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Change in Market Assessments of Deposit-Institution Riskiness

Citations

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Cited by:

  1. Rebecca Demsetz & Philip E. Strahan, 1995. "Diversification, size, and risk at bank holding companies," Research Paper 9506, Federal Reserve Bank of New York.
  2. Beverly Hirtle, 1997. "Derivatives, Portfolio Composition, and Bank Holding Company Interest Rate Risk Exposure," Journal of Financial Services Research, Springer;Western Finance Association, vol. 12(2), pages 243-266, October.
  3. Galloway, Tina M. & Lee, Winson B. & Roden, Dianne M., 1997. "Banks' changing incentives and opportunities for risk taking," Journal of Banking & Finance, Elsevier, vol. 21(4), pages 509-527, April.
  4. John B. McCoy, 1994. "Bank strategies for survival and success," Proceedings 23, Federal Reserve Bank of Chicago.
  5. Adjaoud, Fodil & Rahman, Abdul, 1996. "A note on the temporal variability of Canadian financial services stock returns," Journal of Banking & Finance, Elsevier, vol. 20(1), pages 165-177, January.
  6. Kimmel, Randall K. & Thornton, John H. & Bennett, Sara E., 2016. "Can statistics-based early warning systems detect problem banks before markets?," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 190-216.
  7. Elijah Brewer & Bernadette A. Minton & James T. Moser, 1994. "The effect of bank-held derivatives on credit accessibility," Working Paper Series, Issues in Financial Regulation 94-5, Federal Reserve Bank of Chicago.
  8. Haq, Mamiza & Tripe, David & Seth, Rama, 2022. "Do traditional off-balance sheet exposures increase bank risk?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
  9. Allen Berger & Gregory Udell, 1994. "Lines of Credit and Relationship Lending in Small Firm Finance," Center for Financial Institutions Working Papers 94-11, Wharton School Center for Financial Institutions, University of Pennsylvania.
  10. Alan Greenspan, 1994. "Optimal bank supervision in a changing world," Proceedings 11, Federal Reserve Bank of Chicago.
  11. Robert E. Litan, 1994. "The relative decline of banking: should we care?," Proceedings 16, Federal Reserve Bank of Chicago.
  12. Lawrence B. Lindsey, 1994. "Will the alleged decline of banking affect CRA?," Proceedings 18, Federal Reserve Bank of Chicago.
  13. Robert M. Townsend, 1994. "Community development banking and Financial Institutions Act: a critique with recommendations," Proceedings 49, Federal Reserve Bank of Chicago.
  14. John Wagster, 1999. "The Basle Accord of 1988 and the International Credit Crunch of 1989–1992," Journal of Financial Services Research, Springer;Western Finance Association, vol. 15(2), pages 123-143, March.
  15. Kiran Batool, 2021. "Impact of Interest Rates on Stock Index: Case of Pakistan Stock Exchange," International Journal of Business and Economic Affairs (IJBEA), Sana N. Maswadeh, vol. 6(1), pages 1-12.
  16. Simon H. Kwan, 1994. "The certification value of bank loans," Proceedings 50, Federal Reserve Bank of Chicago.
  17. Chaudhry, Mukesh K. & Christie-David, Rohan & Koch, Timothy W. & Reichert, Alan K., 2000. "The risk of foreign currency contingent claims at US commercial banks," Journal of Banking & Finance, Elsevier, vol. 24(9), pages 1399-1417, September.
  18. Eric Wong & Jim Wong & Phyllis Leung, 2008. "The Foreign Exchange Exposure of Chinese Banks," Working Papers 0807, Hong Kong Monetary Authority.
  19. Edward J. Kane & Min-Teh Yu, 1994. "How much did capital forbearance add to the tab for FSLIC mess?," Proceedings 33, Federal Reserve Bank of Chicago.
  20. Abdullah Mamun & M. Kabir Hassan & Neal Maroney, 2005. "The Wealth and Risk Effects of the Gramm‐Leach‐Bliley Act (GLBA) on the US Banking Industry," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(1‐2), pages 351-388, January.
