Journal of Banking & Finance 1997: Vol 21 Index

7 Pages·1997·1.3 MB·English

Journal of
oes BANKING&
ce! FINANCE
ELSEVIER Journal of Banking & Finance 21 (1998) 1761-1766
Author Index
Alexander, J.C., M.F. Spivey and M. Wayne Marr, Nonshareholder
constituency statutes and shareholder wealth: A note
Allen, F. and A.M. Santomero, The theory of financial intermediation
Allen, L. and A. Rai, Operational efficiency in banking: An
international comparison
Altman, E.I. and A. Saunders, Credit risk measurement: Developments
over the last 20 years
Alziary, B., J.-P. Décamps and P.-F. Koehl, A P.D.E. approach to
Asian options: Analytical and numerical evidence
Angbazo, L., Commercial bank net interest margins, default risk,
interest-rate risk, and off-balance sheet banking
Baltensperger, E. and T.J. Jordan, Seigniorage, banking, and the
optimal quantity of money
Beard, T.R., S.B. Caudill and D.M. Gropper, The diffusion of
production processes in the U.S. banking industry: A finite mixture
approach
Berger, A.N. and R. DeYoung, Problem loans and cost efficiency in
commercial banks
Berger, A.N. and L.J. Mester, Inside the black box: What explains
differences in the efficiencies of financial institutions?
Booth, G.G., T. Martikainen and Y. Tse, Price and volatility spillovers
in Scandinavian stock markets
Breeden, D.T. and J.H. Gilkeson, A path-dependent approach to
security valuation with application to interest rate contingent claims
Brooks, R.D., R.W. Faff and Y. Kee Ho, A new test of the relationship
between regulatory change in financial markets and the stability of
beta risk of depository institutions 197
Cantor, R. and F. Packer, Differences of opinion and selection bias in
the credit rating industry 1395
Carcano, N. and S. Foresi, Hedging against interest rate risk:
Reconsidering volatility-adjusted immunization 127
1762 Author Index
Carow, K.A. and W.B. Lee, State passage of interstate banking
legislation: An analysis of firm, legislative, and economic
characteristics
Cather, D.A., see Ligon, J.A.
Caudill, $.B., see Beard, T.R.
Chamberlain, S., J.S. Howe and H. Popper, The exchange rate exposure
of U.S. and Japanese banking institutions
Chang, E.C., J.M. Pinegar and B. Schachter, Interday variations in
volume, variance and participation of large speculators
Chen, A.H. and S.C. Mazumdar, A dynamic model of firewalls and
non-traditional banking
Chiang, R., I. Davidson and J. Okunev, Some further theoretical and
empirical implications regarding the relationship between earnings,
dividends and stock prices
Chunhachinda, P., K. Dandapani, S. Hamid and A.J. Prakash,
Portfolio selection and skewness: Evidence from international
stock markets
Clare, A.D., P.N. Smith and S.H. Thomas, UK stock returns and
robust tests of mean variance efficiency
Cossin, D. and H. Pirotte, Swap credit risk: An empirical investigation
on transaction data
Deécamps, J.-P., see Alziary, B.
Dandapani, K., see Chunhachinda, P.
Davidson, I., see Chiang, R.
DeYoung, R., Comment on ‘Operational efficiency in banking: An
international perspective’
DeYoung, R., see Berger, A.N.
Dhillon, U.S., D.J. Lasser and T. Watanabe, Volatility,information,
and double versus walrasian auction pricing in US and Japanese
futures markets
Dimson, E. and P. Marsh, Stress tests of capital requirements
Elton, E.J. and M.J. Gruber, Modern portfolio theory, 1950 to date
Evans, J., T.H. Noe and J.H. Thornton, Jr., Regulatory distortion of
management compensation: The case of golden parachutes for bank
managers
Faff, R.W., see Brooks, R.D.
