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Journal of Banking & Finance

1977 - 2018

Current editor(s): Ike Mathur

From Elsevier
Series data maintained by Dana Niculescu ().

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Volume 27, issue 12, 2003

Impact of deposit rate deregulation in Hong Kong on the market value of commercial banks pp. 2231-2248 Downloads
Simon Kwan
Development and efficiency of the banking sector in a transitional economy: Hungarian experience pp. 2249-2271 Downloads
Iftekhar Hasan and Katherin Marton
The impacts of Hong Kong's Currency Board reforms on the interbank market pp. 2273-2296 Downloads
Y. K. Tse and Paul S. L. Yip
Default- and call-adjusted duration for corporate bonds pp. 2297-2321 Downloads
Gady Jacoby and Gordon S. Roberts
The effect of foreign entry and ownership structure on the Philippine domestic banking market pp. 2323-2345 Downloads
Angelo A. Unite and Michael J. Sullivan
Common asset pricing factors in volatilities and returns in futures markets pp. 2347-2368 Downloads
Akhtar R. Siddique
The impact of foreign board membership on firm value pp. 2369-2392 Downloads
Lars Oxelheim and Trond Randoy
Corrigendum to: Common asset pricing factors in volatilies and returns in futures markets pp. 2393-2393 Downloads
Akhtar R. Siddique

Volume 27, issue 11, 2003

A note on banking efficiency in Portugal, New vs. Old banks pp. 2087-2098 Downloads
Ana Canhoto and Jean Dermine
Bankruptcy risk and productive efficiency in manufacturing firms pp. 2099-2120 Downloads
Leonardo Becchetti and Jaime Sierra
The performance of universal banks: Evidence from Switzerland pp. 2121-2150 Downloads
Bertrand Rime and Kevin Stiroh
The predictive power of implied volatility: Evidence from 35 futures markets pp. 2151-2175 Downloads
Andrew Szakmary, Evren Ors, Jin Kyoung Kim and Wallace Davidson
Inferring market information from the price and quantity of S&L deposits pp. 2177-2202 Downloads
Lin Guo
International asset allocation: A new perspective pp. 2203-2230 Downloads
Abraham Lioui and Patrice Poncet

Volume 27, issue 10, 2003

Acquisition premiums when investment banks invest their own money in the deals they advise and when they do not: Evidence from acquisitions of assets in the UK pp. 1917-1934 Downloads
Aris Stouraitis
The effectiveness of bank capital adequacy regulation: A theoretical and empirical approach pp. 1935-1958 Downloads
Victor E. Barrios and Juan M. Blanco
Short-term reaction of stock markets in stressful circumstances pp. 1959-1977 Downloads
Meziane Lasfer, Arie Melnik and Dylan C. Thomas
Early warning models in real time pp. 1979-2001 Downloads
Jeffery W. Gunther and Robert Moore
A note on savings and loan ownership structure and expense preference: A re-examination pp. 2003-2014 Downloads
Daniel M. Gropper and Carl D. Hudson
Effects of venture capitalists' participation in listed companies pp. 2015-2034 Downloads
Clement K. Wang, Kangmao Wang and Qing Lu
Intraday trading volume and return volatility of the DJIA stocks: A note pp. 2035-2043 Downloads
Ali F. Darrat, Shafiqur Rahman and Maosen Zhong
The overnight interbank market: Evidence from the G-7 and the Euro zone pp. 2045-2083 Downloads
Alessandro Prati, Leonardo Bartolini and Giuseppe Bertola

