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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 20, issue 10, 1996

Comparative measures of performance for U.S.-based international equity mutual funds pp. 1635-1650 Downloads
John G. Gallo and Peggy E. Swanson
The composite cost function and efficiency in giant Japanese banks pp. 1651-1671 Downloads
Donal G. McKillop, J. Colin Glass and Yukio Morikawa
The behavior of consumer loan rates during the 1990 credit slowdown pp. 1673-1694 Downloads
Cara Lown and Stavros Peristiani
Trading mechanisms and trading preferences on a 24-hour futures market: A case study of the Floor/GLOBEX switch on MATIF pp. 1695-1713 Downloads
Edward H. Chow, Jie-Haun Lee and Gang Shyy
The accuracy of the tick test: Evidence from the Australian stock exchange pp. 1715-1729 Downloads
Michael Aitken and Alex Frino
Trading frequency and event study test specification pp. 1731-1757 Downloads
Arnold Cowan and Anne M. A. Sergeant
Stock reaction to dividend savings of convertible preferred calls: Free cash flow or price pressure effects? pp. 1759-1773 Downloads
Palani-Rajan Kadapakkam and Alex P. Tang
Commercial bank mutual fund activities: Implications for bank risk and profitability pp. 1775-1791 Downloads
John G. Gallo, Vincent P. Apilado and James W. Kolari

Volume 20, issue 9, 1996

The impact of firm specific news on implied volatilities pp. 1447-1461 Downloads
Monique W. M. Donders and Ton Vorst
The day-of-the-week effect: The international evidence pp. 1463-1484 Downloads
M. Dubois and P. Louvet
The stock-market reaction to dividend cuts and omissions by commercial banks pp. 1485-1508 Downloads
Wolfgang Bessler and Tom Nohel
The effect of mergers and acquisitions on the efficiency and profitability of EC credit institutions pp. 1531-1558 Downloads
Rudi Vander Vennet
Cross-border acquisitions and shareholder wealth: Tests of the synergy and internalization hypotheses pp. 1559-1582 Downloads
Cheol S. Eun, Richard Kolodny and Carl Scheraga
Market-to-book ratios, equity retention, and management ownership in Finnish initial public offerings pp. 1583-1599 Downloads
Matti Keloharju and Kaj Kulp
Do consumers pay for one-stop banking? Evidence from an alternative revenue function pp. 1601-1621 Downloads
Allen Berger, David B. Humphrey and Lawrence B. Pulley

Volume 20, issue 8, 1996

The federal deposit insurance fund that didn't put a bite on U.S. taxpayers pp. 1305-1327 Downloads
Edward Kane and Robert Hendershott
Risk-taking behavior in the U.S. thrift industry: Ownership structure and regulatory changes pp. 1329-1350 Downloads
John D. Knopf and John L. Teall
Optimal bond trading and the tax-timing option in Canada pp. 1351-1363 Downloads
Eliezer Z. Prisman, Gordon Roberts and Yisong Tian
A friction model of daily Bundesbank and Federal Reserve intervention pp. 1365-1380 Downloads
Geert J. Almekinders and Sylvester Eijffinger
Bank capital requirements for securitized loan pools pp. 1381-1405 Downloads
Patrick H. McAllister and John J. Mingo
Takeover bids and the relative prices of shares that differ in their voting rights pp. 1407-1425 Downloads
Kristian Rydqvist

Volume 20, issue 7, 1996

Executive ownership, corporate value, and executive compensation: A unifying framework pp. 1135-1159 Downloads
Kee H. Chung and Stephen Pruitt
Information, trading and stock returns: Lessons from dually-listed securities pp. 1161-1187 Downloads
K. C. Chan, Wai-Ming Fong, Bong-Chan Kho and René Stulz
Australian IPO pricing in the short and long run pp. 1189-1210 Downloads
Philip J. Lee, Stephen L. Taylor and Terry Walter
Pricing Black-Scholes options with correlated credit risk pp. 1211-1229 Downloads
Peter Klein
Takeover defenses and wealth effects on securityholders: The case of poison pill adoptions pp. 1231-1250 Downloads
Sudip Datta and Mai Iskandar-Datta
Return generating process and the determinants of term premiums pp. 1251-1269 Downloads
Edwin J. Elton, Martin J. Gruber and Jianping Mei
Scale and scope economies at large banks: Including off-balance sheet products and regulatory effects (1984-1991) pp. 1271-1287 Downloads
Julapa Jagtiani and Anya Khanthavit
Ownership changes and lending at minority banks: A note pp. 1289-1301 Downloads
Drew Dahl

