Journal of Banking & Finance

Article	Citations
No-Arbitrage pricing of GDP-Linked bonds	175
Interest rate risk in the banking book: A closed-form solution for non-maturity deposits	163
Norwegian interbank market's response to changes in liquidity policy	157
Editorial Board	150
Market discipline and policy loans	149
Shades of trade: Dark trading and price efficiency	128
Editorial Board	118
Bank foreign assets, government support and international spillover effects of sovereign rating events on bank stock prices	118
Negative news and the stock market impact of tone in rating reports	101
Editorial Board	101
Determinants and predictability of commodity producer returns	100
Non-recourse mortgage law and housing speculation	84
Negative externalities of mutual fund instability: Evidence from leveraged loan funds	72
Compositional effects of bank capital buffers and interactions with monetary policy	72
Fair advice	69
Editorial Board	69
The capital gain lock-in effect and seasoned equity offerings	68
Aggregate Distress Risk and Equity Returns	68
An analysis of finance journal accessibility: Author inclusivity and journal quality	67
Stocks versus corporate bonds: A cross-sectional puzzle	64
Banking relationship, information reusability, and acquisition loans	63
Editorial Board	62
Reducing credit card delinquency using repayment reminders	56
Editorial Board	54
Covid-19, credit risk management modeling, and government support	50

Stocks versus bonds for the long run when a riskless asset is available	50
CEO inside debt and mutual fund investment decisions	49
The performance of marketplace lenders	48
Does the deposit channel of monetary policy work in a high-interest rate environment?	46
Context‐specific experience and institutional investors’ performance	43
Editorial Board	42
IFABS 2017: Towards an Integrated View of Financial Regulation: Key Lessons from the Crisis and Future Challenges	42
In Memoria Giorgio and Emilia Szegő A special issue on institutions, risk measures, and portfolio optimization	41
Deferred pay: Compliance and productivity with self-selection	40
Market discipline and regulatory arbitrage: Evidence from ABCP liquidity guarantors	40
Evaluating the validity of regulatory interest rate risk measures – a simulation approach	40
Two faces of the size effect	38
Biased risk perceptions: Evidence from the laboratory and financial markets	38
Cranes among chickens: The general-attention‐grabbing effect of daily price limits in China's stock market	33
Editorial Board	31
Quality is our asset: The international transmission of liquidity regulation	31
Imposing Choice on the Uninformed: The Case of Dynamic Currency Conversion	31
Canonical portfolios: Optimal asset and signal combination	30
Supervisory stringency, payout restrictions, and bank equity prices	30
When should retirees tap their home equity?	29
Capital regulation induced reaching for systematic yield: Financial instability through fire sales	29
Do professional ties enhance board seat prospects of independent directors with tainted reputations?	29
When Expectations of Implicit Government Guarantees Diminished, Do Retail Stock Investors Run Away?	29
How should we measure the performance of corporate bond mutual funds? Evaluating model quality and impact on inferences	28
Dissecting the return-predicting power of risk-neutral variance	28
Impact of systemic risk regulation on optimal policies and asset prices	27
Financing a corporate venture capital program	27
Global syndicated lending during the COVID-19 pandemic	27
Discount rates and cash flows: A local projection approach	27
The sum of all fears: Forecasting international returns using option-implied risk measures	27
Minority shareholder voting and dividend policy	26
Timing sentiment with style: Evidence from mutual funds	25
The Pricing of Skewness Over Different Return Horizons	25
Economic activity and the bank credit channel	25
Life-cycle portfolio choice with imperfect predictors	24
How does corporate culture affect IPO price formation?	24
When emergency medicine becomes a staple diet: Evidence from Indian banking crisis	24
Vulnerable funding in the global economy	24
Do analysts disseminate anomaly information in China?	24
Coherent risk measures alone are ineffective in constraining portfolio losses	24
Experimental Research on Retirement Decision-Making: Evidence from Replications	24
Risk-adjusted return managed carry trade	23
Algorithmic trading and firm value	23
Dark premonitions: Pre-bankruptcy investor attention and behavior	23
Limit-hitting exciting effects: Modeling jump dependencies in stock markets adhering to daily price-limit rules	23
How do bank-specific characteristics affect lending? New evidence based on credit registry data from Latin America	23
Labor unions and corporate social responsibility	22
Unspanned stochastic volatility in the linear-rational square-root model: Evidence from the Treasury market	22
Editorial Board	22
A factor model for the cross-section of country equity risk premia	22

COVID-19 and lending responses of European banks	22
Racial violence, political representation, and the threat to banks as open access institutions	22
Trading without meeting friends: Empirical evidence from the wuhan lockdown in 2020	22
Social capital, finance, and consumption: Evidence from a representative sample of Chinese households	21
The Banker’s oath and financial advice	21
Editorial Board	21
Preopening auctions and price discovery in initial public offerings	21
Variance risk premiums in emerging markets	21
Do ETFs increase the comovements of their underlying assets? Evidence from a switch in ETF replication technique	21
Pandemic payment patterns	21
