Journal of Banking & Finance

1977 - 2025

Current editor(s): Ike Mathur

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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 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 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 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 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