| Journal of Banking & Finance 2001 |
| Title | Subject | Authors |
|---|
| An analysis and critique of the BIS proposal on capital adequacy and ratings.(banking research) | Business | Edward Altman, Anthony Saunders |
| An empirical analysis of incremental capital structure decisions under managerial entrenchment.(Statistical Data Included) | Business | Chris Veld, Abe De Jong |
| A note on: Capital adequacy and the information content of term loans and lines of credit.(effect of the 1988-capital bank adequacy requirement)(Statistical Data Included) | Business | P. Andre, R. Mathieu, P. Zhang |
| A note on fair value pricing of mutual funds.(by fair value pricing rather than last actual trade prices)(Statistical Data Included) | Business | Rahul Bhargava, David A. Dubofsky |
| A note on information seasonality and the disappearance of the weekend effect in the UK stock market.(Statistical Data Included) | Business | James M. Steeley |
| A note on price noises and their correction process: evidence from two equal-payoff government bonds.(Brief Article) | Business | B. Lauterbach, A. Wohl |
| A note on trading mechanism and securities' value: The analysis of rejects from continuous trade.(moving strocks from continuous trade back to single daily auctions)(Statistical Data Included) | Business | Beni Lauterbach |
| Are cash acquisitions associated with better postcombination operating performance than stock acqusitions?(Statistical Data Included) | Business | Scott C. Linn, Jeannette A. Switzer |
| Are expansions cost effective for stock exchanges? A global perspective.(Statistical Data Included) | Business | Iflekhar Hasan, Markku Malkamaki |
| Are scale economies in banking elusive or illusive? Evidence obtained by incorporating capital structure and risk-taking into models of bank production.(Statistical Data Included) | Business | Joseph P. Hughes, Choon-Geol Moon, Loretta J. Mester |
| Asymmetric reverting behavior of short-horizon stock returns: an evidence of stock market overreaction. | Business | Kiseok Nam, Chong Soo Pyun, Stephen L. Avard |
| Banks' reserve management, transaction costs, and the timing of Federal Reserve intervention.(more liquid funds during reserve-settlement days)(Statistical Data Included) | Business | Leonardo Bartolini, Giuseppe Bertola , Alessandro Prati |
| Can mergers ensure the survival if credit unions in the third millennium?(Statistical Data Included) | Business | Deborah Ralston, April Wright, Kaylee Garden |
| Capital requirements and bank behavior: empirical evidence for Switzerland. | Business | Bertrand Rime |
| Circuit theory of banking and finance. | Business | Biagio Bossone |
| Citicorp - Travelers Group merger: challenging barriers between banking and insurance.(Statistical Data Included) | Business | Kenneth A. Carow |
| "Clicks and bricks": e-Risk Management for banks in the age of the Internet. | Business | Anita K. Pennathur |
| "Clicks and Bricks" : e-risk management for banks in the age of the Internet.(research information) | Business | |
| Comparable firms and the precision of equity valuations.(comparable firms announcements) | Business | Allan C. Eberhart |
| Crisis dynamics of implied default recovery ratios: evidence from Russia and Argentina. | Business | |
| Decimalization, adverse selection, and market maker rents.(Finance) | Business | Jeffrey M. Bacidore |
| Did amakudari undermine the effectiveness of regulator monitoring in Japan?(Brief Article) | Business | Akiyoshi Horiuchi, Katsutoshi Shimizu |
| Do banks have a future? A study on banking and finance as we move into the third millenium.(Statistical Data Included) | Business | Biagio Bossone |
| Do investors prefer round stock prices? Evidence from Israeli IPO auctions.(initial public offerings)(Statistical Data Included) | Business | Oded Sarig, Shimuel Kandel, Avi Wohl |
| Dormancy risk and expected profits of consumer loans. | Business | Kenneth Carling, Tor Jacobson, Kasper Roszbach |
| Dual class firms: capitalization, ownership structure and recapitalization back into single class.(Statistical Data Included) | Business | Ben Amoako-Adu, Brian F. Smith |
| Efficiency in index options markets and trading in stock baskets.(Statistical Data Included) | Business | Lucy F. Ackert, Yisong S. Tian |
| Efficiency in index options markets and trading in stock baskets.(Statistical Data Included) | Business | Lucy F. Ackert, Yisong S. Tian |
| Efficiency of the Dojima rice futures market in Tokugawa-period Japan.(Brief Article) | Business | Shigeru Wakita |
| Factor models and the correlation structure of interest rates: some evidence for USD, GBP, DEM and JPY.(Statistical Data Included) | Business | Ilias Lekkos |
