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Journal of Banking & Finance

1977 - 2019

Current editor(s): Ike Mathur

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Volume 35, issue 12, 2011

Analyzing the impact of credit migration in a portfolio setting pp. 3145-3157 Downloads
Yaakov Tsaig, Amnon Levy and Yashan Wang
Macroeconomic risk and the cross-section of stock returns pp. 3158-3173 Downloads
Jangkoo Kang, Tong Suk Kim, Changjun Lee and Byoung-Kyu Min
Stock repurchases: How firms choose between a self tender offer and an open-market program pp. 3174-3187 Downloads
Jacob Oded
Optimizing international portfolios with options and forwards pp. 3188-3201 Downloads
Nikolas Topaloglou, Hercules Vladimirou and Stavros Zenios
The impact of taxation on bank profits: Evidence from EU banks pp. 3202-3212 Downloads
Vincenzo Chiorazzo and Carlo Milani
Which firms engage small, foreign, or state banks? And who goes Islamic? Evidence from Turkey pp. 3213-3224 Downloads
Steven Ongena and Ilkay Sendeniz-Yüncü
Financial asset demand is elastic: Evidence from new issues of Federal Home Loan Bank debt pp. 3225-3239 Downloads
Vladimir Atanasov and John Merrick
Term structure modelling with observable state variables pp. 3240-3252 Downloads
Cristian Huse
New evidence on oil price and firm returns pp. 3253-3262 Downloads
Paresh Narayan and Susan Sharma
Is size dead? A review of the size effect in equity returns pp. 3263-3274 Downloads
Mathijs van Dijk
How effective are rewards programs in promoting payment card usage? Empirical evidence pp. 3275-3291 Downloads
Carbó-Valverde, Santiago and José Liñares-Zegarra
The liquidity effect for open market operations pp. 3292-3299 Downloads
Seth Kopchak
The impact of management and board ownership on profitability in banks with different strategies pp. 3300-3318 Downloads
Hanna Westman
Volatility and covariation of financial assets: A high-frequency analysis pp. 3319-3334 Downloads
Álvaro Cartea and Dimitrios Karyampas
Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio pp. 3335-3350 Downloads
Chris Florackis, Andros Gregoriou and Alexandros Kostakis
Incorporating the dynamics of leverage into default prediction pp. 3351-3361 Downloads
Gunter Löffler and Alina Maurer
Conditional beta pricing models: A nonparametric approach pp. 3362-3382 Downloads
Eva Ferreira, Javier Gil-Bazo and Susan Orbe
Institutional trading and share returns pp. 3383-3399 Downloads
Frederick Foster, David Gallagher and Adrian Looi
Deposit insurance and subsidized recapitalizations pp. 3400-3416 Downloads
Alan D. Morrison and Lucy White
Monitoring via staging: Evidence from Private investments in public equity pp. 3417-3431 Downloads
Na Dai
On the acquisition of equity carve-outs pp. 3432-3449 Downloads
Chintal A. Desai, Mark S. Klock and Sattar A. Mansi

