Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

From Elsevier
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Volume 42, issue C, 2014

The MAX effect: European evidence pp. 1-10

Christian Walkshäusl

Human capital, household capital and asset returns pp. 11-22

Yu Ren, Yufei Yuan and Yang Zhang

Do target CEOs trade premiums for personal benefits? pp. 23-41

Buhui Qiu, Svetoslav Trapkov and Fadi Yakoub

Value of strategic alliances: Evidence from the bond market pp. 42-59

Ting-Kai Chou, Chin-Shyh Ou and Shu-Huan Tsai

Female leadership, performance, and governance in microfinance institutions pp. 60-75

Reidar Øystein Strøm, D’Espallier, Bert and Roy Mersland

Developed markets’ business cycle dynamics and time-variation in emerging markets’ asset returns pp. 76-82

Thomas Nitschka

Firm cash holdings and CEO inside debt pp. 83-100

Yixin Liu, David C. Mauer and Yilei Zhang

Contrarian flows, consumption and expected stock returns pp. 101-111

Yuzhao Zhang

Catalysts for price discovery in the European Union Emissions Trading System pp. 112-122

Emma Schultz and John Swieringa

The impact of derivatives hedging on the stock market: Evidence from Taiwan’s covered warrants market pp. 123-133

San-Lin Chung, Wen-Rang Liu and Wei-Che Tsai

The dynamics of spillover effects during the European sovereign debt turmoil pp. 134-153

Adrian Alter and Andreas Beyer

Unveiling the embedded coherence in divergent performance rankings pp. 154-165

Maria Teresa Bosch-Badia, Joan Montllor-Serrats and Maria-Antonia Tarrazon-Rodon

Investor sentiment and return predictability of disagreement pp. 166-178

Jun Sik Kim, Doojin Ryu and Sung Won Seo

Information asymmetries and spillover risk in settlement systems pp. 179-190

Elizabeth Foote

Integration of European bond markets pp. 191-198

Charlotte Christiansen

Leverage-induced systemic risk under Basle II and other credit risk policies pp. 199-212

Sebastian Poledna, Stefan Thurner, J. Farmer and John Geanakoplos

SEC enforcement in the PIPE market: Actions and consequences pp. 213-231

Ola Bengtsson, Na Dai and Clifford Henson

The financial crisis and bank–client relationships: Foreign ownership, transparency, and portfolio selection pp. 232-246

Anita Pennathur and Sharmila Vishwasrao

The behavioral foundations of corporate dividend policy a cross-country analysis pp. 247-265

Wolfgang Breuer, M. Oliver Rieger and K. Can Soypak

Should I stay or should I go? Bank productivity and internationalization decisions pp. 266-282

Claudia Buch, Cathérine T. Koch and Michael Koetter

Limited attention, share repurchases, and takeover risk pp. 283-301

Ji-Chai Lin, Clifford P. Stephens and YiLin Wu

Foreign exchange risk and the predictability of carry trade returns pp. 302-313

Gino Cenedese, Lucio Sarno and Ilias Tsiakas

Long-term U.S. infrastructure returns and portfolio selection pp. 314-325

Robert Bianchi, Graham Bornholt, Michael Drew and Michael F. Howard

Are unsolicited ratings biased? Evidence from long-run stock performance pp. 326-338

Soku Byoun, Jon A. Fulkerson, Seung Hun Han and Yoon S. Shin

Close form pricing formulas for Coupon Cancellable CoCos pp. 339-351

José Manuel Corcuera, Jan De Spiegeleer, José Fajardo, Henrik Jönsson, Wim Schoutens and Arturo Valdivia

A theory of mandatory convertibles pp. 352-370

Thomas Chemmanur, Debarshi Nandy, An Yan and Jie Jiao

Differentiated use of small business credit scoring by relationship lenders and transactional lenders: Evidence from firm–bank matched data in Japan pp. 371-380

Arito Ono, Ryo Hasumi and Hideaki Hirata

The economic consequences of regulatory changes in employee stock options on corporate bond holders: SFAS No.123R and structural credit model perspectives pp. 381-394

