Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

From Elsevier
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Volume 49, issue C, 2014

Risk allocation under liquidity constraints pp. 1-9

Péter Csóka and P. Jean-Jacques Herings

Bank risk and national governance in Asia pp. 10-26

Barry Williams

Finding the core: Network structure in interbank markets pp. 27-40

in ’t Veld, Daan and Iman Lelyveld

Credit spread changes within switching regimes pp. 41-55

Olfa Maalaoui Chun, Georges Dionne and Pascal François

Institutions and the turn-of-the-year effect: Evidence from actual institutional trades pp. 56-68

Andrew Lynch, Andy Puckett and Yan, Xuemin (Sterling)

The q-theory explanation for the external financing effect: New evidence pp. 69-81

Yuan Huang, F.Y. Eric C. Lam and K.C. John Wei

The dynamics of hedge fund share restrictions pp. 82-99

Xin Hong

Credit rating dynamics and competition pp. 100-112

Stefan Hirth

Central bank liquidity provision and collateral quality pp. 113-130

Francois Koulischer and Daan Struyven

Mutual fund herding in response to hedge fund herding and the impacts on stock prices pp. 131-148

Yawen Jiao and Pengfei Ye

The poor are twice cursed: Wealth inequality and inefficient credit market pp. 149-159

Giuseppe Coco and Giuseppe Pignataro

Homeownership, informality and the transmission of monetary policy pp. 160-168

Ceyhun Elgin and Burak Uras

Financial fragility in the Great Moderation pp. 169-177

Dirk Bezemer and Maria Grydaki

What types of banks profit most from fees charged? A cross-country examination of bank-specific and country-level determinants pp. 178-190

David Tennant and Richard Sutherland

Time-varying expected momentum profits pp. 191-215

Dongcheol Kim, Tai-Yong Roh, Byoung-Kyu Min and Suk-Joon Byun

Unobserved systematic risk factor and default prediction pp. 216-227

Min Qi, Xiaofei Zhang and Xinlei Zhao

Informed trading before positive vs. negative earnings surprises pp. 228-241

Tae-Jun Park, Youngjoo Lee and Song, Kyojik “Roy”

Estimating the distribution of total default losses on the Spanish financial system pp. 242-261

Rubén García-Céspedes and Manuel Moreno

Options resilience during extreme volatility: Evidence from the market events of May 2010 pp. 262-274

Nusret Cakici, Gautam Goswami and Sinan Tan

News sentiment in the gold futures market pp. 275-286

Lee Smales

Stress testing interest rate risk exposure pp. 287-301

Azamat Abdymomunov and Jeffrey Gerlach

The impact of economic news on bond prices: Evidence from the MTS platform pp. 302-322

Paola Paiardini

Macroprudential and monetary policies: Implications for financial stability and welfare pp. 326-336

Margarita Rubio and José Carrasco-Gallego

House prices, capital inflows and macroprudential policy pp. 337-355

Caterina Mendicino and Maria Teresa Punzi

Does competition influence the bank lending channel in the euro area? pp. 356-366

Zuzana Fungáčová, Laura Solanko and Laurent Weill

The great entanglement: The contagious capacity of the international banking network just before the 2008 crisis pp. 367-385

Rodney Garratt, Lavan Mahadeva and Katsiaryna Svirydzenka

Ex-ante implications of sovereign default pp. 386-397

Samreen Malik

Semiparametric estimation of multi-asset portfolio tail risk pp. 398-408

Alexandra Dias

Reprint of: The impact of enterprise risk management on the marginal cost of reducing risk: Evidence from the insurance industry pp. 409-423

David L. Eckles, Robert E. Hoyt and Steve M. Miller

Sell-side analysts’ career concerns during banking stresses pp. 424-441

Ingmar Nolte, Sandra Nolte (Lechner) and Michalis Vasios

The influence of buy-side analysts on mutual fund trading pp. 442-458

Stefan Frey and Patrick Herbst

Forecasting US recessions: The role of sentiment pp. 459-468

Charlotte Christiansen, Jonas Nygaard Eriksen and Stig Vinther Møller

The determinants of international equity investment: Do they differ between institutional and noninstitutional investors? pp. 469-482

Vanda Roque and Maria Céu Cortez

A novel equity valuation and capital allocation model for use by long-term value-investors pp. 483-494

Myuran Rajaratnam, Bala Rajaratnam and Kanshukan Rajaratnam

Does bank market power affect SME financing constraints? pp. 495-505

Robert Ryan, O’Toole, Conor M. and Fergal McCann

Trademarking status and economic efficiency among commercial banks: Some evidence for the UK pp. 506-514

