Economics at your fingertips  

Journal of Banking & Finance

1977 - 2018

Current editor(s): Ike Mathur

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

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 76, issue C, 2017

Asymmetric information and the death of ABS CDOs pp. 1-14 Downloads
Daniel Beltran, Larry Cordell and Charles Thomas
Political connection of financial intermediaries: Evidence from China's IPO market pp. 15-31 Downloads
Donghua Chen, Yuyan Guan, Tianyu Zhang and Gang Zhao
Bank opacity and the efficiency of stock prices pp. 32-47 Downloads
Benjamin Blau, Tyler J. Brough and Todd G. Griffith
Actively managed mutual funds holding passive investments: What do ETF positions tell us about mutual fund ability? pp. 48-64 Downloads
D. Eli Sherrill, Sara E. Shirley and Jeffrey R. Stark
Insider trading, stock return volatility, and the option market's pricing of the information content of insider trading pp. 65-73 Downloads
Chin-Han Chiang, Sung Gon Chung and Henock Louis
Trust and stock price crash risk: Evidence from China pp. 74-91 Downloads
Xiaorong Li, Steven Shuye Wang and Xue Wang
Thawing frozen capital markets and backdoor bailouts: Evidence from the Fed's liquidity programs pp. 92-119 Downloads
Jean Helwege, Nicole M. Boyson and Jan Jindra
Option pricing under time-varying risk-aversion with applications to risk forecasting pp. 120-138 Downloads
Rüdiger Kiesel and Florentin Rahe
Stopping contagion with bailouts: Micro-evidence from Pennsylvania bank networks during the panic of 1884 pp. 139-149 Downloads
Haelim Park Anderson and John Bluedorn
Which market integration measure? pp. 150-174 Downloads
Monica Billio, Michael Donadelli, Antonio Paradiso and M. Riedel
The power of the pen reconsidered: The media, CEO human capital, and corporate governance pp. 175-188 Downloads
Baixiao Liu, John J. McConnell and Wei Xu
Do extreme returns matter in emerging markets? Evidence from the Chinese stock market pp. 189-197 Downloads
Gilbert Nartea, Dongmin Kong and Ji Wu
Central bank collateral frameworks pp. 198-214 Downloads
Kjell Nyborg
The composition of CMBS risk pp. 215-239 Downloads
Andreas D. Christopoulos

Volume 75, issue C, 2017

Discrete-time option pricing with stochastic liquidity pp. 1-16 Downloads
Markus Leippold and Steven Schärer
The joint cross-sectional variation of equity returns and volatilities pp. 17-34 Downloads
Ana González-Urteaga and Gonzalo Rubio
Performance volatility, information availability, and disclosure reforms pp. 35-52 Downloads
Renhui Fu, Fang Gao, Yong H. Kim and Buhui Qiu
Looking behind mortgage delinquencies pp. 53-63 Downloads
Sauro Mocetti and Eliana Viviano
Index portfolio and welfare analysis under heterogeneous beliefs pp. 64-79 Downloads
Xuezhong He and Lei Shi
Hedge fund politics and portfolios pp. 80-97 Downloads
Luke DeVault and Richard Sias
Slow diffusion of information and price momentum in stocks: Evidence from options markets pp. 98-108 Downloads
Zhuo Chen and Andrea Lu
1-share orders and trades pp. 109-117 Downloads
Ryan L. Davis, Brian S. Roseman, Bonnie F. Van Ness and Robert Van Ness
Information in CDS spreads pp. 118-135 Downloads
Lars Norden
Idiosyncratic volatility: An indicator of noise trading? pp. 136-151 Downloads
Tom Aabo, Christos Pantzalis and Jung Chul Park
Bank capital in the crisis: It's not just how much you have but who provides it pp. 152-166 Downloads
Alexandre Garel and Arthur Petit-Romec
Semi-analytical valuation for discrete barrier options under time-dependent Lévy processes pp. 167-183 Downloads
Guanghua Lian, Song-Ping Zhu, Robert J. Elliott and Zhenyu Cui
Bank productivity growth and convergence in the European Union during the financial crisis pp. 184-199 Downloads
Degl'Innocenti, Marta, Stavros Kourtzidis, Zeljko Sevic and Nickolaos Tzeremes
Corporate liquidity and dividend policy under uncertainty pp. 200-214 Downloads
Nicos Koussis, Spiros H. Martzoukos and Lenos Trigeorgis
The asymmetric effect of international swap lines on banks in emerging markets pp. 215-234 Downloads
Alin Marius Andrieș, Andreas Fischer and Pınar Yeșin
Competition in the credit rating Industry: Benefits for investors and issuers pp. 235-257 Downloads
Stefan Morkoetter, Roman Stebler and Simone Westerfeld
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method pp. 258-279 Downloads
Walid Mensi, Shawkat Hammoudeh, Syed Jawad Hussain Shahzad and Muhammad Shahbaz
Corporate social responsibility and CEO confidence pp. 280-291 Downloads
Scott McCarthy, Barry Oliver and Sizhe Song
The Liquidity Coverage Ratio and security prices pp. 292-311 Downloads
Lucas Fuhrer, Benjamin Müller and Luzian Steiner

