Journal of Banking & Finance

1977 - 2019

Current editor(s): Ike Mathur

From Elsevier
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Volume 99, issue C, 2019

A non-structural investigation of VIX risk neutral density pp. 1-20

Andrea Barletta, Paolo Santucci de Magistris and Francesco Violante

Collective bargaining and mergers and acquisitions activity around the world pp. 21-44

Muhammad Farooq Ahmad and Thomas Lambert

Jump activity analysis for affine jump-diffusion models: Evidence from the commodity market pp. 45-62

José Da Fonseca and Katja Ignatieva

Politicians’ promotion incentives and bank risk exposure in China pp. 63-94

Li Wang, Lukas Menkhoff, Michael Schröder and Xian Xu

Corporate pyramids, geographical distance, and investment efficiency of Chinese state-owned enterprises pp. 95-120

Wei Opie, Gary Gang Tian and Hong Feng Zhang

Credit constraints, firm investment and employment: Evidence from survey data pp. 121-141

García-Posada Gómez, Miguel

Political influence and financial flexibility: Evidence from China pp. 142-156

Xian Gu, Iftekhar Hasan and Yun Zhu

Ultra-fast activity and intraday market quality pp. 157-181

Álvaro Cartea, Richard Payne, José Penalva and Mikel Tapia

Portfolio sales and signaling pp. 182-191

Spiros Bougheas and Tim Worrall

Cash versus card: Payment discontinuities and the burden of holding coins pp. 192-201

Heng Chen, Kim Huynh and Oz Shy

Risk mitigation by institutional participants in the secondary market: Evidence from foreign Rule 144A debt market pp. 202-221

Alan G. Huang, Madhu Kalimipalli, Subhankar Nayak and Latha Ramchand

Do financial crises cleanse the banking industry? Evidence from US commercial bank exits pp. 222-236

Laima Spokeviciute, Kevin Keasey and Francesco Vallascas

Competition and credit procyclicality in European banking pp. 237-251

Aurélien Leroy and Yannick Lucotte

Testing for cojumps in high-frequency financial data: An approach based on first-high-low-last prices pp. 252-274

Yin Liao and Heather M. Anderson

Volume 98, issue C, 2019

Operational risk and reputation in financial institutions: Does media tone make a difference? pp. 1-24

Ahmed Barakat, Simon Ashby, Paul Fenn and Cormac Bryce

Stock market development and the financing role of IPOs in acquisitions pp. 25-38

Nihat Aktas, Kathleen Andries, Ettore Croci and Ali Ozdakak

The effect of pro-environmental preferences on bond prices: Evidence from green bonds pp. 39-60

Olivier David Zerbib

How persistent are the effects of experience sampling on investor behavior? pp. 61-79

Meike A.S. Bradbury, Thorsten Hens and Stefan Zeisberger

Cross-sectional seasonalities in international government bond returns pp. 80-94

Adam Zaremba

How do firms value debt capacity? Evidence from mergers and acquisitions pp. 95-107

James S. Ang, Mai Daher and Ahmad K. Ismail

Asset growth, style investing, and momentum pp. 108-124

Pin-Huang Chou, Kuan-Cheng Ko and Nien-Tzu Yang

The asymmetric effect of equity volatility on credit default swap spreads pp. 125-136

Hwang Hee Lee and Jung-Soon Hyun

A jump-diffusion model for pricing and hedging with margined options: An application to Brent crude oil contracts pp. 137-155

Jimmy E. Hilliard and Jitka Hilliard

Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries pp. 156-169

Gunther Capelle-Blancard, Patricia Crifo, Marc-Arthur Diaye, Rim Oueghlissi and Bert Scholtens

Senior debt and market discipline: Evidence from bank-to-bank loans pp. 170-182

Bill Francis, Iftekhar Hasan, LiuLing Liu and Haizhi Wang

Do analysts really anchor? Evidence from credit risk and suppressed negative information pp. 183-197

Samar Ashour and Hao, (Grace) Qing

Board interlock networks and informed short sales pp. 198-211

Shijun Cheng, Robert Felix and Yijiang Zhao

Upside potential of hedge funds as a predictor of future performance pp. 212-229

Turan G. Bali, Stephen J. Brown and Mustafa O. Caglayan

Volume 97, issue C, 2018

Managing renewable energy production risk pp. 1-19

Martin Hain, Hans Schermeyer, Uhrig-Homburg, Marliese and Wolf Fichtner

Identifying relationship lending in the interbank market: A network approach pp. 20-36

Teruyoshi Kobayashi and Taro Takaguchi

Interorganizational trust and agency costs in credit relationships between savings banks and SMEs pp. 37-50

Bernhard Hirsch, Christian Nitzl and Matthias Schoen

Unobservable systematic risk, economic activity and stock market pp. 51-69

Roberto A. De Santis

Equity SRI funds vacillate between ethics and money: An analysis of the funds’ stock holding decisions pp. 70-86

