Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

From Elsevier
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Volume 18, issue 6, 1994

In search of a signaling effect: The wealth effects of corporate name changes pp. 1027-1045

Jonathan Karpoff and Graeme Rankine

Common stochastic trends in a system of Eurocurrency rates pp. 1047-1061

Bala Arshanapalli and John Doukas

Conduct in a banking duopoly pp. 1063-1082

Sherrill Shaffer and James DiSalvo

On the computation of returns in tests of the stock market overreaction hypothesis pp. 1083-1094

Gishan Dissanaike

The impact of calls of preferred stock on common shareholders' wealth pp. 1095-1111

Archana Hingorani, Anil K. Makhija and Kuldeep Shastri

Do dividends signal earnings? The case of omitted dividends pp. 1113-1133

Rajiv Sant and Arnold Cowan

Long-term valuation effects of bank acquisitions pp. 1135-1154

Jeff Madura and Kenneth J. Wiant

The overall gains from large bank mergers pp. 1155-1176

Joel F. Houston and Michael D. Ryngaert

Trading cost premiums in capital asset returns--a closed form solution pp. 1177-1183

Alex Kane

Term structure effects on default risk premia and the relationship of default-risky tax-exempt yields to risk-free taxable yields -- a note pp. 1185-1203

Duane Stock

CEBA of 1987 and the security returns and market risk of savings and loan institutions: a note pp. 1205-1215

John Alexander and Michael F. Spivey

Universal banking in the United States: What could we gain? What could we lose?: Saunders, Anthony and Ingo Walter. New York: Oxford University Press, 1994. Pp 276. $39.95 pp. 1217-1219

Kevin Rogers

Volume 18, issue 5, 1994

Editor's introduction pp. 807-807

R. C. Stapleton

The pricing of forward-starting asian options pp. 823-839

Laurent Bouaziz, Eric Briys and Michel Crouhy

Robustness of option-like warrant valuation pp. 841-859

G. Uwe Schulz and Siegfried Trautmann

The interaction between the financial and investment decisions of the firm: the case of issuing warrants in a levered firm pp. 861-880

Michel Crouhy and Dan Galai

Stock and option markets: the Swiss evidence pp. 881-893

Thomas Stucki and Walter Wasserfallen

The efficiency of the Finnish market for right issues pp. 895-920

Pekka T. Hietala

Default, market microstructure, and changing trade patterns in forward markets: A case study of North-Sea oil pp. 955-977

Robert J. Weiner

Margins and the safety of clearing houses pp. 979-996

Gordon Gemmill

Cross-sectional versus time series estimation of term structure models: empirical results for the Dutch bond market pp. 997-1025

Jeroen F. J. de Munnik and Peter C. Schotman

Volume 18, issue 4, 1994

Equity price behavior: Some evidence from markets around the world pp. 603-620

Gabriel Hawawini

The size effect in the Mexican stock market pp. 621-632

Martin J. Herrera and Larry J. Lockwood

Overreaction in the Brazilian stock market pp. 633-642

Newton da Costa

An application of variance ratio test to the Korean securities market pp. 643-658

O. Felix Ayadi and C. S. Pyun

The impact of the return interval on common factors in stock returns: Evidence from a thin security market pp. 659-672

Teppo Martikainen, Jukka Perttunen, Paavo Yli-Olli and A. Gunasekaran

The mean-variance efficiency of benchmark portfolios: UK evidence pp. 673-685

Jonathan Fletcher

Corporate cross-ownership and market aggregates: Oslo stock exchange 1980-1990 pp. 687-704

Øyvind Bøhren and Dag Michalsen

Why initial public offerings are underpriced: Evidence from Switzerland pp. 705-723

Roger M. Kunz and Reena Aggarwal

Family groupings on performance of portfolio selection in the Hong Kong stock market pp. 725-742

Kin Lam, Henry M. K. Mok, Iris Cheung and H. C. Yam

Valuation effects of international stock exchange listings pp. 743-755

Sie Ting Lau, J. David Diltz and Vincent P. Apilado

The relationship between daily U.S. and Japanese equity prices: Evidence from spot versus futures markets pp. 757-773

