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 23, issue 12, 1999

The reaction of bank stock prices to news of derivatives losses by corporate clients pp. 1725-1743

Joseph Sinkey and David Carter

Three centuries of asset pricing pp. 1745-1769

Elroy Dimson and Massoud Mussavian

Does the stock market predict real activity? Time series evidence from the G-7 countries pp. 1771-1792

Jongmoo Jay Choi, Shmuel Hauser and Kenneth J. Kopecky

Galton's Error and the under-representation of systematic risk pp. 1793-1829

Cornelis Los

Round-the-clock market efficiency and home bias: Evidence from the international Japanese government bonds futures markets pp. 1831-1860

Yiuman Tse

An analysis of depth behavior in an electronic, order-driven environment pp. 1861-1886

Paul Brockman and Dennis Y. Chung

Tests of technical trading strategies in the emerging equity markets of Latin America and Asia pp. 1887-1905

Mitchell Ratner and Ricardo P. C. Leal

Volume 23, issue 11, 1999

Personal taxes and the time variation of stock returns - evidence from the UK pp. 1557-1577

Richard A. Brealey and Sabrina Kwan

The effect of bank monitoring on the investment behavior of Spanish firms pp. 1579-1603

Teresa Garcia-Marco and Carlos Ocana

Methodological issues in asset pricing: Random walk or chaotic dynamics pp. 1605-1635

Anastasios Malliaris and Jerome L. Stein

On the optimal selection of portfolios under limited diversification pp. 1655-1666

Jayaram K. Sankaran and Ajay A. Patil

Establishing banking market definitions through estimation of residual deposit supply equations pp. 1667-1690

Dean F. Amel and Timothy H. Hannan

Capital standard, forbearance and deposit insurance pricing under GARCH pp. 1691-1706

Jin-Chuan Duan and Min-Teh Yu

Market response to banks granting lines of credit pp. 1707-1723

Michael Mosebach

Volume 23, issue 10, 1999

Lessons from the Tequila Crisis for successful financial liberalization pp. 1457-1461

Charles Calomiris

A primer on monetary and fiscal policy pp. 1463-1482

Thomas Sargent

Choosing an exchange-rate system pp. 1483-1498

Alan C. Stockman

Building an incentive-compatible safety net pp. 1499-1519

Charles Calomiris

Lessons from the Tequila Crisis pp. 1521-1533

Frederic Mishkin

Policymakers roundtable pp. 1535-1541

Domingo Cavallo

Policymakers roundtable pp. 1542-1544

Pedro Pou

Policymakers roundtable pp. 1545-1548

Miguel Kiguel

Policymakers roundtable: The Uruguayan experience pp. 1549-1552

Humberto Capote

Policymakers roundtable pp. 1553-1555

Robert McTeer

Volume 23, issue 9, 1999

Credit union policies and performance in Latin America pp. 1303-1329

Glenn D. Westley and Sherrill Shaffer

The total cost of trading Belgian shares: Brussels versus London pp. 1331-1355

Hans Degryse

Monetary environments and international stock returns pp. 1357-1381

C. Mitchell Conover, Gerald R. Jensen and Robert R. Johnson

The discount window and credit availability pp. 1383-1406

Sherrill Shaffer

Maturity structure of public debt and expected bond returns pp. 1407-1435

Chul Woo Park

Property-casualty insurance guaranty funds and insurer vulnerability to misfortune pp. 1437-1456

Soon-Jae Lee and Michael L. Smith

Volume 23, issue 8, 1999

Why do we smile? On the determinants of the implied volatility function pp. 1151-1179

Ignacio Pena, Gonzalo Rubio and Gregorio Serna

Capital raising in the offshore market pp. 1181-1194

Reena Aggarwal, Ian Gray and Hal Singer

The performance of global bond mutual funds pp. 1195-1217

Miranda Lam Detzler

Toehold strategies, takeover laws and rival bidders pp. 1219-1242

S. Abraham Ravid and Matthew Spiegel

On the market risk involved in the public financial system in Japan: A theoretical and numerical investigation pp. 1243-1259

Kenji Miyazaki and Makoto Saito

On the compensation implications of commercial bank entry into investment banking pp. 1261-1276

L. Paige Fields and Donald R. Fraser

Growth fixation and the performance of bank initial public offerings, 1983-1991 pp. 1277-1301

Todd Houge and Tim Loughran

Volume 23, issue 7, 1999

The evidence on efficiency gains: The role of mergers and the benefits to the public pp. 991-1013

Necmi Kemal Avkiran

Fixed costs and the behavior of the federal funds rate pp. 1015-1029

James A. Clouse and James P. Dow

Financial development and reserve requirements pp. 1031-1041

Giorgio Di Giorgio

Wealth effects of convertible bond and convertible preference share issues: An empirical analysis of the UK market pp. 1043-1065

Abhay Abhyankar and Alison Dunning

Bank interest rates and credit relationships in Italy pp. 1067-1093

Claudio D'Auria, Antonella Foglia and Paolo Marullo Reedtz

Bank capital and equity investment regulations pp. 1095-1120

Joao A. C. Santos

Do markets overreact: International evidence pp. 1121-1144

Ahmet Baytas and Nusret Cakici

Volume 23, issue 6, 1999

Skewness in financial returns pp. 847-862

Amado Peiro

A theory of banking structure pp. 863-895

Sanjiv Das and Ashish Nanda

Discount rate changes, stock market returns, volatility, and trading volume: Evidence from intraday data and implications for market efficiency pp. 897-924

