Journal of Banking & Finance

1977 - 2019

Current editor(s): Ike Mathur

From Elsevier
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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 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