Journal of Banking & Finance
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2000, Volume 24, Issue 1-2
- 301-327 Default risk in a market model
by Lotz, Christopher & Schlogl, Lutz
- 329-352 Determination of the adequate capital for default protection under the one-factor Gaussian term structure model
by Nakazato, Daisuke
1999, Volume 23, Issue 12
- 1725-1743 The reaction of bank stock prices to news of derivatives losses by corporate clients
by Sinkey, Joseph Jr. & Carter, David A.
- 1745-1769 Three centuries of asset pricing
by Dimson, Elroy & Mussavian, Massoud
- 1771-1792 Does the stock market predict real activity? Time series evidence from the G-7 countries
by Jay Choi, Jongmoo & Hauser, Shmuel & Kopecky, Kenneth J.
- 1793-1829 Galton's Error and the under-representation of systematic risk
by Los, Cornelis A.
- 1831-1860 Round-the-clock market efficiency and home bias: Evidence from the international Japanese government bonds futures markets
by Tse, Yiuman
- 1861-1886 An analysis of depth behavior in an electronic, order-driven environment
by Brockman, Paul & Chung, Dennis Y.
- 1887-1905 Tests of technical trading strategies in the emerging equity markets of Latin America and Asia
by Ratner, Mitchell & Leal, Ricardo P. C.
1999, Volume 23, Issue 11
- 1557-1577 Personal taxes and the time variation of stock returns - evidence from the UK
by Brealey, Richard A. & Kwan, Sabrina
- 1579-1603 The effect of bank monitoring on the investment behavior of Spanish firms
by Garcia-Marco, Teresa & Ocana, Carlos
- 1605-1635 Methodological issues in asset pricing: Random walk or chaotic dynamics
by Malliaris, A. G. & Stein, Jerome L.
- 1655-1666 On the optimal selection of portfolios under limited diversification
by Sankaran, Jayaram K. & Patil, Ajay A.
- 1667-1690 Establishing banking market definitions through estimation of residual deposit supply equations
by Amel, Dean F. & Hannan, Timothy H.
- 1691-1706 Capital standard, forbearance and deposit insurance pricing under GARCH
by Duan, Jin-Chuan & Yu, Min-Teh
- 1707-1723 Market response to banks granting lines of credit
by Mosebach, Michael
1999, Volume 23, Issue 10
- 1457-1461 Lessons from the Tequila Crisis for successful financial liberalization
by W. Calomiris, Charles
- 1463-1482 A primer on monetary and fiscal policy
by Sargent, Thomas J.
- 1483-1498 Choosing an exchange-rate system
by Stockman, Alan C.
- 1499-1519 Building an incentive-compatible safety net
by Calomiris, Charles W.
- 1521-1533 Lessons from the Tequila Crisis
by Mishkin, Frederic S.
- 1535-1541 Policymakers roundtable
by Cavallo, Domingo
- 1542-1544 Policymakers roundtable
by Pou, Pedro
- 1545-1548 Policymakers roundtable
by Kiguel, Miguel
- 1549-1552 Policymakers roundtable: The Uruguayan experience
by Capote, Humberto
- 1553-1555 Policymakers roundtable
by McTeer, Robert Jr.
1999, Volume 23, Issue 9
- 1303-1329 Credit union policies and performance in Latin America
by Westley, Glenn D. & Shaffer, Sherrill
- 1331-1355 The total cost of trading Belgian shares: Brussels versus London
by Degryse, Hans
- 1357-1381 Monetary environments and international stock returns
by Conover, C. Mitchell & Jensen, Gerald R. & Johnson, Robert R.
- 1383-1406 The discount window and credit availability
by Shaffer, Sherrill
- 1407-1435 Maturity structure of public debt and expected bond returns
by Park, Chul Woo
- 1437-1456 Property-casualty insurance guaranty funds and insurer vulnerability to misfortune
by Lee, Soon-Jae & Smith, Michael L.
