Table Of Content

Journal of Banking and Finance 16 (1992) 1209-1212. North-Holland Index Afshar, K.A., R.J. Taffler and P.S. Sudarsanam, The effect of corporate divestments on shareholder wealth: The UK experience 115 Allen, L. and A. Saunders, Bank window dressing: Theory and evidence 585 Amoako-Adu, B., M. Rashid and M. Stebbins, Capital gains tax and equity values: Empirical test of stock price reaction to the introduction and reduction of capital gains tax exemption 275 Bagliano, F.-C. and C.A. Favero, Money demand instability, expectations and policy regimes: A note on the case of Italy: 1964-1986 331 Barnhart, S.W. and A.F. Darrat, The effects of monetary targeting on business activity and financial market stability in the United Kingdom 523 Beckers, S., R. Grinold, A. Rudd and D. Stefek, The relative importance of common factors across the European equity markets 75 Bergstrom, C. and K. Rydqvist, Differentiated bids for voting and restricted voting shares in public tender offers 97 Besanko, D. and A.V. Thakor, Banking deregulation: Allocational consequences of relaxing entry barriers 909 Bierwag, G.O., C.J. Corrado and G.G. Kaufman, Durations for portfolios of bonds priced on different term structures 705 Billingsley, R.S. and R.E. Lamy, Regional reciprocal interstate banking: The Supreme Court and the resolution of uncertainty 665 Black, A., P. Fraser and D. Power, UK unit trust performance 1980-1989: A passive time-varying approach 1015 Brewer, E. III and G.D. Koppenhaver, The impact of standby letters of credit on bank risk: A note 1037 Bundt, T.P., T.F. Cosimano and J.A. Halloran, DIDMCA and bank market risk: Theory and evidence 1179 Butler, K.C. and S.J. Malaikah, Efficiency and inefficiency in thinly traded stock markets: Kuwait and Saudi Arabia 197 Cadsby, C.B. and M. Ratner, Turn-of-month and pre-holiday effects on stock returns: Some international evidence 497 Calem, P.S. and J.A. Rizzo, Banks as information specialists: The case of hospital lending 1123 Chang, E.C., G.R. McQueen and J.M. Pinegar, Tests of the nominal contracting hypothesis using stocks and bonds of the same firms 477 Chen, A.H. and S.C. Mazumdar, An instantaneous control model of bank reserves and Federal funds management 1073 Cheung, C.S. and C.C.Y. Kwan, A note on the transmission of public information across international stock markets 831 Choi, J.J., E. Elyasiani and K.J. Kopecky, The sensitivity of bank stock returns to market, interest and exchange rate risks 983 Corhay, A., The intervalling effect bias in beta: A note 61 Corrado, C.J., see G.O. Bierwag 705 Cosimano, T.F., see T.P. Bundt 1179 Dahl, D., see R.E. Shrieves 439 Darrat, A.F., see S.W. Barnhart 523 Davidson, W.N., see S. Sundaram 1097 Diltz, J.D., L.J. Lockwood and S. Min, Sources of wealth loss in new equity issues S11 Duan, J.-C., A.F. Moreau and C.W. Sealey, Fixed-rate deposit insurance and risk- shifting behavior at commercial banks 715 Duca, J.V., US business credit sources, demand deposits, and the ‘missing money’ 567 0378-4266/92/$05.00 © 1992—Elsevier Science Publishers B.V. All rights reserved. 1210 Index Elton, E.J. and M.J. Gruber, Optimal investment strategies with investor liabilities 869 Elyasiani, E., see J.J. Choi 983 Elyasiani, E. and S. Mehdian, Productive efficiency performance of minority and nonminority-owned banks: A nonparametric approach Errunza, V., E. Losq and P. Padmanabham, Tests of integration, mild segmentation and segmentation hypotheses Eun, C.S. and B.G. Resnick, Forecasting the correlation structure of share prices: A test of new models Favero, C.A., see F.-C. Bagliano Fraser, P., see A. Black Fung, H.-G. and S.C. Isberg, The international transmission of Eurodollar and US interest rates: A cointegration analysis Gemmill, G., Political risk and market efficiency: Tests based in British stock and options markets in the 1987 election Girard, J., see A. Steinherr Glascock, J.L., see M.B. Slovin Glass, J.C. and D.G. McKillop, An empirical analysis of scale and scope economies and technical change in an Irish multiproduct banking firm Goldberg, L.G., G.A. Hanweck and T.F. Sugrue, Differential impact on bank valuation of interstate banking law changes Grinold, R., see S. Beckers Gruber, M.J., see E.J. Elton Gup, B.E., see J.T. Lindley Gupta, K.L., Interest rates, income taxes and anticipated inflation: Some new evidence Halloran, J.A., see T.P. Bundt Hanweck, G.A., see L.G. Goldberg Heggestad, A.A. and J.F. Houston, Factors influencing the decisions of bank managers: The evidence from investment portfolios Hein, S.E. and J. Mercado-Mendez, The credit view, financial announcements and interest rate responses 743 Hilliard, J.E. and A.L. Tucker, A note on weekday, intraday, and overnight patterns in the interbank foreign exchange and listed currency options markets 1159 Houston, J.F., see A.A. Heggestad 813 Hudson, J., The impact of the new bankruptcy code upon the average liability of bankrupt firms 351 Isberg, S.C., see H.