Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

From Elsevier
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Volume 20, issue 10, 1996

Comparative measures of performance for U.S.-based international equity mutual funds pp. 1635-1650

John G. Gallo and Peggy E. Swanson

The composite cost function and efficiency in giant Japanese banks pp. 1651-1671

Donal G. McKillop, J. Colin Glass and Yukio Morikawa

The behavior of consumer loan rates during the 1990 credit slowdown pp. 1673-1694

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

Edward H. Chow, Jie-Haun Lee and Gang Shyy

The accuracy of the tick test: Evidence from the Australian stock exchange pp. 1715-1729

Michael Aitken and Alex Frino

Trading frequency and event study test specification pp. 1731-1757

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

Palani-Rajan Kadapakkam and Alex P. Tang

Commercial bank mutual fund activities: Implications for bank risk and profitability pp. 1775-1791

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

Monique W. M. Donders and Ton Vorst

The day-of-the-week effect: The international evidence pp. 1463-1484

M. Dubois and P. Louvet

The stock-market reaction to dividend cuts and omissions by commercial banks pp. 1485-1508

Wolfgang Bessler and Tom Nohel

The effect of mergers and acquisitions on the efficiency and profitability of EC credit institutions pp. 1531-1558

Rudi Vander Vennet

Cross-border acquisitions and shareholder wealth: Tests of the synergy and internalization hypotheses pp. 1559-1582

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

Matti Keloharju and Kaj Kulp

Do consumers pay for one-stop banking? Evidence from an alternative revenue function pp. 1601-1621

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

Edward Kane and Robert Hendershott

Risk-taking behavior in the U.S. thrift industry: Ownership structure and regulatory changes pp. 1329-1350

John D. Knopf and John L. Teall

Optimal bond trading and the tax-timing option in Canada pp. 1351-1363

Eliezer Z. Prisman, Gordon Roberts and Yisong Tian

A friction model of daily Bundesbank and Federal Reserve intervention pp. 1365-1380

Geert J. Almekinders and Sylvester Eijffinger

Bank capital requirements for securitized loan pools pp. 1381-1405

Patrick H. McAllister and John J. Mingo

Takeover bids and the relative prices of shares that differ in their voting rights pp. 1407-1425

Kristian Rydqvist

Volume 20, issue 7, 1996

Executive ownership, corporate value, and executive compensation: A unifying framework pp. 1135-1159

Kee H. Chung and Stephen Pruitt

Information, trading and stock returns: Lessons from dually-listed securities pp. 1161-1187

K. C. Chan, Wai-Ming Fong, Bong-Chan Kho and ReneM. Stulz

Australian IPO pricing in the short and long run pp. 1189-1210

Philip J. Lee, Stephen L. Taylor and Terry Walter

Pricing Black-Scholes options with correlated credit risk pp. 1211-1229

Peter Klein

Takeover defenses and wealth effects on securityholders: The case of poison pill adoptions pp. 1231-1250

Sudip Datta and Mai Iskandar-Datta

Return generating process and the determinants of term premiums pp. 1251-1269

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

Julapa Jagtiani and Anya Khanthavit

Ownership changes and lending at minority banks: A note pp. 1289-1301

Drew Dahl

Volume 20, issue 6, 1996

Testing for micro-structure effects of international dual listings using intraday data pp. 965-983

Gregory M. Noronha, Atulya Sarin and Shahrokh M. Saudagaran

Valuing futures and options on volatility pp. 985-1001

Andreas Grunbichler and Francis Longstaff

Efficiency and technical progress in banking Empirical results for a panel of German cooperative banks pp. 1003-1023

Günter Lang and Peter Welzel

A study of bank efficiency taking into account risk-preferences pp. 1025-1045

Loretta Mester

Intercorporate shareholdings and corporate control in the Japanese firm pp. 1047-1068

Hiroshi Osano

Capital and risk in property-liability insurance markets pp. 1069-1092

John Cummins and David W. Sommer

On alternative interest rate processes pp. 1093-1119

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

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

Shane Johnson and Salil K. Sarkar

On measuring credit risks of derivative instruments pp. 805-833

Greg Duffee

Considerations of cost trade-offs in insurance solvency surveillance policy pp. 835-852

Joan Lamm-Tennant, Laura Starks and Lynne Stokes

Systemic risk in the netting system pp. 853-868

Paolo Angelini, G. Maresca and D. Russo

The arbitrage pricing theory, macroeconomic and financial factors, and expectations generating processes pp. 869-890

Richard Priestley

Efficient investment and financial intermediation pp. 891-900

Jianping Qi

The effects of declining capitalization on equity acquisition by commercial banks pp. 901-915

Drew Dahl and Michael F. Spivey

The design of financial systems: An overview pp. 917-948

Anjan Thakor

Trading rule profits in european currency spot cross-rates pp. 949-962

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

Rajiv Sant and Mir A. Zaman

On the valuation of an option to exchange one interest rate for another pp. 645-653

