Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

From Elsevier
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Volume 60, issue C, 2015

Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies pp. 1-20

Wolfgang Bessler and Dominik Wolff

Estimating changes in supervisory standards and their economic effects pp. 21-43

William F. Bassett, Seung Jung Lee and Thomas Popeck Spiller

Stock liquidity and managerial short-termism pp. 44-59

Yangyang Chen, S. Ghon Rhee, Madhu Veeraraghavan and Leon Zolotoy

Deleveraging and mortgage curtailment pp. 60-75

Meagan McCollum, Hong Lee and R. Kelley Pace

Political power, economic freedom and Congress: Effects on bank performance pp. 76-92

Daniel Gropper, John S. Jahera and Jung Chul Park

Financialization in commodity markets: A passing trend or the new normal? pp. 93-111

Zeno Adams and Thorsten Glück

Do social factors influence investment behavior and performance? Evidence from mutual fund holdings pp. 112-126

Arian Borgers, Jeroen Derwall, Kees Koedijk and Jenke ter Horst

Portfolio optimisation with jumps: Illustration with a pension accumulation scheme pp. 127-137

Olivier Le Courtois and Francesco Menoncin

Shareholder activism of public pension funds: The political facet pp. 138-152

Yong Wang and Connie X. Mao

On the efficiency of intra-industry information transfers: The dilution of the overreaction anomaly pp. 153-167

Dennis Y. Chung, Karel Hrazdil and Kim Trottier

Informed trading around earnings and mutual fund alphas pp. 168-180

Yu Cai and Sie Ting Lau

Short interest and stock price crash risk pp. 181-194

Jeffrey L. Callen and Xiaohua Fang

Managerial overconfidence and corporate risk management pp. 195-208

Tim R. Adam, Chitru S. Fernando and Evgenia Golubeva

Risk assessment based on the analysis of the impact of contagion flow pp. 209-223

Chanaka Edirisinghe, Aparna Gupta and Wendy Roth

The idiosyncratic volatility anomaly: Corporate investment or investor mispricing? pp. 224-238

Juliana Malagon, David Moreno and Rosa Rodríguez

Bank holding company performance, risk, and “busy” board of directors pp. 239-251

Elyas Elyasiani and Ling Zhang

Corporate social responsibility and social capital pp. 252-270

Anand Jha and James Cox

Contagion and banking crisis – International evidence for 2007–2009 pp. 271-283

Mardi Dungey and Dinesh Gajurel

Blurred stars: Mutual fund ratings in the shadow of conflicts of interest pp. 284-295

Yamin Zeng, Qingbo Yuan and Junsheng Zhang

As told by the supplier: Trade credit and the cross section of stock returns pp. 296-309

Shingo Goto, Gang Xiao and Yan Xu

Victory or repudiation? Predicting winners in civil wars using international financial markets pp. 310-319

Kris James Mitchener, Kim Oosterlinck, Marc D. Weidenmier and Stephen Haber

Volume 59, issue C, 2015

Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe pp. 1-13

Dominik Blatt, Bertrand Candelon and Hans Manner

Can implied volatility predict returns on the currency carry trade? pp. 14-26

Tom Egbers and Laurens Swinkels

Self-monitoring or reliance on media reporting: How do financial market participants process central bank news? pp. 27-37

Bernd Hayo and Matthias Neuenkirch

The role of the variance premium in Jump-GARCH option pricing models pp. 38-56

Suk Joon Byun, Byoung Hyun Jeon, Byungsun Min and Sun-Joong Yoon

Riding the swaption curve pp. 57-75

Johan Duyvesteyn and Gerben de Zwart

Inflation targeting: Is IT to blame for banking system instability? pp. 76-97

Dimas Fazio, Benjamin Tabak and Daniel Cajueiro

The effect of credit guarantees on credit availability and delinquency rates pp. 98-110

