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Journal of Banking & Finance

1977 - 2019

Current editor(s): Ike Mathur

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

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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 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