Journal of Banking & Finance 2003: Vol 27 Index

6 Pages·2003·1.3 MB·English

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BANKING &
FINANCE
Journal of Banking & Finance 27 (2003) 2395-2400
www.elsevier.com/locate/econbase
Author Index
Akhigbe, A. and A.M. Whyte, Changes in market assessments of bank risk following
the Riegle—Neal Act of 1994 27 (2003) 87
Akhigbe, A. and J.E. McNulty, The profit efficiency of small US commercial banks 27 (2003) 307
Ammann, M., A. Kind and C. Wilde, Are convertible bonds underpriced? An analysis
of the French market 27 (2003) 635
Anderson, D.C., see Zhong, M. 27 (2003) 673
Anderson, R.C. and J.M. Bizjak, An empirical examination oft he role of the CEO and
the compensation committee in structuring executive pay 27 (2003) 1323
Bali, T.G., Modeling the stochastic behavior of short-term interest rates: Pricing
implications for discount bonds 27 (2003) 201
Barrios, V.E. and J.M. Blanco, The effectiveness of bank capital adequacy regulation:
A theoretical and empirical approach 27 (2003) 1935
Bartholdy, J.,G.W. Boyle and R.D. Stover, Deposit insurance and the risk premium in
bank deposit rates 27 (2003) 699
Bartolini, L., see Prati, A. 27 (2003) 2045
Bayless, M. and N.R. Jay, Is the performance off irms following seasoned equity issues
anomalous? 27 (2003) 1273
Becchetti, L. and J. Sierra, Bankruptcy risk and productive efficiency in manufacturing
firms 27 (2003) 2099
Benninga, S. and O. Sarig, Risk, returns, and values in the presence of differential
taxation 27 (2003) 1123
Berger, A.N., Q. Dai, S. Ongena and D.C. Smith, To what extent will the banking
industry be globalized? A study of bank nationality and reach in 20 European nations 27 (2003) 383
Bertola, G., see Prati, A. 27 (2003) 2045
Bizjak, J.M., see Anderson, R.C. 27 (2003) 1323
Black, H.A., T.P. Boehm and R.P. DeGennaro, Is there discrimination in mortgage
pricing? The case of overages 27 (2003) 1139
Blanco, J.M., see Barrios, V.E. 27 (2003) 1935
Boehm, T.P., see Black, H.A. 27 (2003) 1139
Boehmer, B. and E. Boehmer, Trading your neighbor’s ETFs: Competition or
fragmentation? 27 (2003) 1667
Boehmer, E., see Boehmer, B. 27 (2003) 1667
Bomfim, A.N., Pre-announcement effects, news effects, and volatility: Monetary policy
and the stock market 27 (2003) 133
Boyle, G.W., see Bartholdy, J. 27 (2003) 699
Brunello, G., C. Graziano and B.M. Parigi, CEO turnover in insider-dominated
boards: The Italian case 27 (2003) 1027
Canhoto, A. and J. Dermine, A note on banking efficiency in Portugal, New vs. Old
banks 27 (2003) 2087
Chan, J., see Otchere, I. 27 (2003) 949
Chang, C.-H., see Prakash, A.J. 27 (2003) 1375
doi: 10.1016/S0378-4266(03)00177-8
2396 Author Index
Chaudhuri, K. and Y. Wu, Random walk versus breaking trend in stock prices:
Evidence from emerging markets 27 (2003) 575
Chen, A.-S., G. Liaw and M.T. Leung, Stock auction bidding behavior and
information asymmetries: An empirical analysis using the discriminatory auction
model framework 27 (2003) 867
Collender, R.N. and S. Shaffer, Local bank office ownership, deposit control, market
structure, and economic growth 27 (2003) 27
Cook, D.O., C.D. Schellhorn and L.J. Spellman, Lender certification premiums 27 (2003) 1561
Cooney Jr., J.W., B. Van Ness and R. Van Ness, Do investors prefer even-eighth
prices? Evidence from NYSE limit orders 27. (2003) 719