  21. Carter H. Golembe, 1994. "The (declining?) role of banking," Proceedings 14, Federal Reserve Bank of Chicago.
  22. Rebecca Demsetz, 1994. "Evidence on the relationship between regional economic conditions and loan sales activity," Proceedings 40, Federal Reserve Bank of Chicago.
  23. Robert Schweitzer & Samuel H. Szewczyk & Raj Varma, 1994. "The intra-industry effects of bank bond rating changes," Proceedings 54, Federal Reserve Bank of Chicago.
  24. Charles W. Calomiris & Mark S. Carey, 1994. "Loan market competition between foreign and U.S. banks: some facts about loans and borrowers," Proceedings 38, Federal Reserve Bank of Chicago.
  25. Entrop, O. & von la Hausse, L. & Wilkens, M., 2017. "Looking beyond banks’ average interest rate risk: Determinants of high exposures," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 204-218.
  26. Stephen D. Prowse, 1994. "Alternative methods of corporate control in commercial banks," Proceedings 45, Federal Reserve Bank of Chicago.
  27. Xiangnan Meng & Xin Deng, 2013. "Interest Rate and Foreign Exchange Sensitivity of Bank Stock Returns: Evidence from China," Multinational Finance Journal, Multinational Finance Journal, vol. 17(1-2), pages 77-106, March - J.
  28. John H. Boyd & Mark Gertler, 1994. "Are banks dead? Or are the reports greatly exaggerated?," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 18(Sum), pages 2-23.
  29. Hoque, Hafiz & Andriosopoulos, Dimitris & Andriosopoulos, Kostas & Douady, Raphael, 2015. "Bank regulation, risk and return: Evidence from the credit and sovereign debt crises," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 455-474.
  30. Robert DeYoung, 1994. "Fee-based services and cost efficiency in commercial banks," Proceedings 47, Federal Reserve Bank of Chicago.
  31. Duane B. Graddy & Reuben Kyle & Thomas H. Strickland, 1994. "The Differential Effects Of Deregulation On Savings And Loan Associations And Banks," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 17(2), pages 289-300, June.
  32. Bessler, Wolfgang & Kurmann, Philipp & Nohel, Tom, 2015. "Time-varying systematic and idiosyncratic risk exposures of US bank holding companies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 35(C), pages 45-68.
  33. Rebecca Demsetz & Marc R. Saidenberg & Philip E. Strahan, 1997. "Agency problems and risk taking at banks," Staff Reports 29, Federal Reserve Bank of New York.
  34. Robert Schweitzer, 1989. "How do stock returns react to special events?," Business Review, Federal Reserve Bank of Philadelphia, issue Jul, pages 17-29.
  35. Sherrill Shaffer, 1994. "Inferring viability of the U.S. banking industry from shifts in conduct and excess capacity," Proceedings 27, Federal Reserve Bank of Chicago.
  36. John Wagster & James Kolari & Kerry Cooper, 1996. "Market Reaction To National Discretion In Implementing The Basle Accord," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 19(3), pages 339-357, September.
  37. Pathan, Shams, 2009. "Strong boards, CEO power and bank risk-taking," Journal of Banking & Finance, Elsevier, vol. 33(7), pages 1340-1350, July.
  38. Akhigbe, Aigbe & Whyte, Ann Marie, 2001. "The impact of FDICIA on bank returns and risk: Evidence from the capital markets," Journal of Banking & Finance, Elsevier, vol. 25(2), pages 393-417, February.
  39. Jonathan A. Neuberger, 1994. "Conditional risk and return in bank holding company stocks: a factor- GARCH approach," Proceedings 56, Federal Reserve Bank of Chicago.
  40. Ayub, Aishahton & Masih, Mansur, 2013. "Interest Rate, Exchange Rate, and Stock Prices of Islamic Banks: A Panel Data Analysis," MPRA Paper 58871, University Library of Munich, Germany.
  41. Alan Hess & Kirati Laisathit, 1997. "A Market-based Risk Classification of Financial Institutions," Journal of Financial Services Research, Springer;Western Finance Association, vol. 12(2), pages 133-158, October.
  42. Elyasiani, Elyas & Mansur, Iqbal, 1998. "Sensitivity of the bank stock returns distribution to changes in the level and volatility of interest rate: A GARCH-M model," Journal of Banking & Finance, Elsevier, vol. 22(5), pages 535-563, May.
