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Elsevier Journal of Banking & Finance Contact information of
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1997, Volume 21, Issue 10
1997, Volume 21, Issue 8 1065-1083 Tax arbitrage in government bonds: A suggested methodology with policy implications by Katz, Eliakim & Prisman, Eliezer Z. [Downloadable! (restricted)]
1085-1106 Managerial reputation and divisional sell-offs: A model and empirical test by Guedes, Jose & Parayre, Roch [Downloadable! (restricted)]
1107-1129 A financial-economic evaluation of insurance guaranty fund system: An agency cost perspective by Han, Li-Ming & Lai, Gene C. & Witt, Robert C. [Downloadable! (restricted)]
1131-1157 Pricing American interest rate claims with humped volatility models by Moraleda, Juan M. & Vorst, Ton C. F. [Downloadable! (restricted)]
1159-1177 A continuous-time model to determine the intervention policy for PBGC by Kalra, Raman & Jain, Gautam [Downloadable! (restricted)]
1179-1194 Early resolution of troubled financial institutions: An examination of the accelerated resolution program by Stover, Roger D. [Downloadable! (restricted)]
1997, Volume 21, Issue 7 895-947 Inside the black box: What explains differences in the efficiencies of financial institutions? by Berger, Allen N. & Mester, Loretta J. [Downloadable! (restricted)]
949-966 Purchasing power parity: Modeling and testing mean reversion by Goldberg, Lawrence G. & Gosnell, Thomas F. & Okunev, John [Downloadable! (restricted)]
967-988 The IPO and first seasoned equity sale: Issue proceeds, owner/managers' wealth, and the underpricing signal by Katherine Spiess, D. & Pettway, Richard H. [Downloadable! (restricted)]
989-1016 The informational value of insurance purchases: Evidence from the property-liability insurance market by Ligon, James A. & Cather, David A. [Downloadable! (restricted)]
1017-1043 State passage of interstate banking legislation: An analysis of firm, legislative, and economic characteristics by Carow, Kenneth A. & Lee, Winson B. [Downloadable! (restricted)]
1045-1061 Volatility, information, and double versus walrasian auction pricing in US and Japanese futures markets by Dhillon, Upinder S. & Lasser, Dennis J. & Watanabe, Taiji [Downloadable! (restricted)]
1997, Volume 21, Issue 6 759-779 Economies of scale and scope in the Finnish non-life insurance industry by Toivanen, Otto [Downloadable! (restricted)]
781-796 Seigniorage, banking, and the optimal quantity of money by Baltensperger, Ernst & Jordan, Thomas J. [Downloadable! (restricted)]
797-810 Interday variations in volume, variance and participation of large speculators by Chang, Eric C. & Michael Pinegar, J. & Schachter, Barry [Downloadable! (restricted)]
811-823 Price and volatility spillovers in Scandinavian stock markets by Booth, G. Geoffrey & Martikainen, Teppo & Tse, Yiuman [Downloadable! (restricted)]
825-848 Regulatory distortion of management compensation: The case of golden parachutes for bank managers by Evans, Jocelyn & Noe, Thomas H. & Thornton, John Jr. [Downloadable! (restricted)]
849-870 Problem loans and cost efficiency in commercial banks by Berger, Allen N. & DeYoung, Robert [Downloadable! (restricted)]
871-892 The exchange rate exposure of U.S. and Japanese banking institutions by Chamberlain, Sandra & Howe, John S. & Popper, Helen [Downloadable! (restricted)]
1997, Volume 21, Issue 5 589-611 The wealth effects of interstate branching by Fraser, Donald R. & Hooton, Jerry L. & Kolari, James W. & Reising, Joseph J. [Downloadable! (restricted)]
613-640 A P.D.E. approach to Asian options: analytical and numerical evidence by Alziary, Benedicte & Decamps, Jean-Paul & Koehl, Pierre-Francois [Downloadable! (restricted)]
641-660 UK stock returns and robust tests of mean variance efficiency by Clare, A. D. & Smith, P. N. & Thomas, S. H. [Downloadable! (restricted)]
