Journal of Banking & Finance 1995 |
Title | Subject | Authors |
A market evaluation of FDIC assisted transactions. (Federal Deposit Insurance Corporation) | Business | Donald R. Fraser, Lawrence C. Rose, Bruce Cochran |
A market evaluation of the risk-based capital standards for the U.S. financial system.(Special Issue On The Role of Capital In Financial Institutions) | Business | Kathleen Kuester King, Lawrence R. Cordell |
An analysis of inefficiencies in banking.(Special Issue On The Role Of Capital In Financial Institutions)(Panel Discussion) | Business | Simon H. Kwan, Robert A. Eisenbeis |
A note on an equilibrium debt option pricing model in discrete time.(Correction Notice) | Business | Roswell E. III Mathis |
A note on Euroyen and domestic yen interest rates.(Statistical Data Included) | Business | Hung-Gay Fung, Wai-Chung Lo, Joel N. Morse |
A note on GARCH predictable variances and stock market efficiency. (Generalized AutoRegressive Conditional Heteroskedasticity) | Business | Walter S.A. Schwaiger |
A note on the effects of contract adjustments on the prices of put and call options. | Business | Robert L. Brown, Stephen A. Easton, Paul A. Lalor |
A note on the spread between the rates of fixed and variable rate loans. | Business | Eric C. Chang, Kit Pong Wong, Moon-Whoan Rhee |
Another look on bond market seasonability: a note.(Statistical Data Included) | Business | Kam C. Chan, H. K. Wu |
Anticipating bailouts: the incentive-conflict model and the collapse of the Ohio deposit guarantee fund. | Business | Ramon P. DeGennaro, James B. Thomson |
Bank capital shocks: dynamic effects on securities, loans, and capital.(Special Issue On The Role Of Capital In Financial Institutions) | Business | James A. Wilcox, Diana Hancock, Andrew J. Laing |
Banker judgement versus formal forecasting models: the case of country risk assessment. | Business | R.A. Somerville, R.J. Taffler |
Bank holding company capital targets in the early 1990s: the regulators versus the markets.(Special Issue On The Role of Capital In Financial Institutions) | Business | David R. Peterson, Larry D. Wall |
Bank regulation and the credit crunch.(Special Issue On The Role Of Capital In Financial Institutions) | Business | Joe Peek, Eric Rosengren |
Bids and asks in disequilibrium market microstructure: the case of IBM. | Business | Thomas H. McInish, Frederick H. deB. Harris, Ranjan R. Chakravarty |
Capital requirements, loan renegotiation and the borrower's choice of financing source.(Special Issue On The Role Of Capital In Financial Institutions) | Business | Anjan V. Thakor, Patricia Furlong Wilson |
Comment on Hancock, Laing and Wilcox and Peek and Rosengren. (comment on articles in this issue, p. 661 and 679)(Special Issue On Role Of Capital In Financial Institutions) | Business | Robert B. Avery |
Comment on Jones and King and Cummins et al. (comment on articles in Journal of Banking and Finance, vol. 19, p. 511 and p. 491)(Special Issue On The Role of Capital In Financial Institutions) | Business | Robert A. Eisenbais |
Comment on Thakor and Wilson. (comment on article in this issue, p. 693)(Special Issue On The Role Of Capital In Financial Institutions) | Business | Franklin Allen |
Comments on papers presented by Carlstrom and Samolyk, and Jagtiani, Saunders, and Udell. (comments on articles in this issue, p. 627 and 647)(Special Issue On the Role Of Capital In Financial Institutions) | Business | George S. Oldfield |
Conditional volatility and the informational efficiency of the PHLX currency options market. | Business | Xinzhong Xu, Stephen J. Taylor |
Data frequency and the number of factors in stock returns.(Statistical Data Included) | Business | Roger D. Huang, Hoje Jo |
Day-of-the-week effects in federal funds rates: Further empirical findings.(Statistical Data Included) | Business | Drew B. Winters, Mark D. griffiths |
Debt and market incompleteness. | Business | Ehud I. Ronn, Lemma W. Senbet |
Deposit insurance and bank interest rate risk: Pricing and regulatory implications.(Statistical Data Included) | Business | Jin-Chuan Duan, Arthur F. Moreau, C. W. Sealey |
Disclosure environment and listing on foreign stock exchanges. | Business | Jason Lee, C. Sherman Cheung |
Discount rate changes and security returns in the U.S., 1962-1991. | Business | Robert R. Johnson, Gerald R. Jensen |
Discrete exchange rate hedging strategies. | Business | R.A. Brealey, E.C. Kaplanis |
