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Journal of Banking & Finance

1977 - 2017

Current editor(s): Ike Mathur

From Elsevier
Series data maintained by Dana Niculescu ().

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Volume 16, issue 6, 1992

The impact of standby letters of credit on bank risk: A note pp. 1037-1046 Downloads
Elijah Brewer and G. D. Koppenhaver
The effect of contemporaneous reserve accounting on the market for federal funds pp. 1047-1056 Downloads
Dennis J. Lasser
An instantaneous control model of bank reserves and Federal funds management pp. 1073-1095 Downloads
Andrew H. Chen and Sumon C. Mazumdar
The market valuation effects of the Financial Institutions Reform, Recovery and Enforcement Act of 1989 pp. 1097-1122 Downloads
Sridhar Sundaram, Nanda Rangan and Wallace Davidson
Banks as information specialists: The case of hospital lending pp. 1123-1141 Downloads
Paul S. Calem and John Rizzo
Differential impact on bank valuation of interstate banking law changes pp. 1143-1158 Downloads
Lawrence G. Goldberg, Gerald Hanweck and Timothy F. Sugrue
A note on weekday, intraday, and overnight patterns in the interbank foreign exchange and listed currency options markets pp. 1159-1171 Downloads
Jimmy E. Hilliard and Alan L. Tucker
Determinants of European bank profitability: A note pp. 1173-1178 Downloads
Philip Molyneux and John Thornton
DIDMCA and bank market risk: Theory and evidence pp. 1179-1193 Downloads
Thomas P. Bundt, Thomas Cosimano and John A. Halloran
Books received pp. 1201-1202 Downloads
Joseph Sinkey

Volume 16, issue 5, 1992

Reaction of bank share prices to the Third-World debt reduction plan pp. 853-868 Downloads
Jeff Madura, Alan L. Tucker and Emilio Zarruk
Optimal investment strategies with investor liabilities pp. 869-890 Downloads
Edwin J. Elton and Martin J. Gruber
Are US treasury bills underpriced in the primary market? pp. 891-908 Downloads
Paul A. Spindt and Richard W. Stolz
Banking deregulation: Allocational consequences of relaxing entry barriers pp. 909-932 Downloads
David Besanko and Anjan Thakor
Productive efficiency performance of minority and nonminority-owned banks: A nonparametric approach pp. 933-948 Downloads
Elyas Elyasiani and Seyed Mehdian
Tests of integration, mild segmentation and segmentation hypotheses pp. 949-972 Downloads
Vihang Errunza, Etienne Losq and Prasad Padmanabhan
Interest rates, income taxes and anticipated inflation: Some new evidence pp. 973-981 Downloads
Kanhaya L. Gupta
The sensitivity of bank stock returns to market, interest and exchange rate risks pp. 983-1004 Downloads
Jongmoo Jay Choi, Elyas Elyasiani and Kenneth J. Kopecky
Derivation of theoretical Ecu yields pp. 1005-1013 Downloads
Alfred Steinherr and Jacques Girard
UK unit trust performance 1980-1989: A passive time-varying approach pp. 1015-1033 Downloads
Angela Black, P. Fraser and D. Power

Volume 16, issue 4, 1992

Regional reciprocal interstate banking: The Supreme Court and the resolution of uncertainty pp. 665-686 Downloads
Randall S. Billingsley and Robert E. Lamy
Determinants of the call option on corporate bonds pp. 687-703 Downloads
Richard J. Kish and Miles Livingston
Durations for portfolios of bonds priced on different term structures pp. 705-714 Downloads
Gerald O. Bierwag, Charles Corrado and George G. Kaufman
Fixed-rate deposit insurance and risk-shifting behavior at commercial banks pp. 715-742 Downloads
Jin-Chuan Duan, Arthur F. Moreau and C. W. Sealey
The international transmission of eurodollar and US interest rates: A cointegration analysis pp. 757-769 Downloads
Hung-Gay Fung and Steven C. Isberg
Discount window borrowing across federal reserve districts: Evidence under contemporaneous reserve accounting pp. 771-790 Downloads
Karlyn Mitchell and Douglas Pearce
A note on an interest rate immunization strategy pp. 791-797 Downloads
John Okunev and Mark Tippett
Reserve requirements, bank share prices, and the uniqueeness of bank loans pp. 799-812 Downloads
Dale K. Osborne and Tarek S. Zaher
Factors influencing the decisions of bank managers: The evidence from investment portfolios pp. 813-829 Downloads
Arnold A. Heggestad and Joel F. Houston
A note on the transmission of public informtion across inetrnational stock markets pp. 831-837 Downloads
C. Sherman Cheung and Clarence C. Y. Kwan

