Available online at www.sciencedirect.com Journal of SCIENCE @errecr BANKING & FINANCE Journal of Banking & Finance 28 (2004) 3187-3194 www.elsevier.com/locate/econbase Author Index Agrawal, D., see Elton, E.J. 28 (2004) 2747 Alexander, C., Normal mixture diffusion with uncertain volatility: Modelling short- and long-term smile effects 28 (2004) 2957 Allayannis, G. and A. Mozumdar, The impact of negative cash flow and influential observations on investment—cash flow sensitivity estimates 28 (2004) 901 Allen, L., G. DeLong and A. Saunders, Issues in the credit risk modeling of retail markets 28 (2004) 727 Altman, E.I. and H.A. Rijken, How rating agencies achieve rating stability 28 (2004) 2679 Amato, J.D. and C.H. Furfine, Are credit ratings procyclical? 28 (2004) 2641 Amel, D., C. Barnes, F. Panetta and C. Salleo, Consolidation and efficiency in the financial sector: A review of the international evidence 28 (2004) 2493 Amihud, Y. and A. Wohl, Political news and stock prices: The case of Saddam Hussein contracts 28 (2004) 1185 Atanasova, C.V. and N. Wilson, Disequilibrium in the UK corporate loan market 28 (2004) 595 Avery, R.B., P.S. Calem and G.B. Canner, Consumer credit scoring: Do situational circumstances matter? 28 (2004) 835 Banasik, J., see Crook, J. 28 (2004) 857 Barnes, C., see Amel, D. 28 (2004) 2493 Barron, O.E. and J.M. Karpoff, Information precision, transaction costs, and trading volume 28 (2004) 1207 Bauer, W. and M. Ryser, Risk management strategies for banks 28 (2004) 331 Beccalli, E., Cross-country comparisons of efficiency: Evidence from the UK and Italian investment firms 28 (2004) 1363 Beck, T. and R. Levine, Stock markets, banks, and growth: Panel evidence 28 (2004) 423 Beine, M., Conditional covariances and direct central bank interventions in the foreign exchange markets 28 (2004) 1385 Benninga, S.Z. and C.M. Oosterhof, Hedging with forwards and puts in complete and incomplete markets 28 (2004) l Berlin, M. and L.J. Mester, Editorial: Retail credit risk management and measurement: An introduction to the special issue 28 (2004) 721 Bhabra, H.S., see Tirtiroglu, D. 28 (2004) 2237 Bolliger, G., The characteristics of individual analysts’ forecasts in Europe 28 (2004) 2283 Bostic, R.W. and B.L. Robinson, The impact of CRA agreements on community banks 28 (2004) 3069 Bourghelle, D. and F. Declerck, Why markets should not necessarily reduce the tick size 28 (2004) 373 Brooks, R., R.W. Faff, D. Hillier and J. Hillier, The national market impact of sovereign rating changes 28 (2004) 233 Buch, C.M. and G. DeLong, Cross-border bank mergers: What lures the rare animal? 28 (2004) 2077 Calem, P.S., see Avery, R.B. 28 (2004) 835 doi:10.1016/S0378-4266(04)00172-4 3188 Author Index Calem, P.S. and M. LaCour-Little, Risk-based capital requirements for mortgage loans 28 (2004) 647 Canner, G.B., see Avery, R.B. 28 (2004) 835 Cantor, R., Editorial: An introduction to recent research on credit ratings 28 (2004) 2565 Carow, K.A., S.R. Cox and D.M. Roden, Mutual holding companies: Evidence of conflicts of interest through disparate dividends 28 (2004) 277 Casu, B., C. Girardone and P. Molyneux, Productivity change in European banking: A comparison of parametric and non-parametric approaches 28 (2004) 2521 Cebenoyan, A.S. and P.E. Strahan, Risk management, capital structure and lending at banks 28 (2004) 19 Chang, S.-C., S.-S. Chen and Y. Liu, Why firms use convertibles: A further test of the sequential-financing hypothesis 28 (2004) 1163 Charoenwong, C., see Chung, K.H. 28 (2004) 2981 Charupat, N. and E.Z. Prisman, An essay on financial innovation: The case of instalment receipts 28 (2004) 129 Chatterjee, S., U.S. Dhillon and G.G. Ramirez, Debtor-in-possession financing 28 (2004) 3097 Chen, S.