Volume 20, issue 6, 1996

Testing for micro-structure effects of international dual listings using intraday data pp. 965-983 Downloads
Gregory M. Noronha, Atulya Sarin and Shahrokh M. Saudagaran
Valuing futures and options on volatility pp. 985-1001 Downloads
Andreas Grunbichler and Francis Longstaff
Efficiency and technical progress in banking Empirical results for a panel of German cooperative banks pp. 1003-1023 Downloads
Günter Lang and Peter Welzel
A study of bank efficiency taking into account risk-preferences pp. 1025-1045 Downloads
Loretta Mester
Intercorporate shareholdings and corporate control in the Japanese firm pp. 1047-1068 Downloads
Hiroshi Osano
Capital and risk in property-liability insurance markets pp. 1069-1092 Downloads
John Cummins and David W. Sommer
On alternative interest rate processes pp. 1093-1119 Downloads
Magnus Dahlquist
A note on the weak form efficiency of capital markets: The application of simple technical trading rules to UK stock prices - 1935 to 1994 pp. 1121-1132 Downloads
Robert Hudson, Michael Dempsey and Kevin Keasey

Volume 20, issue 5, 1996

The valuation effects of the 1977 Community Reinvestment Act and its enforcement pp. 783-803 Downloads
Shane Johnson and Salil K. Sarkar
On measuring credit risks of derivative instruments pp. 805-833 Downloads
Greg Duffee
Considerations of cost trade-offs in insurance solvency surveillance policy pp. 835-852 Downloads
Joan Lamm-Tennant, Laura Starks and Lynne Stokes
Systemic risk in the netting system pp. 853-868 Downloads
Paolo Angelini, G. Maresca and D. Russo
The arbitrage pricing theory, macroeconomic and financial factors, and expectations generating processes pp. 869-890 Downloads
Richard Priestley
Efficient investment and financial intermediation pp. 891-900 Downloads
Jianping Qi
The effects of declining capitalization on equity acquisition by commercial banks pp. 901-915 Downloads
Drew Dahl and Michael F. Spivey
The design of financial systems: An overview pp. 917-948 Downloads
Anjan Thakor
Trading rule profits in european currency spot cross-rates pp. 949-962 Downloads
Chun I. Lee and Ike Mathur

Volume 20, issue 4, 1996

Market reaction to Business Week 'Inside Wall Street' column: A self-fulfilling prophecy pp. 617-643 Downloads
Rajiv Sant and Mir A. Zaman
On the valuation of an option to exchange one interest rate for another pp. 645-653 Downloads
Qiang Fu
Operational efficiency in banking: An international comparison pp. 655-672 Downloads
Linda Allen and Anoop Rai
The determinants of the duration of commercial bank debt renegotiation for sovereigns pp. 673-685 Downloads
In-Mee Baek and Arindam Bandopadhyaya
ARCH effects and cointegration: Is the foreign exchange market efficient? pp. 687-697 Downloads
Panayotis Alexakis and Nicholas Apergis
Assessing the FDIC's premium and examination policies using 'Soviet' put options pp. 699-721 Downloads
T. W. Epps, Lawrence B. Pulley and David B. Humphrey
Risk, regulation, and S & L diversification into nontraditional assets pp. 723-744 Downloads
Elijah Brewer, William Jackson and Thomas S. Mondschean
The structure-performance relationship for European banking pp. 745-771 Downloads
Lawrence G. Goldberg and Anoop Rai

