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Journal of Banking & Finance

1977 - 2018

Current editor(s): Ike Mathur

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

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Volume 65, issue C, 2016

The informational content of the embedded deflation option in TIPS pp. 1-26 Downloads
Olesya Grishchenko, Joel M. Vanden and Jianing Zhang
When does the stock market listen to economic news? New evidence from copulas and news wires pp. 27-40 Downloads
Ivan Medovikov
Too-international-to-fail? Supranational bank resolution and market discipline pp. 41-58 Downloads
Lucyna A. Górnicka and Marius Zoican
The role of bank relationships when firms are financially distressed pp. 59-75 Downloads
Daniel Höwer
The MAX effect: An exploration of risk and mispricing explanations pp. 76-90 Downloads
Angel Zhong and Philip Gray
Institutional stock ownership and firms’ cash dividend policies: Evidence from China pp. 91-107 Downloads
Michael Firth, Jin Gao, Jianghua Shen and Yuanyuan Zhang
Adverse selection, market access, and inter-market competition pp. 108-119 Downloads
Peter Hoffmann
The evolution of debt policies: New evidence from business startups pp. 120-133 Downloads
Jürgen Hanssens, Marc Deloof and Tom Vanacker
A new approach to statistical arbitrage: Strategies based on dynamic factor models of prices and their performance pp. 134-155 Downloads
Sergio M. Focardi, Frank J. Fabozzi and Ivan K. Mitov

Volume 64, issue C, 2016

Do hedge funds dynamically manage systematic risk? pp. 1-15 Downloads
Ethan Namvar, Blake Phillips, Kuntara Pukthuanthong and Raghavendra Rau
The white squire defense: Evidence from private investments in public equity pp. 16-35 Downloads
Sheng-Syan Chen, Ching-Yu Hsu and Chia-Wei Huang
Do outside directors influence the financial performance of risk-trading firms? Evidence from the United Kingdom (UK) insurance industry pp. 36-51 Downloads
Mike Adams and Wei Jiang
A test of efficiency for the S&P 500 index option market using the generalized spectrum method pp. 52-70 Downloads
Henry Huang, Kent Wang and Zhanglong Wang
Firm geographic dispersion and financial analysts’ forecasts pp. 71-89 Downloads
Petya Platikanova and Marco Maria Mattei
The relation between sovereign credit rating revisions and economic growth pp. 90-100 Downloads
Sheng-Syan Chen, Hsien-Yi Chen, Chong-Chuo Chang and Shu-Ling Yang
An efficient and functional model for predicting bank distress: In and out of sample evidence pp. 101-111 Downloads
Sean Cleary and Greg Hebb
Forecasting distress in European SME portfolios pp. 112-135 Downloads
Sara Ferreira Filipe, Theoharry Grammatikos and Dimitra Michala
Forecasting realized volatility in a changing world: A dynamic model averaging approach pp. 136-149 Downloads
Yudong Wang, Feng Ma, Yu Wei and Chongfeng Wu
Supply-chain spillover effects of IPOs pp. 150-168 Downloads
Kenji Kutsuna, Janet Smith, Richard Smith and Kazuo Yamada
Description-text related soft information in peer-to-peer lending – Evidence from two leading European platforms pp. 169-187 Downloads
Gregor Dorfleitner, Christopher Priberny, Stephanie Schuster, Johannes Stoiber, Martina Weber, Ivan de Castro and Julia Kammler
Assessing the information content of short-selling metrics using daily disclosures pp. 188-204 Downloads
Carole Comerton-Forde, Binh Huu Do, Philip Gray and Tom Manton
Religion and bank loan terms pp. 205-215 Downloads
Wen He and Hu, Maggie (Rong)
The influence of FOMC member characteristics on the monetary policy decision-making process pp. 216-231 Downloads
Lee Smales and Nick Apergis

Volume 63, issue C, 2016

An econometric evaluation of bank recapitalization programs with bank- and loan-level data pp. 1-24 Downloads
Kiyotaka Nakashima
The effects of corporate bond granularity pp. 25-34 Downloads
Lars Norden, Peter Roosenboom and Teng Wang
Corporate finance and the governance implications of removing government support programs pp. 35-47 Downloads
Martin Jacob, Sofia Johan, Denis Schweizer and Feng Zhan
Non-performing loans, moral hazard and regulation of the Chinese commercial banking system pp. 48-60 Downloads
Dayong Zhang, Jing Cai, David G. Dickinson and Ali Kutan
Bribe payments under regulatory decentralization: Evidence from rights offering regulations in China pp. 61-75 Downloads
Ye Liu, Yunbi An and Jinqing Zhang
Why do carbon prices and price volatility change? pp. 76-94 Downloads
Boulis Maher Ibrahim and Iordanis Angelos Kalaitzoglou
Are foreign IPOs really foreign? Price efficiency and information asymmetry of Chinese foreign IPOs pp. 95-106 Downloads
Alireza Tourani-Rad, Aaron Gilbert and Jun Chen
The systemic risk of European banks during the financial and sovereign debt crises pp. 107-125 Downloads
Lamont Black, Ricardo Correa, Xin Huang and Hao Zhou
Transaction costs, liquidity risk, and the CCAPM pp. 126-145 Downloads
Weimin Liu, Di Luo and Huainan Zhao

