Journal of Banking & Finance

Article	Citations
Timing sentiment with style: Evidence from mutual funds	176
The case for CASE: Estimating heterogeneous systemic effects	172
Financial development and wage income: Evidence from the global football market	161
Cooperative lenders and the performance of small business loans	156
Expected and Unexpected Jumps in the Overnight Rate: Consistent Management of the Libor Transition	153
Determinants and predictability of commodity producer returns	135
Stocks versus bonds for the long run when a riskless asset is available	131
Market discipline and regulatory arbitrage: Evidence from ABCP liquidity guarantors	123
Biased risk perceptions: Evidence from the laboratory and financial markets	104
How should we measure the performance of corporate bond mutual funds? Evaluating model quality and impact on inferences	101
Canonical portfolios: Optimal asset and signal combination	100
Supervisory stringency, payout restrictions, and bank equity prices	75
Quality is our asset: The international transmission of liquidity regulation	73
Dissecting the return-predicting power of risk-neutral variance	71
Dark premonitions: Pre-bankruptcy investor attention and behavior	71
Do banks price production process failures? Evidence from product recalls	70
Leveling the playing field? The effect of disclosing fund manager activeness to individual investors	70
Banks incentive pay, diversification and systemic risk	69
Award-winning CEOs and corporate innovation	69
Financial Sector Policy Response to COVID-19 in Emerging Markets and Developing Economies	66
Social capital, finance, and consumption: Evidence from a representative sample of Chinese households	62
Common institutional ownership and corporate social responsibility	56
Banks’ investments in fintech ventures	56
Does FinTech coverage improve the pricing efficiency of capital market? Evidence from China	52
Money market reforms:The effect on the commercial paper market	52

How free is free? Retail trading costs with zero commissions	52
Do stock-level experienced returns influence security selection?	51
Monetary easing and the lending concentration channel of monetary policy transmission	49
Special issue on green and ethical finance	48
Signal strength adjustment behavior: Evidence from share repurchases	47
Stress tests and information disclosure: An experimental analysis	45
Sign matters: Stock-movement-based trading decisions of individual investors	43
IPO underperformance and the idiosyncratic risk puzzle	43
Competition, coinsurance and moral hazard in banking	41
Corporate dollar debt and depreciations: All’s well that ends well?	40
Exploiting the dynamics of commodity futures curves	38
Religion and insider trading profits	37
How do experienced analysts improve price efficiency?	37
Employment Protection and Household Mortgage Debt	34
Stress testing and bank business patterns: A regression discontinuity study	34
Lease-adjusted productivity measurement	33
The gradient allocation principle based on the higher moment risk measure	33
Impact of Price Path on Disposition Bias	32
Political relations and media coverage	31
Available-for-sale is available for hoarding: When nonfinancial firms hold financial assets	31
Experiments in finance	31
Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium	30
Private information in trades, R2, and large stock price movements	30
Human capital quality and stock returns	30
Pension funding and the cross section of stock returns - The case of Germany	30
Discretionary loan loss provisioning and bank stock returns: The Role of economic booms and busts	30
The illusion of oil return predictability: The choice of data matters!	29
Modeling the time-varying dynamic term structure of interest rates	29
Corporate noncompliance: Do corporate violations affect bank loan contracting?	29
A new approach to credit ratings	27
The dark side of bank taxes	27
The effect of institutional herding on stock prices: The differentiating role of credit ratings	27
Optimal portfolio choice for higher-order risk averters	27
Intraday momentum in the VIX futures market	27
Common institutional blockholders and tail risk	27
Demand shock, speculative beta, and asset prices: Evidence from the Shanghai-Hong Kong Stock Connect program	27
The positive externalities of leveraged buyouts	26
Buy low, sell high? Do private equity fund managers have market timing abilities?	26
Risk-taking incentives and risk-talking outcomes	25
Complexity and the default risk of mortgage-backed securities	25
Trading volume and liquidity provision in cryptocurrency markets	25
Market shocks and professionals’ investment behavior – Evidence from the COVID-19 crash	25
The role of CDS spreads in explaining bond recovery rates	25
Fintech and big tech credit: Drivers of the growth of digital lending	25
The pricing of carbon risk in syndicated loans: Which risks are priced and why?	25
Cross-asset time-series momentum: Crude oil volatility and global stock markets	25
Common ownership, price informativeness, and corporate investment	24
Bank competition and corporate employment: Evidence from the geographic distribution of bank branches in China	24
Global weather-based trading strategies	24
Information asymmetry and the profitability of technical analysis	23

How do investors trade R&D-intensive Stocks? Evidence from hedge funds and other institutional investors	23
The way forward for banks during the COVID-19 crisis and beyond: Government and central bank responses, threats to the global banking industry	23
Government guarantees and bank liquidity creation around the world	22
