Journal of Financial Services Research

1997 - 2021

Current editor(s): Haluk Unal

From:
Springer
Western Finance Association
Contact information at EDIRC.
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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 G. 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

Volume 55, issue 2, 2019

Introduction to the Special Issue pp. 111-113

Ana Lozano-Vivas and Edward Simpson Prescott

Drivers of Productivity in the Spanish Banking Sector: Recent Evidence pp. 115-141

Christian Castro and Jorge Galan

Enforcement Actions, Market Movement and Depositors’ Reaction: Evidence from the US Banking System pp. 143-165

John Pereira, Irma Malafronte, Ghulam Sorwar and Mohamed Nurullah

Liquidity Funding Shocks: the Role of Banks’ Funding Mix pp. 167-190

Antonio Alvarez, Alejandro Fernández, Joaquín García-Cabo and Diana Posada

Debt Renegotiation and the Design of Financial Contracts pp. 191-215

Christophe Godlewski

Volume 55, issue 1, 2019

Banks, Taxes, and Nonbank Competition pp. 1-30

George Pennacchi

Implications of Model Uncertainty for Bank Stress Testing pp. 31-58

Marco Gross and Javier Población

Using Bankruptcy to Reduce Foreclosures: Does Strip-Down of Mortgages Affect the Mortgage Market? pp. 59-87

Wenli Li, Ishani Tewari and Michelle J. White

Late Trading in Mutual Fund Shares – The Sequel? pp. 89-109

Moritz Wagner and Dimitris Margaritis

Volume 54, issue 3, 2018

Institutions and Deposit Insurance: Empirical Evidence pp. 269-292

Kathryn L. Dewenter, Alan C. Hess and Jonathan Brogaard

The Effects of Industry Specific and Local Economic Factors on Credit Default Swap Spreads: Evidence from REITs pp. 293-321

Qing Bai and Lu Zhu

Unintended Consequences of Risk Based Pricing: Racial Differences in Mortgage Costs pp. 323-343

Brent C Smith and Kenneth Daniels

Short-Sale Restrictions and Price Clustering: Evidence from SEC Rule 201 pp. 345-367

Ryan L. Davis, Stephen N. Jurich, Brian S. Roseman and Ethan D. Watson

Volume 54, issue 2, 2018

Bank Taxes, Leverage, and Risk pp. 145-177

Kristoffer Milonas

Depositors Discipline through Interest Costs during Good and Bad Times: the Role of the Guarantor of Last Resort1 pp. 179-205

Krzysztof Jackowicz, Oskar Kowalewski and Łukasz Kozłowski

Bank Competition with Financing and Savings Substitutes pp. 207-241

Alfredo Martin-Oliver

Determinants of Transactional Internet Banking pp. 243-267

Krishnan Dandapani, Edward R. Lawrence and Jodonnis Rodriguez

Volume 54, issue 1, 2018

Withdrawal from Foreign Lending in the Financial Crisis by Parent Banks and Their Branches and Subsidiaries: Supply Versus Demand Effects pp. 1-48

Rainer Frey, Cornelia Kerl and Alexander Lipponer

Bank Contingent Capital: Valuation and the Role of Market Discipline pp. 49-80

Chia-Chien Chang and Min-Teh Yu

Optimal Portfolios with Credit Default Swaps pp. 81-109

Giuseppe Ambrosini and Francesco Menoncin

Liquidity and Pricing of Credit Default Swaps in Japan: Evidence from a Benchmark Index for Corporate Debt Claims pp. 111-143

Kei-Ichiro Inaba