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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 19, issue 8, 1995

Modelling mean reversion of asset prices towards their fundamental value pp. 1327-1340 Downloads
Raymond Chiang, Peter Liu and John Okunev
Short interest and the asymmetry of the price-volume relationship in the Canadian stock market pp. 1341-1358 Downloads
T. Assogbavi, N. Khoury and P. Yourougou
The duration vector: A continuous-time extension to default-free interest rate contingent claims pp. 1359-1366 Downloads
Sanjay Nawalkha
Debt and market incompleteness pp. 1379-1400 Downloads
Ehud I. Ronn and Lemma W. Senbet
Anticipating bailouts: The incentive-conflict model and the collapse of the Ohio deposit guarantee fund pp. 1401-1418 Downloads
Ramon Degennaro and James Thomson
Loan covenants and corporate debt policy under bank regulations pp. 1419-1436 Downloads
Andrew H. Chen, Mao-Wei Hung and Sumon C. Mazumdar
Investment trust IPOs: Issuing behaviour and price performance Evidence from the London Stock Exchange pp. 1437-1458 Downloads
Mario Levis and Dylan C. Thomas
Measuring the true profile of taxpayer losses in the S & L insurance mess pp. 1459-1477 Downloads
Edward Kane and Min-Teh Yu
A note on the spread between the rates of fixed and variable rate loans pp. 1479-1487 Downloads
Chang Eric C., Moon-Whoan Rhee and Kit Pong Wong

Volume 19, issue 7, 1995

Long-run estimates of technological change and scale economies in a dynamic framework: Australian permanent building societies, 1974-1990 pp. 1135-1157 Downloads
Neil Esho and Ian G. Sharpe
Risk-based capital requirements and bank portfolio risk pp. 1159-1173 Downloads
Øystein Gjerde and Kristian Semmen
Scale economies and cost complementarities in commercial banks: On-and off-balance-sheet activities pp. 1175-1189 Downloads
Julapa Jagtiani, Alli Nathan and Gordon Sick
Economic news and equity market linkages between the U.S. and U.K pp. 1191-1210 Downloads
Kent G. Becker, Joseph E. Finnerty and Joseph Friedman
The wealth effects of deregulation of Canadian financial institutions pp. 1211-1236 Downloads
Ben Amoako-Adu and Brian F. Smith
International diversification through closed-end country funds pp. 1237-1263 Downloads
Eric Chang, Cheol S. Eun and Richard Kolodny
Day-of-the-week effects in federal funds rates: Further empirical findings pp. 1265-1284 Downloads
Mark D. Griffiths and Drew B. Winters
Overinvestment, Tobin's q and gains from foreign acquisitions pp. 1285-1303 Downloads
John Doukas
A note on an equilibrium debt option pricing model in discrete time pp. 1305-1307 Downloads
Roswell Mathis
A note on Euroyen and domestic yen interest rates pp. 1309-1321 Downloads
Wai-Chung Lo, Hung-Gay Fung and Joel Morse

Volume 19, issue 6, 1995

Forecasting losses on a liquidating long-term loan portfolio pp. 959-985 Downloads
L. Douglas Smith and Edward C. Lawrence
Data frequency and the number of factors in stock returns pp. 987-1003 Downloads
Roger D. Huang and Hoje Jo
Self-tender offers: The effects of free cash flow, cash flow signalling, and the measurement of Tobin's q pp. 1005-1023 Downloads
Steven B. Perfect, David R. Peterson and Pamela P. Peterson
Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts' forecasts pp. 1025-1046 Downloads
H. Chung Kee, Thomas McInish, Robert A. Wood and Donald J. Wyhowski
Another look on bond market seasonality: a note pp. 1047-1054 Downloads
C. Chan Kam and K. Wu H.
Tests for tax-clientele and tax-option effects in U.S. treasury bonds pp. 1055-1072 Downloads
Michael C. Ehrhardt, James V. Jordan and Eliezer Z. Prisman
Separating the likelihood and timing of bank failure pp. 1073-1089 Downloads
Rebel Cole and Jeffery W. Gunther
Deposit insurance and bank interest rate risk: Pricing and regulatory implications pp. 1091-1108 Downloads
Duan Jin-Chuan, Arthur F. Moreau and C. W. Sealey
Forbearance, deposit insurance pricing, and incentive compatible bank regulation pp. 1109-1130 Downloads
Sabitha Nagarajan and C. W. Sealey

