Journal of Financial Intermediation
1990 - 2025
Current editor(s): Elu von Thadden From Elsevier Bibliographic data for series maintained by Catherine Liu (). Access Statistics for this journal.
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Volume 53, issue C, 2023
- Inefficient liquidity creation

- Stephan Luck and Paul Schempp
- What do mutual fund managers’ private portfolios tell us about their skills?

- Markus Ibert
- Gender differences in reward-based crowdfunding

- Tse-Chun Lin and Vesa Pursiainen
- Firm R&D and financial analysis: How do they interact?

- Jim Goldman and Joel Peress
- Monetary policy effects in times of negative interest rates: What do bank stock prices tell us?

- Joost V. Bats, Massimo Giuliodori and Aerdt Houben
- Do prime brokers intermediate capital?

- Andrew J. Sinclair
- Banks, maturity transformation, and monetary policy

- Pascal Paul
- Restoring confidence in troubled financial institutions after a financial crisis

- Charles W. Calomiris and Mark Carlson
- The disciplining effect of supervisory scrutiny in the EU-wide stress test

- Christoffer Kok, Carola Müller, Steven Ongena and Cosimo Pancaro
- Cost of monitoring and risk taking in the money market funds industry

- Stefano Lugo
- Small business lending under the PPP and PPPLF programs

- Jose Lopez and Mark Spiegel
- The role of culture in firm-bank matching

- Antonio Accetturo, Giorgia Barboni, Michele Cascarano and Emilia Garcia-Appendini
Volume 52, issue C, 2022
- Securitization and aggregate investment efficiency

- Afrasiab Mirza and Eric Stephens
- Safe but fragile: Information acquisition, liquidity support and redemption runs

- Philipp J. Koenig and David Pothier
- Stiffing the creditor: Asset verifiability and bankruptcy

- Erasmo Giambona, Florencio Lopez-de-Silanes and Rafael Matta
- Ethics, capital and talent competition in banking

- Fenghua Song and Anjan Thakor
- The countercyclical capital buffer and the composition of bank lending

- Raphael Auer, Alexandra Matyunina and Steven Ongena
- Private deposit insurance, deposit flows, bank lending, and moral hazard

- Piotr Danisewicz, Chun Hei Lee and Klaus Schaeck
- Carrot and stick: A role for benchmark-adjusted compensation in active fund management

- Juan Sotes-Paladino and Fernando Zapatero
- Political influence and banks: Evidence from mortgage lending

- Yongqiang Chu and Tim Zhang
- The dark side of liquidity regulation: Bank opacity and funding liquidity risk

- Arisyi Raz, Danny McGowan and Tianshu Zhao
- On stock-based loans

- Thomas A. McWalter and Peter H. Ritchken
- Asset scarcity and collateral rehypothecation

- Vincent Maurin
- Housing booms and bank growth

- Mark J. Flannery, Leming Lin and Luxi Wang
- What do we learn from ratings about corporate social responsibility? New evidence of uninformative ratings

- Ruoke Yang
- Bank CEO careers after bailouts: The effects of management turnover on bank risk

- Pramuan Bunkanwanicha, Alberta Di Giuli and Federica Salvade
- Finance and inequality: The distributional impacts of bank credit rationing

- Ali Choudhary and Anil Jain
- Gender quotas and bank risk

- Rose C. Liao, Gilberto Loureiro and Alvaro G. Taboada
- Implicit benefits and financing

- Franklin Allen, Meijun Qian and Jing Xie
Volume 51, issue C, 2022
- Interbank connections, contagion and bank distress in the Great Depression✰

- Charles W. Calomiris, Matthew Jaremski and David Wheelock
- Villains or scapegoats? The role of subprime borrowers in driving the U.S. housing boom

- James N. Conklin, W Frame, Kristopher Gerardi and Haoyang Liu
- A leverage-based measure of financial stability

- Tobias Adrian, Karol Borowiecki and Alexander Tepper
- Explicit deposit insurance design: International effects on bank lending during the global financial crisis✰

- Iftekhar Hasan, Liuling Liu, Anthony Saunders and Gaiyan Zhang
- Countercyclical prudential buffers and bank risk-taking

- Manuel Illueca, Lars Norden, Joseph Pacelli and Gregory F. Udell
- Consumption response to temporary price shock: Evidence from Singapore's annual sale event

- Sumit Agarwal, Kang Mo Koo and Wenlan Qian
- Private equity and Covid-19

- Paul Gompers, Steven N. Kaplan and Vladimir Mukharlyamov
- What lies beneath—Negative interest rates and bank lending

- Tan Schelling and Pascal Towbin
- Bailing out conflicted sovereigns

- Charles W. Calomiris and Theofanis Tsoulouhas
- The riskiness of credit allocation and financial stability

- Luis Brandão-Marques, Qianying Chen, Claudio Raddatz, Jérôme Vandenbussche and Peichu Xie
Volume 50, issue C, 2022
- Fintech in the time of COVID−19: Technological adoption during crises

- Jonathan Fu and Mrinal Mishra
- The company you keep: Investment adviser clientele and mutual fund performance✰

- William Beggs
- Venture Capital Coordination in Syndicates, Corporate Monitoring, and Firm Performance

- Jun-Koo Kang, Yingxiang Li and Seungjoon Oh
- The Costs and Benefits of Performance Fees in Mutual Funds

- Henri Servaes and Kari Sigurdsson
- Institutional Shareholders and Bank Capital

- Alexandre Garel, Arthur Petit-Romec and Rudi Vander Vennet
- Bank use of sovereign CDS in the Eurozone crisis: Hedging and risk incentives

- Viral Acharya, Yalin Gündüz and Timothy C. Johnson
Volume 49, issue C, 2022
- The spread of deposit insurance and the global rise in bank asset risk since the 1970s

- Charles W. Calomiris and Sophia Chen
- Economic policy uncertainty and bank liquidity hoarding

- Allen N. Berger, Omrane Guedhami, Hugh Hoikwang Kim and Xinming Li
- Real liquidity and banking

- Zehao Liu and Ping He
- Information disclosure and the feedback effect in capital markets

- Spyros Terovitis
- Who Values Economist Forecasts? Evidence From Trading in Treasury Markets

- Robert James, Elvis Jarnecic and Henry Leung
- Banking integration and growth: Role of banks' previous industry exposure

- Neslihan Karakaya, Tomasz Michalski and Evren Örs
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