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Journal of Banking & Finance

1977 - 2018

Current editor(s): Ike Mathur

From Elsevier
Series data maintained by Dana Niculescu ().

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Volume 58, issue C, 2015

Stock market volatility: Identifying major drivers and the nature of their impact pp. 1-14 Downloads
Stefan Mittnik, Nikolay Robinzonov and Martin Spindler
Collateral smile pp. 15-28 Downloads
Markus Leippold and Lujing Su
Keeping up with the Joneses and optimal diversification pp. 29-38 Downloads
Moshe Levy and Haim Levy
Market structure and rating strategies in credit rating markets – A dynamic model with matching of heterogeneous bond issuers and rating agencies pp. 39-56 Downloads
Thomas Fischer
Ambiguity aversion and stock market participation: An empirical analysis pp. 57-70 Downloads
Constantinos Antoniou, Richard Harris and Ruogu Zhang
Endogenous crisis dating and contagion using smooth transition structural GARCH pp. 71-79 Downloads
Mardi Dungey, George Milunovich, Susan Thorp and Minxian Yang
Financial conditions, macroeconomic factors and disaggregated bond excess returns pp. 80-94 Downloads
Christoph Fricke and Lukas Menkhoff
Performance and determinants of the Merton structural model: Evidence from hedging coefficients pp. 95-111 Downloads
Flavia Barsotti and Luca Del Viva
A structural model with Explicit Distress pp. 112-130 Downloads
Ricardo Correia and Javier Población
Banking structure and industrial growth: Evidence from China pp. 131-143 Downloads
Justin Y. Lin, Xifang Sun and Harry X. Wu
Debt financing, venture capital, and the performance of initial public offerings pp. 144-165 Downloads
Christopher B. Barry and Vassil T. Mihov
A new approach to assessing model risk in high dimensions pp. 166-178 Downloads
Carole Bernard and Steven Vanduffel
Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates? pp. 179-193 Downloads
George Bulkley, Richard Harris and Vivekanand Nawosah
Reward-risk momentum strategies using classical tempered stable distribution pp. 194-213 Downloads
Jaehyung Choi, Young Shin Kim and Ivan Mitov
The LIX: A model-independent liquidity index pp. 214-231 Downloads
F. Guillaume
Are European banks too big? Evidence on economies of scale pp. 232-246 Downloads
Elena Beccalli, Mario Anolli and Giuliana Borello
Do joint ventures and strategic alliances create value for bondholders? pp. 247-267 Downloads
Jun Chen, Tao-Hsien Dolly King and Min-Ming Wen
Decision making with Expected Shortfall and spectral risk measures: The problem of comparative risk aversion pp. 268-280 Downloads
Mario Brandtner and Wolfgang Kürsten
Bond market event study methods pp. 281-293 Downloads
Louis Ederington, Wei Guan and Yang, Lisa (Zongfei)
Carbon emissions and stock returns: Evidence from the EU Emissions Trading Scheme pp. 294-308 Downloads
Andreas Oestreich and Ilias Tsiakas
The securitization of gold and its potential impact on gold stocks pp. 309-326 Downloads
Yue Zhang
Fair value disclosure, liquidity risk and stock returns pp. 327-342 Downloads
Oliviero Roggi and Alessandro Giannozzi
Pricing and static hedging of American-style knock-in options on defaultable stocks pp. 343-360 Downloads
João Pedro Vidal Nunes, João Pedro Ruas and José Carlos Dias
Trading strategies with implied forward credit default swap spreads pp. 361-375 Downloads
Arturo Leccadito, Radu S. Tunaru and Giovanni Urga
Stock return synchronicity and the market response to analyst recommendation revisions pp. 376-389 Downloads
Erik Devos, Wei Hao, Andrew K. Prevost and Udomsak Wongchoti
Trading breaks and asymmetric information: The option markets pp. 390-404 Downloads
Guy Kaplanski and Haim Levy
Takeover vulnerability and the credibility of signaling: The case of open-market share repurchases pp. 405-417 Downloads
Chia-Wei Huang
Shari’ah supervision, corporate governance and performance: Conventional vs. Islamic banks pp. 418-435 Downloads
Sabur Mollah and Mahbub Zaman
Global diversification and IPO returns pp. 436-456 Downloads
David C. Mauer, Song Wang, Xiao Wang and Yilei Zhang
Why does higher variability of trading activity predict lower expected returns? pp. 457-470 Downloads
Alexander Barinov
Systemic risk and asymmetric responses in the financial industry pp. 471-485 Downloads
Germán López-Espinosa, Antonio Moreno, Antonio Rubia and Laura Valderrama
Do negative and positive equity returns share the same volatility dynamics? pp. 486-505 Downloads
Alessandro Palandri
Are Indian stock returns predictable? pp. 506-531 Downloads
Paresh Kumar Narayan and Deepa Bannigidadmath
How firms use corporate bond markets under financial globalization pp. 532-551 Downloads
Juan Carlos Gozzi, Ross Levine, Maria Martinez Peria and Sergio Schmukler