Volume 19, issue 5, 1995

When does the prime rate change? pp. 743-764 Downloads
Loretta Mester and Anthony Saunders
Discrete exchange rate hedging strategies pp. 765-784 Downloads
R. A. Brealey and E. C. Kaplanis
Conditional volatility and the informational efficiency of the PHLX currency options market pp. 803-821 Downloads
Xinzhong Xu and Stephen J. Taylor
Wealth effects of foreign expansion by U.S. banks pp. 823-842 Downloads
Amjad Waheed and Ike Mathur
Seasonalities and intraday return patterns in the foreign currency futures market pp. 843-869 Downloads
Marcia Millon Cornett, Thomas V. Schwarz and Andrew C. Szakmary
Optimal portfolio selection under institutional procedures for short selling pp. 871-889 Downloads
Clarence C. Y. Kwan
A note on the effects of contract adjustments on the prices of put and call options pp. 937-948 Downloads
Robert L. Brown, Stephen A. Easton and Paul A. Lalor
A note on GARCH predictable variances and stock market efficiency pp. 949-953 Downloads
Walter S. A. Schwaiger

Volume 19, issue 3-4, 1995

The role of capital in financial institutions pp. 393-430 Downloads
Allen Berger, Richard J. Herring and Giorgio P. Szego
Three paradigms for the role of capitalization requirements in insured financial institutions pp. 431-459 Downloads
Edward Kane
Financial innovation and the management and regulation of financial institutions pp. 461-481 Downloads
Robert Merton
Do the M & M propositions apply to banks? pp. 483-489 Downloads
Merton Miller
The implementation of prompt corrective action: An assessment pp. 491-510 Downloads
David S. Jones and Kathleen Kuester King
Insolvency experience, risk-based capital, and prompt corrective action in property-liability insurance pp. 511-527 Downloads
John Cummins, Scott E. Harrington and Robert Klein
Comment on Jones and King and Cummins et al pp. 529-530 Downloads
Robert Eisenbeis
A market evaluation of the risk-based capital standards for the U.S. financial system pp. 531-562 Downloads
Lawrence R. Cordell and Kathleen Kuester King
Bank holding company capital targets in the early 1990s: The regulators versus the markets pp. 563-574 Downloads
Larry Wall and David R. Peterson
Discussant's comments on Wall and Peterson, and Cordell and King pp. 575-576 Downloads
Anthony M. Santomero
Fair value accounting: Effects on banks' earnings volatility, regulatory capital, and value of contractual cash flows pp. 577-605 Downloads
Mary E. Barth, Wayne R. Landsman and James M. Wahlen
Partial market value accounting, bank capital volatility, and bank risk pp. 607-622 Downloads
Mark Carey
Discussion of Carey and Barth, Landsman, and Wahlen pp. 623-625 Downloads
Anne Beatty
Loan sales as a response to market-based capital constraints pp. 627-646 Downloads
Charles Carlstrom and Katherine A. Samolyk
The effect of bank capital requirements on bank off-balance sheet financial innovations pp. 647-658 Downloads
Julapa Jagtiani, Anthony Saunders and Gregory Udell
Comments on papers presented by Carlstrom and Samolyk, and Jagtiani, Saunders, and Udell pp. 659-660 Downloads
George S. Oldfield
Bank capital shocks: Dynamic effects on securities, loans, and capital pp. 661-677 Downloads
Diana Hancock, Andrew J. Laing and James A. Wilcox
Bank regulation and the credit crunch pp. 679-692 Downloads
Joe Peek and Eric Rosengren
Capital requirements, loan renegotiation and the borrower's choice of financing source pp. 693-711 Downloads
Anjan Thakor and Patricia Furlong Wilson
Comment on Hancock, Laing and Wilcox and Peek and Rosengren pp. 713-715 Downloads
Robert B. Avery
Comment on Thakor and Wilson pp. 717-718 Downloads
Franklin Allen
FDICIA and bank capital pp. 721-722 Downloads
George G. Kaufman
Implementing FDICIA's mandatory closure rule pp. 723-725 Downloads
Gillian Garcia
Risk-based capital in the European economic community pp. 727-729 Downloads
Giorgio P. Szego
An analysis of inefficiencies in banking pp. 733-734 Downloads
Simon Kwan and Robert Eisenbeis
Perspectives on bank capital regulation and managerial compensation pp. 735-737 Downloads
Kose John, Anthony Saunders and Lemma W. Senbet

