[PDF] Top 20 Directory UMM :Data Elmu:jurnal:J-a:Journal Of Banking And Finance:Vol24.Issue3.2000:

... vast and is primarily con- cerned with the e€ect that bank failures (or de facto failures such as Conti- nental Illinois Bank in 1984) have on the ®nancial ...system. A comprehensive review of this ... Lihat dokumen lengkap

... form and content implications of the put option prices for the strategic decision to sell life insurance business is empirically investigated by utilising liability, asset and return data ... Lihat dokumen lengkap

... adopting a tracking structure are shared with other forms of equity restructuring, there are several distinctive features of tracking ...First, a tracking structure preserves an internal ... Lihat dokumen lengkap

... ILG and the non-linked gilt ...treatment of linked and non-linked gilts over this period argues for an approach that explicitly distinguishes between the respective marginal tax rates of each ... Lihat dokumen lengkap

... comparisons of compound return-standard deviation plots and statistical comparisons of Jensen Õ s alpha suggest that the reduction in return is not worth the reduction in risk, particularly since ... Lihat dokumen lengkap

... periods of extreme price movements, equity return dispersions for the US and Hong Kong continue to increase linearly, hence providing evidence against the presence of herd ...Christie and ... Lihat dokumen lengkap

... X-ineciencies and technical change results (parameter estimates are given in Appendix ...risk and quality factors con¯ict with the re- sults from previous studies on Japanese banking in that we ®nd ... Lihat dokumen lengkap

... branches of the banking literature: moral hazard models focusing on con¯icts between debt- holders and shareholders and delegated monitoring models in which banks monitor borrowing ®rms on ... Lihat dokumen lengkap

... all of ®nance as well as a large part of macroeconomics has been based on the assumption of a Rational Expectations Equilibrium ...rules of conditional probability (Bayes' ... Lihat dokumen lengkap

... explanation of index return autocorrelation is non- synchronous trading (Fischer, 1966; Scholes and Willams, ...In a pure non-synchronous trading model, it is assumed that stock returns are continu- ... Lihat dokumen lengkap

... hypothesis of the term structure, interest rates for long maturities should be equal to a geometric mean of expected future short-term interest ...in a long-term equilibrium relationship ... Lihat dokumen lengkap

... the data do not reveal the ®xed-rate versus ¯oating-rate ...frame of the sample period was before data on a ®rm Õ s swap usage were required to be more widely reported with SFAS 105 and ... Lihat dokumen lengkap

... price of the nearest FTSE100 contract is obtained for every transaction carried ...These data were obtained from LIFFE. The contract is changed when the volume of trading in the next nearest contract ... Lihat dokumen lengkap

... haviour and market ...taneously a€ected both, we may not infer that any association between them should be regarded as causality, in either ...conduct and this reduction on market concentration, ... Lihat dokumen lengkap

... rates of return during the same post-event interval of 250 days after the ...(1991) and Foerster and Karolyi (1998a,b). 34 We use a 21 trading day month to measure abnormal returns ... Lihat dokumen lengkap

... existence of abnormal returns around election dates is that the e€ect is concentrated in countries where information about the government and its policies is not usually readily ...`free'. A country ... Lihat dokumen lengkap

... monitor and correct managerial failure depend not only on the concentration of ownership, but also on its nature (category of ...classes of owners may value control di€erently as the source ... Lihat dokumen lengkap

... ratios of liquid liabilities and value traded to GDP are positive and signi®cant when included separately, yet the positive coecient on the ratio of market capitalization to GDP has a ... Lihat dokumen lengkap

... supply of A-shares, which caused these shares to be ...the A shares, it is not easy to explain why H shares would trade at a smaller discount than B ...management and good pro®t ...SEHK ... Lihat dokumen lengkap

... themes and provide a wealth of data, the treatments vary substantially across countries, which often makes it hard to ®nd comparable ...general, a short article providing a ... Lihat dokumen lengkap