Cooper, M.J., W.E. Jackson III and G.A. Patterson, Evidence of predictability in the
cross-section of bank stock returns 27 (2003) 817
Cornett, M.M., G. Hovakimian, D. Palia and H. Tehranian, The impact of the
manager-shareholder conflict on acquiring bank returns 27 (2003) 103
Cumming, D.J. and J.G. MacIntosh, A cross-country comparison of full and partial
venture capital exits 27 (2003) 511
Dahl, D., see Shrieves, R.E. 27 (2003) 1219
Dai, Q., see Berger, A.N. 27 (2003) 383
Darrat, A.F., see Zhong, M. 27 (2003) 673
Darrat, A.F.,S. Rahman and M. Zhong, Intraday trading volume and return volatility
of the DJIA stocks: A note 27 (2003) 2035
Datta, S., M. Iskandar-Datta and K. Raman, Value creation in corporate asset sales:
The role of managerial performance and lender monitoring 27 (2003) 351
Davidson III, W.N., see Singh, M. 27 (2003) 793
Davidson III, W.N., see Szakmary, A. 27 (2003) 2151
DeGennaro, R.P., see Black, H.A. 27 (2003) 1139
Dermine, J., see Canhoto, A. 27 (2003) 2087
de Roon, F.A., T.E. Nijman and B.J.M. Werker, Currency hedging for international
stock portfolios: The usefulness of mean—variance analysis 27 (2003) 327
Drake, L. and M.J.B. Hall, Efficiency in Japanese banking: An empirical analysis 27 (2003) 891
Elston, J.A. and L.G. Goldberg, Executive compensation and agency costs in Germany 27 (2003) 1391
Errunza, V.R. and D.P. Miller, Valuation effects of seasoned global equity offerings 27 (2003) 1611
Espahbodi, H. and P. Espahbodi, Binary choice models and corporate takeover 27 (2003) 549
Espahbodi, P., see Espahbodi, H. 27 (2003) 549
Fangjian, F., see Krishnamurti, C ~ 27 (2003) 1859
Ferris, S.P., K.A. Kim and P. Kitsabunnarat, The costs (and benefits?) of diversified
business groups: The case of Korean chaebols 27 (2003) 251
Goldberg, L.G., see Elston, J.A. 27 (2003) 1391
Graziano, C., see Brunello, G. 27 (2003) 1027
Gropper, D.M. and C.D. Hudson, A note on savings and loan ownership structure and
expense preference: A re-examination 27 (2003) 2003
Gruben, W.C. and R.P. McComb, Privatization, competition, and supercompetition in
the Mexican commercial banking system 27 (2003) 229
Gugler, K., Corporate governance, dividend payout policy, and the interrelation
between dividends, R&D, and capital investment 27 (2003) 1297
Guntay, L., see Unal, H. 27 (2003) 1001
Gunther, J.W. and R.R. Moore, Early warning models in real time 27 (2003) 1979
Guo, L., Inferring market information from the price and quantity of S&L deposits 27 (2003) 2177
Hall, M.J.B., see Drake, L. 27 (2003) 891
Halpern, P. and R. Jennings, Editorial: An overview of the conference sessions 27 (2003) 1605
Hasan, I. and K. Marton, Development and efficiency of the banking sector in a
transitional economy: Hungarian experience 27 (2003) 2249
Hasan, I., M. Malkamaki and H. Schmiedel, Technology, automation, and
productivity of stock exchanges: International evidence 27 (2003) 1743
Author Index 2397
HonohaPn. ,an d D. Klingebiel, The fiscaclos t impliocf aan tacicomomondastin g
approach to banking crises 27 (2003) 1539
Hovakimian, G., see Cornett, M.M. 27 (2003) 103
Huang,Z. , Evidence of a bank lending channel in the UK 27 (2003) 491
Hudson, C.D., see Gropper, D.M. 27 (2003) 2003
Hughes, J.P., W.W. Lang, L.J. Mester, C.-G. Moon and M.S. Pagano, Do bankers
sacrifice value to build empires? Managerial incentives, industry consolidation, and
financial performance 27 (2003) 417
