Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

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Volume 97, issue C, 2018

Managing renewable energy production risk pp. 1-19

Martin Hain, Hans Schermeyer, Marliese Uhrig-Homburg and Wolf Fichtner

Identifying relationship lending in the interbank market: A network approach pp. 20-36

Teruyoshi Kobayashi and Taro Takaguchi

Interorganizational trust and agency costs in credit relationships between savings banks and SMEs pp. 37-50

Bernhard Hirsch, Christian Nitzl and Matthias Schoen

Unobservable systematic risk, economic activity and stock market pp. 51-69

Roberto A. De Santis

Equity SRI funds vacillate between ethics and money: An analysis of the funds’ stock holding decisions pp. 70-86

Robert Joliet and Yulia Titova

Rivals’ competitive activities, capital constraints, and firm growth pp. 87-108

Mikael C. Bergbrant, Delroy M. Hunter and Patrick Kelly

Nonconsolidated affiliates, bank capitalization, and risk taking pp. 109-129

Di Gong, Harry Huizinga and Luc Laeven

Macro-financial linkages and heterogeneous non-performing loans projections: An application to Ecuador pp. 130-141

Francesco Grigoli, Mario Mansilla and Martín Saldías

Total attention: The effect of macroeconomic news on market reaction to earnings news pp. 142-156

Linda H. Chen, George J. Jiang and Kevin X. Zhu

Bank opacity and financial crises pp. 157-176

Joachim Jungherr

International policy coordination for financial regime stability under cross-border externalities pp. 177-188

Sungmin Park and Young-Han Kim

The role of information: When is Directors’ and Officers’ insurance value-added? pp. 189-197

Shih-Chung Chang, Yayuan Ren and Jason Yeh

The joint dynamics of sovereign ratings and government bond yields pp. 198-218

Makram El-Shagi and Gregor von Schweinitz

An analysis of the Solvency II regulatory framework’s Smith-Wilson model for the term structure of risk-free interest rates pp. 219-237

Peter Jørgensen

Is the traditional banking model a survivor? pp. 238-256

Vincenzo Chiorazzo, Vincenzo D'Apice, Robert DeYoung and Pierluigi Morelli

Asset allocation strategies, data snooping, and the 1 / N rule pp. 257-269

Po-Hsuan Hsu, Qiheng Han, Wensheng Wu and Zhiguang Cao

Asset market responses to conventional and unconventional monetary policy shocks in the United States pp. 270-282

Edda Claus, Iris Claus and Leo Krippner

Time-series momentum in nearly 100 years of stock returns pp. 283-296

Bryan Y. Lim, Wang, Jiaguo (George) and Yaqiong Yao

Accounting quality in banking: The role of regulatory interventions pp. 297-317

Manthos Delis, Iftekhar Hasan, Maria Iosifidi and Lingxiang Li

What makes individual investors exercise early? Empirical evidence from non-tradable fixed-income products pp. 318-334

Mathias Eickholt, Oliver Entrop and Marco Wilkens

Zero leverage and the value in waiting to have debt pp. 335-349

Babak Lotfaliei

Volume 96, issue C, 2018

A reinforced urn process modeling of recovery rates and recovery times pp. 1-17

Dan Cheng and Pasquale Cirillo

Ponzi schemes and the financial sector: DMG and DRFE in Colombia pp. 18-33

Marc Hofstetter, Daniel Mejía, Jose Rosas and Miguel Urrutia

Corporate social responsibility, investor protection, and cost of equity: A cross-country comparison pp. 34-55

Wolfgang Breuer, Torbjörn Müller, David Rosenbach and Astrid Salzmann

Country transparency and the global transmission of financial shocks pp. 56-72

Luis Brandao-Marques, R. Gaston Gelos and Natalia Melgar

Public guarantees to SME borrowing. A RDD evaluation pp. 73-86

Guido de Blasio, Stefania De Mitri, Alessio D'Ignazio, Paolo Finaldi Russo and Lavinia Stoppani

Turnover threat and CEO risk-taking behavior in the banking industry pp. 87-105

Zhongdong Chen and Alireza Ebrahim

Price discovery in euro area sovereign credit markets and the ban on naked CDS pp. 106-125

