Journal of Banking & Finance 1995 - Abstracts

Journal of Banking & Finance 1995
TitleSubjectAuthors
A market evaluation of FDIC assisted transactions. (Federal Deposit Insurance Corporation)BusinessDonald 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)BusinessKathleen Kuester King, Lawrence R. Cordell
An analysis of inefficiencies in banking.(Special Issue On The Role Of Capital In Financial Institutions)(Panel Discussion)BusinessSimon H. Kwan, Robert A. Eisenbeis
A note on an equilibrium debt option pricing model in discrete time.(Correction Notice)BusinessRoswell E. III Mathis
A note on Euroyen and domestic yen interest rates.(Statistical Data Included)BusinessHung-Gay Fung, Wai-Chung Lo, Joel N. Morse
A note on GARCH predictable variances and stock market efficiency. (Generalized AutoRegressive Conditional Heteroskedasticity)BusinessWalter S.A. Schwaiger
A note on the effects of contract adjustments on the prices of put and call options.BusinessRobert L. Brown, Stephen A. Easton, Paul A. Lalor
A note on the spread between the rates of fixed and variable rate loans.BusinessEric C. Chang, Kit Pong Wong, Moon-Whoan Rhee
Another look on bond market seasonability: a note.(Statistical Data Included)BusinessKam C. Chan, H. K. Wu
Anticipating bailouts: the incentive-conflict model and the collapse of the Ohio deposit guarantee fund.BusinessRamon 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)BusinessJames A. Wilcox, Diana Hancock, Andrew J. Laing
Banker judgement versus formal forecasting models: the case of country risk assessment.BusinessR.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)BusinessDavid R. Peterson, Larry D. Wall
Bank regulation and the credit crunch.(Special Issue On The Role Of Capital In Financial Institutions)BusinessJoe Peek, Eric Rosengren
Bids and asks in disequilibrium market microstructure: the case of IBM.BusinessThomas 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)BusinessAnjan 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)BusinessRobert 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)BusinessRobert 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)BusinessFranklin 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)BusinessGeorge S. Oldfield
Conditional volatility and the informational efficiency of the PHLX currency options market.BusinessXinzhong Xu, Stephen J. Taylor
Data frequency and the number of factors in stock returns.(Statistical Data Included)BusinessRoger D. Huang, Hoje Jo
Day-of-the-week effects in federal funds rates: Further empirical findings.(Statistical Data Included)BusinessDrew B. Winters, Mark D. griffiths
Debt and market incompleteness.BusinessEhud I. Ronn, Lemma W. Senbet
Deposit insurance and bank interest rate risk: Pricing and regulatory implications.(Statistical Data Included)BusinessJin-Chuan Duan, Arthur F. Moreau, C. W. Sealey
Disclosure environment and listing on foreign stock exchanges.BusinessJason Lee, C. Sherman Cheung
Discount rate changes and security returns in the U.S., 1962-1991.BusinessRobert R. Johnson, Gerald R. Jensen
Discrete exchange rate hedging strategies.BusinessR.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)BusinessAnthony 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)BusinessAnne Beatty
Do the M&M propositions apply to banks?(Special Issue On The Role Of Capital In Financial Institutions)BusinessMerton H. Miller
Economic news and equity market linkages between the U.S. and the U.K.(Statistical Data Included)BusinessJoseph Friedman, Kent G. Becker, Joseph E. Finnerty
Equity financing and corporate convertible bond policy.BusinessP. Jalan, G. Barone-Adesi
Face value convergence for stochastic bond price processes: a note on Merton's partial equilibrium option pricing model.BusinessSanjay 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)BusinessMary 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)BusinessGeorge G. Kaufman
Financial innovation and the management and regulation of financial institutions.(Special Issue On The Role Of Capital In Financial Institutions)BusinessRobert C. Merton
Financial ratio proportionality and inter-temporal stability: an empirical analysis.BusinessR.J. Taffler, P.S. Sudarsanam
Forbearance, deposit insurance pricing, and incentive compatible bank regulation.(Statistical Data Included)BusinessS. Nagarajan, C W. and Sealey
Forecasting losses on a liquidating long-term loan portfolio.(Statistical Data Included)BusinessL. D. Smith, E.C. Lawrence
Futures trading, information and spot price volatility: evidence for the FTSE-100 Stock Index Futures contract using GARCH.BusinessPhil 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)BusinessGillian Garcia
Insolvency experience, risk-based capital, and prompt corrective action in property-liability insurance.(Special Issue On The Role Of Capital In Financial Institutions)BusinessScott E. Harrington, Robert Klein, J. David Cummins
