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 12, issue 4, 1988

The effects of shifts in monetary policy and reserve accounting regimes on bank reserve management behavior in the federal funds market pp. 523-535

Anthony Saunders and Thomas Urich

The measurement of option mispricing pp. 537-550

Dan W. French and Linda J. Martin

Bank acquisition and stockholders' wealth pp. 551-562

Marie E. Sushka and Yvette Bendeck

The international transmission of interest rates: A note on causal relationships between short-term external and domestic U.S. dollar returns pp. 563-573

Peggy E. Swanson

Reserve regulation and recourse as a source of risk premia in the federal funds market pp. 575-584

W. Brian Barrett, Myron B. Slovin and Marie E. Sushka

Risk premia and the pricing of primary issue bonds pp. 585-601

Robert E. Lamy and G. Rodney Thompson

Perspectives on safe & sound banking: Past, present, and future: George J. Benston, Robert A. Eisenbeis, Paul M. Horvitz, Edward J. Kane and George G. Kaufman (The MIT Press, Cambridge, MA, 1986) pp. xxi + 358, $19.95 pp. 604-608

M. Cary Collins

Inside investment banking: Ernest Bloch, (Dow Jones-Irwin, Homewood, IL, 1986) pp. XIV + 321, $35.63 pp. 608-610

William Hood

Electronic banking: Allen H. Lipis, Thomas R. Marschall and Jan H. Linker, (Wiley, New York, 1985) pp. 610-611

John M. Parkinson

Rationing in a theory of the banking firm, studies in contemporary economics: Timothy M. Devinney, (Springer, New York, 1986) pp. VI + 102 pp. 611-612

Bong Woo Lee

Volume 12, issue 3, 1988

The effects of DIDMCA on bank stockholders' returns and risk pp. 317-331

Joseph Aharony, Anthony Saunders and Itzhak Swary

The performance of unseasoned new equity issues-cum-stock exchange listings in Australia pp. 333-351

Frank J. Finn and Ron Higham

Stock offerings in a different institutional setting: The Swiss case, 1973-1983 pp. 353-378

Claudio Loderer and Heinz Zimmermann

Deregulation and oligopolistic rivalry in bank deposit markets pp. 379-388

David VanHoose

A note on banknote characteristics and the demand for currency by denomination pp. 389-399

Ulrich Kohli

Interest rate dynamics and the term structure: A note pp. 401-417

David Babbel

Savings and loan ownership structure and expense-preference pp. 419-437

Srinivas R. Akella and Stuart I. Greenbaum

Tests of market models: heteroskedasticity or misspecification? pp. 439-455

Roger D. Huang and Hoje Jo

Measuring investment performance with a stochastic parameter regression model pp. 457-467

Larry J. Lockwood and K. Rao Kadiyala

An empirical analysis of implicit delivery options in the treasury bond futures contract pp. 469-492

Shantaram P. Hegde

Duration measures for specific term structure estimations and applications to bond portfolio immunization pp. 493-504

Eliezer Z. Prisman and Marilyn R. Shores

The European monetary system: A Note pp. 505-512

M. Keivan Deravi and Massoud Metghalchi

Volume 12, issue 2, 1988

The effect of changes in reserve requirements on bank stock prices pp. 183-198

James Kolari, Arvind Mahajan and Edward M. Saunders

Interest rates and insurance price cycles pp. 199-214

Neil A. Doherty and Han Bin Kang

On interest rates, inflationary expectations and tax rates pp. 215-220

James Barth and Michael Bradley

Further international evidence on asset pricing: The case of the Spanish capital market pp. 221-242

Gonzalo Rubio

The identification of stochastic dominance efficient sets by moment combination orderings pp. 243-253

William H. Jean and Billy P. Helms

The regulation of international lending IMF support, the debt crisis, and bank stockholder wealth pp. 255-274

