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.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 126, issue C, 2021

Regulator supervisory power and bank loan contracting

Zhongda He, Guannan Qiao, Le Zhang and Wenrui Zhang

No-Arbitrage pricing of GDP-Linked bonds

Fernando Eguren Martin, Andrew Meldrum and Wen Yan

It’s a wonderful loan: local financial composition, community banks, and economic resilience

Luke Petach, Stephan Weiler and Tessa Conroy

Local logit regression for loan recovery rate

Nithi Sopitpongstorn, Param Silvapulle, Jiti Gao and Jean-Pierre Fenech

Timing CEO turnovers: Evidence from delegation in mergers and acquisitions

Daniel Greene and Jared Smith

Who goes green: Reducing mutual fund emissions and its consequences

Jacquelyn E. Humphrey and Yong Li

Systemic risk allocation using the asymptotic marginal expected shortfall

Xiao Qin and Chen Zhou

Wealth heterogeneity, information acquisition and equity home bias: Evidence from U.S. household surveys of consumer finance

Ronaldo Carpio, Meixin Guo, Yuan Liu and Ju Hyun Pyun

Risk-sensitive Basel regulations and firms’ access to credit: Direct and indirect effects

Balagopal Gopalakrishnan, Joshy Jacob and Sanket Mohapatra

Demand shock, speculative beta, and asset prices: Evidence from the Shanghai-Hong Kong Stock Connect program

Clark Liu, Shujing Wang and K.C. John Wei

How stable are corporate capital structures? International evidence

Wen He, Maggie Rong Hu, Lin Mi and Jin Yu

Data Snooping Bias in Tests of the Relative Performance of Multiple Forecasting Models

Dan Gabriel Anghel

Portfolio selection with parsimonious higher comoments estimation

Nathan Lassance and Frédéric Vrins

Volume 125, issue C, 2021

Estimating the probability of informed trading: A Bayesian approach

Jim Griffin, Jaideep Oberoi and Samuel D. Oduro

A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs

Marc S. Paolella, Paweł Polak and Patrick S. Walker

Labor unions and corporate social responsibility

Mine Ertugrul and Dalia Marciukaityte

The ordering of historical returns and the cross-section of subsequent returns

Hannes Mohrschladt

Preventing runs with fees and gates

Lukas Voellmy

To change or not to change? The CDS market response of firms on credit watch

Florian Kiesel, Sascha Kolaric, Lars Norden and Dirk Schiereck

Short-term reversals, short-term momentum, and news-driven trading activity

I-Hsuan Ethan Chiang, Chris Kirby and Ziye Zoe Nie

Local banks and the effects of oil price shocks

Teng Wang

Top executive gender, board gender diversity, and financing decisions: Evidence from debt structure choice

Sudip Datta, Trang Doan and Francesca Toscano

Economic capital and RAROC in a dynamic model

Daniel Bauer and George Zanjani

A Density-Based estimator of core/periphery network structures

Anthony Brassil and Gabriela Nodari

Order based versus level book trade reporting: An empirical analysis

James Upson, Thomas McInish and B. Hardy Johnson Iv

Norwegian interbank market's response to changes in liquidity policy

Q. Farooq Akram and Jon H. Findreng

Interest rate risk in the banking book: A closed-form solution for non-maturity deposits

Andreas Blöchlinger

Tax policy and innovation performance: Evidence from enactment of the alternative simplified credit

Sheng-Syan Chen, Wei-Chuan Kao and Yanzhi Wang

Stock-selection timing

George J. Jiang, Gulnara Zaynutdinova and Huacheng Zhang

Algorithmic trading and firm value

Brian C. Hatch, Shane A. Johnson, Qin Emma Wang and Jun Zhang

The effect of credit shocks in the context of labor market frictions

Shushu Liao

Politicians’ hometown favoritism and corporate investments: The role of social identity

Ping Guo, Guifeng Shi, Gary Gang Tian and Siqi Duan

Hazard stocks and expected returns

Jared DeLisle, Michael F. Ferguson, Haimanot Kassa and Gulnara Zaynutdinova

Volume 124, issue C, 2021

The memory of beta

Janis Becker, Fabian Hollstein, Marcel Prokopczuk and Philipp Sibbertsen

Savings goals and wealth allocation in household financial portfolios

Frederick Kibon Changwony, Kevin Campbell and Isaac T. Tabner

Determinants of banks’ liquidity: A French perspective on interactions between market and regulatory requirements

Olivier de Bandt, Sandrine Lecarpentier and Cyril Pouvelle

The effects of asset price volatility on market participation: Evidence from the Thai foreign exchange market

Jakree Koosakul and Ilhyock Shim

How to measure the liquidity of cryptocurrency markets?

Alexander Brauneis, Roland Mestel, Ryan Riordan and Erik Theissen

Management connectedness and corporate investment

Mahmoud Agha, Man Pham and Jing Yu

Suppliers as financial intermediaries: Trade credit for undervalued firms

Patrice Fontaine and Sujiao Zhao

Central bank communication through interest rate projections

Leif Brubakk, Saskia ter Ellen and Hong Xu

Heterogeneous turnover-performance relations

Ke Shen, Lin Tong and Tong Yao

Inclusive banking, financial regulation and bank performance: Cross-country evidence

M. Mostak Ahamed, Shirley J. Ho, Sushanta Mallick and Roman Matousek

Financial structures, banking regulations, and export dynamics

Raoul Minetti, Alen Mulabdic, Michele Ruta and Susan Chun Zhu

Till death (or divorce) do us part: Early-life family disruption and investment behavior

André Betzer, Peter Limbach, Raghavendra Rau and Henrik Schürmann

Statutory right of redemption and its influence on defaulted mortgage outcomes

Shuang Zhu and R. Kelley Pace

Breaking VIX at open: Evidence of uncertainty creation and resolution

Jingjing Chen, George J. Jiang, Chaowen Yuan and Dongming Zhu

Return signal momentum

Fotis Papailias, Jiadong Liu and Dimitrios Thomakos

Volume 123, issue C, 2021

Do firms obtain multiple ratings to hedge against downgrade risk?

Zhihua Chen and Zhen Wang

How financial shocks transmit to the real economy? Banking business models and firm size

Frederic Vinas

Listing of classical options and the pricing of discount certificates

Andrea Schertler

Optimal collective investment: The impact of sharing rules, management fees and guarantees

An Chen, Thai Nguyen and Manuel Rach

Political corruption and corporate payouts

Ashrafee Tanvir Hossain, Takdir Hossain and Lawrence Kryzanowski

Organization capital and executive performance incentives

Mingze Gao, Henry Leung and Buhui Qiu

International stochastic discount factors and covariance risk

Nicole Branger, Michael Herold and Matthias Muck

The FOMC announcement returns on long-term US and German bond futures

Ivan Indriawan, Feng Jiao and Yiuman Tse

Local banks as difficult-to-replace SME lenders: Evidence from bank corrective programs

Iftekhar Hasan, Krzysztof Jackowicz, Robert Jagiełło, Oskar Kowalewski and Łukasz Kozłowski

Optimal portfolio strategies in the presence of regimes in asset returns

Carlos Heitor Campani, René Garcia and Marcelo Lewin

Bank liquidity creation and systemic risk

Denis Davydov, Sami Vähämaa and Sara Yasar

Does portfolio concentration affect performance? Evidence from corporate bond mutual funds

Nan Qin and Ying Wang

Economic condition and financial cognition

Manthos Delis, Emilios Galariotis and Jerome Monne

Pricing kernel monotonicity and term structure: Evidence from China

Yuhan Jiao, Qiang Liu and Shuxin Guo