Research classified by Journal of Economic Literature (JEL) codes

2020

• Mihovil An?elinovi? & Livija Valenti? & Ana Pavkovi?, 2020, "Equity Fund Performance and Sector Diversification," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 9, issue 1, pages 25-43, June.
• Łukasz Postek & Michał Thor, 2020, "Modele predykcji bankructwa i ich zastosowanie dla rynku NewConnect," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 109-137.
• Klaudia Jarno & £ukasz Smaga, 2020, "The use of the bootstrap method for the assessment of investment effectiveness and risk – the case of confidence intervals estimation for the Sharpe ratio and TailVaR," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 13, pages 40-50, June.
• Ryszard Wêgrzyn, 2020, "Changes in Effectiveness of Delta Hedging Using Options on the WIG20 (Zmiany skutecznoœci hedgingu delta z zastosowaniem opcji na WIG20)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 18, issue 90, pages 163-177.
• Izabela Pruchnicka-Grabias, 2020, "Equity Portfolio Optimization With Gold (Optymalizacja portfela akcji za pomoc¹ zlota)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 18, issue 90, pages 62-77.
• Raslan Alzuabi & Sarah Brown & Alexandros Kontonikas & Alberto Montagnoli, 2020, "Household Portfolios and Monetary Policy," Working Papers, The University of Sheffield, Department of Economics, number 2020001, Jan.
• Sarah Brown & Alessandro Bucciol & Alberto Montagnoli & Karl Taylor, 2020, "Financial Advice and Household Financial Portfolios," Working Papers, The University of Sheffield, Department of Economics, number 2020009, Nov.
• Albi Tola & Miriam Koomen & Amalia Repele, 2020, "Deviations from covered interest rate parity and capital outflows: The case of Switzerland," Working Papers, Swiss National Bank, number 2020-08.
• Arhan Sabri ERTAN & Cenk Cevat KARAHAN & Ahmet Musa KÖSELİ, 2020, "Financial Value of Analyst Recommendations: Talent or Risk Factor? Abstract: Financial analysts not only contribute to the informational efficiency of stock markets with their detailed reports, they a," Sosyoekonomi Journal, Sosyoekonomi Society.
• Fernando Fernandes & Rodrigo De Losso, Rogerio Oliveira, Angelo J D Soto, Pedro D Cavalcanti, Gabriel M S Campos, 2020, "Saving Markowitz: A Risk Parity approach based on the Cauchy Interlacing Theorem," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2020_13, Aug.
• Elias Cavalcante Junior & Fernando Moraes & Rodrigo De Losso, 2020, "Unskilled Fund Managers: Replicating Active Fund Performance With Few ETFs," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2020_14, Aug, revised 15 Sep 2020.
• Konstantinos Tsiaras, 2020, "Contagion in Futures Metal Markets during the Recent Global Financial Crisis: Evidence from Gold, Silver, Copper, Zinc and Aluminium," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 70, issue 3-4, pages 42-55, July-Dece.
• Thomas Holgersson & Peter Karlsson & Andreas Stephan, 2020, "A risk perspective of estimating portfolio weights of the global minimum-variance portfolio," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 104, issue 1, pages 59-80, March, DOI: 10.1007/s10182-018-00349-7.
• Catherine Bruneau & Alexis Flageollet & Zhun Peng, 2020, "Economic and financial risk factors, copula dependence and risk sensitivity of large multi-asset class portfolios," Annals of Operations Research, Springer, volume 284, issue 1, pages 165-197, January, DOI: 10.1007/s10479-018-3112-8.
• Takao Asano & Yusuke Osaki, 2020, "Portfolio allocation problems between risky and ambiguous assets," Annals of Operations Research, Springer, volume 284, issue 1, pages 63-79, January, DOI: 10.1007/s10479-019-03206-1.
• Giorgio Consigli & Vittorio Moriggia & Sebastiano Vitali, 2020, "Long-term individual financial planning under stochastic dominance constraints," Annals of Operations Research, Springer, volume 292, issue 2, pages 973-1000, September, DOI: 10.1007/s10479-019-03253-8.
• Zsolt Bihary & Péter Csóka & Dávid Zoltán Szabó, 2020, "Spectral risk measure of holding stocks in the long run," Annals of Operations Research, Springer, volume 295, issue 1, pages 75-89, December, DOI: 10.1007/s10479-020-03678-6.
• Richard J. Arend, 2020, "Strategic decision-making under ambiguity: a new problem space and a proposed optimization approach," Business Research, Springer;German Academic Association for Business Research, volume 13, issue 3, pages 1231-1251, November, DOI: 10.1007/s40685-020-00129-7.
• Erindi Allaj, 2020, "The Black–Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation," Computational Management Science, Springer, volume 17, issue 3, pages 465-492, October, DOI: 10.1007/s10287-020-00373-6.
• Marzia Donno & Marco Magnani & Mario Menegatti, 2020, "Changes in multiplicative risks and optimal portfolio choice: new interpretations and results," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 43, issue 1, pages 251-267, June, DOI: 10.1007/s10203-019-00250-1.
• Katarzyna Romaniuk, 2020, "Does surplus/deficit sharing increase risk-taking in a corporate defined benefit pension plan?," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 43, issue 1, pages 229-249, June, DOI: 10.1007/s10203-019-00252-z.
• Raquel J. Fonseca & Luísa Cunha, 2020, "A net present value approach to health insurance choice," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 43, issue 2, pages 709-724, December, DOI: 10.1007/s10203-020-00290-y.
