Table Of Content

Journal of BANKING & FINANCE Journal of Banking & Finance 23 (1999) 1907-1911 www.elsevier.com/locate/econbase Author Index Abhyankar, A. and A. Dunning, Wealth effects of convertible bond and convertible preference share issues: An empirical analysis of the UK market 23 (1999) 1043 Aggarwal, R., I. Gray and H. Singer, Capital raising in the offshore market 23 (1999) 1181 Akhigbe, A. and J. Madura, Intra-industry signals embedded in bank acquisition announcements 23 (1999) 1637 Amel, D.F. and T.H. Hannan, Establishing banking market definitions through estimation of residual deposit supply equations 23 (1999) 1667 Avery, R.B., R.W. Bostic, P.S. Calem and G.B. Canner, Consolidation and bank branching patterns 23 (1999) 497 Avkiran, N.K., The evidence on efficiency gains: The role of mergers and the benefitto sth e public 23 (1999) 991 Baytas, A. and N. Cakici, Do markets overreact: International evidence 23 (1999) 1121 Berger, A.N., R.S. Demsetz and P.E. Strahan, The consolidation of the financial services industry: Causes, consequences, and implications for the future 23 (1999) 135 Blum, J., Do capital adequacy requirements reduce risks in banking? 23 (1999) 755 Boot, A.W.A., European lessons on consolidation in banking 23 (1999) 609 Boot, A.W.A., see Milbourn, T.T. 23 (1999) 195 Bostic, R.W., see Avery, R.B. 23 (1999) 497 Boyd, J.H., Expansion of commercial banking powers ... or, universal banking is the cart, not the horse 23 (1999) 655 Brealey, R.A. and S. Kwan, Personal taxes and the time variation of stock returns — evidence from the UK 23 (1999) 1557 Brockman, P. and D.Y. Chung, An analysis of depth behavior in an electronic, order-driven environment 23 (1999) 1861 Cakici, N., see Baytas, A. 23 (1999) 1121 Calem, P.S., see Avery, R.B. 23 (1999) 497 Calomiris, C.W., Building an incentive-compatible safety net 23 (1999) 1499 Calomiris, C.W., Gauging the efficiency of bank consolidation during a merger wave 23 (1999) 615 Calomiris, C.W., Lessons from the Tequila Crisis for successful financial liberalization 23 (1999) 1457 Canner, G.B., see Avery, R.B. 23 (1999) 497 Capote, H., Policymakers roundtable 23 (1999) 1549 Carter, D.A., see Sinkey Jr, J.F. 23 (1999) 1725 Cavallo, D., Policymakers roundtable 23 (1999) 1535 Chang, E.C., J.W. Cheng and J.M. Pinegar, Does futures trading increase stock market volatility? The case of the Nikkei stock index futures markets 23 (1999) 727 0378-4266/99/$ - see front matter © 1999 Elsevier Science B.V. All rights reserved. PII: S0378-4266(99)00106-5 1908 Author Index Chen, C.R., N.J. Mohan and T.L. Steiner, Discount rate changes, stock market returns, volatility, and trading volume: Evidence from intraday data and implications for market efficiency 23 (1999) 897 Cheng, J.W., see Chang, E.C. 23 (1999) 727 Choi, J.J., S. Hauser and K.J. Kopecky, Does the stock market predict real activity? Time series evidence from the G-7 countries 23 (1999) 1771 Chung, D.Y., see Brockman, P. 23 (1999) 1861 Clouse, J.A. and J.P. Dow Jr, Fixed costs and the behavior of the federal funds rate 23 (1999) 1015 Conover, C.M., G.R. Jensen and R.R. Johnson, Monetary environments and international stock returns 23 (1999) 1357 Cummins, J.D., S. Tennyson and M.A. Weiss, Consolidation and efficiency in the US life insurance industry 23 (1999) 325 D’Auria, C., A. Foglia and P. Marullo Reedtz, Bank interest rates and credit relationships in Italy 23 (1999) 1067 Das, S.R. and A. Nanda, A theory of banking structure 23 (1999) 863 Degryse, H., The total cost of trading Belgian shares: Brussels versus London 23 (1999) 1331 Demsetz, R.S., see Berger, A.N. 23 (1999) 135 Dermine, J., see Lajeri, F. 23 (1999) 939 Detzler, M.L., The performance of global bond mutual funds 23 (1999) 1195 DeYoung, R., L.G. Goldberg and L.J. White, Youth, adolescence and maturity at banks: Credit availability to small business in an era of banking consolidation 23 (1999) 463 Di Giorgio, G., Financial development and reserve requirements 23 (1999) 1031 Dimson, E. and M. Mussavian, Three centuries of asset pricing 23 (1999) 1745 Doukas, J., P.H. Hall and L.H.P. Lang, The pricing of currency risk in Japan 23 (1999) 1 Dow Jr, J.P., see Clouse, J.A. 23 (1999) 1015 Duan, J.-C. and M.-T. Yu, Capital standard, forbearance and deposit insurance pricing under GARCH 23 (1999) 1691 Dunning, A., see Abhyankar, A. 23 (1999) 1043 Eisenbeis, R.A., Comment on Peek, Rosengren, and Kasirye 23 (1999) 605 Esty, B., B. Narasimhan and P. Tufano, Interest-rate exposure and bank mergers 23 (1999) 255 Ferrier, G.D., Comment on Hughes, Lang, Mester, and Moon and Cummins, Tennyson, and Weiss 23 (1999) 358 Fields, L.P. and D.R. Fraser, On the compensation implications of commercial bank entry into investment banking 23 (1999) 1261 Flannery, M., Comment on Milbourn, Boot, and Thakor 23 (1999) 215 Foglia, A., see D’Auria, C. 23 (1999) 1067 Fraser, D.R., see Fields, L.P. 23 (1999) 1261 Fried, H.O., C.A.K. Lovell and S. Yaisawarng, The impact of mergers on credit union service provision 23 (1999) 367 Garcia-Marco, T. and C. Ocajia, The effect of bank monitoring on the investment behavior of Spanish firms 23 (1999) 1579 Goldberg, L.G., see DeYoung, R. 23 (1999) 463 Gray, I., see Aggarwal, R. 23 (1999) 1181 Guo, L., When and why did FSLIC resolve insolvent thrifts? 23 (1999) 955 Hadlock, C., J. Houston and M. Ryngaert, The role of managerial incentives in bank acquisitions 23 (1999) 221 Hall, P.H., see Doukas, J. 23 (1999) 1 Author Index Hancock, D., D.B. Humphrey and J.A. Wilcox, Cost reductions in electronic payments: The roles of consolidation, economies of scale, and technical change 23 (1999) 391 Hannan, T.H., see Amel, D.F. 23 (1999) 1667 Hartmann, P., Trading volumes and transaction costs in the foreign exchange market: Evidence from daily dollar—yen spot data 23 (1999) 801 Hauser, S., see Choi, J.J. 23 (1999) 1771 Haynes, M. and S. Thompson, The productivity effects of bank mergers: Evidence from the UK building societies 23 (1999) 825 Hendricks, D.E., Comment on Hancock, Humphrey, and Wilcox 23 (1999) 422 Houge, T. and T. Loughran, Growth fixation and the performance of bank initial public offerings, 1983-1991 23 (1999) 1277 Houston, J., see Hadlock, C. 23 (1999) 221 Hubbard, R.G., Comment on Hadlock, Houston, and Ryngaert 23 (1999) 250 Hughes, J.P.. W.W. Lang, L.J. Mester and C. Moon, The dollars and sense of bank consolidation 23 (1999) Humphrey, D.B., see Hancock, D. 23 (1999) Indro, D.C., R.T. Leach and W.Y. Lee, Sources of gains to shareholders from bankruptcy resolution 23 (1999) Jain, B.A. and O. Kini, On investment banker monitoring in the new