Volume 16, issue 3, 1992

Tests of the nominal contracting hypothesis using stocks and bonds of the same firms pp. 477-496 Downloads
Eric C. Chang, Grant R. McQueen and J. Michael Pinegar
Turn-of-month and pre-holiday effects on stock returns: Some international evidence pp. 497-509 Downloads
Charles Cadsby and Mitchell Ratner
Sources of wealth loss in new equity issues pp. 511-522 Downloads
J. David Diltz, Larry J. Lockwood and Sungky Min
The effects of monetary targeting on business activity and financial market stability in the United Kingdom pp. 523-543 Downloads
Scott W. Barnhart and Ali F. Darrat
Traditional and nontraditional banking: An information-theoretic approach pp. 545-566 Downloads
Loretta Mester
US business credit sources, demand deposits, and the 'missing money' pp. 567-583 Downloads
John Duca
Bank window dressing: Theory and evidence pp. 585-623 Downloads
Linda Allen and Anthony Saunders
Testing for the fundamental determinants of the long run real exchange rate pp. 625-642 Downloads
Guay Lim
Forecasting the correlation structure of share prices: A test of new models pp. 643-656 Downloads
Cheol S. Eun and Bruce G. Resnick

Volume 16, issue 2, 1992

Capital gains tax and equity values: Empirical test of stock price reaction to the introduction and reduction of capital gains tax exemption pp. 275-287 Downloads
Ben Amoako-Adu, M. Rashid and M. Stebbins
A note on the existence and characteristics of fair deposit insurance premia pp. 289-297 Downloads
Sarah B. Kendall
An analysis of default risk in mobile home credit pp. 299-312 Downloads
Edward C. Lawrence, L. Douglas Smith and Malcolm Rhoades
Investment policy, financing policy, and performance characteristics of de novo savings and loan associations pp. 313-330 Downloads
James T. Lindley, James A. Verbrugge, James E. McNulty and Benton E. Gup
Money demand instability, expectations and policy regimes: A note on the case of Italy: 1964-1986 pp. 331-349 Downloads
Fabio Bagliano and Carlo Favero
The impact of the new bankruptcy code upon the average liability of bankrupt firms pp. 351-371 Downloads
John Hudson
A note on the no premature exercise condition of dividend payout unprotected american call options: A clarification pp. 373-379 Downloads
Robert C. Klemkosky and Bruce G. Resnick
Put-call parity theory and an empirical test of the efficiency of the London Traded Options Market pp. 381-403 Downloads
Mary Nisbet
Choice of entry timing and scale by foreign banks in Japan and Korea pp. 405-421 Downloads
Terry Ursacki and Ilan Vertinsky
An empirical analysis of scale and scope economies and technical change in an Irish multiproduct banking firm pp. 423-437 Downloads
J. C. Glass and D. G. McKillop
The relationship between risk and capital in commercial banks pp. 439-457 Downloads
Ronald Shrieves and Drew Dahl
Continuous-time finance: Robert C. Merton, (Basil Blackwell, Cambridge, MA, 1990) pp. xix + 700. US$55.00 pp. 460-462 Downloads
John Yeoman
Financial options: From theory to practice: Stephen Figlewski, William L. Silber and Marti G. Subrahmanyam (Business one, Irwin, IL, 1990) pp. v + 580, US$47.50 pp. 463-466 Downloads
Stefanie Kleimeier

Volume 16, issue 1, 1992

A contribution to event study methodology with an application to the Dutch stock market pp. 11-36 Downloads
Frank de Jong, Angelien Kemna and Teun Kloek
Stock returns and volatility: An empirical study of the UK stock market pp. 37-59 Downloads
Ser-Huang Poon and Stephen J. Taylor
The intervalling effect bias in beta: A note pp. 61-73 Downloads
Albert Corhay
The relative importance of common factors across the European equity markets pp. 75-95 Downloads
Stan Beckers, Richard Grinold, Andrew Rudd and Dan Stefek
Differentiated bids for voting and restricted voting shares in public tender offers pp. 97-114 Downloads
Clas Bergstrom and Kristian Rydqvist
The effect of corporate divestments on shareholder wealth: The UK experience pp. 115-135 Downloads
K. A. Afshar, R. J. Taffler and P. S. Sudarsanam
ECU interest rates and ECU basket adjustments: An arbitrage pricing approach pp. 137-153 Downloads
Martin Klein and Sigrid M. Muller
Exchange rate volatility, international trade, and the value of exporting firms pp. 155-182 Downloads
Piet Sercu and Cynthia Vanhulle
An empirical comparison of alternative models of capital asset pricing in Germany pp. 183-196 Downloads
Andreas Sauer and Austin Murphy
Efficiency and inefficiency in thinly traded stock markets: Kuwait and Saudi Arabia pp. 197-210 Downloads
Kirt C. Butler and S. J. Malaikah
Political risk and market efficiency: Tests based in British stock and options markets in the 1987 election pp. 211-231 Downloads
Gordon Gemmill
Intraweek and intraday seasonalities in stock market risk premia: Cash and futures pp. 233-270 Downloads
Pradeep K. Yadav and Peter F. Pope
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