Journal of Financial Services Research

1997 - 2022

Current editor(s): Haluk Unal

From:
Springer
Western Finance Association
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Volume 61, issue 2, 2022

Leverage and Risk Taking under Moral Hazard pp. 167-185

Christian Hott

Connected Lending in Bank Lines of Credit pp. 187-216

Shu Feng, Chang Liu and Xiaoling Pu

How Much Does Your Banker’s Target-Specific Experience Matter? Evidence from Target IPO Underwriters that Advise Acquirers pp. 217-258

Richard Herron

Worker Incentives in the Banking Industry pp. 259-284

Selay Sahan and Euan Phimister

Volume 61, issue 1, 2022

Retrospective on Twenty Years of the FDIC-JFSR Bank Research Conference pp. 1-41

Haelim Anderson, Michael Carabello and Troy Kravitz

Local Banking Market Frictions and Youth Crime: Evidence from Bank Failures pp. 43-75

Amit Ghosh and Salvador Contreras

The Real Effects of Universal Banking: Does Access to the Public Debt Market Matter? pp. 77-110

Stefano Colonnello

Relationship Lending and Switching Costs under Asymmetric Information about Bank Types pp. 111-149

J.-P. Niinimäki

Relationship Lending and Liquidation Under Imperfect Information pp. 151-165

Eric Tassel

Volume 60, issue 2, 2021

Debit Card Incentives and Consumer Behavior: Evidence Using Natural Experiment Methods pp. 135-155

Nicholas Clerkin and Andrew Hanson

Political Uncertainty and Bank Loan Contracts: Does Government Quality Matter? pp. 157-185

Yin-Siang Huang, Iftekhar Hasan, Ying-Chen Huang and Chih-Yung Lin

Firm Opacity and the Clustering of Stock Prices: the Case of Financial Intermediaries pp. 187-206

Ahmed Baig, Benjamin Blau and Todd G. Griffith

Agency Conflicts and Dividend Persistence pp. 207-234

Benoit d’Udekem

Market Structure and Financial Stability: the Interaction between Profit-Oriented and Mutual Cooperative Banks in Italy pp. 235-259

Adalgiso Amendola, Cristian Barra, Marinella Boccia and Anna Papaccio

Volume 60, issue 1, 2021

Resolving “Too Big to Fail” pp. 1-23

Nicola Cetorelli and James Traina

Have Too-Big-to-Fail Expectations Diminished? Evidence from the European Overnight Interbank Market pp. 25-54

Eero Tölö, Esa Jokivuolle and Matti Viren

Friend or Foe? Cross-Border Links, Contagious Banking Crises, and Joint Use of Macroprudential Policies pp. 55-79

Seung Mo Choi, Laura E. Kodres and Jing Lu

Basel Compliance and Financial Stability: Evidence from Islamic Banks pp. 81-134

Mohammad Bitar, Sami Ben Naceur, Rym Ayadi and Thomas Walker

Volume 59, issue 3, 2021

Predicting the Loss Given Default Distribution with the Zero-Inflated Censored Beta-Mixture Regression that Allows Probability Masses and Bimodality pp. 143-172

Ruey-Ching Hwang, Chih-Kang Chu and Kaizhi Yu

Employee Treatment and Bank Default Risk during the Credit Crisis pp. 173-208

Tu Nguyen, Sandy Suardi and Jing Zhao

Collateral Value and Strategic Default: Evidence from Auto Loans pp. 209-240

Dimuthu Ratnadiwakara

Volume 59, issue 1, 2021

Breaking the Word Bank: Measurement and Effects of Bank Level Uncertainty pp. 1-45

Paul E. Soto

How language shapes bank risk taking pp. 47-68

Francis Osei-Tutu and Laurent Weill

Ctrl+C Ctrl+Pay: Do People Mirror Electronic Payment Behavior of their Peers? pp. 69-96

Carin Cruijsen and Joris Knoben

Get Them While They Are Young pp. 97-113

Ana Abras and Guilherme G. C. Mattos

Applying Benford’s Law to Detect Accounting Data Manipulation in the Banking Industry pp. 115-142

Theoharry Grammatikos and Nikolaos Papanikolaou

Volume 58, issue 2, 2020

The Impact of Risk Retention Regulation on the Underwriting of Securitized Mortgages pp. 91-114

Craig Furfine

Bank Transparency and the Market’s Perception of Bank Risk pp. 115-142

Jinyong Kim, Mingook Kim and Yongsik Kim

International Evidence on the Determinants of Domestic Sovereign Debt Bank Holdings pp. 143-160

Dimitris K. Chronopoulos, George Dotsis and Nikolaos Milonas

New Positions in Mutual Fund Portfolios: Implications for Fund Alpha pp. 161-198

Viktoriya Lantushenko and Edward Nelling

The Exclusive Role of Centralized Fund Family Management pp. 199-236

David Hunter, Zhen Sun and Karen Benson

Volume 58, issue 1, 2020

Insider Share-Pledging and Equity Risk pp. 1-25

Ronald Anderson and Michael Puleo

How Cyclical Is Bank Capital? pp. 27-38

Joseph Haubrich

The Systemic Risk Implications of Using Credit Ratings Versus Quantitative Measures to Limit Bond Portfolio Risk pp. 39-57