721-740 The diffusion of production processes in the U.S. banking industry: A finite mixture approach by Beard, T. Randolph & Caudill, Steven B. & Gropper, Daniel M. [Downloadable! (restricted)]
741-756 Sovereign debt and the London Club: A precommitment device for limiting punishment for default by Uppal, Raman & Van Hulle, Cynthia [Downloadable! (restricted)]
1997, Volume 21, Issue 4 441-468 Optimal bank reorganization and the fair pricing of deposit guarantees by Fries, Steven & Mella-Barral, Pierre & Perraudin, William [Downloadable! (restricted)]
469-490 The benefits from international diversification for Nordic investors by Liljeblom, Eva & Loflund, Anders & Krokfors, Svante [Downloadable! (restricted)]
491-507 Risk-taking behavior of banks under regulation by Park, Sangkyun [Downloadable! (restricted)]
509-527 Banks' changing incentives and opportunities for risk taking by Galloway, Tina M. & Lee, Winson B. & Roden, Dianne M. [Downloadable! (restricted)]
529-540 Tender offers to influential shareholders by Liebler, Robert J. [Downloadable! (restricted)]
541-562 A path-dependent approach to security valuation with application to interest rate contingent claims by Breeden, Douglas T. & Gilkeson, James H. [Downloadable! (restricted)]
563-571 An empirical analysis of common stock call exercise: A note by Finucane, Thomas J. [Downloadable! (restricted)]
573-585 A note on economic news and intraday exchange rates by Tanner, Glenn [Downloadable! (restricted)]
1997, Volume 21, Issue 3 295-313 IPO underpricing as tax-efficient compensation by Rydqvist, Kristian [Downloadable! (restricted)]
315-335 Asset pricing, time-varying risk premia and interest rate risk by Flannery, Mark J. & Hameed, Allaudeen S. & Harjes, Richard H. [Downloadable! (restricted)]
369-391 Portfolio selection under institutional procedures for short selling: Normative and market-equilibrium considerations by Kwan, Clarence C. Y. [Downloadable! (restricted)]
393-416 A dynamic model of firewalls and non-traditional banking by Chen, Andrew H. & Mazumdar, Sumon C. [Downloadable! (restricted)]
417-432 Nonshareholder constituency statutes and shareholder wealth: A note by Alexander, John C. & Spivey, Michael F. & Wayne Marr, M. [Downloadable! (restricted)]
433-435 Focus : Al Ries, (Harper-Collins Publishers, New York, NY, 1996) 300 pp by Nail, Lance [Downloadable! (restricted)]
435-437 Wise Choices (Decisions, Games and Negotiations) : Richard J. Zeckhauser, Ralph L. Keeney and James K. Sebenius, (Harvard Business School Press, Boston, MA, 1996) 478 pp by Lipson, Marc Lars [Downloadable! (restricted)]
1997, Volume 21, Issue 2 127-141 Hedging against interest rate risk: Reconsidering volatility-adjusted immunization by Carcano, Nicola & Foresi, Silverio [Downloadable! (restricted)]
143-167 Portfolio selection and skewness: Evidence from international stock markets by Chunhachinda, Pornchai & Dandapani, Krishnan & Hamid, Shahid & Prakash, Arun J. [Downloadable! (restricted)]
169-196 Stochastic volatility, movements in short term interest rates, and bond option values by Vetzal, Kenneth R. [Downloadable! (restricted)]
197-219 A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions by Brooks, Robert D. & Faff, Robert W. & Yew, Kee Ho [Downloadable! (restricted)]
221-250 Evaluating the cost-efficiency of the Italian Banking System: What can be learned from the joint application of parametric and non-parametric techniques by Resti, Andrea [Downloadable! (restricted)]
251-271 On the determinants of bank interest margins under credit and interest rate risks by Kit, Pong Wong [Downloadable! (restricted)]
1997, Volume 21, Issue 1 1-16 Duration for bonds with default risk by Fooladi, Iraj J. & Roberts, Gordon S. & Skinner, Frank [Downloadable! (restricted)]
