Research classified by Journal of Economic Literature (JEL) codes

2011

• Basak, Suleyman & Chabakauri, Georgy, 2011, "Dynamic Hedging in Incomplete Markets: A Simple Solution," CEPR Discussion Papers, Centre for Economic Policy Research, number 8402, May.
• Rydqvist, Kristian & Spizman, Joshua & Schwartz, Steven, 2011, "The Tax Benefit of Income Smoothing," CEPR Discussion Papers, Centre for Economic Policy Research, number 8425, Jun.
• Cukierman, Alex & Izhakian, Yehuda, 2011, "Bailout Uncertainty in a Microfounded General Equilibrium Model of the Financial System," CEPR Discussion Papers, Centre for Economic Policy Research, number 8453, Jun.
• Kondor, Péter, 2011, "The more we know on the fundamental, the less we agree on the price," CEPR Discussion Papers, Centre for Economic Policy Research, number 8455, Jun.
• Basak, Suleyman & Makarov, Dmitry, 2011, "Strategic Asset Allocation in Money Management," CEPR Discussion Papers, Centre for Economic Policy Research, number 8457, Jun.
• Patton, Andrew, 2011, "On the High-Frequency Dynamics of Hedge Fund Risk Exposures," CEPR Discussion Papers, Centre for Economic Policy Research, number 8479, Jul.
• Timmermann, Allan & Ang, Andrew, 2011, "Regime Changes and Financial Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 8480, Jul.
• Fratzscher, Marcel, 2011, "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," CEPR Discussion Papers, Centre for Economic Policy Research, number 8496, Jul.
• Wieland, Volker & Koulovatianos, Christos, 2011, "Asset Pricing under Rational Learning about Rare Disasters," CEPR Discussion Papers, Centre for Economic Policy Research, number 8514, Aug.
• Peress, Joël, 2011, "Learning From Stock Prices and Economic Growth," CEPR Discussion Papers, Centre for Economic Policy Research, number 8569, Sep.
• Kaniel, Ron & Kondor, Péter, 2011, "The delegated Lucas tree," CEPR Discussion Papers, Centre for Economic Policy Research, number 8578, Sep.
• Krueger, Dirk & Jeske, Karsten & Mitman, Kurt, 2011, "Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises," CEPR Discussion Papers, Centre for Economic Policy Research, number 8624, Oct.
• Gourinchas, Pierre-Olivier & Coeurdacier, Nicolas, 2011, "When Bonds Matter: Home Bias in Goods and Assets," CEPR Discussion Papers, Centre for Economic Policy Research, number 8649, Nov.
• Acharya, Viral & Mora, Nada, 2011, "Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis," CEPR Discussion Papers, Centre for Economic Policy Research, number 8706, Dec.
• Beber, Alessandro & Driessen, Joost & Tuijp, Patrick, 2011, "Pricing Liquidity Risk with Heterogeneous Investment Horizons," CEPR Discussion Papers, Centre for Economic Policy Research, number 8710, Dec.
• Jang Schiltz & Marc Boissaux, 2011, "Practical weight-constrained conditioned portfolio optimization using risk aversion indicator signals," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 11-12.
• Rob Alessie & Maarten van Rooij & Annamaria Lusardi, 2011, "Financial Literacy, Retirement Preparation and Pension Expectations in the Netherlands," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 110, Mar.
• Leora Klapper & Georgios A. Panos, 2011, "Financial Literacy and Retirement Planning in View of a Growing Youth Demographic: The Russian Case," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 114, Mar.
• Riccardo Calcagno & Chiara Monticone, 2011, "Financial Literacy and the Demand for Financial Advice," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 117, Apr.
• Balbás, Beatriz & Balbás, Raquel, 2011, "CAPM-like formulae and good deal absence with ambiguous setting and coherent risk measure," IC3JM - Estudios = Working Papers, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM), number id-11-04.
• Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2011, "Good deals in markets with frictions," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb110302, Feb.
• Cabrales, Antonio & Gossner, Olivier & Serrano, Roberto, 2011, "Entropy and the value of information for investors," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1104, Mar.
