Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

From Elsevier
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Volume 84, issue C, 2017

Comparative statics and portfolio choices under the phantom decision model pp. 1-8

Hideki Iwaki and Yusuke Osaki

Are correlations constant? Empirical and theoretical results on popular correlation models in finance pp. 9-24

Zeno Adams, Roland Füss and Thorsten Glück

Intraday online investor sentiment and return patterns in the U.S. stock market pp. 25-40

Thomas Renault

The market price of risk of the variance term structure pp. 41-52

George Dotsis

Determinants of the crude oil futures curve: Inventory, consumption and volatility pp. 53-67

Christina Nikitopoulos-Sklibosios, Matthew Squires, Susan Thorp and Danny Yeung

Financial overconfidence over time: Foresight, hindsight, and insight of investors pp. 68-87

Christoph Merkle

Unemployment fluctuations and the predictability of currency returns pp. 88-106

Federico Calogero Nucera

Analysing the determinants of insolvency risk for general insurance firms in the UK pp. 107-122

Guglielmo Maria Caporale, Mario Cerrato and Xuan Zhang

It's all in the name: Mutual fund name changes after SEC Rule 35d-1 pp. 123-134

Susanne Espenlaub, Imtiaz ul Haq and Arif Khurshed

Do all new brooms sweep clean? Evidence for outside bank appointments pp. 135-151

Thomas Kick, Inge Nehring and Andrea Schertler

Government ownership and exposure to political uncertainty: Evidence from China pp. 152-165

Zhengyi Zhou

Risk-sharing, market imperfections, asset prices: Evidence from China’s stock market liberalization pp. 166-187

Marc Chan and Simon Sai Man Kwok

Out-of-sample equity premium predictability and sample split–invariant inference pp. 188-201

Gueorgui I. Kolev and Rasa Karapandza

Volume 83, issue C, 2017

Shadows in the Sun: Crash risk behind Earnings Transparency pp. 1-18

Shengmin Hung and Zheng Qiao

The q-factors and expected bond returns pp. 19-35

Benedikt Franke, Sebastian Müller and Sonja Müller

Liquidity creation through efficient M&As: A viable solution for vulnerable banking systems? Evidence from a stress test under a panel VAR methodology pp. 36-56

Konstantinos Baltas, George Kapetanios, Mike Tsionas and Marwan Izzeldin

Risky lending: Does bank corporate governance matter? pp. 57-69

Olubunmi Faleye and Karthik Krishnan

Gini-type measures of risk and variability: Gini shortfall, capital allocations, and heavy-tailed risks pp. 70-84

Edward Furman, Ruodu Wang and Ričardas Zitikis

Equity index variance: Evidence from flexible parametric jump–diffusion models pp. 85-103

Andreas Kaeck, Paulo Rodrigues and Norman J. Seeger

Does bank competition reduce cost of credit? Cross-country evidence from Europe pp. 104-120

Zuzana Fungáčová, Anastasiya Shamshur and Laurent Weill

House prices, consumption and the role of non-Mortgage debt pp. 121-134

Katya Kartashova and Ben Tomlin

The effect of the term auction facility on the London interbank offered rate pp. 135-152

James McAndrews, Asani Sarkar and Zhenyu Wang

Reprint of: The asymmetric effect of international swap lines on banks in emerging markets pp. 153-172

Alin Marius Andrieș, Andreas Fischer and Pınar Yeșin

The effect of TARP on the propagation of real estate shocks: Evidence from geographically diversified banks pp. 173-192

Karen Y. Jang

Reprint of: Thawing frozen capital markets and backdoor bailouts: Evidence from the Fed's liquidity programs pp. 193-220

Jean Helwege, Nicole M. Boyson and Jan Jindra

Reprint of: Stopping contagion with bailouts: Micro-evidence from Pennsylvania bank networks during the panic of 1884 pp. 221-231

