Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

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Volume 52, issue C, 2015

Do mutual funds herd in industries? pp. 1-16

Umut Celiker, Jaideep Chowdhury and Gokhan Sonaer

Why do options prices predict stock returns? Evidence from analyst tipping pp. 17-28

Tse-Chun Lin and Xiaolong Lu

Counterparty risk for CDS: Default clustering effects pp. 29-42

Lijun Bo and Agostino Capponi

Credit default swaps and the market for sovereign debt pp. 43-61

Iuliana Ismailescu and Blake Phillips

Is volatility clustering of asset returns asymmetric? pp. 62-76

Cathy Ning, Dinghai Xu and Tony S. Wirjanto

Uninsured deposits as a monitoring device: Their impact on bond yields of banks pp. 77-88

Emmanuel Alanis, Hamid Beladi and Margot Quijano

Variable selection and corporate bankruptcy forecasts pp. 89-100

Shaonan Tian, Yan Yu and Hui Guo

Unconventional monetary policy had large international effects pp. 101-111

Christopher Neely

Financial distress, outside directors and corporate tax aggressiveness spanning the global financial crisis: An empirical analysis pp. 112-129

Grant Richardson, Roman Lanis and Grantley Taylor

Dynamic technical and allocative efficiencies in European banking pp. 130-139

Mike Tsionas, A. George Assaf and Roman Matousek

Capital requirements for over-the-counter derivatives central counterparties pp. 140-155

Li Lin and Jay Surti

Bailout uncertainty in a microfounded general equilibrium model of the financial system pp. 160-179

Alex Cukierman and Yehuda Izhakian

Don’t Stand So Close to Me: The role of supervisory style in banking stability pp. 180-188

Alessandro Carretta, Vincenzo Farina, Franco Fiordelisi, Paola Schwizer and Francesco Saverio Stentella Lopes

Exclusion, competition, and regulation in the retail loan market pp. 189-198

Arie Melnik and Oz Shy

Shareholder value creation in Japanese banking pp. 199-207

Nemanja Radić

Bank performance and convergence during the financial crisis: Evidence from the ‘old’ European Union and Eurozone pp. 208-216

Roman Matousek, Aarti Rughoo, Nicholas Sarantis and A. George Assaf

The performance of US equity mutual funds pp. 217-229

Vassilios Babalos, Emmanuel Mamatzakis and Roman Matousek

Analyzing Federal Reserve asset purchases: From whom does the Fed buy? pp. 230-244

Seth Carpenter, Selva Demiralp, Jane Ihrig and Elizabeth Klee

The impact of monetary policy announcements on the stock price of large European banks during the financial crisis pp. 245-255

Ornella Ricci

Rate fears gauges and the dynamics of fixed income and equity volatilities pp. 256-265

Antonio Mele, Yoshiki Obayashi and Catherine Shalen

Institutional failure or market failure? pp. 266-280

Ike Mathur and Isaac Marcelin

Volume 51, issue C, 2015

The pricing of deposit insurance in the presence of systematic risk pp. 1-11

Shih-Cheng Lee, Chien-Ting Lin and Ming-Shann Tsai

Brothers from different mothers how distribution fees change investment behavior pp. 12-25

Marco Navone and Marco Pagani

Retail clientele and option returns pp. 26-42

Siu-Kai Choy

Bank funding stability, pricing strategies and the guidance of depositors pp. 43-61

Tobias Schlueter, Soenke Sievers and Thomas Hartmann-Wendels

The role of underwriter peer networks in IPOs pp. 62-78

Tuugi Chuluun

Investment-based financing constraints and debt renegotiation pp. 79-92

Takashi Shibata and Michi Nishihara

Capital adequacy tests and limited liability of financial institutions pp. 93-102

Pablo Koch-Medina, Santiago Moreno-Bromberg and Cosimo Munari

Costs and benefits of financial regulation: Short-selling bans and transaction taxes pp. 103-118

Terje Lensberg, Klaus Schenk-Hoppé and Daniel Ladley

Managing risk in multi-asset class, multimarket central counterparties: The CORE approach pp. 119-130

L.A.B.G. Vicente, F.V. Cerezetti, S.R. De Faria, T. Iwashita and O.R. Pereira

How corporate governance affect firm value? Evidence on a self-dealing channel from a natural experiment in Korea pp. 131-150

Bernard Black, Woochan Kim, Hasung Jang and Kyung-Suh Park

Volume 50, issue C, 2015

National culture and corporate cash holdings around the world pp. 1-18

Yangyang Chen, Paul Y. Dou, S. Ghon Rhee, Cameron Truong and Madhu Veeraraghavan

The role of life insurance in an emerging economy: Human capital protection, assets allocation and social interaction pp. 19-33

Xiaojun Shi, Hung-Jen Wang and Chunbing Xing

Identifying, valuing and hedging of embedded options in non-maturity deposits pp. 34-51

Andreas Blöchlinger

Multinational banks in the crisis: Foreign affiliate lending as a mirror of funding pressure and competition on the internal capital market pp. 52-68