• Marina Yesica Recalde, 2011, "Determinantes de la inversión en exploración de hidrocarburos: un análisis del caso argentino," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 34, issue 94, pages 40-52, Enero-Abr.
• Jizheng Huang & Heng-fu Zou, 2011, "Asset pricing and the Modigliani-Miller theorem with the spirit of capitalism," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 456.
• Liutang Gong & William Smith & Heng-fu Zou, 2011, "Asset Prices and Hyperbolic Discounting," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 486.
• Jun Tu & Guofu Zhou, 2011, "Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 715.
• Kuhnen, Camelia M. & Knutson, Brian, 2011, "The Influence of Affect on Beliefs, Preferences, and Financial Decisions," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 46, issue 3, pages 605-626, June.
• Christiansen, Charlotte & Ranaldo, Angelo & Söderlind, Paul, 2011, "The Time-Varying Systematic Risk of Carry Trade Strategies," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 46, issue 4, pages 1107-1125, August.
• Pennacchi, George & Rastad, Mahdi, 2011, "Portfolio allocation for public pension funds," Journal of Pension Economics and Finance, Cambridge University Press, volume 10, issue 2, pages 221-245, April.
• Ana Fostel & John Geanakoplos, 2011, "Endogenous Leverage: VaR and Beyond," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1800, May.
• Daniel Friedman & Shyam Sunder, 2011, "Risky Curves: From Unobservable Utility to Observable Opportunity Sets," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1819, Aug.
• Keppler, Jan Horst (ed.), 2011, "Rôle du signal prix du carbone sur les décisions d'investissement des entreprises," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/8200.
• Alexis Cellier & Pierre Chollet & Jean-François Gajewski, 2011, "Les annonces de notations extrafinancières véhiculent-elles une information au marché?," Revue Finance Contrôle Stratégie, revues.org, volume 14, issue 3, pages 5-38, September.
• Francisca Beer & Mohamed Wafta & Mohamed Zouaoui, 2011, "Is Sentiment Risk Priced by Stock Market?," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1110502, May.
• Kamel Laaradh & Nesrine Samet, 2011, "Existe-t-il un univers de benchmarks pour les Hedge Funds?," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1110701, Jul.
• Francisca Beer & Mohamad Watfa & Mohamed Zouaoui, 2011, "Do investors care about noise trader risk?," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1111201, Oct, revised Dec 2011.
• Michela Coppola, 2011, "Einkommens- und Vermögenssituation der Babyboomer," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 80, issue 4, pages 31-50, DOI: 10.3790/vjh.80.4.31.
• Nataliya Barasinska, 2011, "Does Gender Affect Investors' Appetite for Risk?: Evidence from Peer-to-Peer Lending," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1125.
• Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2011, "Is the Market Portfolio Efficient? A New Test to Revisit the Roll (1977) versus Levy and Roll (2010) Controversy," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2011-20.
• Malte Sunderkötter & Christoph Weber, 2011, "Mean-Variance optimization of power generation portfolios under uncertainty in the merit order," EWL Working Papers, University of Duisburg-Essen, Chair for Management Science and Energy Economics, number 1105, Oct, revised Oct 2011.
• Malte Sunderkötter, 2011, "Fuel mix characteristics and expected stock returns of European power companies," EWL Working Papers, University of Duisburg-Essen, Chair for Management Science and Energy Economics, number 11056, Oct, revised Oct 2011.
• Bin Zhang, 2011, "Is It Desirable for Asian Economies to Hold More Asian Assets in Their Foreign Exchange Reserves?—The People’s Republic of China’s Answer," Finance Working Papers, East Asian Bureau of Economic Research, number 23230, Aug.
• Bin Zhang, 2011, "Is It Desirable for Asian Economies to Hold More Asian Assets in Their Foreign Exchange Reserves?—The People’s Republic of China’s Answer," Governance Working Papers, East Asian Bureau of Economic Research, number 23230, Aug.
• Bin Zhang, 2011, "Is It Desirable for Asian Economies to Hold More Asian Assets in Their Foreign Exchange Reserves?—The People’s Republic of China’s Answer," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 23230, Aug.
