Research classified by Journal of Economic Literature (JEL) codes

0

• Ranjeeni, Kumari & Sharma, Susan Sunila, 2015, "The impact of the Lehman Brothers' bankruptcy on the performance of Chinese sectors," Working Papers, Deakin University, Department of Economics, number fe_2015_15, Jan, DOI: 10.1080/1540496X.2015.1061383.
• Takashi Nishiwaki, 2021, "Does Ambiguity Generate Demand for Options?," Working Papers, Waseda University, Faculty of Political Science and Economics, number 2102, Apr.
• Lubos Pastor & Robert F. Stambaugh, , "Evaluating and Investing in Equity Mutual Funds," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 516.
• Roth, Christopher & Sonja Settele & Wohlfart, Johannes, 2021, "Risk Exposure and Acquisition of Macroeconomic Information," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1331.
• Peter D Spencer, , "Coupon Bond Valuation with a Non-Affine Discount Yield Model," Discussion Papers, Department of Economics, University of York, number 03/16.
• Thorsten Hens & Klaus Schenk-Hopp�, , "Evolution of Portfolio Rules in Incomplete Markets," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 074.
• Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hopp�, , "Market Selection of Financial Trading Strategies: Global Stability," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 083.
• Igor V. Evstigneev & Klaus Rainer Schenk-Hopp�, , "From Rags to Riches: On Constant Proportions Investment Strategies," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 089.
• Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hopp�, , "Market Selection and Survival of Investment Strategies," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 091.
• Enrico De Giorgi, , "Reward-Risk Portfolio Selection and Stochastic Dominance," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 121.
• Enrico De Giorgi, , "A Note on Portfolio Selection under Various Risk Measures," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 122.
• Thorsten Hens & Klaus Reiner Schenk-Hopp� & Martin Stalder, , "An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 128.
• Thorsten Hens & Klaus Reiner Schenk-Hopp�, , "Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 139.
• Haim Levy & Enrico De Giorgi & Thorsten Hens, , "Prospect Theory and the CAPM: A contradiction or coexistence?," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 157.
• Haim Levy & Enrico De Giorgi & Thorsten Hens, , "Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence?," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 161.
• Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hopp�, , "Evolutionary Stable Stock Markets," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 170.
• Thorsten Hens & Stefan Reimann & Bodo Vogt, , "Competitive Nash Equilibria and Two Period Fund Separation," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 172.
• Enrico De Giorgi, , "Evolutionary Portfolio Selection with Liquidity Shocks," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 185.
• Patrick Leoni, , "Market Power, Survival and Accuracy of Predictions in Financial Markets," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 216.
• Satoshi Shimizutani & Hiroyuki Yamada, 2018, "Financial Literacy of Middle and Older Generations in Japan," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2018-010, Jun.
• Peter Christoffersen & Eric Ghysels & Norman R. Swanson, , "Let's Get "Real" about Using Economic Data," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 01-15.
• Katsutoshi Wakai, 2018, "A Factor Pricing Model under Ambiguity," Discussion papers, Graduate School of Economics , Kyoto University, number e-17-012, Mar.
• Weidong Lin & Abderrahim Taamouti, 2023, "Machine Learning Based Portfolio Selection Under Systemic Risk," Working Papers, University of Liverpool, Department of Economics, number 202311.
• Fang Yang & Xuan Liu & Zongwu Cai, 2013, "Does Relative Risk Aversion Vary with Wealth? Evidence from Households' Portfolio Choice Data," Departmental Working Papers, Department of Economics, Louisiana State University, number 2013-09, Sep.
• Parthajit Kayal & Janani Sri SG, 2020, "Going Beyond Gold: Can Equities be Safe-Haven?," Working Papers, Madras School of Economics,Chennai,India, number 2020-203, Sep.