issues market 23 (1999) James, C., Comment on Esty, Narasimhan, and Tufano 23 (1999) 286 Jayaratne, J. and J. Wolken, How important are small banks to small business lending? New evidence from a survey of small firms 23 (1999) 427 Jensen, G.R., see Conover, C.M. 23 (1999) 1357 Johnson, R.R., see Conover, C.M. 23 (1999) 1357 Kane, E.J., Implications of superhero metaphors for the issue of banking powers 23 (1999) 663 Karels, G.V. and C.A. McClatchey, Deposit insurance and risk-taking behavior in the credit union industry 23 (1999) 105 Kashyap, A.K., What should regulators do about merger policy? 23 (1999) 623 Kasirye, F., see Peek, J. 23 (1999) 579 Kiguel, M., Policymakers roundtable 23 (1999) 1545 Kini, O., see Jain, B.A. 23 (1999) 49 Kopecky, K.J., see Choi, J.J. 23 (1999) 1771 Kroszner, R.S., Comment on Saunders, and Wilson 23 (1999) 572 Kwan, C.C.Y., A note on market-neutral portfolio selection 23 (1999) 773 Kwan, S., see Brealey, R.A. 23 (1999) 1557 Kwast, M.L., Bank mergers: What should policymakers do? 23 (1999) 629 Lajeri, F. and J. Dermine, Unexpected inflation and bank stock returns: The case of France 1977-1991 23 (1999) 939 Lang, L.H.P., see Doukas, J. 23 (1999) l Lang, W.W., see Hughes, J.P. 23 (1999) 291 Leach, R.T., see Indro, D.C. 23 (1999) 21 Leal, R.P.C., see Ratner, M. 23 (1999) 1887 Lee, S.-J. and M.L. Smith, Property-casualty insurance guaranty funds and insurer vulnerability to misfortune 23 (1999) 1437 Lee, W.Y., see Indro, D.C. 23 (1999) 21 Lee, Y.-T., J.-C. Lin and Y.-J. Liu, Trading patterns of big versus small players in an emerging market: An empirical analysis 23 (1999) 701 Lin, J.-C., see Lee, Y.-T. 23 (1999) 701 1910 Author Index Liu, Y.-J., see Lee, Y.-T. 23 (1999) 701 Los, C.A., Galton’s Error and the under-representation of systematic risk 23 (1999) 1793 Loughran, T., see Houge, T. 23 (1999) 1277 Lovell, C.A.K., see Fried, H.O. 23 (1999) 367 Madura, J., see Akhigbe, A. 23 (1999) 1637 Malliaris, A.G. and J.L. Stein, Methodological issues in asset pricing: Random walk or chaotic dynamics 23 (1999) 1605 Marullo Reedtz, P., see D'Auria, C. 23 (1999) 1067 McClatchey, C.A., see Karels, G.V. 23 (1999) 105 McTeer Jr, R.D., Policymakers roundtable 23 (1999) 1553 Mester, L.J., see Hughes, J.P. 23 (1999) 291 Milbourn, T.T., A.W.A. Boot and A.V. Thakor, Megamergers and expanded scope: Theories of bank size and activity diversity 23 (1999) 195 Mishkin, F.S., Financial consolidation: Dangers and opportunities 23 (1999) 675 Mishkin, F.S., Lessons from the Tequila Crisis 23 (1999) 1521 Miyazaki, K. and M. Saito, On the market risk involved in the public financial system in Japan: A theoretical and numerical investigation 23 (1999) 1243 Mohan, N.J., see Chen, C.R. 23 (1999) 897 Moon, C., see Hughes, J.P. 23 (1999) 291 Mosebach, M., Market response to banks granting lines of credit 23 (1999) 1707 Mussavian, M., see Dimson, E. 23 (1999) 1745 Nanda, A., see Das, S.R. 23 (1999) 863 Narasimhan, B., see Esty, B. 23 (1999) 255 Ocana, C., see Garcia-Marco, T. 23 (1999) 1579 Park, C.W., Maturity structure of public debt and expected bond returns 23 (1999) 1407 Patil, A.A., see Sankaran, J.K. 23 (1999) 1655 Peek, J., E.S. Rosengren and F. Kasirye, The poor performance of foreign bank subsidiaries: Were the problems acquired or created? 