1999, Volume 23, Issue 8
- 1151-1179 Why do we smile? On the determinants of the implied volatility function
by Pena, Ignacio & Rubio, Gonzalo & Serna, Gregorio
- 1181-1194 Capital raising in the offshore market
by Aggarwal, Reena & Gray, Ian & Singer, Hal
- 1195-1217 The performance of global bond mutual funds
by Detzler, Miranda Lam
- 1219-1242 Toehold strategies, takeover laws and rival bidders
by Ravid, S. Abraham & Spiegel, Matthew
- 1243-1259 On the market risk involved in the public financial system in Japan: A theoretical and numerical investigation
by Miyazaki, Kenji & Saito, Makoto
- 1261-1276 On the compensation implications of commercial bank entry into investment banking
by Fields, L. Paige & Fraser, Donald R.
- 1277-1301 Growth fixation and the performance of bank initial public offerings, 1983-1991
by Houge, Todd & Loughran, Tim
1999, Volume 23, Issue 7
- 991-1013 The evidence on efficiency gains: The role of mergers and the benefits to the public
by Avkiran, Necmi Kemal
- 1015-1029 Fixed costs and the behavior of the federal funds rate
by Clouse, James A. & Dow Jr., James P.
- 1031-1041 Financial development and reserve requirements
by Di Giorgio, Giorgio
- 1043-1065 Wealth effects of convertible bond and convertible preference share issues: An empirical analysis of the UK market
by Abhyankar, Abhay & Dunning, Alison
- 1067-1093 Bank interest rates and credit relationships in Italy
by D'Auria, Claudio & Foglia, Antonella & Reedtz, Paolo Marullo
- 1095-1120 Bank capital and equity investment regulations
by Santos, Joao A. C.
- 1121-1144 Do markets overreact: International evidence
by Baytas, Ahmet & Cakici, Nusret
1999, Volume 23, Issue 6
- 847-862 Skewness in financial returns
by Peiro, Amado
- 863-895 A theory of banking structure
by Das, Sanjiv R. & Nanda, Ashish
- 897-924 Discount rate changes, stock market returns, volatility, and trading volume: Evidence from intraday data and implications for market efficiency
by Chen, Carl R. & Mohan, Nancy J. & Steiner, Thomas L.
- 925-938 The comparative performance of mutual building societies and stock retail banks
by Valnek, Tomas
- 939-953 Unexpected inflation and bank stock returns: The case of France 1977-1991
by Lajeri, Fatma & Dermine, Jean
- 955-990 When and why did FSLIC resolve insolvent thrifts?
by Guo, Lin
1999, Volume 23, Issue 5
- 701-725 Trading patterns of big versus small players in an emerging market: An empirical analysis
by Lee, Yi-Tsung & Lin, Ji-Chai & Liu, Yu-Jane
- 755-771 Do capital adequacy requirements reduce risks in banking?
by Blum, Jurg
- 773-800 A note on market-neutral portfolio selection
by C.Y. Kwan, Clarence
- 801-824 Trading volumes and transaction costs in the foreign exchange market: Evidence from daily dollar-yen spot data
by Hartmann, Philipp
- 825-846 The productivity effects of bank mergers: Evidence from the UK building societies
by Haynes, Michelle & Thompson, Steve
1999, Volume 23, Issue 2-4
- 135-194 The consolidation of the financial services industry: Causes, consequences, and implications for the future
by Berger, Allen N. & Demsetz, Rebecca S. & Strahan, Philip E.
- 195-214 Megamergers and expanded scope: Theories of bank size and activity diversity
by Milbourn, Todd T. & Boot, Arnoud W. A. & Thakor, Anjan V.
- 215-220 Discussion
- 221-249 The role of managerial incentives in bank acquisitions
by Hadlock, Charles & Houston, Joel & Ryngaert, Michael
- 250-254 Discussion
- 255-285 Interest-rate exposure and bank mergers
by Esty, Benjamin & Narasimhan, Bhanu & Tufano, Peter
- 286-290 Discussion
- 291-324 The dollars and sense of bank consolidation
by Hughes, Joseph P. & Lang, William W. & Mester, Loretta J. & Moon, Choon-Geol
- 325-357 Consolidation and efficiency in the US life insurance industry
by Cummins, J. David & Tennyson, Sharon & Weiss, Mary A.
