Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 72, issue S, 2016

What drives cross-border M&As in commercial banking? pp. S6-S18

Mohamed Azzim Gulamhussen, Jean-François Hennart and Carlos Manuel Pinheiro

Economic consequences of deregulation: Evidence from the removal of voting cap in Indian banks pp. S19-S38

Chinmoy Ghosh, James Hilliard, Milena Petrova and B.V. Phani

How do banks make the trade-offs among risks? The role of corporate governance pp. S39-S69

Hsiao-Jung Chen and Kuan-Ting Lin

Trademarking activities and total factor productivity: Some evidence for British commercial banks using a metafrontier approach pp. S70-S80

Meryem Duygun, Vania Sena and Mohamed Shaban

The economic value of controlling for large losses in portfolio selection pp. S81-S91

Alexandra Dias

The determinants of failed takeovers in the banking sector: Deal or country characteristics? pp. S92-S103

Stefano Caiazza and Alberto Pozzolo

Momentum and downside risk pp. S104-S118

Byoung-Kyu Min and Tong Suk Kim

Chasing trends at the micro-level: The effect of technical trading on order book dynamics pp. S119-S131

Carl Chiarella and Daniel Ladley

Managers set the tone: Equity incentives and the tone of earnings press releases pp. S132-S147

Özgür Arslan-Ayaydin, Kris Boudt and James Thewissen

Bank integration and co-movements across housing markets pp. S148-S171

Stanimira Milcheva and Bing Zhu

Disagreement versus uncertainty: Evidence from distribution forecasts pp. S172-S186

Fabian Krüger and Ingmar Nolte

What is the impact of bankrupt and restructured loans on Japanese bank efficiency? pp. S187-S202

Emmanuel Mamatzakis, Roman Matousek and Anh Nguyet Vu

Active risk management and banking stability pp. S203-S215

Consuelo Silva Buston

Multivariate moments expansion density: Application of the dynamic equicorrelation model pp. S216-S232

Trino Ñíguez Grau and Javier Perote

Volume 72, issue C, 2016

Some defaults are deeper than others: Understanding long-term mortgage arrears pp. 15-27

Robert Kelly and Fergal McCann

Financial innovation: The bright and the dark sides pp. 28-51

Thorsten Beck, Tao Chen, Chen Lin and Frank M. Song

Taxing banks: An evaluation of the German bank levy pp. 52-66

Claudia Buch, Björn Hilberg and Lena Tonzer

Credit constraints and the international propagation of US financial shocks pp. 67-80

Norbert Metiu, Björn Hilberg and Michael Grill

Valuation uncertainty, market sentiment and the informativeness of institutional trades pp. 81-98

Yang, Lisa (Zongfei), Jeremy Goh and Chiraphol Chiyachantana

Credible reforms and stock return volatility: Evidence from privatization pp. 99-120

Jean-Claude Cosset, Hyacinthe Y. Somé and Pascale Valéry

Evaluating Value-at-Risk forecasts: A new set of multivariate backtests pp. 121-132

Dominik Wied, Gregor N.F. Weiß and Daniel Ziggel

Commodities momentum: A behavioral perspective pp. 133-150

Robert Bianchi, Michael Drew and John Hua Fan

Evaluating corporate bonds and analyzing claim holders’ decisions with complex debt structure pp. 151-174

Liang-Chih Liu, Tian-Shyr Dai and Chuan-Ju Wang

Ireland’s 2010 EU/IMF intervention: Costs and benefits pp. 175-183

Sjoerd van Bekkum

Customer concentration and corporate tax avoidance pp. 184-200

Henry He Huang, Gerald J. Lobo, Chong Wang and Hong Xie

Mortgage risks, debt literacy and financial advice pp. 201-217

Raun van Ooijen and Maarten van Rooij

Risk and risk management in the credit card industry pp. 218-239

Florentin Butaru, Qingqing Chen, Brian Clark, Sanmay Das, Andrew Lo and Akhtar Siddique

