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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 25, issue 12, 2001

The ability of banks to lend to informationally opaque small businesses pp. 2127-2167 Downloads
Allen Berger, Leora Klapper and Gregory Udell
Are scale economies in banking elusive or illusive?: Evidence obtained by incorporating capital structure and risk-taking into models of bank production pp. 2169-2208 Downloads
Joseph Hughes, Loretta Mester and Choon-Geol Moon
The changing structure of local credit markets: Are small businesses special? pp. 2209-2237 Downloads
Emilia Bonaccorsi di Patti and Giorgio Gobbi
Do banks have a future?: A study on banking and finance as we move into the third millennium pp. 2239-2276 Downloads
Biagio Bossone
Can mergers ensure the survival of credit unions in the third millennium? pp. 2277-2304 Downloads
Deborah Ralston, April Wright and Kaylee Garden
The patterns of cross-border bank mergers and shareholdings in OECD countries pp. 2305-2337 Downloads
Dario Focarelli and Alberto Pozzolo
Are expansions cost effective for stock exchanges? A global perspective pp. 2339-2366 Downloads
Iftekhar Hasan and Markku Malkamaki
Mixing and matching: Prospective financial sector mergers and market valuation pp. 2367-2392 Downloads
Arturo Estrella

Volume 25, issue 11, 2001

Reading PIBOR futures options smiles: The 1997 snap election pp. 1957-1987 Downloads
Sophie Coutant, Eric Jondeau and Michael Rockinger
Pricing Hang Seng Index options around the Asian financial crisis - A GARCH approach pp. 1989-2014 Downloads
Jin-Chuan Duan and Hua Zhang
The term structure of credit spreads with jump risk pp. 2015-2040 Downloads
Chunsheng Zhou
Money and credit in liquidity provision pp. 2041-2067 Downloads
Yong Wang and Hanqing Zhou
The link between bank monitoring and corporate dividend policy: The case of dividend omissions pp. 2069-2087 Downloads
Soo-Wah Low, Louis Glorfeld, Douglas Hearth and James N. Rimbey
Interest rate and liquidity risk management and the European money supply process pp. 2089-2101 Downloads
Kay Mitusch and Dieter Nautz
"Clicks and bricks":: e-Risk Management for banks in the age of the Internet pp. 2103-2123 Downloads
Anita K. Pennathur

Volume 25, issue 10, 2001

Returns synchronization and daily correlation dynamics between international stock markets pp. 1805-1827 Downloads
Martin Martens and Ser-Huang Poon
Index arbitrage with heterogeneous investors: A smooth transition error correction analysis pp. 1829-1855 Downloads
Yiuman Tse
An empirical analysis of incremental capital structure decisions under managerial entrenchment pp. 1857-1895 Downloads
Abe de Jong and Chris Veld
Investor heterogeneity, market segmentation, leverage and the equity premium puzzle pp. 1897-1919 Downloads
M. Shahid Ebrahim and Ike Mathur
Crisis dynamics of implied default recovery ratios: Evidence from Russia and Argentina pp. 1921-1939 Downloads
John J. Merrick
A note on information seasonality and the disappearance of the weekend effect in the UK stock market pp. 1941-1956 Downloads
James Steeley

Volume 25, issue 9, 2001

Efficiency in index options markets and trading in stock baskets pp. 1607-1634 Downloads
Lucy Ackert and Yisong S. Tian
An analytic approach to credit risk of large corporate bond and loan portfolios pp. 1635-1664 Downloads
Andre Lucas, Pieter Klaassen, Peter Spreij and Stefan Straetmans
Modelling S&P 100 volatility: The information content of stock returns pp. 1665-1679 Downloads
Bevan J. Blair, Ser-Huang Poon and Stephen J. Taylor
Investor tax rationality and the relationship between dividend yields and equity returns: An explanatory note pp. 1681-1686 Downloads
Mike Dempsey
Foreign and domestic investors and tax induced ex-dividend day trading pp. 1687-1716 Downloads
Eva Liljeblom, Anders Loflund and Kaj Hedvall
The Federal Reserve's operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect pp. 1717-1739 Downloads
Daniel Thornton
Measuring performance of international closed-end funds pp. 1741-1767 Downloads
Dilip Kumar Patro
Evolution of market uncertainty around earnings announcements pp. 1769-1788 Downloads
Dusan Isakov and Christophe Perignon
Optimal portfolio selection in a Value-at-Risk framework pp. 1789-1804 Downloads
Rachel Campbell, Ronald Huisman and Kees Koedijk