-S., see Chang, S.-C. 28 (2004) 1163 Christensen, J.H.E., E. Hansen and D. Lando, Confidence sets for continuous-time rating transition probabilities 28 (2004) 2575 Chung, K.H., C. Charoenwong and D.K. Ding, Penny pricing and the components of spread and depth changes 28 (2004) 2981 Cook, D.O., A. Hogan and R. Kieschnick, A study of the corporate governance of thrifts 28 (2004) 1247 Cooney Jr., J.W. and R.W. Sias, Informed trading and order type 28 (2004) 1711 CovrVi. gan,d L. Ng, Volume autocorinfrormaetioln, aantd iinvesotorn tr,adi ng 28 (2004) 2155 Cowan, A.M. and C.D. Cowan, Default correlation: An empirical investigation of a subprime lender 28 (2004) 753 Cowan, C.D., see Cowan, A.M. 28 (2004) 753 Cox, S.R., see Carow, K.A. 28 (2004) 277 Crespi, R., M.A. Garcia-Cestona and V. Salas, Governance mechanisms in Spanish banks. Does ownership matter? 28 (2004) 2311 Crook, J. and J. Banasik, Does reject inference really improve the performance of application scoring models? 28 (2004) 857 Cummins, J.D., M. Rubio-Misas and H. Zi, The effect of organizational structure on efficiency: Evidence from the Spanish insurance industry 28 (2004) 3113 Cunado Eizaguirre, J., J. Gomez Biscarri and F. Perez de Gracia Hidalgo, Structural changes in volatility and stock market development: Evidence for Spain 28 (2004) 1745 Dahlquist, M. and G. Robertsson, A note on foreigners’ trading and price effects across firms 28 (2004) 615 Danielsson, J., H.S. Shin and J.-P. Zigrand, The impact of risk regulation on price dynamics 28 (2004) 1069 Darrat, A.F., see Zhong, M. 28 (2004) 3037 Deaves, R., Data-conditioning biases, performance, persistence and flows: The case of Canadian equity funds 28 (2004) 673 Declerck, F., see Bourghelle, D. 28 (2004) 373 DeLong, G., see Allen, L. 28 (2004) 727 DeLG.o, snee Bguch,, C .M. 28 (2004) 2077 Devos, E., see Tse, Y. 28 (2004) 63 Dhillon, U.S:, see Chatterjee, S. 28 (2004) 3097 Dietsch, M. and J. Petey, Should SME exposures be treated as retail or corporate exposures? A comparative analysis of default probabilities and asset correlations in French and German SMEs 28 (2004) 773 Ding, D.K., see Chung, K.H. 28 (2004) 2981 Author Index 3189 Diro Ejara, D., and C. Ghosh, Underpricing and aftermarket performance of American depositary receipts (ADR) IPOs 28 (2004) 3151 Dobeli, B. and P. Vanini, An analysis of IMF-induced moral hazard 28 (2004) 2933 Elton, E.J., M.J. Gruber, D. Agrawal and C. Mann, Factors affecting the valuation of corporate bonds 28 (2004) 2747 Episcopos, A., The implied reserves of the Bank Insurance Fund 28 (2004) 1617 Ergungor, O.E., Market- vs. bank-based financial systems: Do rights and regulations 28 (2004) 2869 really matter? 28 (2004) 107 Escribano, A., see Pascual, R. 28 (2004) 1469 Estrella, A., The cyclical behavior of optimal bank capital FabbrDi. ,an d M. Padula, Does poor legal enforcement make households credit- constrained? 28 (2004) 2369 Faff, R.W., see Brooks, R. 28 (2004) 233 Feng, F., Q. Sun and W.H.S. Tong, Do government-linked companies underperform? 28 (2004) 2461 Fernandez de Guevara, J., see Maudos, J. 28 (2004) 2259 Fleming, W.H. and J.L. Stein, Stochastic optimal control, international finance and debt 28 (2004) 979 Francois, P. and G. Hiibner, Credit derivatives with multiple debt issues 28 (2004) 997 Frino, A., D. Johnstone and H. Zheng, The propensity for local traders in futures markets to ride losses: Evidence of irrational or rational behavior? 