Economics at your fingertips  

Journal of Banking & Finance

1977 - 2019

Current editor(s): Ike Mathur

From Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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 Iskandar-Datta, Mai
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
Lamm-Tennant, Joan, 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
Page updated 2019-03-26