Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

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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

Simon Kwan

Development and efficiency of the banking sector in a transitional economy: Hungarian experience pp. 2249-2271

Iftekhar Hasan and Katherin Marton

The impacts of Hong Kong's Currency Board reforms on the interbank market pp. 2273-2296

Y. K. Tse and Paul S. L. Yip

Default- and call-adjusted duration for corporate bonds pp. 2297-2321

Gady Jacoby and Gordon S. Roberts

The effect of foreign entry and ownership structure on the Philippine domestic banking market pp. 2323-2345

Angelo Unite and Michael J. Sullivan

Common asset pricing factors in volatilities and returns in futures markets pp. 2347-2368

Akhtar R. Siddique

The impact of foreign board membership on firm value pp. 2369-2392

Lars Oxelheim and Trond Randoy

Corrigendum to: Common asset pricing factors in volatilies and returns in futures markets pp. 2393-2393

Akhtar R. Siddique

Volume 27, issue 11, 2003

A note on banking efficiency in Portugal, New vs. Old banks pp. 2087-2098

Ana Canhoto and Jean Dermine

Bankruptcy risk and productive efficiency in manufacturing firms pp. 2099-2120

Leonardo Becchetti and Jaime Sierra

The performance of universal banks: Evidence from Switzerland pp. 2121-2150

Bertrand Rime and Kevin J. Stiroh

The predictive power of implied volatility: Evidence from 35 futures markets pp. 2151-2175

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

Lin Guo

International asset allocation: A new perspective pp. 2203-2230

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

Aris Stouraitis

The effectiveness of bank capital adequacy regulation: A theoretical and empirical approach pp. 1935-1958

Victor E. Barrios and Juan M. Blanco

Short-term reaction of stock markets in stressful circumstances pp. 1959-1977

Meziane Lasfer, Arie Melnik and Dylan C. Thomas

Early warning models in real time pp. 1979-2001

Jeffery W. Gunther and Robert Moore

A note on savings and loan ownership structure and expense preference: A re-examination pp. 2003-2014

Daniel Gropper and Carl D. Hudson

Effects of venture capitalists' participation in listed companies pp. 2015-2034

Clement K. Wang, Kangmao Wang and Qing Lu

Intraday trading volume and return volatility of the DJIA stocks: A note pp. 2035-2043

Ali F. Darrat, Shafiqur Rahman and Maosen Zhong

The overnight interbank market: Evidence from the G-7 and the Euro zone pp. 2045-2083

Alessandro Prati, Leonardo Bartolini and Giuseppe Bertola

Volume 27, issue 9, 2003

An overview of the conference sessions pp. 1605-1609

Paul Halpern, Robert Jennings, T. Gregg and Judith A. Summerville

Valuation effects of seasoned global equity offerings pp. 1611-1623

Vihang R. Errunza and Darius P. Miller

Discussion of "Valuation effects of seasoned global equity offerings" by Errunza and Miller pp. 1625-1627

Stephen R. Foerster

Globalization and the value of US listing: Revisiting Canadian evidence pp. 1629-1661

Usha R. Mittoo

Discussion of "Globalization and the value of US listing: Revisting Canadian evidence" by Mittoo pp. 1663-1665

Hans G. Heidle

Trading your neighbor's ETFs: Competition or fragmentation? pp. 1667-1703

Beatrice Boehmer and Ekkehart Boehmer

Discussion of "Trading your neighbor's ETFs: Competition or fragmentation?" by Boehmer and Boehmer pp. 1705-1709

Mark Peterson

Competition among markets: The repeal of Rule 390 pp. 1711-1736

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

Amy Edwards

Technology, automation, and productivity of stock exchanges: International evidence pp. 1743-1773

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

Edwin H. Neave

Equity trading by institutional investors: Evidence on order submission strategies pp. 1779-1817