28 (2004) 353 Furfine, C.H., see Amato, J.D. 28 (2004) 2641 Garcia, P., see Pennings, J.M.E. 28 (2004) 951 Garcia-Cestona, M.A., see Crespi, R. 28 (2004) 2311 GhoCs., hsee, Di ro Ejara,D . 28 (2004) 3151 Gibson, R. and N. Mougeot, The pricing of systematic liquidity risk: Empirical evidence from the US stock market 28 (2004) 157 Giesecke, K., Correlated default with incomplete information 28 (2004) 1521 Giesecke, K. and S. Weber, Cyclical correlations, credit contagion, and portfolio losses 28 (2004) 3009 Gilbert, R.A., D.C. Wheelock and P.W. Wilson, New evidence on the Fed’s productivity in providing payments services 28 (2004) 2175 Girardone, C., see Casu, B. 28 (2004) 2521 Gogas, P., see Serletis, A. 28 (2004) 1961 Gomez Biscarri, J., see Cunado Eizaguirre, J. 28 (2004) 1745 Grauer, R.R. and J.A. Janmaat, The unintended consequences of grouping in tests of asset pricing models 28 (2004) 2889 Gruber, M.J., see Elton, E.J. 28 (2004) 2747 Hakenes, H., Banks as delegated risk managers 28 (2004) 2399 Hannan, T.H. and R.A. Prager, The competitive implications of multimarket bank branching 28 (2004) 1889 Hansch,O. , The cross-sectional determinants of inventory control and the subtle effects of ADRs 28 (2004) 1915 Hansen, E., see Christensen, J.H.E. 28 (2004) 2575 Harper, J.T., J. Johnston and J. Madura, Follow-on offerings 28 (2004) 251 Hegde, S.P. and J.B. McDermott, The market liquidity of DIAMONDS, Q’s, and their underlying stocks 28 (2004) 1043 Hermes, N., see Lensink, R. 28 (2004) 553 Higgins, E.J. and J.R. Mason, What is the value of recourse to asset-backed securities? A clinical study of credit card banks 28 (2004) 875 Hillier, D., see Brooks, R. 28 (2004) 233 HillJ.,i seee rBro,oks , R. 28 (2004) 233 Hogan, A., see Cook, D.O. 28 (2004) 1247 Hong, G., see Sarkar,S. 28 (2004) 499 Hiibner, G., see Francois, P. 28 (2004) 997 3190 Author Index Hull, J., M. Predescu and A. White, The relationship between credit default swap spreads, bond yields, and credit rating announcements 28 (2004) 2789 Humphrey, D.B. and B. Vale, Scale economies, bank mergers, and electronic payments: A spline function approach 28 (2004) 1671 G. Hwan Shin and J.W. Kolari, Do some lenders have information advantages? Evidence from Japanese credit market data 28 (2004) 2331 Jafry, Y. and T. Schuermann, Measurement, estimation and comparison of credit migration matrices 28 (2004) 2603 Jaggia, S. and S. Thosar, The medium-term aftermarket in high-tech IPOs: Patterns and implications 28 (2004) 931 Janmaat, J.A., see Grauer, R.R. 28 (2004) 2889 Jarnecic, E., see Kalev, P.S. 28 (2004) 1441 Jiang, L., see Wang, S.S. 28 (2004) 1273 Jiménez, G. and J. Saurina, Collateral, type of lender and relationship banking as determinants of credit risk 28 (2004) 2191 Johnston, J., see Harper, J.T. 28 (2004) 251 Johnstone, D., see Frino, A. 28 (2004) 353 Jokivuolle, E., see Peura, S. 28 (2004) 1801 Kalev, P.S., W.-M. Liu, P.K. Pham and E. Jarnecic, Public information arrival and volatility of intraday stock returns 28 (2004) 1441 Kalkbrener, M. and J. Willing, Risk management of non-maturing liabilities 28 (2004) 1547 Kanniainen, V. and C. Keuschnigg, Start-up investment with scarce venture capital support 28 (2004) 1935 Kao, C. and S.-T. Liu, Predicting bank performance with financial forecasts: A case of Taiwan commercial banks 28 (2004) 2353 Karpoff, J.M., see Barron, O.E. 28 (2004) 1207 Kavussanos, M.G. and I.D. Visvikis, Market interactions in returns and volatilities between spot and forward shipping freight markets 28 (2004) 2015 Kerkhof, J. and B. Melenberg, Backtesting for risk-based regulatory capital 28 (2004) 1845 Keuschnigg, C., see Kanniainen, V. 28 (2004) 1935 Khang, K. and T.