Haelim Park Anderson and John Bluedorn

Reprint of: Central bank collateral frameworks pp. 232-248

Kjell Nyborg

Volume 82, issue C, 2017

Unfolded risk-return trade-offs and links to Macroeconomic Dynamics pp. 1-19

Xiaochun Liu

Do foreign banks take more risk? Evidence from emerging economies pp. 20-39

Minghua Chen, Ji Wu, Bang Jeon and Rui Wang

Resolution of financial distress under agency frictions pp. 40-58

Santiago Moreno-Bromberg and Quynh-Anh Vo

Announcing the announcement pp. 59-79

Romain Boulland and Olivier Dessaint

Cash holdings between public and private insurers ‒ a partial adjustment approach pp. 80-97

Xiaoying Xie, Yuling Wang, Guiqin Zhao and Weili Lu

The synchronization of credit cycles pp. 98-111

Barbara Meller and Norbert Metiu

Investor sentiment, flight-to-quality, and corporate bond comovement pp. 112-132

Sebastian Bethke, Monika Gehde-Trapp and Alexander Kempf

Starting on the wrong foot: Seasonality in mutual fund performance pp. 133-150

Stephen Brown, Juan Sotes-Paladino, Wang, Jiaguo(George) and Yaqiong Yao

Do locals know better? A comparison of the performance of local and foreign institutional investors pp. 151-164

Miguel Ferreira, Pedro Matos, João Pedro Pereira and Pedro Pires

The role of prepayment penalties in mortgage loans pp. 165-179

Andrea Beltratti, Matteo Benetton and Alessandro Gavazza

Optimal delta hedging for options pp. 180-190

John Hull and Alan White

The liquidity impact on firm values: The evidence of Taiwan's banking industry pp. 191-202

Ren-Raw Chen, Tung-Hsiao Yang and Shih-Kuo Yeh

Funding liquidity and bank risk taking pp. 203-216

Muhammad Saifuddin Khan, Harald Scheule and Eliza Wu

Real effects of bank capital regulations: Global evidence pp. 217-228

Yota Deli and Iftekhar Hasan

The impacts of Net Stable Funding Ratio requirement on Banks’ choices of debt maturity pp. 229-243

Xu Wei, Yaxian Gong and Ho-Mou Wu

Risk evaluations with robust approximate factor models pp. 244-264

Ray Chou, Tso-Jung Yen and Yu-Min Yen

Volume 81, issue C, 2017

Bank liquidity creation and real economic output pp. 1-19

Allen N. Berger and John Sedunov

Errata for the article “Pricing and static hedging of American-style options under the jump to default extended CEV model” pp. 20-23

João Pedro Vidal Nunes, João Pedro Ruas and José Carlos Dias

Inflation and the evolution of firm-level liquid assets pp. 24-35

Chadwick Curtis, Julio Garin and M. Saif Mehkari

Mapping heat in the U.S. financial system pp. 36-64

David Aikman, Michael Kiley, Seung Jung Lee, Michael G. Palumbo and Missaka Warusawitharana

Sovereign stress and SMEs’ access to finance: Evidence from the ECB's SAFE survey pp. 65-80

Annalisa Ferrando, Alexander Popov and Gregory F. Udell

The value-added role of industry specialist advisors in M&As pp. 81-104

Michael Graham, Terry Walter, Alfred Yawson and Huizhong Zhang

An approximate multi-period Vasicek credit risk model pp. 105-113

Rubén García-Céspedes and Manuel Moreno

Reading between the ratings: Modeling residual credit risk and yield overlap pp. 114-135

Charles Chang, Cheng-Der Fuh and Chu-Lan Michael Kao

Variance risk in commodity markets pp. 136-149

Marcel Prokopczuk, Lazaros Symeonidis and Chardin Wese Simen

Aggregate uncertainty and the supply of credit pp. 150-165

Fabian Valencia

Real options in finance pp. 166-171

Bart M. Lambrecht

The odd notion of “reversible investment” pp. 172-180

Graham Davis and Robert Cairns

Strategic technology adoption and hedging under incomplete markets pp. 181-199

Markus Leippold and Jacob Stromberg

Real options with ex-post division of the surplus pp. 200-206

Enrico Pennings

Leaders, followers, and equity risk premiums in booms and busts pp. 207-220

Makoto Goto, Katsumasa Nishide and Ryuta Takashima

Corporate liquidity and dividend policy under uncertainty pp. 221-235

Nicos Koussis, Spiros H. Martzoukos and Lenos Trigeorgis