Tsung-Kang Chen, Hsien-Hsing Liao and Cheng-Ming Chi

Volume 41, issue C, 2014

Are founding families special blockholders? An investigation of controlling shareholder influence on firm performance pp. 1-16

Dusan Isakov and Jean-Philippe Weisskopf

Investor attention, index performance, and return predictability pp. 17-35

Nadia Vozlyublennaia

Does too much finance harm economic growth? pp. 36-44

Siong Hook Law and Nirvikar Singh

Banking deregulation, consolidation, and corporate cash holdings: U.S. evidence pp. 45-56

Bill Francis, Iftekhar Hasan and Haizhi Wang

Almost marginal conditional stochastic dominance pp. 57-66

Michel M. Denuit, Rachel J. Huang, Larry Y. Tzeng and Christine W. Wang

Bank–SMEs relationships and banks’ risk-adjusted profitability pp. 67-77

Antti Fredriksson and Andrea Moro

What factors drive systemic risk during international financial crises? pp. 78-96

Gregor N.F. Weiß, Denefa Bostandzic and Sascha Neumann

Board changes and CEO turnover: The unanticipated effects of the Sarbanes–Oxley Act pp. 97-108

Mustafa Dah, Melissa B. Frye and Matthew Hurst

Testing for a break in the persistence in yield spreads of EMU government bonds pp. 109-118

Philipp Sibbertsen, Christoph Wegener and Tobias Basse

How important is the credit channel? An empirical study of the US banking crisis pp. 119-134

Chunping Liu and A. Patrick Minford

Equilibrium credit: The reference point for macroprudential supervisors pp. 135-154

Daniel Buncic and Martin Melecký

Has market discipline on banks improved after the Dodd–Frank Act? pp. 155-166

Bhanu Balasubramnian and Ken B. Cyree

An analysis of price discovery from panel data models of CDS and equity returns pp. 167-177

Paresh Narayan, Susan Sunila Sharma and Kannan Thuraisamy

Competition, premature trading and excess volatility pp. 178-193

Pragyan Deb, Bonsoo Koo and Zijun Liu

Tax evasion, financial development and inflation: Theory and empirical evidence pp. 194-208

Manoel Bittencourt, Rangan Gupta and Lardo Stander

The impacts of Gramm–Leach–Bliley bank diversification on value and risk pp. 209-221

Darren Filson and Saman Olfati

Clustering of intraday order-sizes by uninformed versus informed traders pp. 222-235

Ryan Garvey and Fei Wu

Subprime cohorts and loan performance pp. 236-252

Geetesh Bhardwaj and Rajdeep Sengupta

Bank income smoothing, ownership concentration and the regulatory environment pp. 253-270

Vincent Bouvatier, Laetitia Lepetit and Frank Strobel

The determinants of CDS spreads pp. 271-282

Koresh Galil, Offer Moshe Shapir, Dan Amiram and Uri Ben-Zion

Managerial optimism and earnings smoothing pp. 283-303

Christa H.S. Bouwman

Volume 40, issue C, 2014

Modeling and predicting the CBOE market volatility index pp. 1-10

Marcelo Fernandes, Marcelo Medeiros and Marcel Scharth

Market power in CEE banking sectors and the impact of the global financial crisis pp. 11-27

Georgios Efthyvoulou and Canan Yildirim

The global financial crisis and integration in European retail banking pp. 28-41

Aarti Rughoo and Nicholas Sarantis

Corporate bond returns and the financial crisis pp. 42-53

David Aboody, John S. Hughes and N. Bugra Ozel

Ownership structure and performance: Evidence from the public float in IPOs pp. 54-61

Allen Michel, Jacob Oded and Israel Shaked

The Chrysler effect: The impact of government intervention on borrowing costs pp. 62-79

Deniz Anginer and A. Joseph Warburton

Large controlling shareholders and stock price synchronicity pp. 80-96

Sabri Boubaker, Hatem Mansali and Hatem Rjiba

Underwriter reputation and the quality of certification: Evidence from high-yield bonds pp. 97-115