Qiang Fu

Operational efficiency in banking: An international comparison pp. 655-672

Linda Allen and Anoop Rai

The determinants of the duration of commercial bank debt renegotiation for sovereigns pp. 673-685

In-Mee Baek and Arindam Bandopadhyaya

ARCH effects and cointegration: Is the foreign exchange market efficient? pp. 687-697

Panayotis Alexakis and Nicholas Apergis

Assessing the FDIC's premium and examination policies using 'Soviet' put options pp. 699-721

T. W. Epps, Lawrence B. Pulley and David B. Humphrey

Risk, regulation, and S & L diversification into nontraditional assets pp. 723-744

Elijah Brewer, William Jackson and Thomas S. Mondschean

The structure-performance relationship for European banking pp. 745-771

Lawrence G. Goldberg and Anoop Rai

Volume 20, issue 3, 1996

An evaluation of volatility forecasting techniques pp. 419-438

Timothy J. Brailsford and Robert Faff

The monitoring rationale for dividends and the interaction of capital structure and dividend decisions pp. 439-454

Gregory M. Noronha, Dilip K. Shome and George E. Morgan

Taxes and dividends: The UK evidence pp. 455-472

Meziane Lasfer

The influence on Congress by the thrift industry pp. 473-494

Christopher Colburn and Sylvia C. Hudgins

The technical efficiency of large bank production pp. 495-509

Stephen Miller and Athanasios G. Noulas

The value of recourse and cross-default clauses in commercial mortgage contracting pp. 511-536

Paul D. Childs, Steven H. Ott and Timothy J. Riddiough

The behavior of secondary market prices of LDC syndicated loans pp. 537-554

Suk Hun Lee, Hyun Mo Sung and Jorge L. Urrutia

Monitoring, loan renegotiability, and firm value: The role of lending syndicates pp. 577-593

Dianna Preece and Donald J. Mullineaux

A note on a simple, accurate formula to compute implied standard deviations pp. 595-603

Charles Corrado and Thomas Miller

A note on the performance of foreign exchange forecasters in a portfolio framework pp. 605-613

Ian Marsh and David M. Power

Volume 20, issue 2, 1996

Financial innovation, new assets, and the behavior of money demand pp. 207-225

Dennis Glennon and Julia Lane

A contingent claims analysis of the interest rate risk characteristics of corporate liabilities pp. 227-245

Sanjay Nawalkha

The intraday speed of stock price adjustment to major dividend changes: Bid-ask bounce and order flow imbalances pp. 247-266

Thomas F. Gosnell, Arthur J. Keown and John M. Pinkerton

Risk aversion and the yield of corporate debt pp. 267-281

Chunchi Wu and Chih-Hsien Yu

Cost structures in multinational and domestic banking pp. 283-306

Arvind Mahajan, Nanda Rangan and Asghar Zardkoohi

Foreign acquisitions in the United States: Effect on shareholder wealth of foreign acquiring firms pp. 307-329

Nusret Cakici, Chris Hessel and Kishore Tandon

Managerial rents and regulatory intervention in troubled banks pp. 331-350

Thomas Noe, Michael J. Rebello and Larry Wall

Charter value, minimum bank capital requirement and deposit insurance pricing in equilibrium pp. 351-375

Sankarshan Acharya

A note on cost structure and economies of scale in Greek banking pp. 377-387

S. Karafolas and G. Mantakas

A note on price-volume dynamics in an emerging stock market pp. 389-400

Erdem Basci, Suheyla Ozyildirim and Kursat Aydogan

A note on noise in the market for bankrupt firms' securities pp. 401-415

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

P. Fulghieri and Sabitha Nagarajan

Salomon brothers and the May 1991 Treasury auction: Analysis of a market corner pp. 25-40

Bradford Jordan and Susan D. Jordan

An empirical reconciliation of the Miller model and the generalized capital structure models pp. 41-56

David P. Simon

Additional evidence on the information-based contagion effects of bank failures pp. 57-69

Joseph Aharony and Itzhak Swary

Modelling implied volatility with OLS and panel data models pp. 71-84

Mthuli Ncube

Deregulation in investment banking: Industry concentration following Rule 415 pp. 85-113

Marcia Millon Cornett, Wallace Davidson and Nanda Rangan

Liquidation under moral hazard: Optimal debt maturity and loan commitments pp. 115-133

Joel F. Houston and S. Venkataraman

Investigating the behavior and characteristics of the Madrid Stock Exchange pp. 135-149

Mitchell Ratner

Wealth effects of asset securitization pp. 151-164

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

Fodil Adjaoud and Abdul Rahman

A note on the determinants of unexpected exchange rate movements pp. 179-188

Stefano M. F. G. Cavaglia and Christian Wolff

Are stock price reversals really asymmetric? A note pp. 189-201

Gishan Dissanaike