Research in banking and finance
Author(s)
Bibliographic Information
Research in banking and finance
JAI , Elsevier Science, 2000-
- v. 1
- v. 2
- v. 3
Available at / 16 libraries
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v. 1338.04/R2066/10100029343,
v. 2338.04/R2066/20200003883, v. 3338.04/R2066/30300030252 -
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Description and Table of Contents
- Volume
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v. 1 ISBN 9780762306855
Description
This volume contains a broad range of papers examining contemporary managerial and public policy issues in finance and banking. Special emphasis is given to financial institutions, instruments and markets. The volume includes papers examining prudential regulations and competition among banking institutions in different countries; the dynamics of stock returns along domestic and international dimensions; and the analysis of debt and equity issuance in the framework of the firm's financing decision. Other papers in the volume provide insight into such timely issues as the global integration of capital markets and the nature and impact of financial crisis at the household and economy-wide level.
Table of Contents
Prudential regulations, restructuring and competition: the case of the Argentine banking industry (T. Burdisso, L. D'Amato). Time-varying conditional skewness and the market risk premium (C.R. Harvey, A. Siddique). Do banking crises permanently lower output? implications for growth theory (P. Evans). Banks forward loan commitments and the effect on real estate development activity (E. Kraizberg). Debt financing and myopia: cause or consequence? (G. Goswami, T.H. Noe and M.J. Rebello). The underpricing of initial public offerings: a general framework (T. Berglund). Capital market integration and exchange-rate regimes in historical perspective (J.R. Lothian). The impact of a dealer's failure on OTC derivatives market liquidity during volatile periods (L.D. Wall, E.W. Tallman and P.A. Abken). The evolution of cost and profit efficiency in the European banking industry (M. Dietsch, L. Weill). The dynamics of international stock index returns (H. Gulen, S. Mayhew). Demographic influences and personal bankruptcies (J.R. Mason). The price and volatility effects of stock option introductions: a reexamination (R. Kabir).
- Volume
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v. 2 ISBN 9780762308446
Description
The second volume of the series contains a combination of theoretical and empirical studies of issues in financial economics, investments, and banking authored by leading researchers in the US and Europe. Specific topics examined include asset pricing, corporate governance, dividend policy, pricing of financial services, portfolio theory, interest rate risk, capital structure, diversification strategies, and credit risk modelling. In addition to theoretical and empirical papers included in the volume, two represent applied articles written from a regulatory perspective by practising regulators.
Table of Contents
On equilibrium asset prices when markets are incomplete (V. Madrigal, S.D. Smith). Managers block-holders and takeovers (S.A. Ravid and M. Spiegel). Monies and Banking (J. Seater). Dividend policy and clientele rationality (L.B. Nelson). Pricing of transaction services: The distortionary effects of taxation (J. Tarkka). Equity returns and inflation: The puzzling long lags (J.R. Lothian, C. McCarthy). Swapping default risk for interest rate risk: The rise of fixed rate mortgage loans in Hong Kong (J. He, M. Lu). Firms' inventory investments, financial conditions and banking crisis (B. Vale). The Dynamics of capital structure: Evidence from Swedish micro and small firms (A. Hasmati). Eggs in too few baskets: The impact of loan concentration on bank-sector systematic risk (B. Wilson, G. Caprio Jr.). Shrinking size premia at the London stock exchange (L. Becchetti, L Cavalo). The risk/return effects of loan portfolio diversification: An empirical test based on Italian banks (A. Resti). Determinants of leverage and access to credit: Evidence on western and eastern European countries (L. Weill). Credit risk in the traditional banking book (C. Zazzara).
- Volume
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v. 3 ISBN 9780762310197
Description
This volume includes papers on topics related to efficiency issues in U.S. and European equity and options markets, as well as the productive efficiency of various types of depository financial institutions. In the capital market context, the book highlights the provisions of efficient trading services in the capital markets and the role of market size, concentration, quality, governance and automation of trading. In the banking perspectives, the volume presents topics related to market integration, dynamic models of bank production, regulatory closure rules for banking firms, risk based insurance premiums in banking, and the economics of the research and development in private firms.
Table of Contents
- What explains the difference between the futures' price and its "fair" value? - evidence from the European exchange, T. Berglund, R. Kabir
- European financial market integration, S. Kleimeier, H. Sander
- efficiency change, technological progress and productivity growth in small thrift institutions - the case of US cooperative banks, E. Elyasiani, et al
- corporate growth options and systematic risk, S. Sarkar
- can we beat the dow? the mirage of growth strategies, L. Becchetti, G. Marini
- risk-return relationship in the banking industry, D.K. Osborne, S.W. Lee
- foreign entry and efficiency - evidence from the Brazilian banking industry, M.R. Vasconcelos, J.R. Fucidji
- trading and stock returns - a re-examination, R.P. Narayanan, et al
- do exchange listings bring the desired improvement in liquidity? observations from the Nordic markets for venture capital and IPOs, P.J. Westerholm
- R&D subsidies and uncertain innovation -do small and large firms respond differently to subsidy changes?, R.K. Goel
- future challenges for securities and derivative markets, M. Malkam ki
- technological development and concentration of stock exchanges in Europe, H. Schmiedel.
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