Volume 27, issue 9, 2003

An overview of the conference sessions pp. 1605-1609 Downloads
Paul Halpern, Robert Jennings, T. Gregg and Judith A. Summerville
Valuation effects of seasoned global equity offerings pp. 1611-1623 Downloads
Vihang R. Errunza and Darius P. Miller
Discussion of "Valuation effects of seasoned global equity offerings" by Errunza and Miller pp. 1625-1627 Downloads
Stephen R. Foerster
Globalization and the value of US listing: Revisiting Canadian evidence pp. 1629-1661 Downloads
Usha R. Mittoo
Discussion of "Globalization and the value of US listing: Revisting Canadian evidence" by Mittoo pp. 1663-1665 Downloads
Hans G. Heidle
Trading your neighbor's ETFs: Competition or fragmentation? pp. 1667-1703 Downloads
Beatrice Boehmer and Ekkehart Boehmer
Discussion of "Trading your neighbor's ETFs: Competition or fragmentation?" by Boehmer and Boehmer pp. 1705-1709 Downloads
Mark Peterson
Competition among markets: The repeal of Rule 390 pp. 1711-1736 Downloads
Tai-Kong Kam, Venkatesh Panchapagesan and Daniel G. Weaver
Discussion of "Competition among markets: The repeal of Rule 390" by Kam, Panchapagesan and Weaver pp. 1737-1741 Downloads
Amy Edwards
Technology, automation, and productivity of stock exchanges: International evidence pp. 1743-1773 Downloads
Iftekhar Hasan, Markku Malkamaki and Heiko Schmiedel
Discussion of "Technology, automation and productivity of stock exchanges: International evidence" by Hasan, Malkamaki & Schmiedel pp. 1775-1778 Downloads
Edwin H. Neave
Equity trading by institutional investors: Evidence on order submission strategies pp. 1779-1817 Downloads
Randi Næs and Johannes Skjeltorp
Discussion of "Equity trading by institutional investors: Evidence on order submission strategies" by Naes and Skjeltorp pp. 1819-1821 Downloads
Pankaj Jain
Do 'thinly-traded' stocks benefit from specialist intervention? pp. 1823-1854 Downloads
M. Nimalendran and Giovanni Petrella
Discussion of "Do 'thinly-traded' stocks benefit from specialist intervention?" by Nimalendran and Petrella pp. 1855-1857 Downloads
Robert Battalio
Stock exchange governance and market quality pp. 1859-1878 Downloads
Chandrasekhar Krishnamurti, John M. Sequeira and Fu Fangjian
Discussion of "Stock exchange governance and market quality" by Krishnamurti, Sequeira, and Fangjian pp. 1879-1881 Downloads
James Angel
The competitive effects of US decimalization: Evidence from the US-listed Canadian stocks pp. 1883-1910 Downloads
Henry R. Oppenheimer and Sanjiv Sabherwal
Discussion of "The competitive effects of US decimalization: Evidence from the US-listed Canadian stocks" by Oppenheimer and Sabherwal pp. 1911-1916 Downloads
Ingrid M. Werner

Volume 27, issue 8, 2003

Trading volume and location of trade: Evidence from Jardine group listings in Hong Kong and Singapore pp. 1411-1425 Downloads
Sie Ting Lau and Thomas McInish
The effects of estimation error on measures of portfolio credit risk pp. 1427-1453 Downloads
Gunter Loffler
Financial deregulation and total factor productivity change: An empirical study of Turkish commercial banks pp. 1455-1485 Downloads
Ihsan Isik and M. Kabir Hassan
Term structure estimation from on-the-run Treasuries pp. 1487-1509 Downloads
James V. Jordan and Sattar A. Mansi
Corporate use of interest rate swaps: Theory and evidence pp. 1511-1538 Downloads
Haitao Li and Connie X. Mao
The fiscal cost implications of an accommodating approach to banking crises pp. 1539-1560 Downloads
Patrick Honohan and Daniela Klingebiel
Lender certification premiums pp. 1561-1579 Downloads
Douglas O. Cook, Carolin D. Schellhorn and Lewis J. Spellman
Generalized M-vector models for hedging interest rate risk pp. 1581-1604 Downloads
Sanjay Nawalkha, Gloria M. Soto and Jun Zhang

Volume 27, issue 7, 2003

Discretionary accounting and the behavior of Japanese banks under financial duress pp. 1219-1243 Downloads
Ronald Shrieves and Drew Dahl
Should you carry the load? A comprehensive analysis of load and no-load mutual fund out-of-sample performance pp. 1245-1271 Downloads
Matthew R. Morey
Is the performance of firms following seasoned equity issues anomalous? pp. 1273-1296 Downloads
Mark Bayless and Nancy R. Jay
Corporate governance, dividend payout policy, and the interrelation between dividends, R&D, and capital investment pp. 1297-1321 Downloads
Klaus Gugler
An empirical examination of the role of the CEO and the compensation committee in structuring executive pay pp. 1323-1348 Downloads
Ronald C. Anderson and John M. Bizjak
Early and late calls of convertible bonds: Theory and evidence pp. 1349-1374 Downloads
Sudipto Sarkar
Selecting a portfolio with skewness: Recent evidence from US, European, and Latin American equity markets pp. 1375-1390 Downloads
Arun Prakash, Chun-Hao Chang and Therese E. Pactwa
Executive compensation and agency costs in Germany pp. 1391-1410 Downloads
Julie Elston and Lawrence G. Goldberg

