Journal of Banking and Finance

Forecasting losses on a liquidating long-term loan portfolio
pp. 959-985(27)
Authors: Smith L.D.; Lawrence E.C.

Data frequency and the number of factors in stock returns
pp. 987-1003(17)
Authors: Huang R.D.; Jo H.

Self-tender offers: The effects of free cash flow, cash flow signalling, and the measurement of Tobin's q
pp. 1005-1023(19)
Authors: Perfect S.B.; Peterson D.R.; Peterson P.P.

Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts' forecasts
pp. 1025-1046(22)
Authors: Kee H.C.; McInish T.H.; Wood R.A.; Wyhowski D.J.

Another look on bond market seasonality: a note
pp. 1047-1054(8)
Authors: Kam C.C.; H. K.W.

Tests for tax-clientele and tax-option effects in U.S. treasury bonds
pp. 1055-1072(18)
Authors: Ehrhardt M.C.; Jordan J.V.; Prisman E.Z.

Separating the likelihood and timing of bank failure
pp. 1073-1089(17)
Authors: Cole R.A.; Gunther J.W.

Deposit insurance and bank interest rate risk: Pricing and regulatory implications
pp. 1091-1108(18)
Authors: Jin-Chuan D.; Moreau A.F.; Sealey C.W.

Forbearance, deposit insurance pricing, and incentive compatible bank regulation
pp. 1109-1130(22)
Authors: Nagarajan S.; Sealey C.W.