Journal of Banking & Finance
1977 - 2025
Current editor(s): Ike Mathur From Elsevier Bibliographic data for series maintained by Catherine Liu (). Access Statistics for this journal.
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Volume 132, issue C, 2021
- What determines wholesale funding costs of the global systemically important banks?

- Simon Cottrell, Xiao Yu, Sarath Delpachitra and Yihong Ma
- IPO quantity revisions

- Wei Wang and Chris Yung
- Intertemporal imitation behavior of interbank offered rate submissions

- Ming Li, Hang Sun and Jichuan Zong
- Interest rates, cash and short-term investments

- Bektemir Ysmailov
- Hedge fund portfolio selection with fund characteristics

- Juha Joenväärä, Mikko Kauppila and Hannu Kahra
- Crisis and non-crisis short selling and bank enforcement actions

- Leslie Boni, J. Chris Leach and Reilly S. White
- Share pledging and optimism in analyst earnings forecasts: Evidence from China

- Jun Hu, Wenbin Long, Le Luo and Yuanhuai Peng
Volume 131, issue C, 2021
- Citations and the readers’ information-extracting costs of finance articles

- Marc Berninger, Florian Kiesel, Dirk Schiereck and Eduard Gaar
- IPO underperformance and the idiosyncratic risk puzzle

- Honghui Chen and Minrong Zheng
- Private information in trades, R2, and large stock price movements

- Bonnie Van Ness, Robert Van Ness and Serhat Yildiz
- Downside risk and the performance of volatility-managed portfolios

- Feifei Wang and Xuemin Sterling Yan
- Business shocks and corporate leverage

- Kelvin Jui Keng Tan, Qing Zhou, Zheyao Pan and Robert Faff
- Technology spillovers and the duration of executive compensation

- Minjie Huang, Thomas R. Kubick and Kevin Tseng
- Cheap but flighty: A theory of safety-seeking capital flows

- Toni Ahnert and Enrico Perotti
Volume 130, issue C, 2021
- Guidelines for asset pricing research using international equity data from Thomson Reuters Datastream

- Conrad Landis and Spyros Skouras
- The evolution of price discovery in an electronic market

- Alain Chaboud, Erik Hjalmarsson and Filip Zikes
- Binding ties in the supply chain and supplier capital structure

- Palani-Rajan Kadapakkam and Mauro Oliveira
- Corporate dollar debt and depreciations: All’s well that ends well?

- Julian Caballero
- Discretionary loan loss provisioning and bank stock returns: The Role of economic booms and busts

- Shantaram P. Hegde and Steven E. Kozlowski
- Bank foreign assets, government support and international spillover effects of sovereign rating events on bank stock prices

- Andrea Schertler and Nils Moch
- Under-reaction in the sovereign CDS market

- Xinjie Wang, Yaqing Xiao, Hongjun Yan and Jinfan Zhang
- Tournament incentives and IPO failure risk

- Gonul Colak, Dimitrios Gounopoulos, Panagiotis Loukopoulos and Georgios Loukopoulos
- The impacts of a large-scale financial education intervention on retirement saving behaviors and portfolio allocation: Evidence from pension fund data

- Eraj Ghafoori, Edwin Ip and Jan Kabátek
Volume 129, issue C, 2021
- Monetary policy’s rising FX impact in the era of ultra-low rates

- Massimo Ferrari Minesso, Jonathan Kearns and Andreas Schrimpf
- Unemployment and aggregate stock returns

- Victoria Atanasov
- Stock merger activity and industry performance

- Bo Meng and Anand M. Vijh
- Financial crisis, Bank failures and corporate innovation

- Salvador Contreras, Amit Ghosh and Joon Ho Kong
- Government ownership and Venture Capital in China

- Jo-Ann Suchard, Mark Humphery-Jenner and Xiaping Cao
- Funding liquidity and market liquidity in government bonds

- Prachi Deuskar and Timothy C. Johnson
- Internet search, fund flows, and fund performance

- Hong-Yi Chen, Hsuan-Chi Chen and Christine W. Lai
- A general approach to smooth and convex portfolio optimization using lower partial moments

- Haixiang Yao, Jinbo Huang, Yong Li and Jacquelyn E. Humphrey
- Blessing or curse? Institutional investment in leveraged ETFs

- Luke DeVault, H.J. Turtle and Kainan Wang
- Algos gone wild: What drives the extreme order cancellation rates in modern markets?

- Marta Khomyn and Talis Putnins
- Risk-adjusted return managed carry trade

- Philippe Dupuy
Volume 128, issue C, 2021
- To whom do banks channel central bank funds?

- Peter Bednarek, Valeriya Dinger, Daniel Marcel te Kaat and Natalja von Westernhagen
- Positive stock information in out-of-the-money option prices

- Konstantinos Gkionis, Alexandros Kostakis, George Skiadopoulos and Przemyslaw S. Stilger
- Cooperative lenders and the performance of small business loans

- Miwako Nitani and Nicolas Legendre
- CEO gender and employee relations: Evidence from labor lawsuits

- Chelsea Liu
- Collateralization and asset price bubbles when investors disagree about risk

- Tobias Broer and Afroditi Kero
- Firing frictions and the U.S. mergers and acquisitions market

- Robert Chatt, Matthew Gustafson and Adam Welker
- A new unique information share measure with applications on cross-listed Chinese banks

- Hong Li and Yanlin Shi
- How managerial ownership and the market for corporate control can improve investment timing

- Graeme Guthrie and Cameron Hobbs
- Gambling preferences and stock price crash risk: Evidence from China

- Qiong Ji, Xiaofeng Quan, Hongying Yin and Qingbo Yuan
- Asset pricing and FOMC press conferences

- Simon Bodilsen, Jonas Nygaard Eriksen and Niels S. Grønborg
Volume 127, issue C, 2021
- Corporate social responsibility and corporate misconduct

- Daniel Ferrés and Francisco Marcet
- The q5 model and its consistency with the intertemporal CAPM

- Qi Lin
- Housing bust, bank lending & employment: Evidence from multimarket banks

- David Glancy
- Insider trading and the legal expertise of corporate executives

- Chao Jiang, M. Babajide Wintoki and Yaoyi Xi
- Momentum life cycle, revisited

- Tsung-Yu Chen, Pin-Huang Chou, Chia-Hsun Hsieh and S. Ghon Rhee
- The nexus between loan portfolio size and volatility: Does bank capital regulation matter?

- Franziska Bremus and Melina Ludolph
- Liquidity and the cross-section of international stock returns

- Nusret Cakici and Adam Zaremba
- The impact of RMB’s SDR inclusion on price discovery in onshore-offshore markets

- Yu-Lun Chen and Ke Xu
- Is idiosyncratic volatility related to returns? Evidence from a subset of firms with quality idiosyncratic volatility estimates

- Mikael Bergbrant and Haimanot Kassa
- Investable commodity premia in China

- Robert J. Bianchi, John Hua Fan and Tingxi Zhang
- Interest arbitrage under capital controls: Evidence from reported entrepôt trades

- Jiafei Hu and Haishan Yuan
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