• Calvet, Laurent-Emmanuel & Sodini, Paolo, 2011, "Twin picks: disentangling the determinants of risk-taking in household portfolios," HEC Research Papers Series, HEC Paris, number 948, Jun.
• Lieser, Karsten & Groh, Alexander P., 2011, "The determinants of international commercial real estate investments," IESE Research Papers, IESE Business School, number D/935, Jul.
• Lieser, Karsten, 2011, "Pricing of real estate specific market risks for worldwide 66 countries," IESE Research Papers, IESE Business School, number D/940, Nov.
• Roxana Halbleib & Valerie Voev, 2011, "Forecasting Covariance Matrices: A Mixed Frequency Approach," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2011-002, Jan.
• Trautmann, Stefan T. & Zeckhauser, Richard J., 2011, "Shunning Uncertainty: The Neglect of Learning Opportunities," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp11-044, Nov.
• Bakshi, Gurdip & Chabi-Yo, Fousseni, 2011, "Variance Bounds on the Permanent and Transitory Components of Stochastic Discount Factors," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2011-11, Jun.
• Ben-David, Itzhak & Hirshleifer, David, 2011, "Beyond the Disposition Effect: Do Investors Really Like Gains More Than Losses?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2011-13, Jun.
• Ben-David, Itzhak, 2011, "High Leverage and Willingness to Pay: Evidence from the Residential Housing Market," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2011-17, Sep.
• Babbel, David F. & Herce, Miguel A., 2011, "Stable Value Funds: Performance to Date," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 11-01, Jan.
• Banegas, Ayelen & Timmermann, Allan & Gillen, Ben & Wermers, Russ, 2011, "Mutual Fund Return Predictability in Partially Segmented Markets," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 11-14, Jan.
• Rajnish Mehra & Facundo Piguillem & Edward C. Prescott, 2011, "Costly financial intermediation in neoclassical growth theory," Quantitative Economics, Econometric Society, volume 2, issue 1, pages 1-36, March.
• Chou, Julia & Ng, Lilian & Wang, Qinghai, 2011, "Are better governed funds better monitors?," Journal of Corporate Finance, Elsevier, volume 17, issue 5, pages 1254-1271, DOI: 10.1016/j.jcorpfin.2011.06.008.
• Kraft, Holger & Kühn, Christoph, 2011, "Large traders and illiquid options: Hedging vs. manipulation," Journal of Economic Dynamics and Control, Elsevier, volume 35, issue 11, pages 1898-1915, DOI: 10.1016/j.jedc.2011.06.001.
• Astrup Jensen, Bjarne & Marekwica, Marcel, 2011, "Optimal portfolio choice with wash sale constraints," Journal of Economic Dynamics and Control, Elsevier, volume 35, issue 11, pages 1916-1937, DOI: 10.1016/j.jedc.2011.06.007.
• Matsumoto, Akito & Cova, Pietro & Pisani, Massimiliano & Rebucci, Alessandro, 2011, "News shocks and asset price volatility in general equilibrium," Journal of Economic Dynamics and Control, Elsevier, volume 35, issue 12, pages 2132-2149, DOI: 10.1016/j.jedc.2011.08.004.
• Carmona, Julio & León, Angel & Vaello-Sebastià, Antoni, 2011, "Pricing executive stock options under employment shocks," Journal of Economic Dynamics and Control, Elsevier, volume 35, issue 1, pages 97-114, January.
• Posch, Olaf, 2011, "Risk premia in general equilibrium," Journal of Economic Dynamics and Control, Elsevier, volume 35, issue 9, pages 1557-1576, September.
• Stein, Jerome L., 2011, "The crisis, Fed, Quants and stochastic optimal control," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 272-280, January.
• Stein, Jerome L., 2011, "The crisis, Fed, Quants and stochastic optimal control," Economic Modelling, Elsevier, volume 28, issue 1, pages 272-280, DOI: 10.1016/j.econmod.2010.09.002.