- 358-366 Discussion
- 367-386 The impact of mergers on credit union service provision
by Fried, Harold O. & Lovell, C. A. Knox & Yaisawarng, Suthathip
- 387-390 Discussion
- 391-421 Cost reductions in electronic payments: The roles of consolidation, economies of scale, and technical change
by Hancock, Diana & Humphrey, David B. & Wilcox, James A.
- 422-426 Discussion
- 427-458 How important are small banks to small business lending?: New evidence from a survey of small firms
by Jayaratne, Jith & Wolken, John
- 459-462 Comment on Jayaratne and Wolken
by Petersen, Mitchell A.
- 463-492 Youth, adolescence, and maturity of banks: Credit availability to small business in an era of banking consolidation
by DeYoung, Robert & Goldberg, Lawrence G. & White, Lawrence J.
- 493-496 Discussion
- 497-532 Consolidation and bank branching patterns
by Avery, Robert B. & Bostic, Raphael W. & Calem, Paul S. & Canner, Glenn B.
- 533-536 Discussion
- 537-571 The impact of consolidation and safety-net support on Canadian, US and UK banks: 1893-1992
by Saunders, Anthony & Wilson, Berry
- 572-577 Discussion
- 579-604 The poor performance of foreign bank subsidiaries: Were the problems acquired or created?
by Peek, Joe & Rosengren, Eric S. & Kasirye, Faith
- 605-607 Discussion
- 609-613 European lessons on consolidation in banking
by Boot, Arnoud W. A.
- 615-621 Gauging the efficiency of bank consolidation during a merger wave
by Calomiris, Charles W.
- 623-627 What should regulators do about merger policy?
by Kashyap, Anil K
- 629-636 Bank mergers: What should policymakers do?
by Kwast, Myron L.
- 637-643 Bank mergers: What's a policymaker to do?
by Santomero, Anthony M.
- 645-653 What should regulators do about consolidation and electronic money?
by Solomon, Elinor Harris
- 655-662 Expansion of commercial banking powers ... or, universal banking is the cart, not the horse
by Boyd, John H.
- 663-673 Implications of superhero metaphors for the issue of banking powers
by Kane, Edward J.
- 675-691 Financial consolidation: Dangers and opportunities
by S. Mishkin, Frederic
- 693-695 Consolidation and universal banking
by Saunders, Anthony
- 697-700 Information technology and financial services consolidation
by Thakor, Anjan V.
1999, Volume 23, Issue 1
- 1-20 The pricing of currency risk in Japan
by Doukas, John & Hall, Patricia H. & Lang, Larry H. P.
- 21-47 Sources of gains to shareholders from bankruptcy resolution
by Indro, Daniel C. & Leach, Robert T. & Lee, Wayne Y.
- 49-84 On investment banker monitoring in the new issues market
by Jain, Bharat A. & Kini, Omesh
- 85-103 A linear model for tracking error minimization
by Rudolf, Markus & Wolter, Hans-Jurgen & Zimmermann, Heinz
- 105-134 Deposit insurance and risk-taking behavior in the credit union industry
by Karels, Gordon V. & McClatchey, Christine A.
1998, Volume 22, Issue 12
- 1507-1532 Determinants of interest rate swap spreads
by Lang, Larry H. P. & Litzenberger, Robert H. & Luchuan Liu, Andy
- 1533-1558 The capital gain lock-in effect with short sales constraints
by Klein, Peter
- 1559-1569 Tick size, the compass rose and market nanostructure
by Szpiro, George G.
