Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

From Elsevier
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Volume 133, issue C, 2021

Global syndicated lending during the COVID-19 pandemic

Iftekhar Hasan, Panagiotis Politsidis and Zenu Sharma

The dynamics of non-performing loans during banking crises: A new database with post-COVID-19 implications

Anil Ari, Sophia Chen and Lev Ratnovski

Liquidity provision during a pandemic

Charles Kahn and Wolf Wagner

Corporate bond market reactions to quantitative easing during the COVID-19 pandemic

Yoshio Nozawa and Yancheng Qiu

COVID-19, volatility dynamics, and sentiment trading

Kose John and Jingrui Li

Financial Sector Policy Response to COVID-19 in Emerging Markets and Developing Economies

Erik Feyen, Tatiana Alonso Gispert, Tatsiana Kliatskova and Davide Salvatore Mare

Federal reserve intervention and systemic risk during financial crises

John Sedunov

This time is really different: The multiplier effect of the Paycheck Protection Program (PPP) on small business bank loans

Mustafa Karakaplan

COVID-19, nonperforming loans, and cross-border bank lending

Cyn-Young Park and Kwanho Shin

Corporate stress and bank nonperforming loans: Evidence from Pakistan

Ali Choudhary and Anil K. Jain

COVID-19 and lending responses of European banks

H. Özlem Dursun-de Neef and Alexander Schandlbauer

The real effects of capital requirements and monetary policy: Evidence from the United Kingdom

Filippo De Marco, Christiane Kneer and Tomasz Wieladek

Long-run reversal in commodity returns: Insights from seven centuries of evidence

Adam Zaremba, Robert J. Bianchi and Mateusz Mikutowski

Tuesday Blues and the day-of-the-week effect in stock returns

Mardy Chiah and Angel Zhong

Downside risk and the cross-section of cryptocurrency returns

Wei Zhang, Yi Li, Xiong Xiong and Pengfei Wang

Market shocks and professionals’ investment behavior – Evidence from the COVID-19 crash

Christoph Huber, Jürgen Huber and Michael Kirchler

Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation

Luca Merlo, Lea Petrella and Valentina Raponi

Market discipline, regulation and banking effectiveness: Do measures matter?

Euphemia Godspower-Akpomiemie and Kalu Ojah

Trading behavior of retail investors in derivatives markets: Evidence from Mini options

Yubin Li, Chen Zhao and Zhaodong Zhong

Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market

Hai Lin, Ingrid Lo and Rui Qiao

Negative news and the stock market impact of tone in rating reports

Gunter Löffler, Lars Norden and Alexander Rieber

Bank balance sheet risk allocation

Pedro Júdice and Qiji Jim Zhu

Repayment capacity, debt service ratios and mortgage default: An exploration in crisis and non-crisis periods

O’Toole, Conor and Rachel Slaymaker

Bank consumer relations and social capital

Marcia Millon Cornett, Kristina Minnick, Patrick J. Schorno and Hassan Tehranian

Trust and local bias of individual investors

Ran Shao and Na Wang

Executive Equity Risk-Taking Incentives and Firms’ Choice of Debt Structure

Yangyang Chen, Iftekhar Hasan, Walid Saffar and Leon Zolotoy

Stocks versus bonds for the long run when a riskless asset is available

Haim Levy and Moshe Levy

New construction and mortgage default

Tom Mayock and Konstantinos Tzioumis

Learning sequential option hedging models from market data

Ke Nian, Thomas F Coleman and Yuying Li

Determinants and predictability of commodity producer returns

Qiao Wang and Ronald Balvers

The game changer: Regulatory reform and multiple credit ratings

He Huang, Jiri Svec and Eliza Wu

The market impact of predictable flows: Evidence from leveraged VIX products

Søren Bundgaard Brøgger

A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks

Felix Kircher and Daniel Rösch

China's no-bailout reform: Impact on bond yields and rating standards

Guiqing Mo, Zhi Gao and Lei Zhou

Time is money: Real effects of relationship lending in a crisis

Christopher James, Jing Lu and Yangfan Sun

Double the insurance, double the funds?

Anna-Leigh Stone

A Practical Guide to harnessing the HAR volatility model

Adam Clements and Daniel P.A. Preve

Public guarantees to SME lending: Do broader eligibility criteria pay off?

Corrado Lagazio, Luca Persico and Francesca Querci

Does secrecy signal skill? Own-investor secrecy and hedge fund performance

Sergiy Gorovyy, Patrick Kelly and Olga Kuzmina

Delegated asset management and performance when some investors are unsophisticated

Steven Malliaris and A.G. Malliaris

Aggregate Distress Risk and Equity Returns

Hui Guo and Xiaowen Jiang

Non-recourse mortgage law and housing speculation

Tong-yob Nam and Seungjoon Oh

Overweighting of public information in financial markets: A lesson from the lab

Alba Ruiz-Buforn, Eva Camacho-Cuena, Andrea Morone and Simone Alfarano

Bank systemic risk around COVID-19: A cross-country analysis

Yuejiao Duan, Sadok El Ghoul, Omrane Guedhami, Haoran Li and Xinming Li

Regulatory and bailout decisions in a banking union

Andreas Haufler

Monetary easing and the lending concentration channel of monetary policy transmission

Adonis Antoniades

Modeling persistent interest rates with double-autoregressive processes

Anne Lundgaard Hansen

Banking sector performance during the COVID-19 crisis

Asli Demirguc-Kunt, Alvaro Pedraza and Claudia Ruiz-Ortega

Model risk and model choice in the case of barrier options and bonus certificates

Rainer Baule and David Shkel

Bank systemic risk exposure and office market interconnectedness

Roland Füss and Daniel Ruf

Political connections and seasoned equity offerings

Modestus I. Nnadi, Ghulam Sorwar, Rasol Eskandari and Amon Chizema

Government intervention and bank markups: Lessons from the global financial crisis for the COVID-19 crisis

Brandon Tan, Deniz Igan, Maria Soledad Martinez Peria, Nicola Pierri and Andrea Presbitero