• Ishani Chaudhuri & Parthajit Kayal, 2022, "Predicting Power of Ticker Search Volume in Indian Stock Market," Working Papers, Madras School of Economics,Chennai,India, number 2022-214, Feb.
• Malvika Saraf & Parthajit Kayal, 2022, "How Much Does Volatility Influence Stock Market Returns? – Empirical Evidence from India," Working Papers, Madras School of Economics,Chennai,India, number 2022-215, Feb.
• Thillaikkoothan Palanichamy & Parthajit Kayal, 2022, "Multiple Dimensions of Cyclicality in Investing," Working Papers, Madras School of Economics,Chennai,India, number 2022-216, Feb.
• Abhishek Subramanian & Parthajit Kayal, 2023, "Application of Volatility-Managed Portfolios in the Context of a Volatility Index," Working Papers, Madras School of Economics,Chennai,India, number 2023-242, Aug.
• Thomas J.Flavin & Dolores Lagoa-Varela, 2019, "On the stability of Stock-bond comovements across market conditions in the Eurozone periphery," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n295-19.pdf.
• Glenn Abela & William Gatt, , "Who are the (dis)savers? A look at household saving patters and wealth composition in Malta," CBM Policy Papers, Central Bank of Malta, number PP/01/2022.
• Kazufumi Yamana, 2016, "Structural Household Finance," Discussion papers, Policy Research Institute, Ministry of Finance Japan, number ron279, May.
• Carolina Achury & Sylwia Hubar & Christos Koulovatianos, 2010, "Saving Rates and Portfolio Choice with Subsistence Consumption," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 10/01, Jan.
• Knut Anton Mork & Haakon Andreas Trønnes & Vegard Skonseng Bjerketvedt, , "Capital preservation and current spending with Sovereign Wealth Funds and Endowment Funds: A simulation study," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 19222.
• Knu Anton Mork, , "A pitfall in models of external habit formation," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 20325.
• David Chambers & Elroy Dimson & Christophe Spaenjers, 0, "Art as an Asset: Evidence from Keynes the Collector," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 3, pages 490-520.
• Ronald Doeswijk & Trevin Lam & Laurens Swinkels, 0, "Historical Returns of the Market Portfolio," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 3, pages 521-567.
• Ing-Haw Cheng & Jeffrey Pontiff, 0, "Volatility Markets Underreacted to the Early Stages of the COVID-19 Pandemic," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 4, pages 635-668.
• David C Ling & Chongyu Wang & Tingyu Zhou & Jeffrey Pontiff, 0, "A First Look at the Impact of COVID-19 on Commercial Real Estate Prices: Asset-Level Evidence," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 4, pages 669-704.
• Ľuboš Pástor & M Blair Vorsatz & Jeffrey Pontiff, 0, "Mutual Fund Performance and Flows during the COVID-19 Crisis," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 4, pages 791-833.
• Mara Faccio & Maria-Teresa Marchica & Roberto Mura, 2011, "Large Shareholder Diversification and Corporate Risk-Taking," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 11, pages 3601-3641.
• Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz, 2011, "What Does Equity Sector Orderflow Tell Us About the Economy?," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 11, pages 3688-3730.
• Kenneth L. Judd & Felix Kubler & Karl Schmedders, 2011, "Bond Ladders and Optimal Portfolios," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 12, pages 4123-4166.
• Muge Tasci & Ozlem Ozdemir, 2017, "Reactions of dissatisfied investors: exit, voice or loyalty," Journal of Financial Services Marketing, Palgrave Macmillan, volume 22, issue 3, pages 109-118, September, DOI: 10.1057/s41264-017-0027-4.
• Hyung-Suk Choi & Doojin Ryu & Sangik Seok, 2017, "The turn-of-the-year effect in mutual fund flows," Risk Management, Palgrave Macmillan, volume 19, issue 2, pages 131-157, May, DOI: 10.1057/s41283-017-0015-y.