Carl R. Chen, Nancy J. Mohan and Thomas L. Steiner

The comparative performance of mutual building societies and stock retail banks pp. 925-938

Tomas Valnek

Unexpected inflation and bank stock returns: The case of France 1977-1991 pp. 939-953

Fatma Lajeri and Jean Dermine

When and why did FSLIC resolve insolvent thrifts? pp. 955-990

Lin Guo

Volume 23, issue 5, 1999

Trading patterns of big versus small players in an emerging market: An empirical analysis pp. 701-725

Yi-Tsung Lee, Ji-Chai Lin and Yu-Jane Liu

Do capital adequacy requirements reduce risks in banking? pp. 755-771

Jürg Blum

A note on market-neutral portfolio selection pp. 773-800

Clarence C.Y. Kwan

Trading volumes and transaction costs in the foreign exchange market: Evidence from daily dollar-yen spot data pp. 801-824

Philipp Hartmann

The productivity effects of bank mergers: Evidence from the UK building societies pp. 825-846

Michelle Haynes and Steve Thompson

Volume 23, issue 2-4, 1999

The consolidation of the financial services industry: Causes, consequences, and implications for the future pp. 135-194

Allen Berger, Rebecca S. Demsetz and Philip E. Strahan

Megamergers and expanded scope: Theories of bank size and activity diversity pp. 195-214

Todd T. Milbourn, Arnoud Boot and Anjan Thakor

Discussion pp. 215-220

Unknown

The role of managerial incentives in bank acquisitions pp. 221-249

Charles Hadlock, Joel Houston and Michael Ryngaert

Discussion pp. 250-254

Unknown

Interest-rate exposure and bank mergers pp. 255-285

Benjamin Esty, Bhanu Narasimhan and Peter Tufano

Discussion pp. 286-290

Unknown

The dollars and sense of bank consolidation pp. 291-324

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

Consolidation and efficiency in the US life insurance industry pp. 325-357

John Cummins, Sharon Tennyson and Mary Weiss

Discussion pp. 358-366

Unknown

The impact of mergers on credit union service provision pp. 367-386

Harold O. Fried, C. Lovell and Suthathip Yaisawarng

Discussion pp. 387-390

Unknown

Cost reductions in electronic payments: The roles of consolidation, economies of scale, and technical change pp. 391-421

Diana Hancock, David B. Humphrey and James A. Wilcox

Discussion pp. 422-426

Unknown

How important are small banks to small business lending?: New evidence from a survey of small firms pp. 427-458

Jith Jayaratne and John Wolken

Comment on Jayaratne and Wolken pp. 459-462

Mitchell Petersen

Youth, adolescence, and maturity of banks: Credit availability to small business in an era of banking consolidation pp. 463-492

Robert DeYoung, Lawrence G. Goldberg and Lawrence White

Discussion pp. 493-496

Unknown

Consolidation and bank branching patterns pp. 497-532

Robert B. Avery, Raphael Bostic, Paul S. Calem and Glenn B. Canner

Discussion pp. 533-536

Unknown

The impact of consolidation and safety-net support on Canadian, US and UK banks: 1893-1992 pp. 537-571

Anthony Saunders and Berry Wilson

Discussion pp. 572-577

Unknown

The poor performance of foreign bank subsidiaries: Were the problems acquired or created? pp. 579-604

Joe Peek, Eric Rosengren and Faith Kasirye

Discussion pp. 605-607

Unknown

European lessons on consolidation in banking pp. 609-613

Arnoud Boot

Gauging the efficiency of bank consolidation during a merger wave pp. 615-621

Charles Calomiris

What should regulators do about merger policy? pp. 623-627

Anil Kashyap

Bank mergers: What should policymakers do? pp. 629-636

Myron L. Kwast

Bank mergers: What's a policymaker to do? pp. 637-643

Anthony M. Santomero

What should regulators do about consolidation and electronic money? pp. 645-653

Elinor Harris Solomon

Expansion of commercial banking powers... or, universal banking is the cart, not the horse pp. 655-662

John H. Boyd

Implications of superhero metaphors for the issue of banking powers pp. 663-673

Edward Kane

Financial consolidation: Dangers and opportunities pp. 675-691

Frederic Mishkin

Consolidation and universal banking pp. 693-695

Anthony Saunders

Information technology and financial services consolidation pp. 697-700

Anjan Thakor

Volume 23, issue 1, 1999

The pricing of currency risk in Japan pp. 1-20

John Doukas, Patricia H. Hall and Larry Lang

Sources of gains to shareholders from bankruptcy resolution pp. 21-47

Daniel C. Indro, Robert T. Leach and Wayne Y. Lee

On investment banker monitoring in the new issues market pp. 49-84

Bharat A. Jain and Omesh Kini

A linear model for tracking error minimization pp. 85-103

Markus Rudolf, Hans-Jurgen Wolter and Heinz Zimmermann

Deposit insurance and risk-taking behavior in the credit union industry pp. 105-134

Gordon V. Karels and Christine A. McClatchey