Journal of Financial Intermediation

1990 - 2025

Current editor(s): Elu von Thadden

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.

Adverse selection, contract design, and investment distortion pp. 347-375: Thomas Noe and Michael J. Rebello
Optimal capital structure for a hierarchical firm pp. 376-400: Gerald Garvey and Peter Swan
Borrower mobility, self-selection, and the relative prices of fixed- and adjustable-rate mortgages pp. 401-421: Jan Brueckner
Security brokerage markets under price uncertainty pp. 422-448: Chunchi Wu and Peter F. Colwell

Debt and warrants: Agency problems and mechanism design pp. 237-254: Gabriella Chiesa
An incentive-based theory of bank regulation pp. 255-276: Tim S. Campbell, Yuk-Shee Chan and Anthony Marino
Dutch auction versus fixed-price self-tender offers for common stock pp. 277-307: Sreenivas Kamma, George Kanatas and Steven Raymar
Risk, managerial effort, and project choice pp. 308-345: David Hirshleifer and Yoon Suh

Debt covenants and renegotiation pp. 95-133: Mitchell Berlin and Loretta Mester
Laissez-faire banking and circulating media of exchange pp. 134-167: Stephen Williamson
Anonymity in securities markets pp. 168-206: Margaret M. Forster and Thomas J. George
Intertemporal price discovery by market makers: Active versus passive learning pp. 207-235: J. Chris Leach and Ananth Madhavan

Editorial pp. iii-iii: Stuart I. Greenbaum
Financial contracts as lasting commitments: The case of a leveraged oligopoly pp. 2-32: Paolo Fulghieri and Sabitha Nagarajan
Marketmakers versus matchmakers pp. 33-58: Abdullah Yavas
Costly liquidation, interbank trade, bank runs and panics pp. 59-82: R. Glen Donaldson
Economies of scale and scope in French mutual funds pp. 83-93: Jean Dermine and Lars-Hendrik Roller

Acknowledgment pp. 281-282: Stuart I. Greenbaum
Optimal risk sharing through renegotiation of simple contracts pp. 283-306: Douglas Gale
Investment and financial asset accumulation pp. 307-334: Toni Whited
The pricing of retail deposits: Concentration and information pp. 335-361: Linda Allen, Anthony Saunders and Gregory Udell
Intermediation and the market for interest rate swaps pp. 362-384: Tim S. Campbell and William A. Kracaw

Expectations of security type and the information content of debt and equity offers pp. 195-214: Mark Bayless and Susan Chaplinsky
The adequacy of life insurance purchases pp. 215-241: Alan Auerbach and Laurence Kotlikoff
The macroeconomic effects of bank runs: An equilibrium analysis pp. 242-256: Michael Loewy
Agency costs among savings and loans pp. 257-278: Loretta Mester

Dual-capacity trading and the quality of the market pp. 105-124: Ailsa Roell
Adverse selection and mutuality: The case of the farm credit system pp. 125-149: Bruce Smith and Michael Stutzer
The delivery of market timing services: Newsletters versus market timing funds pp. 150-166: Alex Kane and Stephen G. Marks
The mechanics of automated trade execution systems pp. 167-194: Ian Domowitz

Foreword pp. 1-2: Stuart I. Greenbaum
The market for information and the origin of financial intermediation pp. 3-30: Franklin Allen
Incentive compatible financial contracts, asset prices, and the value of control pp. 31-56: Jeffrey Lacker, Robert J. Levy and John Weinberg
Managerial incentives in an entrepreneurial stock market model pp. 57-79: Richard E. Kihlstrom and Steven Matthews
Liquidity without money: A General equilibrium model of market microstructure pp. 80-103: James Peck