Volume 25, issue 8, 2001

Price and volume effects associated with derivative warrant issuance on the Stock Exchange of Hong Kong pp. 1401-1426 Downloads
Yue-cheong Chan and K. C. John Wei
Factor models and the correlation structure of interest rates: Some evidence for USD, GBP, DEM and JPY pp. 1427-1445 Downloads
Ilias Lekkos
Strategic choices of quality, differentiation and pricing in financial services pp. 1447-1473 Downloads
Sandeep Mahajan and Richard J. Sweeney
Margin exceedences for European stock index futures using extreme value theory pp. 1475-1502 Downloads
John Cotter
Sensitivity analyses of anomalies in developed stock markets pp. 1503-1541 Downloads
J. Benson Durham
Do investors prefer round stock prices? Evidence from Israeli IPO auctions pp. 1543-1551 Downloads
Shmuel Kandel, Oded Sarig and Avi Wohl
Citicorp-Travelers Group merger: Challenging barriers between banking and insurance pp. 1553-1571 Downloads
Kenneth A. Carow
Patterns of behavior of professionally managed and independent investors pp. 1573-1587 Downloads
Zur Shapira and Itzhak Venezia
The use of undisclosed limit orders on the Australian Stock Exchange pp. 1589-1603 Downloads
Michael Aitken, Henk Berkman and Derek Mak

Volume 25, issue 7, 2001

Who's minding the store? Motivating and monitoring hired managers at small, closely held commercial banks pp. 1209-1243 Downloads
Robert DeYoung, Kenneth Spong and Richard Sullivan
Using implied volatility on options to measure the relation between asset returns and variability pp. 1245-1269 Downloads
Wallace N. Davidson, Jin Kyoung Kim, Evren Ors and Andrew Szakmary
Time-varying persistence in expected returns pp. 1271-1286 Downloads
Richard Priestley
Banks' reserve management, transaction costs, and the timing of Federal Reserve intervention pp. 1287-1317 Downloads
Leonardo Bartolini, Giuseppe Bertola and Alessandro Prati
Intraday futures market behaviour around major scheduled macroeconomic announcements: Australian evidence pp. 1319-1337 Downloads
Alex Frino and Amelia Hill
The impact of public information on investors pp. 1339-1366 Downloads
John R. Nofsinger
Comparable firms and the precision of equity valuations pp. 1367-1400 Downloads
Allan C. Eberhart

Volume 25, issue 6, 2001

Near integration, bank reluctance, and discount window borrowing pp. 1013-1036 Downloads
Donald Dutkowsky and Suzanne McCoskey
Immunization derived from a polynomial duration vector in the Spanish bond market pp. 1037-1057 Downloads
Gloria M. Soto
Repricing and employee stock option valuation pp. 1059-1082 Downloads
Charles Corrado, Bradford Jordan, Thomas Miller and John J. Stansfield
Dual class firms: Capitalization, ownership structure and recapitalization back into single class pp. 1083-1111 Downloads
Ben Amoako-Adu and Brian F. Smith
Are cash acquisitions associated with better postcombination operating performance than stock acquisitions? pp. 1113-1138 Downloads
Scott Linn and Jeannette A. Switzer
The impact of FDICIA and prompt corrective action on bank capital and risk: Estimates using a simultaneous equations model pp. 1139-1160 Downloads
Raj Aggarwal and Kevin T. Jacques
Interdependence and dynamics in currency futures markets: A multivariate analysis of intraday data pp. 1161-1186 Downloads
Elyas Elyasiani and Ahmet E. Kocagil
Forecasting correlation among equity mutual funds pp. 1187-1208 Downloads
Parvez Ahmed

Volume 25, issue 5, 2001

Decimalization, adverse selection, and market maker rents pp. 829-855 Downloads
Jeffrey M. Bacidore
Circuit theory of banking and finance pp. 857-890 Downloads
Biagio Bossone
How does foreign entry affect domestic banking markets? pp. 891-911 Downloads
Stijn Claessens, Asli Demirguc-Kunt and Harry Huizinga
Productivity growth in large US commercial banks: The initial post-deregulation experience pp. 913-939 Downloads
Kankana Mukherjee, Subhash Ray and Stephen Miller
The determinants of cost efficiency in cooperative financial institutions: Australian evidence pp. 941-964 Downloads
Neil Esho
Intertemporal diversification in financial intermediation pp. 965-991 Downloads
J. -P. Niinimaki
Pricing vulnerable European options when the option's payoff can increase the risk of financial distress pp. 993-1012 Downloads
Peter Klein and Michael Inglis