Volume 35, issue 11, 2011

The effect of macroeconomic news on stock returns: New evidence from newspaper coverage pp. 2791-2800 Downloads
Gene Birz and John R. Lott
Resolving the deposit dilemma: A new DEA bank efficiency model pp. 2801-2810 Downloads
Dmytro Holod and Herbert F. Lewis
Ability of accounting and audit quality variables to predict bank failure during the financial crisis pp. 2811-2819 Downloads
Justin Yiqiang Jin, Kiridaran Kanagaretnam and Gerald J. Lobo
Detecting the presence of insider trading via structural break tests pp. 2820-2828 Downloads
Jose Olmo, Keith Pilbeam and William Pouliot
Volatility transmission in emerging European foreign exchange markets pp. 2829-2841 Downloads
Vit Bubak, Evžen Kočenda and Filip Zikes
Comparison of modeling methods for Loss Given Default pp. 2842-2855 Downloads
Min Qi and Xinlei Zhao
Control-ownership wedge and investment sensitivity to stock price pp. 2856-2867 Downloads
Li Jiang, Jeong-Bon Kim and Lei Pang
Extreme returns: The case of currencies pp. 2868-2880 Downloads
Carol Osler and Tanseli Savaser
The persistence of bank profit pp. 2881-2890 Downloads
John Goddard, Hong Liu, Philip Molyneux and John Wilson
Habit-based asset pricing with limited participation consumption pp. 2891-2901 Downloads
Christian Bach and Stig V. Møller
Marriage and other risky assets: A portfolio approach pp. 2902-2915 Downloads
Graziella Bertocchi, Marianna Brunetti and Costanza Torricelli
Extreme dependence with asymmetric thresholds: Evidence for the European Monetary Union pp. 2916-2930 Downloads
Rodrigo Herrera and Stefan Eichler
Are small family firms financially sophisticated? pp. 2931-2944 Downloads
Alberta Di Giuli, Stefano Caselli and Stefano Gatti
Crash risk of the euro in the sovereign debt crisis of 2009-2010 pp. 2945-2955 Downloads
Cho-Hoi Hui and Tsz-Kin Chung
Cross hedging under multiplicative basis risk pp. 2956-2964 Downloads
Adam-Müller, Axel F.A. and Ingmar Nolte
Does FOMC news increase global FX trading? pp. 2965-2973 Downloads
Andreas Fischer and Angelo Ranaldo
Optimal asset allocation under linear loss aversion pp. 2974-2990 Downloads
Ines Fortin and Jaroslava Hlouskova
Alternative models for hedging yield curve risk: An empirical comparison pp. 2991-3000 Downloads
Nicola Carcano and Hakim Dall'O
Risk capital allocation for RORAC optimization pp. 3001-3009 Downloads
Arne Buch, Gregor Dorfleitner and Maximilian Wimmer
Exchange rate volatility across financial crises pp. 3010-3018 Downloads
Virginie Coudert, Cécile Couharde and Valérie Mignon
Housing, consumption and monetary policy: How different are the US and the euro area? pp. 3019-3041 Downloads
Alberto Musso, Stefano Neri and Livio Stracca
Participating mortgages and the efficiency of financial intermediation pp. 3042-3054 Downloads
M. Shahid Ebrahim, Mark Shackleton and Rafal Wojakowski
A cyclical model of exchange rate volatility pp. 3055-3064 Downloads
Richard Harris, Evarist Stoja and Fatih Yilmaz
The effects of loan portfolio concentration on Brazilian banks' return and risk pp. 3065-3076 Downloads
Benjamin Tabak, Dimas Fazio and Daniel Cajueiro
Informed momentum trading versus uninformed "naive" investors strategies pp. 3077-3089 Downloads
Anurag Banerjee and Chi-Hsiou Hung
International variations in expected equity premia: Role of financial architecture and governance pp. 3090-3100 Downloads
Raj Aggarwal and John Goodell
Good news, bad news and rating announcements: An empirical investigation pp. 3101-3119 Downloads
Koresh Galil and Gil Soffer
The order flow of discount certificates and issuer pricing behavior pp. 3120-3133 Downloads
Rainer Baule
Joint effect of financial fragility and macroeconomic shocks on bank loan losses: Evidence from Europe pp. 3134-3144 Downloads
Jarmo Pesola

Volume 35, issue 10, 2011

Intraday jumps and US macroeconomic news announcements pp. 2511-2527 Downloads
Kevin P. Evans
The impact of changes in bank ownership structure on the allocation of capital: International evidence pp. 2528-2543 Downloads
Alvaro G. Taboada
Perfect surcharging and the tourist test interchange fee pp. 2544-2546 Downloads
Hans Zenger
The return impact of realized and expected idiosyncratic volatility pp. 2547-2558 Downloads
David R. Peterson and Adam R. Smedema
The asymmetric behavior and procyclical impact of asset correlations pp. 2559-2568 Downloads
Shih-Cheng Lee, Chien-Ting Lin and Chih-Kai Yang
The pernicious effects of contaminated data in risk management pp. 2569-2583 Downloads
Laurent Frésard, Christophe Perignon and Anders Wilhelmsson
Macroeconomic fundamentals, price discovery, and volatility dynamics in emerging bond markets pp. 2584-2597 Downloads
Sylwia Nowak, Jochen Andritzky, Andreas Jobst and Natalia Tamirisa
Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels pp. 2598-2605 Downloads
Roy Cerqueti and Mauro Costantini
Should investors include commodities in their portfolios after all? New evidence pp. 2606-2626 Downloads
Charoula Daskalaki and George Skiadopoulos
Strategic incompatibility in ATM markets pp. 2627-2636 Downloads
Christopher Knittel and Victor Stango
Portfolio selection with mental accounts and delegation pp. 2637-2656 Downloads
Gordon Alexander and Alexandre Baptista
Asymmetric herding as a source of asymmetric return volatility pp. 2657-2665 Downloads
Beum Jo Park
Ownership structure, market discipline, and banks' risk-taking incentives under deposit insurance pp. 2666-2678 Downloads
Jens Forssbæck
Foreign banks in syndicated loan markets pp. 2679-2689 Downloads
Rainer Haselmann and Paul Wachtel
Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis pp. 2690-2703 Downloads
Mbodja Mougoué and Raj Aggarwal
Selling winners, holding losers: Effect on fund flows and survival of disposition-prone mutual funds pp. 2704-2718 Downloads
Vijay Singal and Zhaojin Xu
Disentangling demand and supply in credit developments: A survey-based analysis for Italy pp. 2719-2732 Downloads
Paolo Del Giovane, Ginette Eramo and Andrea Nobili
The impact of macroeconomic news on quote adjustments, noise, and informational volatility pp. 2733-2746 Downloads
Nikolaus Hautsch, Dieter Hess and David Veredas
Ownership structure and tax-friendly dividends pp. 2747-2760 Downloads
Darren Henry
Government, taxes and banking crises pp. 2761-2770 Downloads
Augusto Hasman, Ángel L. López and Margarita SamartIín
Do market capitalization and stocks traded converge? New global evidence pp. 2771-2781 Downloads
Paresh Narayan, Sagarika Mishra and Seema Narayan
Nominal and true cost of loan collateral pp. 2782-2790 Downloads
J.-P. Niinimäki