Randall S. Billingsley and Robert E. Lamy

The information value of failure predictions in credit assessment pp. 275-292

Douglas Wood and Jennie Piesse

The performance of foreign owned, minority owned, and holding company owned banks in the U.S pp. 293-313

David R. Meinster and Elyas Elyasiani

Volume 12, issue 1, 1988

The size effect on stock returns: Is it simply a risk effect not adequately reflected by the usual measures? pp. 13-30

Irwin Friend and Larry Lang

An empirical analysis of the stock price-volume relationship pp. 31-41

Michael Smirlock and Laura Starks

Panama's International Banking Center: The direct employment effects pp. 43-50

Donald Lessard and Adrian Tschoegl

What we can expect from interstate banking pp. 51-67

Lawrence G. Goldberg and Gerald A. Hanweck

The value of the corporate voting right: Evidence from Switzerland pp. 69-83

Melchior R. Horner

Competition and geographical integration in commercial bank lending pp. 85-103

Dale K. Osborne

The distributional impact of foreign deposits on federal deposit insurance premia pp. 105-115

Edward C. Lawrence and Nasser Arshadi

The banking industry under uncertain monetary policy pp. 117-139

Thomas Cosimano

The Penn Square Bank failure: Effect on commercial bank security returns -- a note pp. 141-150

John Peavy and George H. Hempel

A mean-variance framework for analyzing reserve requirements and monetary control pp. 151-160

Kenneth J. Kopecky

Duration analysis: Managing interest rate risk: Gerald O. Bierwag, (Ballinger, Cambridge, MA, 1987) pp. 340, $39.95 pp. 161-166

R. M. Robinson

Volume 11, issue 4, 1987

Biases in option prices: Evidence from the foreign currency option market pp. 549-562

Paul D. Adams and Steve B. Wyatt

A note on discount rate policy and the variability of discount window borrowing pp. 563-570

David VanHoose

Interest rate differentials on short-term securities and rational expectations of inflation pp. 571-579

Samantha Carrington and Robert Crouch

The effect of capital adequacy guidelines on large bank holding companies pp. 581-600

Larry Wall and David R. Peterson

Deregulating financial services: Public policy in flux: George G. Kaufman and Roger C. Kormendi (Ballinger, Cambridge, MA, 1986) pp. 223 pp. 601-604

William Schneider and Joseph Sinkey

Changes in money-market instruments and procedures: Objectives and implications: Bank for international settlements, (BIS, Basle, 1986) pp. 266 pp. 604-605

Cerbaf

International factoring: Anthony N. Cox and John A. Mackenzie, (Euro-money Publications, London, 1986) pp. 112 pp. 605-606

Cerbaf

The European monetary system: Recent developments, occasional paper no. 48: Horst Ungerer, Owen Evans, Thomas Mayer and Philip Young (International Monetary Fund, Washington, DC, December 1986) pp. 75 pp. 606-607

Cerbaf

Energy conservation successes and failures: John C. Sawill and Richard Cotton (The Brookings Institution, Washington, DC, 1985) pp. 270 pp. 607-608

G. P. Szego

Volume 11, issue 3, 1987

Foreword pp. 355-357

Stuart I. Greenbaum

The emergence and regulation of contingent commitment banking pp. 359-377

John H. Kareken

Bank funding modes: Securitization versus deposits pp. 379-401

Stuart I. Greenbaum and Anjan Thakor

Securitization with recourse: An instrument that offers uninsured bank depositors sequential claims pp. 403-424

Lawrence M. Benveniste and Allen Berger

Commercial paper, bank reserve requirements, and the informational role of loan commitments pp. 425-448

George Kanatas

Competition, risk neutrality and loan commitments pp. 449-471

Arnoud Boot, Anjan Thakor and Gregory Udell

Bank portfolio choice with private information about loan quality: Theory and implications for regulation pp. 473-497

Deborah Lucas and Robert L. McDonald

A multi-attribute comparative evaluation of relative risk for a sample of banks pp. 499-523

Ehud I. Ronn and Avinash K. Verma

The valuation and securitization of commercial and multifamily mortgages pp. 525-546