-H.D. King, Return reversals in the bond market: Evidence and causes 28 (2004) 569 Kieschnick, R., see Cook, D.O. 28 (2004) 1247 King, T.-H.D., see Khang, K. 28 (2004) 569 Kiymaz, H., Cross-border acquisitions of US financial institutions: Impact of macroeconomic factors 28 (2004) 1413 Kolari, J.W., see Hwan Shin, G. 28 (2004) 2331 Konishi, M. and Y. Yasuda, Factors affecting bank risk taking: Evidence from Japan 28 (2004) 215 Kool, C.J.M. and D.L. Thornton, A note on the expectations hypothesis at the founding of the Fed 28 (2004) 3055 Kopecky, K.J. and D. VanHoose, A model of the monetary sector with and without binding capital requirements 28 (2004) 633 LaCour-Little, M., see Calem, P.S. 28 (2004) 647 Lando, D., see Christensen, J.H.E. 28 (2004) 2575 Lee, B.-S.,O.M. Rui and S.S. Wang, Information transmission between the NASDAQ and Asian second board markets 28 (2004) 1637 Lekkos, I. and C. Milas, Time-varying excess returns on UK government bonds: A non-linear approach 28 (2004) 45 Lel, U., see Tirtiroglu, D. 28 (2004) 2237 Lensink, R. and N. Hermes, The short-term effects of foreign bank entry on domestic bank behaviour: Does economic development matter? 28 (2004) 553 Levine, R., see Beck, T. 28 (2004) 423 Lioui, A. and P. Poncet, General equilibrium real and nominal interest rates 28 (2004) 1569 Liu, S.-T., see Kao, C. 28 (2004) 2353 Author Index 3191 Liu, W.-M., see Kalev, P.S. 28 (2004) 1441 Liu, Y., see Chang, S.-C. 28 (2004) 1163 Loffler, G., An anatomy of rating through the cycle 28 (2004) 695 Loffler, G., Ratings versus market-based measures of default risk in portfolio governance 28 (2004) 2715 Madan, D.B., Monitored financial equilibria 28 (2004) 2213 Madura, J., see Harper, J.T. 28 (2004) 251 Mann, C., see Elton, E.J. 28 (2004) 2747 Mason, J.R., see Higgins, E.J. 28 (2004) 875 Maudos, J. and J. Fernandez de Guevara, Factors explaining the interest margin in the banking sectors of the European Union 28 (2004) 2259 McDermott, J.B., see Hegde, S.P. 28 (2004) 1043 Megginson, W.L., A. Morgan and L. Nail, The determinants of positive long-term performance in strategic mergers: Corporate focus and cash 28 (2004) 523 Melenberg, B., see Kerkhof, J. 28 (2004) 1845 Mester, L.J., see Berlin, M. 28 (2004) 721 MilaCs.,, s ee Lekkos,I . 28 (2004) 45 Molyneux, P., see Casu, B. 28 (2004) 2521 Morgan, A., see Megginson, W.L. 28 (2004) 523 Moshirian, F., Editorial 28 (2004) 267 Moshirian, F., Financial services: Global perspectives 28 (2004) 269 Mougeot, N., see Gibson, R. 28 (2004) 157 Mozumdar, A., see Allayannis, G. 28 (2004) 901 Munk, C. and C. Sorensen, Optimal consumption and investment strategies with stochastic interest rates 28 (2004) 1987 Nail, L., see Megginson, W.L. 28 (2004) 523 Nayda, W.I., see Perli, R. 28 (2004) 789 Ng, L., see Covrig, V. 28 (2004) 2155 Norden, L. and M. Weber, Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements 28 (2004) 2813 Olson, D., Have trading rule profits in the currency markets declined over time? 28 (2004) 85 Oosterhof, C.M., see Benninga, S.Z. 28 (2004) l Otero, R., see Zhong, M. 28 (2004) 3037 Ozkan, A. and N. Ozkan, Corporate cash holdings: An empirical investigation of UK companies 28 (2004) 2103 Ozkan, N., see Ozkan, A. 28 (2004) 2103 Padula, M., see Fabbri, D. 28 (2004) 2369 Panetta, F., see Amel, D. 28 (2004) 2493 Panigirtzoglou, N. and G. Skiadopoulos, A new approach to modeling the dynamics of implied distributions: Theory and evidence from the S&P 500 options 28 (2004) 1499 Pascual, R., A. Escribano and M. Tapia, Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis 28 (2004) 107 