Volume 35, issue 9, 2011

Asymmetric information and price competition in small business lending pp. 2189-2196 Downloads
Ming-Hua Liu, Dimitris Margaritis and Alireza Tourani-Rad
The volatility of consumption-based stochastic discount factors and economic cycles pp. 2197-2216 Downloads
Belén Nieto and Gonzalo Rubio
Liquidity and asset pricing: Evidence from the Hong Kong stock market pp. 2217-2230 Downloads
Keith S.K. Lam and Lewis Tam
Bidders' strategic timing of acquisition announcements and the effects of payment method on target returns and competing bids pp. 2231-2244 Downloads
Sheng-Syan Chen, Robin K. Chou and Yun-Chi Lee
Momentum or contrarian investment strategies: Evidence from Dutch institutional investors pp. 2245-2251 Downloads
Leo de Haan and Jan Kakes
The 2008 short sale ban: Liquidity, dispersion of opinion, and the cross-section of returns of US financial stocks pp. 2252-2266 Downloads
Don M. Autore, Randall S. Billingsley and Tunde Kovacs
Multivariate option pricing with time varying volatility and correlations pp. 2267-2281 Downloads
Jeroen Rombouts and Lars Stentoft
Determinants of start-up firm external financing worldwide pp. 2282-2294 Downloads
John R. Nofsinger and Weicheng Wang
Foreign exchange risk pricing and equity market segmentation in Africa pp. 2295-2310 Downloads
Odongo Kodongo and Kalu Ojah
Sufficient conditions for expected utility to imply drawdown-based performance rankings pp. 2311-2318 Downloads
Frank Schuhmacher and Martin Eling
Optimal VWAP trading under noisy conditions pp. 2319-2329 Downloads
Mark Humphery-Jenner
Home country bias: Does domestic experience help investors enter foreign markets? pp. 2330-2340 Downloads
Margarida Abreu, Victor Mendes and Joao Santos
Bank M&A: A market power story? pp. 2341-2354 Downloads
Yassin Hankir, Christian Rauch and Marc Umber
Competition among stock exchanges for equity pp. 2355-2373 Downloads
Khaled Amira and Mark L. Muzere
Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX pp. 2374-2387 Downloads
Sawsan Hilal, Ser-Huang Poon and Jonathan Tawn
Does corporate social responsibility affect the cost of capital? pp. 2388-2406 Downloads
Sadok El Ghoul, Omrane Guedhami, Chuck C.Y. Kwok and Dev Mishra
Managerial ownership and the disposition effect pp. 2407-2417 Downloads
Richard Fu and Lei Wedge
Implications of bank ownership for the credit channel of monetary policy transmission: Evidence from India pp. 2418-2428 Downloads
Sumon Bhaumik, Vinh Dang and Ali Kutan
Lending behavior and real estate prices pp. 2429-2442 Downloads
Christian Hott
Short-sale constraints and price bubbles pp. 2443-2453 Downloads
Bryan Y. Lim
The information content of stock splits pp. 2454-2467 Downloads
Honghui Chen, Hoang Huy Nguyen and Vijay Singal
Convergent synergies in the global market for corporate control pp. 2468-2478 Downloads
Jeff Madura, Thanh Ngo and Ariel Viale
Is the evidence for PPP reliable? A sustainability examination of the stationarity of real exchange rates pp. 2479-2490 Downloads
Su Zhou and Ali Kutan
Interest on bank reserves and optimal sweeping pp. 2491-2497 Downloads
Donald Dutkowsky and David VanHoose
Have community banks reduced home foreclosure rates? pp. 2498-2509 Downloads
Kathy Fogel, Raja Kali and Tim Yeager