Discussant's comments on Wall and Peterson, and Cordell and King. (comments on articles in this issue, p. 561 and p. 531)(Special Issue On The Role of Capital In Financial Institutions) | Business | Anthony M. Santomero |
Discussion of Carey and Barth, Landsman, and Wahlen. (comments on articles in this issue, p. 607 and p. 577)(Special Issue On the Role of Capital In Financial Institutions) | Business | Anne Beatty |
Do the M&M propositions apply to banks?(Special Issue On The Role Of Capital In Financial Institutions) | Business | Merton H. Miller |
Economic news and equity market linkages between the U.S. and the U.K.(Statistical Data Included) | Business | Joseph Friedman, Kent G. Becker, Joseph E. Finnerty |
Equity financing and corporate convertible bond policy. | Business | P. Jalan, G. Barone-Adesi |
Face value convergence for stochastic bond price processes: a note on Merton's partial equilibrium option pricing model. | Business | Sanjay K. Nawalkha |
Fair value accounting: effects on banks' earnings volatility, regulatory capital, and value of contractual cash flows.(Special Issue On the Role of Capital In Financial Institutions) | Business | Mary E. Barth, Wayne R. Landsman, James M. Wahlen |
FDICIA and bank capital. (Federal Deposit Insurance Corp. Improvement Act of 1991)(Special Issue On Role Of Capital In Financial Institutions)(Panel Discussion) | Business | George G. Kaufman |
Financial innovation and the management and regulation of financial institutions.(Special Issue On The Role Of Capital In Financial Institutions) | Business | Robert C. Merton |
Financial ratio proportionality and inter-temporal stability: an empirical analysis. | Business | R.J. Taffler, P.S. Sudarsanam |
Forbearance, deposit insurance pricing, and incentive compatible bank regulation.(Statistical Data Included) | Business | S. Nagarajan, C W. and Sealey |
Forecasting losses on a liquidating long-term loan portfolio.(Statistical Data Included) | Business | L. D. Smith, E.C. Lawrence |
Futures trading, information and spot price volatility: evidence for the FTSE-100 Stock Index Futures contract using GARCH. | Business | Phil Holmes, Antonios Antoniou |
Implementing FDICIA's mandatory closure rule. (Federal Deposit Insurance Corp. Improvement Act of 1991)(Special Issue On Role Of Capital In Financial Institutions)(Panel Discussion) | Business | Gillian Garcia |
Insolvency experience, risk-based capital, and prompt corrective action in property-liability insurance.(Special Issue On The Role Of Capital In Financial Institutions) | Business | Scott E. Harrington, Robert Klein, J. David Cummins |
Interest rate differentials and exchange rate policies in Austria, the Netherlands, and Belgium. | Business | Jakob de Haan, Klaas Knot |
International diversification through closed-end country funds.(Statistical Data Included) | Business | Eric Chang, Cheol S. Eun, Richard Kolodny |
Investment trust IPOs: issuing behaviour and price performance. Evidence from the London Stock Exchange. (initial public offering) | Business | Dylan C. Thomas, Mario Levis |
Loan covenants and corporate debt policy under bank regulations. | Business | Andrew H. Chen, Sumon C. Mazumdar, Mao-Wei Hung |
Loan sales as a response to market-based capital constraints.(Special Issue On The Role Of Capital In Financial Institutions) | Business | Charles T. Carlstrom, Katherine A. Samolyk |
Long-run estimates of technological change and scale economies in a dynamic framework: Australian permanent building societies, 1974-1990.(Statistical Data Included) | Business | N Esho, I. G. Sharpe |
Measuring the true profile of taxpayer losses in the S&L insurance mess. (savings and loan) | Business | Edward J. Kane, Min-Teh Yu |
Modelling mean reversion of asset prices towards their fundamental value. | Business | Peter Liu, Raymond Chiang, John Okunev |
On the structure of take-over models, and insider-outsider conflicts in negotiated take-overs. | Business | P. Sercu, C. van Hulle |
Optimal portfolio selection under institutional procedures for short selling. | Business | Clarence C.Y. Kwan |
Overinvestment, Tobin's q and gains from foreign acquisitions.(Statistical Data Included) | Business | John Doukas |
Parameter uncertainty and the rational expectations model of the term structure. | Business | Louis H. Ederington, Chao-Hsi Huang |
Partial market value accounting, bank capital volatility, and bank risk.(Special Issue On The Role of Capital In Financial Institutions) | Business | Mark Carey |
