Journal of Banking & Finance

1977 - 2018

Current editor(s): Ike Mathur

From Elsevier
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Volume 91, issue C, 2018

Herding in analysts’ recommendations: The role of media pp. 1-18

Bart Frijns and Thanh D. Huynh

Skill or effort? Institutional ownership and managerial efficiency pp. 19-33

Ghasan A. Baghdadi, Ishaq M. Bhatti, Lily H.G. Nguyen and Edward J. Podolski

The effect of supranational banking supervision on the financial sector: Event study evidence from Europe pp. 34-48

Florian Loipersberger

Qualitative similarity and stock price comovement pp. 49-69

Travis Box

What's the value of a TBTF guaranty? Evidence from the G-SII designation for insurance companies✰ pp. 70-85

Kathryn L. Dewenter and Leigh A. Riddick

The relation between religiosity and private bank outcomes pp. 86-105

Brett W. Cantrell and Christopher G. Yust

Awareness, determinants and value of reputation risk management: Empirical evidence from the banking and insurance industry pp. 106-118

Dinah Heidinger and Nadine Gatzert

A network approach to unravel asset price comovement using minimal dependence structure pp. 119-132

Pablo de Carvalho and Aparna Gupta

Unbiased estimation of risk pp. 133-145

Marcin Pitera and Thorsten Schmidt

The spillover effect of enforcement actions on bank risk-taking pp. 146-159

Stefano Caiazza, Matteo Cotugno, Franco Fiordelisi and Valeria Stefanelli

Credit risk modelling under recessionary and financially distressed conditions pp. 160-175

Y. Dendramis, E. Tzavalis and G. Adraktas

Exposure at default modeling – A theoretical and empirical assessment of estimation approaches and parameter choice pp. 176-188

Marc Gürtler, Martin Thomas Hibbeln and Piet Usselmann

Loss given default adjusted workout processes for leases pp. 189-201

Patrick Miller and Eugen Töws

Volume 90, issue C, 2018

Why European banks are less profitable than U.S. banks: A decomposition approach pp. 1-16

Guohua Feng and Chuan Wang

Investor sentiment and price discovery: Evidence from the pricing dynamics between the futures and spot markets pp. 17-31

Chu-Bin Lin, Robin K. Chou and George H.K. Wang

The time horizon of price responses to quantitative easing pp. 32-49

Harry Mamaysky

The performance effects of gender diversity on bank boards pp. 50-63

Ann Owen and Judit Temesvary

Bank liquidity creation and recessions pp. 64-75

Ujjal K. Chatterjee

Peer effects, personal characteristics and asset allocation pp. 76-95

Annie C. Zhang, Jiali Fang, Ben Jacobsen and Ben R. Marshall

Dealing with dealers: Sovereign CDS comovements pp. 96-112

Miguel Antón, Sergio Mayordomo and Rodríguez‐Moreno, María

Robust trading for ambiguity-averse insiders pp. 113-130

Paolo Vitale

Internal capital market practices of multinational banks evidence from south africa pp. 131-145

Adeline Pelletier

Detecting abnormal changes in credit default swap spreads using matching-portfolio models pp. 146-158

Fabio Bertoni and Stefano Lugo

Volume 89, issue C, 2018

The impact of share pledging regulations on stock trading and firm valuation pp. 1-13

Yu-Chun Wang and Robin K. Chou

Macroeconomic variable selection for creditor recovery rates pp. 14-25

Abdolreza Nazemi and Frank J. Fabozzi

Evaluation of academic finance conferences pp. 26-38

Alexander Kerl, Enrico Miersch and Andreas Walter

Buyouts under the threat of preemption pp. 39-58

Monika Tarsalewska

Institutional trading and asset pricing pp. 59-77

Bart Frijns, Thanh D. Huynh, Alireza Tourani-Rad and P. Joakim Westerholm

The objective function of government-controlled banks in a financial crisis pp. 78-93

Yoshiaki Ogura

Bank's interest rate risk and profitability in a prolonged environment of low interest rates pp. 94-104

Raymond Chaudron

The invisible hand of internal markets in mutual fund families pp. 105-124

Luis Goncalves-Pinto, Juan Sotes-Paladino and Jing Xu

Peer performance and earnings management pp. 125-137

Qianqian Du and Rui Shen

Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity pp. 138-149

Mario Brandtner

Organization capital, labor market flexibility, and stock returns around the world pp. 150-168

Woon Sau Leung, Khelifa Mazouz, Jie Chen and Geoffrey Wood

State history, legal adaptability and financial development pp. 169-191

James B. Ang and Per Fredriksson

Operating performance and aggressive trade credit policies pp. 192-208

Travis Box, Ryan Davis, Matthew Hill and Chris Lawrey

Learning about noise pp. 209-224

Paul Marmora and Oleg Rytchkov

Financial market illiquidity shocks and macroeconomic dynamics: Evidence from the UK pp. 225-236

