Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

From Elsevier
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Volume 136, issue C, 2022

The pricing of carbon risk in syndicated loans: Which risks are priced and why?

Torsten Ehlers, Frank Packer and Kathrin de Greiff

Common institutional ownership and corporate social responsibility

Xin Cheng, (Helen) Wang, He and Xianjue Wang

Does it pay to invest? The personal equity risk premium and stock market participation

Yulia Merkoulova and Chris Veld

Private value of central bank liquidity and Banks’ bidding behavior in variable rate tender auctions

Falko Fecht and Patrick Weber

Financial returns or social impact? What motivates impact investors’ lending to firms in low-income countries

Philipp Kollenda

What drives a firm's ES performance? Evidence from stock returns

Mark Shackleton, Jiali Yan and Yaqiong Yao

Do sustainable consumers prefer socially responsible investments? A study among the users of robo advisors

Ann-Christine Brunen and Oliver Laubach

Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium

Sunjin Park

Environmental regulation and financial stability: Evidence from Chinese manufacturing firms

Bihong Huang, Maria Teresa Punzi and Yu Wu

The cost of foreign-currency lending

Manthos Delis, Panagiotis Politsidis and Lucio Sarno

The Correlation Risk Premium: International Evidence

Gonçalo Faria, Robert Kosowski and Tianyu Wang

How new Fed corporate bond programs cushioned the Covid-19 recession

Michael D. Bordo and John Duca

Shrouding and the FX trades of global custody bank

Carol Osler and Tanseli Savaser

Machine-Learning-enhanced systemic risk measure: A Two-Step supervised learning approach

Ruicheng Liu and Chi Seng Pun

Active depositors

Mikael Homanen

Volume 135, issue C, 2022

U.S. bank M&As in the post-Dodd–Frank Act era: Do they create value?

George Leledakis and Emmanouil G. Pyrgiotakis

Bank capital requirements and lending in emerging markets: The role of bank characteristics and economic conditions

Xiang Fang, David Jutrsa, Soledad Martinez Peria, Andrea Presbitero and Lev Ratnovski

How do bank-specific characteristics affect lending? New evidence based on credit registry data from Latin America

Carlos Cantu Garcia, Stijn Claessens and Leonardo Gambacorta

Internal models for deposits: Effects on banks' capital and interest rate risk of assets

Mariela Dal Borgo

A loan-level analysis of financial resilience in Mexico

Carlos Cantu Garcia, Roberto Lobato, Calixto López and Fabrizio López-Gallo

Stress testing and bank business patterns: A regression discontinuity study

Raffi E. García and Suzanne Steele

The internationalization of domestic banks and the credit channel of monetary policy

Paola Morales, Daniel Osorio, Juan S. Lemus and Miguel Sarmiento

Voluntary minimum repayments and borrower heterogeneity: Evidence from revolving consumer credit

Moritz Lukas and Markus Nöth

Life-cycle portfolio choice with imperfect predictors

Alexander Michaelides and Yuxin Zhang

The pass-through of loan-loss-provisioning on mortgage lending: Evidence from a regulatory change

Mauricio Calani and Manuel Paillacar

The positive externalities of leveraged buyouts

Hongrui Feng and Ramesh Rao

Partial moment momentum

Yang Gao, Henry Leung and Stephen Satchell

Financing a corporate venture capital program

Bernard Tawiah and O’Connor Keefe, Michael

Product market threats and leverage adjustments

Trung Do, Henry Hongren Huang and Puman Ouyang

Do banks price production process failures? Evidence from product recalls

Shafu Zhang, Michel Magnan, Yetaotao Qiu and Cheng Colin Zeng

Why have target-date funds performed better in the COVID-19 selloff than the 2008 selloff?

Mike Qinghao Mao and Ching Hin Wong

Is fair value information fairly priced? Evidence from IPOs in global capital markets✰

Liyu He, Carl Hsin-han Shen and Cheng-Yi Shiu

Corruption transfer and acquisition performance

Chia-Wei Huang, Chih-Yen Lin, Wen-Chun Lin and Yun-Ching Tsai

Do Hedge Fund Managers Understand Politics? Political Sensitivity and Investment Skill

Honghui Chen, Alok Kumar, Yan Lu and Ajai Singh

Informed trading in foreign exchange futures: Payroll news timing

Yang-Ho Park

Common ownership, price informativeness, and corporate investment

In Ji Jang, Namho Kang and Ari Yezegel

Family ownership during the Covid-19 pandemic

Mario Amore, Valerio Pelucco and Fabio Quarato

Supply, demand, and risk premiums in electricity markets

Kris Jacobs, Yu Li and Craig Pirrong

Aggregation bias in tests of the commodity currency hypothesis

Lasse Bork, Pablo Rovira Kaltwasser and Piet Sercu

Retail trading activity and major lifecycle events: The case of divorce

Andrew Grant, Petko S. Kalev, Avanidhar Subrahmanyam and P. Joakim Westerholm

Do intangibles matter for corporate policies? Evidence from organization capital and corporate payout choices

