Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

From Elsevier
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Volume 55, issue C, 2015

Oil prices, US stock return, and the dependence between their quantiles pp. 1-8

Nicholas Sim and Hongtao Zhou

A simple asset pricing model with heterogeneous agents, uninsurable labor income and limited stock market participation pp. 9-22

Seryoong Ahn, Kyoung Jin Choi and Hyeng Keun Koo

Quote inefficiency in options markets pp. 23-36

Iñaki R. Longarela and Silvia Mayoral

The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks pp. 37-55

Henry Leung and Thai Ton

The Lintner model revisited: Dividends versus total payouts pp. 56-69

Christian Andres, Markus Doumet, Erik Fernau and Erik Theissen

Executive incentives and payout policy: Empirical evidence from Europe pp. 70-91

Amedeo De Cesari and Neslihan Ozkan

Protection or expropriation: Politically connected independent directors in China pp. 92-106

Lihong Wang

Determinants of risk sharing through remittances pp. 107-116

Faruk Balli and Faisal Rana

What daily data can tell us about mutual funds: Evidence from Norway pp. 117-129

Kristoffer Gallefoss, Helge Hoff Hansen, Eirik Solli Haukaas and Peter Molnár

Consumer payment choice: Merchant card acceptance versus pricing incentives pp. 130-141

Carlos Alberto Arango, Kim Huynh and Leonard Sabetti

Investment policy with time-to-build pp. 142-156

Sudipto Sarkar and Chuanqian Zhang

Economic links and credit spreads pp. 157-169

Ramazan Gencay, Daniele Signori, Yi Xue, Xiao Yu and Keyi Zhang

Can mutual funds pick stocks in China? Evidence from the IPO market pp. 170-186

Xunan Feng and Anders Johansson

On post-IPO stock price performance: A comparative analysis of RLBOs and IPOs pp. 187-203

Sudip Datta, Mark Gruskin and Mai Iskandar-Datta

Pitfalls and perils of financial innovation: The use of CDS by corporate bond funds pp. 204-214

Tim Adam and Andre Guettler

Credit spreads and state-dependent volatility: Theory and empirical evidence pp. 215-231

Stylianos Perrakis and Rui Zhong

Systemic risk of insurers around the globe pp. 232-245

Christopher Bierth, Felix Irresberger and Gregor N.F. Weiß

Institutional herding in international markets pp. 246-259

Nicole Choi and Hilla Skiba

Executive compensation and informed trading in acquiring firms around merger announcements pp. 260-280

Umut Ordu and Denis Schweizer

Risk management, nonlinearity and aggressiveness in monetary policy: The case of the US Fed pp. 281-294

Jean-Yves Gnabo and Diego Moccero

Size and value risk in financial firms pp. 295-326

Seungho Baek and John Bilson

The market valuation of share repurchases in Europe pp. 327-339

Dimitris Andriosopoulos and Meziane Lasfer

Drivers of cross-border banking exposures during the crisis pp. 340-357

Eugenio Cerutti

Excess control rights, financial crisis and bank profitability and risk pp. 361-379

Nadia Saghi-Zedek and Amine Tarazi

Loan collateral, corporate investment, and business cycle pp. 380-392

Varouj Aivazian, Xinhua Gu, Jiaping Qiu and Bihong Huang

International political risk and government bond pricing pp. 393-405

Tao Huang, Fei Wu, Jing Yu and Bohui Zhang

Does banks’ dual holding affect bank lending and firms’ investment decisions? Evidence from China pp. 406-424

Xiaofei Pan and Gary Gang Tian

Volume 54, issue C, 2015

Determinants of bank interest margins: Impact of maturity transformation pp. 1-19

Oliver Entrop, Christoph Memmel, Benedikt Ruprecht and Marco Wilkens

Banking crises and the lender of last resort: How crucial is the role of information? pp. 20-29

Hassan Naqvi

Does the value of cash holdings deteriorate or improve with material weaknesses in internal control over financial reporting? pp. 30-45

Pinghsun Huang, Jun Guo, Tongshu Ma and Yan Zhang

Did Regulation Fair Disclosure affect credit markets? pp. 46-59

Yutao Li, Anthony Saunders and Pei Shao

A parametric alternative to the Hill estimator for heavy-tailed distributions pp. 60-71