• Pattitoni, Pierpaolo & Savioli, Marco, 2011, "Investment choices: Indivisible non-marketable assets and suboptimal solutions," Economic Modelling, Elsevier, volume 28, issue 6, pages 2387-2394, DOI: 10.1016/j.econmod.2011.06.027.
• Garcia, René & Renault, Eric & Veredas, David, 2011, "Estimation of stable distributions by indirect inference," Journal of Econometrics, Elsevier, volume 161, issue 2, pages 325-337, April.
• Pope, Rulon D. & LaFrance, Jeffrey T. & Just, Richard E., 2011, "Agricultural arbitrage and risk preferences," Journal of Econometrics, Elsevier, volume 162, issue 1, pages 35-43, May.
• Kotkatvuori-Örnberg, Juha & Nikkinen, Jussi & Peltomäki, Jarkko, 2011, "Geographical focus in emerging markets and hedge fund performance," Emerging Markets Review, Elsevier, volume 12, issue 4, pages 309-320, DOI: 10.1016/j.ememar.2011.05.001.
• Boubakri, Salem & Guillaumin, Cyriac, 2011, "Financial integration and currency risk premium in CEECs: Evidence from the ICAPM," Emerging Markets Review, Elsevier, volume 12, issue 4, pages 460-484, DOI: 10.1016/j.ememar.2011.08.001.
• Diyarbakirlioglu, Erkin, 2011, "Foreign equity flows and the “Size Bias”: Evidence from an emerging stock market," Emerging Markets Review, Elsevier, volume 12, issue 4, pages 485-509, DOI: 10.1016/j.ememar.2011.08.002.
• Shawky, Hany A. & Tian, Jianbo, 2011, "Small-cap equity mutual fund managers as liquidity providers," Journal of Empirical Finance, Elsevier, volume 18, issue 5, pages 802-814, DOI: 10.1016/j.jempfin.2011.09.002.
• Li, Yan & Yang, Liyan, 2011, "Testing conditional factor models: A nonparametric approach," Journal of Empirical Finance, Elsevier, volume 18, issue 5, pages 972-992, DOI: 10.1016/j.jempfin.2011.07.004.
• Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai, 2011, "Crude oil hedging strategies using dynamic multivariate GARCH," Energy Economics, Elsevier, volume 33, issue 5, pages 912-923, September.
• Ziegler, Andreas & Busch, Timo & Hoffmann, Volker H., 2011, "Disclosed corporate responses to climate change and stock performance: An international empirical analysis," Energy Economics, Elsevier, volume 33, issue 6, pages 1283-1294, DOI: 10.1016/j.eneco.2011.03.007.
• Westner, Günther & Madlener, Reinhard, 2011, "Development of cogeneration in Germany: A mean-variance portfolio analysis of individual technology’s prospects in view of the new regulatory framework," Energy, Elsevier, volume 36, issue 8, pages 5301-5313, DOI: 10.1016/j.energy.2011.06.038.
• Fletcher, Jonathan, 2011, "Do optimal diversification strategies outperform the 1/N strategy in U.K. stock returns?," International Review of Financial Analysis, Elsevier, volume 20, issue 5, pages 375-385, DOI: 10.1016/j.irfa.2011.07.002.
• Victoria Dobrynskaya, 2011, "Downside risk and flight to quality in the currency market," Working Papers, International Network for Economic Research - INFER, number 2011.5.
• Federica Teppa, 2011, "Can the longevity risk alleviate The annuitization puzzle? Empirical evidence from Dutch data," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 223.
• Margarida Abreu & Victor Mendes, 2011, "Information, Overconfidence and Trading: Do the Sources of Information Matter?," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2011/25, Nov.
• Gulder Kemalbay & C. Murat Ozkut & Ceki Franko, 2011, "Portfolio Selection with Higher Moments: A Polynomial Goal Programming Approach to ISE-30 Index," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 13, issue 1, pages 41-61, Special I.
• Ehrlich, Isaac & Shin, Jong Kook & Yin, Yong, 2011, "Private Information, Human Capital, and Optimal "Home Bias" in Financial Markets," IZA Discussion Papers, IZA Network @ LISER, number 6060, Oct.