Mostafa Monzur Hasan and Mohammad Riaz Uddin

The role of a long-term investor-underwriter relationship in auctioned IPOs

Ping Jiang, Xinjian Shao and Yi Xue

Volume 134, issue C, 2022

Opacity and risk-taking: Evidence from Norway

Jin Cao and Ragnar Juelsrud

Bank complexity, governance, and risk

Ricardo Correa and Linda Goldberg

Complexity of global banks and the implications for bank risk: Evidence from foreign banks in Hong Kong

Kelvin Ho, Eric Wong and Edward Tan

Risk and control in complex banking groups

Isabel Argimón and Maria Rodriguez-Moreno

The multiple dimensions of bank complexity: Effects on credit risk-taking

Giuseppe Marinelli, Andrea Nobili and Francesco Palazzo

The Janus face of bank geographic complexity

Iñaki Aldasoro, Bryan Hardy and Maximilian Jager

Does the geographical complexity of the Colombian financial conglomerates increase banks’ risk? The role of diversification, regulatory arbitrage, and funding costs

Pamela Cardozo, Paola Morales-Acevedo, Andrés Murcia and Alejandra Rosado

Banks’ complexity-risk nexus and the role of regulation

Natalya Martynova and Ursula Vogel

Mapping exposures of EU banks to the global shadow banking system

Jorge Abad, D’Errico, Marco, Neill Killeen, Vera Luz, Tuomas Peltonen, Richard Portes and Teresa Urbano

Dissecting the yield curve: The international evidence

Andrea Berardi and Alberto Plazzi

Adjusted Expected Shortfall

Matteo Burzoni, Cosimo Munari and Ruodu Wang

Market fairness and efficiency: Evidence from the Tokyo Stock Exchange

David Kemme, Thomas H. McInish and Jiang Zhang

Knowledge spillovers in the mutual fund industry through labor mobility

Gjergji Cici, Alexander Kempf and Claudia Peitzmeier

Mutual fund tax implications when investment advisors manage tax-exempt separate accounts

William Beggs, Austin Hill-Kleespie and Yanguang Liu

Housing networks and driving forces

Stan Hurn, Shuping Shi and Ben Wang

A geometric framework for covariance dynamics

Chulwoo Han and Frank C. Park

Predicting the stressed expected loss of large U.S. banks

Eric Jondeau and Amir Khalilzadeh

Corporate social responsibility and market efficiency: Evidence from ESG and misvaluation measures

Yannik Bofinger, Kim J. Heyden and Björn Rock

Stabilising virtues of central banks: (Re)matching bank liquidity

Vincent Legroux, Imène Rahmouni-Rousseau, Urszula Szczerbowicz and Natacha Valla

Institutional investors’ horizon and equity-financed payouts

Wen He and Lin Mi

The role of intrinsic incentives and corporate culture in motivating innovation

Seong Byun

Hedge fund family ties

Harold D. Spilker

Information networks in the financial sector and systemic risk

Paul Borochin and Stephen Rush

Negative externalities of mutual fund instability: Evidence from leveraged loan funds

Thomas Mählmann

Concept links and return momentum

Qianqian Du, Dawei Liang, Zilin Chen and Jun Tu

Expectations, credit conditions, and housing boom-bust: Evidence from SVAR with sign and zero restrictions

Xutao Ma and Zhen Zhang

The illusion of oil return predictability: The choice of data matters!

Thomas Conlon, John Cotter and Emmanuel Eyiah-Donkor

The exclamation mark of Cain: Risk salience and mutual fund flows

Yevgeny Mugerman, Nadav Steinberg and Zvi Wiener

Sensitivity-implied tail-correlation matrices

Joachim Paulusch and Sebastian Schlütter

Opening the black box – Quantile neural networks for loss given default prediction

Ralf Kellner, Maximilian Nagl and Daniel Rösch

How do investors trade R&D-intensive Stocks? Evidence from hedge funds and other institutional investors

Dallin M. Alldredge, Mustafa O. Caglayan and Umut Celiker

Integration culture of global banks and the transmission of lending shocks

Andreas Barth and Deyan Radev

Systemic risk and severe economic downturns: A targeted and sparse analysis

Massimiliano Caporin, Michele Costola, Jean-Charles Garibal and Bertrand Maillet

Information asymmetry and the profitability of technical analysis

Chiayu Hung and Hung-Neng Lai

Bank solvency risk and funding cost interactions: Evidence from Korea

Iñaki Aldasoro, Chun Hee Cho and Kyounghoon Park

Does quantitative easing affect market liquidity?

Jens H.E. Christensen and James M. Gillan

Market-consistent valuation of natural catastrophe risk

Simone Beer and Alexander Braun

History matters: How short-term price charts hurt investment performance

Charlotte Borsboom, Dirk-Jan Janssen, Markus Strucks and Stefan Zeisberger

The effects of mutual fund decarbonization on stock prices and carbon emissions

Martin Rohleder, Marco Wilkens and Jonas Zink

Bank instability: Interbank linkages and the role of disclosure

Christian König-Kersting, Stefan Trautmann and Razvan Vlahu

Post-crisis regulations, market making, and liquidity in over-the-counter markets

Xinjie Wang and Zhaodong Zhong

Management practices and M&A success

Manthos Delis, Maria Iosifidi, Pantelis Kazakis, Steven Ongena and Mike Tsionas

Executives’ Blaming external factors and market reactions: Evidence from earnings conference calls

Joonki Noh and Dexin Zhou