Volume 35, issue 8, 2011

Counter-cyclical substitution between trade credit and bank credit pp. 1859-1878 Downloads
Hui Huang, Xiaojun Shi and Shunming Zhang
Time series analysis for financial market meltdowns pp. 1879-1891 Downloads
Young Shin Kim, Svetlozar T. Rachev, Michele Leonardo Bianchi, Ivan Mitov and Frank Fabozzi
An investigation of customer order flow in the foreign exchange market pp. 1892-1906 Downloads
Mario Cerrato, Nicholas Sarantis and Alex Saunders
Insider trading law enforcement and gross spreads of ADR IPOs pp. 1907-1917 Downloads
Hsuan-Chi Chen and Hao, (Grace) Qing
Stockholding: Participation, location, and spillovers pp. 1918-1930 Downloads
Dimitris Christelis, Dimitris Georgarakos and Michael Haliassos
The cost of debt when all-equity firms raise sfinance: The role of investment opportunities, audit quality and debt maturity pp. 1931-1940 Downloads
Kam-Wah Lai
Measuring and explaining the volatility of capital flows to emerging countries pp. 1941-1953 Downloads
Carmen Broto, Javier Díaz-Cassou and Aitor Erce
Dependence structure and extreme comovements in international equity and bond markets pp. 1954-1970 Downloads
René Garcia and Georges Tsafack
Explaining the idiosyncratic volatility puzzle using Stochastic Discount Factors pp. 1971-1983 Downloads
Chabi-Yo, Fousseni
A reduced form model of default spreads with Markov-switching macroeconomic factors pp. 1984-2000 Downloads
Georges Dionne, Geneviève Gauthier, Khemais Hammami, Mathieu Maurice and Jean-Guy Simonato
Stock and option market divergence in the presence of noisy information pp. 2001-2020 Downloads
Carl R. Chen, J. David Diltz, Ying Huang and Peter P. Lung
Downside risk and the size of credit spreads pp. 2021-2036 Downloads
Gordon Gemmill and Aneel Keswani
A test of the different implications of the overconfidence and disposition hypotheses pp. 2037-2046 Downloads
Robin K. Chou and Yun-Yi Wang
Explaining bank market-to-book ratios: Evidence from 2006 to 2009 pp. 2047-2055 Downloads
Dan J. Jordan, Douglas Rice, Jacques Sanchez and Donald H. Wort
The comovement of option listed stocks pp. 2056-2069 Downloads
Sam Agyei-Ampomah and Khelifa Mazouz
Gold and the Dollar (and the Euro, Pound, and Yen) pp. 2070-2083 Downloads
Kuntara Pukthuanthong and Richard Roll
Labor unions, bargaining power and corporate bond yield spreads: Structural credit model perspectives pp. 2084-2098 Downloads
Tsung-Kang Chen, Yan-Shing Chen and Hsien-Hsing Liao
The effect of leverage on the cost of capital of US buyouts pp. 2099-2110 Downloads
Alexander Peter Groh and Oliver Gottschalg
Securitization and the balance sheet channel of monetary transmission pp. 2111-2122 Downloads
Uluc Aysun and Ralf Hepp
The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares pp. 2123-2136 Downloads
Charlie X. Cai, Paul B. McGuinness and Qi Zhang
A tale of values-driven and profit-seeking social investors pp. 2137-2147 Downloads
Jeroen Derwall, Kees Koedijk and Jenke Ter Horst
Consumption-based CAPM models: International evidence pp. 2148-2157 Downloads
Ali F. Darrat, Bin Li and Jung Chul Park
Analyst characteristics, timing of forecast revisions, and analyst forecasting ability pp. 2158-2168 Downloads
Yongtae Kim, Gerald J. Lobo and Minsup Song
How do lending relationships affect access to credit and loan conditions in microlending? pp. 2169-2178 Downloads
Patrick Behr, Annekathrin Entzian and Andre Güttler
Bank-specific shocks and the real economy pp. 2179-2187 Downloads
Claudia Buch and Katja Neugebauer

Volume 35, issue 7, 2011

Firm specific and macro herding by professional and amateur investors and their effects on market volatility pp. 1599-1609 Downloads
Itzhak Venezia, Amrut Nashikkar and Zur Shapira
Earned/contributed capital, dividend policy, and disclosure quality: An international study pp. 1610-1625 Downloads
Paul Brockman and Emre Unlu
Who is the more overconfident trader? Individual vs. institutional investors pp. 1626-1644 Downloads
Wen-I Chuang and Rauli Susmel
Strategic behavior within families of hedge funds pp. 1645-1662 Downloads
Olga Kolokolova
Financial intermediation in the theory of the risk-free rate pp. 1663-1668 Downloads
François Marini
Founder CEO management and the long-run investment performance of IPO firms pp. 1669-1682 Downloads
Ning Gao and Bharat A. Jain
Portfolio insurance and prospect theory investors: Popularity and optimal design of capital protected financial products pp. 1683-1697 Downloads
Hubert Dichtl and Wolfgang Drobetz
A closer look at financial development and income distribution pp. 1698-1713 Downloads
Céline Gimet and Thomas Lagoarde-Segot
Long memory in volatility and trading volume pp. 1714-1726 Downloads
Jeff Fleming and Chris Kirby
A comprehensive analysis of the effects of risk measures on bank efficiency: Evidence from emerging Asian countries pp. 1727-1735 Downloads
Lei Sun and Tzu-Pu Chang
Firm survival and financial development: Evidence from a panel of emerging Asian economies pp. 1736-1752 Downloads
Serafeim Tsoukas
Do financial markets care about SRI? Evidence from mergers and acquisitions pp. 1753-1761 Downloads
Nihat Aktas, Eric de Bodt and Jean-Gabriel Cousin
On the characteristics and performance of long-short, market-neutral and bear mutual funds pp. 1762-1776 Downloads
S.G. Badrinath and S. Gubellini
Nonlinearly weighted convex risk measure and its application pp. 1777-1793 Downloads
Zhiping Chen and Li Yang
The impact of corporate social responsibility on the cost of bank loans pp. 1794-1810 Downloads
Allen Goss and Gordon S. Roberts
Omega performance measure and portfolio insurance pp. 1811-1823 Downloads
Philippe Bertrand and Jean-Luc Prigent
Recovering copulas from limited information and an application to asset allocation pp. 1824-1842 Downloads
Ba Chu
Does debtor protection really protect debtors? Evidence from the small business credit market pp. 1843-1857 Downloads
Allen N. Berger, Geraldo Cerqueiro and María Penas