Joseph H.T. Kim and Joocheol Kim

(How) has the market become more efficient? pp. 72-86

Stephen Bertone, Imants Paeglis and Rahul Ravi

Which financial stocks did short sellers target in the subprime crisis? pp. 87-103

Iftekhar Hasan, Nadia Massoud, Anthony Saunders and Keke Song

The price of liquidity: CD rates charged by money market funds pp. 104-114

Matthew D. Whitledge and Drew B. Winters

CEO entrenchment and corporate liquidity management pp. 115-128

Elyas Elyasiani and Ling Zhang

Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates pp. 129-140

Karl Friedrich Siburg, Pavel Stoimenov and Gregor N.F. Weiß

The effects of employee stock option plans on operating performance in Chinese firms pp. 141-159

Hongyan Fang, John R. Nofsinger and Juan Quan

Teaching teenagers in finance: Does it work? pp. 160-174

Melanie Lührmann, Marta Serra-Garcia and Joachim Winter

Mixture pair-copula-constructions pp. 175-191

Gregor N.F. Weiß and Marcus Scheffer

Flight to liquidity and the Great Recession pp. 192-207

Sören Radde

An investigation of credit borrower concentration pp. 208-221

Pingui Rao, Heng Yue and Jigao Zhu

The resolution of failed banks during the crisis: Acquirer performance and FDIC guarantees, 2008–2013 pp. 222-238

Arnold Cowan and Valentina Salotti

A comparison of the information in the LIBOR and CMT term structures of interest rates pp. 239-253

Robert Brooks, Brandon N. Cline and Walter Enders

Monetary policy and stock prices – Cross-country evidence from cointegrated VAR models pp. 254-265

Ansgar Belke and Joscha Beckmann

Commonality in hedge fund returns: Driving factors and implications pp. 266-280

Matthieu Bussiere, Marie Hoerova and Benjamin Klaus

Volume 53, issue C, 2015

The certification value of private debt renegotiation and the design of financial contracts: Empirical evidence from Europe pp. 1-17

Christophe Godlewski

Commodity prices and BRIC and G3 liquidity: A SFAVEC approach pp. 18-33

Ronald Ratti and Joaquin Vespignani

Pricing currency derivatives under the benchmark approach pp. 34-48

Jan Baldeaux, Martino Grasselli and Eckhard Platen

Model uncertainty and systematic risk in US banking pp. 49-66

Lieven Baele, Valerie De Bruyckere, Olivier De Jonghe and Rudi Vander Vennet

Local IPOs, local delistings, and the firm location premium pp. 67-83

Giulia Baschieri, Andrea Carosi and Stefano Mengoli

In search of robust methods for dynamic panel data models in empirical corporate finance pp. 84-98

Viet Dang, Minjoo Kim and Yongcheol Shin

The role of interbank relationships and liquidity needs pp. 99-111

Ben R. Craig, Falko Fecht and Günseli Tümer-Alkan

Can regulators allow banks to set their own capital ratios? pp. 112-123

Lara Cathcart, Lina El-Jahel and Ravel Jabbour

The costs and benefits of short sale disclosure pp. 124-139

Truong X. Duong, Zsuzsa R. Huszár and Takeshi Yamada

Profitability of time series momentum pp. 140-157

Xuezhong (Tony) He and Kai Li

Detection of arbitrage in a market with multi-asset derivatives and known risk-neutral marginals pp. 158-178

Bertrand Tavin

Barrier style contracts under Lévy processes: An alternative approach pp. 179-187

José Fajardo

Earnings baths by CEOs during turnovers: empirical evidence from German savings banks pp. 188-201

Sven Bornemann, Thomas Kick, Andreas Pfingsten and Andrea Schertler

Board diversity and its effects on bank performance: An international analysis pp. 202-214

Emma García-Meca, Isabel-María García-Sánchez and Jennifer Martínez-Ferrero

Venture capital exits in domestic and cross-border investments pp. 215-232

Susanne Espenlaub, Arif Khurshed and Abdulkadir Mohamed

Has the financial system become safer after the crisis? The changing nature of financial institution risk pp. 233-248

Paul Calluzzo and Gang Nathan Dong

Credit rationing and relationship lending. Does firm size matter? pp. 249-265

Stefano Cenni, Stefano Monferrà, Valentina Salotti, Marco Sangiorgi and Giuseppe Torluccio

Basel III leverage ratio requirement and the probability of bank runs pp. 266-277

Jean Dermine