Heterogeneous inflation and deflation experiences and savings decisions during German industrialization	22
Natural disasters and market manipulation	22
Do foreign institutions avoid investing in poorly CSR-performing firms?	22
Leveraging intellectual property: The value of harmonized enforcement regimes	22
Shadow loans and regulatory arbitrage: Evidence from China	22
Good idiosyncratic volatility, bad idiosyncratic volatility, and the cross-section of stock returns	22
A large creditor in contagious liquidity crises	21
Bank affiliation and timing ability of mutual funds: Evidence from China	21
Economic policy uncertainty and corporate bond liquidity	21
Algorithmic trading and market quality: International evidence of the impact of errors in colocation dates	21
Shrouding and the FX trades of global custody bank	21
Operational loss recoveries and the macroeconomic environment: Evidence from the U.S. banking sector	21
Do local investors know more? Evidence from securities class actions	21
Editorial Board	21
Belief dispersion in the Chinese stock market and fund flows	21
Capital requirements, mortgage rates and house prices	20
Impact of risk oversight functions on bank risk: Evidence from the Dodd-Frank Act	20
Market-based private equity returns	20
Does maker-taker limit order subsidy improve market outcomes? Quasi-natural experimental evidence	20
Inventor CEOs and financing of innovation: Evidence from IPOs	20
Editorial Board	20
Downside risk and the performance of volatility-managed portfolios	20
Can star analysts make superior coverage decisions in poor information environment?	19
Cross-country determinants of market efficiency: A technical analysis perspective	19
Option-based intermediary leverage	19
Back to the roots of internal credit risk models: Does risk explain why banks' risk-weighted asset levels converge over time?	19
Information acquisition costs and credit spreads	19
Complexity of global banks and the implications for bank risk: Evidence from foreign banks in Hong Kong	19
The effect of labour protection laws on the relationship between leverage and wages	19
Patented knowledge capital and implied equity risk premium	19
Editorial Board	19
The good, the bad, and the not-so-ugly of credit booms?: capital allocation and financial constraints	18
Leverage constraints and investors' choice of underlyings	18
What can we learn from firm-level jump-induced tail risk around earnings announcements?	17
Bank complexity, governance, and risk	17
Does government debt impede firm innovation? Evidence from the rise of LGFVs in China	17
Tuesday Blues and the day-of-the-week effect in stock returns	17
Social capital and the cost of bank equity: Cross-country evidence	17
Interest rates, cash and short-term investments	17
Market discipline, regulation and banking effectiveness: Do measures matter?	16
Effects of macroprudential policy: Evidence from over 6000 estimates	16
Digital finance and financial literacy: Evidence from Chinese households	16
Downside risk and the cross-section of cryptocurrency returns	16
Government ownership and Venture Capital in China	16
A stochastic programming model for dynamic portfolio management with financial derivatives	16
The effect of bank recapitalization policy on credit allocation, investment, and productivity: Evidence from a banking crisis in Japan	16
Environmental regulation and financial stability: Evidence from Chinese manufacturing firms	16
Central bank liquidity facilities and market making	16
Binding ties in the supply chain and supplier capital structure	15
Fund Flows and Asset Valuations of Bond Mutual Funds: Effect of Side-by-Side Management	15
Structural estimation of counterparty credit risk under recovery risk	15
The impact of COVID-19 pandemic on bank lending around the world	15
Can Real Options Explain the Skewness of Stock Returns?	15
The tax shield increases the interest rate	15
What drives a firm's ES performance? Evidence from stock returns	15
The cost of foreign-currency lending	15
Personal income tax and corporate innovation: The key role of inventors’ financial incentives	14
Reprint of: COVID-19, lockdowns, and the municipal bond market	14
Information spillovers and cross monitoring between the stock market and loan market	14
Bank regulation and supervision: A symbiotic relationship	14
Non‐operating risk and cash holdings: Evidence from pension risk	14
A bank's optimal capital ratio: A time-varying parameter model to the partial adjustment framework	14
Have ratings become more accurate?	14
Blockholder board representation and debt contracting	13
CEO gender and employee relations: Evidence from labor lawsuits	13
Stock market experience and investor overconfidence: Do investors learn to be overconfident?	13
Game in another town: Geography of stock watchlists and firm valuation	13
Corporate restructuring and creditor power: Evidence from European insolvency law reforms	13
Distressed firms, zombie firms and zombie lending: A taxonomy	13
Financial liberalization and house prices: Evidence from China	13
Demand for financial advice: Evidence from a randomized choice experiment	13
Chasing the ESG factor	13
A test of the Modigliani-Miller theorem, dividend policy and algorithmic arbitrage in experimental asset markets	13
Industrial policy and asset prices: Evidence from the Made in China 2025 policy	13
When It Rains It Drains: Psychological Distress and Household Net Worth	13
Artificial intelligence and systemic risk	13
To whom do banks channel central bank funds?	12

When school ties meet geography: Education-province bias in mutual fund portfolios	12