Volume 35, issue 6, 2011

A computational approach to pricing a bank credit line pp. 1341-1351 Downloads
Bryan Stanhouse, Al Schwarzkopf and Matt Ingram
Product market pricing power, industry concentration and analysts' earnings forecasts pp. 1352-1366 Downloads
Sudip Datta, Iskandar-Datta, Mai and Vivek Sharma
Creditor rights and debt allocation within multinationals pp. 1367-1379 Downloads
Basak Akbel and Monika Schnitzer
Capital requirements under the credit risk-based framework pp. 1380-1390 Downloads
Paula Antão and Ana Lacerda
Credit risk transfer activities and systemic risk: How banks became less risky individually but posed greater risks to the financial system at the same time pp. 1391-1398 Downloads
Rob Nijskens and Wolf Wagner
A Bayesian approach to detecting nonlinear risk exposures in hedge fund strategies pp. 1399-1414 Downloads
Dimitrios Giannikis and Ioannis D. Vrontos
Asset market linkages: Evidence from financial, commodity and real estate assets pp. 1415-1426 Downloads
Kam Fong Chan, Sirimon Treepongkaruna, Robert Brooks and Stephen Gray
Risk adjustment and momentum sources pp. 1427-1435 Downloads
Jun Wang and Yangru Wu
Bank size and risk-taking under Basel II pp. 1436-1449 Downloads
Hendrik Hakenes and Isabel Schnabel
When and how US dollar shortages evolved into the full crisis? Evidence from the cross-currency swap market pp. 1450-1463 Downloads
Naohiko Baba and Yuji Sakurai
Ownership, control, and pyramids in Spanish commercial banks pp. 1464-1476 Downloads
Valentín Azofra and Marcos Santamaría
Patterns in payout policy and payout channel choice pp. 1477-1490 Downloads
Luc Renneboog and Grzegorz Trojanowski
Corporate derivatives use and the cost of equity pp. 1491-1506 Downloads
Gerald D. Gay, Chen-Miao Lin and Stephen D. Smith
Managerial responses to incentives: Control of firm risk, derivative pricing implications, and outside wealth management pp. 1507-1518 Downloads
James E. Hodder and Jens Jackwerth
Price determinants of Aboriginal art, and its role as an alternative asset class pp. 1519-1529 Downloads
Dominic Taylor and Les Coleman
Volatility components, leverage effects, and the return-volatility relations pp. 1530-1540 Downloads
Junye Li
Do ESOPs enhance firm performance? Evidence from China's reform experiment pp. 1541-1551 Downloads
Rujing Meng, Xiangdong Ning, Xianming Zhou and Hongquan Zhu
Market discipline, financial crisis and regulatory changes: Evidence from Indonesian banks pp. 1552-1562 Downloads
Muliaman D. Hadad, Agusman Agusman, Gary S. Monroe, Dominic Gasbarro and James Kenton Zumwalt
Does more information in stock price lead to greater or smaller idiosyncratic return volatility? pp. 1563-1580 Downloads
Dong Wook Lee and Mark H. Liu
Comparing different explanations of the volatility trend pp. 1581-1597 Downloads
Amir Rubin and Daniel Smith

