메뉴 건너뛰기




Volumn 54, Issue 6, 1999, Pages 2185-2214

Bank deposit rate clustering: Theory and empirical evidence

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0041020355     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.00185     Document Type: Article
Times cited : (79)

References (28)
  • 1
    • 0002093530 scopus 로고
    • The degree of price resolution: The case of the gold market
    • Ball, Clifford, Walter Torous, and Adrian Tschoegl, 1985, The degree of price resolution: The case of the gold market, Journal of Futures Markets 5, 29-43.
    • (1985) Journal of Futures Markets , vol.5 , pp. 29-43
    • Ball, C.1    Torous, W.2    Tschoegl, A.3
  • 2
    • 0000869035 scopus 로고
    • The price-concentration relationship in banking
    • Berger, Allen, and Timothy Hannan, 1989, The price-concentration relationship in banking, Review of Economics and Statistics 71, 291-299.
    • (1989) Review of Economics and Statistics , vol.71 , pp. 291-299
    • Berger, A.1    Hannan, T.2
  • 3
    • 0002794359 scopus 로고
    • Why are prices sticky? Preliminary results from an interview study
    • Blinder, Alan, 1991, Why are prices sticky? Preliminary results from an interview study, American Economic Review 81, 89-96.
    • (1991) American Economic Review , vol.81 , pp. 89-96
    • Blinder, A.1
  • 4
    • 0001349288 scopus 로고
    • Memory and markets, or why are you paying $2.99 for a widget?
    • Brenner, Gabrielle, and Reuven Brenner, 1982, Memory and markets, or why are you paying $2.99 for a widget? Journal of Business 55, 147-158.
    • (1982) Journal of Business , vol.55 , pp. 147-158
    • Brenner, G.1    Brenner, R.2
  • 6
    • 84993843848 scopus 로고
    • Why did NASDAQ market makers stop avoiding odd-eighths quotes?
    • Christie, William, Jeffrey Harris, and Paul Schultz, 1994, Why did NASDAQ market makers stop avoiding odd-eighths quotes? Journal of Finance 49, 1841-1860.
    • (1994) Journal of Finance , vol.49 , pp. 1841-1860
    • Christie, W.1    Harris, J.2    Schultz, P.3
  • 7
    • 84993915181 scopus 로고
    • Why do NASDAQ market makers avoid odd-eighths quotes?
    • Christie, William, and Paul Schultz, 1994, Why do NASDAQ market makers avoid odd-eighths quotes? Journal of Finance 49, 1813-1840.
    • (1994) Journal of Finance , vol.49 , pp. 1813-1840
    • Christie, W.1    Schultz, P.2
  • 10
    • 0002423521 scopus 로고
    • Post-deregulation bank-deposit-rate pricing: The multivariate dynamics
    • Diebold, Francis, and Steven Sharpe, 1990, Post-deregulation bank-deposit-rate pricing: The multivariate dynamics, Journal of Business and Economic Statistics 8, 281-291.
    • (1990) Journal of Business and Economic Statistics , vol.8 , pp. 281-291
    • Diebold, F.1    Sharpe, S.2
  • 11
    • 0007150192 scopus 로고
    • Psychological pricing in the food industry
    • A. Phillips and O. Williamson, eds. (University of Pennsylvania Press, Philadelphia)
    • Friedman, Lawrence, 1967, Psychological pricing in the food industry; in A. Phillips and O. Williamson, eds.: Prices: Issues in Theory, Practice, and Public Policy (University of Pennsylvania Press, Philadelphia).
    • (1967) Prices: Issues in Theory, Practice, and Public Policy
    • Friedman, L.1
  • 13
    • 0000425569 scopus 로고
    • The rigidity of prices: Evidence from the banking industry
    • Hannan, Timothy, and Allen Berger, 1991, The rigidity of prices: Evidence from the banking industry, American Economic Review 81, 938-945.
    • (1991) American Economic Review , vol.81 , pp. 938-945
    • Hannan, T.1    Berger, A.2
  • 14
    • 0011500801 scopus 로고
    • Inferring market power from time series data: The case of the banking firm
    • Board of Governors of the Federal Reserve System
    • Hannan, Timothy, and Nellie Liang, 1991, Inferring market power from time series data: The case of the banking firm, Finance and Economics Discussion Series #147, Board of Governors of the Federal Reserve System.
