Journal of Banking & Finance

1977 - 2019

Current editor(s): Ike Mathur

From Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 95, issue C, 2018

Introduction—special issue on commodity and energy markets in the Journal of Banking and Finance pp. 1-4

Andrea Roncoroni, Marcel Prokopczuk and Ehud I. Ronn

Oil volatility risk and expected stock returns pp. 5-26

Peter Christoffersen and Pan, Xuhui (Nick)

The impact of commodity benchmarks on derivatives markets: The case of the dated Brent assessment and Brent futures pp. 27-43

Alex Frino, Gbenga Ibikunle, Vito Mollica and Tom Steffen

Risk factors and their associated risk premia: An empirical analysis of the crude oil market pp. 44-63

Martin Hain, Uhrig-Homburg, Marliese and Nils Unger

Speculation, risk aversion, and risk premiums in the crude oil market pp. 64-81

Bingxin Li

Is food financialized? Yes, but only when liquidity is abundant pp. 82-96

Beyza Mina Ordu, Adil Oran and Ugur Soytas

Dynamic corporate risk management: Motivations and real implications pp. 97-111

Georges Dionne, Jean-Pierre Gueyie and Mohamed Mnasri

The balance sheet effects of oil market shocks: An industry level analysis pp. 112-127

Khalid ElFayoumi

Equilibrium commodity prices with irreversible investment and non-linear technologies pp. 128-147

Jaime Casassus, Collin-Dufresne, Pierre and Bryan R. Routledge

Pricing of long-dated commodity derivatives: Do stochastic interest rates matter? pp. 148-166

Benjamin Cheng, Christina Nikitopoulos-Sklibosios and Erik Schlogl

Gas storage valuation under multifactor Lévy processes pp. 167-184

Mark Cummins, Greg Kiely and Bernard Murphy

From the Samuelson volatility effect to a Samuelson correlation effect: An analysis of crude oil calendar spread options pp. 185-202

Lorenz Schneider and Bertrand Tavin

A space-time random field model for electricity forward prices pp. 203-216

Fred Espen Benth and Florentina Paraschiv

Risk-optimized pooling of intermittent renewable energy sources pp. 217-230

Gerke Gersema and David Wozabal

Cross-commodity news transmission and volatility spillovers in the German energy markets pp. 231-243

Rikard Green, Karl Larsson, Veronika Lunina and Birger Nilsson

Optimal forward trading and battery control under renewable electricity generation pp. 244-254

Juri Hinz and Jeremy Yee

Volume 94, issue C, 2018

Labor law and innovation revisited pp. 1-15

Bill B. Francis, Incheol Kim, Bin Wang and Zhengyi Zhang

Distilling liquidity costs from limit order books pp. 16-34

Diego Amaya, Jean-Yves Filbien, Cédric Okou and Alexandre F. Roch

Consumer preferences for payment methods: Role of discounts and surcharges pp. 35-53

Joanna Stavins

Do capital markets value corporate social responsibility? Evidence from seasoned equity offerings pp. 54-74

Zhi-Yuan Feng, Carl R. Chen and Yen-Jung Tseng

About the fear of reputational loss: Social trading and the disposition effect pp. 75-88

Matthias Pelster and Annette Hofmann

A prudential stable funding requirement and monetary policy in a small open economy pp. 89-106

Punnoose Jacob and Anella Munro

Inter-market competition and bank loan spreads: Evidence from the securities offering reform pp. 107-117

Matthew T. Gustafson

Real estate as a common risk factor in bank stock returns pp. 118-130

Benoît Carmichael and Alain Coën

Portfolio selection with proportional transaction costs and predictability pp. 131-151

Xiaoling Mei and Francisco J. Nogales

The impacts of asymmetric information and short sales on the illiquidity risk premium in the stock option market pp. 152-165

Zih-Ying Lin, Chuang-Chang Chang and Yaw-Huei Wang

Mutual fund herding and stock price crashes pp. 166-184

Xin Deng, Shengmin Hung and Zheng Qiao

Financial distress, refinancing, and debt structure pp. 185-207

Evan Dudley and Qie Ellie Yin

Analysts’ reinitiations of coverage and market underreaction pp. 208-220

Aurélien Philippot

Default probabilities of privately held firms pp. 235-250

Jin-Chuan Duan, Baeho Kim, Woojin Kim and Donghwa Shin

How do firms respond to empty creditor holdout in distressed exchanges? pp. 251-266

Rajesh Narayanan and Cihan Uzmanoglu

Sector spillovers in credit markets pp. 267-278

Jerome Collet and Florian Ielpo

Financial illiteracy and mortgage refinancing decisions pp. 279-296

Emanuele Bajo and Massimiliano Barbi

Hidden effects of bank recapitalizations pp. 297-314

Elena Beccalli, Pascal Frantz and Francesca Lenoci

Differences in options investors’ expectations and the cross-section of stock returns pp. 315-336

Panayiotis C. Andreou, Anastasios Kagkadis, Dennis Philip and Ruslan Tuneshev

Organizational form, business strategies and the demise of demutualized building societies in the UK pp. 337-350

Radha K. Shiwakoti, Abdullah Iqbal and Warwick Funnell

Volume 93, issue C, 2018

Firm size effects in trade credit supply and demand pp. 1-20

Jochen Lawrenz and Julia Oberndorfer

Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics pp. 21-32

Cathy Yi-Hsuan Chen, Thomas C. Chiang and Wolfgang Karl Härdle

Does your hedge fund manager smooth returns intentionally or inadvertently? pp. 33-40

Tae Yoon Kim and Hee Soo Lee

Risk and performance of bonds sponsored by private equity firms pp. 41-53

Xiaping Cao, Konan Chan and Kathleen Kahle

Effects of government bailouts on mortgage modification pp. 54-70

Sumit Agarwal and Yunqi Zhang

The risk-taking channel of monetary policy transmission in the euro area pp. 71-91

Matthias Neuenkirch and Matthias Nöckel

Value at risk and expected shortfall based on Gram-Charlier-like expansions pp. 92-104

Maria Zoia, Paola Biffi and Federica Nicolussi

Does CEO bias escalate repurchase activity? pp. 105-126

Suman Banerjee, Humphery-Jenner, Mark and Vikram Nanda

Bank size and market value: The role of direct monitoring and delegation costs pp. 127-138

Panagiotis Avramidis, Christos Cabolis and Konstantinos Serfes

Agency problems in firms with an even number of directors: Evidence from China pp. 139-150

Wen He and Jin-hui Luo

The competitive effect of a bank megamerger on credit supply pp. 151-161

Henri Fraisse, Johan Hombert and Mathias Lé

Endogenous scope economies in microfinance institutions pp. 162-182

Emir Malikov and Valentina Hartarska

Estimating risk-return relations with analysts price targets pp. 183-197

Liuren Wu

Public health insurance and household portfolio Choices: Unravelling financial “Side Effects” of Medicare pp. 198-212

Marco Angrisani, Vincenzo Atella and Marianna Brunetti

Credit risk in European banks: The bright side of the internal ratings based approach pp. 213-229

Doriana Cucinelli, Maria Luisa Di Battista, Malvina Marchese and Laura Nieri

Sovereign credit spreads under good/bad governance pp. 230-246

Alexandre Jeanneret