Volume 27, issue 6, 2003

Pricing the risk of recovery in default with absolute priority rule violation pp. 1001-1025 Downloads
Haluk Unal, Dilip Madan and Levent Guntay
CEO turnover in insider-dominated boards: The Italian case pp. 1027-1051 Downloads
Giorgio Brunello, Clara Graziano and Bruno M. Parigi
Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market pp. 1053-1078 Downloads
Juan Angel Lafuente and Alfonso Novales
The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation pp. 1079-1110 Downloads
Lucio Sarno and Daniel Thornton
Skewness persistence with optimal portfolio selection pp. 1111-1121 Downloads
Qian Sun and Yuxing Yan
Risk, returns, and values in the presence of differential taxation pp. 1123-1138 Downloads
Simon Benninga and Oded Sarig
Is there discrimination in mortgage pricing? The case of overages pp. 1139-1165 Downloads
Harold A. Black, Thomas P. Boehm and Ramon Degennaro
The pricing of global and domestic initial public offerings by US companies pp. 1167-1184 Downloads
Congsheng Wu and Chuck C. Y. Kwok
Domestic and international determinants of bank profits: Foreign banks in Australia pp. 1185-1210 Downloads
Barry Williams
Markets and institutions: Global perspectives pp. 1213-1218 Downloads
Fariborz Moshirian and Giorgio Szego

Volume 27, issue 5, 2003

Editorial pp. iii-v Downloads
Giorgio Szego
Agency costs, ownership structure and corporate governance mechanisms pp. 793-816 Downloads
Manohar Singh and Wallace N. Davidson
Evidence of predictability in the cross-section of bank stock returns pp. 817-850 Downloads
Michael J. Cooper, William Jackson and Gary A. Patterson
Exchange rate exposures of US banks: A cash flow-based methodology pp. 851-865 Downloads
Anna D. Martin and Laurence J. Mauer
Stock auction bidding behavior and information asymmetries: An empirical analysis using the discriminatory auction model framework pp. 867-889 Downloads
An-Sing Chen, Gwohorng Liaw and Mark T. Leung
Efficiency in Japanese banking: An empirical analysis pp. 891-917 Downloads
Leigh Drake and Maximilian Hall
Underpricing, stock allocation, ownership structure and post-listing liquidity of newly listed firms pp. 919-947 Downloads
Peter K. Pham, Petko S. Kalev and Adam B. Steen
Intra-industry effects of bank privatization: A clinical analysis of the privatization of the Commonwealth Bank of Australia pp. 949-975 Downloads
Isaac Otchere and Janus Chan
Should bank runs be prevented? pp. 977-1000 Downloads
Margarita Samartin

Volume 27, issue 4, 2003

Binary choice models and corporate takeover pp. 549-574 Downloads
Hassan Espahbodi and Pouran Espahbodi
Random walk versus breaking trend in stock prices: Evidence from emerging markets pp. 575-592 Downloads
Kausik Chaudhuri and Yangru Wu
Are unsolicited credit ratings biased downward? pp. 593-614 Downloads
Winnie P. H. Poon
Bank lending policy, credit scoring and value-at-risk pp. 615-633 Downloads
Tor Jacobson and Kasper Roszbach
Are convertible bonds underpriced? An analysis of the French market pp. 635-653 Downloads
Manuel Ammann, Axel Kind and Christian Wilde
Long- and short-run non-parametric cost frontier efficiency: An application to Spanish savings banks pp. 655-671 Downloads
Diego Prior
Do US stock prices deviate from their fundamental values? Some new evidence pp. 673-697 Downloads
Maosen Zhong, Ali F. Darrat and Dwight C. Anderson
Deposit insurance and the risk premium in bank deposit rates pp. 699-717 Downloads
Jan Bartholdy, Glenn Boyle and Roger D. Stover
Do investors prefer even-eighth prices? Evidence from NYSE limit orders pp. 719-748 Downloads
John Cooney, Bonnie Van Ness and Robert Van Ness
The Federal funds market and the overnight Eurodollar market pp. 749-771 Downloads
Young-Sook Lee
Erratum to "On trust as a commodity and on the grammar of trust" [Journal of Banking and Finance 26, no. 9, pp. 1719-1766] pp. 773-773 Downloads
M. Khan
Erratum to "The impact of the manager-shareholder conflict on acquiring bank returns" [Journal of Banking and Finance 27(1), pp. 103-131] pp. 775-775 Downloads
Marcia Millon Cornett, Gayane Hovakimian, Darius Palia and Hassan Tehranian
Challenges for Central Banking; Anthony M. Santomero, Staffan Viotti, and Anders Vredin (Editors), Kluwer Academic Publishers, Boston, 2001, 274 pp pp. 777-778 Downloads
Gregory M. Steigerwalt
'Irrational Exuberance' Robert J. Shiller, Princeton University Press, Princeton, NJ, 2000, 296 pages, $35 pp. 779-782 Downloads
Kristie A. Edenfield
Maestro: Greenspan's and the American Boom; Woodward Bob, Simon & Schuster, New York, 2000, 230 pp., $25 pp. 783-786 Downloads
John W. Davis
Regionalism in Europe geometries and strategies after 2000;: Jurgen von Hagen, Mika Widren, Kluwer Academic Publishers, Boston, 2001, 263 pp., $129.95, EURO 145, GBP 91 pp. 787-792 Downloads
Katherine Luikert