Ferson, W.E. and C.R. Harvey, Fundamental determinants of national
equity market returns: A perspective on conditional asset pricing
Finucane, T.J., An empirical analysis of common stock call exercise: A
note
Flannery, M.J., A.S. Hameed and R.H. Harjes, Asset pricing, time-
varying risk premia and interest rate risk
Author Index
Fooladi, I.J., G.S. Roberts and F. Skinner, Duration for bonds with
default risk
Foresi, S., see Carcano, N.
Franks, J.R., S.M. Schaefer and M.D. Staunton, The direct and
compliance costs of financial regulation
Fraser, D.R., J.L. Hooton, J.W. Kolari and J.J. Reising, The wealth ef-
fects of interstate branching
Fries, S., P. Méella-Barral and W. Perraudin, Optimal bank
reorganization and the fair pricing of deposit guarantees
Galloway, T.M., W.B. Lee and D.M. Roden, Banks’ changing
incentives and opportunities for risk taking
Gilkeson, J.H., see Breeden, D.T.
Goldberg, L.G., T.F. Gosnell and J. Okunev, Purchasing power parity:
Modeling and testing mean reversion
Gosnell, T.F., see Goldberg, L.G.
Gropper, D.M., see Beard, T.R.
Gruber, M.J., see Elton, E.J.
Guedes, J. and R. Parayre, Managerial reputation and divisional sell-
offs: A model and empirical test
Gupta, A., R.L.B. LeCompte and L. Misra, Acquisitions of solvent
thrifts: Wealth effects and managerial motivations
Halpern, P. and J. Rumsey, A note on market efficiency, institutional
practice, and economic constraints in the experience of the Canadian
bond market
Hameed, A.S., see Flannery, M.J.
Hamid, S., see Chunhachinda, P.
Han, L.-M., G.C. Lai and R.C. Witt, A financial-economic evaluation
of insurance guaranty fund system: An agency cost perspective
Hancock, D. and D.B. Humphrey, Payment transactions, instruments,
and systems: A survey
Harjes, R.H., see Flannery, M.J.
Harvey, C.R., see Ferson, W.E.
Ho, T.S., R.C. Stapleton and M.G. Subrahmanyam, The valuation of
American options on bonds
Hooton, J.L., see Fraser, D.R.
Howe, J.S., see Chamberlain, S.
Humphrey, D.B., see Hancock, D.
Jain, G., see Kalra, R.
Jordan, T.J., see Baltensperger, E.
Kalra, R. and G. Jain, A continuous-time model to determine the
intervention policy for PBGC
Katz, E. and E.Z. Prisman, Tax arbitrage in government bonds: A
suggested methodology with policy implications
1764 Author Index
Kee Ho, Y., see Brooks, R.D.
Koehl, P.-F., see Alziary, B.
Kolari, J.W., see Fraser, D.R.
Krokfors, S., see Liljeblom, E.
Kwan, C.C.Y., Portfolio selection under institutional procedures for
short selling: Normative and market-equilibrium considerations
Lai, G.C., see Han, L.-M.
Lasser, D.J., see Dhillon, U.S.
LeCompte, R.L.B., see Gupta, A.
Lee, B.-S. and T. Nohel, Value maximization and the information
content of corporate investment with respect to earnings
Lee, B.W., see Galloway, T.M.
Lee, W.B., see Carow, K.A.
Liebler, R.J., Tender offers to influential shareholders
Ligon, J.A. and D.A. Cather, The informational value of insurance
purchases: Evidence from the property-liability insurance market
Liljeblom, E., A. Léflund and S. Krokfors, The benefits from
international diversification for Nordic investors
Léflund, A., see Liljeblom, E.
Marsh, P., see Dimson, E.
Martikainen, T., See Booth, G.G.
Martin, J.S. and A.M. Santomero, Investment opportunities and
corporate demand for lines of credit
Mazumdar, S.C., see Chen, A.H.
Mella-Barral, P., see Fries, S.