17-35 Some further theoretical and empirical implications regarding the relationship between earnings, dividends and stock prices by Chiang, Raymond & Davidson, Ian & Okunev, John [Downloadable! (restricted)]
37-53 Takeover activity among financial mutuals: An analysis of target characteristics by Thompson, Steve [Downloadable! (restricted)]
55-87 Commercial bank net interest margins, default risk, interest-rate risk, and off-balance sheet banking by Angbazo, Lazarus [Downloadable! (restricted)]
89-112 On competition, risk, and hidden assets in the market for bank credit cards by Nash, Robert C. & Sinkey Jr., Joseph F. [Downloadable! (restricted)]
113-123 A note on market efficiency, institutional practice, and economic constraints in the experience of the Canadian bond market by Halpern, Paul & Rumsey, John [Downloadable! (restricted)]
1996, Volume 20, Issue 10 1635-1650 Comparative measures of performance for U.S.-based international equity mutual funds by Gallo, John G. & Swanson, Peggy E. [Downloadable! (restricted)]
1651-1671 The composite cost function and efficiency in giant Japanese banks by McKillop, Donal G. & Glass, J. Colin & Morikawa, Yukio [Downloadable! (restricted)]
1673-1694 The behavior of consumer loan rates during the 1990 credit slowdown by Lown, Cara & Peristiani, Stavros [Downloadable! (restricted)]
1695-1713 Trading mechanisms and trading preferences on a 24-hour futures market: A case study of the Floor/GLOBEX switch on MATIF by Chow, Edward H. & Lee, Jie-Haun & Shyy, Gang [Downloadable! (restricted)]
1715-1729 The accuracy of the tick test: Evidence from the Australian stock exchange by Aitken, Michael & Frino, Alex [Downloadable! (restricted)]
1731-1757 Trading frequency and event study test specification by Cowan, Arnold R. & Sergeant, Anne M. A. [Downloadable! (restricted)]
1759-1773 Stock reaction to dividend savings of convertible preferred calls: Free cash flow or price pressure effects? by Kadapakkam, Palani-Rajan & Tang, Alex P. [Downloadable! (restricted)]
1775-1791 Commercial bank mutual fund activities: Implications for bank risk and profitability by Gallo, John G. & Apilado, Vincent P. & Kolari, James W. [Downloadable! (restricted)]
1996, Volume 20, Issue 9 1447-1461 The impact of firm specific news on implied volatilities by Donders, Monique W. M. & Vorst, Ton C. F. [Downloadable! (restricted)]
1463-1484 The day-of-the-week effect: The international evidence by Dubois, M. & Louvet, P. [Downloadable! (restricted)]
1485-1508 The stock-market reaction to dividend cuts and omissions by commercial banks by Bessler, Wolfgang & Nohel, Tom [Downloadable! (restricted)]
1531-1558 The effect of mergers and acquisitions on the efficiency and profitability of EC credit institutions by Vennet, Rudi Vander [Downloadable! (restricted)]
1559-1582 Cross-border acquisitions and shareholder wealth: Tests of the synergy and internalization hypotheses by Eun, Cheol S. & Kolodny, Richard & Scheraga, Carl [Downloadable! (restricted)]
1583-1599 Market-to-book ratios, equity retention, and management ownership in Finnish initial public offerings by Keloharju, Matti & Kulp, Kaj [Downloadable! (restricted)]
1601-1621 Do consumers pay for one-stop banking? Evidence from an alternative revenue function by Berger, Allen N. & Humphrey, David B. & Pulley, Lawrence B. [Downloadable! (restricted)]
1996, Volume 20, Issue 8 1305-1327 The federal deposit insurance fund that didn't put a bite on U.S. taxpayers by Kane, Edward J. & Hendershott, Robert [Downloadable! (restricted)]
1329-1350 Risk-taking behavior in the U.S. thrift industry: Ownership structure and regulatory changes by Knopf, John D. & Teall, John L. [Downloadable! (restricted)]
1351-1363 Optimal bond trading and the tax-timing option in Canada by Prisman, Eliezer Z. & Roberts, Gordon S. & Tian, Yisong [Downloadable! (restricted)]