Volume 19, issue 2, 1995

Equity financing and corporate convertible bond policy pp. 187-206 Downloads
P. Jalan and G. Barone-Adesi
Parameter uncertainty and the rational expectations model of the term structure pp. 207-223 Downloads
Louis H. Ederington and Chao-Hsi Huang
Prompt corrective action and bank efforts to recover from undercapitalization pp. 225-243 Downloads
Drew Dahl and Michael F. Spivey
Pension plan terminations, excess asset reversions and securityholder wealth pp. 245-259 Downloads
Sudip Datta, Mai E. Iskandar-Datta and Edward J. Zychowicz
A market evaluation of FDIC assisted transactions pp. 261-279 Downloads
Bruce Cochran, Lawrence Rose and Donald R. Fraser
Banker judgement versus formal forecasting models: The case of country risk assessment pp. 281-297 Downloads
R. A. Somerville and R. J. Taffler
The impact of default risk on the prices of options and other derivative securities pp. 299-322 Downloads
John Hull and Alan White
Bids and asks in disequilibrium market microstructure: The case of IBM pp. 323-345 Downloads
Frederick H. deB. Harris, Thomas McInish and Ranjan R. Chakravarty
Disclosure environment and listing on foreign stock exchanges pp. 347-362 Downloads
C. Sherman Cheung and Jason Lee
Interest rate differentials and exchange rate policies in Austria, The Netherlands, and Belgium pp. 363-386 Downloads
Klaas Knot and Jakob de Haan

Volume 19, issue 1, 1995

On the structure of take-over models, and insider-outsider conflicts in negotiated take-overs pp. 11-44 Downloads
P. Sercu and C. Van Hulle
Financial ratio proportionality and inter-temporal stability: An empirical analysis pp. 45-60 Downloads
P. S. Sudarsanam and R. J. Taffler
The optimal pricing of exports invoiced in different currencies pp. 61-77 Downloads
Pekka Ahtiala and Yair E. Orgler
Discount rate changes and security returns in the U.S., 1962-1991 pp. 79-95 Downloads
Gerald R. Jensen and Robert R. Johnson
Corporate partial acquisitions, total firm valuation and the effect of financing method pp. 97-115 Downloads
Sudip Datta and Mai E. Iskandar-Datta
Should bond funds be added to M2? pp. 131-152 Downloads
John Duca
Face value convergence for stochastic bond price processes: a note on Merton's partial equilibrium option pricing model pp. 153-164 Downloads
Sanjay Nawalkha
Savings and loan ownership structure and expense-preference pp. 165-170 Downloads
Itzhak Krinsky and Hugh Thomas
Savings savings and loan ownership structure and expense-preference: Reply pp. 171-172 Downloads
Srinivas R. Akella and Stuart I. Greenbaum
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