Volume 20, issue 3, 1996

An evaluation of volatility forecasting techniques pp. 419-438 Downloads
Timothy J. Brailsford and Robert Faff
The monitoring rationale for dividends and the interaction of capital structure and dividend decisions pp. 439-454 Downloads
Gregory M. Noronha, Dilip K. Shome and George E. Morgan
Taxes and dividends: The UK evidence pp. 455-472 Downloads
Meziane Lasfer
The influence on Congress by the thrift industry pp. 473-494 Downloads
Christopher Colburn and Sylvia C. Hudgins
The technical efficiency of large bank production pp. 495-509 Downloads
Stephen Miller and Athanasios G. Noulas
The value of recourse and cross-default clauses in commercial mortgage contracting pp. 511-536 Downloads
Paul D. Childs, Steven H. Ott and Timothy J. Riddiough
The behavior of secondary market prices of LDC syndicated loans pp. 537-554 Downloads
Suk Hun Lee, Hyun Mo Sung and Jorge L. Urrutia
Monitoring, loan renegotiability, and firm value: The role of lending syndicates pp. 577-593 Downloads
Dianna Preece and Donald J. Mullineaux
A note on a simple, accurate formula to compute implied standard deviations pp. 595-603 Downloads
Charles Corrado and Thomas Miller
A note on the performance of foreign exchange forecasters in a portfolio framework pp. 605-613 Downloads
Ian Marsh and David M. Power

Volume 20, issue 2, 1996

Financial innovation, new assets, and the behavior of money demand pp. 207-225 Downloads
Dennis Glennon and Julia Lane
A contingent claims analysis of the interest rate risk characteristics of corporate liabilities pp. 227-245 Downloads
Sanjay Nawalkha
The intraday speed of stock price adjustment to major dividend changes: Bid-ask bounce and order flow imbalances pp. 247-266 Downloads
Thomas F. Gosnell, Arthur J. Keown and John M. Pinkerton
Risk aversion and the yield of corporate debt pp. 267-281 Downloads
Chunchi Wu and Chih-Hsien Yu
Cost structures in multinational and domestic banking pp. 283-306 Downloads
Arvind Mahajan, Nanda Rangan and Asghar Zardkoohi
Foreign acquisitions in the United States: Effect on shareholder wealth of foreign acquiring firms pp. 307-329 Downloads
Nusret Cakici, Chris Hessel and Kishore Tandon
Managerial rents and regulatory intervention in troubled banks pp. 331-350 Downloads
Thomas Noe, Michael J. Rebello and Larry Wall
Charter value, minimum bank capital requirement and deposit insurance pricing in equilibrium pp. 351-375 Downloads
Sankarshan Acharya
A note on cost structure and economies of scale in Greek banking pp. 377-387 Downloads
S. Karafolas and G. Mantakas
A note on price-volume dynamics in an emerging stock market pp. 389-400 Downloads
Erdem Basci, Suheyla Ozyildirim and Kursat Aydogan
A note on noise in the market for bankrupt firms' securities pp. 401-415 Downloads
Allan C. Eberhart and Richard J. Sweeney

Volume 20, issue 1, 1996

On the strategic role of high leverage in entry deterrence pp. 1-23 Downloads
P. Fulghieri and Sabitha Nagarajan
Salomon brothers and the May 1991 Treasury auction: Analysis of a market corner pp. 25-40 Downloads
Bradford Jordan and Susan D. Jordan
An empirical reconciliation of the Miller model and the generalized capital structure models pp. 41-56 Downloads
David P. Simon
Additional evidence on the information-based contagion effects of bank failures pp. 57-69 Downloads
Joseph Aharony and Itzhak Swary
Modelling implied volatility with OLS and panel data models pp. 71-84 Downloads
Mthuli Ncube
Deregulation in investment banking: Industry concentration following Rule 415 pp. 85-113 Downloads
Marcia Millon Cornett, Wallace Davidson and Nanda Rangan
Liquidation under moral hazard: Optimal debt maturity and loan commitments pp. 115-133 Downloads
Joel F. Houston and S. Venkataraman
Investigating the behavior and characteristics of the Madrid Stock Exchange pp. 135-149 Downloads
Mitchell Ratner
Wealth effects of asset securitization pp. 151-164 Downloads
Larry J. Lockwood, Ronald C. Rutherford and Martin J. Herrera
A note on the temporal variability of Canadian financial services stock returns pp. 165-177 Downloads
Fodil Adjaoud and Abdul Rahman
A note on the determinants of unexpected exchange rate movements pp. 179-188 Downloads
Stefano M. F. G. Cavaglia and Christian Wolff
Are stock price reversals really asymmetric? A note pp. 189-201 Downloads
Gishan Dissanaike
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