Christian Andres, André Betzer and Peter Limbach

Ultimate recovery mixtures pp. 116-129

Edward Altman and Egon A. Kalotay

Dealing with cross-firm heterogeneity in bank efficiency estimates: Some evidence from Latin America pp. 130-142

John Goddard, Philip Molyneux and Jonathan Williams

Firm growth and efficiency in the banking industry: A new test of the efficient structure hypothesis pp. 143-153

Tetsushi Homma, Yoshiro Tsutsui and Hirofumi Uchida

Riskiness-minimizing spot-futures hedge ratio pp. 154-164

Yi-Ting Chen, Keng-Yu Ho and Larry Y. Tzeng

Systemic risk and bank consolidation: International evidence pp. 165-181

Gregor N.F. Weiß, Sascha Neumann and Denefa Bostandzic

Do ethics imply persistence? The case of Islamic and socially responsible funds pp. 182-194

Omneya Abdelsalam, Meryem Duygun, Juan Carlos Matallín-Sáez and Emili Tortosa-Ausina

Securitization, competition and monitoring pp. 195-210

Jung-Hyun Ahn and Régis Breton

Default prediction with dynamic sectoral and macroeconomic frailties pp. 211-226

Peimin Chen and Chunchi Wu

Corporate tax aggression and debt pp. 227-241

Shannon Lin, Naqiong Tong and Alan L. Tucker

The relationship between liquidity risk and credit risk in banks pp. 242-256

Bjorn Imbierowicz and Christian Rauch

Is recovery risk priced? pp. 257-270

Timo Schläfer and Marliese Uhrig-Homburg

Flexible dependence modeling of operational risk losses and its impact on total capital requirements pp. 271-285

Eike Brechmann, Claudia Czado and Sandra Paterlini

The rise and fall of technical trading rule success pp. 286-302

Nick Taylor

The importance of the volatility risk premium for volatility forecasting pp. 303-320

Marcel Prokopczuk and Chardin Wese Simen

The empirical similarity approach for volatility prediction pp. 321-329

Vasyl Golosnoy, Alain Hamid and Yarema Okhrin

Executive compensation structure and the motivations for seasoned equity offerings pp. 330-345

Eric R. Brisker, Don M. Autore, Gonul Colak and David R. Peterson

Are there common factors in individual commodity futures returns? pp. 346-363

Charoula Daskalaki, Alexandros Kostakis and George Skiadopoulos

Loss given default for leasing: Parametric and nonparametric estimations pp. 364-375

Thomas Hartmann-Wendels, Patrick Miller and Eugen Töws

Audit committees’ oversight of bank risk-taking pp. 376-387

Jerry Sun and Guoping Liu

Bank systemic risk and macroeconomic shocks: Canadian and U.S. evidence pp. 388-402

Christian Calmès and Raymond Théoret

An analysis of risk-taking behavior for public defined benefit pension plans pp. 403-419

Nancy Mohan and Ting Zhang

Mountain or molehill? Downward biases in the conglomerate discount measure pp. 420-431

Christin Rudolph and Bernhard Schwetzler

Are hazard models superior to traditional bankruptcy prediction approaches? A comprehensive test pp. 432-442

Julian Bauer and Vineet Agarwal

Cojumps in stock prices: Empirical evidence pp. 443-459

Dudley Gilder, Mark B. Shackleton and Stephen J. Taylor

The impact of CDS trading on the bond market: Evidence from Asia pp. 460-475

Ilhyock Shim and Haibin Zhu

Unexpected tails in risk measurement: Some international evidence pp. 476-493

Konstantinos Tolikas

Financial reporting quality, debt maturity and investment efficiency pp. 494-506

Mª Fuensanta Cutillas Gomariz and Juan Pedro Sánchez Ballesta

Does gold offer a better protection against losses in sovereign debt bonds than other metals? pp. 507-521

Sam Agyei-Ampomah, Dimitrios Gounopoulos and Khelifa Mazouz

Impact of the financial crisis on bank run risk – Danger of the days after pp. 522-533

Michael Goedde-Menke, Thomas Langer and Andreas Pfingsten