    • (1991) Finance and Economics Discussion Series #147
    • Hannan, T.1    Liang, N.2
  • 15
    • 0000621934 scopus 로고
    • Stock price clustering and discreteness
    • Harris, Lawrence, 1991, Stock price clustering and discreteness, Review of Financial Studies 4, 389-415.
    • (1991) Review of Financial Studies , vol.4 , pp. 389-415
    • Harris, L.1
  • 16
    • 21844507183 scopus 로고
    • Retail bank deposit pricing: An intertemporal asset pricing approach
    • Hutchison, David, 1995, Retail bank deposit pricing: An intertemporal asset pricing approach, Journal of Money, Credit and Banking 27, 217-231.
    • (1995) Journal of Money, Credit and Banking , vol.27 , pp. 217-231
    • Hutchison, D.1
  • 17
    • 0030492392 scopus 로고    scopus 로고
    • Measuring rents and interest rate risk in imperfect financial markets: The case of retail bank deposits
    • Hutchison, David, and George Pennacchi, 1996, Measuring rents and interest rate risk in imperfect financial markets: The case of retail bank deposits, Journal of Financial and Quantitative Analysis 31, 399-417.
    • (1996) Journal of Financial and Quantitative Analysis , vol.31 , pp. 399-417
    • Hutchison, D.1    Pennacchi, G.2
  • 18
    • 21144472777 scopus 로고
    • Is the market well defined in bank merger and acquisitions analysis?
    • Jackson, William, 1992, Is the market well defined in bank merger and acquisitions analysis? Review of Economics and Statistics 74, 655-661.
    • (1992) Review of Economics and Statistics , vol.74 , pp. 655-661
    • Jackson, W.1
  • 19
    • 27144499387 scopus 로고
    • Sticky prices: New evidence from retail catalogs
    • Kashyap, Anil, 1995, Sticky prices: New evidence from retail catalogs, Quarterly Journal of Economics 110, 245-274.
    • (1995) Quarterly Journal of Economics , vol.110 , pp. 245-274
    • Kashyap, A.1
  • 21
    • 84960578222 scopus 로고
    • Market structure and the nature of price rigidity: Evidence from the market for consumer deposits
    • Neumark, David, and Steven Sharpe, 1992, Market structure and the nature of price rigidity: Evidence from the market for consumer deposits, Quarterly Journal of Economics 107, 657-680.
    • (1992) Quarterly Journal of Economics , vol.107 , pp. 657-680
    • Neumark, D.1    Sharpe, S.2
  • 22
    • 0001740145 scopus 로고
    • Clustering of stock prices
    • Nierderhoffer, Victor, 1965, Clustering of stock prices, Operations Research 13, 258-265.
    • (1965) Operations Research , vol.13 , pp. 258-265
    • Nierderhoffer, V.1
  • 23
    • 0000661634 scopus 로고
    • Periodic structure in the Brownian motion of stock prices
    • Osborne, M.F.M., 1962, Periodic structure in the Brownian motion of stock prices, Operations Research 10, 345-379.
    • (1962) Operations Research , vol.10 , pp. 345-379
    • Osborne, M.F.M.1
  • 25
    • 0001549798 scopus 로고
    • Monopolistic competition with outside goods
    • Salop, Steven, 1979, Monopolistic competition with outside goods, Bell Journal of Economics 10, 141-156.
    • (1979) Bell Journal of Economics , vol.10 , pp. 141-156
    • Salop, S.1
  • 26
  • 28
    • 0040065159 scopus 로고
    • Response function estimation using UPC scanner data: An analytical approach to demand estimation under dealing
    • F. Zufryden, ed. Institute of Management Science, Providence, R.I.
    • Wisniewski, Kenneth, and Robert Blattberg, 1983, Response function estimation using UPC scanner data: An analytical approach to demand estimation under dealing; in F. Zufryden, ed.: Advances and Practice of Marketing Science (Institute of Management Science, Providence, R.I.).
    • (1983) Advances and Practice of Marketing Science
    • Wisniewski, K.1    Blattberg, R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.