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 25, issue 12, 2001

The ability of banks to lend to informationally opaque small businesses pp. 2127-2167

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

Joseph P. Hughes, Loretta Mester and Choon-Geol Moon

The changing structure of local credit markets: Are small businesses special? pp. 2209-2237

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

Biagio Bossone

Can mergers ensure the survival of credit unions in the third millennium? pp. 2277-2304

Deborah Ralston, April Wright and Kaylee Garden

The patterns of cross-border bank mergers and shareholdings in OECD countries pp. 2305-2337

Dario Focarelli and Alberto Pozzolo

Are expansions cost effective for stock exchanges? A global perspective pp. 2339-2366

Iftekhar Hasan and Markku Malkamaki

Mixing and matching: Prospective financial sector mergers and market valuation pp. 2367-2392

Arturo Estrella

Volume 25, issue 11, 2001

Reading PIBOR futures options smiles: The 1997 snap election pp. 1957-1987

Sophie Coutant, Eric Jondeau and Michael Rockinger

Pricing Hang Seng Index options around the Asian financial crisis - A GARCH approach pp. 1989-2014

Jin-Chuan Duan and Hua Zhang

The term structure of credit spreads with jump risk pp. 2015-2040

Chunsheng Zhou

Money and credit in liquidity provision pp. 2041-2067

Yong Wang and Hanqing Zhou

The link between bank monitoring and corporate dividend policy: The case of dividend omissions pp. 2069-2087

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

Kay Mitusch and Dieter Nautz

"Clicks and bricks":: e-Risk Management for banks in the age of the Internet pp. 2103-2123

Anita K. Pennathur

Volume 25, issue 10, 2001

Returns synchronization and daily correlation dynamics between international stock markets pp. 1805-1827

Martin Martens and Ser-Huang Poon

Index arbitrage with heterogeneous investors: A smooth transition error correction analysis pp. 1829-1855

Yiuman Tse

An empirical analysis of incremental capital structure decisions under managerial entrenchment pp. 1857-1895

Abe de Jong and Chris Veld

Investor heterogeneity, market segmentation, leverage and the equity premium puzzle pp. 1897-1919

M. Shahid Ebrahim and Ike Mathur

Crisis dynamics of implied default recovery ratios: Evidence from Russia and Argentina pp. 1921-1939

John J. Merrick

A note on information seasonality and the disappearance of the weekend effect in the UK stock market pp. 1941-1956

James Steeley

Volume 25, issue 9, 2001

Efficiency in index options markets and trading in stock baskets pp. 1607-1634

Lucy Ackert and Yisong S. Tian

An analytic approach to credit risk of large corporate bond and loan portfolios pp. 1635-1664

Andre Lucas, Pieter Klaassen, Peter Spreij and Stefan Straetmans

Modelling S&P 100 volatility: The information content of stock returns pp. 1665-1679

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

Mike Dempsey

Foreign and domestic investors and tax induced ex-dividend day trading pp. 1687-1716

Eva Liljeblom, Anders Loflund and Kaj Hedvall

The Federal Reserve's operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect pp. 1717-1739

Daniel Thornton

Measuring performance of international closed-end funds pp. 1741-1767

Dilip Kumar Patro

Evolution of market uncertainty around earnings announcements pp. 1769-1788

Dusan Isakov and Christophe Perignon

Optimal portfolio selection in a Value-at-Risk framework pp. 1789-1804

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

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

Ilias Lekkos

Strategic choices of quality, differentiation and pricing in financial services pp. 1447-1473

Sandeep Mahajan and Richard J. Sweeney

Margin exceedences for European stock index futures using extreme value theory pp. 1475-1502

John Cotter

Sensitivity analyses of anomalies in developed stock markets pp. 1503-1541

J. Benson Durham

Do investors prefer round stock prices? Evidence from Israeli IPO auctions pp. 1543-1551

Shmuel Kandel, Oded Sarig and Avi Wohl

Citicorp-Travelers Group merger: Challenging barriers between banking and insurance pp. 1553-1571

Kenneth A. Carow

Patterns of behavior of professionally managed and independent investors pp. 1573-1587

Zur Shapira and Itzhak Venezia

The use of undisclosed limit orders on the Australian Stock Exchange pp. 1589-1603

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

Robert DeYoung, Kenneth Spong and Richard J. Sullivan

Using implied volatility on options to measure the relation between asset returns and variability pp. 1245-1269

Wallace N. Davidson, Jin Kyoung Kim, Evren Ors and Andrew Szakmary

Time-varying persistence in expected returns pp. 1271-1286

Richard Priestley

Banks' reserve management, transaction costs, and the timing of Federal Reserve intervention pp. 1287-1317

Leonardo Bartolini, Giuseppe Bertola and Alessandro Prati

Intraday futures market behaviour around major scheduled macroeconomic announcements: Australian evidence pp. 1319-1337

Alex Frino and Amelia Hill

The impact of public information on investors pp. 1339-1366

John R. Nofsinger

Comparable firms and the precision of equity valuations pp. 1367-1400

Allan C. Eberhart

Volume 25, issue 6, 2001

Near integration, bank reluctance, and discount window borrowing pp. 1013-1036

Donald Dutkowsky and Suzanne McCoskey

Immunization derived from a polynomial duration vector in the Spanish bond market pp. 1037-1057

