Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

From Elsevier
Bibliographic data for series maintained by Catherine Liu (repec@elsevier.com).

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Volume 112, issue C, 2020

Government support of banks and bank lending

William Bassett, Selva Demiralp and Nathan Lloyd

Is full banking integration desirable?

Iván Arribas, Jesús Peiró-Palomino and Emili Tortosa-Ausina

Interbank contagion: An agent-based model approach to endogenously formed networks

Anqi Liu, Mark Paddrik, Steve Y. Yang and Xingjia Zhang

Market risk-based capital requirements, trading activity, and bank risk

Dmytro Holod, Yuriy Kitsul and Gökhan Torna

Macroeconomic effects and frailties in the resolution of non-performing loans

Jennifer Betz, Steffen Krüger, Ralf Kellner and Daniel Rösch

Does corporate social responsibility create shareholder value? The importance of long-term investors

Phuong-Anh Nguyen, Ambrus Kecskés and Sattar Mansi

Bank credit rates across the business cycle: Evidence from a French cooperative contracts database

Sébastien Dereeper, Frédéric Lobez and Jean-Christophe Statnik

Return comovement

David Parsley and Helen Popper

Debt maturity and the cost of bank loans

Chih-Wei Wang, Wan-Chien Chiu and Tao-Hsien Dolly King

March madness in Wall Street: (What) does the market learn from stress tests?

Marcelo Fernandes, Deniz Igan and Marcelo Pinheiro

The surface of implied firm’s asset volatility

Lidija Lovreta and Florina Silaghi

Home, safe home: Cross-country monitoring framework for vulnerabilities in the residential real estate sector

Elias Bengtsson, Magdalena Grothe and Etienne Lepers

Bank loyalty, social networks and crisis

Sümeyra Atmaca, Koen Schoors and Marijn Verschelde

Centralized netting in financial networks

Rodney Garratt and Peter Zimmerman

Too big to ignore? Hedge fund flows and bond yields

Olga Kolokolova, Ming-Tsung Lin and Ser-Huang Poon

Borrower distress and the efficiency of relationship banking

Han Donker, Alex Ng and Pei Shao

Stock extreme illiquidity and the cost of capital

Mohamed Belkhir, Mohsen Saad and Anis Samet

Government support, regulation, and risk taking in the banking sector

Luis Brandao-Marques, Ricardo Correa and Horacio Sapriza

The other (commercial) real estate boom and bust: The effects of risk premia and regulatory capital arbitrage

John Duca and David Ling

The anatomy of financial vulnerabilities and banking crises

Seung Jung Lee, Kelly E. Posenau and Viktors Stebunovs

Generalists and specialists in the credit market

Daniel Fricke and Tarik Roukny

Sectoral risk-weights and macroprudential policy

Alexander Hodbod, Stefanie Huber and Konstantin Vasilev

Macroeconomic impact of Basel III: Evidence from a meta-analysis

Jarko Fidrmuc and Ronja Lind

Are banking shocks contagious? Evidence from the eurozone

Mardi Dungey, Thomas Flavin and Dolores Lagoa-Varela

Determinants of household broker choices and their impacts on performance

Kingsley Fong, Juliane D. Krug, Henry Leung and Joakim Westerholm

Gender gap in peer-to-peer lending: Evidence from China

Xiao Chen, Bihong Huang and Dezhu Ye

Volume 111, issue C, 2020

Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme

Wolfgang Lemke and Thomas Werner

Economic policy uncertainty, cost of capital, and corporate innovation

Zhaoxia Xu

Business-linkage volatility spillovers between US industries

Linh Xuan Diep Nguyen, Simona Mateut and Thanaset Chevapatrakul

Liquidity risk and expected option returns

Siu Kai Choy and Jason Wei

Leverage, bank employee compensation and institutions

Ata Bertay and Burak Uras

What drives the market for exchange-traded notes?

David Rakowski and Sara Shirley

Measuring banks’ liquidity risk: An option-pricing approach

Jinqing Zhang, Liang He and Yunbi An

Do M&A exits have the same effect on venture capital reputation than IPO exits?

Salma Ben Amor and Maher Kooli

Employment protection laws and corporate cash holdings

Ahmet Karpuz, Kirak Kim and Neslihan Ozkan

Compulsive gambling in the financial markets: Evidence from two investor surveys

Ruben Cox, Atcha Kamolsareeratana and Roy Kouwenberg

Asset pricing with mean reversion: The case of ships

Ioannis C. Moutzouris and Nikos K. Nomikos

Finance journal rankings: Active scholar assessment revisited

Russell R. Currie and Gurupdesh S. Pandher

Finance and development: Rethinking the role of financial transparency

Burak Uras

On Becoming an O-SII (“Other Systemically Important Institution”)

Alin Marius Andrieș, Simona Nistor, Steven Ongena and Nicu Sprincean

The life of U’s: Order revisions on NASDAQ

Olena Nikolsko-Rzhevska, Alex Nikolsko-Rzhevskyy and Jeffrey R. Black

Contagion in a network of heterogeneous banks

Ramazan Gencay, Hao Pang, Michael C. Tseng and Yi Xue

How does background risk affect portfolio choice: An analysis based on uncertain mean-variance model with background risk

Xiaoxia Huang and Tingting Yang

Pricing individual stock options using both stock and market index information

Jeroen V.K. Rombouts, Lars Stentoft and Francesco Violante

Capital structure and corporate diversification: Is debt a panacea for the diversification discount?

Gabriel de la Fuente and Pilar Velasco

The price of boardroom social capital: The effects of corporate demand for external connectivity

Stephen P. Ferris, David Javakhadze and Yun Liu

Moment risk premia and the cross-section of stock returns in the European stock market

Elyas Elyasiani, Luca Gambarelli and Silvia Muzzioli

Volume 110, issue C, 2020

Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion

Gordon Alexander, Alexandre Baptista and Shu Yan

Shareholder investment horizons and bank debt financing

Brandon N. Cline, Xudong Fu and Tian Tang

Election uncertainty, economic policy uncertainty and financial market uncertainty: A prediction market analysis

John W. Goodell, Richard J. McGee and Frank McGroarty

Gender differences in the repayment of microcredit: The mediating role of trustworthiness

Abu Zafar M. Shahriar, Luisa A. Unda and Quamrul Alam

Customer-Supplier relationships and the cost of debt

Kelly Cai and Hui Zhu

Sparse portfolio selection via the sorted ℓ1-Norm

Philipp J. Kremer, Sangkyun Lee, Małgorzata Bogdan and Sandra Paterlini

How a pre-IPO audit committee improves IPO pricing efficiency in an economy with little value uncertainty and information asymmetry

Lanfeng Kao and Anlin Chen