Mester, L.J., see Berger, A.N.
Misra, L., see Gupta, A.
Moraleda, J.M. and T.C.F. Vorst, Pricing American interest rate
claims with humped volatility models
Nash, R.C. and J.F. Sinkey, Jr., On competition, risk, and hidden assets
in the market for bank credit cards
Nason, R., see Smith, B.F.
Noe, T.H., see Evans, J.
Nohel, T., see Lee, B.-S.
Okunev, J., see Chiang, R.
Okunev, J., see Goldberg, L.G.
Packer, F., see Cantor, R.
Paladino, G., see Stein, J.L.
Parayre, R., see Guedes, J.
Park, S., Risk-taking behavior of banks under regulation
Perraudin, W., see Fries, S.
Pettway, R.H., see Spiess, D.K.
Pinegar, J.M., see Chang, E.C.
Author Index
Pirotte, H., see Cossin, D.
Popper, H., see Chamberlain, S.
Prakash, A.J., see Chunhachinda, P.
Prisman, E.Z., see Katz, E.
Rai, A., see Allen, L.
Reising, J.J., see Fraser, D.R.
Resti, A., Evaluating the cost-efficiency of the Italian Banking System:
What can be learned from the joint application of parametric and
non-parametric techniques
Roberts, G.S., see Fooladi, I.J.
Robinson, M., see Smith, B.F.
Roden, D.M., see Galloway, T.M.
Rumsey, J., see Halpern, P.
Rydqvist, K., IPO underpricing as tax-efficient compensation
Santomero, A.M., see Allen, F.
Santomero, A.M., see Martin, J.S.
Saunders, A., see Altman, E.I.
Schachter, B., see Chang, E.C.
Schaefer, S.M., see Franks, J.R.
Sercu, P. and X. Wu, The information content in bond model residuals:
An empirical study on the Belgian bond market
Sinkey, J.F., Jr., see Nash, R.C.
Skinner, F., see Fooladi, I.J.
Smith, B.F., R. White, M. Robinson and R. Nason, Intraday volatility
and trading volume after takeover announcements
Smith, P.N., see Clare, A.D.
Spiess, D.K. and R.H. Pettway, The IPO and first seasoned equity sale:
Issue proceeds, owner/managers’ wealth, and the underpricing signal
Spivey, M.F., see Alexander, J.C.
Stapleton, R.C., see Ho, T-.S.
Staunton, M.D., see Franks, J.R.
Stein, J.L. and G. Paladino, Recent developments in international
finance: A guide to research
Stiroh, K.J., The evolution of an industry: US thrifts in the 1990s
Stover, R.D., Early resolution of troubled financial institutions: An
examination of the accelerated resolution program
Subrahmanyam, M.G., see Ho, T.S.
Sweeney, R.J., Do central banks lose on foreign-exchange intervention?
A review article
Tanner, G., A note on economic news and intraday exchange rates
Thomas, S.H., see Clare, A.D.
Thompson, S., Takeover activity among financial mutuals: An analysis
of target characteristics
1766 Author Index
Thornton, J.H., Jr., see Evans J.
Toivanen, O., Economies of scale and scope in the Finnish non-life
insurance industry
Tse, Y., see Booth, G.G.
Uppal, R. and Van Hulle, C., Sovereign debt and the London Club: A
precommitment device for limiting punishment for default
Van Hulle, C., see Uppal, R.
Vetzal, K.R., Stochastic volatility, movements in short term interest
rates, and bond option values
Vorst, T.C.F., see Moraleda, J.M.
Watanabe, T., see Dhillon, U.S.
Wayne Marr, M., see Alexander, J.C.
White, R., see Smith, B.F.
Witt, R.C., see Han, L.-M.
Wong, K.P., On the determinants of bank interest margins under credit
and interest rate risks
Wu, X., see Sercu, P.
Zhang, H., Repeated acquirers in FDIC assisted acquisitions