• JeongHoe Lee & Navid Sabbaghi, 2020, "Multi-objective optimization case study for algorithmic trading strategies in foreign exchange markets," Digital Finance, Springer, volume 2, issue 1, pages 15-37, September, DOI: 10.1007/s42521-019-00016-9.
• Larisa Adamyan & Kirill Efimov & Cathy Y. Chen & Wolfgang K. Härdle, 2020, "Adaptive weights clustering of research papers," Digital Finance, Springer, volume 2, issue 3, pages 169-187, December, DOI: 10.1007/s42521-020-00017-z.
• André Meyer & Lennart Ante, 2020, "Effects of initial coin offering characteristics on cross-listing returns," Digital Finance, Springer, volume 2, issue 3, pages 259-283, December, DOI: 10.1007/s42521-020-00025-z.
• Ha Nguyen & Bin Liu & Nirav Y. Parikh, 2020, "Exploring the short-term momentum effect in the cryptocurrency market," Evolutionary and Institutional Economics Review, Springer, volume 17, issue 2, pages 425-443, July, DOI: 10.1007/s40844-020-00176-z.
• Hongwei Chuang, 2020, "The impacts of institutional ownership on stock returns," Empirical Economics, Springer, volume 58, issue 2, pages 507-533, February, DOI: 10.1007/s00181-018-1519-3.
• Mahdi Massahi & Masoud Mahootchi & Alireza Arshadi Khamseh, 2020, "Development of an efficient cluster-based portfolio optimization model under realistic market conditions," Empirical Economics, Springer, volume 59, issue 5, pages 2423-2442, November, DOI: 10.1007/s00181-019-01802-5.
• Imad A. Moosa, 2020, "The bitcoin: a sparkling bubble or price discovery?," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 47, issue 1, pages 93-113, March, DOI: 10.1007/s40812-019-00135-9.
• Saman Adhami & Dominique Guegan, 2020, "Crypto assets: the role of ICO tokens within a well-diversified portfolio," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 47, issue 2, pages 219-241, June, DOI: 10.1007/s40812-019-00141-x.
• Sevgi Eda Tuzcu & Emrah Ertugay, 2020, "Is size an input in the mutual fund performance evaluation with DEA?," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 10, issue 4, pages 635-659, December, DOI: 10.1007/s40822-020-00141-6.
• Robiyanto Robiyanto & Bayu Adi Nugroho & Eka Handriani & Andrian Dolfriandra Huruta, 2020, "Hedge effectiveness of put replication, gold, and oil on ASEAN-5 equities," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 6, issue 1, pages 1-29, December, DOI: 10.1186/s40854-020-00199-w.
• Imran Yousaf & Shoaib Ali, 2020, "Discovering interlinkages between major cryptocurrencies using high-frequency data: new evidence from COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 6, issue 1, pages 1-18, December, DOI: 10.1186/s40854-020-00213-1.
• Huy N. Chau & Andrea Cosso & Claudio Fontana, 2020, "The value of informational arbitrage," Finance and Stochastics, Springer, volume 24, issue 2, pages 277-307, April, DOI: 10.1007/s00780-020-00418-3.
• Paolo Guasoni & Gu Wang, 2020, "Consumption in incomplete markets," Finance and Stochastics, Springer, volume 24, issue 2, pages 383-422, April, DOI: 10.1007/s00780-020-00420-9.
• Kasper Larsen & Halil Mete Soner & Gordan Žitković, 2020, "Conditional Davis pricing," Finance and Stochastics, Springer, volume 24, issue 3, pages 565-599, July, DOI: 10.1007/s00780-020-00424-5.
• Julio Backhoff-Veraguas & Daniel Bartl & Mathias Beiglböck & Manu Eder, 2020, "Adapted Wasserstein distances and stability in mathematical finance," Finance and Stochastics, Springer, volume 24, issue 3, pages 601-632, July, DOI: 10.1007/s00780-020-00426-3.
• Paolo Guasoni & Kwok Chuen Wong, 2020, "Asset prices in segmented and integrated markets," Finance and Stochastics, Springer, volume 24, issue 4, pages 939-980, October, DOI: 10.1007/s00780-020-00433-4.
• Levon Avanesyan & Mykhaylo Shkolnikov & Ronnie Sircar, 2020, "Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder’s theorem," Finance and Stochastics, Springer, volume 24, issue 4, pages 981-1011, October, DOI: 10.1007/s00780-020-00436-1.
• Erhan Bayraktar & Leonid Dolinskyi & Yan Dolinsky, 2020, "Extended weak convergence and utility maximisation with proportional transaction costs," Finance and Stochastics, Springer, volume 24, issue 4, pages 1013-1034, October, DOI: 10.1007/s00780-020-00437-0.
• Alexander Schiller & René-Ojas Woltering & Steffen Sebastian, 2020, "Is the flow-performance relationship really convex? - The impact of data treatment and model specification," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 2, pages 300-320, April, DOI: 10.1007/s12197-019-09489-1.
• Sabyasachi Mohapatra & Arun Kumar Misra & Marimuthu Murali Kannan, 2020, "Risk factors explaining returns anomaly in emerging market banks – study on Indian banking system," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 3, pages 417-433, July, DOI: 10.1007/s12197-019-09490-8.
• Riza Demirer & Asli Yuksel & Aydin Yuksel, 2020, "The U.S. term structure and return volatility in emerging stock markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 4, pages 687-707, October, DOI: 10.1007/s12197-020-09511-x.
• Peilong Shen & Zhinan Li, 2020, "Financial contagion in inter-bank networks with overlapping portfolios," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 15, issue 4, pages 845-865, October, DOI: 10.1007/s11403-019-00274-1.
