Economics at your fingertips  

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 Downloads
Andrea Roncoroni, Marcel Prokopczuk and Ehud I. Ronn
Oil volatility risk and expected stock returns pp. 5-26 Downloads
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 Downloads
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 Downloads
Martin Hain, Uhrig-Homburg, Marliese and Nils Unger
Speculation, risk aversion, and risk premiums in the crude oil market pp. 64-81 Downloads
Bingxin Li
Is food financialized? Yes, but only when liquidity is abundant pp. 82-96 Downloads
Beyza Mina Ordu, Adil Oran and Ugur Soytas
Dynamic corporate risk management: Motivations and real implications pp. 97-111 Downloads
Georges Dionne, Jean-Pierre Gueyie and Mohamed Mnasri
The balance sheet effects of oil market shocks: An industry level analysis pp. 112-127 Downloads
Khalid ElFayoumi
Equilibrium commodity prices with irreversible investment and non-linear technologies pp. 128-147 Downloads
Jaime Casassus, Collin-Dufresne, Pierre and Bryan R. Routledge
Pricing of long-dated commodity derivatives: Do stochastic interest rates matter? pp. 148-166 Downloads
Benjamin Cheng, Christina Nikitopoulos-Sklibosios and Erik Schlogl
Gas storage valuation under multifactor Lévy processes pp. 167-184 Downloads
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 Downloads
Lorenz Schneider and Bertrand Tavin
A space-time random field model for electricity forward prices pp. 203-216 Downloads
Fred Espen Benth and Florentina Paraschiv
Risk-optimized pooling of intermittent renewable energy sources pp. 217-230 Downloads
Gerke Gersema and David Wozabal
Cross-commodity news transmission and volatility spillovers in the German energy markets pp. 231-243 Downloads
Rikard Green, Karl Larsson, Veronika Lunina and Birger Nilsson
Optimal forward trading and battery control under renewable electricity generation pp. 244-254 Downloads
Juri Hinz and Jeremy Yee

Volume 94, issue C, 2018

Labor law and innovation revisited pp. 1-15 Downloads
Bill B. Francis, Incheol Kim, Bin Wang and Zhengyi Zhang
Distilling liquidity costs from limit order books pp. 16-34 Downloads
Diego Amaya, Jean-Yves Filbien, Cédric Okou and Alexandre F. Roch
Consumer preferences for payment methods: Role of discounts and surcharges pp. 35-53 Downloads
Joanna Stavins
Do capital markets value corporate social responsibility? Evidence from seasoned equity offerings pp. 54-74 Downloads
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 Downloads
Matthias Pelster and Annette Hofmann
A prudential stable funding requirement and monetary policy in a small open economy pp. 89-106 Downloads
Punnoose Jacob and Anella Munro
Inter-market competition and bank loan spreads: Evidence from the securities offering reform pp. 107-117 Downloads
Matthew T. Gustafson
Real estate as a common risk factor in bank stock returns pp. 118-130 Downloads
Benoît Carmichael and Alain Coën
Portfolio selection with proportional transaction costs and predictability pp. 131-151 Downloads
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 Downloads
Zih-Ying Lin, Chuang-Chang Chang and Yaw-Huei Wang
Mutual fund herding and stock price crashes pp. 166-184 Downloads
Xin Deng, Shengmin Hung and Zheng Qiao
Financial distress, refinancing, and debt structure pp. 185-207 Downloads
Evan Dudley and Qie Ellie Yin
Analysts’ reinitiations of coverage and market underreaction pp. 208-220 Downloads
Aurélien Philippot
Default probabilities of privately held firms pp. 235-250 Downloads
Jin-Chuan Duan, Baeho Kim, Woojin Kim and Donghwa Shin
How do firms respond to empty creditor holdout in distressed exchanges? pp. 251-266 Downloads
Rajesh Narayanan and Cihan Uzmanoglu
Sector spillovers in credit markets pp. 267-278 Downloads
Jerome Collet and Florian Ielpo
Financial illiteracy and mortgage refinancing decisions pp. 279-296 Downloads
Emanuele Bajo and Massimiliano Barbi
Hidden effects of bank recapitalizations pp. 297-314 Downloads
Elena Beccalli, Pascal Frantz and Francesca Lenoci
Differences in options investors’ expectations and the cross-section of stock returns pp. 315-336 Downloads
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 Downloads
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 Downloads
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 Downloads
Cathy Yi-Hsuan Chen, Thomas C. Chiang and Wolfgang Härdle
Does your hedge fund manager smooth returns intentionally or inadvertently? pp. 33-40 Downloads
Tae Yoon Kim and Hee Soo Lee
Risk and performance of bonds sponsored by private equity firms pp. 41-53 Downloads
Xiaping Cao, Konan Chan and Kathleen Kahle
Effects of government bailouts on mortgage modification pp. 54-70 Downloads
Sumit Agarwal and Yunqi Zhang
The risk-taking channel of monetary policy transmission in the euro area pp. 71-91 Downloads
Matthias Neuenkirch and Matthias Nöckel
Value at risk and expected shortfall based on Gram-Charlier-like expansions pp. 92-104 Downloads
Maria Zoia, Paola Biffi and Federica Nicolussi
Does CEO bias escalate repurchase activity? pp. 105-126 Downloads
Suman Banerjee, Humphery-Jenner, Mark and Vikram Nanda
Bank size and market value: The role of direct monitoring and delegation costs pp. 127-138 Downloads
Panagiotis Avramidis, Christos Cabolis and Konstantinos Serfes
Agency problems in firms with an even number of directors: Evidence from China pp. 139-150 Downloads
Wen He and Jin-hui Luo
The competitive effect of a bank megamerger on credit supply pp. 151-161 Downloads
Henri Fraisse, Johan Hombert and Mathias Lé
Endogenous scope economies in microfinance institutions pp. 162-182 Downloads
Emir Malikov and Valentina Hartarska
Estimating risk-return relations with analysts price targets pp. 183-197 Downloads
Liuren Wu
Public health insurance and household portfolio Choices: Unravelling financial “Side Effects” of Medicare pp. 198-212 Downloads
Marco Angrisani, Vincenzo Atella and Marianna Brunetti
Credit risk in European banks: The bright side of the internal ratings based approach pp. 213-229 Downloads
Doriana Cucinelli, Maria Luisa Di Battista, Malvina Marchese and Laura Nieri
Sovereign credit spreads under good/bad governance pp. 230-246 Downloads
Alexandre Jeanneret
Page updated 2019-03-21