Research classified by Journal of Economic Literature (JEL) codes

2019

• Francesco Menoncin & Sergio Vergalli, 2019, "Optimal Stopping Time, Consumption, Labour, and Portfolio Decision for a Pension Scheme," Working Papers, Fondazione Eni Enrico Mattei, number 2019.09, May.
• Mark Fisher & Mark J. Jensen & Paula A. Tkac, 2019, "Bayesian Nonparametric Learning of How Skill Is Distributed across the Mutual Fund Industry," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2019-3, Mar, DOI: 10.29338/wp2019-03.
• Kenechukwu E. Anadu & James Bohn & Lina Lu & Matthew Pritsker & Andrei Zlate, 2019, "Reach for Yield by U.S. Public Pension Funds," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number RPA 19-2, Jun.
• Jesse Bricker & Kevin B. Moore & Jeffrey P. Thompson, 2019, "Trends in household portfolio composition," Working Papers, Federal Reserve Bank of Boston, number 19-9, Sep, DOI: 10.29412/res.wp.2019.09.
• Ben R. Craig & Margherita Giuzio & Sandra Paterlini, 2019, "The Effect of Possible EU Diversification Requirements on the Risk of Banks’ Sovereign Bond Portfolios," Working Papers, Federal Reserve Bank of Cleveland, number 19-12, May, DOI: 10.26509/frbc-wp-201912.
• Kartik B. Athreya & Felicia Ionescu & Urvi Neelakantan & Ivan Vidangos, 2019, "Who Values Access to College?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-015, Mar, DOI: 10.17016/FEDS.2019.015.
• Kenechukwu E. Anadu & James Bohn & Lina Lu & Matthew Pritsker & Andrei Zlate, 2019, "Reach for Yield by U.S. Public Pension Funds," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-048, Jun, DOI: 10.17016/FEDS.2019.049.
• Sirio Aramonte & Chiara Scotti & Ilknur Zer, 2019, "Measuring the Liquidity Profile of Mutual Funds," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-055, Jul, DOI: 10.17016/FEDS.2019.055.
• Jesse Bricker & Kevin B. Moore & Jeffrey P. Thompson, 2019, "Trends in Household Portfolio Composition," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-069, Sep, DOI: 10.17016/FEDS.2019.069.
• Nathan Converse & Enrico Mallucci, 2019, "Differential Treatment in the Bond Market: Sovereign Risk and Mutual Fund Portfolios," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1261, Oct, DOI: 10.17016/IFDP.2019.1261.
• Nathan Converse & Eduardo Levy Yeyati & Tomás Williams, 2020, "How ETFs Amplify the Global Financial Cycle in Emerging Markets," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1268, Jan, DOI: 10.17016/IFDP.2020.1268.
• Kartik B. Athreya & Ryan Mather & Jose Mustre-del-Rio & Juan M. Sanchez, 2019, "Consumption in the Great Recession: The Financial Distress Channel," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 19-6, Sep, DOI: 10.18651/RWP2019-06.
• YiLi Chien & Junsang Lee, 2019, "The Real Term Premium in a Stationary Economy with Segmented Asset Markets," Review, Federal Reserve Bank of St. Louis, volume 101, issue 2, pages 115-134, DOI: 10.20955/r.101.115-34.
• Kartik B. Athreya & Ryan Mather & Jose Mustre-del-Rio & Juan M. Sanchez, 2019, "The Effects of Macroeconomic Shocks: Household Financial Distress Matters," Working Papers, Federal Reserve Bank of St. Louis, number 2019-025, Sep, revised 11 Sep 2023, DOI: 10.20955/wp.2019.025.
• Carlos Garriga & Aaron Hedlund, 2019, "Crises in the Housing Market: Causes, Consequences, and Policy Lessons," Working Papers, Federal Reserve Bank of St. Louis, number 2019-33, Apr, DOI: 10.20955/wp.2019.033.
• Linda S. Goldberg & April Meehl, 2019, "Complexity in large U.S. banks," Staff Reports, Federal Reserve Bank of New York, number 880, Feb.
• Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2019, "Frictional Intermediation in Over-the-Counter Markets," Working Papers, Federal Reserve Bank of Philadelphia, number 19-10, Jan, DOI: 10.21799/frbp.wp.2019.10.
• Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2019, "Heterogeneity in Decentralized Asset Markets," Working Papers, Federal Reserve Bank of Philadelphia, number 19-44, Nov, DOI: 10.21799/frbp.wp.2019.44.
• Makoto Nakajima & Irina A. Telyukova, 2019, "Home Equity in Retirement," Working Papers, Federal Reserve Bank of Philadelphia, number 19-50, Dec, DOI: 10.21799/frbp.wp.2019.50.
• Kartik B. Athreya & Felicia Ionescu & Urvi Neelakantan & Ivan Vidangos, 2019, "Who Values Access to College?," Working Paper, Federal Reserve Bank of Richmond, number 19-5, Feb.