- 1571-1595 When can you immunize a bond portfolio?
by Balbas, Alejandro & Ibanez, Alfredo
- 1597-1615 Investigating efficiency in betting markets: Evidence from the Greek 6/49 Lotto
by Papachristou, George & Karamanis, Dimitri
1998, Volume 22, Issue 10-11
- 1231-1247 The importance and subtlety of credit rating migration
by Altman, Edward I.
- 1249-1282 Credit spreads in the market for highly leveraged transaction loans
by Angbazo, Lazarus A. & Mei, Jianping & Saunders, Anthony
- 1283-1316 Is relationship lending special? Evidence from credit-file data in Germany
by Elsas, Ralf & Krahnen, Jan Pieter
- 1317-1353 Lending relationships in Germany - Empirical evidence from survey data
by Harhoff, Dietmar & Korting, Timm
- 1355-1383 Bank behavior based on internal credit ratings of borrowers
by Machauer, Achim & Weber, Martin
- 1385-1403 Bank control, takeovers and corporate governance in Germany
by Franks, Julian & Mayer, Colin
- 1405-1419 Detecting the risk of company failure at the Banque de France
by Bardos, Mireille
- 1421-1439 Genetic algorithms applications in the analysis of insolvency risk
by Varetto, Franco
- 1441-1456 Multiple banking relationships and the fragility of corporate borrowers
by Foglia, A. & Laviola, S. & Marullo Reedtz, P.
- 1457-1480 A discrete Markov chain model for valuing loan portfolios. The case of Mexican loan sales
by del Angel, Gabriela F. & Diez-Canedo, Javier Marquez & Gorbea, Estela Patino
1998, Volume 22, Issue 9
- 1117-1137 Corporate groups, dual-class shares and the value of voting rights
by Nicodano, Giovanna
- 1139-1156 State-contingent regulatory mechanisms and fairly priced deposit insurance
by Nagarajan, S. & Sealey, C. W.
- 1157-1180 Capital markets, financial intermediaries, and liquidity supply
by Fulghieri, Paolo & Rovelli, Riccardo
- 1181-1191 A note on the impact of options on stock return volatility1
by Bollen, Nicolas P. B.
- 1207-1229 Reports of beta's death are premature: Evidence from the UK
by Clare, A. D. & Priestley, R. & Thomas, S. H.
1998, Volume 22, Issue 6-8
- 613-673 The economics of small business finance: The roles of private equity and debt markets in the financial growth cycle
by N. Berger, Allen & F. Udell, Gregory
- 675-699 Venture capital contracting under asymmetric information
by Trester, Jeffrey J.
- 700-701 Comment on Trester
by Thakor, Anjan V.
- 703-735 Venture capital financing, moral hazard, and learning
by Bergemann, Dirk & Hege, Ulrich
- 736-740 Comment on Bergemann and Hege
by Lerner, Joshua
- 741-767 Who benefits from secondary market price stabilization of IOPs?
by Benveniste, Lawrence M. & M. Erdal, Sina & Wilhelm Jr., William J.
- 768-772 Comment on Benveniste, Erdal and Wilhelm, Jr
by Flannery, Mark J.
- 773-783 "Angel" financing and public policy: An overview
by Lerner, Joshua
- 785-792 Angel investors and the market for angel investments
by Prowse, Stephen
- 793-797 The angel capital electronic network (ACE-Net)1
by Acs, Zoltan J. & Tarpley Jr., Fred A.
- 799-819 Bank consolidation and small business lending: It's not just bank size that matters
by Peek, Joe & Rosengren, Eric S.
- 821-845 Small business lending and the changing structure of the banking industry1
by Strahan, Philip E. & Weston, James P.
- 846-849 Comment on Peek and Rosengrew and Strahan and Westow
by Rosen, Richard J.
- 851-867 De novo banks and lending to small businesses: An empirical analysis
by Goldberg, Lawrence G. & White, Lawrence J.
- 868-872 Comment on Goldberg and White
by DeYoung, Robert
- 873-897 On the profitability and cost of relationship lending
by Berlin, Mitchell & Mester, Loretta J.