Patel, A. and G.L. Shoesmith, Term structure linkages surrounding the Plaza and Louvre accords: Evidence from Euro-rates and long-memory components 28 (2004) 2051 Pennings, J.M.E. and P. Garcia, Hedging behavior in small and medium-sized enterprises: The role of unobserved heterogeneity 28 (2004) 951 Pérez de Gracia Hidalgo, F., see Cufiado Eizaguirre, J. 28 (2004) 1745 Perli, R. and W.I. Nayda, Economic and regulatory capital allocation for revolving retail exposures 28 (2004) 789 Perraudin, W. and A.P. Taylor, On the consistency of ratings and bond market yields 28 (2004) 2769 Petey,J. , see Dietsch, M. 28 (2004) 773 Peura, S. and E. Jokivuolle, Simulation based stress tests of banks’ regulatory capital adequacy 28 (2004) 1801 3192 Author Index Pham, P.K., see Kalev, P.S. 28 (2004) 1441 Poncet, P., see Lioui, A. 28 (2004) 1569 Pong, S., M.B. Shackleton, S.J. Taylor and X. Xu, Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models 28 (2004) 2541 Prager, R.A., see Hannan, T.H. 28 (2004) 1889 Predescu, M., see Hull, J. 28 (2004) 2789 Prisman, E.Z., see Charupat, N. 28 (2004) 129 Pritamani, M.D., D.K. Shome and V. Singal, Foreign exchange exposure of exporting and importing firms 28 (2004) 1697 Ramirez, G.G., see Chatterjee, S. 28 (2004) 3097 Renault, O. and O. Scaillet, On the way to recovery: A nonparametric bias free estimation of recovery rate densities 28 (2004) 2915 Reschreiter, A., Conditional funding costs of inflation-indexed and conventional government bonds 28 (2004) 1299 Riken, H.A., see Altman, E.1. 28 (2004) 2679 Ringbom, S., O. Shy and R. Stenbacka, Optimal liquidity management and bail-out policy in the banking industry 28 (2004) 1319 Robertsson, G., see Dahlquist, M. 28 (2004) 615 Robinson, B.L., see Bostic, R.W. 28 (2004) 3069 Roden, D.M., see Carow, K.A. 28 (2004) 277 Rubio-Misas, M., see Cummins, J.D. 28 (2004) 3113 Ruckes, M., see von Rheinbaben, J. 28 (2004) 1597 Rui, O.M., see Lee, B.-S. 28 (2004) 1637 Ryser, M., see Bauer, W. 28 (2004) 331 Salas, V., see Crespi, R. 28 (2004) 2311 Salleo, C., see Amel, D. 28 (2004) 2493 Sapp, S., Are all Central Bank interventions created equal? An empirical investigation 28 (2004) 443 Sarkar, S. and G. Hong, Effective duration of callable corporate bonds: Theory and evidence 28 (2004) 499 Saunders, A., see Allen, L. 28 (2004) 727 SauJr., iseen Jimaéne,z, G. 28 (2004) 2191 Scaillet, O., see Renault, O. 28 (2004) 2915 Schmit, M., Credit risk in the leasing industry 28 (2004) 811 SchuerT.m, aseen Janfry,, Y. 28 (2004) 2603 Serletis, A. and P. Gogas, Long-horizon regression tests of the theory of purchasing power parity 28 (2004) 1961 Shackleton, M.B., see Pong, S. 28 (2004) 2541 Shackleton, M.B., A.E. Tsekrekos and R. Wojakowski, Strategic entry and market leadership in a two-player real options game 28 (2004) 179 Shestalova, V., see ten Raa, T. 28 (2004) 203 Shin, G.H. and J.W. Kolari, Do some lenders have information advantages? Evidence from Japanese credit market data 28 (2004) 2331 Shin, H.S., see Danielsson, J. 28 (2004) 1069 Shoesmith, G.L., see Patel, A. 28 (2004) 2051 Shome, D.K., see Pritamani, M.D. 28 (2004) 1697 Shy, O., see Ringbom, S. 28 (2004) 1319 Sias, R.W., see Cooney Jr., J.W. 28 (2004) 1711 Singal, V., see Pritamani, M.D. 28 (2004) 1697 Skiadopoulos, G., see Panigirtzoglou, N. 28 (2004) 1499 Sorensen, C., see Munk, C. 28 (2004) 1987 Soto, G.M., Duration models and IRR management: A question of dimensions? 28 (2004) 1089 Stanhouse, B. and D. Stock, The impact of loan prepayment risk and deposit withdrawal risk on the optimal intermediation margin 28 (2004) 1825 Author Index 3193 Stein, J.L., see Fleming, W.H. 28 (2004) 979 Stenbacka, R., see Ringbom, S. 28 (2004) 1319 Stock, D., see Stanhouse, B. 28 (2004) 1825 Strahan, P.E., see Cebenoyan, A.S. 28 (2004) 19 Sturm, J.