Raj Aggarwal and Young S. Park

Sources of risk and expected returns in global equity markets pp. 775-803

Wayne E. Ferson and Campbell Harvey

Volume 18, issue 3, 1994

Branch office economies of scale and scope: evidence from savings banks in Finland pp. 421-432

Asghar Zardkoohi and James Kolari

Market structure and performance in Spanish banking pp. 433-443

D. M. Lloyd-Williams, Philip Molyneux and John Thornton

Competitive conditions in european banking pp. 445-459

Philip Molyneux, D. M. Lloyd-Williams and John Thornton

Investigating the interest rate impact of changing secret bank deposit laws: Switzerland pp. 461-475

Mary English and Wassim Shahin

How well have major Australian trading banks managed their foreign currency exposures? pp. 477-493

Ian G. Sharpe, James Vance and Neil McDermott

What determines the supply of international financial services? pp. 495-504

Faroborz Moshirian

Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience) pp. 505-529

Edward Altman, Giancarlo Marco and Franco Varetto

Deposit insurance pricing and social welfare pp. 531-552

Yoram Landskroner and Jacob Paroush

Standby letters of credit and bank capital: Evidence of market discipline pp. 553-573

G. D. Koppenhaver and Roger D. Stover

Deposit insurance, market discipline and off-balance sheet banking risk of large U.S. commercial banks pp. 575-593

M. Kabir Hassan, Gordon V. Karels and Manfred O. Peterson

On the gains to acquiring capital stock S&Ls in merger conversions: A comment pp. 595-599

Atul Gupta, Richard L. B. LeCompte and Lalatendu Misra

Volume 18, issue 2, 1994

Introduction pp. 229-230

Anthony Saunders and John M. Schoff

Banking and commerce: An overview of the public policy issues pp. 231-254

Anthony Saunders

Banking and commerce in the United States pp. 255-270

Bernard Shull

On the performance of differently regulated financial institutions: Some empirical evidence pp. 271-306

A. Steinherr and Ch. Huveneers

Universal banking and firm risk-taking pp. 307-323

Kose John, Teresa A. John and Anthony Saunders

The stock market perception of industry risk and the separation of banking and commerce pp. 325-349

Michael J. Isimbabi

The underwriting experience of commercial bank affiliates prior to the Glass-Steagall Act: A reexamination of evidence for passage of the act pp. 351-395

James S. Ang and Terry Richardson

The long-term default performance of bank underwritten security issues pp. 397-418

Manju Puri

Volume 18, issue 1, 1994

Employee stock ownership and corporate control: An empirical study pp. 9-25

Upinder S. Dhillon and Gabriel Ramirez

Exchange rate forecasts with the Michigan quarterly econometric model of the US economy pp. 27-41

E. Howrey

Tax management and investment strategies of property-liability insurers pp. 43-72

John Cummins and Elizabeth Grace

The pricing of convexity risk and timedecay in options markets pp. 73-91

Stephen Figlewski and Steven Freund

An empirical investigation of the role of indenture provisions in determining bond ratings pp. 93-111

Mai E. Iskandar-Datta and Douglas R. Emery

Liquidation costs and risk-based bank capital pp. 113-138

Helena M. Mullins and David H. Pyle

Further evidence on segmentation in the treasury bill market pp. 139-151

David P. Simon

Modelling real interest rates pp. 153-165

Lewis Evans, Stephen Keef and J. Okunev

Cointegration and the US term structure pp. 167-181

Tom Engsted and Carsten Tanggaard

An empirical investigation of the determinants of discount window borrowing: a disaggregate analysis pp. 183-197

Stavros Peristiani

Variance increases following large stock distributions: the role of changing bid-ask spreads and true variances pp. 199-206

David R. Peterson and Pamela P. Peterson

Seasoned common stock issuance following an IPO pp. 207-226

Myron B. Slovin, Marie E. Sushka and Yvette M. Bendeck