1365-1380 A friction model of daily Bundesbank and Federal Reserve intervention by Almekinders, Geert J. & Eijffinger, Sylvester C. W. [Downloadable! (restricted)]
1381-1405 Bank capital requirements for securitized loan pools by McAllister, Patrick H. & Mingo, John J. [Downloadable! (restricted)]
1407-1425 Takeover bids and the relative prices of shares that differ in their voting rights by Rydqvist, Kristian [Downloadable! (restricted)]
1996, Volume 20, Issue 7 1135-1159 Executive ownership, corporate value, and executive compensation: A unifying framework by Chung, Kee H. & Pruitt, Stephen W. [Downloadable! (restricted)]
1161-1187 Information, trading and stock returns: Lessons from dually-listed securities by Chan, K. C. & Fong, Wai-Ming & Kho, Bong-Chan & Stulz, ReneM. [Downloadable! (restricted)]
1189-1210 Australian IPO pricing in the short and long run by Lee, Philip J. & Taylor, Stephen L. & Walter, Terry S. [Downloadable! (restricted)]
1211-1229 Pricing Black-Scholes options with correlated credit risk by Klein, Peter [Downloadable! (restricted)]
1231-1250 Takeover defenses and wealth effects on securityholders: The case of poison pill adoptions by Datta, Sudip & Iskandar-Datta, Mai [Downloadable! (restricted)]
1251-1269 Return generating process and the determinants of term premiums by Elton, Edwin J. & Gruber, Martin J. & Mei, Jianping [Downloadable! (restricted)]
1271-1287 Scale and scope economies at large banks: Including off-balance sheet products and regulatory effects (1984-1991) by Jagtiani, Julapa & Khanthavit, Anya [Downloadable! (restricted)]
1289-1301 Ownership changes and lending at minority banks: A note by Dahl, Drew [Downloadable! (restricted)]
1996, Volume 20, Issue 6 965-983 Testing for micro-structure effects of international dual listings using intraday data by Noronha, Gregory M. & Sarin, Atulya & Saudagaran, Shahrokh M. [Downloadable! (restricted)]
985-1001 Valuing futures and options on volatility by Grunbichler, Andreas & Longstaff, Francis A. [Downloadable! (restricted)]
1003-1023 Efficiency and technical progress in banking Empirical results for a panel of German cooperative banks by Lang, Gunter & Welzel, Peter [Downloadable! (restricted)]
1025-1045 A study of bank efficiency taking into account risk-preferences by Mester, Loretta J. [Downloadable! (restricted)]
1047-1068 Intercorporate shareholdings and corporate control in the Japanese firm by Osano, Hiroshi [Downloadable! (restricted)]
1069-1092 Capital and risk in property-liability insurance markets by David Cummins, J. & Sommer, David W. [Downloadable! (restricted)]
1093-1119 On alternative interest rate processes by Dahlquist, Magnus [Downloadable! (restricted)]
1121-1132 A note on the weak form efficiency of capital markets: The application of simple technical trading rules to UK stock prices - 1935 to 1994 by Hudson, Robert & Dempsey, Michael & Keasey, Kevin [Downloadable! (restricted)]
1996, Volume 20, Issue 5 783-803 The valuation effects of the 1977 Community Reinvestment Act and its enforcement by Johnson, Shane A. & Sarkar, Salil K. [Downloadable! (restricted)]
805-833 On measuring credit risks of derivative instruments by Duffee, Gregory R. [Downloadable! (restricted)]
835-852 Considerations of cost trade-offs in insurance solvency surveillance policy by Lamm-Tennant, Joan & Starks, Laura & Stokes, Lynne [Downloadable! (restricted)]
853-868 Systemic risk in the netting system by Angelini, P. & Maresca, G. & Russo, D. [Downloadable! (restricted)]
869-890 The arbitrage pricing theory, macroeconomic and financial factors, and expectations generating processes by Priestley, Richard [Downloadable! (restricted)]
891-900 Efficient investment and financial intermediation by Qi, Jianping [Downloadable! (restricted)]
901-915 The effects of declining capitalization on equity acquisition by commercial banks by Dahl, Drew & Spivey, Michael F. [Downloadable! (restricted)]