Ioannides, M., A comparison of yield curve estimation techniques using UK data 27 (2003) l
IsiIk., a nd M. Kabir Hassan, Financial deregulatioannd total factor productivity
change: An empirical study of Turkish commercial banks 27 (2003) 1455
Iskandar-Datta, M., see Datta, S. 27 (2003) 351
Jackson III, W.E., see Cooper, M.J. 27 (2003) 817
Jacobson, T. and K. Roszbach, Bank lending policy, credit scoring and value-at-risk 27 (2003) 615
Jacoby, G. and G.S. Roberts, Default- and call-adjusted duration for corporate bonds 27 (2003) 2297
Jay, N.R., see Bayless, M. 27 (2003) 1273
Jennings, R., see Halpern, P. 27 (2003) 1605
Jordan, J.V. and S.A. Mansi, Term structure estimation from on-the-run Treasuries 27 (2003) 1487
Kabir Hassan, M., see Isik, I. 27 (2003) 1455
Kalev, P.S., see Pham, P.K. 27 (2003) 919
Kallberg, J.G. and G.F. Udell, The value of private sector business credit information
sharTihen UgS :cas e 27 (2003) 449
Kam, T.-K., V. Panchapagesan and D.G. Weaver, Competition among markets: The
repoef Raulel 3 90 27 (2003) 1711
Kim, J.K., see Szakmary, A. 27 (2003) 2151
Kim, K.A., see Ferris, S.P. 27 (2003) 251
Kind, A., see Ammann, M. 27 (2003) 635
Kitsabunnarat, P., see Ferris, S.P. 27 (2003) 251
KlingD.e, sbeei Hoenolhan,, P. 27 (2003) 1539
Krishnamurti, C., J.M. Sequeira and F. Fangjian, Stock exchange governance and
market quality 27 (2003) 1859
Kwan, S.H., Impact of deposit rate deregulation in Hong Kong on the market value of
commercial banks 27 (2003) 2231
Kwan, S.H., Operating performance of banks among Asian economies: An international
and time series comparison 27 (2003) 471
Kwok, C.C.Y., see Wu, C. 27 (2003) 1167
Lafuente, J.A. and A. Novales, Optimal hedging under departures from the cost-
of-carry valuation: Evidence from the Spanish stock index futures market 27 (2003) 1053
Lang, W.W., see Hughes, J.P. 27 (2003) 417
Lasfer, M.A., A. Melnik and D.C. Thomas, Short-term reaction of stock markets in
stressful circumstances 27 (2003) 1959
Lau, S.T. and T.H. MclInish, Trading volume and location of trade: Evidence from
Jardine group listings in Hong Kong and Singapore 27 (2003) 1411
Lee, Y.-S., The Fedfuendsr maarkelt a nd the overnight Eurodollar market 27 (2003) 749
Leung, M.T., see Chen, A.-S. 27 (2003) 867
Lewis, C.M., R.J. Rogalski and J.K. Seward, Industry conditions, growth
opportunities and market reactions to convertible debt financing decisions 27 (2003) 153
Li, H. and C.X. Mao, Corporate use of interest rate swaps: Theory and evidence 27 (2003) 1511
Liaw, G., see Chen, A.-S. 27 (2003) 867
Lioui, A. and P. Poncet, International asset allocation: A new perspective 27 (2003) 2203
Loffler, G., The effects of estimation error on measures of portfolio credit risk 27 (2003) 1427
Lu, Q., see Wang, C.K. 27 (2003) 2015
MacIntosh, J.G., see Cumming, D.J. 27 (2003) 511
Madan, D., see Unal, H. 27 (2003) 1001
2398 Author Index
MalkamakM.i, ,se e Hasan,I . 27 (2003) 1743
Mansi, S.A., see Jordan, J.V. 27 (2003) 1487
Mao, C.X., see Li, H. 27 (2003) 1511
Martin, A.D. and L.J. Mauer, Exchange rate exposures of US banks: A cash
flow-based methodology 27 (2003) 851
Marton, K., see Hasan, I. 27 (2003) 2249
Mauer, L.J., see Martin, A.D. 27 (2003) 851
McComb, R.P., see Gruben, W.C. 27 (2003) 229
MclnT.H.i, ssee hLau,, S .T. 27 (2003) 1411
McNulty, J.E., see Akhigbe, A. 27 (2003) 307
Melnik, A., see Lasfer, M.A. 27 (2003) 1959
Mester, L.J., see Hughes, J.P. 27 (2003) 417