-G. Fung 757 Johnson, S.A., see M.B. Slovin 1057 de Jong, F., A. Kemna and T. Kloek, A contribution to event study methodology with an application to the Dutch stock market 1] Kaufman, G.G., see G.O. Bierwag 705 Kemna, A., see F. de Jong I] Kendall, S.B., A note on the existence and characteristics of fair deposit insurance premia 289 Kish, R.J. and M. Livingstone, Determinants of the call option on corporate bonds 687 Klein, M. and S.M. Miller, ECU interest rates and ECU basket adjustments: An arbitrage pricing approach 137 Klemkosky, R.C. and B.G. Resnick, A note on the no premature exercise condition of dividend payout unprotected American call options: A clarification 373 Kloek, T., see F. de Jong 11 Kopecky, K.J., see J.J. Choi 983 Koppenhaver, G.D., see E. Brewer, III 1037 Kwan, C.C.Y., see C.S. Cheung 831 Lamy, R.E., see R.S. Billingsley 665 Lasser, D.J., The effect of contemporaneous reserve accounting on the market for Federal funds 1047 Lawrence, E.C., L.D. Smith and M. Rhoades, An analysis of default risk in mobile home credit 299 Lim, G.C., Testing for the fundamental determinants of the long run real exchange rate 625 Index 1211 Lindley, J.T., J.A. Verbrugge, J.E. McNulty and B.E. Gup, Investment policy, financing policy, and performance characteristics of de novo savings and loan associations Livingstone, M., see R.J. Kish Lockwood, L.J., see J.D. Diltz Losq, E., see V. Errunza Madura, J., A.L. Tucker and E. Zarruk, Reaction of bank share prices to the Third- World Debt Reduction Plan Malaikah, S.J., see K.C. Butler Mazumdar, S.C., see A.H. Chen McKillop, D.G., see J.C. Glass McNulty, J.E., see J.T. Lindley McQueen, G.R., see E.C. Chang Mehdian, S., see E. Elyasiani Mercado-Mendez, J., see S.E. Hein Mester, L.J., Traditional and nontraditional banking: An information-theoretic approach Min, S., see J.D. Diltz Mitchell, K. and D.K. Pearce, Discount window borrowing across Federal Reserve districts: Evidence under contemporaneous reserve accounting Molyneux, P. and J. Thornton, Determinants of European bank profitability: A note Moreau, A.F., see J.-C. Duan Miller, S.M., see M. Klein Murphy, A., see A. Sauer Nisbet, M., Put-call parity theory and an empirical test of the efficiency of the London Traded Options Market J. Okunev and M. Tippett, A note on an interest rate immunization strategy Osborne, D.K. and T.S. Zaher, Reserve requirements, bank share prices, and the uniqueness of bank loans Padmanabham, P., see V. Errunza Pearce, D.K., see K. Mitchell Pinegar, J.M., see E.C. Chang Poon, S.-H. and S.J. Taylor, Stock returns and volatility: An empirical study of the UK stock market Pope, P.F., see P.K. Yadav Power, D., see A. Black Rangan, N., see S. Sundaram Rashid, M., see B. Amoako-Adu Ratner, M., see C.B. Cadsby Resnick, B.G., see C.S. Eun Resnick, B.G., see R.C. Klemkosky Rhoades, M., see E.C. Lawrence Rizzo, J.A., see P.S. Calem Rudd, A., see S. Beckers Rydqvist, K., see C. Bergstrom Sauer, A. and A. Murphy, An empirical comparison of alternative models of capital asset pricing in Germany Saunders, A., see L. Allen Sealey, C.W., see J.-C. Duan Sercu, P. and C. Vanhulle, Exchange rate volatility, international trade, and the value of exporting firms Shrieves, R.E. and D. Dahl, The relationship between risk and capital in commercial banks Slovin, M.B., S.A. Johnson and J.L. Glascock, Firm size and the information content of bank loan announcements Smith, L.D., see E.C. Lawrence Spindt, P.A. and R.W. Stolz, Are US Treasury bills underpriced in the primary market? Stapleton, R.C., Introduction to Special Issue on European Capital Markets Stebbins, M., see B. Amoako-Adu Stefek, D., see S. Beckers 1212 Index Steinherr, A. and J. Girard, Derivation of theoretical Ecu yields 1005 Stolz, R.W., see P.A. Spindt 891 Sudarsanam, P.S., see K.A. Afshar 115 Sugrue, T.F., see L.G. Goldberg 1143 Sundaram, S., N. Rangan and W.N. Davidson III, The market valuation effects of the Financial Institutions Reform, Recovery and Enforcement Act of 1989 1097 Taffler, R.J., see K.A. Afshar 115 Taylor, S.J., see S.-H. Poon 37 Thakor, A.V., see D. Besanko 909 Thornton, J., see P. Molyneux 1173 Tippett, M., see J. Okunev 791 Tucker, A.L., see J.E. Hilliard 1159 Tucker, A.L., see J. Madura 853 Ursacki, T. and I. Vertinsky, Choice of entry timing and scale by foreign banks in Japan and Korea 405 Vanhulle, C., see P. Sercu 155 Verbrugge, J.A., see J.T. Lindley 313 Vertinsky, U., see T. Ursacki 405 Yadav, P.K. and P.F. Pope, Intraweek and intraday seasonalities in stock market risk premia: Cash and futures 233 Zaher, T.S., see D.K. Osborne 799 Zarruk, E., see J. Madura 853