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 105, issue C, 2019

Practice makes progress: Evidence from divestitures pp. 1-19

Mark Humphery-Jenner, Ronan Powell and Emma (Jincheng) Zhang

Asset prices and “the devil(s) you know” pp. 20-35

Fabian Hollstein, Duc Binh Benno Nguyen and Marcel Prokopczuk

The daylight saving time anomaly in relation to firms targeted for mergers pp. 36-43

Antonios Siganos

Option-Based performance participation pp. 44-61

Rudi Zagst, Julia Kraus and Philippe Bertrand

Does bank efficiency influence the cost of credit? pp. 62-73

Anastasiya Shamshur and Laurent Weill

Model risk of expected shortfall pp. 74-93

Emese Lazar and Ning Zhang

Portfolio pumping and fund performance ranking: A performance-based compensation contract perspective pp. 94-106

Xiangwen Li and Wenfeng Wu

Household preferences for socially responsible investments pp. 107-120

Mariacristina Rossi, Dario Sansone, Arthur van Soest and Costanza Torricelli

A generic framework for monetary performance attribution pp. 121-133

Jörgen Blomvall and Johan Hagenbjörk

A comprehensive appraisal of style-integration methods pp. 134-150

Adrian Fernandez-Perez, Ana-Maria Fuertes and Joëlle Miffre

Fear, deposit insurance schemes, and deposit reallocation in the German banking system pp. 151-165

Falko Fecht, Stefan Thum and Patrick Weber

Bailouts and systemic insurance pp. 166-177

Dell’Ariccia, Giovanni and Lev Ratnovski

Credit ratings of Chinese firms by domestic and global agencies: Assessing the determinants and impact pp. 178-193

Xianfeng Jiang and Frank Packer

Do closed-end fund investors herd? pp. 194-206

Yueting Cui, Bartosz Gebka and Vasileios Kallinterakis

Volume 104, issue C, 2019

Capital structure and financial flexibility: Expectations of future shocks pp. 1-18

Costas Lambrinoudakis, George Skiadopoulos and Konstantinos Gkionis

Demand curves for stocks do not slope down: Evidence using an exogenous supply shock pp. 19-30

Ankit Jain, Prasanna Tantri and Ramabhadran S. Thirumalai

Gross profitability and mutual fund performance pp. 31-49

David Kenchington, Chi Wan and H. Zafer Yüksel

The effects of culture on CEO power: Evidence from executive turnover pp. 50-69

Daniel Urban

Banking reform and industry structure: Evidence from China pp. 70-84

Jingjing Ye, Aoyang Zhang and Yan Dong

Monitoring indirect contagion pp. 85-102

Rama Cont and Eric Schaanning

Loan portfolio diversification, market structure and bank stability pp. 103-115

Jeungbo Shim

Volume 103, issue C, 2019

Country-level analyst recommendations and international stock market returns pp. 1-17

Henk Berkman and Wanyi Yang

CEO and director compensation, CEO turnover and institutional investors: Is there cronyism in the UK? pp. 18-35

Jie Chen, Marc Goergen, Woon Sau Leung and Wei Song

Earnings, risk-taking, and capital accumulation in small and large community banks pp. 36-50

Eliana Balla and Morgan Rose

Does interest rate exposure explain the low-volatility anomaly? pp. 51-61

Joost Driessen, Ivo Kuiper, Korhan Nazliben and Robbert Beilo

Least impulse response estimator for stress test exercises pp. 62-77

Christian Gourieroux and Yang Lu

Investor horizons, long-term blockholders, and corporate social responsibility pp. 78-97

Simon Gloßner

Growth in the shadow of debt pp. 98-112

Jamus Lim

Bulk volume classification and information detection pp. 113-129

Marios A. Panayides, Thomas D. Shohfi and Jared D. Smith

Marginal cost of risk-based capital and risk-taking pp. 130-145

Tao Chen, Jing Rong Goh, Shinichi Kamiya and Pingyi Lou

Volume 102, issue C, 2019

De-Leverage and illiquidity contagion pp. 1-18

Conghui Hu, Yu-Jane Liu and Ning Zhu

Environmental performance and the cost of debt: Evidence from commercial mortgages and REIT bonds pp. 19-32

