Journal of banking and finance

• 

  Año 2012, Vol. 36, Número 7

  • An alternative three-factor model for international markets: Evidence from the European Monetary Union.

    M. Ammann, S. Odoni, D. Oesch

    págs. 1857-1864

    

  • Asset allocation: How much does model choice matter?

    N. Branger, A. Hansis

    págs. 1865-1882

    

  • Productivity and efficiency at large and community banks in the US: A Bayesian true random effects stochastic distance frontier analysis.

    G. Feng, X. Zhang

    págs. 1883-1895

    

  • Granularity adjustment for mark-to-market credit risk models.

    M.B. Gordy, J. Marrone

    págs. 1896-1910

    

  • Incorporating risk input into the analysis of bank productivity: Application to the Taiwanese banking industry.

    K.-H. Chen

    págs. 1911-1927

    

  • Optimal portfolios with minimum capital requirements.

    A.A.P. Santos, F.J. Nogales, E. Ruiz, D.V. Dijk

    págs. 1928-1942

    

  • Bounds on the autocorrelation of admissible stochastic discount factors.

    Stéphane Chrétien

    págs. 1943-1962

    

  • The week-of-the-year effect: Evidence from around the globe.

    T. Levy, J. Yagil

    págs. 1963-1974

    

  • Banning short sales and market quality: The UK�s experience.

    Ian W. Marsh, R. Payne

    págs. 1975-1986

    

  • Non-Gaussian diversification: When size matters.

    F. Desmoulins-Lebeault, C. Kharoubi-Rakotomalala

    págs. 1987-1996

    

  • The sources of bank productivity growth in China during 2002�2009: A disaggregation view.

    T.-P. Chang, Jin-Li Hu, R.Y. Chou, L. Sun

    págs. 1997-2006

    

  • What happens after corporate default? Stylized facts on access to credit.

    D. Bonfim, D.A. Dias, C. Richmond

    págs. 2007-2025

    

  • Forecasting government bond yields with large Bayesian vector autoregressions.

    A. Carriero, G. Kapetanios, Massimiliano Marcellino

    págs. 2026-2047

    

  • Optimal tax-timing and asset allocation when tax rebates on capital losses are limited.

    M. Marekwica

    págs. 2048-2063

    

  • Transparency in IPO mechanism: Retail investors� participation, IPO pricing and returns.

    Suman Neupane, S.S. Poshakwale

    págs. 2064-2076

    

  • A decision-theoretic foundation for reward-to-risk performance measures.

    F. Schuhmacher, M. Eling

    págs. 2077-2082

    

  • False discoveries in volatility timing of mutual funds.

    S. Kim, Francis In

    págs. 2083-2094

    

  • Informed trading, information uncertainty, and price momentum.

    Y. Chen, H. Zhao

    págs. 2095-2109

    

  • Multimarket trading and corporate bond liquidity.

    L. Petrasek

    págs. 2110-2121

    

  • Asset pricing with partial-moments.

    S.A. Anthonisz

    págs. 2122-2135

    

  • Ownership and technical efficiency of microfinance institutions: Empirical evidence from Latin America.

    R. Servin, R. Lensink, M. van den Berg

    págs. 2136-2144

    

  • Investor sophistication and risk taking.

    J. de Dreu, Jacob A. Bikker

    págs. 2145-2156

    

  • Diversification and risk-adjusted performance: A quantile regression approach.

    B.-S. Lee, M.L. Li

    págs. 2157-2173