Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

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Volume 138, issue C, 2022

Did QE lead banks to relax their lending standards? Evidence from the Federal Reserve’s LSAPs

Robert Kurtzman, Stephan Luck and Tom Zimmermann

Relationship lending and SMEs’ funding costs over the cycle: Why diversification of borrowing matters

Mikael Beatriz, Jerome Coffinet and Théo Nicolas

Risk taking and low longer-term interest rates: Evidence from the U.S. syndicated term loan market

Sirio Aramonte, Seung Jung Lee and Viktors Stebunovs

Risk-taking spillovers of U.S. monetary policy in the global market for U.S. dollar corporate loans

Seung Jung Lee, Lucy Qian Liu and Viktors Stebunovs

Purchases of sovereign debt securities by banks during the crisis: The role of balance sheet conditions

Massimiliano Affinito, Giorgio Albareto and Raffaele Santioni

The risk-shifting value of payout: Evidence from bank enforcement actions

Leonid Pugachev

How do macroprudential loan-to-value restrictions impact first time home buyers? A quasi-experimental approach

Christina Kinghan, Yvonne McCarthy and O’Toole, Conor

Simulating fire sales in a system of banks and asset managers

Susanna Calimani, Grzegorz Hałaj and Dawid Żochowski

Dynamic comovement among banks, systemic risk, and the macroeconomy

Pavel Kapinos, N Kishor and Jun Ma

Bank-specific capital requirements and capital management from 1989-2013: Further evidence from the UK

Sebastian de-Ramon, William B. Francis and Qun Harris

Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress

Thibaut Duprey and Benjamin Klaus

IFABS 2017: Towards an Integrated View of Financial Regulation: Key Lessons from the Crisis and Future Challenges

Jose M. Berrospide

OTC Microstructure in a period of stress: A Multi-layered network approach

Andreas Joseph and Michalis Vasios

Return on investment on artificial intelligence: The case of bank capital requirement

Henri Fraisse and Matthias Laporte

Information precision and return co-movements in private commercial real estate markets

Roland Füss and Daniel Ruf

Legislative gridlock and stock return dispersion around roll-call votes

Mengyao Cheng

Modeling and forecasting realized portfolio weights

Vasyl Golosnoy and Bastian Gribisch

What drives the dispersion anomaly?

Byoung-Kyu Min, Buhui Qiu and Tai-Yong Roh

Penalty interest rates, LTV constraints, and screening laxity in mortgage markets

Jengei Hong and Seryoong Ahn

Informational switching costs, bank competition, and the cost of finance

Jose Ornelas, Marcos Soares da Silva and Bernardus Van Doornik

What can we learn from firm-level jump-induced tail risk around earnings announcements?

Liu, Mengxi (Maggie), Kam Fong Chan and Robert Faff

Longs, shorts, and the cross-section of stock returns

Mahdi Nezafat, Tao Shen, Qinghai Wang and Julie Wu

The effect of shareholder-debtholder conflicts on corporate tax aggressiveness: Evidence from dual holders

Bill Francis, Haimeng Teng, Ying Wang and Qiang Wu

He who lends knows

Shuyi Jiang and Jay Y. Li

Credit derivatives and corporate default prediction

Xiaoxia Ye, Fan Yu and Ran Zhao

The role of shadow banking in systemic risk in the European financial system

Carlo Bellavite Pellegrini, Peter Cincinelli, Michele Meoli and Giovanni Urga

The capital gain lock-in effect and seasoned equity offerings

M. Emrul Hasan and Peter Klein

Buy low, sell high? Do private equity fund managers have market timing abilities?

Tim Jenkinson, Stefan Morkoetter, Tobias Schori and Thomas Wetzer

Directors’ and officers’ liability insurance: Evidence from independent directors’ voting

Tianshi Li, Tina Yang and Jigao Zhu

Large dynamic covariance matrices: Enhancements based on intraday data

Gianluca De Nard, Robert Engle, Olivier Ledoit and Michael Wolf

An analysis of finance journal accessibility: Author inclusivity and journal quality

Axel Grossmann and Allissa Lee

Bequest motives in consumption-portfolio decisions with recursive utility

Holger Kraft, Claus Munk and Farina Weiss

Short-term reversals, returns to liquidity provision and the costs of immediacy*

Anna Ignashkina, Kalle Rinne and Matti Suominen

The CDS market reaction to loan renegotiation announcements

Florina Silaghi, Alfredo Martin-Oliver and Ahmed Sewaid

Board conduct in banks

Samanvaya Agarwal, Saipriya Kamath, Krishnamurthy Subramanian and Prasanna Tantri

Political corruption, trust, and household stock market participation

Di Bu, Tobin Hanspal and Yin Liao

Bank levy and household risk-aversion

Stylianos Papageorgiou

Banking relationship, information reusability, and acquisition loans

Yongqiang Chu and Zeguang Li

Market power and bank systemic risk: Role of securitization and bank capital

Yener Altunbas, David Marques-Ibanez, Michiel Van Leuvensteijn and Tianshu Zhao

The conditional impact of investor sentiment in global stock markets: A two-channel examination

Wenzhao Wang, Chen Su and Darren Duxbury

The impact of bank regulation on firms’ capital structure: Evidence from multinationals

Lucas Avezum, Harry Huizinga and Louis Raes

CEO incentives and bank risk over the business cycle

Steven Ongena, Tanseli Savaşer and Elif Sisli Ciamarra

Cross-sectional dispersion and bank performance

Xanthi Gkougkousi, Kose John, Suresh Radhakrishnan, Gil Sadka and Anthony Saunders

On the performance of cryptocurrency funds

Daniele Bianchi and Mykola Babiak

Does government debt impede firm innovation? Evidence from the rise of LGFVs in China

Jianyong Fan, Yu Liu, Qi Zhang and Peng Zhao

Risk-based deposit insurance, deposit rates and bank failures: Evidence from Russia

Lucy Chernykh and Vladimir Kotomin

Volume 137, issue C, 2022

Momentum-Managed Equity Factors

Volker Flögel, Christian Schlag and Claudia Zunft

Weighted Least Squares Realized Covariation Estimation

Yifan Li, Ingmar Nolte, Michalis Vasios, Valeri Voev and Qi Xu

Optimal portfolio choice for higher-order risk averters

Yi Fang and Thierry Post

The Winner Takes It All: Investor Sentiment and the Eurovision Song Contest

Menachem Abudy, Yevgeny Mugerman and Efrat Shust

Stocks versus corporate bonds: A cross-sectional puzzle

Jeroen van Zundert and Joost Driessen

The effect of lenders’ dual holding on loan contract design: Evidence from performance pricing provisions

Jesslyn Lim, Viet Do and Tram Vu