Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

From Elsevier
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Volume 148, issue C, 2023

Enhanced momentum strategies

Matthias X. Hanauer and Steffen Windmüller

The Pricing of Skewness Over Different Return Horizons

Kevin Aretz and Y. Eser Arisoy

The changing landscape of treasury auctions

Shehryar Amin and Roméo Tédongap

Credit ratings and firm innovation: Evidence from sovereign downgrades

Rui Wang and Shijie Yang

Measuring risk culture in finance: Development of a comprehensive measure

Eraj Ghafoori, Fernanda Mata, Nita Lauren, Nick Faulkner and Morgan J. Tear

GHG emissions and firm performance: The role of CEO gender socialization

Swarnodeep Homroy

The effect of labour protection laws on the relationship between leverage and wages

Ahmet Karpuz, Di Luo, Rongbing Xiao and Huainan Zhao

Common institutional blockholders and tail risk

C.S. Agnes Cheng, Jing Xie and Yuxiang Zhong

Tournament-based incentives and the lease-versus-buy decision

Shofiqur Rahman and Hasibul Chowdhury

Does non-punitive regulation diminish stock price crash risk?

Jing Lu and Yuhang Qiu

A machine learning attack on illegal trading

Robert James, Henry Leung and Artem Prokhorov

Does unconventional monetary policy boost local economic development? The case of TLTROs and Italy

Salvatore Perdichizzi, Andi Duqi, Philip Molyneux and Hussein Al Tamimi

The agency costs of family ownership: Evidence from innovation performance

Yung-Ling Chi

Patented knowledge capital and implied equity risk premium

Shantaram P. Hegde and Dev Mishra

Sign matters: Stock-movement-based trading decisions of individual investors

Ji Cao, Stefan Muhl, Marc Oliver Rieger and Hung-Ling Chen

So Sue Me! The cross section of stock returns related to patent infringement allegations

Fred Bereskin, Po-Hsuan Hsu, William Latham and Huijun Wang

The impact of laws and institutions on financial contracts: Evidence from relationship lending across the world

Chinmoy Ghosh and Fan He

Fintech and big tech credit: Drivers of the growth of digital lending

Giulio Cornelli, Jon Frost, Leonardo Gambacorta, Raghavendra Rau, Robert Wardrop and Tania Ziegler

What drives stock market participation? The role of institutional, traditional, and behavioral factors

Markku Kaustia, Andrew Conlin and Niilo Luotonen

Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants

Riccardo Brignone, Luca Gonzato and Eva Lütkebohmert

Intraday momentum in the VIX futures market

Hong-Gia Huang, Wei-Che Tsai, Pei-Shih Weng and J. Jimmy Yang

Cognitive ability, cognitive aging, and debt accumulation

Marco Angrisani, Jeremy Burke and Arie Kapteyn

Minority shareholder voting and dividend policy

Jing Lin, Fang Li, Steven Xiaofan Zheng and Mingshan Zhou

Fair-washing in the market for structured retail products? Voluntary self-regulation versus government regulation

Rainer Baule, Patrick Münchhalfen, David Shkel and Christian Tallau

The Banker’s oath and financial advice

Utz Weitzel and Michael Kirchler

Can Real Options Explain the Skewness of Stock Returns?

Tuan Ho, Kirak Kim, Yang Li and Fangming Xu

Volume 147, issue C, 2023

Breakup and default risks in the great lockdown

Giovanni Bonaccolto, Nicola Borri and Andrea Consiglio

COVID-19 and market structure dynamics

Justin Cox and Donovan Woods

Stock valuation during the COVID-19 pandemic: An explanation using option-based discount rates

Henk Berkman and Hamish Malloch

Stock liquidity and algorithmic market making during the COVID-19 crisis

Bidisha Chakrabarty and Roberto Pascual

Does macroprudential policy alleviate the adverse impact of COVID-19 on the resilience of banks?

