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Journal of Banking & Finance

1977 - 2018

Current editor(s): Ike Mathur

From Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

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Volume 72, issue S, 2016

What drives cross-border M&As in commercial banking? pp. S6-S18 Downloads
Mohamed Azzim Gulamhussen, Jean-Francois Hennart and Carlos Manuel Pinheiro
Economic consequences of deregulation: Evidence from the removal of voting cap in Indian banks pp. S19-S38 Downloads
Chinmoy Ghosh, James Hilliard, Milena Petrova and B.V. Phani
How do banks make the trade-offs among risks? The role of corporate governance pp. S39-S69 Downloads
Hsiao-Jung Chen and Kuan-Ting Lin
Trademarking activities and total factor productivity: Some evidence for British commercial banks using a metafrontier approach pp. S70-S80 Downloads
Meryem Duygun, Vania Sena and Mohamed Shaban
The economic value of controlling for large losses in portfolio selection pp. S81-S91 Downloads
Alexandra Dias
The determinants of failed takeovers in the banking sector: Deal or country characteristics? pp. S92-S103 Downloads
Stefano Caiazza and Alberto Pozzolo
Momentum and downside risk pp. S104-S118 Downloads
Byoung-Kyu Min and Tong Suk Kim
Chasing trends at the micro-level: The effect of technical trading on order book dynamics pp. S119-S131 Downloads
Carl Chiarella and Daniel Ladley
Managers set the tone: Equity incentives and the tone of earnings press releases pp. S132-S147 Downloads
Özgür Arslan-Ayaydin, Kris Boudt and James Thewissen
Bank integration and co-movements across housing markets pp. S148-S171 Downloads
Stanimira Milcheva and Bing Zhu
Disagreement versus uncertainty: Evidence from distribution forecasts pp. S172-S186 Downloads
Fabian Krüger and Ingmar Nolte
What is the impact of bankrupt and restructured loans on Japanese bank efficiency? pp. S187-S202 Downloads
Emmanuel Mamatzakis, Roman Matousek and Anh Nguyet Vu
Active risk management and banking stability pp. S203-S215 Downloads
Consuelo Silva Buston
Multivariate moments expansion density: Application of the dynamic equicorrelation model pp. S216-S232 Downloads
Trino Ñíguez Grau and Javier Perote

Volume 72, issue C, 2016

Some defaults are deeper than others: Understanding long-term mortgage arrears pp. 15-27 Downloads
Robert Kelly and Fergal McCann
Financial innovation: The bright and the dark sides pp. 28-51 Downloads
Thorsten Beck, Tao Chen, Chen Lin and Frank M. Song
Taxing banks: An evaluation of the German bank levy pp. 52-66 Downloads
Claudia Buch, Björn Hilberg and Lena Tonzer
Credit constraints and the international propagation of US financial shocks pp. 67-80 Downloads
Norbert Metiu, Björn Hilberg and Michael Grill
Valuation uncertainty, market sentiment and the informativeness of institutional trades pp. 81-98 Downloads
Yang, Lisa (Zongfei), Jeremy Goh and Chiraphol Chiyachantana
Credible reforms and stock return volatility: Evidence from privatization pp. 99-120 Downloads
Jean-Claude Cosset, Hyacinthe Y. Somé and Pascale Valéry
Evaluating Value-at-Risk forecasts: A new set of multivariate backtests pp. 121-132 Downloads
Dominik Wied, Gregor N.F. Weiß and Daniel Ziggel
Commodities momentum: A behavioral perspective pp. 133-150 Downloads
Robert Bianchi, Michael Drew and John Hua Fan
Evaluating corporate bonds and analyzing claim holders’ decisions with complex debt structure pp. 151-174 Downloads
Liang-Chih Liu, Tian-Shyr Dai and Chuan-Ju Wang
Ireland’s 2010 EU/IMF intervention: Costs and benefits pp. 175-183 Downloads
Sjoerd van Bekkum
Customer concentration and corporate tax avoidance pp. 184-200 Downloads
Henry He Huang, Gerald J. Lobo, Chong Wang and Hong Xie
Mortgage risks, debt literacy and financial advice pp. 201-217 Downloads
Raun van Ooijen and Maarten van Rooij
Risk and risk management in the credit card industry pp. 218-239 Downloads
Florentin Butaru, Qingqing Chen, Brian Clark, Sanmay Das, Andrew W. Lo and Akhtar Siddique
Cash flow news, discount rate news, and momentum pp. 240-254 Downloads
Umut Celiker, Nuri Volkan Kayacetin, Raman Kumar and Gokhan Sonaer