Miller, D.P., see Errunza, V.R. 27 (2003) 1611
Minenna, M., Insider trading, abnormal return and preferential information:
Supethrrougvh ai prsobabiilisnticg mo del 27 (2003) 59
Mittoo, U.R., Globalization and the value of US listing: Revisiting Canadian evidence 27 (2003) 1629
Moon, C.-G., see Hughes, J.P. 27 (2003) 417
Moore, R.R., see Gunther, J.W. 27 (2003) 1979
Morey, M.R., Should you carry the load? A comprehensive analysis of load and
no-load mutual fund out-of-sample performance 27 (2003) 1245
Moshirian, F. and G. Szego, Markets and institutions: Global perspectives 27 (2003) 377
Moshirian, F. and G. Szego, Markets andi nstituGltobail opernspsect:iv es 27 (2003) 1213
Nes, R. and J.A. Skjeltorp, Equity trading by institutional investors: Evidence on
order submission strategies 27 (2003) 1779
Nawalkha, S.K., G.M. Soto and J. Zhang, Generalized M/-vector models for hedging
interest rate risk 27 (2003) 1581
Nijman, T.E., see de Roon, F.A. 27 (2003) 327
Nimalendran, M. and G. Petrella, Do ‘thinly-traded’ stocks benefit from specialist
intervention? 27 (2003) 1823
Novales, A., see Lafuente, J.A. 27 (2003) 1053
Nucci, F., Cross-currency, cross-maturity forward exchange premiums as predictors of
spot rate changes: Theory and evidence 27 (2003) 183
Ongena, S., see Berger, A.N. 27 (2003) 383
Oppenheimer, H.R. and S. Sabherwal, The competitive effects of US decimalization:
Evidence from the US-listed Canadian stocks 27 (2003) 1883
Ors, E., see Szakmary, A. 27 (2003) 2151
Otchere, I. and J. Chan, Intra-industry effects of bank privatization: A clinical analysis
of the privatization of the Commonwealth Bank of Australia 27 (2003) 949
Oxelheim, L. and T. Randoy, The impact of foreign board membership on firm value 27 (2003) 2369
Pactwa, T.E., see Prakash, A.J. 27 (2003) 1375
PagM.Sa., snee oHughe,s, J.P. 27 (2003) 417
Palia, D., see Cornett, M.M. 27 (2003) 103
Panchapagesan, V., see Kam, T.-K. 27 (2003) 1711
Parigi, B.M., see Brunello, G. 27 (2003) 1027
Patterson, G.A., see Cooper, M.J. 27 (2003) 817
Petrella, G., see Nimalendran, M. 27 (2003) 1823
Pham, P.K., P.S. Kalev and A.B. Steen, Underpricing, stock allocation, ownership
structure and post-listing liquidity of newly listed firms 27 (2003) 919
Poncet, P., see Lioui,A . 27 (2003) 2203
Poon, W.P.H., Are unsolicited credit ratings biased downward? 27 (2003) 593
Prakash, A.J., C.-H. Chang and T.E. Pactwa, Selecting a portfolio with skewness:
Recent evidence from US, European, and Latin American equity markets 27 (2003) 1375
PratiA.,, L. Bartolini and G. Bertola, The overnight interbank market: Evidence from
the G-7 and the Euro zone 27 (2003) 2045
Author Index 2399
Prior, D., Long- and short-run non-parametric cost frontier efficiency: An application
to Spanish savings banks 27 (2003) 655
Rahman, S., see Darrat, A.F. 27 (2003) 2035
Raman, K., see Datta, S. 27 (2003) 351
Randoy, T., see Oxelheim, L. 27 (2003) 2369
Rime, B. and K.J. Stiroh, The performance of universal banks: Evidence from
Switzerland 27 (2003) 2121
Roberts, G.S., see Jacoby, G. 27 (2003) 2297
Rogalski, R.J., see Lewis, C.M. 27 (2003) 153
Roszbach, K., see Jacobson, T. 27 (2003) 615
Sabherwal, S., see Oppenheimer, H.R. 27 (2003) 1883
Samartin, M., Should bank runs be prevented? 27 (2003) 977
Sarig, O., see Benninga, S. 27 (2003) 1123
Sarkar, S., Early and late calls of convertible bonds: Theory and evidence 27 (2003) 1349