Volume 35, issue 5, 2011

A conditional asset-pricing model with the optimal orthogonal portfolio pp. 1027-1040 Downloads
Hossein Asgharian
The role of co-managers in reducing flotation costs: Evidence from seasoned equity offerings pp. 1041-1056 Downloads
Jin Q. Jeon and James A. Ligon
Does the "Bund" dominate price discovery in Euro bond futures? Examining information shares pp. 1057-1072 Downloads
Christoph Fricke and Lukas Menkhoff
Identification of speculative bubbles using state-space models with Markov-switching pp. 1073-1086 Downloads
Al-Anaswah, Nael and Bernd Wilfling
Market structure and the pass-through of the federal funds rate pp. 1087-1096 Downloads
Robert M. Adams and Dean F. Amel
Advantageous innovation and imitation in the underwriting market for corporate securities pp. 1097-1113 Downloads
Helios Herrera and Enrique Schroth
Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns pp. 1114-1127 Downloads
Paolo Emilio Mistrulli
Investigating sources of unanticipated exposure in industry stock returns pp. 1128-1142 Downloads
Don Bredin and Stuart Hyde
Understanding seasoned equity offerings of Chinese firms pp. 1143-1157 Downloads
Hong Bo, Zhongnan Huang and Changyun Wang
How accurate is the square-root-of-time rule in scaling tail risk: A global study pp. 1158-1169 Downloads
Jying-Nan Wang, Jin-Huei Yeh and Nick Ying-Pin Cheng
Can broker-dealer client surveys provide signals for debt investing? pp. 1170-1178 Downloads
Sandro C. Andrade and W. Brian Barrett
The diversification effects of volatility-related assets pp. 1179-1189 Downloads
Hsuan-Chi Chen, San-Lin Chung and Keng-Yu Ho
Non-parametric frontier estimates of mutual fund performance using C- and L-moments: Some specification tests pp. 1190-1201 Downloads
Kristiaan Kerstens, Amine Mounir and Ignace Van de Woestyne
Revisiting the expectations hypothesis of the term structure of interest rates pp. 1202-1212 Downloads
George Bulkley, Richard Harris and Vivekanand Nawosah
Omitted debt risk, financial distress and the cross-section of expected equity returns pp. 1213-1227 Downloads
Kevin Aretz and Mark Shackleton
Financial integration and emerging markets capital structure pp. 1228-1238 Downloads
Brian Lucey and QiYu Zhang
The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns pp. 1239-1249 Downloads
Shumi Akhtar, Robert Faff, Barry Oliver and Avanidhar Subrahmanyam
On the sources of private information in FX markets pp. 1250-1262 Downloads
Michael Moore and Richard Payne
Macroeconomic news, announcements, and stock market jump intensity dynamics pp. 1263-1276 Downloads
Jose Rangel
The rise of risk-based pricing of mortgage interest rates in Italy pp. 1277-1290 Downloads
Silvia Magri and Raffaella Pico
Inherited or earned? Performance of foreign banks in Central and Eastern Europe pp. 1291-1302 Downloads
Olena Havrylchyk and Emilia Jurzyk
Firms' debt-equity decisions when the static tradeoff theory and the pecking order theory disagree pp. 1303-1314 Downloads
Abe de Jong, Marno Verbeek and Patrick Verwijmeren
Efficiency and risk in European banking pp. 1315-1326 Downloads
Franco Fiordelisi, David Marques-Ibanez and Philip Molyneux
Ownership structure and risk in publicly held and privately owned banks pp. 1327-1340 Downloads
Thierno Barry, Laetitia Lepetit and Amine Tarazi

Volume 35, issue 4, 2011

The future of universal banking pp. 765-767 Downloads
Georgios Kouretas and Athanasios Papadopoulos
Rethinking the liquidity puzzle: Application of a new measure of the economic money stock pp. 768-774 Downloads
Logan Kelly, William Barnett and John Keating
The use of bank lines of credit in corporate liquidity management: A review of empirical evidence pp. 775-782 Downloads
Cem Demiroglu and Christopher James
Can pure play internet banking survive the credit crisis? pp. 783-793 Downloads
Ivo Arnold and Saskia de Vries-van Ewijk
Financial dollarization: The role of foreign-owned banks and interest rates pp. 794-806 Downloads
Henrique Basso, Calvo-Gonzalez, Oscar and Marius Jurgilas
Forecasting the fragility of the banking and insurance sectors pp. 807-818 Downloads
Kerstin Bernoth and Andreas Pick
Are foreign banks more profitable than domestic banks? Home- and host-country effects of banking market structure, governance, and supervision pp. 819-839 Downloads
Sheng-Hung Chen and Chien-Chang Liao
Interest rates and bank risk-taking pp. 840-855 Downloads
Manthos Delis and Georgios Kouretas
Do foreign banks increase competition? Evidence from emerging Asian and Latin American banking markets pp. 856-875 Downloads
Bang Jeon, Maria Olivero and Ji Wu
The term structure of banking crisis risk in the United States: A market data based compound option approach pp. 876-885 Downloads
Stefan Eichler, Alexander Karmann and Dominik Maltritz
Towards a more accurate measure of foreign bank entry and its impact on domestic banking performance: The case of China pp. 886-901 Downloads
Ying Xu
The impact of European bank mergers on bidder default risk pp. 902-915 Downloads
Francesco Vallascas and Jens Hagendorff
Cultural influences on home bias and international diversification by institutional investors pp. 916-934 Downloads
Christopher W. Anderson, Mark Fedenia, Mark Hirschey and Hilla Skiba
Information verifiability, bank organization, bank competition and bank-borrower relationships pp. 935-954 Downloads
Masaji Kano, Hirofumi Uchida, Gregory Udell and Wako Watanabe
A theory of optimal expropriation, mergers and industry competition pp. 955-965 Downloads
Neil Brisley, Arturo Bris and Christos Cabolis
The pricing and performance of leveraged exchange-traded funds pp. 966-977 Downloads
Narat Charupat and Peter Miu
Internal liquidity risk in corporate bond yield spreads pp. 978-987 Downloads
Tsung-Kang Chen, Hsien-Hsing Liao and Pei-Ling Tsai
An FFT-network for Lévy option pricing pp. 988-999 Downloads
Hoi Ying Wong and Peiqiu Guan
Foreign bank entry and firms' access to bank credit: Evidence from China pp. 1000-1010 Downloads
Huidan Lin
A factor analysis approach to measuring European loan and bond market integration pp. 1011-1025 Downloads
Rien J.L.M. Wagenvoort, André Ebner and Magdalena Morgese Borys