• Feixue Gong & Gregory Phelan, 2020, "Debt collateralization, capital structure, and maximal leverage," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 70, issue 2, pages 579-605, September, DOI: 10.1007/s00199-019-01222-7.
• Liya Liu & Yingjie Niu & Yuanping Wang & Jinqiang Yang, 2020, "Optimal consumption with time-inconsistent preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 70, issue 3, pages 785-815, October, DOI: 10.1007/s00199-019-01228-1.
• Xiaoyu Wu & Jianmei Zhao, 2020, "Risk sharing, siblings, and household equity investment: evidence from urban China," Journal of Population Economics, Springer;European Society for Population Economics, volume 33, issue 2, pages 461-482, April, DOI: 10.1007/s00148-019-00740-x.
• Nawazish Mirza & Krishna Reddy & Amir Hasnaoui & Peter Yates, 2020, "A Comparative Analysis of the Hedging Effectiveness of Farmgate Milk Prices for New Zealand and United States Dairy Farmers," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 18, issue 1, pages 129-142, March, DOI: 10.1007/s40953-019-00172-0.
• Vighneswara Swamy & M. Dharani, 2020, "RETRACTED ARTICLE: Google Search Intensity and the Investor Attention Effect: A Quantile Regression Approach," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 18, issue 2, pages 403-423, June, DOI: 10.1007/s40953-019-00185-9.
• Shashank Oberoi & Mohammed Bilal Girach & Siddhartha P. Chakrabarty, 2020, "Can Robust Optimization Offer Improved Portfolio Performance? An Empirical Study of Indian market," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 18, issue 3, pages 611-630, September, DOI: 10.1007/s40953-020-00205-z.
• Rohan Chinchwadkar, 2020, "Political Business Cycles, Elections and Entrepreneurial Finance: A Framework," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 18, issue 4, pages 941-954, December, DOI: 10.1007/s40953-020-00202-2.
• Sakhr Miss & Michel Charifzadeh & Tim A. Herberger, 2020, "Revisiting the monday effect: a replication study for the German stock market," Management Review Quarterly, Springer, volume 70, issue 2, pages 257-273, May, DOI: 10.1007/s11301-019-00167-4.
• Gabriel Frahm, 2020, "Statistical properties of estimators for the log-optimal portfolio," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 92, issue 1, pages 1-32, August, DOI: 10.1007/s00186-020-00701-1.
• José Soares Fonseca, 2020, "Portfolio selection in euro area with CAPM and Lower Partial Moments models," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 19, issue 1, pages 49-66, January, DOI: 10.1007/s10258-019-00153-4.
• Justyna Mokrzycka, 2020, "VaR and ES Calculation with a Bayesian Dynamic tCopula-GARCH Model," Springer Proceedings in Business and Economics, Springer, chapter 46, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Cross-Section Data Methods in Applied Economic Research", DOI: 10.1007/978-3-030-38253-7_46.
• Congcong Li & An-Ping Lin & Hai Lu & Kevin Veenstra, 2020, "Gender and beauty in the financial analyst profession: evidence from the United States and China," Review of Accounting Studies, Springer, volume 25, issue 4, pages 1230-1262, December, DOI: 10.1007/s11142-020-09542-z.
• Philipp Gerlach & Raimond Maurer, 2020, "The Growing Importance of Secondary Market Activities for Open-end Real Estate Fund Shares in Germany," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, volume 72, issue 1, pages 65-106, February, DOI: 10.1007/s41464-019-00081-y.
• Nawazish Mirza & Jamila Abaidi Hasnaoui & Bushra Naqvi & Syed Kumail Abbas Rizvi, 2020, "The impact of human capital efficiency on Latin American mutual funds during Covid-19 outbreak," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 156, issue 1, pages 1-7, December, DOI: 10.1186/s41937-020-00066-6.
• Albert Hizgilov & Jacques Silber, 2020, "On Multidimensional Approaches to Financial Literacy Measurement," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 148, issue 3, pages 787-830, April, DOI: 10.1007/s11205-019-02227-4.
• Chin-Wei Lin & Cheng-Shu Kao & Charles S. Chien, 2020, "The Evaluation of Venture Capital in the Biotech Investment of Taiwan Rice-Bran Polysaccharide," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 10, issue 3, pages 1-8.
• Han-Ching Huang & Tammy Tran Chung, 2020, "The Information Content of Insider Silence in Vietnam Security Market," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 10, issue 3, pages 1-9.
• Xiaoyu Gao & Anjie Dong, 2020, "Real estate prices, fiscal revenue and economic growth," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 10, issue 2, pages 1-7.
• Jiahe Ou, 2020, "Breadth of Ownership and the Comovement of Equity Prices in China Stock Market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 10, issue 4, pages 1-1.
• Han-Ching Huang & Bo-Sheng Wu, 2020, "The Performance of Trading Strategies based on the Ratio of Option and Stock Volume," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 10, issue 4, pages 1-9.
• Chih-Yu Chin & Chia-Hsien Tang & Yen-Hsien Lee, 2020, "The Social Network Volume of COVID-19 and Stock Market Response," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 10, issue 6, pages 1-4.
• J. Davis & P. Hagelstein & I. Lackner & R. Piziak, 2020, "The Efficient Frontier and International Portfolio Diversification in Taxable and Tax-Privileged Accounts," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 9, issue 2, pages 1-3.
• Nicolò Zorich & Gabriele Cardullo, 2020, "Does Active Management Beat the Market? Evidence from Italy," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 9, issue 3, pages 1-1.
• Josiah Aduda & Morgan Ongoro, 2020, "Working Capital and Earnings Management among Manufacturing Firms: A Review of Literature," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 9, issue 3, pages 1-5.