Deniz Igan, Ali Mirzaei and Tomoe Moore

Zombies, again? The COVID-19 business support programs in Japan

Takeo Hoshi, Daiji Kawaguchi and Kenichi Ueda

The reallocation effects of COVID-19: Evidence from venture capital investments around the world

Andrea Bellucci, Alexander Borisov, Gianluca Gucciardi and Alberto Zazzaro

Fraud and abuse in the paycheck protection program? Evidence from investment advisory firms

William Beggs and Thuong Harvison

The value of (private) investor relations during the COVID-19 crisis

Daniel Neukirchen, Nils Engelhardt, Miguel Krause and Peter N. Posch

External Balance Sheets and the COVID-19 Crisis

Galina Hale and Luciana Juvenal

COVID-19 Pandemic and Global Corporate CDS Spreads

Iftekhar Hasan, Miriam Marra, Thomas Y. To, Eliza Wu and Gaiyan Zhang

Covid-19, credit risk management modeling, and government support

Sean Telg, Anna Dubinova and Andre Lucas

On the importance of fiscal space: Evidence from short sellers during the COVID-19 pandemic

Stefan Greppmair, Stephan Jank and Esad Smajlbegovic

Internal risk limits of dealers and corporate bond market making

Christopher S. Anderson, David C. McArthur and Ke Wang

Reprint of: Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic

Ahmed S. Baig, Benjamin Blau, Hassan A. Butt and Awaid Yasin

Reprint of: COVID-19, lockdowns, and the municipal bond market

Nhu Tran and Cihan Uzmanoglu

Volume 146, issue C, 2023

Detecting political event risk in the option market

Alexandros Kostakis, Liangyi Mu and Yoichi Otsubo

Can star analysts make superior coverage decisions in poor information environment?

Han Jin, Khelifa Mazouz, Yuliang Wu and Bin Xu

Scenario-free analysis of financial stability with interacting contagion channels

Garbrand Wiersema, Alissa M. Kleinnijenhuis, Thom Wetzer and J. Farmer

A shadow rate without a lower bound constraint

Rafael B. De Rezende and Annukka Ristiniemi

Option Returns, Risk Premiums, and Demand Pressure in Energy Markets

Kris Jacobs and Bingxin Li

Bank size and the transmission of monetary policy: Revisiting the lending channel

Hassan Naqvi and Raunaq Pungaliya

Takeover deterrence with state ownership: Evidence from China

Zhiwei Su and Yi Xue

The effect of bank failures on small business loans and income inequality

Salvador Contreras, Amit Ghosh and Iftekhar Hasan

The sum of all fears: Forecasting international returns using option-implied risk measures

Marie-Hélène Gagnon, Gabriel J. Power and Dominique Toupin

Fund flow-induced volatility and the cost of debt

Douglas O. Cook and Luo, Shikong (Scott)

Political connections and short sellers

Yuecheng Jia, Betty Simkins and Hongrui Feng

Does asset encumbrance affect bank risk? Evidence from covered bonds

Emilia Garcia-Appendini, Stefano Gatti and Giacomo Nocera

A large creditor in contagious liquidity crises

Frederick Dongchuhl Oh and Junghum Park

Shareholder litigation and bank risk

Marta Degl'Innocenti, Franco Fiordelisi, Wei Song and Si Zhou

Two faces of the size effect

Laite Guo

Optimal financing and investment strategies under asymmetric information on liquidation value

Takashi Shibata and Michi Nishihara

Corporate culture and firm value: Evidence from crisis

Yiwei Fang, Franco Fiordelisi, Iftekhar Hasan, Woon Sau Leung and Gabriel Wong

Foreign exchange exposure and analysts’ earnings forecasts

Iliyas Yusoff, Chen Chen, Karen Lai, Vic Naiker and Jun Wang

The impact of macroprudential policy on inequality and implications for inclusive financial stability

Sungmin Park and Young-Han Kim

Strategic repurchases and equity sales: Evidence from equity vesting schedules

David Moore

GARCH option pricing with volatility derivatives

Dong Hwan Oh and Yang-Ho Park