Cash flow news, discount rate news, and momentum pp. 240-254

Umut Celiker, Nuri Volkan Kayacetin, Raman Kumar and Gokhan Sonaer

Volume 71, issue C, 2016

Excess value and restructurings by diversified firms pp. 1-19

Gayané Hovakimian

The predictive performance of commodity futures risk factors pp. 20-36

Shamim Ahmed and Daniel Tsvetanov

Voluntary monthly earnings disclosures and analyst behavior pp. 37-49

Shou-Min Tsao, Hsueh-Tien Lu and Edmund C. Keung

Stock returns and future tense language in 10-K reports pp. 50-61

Rasa Karapandza

Reducing the impact of real estate foreclosures with Amortizing Participation Mortgages pp. 62-74

Rafal M. Wojakowski, M. Shahid Ebrahim and Mark B. Shackleton

Sensitivity to investor sentiment and stock performance of open market share repurchases pp. 75-94

Woan-lih Liang

Limited deposit insurance coverage and bank competition pp. 95-108

Oz Shy, Rune Stenbacka and Vladimir Yankov

Do traders strategically time their pledges during real-world Walrasian auctions? pp. 109-118

James Eaves, Jeffrey Williams and Gabriel Power

The pricing of different dimensions of liquidity: Evidence from government guaranteed bonds pp. 119-132

Jeffrey R. Black, Duane Stock and Pradeep K. Yadav

State ownership, cross-border acquisition, and risk-taking: Evidence from China’s banking industry pp. 133-153

Wenyu Zhu and Jiawen Yang

Product diversification and bank performance: Does ownership structure matter? pp. 154-167

Nadia Saghi-Zedek

US bank credit spreads during the financial crisis pp. 168-182

Peter Spencer

Derivatives usage, securitization, and the crash sensitivity of bank stocks pp. 183-205

Rouven Trapp and Gregor N.F. Weiß

Market makers’ optimal price-setting policy for exchange-traded certificates pp. 206-226

Stefanie Baller, Oliver Entrop, Michael McKenzie and Marco Wilkens

Bullish/bearish/neutral strategies under short sale restrictions pp. 227-239

Kwangil Bae, Jangkoo Kang and Soonhee Lee

Volume 70, issue C, 2016

Extreme risk modeling: An EVT–pair-copulas approach for financial stress tests pp. 1-22

Lyes Koliai

Characteristics-based portfolio choice with leverage constraints pp. 23-37

Manuel Ammann, Guillaume Coqueret and Jan-Philip Schade

CEO inside debt and corporate debt maturity structure pp. 38-54

Viet Dang and Hieu V. Phan

Predictability in bond returns using technical trading rules pp. 55-69

Andrei Shynkevich

Religiosity and the cost of debt pp. 70-85

Hanwen Chen, Henry He Huang, Gerald J. Lobo and Chong Wang

Qualified residential mortgages and default risk pp. 86-104

Ioannis Floros and Joshua White

Does institutional shareholder activism stimulate corporate information flow? pp. 105-117

Andrew K. Prevost, Udomsak Wongchoti and Ben Marshall

Systematic limited arbitrage and the cross-section of stock returns: Evidence from exchange traded funds pp. 118-136

Jared DeLisle, Brian C. McTier and Adam R. Smedema

Greed or good deeds: An examination of the relation between corporate social responsibility and the financial performance of U.S. commercial banks around the financial crisis pp. 137-159

Marcia Millon Cornett, Otgontsetseg Erhemjamts and Hassan Tehranian

Does director-level reputation matter? Evidence from bank loan contracting pp. 160-176

Zhijun Lin, Byron Y. Song and Zhimin Tian

Does Basel II affect the market valuation of discretionary loan loss provisions? pp. 177-192

Malika Hamadi, Andréas Heinen, Stefan Linder and Vlad-Andrei Porumb

Risk protection from risky collateral: Evidence from the euro bond market pp. 193-213

Stig Helberg and Snorre Lindset

Are there exploitable trends in commodity futures prices? pp. 214-234

Yufeng Han, Ting Hu and Jian Yang

Myopic loss aversion and stock investments: An empirical study of private investors pp. 235-246

Boram Lee and Yulia Veld-Merkoulova

The information role of advisors in mergers and acquisitions: Evidence from acquirers hiring targets’ ex-advisors pp. 247-264

Xin Chang, Chander Shekhar, Lewis Tam and Jiaquan Yao