Michael Ellington

Monetary stimulation, bank relationship and innovation: Evidence from China pp. 237-248

Gaoping Zheng, Shuxun Wang and Yongxin Xu

Market states, sentiment, and momentum in the corporate bond market pp. 249-265

Lifang Li and Valentina Galvani

Volume 88, issue C, 2018

Trading efficiency of fund families: Impact on fund performance and investment behavior pp. 1-14

Gjergji Cici, Laura K. Dahm and Alexander Kempf

Financial literacy and participation in the derivatives markets pp. 15-29

Yu-Jen Hsiao and Wei-Che Tsai

Short selling around the expiration of IPO share lockups pp. 30-43

Michael Gibbs and Hao, (Grace) Qing

Are gold and silver cointegrated? New evidence from quantile cointegrating regressions pp. 44-51

Karsten Schweikert

Loss aversion around the world: Empirical evidence from pension funds pp. 52-62

Yuxin Xie, Soosung Hwang and Athanasios A. Pantelous

The state dependent impact of bank exposure on sovereign risk pp. 63-75

Maximilian Podstawski and Anton Velinov

What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? pp. 76-96

Iryna Kaminska, Zhuoshi Liu, Jon Relleen and Elisabetta Vangelista

How much is too much? Large termination fees and target distress pp. 97-112

Jordan Neyland and Chander Shekhar

National elections and tail risk: International evidence pp. 113-128

Qingyuan Li, Si Li and Li Xu

Industry networks and IPO waves pp. 129-146

Mufaddal Baxamusa and Abu Jalal

Sentiment hedging: How hedge funds adjust their exposure to market sentiment pp. 147-160

Yao Zheng, Eric Osmer and Ruiyi Zhang

Point process models for extreme returns: Harnessing implied volatility pp. 161-175

Rodrigo Herrera and Adam Clements

Monthly cyclicality in retail Investors’ liquidity and lottery-type stocks at the turn of the month pp. 176-191

Yun Meng and Christos Pantzalis

How data breaches affect consumer credit pp. 192-207

Vyacheslav Mikhed and Michael Vogan

Financial synergies and systemic risk in the organization of bank affiliates pp. 208-224

Elisa Luciano and Clas Wihlborg

Bank monitoring and CEO risk-taking incentives pp. 225-240

Anthony Saunders and Keke Song

Option-implied objective measures of market risk pp. 241-249

Matthias Leiss and Heinrich H. Nax

Corporate tax incentives and capital structure: New evidence from UK firm-level tax returns pp. 250-266

Michael Devereux, Giorgia Maffini and Jing Xing

Female board directorship and firm performance: What really matters? pp. 267-291

Moez Bennouri, Tawhid Chtioui, Haithem Nagati and Mehdi Nekhili

Performance of foreign banks in developing countries: Evidence from sub-Saharan African banking markets pp. 292-311

Adeline Pelletier

Momentum and funding conditions pp. 312-329

Luis Garcia-Feijoo, Gerald R. Jensen and Tyler K. Jensen

Do players perform for pay? An empirical examination via NFL players’ compensation contracts pp. 330-346

Seoyoung Kim, Atulya Sarin and Saagar Sarin

On the transactions costs of UK quantitative easing pp. 347-356

Francis Breedon

Size does not matter: Diseconomies of scale in the mutual fund industry revisited pp. 357-365

Blake Phillips, Kuntara Pukthuanthong and Raghavendra Rau

Subjectivity in sovereign credit ratings pp. 366-392

Lieven De Moor, Prabesh Luitel, Piet Sercu and Rosanne Vanpée

Multinomial VaR backtests: A simple implicit approach to backtesting expected shortfall pp. 393-407

Marie Kratz, Yen Lok and Alexander J. McNeil

The strategic choice of payment method in corporate acquisitions: The role of collective bargaining against unionized workers pp. 408-422

I-Ju Chen, Yan-Shing Chen and Sheng-Syan Chen

The role of corporate philanthropy in family firm succession: A social outreach perspective pp. 423-441

Yue Pan, Ruoyu Weng, Nianhang Xu and Kam C. Chan

Competition or manipulation? An empirical evidence of determinants of the earnings persistence of the U.S. banks pp. 442-454

Chi-Hsiou Hung, Yuxiang Jiang, Frank Hong Liu and Hong Tu

Capital regulation with heterogeneous banks – Unintended consequences of a too strict leverage ratio pp. 455-465

Andreas Barth and Christian Seckinger

Economic activity and momentum profits: Further evidence pp. 466-482

Paulo Maio and Dennis Philip

The effects of ownership change on bank performance and risk exposure: Evidence from indonesia pp. 483-497

Mohamed Shaban and Gregory James