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 170, issue C, 2025

The collateral channel versus the bank lending channel: Evidence from a massive earthquake

Iichiro Uesugi, Daisuke Miyakawa, Kaoru Hosono, Arito Ono and Hirofumi Uchida

The treasury auction risk premium

Patrick Herb

Modeling and pricing credit risk with a focus on recovery risk

Haibo Liu and Qihe Tang

Does regulatory and supervisory independence affect financial stability?

Nicolò Fraccaroli, Rhiannon Sowerbutts and Andrew Whitworth

Options trading, managerial risk-taking, and brand development

Po-Hsuan Hsu, Fengfei Li and Yoshio Nozawa

Experimenting with financial professionals

Christoph Huber, Christian König-Kersting and Matteo M. Marini

Does maker-taker limit order subsidy improve market outcomes? Quasi-natural experimental evidence

Yiping Lin, Peter Swan and Frederick H.de B. Harris

Movables as collateral and corporate credit: Loan-level evidence from legal reforms across Europe

Steven Ongena, Walid Saffar, Yuan Sun and Lai Wei

Factor momentum versus price momentum: Insights from international markets

Nusret Cakici, Christian Fieberg, Daniel Metko and Adam Zaremba

Do ETFs increase the comovements of their underlying assets? Evidence from a switch in ETF replication technique

Thomas Marta and Fabrice Riva

A new measure for differences of opinions: Institutional trade dispersion

Dallin M. Alldredge and Mustafa O. Caglayan

Three decades of failed bank acquisitions

Laima Spokeviciute, Hossein Jahanshahloo, Kevin Keasey and Francesco Vallascas

Have ratings become more accurate?

Zvika Afik and Koresh Galil

FinTech vs. Bank: The impact of lending technology on credit market competition

Konstantinos Serfes, Kejia Wu and Panagiotis Avramidis

Revenue alignment with the EU taxonomy regulation in developed markets

Alexander Bassen, Othar Kordsachia, Kerstin Lopatta and Weiqiang Tan

Economic policy uncertainty and corporate bond liquidity

Jeffrey R. Black, Nirmol Das and Diego Leal

National culture of secrecy and stock price synchronicity: Cross-country evidence

Chrysovalantis Gaganis, George Leledakis, Fotios Pasiouras and Emmanouil G. Pyrgiotakis

Forecasting the realized variance in the presence of intraday periodicity

Ana Maria H. Dumitru, Rodrigo Hizmeri and Marwan Izzeldin

Good idiosyncratic volatility, bad idiosyncratic volatility, and the cross-section of stock returns

Yunting Liu and Yandi Zhu

Volume 169, issue C, 2024

Effects of macroprudential policy: Evidence from over 6000 estimates

Juliana Araujo, Manasa Patnam, Adina Popescu, Fabian Valencia and Weijia Yao

The quality of financial advice: What influences recommendations to clients?

d’Astous, Philippe, Irina Gemmo and Pierre-Carl Michaud

Voting for insider trading regulation. An experimental study of informed and uninformed traders’ preferences

Dominik Schmidt, Thomas Stöckl and Stefan Palan

Analyst recommendations and mispricing across the globe

Vitor Azevedo and Sebastian Müller

Cross-country determinants of market efficiency: A technical analysis perspective

Jiali Fang and Ben Jacobsen

Weather-related disasters and inflation in the euro area

John Beirne, Yannis Dafermos, Alexander Kriwoluzky, Nuobu Renzhi, Ulrich Volz and Jana Wittich

Banks incentive pay, diversification and systemic risk

Fabio Castiglionesi and Shuo Zhao

Conflicting versus reinforcing private information, information aggregation, and the time series properties of asset prices

Charles Schnitzlein, Patricia Chelley-Steeley and James Steeley

Does firm culture influence corporate financing decisions? Evidence from debt maturity choice

Sudip Datta, Trang Doan and Francesca Toscano

The value of say on pay

Axel Kind, Marco Poltera and Johannes Zaia

The rise of ESG rating agencies and management of corporate ESG violations

Albert Tsang, Yujie Wang, Yi Xiang and Li Yu

Information spillover and cross-predictability of currency returns: An analysis via Machine Learning

Yuecheng Jia, Yuzheng Liu, Yangru Wu and Shu Yan

Vulnerable funding in the global economy

Helena Chuliá, Ignacio Garrón and Jorge Uribe

Volume 168, issue C, 2024

What drives startup valuations?

Bjorn Imbierowicz and Christian Rauch

U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K

Bingxin Ann Xing, Bruno Feunou, Morvan Nongni-Donfack and Rodrigo Sekkel

Personal bankruptcy costs, union bargaining power, and capital structure

Joseph T. Halford, Rachel M. Hayes and Valeriy Sibilkov

The gender gap in the first deal: Equity split among founding teams

Hidenori Takahashi, Yuji Honjo and Masatoshi Kato

ETF arbitrage and international diversification

Ilias Filippou, Arie Gozluklu and Hari Rozental

Religiosity and financial distress of the young

Lei Lei, Weijie Lu, Geng Niu and Yang Zhou

National culture of secrecy and firms’ access to credit

Jérémie Bertrand, Paul-Olivier Klein and Fotios Pasiouras

Bank cost efficiency and credit market structure under a volatile exchange rate

Mikhail Mamonov, Christopher F. Parmeter and Artem B. Prokhorov

Treasury buybacks, the Federal Reserve’s portfolio, and changes in local supply

Michael F. Connolly and Ethan Struby

Do banks engage in earnings management? The role of dividends and institutional factors

Mamiza Haq, Steven Ongena, Juying Pu and Kian Tan

The timing of stock repurchases: Do well-connected CEOs help or harm?

Amedeo De Cesari, Nicoletta Marinelli and Rohit Sonika

Decomposing momentum: The forgotten component

Pascal Büsing, Hannes Mohrschladt and Susanne Siedhoff

Behavioral risk profiling: Measuring loss aversion of individual investors

Dennie van Dolder and Jurgen Vandenbroucke

Pure risk, agency conflict, and hedging

Lu Chen, Bingqing Li and Wenyuan Zheng

Volume 167, issue C, 2024

Trading options and CDS on stocks under the short sale ban

Sophie Xiaoyan Ni and Jun Pan

Uncertainty premia for small and large risks

Martin Puhl, Pavel Savor and Mungo Wilson

Is bank misconduct related to social capital? Evidence from U.S. banks

Jose M. Martin-Flores

Pandemic tail risk

Matthijs Breugem, Raffaele Corvino, Roberto Marfè and Lorenzo Schönleber

Variance risk premiums in emerging markets

Fang Qiao, Lai Xu, Xiaoyan Zhang and Hao Zhou

Lottery jackpot winnings and retail trading in the neighborhood

Dien Giau Bui, Yu-Ju Chan, Chih-Yung Lin and Tse-Chun Lin

The information content of retail order flow: Evidence from fragmented markets

Bidisha Chakrabarty, Justin Cox and James E Upson