James Kau, Donald Keenan, Walter Muller and James F. Epperson

Volume 11, issue 2, 1987

Building blocks: An introduction to block trading pp. 193-212

Kenneth Burdett and Maureen O'hara

One-bank holding company formation and the 1970 Bank Holding Company Act Amendment: An empirical examination allowing for industry group effects pp. 213-221

John D. Martin and Arthur J. Keown

The effect of personal taxes on common stock prices: The case of a Belgian tax reform pp. 223-244

Lambert Vanthienen and Theo Vermaelen

Valuation of American options on foreign currency pp. 245-269

Kuldeep Shastri and Kishore Tandon

An economic rationale for the pricing structure of bank loan commitments pp. 271-289

Anjan Thakor and Gregory Udell

Alternative forms of deposit insurance: Pricing and bank incentive issues pp. 291-312

George Pennacchi

The cost of capital to corporations in Japan and the U.S.A pp. 313-327

Irwin Friend and Ichiro Tokutsu

Generating optimal true interest cost bids for new municipal bond competitive issues pp. 329-343

Robert M. Nauss

International portfolio management: Mark Tapley, ed., (Euromoney publications, London, 1986) pp. 171 pp. 345-347

Cerbaf

Switzerland's role as an international financial center: Benedicte Vibe Christensen, IMF Occasional Paper No. 45 (International Monetary Fund, Washington, DC, 1986) pp. 40 pp. 347-348

Cerbaf

The GT guide to world equity markets: Charles G. Hilderburn, ed., (Euromoney publications, London, 1986) pp. 290 pp. 348-350

Cerbaf

Volume 11, issue 1, 1987

Some empirical evidence on stock returns and security credit regulation in the OTC equity market pp. 17-31

R. Corwin Grube, O. Maurice Joy and John S. Howe

An empirical investigation of new bank performance pp. 33-48

Nasser Arshadi and Edward C. Lawrence

Efficiency of the silver futures market: An empirical study using daily data pp. 49-64

Raj Aggarwal and P. S. Sundararaghavan

Taxes, unequal access, public debt and corporate financial policy in the United Kingdom pp. 65-78

W. K. F. Fung and M. F. Theobald

Debt and taxes: A multiperiod investigation pp. 79-97

Amir Barnea, Eli Talmor and Robert A. Haugen

Unanticipated interest rates, bank stock returns and the nominal contracting hypothesis pp. 99-115

Vefa Tarhan

The E-V stationarity of secure returns: Some empirical evidence pp. 117-135

Lawrence Kryzanowski and Minh Chau To

Interest rate indexation and the pricing of loan commitment contracts pp. 137-145

Arie Melnik and Steven Plaut

Liability and asset uncertainty for banks pp. 147-159

Case M. Sprenkle

A note on non-performing loans as an indicator of asset quality pp. 161-168

Larry G. Meeker and Laura Gray

Handbook for banking strategy: Richard C. Aspinwall and Robert A. Eisenbeis, eds., (Wiley, New York, 1985) pp. xxii + 800, $60.40 pp. 169-172

Joseph Sinkey

Agency problems and financial contracting: Amir Barnea, Robert A. Haugen and Lemma W. Senbet, (Prentice Hall, Englewood Cliffs, NJ, 1985) pp. x + 163, $21.95 pp. 172-175

Nasser Arshadi

Commercial bank financial management: Joseph F. Sinkey, Jr., second ed. (Macmillan, New York and Collier Macmillan, London, 1986) pp. 175-178

George McKinney

Bailout: An insider's account of bank failures and rescues: Irvine H. Sprague, (Basic Books, New York, 1986) pp. 304, $17.95 pp. 178-182

Joseph Sinkey

Hedging with financial futures for institutional investors: From theory to practice: Stephen Figlewski, (Ballinger, Cambridge, MA, 1986) pp. 172, $29.95 pp. 182-184

R. M. Robinson