Randi Næs and Johannes A. Skjeltorp

Discussion of "Equity trading by institutional investors: Evidence on order submission strategies" by Naes and Skjeltorp pp. 1819-1821

Pankaj Jain

Do 'thinly-traded' stocks benefit from specialist intervention? pp. 1823-1854

M. Nimalendran and Giovanni Petrella

Discussion of "Do 'thinly-traded' stocks benefit from specialist intervention?" by Nimalendran and Petrella pp. 1855-1857

Robert Battalio

Stock exchange governance and market quality pp. 1859-1878

Chandrasekhar Krishnamurti, John M. Sequeira and Fu Fangjian

Discussion of "Stock exchange governance and market quality" by Krishnamurti, Sequeira, and Fangjian pp. 1879-1881

James Angel

The competitive effects of US decimalization: Evidence from the US-listed Canadian stocks pp. 1883-1910

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

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

Sie Ting Lau and Thomas McInish

The effects of estimation error on measures of portfolio credit risk pp. 1427-1453

Gunter Loffler

Financial deregulation and total factor productivity change: An empirical study of Turkish commercial banks pp. 1455-1485

İhsan Işık and M. Kabir Hassan

Term structure estimation from on-the-run Treasuries pp. 1487-1509

James V. Jordan and Sattar A. Mansi

Corporate use of interest rate swaps: Theory and evidence pp. 1511-1538

Haitao Li and Connie X. Mao

The fiscal cost implications of an accommodating approach to banking crises pp. 1539-1560

Patrick Honohan and Daniela Klingebiel

Lender certification premiums pp. 1561-1579

Douglas O. Cook, Carolin D. Schellhorn and Lewis J. Spellman

Generalized M-vector models for hedging interest rate risk pp. 1581-1604

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

Ronald E. 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

Matthew R. Morey

Is the performance of firms following seasoned equity issues anomalous? pp. 1273-1296

Mark Bayless and Nancy R. Jay

Corporate governance, dividend payout policy, and the interrelation between dividends, R&D, and capital investment pp. 1297-1321

Klaus Gugler

An empirical examination of the role of the CEO and the compensation committee in structuring executive pay pp. 1323-1348

Ronald C. Anderson and John M. Bizjak

Early and late calls of convertible bonds: Theory and evidence pp. 1349-1374

Sudipto Sarkar

Selecting a portfolio with skewness: Recent evidence from US, European, and Latin American equity markets pp. 1375-1390

Arun Prakash, Chun-Hao Chang and Therese E. Pactwa

Executive compensation and agency costs in Germany pp. 1391-1410

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

Haluk Unal, Dilip Madan and Levent Guntay

CEO turnover in insider-dominated boards: The Italian case pp. 1027-1051

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

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

Lucio Sarno and Daniel Thornton

Skewness persistence with optimal portfolio selection pp. 1111-1121

Qian Sun and Yuxing Yan

Risk, returns, and values in the presence of differential taxation pp. 1123-1138

Simon Benninga and Oded Sarig

Is there discrimination in mortgage pricing? The case of overages pp. 1139-1165

Harold A. Black, Thomas P. Boehm and Ramon Degennaro

The pricing of global and domestic initial public offerings by US companies pp. 1167-1184

Congsheng Wu and Chuck C. Y. Kwok

Domestic and international determinants of bank profits: Foreign banks in Australia pp. 1185-1210

Barry Williams

Markets and institutions: Global perspectives pp. 1213-1218

Fariborz Moshirian and Giorgio Szego

Volume 27, issue 5, 2003

Editorial pp. iii-v

Giorgio Szego

Agency costs, ownership structure and corporate governance mechanisms pp. 793-816

Manohar Singh and Wallace N. Davidson

Evidence of predictability in the cross-section of bank stock returns pp. 817-850