| Forecasting correlation among equity mutual funds.(Statistical Data Included) | Business | |
| Generally accepted rating principles: a primer.(banking research) | Business | Martin Weber, Jan Pieter Krahnen |
| How does foreign entry affect domestic banking markets? | Business | Stijn Claessens, Ash Demirguc-Kunt, Harry Huizinga |
| Immunization derived from polynomial duration vector in the Spanish bond market.(Statistical Data Included) | Business | Gloria M. Soto |
| Index arbitrage with heterogeneous investors: a smooth transition error correctional analysis.(Statistical Data Included) | Business | Yiuman Tse |
| Insider trading and managerial incentives. | Business | Jie Hu, Thoma H. Noe |
| Interacting biases, non-normal return distributions and the performance of tests for long-horizon studies. | Business | Arnold R. Cowan, Anne M.A. Sergeant |
| Interdependence and dynamics in currency futures market: a multivariate analysis of intraday data.(Statistical Data Included) | Business | |
| Interest rate and liquidity risk management and the european money supply process.(research information) | Business | |
| Interest rate and liquidity risk management and the European money supply process.(Statistical Data Included) | Business | Kay Mitusch, Dieter Nautz |
| international investment in financial services.(foreign direct investment) | Business | Fariborz Moshirian |
| Intertemporal diversification in financial intermediation.(Statistical Data Included) | Business | J.P. Niinimaki |
| Intraday futures market behaviour around major scheduled macroeconomic announcements: Australian evidence.(Statistical Data Included) | Business | Alex Frino, Amelia Hill |
| Investor heterogeneity, market segmentation, leverage and the equity premium puzzle.(Statistical Data Included) | Business | Ike Mathur, M. Shahid Ebrahim |
| Margin exceedences for European stock index futures using extreme value theory.(Statistical Data Included) | Business | John Cotter |
| Mixing and matching: prospective financial sector mergers and market valuation.(Statistical Data Included) | Business | Arturo Estrella |
| Money and credit in liquidity provision. | Business | Yong Wang, Hanqing Zhou |
| Money and Credit in liquidity provision.(econometrics model research information) | Business | |
| Moody's investors service response to the consultative paper issued by the Basel Committee on Bank Supervision "A new capital adequacy framework". | Business | Richard Cantor |
| Near integration, bank reluctance, and discount window borrowing.(Statistical Data Included) | Business | Donald H. Dutkowsky, Suzanne K. McCoskey |
| Parameterizing credit risk models with rating data. | Business | Mark Carey, Mark Hrycay |
| Patterns of behavior of professionally managed and independent investors.(Statistical Data Included) | Business | Zur Shapira, Itzhak Venezia |
| Price and volume effects associated with derivative warrant issuance on the Stock Exchange of Hong Kong.(Statistical Data Included) | Business | Yue-cheong Chan, K.C. John Wei |
| Price volatility, welfare, and trading hours in asset markets.(Brief Article) | Business | R. Todd Smith |
| Pricing Hang Seng Idex options around the Asian financial crisis - A GARCH approach.(Generalized Autoregressive Conditional Heteroskedasticity)(Statistical Data Included) | Business | Jin-Chuan Duan, Hua Zhang |
| Pricing vulnerable European options when the option's payoff can increase the risk of financial distress. | Business | Peter Klein, Michael Inglis |
| Priving Hang Seng index options around the Asian financial crisis.(econometrics research information) | Business | |
| Probability of call and likelihood of the call feature in a corporate bond.(Brief Article) | Business | Sudipto Sarkar |
| Productivity growth in large US commercial banks: The initial post-deregulation experience. | Business | Kankana Mukherjee, Subhash C. Ray, Stephen M. Miller |
| Prototype risk rating system.(banking research) | Business | Michel Crouhy, Dan Galai, Robert Mark |
| Reading PIBOR futures options smiles: The 1997 snap election.(Paris Interbank Offered Rate)(Statistical Data Included) | Business | Michael Rockinger, Eric Jondeau, Sophie Coutant |
| Reading PIBOR futures options smiles: The 1997 snap election.(research information) | Business | |
| Relative informational efficiency of cash, futures, and options markets: The case of an emerging market.(lead-lag relationships among the spot, futures, and options markets on the Hang Seng Index are studied)(Statistical Data Included) | Business | Wai-Ming Fong, Raymond Chiang |
| Repricing and employee stock option valuation.(Statistical Data Included) | Business | Thomas W. Miller Jr., Charles J. Corrado, Bradford D. Jordan, John J. Stansfield |
