Journal of Financial Services Research
1997 - 2022
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.
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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
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