Robert Joliet and Yulia Titova

Rivals’ competitive activities, capital constraints, and firm growth pp. 87-108

Mikael C. Bergbrant, Delroy M. Hunter and Patrick Kelly

Nonconsolidated affiliates, bank capitalization, and risk taking pp. 109-129

Di Gong, Harry Huizinga and Luc Laeven

Macro-financial linkages and heterogeneous non-performing loans projections: An application to Ecuador pp. 130-141

Francesco Grigoli, Mario Mansilla and Martín Saldías

Total attention: The effect of macroeconomic news on market reaction to earnings news pp. 142-156

Linda H. Chen, George J. Jiang and Kevin X. Zhu

Bank opacity and financial crises pp. 157-176

Joachim Jungherr

International policy coordination for financial regime stability under cross-border externalities pp. 177-188

Sungmin Park and Young-Han Kim

The role of information: When is Directors’ and Officers’ insurance value-added? pp. 189-197

Shih-Chung Chang, Yayuan Ren and Jason Yeh

The joint dynamics of sovereign ratings and government bond yields pp. 198-218

Makram El-Shagi and Gregor von Schweinitz

An analysis of the Solvency II regulatory framework’s Smith-Wilson model for the term structure of risk-free interest rates pp. 219-237

Peter Jørgensen

Is the traditional banking model a survivor? pp. 238-256

Vincenzo Chiorazzo, Vincenzo D'Apice, Robert DeYoung and Pierluigi Morelli

Asset allocation strategies, data snooping, and the 1 / N rule pp. 257-269

Po-Hsuan Hsu, Qiheng Han, Wensheng Wu and Zhiguang Cao

Asset market responses to conventional and unconventional monetary policy shocks in the United States pp. 270-282

Edda Claus, Iris Claus and Leo Krippner

Time-series momentum in nearly 100 years of stock returns pp. 283-296

Bryan Y. Lim, Wang, Jiaguo (George) and Yaqiong Yao

Accounting quality in banking: The role of regulatory interventions pp. 297-317

Manthos Delis, Iftekhar Hasan, Maria Iosifidi and Lingxiang Li

What makes individual investors exercise early? Empirical evidence from non-tradable fixed-income products pp. 318-334

Mathias Eickholt, Oliver Entrop and Marco Wilkens

Zero leverage and the value in waiting to have debt pp. 335-349

Babak Lotfaliei

Volume 96, issue C, 2018

A reinforced urn process modeling of recovery rates and recovery times pp. 1-17

Dan Cheng and Pasquale Cirillo

Ponzi schemes and the financial sector: DMG and DRFE in Colombia pp. 18-33

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

Wolfgang Breuer, Torbjörn Müller, David Rosenbach and Astrid Salzmann

Country transparency and the global transmission of financial shocks pp. 56-72

Brandao-Marques, Luis, R. Gaston Gelos and Natalia Melgar

Public guarantees to SME borrowing. A RDD evaluation pp. 73-86

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

Zhongdong Chen and Alireza Ebrahim

Price discovery in euro area sovereign credit markets and the ban on naked CDS pp. 106-125

Jacob Gyntelberg, Peter Hördahl, Kristyna Ters and Jörg Urban

A new risk factor based on equity duration pp. 126-135

Hannes Mohrschladt and Sven Nolte

Bond covenants and institutional blockholding pp. 136-152

Xinde Zhang and Simiao Zhou

Covariance forecasting in equity markets pp. 153-168

Efthymia Symitsi, Lazaros Symeonidis, Apostolos Kourtis and Raphael Markellos

Social stigma and executive compensation pp. 169-184

Jiri Novak and Pawel Bilinski

Smiling twice: The Heston++ model pp. 185-206

Claudio Pacati, Gabriele Pompa and Roberto Renò

Dissecting bidder security returns on payment methods pp. 207-220

Yuanzhi Li

Disciplinary directors: Evidence from the appointments of outside directors who have fired CEOs pp. 221-235

Jay Cai and Tu Nguyen

A clustering approach and a rule of thumb for risk aggregation pp. 236-248

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

Balasingham Balachandran and Justin Hung Nguyen

Deposit insurance, bank exit, and spillover effects pp. 268-276

Yang Ji, Wenlong Bian and Yiping Huang

Interest rate pass-through since the euro area crisis pp. 277-291

Sarah Holton and Rodriguez d’Acri, Costanza

The cross-section of expected stock returns in the property/liability insurance industry pp. 292-321

Semir Ben Ammar, Martin Eling and Andreas Milidonis

Banks’ equity stakes and lending: Evidence from a tax reform pp. 322-343

Bastian von Beschwitz and Daniel Foos

Financial development and the occurrence of banking crises pp. 344-354

Clément Mathonnat and Alexandru Minea

The Twitter myth revisited: Intraday investor sentiment, Twitter activity and individual-level stock return volatility pp. 355-367

Simon Behrendt and Alexander Schmidt

Curbing corporate debt bias: Do limitations to interest deductibility work? pp. 368-378

Ruud de Mooij and Shafik Hebous

Corporate transparency and reserve management: Evidence from US property-liability insurance companies pp. 379-392

Sangyong Han, Gene C. Lai and Chia-Ling Ho