• Wade D. Pfau, 2011, "Emerging Market Pension Funds and International Diversification," Journal of Developing Areas, Tennessee State University, College of Business, volume 45, issue 1, pages 1-17, July-Dece.
• Hai-Ching Liu & Ying-Fen Fu, 2011, "Sources of Industry Momentum Effect - Weekly Data Evidence," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 7, issue 1, pages 23-42, January.
• Halbleib Roxana & Voev Valeri, 2011, "Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 1, pages 134-152, February, DOI: 10.1515/jbnst-2011-0109.
• Arnold Polanski & Evarist Stoja, 2011, "Dynamic density forecasts for multivariate asset returns," Journal of Forecasting, John Wiley & Sons, Ltd., volume 30, issue 6, pages 523-540, September.
• Sadefo Kamdem, 2011, "Businesses Risks Aggregation with Copula," Journal of Quantitative Economics, The Indian Econometric Society, volume 9, issue 2, pages 58-72, July.
• Linan Diao & Jörg Rieskamp, 2011, "Reinforcement Learning in Repeated Portfolio Decisions," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2011-009, Feb.
• Linan Diao, 2011, "Recognition-Based and Familiarity-Based Portfolio Strategies - An Experimental Study," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2011-010, Feb.
• Rustam Ibragimov & Johan Walden, 2011, "Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks," Annals of Finance, Springer, volume 7, issue 3, pages 285-318, August, DOI: 10.1007/s10436-010-0166-2.
• Winslow Strong & Jean-Pierre Fouque, 2011, "Diversity and arbitrage in a regulatory breakup model," Annals of Finance, Springer, volume 7, issue 3, pages 349-374, August, DOI: 10.1007/s10436-010-0175-1.
• Laurence Carassus & Miklós Rásonyi, 2011, "Risk-averse asymptotics for reservation prices," Annals of Finance, Springer, volume 7, issue 3, pages 375-387, August, DOI: 10.1007/s10436-010-0167-1.
• James Koch & Robert Fenili & Richard Cebula, 2011, "Do Investors Care if Steve Jobs is Healthy?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 39, issue 1, pages 59-70, March, DOI: 10.1007/s11293-010-9261-z.
• Larry Lawson & Catherine Lawson, 2011, "The Effect of Payment Methods on Risk Aversion," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 39, issue 3, pages 249-260, September, DOI: 10.1007/s11293-011-9278-y.
• Robin Grieves & Steven Mann, 2011, "The search for relative value in bonds," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 1, pages 95-106, March, DOI: 10.1007/s11408-010-0150-x.
• Christian Wildmann, 2011, "What drives portfolio investments of German banks in emerging capital markets?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 2, pages 197-231, June, DOI: 10.1007/s11408-011-0158-x.
• Andy Fodor & Kevin Krieger & James Doran, 2011, "Do option open-interest changes foreshadow future equity returns?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 3, pages 265-280, September, DOI: 10.1007/s11408-011-0164-z.
• Martin Wallmeier, 2011, "Beyond payoff diagrams: how to present risk and return characteristics of structured products," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 3, pages 313-338, September, DOI: 10.1007/s11408-011-0163-0.
• Stefan Erdorf & Nicolas Heinrichs, 2011, "Co-movement of revenue: structural changes in the business cycle," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 4, pages 411-433, December, DOI: 10.1007/s11408-011-0168-8.
• William Ziemba, 2011, "Investing in the turn-of-the-year effect," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 4, pages 455-472, December, DOI: 10.1007/s11408-011-0170-1.
• Maher Asal, 2011, "The Impact of Euro on Sectoral Equity Returns and Portfolio Risk," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 17, issue 2, pages 119-133, May, DOI: 10.1007/s11294-011-9292-5.
• Francisco Climent & Pilar Soriano, 2011, "Green and Good? The Investment Performance of US Environmental Mutual Funds," Journal of Business Ethics, Springer, volume 103, issue 2, pages 275-287, October, DOI: 10.1007/s10551-011-0865-2.
• Jean-Paul Chavas, 2011, "On the microeconomics of diversification under learning," Journal of Economics, Springer, volume 104, issue 1, pages 25-47, September, DOI: 10.1007/s00712-011-0202-3.