Piet Eichholtz, Rogier Holtermans, Nils Kok and Erkan Yönder

How does financial development alter the impact of uncertainty? pp. 33-42

Kıvanç Karaman and Seçil Yıldırım-Karaman

Oil price increases and the predictability of equity premium pp. 43-58

Yudong Wang, Zhiyuan Pan, Li Liu and Chongfeng Wu

Asset pricing and extreme event risk: Common factors in ILS fund returns pp. 59-78

Alexander Braun, Semir Ben Ammar and Martin Eling

The effect of TARP on loan loss provisions and bank transparency pp. 79-99

Jinyong Kim, Mingook Kim and Jeong Hwan Lee

Expected shortfall and portfolio management in contagious markets pp. 100-115

Alice Buccioli, Thomas Kokholm and Marco Nicolosi

Accounts payable and firm value: International evidence pp. 116-137

Hocheol Nam and Konari Uchida

A BIT of investor protection: How Bilateral Investment Treaties impact the terms of syndicated loans pp. 138-155

Veljko Fotak, Haekwon Lee and William Megginson

Prudential supervisors’ independence and income smoothing in European banks pp. 156-176

Beatriz Garcia Osma, Araceli Mora and Luis Porcuna-Enguix

Grabit: Gradient tree-boosted Tobit models for default prediction pp. 177-192

Fabio Sigrist and Christoph Hirnschall

Which private investors are willing to pay for sustainable investments? Empirical evidence from stated choice experiments pp. 193-214

Gunnar Gutsche and Andreas Ziegler

The counterparty risk exposure of ETF investors pp. 215-230

Christophe Hurlin, Grégoire Iseli, Christophe Perignon and Stanley Yeung

Ambiguity in securitization markets pp. 231-255

Alyssa Gray Anderson

Why has the size effect disappeared? pp. 256-276

Dong-Hyun Ahn, Byoung-Kyu Min and Bohyun Yoon

Volume 101, issue C, 2019

Aggregate risk and efficiency of mutual funds pp. 1-11

Simas Kučinskas

Detecting underestimates of risk in VaR models pp. 12-20

Stephen Thiele

Option-Implied variance asymmetry and the cross-section of stock returns pp. 21-36

Tao Huang and Junye Li

The performance of acquisitions by high default risk bidders pp. 37-58

Evy Bruyland, Meziane Lasfer, Wouter De Maeseneire and Wei Song

Why investors do not buy cheaper securities: Evidence from a natural experiment pp. 59-76

Kalok Chan, Baolian Wang and Zhishu Yang

The short-selling skill of institutions and individuals pp. 77-91

Fernando Chague, Rodrigo De-Losso and Bruno Giovannetti

A factor-model approach for correlation scenarios and correlation stress testing pp. 92-103

N. Packham and C.F. Woebbeking

Making cents of tick sizes: The effect of the 2016 U.S. SEC tick size pilot on limit order book liquidity pp. 104-121

Todd Griffith and Brian S. Roseman

Risk managing tail-risk seekers: VaR and expected shortfall vs S-shaped utility pp. 122-135

John Armstrong and Damiano Brigo

Earnings management and post-split drift pp. 136-146

Konan Chan, Fengfei Li and Tse-Chun Lin

Enforcement of banking regulation and the cost of borrowing pp. 147-160

Yota Deli, Manthos Delis, Iftekhar Hasan and Liuling Liu

Consumer debt non-payment and the borrowing constraint: Implications for consumer behavior pp. 161-172

Alexandros Bechlioulis and Sophocles Brissimis

Family firms and access to credit. Is family ownership beneficial? pp. 173-187

Pierluigi Murro and Valentina Peruzzi

Systemic risk and competition revisited pp. 188-205

Consuelo Silva-Buston

Individual pension risk preference elicitation and collective asset allocation with heterogeneity pp. 206-225

Gosse A.G. Alserda, Benedict Dellaert, Laurens Swinkels and Fieke S.G. van der Lecq

Does dialect similarity add value to banks? Evidence from China pp. 226-241

Wenlong Bian, Yang Ji and Hao Zhang

Macroeconomic conditions, financial constraints, and firms’ financing decisions pp. 242-255

Xin Chang, Yunling Chen and Sudipto Dasgupta

Do long-term institutional investors promote corporate social responsibility activities? pp. 256-269

Hyun-Dong Kim, Taeyeon Kim, Yura Kim and Kwangwoo Park

A new measure of financial constraints applicable to private and public firms pp. 270-295

Catharina Schauer, Ralf Elsas and Nikolas Breitkopf