Volume 62, issue C, 2016

Early influences on saving behaviour: Analysis of British panel data pp. 1-14 Downloads
Sarah Brown and Karl Taylor
Estimating the impact of changes in aggregate bank capital requirements on lending and growth during an upswing pp. 15-27 Downloads
Joseph Noss and C. Priscilla Toffano
Investment–cash flow sensitivity under changing information asymmetry pp. 28-40 Downloads
Jaideep Chowdhury, Raman Kumar and Dilip Shome
Macroeconomic shocks, forward-looking dynamics, and the behavior of hedge funds pp. 41-61 Downloads
François-Éric Racicot and Raymond Théoret
How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns pp. 62-75 Downloads
Eirini Konstantinidi and George Skiadopoulos
Downside and upside risk spillovers between exchange rates and stock prices pp. 76-96 Downloads
Juan Reboredo, Miguel A. Rivera-Castro and Andrea Ugolini
Equity trading and the allocation of market data revenue pp. 97-111 Downloads
Cecilia Caglio and Stewart Mayhew
Pricing and hedging American and hybrid strangles with finite maturity pp. 112-125 Downloads
Souleymane Laminou Abdou and Franck Moraux
An analysis of euro area sovereign CDS and their relation with government bonds pp. 126-140 Downloads
Alessandro Fontana and Martin Scheicher
Unexpected shortfalls of Expected Shortfall: Extreme default profiles and regulatory arbitrage pp. 141-151 Downloads
Pablo Koch-Medina and Cosimo Munari
Fragility, stress, and market returns pp. 152-163 Downloads
Dave Berger and Kuntara Pukthuanthong
The information content of the sentiment index pp. 164-179 Downloads
Steven E. Sibley, Yanchu Wang, Yuhang Xing and Xiaoyan Zhang
Shadow economies at times of banking crises: Empirics and theory pp. 180-190 Downloads
Emilio Colombo, Luisanna Onnis and Patrizio Tirelli
Flight-to-quality and correlation between currency and stock returns pp. 191-212 Downloads
Jin-Wan Cho, Joung Hwa Choi, Taeyong Kim and Woojin Kim

Volume 61, issue S2, 2015

Option valuation with observable volatility and jump dynamics pp. S101-S120 Downloads
Peter Christoffersen, Bruno Feunou and Yoontae Jeon
New methodology for constructing real estate price indices applied to the Singapore residential market pp. S121-S131 Downloads
Liang Jiang, Peter Phillips and Jun Yu
Multi-factor volatility and stock returns pp. S132-S149 Downloads
He, Zhongzhi (Lawrence), Jie Zhu and Xiaoneng Zhu
Time-varying effect of oil market shocks on the stock market pp. S150-S163 Downloads
Wensheng Kang, Ronald Ratti and Kyung Hwan Yoon
Yes, one-day international cricket ‘in-play’ trading strategies can be profitable! pp. S164-S176 Downloads
Hugh Norton, Steve Gray and Robert Faff
Factor models for binary financial data pp. S177-S188 Downloads
M. Fabricio Perez, Andriy Shkilko and Konstantin Sokolov
Long memory and regime switching: A simulation study on the Markov regime-switching ARFIMA model pp. S189-S204 Downloads
Yanlin Shi and Kin-Yip Ho
Estimating the price impact of trades in a high-frequency microstructure model with jumps pp. S205-S224 Downloads
Eric Jondeau, Jérôme Lahaye and Michael Rockinger
Linear programming-based estimators in nonnegative autoregression pp. S225-S234 Downloads
Daniel Preve
On comparing zero-alpha tests across multifactor asset pricing models pp. S235-S240 Downloads
Lieven De Moor, Geert Dhaene and Piet Sercu
Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions pp. S241-S255 Downloads
Mikhail Anufriev and Valentyn Panchenko
Which continuous-time model is most appropriate for exchange rates? pp. S256-S268 Downloads
Deniz Erdemlioglu, Sébastien Laurent and Christopher Neely
Futures hedging with Markov switching vector error correction FIEGARCH and FIAPARCH pp. S269-S285 Downloads
Jonathan Dark