Forecasting the realized variance in the presence of intraday periodicity	21
Award-winning CEOs and corporate innovation	21
Personal bankruptcy costs, union bargaining power, and capital structure	21
Uncertainty and cross-sectional stock returns: Evidence from China	21
The impact of laws and institutions on financial contracts: Evidence from relationship lending across the world	21
Crowding of international mutual funds	20
Does the CARD Act affect price responsiveness? Evidence from credit card solicitations	20
Changes in the global investor base and the stability of portfolio flows to emerging markets	20
Under-reaction in the sovereign CDS market	20
Supervisory enforcement actions against banks and systemic risk	20
The case for CASE: Estimating heterogeneous systemic effects	20
Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes?	20
Relationship lending and SMEs’ funding costs over the cycle: Why diversification of borrowing matters	20
Cooperative lenders and the performance of small business loans	19
Reprint of: Delegated asset management and performance when some investors are unsophisticated	19
The effect of lenders’ dual holding on loan contract design: Evidence from performance pricing provisions	19
The gender gap in the first deal: Equity split among founding teams	19
Financial development and wage income: Evidence from the global football market	19
Federal reserve intervention and systemic risk during financial crises	19
Bargaining power and trade credit: The heterogeneous effect of credit contractions	19
The impacts of a large-scale financial education intervention on retirement saving behaviors and portfolio allocation: Evidence from pension fund data	19
Financial Sector Policy Response to COVID-19 in Emerging Markets and Developing Economies	18
Corporate stress and bank nonperforming loans: Evidence from Pakistan	18
Bank solvency risk and funding cost interactions: Evidence from Korea	18
Estimating the probability of informed trading: A Bayesian approach	18
Investment decisions and financial leverage under a potential entry threat	18
Post-crisis regulations, market making, and liquidity in over-the-counter markets	18
Do institutional investors monitor their large-scale vs. small-scale investments differently? Evidence from the say-on-pay vote	17
On the cash-flow and control rights of contingent capital	17
CEO performance impact on medical leave outcomes	17
Do banks price production process failures? Evidence from product recalls	17
CFO social capital, liquidity management, and the market value of cash✰	16
Asset pricing and FOMC press conferences	16
Algos gone wild: What drives the extreme order cancellation rates in modern markets?	16
Systemic risk allocation using the asymptotic marginal expected shortfall	16
Why does option-implied volatility forecast realized volatility? Evidence from news events	16
Do venture capital-driven top management changes enhance corporate innovation in private firms?	16
Decreasing returns to scale and skill in hedge funds	15
Expected and Unexpected Jumps in the Overnight Rate: Consistent Management of the Libor Transition	15
Banks, credit supply, and the life cycle of firms: Evidence from late nineteenth century Japan	15
Corrigendum to ‘Data Snooping Bias in Tests of the Relative Performance of Multiple Forecasting Models’, Journal of Banking & Finance, Volume 126, May 2021, 106113	15
Liquidity provision during a pandemic	15
Complexity and riskiness of banking organizations: Evidence from the International Banking Research Network	15
Nonlinearities and a pecking order in cross-border investment	15
The incremental information in the yield curve about future interest rate risk	15
It’s a wonderful loan: local financial composition, community banks, and economic resilience	14
Marginals versus copulas: Which account for more model risk in multivariate risk forecasting?	14
Bank instability: Interbank linkages and the role of disclosure	14
Corporate culture and firm value: Evidence from crisis	14
Firm life cycle and cost of debt	14
Financial returns or social impact? What motivates impact investors’ lending to firms in low-income countries	14
COVID-19 and bank branch lending: The moderating effect of digitalization	14
Zombies, again? The COVID-19 business support programs in Japan	14
The COVID-19 shock and consumer credit: Evidence from credit card data	14
Share pledging and optimism in analyst earnings forecasts: Evidence from China	13
The conditional impact of investor sentiment in global stock markets: A two-channel examination	13
Family ownership during the Covid-19 pandemic	13
Weather-related disasters and inflation in the euro area	13
What are reference rates for?	13
Banks incentive pay, diversification and systemic risk	13
Foreign exchange exposure and analysts’ earnings forecasts	13
Do intangibles matter for corporate policies? Evidence from organization capital and corporate payout choices	13
Leveling the playing field? The effect of disclosing fund manager activeness to individual investors	13
Does public corruption affect analyst forecast quality?	12
Fiduciary duty and corporate social responsibility: Evidence from corporate opportunity waiver	12
Optimal investor life cycle decisions with time-inconsistent preferences	12
Banks’ investments in fintech ventures	12
Is lending distance really changing? Distance dynamics and loan composition in small business lending	12
Editorial Board	12
Human capital quality and stock returns	12

De-SPAC Performance Under Better Aligned Sponsor Contracts	12
FinTech adoption and financial inclusion: Evidence from household consumption in China	12
Price discovery in equity markets: A state-dependent analysis of spot and futures markets	12