Interest rate differentials and exchange rate policies in Austria, the Netherlands, and Belgium.BusinessJakob de Haan, Klaas Knot
International diversification through closed-end country funds.(Statistical Data Included)BusinessEric Chang, Cheol S. Eun, Richard Kolodny
Investment trust IPOs: issuing behaviour and price performance. Evidence from the London Stock Exchange. (initial public offering)BusinessDylan C. Thomas, Mario Levis
Loan covenants and corporate debt policy under bank regulations.BusinessAndrew 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)BusinessCharles 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)BusinessN Esho, I. G. Sharpe
Measuring the true profile of taxpayer losses in the S&L insurance mess. (savings and loan)BusinessEdward J. Kane, Min-Teh Yu
Modelling mean reversion of asset prices towards their fundamental value.BusinessPeter Liu, Raymond Chiang, John Okunev
On the structure of take-over models, and insider-outsider conflicts in negotiated take-overs.BusinessP. Sercu, C. van Hulle
Optimal portfolio selection under institutional procedures for short selling.BusinessClarence C.Y. Kwan
Overinvestment, Tobin's q and gains from foreign acquisitions.(Statistical Data Included)BusinessJohn Doukas
Parameter uncertainty and the rational expectations model of the term structure.BusinessLouis 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)BusinessMark Carey
Pension plan terminations, excess asset reversions and securityholder wealth.BusinessSudip 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)BusinessKose John, Anthony Saunders, Lemma W. Senbet
Pricing of index options when interest rates are stochastic: an empirical test.BusinessKrister Rindell
Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts' forecasts.(Statistical Data Included)BusinessRobert A. Wood, Thomas H. McInish, Kee H. Chung, Donald J. Wyhowski
Prompt corrective action and bank efforts to recover from undercapitalization.BusinessMichael F. Spivey, Drew Dahl
Risk-based capital in the European Economic Community.(Special Issue On The Role Of Capital In Financial Institutions)(Panel Discussion)BusinessGiorgio P. Szego
Risk-based capital requirements and bank portfolio risk.(Statistical Data Included)BusinessOystein 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)BusinessHugh 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)BusinessStuart I. Greenbaum, Srinivas R. Akella
Scale economies and cost complementarities in commercial banks: On-and off-balance-sheet activities.(Statistical Data Included)BusinessJulapa Jagtiani, Gordon Sick, Alli Nathan
Seasonalities and intraday return patterns in the foreign currency futures market.BusinessMarcia 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)BusinessDavid 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.BusinessT. Assogbavi, N. Khoury, P. Yourougou
Should bond funds be added to M2?BusinessJohn V. Duca
Tests for tax-clientele and tax-option effects in U.S. treasury bonds.(Statistical Data Included)BusinessEliezer Z. Prisman, Michael C. Ehrhardt, James V. Jordan
The duration vector: a continuous-time extension to default-free interest rate contingent claims.BusinessSanjay 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)BusinessJulapa Jagtiani, Anthony Saunders, Gregory Udell
The impact of default risk on the prices of options and other derivative securities.BusinessAlan White, John Hull
The implementation of prompt corrective action: an assessment.(Special Issue On The Role Of Capital In Financial Institutions)BusinessDavid S. Jones, Kathleen Kuester King
The incremental information content of bond rating revisions: the Australian evidence.BusinessZ.P. Matolcsy, T. Lianto
The information content of end-of-the-day index futures returns: international evidence from the Osaka Nikkei 225 futures contract.BusinessEdwin D. Maberly, Takato Hiraki, Nobuya Takezawa
The optimal pricing of exports invoiced in different currencies.BusinessYair E. Orgler, Pekka Ahtiala
The role of capital in financial institutions.(Special Issue On The Role Of Capital In Financial Institutions)BusinessAllen N. Berger, Richard J. Herring, Giorgio P. Szego
The wealth effects of deregulation of Canadian financial institutions.(Statistical Data Included)BusinessBen 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)BusinessEdward J. Kane
Vector autoregression or simultaneous equations model? The intraday relationship between index arbitrage and market volatility.BusinessKalok Chan, Y. Peter Chung
Wealth effects of foreign expansion by U.S. banks.BusinessIke Mathur, Amjad Waheed
When does the prime rate change?BusinessAnthony Saunders, Loretta J. Mester
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