- 899-918 Do bank internal capital markets promote lending?
by Houston, Joel F. & James, Christopher
- 919-923 Comment on Berlin and Mester, and Houston and James
by Pagano, Marco
- 925-954 Availability and cost of credit for small businesses: Customer relationships and credit cooperatives
by Angelini, P. & Di Salvo, R. & Ferri, G.
- 955-957 Comment on Angelini, Di Salvo and Ferri
by Kashyap, Anil K
- 959-977 The importance of relationships to the availability of credit
by Cole, Rebel A.
- 978-981 Comment on Cole
by Duca, John V.
- 983-1014 The "credit crunch" and the availability of credit to small business
by Hancock, Diana & Wilcox, James A.
- 1019-1061 The role of personal wealth in small business finance
by Avery, Robert B. & Bostic, Raphael W. & Samolyk, Katherine A.
- 1062-1066 Comment on Avery, Bostic and Samolyk
by Mann, Ronald J.
- 1067-1076 "New" data sources for research on small business finance
by Wolken, John D.
- 1077-1084 New resources and new ideas: Private equity for small businesses1
by Fenn, George W. & Liang, Nellie
- 1085-1088 Credit, banks and small business in America
by Dunkelberg, William C.
- 1089-1104 Venture capital growing pains: Should the market diet?
by Gompers, Paul A.
- 1105-1107 The future of entrepreneurial finance
by Rosen, Harvey S.
- 1109-1116 The present and future roles of banks in small business finance
by Meyer, Laurence H.
1998, Volume 22, Issue 5
- 489-512 Trading structure and overnight information: A natural experiment from the Tel-Aviv Stock Exchange
by Ronen, Tavy
- 513-534 US day-of-the-week effects and asymmetric responses to macroeconomic news
by Chang, Eric C. & Michael Pinegar, J. & Ravichandran, R.
- 535-563 Sensitivity of the bank stock returns distribution to changes in the level and volatility of interest rate: A GARCH-M model
by Elyasiani, Elyas & Mansur, Iqbal
- 565-587 The performance of de novo commercial banks: A profit efficiency approach
by DeYoung, Robert & Hasan, Iftekhar
- 611-612 Erratum to "Currency risk hedging: Futures vs. forward" [J. Banking and Finance 22 (1) (1998) 61-81]1
by Lioui, Abraham
1998, Volume 22, Issue 4
- 371-403 Corporate governance and board effectiveness1
by John, Kose & Senbet, Lemma W.
- 405-423 Taxes, dividend yields and returns in the UK equity market
by Morgan, Gareth & Thomas, Stephen
- 425-445 Impact of partial control on policies enacted by partial targets
by Spencer, Carolyn & Akhigbe, Aigbe & Madura, Jeff
- 447-465 On the wealth and risk effects of commercial bank expansion into securities underwriting: An analysis of Section 20 subsidiaries1
by Bhargava, Rahul & Fraser, Donald R.
- 467-482 Nontraditional activities and the efficiency of US commercial banks
by Rogers, Kevin E.
- 483-485 Book Review
1998, Volume 22, Issue 3
- 249-272 The arbitrage-free valuation and hedging of demand deposits and credit card loans
by Jarrow, Robert A. & van Deventer, Donald R.
- 273-291 The efficiency effects of bank mergers: An overview of case studies of nine mergers
by Rhoades, Stephen A.
- 293-320 The impact of cash flows and firm size on investment: The international evidence
by Kadapakkam, Palani-Rajan & Kumar, P. C. & Riddick, Leigh A.
- 321-345 Hedging bonds subject to credit risk1
by Skinner, Frank S.
- 347-366 The inefficiency of Reuters foreign exchange quotes
by Martens, Martin & Kofman, Paul
- 367-369 Book Review
1998, Volume 22, Issue 2
- 129-159 Divestments and financial distress in leveraged buyouts
by Easterwood, John C.
- 161-174 Risk averse bank managers: Exogenous shocks, portfolio reallocations and market spillovers
by Pecchenino, Rowena A.