Meryem Duygun, Vania Sena and Mohamed Shaban

Correlated bank runs, interbank markets and reserve requirements pp. 515-533

Carlos Cañón and Paula Margaretic

CEO duality and firm performance: Evidence from an exogenous shock to the competitive environment pp. 534-552

Tina Yang and Shan Zhao

Integrating corporate ownership and pension fund structures: A general equilibrium approach pp. 553-569

M. Shahid Ebrahim, Ike Mathur and Rhys ap Gwilym

Volume 48, issue C, 2014

The role of correlation dynamics in sector allocation pp. 1-12

Elena Kalotychou, Sotiris K. Staikouras and Gang Zhao

The rise of UK Seasoned Equity Offerings (SEOs) fees during the financial crisis: The role of institutional shareholders and underwriters pp. 13-28

Mario Levis, Michele Meoli and Katrin Migliorati

A new set of improved Value-at-Risk backtests pp. 29-41

Daniel Ziggel, Tobias Berens, Gregor N.F. Weiß and Dominik Wied

The cost of capital and optimal financing policy in a dynamic setting pp. 42-56

Sigitas Karpavičius

Too close for comfort? Geographic propinquity to political power and stock returns pp. 57-78

Christos Pantzalis and Jung Chul Park

Exploiting commodity momentum along the futures curves pp. 79-93

Wilma de Groot, Dennis Karstanje and Weili Zhou

A sheep in wolf’s clothing: Can a central bank appear tougher than it is? pp. 94-103

Rob Nijskens

The interest rate pass-through in the Euro area during the global financial crisis pp. 104-119

Nikolay Hristov, Oliver Hülsewig and Timo Wollmershäuser

The effect of liquidity and solvency risk on the inclusion of bond covenants pp. 120-136

Douglas O. Cook, Xudong Fu and Tian Tang

Bank pay caps, bank risk, and macroprudential regulation pp. 139-151

John Thanassoulis

Information asymmetry around operational risk announcements pp. 152-179

Ahmed Barakat, Anna Chernobai and Mark Wahrenburg

Socially responsible funds and market crises pp. 180-193

John Nofsinger and Abhishek Varma

Does bank ownership affect lending behavior? Evidence from the Euro area pp. 194-209

Giovanni Ferri, Panu Kalmi and Eeva Kerola

Interest rate forecasts, state price densities and risk premium from Euribor options pp. 210-223

Vesela Ivanova and Josep Maria Puigvert Gutiérrez

Does global liquidity drive commodity prices? pp. 224-234

Joscha Beckmann, Ansgar Belke and Robert Czudaj

Openness and the finance-growth nexus pp. 235-247

Helmut Herwartz and Yabibal Walle

Discretionary ratings and the pricing of subprime mortgage-backed securities pp. 248-260

Stefano Lugo

Credit constraints and spillovers from foreign firms in China pp. 261-275

Natasha Agarwal, Chris Milner and Alejandro Riaño

State ownership, soft-budget constraints, and cash holdings: Evidence from China’s privatized firms pp. 276-291

William L. Megginson, Barkat Ullah and Zuobao Wei

Bank liquidity, stock market participation, and economic growth pp. 292-306

Elena Mattana and Ettore Panetti

How does deposit insurance affect bank risk? Evidence from the recent crisis pp. 312-321

Deniz Anginer, Asli Demirguc-Kunt and Min Zhu

Bank risk within and across equilibria pp. 322-333

Itai Agur

Can European bank bailouts work? pp. 334-349

Dirk Schoenmaker and Arjen Siegmann

Banking risk and macroeconomic fluctuations pp. 350-360

Yi Jin and Zhixiong Zeng

Rehypothecation dilemma: Impact of collateral rehypothecation on derivative prices under bilateral counterparty credit risk pp. 361-373

Yuji Sakurai and Yoshihiko Uchida

Corporate governance and the dynamics of capital structure: New evidence pp. 374-385

Ya-Kai Chang, Robin K. Chou and Tai-Hsin Huang

Do Japanese candlesticks help solve the trader’s dilemma? pp. 386-395

Benoit Detollenaere and Paolo Mazza

Funding advantage and market discipline in the Canadian banking sector pp. 396-410

Mehdi Beyhaghi, D’Souza, Chris and Gordon S. Roberts

Short-selling, margin-trading, and price efficiency: Evidence from the Chinese market pp. 411-424

Eric C. Chang, Yan Luo and Jinjuan Ren