Volume 35, issue 3, 2011

Global financial crisis, international financial architecture and regulation pp. 499-501 Downloads
Fariborz Moshirian
The global financial crisis and the evolution of markets, institutions and regulation pp. 502-511 Downloads
Fariborz Moshirian
Shareholder governance, bondholder governance, and managerial risk-taking pp. 512-531 Downloads
Tao-Hsien Dolly King and Min-Ming Wen
Fire sale acquisitions: Myth vs. reality pp. 532-543 Downloads
James Ang and Nathan Mauck
Interbank market integration, loan rates, and firm leverage pp. 544-559 Downloads
Alexander Popov and Steven Ongena
Competition in banking and the lending channel: Evidence from bank-level data in Asia and Latin America pp. 560-571 Downloads
Maria Olivero, Yuan Li and Bang Jeon
International fund investment and local market returns pp. 572-587 Downloads
Yothin Jinjarak, Jon Wongswan and Huanhuan Zheng
What drives foreign expansion of the top 100 multinational banks? The role of the credit reporting system pp. 588-605 Downloads
Hsiangping Tsai, Yuanchen Chang and Pei-Hsin Hsiao
The information content of cash dividend announcements in a unique environment pp. 606-612 Downloads
Khamis Al-Yahyaee, Toan M. Pham and Terry Walter
Small business groups enhance performance and promote stability, not expropriation. Evidence from French SMEs pp. 613-626 Downloads
Anaïs Hamelin
Managing liquidity: Optimal degree of centralization pp. 627-638 Downloads
Sebastian Pokutta and Christian Schmaltz
Estimating exponential affine models with correlated measurement errors: Applications to fixed income and commodities pp. 639-652 Downloads
M.A.H. Dempster and Ke Tang
House prices, non-fundamental components and interstate spillovers: The Australian experience pp. 653-669 Downloads
Greg Costello, Patricia Fraser and Nicolaas Groenewold
The relationship between asset growth and the cross-section of stock returns pp. 670-680 Downloads
Philip Gray and Jessica Johnson
Contagion risk in the Australian banking and property sectors pp. 681-697 Downloads
Amelia Pais and Philip Stork
Pitfalls and remedies in testing the calibration quality of rating systems pp. 698-708 Downloads
Wolfgang Aussenegg, Florian Resch and Gerhard Winkler
Access to financing and firm growth pp. 709-723 Downloads
Mohammad M. Rahaman
Bank size, lending technologies, and small business finance pp. 724-735 Downloads
Allen N. Berger and Lamont K. Black
Does regulation substitute or complement governance? pp. 736-751 Downloads
David Becher and Melissa B. Frye
Simultaneous monetary policy announcements and international stock markets response: An intraday analysis pp. 752-764 Downloads
Syed Mujahid Hussain