Michael J. Cooper, William Jackson and Gary A. Patterson

Exchange rate exposures of US banks: A cash flow-based methodology pp. 851-865

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

An-Sing Chen, Gwohorng Liaw and Mark T. Leung

Efficiency in Japanese banking: An empirical analysis pp. 891-917

Leigh Drake and Maximilian J. B. Hall

Underpricing, stock allocation, ownership structure and post-listing liquidity of newly listed firms pp. 919-947

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

Isaac Otchere and Janus Chan

Should bank runs be prevented? pp. 977-1000

Margarita Samartin

Volume 27, issue 4, 2003

Binary choice models and corporate takeover pp. 549-574

Hassan Espahbodi and Pouran Espahbodi

Random walk versus breaking trend in stock prices: Evidence from emerging markets pp. 575-592

Kausik Chaudhuri and Yangru Wu

Are unsolicited credit ratings biased downward? pp. 593-614

Winnie P. H. Poon

Bank lending policy, credit scoring and value-at-risk pp. 615-633

Tor Jacobson and Kasper Roszbach

Are convertible bonds underpriced? An analysis of the French market pp. 635-653

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

Diego Prior

Do US stock prices deviate from their fundamental values? Some new evidence pp. 673-697

Maosen Zhong, Ali F. Darrat and Dwight C. Anderson

Deposit insurance and the risk premium in bank deposit rates pp. 699-717

Jan Bartholdy, Glenn Boyle and Roger D. Stover

Do investors prefer even-eighth prices? Evidence from NYSE limit orders pp. 719-748

John Cooney, Bonnie Van Ness and Robert Van Ness

The Federal funds market and the overnight Eurodollar market pp. 749-771

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

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

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

Gregory M. Steigerwalt

'Irrational Exuberance' Robert J. Shiller, Princeton University Press, Princeton, NJ, 2000, 296 pages, $35 pp. 779-782

Kristie A. Edenfield

Maestro: Greenspan's and the American Boom; Woodward Bob, Simon & Schuster, New York, 2000, 230 pp., $25 pp. 783-786

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

Katherine Luikert

Volume 27, issue 3, 2003

Our changed constituency pp. v-vi

Giorgio Szego

Markets and institutions: Global perspectives pp. 377-381

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

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

Joseph P. Hughes, William 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

Jarl G. Kallberg and Gregory Udell

Operating performance of banks among Asian economies: An international and time series comparison pp. 471-489

Simon Kwan

Evidence of a bank lending channel in the UK pp. 491-510

Zhangkai Huang

A cross-country comparison of full and partial venture capital exits pp. 511-548

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

Francesco Nucci

Modeling the stochastic behavior of short-term interest rates: Pricing implications for discount bonds pp. 201-228

Turan G. Bali

Privatization, competition, and supercompetition in the Mexican commercial banking system pp. 229-249

William Gruben and Robert P. McComb

The costs (and benefits?) of diversified business groups: The case of Korean chaebols pp. 251-273

Stephen P. Ferris, Kenneth Kim and Pattanaporn Kitsabunnarat

Post-IPO capital expenditures and market feedback pp. 275-305

Jos van Bommel and Theo Vermaelen

The profit efficiency of small US commercial banks pp. 307-325

Aigbe Akhigbe and James E. McNulty

Currency hedging for international stock portfolios: The usefulness of mean-variance analysis pp. 327-349

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

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

Michalis Ioannides

Local bank office ownership, deposit control, market structure, and economic growth pp. 27-57

Robert Collender and Sherrill Shaffer

Insider trading, abnormal return and preferential information: Supervising through a probabilistic model pp. 59-86

Marcello Minenna

Changes in market assessments of bank risk following the Riegle-Neal Act of 1994 pp. 87-102

Aigbe Akhigbe and Ann Marie Whyte

The impact of the manager-shareholder conflict on acquiring bank returns pp. 103-131

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

Antulio Bomfim

Industry conditions, growth opportunities and market reactions to convertible debt financing decisions pp. 153-181

Craig M. Lewis, Richard J. Rogalski and James K. Seward