  43. Donald R. Fraser & James W. Kolari, 1990. "The 1982 Depository Institutions Act And Security Returns In The Savings And Loan Industry," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 13(4), pages 339-347, December.
  44. Tai, Chu-Sheng, 2005. "Asymmetric currency exposure of US bank stock returns," Journal of Multinational Financial Management, Elsevier, vol. 15(4-5), pages 455-472, October.
  45. Baele, Lieven & De Bruyckere, Valerie & De Jonghe, Olivier & Vander Vennet, Rudi, 2015. "Model uncertainty and systematic risk in US banking," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 49-66.
  46. Don Bredin & Gerard O’Reilly & Simon Stevenson, 2007. "Monetary Shocks and REIT Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 35(3), pages 315-331, October.
  47. Stephen Prowse, 1997. "Corporate Control In Commercial Banks," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 20(4), pages 509-527, December.
  48. Elijah Brewer & Hesna Genay & William C. Hunter & George G. Kaufman, 1999. "Does the Japanese stock market price bank risk? evidence from financial firm failures," Working Paper Series WP-99-31, Federal Reserve Bank of Chicago.
  49. Martin, Anna D. & Mauer, Laurence J., 2005. "A note on common methods used to estimate foreign exchange exposure," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(2), pages 125-140, April.
  50. James B. Thomson, 1994. "Discussion of "objectives of bank management."," Proceedings 44, Federal Reserve Bank of Chicago.
  51. Martin, Anna D. & Mauer, Laurence J., 2003. "Exchange rate exposures of US banks: A cash flow-based methodology," Journal of Banking & Finance, Elsevier, vol. 27(5), pages 851-865, May.
  52. Sean Becketti & Charles S. Morris, 1993. "Reduced form evidence on the substitutability between bank and nonbank loans," Research Working Paper 93-18, Federal Reserve Bank of Kansas City.
  53. Randall S. Kroszner & Philip E. Strahan, 1994. "Dividend behavior of financially distressed savings institutions," Proceedings 34, Federal Reserve Bank of Chicago.
  54. Gueyie, Jean-Pierre & Lai, Van Son, 2003. "Bank moral hazard and the introduction of official deposit insurance in Canada," International Review of Economics & Finance, Elsevier, vol. 12(2), pages 247-273.
  55. Spiegel, Mark M. & Yamori, Nobuyoshi, 2003. "The impact of Japan's financial stabilization laws on bank equity values," Journal of the Japanese and International Economies, Elsevier, vol. 17(3), pages 263-282, September.
  56. Mark J. Flannery, 1994. "Panel discussion comments: the implications of "banking's decline" for safety and soundness regulation," Proceedings 21, Federal Reserve Bank of Chicago.
  57. Mohamed Belkhir & Abdelaziz Chazi, 2010. "Compensation Vega, Deregulation, and Risk‐Taking: Lessons from the US Banking Industry," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(9‐10), pages 1218-1247, November.
  58. David Carter & Joseph F. Sinkey, 1994. "The derivatives activities of U.S. commercial banks," Proceedings 29, Federal Reserve Bank of Chicago.
  59. Cumming, Douglas J. & MacIntosh, Jeffrey G., 2002. "The rationales underlying reincorporation and implications for Canadian corporations," International Review of Law and Economics, Elsevier, vol. 22(3), pages 277-330, September.
  60. PRITI Verma, 2016. "The Impact Of Exchange Rates And Interest Rates On Bank Stock Returns: Evidence From U.S. Banks," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 11(1), pages 124-139, April.
  61. David Ely & Kenneth Robinson, 2003. "Is the Community Reinvestment Act in Need of Further Reform? Evidence from Equity Markets during the 1995 Reform Process," Journal of Financial Services Research, Springer;Western Finance Association, vol. 23(1), pages 59-78, February.
  62. Jane W. D'Artista & Tom Schlesinger, 1994. "The parallel banking system," Proceedings 36, Federal Reserve Bank of Chicago.