Jacob Gyntelberg, Peter Hördahl, Kristyna Ters and Jörg Urban

A new risk factor based on equity duration pp. 126-135

Hannes Mohrschladt and Sven Nolte

Bond covenants and institutional blockholding pp. 136-152

Xinde Zhang and Simiao Zhou

Covariance forecasting in equity markets pp. 153-168

Efthymia Symitsi, Lazaros Symeonidis, Apostolos Kourtis and Raphael Markellos

Social stigma and executive compensation pp. 169-184

Jiri Novak and Pawel Bilinski

Smiling twice: The Heston++ model pp. 185-206

Claudio Pacati, Gabriele Pompa and Roberto Renò

Dissecting bidder security returns on payment methods pp. 207-220

Yuanzhi Li

Disciplinary directors: Evidence from the appointments of outside directors who have fired CEOs pp. 221-235

Jay Cai and Tu Nguyen

A clustering approach and a rule of thumb for risk aggregation pp. 236-248

F. Marta L. Di Lascio, Davide Giammusso and Giovanni Puccetti

Does carbon risk matter in firm dividend policy? Evidence from a quasi-natural experiment in an imputation environment pp. 249-267

Balasingham Balachandran and Justin Hung Nguyen

Deposit insurance, bank exit, and spillover effects pp. 268-276

Yang Ji, Wenlong Bian and Yiping Huang

Interest rate pass-through since the euro area crisis pp. 277-291

Sarah Holton and Rodriguez d’Acri, Costanza

The cross-section of expected stock returns in the property/liability insurance industry pp. 292-321

Semir Ben Ammar, Martin Eling and Andreas Milidonis

Banks’ equity stakes and lending: Evidence from a tax reform pp. 322-343

Bastian von Beschwitz and Daniel Foos

Financial development and the occurrence of banking crises pp. 344-354

Clément Mathonnat and Alexandru Minea

The Twitter myth revisited: Intraday investor sentiment, Twitter activity and individual-level stock return volatility pp. 355-367

Simon Behrendt and Alexander Schmidt

Curbing corporate debt bias: Do limitations to interest deductibility work? pp. 368-378

Ruud de Mooij and Shafik Hebous

Corporate transparency and reserve management: Evidence from US property-liability insurance companies pp. 379-392

Sangyong Han, Gene C. Lai and Chia-Ling Ho

Volume 95, issue C, 2018

Introduction—special issue on commodity and energy markets in the Journal of Banking and Finance pp. 1-4

Andrea Roncoroni, Marcel Prokopczuk and Ehud I. Ronn

Oil volatility risk and expected stock returns pp. 5-26

Peter Christoffersen and Pan, Xuhui (Nick)

The impact of commodity benchmarks on derivatives markets: The case of the dated Brent assessment and Brent futures pp. 27-43

Alex Frino, Gbenga Ibikunle, Vito Mollica and Tom Steffen

Risk factors and their associated risk premia: An empirical analysis of the crude oil market pp. 44-63

Martin Hain, Marliese Uhrig-Homburg and Nils Unger

Speculation, risk aversion, and risk premiums in the crude oil market pp. 64-81

Bingxin Li

Is food financialized? Yes, but only when liquidity is abundant pp. 82-96

Beyza Mina Ordu, Adil Oran and Ugur Soytas

Dynamic corporate risk management: Motivations and real implications pp. 97-111

Georges Dionne, Jean-Pierre Gueyie and Mohamed Mnasri

The balance sheet effects of oil market shocks: An industry level analysis pp. 112-127

Khalid ElFayoumi

Equilibrium commodity prices with irreversible investment and non-linear technologies pp. 128-147

Jaime Casassus, Pierre Collin-Dufresne and Bryan R. Routledge

Pricing of long-dated commodity derivatives: Do stochastic interest rates matter? pp. 148-166

Benjamin Cheng, Christina Nikitopoulos-Sklibosios and Erik Schlögl

Gas storage valuation under multifactor Lévy processes pp. 167-184

Mark Cummins, Greg Kiely and Bernard Murphy

From the Samuelson volatility effect to a Samuelson correlation effect: An analysis of crude oil calendar spread options pp. 185-202

Lorenz Schneider and Bertrand Tavin

A space-time random field model for electricity forward prices pp. 203-216

Fred Espen Benth and Florentina Paraschiv

Risk-optimized pooling of intermittent renewable energy sources pp. 217-230

Gerke Gersema and David Wozabal

Cross-commodity news transmission and volatility spillovers in the German energy markets pp. 231-243

Rikard Green, Karl Larsson, Veronika Lunina and Birger Nilsson

Optimal forward trading and battery control under renewable electricity generation pp. 244-254

Juri Hinz and Jeremy Yee