Gloria M. Soto

Repricing and employee stock option valuation pp. 1059-1082

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

Ben Amoako-Adu and Brian F. Smith

Are cash acquisitions associated with better postcombination operating performance than stock acquisitions? pp. 1113-1138

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

Raj Aggarwal and Kevin T. Jacques

Interdependence and dynamics in currency futures markets: A multivariate analysis of intraday data pp. 1161-1186

Elyas Elyasiani and Ahmet E. Kocagil

Forecasting correlation among equity mutual funds pp. 1187-1208

Parvez Ahmed

Volume 25, issue 5, 2001

Decimalization, adverse selection, and market maker rents pp. 829-855

Jeffrey M. Bacidore

Circuit theory of banking and finance pp. 857-890

Biagio Bossone

How does foreign entry affect domestic banking markets? pp. 891-911

Stijn Claessens, Asli Demirguc-Kunt and Harry Huizinga

Productivity growth in large US commercial banks: The initial post-deregulation experience pp. 913-939

Kankana Mukherjee, Subhash Ray and Stephen Miller

The determinants of cost efficiency in cooperative financial institutions: Australian evidence pp. 941-964

Neil Esho

Intertemporal diversification in financial intermediation pp. 965-991

J. -P. Niinimaki

Pricing vulnerable European options when the option's payoff can increase the risk of financial distress pp. 993-1012

Peter Klein and Michael Inglis

Volume 25, issue 4, 2001

Return predictability following large price changes and information releases pp. 631-656

Mahesh Pritamani and Vijay Singal

Why do contagion effects vary among bank failures? pp. 657-680

Aigbe Akhigbe and Jeff Madura

Insider trading and managerial incentives pp. 681-716

Jie Hu and Thomas Noe

Dormancy risk and expected profits of consumer loans pp. 717-739

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

Arnold Cowan and Anne M. A. Sergeant

Yield curves and international equity returns pp. 767-788

James Ross McCown

Capital requirements and bank behaviour: Empirical evidence for Switzerland pp. 789-805

Bertrand Rime

Asymmetric reverting behavior of short-horizon stock returns: An evidence of stock market overreaction pp. 807-824

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

Hee-Joon Ahn, Charles Cao and Hyuk Choe

Price volatility, welfare, and trading hours in asset markets pp. 479-503

R. Todd Smith

Probability of call and likelihood of the call feature in a corporate bond pp. 505-533

Sudipto Sarkar

Efficiency of the Dojima rice futures market in Tokugawa-period Japan pp. 535-554

Shigeru Wakita

Vagabond shoes longing to stray: Why foreign firms list in the United States pp. 555-572

Asher Blass and Yishay Yafeh

Did amakudari undermine the effectiveness of regulator monitoring in Japan? pp. 573-596

Akiyoshi Horiuchi and Katsutoshi Shimizu

A note on price noises and their correction process: Evidence from two equal-payoff government bonds pp. 597-612

Beni Lauterbach and A. Wohl

X-efficiency in Australian banking: An empirical investigation pp. 613-630

Milind Sathye

Volume 25, issue 2, 2001

What do financial intermediaries do? pp. 271-294

Franklin Allen and Anthony M. Santomero

The analytic pricing of asymmetric defaultable swaps pp. 295-316

Georges Hubner

International investment in financial services pp. 317-337

Fariborz Moshirian

A note on fair value pricing of mutual funds pp. 339-354

Rahul Bhargava and David A. Dubofsky

Relative informational efficiency of cash, futures, and options markets: The case of an emerging market pp. 355-375

Raymond Chiang and Wai-Ming Fong

Testing for long horizon UIP using PPP-based exchange rate expectations pp. 377-391

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

Aigbe Akhigbe and Ann Marie Whyte

A note on trading mechanism and securities' value: The analysis of rejects from continuous trade pp. 419-430

Beni Lauterbach

A note on: Capital adequacy and the information content of term loans and lines of credit pp. 431-444

Paul Andre, R. Mathieu and P. Zhang

Volume 25, issue 1, 2001

Editorial pp. v-vi

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

Edward Altman

Generally accepted rating principles: A primer pp. 3-23

Jan Krahnen and Martin Weber

An analysis and critique of the BIS proposal on capital adequacy and ratings pp. 25-46

Edward Altman and Anthony Saunders

Prototype risk rating system pp. 47-95

Michel Crouhy, Dan Galai and Robert Mark

The implications of the new capital adequacy rules for portfolio management of credit assets pp. 97-114

Wolfgang Hammes and Mark Shapiro

The role of rating agency assessments in less developed countries: Impact of the proposed Basel guidelines pp. 115-148

Giovanni Ferri, Li-Gang Liu and Giovanni Majnoni

Standard & Poor's official response to the Basel Committee's proposal pp. 149-169

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

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

Ian Linnell

Parameterizing credit risk models with rating data pp. 197-270

Mark Carey and Mark Hrycay