• Eidam, Frederik, 2020, "Gap-filling government debt maturity choice," ESRB Working Paper Series, European Systemic Risk Board, number 110, Sep.
• Giulio Bottazzi & Francesco Cordoni & Giulia Livieri & Stefano Marmi, 2020, "Uncertainty in Firm Valuation and a Cross-Sectional Misvaluation Measure," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2020/15, Jun.
• Lasse Eika & Magne Mogstad & Ola L. Vestad, 2020, "What can we learn about household consumption expenditure from data on income and assets?," Discussion Papers, Statistics Norway, Research Department, number 923, Mar.
• Tadeusz A. Grzeszczyk & Małgorzata Waszkiewicz, 2020, "Sustainable Investment Project Evaluation," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 7, issue 3, pages 2363-2381, March, DOI: 10.9770/jesi.2020.7.3(60).
• Igor Varyash & Alexey Mikhaylov & Nikita Moiseev & Kirill Aleshin, 2020, "Triple bottom line and corporate social responsibility performance indicators for Russian companies," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 8, issue 1, pages 313-329, September, DOI: 10.9770/jesi.2020.8.1(22).
• Fernando García & Jairo González-Bueno & Francisco Guijarro & Javier Oliver, 2020, "A multiobjective credibilistic portfolio selection model. Empirical study in the Latin American integrated market," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 8, issue 2, pages 1027-1046, December, DOI: 10.9770/jesi.2020.8.2(62).
• Rafał Buła, 2020, "Transition matrix and stochastic kernel for repeatability assessment of performance of Polish open pension funds," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 8, issue 2, pages 984-1005, December, DOI: 10.9770/jesi.2020.8.2(60).
• Andrej Cupak & Pirmin Fessler & Joanne W. Hsu & Piotr R. Paradowski, 2020, "Confidence, financial literacy and investment in risky assets: Evidence from the Survey of Consumer Finances," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 4/2020, Mar.
• Jaebeom Kim & Jung-Min Kim, 2020, "Stock returns and mutual fund flows in the korean financial markets: a system approach," Applied Economics, Taylor & Francis Journals, volume 52, issue 33, pages 3588-3599, June, DOI: 10.1080/00036846.2020.1713986.
• Dante Amengual & Enrique Sentana, 2020, "Is a Normal Copula the Right Copula?," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 350-366, April, DOI: 10.1080/07350015.2018.1505631.
• John Ameriks & Gábor Kézdi & Minjoon Lee & Matthew D. Shapiro, 2020, "Heterogeneity in Expectations, Risk Tolerance, and Household Stock Shares: The Attenuation Puzzle," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 3, pages 633-646, July, DOI: 10.1080/07350015.2018.1549560.
• Georges Dionne & Xiaozhou Zhou, 2020, "The dynamics of ex-ante weighted spread: an empirical analysis," Quantitative Finance, Taylor & Francis Journals, volume 20, issue 4, pages 593-617, April, DOI: 10.1080/14697688.2019.1690160.
• Joseph Kopecky & Alan M. Taylor, 2020, "The Murder-Suicide of the Rentier: Population Aging and the Risk Premium," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep1220, Mar.
• Hiroshi FUJIKI, 2020, "Who Adopts Crypto Assets in Japan? Evidence from the 2019 Financial Literacy Survey," Working Papers, Tokyo Center for Economic Research, number e150, Jul.
• Catherine Georgiou, 2020, "The British Stock Market under the Structure of Market Capitalization Value: New Evidence on its Predictive Content," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 13, issue 3, pages 56-69, December.
• Mark Mink & Rodney Ramcharan & Iman van Lelyveld, 2020, "How Banks Respond to Distress: Shifting Risks in Europe’s Banking Union," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-006/IV, Feb.
• Bernd Schwaab & Xin Zhang & Andre Lucas, 2020, "Modeling extreme events: time-varying extreme tail shape," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-076/III, Nov.
• Yoram Halevy & Guy Mayraz, 2020, "Identifying Rule-Based Rationality," Working Papers, University of Toronto, Department of Economics, number tecipa-677, Oct.
• Christopher Roth & Johannes Wohlfart, 2020, "How Do Expectations about the Macroeconomy Affect Personal Expectations and Behavior?," The Review of Economics and Statistics, MIT Press, volume 102, issue 4, pages 731-748, October.
• Stefan Muhl & Marc Oliver Rieger & Hung Ling Chen, 2020, "Sign Matters: Stock Movement Based Trading Decisions of Private Investors," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2020-01.
• Marc Oliver Rieger & Mei Wang & Daniel Hausmann, 2020, "Pre-Decisional Information Acquisition: Do We Pay TooMuch for Information?," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2020-02.
• Felix Haase & Matthias Neuenkirch, 2020, "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2020-03.
• Marc Oliver Rieger & Mei Wang & Thorsten Hens, 2020, "Universal Time Preference," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2020-07.
• Felix Haase & Matthias Neuenkirch, 2020, "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," Research Papers in Economics, University of Trier, Department of Economics, number 2020-01.
• Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2020, "Life-Cycle Welfare Losses from Rules-of-Thumb Asset Allocation," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 068, Sep.
• Anna Bayona & Oana Peia, 2020, "Financial Contagion and the Wealth Effect: An Experimental Study," Working Papers, School of Economics, University College Dublin, number 202007, Mar.
• Daniel Barth & Nicholas W. Papageorge & Kevin Thom, 2020, "Genetic Endowments and Wealth Inequality," Journal of Political Economy, University of Chicago Press, volume 128, issue 4, pages 1474-1522, DOI: 10.1086/705415.