Volume 61, issue S1, 2015

Banks’ size, scope and systemic risk: What role for conflicts of interest? pp. S3-S13 Downloads
Olivier De Jonghe, Maaike Diepstraten and Glenn Schepens
Who lends to riskier and lower-profitability firms? Evidence from the syndicated loan market pp. S14-S21 Downloads
Maria Iosifidi and Sotirios Kokas
Foreign bank diversification and efficiency prior to and during the financial crisis: Does one business model fit all? pp. S22-S35 Downloads
Claudia Curi, Ana Lozano-Vivas and Valentin Zelenyuk
Transmission channels of systemic risk and contagion in the European financial network pp. S36-S52 Downloads
Nikos Paltalidis, Dimitrios Gounopoulos, Renatas Kizys and Yiannis Koutelidakis
The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 Accord pp. S53-S68 Downloads
Iftekhar Hasan, Suk-Joong Kim and Eliza Wu
Central bank independence, financial supervision structure and bank soundness: An empirical analysis around the crisis pp. S69-S83 Downloads
Michael Doumpos, Chrysovalantis Gaganis and Fotios Pasiouras
Does labour regulation affect technical and allocative efficiency? Evidence from the banking industry pp. S84-S98 Downloads
Emmanuel Mamatzakis, Mike Tsionas, Subal Kumbhakar and Anastasia Koutsomanoli-Filippaki

Volume 61, issue C, 2015

Bank funding structures and risk: Evidence from the global financial crisis pp. 1-14 Downloads
Francisco Vazquez and Pablo Federico
Repurchase behavior of individual investors, sophistication and regret pp. 15-26 Downloads
Camille Magron and Maxime Merli
Costs of capital and public issuance choice pp. 27-45 Downloads
Christopher G. Lamoureux and Ali Nejadmalayeri
Are classical option pricing models consistent with observed option second-order moments? Evidence from high-frequency data pp. 46-63 Downloads
Francesco Audrino and Matthias Fengler
The impact of assets-in-place on corporate financing and investment decisions pp. 64-80 Downloads
Saskia Clausen and Christian Flor
Default and prepayment modelling in participating mortgages pp. 81-88 Downloads
Yusuf Varlı and Yildiray Yildirim
The impact of conventional and unconventional monetary policy on investor sentiment pp. 89-105 Downloads
Chandler Lutz
How are market preferences shaped? The case of sovereign debt of stressed euro-area countries pp. 106-116 Downloads
Emmanuel Mamatzakis and Mike Tsionas
A semiparametric conditional capital asset pricing model pp. 117-126 Downloads
Zongwu Cai, Yu Ren and Bingduo Yang
Assessing bank competition for consumer loans pp. 127-141 Downloads
Wilko Bolt and David Humphrey
Robust portfolio choice with derivative trading under stochastic volatility pp. 142-157 Downloads
Marcos Escobar Anel, Sebastian Ferrando and Alexey Rubtsov
Modeling interest rate volatility: A Realized GARCH approach pp. 158-171 Downloads
Shuairu Tian and Shigeyuki Hamori
Trend definition or holding strategy: What determines the profitability of candlestick charting? pp. 172-183 Downloads
Tsung-Hsun Lu, Yi-Chi Chen and Yu-Chin Hsu
The liquidity premium in CDS transaction prices: Do frictions matter? pp. 184-205 Downloads
Monika Gehde-Trapp, Yalin Gündüz and Julia Nasev
The strategic role of reinsurance in the United Kingdom’s (UK) non-life insurance market pp. 206-219 Downloads
Vineet Upreti and Mike Adams
The perennial challenge to counter Too-Big-to-Fail in banking: Empirical evidence from the new international regulation dealing with Global Systemically Important Banks pp. 221-236 Downloads
Sebastian C. Moenninghoff, Steven Ongena and Axel Wieandt
Short-term options: Clienteles, market segmentation, and event trading pp. 237-250 Downloads
Arjun Chatrath, Rohan A. Christie-David, Hong Miao and Sanjay Ramchander
Does one size fit all? Determinants of insurer capital structure around the globe pp. 251-271 Downloads
Muhammed Altuntas, Thomas R. Berry-Stölzle and Sabine Wende
The disposition effect in team investment decisions: Experimental evidence pp. 272-282 Downloads
Holger A. Rau
Housing price growth and the cost of equity capital pp. 283-300 Downloads
Ding, Xiaoya (Sara), Yang Ni, Abdul Rahman and Samir Saadi
Loan Loss Provisioning Rules, Procyclicality, and Financial Volatility pp. 301-315 Downloads
Pierre-Richard Agénor and Roy Zilberman
Deposit interest rate ceilings as credit supply shifters: Bank level evidence on the effects of Regulation Q pp. 316-326 Downloads
Christoffer Koch
A utility- and CPT-based comparison of life insurance contracts with guarantees pp. 327-339 Downloads
An Chen, Felix Hentschel and Jakob K. Klein
The Panzar–Rosse revenue test and market power in banking pp. 340-347 Downloads
Sherrill Shaffer and Laura Spierdijk
Page updated 2018-11-20