917-948 The design of financial systems: An overview by Thakor, Anjan V. [Downloadable! (restricted)]
949-962 Trading rule profits in european currency spot cross-rates by Lee, Chun I. & Mathur, Ike [Downloadable! (restricted)]
1996, Volume 20, Issue 4 617-643 Market reaction to Business Week 'Inside Wall Street' column: A self-fulfilling prophecy by Sant, Rajiv & Zaman, Mir A. [Downloadable! (restricted)]
645-653 On the valuation of an option to exchange one interest rate for another by Qiang Fu [Downloadable! (restricted)]
655-672 Operational efficiency in banking: An international comparison by Allen, Linda & Rai, Anoop [Downloadable! (restricted)]
673-685 The determinants of the duration of commercial bank debt renegotiation for sovereigns by Baek, In-Mee & Bandopadhyaya, Arindam [Downloadable! (restricted)]
687-697 ARCH effects and cointegration: Is the foreign exchange market efficient? by Alexakis, Panayotis & Apergis, Nicholas [Downloadable! (restricted)]
699-721 Assessing the FDIC's premium and examination policies using 'Soviet' put options by Epps, T. W. & Pulley, Lawrence B. & Humphrey, David B. [Downloadable! (restricted)]
723-744 Risk, regulation, and S & L diversification into nontraditional assets by Brewer, Elijah III & Jackson, William III & Mondschean, Thomas S. [Downloadable! (restricted)]
745-771 The structure-performance relationship for European banking by Goldberg, Lawrence G. & Rai, Anoop [Downloadable! (restricted)]
1996, Volume 20, Issue 3 419-438 An evaluation of volatility forecasting techniques by Brailsford, Timothy J. & Faff, Robert W. [Downloadable! (restricted)]
439-454 The monitoring rationale for dividends and the interaction of capital structure and dividend decisions by Noronha, Gregory M. & Shome, Dilip K. & Morgan, George E. [Downloadable! (restricted)]
455-472 Taxes and dividends: The UK evidence by Lasfer, M. Ameziane [Downloadable! (restricted)]
473-494 The influence on Congress by the thrift industry by Colburn, Christopher B. & Hudgins, Sylvia C. [Downloadable! (restricted)]
495-509 The technical efficiency of large bank production by Miller, Stephen M. & Noulas, Athanasios G. [Downloadable! (restricted)]
511-536 The value of recourse and cross-default clauses in commercial mortgage contracting by Childs, Paul D. & Ott, Steven H. & Riddiough, Timothy J. [Downloadable! (restricted)]
537-554 The behavior of secondary market prices of LDC syndicated loans by Lee, Suk Hun & Sung, Hyun Mo & Urrutia, Jorge L. [Downloadable! (restricted)]
577-593 Monitoring, loan renegotiability, and firm value: The role of lending syndicates by Preece, Dianna & Mullineaux, Donald J. [Downloadable! (restricted)]
595-603 A note on a simple, accurate formula to compute implied standard deviations by Corrado, Charles J. & Miller, Thomas Jr. [Downloadable! (restricted)]
605-613 A note on the performance of foreign exchange forecasters in a portfolio framework by Marsh, Ian W. & Power, David M. [Downloadable! (restricted)]
1996, Volume 20, Issue 2 207-225 Financial innovation, new assets, and the behavior of money demand by Glennon, Dennis & Lane, Julia [Downloadable! (restricted)]
227-245 A contingent claims analysis of the interest rate risk characteristics of corporate liabilities by Nawalkha, Sanjay K. [Downloadable! (restricted)]
247-266 The intraday speed of stock price adjustment to major dividend changes: Bid-ask bounce and order flow imbalances by Gosnell, Thomas F. & Keown, Arthur J. & Pinkerton, John M. [Downloadable! (restricted)]
267-281 Risk aversion and the yield of corporate debt by Wu, Chunchi & Yu, Chih-Hsien [Downloadable! (restricted)]
283-306 Cost structures in multinational and domestic banking by Mahajan, Arvind & Rangan, Nanda & Zardkoohi, Asghar [Downloadable! (restricted)]
307-329 Foreign acquisitions in the United States: Effect on shareholder wealth of foreign acquiring firms by Cakici, Nusret & Hessel, Chris & Tandon, Kishore [Downloadable! (restricted)]