• Marianne Andries & Valentin Haddad, 2020, "Information Aversion," Journal of Political Economy, University of Chicago Press, volume 128, issue 5, pages 1901-1939, DOI: 10.1086/705668.
• Matteo Maggiori & Brent Neiman & Jesse Schreger, 2020, "International Currencies and Capital Allocation," Journal of Political Economy, University of Chicago Press, volume 128, issue 6, pages 2019-2066, DOI: 10.1086/705688.
• Tae-Hwy Lee & Ekaterina Seregina, 2020, "Optimal Portfolio Using Factor Graphical Lasso," Working Papers, University of California at Riverside, Department of Economics, number 202025, Sep.
• Mahdi Ghaemi Asl & Giorgio Canarella & Stephen M. Miller, 2020, "Dynamic Asymmetric Optimal Portfolio Allocation between Energy Stocks and Energy Commodities: Evidence from Clean Energy and Oil and Gas Companies," Working papers, University of Connecticut, Department of Economics, number 2020-07, Aug.
• Sofronis Clerides & Styliani-Iris Krokida & Neophytos Lambertides & Dimitris Tsouknidis, 2020, "What matters for consumer sentiment? World oil price or retail gasoline price?," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 05-2020, May.
• Michela Borghesi, 2020, "Metodi statistici per il confronto di serie storiche con applicazioni finanziarie," Working Papers, University of Ferrara, Department of Economics, number 2020049, Jul.

2019

• Huda, Syamsul & Hakim, Heikal Muhammad Zakaria, 2019, "Feasibility Study of Company Investment on Public Cigarette Manufacturing Companies," MPRA Paper, University Library of Munich, Germany, number 91579, Jan.
• Barge-Gil, Andrés & García-Hiernaux, Alfredo, 2019, "Staking plans in sports betting under unknown true probabilities of the event," MPRA Paper, University Library of Munich, Germany, number 92196, Feb.
• Damianov, Damian S & Escobari, Diego, 2019, "Getting on and moving up the property ladder: Real hedging in the U.S. housing market before and after the crisis," MPRA Paper, University Library of Munich, Germany, number 92389, Feb.
• Guo, Danqiao & Boyle, Phelim & Weng, Chengguo & Wirjanto, Tony, 2019, "Age matters," MPRA Paper, University Library of Munich, Germany, number 93653, May, revised 01 May 2019.
• suhardi, suhardi & Afrizal, Afrizal, 2019, "Bagaimanapecking-Order Theory Menjelaskan Struktur Permodalan Bank Di Indonesia?
  [How Does The Pecking-Order Theory Explain The Bank'S Capital Structure In Indonesia?]," MPRA Paper, University Library of Munich, Germany, number 93963, Mar, revised 14 Jan 2019.
• Rodríguez Batres, Axel & Flores Sánchez, Edgar Mauricio & Flores Delgado, Javier Antonio, 2019, "Risk assessment for micro companies belonging to selected branches of the non-financial private services sector in Mexico through the Beta coefficient," MPRA Paper, University Library of Munich, Germany, number 94039.
• Degiannakis, Stavros & Filis, George, 2019, "Oil price volatility forecasts: What do investors need to know?," MPRA Paper, University Library of Munich, Germany, number 94445, Jun.
• Das, Mahamitra & Kundu, Srikanta & Sarkar, Nityananda, 2019, "Mean and Volatility Spillovers between REIT and Stocks Returns A STVAR-BTGARCH-M Model," MPRA Paper, University Library of Munich, Germany, number 94707, Jul.
• Ahmad, Shabbir & Alsharif, Danyah, 2019, "A Comparative Performance Evaluation of Islamic and Conventional Mutual Funds in Saudi Arabia," MPRA Paper, University Library of Munich, Germany, number 94808, Jan.
• Juárez-Luna, David, 2019, "Power generation portfolios: A parametric formulation of the efficient frontier," MPRA Paper, University Library of Munich, Germany, number 94814, Jul.
• Pincheira, Pablo & Hardy, Nicolás, 2019, "Forecasting Aluminum Prices with Commodity Currencies," MPRA Paper, University Library of Munich, Germany, number 97005, Nov.
• Mudiangombe, Benjamin & Muteba Mwamba, John Weirstrass, 2019, "Dependence Structure of Insurance Credit Default Swaps," MPRA Paper, University Library of Munich, Germany, number 97335, Sep.
• Correia, Ricardo & Barbosa, António, 2019, "Can Post-Earnings Announcement Drift and Momentum Explain Reversal?," MPRA Paper, University Library of Munich, Germany, number 97458, Nov.
• Seixas, Mário & Barbosa, António, 2019, "Optimal Value-at-Risk Disclosure," MPRA Paper, University Library of Munich, Germany, number 97526.
• Pashchenko, Svetlana & Porapakkarm, Ponpoje, 2019, "Accounting for Social Security claiming behavior," MPRA Paper, University Library of Munich, Germany, number 97958, Nov.
• Saeidinezhad, Elham, 2019, "Corporate Debt: Where is the Danger?," MPRA Paper, University Library of Munich, Germany, number 98547, May.
• Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2019, "The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach," Working Papers, University of Pretoria, Department of Economics, number 201915, Feb.
• Esin Cakan & Riza Demirer & Rangan Gupta & Josine Uwilingiye, 2019, "Economic Policy Uncertainty and Herding Behavior: Evidence from the South African Housing Market," Working Papers, University of Pretoria, Department of Economics, number 201921, Mar.