-E. and B. Williams, Foreign bank entry, deregulation and bank efficiency: Lessons from the Australian experience 28 (2004) 1775 Sun, Q., see Feng, F. 28 (2004) 2461 Sy, A.N.R., Rating the rating agencies: Anticipating currency crises or debt crises? 28 (2004) 2845 Tai, C.-S., Can bank be a source of contagion during the 1997 Asian crisis? 28 (2004) 399 Tapia, M., see Pascual, R. 28 (2004) 107 Taylor, A.P., see Perraudin, W. 28 (2004) 2769 Taylor, N., Trading intensity, volatility, and arbitrage activity 28 (2004) 1137 TayS.lJ., oseer Po,ng, S. 28 (2004) 2541 ten Raa, T. and V. Shestalova, Empirical evidence on payment media costs and switch points 28 (2004) 203 ThomaHs. ,an d Z. Wang, The integration of bank syndicatleoda n and junk bond markets 28 (2904) 299 Thornton, D.L., see Kool, C.J.M. 28 (2004) 3055 Thornton, D.L., The Fed and short-term rates: Is it open market operations, open mouth operations or interest rate smoothing? 28 (2004) 475 ThosaS.r, ,s ee Jaggia, S. 28 (2004) 931 Tian, Y.S., Too much of a good incentive? The case of executive stock options 28 (2004) 1225 Tirtiroglu, D., H.S. Bhabra and U. Lel, Political uncertainty and asset valuation: Evidence from business relocations in Canada 28 (2004) 2237 Tong, W.H.seSe F.eng,, F. 28 (2004) 2461 Tse, Y. and E. Devos, Trading costs, investor recognition and market response: An analysis of firms that move from the Amex (Nasdaq) to Nasdaq (Amex) 28 (2004) 63 Tsekrekos, A.E., see Shackleton, M.B. 28 (2004) 179 Vale, B., see Humphrey, D.B. 28 (2004) 1671 VanHoose, D., see Kopecky, K.J. 28 (2004) 633 Vanini, P., see Dodbeli, B. 28 (2004) 2933 Veld, C. and Y.V. Veld-Merkoulova, Do spin-offs really create value? The European case 28 (2004) 1111 Veld-Merkoulova, Y.V., see Veld, C. 28 (2004) 1111 Visvikis, 1.D., see Kavussanos, M.G. 28 (2004) 2015 von Rheinbaben, J. and M. Ruckes, The number and the closeness of bank relationships 28 (2004) 1597 Wang, C., Futures trading activity and predictable foreign exchange market movements 28 (2004) 1023 Wang, C. and M. Yu, Trading activity and price reversals in futures markets 28 (2004) 1337 Wang, S.S., see Lee, B.-S. 28 (2004) 1637 Wang, S.S. and L. Jiang, Location of trade, ownership restrictions, and market illiquidity: Examining Chinese A- and H-shares 28 (2004) 1273 Wang, Z., see Thomas,H . 28 (2004) 299 Weber, M., see Norden, L. 28 (2004) 2813 Weber, S., see Giesecke, K. 28 (2004) 3009 Wheelock, D.C., see Gilbert, R.A. 28 (2004) 2175 White, A., see Hull, J. 28 (2004) 2789 Williams, B., see Sturm, J.-E. 28 (2004) 1775 Williams, J., Determining management behaviour in European banking 28 (2004) 2427 Willing, J., see Kalkbrener, M. 28 (2004) 1547 Wilson, N., see Atanasova, C.V. 28 (2004) 595 Wilson, P.W., see Gilbert, R.A. 28 (2004) 2175 3194 Author Index Wohl, A., see Amihud, Y. 28 (2004) 1185 Wojakowski, R., see Shackleton, M.B. 28 (2004) 179 Xu, X., see Pong, S. 28 (2004) 2541 Yasuda, Y., see Konishi, M. 28 (2004) 215 Yeager, T.J., The demise of community banks? Local economic shocks are not to blame 28 (2004) 2135 Yu, M., see Wang, C. 28 (2004) 1337 Zhao, X., Why are some mutual funds closed to new investors? 28 (2004) 1867 Zheng, H., see Frino, A. 28 (2004) 353 Zhong, M., A.F. Darrat and R. Otero, Price discovery and volatility spillovers in index futures markets: Some evidence from Mexico 28 (2004) 3037 Zi, H., see Cummins, J.D. 28 (2004) 3113 Zigrand, J.-P., see Danielsson, J. 28 (2004) 1069