  63. Brewer, Elijah & Deshmukh, Sanjay & Opiela, Timothy P., 2014. "Interest-rate uncertainty, derivatives usage, and loan growth in bank holding companies," Journal of Financial Stability, Elsevier, vol. 15(C), pages 230-240.
  64. James M. O'Brien & Athanasios Orphanides & David H. Small, 1994. "Estimating the interest rate sensitivity of liquid retail deposit values," Finance and Economics Discussion Series 94-15, Board of Governors of the Federal Reserve System (U.S.).
  65. Michael Isimbabi & Alan Tucker, 1997. "The market perception of banking industry risk: A multifactor analysis," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 25(1), pages 99-112, March.
  66. Aruna Srinivasan, 1994. "Financial intermediation and development lending: the foreign experience and implications for the U.S," Proceedings 48, Federal Reserve Bank of Chicago.
  67. Susan Ryan & Andrew C. Worthington, 2002. "Time-Varying Market, Interest Rate and Exchange Rate Risk in Australian Bank Portfolio Stock Returns: A Garch-M Approach," School of Economics and Finance Discussion Papers and Working Papers Series 112, School of Economics and Finance, Queensland University of Technology.
  68. Harold A. Black, 1994. "Discussion of market information dissemination," Proceedings 53, Federal Reserve Bank of Chicago.
  69. William E. Odom, 1994. "Insights on the parallel banking industry," Proceedings 17, Federal Reserve Bank of Chicago.
  70. Dennis, Steven A. & Jeffrey, Andrew, 2002. "Structural changes in Australian bank risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 12(1), pages 1-17, February.
  71. R. Alton Gilbert, 1994. "Federal Reserve lending to banks that failed: implications for the Bank Insurance Fund," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 3-18.
  72. Söhnke Bartram, 2002. "The Interest Rate Exposure of Nonfinancial Corporations," Review of Finance, European Finance Association, vol. 6(1), pages 101-125.
  73. Alexey Akimov & Simon Stevenson, 2013. "Securitised Real Estate Regime-Switching Behaviour and the Relationship with Market Interest Rates," ERES eres2013_346, European Real Estate Society (ERES).
  74. Edward E. Furash, 1994. "Banks are obsolete - and who cares?," Proceedings 15, Federal Reserve Bank of Chicago.
  75. Richard M. Kovacevich, 1994. "Selecting a strategy for success," Proceedings 22, Federal Reserve Bank of Chicago.
  76. Mark M. Spiegel & Nobuyoshi Yamori, 2002. "The impact of Japan’s financial stabilization laws on bank equity values," Proceedings, Federal Reserve Bank of San Francisco, issue sep.
  77. Marc†Gregor Czaja & Hendrik Scholz & Marco Wilkens, 2010. "Interest Rate Risk Rewards in Stock Returns of Financial Corporations: Evidence from Germany," European Financial Management, European Financial Management Association, vol. 16(1), pages 124-154, January.
  78. Sanjeev Dewan & Fei Ren, 2007. "Risk and Return of Information Technology Initiatives: Evidence from Electronic Commerce Announcements," Information Systems Research, INFORMS, vol. 18(4), pages 370-394, December.
  79. Shams Pathan & Mamiza Haq & Barry Williams, 2016. "Does skin in the game help? Bank franchise value, managerial incentives and ‘going for broke’," Australian Journal of Management, Australian School of Business, vol. 41(2), pages 271-298, May.
  80. Benjamin M. Friedman, 1994. "The decline of commercial banking: implications for monetary policy," Proceedings 19, Federal Reserve Bank of Chicago.
  81. Papadamou, Stephanos & Siriopoulos, Costas, 2014. "Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK," Journal of Economics and Business, Elsevier, vol. 71(C), pages 45-67.
  82. Prasad, Anita Mehra & Rajan, Murli, 1995. "The role of exchange and interest risk in equity valuation: A comparative study of international stock markets," Journal of Economics and Business, Elsevier, vol. 47(5), pages 457-472, December.
  83. Jinyong Kim & Mingook Kim & Yongsik Kim, 2020. "Bank Transparency and the Market’s Perception of Bank Risk," Journal of Financial Services Research, Springer;Western Finance Association, vol. 58(2), pages 115-142, December.