• Aviral Kumar Tiwari & Christophe Andre & Rangan Gupta, 2019, "Spillovers between US Real Estate and Financial Assets in Time and Frequency Domains," Working Papers, University of Pretoria, Department of Economics, number 201947, Jun.
• Vasilios Plakandaras & Elie Bouri & Rangan Gupta, 2019, "Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War?," Working Papers, University of Pretoria, Department of Economics, number 201980, Nov.
• Milan Fičura, 2019, "Forecasting Cross-Section of Stock Returns with Realised Moments," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2019, issue 2, pages 71-84, DOI: 10.18267/j.efaj.227.
• Vojtěch Menzl, 2019, "Estimating Present Value of Expected Expenditures in the Context of the Valuation of Negative Risk Cash Flows Using the RADR and Certainty Equivalent Methods
  [Odhad současné hodnoty očekávaných výd," Oceňování, Prague University of Economics and Business, volume 12, issue 2, pages 29-48, DOI: 10.18267/j.ocenovani.230.
• Vilma Deltuvaitė & Svatopluk Kapounek & Petr Koráb, 2019, "Impact of Behavioural Attention on the Households Foreign Currency Savings as a Response to the External Macroeconomic Shocks," Prague Economic Papers, Prague University of Economics and Business, volume 2019, issue 2, pages 155-177, DOI: 10.18267/j.pep.690.
• Sercan Demiralay, 2019, "Global Risk Factors and Stock Returns during Bull and Bear Market Conditions: Evidence from Emerging Economies in Europe," Prague Economic Papers, Prague University of Economics and Business, volume 2019, issue 4, pages 402-415, DOI: 10.18267/j.pep.680.
• Milan Fičura, 2019, "Profitability of Trading in the Direction of Asset Price Jumps - Analysis of Multiple Assets and Frequencies," Prague Economic Papers, Prague University of Economics and Business, volume 2019, issue 4, pages 385-401, DOI: 10.18267/j.pep.703.
• Jaromír Antoch & Jan Hanousek & Marie Hušková & Jiří Trešl, 2019, "Detekce změn v panelových datech: Změna parametrů Fama-French modelu u vybraných evropských akcií v období finanční krize
  [Detection of Changes in Panel Data: Change in Fama-French Model Parameters," Politická ekonomie, Prague University of Economics and Business, volume 2019, issue 1, pages 3-19, DOI: 10.18267/j.polek.1233.
• Milan Fičura, 2019, "Forecasting Foreign Exchange Rate Movements with k-Nearest-Neighbour, Ridge Regression and Feed-Forward Neural Networks," FFA Working Papers, Prague University of Economics and Business, number 1.001, Nov, revised 24 Nov 2019.
• Markus K. Brunnermeier & Yuliy Sannikov, 2019, "The I Theory of Money," Working Papers, Princeton University. Economics Department., number 2016-2, Aug.
• Markus K. Brunnermeier & Yuliy Sannikov, 2019, "International Monetary Theory: A Risk Perspective," Working Papers, Princeton University. Economics Department., number 2019-20, Jun.
• Belinda Cheung & Sebastien Printant, 2019, "Australian Money Market Divergence: Arbitrage Opportunity or Illusion?," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2019-09, Sep.
• Heiss, Florian & Hurd, Michael & Rossmann, Tobias & Winter, Joachim & van Rooij, Maarten, 2019, "Dynamics and Heterogeneity of Subjective Stock Market Expectations," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 157, May.
• Ahrens, Steffen & Bosch-Rosa, Ciril & Roulund, Rasmus, 2019, "Price Dynamics and Trader Overconfidence," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 161, Jun.
• Ahrens, Steffen & Bosch-Rosa, Ciril, 2019, "Heads We Both Win, Tails Only You Lose: the Effect of Limited Liability On Risk-Taking in Financial Decision Making," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 162, Jun.
• Breunig, Christoph & Huck, Steffen & Schmidt, Tobias & Weizsäcker, Georg, 2019, "The Standard Portfolio Choice Problem in Germany," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 171, Jul.
• Bosch-Rosa, Ciril & Gietl, Daniel & Heinemann, Frank, 2019, "Risk-Taking under Limited Liability: Quantifying the Role of Motivated Beliefs," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 210, Dec.
• Haelim Anderson & Guillermo Ordonez & Selman Erol, 2019, "Interbank Networks in the Shadows of the Federal Reserve Act," 2019 Meeting Papers, Society for Economic Dynamics, number 1285.
• Toni Ahnert & Co-Pierre Georg & Gideon DuRand, 2019, "Anticipated Financial Contagion," 2019 Meeting Papers, Society for Economic Dynamics, number 1312.
• Rosen Valchev, 2019, "Beyond Home Bias: Portfolio Holdings and Information Heterogeneity," 2019 Meeting Papers, Society for Economic Dynamics, number 1439.
• Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2019, "Frictional Intermediation in Over-the-Counter Markets," 2019 Meeting Papers, Society for Economic Dynamics, number 327.
• Peter J. Morgan & Long Q. Trinh, 2019, "Determinants and Impacts of Financial Literacy in the Lao PDR," ADBI Working Papers, Asian Development Bank Institute, number 928, Mar.
• Peter J. Morgan & Long Q. Trinh, 2019, "Fintech and Financial Literacy in the Lao PDR," ADBI Working Papers, Asian Development Bank Institute, number 933, Mar.
• Andrea Podhorsky, 2019, "Bursting the Bitcoin Bubble: Assessing the Fundamental Value and Social Costs of Bitcoin," ADBI Working Papers, Asian Development Bank Institute, number 934, Mar.
• Polwat Lerskullawat, 2019, "Hedging Effectiveness on the Thailand Futures Exchange Market," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 26, issue 2, pages 38-58.
