Journal of Banking & Finance

1977 - 2018

Current editor(s): Ike Mathur

From Elsevier
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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

Volume 87, issue C, 2018

Alternative corporate governance: Domestic media coverage of mergers and acquisitions in China pp. 1-25

Paul Borochin and Wei Hua Cu

Hidden gems and borrowers with dirty little secrets: Investment in soft information, borrower self-selection and competition pp. 26-39

Reint Gropp and Andre Guettler

Measuring banks’ market power in the presence of economies of scale: A scale-corrected Lerner index pp. 40-48

Laura Spierdijka and Michalis Zaourasa

Jumps, cojumps, and efficiency in the spot foreign exchange market pp. 49-67

Louis R. Piccotti

Local corporate social responsibility, media coverage, and shareholder value pp. 68-86

Seong K. Byun and Jong-Min Oh

Distance to compliance portfolios: An integrated shortfall measure for basel III pp. 87-101

Christian Schmaltz, Thomas Heidorn and Ingo Torchiani

Social capital and the cost of equity pp. 102-117

Atul Gupta, Kartik Raman and Chenguang Shang

Bid-to-cover and yield changes around public debt auctions in the euro area pp. 118-134

Roel Beetsma, Massimo Giuliodori, Jesper Hanson and Frank de Jong

Q-theory, mispricing, and profitability premium: Evidence from China pp. 135-149

Fuwei Jiang, Xinlin Qi and Guohao Tang

Export market exit and financial health in crises periods pp. 150-163

Holger Görg and Marina-Eliza Spaliara

Bank funding costs in a rising interest rate environment pp. 164-186

Jeffrey R. Gerlach, Nada Mora and Pinar Uysal

Can lenders discern managerial ability from luck? Evidence from bank loan contracts pp. 187-201

Dien Giau Bui, Yan-Shing Chen, Iftekhar Hasan and Chih-Yung Lin

Corporate litigation and debt pp. 202-215

Matteo P. Arena

Are Chinese credit ratings relevant? A study of the Chinese bond market and credit rating industry pp. 216-232

Miles Livingston, Winnie P.H. Poon and Lei Zhou

Forex trading and the WMR Fix pp. 233-247

Martin D.D. Evans

An examination of the relation between strategic interaction among industry firms and firm performance pp. 248-263

Tumennasan Bayar, Marcia Millon Cornett, Otgontsetseg Erhemjamts, Ty Leverty and Hassan Tehranian

The dawn of an ‘age of deposits’ in the United States pp. 264-281

Matthew Jaremski and Peter Rousseau

Regional banking instability and FOMC voting pp. 282-292

Stefan Eichler, Tom Lähner and Felix Noth

Timing of banks’ loan loss provisioning during the crisis pp. 293-303

Leo de Haan and Maarten van Oordt

Gender, risk tolerance, and false consensus in asset allocation recommendations pp. 304-317

Nicolas P.B. Bollen and Steven Posavac

Cash flows and credit cycles pp. 318-332

Nicolás Figueroa and Oksana Leukhina

Legal framework quality and success of (different types of) venture capital investments pp. 333-350

Tereza Tykvova

The peer performance ratios of hedge funds pp. 351-368

David Ardia and Kris Boudt

Detecting money market bubbles pp. 369-379

Jan Baldeaux, Katja Ignatieva and Eckhard Platen

Sex and credit: Do gender interactions matter for credit market outcomes? pp. 380-396

Thorsten Beck, Patrick Behr and Andreas Madestam

All’s well that ends well? On the importance of how returns are achieved pp. 397-410

Daniel Grosshans and Stefan Zeisberger

Non-interest income and bank lending pp. 411-426

Pejman Abedifar, Philip Molyneux and Amine Tarazi

The impact of more frequent portfolio disclosure on mutual fund performance pp. 427-445

Sitikantha Parida and Terence Teo

Fraud recovery and the quality of country governance pp. 446-461

Filippo Curti and Atanas Mihov