- 175-196 The interstate banking and branching efficiency act of 1994: A wealth event for acquisition targets
by Carow, Kenneth A. & Heron, Randall A.
- 197-219 Factors affecting the performance of foreign-owned banks in Australia: A cross-sectional study
by Williams, Barry
- 221-243 Measuring cash-futures temporal effects in the UK using partial adjustment factors
by Theobald, Michael & Yallup, Peter
- 245-248 Book Review
1998, Volume 22, Issue 1
- 1-18 An analysis of competitive externalities in gross settlement systems
by Angelini, Paolo
- 19-40 Convertible calls and corporate taxes under asymmetric information
by Kim, Yong O. & Kallberg, Jarl
- 41-60 Investment opportunities and market reaction to capital expenditure decisions
by Chung, Kee H. & Wright, Peter & Charoenwong, Charlie
- 61-81 Currency risk hedging: Futures vs. forward
by Lioui, Abraham
- 109-120 A note on the location choice of multinational banks: The case of Japanese financial institutions
by Yamori, Nobuyoshi
- 121-124 Book Review
- 125-127 Book Review
1997, Volume 21, Issue 11-12
- 1461-1485 The theory of financial intermediation
by Allen, Franklin & Santomero, Anthony M.
- 1487-1513 The valuation of American options on bonds1
by Ho, T. S. & Stapleton, Richard C. & Subrahmanyam, Marti G.
- 1515-1546 Stress tests of capital requirements
by Dimson, Elroy & Marsh, Paul
- 1547-1572 The direct and compliance costs of financial regulation
by Franks, Julian R. & Schaefer, Stephen M. & Staunton, Michael D.
- 1573-1624 Payment transactions, instruments, and systems: A survey
by Hancock, Diana & Humphrey, David B.
- 1625-1665 Fundamental determinants of national equity market returns: A perspective on conditional asset pricing
by Ferson, Wayne E. & Harvey, Campbell R.
- 1667-1684 Do central banks lose on foreign-exchange intervention? A review article
by Sweeney, Richard J.
- 1685-1720 Recent developments in international finance: A guide to research
by Stein, Jerome L. & Paladino, Giovanna
- 1721-1742 Credit risk measurement: Developments over the last 20 years
by Altman, Edward I. & Saunders, Anthony
- 1743-1759 Modern portfolio theory, 1950 to date
by Elton, Edwin J. & Gruber, Martin J.
- i-iii Article
1997, Volume 21, Issue 10
- 1325-1329 Comment on 'Operational efficiency in banking: An international perspective'
by DeYoung, Robert
- 1331-1350 Investment opportunities and corporate demand for lines of credit
by Martin, J. Spencer & Santomero, Anthony M.
- 1351-1373 Swap credit risk: An empirical investigation on transaction data
by Cossin, Didier & Pirotte, Hugues
- 1375-1394 The evolution of an industry: US thrifts in the 1990s
by Stiroh, Kevin J.
- 1395-1417 Differences of opinion and selection bias in the credit rating industry
by Cantor, Richard & Packer, Frank
- 1419-1430 Repeated acquirers in FDIC assisted acquisitions
by Zhang, Hao
- 1431-1450 Acquisitions of solvent thrifts: Wealth effects and managerial motivations
by Gupta, Atul & LeCompte, Richard L. B. & Misra, Lalatendu
- 1451-1455 Operational efficiency in banking: An international comparison Reply to the comment
by Allen, Linda & Rai, Anoop
- 1457-1459 An introduction to the mathematics of financial derivatives : Neftci, Salih N., (Academic Press, New York, 1996), 352 pp., $39.95
by Arnold, Thomas M.
1997, Volume 21, Issue 8
- 1065-1083 Tax arbitrage in government bonds: A suggested methodology with policy implications
by Katz, Eliakim & Prisman, Eliezer Z.
- 1085-1106 Managerial reputation and divisional sell-offs: A model and empirical test
by Guedes, Jose & Parayre, Roch