Journal of Banking & Finance

Article	Citations
Editorial Board	159
No-Arbitrage pricing of GDP-Linked bonds	149
Interest rate risk in the banking book: A closed-form solution for non-maturity deposits	143
Estimating the probability of informed trading: A Bayesian approach	134
Editorial Board	124
Norwegian interbank market's response to changes in liquidity policy	101
Editorial Board	96
Market discipline and policy loans	88
Competition, peer firm effects, and cash composition	87
Shades of trade: Dark trading and price efficiency	79
Why does option-implied volatility forecast realized volatility? Evidence from news events	76
Systemic risk allocation using the asymptotic marginal expected shortfall	75
Editorial Board	75
Bank foreign assets, government support and international spillover effects of sovereign rating events on bank stock prices	71
Negative news and the stock market impact of tone in rating reports	69
Editorial Board	69
Determinants and predictability of commodity producer returns	66
Non-recourse mortgage law and housing speculation	65
Negative externalities of mutual fund instability: Evidence from leveraged loan funds	61
Reprint of: Delegated asset management and performance when some investors are unsophisticated	61
Compositional effects of bank capital buffers and interactions with monetary policy	57
Algos gone wild: What drives the extreme order cancellation rates in modern markets?	57
Editorial Board	54
Fair advice	54
Aggregate Distress Risk and Equity Returns	48

The capital gain lock-in effect and seasoned equity offerings	47
Post-crisis regulations, market making, and liquidity in over-the-counter markets	47
An analysis of finance journal accessibility: Author inclusivity and journal quality	43
Stocks versus corporate bonds: A cross-sectional puzzle	40
Banking relationship, information reusability, and acquisition loans	39
Editorial Board	38
Reducing credit card delinquency using repayment reminders	38
Impact of systemic risk regulation on optimal policies and asset prices	37
What are reference rates for?	36
Editorial Board	35
Stocks versus bonds for the long run when a riskless asset is available	34
Covid-19, credit risk management modeling, and government support	34
CEO inside debt and mutual fund investment decisions	34
Foreign exchange exposure and analysts’ earnings forecasts	32
The performance of marketplace lenders	31
Financial development and wage income: Evidence from the global football market	31
Optimal investor life cycle decisions with time-inconsistent preferences	31
Discount rates and cash flows: A local projection approach	30
Does portfolio concentration affect performance? Evidence from corporate bond mutual funds	30
Does the deposit channel of monetary policy work in a high-interest rate environment?	29
Context‐specific experience and institutional investors’ performance	29
Editorial Board	27
IFABS 2017: Towards an Integrated View of Financial Regulation: Key Lessons from the Crisis and Future Challenges	26
In Memoria Giorgio and Emilia Szegő A special issue on institutions, risk measures, and portfolio optimization	26
Evaluating the validity of regulatory interest rate risk measures – a simulation approach	25
Two faces of the size effect	24
Market discipline and regulatory arbitrage: Evidence from ABCP liquidity guarantors	24
Biased risk perceptions: Evidence from the laboratory and financial markets	24
Banks, credit supply, and the life cycle of firms: Evidence from late nineteenth century Japan	24
Deferred pay: Compliance and productivity with self-selection	24
Cranes among chickens: The general-attention‐grabbing effect of daily price limits in China's stock market	23
Imposing Choice on the Uninformed: The Case of Dynamic Currency Conversion	23
Dark premonitions: Pre-bankruptcy investor attention and behavior	22
Editorial Board	22
Supervisory stringency, payout restrictions, and bank equity prices	22
Quality is our asset: The international transmission of liquidity regulation	22
CEO performance impact on medical leave outcomes	21
Investment decisions and financial leverage under a potential entry threat	21
Do professional ties enhance board seat prospects of independent directors with tainted reputations?	21
Canonical portfolios: Optimal asset and signal combination	21
Capital regulation induced reaching for systematic yield: Financial instability through fire sales	21
When should retirees tap their home equity?	21
Coherent risk measures alone are ineffective in constraining portfolio losses	20
Life-cycle portfolio choice with imperfect predictors	20
Bank solvency risk and funding cost interactions: Evidence from Korea	20
The COVID-19 shock and consumer credit: Evidence from credit card data	20
Timing sentiment with style: Evidence from mutual funds	20
The impacts of a large-scale financial education intervention on retirement saving behaviors and portfolio allocation: Evidence from pension fund data	20
Do analysts disseminate anomaly information in China?	20
The Pricing of Skewness Over Different Return Horizons	20

Economic activity and the bank credit channel	20
When emergency medicine becomes a staple diet: Evidence from Indian banking crisis	20
Banks incentive pay, diversification and systemic risk	19
How does corporate culture affect IPO price formation?	19
Weather-related disasters and inflation in the euro area	19
Experimental Research on Retirement Decision-Making: Evidence from Replications	19
Vulnerable funding in the global economy	19
The incremental information in the yield curve about future interest rate risk	19
The impact of laws and institutions on financial contracts: Evidence from relationship lending across the world	19