• Mª Caridad Sevillano & Francisco Jareño, 2018, "The impact of international factors on Spanish company returns: a quantile regression approach," Risk Management, Palgrave Macmillan, volume 20, issue 1, pages 51-76, February, DOI: 10.1057/s41283-017-0027-7.
• Xu Guo & Andreas Wagener & Wing-Keung Wong & Lixing Zhu, 2018, "The two-moment decision model with additive risks," Risk Management, Palgrave Macmillan, volume 20, issue 1, pages 77-94, February, DOI: 10.1057/s41283-017-0028-6.
• Jukka Ilomäki, 2018, "Risk and return of a trend-chasing application in financial markets: an empirical test," Risk Management, Palgrave Macmillan, volume 20, issue 3, pages 258-272, August, DOI: 10.1057/s41283-018-0036-1.
• Xu Guo & Raymond H. Chan & Wing-Keung Wong & Lixing Zhu, 2019, "Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk," Risk Management, Palgrave Macmillan, volume 21, issue 2, pages 73-98, June, DOI: 10.1057/s41283-018-0043-2.
• Burcu ERDOGAN & Guglielmo MARIA CAPORALE & Vladimir KUZIN, 2010, "Testing Stock Market Convergence: A Non-linear Factor Approach," EcoMod2010, EcoMod, number 259600051, May.
• Rania HENTATI & Jean-Luc PRIGENT, 2010, "Structured Portfolio Analysis under SharpeOmega Ratio," EcoMod2010, EcoMod, number 259600073, May.
• Romulo CHUMACERO & Solange BERSTEIN, 2010, "Quantifying the Costs of Investment Limits for Chilean Pension Funds," EcoMod2004, EcoMod, number 330600038, Jan.
• Miguel LEBRE DE FREITAS, 2010, "Currency Substitution, Portfolio Diversification and Money Demand," EcoMod2004, EcoMod, number 330600090, Jan.
• Dennis Dittrich & Werner Güth & Boris Maciejovsky, , "Overconfidence in Investment Decisions: An Experimental Approach," Papers on Strategic Interaction, Max Planck Institute of Economics, Strategic Interaction Group, number 2001-03.
• Cristina Cella & Andrew Ellul & Mariassunta Giannetti, , "Investors’ Horizons and the Amplification of Market Shocks," FMG Discussion Papers, Financial Markets Group, number dp717.
• Robert F. Stambaugh, , "Analyzing Investments Whose Histories Differ in Length," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 05-96.
• Lubos Pastor & Robert F. Stambaugh, , "Evaluating and Investing in Equity Mutual Funds," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 10-00.
• Lubos Pastor & Robert F. Stambaugh, , "The Equity Premium and Structural Breaks," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 11-00.
• Leonid Kogan & Raman Uppal, , "Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 13-00.
• Lubos Pastor & Robert F. Stambaugh, , "Comparing Asset Pricing Models: An Investment Perspective," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 16-99.
• Jason West, , "2012-01 Financial Literacy Education and Behaviour Unhinged: Combating Bias and Poor Product Design," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201201.
• Brett Doran & Michael E. Drew & Adam N. Walk, , "2012-07 The Retirement Risk Zone: A Baseline Study," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201207.
• Robert J. Bianchi & Michael E. Drew & Adam N. Walk, , "2012-08 Regimes in Australian Pension Fund Returns: A Hidden Semi-Markov Approach," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201208.
• Tomas Williams & Nathan Converse & Eduardo Levy-Yeyati, 2018, "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Working Papers, The George Washington University, Institute for International Economic Policy, number 2018-1, Jan, revised Sep 2018.
• Gliksberg, Baruch, , "Equilibria Under Monetary and Fiscal Policy Interactions in a Portfolio Choice Model," Working Papers, University of Haifa, Department of Economics, number WP2015/1.
