Volume 31; Issue 5

Journal of Banking & Finance

Volume 31; Issue 5

1

On the behavioral differences between professional and amateur investors after the weekend

Itzhak Venezia, Zur Shapira

Journal:

Journal of Banking & Finance

Year:

2007

Language:

english

File:

PDF, 141 KB

english, 2007

2

The emergence of market monitoring in Japanese banks: Evidence from the subordinated debt market

Journal:

Journal of Banking & Finance

Year:

2007

Language:

english

File:

PDF, 240 KB

english, 2007

3

Exploiting short-run predictability

Francisco J. Gomes

Journal:

Journal of Banking & Finance

Year:

2007

Language:

english

File:

PDF, 203 KB

english, 2007

4

The Euro and European financial market dependence

Söhnke M. Bartram, Stephen J. Taylor, Yaw-Huei Wang

Journal:

Journal of Banking & Finance

Year:

2007

Language:

english

File:

PDF, 344 KB

english, 2007

5

IPO auctions and private information

Ji-Chai Lin, Yi-Tsung Lee, Yu-Jane Liu

Journal:

Journal of Banking & Finance

Year:

2007

Language:

english

File:

PDF, 196 KB

english, 2007

6

Closed-form transformations from risk-neutral to real-world distributions

Xiaoquan Liu, Mark B. Shackleton, Stephen J. Taylor, Xinzhong Xu

Journal:

Journal of Banking & Finance

Year:

2007

Language:

english

File:

PDF, 252 KB

english, 2007

7

Erratum to “An empirical evaluation of the overconfidence hypothesis” [Journal of Banking and Finance 30 (9) (2006) 2489–2515]

Wen-I Chuang, Bong-Soo Lee

Journal:

Journal of Banking & Finance

Year:

2007

File:

PDF, 54 KB

2007

8

Inter-temporal optimization in a stochastic environment: Introduction

J.L. Stein, Ziyu Zheng

Journal:

Journal of Banking & Finance

Year:

2007

Language:

english

File:

PDF, 106 KB

english, 2007

9

Liquidation of a large block of stock

M. Pemy, Q. Zhang, G. Yin

Journal:

Journal of Banking & Finance

Year:

2007

Language:

english

File:

PDF, 311 KB

english, 2007

10

Optimal life insurance purchase and consumption/investment under uncertain lifetime

Stanley R. Pliska, Jinchun Ye

Journal:

Journal of Banking & Finance

Year:

2007

Language:

english

File:

PDF, 255 KB

english, 2007

11

United States current account deficits: A stochastic optimal control analysis

Jerome L. Stein

Journal:

Journal of Banking & Finance

Year:

2007

Language:

english

File:

PDF, 440 KB

english, 2007

12

Technical analysis compared to mathematical models based methods under parameters mis-specification

Christophette Blanchet-Scalliet, Awa Diop, Rajna Gibson, Denis Talay, Etienne Tanré

Journal:

Journal of Banking & Finance

Year:

2007

Language:

english

File:

PDF, 290 KB

english, 2007

13

Correlation expansions for CDO pricing

Paul Glasserman, Sira Suchintabandid

Journal:

Journal of Banking & Finance

Year:

2007

Language:

english

File:

PDF, 409 KB

english, 2007

14

Extreme co-movements and extreme impacts in high frequency data in finance

Zhengjun Zhang, Kazuhiko Shinki

Journal:

Journal of Banking & Finance

Year:

2007

Language:

english

File:

PDF, 17.67 MB

english, 2007

15

Noise sensitivity of portfolio selection under various risk measures

Imre Kondor, Szilárd Pafka, Gábor Nagy

Journal:

Journal of Banking & Finance

Year:

2007

Language:

english

File:

PDF, 367 KB

english, 2007

16

Bidding behavior in the longer term refinancing operations of the European Central Bank: Evidence from a panel sample selection model

Tobias Linzert, Dieter Nautz, Ulrich Bindseil

Journal:

Journal of Banking & Finance

Year:

2007

Language:

english

File:

PDF, 336 KB

english, 2007

17

Editorial Board

Journal:

Journal of Banking & Finance

Year:

2007

Language:

english

File:

PDF, 28 KB

english, 2007

18

Publisher’s Note

Journal:

Journal of Banking & Finance

Year:

2007

Language:

english

File:

PDF, 65 KB

english, 2007