Volume 71, issue C, 2016

Excess value and restructurings by diversified firms pp. 1-19 Downloads
Gayané Hovakimian
The predictive performance of commodity futures risk factors pp. 20-36 Downloads
Shamim Ahmed and Daniel Tsvetanov
Voluntary monthly earnings disclosures and analyst behavior pp. 37-49 Downloads
Shou-Min Tsao, Hsueh-Tien Lu and Edmund C. Keung
Stock returns and future tense language in 10-K reports pp. 50-61 Downloads
Rasa Karapandza
Reducing the impact of real estate foreclosures with Amortizing Participation Mortgages pp. 62-74 Downloads
Rafal M. Wojakowski, M. Shahid Ebrahim and Mark Shackleton
Sensitivity to investor sentiment and stock performance of open market share repurchases pp. 75-94 Downloads
Woan-lih Liang
Limited deposit insurance coverage and bank competition pp. 95-108 Downloads
Oz Shy, Rune Stenbacka and Vladimir Yankov
Do traders strategically time their pledges during real-world Walrasian auctions? pp. 109-118 Downloads
James Eaves, Jeffrey Williams and Gabriel Power
The pricing of different dimensions of liquidity: Evidence from government guaranteed bonds pp. 119-132 Downloads
Jeffrey R. Black, Duane Stock and Pradeep K. Yadav
State ownership, cross-border acquisition, and risk-taking: Evidence from China’s banking industry pp. 133-153 Downloads
Wenyu Zhu and Jiawen Yang
Product diversification and bank performance: Does ownership structure matter? pp. 154-167 Downloads
Nadia Saghi-Zedek
US bank credit spreads during the financial crisis pp. 168-182 Downloads
Peter Spencer
Derivatives usage, securitization, and the crash sensitivity of bank stocks pp. 183-205 Downloads
Rouven Trapp and Gregor N.F. Weiß
Market makers’ optimal price-setting policy for exchange-traded certificates pp. 206-226 Downloads
Stefanie Baller, Oliver Entrop, Michael McKenzie and Marco Wilkens
Bullish/bearish/neutral strategies under short sale restrictions pp. 227-239 Downloads
Kwangil Bae, Jangkoo Kang and Soonhee Lee

Volume 70, issue C, 2016

Extreme risk modeling: An EVT–pair-copulas approach for financial stress tests pp. 1-22 Downloads
Lyes Koliai
Characteristics-based portfolio choice with leverage constraints pp. 23-37 Downloads
Manuel Ammann, Guillaume Coqueret and Jan-Philip Schade
CEO inside debt and corporate debt maturity structure pp. 38-54 Downloads
Viet Dang and Hieu V. Phan
Predictability in bond returns using technical trading rules pp. 55-69 Downloads
Andrei Shynkevich
Religiosity and the cost of debt pp. 70-85 Downloads
Hanwen Chen, Henry He Huang, Gerald J. Lobo and Chong Wang
Qualified residential mortgages and default risk pp. 86-104 Downloads
Ioannis Floros and Joshua White
Does institutional shareholder activism stimulate corporate information flow? pp. 105-117 Downloads
Andrew K. Prevost, Udomsak Wongchoti and Ben Marshall
Systematic limited arbitrage and the cross-section of stock returns: Evidence from exchange traded funds pp. 118-136 Downloads
R. Jared DeLisle, Brian C. McTier and Adam R. Smedema
Greed or good deeds: An examination of the relation between corporate social responsibility and the financial performance of U.S. commercial banks around the financial crisis pp. 137-159 Downloads
Marcia Millon Cornett, Otgontsetseg Erhemjamts and Hassan Tehranian
Does director-level reputation matter? Evidence from bank loan contracting pp. 160-176 Downloads
Zhijun Lin, Byron Y. Song and Zhimin Tian
Does Basel II affect the market valuation of discretionary loan loss provisions? pp. 177-192 Downloads
Malika Hamadi, Andréas Heinen, Stefan Linder and Vlad-Andrei Porumb
Risk protection from risky collateral: Evidence from the euro bond market pp. 193-213 Downloads
Stig Helberg and Snorre Lindset
Are there exploitable trends in commodity futures prices? pp. 214-234 Downloads
Yufeng Han, Ting Hu and Jian Yang
Myopic loss aversion and stock investments: An empirical study of private investors pp. 235-246 Downloads
Boram Lee and Yulia Veld-Merkoulova
The information role of advisors in mergers and acquisitions: Evidence from acquirers hiring targets’ ex-advisors pp. 247-264 Downloads
Xin Chang, Chander Shekhar, Lewis Tam and Jiaquan Yao
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