Sarno, L. and D.L. Thornton, The dynamic relationship between the federal funds rate
and the Treasury bill rate: An empirical investigation 27 (2003) 1079
Schellhorn, C.D., see Cook, D.O. 27 (2003) 1561
Schmiedel, H., see Hasan,I . 27 (2003) 1743
Sequeira, J.M., see Krishnamurti, C. 27 (2003) 1859
Seward, J.K., see Lewis, C.M. 27 (2003) 153
Shaffer, S., see Collender, R.N. 27 (2003) 27
Shrieves, R.E. and D. Dahl, Discretionary accounting and the behavior of Japanese
banks under financiduarles s 27 (2003) 1219
Siddique, A.R., Common asset pricing factors in volatilities and returns in futures
markets 27 (2003) 2347
SierrJ.a, ,s ee Becchetti, L. 27 (2003) 2099
Singh, M. and W.N. Davidson III, Agency costs, ownership structure and corporate
governance mechanisms 27 (2003) 793
Skjeltorp, J.A., see Nes, R. 27 (2003) 1779
Smith, D.C., see Berger, A.N. 27 (2003) 383
Soto, G.M., see Nawalkha, S.K. 27 (2003) 1581
SpelL.Jl., mseea Conok,, D. O. 27 (2003) 1561
Steen, A.B., see Pham, P.K. 27 (2003) 919
Stiroh, K.J., see Rime, B. 27 (2003) 2121
Stouraitis, A., Acquisition premiums when investment banks invest their own money in
the deals they advise and when they do not: Evidence from acquisitions of assets in
the UK 27 (2003) 1917
Stover, R.D., see Bartholdy, J. 27 (2003) 699
Sullivan, M.J., see Unite, A.A. 27 (2003) 2323
Sun, Q. and Y. Yan, Skewness persistence with optimal portfolio selection 27 (2003) 1111
Szakmary, A., E. Ors, J.K. Kim and W.N. Davidson II, The predictive power of
implied volatility: Evidence from 35 futures markets 27 (2003) 2151
SzeG., gsee oMosh,iria n, F. 27 (2003) 377
Szego, G., see Moshirian,F . 27 (2003) 1213
Tehranian, H., see Cornett, M.M. 27 (2003) 103
Thomas, D.C., see Lasfer, M.A. 27 (2003) 1959
ThorDn.L.,t soee nSarn,o, L. 27 (2003) 1079
Tse, Y.K. and P.S.L. Yip, The impacts of Hong Kong’s Currency Board reforms on
the interbank market 27 (2003) 2273
Udell, G.F., see Kallberg, J.G. 27 (2003) 449
Unal, H., D. Madan and L. Giintay, Pricing the risk of recovery in default with
absolute priority rule violation 27 (2003) 1001
Unite, A.A. and M.J. Sullivan, The effect of foreign entry and ownership structure on
the Philippine domestic banking market 27 (2003) 2323
2400 Author Index
van Bommel, J. and T. Vermaelen, Post-IPO capital expenditures and market feedback 27 (2003) 275
Van Ness, B., see CoonJre., yJ. W. 27 (2003) 719
Van Ness, R., see Cooney Jr., J.W. 27 (2003) 719
Vermaelen, T., see van Bommel, J. 27 (2003) 275
Wang, C.K., K. Wang and Q. Lu, Effects of venture capitalists’ participation in listed
companies 27 (2003) 2015
Wang, K., see Wang, C.K. 27 (2003) 2015
Weaver, D.G., see Kam, T.-K. 27 (2003) 1711
Werker, B.J.M., see de Roon, F.A. 27 (2003) 327
Whyte, A.M., see Akhigbe, A. 27 (2003) 87
Wilde, C., see Ammann,M . 27 (2003) 635
Williams, B., Domestic and international determinants of bank profits: Foreign banks
in Australia 27 (2003) 1185
Wu, C. and C.C.Y. Kwok, The pricing of global and domestic initial public offerings
by US companies 27 (2003) 1167
Wu, Y., see Chaudhuri, K. 27 (2003) 575
Yan, Y., see Sun, Q. 27 (2003) 1111
Yip, P.S.L., see Tse, Y.K. 27 (2003) 2273
Zhang, J., see Nawalkha, S.K. 27 (2003) 1581
Zhong, M., see Darrat, A.F. 27 (2003) 2035
Zhong, M., A.F. Darrat and D.C. Anderson, Do US stock prices deviate from their
fundamental values? Some new evidence 27 (2003) 673