• Gliksberg, Baruch, , "Equilibria Under Monetary and Fiscal Policy Interactions in a Portfolio Choice Model - Technical Appendix," Working Papers, University of Haifa, Department of Economics, number WP2015/2.
• Marco Aiolfi & Carlo Ambrogio Favero, , "Model Uncertainty, Thick Modelling and the predictability of Stock Returns," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 221.
• Dirk G. Baur & Thomas K. McDermott, , "Is gold a safe haven? International evidence," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp310.
• Gerard Caprio, Jr, , "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp311.
• Subhasis Bera & Shikha Gupta, , "South-South FDI vs North-South FDI: A Comparative Analysis in the Context of India," Indian Council for Research on International Economic Relations, New Delhi Working Papers, Indian Council for Research on International Economic Relations, New Delhi, India, number 238.
• Gerlinde Fellner & Matthias Sutter, , "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2008-01.

None

• Jyoti Rai & Jean Kimmel, 2015, "Gender Differences in Risk Preferences: An Empirical Study using Attitudinal and Behavioral Specifications of Risk Aversion," Research in Labor Economics, Emerald Group Publishing Limited, "Gender in the Labor Market", DOI: 10.1108/S0147-912120150000042002.
• Dayong Zhang & Hong Cao & Peijiang Zou, None, "Exuberance in China's Renewable Energy Investment: Rationality, Capital Structure, and Implications with Firm Level Evidence," Chapters, Economic Research Institute for ASEAN and East Asia (ERIA), chapter 7, in: Shigeru Kimura & Youngho Chang & Yanfei Li, "Financing Renewable Energy Development in East Asia Summit Countries A Primer of Effective Policy Instruments".
• Tommaso Trani, 2013, "Country Portfolios with Heterogeneous Pledgeability," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/13, Feb.
• M.C.J. van Rooij & C.J.M. Kool & H.M. Prast, 2005, "Risk-return preferences in the pension domain: are people able to choose?," Working Papers, Utrecht School of Economics, number 05-04.
• M.C.J. van Rooij & A. Lusardi & R. Alessie, 2007, "Financial Literacy and Stock Market Participation," Working Papers, Utrecht School of Economics, number 07-23, Sep.
• J.A. Bikker & D.W.G.A Broeders & J. de Dreu, 2007, "Stock Market Performance and Pension Fund Investment Policy: Rebalancing, Free Float, or Market Timing," Working Papers, Utrecht School of Economics, number 07-27.
• A. van Witteloostuijn & K.S. Muehlfeld, 2008, "Trader personality and trading performance: A framework and financial market experiment," Working Papers, Utrecht School of Economics, number 08-28.
• J. de Dreu & J.A. Bikker, 2009, "Pension fund sophistication and investment policy," Working Papers, Utrecht School of Economics, number 09-13, May.
• J.A. Bikker & D.W.G.A Broeders & D. A. Hollanders & E. H.M. Ponds, 2009, "Pension funds’ asset allocation and participant age: a test of the life-cycle model," Working Papers, Utrecht School of Economics, number 09-25, Sep.
• J. Gorter & J.A. Bikker, 2011, "Investment risk taking by institutional investors," Working Papers, Utrecht School of Economics, number 11-11.
• M.I. Dröes & H Garretsen & W.J.J. Manshanden, 2012, "The Diversification Benefits of Free Trade in House Value," Working Papers, Utrecht School of Economics, number 12-03.
• L. Spierdijk & J.A. Bikker, 2012, "Mean Reversion in Stock Prices: Implications for Long-Term Investors," Working Papers, Utrecht School of Economics, number 12-07.
• K.S. Muehlfeld & G.U. Weitzel & A. van Witteloostuijn, 2012, "Fight or freeze? Individual differences in investors’ motivational systems and trading in experimental asset markets," Working Papers, Utrecht School of Economics, number 12-18.
• Steinbuks Jevgenijs, 2012, "Firms' Investment under Financial and Infrastructure Constraints: Evidence from In-House Generation in Sub-Saharan Africa," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 12, issue 1, pages 1-34, October, DOI: 10.1515/1935-1682.3112.