Volume 35, issue 2, 2011

The impact of terrorism on financial markets: An empirical study pp. 253-267 Downloads
Marc Chesney, Ganna Reshetar and Mustafa Karaman
Arbitrage-free credit pricing using default probabilities and risk sensitivities pp. 268-281 Downloads
Andreas Blöchlinger
Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure pp. 282-289 Downloads
Christoph Memmel
On syndicate composition, corporate structure and the certification effect of credit ratings pp. 290-299 Downloads
Oliver Bosch and Sascha Steffen
Effect of collateral characteristics on bank performance: Evidence from collateralized stocks in Taiwan pp. 300-309 Downloads
Anlin Chen and Lanfeng Kao
The macroeconomic sources of systemic risk in the banking sectors of five new EU member states pp. 310-322 Downloads
Mejra Festic, Alenka Kavkler and Sebastijan Repina
Bank capital regulation and credit supply pp. 323-330 Downloads
Jung-Soon Hyun and Byung-Kun Rhee
Productivity and efficiency analysis of Shinkin banks: Evidence from bootstrap and Bayesian approaches pp. 331-342 Downloads
A. George Assaf, Carlos Barros and Roman Matousek
Price dispersion in OTC markets: A new measure of liquidity pp. 343-357 Downloads
Rainer Jankowitsch, Amrut Nashikkar and Marti G. Subrahmanyam
Hierarchical determinants of capital structure pp. 358-371 Downloads
Eduardo K. Kayo and Herbert Kimura
Investment intensity of currencies and the random walk hypothesis: Cross-currency evidence pp. 372-387 Downloads
Tuugi Chuluun, Cheol S. Eun and Rehim Kiliç
Does deposit insurance improve financial intermediation? Evidence from the Russian experiment pp. 388-402 Downloads
Lucy Chernykh and Rebel Cole
International diversification: A copula approach pp. 403-417 Downloads
Lorán Chollete, Victor de la Peña and Ching-Chih Lu
How do exchange rates co-move? A study on the currencies of five inflation-targeting countries pp. 418-429 Downloads
Xiao-Ming Li
Options, short-sale constraints and market efficiency: A new perspective pp. 430-442 Downloads
Blake Phillips
Exchange rate expectations and the pricing of Chinese cross-listed stocks pp. 443-455 Downloads
Stefan Eichler
Tax avoidance, cost of debt and shareholder activism: Evidence from Korea pp. 456-470 Downloads
Youngdeok Lim
Asymmetrical return on equity mean reversion and catering pp. 471-477 Downloads
An-Sing Chen and Shih-Chieh Lin
The high-frequency response of exchange rates to monetary policy actions and statements pp. 478-489 Downloads
Carlo Rosa
Information disclosure in credit markets when banks' costs are endogenous pp. 490-497 Downloads
Eric Van Tassel

Volume 35, issue 1, 2011

A framework for journal assessment: The case of the Journal of Banking & Finance pp. 1-6 Downloads
Kenneth A. Borokhovich, Allissa A. Lee and Betty Simkins
Finance journal rankings and tiers: An Active Scholar Assessment methodology pp. 7-20 Downloads
Russell R. Currie and Gurupdesh S. Pandher
Market discipline of banks: Why are yield spreads on bank-issued subordinated notes and debentures not sensitive to bank risks? pp. 21-35 Downloads
Bhanu Balasubramnian and Ken B. Cyree
Managerial entrenchment, equity payout and capital structure pp. 36-50 Downloads
Hao Wang
Specialists as risk managers: The competition between intermediated and non-intermediated markets pp. 51-66 Downloads
Wen Mao and Michael S. Pagano
Future labor income growth and the cross-section of equity returns pp. 67-81 Downloads
Dongcheol Kim, Tong Suk Kim and Byoung-Kyu Min
The term structure of CD rates and monetary policy transmission pp. 82-94 Downloads
Yasuo Nishiyama
Detecting time-variation in corporate bond index returns: A smooth transition regression model pp. 95-103 Downloads
Louisa Chen and Dietmar Maringer
Competition, interlisting and market structure in options trading pp. 104-117 Downloads
Nabil Khoury, Stylianos Perrakis and Marko Savor
Dominant institutional owners and firm value pp. 118-129 Downloads
Ruiz-Mallorquí, María Victoria and Santana-Martín, Domingo J.
Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? pp. 130-141 Downloads
Riadh Aloui, Mohamed Ben Aissa and Duc Khuong Nguyen
Dynamics of international integration of government securities' markets pp. 142-154 Downloads
Manmohan S. Kumar and Tatsuyoshi Okimoto
Global equity fund performance, portfolio concentration, and the fundamental law of active management pp. 155-165 Downloads
Joop Huij and Jeroen Derwall
Value and capacity of tax shields: An analysis of the slicing approach pp. 166-173 Downloads
Howard Qi
International evidence on bond risk premia pp. 174-181 Downloads
Rodrigo Sekkel
Asset-liability management under time-varying investment opportunities pp. 182-192 Downloads
Robert Ferstl and Alex Weissensteiner
Does ownership matter in mergers? A comparative study of the causes and consequences of mergers by family and non-family firms pp. 193-203 Downloads
Jungwook Shim and Hiroyuki Okamuro
Regime-switching analysis of ADR home market pass-through pp. 204-214 Downloads
Hui He and Jiawen Yang
Expected returns, risk premia, and volatility surfaces implicit in option market prices pp. 215-230 Downloads
António Câmara, Tim Krehbiel and Weiping Li
Fiscal policy and financial market movements pp. 231-251 Downloads
Athanasios Tagkalakis
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