Do activists align with larger mutual funds?	12
Competition, peer firm effects, and cash composition	12
Common institutional ownership and corporate social responsibility	12
What drives the dispersion anomaly?	11
A general approach to smooth and convex portfolio optimization using lower partial moments	11
Monetary easing and the lending concentration channel of monetary policy transmission	11
Bank balance sheet risk allocation	11
Private information in trades, R2, and large stock price movements	11
A Density-Based estimator of core/periphery network structures	11
Information networks in the financial sector and systemic risk	11
Special issue on green and ethical finance	11
Editorial Board	11
Option Returns, Risk Premiums, and Demand Pressure in Energy Markets	11
Trust and local bias of individual investors	11
He who lends knows	11
Does secrecy signal skill? Own-investor secrecy and hedge fund performance	11
Modeling your stress away	10
Market timing in open market bond repurchases	10
Sign matters: Stock-movement-based trading decisions of individual investors	10
Editorial Board	10
Pension funding and the cross section of stock returns - The case of Germany	10
Stabilising virtues of central banks: (Re)matching bank liquidity	10
Signal strength adjustment behavior: Evidence from share repurchases	10
Conservatism and representativeness heuristic in peer reviews: Evidence from the finance literature 1946–2020	10
Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative	10
Religion and insider trading profits	10
Low interest rates and banks’ interest margins: Does belonging to a banking group matter?	10
The Role of Moving Shocks, Unemployment, and Policy in Understanding Housing Bust	10
Money market reforms:The effect on the commercial paper market	10
Debt-stabilizing properties of GDP-linked securities: A macro-finance perspective	10
Cross-sectional dispersion and bank performance	10
Do stock-level experienced returns influence security selection?	10
Market distortions with collusion of agents	10
Stress tests and information disclosure: An experimental analysis	10
News indices on country fundamentals	10
Credit shocks, employment protection, and growth:firm-level evidence from spain	10
Double the insurance, double the funds?	10
Task-oriented speech and information processing	9
When does the fed care about stock prices?	9
Editorial Board	9
Fifty shades of QE revisited	9
Bank competition and formation of zombie firms: Evidence from banking deregulation in China	9
Editorial Board	9
Local peer influence on dividend payout decisions	9
Currency carry trades and global funding risk	9
Buy low, sell high? Do private equity fund managers have market timing abilities?	9
WITHDRAWN: In memoria Giorgio and Emilia Szego	9
Editorial Board	9
Partial moment momentum	9
Editorial Board	9
Does FinTech coverage improve the pricing efficiency of capital market? Evidence from China	9
Corporate dollar debt and depreciations: All’s well that ends well?	9
Bank cost efficiency and credit market structure under a volatile exchange rate	9
Lease-adjusted productivity measurement	9
Lender effects on gains from mergers and acquisitions	9
Returns from liquidity provision in cryptocurrency markets	9
Household willingness to take financial risk: Stockmarket movements and life‐cycle effects	9
Editorial Board	9
How free is free? Retail trading costs with zero commissions	9
The value of (private) investor relations during the COVID-19 crisis	9
Editorial Board	9
The impact of bank lending standards on credit to firms	9
Competition, coinsurance and moral hazard in banking	9
The positive externalities of leveraged buyouts	8
Political relations and media coverage	8
Financial literacy and mortgage stress	8
A Practical Guide to harnessing the HAR volatility model	8
Fair-washing in the market for structured retail products? Voluntary self-regulation versus government regulation	8
The Shift from Active to Passive and its Effect on Intraday Stock Dynamics	8
Optimal portfolio choice for higher-order risk averters	8
Corporate noncompliance: Do corporate violations affect bank loan contracting?	8
A new approach to credit ratings	8
Modeling the time-varying dynamic term structure of interest rates	8
The market for corporate control and firm information environment: Evidence from five decades of data	8
Available-for-sale is available for hoarding: When nonfinancial firms hold financial assets	8
How managerial ownership and the market for corporate control can improve investment timing	8
The gradient allocation principle based on the higher moment risk measure	8
So Sue Me! The cross section of stock returns related to patent infringement allegations	8
Technology spillovers and the duration of executive compensation	8
Income inequality and entrepreneurship: Lessons from the 2020 COVID-19 recession	8
Intertemporal imitation behavior of interbank offered rate submissions	8
Assessing and mitigating fire sales risk under partial information	8
Expectations, credit conditions, and housing boom-bust: Evidence from SVAR with sign and zero restrictions	8
Analysts’ reliance on industry-level versus firm-specific information: Implications for information production	8
The information content of stress test announcements	8
Stress testing and bank business patterns: A regression discontinuity study	8
Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress	8
Discretionary loan loss provisioning and bank stock returns: The Role of economic booms and busts	8
The value of say on pay	8
The cash conversion cycle spread: International evidence	8
Market-consistent valuation of natural catastrophe risk	8
Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns	8