The sources of value creation in acquisitions of intangible assets	12
Discretion in pay ratio estimation	12
Editorial Board	12
Personal bankruptcy and post-bankruptcy liquidity constraint	12
Editorial Board	12
Banking Market Structure and Trade Shocks	12
Disclosure rules, controlling shareholders, and trading activity in the new issues market	12
Editorial Board	12
The market impact of predictable flows: Evidence from leveraged VIX products	12
Editorial Board	12
A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks	12
The nexus between loan portfolio size and volatility: Does bank capital regulation matter?	11
Detecting political event risk in the option market	11
Incentive contracting in the shadow of litigation risk: Evidence from universal demand laws	11
Coherent risk measures alone are ineffective in constraining portfolio losses	11
Asset pricing and FOMC press conferences	11
Strategic supply management and mechanism choice in government debt auctions: An empirical analysis from the Philippines	11
Do internal capital markets in business groups mitigate firms' financial constraints?	11
Post-crisis regulations, market making, and liquidity in over-the-counter markets	11
The dynamics of non-performing loans during banking crises: A new database with post-COVID-19 implications	11
Leverage and the cost of capital for U.S. banks	11
IPO underpricing and limited attention: Theory and evidence	11
Under-reaction in the sovereign CDS market	11
Reprint of: Delegated asset management and performance when some investors are unsophisticated	11
Bank foreign assets, government support and international spillover effects of sovereign rating events on bank stock prices	10
Economic activity and the bank credit channel	10
When should retirees tap their home equity?	10
Banking relationship, information reusability, and acquisition loans	10
Editorial Board	10
Vulnerable funding in the global economy	10
Low interest rates and banks’ interest margins: Does belonging to a banking group matter?	10
Household willingness to take financial risk: Stockmarket movements and life‐cycle effects	10
Is lending distance really changing? Distance dynamics and loan composition in small business lending	10
Marginals versus copulas: Which account for more model risk in multivariate risk forecasting?	10
The capital gain lock-in effect and seasoned equity offerings	10
Non-recourse mortgage law and housing speculation	10
Risk-adjusted return managed carry trade	10
COVID-19 and bank branch lending: The moderating effect of digitalization	10
Editorial Board	10
Do intangibles matter for corporate policies? Evidence from organization capital and corporate payout choices	10
Systemic risk allocation using the asymptotic marginal expected shortfall	10
What are reference rates for?	10
How does corporate culture affect IPO price formation?	10
In Memoria Giorgio and Emilia Szegő A special issue on institutions, risk measures, and portfolio optimization	10
The Banker’s oath and financial advice	10
How do bank-specific characteristics affect lending? New evidence based on credit registry data from Latin America	10
Trust and local bias of individual investors	10
Political promotion incentives and banking supervision: Evidence from a quasi-natural experiment in China	10
Banks’ complexity-risk nexus and the role of regulation	9
Investor heterogeneity and the market for fund benchmarks: Evidence from passive ETFs	9
Editorial Board	9
Stock valuation during the COVID-19 pandemic: An explanation using option-based discount rates	9
Short selling and product market competition	9
Do Hedge Funds Value Sell-Side Analysts Differently?	9
Supply, demand, and risk premiums in electricity markets	9
Editorial Board	9
Enhanced momentum strategies	9
Uncertainty premia for small and large risks	9
Impact of sovereign credit ratings on systemic risk and the moderating role of regulatory reforms: An international investigation	9
Does the geographical complexity of the Colombian financial conglomerates increase banks’ risk? The role of diversification, regulatory arbitrage, and funding costs	9
Central bank policies and financial markets: Lessons from the euro crisis	9
Bank-specific capital requirements and capital management from 1989-2013: Further evidence from the UK	9
Modeling and pricing credit risk with a focus on recovery risk	9
IPO quantity revisions	9
The market for corporate control and firm information environment: Evidence from five decades of data	9
Assessing and mitigating fire sales risk under partial information	9
Fiduciary duty and corporate social responsibility: Evidence from corporate opportunity waiver	9
Does regulatory and supervisory independence affect financial stability?	9
What drives the dispersion anomaly?	9
Forecasting Value at Risk and expected shortfall using a model with a dynamic omega ratio	9
Risk and control in complex banking groups	9
Insider trading regulation and shorting constraints. Evaluating the joint effects of two market interventions.	9
Investor sentiment and asset prices: Evidence from the ex-day	9
Regulatory and bailout decisions in a banking union	9
Functional distance and bank loan pricing: Evidence from the opening of high-speed railway in China	9
Longs, shorts, and the cross-section of stock returns	9
Is bank misconduct related to social capital? Evidence from U.S. banks	9
Blessing or curse? Institutional investment in leveraged ETFs	9
Double the insurance, double the funds?	9
Debt-stabilizing properties of GDP-linked securities: A macro-finance perspective	9
Time is money: Real effects of relationship lending in a crisis	9