Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

From Elsevier
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Volume 45, issue C, 2014

Deciphering robust portfolios pp. 1-8

Woo Chang Kim, Jang Ho Kim and Frank Fabozzi

The limits of granularity adjustments pp. 9-25

Jean-David Fermanian

Learning and incentive: A study on analyst response to pension underfunding pp. 26-42

Xuanjuan Chen, Tong Yao, Tong Yu and Ting Zhang

Do regulatory changes affect the underpricing of European IPOs? pp. 43-58

Ali C. Akyol, Tommy Cooper, Michele Meoli and Silvio Vismara

A study on risk retention regulation in asset securitization process pp. 61-71

Guixia Guo and Ho-Mou Wu

Liquidity risk in stock returns: An event-study perspective pp. 72-83

Charles Cao and Lubomir Petrasek

Derivatives holdings and systemic risk in the U.S. banking sector pp. 84-104

Sergio Mayordomo, Maria Rodriguez-Moreno and Juan Ignacio Peña

Liquidity effects in corporate bond spreads pp. 105-116

Jean Helwege, Jingzhi Huang and Yuan Wang

Liquidity, leverage, and Lehman: A structural analysis of financial institutions in crisis pp. 117-139

Ren-Raw Chen, N.K. Chidambaran, Michael B. Imerman and Ben J. Sopranzetti

Liquidity provision and stock return predictability pp. 140-151

Terrence Hendershott and Mark S. Seasholes

Reprint of: Market liquidity in the financial crisis: The role of liquidity commonality and flight-to-quality pp. 152-170

Christoph G. Rösch and Christoph Kaserer

Systemic risk, governance and global financial stability pp. 175-181

Luci Ellis, Andy Haldane and Fariborz Moshirian

The financial cycle and macroeconomics: What have we learnt? pp. 182-198

Claudio Borio

Determinants of financial stress in emerging market economies pp. 199-224

Cyn-Young Park and Rogelio Mercado

Predicting distress in European banks pp. 225-241

Frank Betz, Silviu Oprică, Tuomas Peltonen and Peter Sarlin

Risky adjustments or adjustments to risks: Decomposing bank leverage pp. 242-254

Cathérine Tahmee Koch

Measuring systemic risk-adjusted liquidity (SRL)—A model approach pp. 270-287

Andreas Jobst

Mapping the UK interbank system pp. 288-303

Sam Langfield, Zijun Liu and Tomohiro Ota

Systematic liquidity and the funding liquidity hypothesis pp. 304-320

Xiaolin Qian, Lewis Tam and Bohui Zhang

Guarantees, transparency and the interdependency between sovereign and bank default risk pp. 321-337

Philipp König, Kartik Anand and Frank Heinemann

The spillover effects of unremunerated reserve requirements: Evidence from Thailand pp. 338-351

Chaiporn Vithessonthi and Jittima Tongurai

Volume 44, issue C, 2014

The risk of financial intermediaries pp. 1-12

Manthos Delis, Iftekhar Hasan and Mike Tsionas

The good and bad news about the new liquidity rules of Basel III in Western European countries pp. 13-25

Andreas Dietrich, Kurt Hess and Gabrielle Wanzenried

How does public information affect the frequency of trading in airline stocks? pp. 26-38

Sylwia Nowak and Heather Anderson

How do asset encumbrance and debt regulations affect bank capital and bond risk? pp. 39-54

Stig Helberg and Snorre Lindset

The impact of competition and information on intraday trading pp. 55-71

Katya Malinova and Andreas Park

Risk models-at-risk pp. 72-92

Christophe M. Boucher, Jon Danielsson, Patrick S. Kouontchou and Bertrand Maillet

Options-implied variance and future stock returns pp. 93-113

Hui Guo and Buhui Qiu

Macro-financial determinants of the great financial crisis: Implications for financial regulation pp. 114-129

Gerard Caprio, D’Apice, Vincenzo, Giovanni Ferri and Giovanni Puopolo

Analytical pricing of discrete arithmetic Asian options with mean reversion and jumps pp. 130-140

Shing Fung Chung and Hoi Ying Wong

Of religion and redemption: Evidence from default on Islamic loans pp. 141-159

Lieven Baele, Moazzam Farooq and Steven Ongena

Competition of socially responsible and conventional mutual funds and its impact on fund performance pp. 160-176

Francis In, Martin Kim, Raphael Jonghyeon Park, Sangbae Kim and Tong Suk Kim

Investment performance of “environmentally-friendly” firms and their initial public offers and seasoned equity offers pp. 177-188

Pak To Chan and Terry Walter

Subscribing to transparency pp. 189-206

Yinghua He, Ulf Nielsson, Hong Guo and Jiong Yang

Firm quality or market sentiment: What matters more for IPO investors? pp. 207-218

Suman Neupane, Krishna Paudyal and Chandra Thapa

Is the investment factor a proxy for time-varying investment opportunities? The US and international evidence pp. 219-232

Lin Huang and Zijun Wang

The determinants of U.S. banks’ international activities pp. 233-247

Judit Temesvary

The choice between informal and formal restructuring: The case of French banks facing distressed SMEs pp. 248-263

Régis Blazy, Jocelyn Martel and Nirjhar Nigam

Do small businesses still prefer community banks? pp. 264-278

Allen N. Berger, William Goulding and Tara Rice

Volume 43, issue C, 2014

Corporate social responsibility and stock price crash risk pp. 1-13

Yongtae Kim, Haidan Li and Siqi Li

A jackknife-type estimator for portfolio revision pp. 14-28

Roland Füss, Felix Miebs and Fabian Trübenbach

Do leveraged exchange-traded products deliver their stated multiples? pp. 29-47

Anthony Loviscek, Hongfei Tang and Xiaoqing Eleanor Xu

Does information sharing reduce the role of collateral as a screening device? pp. 48-57

Artashes Karapetyan and Bogdan Stacescu

Performance of international and global equity mutual funds: Do country momentum and sector momentum matter? pp. 58-77

Bernhard Breloer, Hendrik Scholz and Marco Wilkens

The effects of corporate bailout on firm performance: International evidence pp. 78-96

Zhan Jiang, Kenneth Kim and Hao Zhang

Foreign exchange exposure and multinationality pp. 97-113

Elaine Hutson and Elaine Laing

Large versus small foreign exchange interventions pp. 114-123

Rasmus Fatum and Yohei Yamamoto

The effect on competition of banking sector consolidation following the financial crisis of 2008 pp. 124-136

Carlos Pérez Montes

Quality of PIN estimates and the PIN-return relationship pp. 137-149

Yuxing Yan and Shaojun Zhang

Time-varying, heterogeneous risk aversion and dynamics of asset prices among boundedly rational agents pp. 150-159

Beum Jo Park

Discrete stochastic autoregressive volatility pp. 160-178

Adriana S. Cordis and Chris Kirby

The information content of option ratios pp. 179-187

Benjamin Blau, Nga Nguyen and Ryan Whitby

Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 pp. 188-199

Amelie Charles and Olivier Darné

Estimating and using GARCH models with VIX data for option valuation pp. 200-211

Juho Kanniainen, Binghuan Lin and Hanxue Yang

Performance evaluation of optimized portfolio insurance strategies pp. 212-225

Daniel Zieling, Antje Mahayni and Sven Balder

The sources of shareholder wealth gains from going private transactions: The role of controlling shareholders pp. 226-246

Sabri Boubaker, Alexis Cellier and Wael Rouatbi

The impact of enterprise risk management on the marginal cost of reducing risk: Evidence from the insurance industry pp. 247-261

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