Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

From Elsevier
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Volume 69, issue S1, 2016

How capital regulation and other factors drive the role of shadow banking in funding short-term business credit pp. S10-S24

John Duca

Bank size, capital, and systemic risk: Some international evidence pp. S25-S34

Luc Laeven, Lev Ratnovski and Hui Tong

Assessing financial stability: The Capital and Loss Assessment under Stress Scenarios (CLASS) model pp. S35-S55

Beverly Hirtle, Anna Kovner, James Vickery and Meru Bhanot

Banks and capital requirements: Channels of adjustment pp. S56-S69

Benjamin Cohen and Michela Scatigna

Volume 69, issue C, 2016

National culture and the cost of debt pp. 1-19

Andy C. W. Chui, Chuck C.Y. Kwok and (Stephen) Zhou, Gaoguang

Structure and estimation of Lévy subordinated hierarchical Archimedean copulas (LSHAC): Theory and empirical tests pp. 20-36

Wenjun Zhu, Chou-Wen Wang and Ken Seng Tan

Local bank competition and small business lending after the onset of the financial crisis pp. 37-51

Jaakko Sääskilahti

Stock ownership guidelines for CEOs: Do they (not) meet expectations? pp. 52-71

Bradley W. Benson, Qin Lian and Qiming Wang

Jump and variance risk premia in the S&P 500 pp. 72-83

Maximilian Neumann, Marcel Prokopczuk and Chardin Wese Simen

Information stages in efficient markets pp. 84-94

Farid AitSahlia and Joon-Hui Yoon

Do corporate policies follow a life-cycle? pp. 95-107

Robert Faff, Wing Chun Kwok, Edward Podolski and George Wong

Multiperiod portfolio optimization with multiple risky assets and general transaction costs pp. 108-120

Xiaoling Mei, Victor DeMiguel and Francisco J. Nogales

Volume 68, issue C, 2016

Financial development and the effectiveness of monetary policy pp. 1-11

Yong Ma and Xingkai Lin

Why do traders choose dark markets? pp. 12-28

Ryan Garvey, Tao Huang and Fei Wu

Credit and liquidity in interbank rates: A quadratic approach pp. 29-46

Simon Dubecq, Alain Monfort, Jean-Paul Renne and Guillaume Roussellet

Out of sight, out of mind? On the risk of sub-custodian structures pp. 47-56

Thomas Droll, Natalia Podlich and Michael Wedow

Profit shifting and tax response of multinational banks pp. 57-68

Julia Merz and Michael Overesch

Voluntary disclosure of corporate venture capital investments pp. 69-83

Abdulkadir Mohamed and Armin Schwienbacher

Pricing effects when competitors arrive: The case of discount certificates in Germany pp. 84-99

Andrea Schertler

The impact of news articles and corporate disclosure on credit risk valuation pp. 100-116

Feng-Tse Tsai, Hsin-Min Lu and Mao-Wei Hung

Foster–Hart optimal portfolios pp. 117-130

Abhinav Anand, Tiantian Li, Tetsuo Kurosaki and Young Shin Kim

Earnings management, capital structure, and the role of institutional environments pp. 131-152

Zhe An, Donghui Li and Jin Yu

Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality? pp. 153-161

Zangina Isshaq and Robert Faff

An index-based measure of liquidity pp. 162-178

George Chacko, Sanjiv Das and Rong Fan

Financial constraints and international trade with endogenous mode of competition pp. 179-194

Antoine Bouët and Anne-Gaël Vaubourg

How does pricing affect investors’ product choice? Evidence from the market for discount certificates pp. 195-215

Oliver Entrop, Georg Fischer, Michael McKenzie, Marco Wilkens and Christoph Winkler

TARP and the long-term perception of risk pp. 216-235

Elias Semaan and Pamela Peterson Drake

Long-term industry reversals pp. 236-250

Yuliang Wu and Khelifa Mazouz

The social costs and benefits of too-big-to-fail banks: A “bounding” exercise pp. 251-265

John H. Boyd and Amanda Heitz

On stability of operational risk estimates by LDA: From causes to approaches pp. 266-278

Xiaoping Zhou, Antonina V. Durfee and Frank Fabozzi

Volume 67, issue C, 2016

Currency momentum, carry trade, and market illiquidity pp. 1-11

Vitaly Orlov

Early-stage entrepreneurial financing: A signaling perspective pp. 12-22

Jin-Hyuk Kim and Liad Wagman

Effect of the Basel Accord capital requirements on the loan-loss provisioning practices of Australian banks pp. 23-36

James R. Cummings and Kassim J. Durrani

Credit spread variability in the U.S. business cycle: The Great Moderation versus the Great Recession pp. 37-52

Hylton Hollander and Guangling Liu

Family control and loan collateral: Evidence from China pp. 53-68

Xiaofei Pan and Gary Gang Tian

The effect of social screening on bond mutual fund performance pp. 69-84

Hans-Martin Henke

Evaluating the robustness of UK term structure decompositions using linear regression methods pp. 85-102

Sheheryar Malik and Andrew Meldrum

What do asset prices have to say about risk appetite and uncertainty? pp. 103-118

Geert Bekaert and Marie Hoerova

Systematic multi-period stress scenarios with an application to CCP risk management pp. 119-134

Alan De Genaro

Estimating the risk-return trade-off with overlapping data inference pp. 135-145

Esben Hedegaard and Robert J. Hodrick

Volume 66, issue C, 2016

Financial distress and the Malaysian dual baking system: A dynamic slacks approach pp. 1-18

Peter Wanke, Md. Abul Kalam Azad and Carlos Barros

Pricing and hedging of derivatives in contagious markets pp. 19-34

Thomas Kokholm

The determinants of global bank lending: Evidence from bilateral cross-country data pp. 35-52

Uluc Aysun and Ralf Hepp

Seasonal Stochastic Volatility: Implications for the pricing of commodity options pp. 53-65

Juan Arismendi Zambrano, Janis Back, Marcel Prokopczuk, Raphael Paschke and Markus Rudolf

Multiple blockholders, power, and firm value pp. 66-78

Nilanjan Basu, Imants Paeglis and Mohammad Rahnamaei

The level effect of bank lending standards on business lending pp. 79-88

Koen van der Veer and Marco M. Hoeberichts

Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests pp. 89-101

Taufiq Choudhry, Fotios I. Papadimitriou and Sarosh Shabi

Does deposit insurance retard the development of non-bank financial markets? pp. 102-125

Mikael C. Bergbrant, Kaysia T. Campbell, Delroy M. Hunter and James E. Owers

Does the buck stop here? A comparison of withdrawals from money market mutual funds with floating and constant share prices pp. 126-142

Jonathan Witmer

Do banks actively manage their liquidity? pp. 143-161

Robert DeYoung and Karen Y. Jang