Marginals versus copulas: Which account for more model risk in multivariate risk forecasting?	18
Limit-hitting exciting effects: Modeling jump dependencies in stock markets adhering to daily price-limit rules	18
The case for CASE: Estimating heterogeneous systemic effects	18
Banks’ investments in fintech ventures	17
Algorithmic trading and firm value	17
Bargaining power and trade credit: The heterogeneous effect of credit contractions	17
How do bank-specific characteristics affect lending? New evidence based on credit registry data from Latin America	17
Corporate stress and bank nonperforming loans: Evidence from Pakistan	17
Do banks price production process failures? Evidence from product recalls	17
Social capital, finance, and consumption: Evidence from a representative sample of Chinese households	16
Cooperative lenders and the performance of small business loans	16
On the cash-flow and control rights of contingent capital	16
Bank instability: Interbank linkages and the role of disclosure	16
Award-winning CEOs and corporate innovation	16
Firm life cycle and cost of debt	16
Editorial Board	15
Under-reaction in the sovereign CDS market	15
Financing a corporate venture capital program	15
Forecasting the realized variance in the presence of intraday periodicity	15
Leveling the playing field? The effect of disclosing fund manager activeness to individual investors	15
How should we measure the performance of corporate bond mutual funds? Evaluating model quality and impact on inferences	15
Do ETFs increase the comovements of their underlying assets? Evidence from a switch in ETF replication technique	15
The Banker’s oath and financial advice	15
CFO social capital, liquidity management, and the market value of cash✰	14
Family ownership during the Covid-19 pandemic	14
Share pledging and optimism in analyst earnings forecasts: Evidence from China	14
Does the CARD Act affect price responsiveness? Evidence from credit card solicitations	14
Variance risk premiums in emerging markets	14
Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes?	14
Inclusive banking, financial regulation and bank performance: Cross-country evidence	14
Crowding of international mutual funds	14
Pandemic payment patterns	14
Complexity and riskiness of banking organizations: Evidence from the International Banking Research Network	14
Preopening auctions and price discovery in initial public offerings	14
Labor unions and corporate social responsibility	14
Personal bankruptcy costs, union bargaining power, and capital structure	14
Is lending distance really changing? Distance dynamics and loan composition in small business lending	13
How financial shocks transmit to the real economy? Banking business models and firm size	13
Federal reserve intervention and systemic risk during financial crises	13
Changes in the global investor base and the stability of portfolio flows to emerging markets	13
Supervisory enforcement actions against banks and systemic risk	13
The effect of lenders’ dual holding on loan contract design: Evidence from performance pricing provisions	13
Risk-adjusted return managed carry trade	13
Asset pricing and FOMC press conferences	13
Relationship lending and SMEs’ funding costs over the cycle: Why diversification of borrowing matters	13
Do institutional investors monitor their large-scale vs. small-scale investments differently? Evidence from the say-on-pay vote	12
The sum of all fears: Forecasting international returns using option-implied risk measures	12
COVID-19 and bank branch lending: The moderating effect of digitalization	12
Expected and Unexpected Jumps in the Overnight Rate: Consistent Management of the Libor Transition	12
Financial Sector Policy Response to COVID-19 in Emerging Markets and Developing Economies	12
The conditional impact of investor sentiment in global stock markets: A two-channel examination	12
Do intangibles matter for corporate policies? Evidence from organization capital and corporate payout choices	12
COVID-19 and lending responses of European banks	12
Suppliers as financial intermediaries: Trade credit for undervalued firms	12
Financial returns or social impact? What motivates impact investors’ lending to firms in low-income countries	12
Corporate culture and firm value: Evidence from crisis	12
FinTech adoption and financial inclusion: Evidence from household consumption in China	12
Liquidity provision during a pandemic	12
Zombies, again? The COVID-19 business support programs in Japan	12
Global syndicated lending during the COVID-19 pandemic	11
Common institutional ownership and corporate social responsibility	11
Corrigendum to ‘Data Snooping Bias in Tests of the Relative Performance of Multiple Forecasting Models’, Journal of Banking & Finance, Volume 126, May 2021, 106113	11
Unspanned stochastic volatility in the linear-rational square-root model: Evidence from the Treasury market	11
Uncertainty and cross-sectional stock returns: Evidence from China	11
It’s a wonderful loan: local financial composition, community banks, and economic resilience	11
Minority shareholder voting and dividend policy	11
Decreasing returns to scale and skill in hedge funds	11
Do venture capital-driven top management changes enhance corporate innovation in private firms?	11
Human capital quality and stock returns	11
Bank liquidity creation and systemic risk	11
The gender gap in the first deal: Equity split among founding teams	11

Nonlinearities and a pecking order in cross-border investment	11
Trading without meeting friends: Empirical evidence from the wuhan lockdown in 2020	11
A factor model for the cross-section of country equity risk premia	11
Is bank misconduct related to social capital? Evidence from U.S. banks	11
Option Returns, Risk Premiums, and Demand Pressure in Energy Markets	10
