policy sensitivity and global stock returns: Evidence from the 2016 U.S. Presidential election

Dien Giau Bui, Iftekhar Hasan, Chih-Yung Lin, Ngoc Thuy Mai and Chris Vaike

Social media-based attention and the cross-section of cryptocurrency returns

Arnaud T. Maître, Nikolay Pugachyov and Florian Weigert

Hedge fund activism and loan loss provisioning in U.S. banks

Dmytro Holod, Yuriy Kitsul and Gӧkhan Torna

Central bank intervention and bank liquidity: Evidence from the paycheck protection program

Parush Arora and Derek Tran

Trading for good: How active mutual funds influence corporate social responsibility through stock trading

Jie Jiao, Lin Tong and An Yan

Trade liberalization and municipal financing costs

Chunbo Liu, Liang Xu, Liuming Yang and Yang Zhou

Volume 177, issue C, 2025

Financial misconduct and bank risk-taking: Evidence from US banks

John Thornton, Yener Altunbaş and Yurtsev Uymaz

Quality of political information and return predictability: Evidence from investor sentiment and risk aversion

Jędrzej Białkowski and Xiaopeng Wei

Private Equity Fund Performance: A Time-Series Approach

Apollon Fragkiskos, Olga Krasotkina, Harold D. Spilker and Russ Wermers

The impact of public corruption on marketplace lending outcomes

Abdulkader Kaakeh and Simon C. Parker

Firm-initiated stock trading suspension during a market crash

Jennifer Huang, Donghui Shi, Zhongzhi Song and Bin Zhao

Credit rating and stock return comovement

Jianfeng Shen, Huiping Zhang and Weiqi Zhang

Quantitative easing, uncertainty, and risk aversion

Leonidas S. Rompolis

Crowdedness, mispricing, crashes, and spikes

Boulis Maher Ibrahim and Iordanis Angelos Kalaitzoglou