Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

From Elsevier
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Volume 58, issue C, 2015

Stock market volatility: Identifying major drivers and the nature of their impact pp. 1-14

Stefan Mittnik, Nikolay Robinzonov and Martin Spindler

Collateral smile pp. 15-28

Markus Leippold and Lujing Su

Keeping up with the Joneses and optimal diversification pp. 29-38

Moshe Levy and Haim Levy

Market structure and rating strategies in credit rating markets – A dynamic model with matching of heterogeneous bond issuers and rating agencies pp. 39-56

Thomas Fischer

Ambiguity aversion and stock market participation: An empirical analysis pp. 57-70

Constantinos Antoniou, Richard D.F. Harris and Ruogu Zhang

Endogenous crisis dating and contagion using smooth transition structural GARCH pp. 71-79

Mardi Dungey, George Milunovich, Susan Thorp and Minxian Yang

Financial conditions, macroeconomic factors and disaggregated bond excess returns pp. 80-94

Christoph Fricke and Lukas Menkhoff

Performance and determinants of the Merton structural model: Evidence from hedging coefficients pp. 95-111

Flavia Barsotti and Luca Del Viva

A structural model with Explicit Distress pp. 112-130

Ricardo Correia and Javier Población

Banking structure and industrial growth: Evidence from China pp. 131-143

Justin Lin, Xifang Sun and Harry X. Wu

Debt financing, venture capital, and the performance of initial public offerings pp. 144-165

Christopher B. Barry and Vassil Mihov

A new approach to assessing model risk in high dimensions pp. 166-178

Carole Bernard and Steven Vanduffel

Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates? pp. 179-193

George Bulkley, Richard D.F. Harris and Vivekanand Nawosah

Reward-risk momentum strategies using classical tempered stable distribution pp. 194-213

Jaehyung Choi, Young Shin Kim and Ivan Mitov

The LIX: A model-independent liquidity index pp. 214-231

F. Guillaume

Are European banks too big? Evidence on economies of scale pp. 232-246

Elena Beccalli, Mario Anolli and Giuliana Borello

Do joint ventures and strategic alliances create value for bondholders? pp. 247-267

Jun Chen, Tao-Hsien Dolly King and Min-Ming Wen

Decision making with Expected Shortfall and spectral risk measures: The problem of comparative risk aversion pp. 268-280

Mario Brandtner and Wolfgang Kürsten

Bond market event study methods pp. 281-293

Louis Ederington, Wei Guan and Yang, Lisa (Zongfei)

Carbon emissions and stock returns: Evidence from the EU Emissions Trading Scheme pp. 294-308

Andreas Oestreich and Ilias Tsiakas

The securitization of gold and its potential impact on gold stocks pp. 309-326

Yue Zhang

Fair value disclosure, liquidity risk and stock returns pp. 327-342

Oliviero Roggi and Alessandro Giannozzi

Pricing and static hedging of American-style knock-in options on defaultable stocks pp. 343-360

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

Trading strategies with implied forward credit default swap spreads pp. 361-375

Arturo Leccadito, Radu S. Tunaru and Giovanni Urga

Stock return synchronicity and the market response to analyst recommendation revisions pp. 376-389

Erik Devos, Wei Hao, Andrew K. Prevost and Udomsak Wongchoti

Trading breaks and asymmetric information: The option markets pp. 390-404

Guy Kaplanski and Haim Levy

Takeover vulnerability and the credibility of signaling: The case of open-market share repurchases pp. 405-417

Chia-Wei Huang

Shari’ah supervision, corporate governance and performance: Conventional vs. Islamic banks pp. 418-435

Sabur Mollah and Mahbub Zaman

Global diversification and IPO returns pp. 436-456

David C. Mauer, Song Wang, Xiao Wang and Yilei Zhang

Why does higher variability of trading activity predict lower expected returns? pp. 457-470

Alexander Barinov

Systemic risk and asymmetric responses in the financial industry pp. 471-485

Germán López-Espinosa, Antonio Moreno, Antonio Rubia and Laura Valderrama

Do negative and positive equity returns share the same volatility dynamics? pp. 486-505

Alessandro Palandri

Are Indian stock returns predictable? pp. 506-531

Paresh Kumar Narayan and Deepa Bannigidadmath

How firms use corporate bond markets under financial globalization pp. 532-551

Juan Carlos Gozzi, Ross Levine, Maria Martinez Peria and Sergio Schmukler

Volume 57, issue C, 2015

The dark side of cross-listing: A new perspective from China pp. 1-16

Walid Y. Busaba, Lin Guo, Zhenzhen Sun and Tong Yu

A quantification method for the collection effect on consumer term loans pp. 17-26

Ping He, Zhongsheng Hua and Zhixin Liu

Equity financing activities and European value-growth returns pp. 27-40

Christian Walkshäusl

Risk, illiquidity or marketability: What matters for the discounts on private equity placements? pp. 41-50

Linda H. Chen, Edward A. Dyl, George J. Jiang and Januj A. Juneja

The timing of mergers along the production chain, capital structure, and risk dynamics pp. 51-64

Monika Tarsalewska

What explains the dynamics of 100 anomalies? pp. 65-85

Heiko Jacobs

Hysteresis bands on returns, holding period and transaction costs pp. 86-100

Francisco Delgado, Bernard Dumas and Giovanni Puopolo

A new approach to measuring riskiness in the equity market: Implications for the risk premium pp. 101-117

Turan G. Bali, Nusret Cakici and Fousseni Chabi-Yo

Understanding the price of volatility risk in carry trades pp. 118-129

Shamim Ahmed and Giorgio Valente

Does bank competition alleviate credit constraints in developing countries? pp. 130-142

Florian Leon

Limits to arbitrage and the term structure of bond illiquidity premiums pp. 143-159

Philipp Schuster and Marliese Uhrig-Homburg

Volume 56, issue C, 2015

Bank dividends and signaling to information-sensitive depositors pp. 1-11

Cristiano Forti and Rafael F. Schiozer

Determinants of loan securitization in European banking pp. 12-27

Christian Farruggio and André Uhde

Time-varying international stock market interaction and the identification of volatility signals pp. 28-36

Till Strohsal and Enzo Weber

Optimal reinsurance and asset allocation under regime switching pp. 37-47

Bong-Gyu Jang and Kyeong Tae Kim

Product market competition and analyst forecasting activity: International evidence pp. 48-60

In-Mu Haw, Bingbing Hu and Jay Junghun Lee

Financial development convergence pp. 61-71

Berrak Bahadir and Neven Valev

An empirical evaluation of the performance of binary classifiers in the prediction of credit ratings changes pp. 72-85

Stewart Jones, David Johnstone and Roy Wilson

Financial indicators signaling correlation changes in sovereign bond markets pp. 86-102

Roberto De Santis and Michael Stein

Hedge fund return predictability; To combine forecasts or combine information? pp. 103-122

Ekaterini Panopoulou and Spyridon Vrontos

Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes pp. 123-139

Francine Gresnigt, Erik Kole and Philip Hans Franses