Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

From Elsevier
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Volume 115, issue C, 2020

The impact of interest rate risk on bank lending

Toni Beutler, Robert Bichsel, Adrian Bruhin and Jayson Danton

Factor based commodity investing

Athanasios Sakkas and Nikolaos Tessaromatis

Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications

Stefan Ruenzi, Michael Ungeheuer and Florian Weigert

Pension fund equity performance: Patience, activity or both?

Tanja Artiga Gonzalez, Iman van Lelyveld and Katarína Lučivjanská

The time has come for banks to say goodbye: New evidence on bank roles and duration effects in relationship terminations

Kiyotaka Nakashima and Koji Takahashi

The R&D anomaly: Risk or mispricing?

Woon Sau Leung, Kevin P. Evans and Khelifa Mazouz

Strategic trade when securitized portfolio values are unknown

Louis R. Piccotti

Volume 114, issue C, 2020

The informativeness of derivatives use: Evidence from corporate disclosure through public announcements

Chitru S. Fernando, Seth A. Hoelscher and Vikas Raman

Can mutual funds profit from post earnings announcement drift? The role of competition

Ashiq Ali, Xuanjuan Chen, Tong Yao and Tong Yu

Bank-based versus market-based financing: Implications for systemic risk

Joost Bats and Aerdt Houben

On the term structure of liquidity in the European sovereign bond market

O’Sullivan, Conall and Vassilios Papavassiliou

Where should I publish to get promoted? A finance journal ranking based on business school promotions

Emanuele Bajo, Massimiliano Barbi and David Hillier

The effects of an increase in equity tick size on stock and option transaction costs

Todd Griffith, Brian Roseman and Danjue Shang

Putting the pension back in 401(k) retirement plans: Optimal versus default deferred longevity income annuities

Vanya Horneff, Raimond Maurer and Olivia Mitchell

Regret-based capital asset pricing model

Jie Qin

Does earnings growth drive the quality premium?

Georgi Kyosev, Matthias X. Hanauer, Joop Huij and Simon Lansdorp

The role of psychological barriers in lottery-related anomalies

Suk-Joon Byun, Jihoon Goh and Da-Hea Kim

Do executive compensation contracts maximize firm value? Indications from a quasi-natural experiment

Menachem Abudy, Dan Amiram, Oded Rozenbaum and Efrat Shust

Effects of customer industry competition on suppliers: Evidence from product market competition shocks

Srinivasan Selvam

Bank asset structure and deposit insurance pricing

Antonio Camara, Travis Davidson and Andrew Fodor

The cross-over effect of irrational sentiments in housing, commercial property, and stock markets

Prashant Das, Roland Füss, Benjamin Hanle and Isabel Nina Russ

Buyback behaviour and the option funding hypothesis

Rohit Sonika and Mark Shackleton

The effect of supply chain power on bank financing

Mohammad M. Rahaman, Raghavendra Rau and Ashraf Al Zaman

Can reputation concern restrain bad news hoarding in family firms?

Fuxiu Jiang, Xinni Cai, John R. Nofsinger and Xiaojia Zheng

Factoring characteristics into returns: A clinical study on the SMB and HML portfolio construction methods

Marie Lambert, Boris Fays and Georges Hübner

Capital, risk and profitability of WAEMU banks: Does bank ownership matter?

Désiré Kanga, Victor Murinde and Issouf Soumaré

Volume 113, issue C, 2020

Cross-border transmission of emergency liquidity

Thomas Kick, Michael Koetter and Manuela Storz

Aftershocks of monetary unification: Hysteresis with a financial twist

Tamim Bayoumi and Barry Eichengreen

The distributional effects of conventional monetary policy and quantitative easing: Evidence from an estimated DSGE model

Stefan Hohberger, Romanos Priftis and Lukas Vogel

International effects of a compression of euro area yield curves

Martin Feldkircher, Thomas Gruber and Florian Huber

Curve momentum

Raphael Paschke, Marcel Prokopczuk and Chardin Wese Simen

Why do private firms hold less cash than public firms? International evidence on cash holdings and borrowing costs

Sandra Mortal, Vikram Nanda and Natalia Reisel

Market in Financial Instruments Directive (MiFID), stock price informativeness and liquidity

Daniel Aghanya, Vineet Agarwal and Sunil Poshakwale

Governance, board inattention, and the appointment of overconfident CEOs

Suman Banerjee, Lili Dai, Mark Humphery-Jenner and Vikram Nanda

Capital flows in the euro area and TARGET2 balances

Nikolay Hristov, Oliver Hülsewig and Timo Wollmershäuser

Back to the future: Backtesting systemic risk measures during historical bank runs and the great depression

Christian Brownlees, Ben Chabot, Eric Ghysels and Christopher Kurz

Public knowledge about and attitudes towards central bank independence in New Zealand

Bernd Hayo and Florian Neumeier

Voting methods for director election, monitoring costs, and institutional ownership

Kee H. Chung and Choonsik Lee

Currency matching by non-financial corporations

Péter Harasztosi and Gábor Kátay

I am a blockchain too: How does the market respond to companies’ interest in blockchain?

Daniel Cahill, Dirk G. Baur, (Frank) Liu, Zhangxin and Joey W. Yang

How does bank ownership affect firm investment? Evidence from China

Hongjian Wang, Tianpei Luo, Gary Gang Tian and Huanmin Yan

Political uncertainty, market anomalies and Presidential honeymoons

Kam Fong Chan, Philip Gray, Stephen Gray and Angel Zhong

Impacts of interest rate caps on the payday loan market: Evidence from Rhode Island

Amir Fekrazad

Ultimate ownership, crash risk, and split share structure reform in China

Quanxi Liang, Donghui Li and Wenlian Gao

Procyclical leverage: Evidence from banks’ lending and financing decisions

H. Özlem Dursun-de Neef and Alexander Schandlbauer

Number of brothers, risk sharing, and stock market participation

Geng Niu, Qi Wang, Han Li and Yang Zhou

Corporate relationship spending and stock price crash risk: Evidence from China's anti-corruption campaign

Juncheng Hu, Xiaorong Li, Keith Duncan and Jia Xu

Debiased expert forecasts in continuous-time asset allocation

Mark Davis and Sebastien Lleo

Does mortgage lending impact business credit? Evidence from a new disaggregated bank credit data set

Dirk Bezemer, Anna Samarina and Lu Zhang

How connected is the global sovereign credit risk network?

Gorkem Bostanci and Kamil Yilmaz

Know thy neighbor: Political uncertainty and the informational advantage of local institutional investors

Tom Aabo, Suin Lee, Christos Pantzalis and Jung Chul Park

Monetary policy announcements and market interest rates’ response: Evidence from China

Rongrong Sun

Directors who serve multiple pension funds: Are they conflicted or skilled?

Elizabeth Ooi

Does competition enhance the double-bottom-line performance of microfinance institutions?

Shahadat Hossain, Jeremy Galbreath, Mostafa Monzur Hasan and Trond Randøy

Equity market integration and portfolio rebalancing

Kyungkeun Kim and Dongwon Lee