Journal of banking and finance

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  Año 2010, Vol. 34, Número 11

  • The use of technical analysis by fund managers: International evidence.

    L. Menkhoff

    págs. 2573-2586

    

  • Accelerated investment effect of risky debt.

    E. Lyandres, Alexei Zhdanov

    págs. 2587-2599

    

  • What drives the performance of convertible-bond funds?

    M. Ammann, A. Kind, R. Seiz

    págs. 2600-2613

    

  • Leads and lags in sovereign credit ratings.

    R. Alsakka, O. ap Gwilym

    págs. 2614-2626

    

  • International equity portfolio allocations and transaction costs.

    C. Thapa, S.S. Poshakwale

    págs. 2627-2638

    

  • What drives bank securitisation? The Spanish experience.

    Clara Cardone-Riportella, Reyes Samaniego-Medina, Antonio Trujillo-Ponce

    págs. 2639-2651

    

  • Dynamic portfolio choice with deferred annuities.

    W. Horneff, R. Maurer, R. Rogalla

    págs. 2652-2664

    

  • Limit-order submission strategies under asymmetric information.

    L. Menkhoff, Carol L. Osler, M. Schmeling

    págs. 2665-2677

    

  • A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices.

    M.B. Shackleton, S.J. Taylor, P. Yu

    págs. 2678-2693

    

  • An advanced perspective on the predictability in hedge fund returns.

    C. Wegener, R. von Nitzsch, C. Cengiz

    págs. 2694-2708

    

  • Parliamentary election cycles and the Turkish banking sector.

    C.F. Baum, M. Caglayan, O. Talavera

    págs. 2709-2719

    

  • Combining mean reversion and momentum trading strategies in foreign exchange markets.

    A.F. Serban

    págs. 2720-2727

    

  • Regime switching correlation hedging.

    H.-T. Lee

    págs. 2728-2741

    

  • Commodity derivatives valuation with autoregressive and moving average components in the price dynamics.

    R. Paschke, M. Prokopczuk

    págs. 2742-2752

    

  • Bank fund reallocation and economic growth: Evidence from China.

    P.C. Chang, C. Jia, Z. Wang

    págs. 2753-2766

    

  • Consumer credit-risk models via machine-learning algorithms.

    A.E. Khandani, A.J. Kim, Andrew W. Lo

    págs. 2767-2787

    

  • Competition for small firm banking business: Bank actions versus market structure.

    J.A. Scott, William C. Dunkelberg

    págs. 2788-2800

    

  • Bank profitability and taxation.

    U. Albertazzi, L. Gambacorta

    págs. 2801-2810

    

  • Substitution between monetary assets and consumer goods: New evidence on the monetary transmission mechanism.

    L. Drake, A.R. Fleissig

    págs. 2811-2821

    

  • The impact of bond rating changes on corporate bond prices: New evidence from the over-the-counter market.

    A.D. May

    págs. 2822-2836