• Thomas Rapp & Nicolas Aubert, 2011, "Bank Employee Incentives and Stock Purchase Plans Participation," Journal of Financial Services Research, Springer;Western Finance Association, volume 40, issue 3, pages 185-203, December, DOI: 10.1007/s10693-011-0104-0.
• Hsuan-Chi Chen & Robert Fok & Chiuling Lu, 2011, "An Analysis of Lockups in REIT IPOs," The Journal of Real Estate Finance and Economics, Springer, volume 43, issue 3, pages 359-384, October, DOI: 10.1007/s11146-009-9228-5.
• Khalid Sekkat & Ariane Szafarz, 2011, "Valuing Homeownership," The Journal of Real Estate Finance and Economics, Springer, volume 43, issue 4, pages 491-504, November, DOI: 10.1007/s11146-009-9212-0.
• Jeffrey Carpenter & Justin Garcia & J. Lum, 2011, "Dopamine receptor genes predict risk preferences, time preferences, and related economic choices," Journal of Risk and Uncertainty, Springer, volume 42, issue 3, pages 233-261, June, DOI: 10.1007/s11166-011-9115-3.
• Nicole Boyson & Robert Mooradian, 2011, "Corporate governance and hedge fund activism," Review of Derivatives Research, Springer, volume 14, issue 2, pages 169-204, July, DOI: 10.1007/s11147-011-9065-6.
• Yee Loon, 2011, "Model uncertainty, performance persistence and flows," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 2, pages 153-205, February, DOI: 10.1007/s11156-010-0177-0.
• Lan-chih Ho & John Cadle & Michael Theobald, 2011, "An analysis of risk-based asset allocation and portfolio insurance strategies," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 2, pages 247-267, February, DOI: 10.1007/s11156-010-0175-2.
• Chanwit Phengpis & Peggy Swanson, 2011, "Optimization, cointegration and diversification gains from international portfolios: an out-of-sample analysis," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 2, pages 269-286, February, DOI: 10.1007/s11156-010-0174-3.
• Pei-Gi Shu & Yin-Hua Yeh & Shean-Bii Chiu & Fu-Sheng Ho, 2011, "The reputation effect of venture capital," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 4, pages 533-554, May, DOI: 10.1007/s11156-010-0188-x.
• Huong Higgins, 2011, "Forecasting stock price with the residual income model," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 4, pages 583-604, May, DOI: 10.1007/s11156-010-0187-y.
• Travis Sapp, 2011, "The 52-week high, momentum, and predicting mutual fund returns," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 2, pages 149-179, August, DOI: 10.1007/s11156-010-0199-7.
• Anil Mishra, 2011, "Australia’s equity home bias and real exchange rate volatility," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 2, pages 223-244, August, DOI: 10.1007/s11156-010-0202-3.
• Yangru Wu, 2011, "Momentum trading, mean reversal and overreaction in Chinese stock market," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 3, pages 301-323, October, DOI: 10.1007/s11156-010-0206-z.
• Elyas Elyasiani & Jingyi Jia, 2011, "Performance persistence of closed-end funds," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 3, pages 381-408, October, DOI: 10.1007/s11156-010-0209-9.
• D. Johnstone & D. Lindley, 2011, "Elementary proof that mean–variance implies quadratic utility," Theory and Decision, Springer, volume 70, issue 2, pages 149-155, February, DOI: 10.1007/s11238-010-9194-7.
• George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov, 2011, "The Puzzle of Index Option Returns," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2011-17, May.
• Günter Franke & Ferdinand Graf, 2011, "Does Portfolio Optimization Pay?," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2011-19, May.
• Günter Franke & Harris Schlesinger & Richard C. Stapleton, 2011, "Risk Taking with Additive and Multiplicative Background Risks," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2011-25, Jun.
• Matthias W. Uhl, 2011, "Reuters Sentiment and Stock Returns," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 11-288, Sep, DOI: 10.3929/ethz-a-006620590.
