Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

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Volume 118, issue C, 2020

The Complexity of Bank Holding Companies: A Topological Approach

Mark Flood, Dror Y. Kenett, Robin L. Lumsdaine and Jonathan K. Simon

Where do banks value corporate social responsibility more? Evidence on the role of national culture

Yan-Leung Cheung, Weiqiang Tan and Wenming Wang

A historical loss approach to community bank stress testing

Cao Fang and Timothy J. Yeager

The economic record of the government and sovereign bond and stock returns around national elections

Stefan Eichler and Timo Plaga

Geographic spillover of dominant firms’ shocks

Sima Jannati

The Shareholder's response to a firm's first international acquisition

Krishnan Dandapani, Ann Marie Hibbert and Edward R. Lawrence

Short selling threat and corporate financing decisions

Rong Gong

Government financial institutions and capital allocation efficiency in Japan

Masami Imai

Does Information Asymmetry Impede Market Efficiency? Evidence from Analyst Coverage

Keming Li

Foreign ownership and market power: The special case of European banks

Panayotis D. Alexakis and Ioannis G. Samantas

Do conventional monetary policy instruments matter in unconventional times?

Manuel Buchholz, Kirsten Schmidt and Lena Tonzer

(Un)intended consequences? The impact of the 2017 tax cuts and jobs act on shareholder wealth

Ivalina Kalcheva, James M. Plečnik, Hai Tran and Jason Turkiela

Foreign Lenders’ adoption of performance pricing provisions in syndicated loans

Edward Lee, Kostas Pappas and Alice Liang Xu

Modeling asset returns under time-varying semi-nonparametric distributions

Ángel León and Trino Ñíguez Grau

Liquidity at risk: Joint stress testing of solvency and liquidity

Rama Cont, Artur Kotlicki and Laura Valderrama

Bank relationship loss: The moderating effect of information opacity

Yuqian Xu, Anthony Saunders, Binqing Xiao and Xindan Li

Intangible assets and capital structure

Steve C. Lim, Antonio J. Macias and Thomas Moeller

Interactions between bank levies and corporate taxes: How is bank leverage affected?

Franziska Bremus, Kirsten Schmidt and Lena Tonzer

Up- and downside variance risk premia in global equity markets

Matthias Held, Julia Kapraun, Marcel Omachel and Julian Thimme

Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection

Guilherme V. Moura, Andre Santos and Esther Ruiz

Political event portfolios

Michael Hanke, Sebastian Stöckl and Alex Weissensteiner

Optimal fees in hedge funds with first-loss compensation

M. Escobar-Anel, Y. Havrylenko and R. Zagst

Stock market listing and the persistence of bank performance across crises

Alexandre Garel, José M. Martín-Flores and Arthur Petit-Romec

Systematic stress tests on public data

Thomas Breuer and Martin Summer

Easy money? Managerial power and the option backdating game revisited

Graeme Guthrie and Tom Stannard

Do the most prominent firms really make the worst deals? How selection issues affect inferences from M&A studies

Josh Austin, Jeremiah Harris and William O'Brien

Mortgage arrears, regulation and institutions: Cross-country evidence

Irina Stanga, Razvan Vlahu and Jakob de Haan

Risk shifting and the allocation of capital: A Rationale for macroprudential regulation

Michael Kogler

Foreign ownership in Chinese credit ratings industry: Information revelation or certification?

Xiaolu Hu, Jing Shi, Lafang Wang and Jing Yu

Inside the director network: When directors trade or hold inside, interlock, and unconnected stocks

Henk Berkman, Paul Koch and P. Joakim Westerholm

Reserve balances, the federal funds market and arbitrage in the new regulatory framework

Ayelen Banegas and Manjola Tase

Affine multivariate GARCH models

Marcos Escobar-Anel, Javad Rastegari and Lars Stentoft

Time since targets’ initial public offerings, asymmetric information, uncertainty, and acquisition pricing

Jan Jindra and Thomas Moeller

Geostatistical modeling of dependent credit spreads: Estimation of large covariance matrices and imputation of missing data

Amelie Hüttner, Matthias Scherer and Benedikt Gräler

Volume 117, issue C, 2020

Evidence of strategic information uncertainty around opportunistic insider purchases

Dewan Rahman, Barry Oliver and Robert Faff

Hedging geopolitical risk with precious metals

Dirk G. Baur and Lee Smales

Comparing with the average: Reference points and market reactions to above-average earnings surprises

Wen He and Yan Li

Cross-border capital flows and bank risk-taking

Valeriya Dinger and Daniel te Kaat

Banking stress test effects on returns and risks

Cenkhan Sahin, Jakob de Haan and Ekaterina Neretina

Academic abilities, education and performance in the stock market

Tõnn Talpsepp, Kristjan Liivamägi and Tarvo Vaarmets

Crisis regulations: The unexpected consequences of floating NAV for money market funds

Kyle D. Allen and Drew B. Winters

Modelling extremal dependence for operational risk by a bipartite graph

Oliver Kley, Claudia Klüppelberg and Sandra Paterlini

Measuring multi-product banks’ market power using the Lerner index

Sherrill Shaffer and Laura Spierdijk

Volume 116, issue C, 2020

Spectral backtests of forecast distributions with application to risk management

Michael Gordy and Alexander J. McNeil

Unequal returns: Using the Atkinson index to measure financial risk

Thomas Fischer and Frederik Lundtofte

The (un)intended effects of government bailouts: The impact of TARP on the interbank market and bank risk-taking

Patrick Behr and Weichao Wang

Bank misconduct and online lending

Christoph Bertsch, Isaiah Hull, Yingjie Qi and Xin Zhang

A mean-variance benchmark for household portfolios over the life cycle

Claus Munk

Beta uncertainty

Fabian Hollstein, Marcel Prokopczuk and Chardin Wese Simen

VIX valuation and its futures pricing through a generalized affine realized volatility model with hidden components and jump

Qi Wang and Zerong Wang

Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach

Yu You and Xiaochun Liu

Identifying the risk-Taking channel of monetary transmission and the connection to economic activity

Nimrod Segev