331-350 Managerial rents and regulatory intervention in troubled banks by Noe, Thomas H. & Rebello, Michael J. & Wall, Larry D. [Downloadable! (restricted)]
351-375 Charter value, minimum bank capital requirement and deposit insurance pricing in equilibrium by Acharya, Sankarshan [Downloadable! (restricted)]
377-387 A note on cost structure and economies of scale in Greek banking by Karafolas, S. & Mantakas, G. [Downloadable! (restricted)]
389-400 A note on price-volume dynamics in an emerging stock market by Basci, Erdem & Ozyildirim, Suheyla & Aydogan, Kursat [Downloadable! (restricted)]
401-415 A note on noise in the market for bankrupt firms' securities by Eberhart, Allan C. & Sweeney, Richard J. [Downloadable! (restricted)]
1996, Volume 20, Issue 1 1-23 On the strategic role of high leverage in entry deterrence by Fulghieri, P. & Nagarajan, S. [Downloadable! (restricted)]
25-40 Salomon brothers and the May 1991 Treasury auction: Analysis of a market corner by Jordan, Bradford D. & Jordan, Susan D. [Downloadable! (restricted)]
41-56 An empirical reconciliation of the Miller model and the generalized capital structure models by Simon, David P. [Downloadable! (restricted)]
57-69 Additional evidence on the information-based contagion effects of bank failures by Aharony, Joseph & Swary, Itzhak [Downloadable! (restricted)]
71-84 Modelling implied volatility with OLS and panel data models by Ncube, Mthuli [Downloadable! (restricted)]
85-113 Deregulation in investment banking: Industry concentration following Rule 415 by Cornett, Marcia Millon & Davidson, Wallace III & Rangan, Nanda [Downloadable! (restricted)]
115-133 Liquidation under moral hazard: Optimal debt maturity and loan commitments by Houston, Joel F. & Venkataraman, S. [Downloadable! (restricted)]
135-149 Investigating the behavior and characteristics of the Madrid Stock Exchange by Ratner, Mitchell [Downloadable! (restricted)]
151-164 Wealth effects of asset securitization by Lockwood, Larry J. & Rutherford, Ronald C. & Herrera, Martin J. [Downloadable! (restricted)]
165-177 A note on the temporal variability of Canadian financial services stock returns by Adjaoud, Fodil & Rahman, Abdul [Downloadable! (restricted)]
179-188 A note on the determinants of unexpected exchange rate movements by Cavaglia, Stefano M. F. G. & Wolff, Christian C. P. [Downloadable! (restricted)]
189-201 Are stock price reversals really asymmetric? A note by Dissanaike, Gishan [Downloadable! (restricted)]
1995, Volume 19, Issue 3-4 393-430 The role of capital in financial institutions by Berger, Allen N. & Herring, Richard J. & Szego, Giorgio P. [Downloadable! (restricted)]
431-459 Three paradigms for the role of capitalization requirements in insured financial institutions by Kane, Edward J. [Downloadable! (restricted)]
461-481 Financial innovation and the management and regulation of financial institutions by Merton, Robert C. [Downloadable! (restricted)]
483-489 Do the M & M propositions apply to banks? by Miller, Merton H. [Downloadable! (restricted)]
491-510 The implementation of prompt corrective action: An assessment by Jones, David S. & King, Kathleen Kuester [Downloadable! (restricted)]
511-527 Insolvency experience, risk-based capital, and prompt corrective action in property-liability insurance by Cummins, J. David & Harrington, Scott E. & Klein, Robert [Downloadable! (restricted)]
529-530 Comment on Jones and King and Cummins et al by Eisenbeis, Robert A. [Downloadable! (restricted)]
531-562 A market evaluation of the risk-based capital standards for the U.S. financial system by Cordell, Lawrence R. & King, Kathleen Kuester [Downloadable! (restricted)]
563-574 Bank holding company capital targets in the early 1990s: The regulators versus the markets by Wall, Larry D. & Peterson, David R. [Downloadable! (restricted)]