  84. Joseph P. Hughes & Loretta J. Mester, "undated". "Evidence on the Objectives of Bank Managers," Rodney L. White Center for Financial Research Working Papers 4-94, Wharton School Rodney L. White Center for Financial Research.
  85. Aigbe Akhigbe & Jeff Madura, 2004. "Bank acquisitions of security firms: the early evidence," Applied Financial Economics, Taylor & Francis Journals, vol. 14(7), pages 485-496.
  86. Brian Du, 2020. "Securitized banking and interest rate sensitivity," Review of Quantitative Finance and Accounting, Springer, vol. 54(3), pages 851-876, April.
  87. Adel Al-Sharkas & M. Hassan, 2010. "New evidence on shareholder wealth effects in bank mergers during 1980-2000," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 34(3), pages 326-348, July.
  88. Gerald D. Gay & Stephen G. Timme & Kenneth Yung, 1991. "Bank Failure And Contagion Effects: Evidence From Hong Kong," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 14(2), pages 153-165, June.
  89. Catherine Schrand, 1994. "An evaluation of the effects of accounting rules on interest rate risk management in the savings and loan industry," Proceedings 30, Federal Reserve Bank of Chicago.
  90. Allen Berger & Sally Davies, 1998. "The Information Content of Bank Examinations," Journal of Financial Services Research, Springer;Western Finance Association, vol. 14(2), pages 117-144, October.
  91. Cynthia A. Glassman, 1994. "The emerging sources of small business finance," Proceedings 39, Federal Reserve Bank of Chicago.
  92. Silas Keehn, 1994. "Has banking declined?," Proceedings 13, Federal Reserve Bank of Chicago.
  93. Akhigbe, Aigbe & Whyte, Ann Marie, 2003. "Changes in market assessments of bank risk following the Riegle-Neal Act of 1994," Journal of Banking & Finance, Elsevier, vol. 27(1), pages 87-102, January.
  94. Thomas C. Theobald, 1994. "Strategic focus in banking," Proceedings 24, Federal Reserve Bank of Chicago.
  95. Papadamou, Stephanos & Tzivinikos, Trifon, 2013. "The risk relevance of International Financial Reporting Standards: Evidence from Greek banks," International Review of Financial Analysis, Elsevier, vol. 27(C), pages 43-54.
  96. Mark J. Flannery, 1994. "Corporate finances, market discipline, and bank supervision," Proceedings 37, Federal Reserve Bank of Chicago.
  97. Hyman P. Minsky, 1994. "Financial Instability and the Decline(?) of Banking: Public Policy Implications," Economics Working Paper Archive wp_127, Levy Economics Institute.
  98. Francisco Jareno, 2008. "Spanish stock market sensitivity to real interest and inflation rates: an extension of the Stone two-factor model with factors of the Fama and French three-factor model," Applied Economics, Taylor & Francis Journals, vol. 40(24), pages 3159-3171.
  99. Haq, Mamiza & Heaney, Richard, 2012. "Factors determining European bank risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 696-718.
  100. Jill Wetmore & Chiaku Ndu, 2006. "Mortgage Refinancing Activity: An Explanation [1990–2001]," The Journal of Real Estate Finance and Economics, Springer, vol. 33(1), pages 75-86, August.
  101. Eugene A. Ludwig, 1994. "Supervising an evolving industry," Proceedings 12, Federal Reserve Bank of Chicago.
  102. Gerald A. Hanweck & Bernard Shull, 1994. "Banks' exposure to interest rate risk and capital adequacy: an appraisal of the federal banking agencies' approach," Proceedings 43, Federal Reserve Bank of Chicago.
  103. Khoa TA Hoang & Robert Faff & Mamiza Haq, 2014. "Market discipline and bank risk taking," Australian Journal of Management, Australian School of Business, vol. 39(3), pages 327-350, August.
  104. Angbazo, Lazarus, 1997. "Commercial bank net interest margins, default risk, interest-rate risk, and off-balance sheet banking," Journal of Banking & Finance, Elsevier, vol. 21(1), pages 55-87, January.
  105. Jonathan A. Neuberger, 1992. "Bank holding company stock risk and the composition of bank asset portfolios," Economic Review, Federal Reserve Bank of San Francisco, pages 53-62.
