Browse by Journal

Argyropoulos, Christos and Panopoulou, Ekaterini and Vrontos, Spyridon (2025) Downside Risk and Hedge Fund Returns. Journal of Banking & Finance, 171. p. 107345. DOI https://doi.org/10.1016/j.jbankfin.2024.107345

Huang, Yichu and Bose, Udichibarna and Li, Zeguang and Liu, Frank Hong (2025) Trading Without Meeting Friends: Empirical Evidence from the Wuhan Lockdown in 2020. Journal of Banking & Finance, 171. p. 107355. DOI https://doi.org/10.1016/j.jbankfin.2024.107355

Gaganis, Chrysovalantis and Leledakis, George and Pasiouras, Fotios and Pyrgiotakis, Emmanouil (2025) National culture of secrecy and stock price synchronicity: cross-country evidence. Journal of Banking & Finance, 170. p. 107341. DOI https://doi.org/10.1016/j.jbankfin.2024.107341

Van Dolder, Dennie and Vandenbroucke, Jurgen (2024) Behavioral Risk Profiling: Measuring Loss Aversion of Individual Investors. Journal of Banking & Finance, 168. p. 107293. DOI https://doi.org/10.1016/j.jbankfin.2024.107293

Leledakis, George N and Pyrgiotakis, Emmanouil G (2022) U.S. bank M&As in the post-Dodd–Frank Act era: Do they create value? Journal of Banking & Finance, Online. p. 105576. DOI https://doi.org/10.1016/j.jbankfin.2019.06.008

Symitsi, Efthymia and Symeonidis, Lazaros and Kourtis, Apostolos and Markellos, Raphael (2018) Covariance forecasting in equity markets. Journal of Banking & Finance, 96 (C). pp. 153-168. DOI https://doi.org/10.1016/j.jbankfin.2018.08.013

Snaith, S and Coakley, J and Kellard, NM (2013) Does the forward premium puzzle disappear over the horizon? Journal of Banking & Finance, 37 (9). pp. 3681-3693. DOI https://doi.org/10.1016/j.jbankfin.2013.06.001

Jitmaneeroj, B and Wood, A (2013) The expectations hypothesis: New hope or illusory support? Journal of Banking & Finance, 37 (3). pp. 1084-1092. DOI https://doi.org/10.1016/j.jbankfin.2012.11.013

Carbó-Valverde, Santiago and Liñares-Zegarra, José (2011) How effective are rewards programs in promoting payment card usage? Empirical evidence. Journal of Banking & Finance, 35 (12). pp. 3275-3291. DOI https://doi.org/10.1016/j.jbankfin.2011.05.008

Fong, W and Valente, G and Fung, JKW (2010) Covered interest arbitrage profits: The role of liquidity and credit risk. Journal of Banking & Finance, 34 (5). pp. 1098-1107. DOI https://doi.org/10.1016/j.jbankfin.2009.11.008

Kellard, NM and Dunis, C and Sarantis, N (2010) Foreign exchange, fractional cointegration and the implied?realized volatility relation. Journal of Banking & Finance, 34 (4). pp. 882-891. DOI https://doi.org/10.1016/j.jbankfin.2009.09.017