Pension plan terminations, excess asset reversions and securityholder wealth. | Business | Sudip Datta, Mai E. Iskandar-Datta, Edward J. Zychowicz |
Perspectives on bank capital regulation and managerial compensation.(Special Issue On The Role Of Capital In Financial Institutions) | Business | Kose John, Anthony Saunders, Lemma W. Senbet |
Pricing of index options when interest rates are stochastic: an empirical test. | Business | Krister Rindell |
Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts' forecasts.(Statistical Data Included) | Business | Robert A. Wood, Thomas H. McInish, Kee H. Chung, Donald J. Wyhowski |
Prompt corrective action and bank efforts to recover from undercapitalization. | Business | Michael F. Spivey, Drew Dahl |
Risk-based capital in the European Economic Community.(Special Issue On The Role Of Capital In Financial Institutions)(Panel Discussion) | Business | Giorgio P. Szego |
Risk-based capital requirements and bank portfolio risk.(Statistical Data Included) | Business | Oystein Gjerde, Kristian Semmen |
Savings and loan ownership structure and expense-preference. (comment on article by S.R. Akella and S.I. Greenbaum, Journal of Banking and Finance, vol. 12, p. 419) | Business | Hugh Thomas, Itzhak Krinsky |
Savings and loan ownership structure and expense-preference: reply. (response to article by Itzhak Krinsky and Hugh Thomas in this issue, p. 165) | Business | Stuart I. Greenbaum, Srinivas R. Akella |
Scale economies and cost complementarities in commercial banks: On-and off-balance-sheet activities.(Statistical Data Included) | Business | Julapa Jagtiani, Gordon Sick, Alli Nathan |
Seasonalities and intraday return patterns in the foreign currency futures market. | Business | Marcia Millon Cornett, Thomas V. Schwarz, Andrew C. Szakmary |
Self-tender offers: The effects of free cash flow, cash flow signalling and the measurement of Tobin's q.(Statistical Data Included) | Business | David R. Peterson, Pamela P. Peterson, Steven B. Perfect |
Separating the likelihood and timing of bank failure.(Statistical Data Included) | Business | |
Short interest and the asymmetry of the price-volume relationship in the Canadian stock market. | Business | T. Assogbavi, N. Khoury, P. Yourougou |
Should bond funds be added to M2? | Business | John V. Duca |
Tests for tax-clientele and tax-option effects in U.S. treasury bonds.(Statistical Data Included) | Business | Eliezer Z. Prisman, Michael C. Ehrhardt, James V. Jordan |
The duration vector: a continuous-time extension to default-free interest rate contingent claims. | Business | Sanjay K. Nawalkha |
The effect of bank capital requirements on bank off-balance sheet financial innovations.(Special Issue On The Role Of Capital In Financial Institutions) | Business | Julapa Jagtiani, Anthony Saunders, Gregory Udell |
The impact of default risk on the prices of options and other derivative securities. | Business | Alan White, John Hull |
The implementation of prompt corrective action: an assessment.(Special Issue On The Role Of Capital In Financial Institutions) | Business | David S. Jones, Kathleen Kuester King |
The incremental information content of bond rating revisions: the Australian evidence. | Business | Z.P. Matolcsy, T. Lianto |
The information content of end-of-the-day index futures returns: international evidence from the Osaka Nikkei 225 futures contract. | Business | Edwin D. Maberly, Takato Hiraki, Nobuya Takezawa |
The optimal pricing of exports invoiced in different currencies. | Business | Yair E. Orgler, Pekka Ahtiala |
The role of capital in financial institutions.(Special Issue On The Role Of Capital In Financial Institutions) | Business | Allen N. Berger, Richard J. Herring, Giorgio P. Szego |
The wealth effects of deregulation of Canadian financial institutions.(Statistical Data Included) | Business | Ben Amoako-Adu, Brian F. Smith |
Three paradigms for the role of capitalization requirements in insured financial institutions.(Special Issue On The Role Of Capital In Financial Institutions) | Business | Edward J. Kane |
Vector autoregression or simultaneous equations model? The intraday relationship between index arbitrage and market volatility. | Business | Kalok Chan, Y. Peter Chung |
Wealth effects of foreign expansion by U.S. banks. | Business | Ike Mathur, Amjad Waheed |
When does the prime rate change? | Business | Anthony Saunders, Loretta J. Mester |
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