WITHDRAWN: In memoria Giorgio and Emilia Szego	10
How free is free? Retail trading costs with zero commissions	10
Racial disparities in debt collection	10
Short-term reversals, short-term momentum, and news-driven trading activity	10
Price discovery in equity markets: A state-dependent analysis of spot and futures markets	10
Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns	10
Lender effects on gains from mergers and acquisitions	10
Editorial Board	10
A general approach to smooth and convex portfolio optimization using lower partial moments	10
A Density-Based estimator of core/periphery network structures	10
Private information in trades, R2, and large stock price movements	10
Do sustainable consumers prefer socially responsible investments? A study among the users of robo advisors	10
Fifty shades of QE revisited	10
Risk-taking incentives and risk-talking outcomes	10
Momentum life cycle, revisited	10
Task-oriented speech and information processing	10
The agency costs of family ownership: Evidence from innovation performance	9
Assessing and mitigating fire sales risk under partial information	9
Conservatism and representativeness heuristic in peer reviews: Evidence from the finance literature 1946–2020	9
The impact of RMB’s SDR inclusion on price discovery in onshore-offshore markets	9
Modeling your stress away	9
Longs, shorts, and the cross-section of stock returns	9
Expectations, credit conditions, and housing boom-bust: Evidence from SVAR with sign and zero restrictions	9
Trust and local bias of individual investors	9
Intertemporal imitation behavior of interbank offered rate submissions	9
Mutual fund tax implications when investment advisors manage tax-exempt separate accounts	9
Double the insurance, double the funds?	9
Cross-sectional dispersion and bank performance	9
Back to the funding ratio! Addressing the duration puzzle and retirement income risk of defined contribution pension plans	9
Sign matters: Stock-movement-based trading decisions of individual investors	9
He who lends knows	9
Information networks in the financial sector and systemic risk	9
Does secrecy signal skill? Own-investor secrecy and hedge fund performance	9
Technology spillovers and the duration of executive compensation	9
Special issue on green and ethical finance	9
Political promotion incentives and banking supervision: Evidence from a quasi-natural experiment in China	9
Do firms obtain multiple ratings to hedge against downgrade risk?	9
International stochastic discount factors and covariance risk	9
Signal strength adjustment behavior: Evidence from share repurchases	9
The positive externalities of leveraged buyouts	9
Monetary easing and the lending concentration channel of monetary policy transmission	9
Editorial Board	9
Bank balance sheet risk allocation	9
Customer concentration and stock liquidity	8
Lease-adjusted productivity measurement	8
Editorial Board	8
Editorial Board	8
Does CDS trading affect risk-taking incentives in managerial compensation?	8
Do Hedge Funds Value Sell-Side Analysts Differently?	8
Editorial Board	8
The Role of Moving Shocks, Unemployment, and Policy in Understanding Housing Bust	8
Do stock-level experienced returns influence security selection?	8
Religion and insider trading profits	8
Debt-stabilizing properties of GDP-linked securities: A macro-finance perspective	8
Pension funding and the cross section of stock returns - The case of Germany	8
Credit ratings and firm innovation: Evidence from sovereign downgrades	8
Competition, coinsurance and moral hazard in banking	8
Employment Protection and Household Mortgage Debt	8
Currency carry trades and global funding risk	8
Common institutional blockholders and tail risk	8
Low interest rates and banks’ interest margins: Does belonging to a banking group matter?	8
Partial moment momentum	8
Money market reforms:The effect on the commercial paper market	8
The FOMC’s new individual economic projections and macroeconomic theories	8
Stress tests and information disclosure: An experimental analysis	8
Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative	8
Stabilising virtues of central banks: (Re)matching bank liquidity	8
Editorial Board	8
When does the fed care about stock prices?	8
Penalty interest rates, LTV constraints, and screening laxity in mortgage markets	8
Household willingness to take financial risk: Stockmarket movements and life‐cycle effects	8
So Sue Me! The cross section of stock returns related to patent infringement allegations	8
News indices on country fundamentals	8
Functional distance and bank loan pricing: Evidence from the opening of high-speed railway in China	8
Credit shocks, employment protection, and growth:firm-level evidence from spain	8
Editorial Board	8
Market distortions with collusion of agents	8
Market timing in open market bond repurchases	8
Optimal portfolio choice for higher-order risk averters	7
The effect of institutional herding on stock prices: The differentiating role of credit ratings	7
Discretionary loan loss provisioning and bank stock returns: The Role of economic booms and busts	7
The illusion of oil return predictability: The choice of data matters!	7
Available-for-sale is available for hoarding: When nonfinancial firms hold financial assets	7
Editorial Board	7
The changing landscape of treasury auctions	7
Predicting individual corporate bond returns	7
Fair-washing in the market for structured retail products? Voluntary self-regulation versus government regulation	7
Modeling the time-varying dynamic term structure of interest rates	7
Analysts’ reliance on industry-level versus firm-specific information: Implications for information production	7
How do experienced analysts improve price efficiency?	7