575-576 Discussant's comments on Wall and Peterson, and Cordell and King by Santomero, Anthony M. [Downloadable! (restricted)]
577-605 Fair value accounting: Effects on banks' earnings volatility, regulatory capital, and value of contractual cash flows by Barth, Mary E. & Landsman, Wayne R. & Wahlen, James M. [Downloadable! (restricted)]
607-622 Partial market value accounting, bank capital volatility, and bank risk by Carey, Mark [Downloadable! (restricted)]
623-625 Discussion of Carey and Barth, Landsman, and Wahlen by Beatty, Anne [Downloadable! (restricted)]
627-646 Loan sales as a response to market-based capital constraints by Carlstrom, Charles T. & Samolyk, Katherine A. [Downloadable! (restricted)]
647-658 The effect of bank capital requirements on bank off-balance sheet financial innovations by Jagtiani, Julapa & Saunders, Anthony & Udell, Gregory [Downloadable! (restricted)]
659-660 Comments on papers presented by Carlstrom and Samolyk, and Jagtiani, Saunders, and Udell by Oldfield, George S. [Downloadable! (restricted)]
661-677 Bank capital shocks: Dynamic effects on securities, loans, and capital by Hancock, Diana & Laing, Andrew J. & Wilcox, James A. [Downloadable! (restricted)]
679-692 Bank regulation and the credit crunch by Peek, Joe & Rosengren, Eric [Downloadable! (restricted)]
693-711 Capital requirements, loan renegotiation and the borrower's choice of financing source by Thakor, Anjan V. & Furlong Wilson, Patricia [Downloadable! (restricted)]
713-715 Comment on Hancock, Laing and Wilcox and Peek and Rosengren by Avery, Robert B. [Downloadable! (restricted)]
717-718 Comment on Thakor and Wilson by Allen, Franklin [Downloadable! (restricted)]
721-722 FDICIA and bank capital by Kaufman, George G. [Downloadable! (restricted)]
723-725 Implementing FDICIA's mandatory closure rule by Garcia, Gillian [Downloadable! (restricted)]
727-729 Risk-based capital in the European economic community by Szego, Giorgio P. [Downloadable! (restricted)]
733-734 An analysis of inefficiencies in banking by Kwan, Simon H. & Eisenbeis, Robert A. [Downloadable! (restricted)]
735-737 Perspectives on bank capital regulation and managerial compensation by John, Kose & Saunders, Anthony & Senbet, Lemma W. [Downloadable! (restricted)]
1995, Volume 19, Issue 8 1327-1340 Modelling mean reversion of asset prices towards their fundamental value by Chiang, Raymond & Liu, Peter & Okunev, John [Downloadable! (restricted)]
1341-1358 Short interest and the asymmetry of the price-volume relationship in the Canadian stock market by Assogbavi, T. & Khoury, N. & Yourougou, P. [Downloadable! (restricted)]
1359-1366 The duration vector: A continuous-time extension to default-free interest rate contingent claims by Nawalkha, Sanjay K. [Downloadable! (restricted)]
1379-1400 Debt and market incompleteness by Ronn, Ehud I. & Senbet, Lemma W. [Downloadable! (restricted)]
1401-1418 Anticipating bailouts: The incentive-conflict model and the collapse of the Ohio deposit guarantee fund by DeGennaro, Ramon P. & Thomson, James B. [Downloadable! (restricted)]
1419-1436 Loan covenants and corporate debt policy under bank regulations by Chen, Andrew H. & Hung, Mao-Wei & Mazumdar, Sumon C. [Downloadable! (restricted)]
1437-1458 Investment trust IPOs: Issuing behaviour and price performance Evidence from the London Stock Exchange by Levis, Mario & Thomas, Dylan C. [Downloadable! (restricted)]
1459-1477 Measuring the true profile of taxpayer losses in the S & L insurance mess by Kane, Edward J. & Min-Teh Yu [Downloadable! (restricted)]
1479-1487 A note on the spread between the rates of fixed and variable rate loans by Chang Eric C. & Moon-Whoan Rhee & Kit Pong Wong [Downloadable! (restricted)]