• Gordon Roger Hall & Gaspar Vitor, 2001, "Home Bias in Portfolios and Taxation of Asset Income," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 1, issue 1, pages 1-30, September, DOI: 10.2202/1538-0637.1001.
• Saks Raven E & Shore Stephen H, 2005, "Risk and Career Choice," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 5, issue 1, pages 1-45, October, DOI: 10.1515/1538-0637.1414.
• Weiss Andrew & Nikitin Georgiy A, 2004, "Foreign Portfolio Investment Improves Performance: Evidence from the Czech Republic," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 4, issue 1, pages 1-49, June, DOI: 10.2202/1538-0653.1205.
• Graff Zivin Joshua & Small Arthur, 2005, "A Modigliani-Miller Theory of Altruistic Corporate Social Responsibility," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 5, issue 1, pages 1-21, May, DOI: 10.1515/1538-0653.1369.
• Loranth Gyongyi & Sciubba Emanuela, 2006, "Relative Performance, Risk and Entry in the Mutual Fund Industry," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 6, issue 1, pages 1-28, September, DOI: 10.2202/1538-0653.1540.
• Campanale Claudio, 2010, "Private Equity Returns in a Model of Entrepreneurial Choice with Learning," The B.E. Journal of Macroeconomics, De Gruyter, volume 10, issue 1, pages 1-37, July, DOI: 10.2202/1935-1690.1924.
• Covas Francisco & Fujita Shigeru, 2011, "Private Equity Premium and Aggregate Uncertainty in a Model of Uninsurable Investment Risk," The B.E. Journal of Macroeconomics, De Gruyter, volume 11, issue 1, pages 1-36, July, DOI: 10.2202/1935-1690.2216.
• Berkel Barbara, 2007, "Institutional Determinants of International Equity Portfolios - A Country-Level Analysis," The B.E. Journal of Macroeconomics, De Gruyter, volume 7, issue 1, pages 1-33, October, DOI: 10.2202/1935-1690.1388.
• Cvitanic Jaksa & Malamud Semyon, 2010, "Relative Extinction of Heterogeneous Agents," The B.E. Journal of Theoretical Economics, De Gruyter, volume 10, issue 1, pages 1-23, February, DOI: 10.2202/1935-1704.1605.
• Gollier Christian, 2004, "Optimal Dynamic Portfolio Risk with First-Order and Second-Order Predictability," The B.E. Journal of Theoretical Economics, De Gruyter, volume 4, issue 1, pages 1-35, September, DOI: 10.2202/1534-5971.1070.
• Taboga Marco, 2006, "Robust Portfolio Selection with and without Relative Entropy," The B.E. Journal of Theoretical Economics, De Gruyter, volume 6, issue 1, pages 1-28, March, DOI: 10.2202/1534-598X.1252.
• Maliar Lilia & Maliar Serguei, 2007, "Short-Run Patience and Wealth Inequality," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 11, issue 1, pages 1-19, March, DOI: 10.2202/1558-3708.1351.
• Matallin-Saez Juan Carlos, 2008, "The Dynamics of Mutual Funds and Market Timing Measurement," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 4, pages 1-37, December, DOI: 10.2202/1558-3708.1498.
• Brännäs Kurt & De Gooijer Jan G. & Lönnbark Carl & Soultanaeva Albina, 2012, "Simultaneity and Asymmetry of Returns and Volatilities: The Emerging Baltic States' Stock Exchanges," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 1, pages 1-24, January, DOI: 10.1515/1558-3708.1855.
• Berument Hakan & Akdi Yilmaz & Atakan Cemal, 2005, "An Empirical Analysis of Istanbul Stock Exchange Sub-Indexes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 3, pages 1-14, September, DOI: 10.2202/1558-3708.1229.