• Badics, Tamás, 2011, "Az arbitrázs preferenciákkal történő karakterizációjáról
  [On the characterization of arbitrage in terms of preferences]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 727-742.
• Ormos, Mihály & Joó, István, 2011, "Diszpozíciós hatás a magyar tőkepiacon
  [Disposition effect in the Hungarian capital market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 743-758.
• Szüle, Borbála, 2011, "Portfólióelméleti modell szerinti optimális nyugdíjrendszer
  [The optimal pension system according to a portfolio theory model]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 792-805.
• Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011, "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," KIER Working Papers, Kyoto University, Institute of Economic Research, number 757, Jan.
• Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2011, "Modelling and Forecasting Noisy Realized Volatility," KIER Working Papers, Kyoto University, Institute of Economic Research, number 758, Jan.
• Chia-Lin Chang & Juan-à ngel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011, "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," KIER Working Papers, Kyoto University, Institute of Economic Research, number 761, Mar.
• Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011, "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," KIER Working Papers, Kyoto University, Institute of Economic Research, number 767, Apr.
• Michael McAleer & Paulo Araújo Santos & Juan-à ngel Jiménez-Martín & Teodosio Pérez Amaral, 2011, "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," KIER Working Papers, Kyoto University, Institute of Economic Research, number 782, Jul.
• Maxime Merli & Tristan Roger, 2011, "What drives the herding behavior of individual investors?," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2011-03.
• Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2011, "Regulating Asset Price Risk," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 11.02, Jan.
• Michele Dell'Era & Luis Santos-Pinto, 2011, "Entrepreneurial Overconfidence, Self-Financing and Capital Market Efficiency," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 11.06, Oct, revised Nov 2012.
• Mehreen Mahmud & Nawazish Mirza, 2011, "An Evaluation of Mutual Fund Performance in an Emerging Economy: The Case of Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 16, issue Special E, pages 301-316, September.
• Irfan ul Haque, 2011, "The Capital Account and Pakistani Rupee Convertibility: Macroeconomic Policy Challenges," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 16, issue Special E, pages 95-121, September.
• Hurd, Michael & Rooij, Maarten van & Winter, Joachim, 2011, "Stock market expectations of dutch households," Munich Reprints in Economics, University of Munich, Department of Economics, number 19458.
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• Jang Schiltz & Marc Boissaux, 2011, "Practical weight-constrained conditioned portfolio optimization using risk aversion indicator signals," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 11-12.
• Hassanzadeh, Ali & Nazarian, Rafik & Kianvand, Mehran, 2011, "The Impact of Monetary Policy Shocks on the Fluctuation of Stock Price Index in Iran," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 4, issue 9, pages 1-44, December.
• Bucher-Koenen, Tabea & Ziegelmeyer, Michael, 2011, "Who lost the most? Financial Literacy, Cognitive Abilities, and the Financial Crisis," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 11234, Jan.
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• John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2011, "How Does Simplified Disclosure Affect Individuals' Mutual Fund Choices?," NBER Chapters, National Bureau of Economic Research, Inc, "Explorations in the Economics of Aging".
• Marcel Fratzscher, 2011, "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," NBER Chapters, National Bureau of Economic Research, Inc, "Global Financial Crisis".
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• Bernard Dumas & Karen K. Lewis & Emilio Osambela, 2011, "Differences of Opinion and International Equity Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 16726, Jan.
• Justine S. Hastings & Olivia S. Mitchell, 2011, "How Financial Literacy and Impatience Shape Retirement Wealth and Investment Behaviors," NBER Working Papers, National Bureau of Economic Research, Inc, number 16740, Jan.
• Yingcong Lan & Neng Wang & Jinqiang Yang, 2011, "The Economics of Hedge Funds: Alpha, Fees, Leverage, and Valuation," NBER Working Papers, National Bureau of Economic Research, Inc, number 16842, Mar.
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• Yosef Bonaparte & Russell Cooper & Guozhong Zhu, 2011, "Consumption Smoothing and Portfolio Rebalancing: The Effects of Adjustment Costs," NBER Working Papers, National Bureau of Economic Research, Inc, number 16957, Apr.