Journal of banking and finance

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  Año 2007, Vol. 31, Número 5

  • Inter-temporal optimization in a stochastic environment: Introduction.

    J.L. Stein, Z. Zheng

    págs. 1287-1294

    

  • Liquidation of a large block of stock.

    M. Pemy, Q. Zhang, G. Yin

    págs. 1295-1306

    

  • Optimal life insurance purchase and consumption/investment under uncertain lifetime.

    S.R. Pliska, J. Ye

    págs. 1307-1320

    

  • United States current account deficits: A stochastic optimal control analysis.

    J.L. Stein

    págs. 1321-1350

    

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

    C. Blanchet-Scalliet, A. Diop, R. Gibson, D. Talay, E. Tanré

    págs. 1351-1374

    

  • Correlation expansions for CDO pricing.

    Paul Glasserman, S. Suchintabandid

    págs. 1375-1398

    

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

    Z. Zhang, K. Shinki

    págs. 1399-1416

    

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

    I. Venezia, Z. Shapira

    págs. 1417-1426

    

  • Exploiting short-run predictability.

    F.J. Gomes

    págs. 1427-1440

    

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

    M. Imai

    págs. 1441-1460

    

  • The Euro and European financial market dependence.

    S. M. Bartram, S.J. Taylor, Y.-H. Wang

    págs. 1461-1482

    

  • IPO auctions and private information.

    J.-C. Lin, Y.-T. Lee, Y.-J. Liu

    págs. 1483-1500

    

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

    X. Liu, M.B. Shackleton, S.J. Taylor, X. Xu

    págs. 1501-1520

    

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

    T. Linzert, D. Nautz, U. Bindseil

    págs. 1521-1544

    

  • Noise sensitivity of portfolio selection under various risk measures.

    I. Kondor, S. Pafka, G. Nagy

    págs. 1545-1573

    

  • Erratum to ¿An empirical evaluation of the overconfidence hypothesis¿ [Journal of Banking and Finance 30 (9) (2006) 2489¿2515].

    W.-I. Chuang, B.-S. Lee

    pág. 1575