Volume 74, issue C, 2017

Information environment and earnings management of dual class firms around the world pp. 1-23 Downloads
Ting Li and Nataliya Zaiats
The impact of the European sovereign debt crisis on banks stocks. Some evidence of shift contagion in Europe pp. 24-37 Downloads
Jean-Pierre Allegret, Hélène Raymond and Houda Rharrabti
One-sided performance measures under Gram-Charlier distributions pp. 38-50 Downloads
Angel León and Manuel Moreno
Organizational structure, risk-based capital requirements, and the sales of downgraded bonds pp. 51-68 Downloads
Erin P. Lu, Gene C. Lai and Qingzhong Ma
The international effect of managerial social capital on the cost of equity pp. 69-84 Downloads
Stephen P. Ferris, David Javakhadze and Tijana Rajkovic
Do Delaware CEOs get fired? pp. 85-101 Downloads
Murali Jagannathan and A.C. Pritchard
Accounting for banks, capital regulation and risk-taking pp. 102-121 Downloads
Jing Li
Surprised or not surprised? The investors’ reaction to the comprehensive assessment preceding the launch of the banking union pp. 122-132 Downloads
Marika Carboni, Franco Fiordelisi, Ornella Ricci and Francesco Saverio Stentella Lopes
Special purpose entities and bank loan contracting pp. 133-152 Downloads
Jeong-Bon Kim, Byron Y. Song and Zheng Wang
Excess reserves, monetary policy and financial volatility pp. 153-168 Downloads
Keyra Primus

Volume 73, issue C, 2016

Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns pp. 1-15 Downloads
Jie Cao and Bing Han
The impact of non-interest income on bank risk in Australia pp. 16-37 Downloads
Barry Williams
Investment risk allocation and the venture capital exit market: Evidence from early stage investing pp. 38-54 Downloads
Susan Chaplinsky and Swasti Gupta-Mukherjee
Debit card and demand for cash pp. 55-66 Downloads
Bounie David, Abel François and Waelbroeck Patrick
Credit derivatives as a commitment device: Evidence from the cost of corporate debt pp. 67-83 Downloads
Gi H. Kim
Analyst coverage and corporate tax aggressiveness pp. 84-98 Downloads
Arthur Allen, Bill B. Francis, Qiang Wu and Yijiang Zhao
Sovereign debt ratings and stock liquidity around the World pp. 99-112 Downloads
Kuan-Hui Lee, Horacio Sapriza and Yangru Wu
Locus of control and savings pp. 113-130 Downloads
Deborah Cobb-Clark, Sonja Kassenboehmer and Mathias Sinning
Family control and corporate social responsibility pp. 131-146 Downloads
Sadok El Ghoul, Omrane Guedhami, He Wang and Chuck C.Y. Kwok
Stock return predictability and investor sentiment: A high-frequency perspective pp. 147-164 Downloads
Licheng Sun, Mohammad Najand and Jiancheng Shen
The sensitivity of VPIN to the choice of trade classification algorithm pp. 165-181 Downloads
Thomas Pöppe, Sebastian Moos and Dirk Schiereck
Investment-cash flow sensitivity and financial constraints: Evidence from unquoted European SMEs pp. 182-197 Downloads
Klaas Mulier, Koen Schoors and Bruno Merlevede
The policy impact of new rules for loan participation on credit union returns pp. 198-210 Downloads
Cullen F Goenner
Trading book and credit risk: How fundamental is the Basel review? pp. 211-223 Downloads
Jean-Paul Laurent, Michael Sestier and Stéphane Thomas
Page updated 2018-11-19