Journal of Banking & Finance

1977 - 2026

Current editor(s): Ike Mathur

From Elsevier
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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 S. 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

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