| Return predictability following large price changes and information releases.(finance) | Business | Makesh Pritamani, Vikay Singal |
| Returns synchronization and daily correlation dynamics between international stock markets.(Statistical Data Included) | Business | Martin Martens, Ser-Huang Poon |
| Sensitivity analyses of anomalies in developed stock markets.(Statistical Data Included) | Business | J. Benson Durham |
| Share repurchase tender offers and bid-ask spreads.(Brief Article) | Business | Charles Cao, Hee-Joon Ahn, Hyuk Choe |
| Standard & Poor's official response to the Basel Committee's proposal.(financial institutions' plans to regulate credit to low income countries) | Business | Clifford Griep, Michael De Stefano |
| Strategic choices of quality, differentiation and pricing in financial services.(Statistical Data Included) | Business | Richard J. Sweeney, Sandeep Mahajan |
| Testing for long horizon UIP using using PP-based exchange rate expectations.(supplements subject of uncovered interest parity relation)(Statistical Data Included) | Business | Jan Marc Berk, Klaas H. W. Knot |
| The ability of banks to lend to informationally opaque small businesses.(Statistical Data Included) | Business | Allen N. Berger, Leora F. Klapper, Gregory F. Udell |
| The analytic pricing of asymmetric defaultable swaps.(reduced-form model)(Statistical Data Included) | Business | Georges Huebner |
| The changing structure of local credit markets: are small businesses special?(Statistical Data Included) | Business | Emilia Bonaccorsi di Patti, Giorgio Gobbi |
| The determinants of cost efficiency in cooperative financial institutions: Australian evidence. | Business | Neil Esho |
| The impact of FDICIA and prompt corrective action on bank capital and risk: estimates using a simultaneous equations model.(Statistical Data Included) | Business | Raj Aggarwal, Kevin T. Jacques |
| The impact of FDICIA on bank returns and risk: Evidence from the capital markets.(Federal Deposit Insurance Corporation Improvement Act of 1991)(Statistical Data Included) | Business | Aigbe Akdigbe, Ann Marie Whyte |
| The impact of public information on investors.(investors trade on good news) | Business | John R. Nofsinger |
| The implications for the new capital adequacy rules for portfolio management of credit assets.(banking research) | Business | W Hammes, M Shapiro |
| The link between bank monitoring and coporate dividend policy: The case of dividend omissions.(Statistical Data Included) | Business | Soo-Wah Low, Louis Glorfeld, Douglas Hearth, James N. Rimbey |
| The link between bank monitoring and corporate dividend policy: The case of dividend omissions.(bank dividend research) | Business | |
| The patterns of cross-border bank mergers and shareholdings in OECD countries.(Organization for Economic Cooperation and Development)(Statistical Data Included) | Business | Dario Focarelli, Alberto Franco Pozzolo |
| The role of rating agency assessments in less developed countries: impact of the proposed Basel guidelines.(banking research) | Business | G Ferri, Li-Gang Lui, G Majnoni |
| The term structure of credit spreads with jump risk. | Business | Chunsheng Zhou |
| The use of undisclosed limit orders on the Australian Stock Exchange.(Statistical Data Included) | Business | Henk Berkman, Michael J. Aitkin, Derek Mak |
| Time-varying persistence in expected returns.(price movement due to persistence in expected returns)(Statistical Data Included) | Business | Richard Priestley |
| Using implied volatility on options to measure the relation between asset returns and variability.(Statistical Data Included) | Business | Wallace N. Davidson, Jin Kyoung Kim, Evre Ors, Andrew Szakmary |
| Vagabond shoes longing to stray: why foreign firms list in the United States.(Brief Article) | Business | Asher Blass, Yishay Yafeh |
| What do financial intermediaries do?(response of U.S. banks to competition from markets and decline of intertemporal smoothing)(Statistical Data Included) | Business | Anthony M. Santomero, Franklin Allen |
| Who's minding the store? Minding and monitoring hired managers at small, closely held commercial banks.(personnel management)(Statistical Data Included) | Business | R. DeYoung, K. Spong, R. J. Sullivan |
| Why do contagion effects vary among bank failures? | Business | Akhigbe Aigbe, Jeff Madura |
| X-efficiency in Australian banking: an empirical investigation.(Brief Article) | Business | Milind Sathye |
| Yield curves and international equity returns. | Business | James Ross McCown |
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