Volume 57, issue C, 2015

The dark side of cross-listing: A new perspective from China pp. 1-16 Downloads
Walid Y. Busaba, Lin Guo, Zhenzhen Sun and Tong Yu
A quantification method for the collection effect on consumer term loans pp. 17-26 Downloads
Ping He, Zhongsheng Hua and Zhixin Liu
Equity financing activities and European value-growth returns pp. 27-40 Downloads
Christian Walkshäusl
Risk, illiquidity or marketability: What matters for the discounts on private equity placements? pp. 41-50 Downloads
Linda H. Chen, Edward A. Dyl, George J. Jiang and Januj A. Juneja
The timing of mergers along the production chain, capital structure, and risk dynamics pp. 51-64 Downloads
Monika Tarsalewska
What explains the dynamics of 100 anomalies? pp. 65-85 Downloads
Heiko Jacobs
Hysteresis bands on returns, holding period and transaction costs pp. 86-100 Downloads
Francisco Delgado, Bernard Dumas and Giovanni Puopolo
A new approach to measuring riskiness in the equity market: Implications for the risk premium pp. 101-117 Downloads
Turan G. Bali, Nusret Cakici and Fousseni Chabi-Yo
Understanding the price of volatility risk in carry trades pp. 118-129 Downloads
Shamim Ahmed and Giorgio Valente
Does bank competition alleviate credit constraints in developing countries? pp. 130-142 Downloads
Florian Leon
Limits to arbitrage and the term structure of bond illiquidity premiums pp. 143-159 Downloads
Philipp Schuster and Marliese Uhrig-Homburg

Volume 56, issue C, 2015

Bank dividends and signaling to information-sensitive depositors pp. 1-11 Downloads
Cristiano Forti and Rafael F. Schiozer
Determinants of loan securitization in European banking pp. 12-27 Downloads
Christian Farruggio and Andre Uhde
Time-varying international stock market interaction and the identification of volatility signals pp. 28-36 Downloads
Till Strohsal and Enzo Weber
Optimal reinsurance and asset allocation under regime switching pp. 37-47 Downloads
Bong-Gyu Jang and Kyeong Tae Kim
Product market competition and analyst forecasting activity: International evidence pp. 48-60 Downloads
In-Mu Haw, Bingbing Hu and Jay Junghun Lee
Financial development convergence pp. 61-71 Downloads
Berrak Bahadir and Neven Valev
An empirical evaluation of the performance of binary classifiers in the prediction of credit ratings changes pp. 72-85 Downloads
Stewart Jones, David Johnstone and Roy Wilson
Financial indicators signaling correlation changes in sovereign bond markets pp. 86-102 Downloads
Roberto A. De Santis and Michael Stein
Hedge fund return predictability; To combine forecasts or combine information? pp. 103-122 Downloads
Ekaterini Panopoulou and Spyridon Vrontos
Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes pp. 123-139 Downloads
Francine Gresnigt, Erik Kole and Philip Hans Franses
Page updated 2017-11-24