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
Editorial Board	75
Systemic risk allocation using the asymptotic marginal expected shortfall	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
Reprint of: Delegated asset management and performance when some investors are unsophisticated	61
Negative externalities of mutual fund instability: Evidence from leveraged loan funds	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
Fair advice	54
Editorial Board	54
Aggregate Distress Risk and Equity Returns	48

Post-crisis regulations, market making, and liquidity in over-the-counter markets	47
The capital gain lock-in effect and seasoned equity offerings	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
Reducing credit card delinquency using repayment reminders	38
Editorial Board	38
Impact of systemic risk regulation on optimal policies and asset prices	37
What are reference rates for?	36
Editorial Board	35
Covid-19, credit risk management modeling, and government support	35
CEO inside debt and mutual fund investment decisions	34
Stocks versus bonds for the long run when a riskless asset is available	34
Foreign exchange exposure and analysts’ earnings forecasts	34
Financial development and wage income: Evidence from the global football market	32
Optimal investor life cycle decisions with time-inconsistent preferences	31
Discount rates and cash flows: A local projection approach	31
The performance of marketplace lenders	31
Does the deposit channel of monetary policy work in a high-interest rate environment?	30
Does portfolio concentration affect performance? Evidence from corporate bond mutual funds	30
Editorial Board	29
Context‐specific experience and institutional investors’ performance	29
IFABS 2017: Towards an Integrated View of Financial Regulation: Key Lessons from the Crisis and Future Challenges	27
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	26
Market discipline and regulatory arbitrage: Evidence from ABCP liquidity guarantors	25
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
Two faces of the size effect	24
Cranes among chickens: The general-attention‐grabbing effect of daily price limits in China's stock market	24
Biased risk perceptions: Evidence from the laboratory and financial markets	24
Quality is our asset: The international transmission of liquidity regulation	23
Imposing Choice on the Uninformed: The Case of Dynamic Currency Conversion	23
Supervisory stringency, payout restrictions, and bank equity prices	22
Dark premonitions: Pre-bankruptcy investor attention and behavior	22
Editorial Board	22
Canonical portfolios: Optimal asset and signal combination	22
Capital regulation induced reaching for systematic yield: Financial instability through fire sales	21
When should retirees tap their home equity?	21
CEO performance impact on medical leave outcomes	21
Investment decisions and financial leverage under a potential entry threat	21
The COVID-19 shock and consumer credit: Evidence from credit card data	21
Do professional ties enhance board seat prospects of independent directors with tainted reputations?	21
The Pricing of Skewness Over Different Return Horizons	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
The impact of laws and institutions on financial contracts: Evidence from relationship lending across the world	20
Coherent risk measures alone are ineffective in constraining portfolio losses	20
Economic activity and the bank credit channel	20
When emergency medicine becomes a staple diet: Evidence from Indian banking crisis	20

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

How do experienced analysts improve price efficiency?	11
Stock-selection timing	11
How free is free? Retail trading costs with zero commissions	11
Is lending distance really changing? Distance dynamics and loan composition in small business lending	11
Did QE lead banks to relax their lending standards? Evidence from the Federal Reserve’s LSAPs	11
Task-oriented speech and information processing	11
How managerial ownership and the market for corporate control can improve investment timing	11
Editorial Board	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
Private information in trades, R2, and large stock price movements	11
Modeling the time-varying dynamic term structure of interest rates	11
A Density-Based estimator of core/periphery network structures	10
Do stock-level experienced returns influence security selection?	10
International stochastic discount factors and covariance risk	10
Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative	10
Assessing and mitigating fire sales risk under partial information	10
Conservatism and representativeness heuristic in peer reviews: Evidence from the finance literature 1946–2020	10
Momentum life cycle, revisited	10
Modeling your stress away	10
Mean-variance portfolio optimization based on ordinal information	10
Editorial Board	10
Debt-stabilizing properties of GDP-linked securities: A macro-finance perspective	10
Political promotion incentives and banking supervision: Evidence from a quasi-natural experiment in China	10
Short-term reversals, short-term momentum, and news-driven trading activity	10
The impact of RMB’s SDR inclusion on price discovery in onshore-offshore markets	10
Back to the funding ratio! Addressing the duration puzzle and retirement income risk of defined contribution pension plans	10
Do firms obtain multiple ratings to hedge against downgrade risk?	10
Market timing in open market bond repurchases	10
Market distortions with collusion of agents	10
Editorial Board	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
Editorial Board	9
Intertemporal imitation behavior of interbank offered rate submissions	9
Mutual fund tax implications when investment advisors manage tax-exempt separate accounts	9
Editorial Board	9
Credit shocks, employment protection, and growth:firm-level evidence from spain	9
So Sue Me! The cross section of stock returns related to patent infringement allegations	9
Editorial Board	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
The Role of Moving Shocks, Unemployment, and Policy in Understanding Housing Bust	9
The agency costs of family ownership: Evidence from innovation performance	9
Money market reforms:The effect on the commercial paper market	9
Stabilising virtues of central banks: (Re)matching bank liquidity	9
The positive externalities of leveraged buyouts	9
Monetary easing and the lending concentration channel of monetary policy transmission	9
Trust and local bias of individual investors	9
Bank balance sheet risk allocation	9
Credit ratings and firm innovation: Evidence from sovereign downgrades	9
Cross-sectional dispersion and bank performance	9
Sign matters: Stock-movement-based trading decisions of individual investors	9
Partial moment momentum	9
WITHDRAWN: In memoria Giorgio and Emilia Szego	8
Double the insurance, double the funds?	8
The FOMC’s new individual economic projections and macroeconomic theories	8
Fair-washing in the market for structured retail products? Voluntary self-regulation versus government regulation	8
News indices on country fundamentals	8
Editorial Board	8
Does CDS trading affect risk-taking incentives in managerial compensation?	8
Low interest rates and banks’ interest margins: Does belonging to a banking group matter?	8
When does the fed care about stock prices?	8
Demand shock, speculative beta, and asset prices: Evidence from the Shanghai-Hong Kong Stock Connect program	8
Intraday momentum in the VIX futures market	8
Shareholder litigation and bank risk	8
Competition, coinsurance and moral hazard in banking	8
Editorial Board	8
Customer concentration and stock liquidity	8
Religion and insider trading profits	8
Winning connections? Special interests and the sale of failed banks	8
Employment Protection and Household Mortgage Debt	8
Functional distance and bank loan pricing: Evidence from the opening of high-speed railway in China	8
Common institutional blockholders and tail risk	8
Penalty interest rates, LTV constraints, and screening laxity in mortgage markets	8
The Real Effect of Monetary Policy under Uncertainty: Evidence from the Change in Corporate Financing Purposes	8
Actions speak louder than words: Environmental law enforcement externalities and access to bank loans	8
The dark side of bank taxes	8
Financial literacy and mortgage stress	8
Fifty shades of QE revisited	8
Editorial Board	8
Local peer influence on dividend payout decisions	8
Do Hedge Funds Value Sell-Side Analysts Differently?	8
Stress tests and information disclosure: An experimental analysis	8
Lease-adjusted productivity measurement	8
Signal strength adjustment behavior: Evidence from share repurchases	8
Household willingness to take financial risk: Stockmarket movements and life‐cycle effects	8
Pension funding and the cross section of stock returns - The case of Germany	8
The information content of stress test announcements	8
Forecasting Value at Risk and expected shortfall using a model with a dynamic omega ratio	8
Enhanced momentum strategies	8
The changing landscape of treasury auctions	8
A new approach to credit ratings	8