Volume 25, issue 4, 2001

Return predictability following large price changes and information releases pp. 631-656 Downloads
Mahesh Pritamani and Vijay Singal
Why do contagion effects vary among bank failures? pp. 657-680 Downloads
Aigbe Akhigbe and Jeff Madura
Insider trading and managerial incentives pp. 681-716 Downloads
Jie Hu and Thomas Noe
Dormancy risk and expected profits of consumer loans pp. 717-739 Downloads
Kenneth Carling, Tor Jacobson and Kasper Roszbach
Interacting biases, non-normal return distributions and the performance of tests for long-horizon event studies pp. 741-765 Downloads
Arnold Cowan and Anne M. A. Sergeant
Yield curves and international equity returns pp. 767-788 Downloads
James Ross McCown
Capital requirements and bank behaviour: Empirical evidence for Switzerland pp. 789-805 Downloads
Bertrand Rime
Asymmetric reverting behavior of short-horizon stock returns: An evidence of stock market overreaction pp. 807-824 Downloads
Kiseok Nam, Chong Soo Pyun and Stephen L. Avard

Volume 25, issue 3, 2001

Share repurchase tender offers and bid-ask spreads pp. 445-478 Downloads
Hee-Joon Ahn, Charles Cao and Hyuk Choe
Price volatility, welfare, and trading hours in asset markets pp. 479-503 Downloads
Richard Smith
Probability of call and likelihood of the call feature in a corporate bond pp. 505-533 Downloads
Sudipto Sarkar
Efficiency of the Dojima rice futures market in Tokugawa-period Japan pp. 535-554 Downloads
Shigeru Wakita
Vagabond shoes longing to stray: Why foreign firms list in the United States pp. 555-572 Downloads
Asher Blass and Yishay Yafeh
Did amakudari undermine the effectiveness of regulator monitoring in Japan? pp. 573-596 Downloads
Akiyoshi Horiuchi and Katsutoshi Shimizu
A note on price noises and their correction process: Evidence from two equal-payoff government bonds pp. 597-612 Downloads
B. Lauterbach and A. Wohl
X-efficiency in Australian banking: An empirical investigation pp. 613-630 Downloads
Milind Sathye

Volume 25, issue 2, 2001

What do financial intermediaries do? pp. 271-294 Downloads
Franklin Allen and Anthony M. Santomero
The analytic pricing of asymmetric defaultable swaps pp. 295-316 Downloads
Georges Hübner
International investment in financial services pp. 317-337 Downloads
Fariborz Moshirian
A note on fair value pricing of mutual funds pp. 339-354 Downloads
Rahul Bhargava and David A. Dubofsky
Relative informational efficiency of cash, futures, and options markets: The case of an emerging market pp. 355-375 Downloads
Raymond Chiang and Wai-Ming Fong
Testing for long horizon UIP using PPP-based exchange rate expectations pp. 377-391 Downloads
Jan Marc Berk and Klaas H. W. Knot
The impact of FDICIA on bank returns and risk: Evidence from the capital markets pp. 393-417 Downloads
Aigbe Akhigbe and Ann Marie Whyte
A note on trading mechanism and securities' value: The analysis of rejects from continuous trade pp. 419-430 Downloads
Beni Lauterbach
A note on: Capital adequacy and the information content of term loans and lines of credit pp. 431-444 Downloads
Paul Andre, R. Mathieu and P. Zhang

Volume 25, issue 1, 2001

Editorial pp. v-vi Downloads
E. L. Altman, Marshall Sarnat, Tony Saunders and Giorgio Szego
Credit ratings and the proposed new BIS guidelines on capital adequacy for bank credit assets pp. 1-2 Downloads
Edward I. Altman
Generally accepted rating principles: A primer pp. 3-23 Downloads
Jan Krahnen and Martin Weber
An analysis and critique of the BIS proposal on capital adequacy and ratings pp. 25-46 Downloads
Edward I. Altman and Anthony Saunders
Prototype risk rating system pp. 47-95 Downloads
Michel Crouhy, Dan Galai and Robert Mark
The implications of the new capital adequacy rules for portfolio management of credit assets pp. 97-114 Downloads
Wolfgang Hammes and Mark Shapiro
The role of rating agency assessments in less developed countries: Impact of the proposed Basel guidelines pp. 115-148 Downloads
Giovanni Ferri, Li-Gang Liu and Giovanni Majnoni
Standard & Poor's official response to the Basel Committee's proposal pp. 149-169 Downloads
Clifford Griep and Michael De Stefano
Moody's investors service response to the consultative paper issued by the Basel Committee on Bank Supervision "A new capital adequacy framework" pp. 171-185 Downloads
Richard Cantor
A critical review of the new capital adequacy framework paper issued by the Basle Committee on Banking Supervision and its implications for the rating agency industry pp. 187-196 Downloads
Ian Linnell
Parameterizing credit risk models with rating data pp. 197-270 Downloads
Mark Carey and Mark Hrycay
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