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Journal of Banking & Finance

1977 - 2019

Current editor(s): Ike Mathur

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

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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
Saghi-Zedek, Nadia
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
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

Volume 69, issue S1, 2016

How capital regulation and other factors drive the role of shadow banking in funding short-term business credit pp. S10-S24 Downloads
John Duca
Bank size, capital, and systemic risk: Some international evidence pp. S25-S34 Downloads
Luc Laeven, Lev Ratnovski and Hui Tong
Assessing financial stability: The Capital and Loss Assessment under Stress Scenarios (CLASS) model pp. S35-S55 Downloads
Beverly Hirtle, Anna Kovner, James Vickery and Meru Bhanot
Banks and capital requirements: Channels of adjustment pp. S56-S69 Downloads
Benjamin Cohen and Michela Scatigna

Volume 69, issue C, 2016

National culture and the cost of debt pp. 1-19 Downloads
Andy C.W. Chui, Chuck C.Y. Kwok and (Stephen) Zhou, Gaoguang
Structure and estimation of Lévy subordinated hierarchical Archimedean copulas (LSHAC): Theory and empirical tests pp. 20-36 Downloads
Wenjun Zhu, Chou-Wen Wang and Ken Seng Tan
Local bank competition and small business lending after the onset of the financial crisis pp. 37-51 Downloads
Jaakko Sääskilahti
Stock ownership guidelines for CEOs: Do they (not) meet expectations? pp. 52-71 Downloads
Bradley W. Benson, Qin Lian and Qiming Wang
Jump and variance risk premia in the S&P 500 pp. 72-83 Downloads
Maximilian Neumann, Marcel Prokopczuk and Chardin Wese Simen
Information stages in efficient markets pp. 84-94 Downloads
Farid AitSahlia and Joon-Hui Yoon
Do corporate policies follow a life-cycle? pp. 95-107 Downloads
Robert Faff, Wing Chun Kwok, Edward Podolski and George Wong
Multiperiod portfolio optimization with multiple risky assets and general transaction costs pp. 108-120 Downloads
Xiaoling Mei, Victor DeMiguel and Francisco J. Nogales

Volume 68, issue C, 2016

Financial development and the effectiveness of monetary policy pp. 1-11 Downloads
Yong Ma and Xingkai Lin
Why do traders choose dark markets? pp. 12-28 Downloads
Ryan Garvey, Tao Huang and Fei Wu
Credit and liquidity in interbank rates: A quadratic approach pp. 29-46 Downloads
Simon Dubecq, Alain Monfort, Jean-Paul Renne and Guillaume Roussellet
Out of sight, out of mind? On the risk of sub-custodian structures pp. 47-56 Downloads
Thomas Droll, Natalia Podlich and Michael Wedow
Profit shifting and tax response of multinational banks pp. 57-68 Downloads
Julia Merz and Michael Overesch
Voluntary disclosure of corporate venture capital investments pp. 69-83 Downloads
Abdulkadir Mohamed and Armin Schwienbacher
Pricing effects when competitors arrive: The case of discount certificates in Germany pp. 84-99 Downloads
Andrea Schertler
The impact of news articles and corporate disclosure on credit risk valuation pp. 100-116 Downloads
Feng-Tse Tsai, Hsin-Min Lu and Mao-Wei Hung
Foster–Hart optimal portfolios pp. 117-130 Downloads
Abhinav Anand, Tiantian Li, Tetsuo Kurosaki and Young Shin Kim
Earnings management, capital structure, and the role of institutional environments pp. 131-152 Downloads
Zhe An, Donghui Li and Jin Yu
Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality? pp. 153-161 Downloads
Zangina Isshaq and Robert Faff
An index-based measure of liquidity pp. 162-178 Downloads
George Chacko, Sanjiv Das and Rong Fan
Financial constraints and international trade with endogenous mode of competition pp. 179-194 Downloads
Antoine Bouët and Anne-Gaël Vaubourg
How does pricing affect investors’ product choice? Evidence from the market for discount certificates pp. 195-215 Downloads
Oliver Entrop, Georg Fischer, Michael McKenzie, Marco Wilkens and Christoph Winkler
TARP and the long-term perception of risk pp. 216-235 Downloads
Elias Semaan and Pamela Peterson Drake
Long-term industry reversals pp. 236-250 Downloads
Yuliang Wu and Khelifa Mazouz
The social costs and benefits of too-big-to-fail banks: A “bounding” exercise pp. 251-265 Downloads
John H. Boyd and Amanda Heitz
On stability of operational risk estimates by LDA: From causes to approaches pp. 266-278 Downloads
Xiaoping Zhou, Antonina V. Durfee and Frank J. Fabozzi
Page updated 2019-02-15