Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

From Elsevier
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Volume 16, issue 6, 1992

The impact of standby letters of credit on bank risk: A note pp. 1037-1046

Elijah Brewer and G. D. Koppenhaver

The effect of contemporaneous reserve accounting on the market for federal funds pp. 1047-1056

Dennis J. Lasser

An instantaneous control model of bank reserves and Federal funds management pp. 1073-1095

Andrew H. Chen and Sumon C. Mazumdar

The market valuation effects of the Financial Institutions Reform, Recovery and Enforcement Act of 1989 pp. 1097-1122

Sridhar Sundaram, Nanda Rangan and Wallace Davidson

Banks as information specialists: The case of hospital lending pp. 1123-1141

Paul S. Calem and John Rizzo

Differential impact on bank valuation of interstate banking law changes pp. 1143-1158

Lawrence G. Goldberg, Gerald A. Hanweck and Timothy F. Sugrue

A note on weekday, intraday, and overnight patterns in the interbank foreign exchange and listed currency options markets pp. 1159-1171

Jimmy E. Hilliard and Alan L. Tucker

Determinants of European bank profitability: A note pp. 1173-1178

Philip Molyneux and John Thornton

DIDMCA and bank market risk: Theory and evidence pp. 1179-1193

Thomas P. Bundt, Thomas Cosimano and John A. Halloran

Books received pp. 1201-1202

Joseph Sinkey

Volume 16, issue 5, 1992

Reaction of bank share prices to the Third-World debt reduction plan pp. 853-868

Jeff Madura, Alan L. Tucker and Emilio Zarruk

Optimal investment strategies with investor liabilities pp. 869-890

Edwin J. Elton and Martin J. Gruber

Are US treasury bills underpriced in the primary market? pp. 891-908

Paul A. Spindt and Richard W. Stolz

Banking deregulation: Allocational consequences of relaxing entry barriers pp. 909-932

David Besanko and Anjan Thakor

Productive efficiency performance of minority and nonminority-owned banks: A nonparametric approach pp. 933-948

Elyas Elyasiani and Seyed Mehdian

Tests of integration, mild segmentation and segmentation hypotheses pp. 949-972

Vihang Errunza, Etienne Losq and Prasad Padmanabhan

Interest rates, income taxes and anticipated inflation: Some new evidence pp. 973-981

Kanhaya L. Gupta

The sensitivity of bank stock returns to market, interest and exchange rate risks pp. 983-1004

Jongmoo Jay Choi, Elyas Elyasiani and Kenneth J. Kopecky

Derivation of theoretical Ecu yields pp. 1005-1013

Alfred Steinherr and Jacques Girard

UK unit trust performance 1980-1989: A passive time-varying approach pp. 1015-1033

Angela Black, P. Fraser and D. Power

Volume 16, issue 4, 1992

Regional reciprocal interstate banking: The Supreme Court and the resolution of uncertainty pp. 665-686

Randall S. Billingsley and Robert E. Lamy

Determinants of the call option on corporate bonds pp. 687-703

Richard J. Kish and Miles Livingston

Durations for portfolios of bonds priced on different term structures pp. 705-714

Gerald O. Bierwag, Charles Corrado and George G. Kaufman

Fixed-rate deposit insurance and risk-shifting behavior at commercial banks pp. 715-742

Jin-Chuan Duan, Arthur F. Moreau and C. W. Sealey

The international transmission of eurodollar and US interest rates: A cointegration analysis pp. 757-769

Hung-Gay Fung and Steven C. Isberg

Discount window borrowing across federal reserve districts: Evidence under contemporaneous reserve accounting pp. 771-790

Karlyn Mitchell and Douglas Pearce

A note on an interest rate immunization strategy pp. 791-797

John Okunev and Mark Tippett

Reserve requirements, bank share prices, and the uniqueeness of bank loans pp. 799-812

Dale K. Osborne and Tarek S. Zaher

Factors influencing the decisions of bank managers: The evidence from investment portfolios pp. 813-829

Arnold A. Heggestad and Joel F. Houston

A note on the transmission of public informtion across inetrnational stock markets pp. 831-837

C. Sherman Cheung and Clarence C. Y. Kwan

Volume 16, issue 3, 1992

Tests of the nominal contracting hypothesis using stocks and bonds of the same firms pp. 477-496

Eric C. Chang, Grant R. McQueen and J. Michael Pinegar

Turn-of-month and pre-holiday effects on stock returns: Some international evidence pp. 497-509

Charles Cadsby and Mitchell Ratner

Sources of wealth loss in new equity issues pp. 511-522

J. David Diltz, Larry J. Lockwood and Sungky Min

The effects of monetary targeting on business activity and financial market stability in the United Kingdom pp. 523-543

Scott W. Barnhart and Ali F. Darrat

Traditional and nontraditional banking: An information-theoretic approach pp. 545-566

Loretta Mester

US business credit sources, demand deposits, and the 'missing money' pp. 567-583

John Duca

Bank window dressing: Theory and evidence pp. 585-623

Linda Allen and Anthony Saunders

Testing for the fundamental determinants of the long run real exchange rate pp. 625-642

Guay Lim

Forecasting the correlation structure of share prices: A test of new models pp. 643-656

Cheol S. Eun and Bruce Resnick

Volume 16, issue 2, 1992

Capital gains tax and equity values: Empirical test of stock price reaction to the introduction and reduction of capital gains tax exemption pp. 275-287

Ben Amoako-Adu, M. Rashid and M. Stebbins

A note on the existence and characteristics of fair deposit insurance premia pp. 289-297

Sarah B. Kendall

An analysis of default risk in mobile home credit pp. 299-312

Edward C. Lawrence, L. Douglas Smith and Malcolm Rhoades

Investment policy, financing policy, and performance characteristics of de novo savings and loan associations pp. 313-330

James T. Lindley, James A. Verbrugge, James E. McNulty and Benton E. Gup

Money demand instability, expectations and policy regimes: A note on the case of Italy: 1964-1986 pp. 331-349

Fabio Bagliano and Carlo Favero

The impact of the new bankruptcy code upon the average liability of bankrupt firms pp. 351-371

John Hudson

A note on the no premature exercise condition of dividend payout unprotected american call options: A clarification pp. 373-379

Robert C. Klemkosky and Bruce Resnick

Put-call parity theory and an empirical test of the efficiency of the London Traded Options Market pp. 381-403

Mary Nisbet

Choice of entry timing and scale by foreign banks in Japan and Korea pp. 405-421

Terry Ursacki and Ilan Vertinsky

An empirical analysis of scale and scope economies and technical change in an Irish multiproduct banking firm pp. 423-437

J. C. Glass and D. G. McKillop

The relationship between risk and capital in commercial banks pp. 439-457

Ronald E. Shrieves and Drew Dahl

Continuous-time finance: Robert C. Merton, (Basil Blackwell, Cambridge, MA, 1990) pp. xix + 700. US$55.00 pp. 460-462

John Yeoman

Financial options: From theory to practice: Stephen Figlewski, William L. Silber and Marti G. Subrahmanyam (Business one, Irwin, IL, 1990) pp. v + 580, US$47.50 pp. 463-466

Stefanie Kleimeier

Volume 16, issue 1, 1992

A contribution to event study methodology with an application to the Dutch stock market pp. 11-36

Frank de Jong, Angelien Kemna and Teun Kloek

Stock returns and volatility: An empirical study of the UK stock market pp. 37-59

Ser-Huang Poon and Stephen J. Taylor

The intervalling effect bias in beta: A note pp. 61-73

Albert Corhay

The relative importance of common factors across the European equity markets pp. 75-95

Stan Beckers, Richard Grinold, Andrew Rudd and Dan Stefek

Differentiated bids for voting and restricted voting shares in public tender offers pp. 97-114

Clas Bergstrom and Kristian Rydqvist

The effect of corporate divestments on shareholder wealth: The UK experience pp. 115-135

K. A. Afshar, R. J. Taffler and P. S. Sudarsanam

ECU interest rates and ECU basket adjustments: An arbitrage pricing approach pp. 137-153

Martin Klein and Sigrid M. Muller

Exchange rate volatility, international trade, and the value of exporting firms pp. 155-182

Piet Sercu and Cynthia Vanhulle

An empirical comparison of alternative models of capital asset pricing in Germany pp. 183-196

Andreas Sauer and Austin Murphy

Efficiency and inefficiency in thinly traded stock markets: Kuwait and Saudi Arabia pp. 197-210

Kirt C. Butler and S. J. Malaikah

Political risk and market efficiency: Tests based in British stock and options markets in the 1987 election pp. 211-231

Gordon Gemmill

Intraweek and intraday seasonalities in stock market risk premia: Cash and futures pp. 233-270

Pradeep K. Yadav and Peter F. Pope