• Manuel Salazar Fernández & Ahmad Abu-Alkheil & Ghadeer M. Khartabiel, 2019, "Do German Green Mutual Funds Perform Better Than Their Peers?," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 10, issue 2, pages 297-312.
• Fatma Busem Hatipoglu & Umut Uyar, 2019, "Examining the Dynamics of Macroeconomic Indicators and Banking Stock Returns with Bayesian Networks," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 10, issue 4, pages 807-822.
• Adem Anbar & Melek Eker, 2019, "The Effect of Sociodemographic Variables and Love of Money on Financial Risk Tolerance of Bankers," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 10, issue 4, pages 855-866.
• Duygu Ece Yilmaz & Figen Antmen, 2019, "Project Selection Method Based on Balanced Scorecard Framework," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 10, issue 5, pages 1179-1187.
• Gilles Boevi Koumou & Georges Dionne, 2019, "Coherent diversification measures in portfolio theory: An axiomatic foundation," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 19-2, Mar.
• Georges Dionne & Xiaozhou Zhou, 2019, "Information Environments and High Price Impact Trades: Implication for Volatility and Price Efficiency," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 19-3, Jun.
• Muhammad Nauman Sadiq & Muhammad Akhtar, 2019, "The Relationship of Investor’s Demographic Traits and Personality Type with Financial Risk Tolerance in Investment Decisions," Sukkur IBA Journal of Management and Business, Sukkur IBA University, volume 6, issue 1, pages 87-107.
• Salman Ahmed Shaikh, 2019, "Investment Behaviour of Analysts: A Case Study of Pakistan Stock Exchange," Journal of Finance and Accounting Research, University of Management and Technology, Lahore, volume 1, issue 1, pages 52-69.
• Juan A. Forsyth, 2019, "An alternative formula for the constant growth model," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 24, issue 48, pages 221-240.
• Júlio Lobão, 2019, "Seasonal anomalies in the market for American depository receipts," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 24, issue 48, pages 241-265.
• Luc Chavalle & Luis Chavez-Bedoya, 2019, "The impact of transaction costs in portfolio optimization: A comparative analysis between the cost of trading in Peru and the United States," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 24, issue 48, pages 288-311.
• Peter Omondi-Ochieng, 2019, "Financial performance trends of United States Hockey Inc: a resource-dependency approach," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 24, issue 48, pages 327-344.
• João Costa-Filho, 2019, "The 2008 Crisis: An International Finance (Over)view," Journal of Quantitative Methods, University of Management and Technology, Lahore, Pakistan, volume 3, issue 2, pages 1-27.
• Asaad Alahrezaee & Ali falahati & Kiomars Soheily, 2019, "Portfolio Optimization Using Three-Objective Particle Swarm Optimization," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 5, issue 4, pages 31-52.
• Hao FANG & Chung-Hua SHEN & Hwey-Yun YAU & Chien-Ping CHUNG & Yen-Hsien LEE, 2019, "Shocks from the Sub-Prime Crisis to Bond Indices in the U.S., the EU and Emerging Markets Via CDS Indices," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 5-24, September.
• Saji GEORGE & P Srinivasa SURESH, 2019, "Linkage of Size Effect and Behavioral Risk in Indian Equity Market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 96-116, September.
• Zura Kakushadze & Willie Yu, 2019, "Altcoin-Bitcoin Arbitrage," Bulletin of Applied Economics, Risk Market Journals, volume 6, issue 1, pages 87-110.
• Abramov, Alexander E. (Абрамов, Александр) & Radygin, Alexander D. (Радыгин, Александр) & Chernova, Maria I. (Чернова, Мария), 2019, "Efficiency in Portfolio Management of Equity Funds and Methods of Its Evaluation
  [Эффективность Управления Портфелями Паевых Инвестиционных Фондов Акций И Ее Оценка]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 4, pages 8-47, August.
• Farid Radmehr & Tolga Cenesizoglu, 2019, "The Causal Effect of Institutional Ownership on Firm Level Risk Characteristics," Cahiers de recherche / Working Papers, Institut sur la retraite et l'épargne / Retirement and Savings Institute, number 2.
• Graziella Bertocchi & Marianna Brunetti & Anzelika Zaiceva, 2019, "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," CEIS Research Paper, Tor Vergata University, CEIS, number 449, Jan, revised 12 May 2020.
• Mustafa Disli & Koen Inghelbrecht & Koen Schoors & Hannes Stieperaere, 2019, "Stock Price Anchoring," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 19/966, Mar.
• Nicolas Dierick & Dries Heyman & Koen Inghelbrecht & Hannes Stieperaere, 2019, "Financial Attention And The Disposition Effect," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 19/967, Mar.
• Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2019, "Flights To Safety," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 19/968, Mar.
• Martien Lamers & Thomas Present & Rudi Vander Vennet, 2019, "Sovereign exposures of European banks: it is not all doom," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 19/989, Dec.
• Nebojsa Dimic & Vitaly Orlov & Janne Äijö, 2019, "Bond–Equity Yield Ratio Market Timing in Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 1, pages 52-79, April, DOI: 10.1177/0972652719831536.
• Dheeraj Misra & Sushma Vishnani & Ankit Mehrotra, 2019, "Four-moment CAPM Model: Evidence from the Indian Stock Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 1_suppl, pages 137-166, April, DOI: 10.1177/0972652719831564.
• S. Narend & M. Thenmozhi, 2019, "Do Country ETFs Influence Foreign Stock Market Index? Evidence from India ETFs," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 1_suppl, pages 59-86, April, DOI: 10.1177/0972652719831550.