Rainer Frey and Cornelia Kerl

Cross-border LBOs pp. 69-80

Jerry X. Cao, Douglas Cumming, Meijun Qian and Xiaoming Wang

Convergence of European retail payments pp. 81-91

Emmi Martikainen, Heiko Schmiedel and Tuomas Takalo

Measuring the liquidity part of volume pp. 92-105

Serge Darolles, Gaëlle Le Fol and Gulten Mero

The information content of option-implied information for volatility forecasting with investor sentiment pp. 106-120

Sung Won Seo and Jun Sik Kim

Credit spreads with dynamic debt pp. 121-140

Sanjiv Das and Seoyoung Kim

Does microfinance change informal lending in village economies? Evidence from Bangladesh pp. 141-156

Asad Islam, Chau Nguyen and Russell Smyth

On the use of options by mutual funds: Do they know what they are doing? pp. 157-168

Gjergji Cici and Luis-Felipe Palacios

Momentum is really short-term momentum pp. 169-182

Qiang Gong, Ming Liu and Qianqiu Liu

Liquidity, credit quality, and the relation between volatility and trading activity: Evidence from the corporate bond market pp. 183-203

Junbo Wang and Chunchi Wu

Wall of cash: The investment-cash flow sensitivity when capital becomes abundant pp. 204-213

Niclas Andrén and Håkan Jankensgård

Order-to-trade ratios and market liquidity pp. 214-223

Sylvain Friederich and Richard Payne

The prediction of fund failure through performance diagnostics pp. 224-241

Philippe Cogneau and Georges Hübner

Cross-border banking, bank market structures and market power: Theory and cross-country evidence pp. 242-259

Franziska Bremus

Dynamic interaction between markets for leasing and selling automobiles pp. 260-270

Athanasios Andrikopoulos and Raphael Markellos

Contagious synchronization and endogenous network formation in financial networks pp. 273-285

Christoph Aymanns and Co-Pierre Georg

Systemic banks and the lender of last resort pp. 286-297

Jorge Ponce and Marc Rennert

A theoretical model of bank lending: Does ownership matter in times of crisis? pp. 298-307

Michael Brei and Alfredo Schclarek

A macro-financial analysis of the euro area sovereign bond market pp. 308-325

Hans Dewachter, Leonardo Iania, Marco Lyrio and Maite de Sola Perea

Bank ownership and credit over the business cycle: Is lending by state banks less procyclical? pp. 326-339

Ata Bertay, Asli Demirguc-Kunt and Harry Huizinga

Assessing competition in the banking industry: A multi-product approach pp. 340-362

Klenio Barbosa, Bruno Rocha and Fernando Salazar

Financial literacy and the demand for financial advice pp. 363-380

Riccardo Calcagno and Chiara Monticone

How likely is contagion in financial networks? pp. 383-399

Paul Glasserman and H. Peyton Young

Modeling contagion in the Eurozone crisis via dynamical systems pp. 400-410

Giuseppe Castellacci and Youngna Choi

Industry characteristics and financial risk contagion pp. 411-427

Wan-Chien Chiu, Juan Ignacio Peña and Chih-Wei Wang

Reputation, risk-taking, and macroprudential policy pp. 428-439

David Aikman, Benjamin Nelson and Misa Tanaka

The impact of the EU/ECB/IMF bailout programs on the financial and real sectors of the ASE during the Greek sovereign crisis pp. 440-454

Kyriaki Kosmidou, Dimitrios Kousenidis and Christos I. Negakis

Bank regulation, risk and return: Evidence from the credit and sovereign debt crises pp. 455-474

Hafiz Hoque, Dimitris Andriosopoulos, Kostas Andriosopoulos and Raphael Douady

Monitoring the “invisible” hand of market discipline: Capital adequacy revisited pp. 475-492

Iftekhar Hasan, Akhtar Siddique and Xian Sun

Robustness of distance-to-default pp. 493-505

Cathrine Jessen and David Lando

The role of regulatory credibility in effective bank regulation pp. 506-513

Ephraim Clark and Octave Jokung

Liquidity risk and policy options pp. 514-527

Giuseppe Maddaloni

Privatization, financial development, property rights and growth pp. 528-546

Isaac Marcelin and Ike Mathur

The impact of institutional investors on mergers and acquisitions in the United Kingdom pp. 547-561

Dimitris Andriosopoulos and Shuai Yang

The importance of being systemically important financial institutions pp. 562-574

Paola Bongini, Laura Nieri and Matteo Pelagatti

Which are the SIFIs? A Component Expected Shortfall approach to systemic risk pp. 575-588

Denisa Banulescu-Radu and Elena Ivona Dumitrescu

Herding on fundamental information: A comparative study pp. 589-598

Emilios C. Galariotis, Wu Rong and Spyros I. Spyrou

Combining accounting data and a structural model for predicting credit ratings: Empirical evidence from European listed firms pp. 599-607

Michael Doumpos, Dimitrios Niklis, Constantin Zopounidis and Kostas Andriosopoulos

Generalized runs tests to detect randomness in hedge funds returns pp. 608-615

Rania Hentati-Kaffel and Philippe de Peretti

Convertibility restriction in China’s foreign exchange market and its impact on forward pricing pp. 616-631

Yi David Wang

Statistical evidence about LIBOR manipulation: A “Sherlock Holmes” investigation pp. 632-643

Julien Fouquau and Philippe K. Spieser