  106. Mark E. Levonian, 1994. "Will banking be profitable in the long run?," Proceedings 26, Federal Reserve Bank of Chicago.
  107. Mark E. Levonian, 1994. "Beyond traditional credit risk: capital standards for market risks," Proceedings 41, Federal Reserve Bank of Chicago.
  108. Jill L. Wetmore & John R. Brick, 1994. "Commercial Bank Risk: Market, Interest Rate, And Foreign Exchange," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 17(4), pages 585-596, December.
  109. Stephen D. Prowse, 1995. "Alternative methods of corporate control in commercial banks," Working Papers 9507, Federal Reserve Bank of Dallas.
  110. Elyas Elyasiani & Iqbal Mansur & Jill Wetmore, 2010. "Real-Estate Risk Effects on Financial Institutions’ Stock Return Distribution: a Bivariate GARCH Analysis," The Journal of Real Estate Finance and Economics, Springer, vol. 40(1), pages 89-107, January.
  111. Elijah Brewer & William E. Jackson & James T. Moser, 2001. "The value of using interest rate derivatives to manage risk of U.S. banking organizations," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 25(Q III), pages 49-66.
  112. Alan C. Hess & Kirati Laisathit, 1996. "A Market-Based Risk Classification of Financial Institutions," Center for Financial Institutions Working Papers 96-37, Wharton School Center for Financial Institutions, University of Pennsylvania.
  113. Martin, Anna D., 2000. "Exchange rate exposure of the key financial institutions in the foreign exchange market," International Review of Economics & Finance, Elsevier, vol. 9(3), pages 267-286, July.
  114. Haq, Mamiza & Heaney, Richard, 2009. "European bank equity risk: 1995-2006," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(2), pages 274-288, April.
  115. Kavussanos, Manolis G. & Marcoulis, Stelios N., 2004. "4. Cross-Industry Comparisons Of The Behaviour Of Stock Returns In Shipping, Transportation And Other Industries," Research in Transportation Economics, Elsevier, vol. 12(1), pages 107-142, January.
  116. Ludwig Hausse & Martin Rohleder & Marco Wilkens, 2016. "Systemic interest rate and market risk at US banks," Journal of Business Economics, Springer, vol. 86(8), pages 933-961, November.
  117. Pariyada Sukcharoensin, 2013. "Time-Varying Market, Interest Rate and Exchange Rate Risks of Thai Commercial Banks," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 9(1), pages 25-45.
  118. Sotiris K. Staikouras, 2006. "Financial Intermediaries and Interest Rate Risk: II," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 15(5), pages 225-272, December.
  119. Laopodis, Nikiforos T., 2009. "Fiscal policy and stock market efficiency: Evidence for the United States," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(2), pages 633-650, May.
  120. Manolis G. Kavussanos & Stelios N. Marcoulis, 1998. "Beta comparisons across industries—a Water transportation industry perspective," Maritime Policy & Management, Taylor & Francis Journals, vol. 25(2), pages 175-184, January.
  121. Richard E. Randall, 1994. "The implication of financial cycles for subordinated debt proposals," Proceedings 35, Federal Reserve Bank of Chicago.
  122. Lumpkin, Stephen A. & O'Brien, James M., 1997. "Thrift stock returns and portfolio interest rate sensitivity," Journal of Monetary Economics, Elsevier, vol. 39(2), pages 341-357, July.
  123. Youguo Liang & Willard McIntosh & James R. Webb, 1995. "Intertemporal Changes in the Riskiness of REITs," Journal of Real Estate Research, American Real Estate Society, vol. 10(4), pages 427-444.
  124. Larry A. Frieder & Robert B. Hedges, 1994. "Bottomline banking: regaining the lost paradigm," Proceedings 28, Federal Reserve Bank of Chicago.
  125. John S. Jordan, 1997. "Manager's opportunistic trading of their firms' shares: a case study of executives in the banking industry," Working Papers 97-4, Federal Reserve Bank of Boston.
  126. Jareño, Francisco & Navarro, Eliseo, 2010. "Stock interest rate risk and inflation shocks," European Journal of Operational Research, Elsevier, vol. 201(2), pages 337-348, March.
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