Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

From Elsevier
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Volume 13, issue 6, 1989

Bank spread with uncertain deposit level and risk aversion pp. 797-810

Emilio R. Zarruk

Speculative and precautionary balances as complements in the portfolio: The case of the U.K. banking sector 1972-1980 pp. 811-830

Peter Spencer

Tax arbitrage restrictions and financial leverage clienteles pp. 831-838

Eli Talmor

Predicting currency return volatility pp. 839-851

Elton Scott and Alan L. Tucker

Debt-equity swaps, regulation K, and bank stock returns pp. 853-868

Thomas H. Eyssell, Donald R. Fraser and Nanda K. Rangan

Overdraft banking: An empirical analysis pp. 869-881

Ben Zion Zilberfarb

Capital regulation and bank risk-taking: A note pp. 883-891

Frederick T. Furlong and Michael C. Keeley

Volume 13, issue 4-5, 1989

Forwards and futures in tokugawa-period Japan:A new perspective on the Dojima rice market pp. 487-513

Ulrike Schaede

The German depression and the stock market crash of the thirties: The role of macropolicies and of the international business cycle pp. 515-536

Andrea Sommariva and Giuseppe Tullio

The Japanese equity market:Past and present pp. 537-570

Shinji Takagi

The long-run relationship between interest rates and inflation: Some cross-country evidence pp. 571-585

Matti Viren

Stock prices, asset portfolios and macroeconomic variables in ten European countries pp. 589-612

Mads Asprem

Macroeconomics news and the stock market: Evidence from Europe pp. 613-626

Walter Wasserfallen

Potential gains from international portfolio diversification and inter-temporal stability and seasonality in international stock market relationships pp. 627-640

Ilhan Meric and Gulser Meric

A twist on the Monday effect in stock prices: Evidence from the U.S. and foreign stock markets pp. 641-650

Jeffrey F. Jaffe, Randolph Westerfield and Christopher Ma

The effect of asset and ownership structure on political risk: Some evidence from Mitterrand's election in France pp. 651-671

Frederick J. Phillips-Patrick

Stock market anomalies: A re-assessment based on the UK evidence pp. 675-696

Mario Levis

Market structure and transaction costs: Implied spreads in the German stock market pp. 697-708

Andreas Haller and Hans Stoll

The Italian market for `premium' contracts: An application of option pricing theory pp. 709-745

E. Barone and D. Cuoco

Risk capital financing and the separation of ownership and control in business groups pp. 747-772

Francesco Brioschi, Luigi Buzzacchi and Massimo G. Colombo

Options on stock indices and options on futures pp. 773-782

Menachem Brenner, Georges Courtadon and Marti Subrahmanyam

Volume 13, issue 3, 1989

The differential impact of two significant court decisions concerning banking consolidation pp. 339-354

David A. Dubofsky and Donald R. Fraser

New banking powers: A portfolio analysis of bank investment in real estate pp. 355-366

Richard Rosen, Peter Lloyd-Davies, Myron L. Kwast and David B. Humphrey

Loan quality, commercial loan review and loan officer contracting pp. 367-382

Gregory Udell

Factors affecting the foreign banking presence in the U.S pp. 383-396

Charles W. Hultman and L. Randolph McGee

The effect of block transactions on share prices: Australian evidence pp. 397-419

Ray Ball and Frank J. Finn

An equilibrium debt option pricing model in discrete time pp. 421-442

Kevin J. Maloney and Mark J. Byrne

Valuation effects of commercial bank securities offerings: A test of the information hypothesis pp. 443-461

John Polonchek, Myron B. Slovin and Marie E. Sushka

A note on the distribution types of financial ratios in the commercial banking industry pp. 463-471

James Kolari, Thomas McInish and Erwin M. Saniga

Volume 13, issue 2, 1989

Money, banking and intertemporal substitution pp. 171-179

John Bryant

A note on the pricing of double choice bonds pp. 181-190

Nahum Biger and Ronen Israel

Money and corporate profits in a developing country: Theory and evidence pp. 191-205

Kamran M. Dadkhah and Rajen Mookerjee

Bid-ask spreads and volatility estimates: The implications for option pricing pp. 207-219

J. Y. Choi and Kuldeep Shastri

Equilibrium loan pricing under the bank-client relationship pp. 221-235

Stuart I. Greenbaum, George Kanatas and Itzhak Venezia

Is there a monthly effect in stock market returns?: Evidence from foreign countries pp. 237-244

Jeffrey Jaffe and Randolph Westerfield

An empirical analysis of term premiums using stochastic dominance pp. 245-260

Haim Levy and Robert Brooks

Interest rate swaps in an agency theoretic model with uncertain interest rates pp. 261-270

Larry Wall

The motivations for loan commitments backing commercial paper: A comment on `commercial paper, bank reserve requirements, and the informational role of loan commitments' pp. 271-277

Charles Calomiris

A reply to Calomiris' comment on: `Commercial paper, bank reserve requirements and the informational role of loan commitments' pp. 279-281

George Kanatas

Explaining differences in corporate capital structure: Theory and new evidence pp. 283-309

Sris Chatterjee and James Scott

A note on fiscal agent pricing of federal agency debt pp. 311-320

Donald J. Puglisi and Rudolph E. D'Souza

A simple linear weighting scheme for Black-Scholes implied volatilities: A note pp. 321-326

Thomas J. Finucane

Volume 13, issue 1, 1989

Financial intermediation: Delegated monitoring and long-term relationships pp. 9-20

Joseph Haubrich

Risk-based capital adequacy standards for a sample of 43 major banks pp. 21-29

Ehud I. Ronn and Avinash K. Verma

Bank reserve adjustment process and the use of reserve carryover as a reserve management tool: A comment pp. 31-36

Michael G. Vogt

Bank reserve adjustment process and the use of reserve carryover as a reserve management tool: A reply pp. 37-40

Paul A. Spindt and Vefa Tarhan

Estimating betas on daily data for a small stock market pp. 41-64

Tom Berglund, Eva Liljeblom and Anders Loflund

Concentration and other determinants of bank profitability in Europe, North America and Australia pp. 65-79

Philip Bourke

Stock market reactions to the depository institutions deregulation and monetary control act of 1980 pp. 81-100

Marcia H. Millon-Cornett and Hassan Tehranian

The impact of underwriting and dealing on bank returns and risks pp. 101-125

Myron L. Kwast

A friction model of the prime pp. 127-135

Shawn M. Forbes and Lucille S. Mayne

Federal deficits and money growth in the United States: A vector autoregressive analysis pp. 137-149

Scott W. Barnhart and Ali F. Darrat

Interest rates and bank portfolio adjustments pp. 151-161

Paul D. Thistle, Robert W. McLeod and B. Lynne Conrad