• Shashank Bansal & M. Thenmozhi, 2019, "Does Board Composition Matter to Institutional Investors?," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 2_suppl, pages 238-266, August, DOI: 10.1177/0972652719846354.
• Gagan Sharma & Parthajit Kayal & Piyush Pandey, 2019, "Information Linkages Among BRICS Countries: Empirical Evidence from Implied Volatility Indices," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 3, pages 263-289, December, DOI: 10.1177/0972652719846315.
• Mohammad Tariqul Islam Khan & Siow-Hooi Tan & Gerald Goh Guan Gan, 2019, "Advanced Financial Literacy of Malaysian Gen Y Investors and Its Consequences," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 13, issue 1, pages 83-108, February, DOI: 10.1177/0973801018800085.
• E. Fedorova A. & S. Musienko O. & F. Fedorov Yu. & l. Vinogradova V. & Е. Федорова А. & С. Мусиенко О. & Ф. Федоров Ю. & Л. Виноградова В., 2019, "Влияние освещения кризиса на финансовый рынок России // Impact of Crisis Coverage on the Financial Market of Russia," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 23, issue 3, pages 112-121.
• N. Red’kin M. & Н. Редькин М., 2019, "Оптимизация инвестиционного портфеля на российском фондовом рынке в контексте поведенческой теории // Investment Portfolio Optimization on Russian Stock Market in Context of behavioral theory," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 23, issue 4, pages 99-116.
• V. Minasyan B. & D. Ivko G. & В. Минасян Б. & Д. Ивко Г., 2019, "Анализ модельного риска использования технологии мультипликаторов при оценке акций российских компаний // Model Risk Analysis of Multiplier Technology Applied at Stock Valuation of Russian Companies," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 23, issue 6, pages 91-116.
• Guluzadeh Sabir Badraddin Oglu, 2019, "The Positive Impact of the Devaluation of National Currency on Azerbaijan's Manufacturing Industry," Social-Economic Debates, Association for Entreprenorial Spirit Promotion, volume 8, issue 2, pages 9-13, August.
• Gülen Karakoç & Marco Pagnozzi & Salvatore Piccolo & Giovanni W. Puopolo, 2020, "Information Acquisition and Financial Advice," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 587, Nov.
• Spyridon Spyrou, 2019, "Valuation Ratio Style Investing and Economic Sentiment in Eurozone Markets," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8710715, Jul.
• Youngsoo Kim & Jung Chul Park, 2019, "Presidential Power and Stock Returns," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8710820, Jul.
• Dorota Podedworna-Tarnowska & Daniel Kaszy?ski, 2019, "IPO underpricing phenomenon: the evidence from the Warsaw Stock Exchange," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9011477, Jun.
• Andy Cheng, 2019, "Pairs Trading with Crypto: Evidence from Bitcoin," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9211529, Jul.
• Sabrina Elbachir, 2019, "The impact of Cognitive Dissonance on Young Entrepreneurs," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9911151, Oct.
• Dedhy Sulistiawan & Felizia Arni Rudiawarni, 2019, "Is Price to Earnings Ratio (still) useful for trading strategy?," Proceedings of Business and Management Conferences, International Institute of Social and Economic Sciences, number 8511281, Oct.
• Pawel Kliber & Anna Rutkowska-Ziarko, 2019, "An algorithm for construction of a portfolio with a fundamental criterion," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 8911300, Jul.
• Zandri Koekemoer, 2019, "Gender and financial well-being of South African investors," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 9511448, Oct.
• Zandri Koekemoer, 2019, "The influence of the level of education on investors risk tolerance level," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 9511449, Oct.
• Susara Johanna Ferreira, 2019, "Is financial risk tolerance influenced by personality traits?," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 9511451, Oct.
• Jim Fischer, 2019, "Modern Portfolio Theory and the Efficient Markets Hypothesis: How well did they serve Canada?s baby-boom generation?," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 9511941, Oct.
• Piotr Zygmanowski & Pawel Sliwinski, 2019, "Proposal of Indicators Measuring the Development of Companies Qualified to the NewConnect Focus Segment (Wskazniki pomiaru stopnia rozwoju spolek kwalifikowanych do segmentu NewConnect Focus)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 17, issue 83, pages 197-211.
• Pawel Sliwinski & Maciej Lobza, 2019, "Does Relative Performance of Socially Responsible Investing Increase With Financial Risk? (Czy relatywna efektywnosc inwestowania odpowiedzialnego spolecznie wzrasta wraz z ryzykiem finansowym?)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 17, issue 83, pages 212-228.
• Rafal Miedziak & Filip Wojcik, 2019, "Spoleczna odpowiedzialnosc biznesu – czy to sie oplaca? Analiza stop zwrotu indeksow zrownowazonego rozwoju wzgledem tradycyjnych indeksow gieldowych (Corporate Social Responsibility – Is It Worth It?," Research Reports, University of Warsaw, Faculty of Management, volume 2, issue 31, pages 14-24.
• Athanasios Geromichalos & Kuk Mo Jung & Seungduck Lee & Dillon Carlos, 2019, "Asset Liquidity in Monetary Theory and Finance: A Unified Approach," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 1905.
• Ariane Szafarz & Marie Briere, 2019, "Good Diversification is Never Wasted: How to Tilt Factor Portfolios with Sectors," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 19-014, May.
• Felipe Filgueiras, Elias Cavalcante-Filho, Rodrigo de Losso, José Roberto Savoia, 2019, "Law Change in a Regulated Sector Impacts Other Regulated Sectors: Evidence from Brazil," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2019_27, Jul.