Gunter Löffler

Credit Card Debt and Consumer Payment Choice: What Can We Learn from Credit Bureau Data? pp. 59-90

Joanna Stavins

Volume 57, issue 3, 2020

The LOLR Policy and its Signaling Effect in a Time of Crisis pp. 231-252

Mei Li, Frank Milne and Junfeng Qiu

Corporate Assets and Enhancing Firm Value: Evidence from the Market for Bank Branches in the US pp. 253-286

Karen Y. Jang

Quantifying and Stress Testing Operational Risk with Peer Banks’ Data pp. 287-313

Azamat Abdymomunov and Filippo Curti

Banking Crises and Market Timing: Evidence from M&As in the Banking Sector pp. 315-347

Chung-Hua Shen, Yehning Chen, Hsing-Hua Hsu and Chih-Yung Lin

Volume 57, issue 2, 2020

Fuel the Engine: Bank Credit and Firm Innovation pp. 115-147

Shusen Qi and Steven Ongena

The Banks that Said No: the Impact of Credit Supply on Productivity and Wages pp. 149-179

Jeremy Franklin, May Rostom and Gregory Thwaites

Borrower Opacity and Loan Performance: Evidence from China pp. 181-206

Haoyu Gao, Junbo Wang, Xiaoguang Yang and Lin Zhao

Foreign Exchange Manipulation and the Equity Returns of Global Banks pp. 207-230

Aigbe Akhigbe, Bhanu Balasubramnian and Ann Marie Whyte

Volume 57, issue 1, 2020

Large Banks and Efficient Banks: how Do they Influence Credit Supply and Default Risk? pp. 1-28

Bo Liu, James D. Shilling and Tien Foo Sing

Bank Switching and Interest Rates: Examining Annual Transfers Between Savings Accounts pp. 29-49

Dirk Gerritsen and Jacob Bikker

Did Negative Interest Rates Improve Bank Lending? pp. 51-68

Philip Molyneux, Alessio Reghezza, John Thornton and Ru Xie

The Fast and the Curious: VC Drift pp. 69-113

Amit Bubna, Sanjiv R. Das and Paul Hanouna

Volume 56, issue 3, 2019

Regulation and Bankers’ Incentives pp. 209-227

Fabiana Gómez and Jorge Ponce

Few Large with Many Small: Banks Size Distribution and Cross-Border Financial Linkages pp. 229-258

Giorgio Barba Navaretti, Giacomo Calzolari, Alberto Pozzolo and Maria Teresa Trentinaglia De Daverio

Relationships Matter: the Impact of Bank-Firm Relationships on Mergers and Acquisitions in Japan pp. 259-305

Joseph French, Juxin Yan and Yukihiro Yasuda

Liquidity Creation and Bank Capital pp. 307-340

Barbara Casu, Filippo Pietro and Antonio Trujillo-Ponce

Mortgage Lending Discrimination Across the U.S.: New Methodology and New Evidence pp. 341-368

Manthos Delis and Panagiotis Papadopoulos

Bank Corporate Governance and Future Earnings Predictability pp. 369-394

Sabur Mollah, Omar Farooque, Asma Mobarek and Philip Molyneux

Volume 56, issue 2, 2019

Can the Book-to-Market Ratio Signal Banks’ Earnings and Default Risk? Evidence Around the Great Recession pp. 119-143

Bhanu Balasubramnian, Ajay Palvia and Dilip K. Patro

Credit Value Adjustment with Market-implied Recovery pp. 145-166

Pascal François and Weiyu Jiang

Observables and Residuals: Exploring Cross-Border Differences in SME Borrowing Costs pp. 167-184

Fergal McCann and James Carroll

Western European Stakeholder Banks’ Loan Loss Accounting pp. 185-207

Jari-Mikko Meriläinen

Volume 56, issue 1, 2019

Will Strangers Help you Enter? The Effect of Foreign Bank Presence on New Firm Entry pp. 1-38

Theodora Bermpei, Antonios Nikolaos Kalyvas, Lorenzo Neri and Antonella Russo

Publicly Traded Versus Privately Held Commercial Banks: Sensitivity to Growth Opportunities pp. 39-71

Robert DeYoung and Lei Li

Operational Risk and Risk Management Quality: Evidence from U.S. Bank Holding Companies pp. 73-93

Azamat Abdymomunov and Atanas Mihov

Predicting Loss Distributions for Small-Size Defaulted-Debt Portfolios Using a Convolution Technique that Allows Probability Masses to Occur at Boundary Points pp. 95-117

Chih-Kang Chu and Ruey-Ching Hwang