Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

From Elsevier
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Volume 100, issue C, 2019

Predictors and portfolios over the life cycle pp. 1-27

Holger Kraft, Claus Munk and Farina Weiss

Predictive blends: Fundamental Indexing meets Markowitz pp. 28-42

Sergiy Pysarenko, Vitali Alexeev and Francis Tapon

Higher-order Omega: A performance index with a decision-theoretic foundation pp. 43-57

Hongwei Bi, Rachel J. Huang, Larry Y. Tzeng and Wei Zhu

Political uncertainty exposure of individual companies: The case of the Brexit referendum pp. 58-76

Paula Hill, Adriana Korczak and Piotr Korczak

US monetary policy and the euro area pp. 77-96

Max Hanisch

Does seller status matter in inter-corporate asset sales? pp. 97-110

Giang Nguyen and Hai Nguyen

Hedging parameter risk pp. 111-121

Arndt Claußen, Daniel Rösch and Martin Schmelzle

Policy mandates and institutional architecture pp. 122-134

Ioannis Lazopoulos and Vasco Gabriel

Does corporate social responsibility reduce the costs of high leverage? Evidence from capital structure and product market interactions pp. 135-150

Kee-Hong Bae, Sadok El Ghoul, Omrane Guedhami, Chuck C.Y. Kwok and Ying Zheng

The debt tax shield in general equilibrium pp. 151-166

Marcel Fischer and Bjarne Astrup Jensen

Managerial risk incentives and a firm’s financing policy pp. 167-181

Sigitas Karpavičius and Fan Yu

Valuation effects of overconfident CEOs on corporate diversification and refocusing decisions pp. 182-204

Panayiotis C. Andreou, John A. Doukas, Demetris Koursaros and Christodoulos Louca

Collateralization and distance pp. 205-217

Andrea Bellucci, Alexander Borisov, Germana Giombini and Alberto Zazzaro

Local religious norms, corporate social responsibility, and firm value pp. 218-233

Leon Zolotoy, Don O'Sullivan and Yangyang Chen

Does residual state ownership increase stock return volatility? Evidence from China's secondary privatization pp. 234-251

Feng Xie, Hamish Anderson, Jing Chi and Jing Liao

New directions in entrepreneurial finance pp. 252-260

Douglas Cumming, Marc Deloof, Sophie Manigart and Mike Wright

The financing dynamics of newly founded firms pp. 261-272

Julia Hirsch and Uwe Walz

Entrepreneurial manipulation with staged financing pp. 273-282

Chris Yung

Financial innovation in microcap public offerings pp. 283-305

Anzhela Knyazeva

A personality perspective on business angel syndication✰ pp. 306-327

Joern Block, Christian O. Fisch, Martin Obschonka and Philipp G. Sandner

The performance of angel-backed companies pp. 328-345

Stefano Bonini, Vincenzo Capizzi and Paola Zocchi

Made for each other: Perfect matching in venture capital markets pp. 346-358

Hui Fu, Jun Yang and Yunbi An

Beggars or choosers? Lead venture capitalists and the impact of reputation on syndicate partner selection in international settings pp. 359-378

Carolin Plagmann and Eva Lutz

Volume 99, issue C, 2019

A non-structural investigation of VIX risk neutral density pp. 1-20

Andrea Barletta, Paolo Santucci de Magistris and Francesco Violante

Collective bargaining and mergers and acquisitions activity around the world pp. 21-44

Muhammad Farooq Ahmad and Thomas Lambert

Jump activity analysis for affine jump-diffusion models: Evidence from the commodity market pp. 45-62

José Da Fonseca and Katja Ignatieva

Politicians’ promotion incentives and bank risk exposure in China pp. 63-94

Li Wang, Lukas Menkhoff, Michael Schröder and Xian Xu

Corporate pyramids, geographical distance, and investment efficiency of Chinese state-owned enterprises pp. 95-120

Wei Opie, Gary Gang Tian and Hong Feng Zhang

Credit constraints, firm investment and employment: Evidence from survey data pp. 121-141

Miguel Garcia-Posada

Political influence and financial flexibility: Evidence from China pp. 142-156

Xian Gu, Iftekhar Hasan and Yun Zhu

Ultra-fast activity and intraday market quality pp. 157-181

Álvaro Cartea, Richard Payne, José Penalva and Mikel Tapia

Portfolio sales and signaling pp. 182-191

Spiros Bougheas and Timothy Worrall

Cash versus card: Payment discontinuities and the burden of holding coins pp. 192-201

Heng Chen, Kim Huynh and Oz Shy

Risk mitigation by institutional participants in the secondary market: Evidence from foreign Rule 144A debt market pp. 202-221

Alan G. Huang, Madhu Kalimipalli, Subhankar Nayak and Latha Ramchand

Do financial crises cleanse the banking industry? Evidence from US commercial bank exits pp. 222-236

Laima Spokeviciute, Kevin Keasey and Francesco Vallascas

Competition and credit procyclicality in European banking pp. 237-251

Aurélien Leroy and Yannick Lucotte

Testing for cojumps in high-frequency financial data: An approach based on first-high-low-last prices pp. 252-274

Yin Liao and Heather Anderson

Volume 98, issue C, 2019

Operational risk and reputation in financial institutions: Does media tone make a difference? pp. 1-24

Ahmed Barakat, Simon Ashby, Paul Fenn and Cormac Bryce

Stock market development and the financing role of IPOs in acquisitions pp. 25-38

Nihat Aktas, Kathleen Andries, Ettore Croci and Ali Ozdakak

The effect of pro-environmental preferences on bond prices: Evidence from green bonds pp. 39-60

Olivier Zerbib

How persistent are the effects of experience sampling on investor behavior? pp. 61-79

Meike A.S. Bradbury, Thorsten Hens and Stefan Zeisberger

Cross-sectional seasonalities in international government bond returns pp. 80-94

Adam Zaremba

How do firms value debt capacity? Evidence from mergers and acquisitions pp. 95-107

James S. Ang, Mai Daher and Ahmad Ismail

Asset growth, style investing, and momentum pp. 108-124

Pin-Huang Chou, Kuan-Cheng Ko and Nien-Tzu Yang

The asymmetric effect of equity volatility on credit default swap spreads pp. 125-136

Hwang Hee Lee and Jung-Soon Hyun

A jump-diffusion model for pricing and hedging with margined options: An application to Brent crude oil contracts pp. 137-155

Jimmy E. Hilliard and Jitka Hilliard

Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries pp. 156-169

Gunther Capelle-Blancard, Patricia Crifo, Marc-Arthur Diaye, Rim Oueghlissi and Bert Scholtens

Senior debt and market discipline: Evidence from bank-to-bank loans pp. 170-182

Bill Francis, Iftekhar Hasan, LiuLing Liu and Haizhi Wang

Do analysts really anchor? Evidence from credit risk and suppressed negative information pp. 183-197

Samar Ashour and Hao, (Grace) Qing

Board interlock networks and informed short sales pp. 198-211

Shijun Cheng, Robert Felix and Yijiang Zhao

Upside potential of hedge funds as a predictor of future performance pp. 212-229

Turan G. Bali, Stephen Brown and Mustafa O. Caglayan