Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

From Elsevier
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Volume 76, issue C, 2017

Asymmetric information and the death of ABS CDOs pp. 1-14

Daniel Beltran, Larry Cordell and Charles Thomas

Political connection of financial intermediaries: Evidence from China's IPO market pp. 15-31

Donghua Chen, Yuyan Guan, Tianyu Zhang and Gang Zhao

Bank opacity and the efficiency of stock prices pp. 32-47

Benjamin Blau, Tyler J. Brough and Todd Griffith

Actively managed mutual funds holding passive investments: What do ETF positions tell us about mutual fund ability? pp. 48-64

D. Eli Sherrill, Sara E. Shirley and Jeffrey R. Stark

Insider trading, stock return volatility, and the option market's pricing of the information content of insider trading pp. 65-73

Chin-Han Chiang, Sung Gon Chung and Henock Louis

Trust and stock price crash risk: Evidence from China pp. 74-91

Xiaorong Li, Steven Shuye Wang and Xue Wang

Thawing frozen capital markets and backdoor bailouts: Evidence from the Fed's liquidity programs pp. 92-119

Jean Helwege, Nicole M. Boyson and Jan Jindra

Option pricing under time-varying risk-aversion with applications to risk forecasting pp. 120-138

Rüdiger Kiesel and Florentin Rahe

Stopping contagion with bailouts: Micro-evidence from Pennsylvania bank networks during the panic of 1884 pp. 139-149

Haelim Park Anderson and John Bluedorn

Which market integration measure? pp. 150-174

Monica Billio, Michael Donadelli, Antonio Paradiso and Max Riedel

The power of the pen reconsidered: The media, CEO human capital, and corporate governance pp. 175-188

Baixiao Liu, John J. McConnell and Wei Xu

Do extreme returns matter in emerging markets? Evidence from the Chinese stock market pp. 189-197

Gilbert Nartea, Dongmin Kong and Ji Wu

Central bank collateral frameworks pp. 198-214

Kjell Nyborg

The composition of CMBS risk pp. 215-239

Andreas D. Christopoulos

Volume 75, issue C, 2017

Discrete-time option pricing with stochastic liquidity pp. 1-16

Markus Leippold and Steven Schärer

The joint cross-sectional variation of equity returns and volatilities pp. 17-34

Ana González-Urteaga and Gonzalo Rubio

Performance volatility, information availability, and disclosure reforms pp. 35-52

Renhui Fu, Fang Gao, Yong H. Kim and Buhui Qiu

Looking behind mortgage delinquencies pp. 53-63

Sauro Mocetti and Eliana Viviano

Index portfolio and welfare analysis under heterogeneous beliefs pp. 64-79

Xuezhong (Tony) He and Lei Shi

Hedge fund politics and portfolios pp. 80-97

Luke DeVault and Richard Sias

Slow diffusion of information and price momentum in stocks: Evidence from options markets pp. 98-108

Zhuo Chen and Andrea Lu

1-share orders and trades pp. 109-117

Ryan L. Davis, Brian S. Roseman, Bonnie F. Van Ness and Robert Van Ness

Information in CDS spreads pp. 118-135

Lars Norden

Idiosyncratic volatility: An indicator of noise trading? pp. 136-151

Tom Aabo, Christos Pantzalis and Jung Chul Park

Bank capital in the crisis: It's not just how much you have but who provides it pp. 152-166

Alexandre Garel and Arthur Petit-Romec

Semi-analytical valuation for discrete barrier options under time-dependent Lévy processes pp. 167-183

Guanghua Lian, Song-Ping Zhu, Robert J. Elliott and Zhenyu Cui

Bank productivity growth and convergence in the European Union during the financial crisis pp. 184-199

Marta Degl'Innocenti, Stavros Kourtzidis, Zeljko Sevic and Nickolaos G. Tzeremes

Corporate liquidity and dividend policy under uncertainty pp. 200-214

Nicos Koussis, Spiros H. Martzoukos and Lenos Trigeorgis

The asymmetric effect of international swap lines on banks in emerging markets pp. 215-234