1995, Volume 19, Issue 7 1135-1157 Long-run estimates of technological change and scale economies in a dynamic framework: Australian permanent building societies, 1974-1990 by Esho, Neil & Sharpe, Ian G. [Downloadable! (restricted)]
1159-1173 Risk-based capital requirements and bank portfolio risk by Gjerde, Oystein & Semmen, Kristian [Downloadable! (restricted)]
1175-1189 Scale economies and cost complementarities in commercial banks: On-and off-balance-sheet activities by Jagtiani, Julapa & Nathan, Alli & Sick, Gordon [Downloadable! (restricted)]
1191-1210 Economic news and equity market linkages between the U.S. and U.K by Becker, Kent G. & Finnerty, Joseph E. & Friedman, Joseph [Downloadable! (restricted)]
1211-1236 The wealth effects of deregulation of Canadian financial institutions by Amoako-Adu, Ben & Smith, Brian F. [Downloadable! (restricted)]
1237-1263 International diversification through closed-end country funds by Chang, Eric & Eun, Cheol S. & Kolodny, Richard [Downloadable! (restricted)]
1265-1284 Day-of-the-week effects in federal funds rates: Further empirical findings by Griffiths, Mark D. & Winters, Drew B. [Downloadable! (restricted)]
1285-1303 Overinvestment, Tobin's q and gains from foreign acquisitions by Doukas, John [Downloadable! (restricted)]
1305-1307 A note on an equilibrium debt option pricing model in discrete time by Mathis, Roswell III [Downloadable! (restricted)]
1309-1321 A note on Euroyen and domestic yen interest rates by Wai-Chung Lo & Hung-Gay Fung & Morse, Joel N. [Downloadable! (restricted)]
1995, Volume 19, Issue 6 959-985 Forecasting losses on a liquidating long-term loan portfolio by Smith, L. Douglas & Lawrence, Edward C. [Downloadable! (restricted)]
987-1003 Data frequency and the number of factors in stock returns by Huang, Roger D. & Jo, Hoje [Downloadable! (restricted)]
1005-1023 Self-tender offers: The effects of free cash flow, cash flow signalling, and the measurement of Tobin's q by Perfect, Steven B. & Peterson, David R. & Peterson, Pamela P. [Downloadable! (restricted)]
1025-1046 Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts' forecasts by Kee, H. Chung & McInish, Thomas H. & Wood, Robert A. & Wyhowski, Donald J. [Downloadable! (restricted)]
1047-1054 Another look on bond market seasonality: a note by Kam, C. Chan & H., K. Wu [Downloadable! (restricted)]
1055-1072 Tests for tax-clientele and tax-option effects in U.S. treasury bonds by Ehrhardt, Michael C. & Jordan, James V. & Prisman, Eliezer Z. [Downloadable! (restricted)]
1073-1089 Separating the likelihood and timing of bank failure by Cole, Rebel A. & Gunther, Jeffery W. [Downloadable! (restricted)]
1091-1108 Deposit insurance and bank interest rate risk: Pricing and regulatory implications by Jin-Chuan, Duan & Moreau, Arthur F. & Sealey, C. W. [Downloadable! (restricted)]
1109-1130 Forbearance, deposit insurance pricing, and incentive compatible bank regulation by Nagarajan, S. & Sealey, C. W. [Downloadable! (restricted)]
1995, Volume 19, Issue 5 743-764 When does the prime rate change? by Mester, Loretta J. & Saunders, Anthony [Downloadable! (restricted)]
765-784 Discrete exchange rate hedging strategies by Brealey, R. A. & Kaplanis, E. C. [Downloadable! (restricted)]
803-821 Conditional volatility and the informational efficiency of the PHLX currency options market by Xu, Xinzhong & Taylor, Stephen J. [Downloadable! (restricted)]
823-842 Wealth effects of foreign expansion by U.S. banks by Waheed, Amjad & Mathur, Ike [Downloadable! (restricted)]
843-869 Seasonalities and intraday return patterns in the foreign currency futures market by Cornett, Marcia Millon & Schwarz, Thomas V. & Szakmary, Andrew C. [Downloadable! (restricted)]
871-889 Optimal portfolio selection under institutional procedures for short selling by Kwan, Clarence C. Y. [Downloadable! (restricted)]
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IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .