Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

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Volume 14, issue 6, 1990

Technology, debt and the exploitation of growth options pp. 1113-1131

Moshe Kim and Vojislav Maksimovic

The impact of international listings on risk: Implications for capital market integration pp. 1133-1142

John S. Howe and Jeff Madura

Generalized solutions of higher-order duration measures pp. 1143-1150

Sanjay Nawalkha and Nelson J. Lacey

Branching restrictions and banking costs pp. 1151-1162

Mark J. Buono and B. Kelly Eakin

Interest rates and inflationary expectations: Long-run equilibrium and short-run adjustment pp. 1163-1170

Bakhtiar Moazzami

Market expectations of the effects of the Tax Reform Act of 1986 on banking organizations pp. 1171-1187

Theoharry Grammatikos and Pierre Yourougou

Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis pp. 1189-1208

Ulrich A. Muller, Michel Dacorogna, Richard Olsen, Olivier V. Pictet, Matthias Schwarz and Claude Morgenegg

The impact of regulation on bank equity infusions pp. 1209-1228

Drew Dahl and Ronald E. Shrieves

Hostile bank takeover offers: Analysis and implications pp. 1229-1242

Suresh Babu, Donald R. Fraser and Eugene P. H. Furtado

Tests of stability for variances and means of overnight/intraday returns during bull and bear markets pp. 1243-1253

Larry J. Lockwood and Thomas McInish

Volume 14, issue 5, 1990

Introduction to special issue on 'real and nominal exchange rates' pp. 839-843

Jerome L. Stein

The private ECU markets: What they are, why they exist, and where they may go pp. 845-876

Polly Reynolds Allen

The customs union argument for a monetary union pp. 877-887

Charles Marrewijk and Casper de Vries

The dynamics of the EMS in the light of European financial integration: Some reflections from a French perspective pp. 889-908

Christian de Boissieu

Capital market integration pp. 909-928

Polly Reynolds Allen and Jerome L. Stein

The transmission of foreign disturbances under different exchange rate regimes pp. 929-946

Victor E. Argy

External adjustment in large countries: Is the exchange rate irrelevant? pp. 947-963

James M. Boughton

Exchange rate determination: Single-equation or economy-wide models?: A test against the random walk pp. 965-992

Giancarlo Gandolfo, Pietro Carlo Padoan and Giovanna Paladino

Exchange-rate management under floating exchange rates: A skeptical Swiss view pp. 993-1021

Georg Rich

Systematic movements in real exchange rates in the G-5: Evidence on the integration of internal and external markets pp. 1023-1044

Richard C. Marston

The real exchange rate pp. 1045-1078

Jerome L. Stein

Japanese capital outflows pp. 1079-1101

Kazuo Ueda

Volume 14, issue 4, 1990

Loan commitments and monetary policy pp. 677-689

George Sofianos, Paul Wachtel and Arie Melnik

The market making of forward contracts with premature delivery provision pp. 691-716

Elli Kraizerg

Valuation of 'capped' variable rate loan commitments pp. 717-728

John-Peter D. Chateau

Bank lending and initial public offerings pp. 729-740

Myron B. Slovin and John E. Young

An ex post valuation of the quality option implicit in the treasury bond futures contract pp. 741-760

Shantaram P. Hegde

The impact of sovereign risk on the market valuation of U.S. bank equities pp. 761-780

Steven C. Kyle and Ronald G. Wirick

Option listing and stock returns: An empirical analysis pp. 781-801

Jerome Detemple and Philippe Jorion

Interest-rate risk and the pricing of depository financial intermediary common stock: Empirical evidence pp. 803-820

Pierre Yourougou

The evolution of central banks: Charles Goodhart, (The MIT Press: Cambridge, MA and London, UK, 1988) pp. viii + 205, US $22.50 (hard-bound), US $11.95 (paperback) pp. 821-825

Richard H. Timberlake

Managing financial risk: Clifford W. Smith, Jr., Charles W. Smithson and D. Sykes Wilford (Harper & Row, New York, NY, 1990) pp. xvi + 416, US $45.00 pp. 825-828

Ekkehart Boehmer

Investment banking in Europe: Restructuring for the 1990s: Ingo Walter and Roy C. Smith, (Basil Blackwell, Oxford, 1990) pp. xii + 169, [UK pound]30.00 pp. 828-831

Willem H. van Houwelingen

Volume 14, issue 2-3, 1990

The determinants of corporate ownership: An empirical study on Swedish data pp. 237-253

Clas Bergstrom and Kristian Rydqvist

Ownership of equity in dual-class firms pp. 255-269

Clas Bergstrom and Kristian Rydqvist

The October 1987 stock market crash: An exploratory analysis of share price models pp. 273-289

R. J. Limmack and Charles Ward

Underpricing and the new issue process in Singapore pp. 291-309

Anthony Saunders and Joseph Anthony Lim

Market values, earnings' yields and stock returns: Evidence from Singapore pp. 311-326

Kie Ann Wong and Meng Siong Lye

Equity markets and personal taxation: The ex-dividend day behaviour of Finnish stock prices pp. 327-350

Pekka T. Hietala

Asset pricing and risk aversion in the Spanish stock market pp. 351-369

Aurora Alonso, Gonzalo Rubio and Fernando Tusell

Volatility forecasting without data-snooping pp. 399-421

Elroy Dimson and Paul Marsh

Stock market microstructure and return volatility: Evidence from Italy pp. 423-440

Yakov Amihud, Haim Mendelson and Maurizio Murgia

An analysis of transactions data for the Toronto Stock Exchange: Return patterns and end-of-the-day effect pp. 441-458

Thomas McInish and Robert A. Wood

Day-of-the-week effect on the Paris Bourse pp. 461-468

Bruno Solnik and Laurence Bousquet

Overreaction in the Spanish equity market pp. 469-481

Aurora Alonso and Gonzalo Rubio

The italian stock market: Efficiency and calendar anomalies pp. 483-510

E. Barone

Industry rotation in the U.S. stock market: 1934-1986 returns on passive, semi-passive, and active strategies pp. 513-538

Robert R. Grauer, Nils H. Hakansson and Frederick C. Shen

Performance of currency portfolios chosen by a Bayesian technique: 1967-1985 pp. 539-558

Bernard Dumas

The performance of published Dutch stock recommendations pp. 559-581

R. Th. Wijmenga

A characteristics definition of financial markets pp. 583-609

Shelagh A. Heffernan

The money and bond markets in France: Segmentation vs. integration pp. 613-635

Bernard Dumas and Bertrand Jacquillat

Valuing Swiss default-free callable bonds: Theory and empirical evidence pp. 649-672

Rajna Gibson-Asner

Volume 14, issue 1, 1990

Financial contracts and international lending pp. 11-31

Maureen O'Hara

Bond pricing in markets with taxes: The tax-clientele model vs. the non-clientele model pp. 33-39

Eliezer Z. Prisman

The effects of domestic and foreign yield curves on the value of currency American call options pp. 41-53

Jongmoo Jay Choi and Shmuel Hauser

The PBGC's flat fee schedule, moral hazard, and promised pension benefits pp. 55-68

Gregory R. Niehaus

A reexamination of mean-variance analysis of bank capital regulation pp. 69-84

Michael C. Keeley and Frederick Furlong

Bank debt, insider trading, and the return to corporate selloffs pp. 85-98

Mark Hirschey, Myron B. Slovin and Janis K. Zaima

A transactions data analysis of the variability of common stock returns during 1980-1984 pp. 99-112

Thomas McInish and Robert A. Wood

A pricing method for options based on average asset values pp. 113-129

A. G. Z. Kemna and Ton Vorst

An empirical examination of bank reserve management behavior pp. 131-143

Douglas Evanoff

More on monetarist arithmetic pp. 145-154

Francesco Papadia and Salvatore Rossi

Assets, aggregates and optimal monetary control pp. 155-177

Case M. Sprenkle, Stephen J Turnovsky and Roger A. Fujihara

The wealth effects of the risk-based capital requirement in banking: The evidence from the capital market pp. 179-197

Thomas Eyssell and Nasser Arshadi

A cointegration analysis of the relatonship between bank reserves, deposits and loans: The case of Italy, 1965-1987 pp. 199-214

Valentina Corradi, Marzio Galeotti and Riccardo Rovelli

A note on the variance of spot interest rates pp. 215-225

Robert Brooks and Miles Livingston