Volume 27, issue 3, 2003

Our changed constituency pp. v-vi Downloads
Giorgio Szego
Markets and institutions: Global perspectives pp. 377-381 Downloads
Fariborz Moshirian and Giorgio Szego
To what extent will the banking industry be globalized? A study of bank nationality and reach in 20 European nations pp. 383-415 Downloads
Allen Berger, Qinglei Dai, Steven Ongena and David C. Smith
Do bankers sacrifice value to build empires? Managerial incentives, industry consolidation, and financial performance pp. 417-447 Downloads
Joseph Hughes, William W. Lang, Loretta Mester, Choon-Geol Moon and Michael S. Pagano
The value of private sector business credit information sharing: The US case pp. 449-469 Downloads
Jarl G. Kallberg and Gregory Udell
Operating performance of banks among Asian economies: An international and time series comparison pp. 471-489 Downloads
Simon Kwan
Evidence of a bank lending channel in the UK pp. 491-510 Downloads
Zhangkai Huang
A cross-country comparison of full and partial venture capital exits pp. 511-548 Downloads
Douglas Cumming and Jeffrey G. MacIntosh

Volume 27, issue 2, 2003

Cross-currency, cross-maturity forward exchange premiums as predictors of spot rate changes: Theory and evidence pp. 183-200 Downloads
Francesco Nucci
Modeling the stochastic behavior of short-term interest rates: Pricing implications for discount bonds pp. 201-228 Downloads
Turan G. Bali
Privatization, competition, and supercompetition in the Mexican commercial banking system pp. 229-249 Downloads
William Gruben and Robert P. McComb
The costs (and benefits?) of diversified business groups: The case of Korean chaebols pp. 251-273 Downloads
Stephen P. Ferris, Kenneth Kim and Pattanaporn Kitsabunnarat
Post-IPO capital expenditures and market feedback pp. 275-305 Downloads
Jos van Bommel and Theo Vermaelen
The profit efficiency of small US commercial banks pp. 307-325 Downloads
Aigbe Akhigbe and James E. McNulty
Currency hedging for international stock portfolios: The usefulness of mean-variance analysis pp. 327-349 Downloads
Frans A. de Roon, Theo Nijman and Bas Werker
Value creation in corporate asset sales: The role of managerial performance and lender monitoring pp. 351-375 Downloads
Sudip Datta, Mai Iskandar-Datta and Kartik Raman

Volume 27, issue 1, 2003

A comparison of yield curve estimation techniques using UK data pp. 1-26 Downloads
Michalis Ioannides
Local bank office ownership, deposit control, market structure, and economic growth pp. 27-57 Downloads
Robert Collender and Sherrill Shaffer
Insider trading, abnormal return and preferential information: Supervising through a probabilistic model pp. 59-86 Downloads
Marcello Minenna
Changes in market assessments of bank risk following the Riegle-Neal Act of 1994 pp. 87-102 Downloads
Aigbe Akhigbe and Ann Marie Whyte
The impact of the manager-shareholder conflict on acquiring bank returns pp. 103-131 Downloads
Marcia Millon Cornett, Gayane Hovakimian, Darius Palia and Hassan Tehranian
Pre-announcement effects, news effects, and volatility: Monetary policy and the stock market pp. 133-151 Downloads
Antulio N. Bomfim
Industry conditions, growth opportunities and market reactions to convertible debt financing decisions pp. 153-181 Downloads
Craig M. Lewis, Richard J. Rogalski and James K. Seward
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