Kevin Cowan, Alejandro Drexler and Álvaro Yañez

Ex ante CEO severance pay and risk-taking in the financial services sector pp. 111-126

Kareen Brown, Ranjini Jha and Parunchana Pacharn

On luck versus skill when performance benchmarks are style-consistent pp. 127-145

Sam Agyei-Ampomah, Andrew Clare, Andrew Mason and Stephen Thomas

European financial market dependence: An industry analysis pp. 146-163

Söhnke Bartram and Yaw-Huei Wang

Dynamical macroprudential stress testing using network theory pp. 164-181

Sary Levy-Carciente, Dror Y. Kenett, Adam Avakian, H. Eugene Stanley and Shlomo Havlin

Valuation effects of corporate social responsibility pp. 182-192

Ali Fatemi, Iraj Fooladi and Hassan Tehranian

Pre-auction short positions and impacts on primary dealers’ bidding behavior in US Treasury auctions pp. 193-201

Leonard Tchuindjo

Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse pp. 202-219

Georges Dionne, Maria Pacurar and Xiaozhou Zhou

Mixing business with politics: Political participation by entrepreneurs in China pp. 220-235

Xunan Feng, Anders Johansson and Tianyu Zhang

Maintaining adequate bank capital: An empirical analysis of the supervision of European banks pp. 236-249

Mark J. Flannery and Emanuela Giacomini

Information environment and investor behavior pp. 250-264

Yen-Cheng Chang and Hung-Wen Cheng

Stock market dispersion, the business cycle and expected factor returns pp. 265-279

Timotheos Angelidis, Athanasios Sakkas and Nikolaos Tessaromatis

Financial leverage and export quality: Evidence from France pp. 280-296

Michele Bernini, Sarah Guillou and Flora Bellone

Country and industry concentration and the performance of international mutual funds pp. 297-310

Takato Hiraki, Ming Liu and Xue Wang

Explaining bank stock performance with crisis sentiment pp. 311-329

Felix Irresberger, Janina Mühlnickel and Gregor N.F. Weiß

High frequency trading and end-of-day price dislocation pp. 330-349

Michael Aitken, Douglas Cumming and Feng Zhan

What explains the value premium? The case of adjustment costs, operating leverage and financial leverage pp. 350-366

Viet Nga Cao

Earning the right premium on the right factor in portfolio planning pp. 367-383

Nicole Branger and Alexandra Hansis

Earnings performance of major customers and bank loan contracting with suppliers pp. 384-398

Jeong-Bon Kim, Byron Y. Song and Yue Zhang

What determines the exit decision for leveraged buyouts? pp. 399-408

Tim Jenkinson and Miguel Sousa

Corporate social responsibility and media coverage pp. 409-422

Steven F. Cahan, Chen Chen, Li Chen and Nhut H. Nguyen

Combining momentum with reversal in commodity futures pp. 423-444

Robert Bianchi, Michael Drew and John Hua Fan

Effects of prepayment regulations on termination of subprime mortgages pp. 445-456

Jevgenijs Steinbuks

The determinants of price discovery: Evidence from US-Canadian cross-listed shares pp. 457-468

Bart Frijns, Aaron Gilbert and Alireza Tourani-Rad

Determinants and shareholder wealth effects of the sales method in acquisitions pp. 469-485

Frederik Schlingemann and Hong Wu

The management of interest rate risk during the crisis: Evidence from Italian banks pp. 486-504

Lucia Esposito, Andrea Nobili and Tiziano Ropele

IPOs, growth, and the impact of relaxing listing requirements pp. 505-519

Hidenori Takahashi and Kazuo Yamada

Size, leverage, and risk-taking of financial institutions pp. 520-537

Sanjai Bhagat, Brian Bolton and Jun Lu

Corporate social responsibility and Eurozone corporate bonds: The moderating role of country sustainability pp. 538-549

Christoph Stellner, Christian Klein and Bernhard Zwergel