23 (1999) 579 Peiro, A., Skewness in financial returns 23 (1999) 847 Pena, I., G. Rubio and G. Serna, Why do we smile? On the determinants of the implied volatility function 23 (1999) 1151 Peristiani, S., Comment on Fried, Lovell, and Yaisawarng 23 (1999) 387 Petersen, M.A., Comment on Jayaratne and Wolken 23 (1999) 459 Pinegar, J.M., see Chang, E.C. 23 (1999) 727 Pou, P., Policymakers roundtable 23 (1999) 1542 Ratner, M. and R.P.C. Leal, Tests of technical trading strategies in the emerging equity markets of Latin America and Asia 23 (1999) 1887 Ravid, S.A. and M. Spiegel, Toehold strategies, takeover laws and rival bidders 23 (1999) 1219 Rosen, R., Comment on DeYoung, Goldberg, and White 23 (1999) 493 Rosengren, E.S., see Peek, J. 23 (1999) 579 Rubio, G., see Pena, I. 23 (1999) 1151 Rudolf, M., H.-J. Wolter and H. Zimmermann, A linear model for tracking error minimization 23 (1999) 85 Ryngaert, M., see Hadlock, C. 23 (1999) 221 Saito, M., see Miyazaki, K. 23 (1999) 1243 Sankaran, J.K. and A.A. Patil, On the optimal selection of portfolios under limited diversification 23 (1999) 1655 Santomero, A.M., Bank mergers: What’s a policymaker to do 23 (1999) 637 Santos, J.A.C., Bank capital and equity investment regulations 23 (1999) 1095 Sargent, T.J., A primer on monetary and fiscal policy 23 (1999) 1463 Saunders, A., Consolidation and universal banking 23 (1999) 693 Author Index 1911 Saunders, A. and B.K. Wilson, The impact of consolidation and safety-net support on Canadian, US and UK banks: 1893-1992 23 (1999) 537 Serna, G., see Pena, I. 23 (1999) 1151 Shaffer, S., The discount window and credit availability 23 (1999) 1383 Shaffer, S., see Westley, G.D. 23 (1999) 1303 Singer, H., see Aggarwal, R. 23 (1999) 1181 Sinkey, Jr., J.F. and D.A. Carter, The reaction of bank stock prices to news of derivatives losses by corporate clients 23 (1999) 1725 Smith, M.L., see Lee, S.-J. 23 (1999) 1437 Solomon, E.H., What should regulators do about consolidation and electronic money? 23 (1999) 645 Spiegel, M., see Ravid, S.A. 23 (1999) 1219 Stein, J.L., see Malliaris, A.G. 23 (1999) 1605 Steiner, T.L., see Chen, C.R. 23 (1999) 897 Stockman, A.C., Choosing an exchange-rate system 23 (1999) 1483 Strahan, P.E., see Berger, A.N. 23 (1999) 135 Tennyson, S., see Cummins, J.D. 23 (1999) 325 Thakor, A.V., Information technology and financial services consolidation 23 (1999) 697 Thakor, A.V., see Milbourn, T.T. 23 (1999) 195 Thompson, S., see Haynes, M. 23 (1999) 825 Tse, Y., Round-the-clock market efficiency and home bias: Evidence from the international Japanese government bonds futures markets 23 (1999) 1831 Tufano, P., see Esty, B. 23 (1999) 255 Udell, G.F., Comment on Avery, Bostic, Calem, and Canner 23 (1999) 533 Valnek, T., The comparative performance of mutual building societies and stock retail banks 23 (1999) 925 Weiss, M.A., see Cummins, J.D. 23 (1999) 325 Westley, G.D. and S. Shaffer, Credit union policies and performance in Latin America 23 (1999) 1303 White, L.J., see DeYoung, R. 23 (1999) 463 Wilcox, J.A., see Hancock, D. 23 (1999) 391 Wilson, B.K., see Saunders, A. 23 (1999) 537 Wolken, J., see Jayaratne, J. 23 (1999) 427 Wolter, H.-J., see Rudolf, M. 23 (1999) 85 Yaisawarng, S., see Fried, H.O. 23 (1999) 367 Yu, M.-T., see Duan, J.-C. 23 (1999) 1691 Zimmermann, H., see Rudolf, M. 23 (1999) 85