Alin Marius Andrieș, Andreas Fischer and Pınar Yeșin

Competition in the credit rating Industry: Benefits for investors and issuers pp. 235-257

Stefan Morkoetter, Roman Stebler and Simone Westerfeld

Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method pp. 258-279

Walid Mensi, Shawkat Hammoudeh, Syed Jawad Hussain Shahzad and Muhammad Shahbaz

Corporate social responsibility and CEO confidence pp. 280-291

Scott McCarthy, Barry Oliver and Sizhe Song

The Liquidity Coverage Ratio and security prices pp. 292-311

Lucas Fuhrer, Benjamin Müller and Luzian Steiner

Volume 74, issue C, 2017

Information environment and earnings management of dual class firms around the world pp. 1-23

Ting Li and Nataliya Zaiats

The impact of the European sovereign debt crisis on banks stocks. Some evidence of shift contagion in Europe pp. 24-37

Jean-Pierre Allegret, Helene Raymond and Houda Rharrabti

One-sided performance measures under Gram-Charlier distributions pp. 38-50

Angel León and Manuel Moreno

Organizational structure, risk-based capital requirements, and the sales of downgraded bonds pp. 51-68

Erin P. Lu, Gene C. Lai and Qingzhong Ma

The international effect of managerial social capital on the cost of equity pp. 69-84

Stephen P. Ferris, David Javakhadze and Tijana Rajkovic

Do Delaware CEOs get fired? pp. 85-101

Murali Jagannathan and A.C. Pritchard

Accounting for banks, capital regulation and risk-taking pp. 102-121

Jing Li

Surprised or not surprised? The investors’ reaction to the comprehensive assessment preceding the launch of the banking union pp. 122-132

Marika Carboni, Franco Fiordelisi, Ornella Ricci and Francesco Saverio Stentella Lopes

Special purpose entities and bank loan contracting pp. 133-152

Jeong-Bon Kim, Byron Y. Song and Zheng Wang

Excess reserves, monetary policy and financial volatility pp. 153-168

Keyra Primus

Volume 73, issue C, 2016

Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns pp. 1-15

Jie Cao and Bing Han

The impact of non-interest income on bank risk in Australia pp. 16-37

Barry Williams

Investment risk allocation and the venture capital exit market: Evidence from early stage investing pp. 38-54

Susan Chaplinsky and Swasti Gupta-Mukherjee

Debit card and demand for cash pp. 55-66

Bounie David, Abel François and Patrick Waelbroeck

Credit derivatives as a commitment device: Evidence from the cost of corporate debt pp. 67-83

Gi H. Kim

Analyst coverage and corporate tax aggressiveness pp. 84-98

Arthur Allen, Bill B. Francis, Qiang Wu and Yijiang Zhao

Sovereign debt ratings and stock liquidity around the World pp. 99-112

Kuan-Hui Lee, Horacio Sapriza and Yangru Wu

Locus of control and savings pp. 113-130

Deborah Cobb-Clark, Sonja C. Kassenboehmer and Mathias G. Sinning

Family control and corporate social responsibility pp. 131-146

Sadok El Ghoul, Omrane Guedhami, He Wang and Chuck C.Y. Kwok

Stock return predictability and investor sentiment: A high-frequency perspective pp. 147-164

Licheng Sun, Mohammad Najand and Jiancheng Shen

The sensitivity of VPIN to the choice of trade classification algorithm pp. 165-181

Thomas Pöppe, Sebastian Moos and Dirk Schiereck

Investment-cash flow sensitivity and financial constraints: Evidence from unquoted European SMEs pp. 182-197

Klaas Mulier, Koen Schoors and Bruno Merlevede

The policy impact of new rules for loan participation on credit union returns pp. 198-210

Cullen Goenner

Trading book and credit risk: How fundamental is the Basel review? pp. 211-223

Jean-Paul Laurent, Michael Sestier and Stéphane Thomas