• Kartik B. Athreya & Ryan Mather & Jose Mustre-del-Rio & Juan M. Sanchez, 2019, "Consumption in the Great Recession: The Financial Distress Channel," Working Paper, Federal Reserve Bank of Richmond, number 19-13, Aug.
• Marcin Dec, 2019, "From point through density valuation to individual risk assessment in the discounted cash flows method," GRAPE Working Papers, GRAPE Group for Research in Applied Economics, number 35.
• Căpățînă Adrian-Nicolae, 2019, "Optimizarea portofoliului de actiuni pe piața de capital," Journal of Financial Studies, Institute of Financial Studies, volume 7, issue 4, pages 216-232, June.
• Dorin Alexandru Badea, 2019, "Managementul portofoliului individual al investitorului în condițiile specifice piețelor românești," Journal of Financial Studies, Institute of Financial Studies, volume 7, issue 4, pages 245-249, June.
• Chiara Limongi Concetto & Francesco Ravazzolo, 2019, "Optimism in Financial Markets: Stock Market Returns and Investor Sentiments," JRFM, MDPI, volume 12, issue 2, pages 1-14, May.
• Eduardo Levy Yeyati, 2019, "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Growth Lab Working Papers, Harvard's Growth Lab, number 140, May.
• António Afonso & Pedro Cardoso, 2019, "Exchange-traded funds as an alternative investment option," Notas Económicas, Faculty of Economics, University of Coimbra, issue 48, pages 7-37, Julho, DOI: 10.14195/2183-203X_48_1.
• Michael Greinecker & Christoph Kuzmics, 2019, "Limit Orders under Knightian Uncertainty," Graz Economics Papers, University of Graz, Department of Economics, number 2019-03, Mar.
• Tomas Williams & Sergio Schmukler & Mauricio Larrain & Charles Calomiris, 2019, "Search for Yield in Large International Corporate Bonds: Investor Behavior and Firm Responses," Working Papers, The George Washington University, Institute for International Economic Policy, number 2019-15.
• Gunther Capelle-Blancard & Patricia Crifo & Marc-Arthur Diaye & Rim Oueghlissi & Bert Scholtens, 2019, "Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries
  [Écarts de rendement des obligations souveraines et durabilité : une analyse empirique des pays de l’OCDE]," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-02342867, Jan, DOI: 10.1016/j.jbankfin.2018.11.011.
• Refk Selmi & Jamal Bouoiyour, 2020, "Arab geopolitics in turmoil: Implications of Qatar-Gulf crisis for business," Post-Print, HAL, number hal-01879682, May, DOI: 10.1016/j.inteco.2019.11.007.
• Anne Eyraud-Loisel, 2019, "How Does Asymmetric Information Create Market Incompleteness?," Post-Print, HAL, number hal-01998386, DOI: 10.1007/s11009-018-9672-x.
• Christophe Boucher & Sessi Tokpavi, 2019, "Stocks and Bonds: Flight-to-Safety for Ever?," Post-Print, HAL, number hal-02067096.
• Hayette Gatfaoui, 2019, "Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures," Post-Print, HAL, number hal-02115626, May, DOI: 10.1016/j.eneco.2018.12.013.
• Jose Areola Hernandez & Syed Jawad Hussain Shahzad & Gazi Salah Uddin & Sang Hoon Kang, 2019, "Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach," Post-Print, HAL, number hal-02159274, Aug, DOI: 10.1016/j.resourpol.2018.11.007.
• Thi-Hong-Van Hoang & Zhenzhen Zhu & Abdelbari El Khamlichi & Wing-Keung Wong, 2019, "Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis," Post-Print, HAL, number hal-02179795, Jun, DOI: 10.1016/j.resourpol.2018.10.002.
• Yves Rannou, 2019, "Limit order books, uninformed traders and commodity derivatives: Insights from the European carbon futures," Post-Print, HAL, number hal-02311467, Sep, DOI: 10.1016/j.econmod.2019.07.009.
• Ghadi Saad & Taoufik Bouraoui, 2019, "Currency returns during democratic transition: evidence from Tunisia," Post-Print, HAL, number hal-02326233, Jul, DOI: 10.1108/MF-04-2018-0143.
• Gunther Capelle-Blancard & Patricia Crifo & Marc-Arthur Diaye & Rim Oueghlissi & Bert Scholtens, 2019, "Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries
  [Écarts de rendement des obligations souveraines et durabilité : une analyse empirique des pays de l’OCDE]," Post-Print, HAL, number hal-02342867, Jan, DOI: 10.1016/j.jbankfin.2018.11.011.
• Syed Jawad Hussain Shahzad & Naveed Raza & David Roubaud & Jose Arreola Hernandez & Stelios Bekiros, 2019, "Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit," Post-Print, HAL, number hal-02352004, DOI: 10.1007/s40953-019-00163-1.
• Refk Selmi & Jamal Bouoiyour & Amal Miftah, 2019, "China's “New normal”: Will China's growth slowdown derail the BRICS stock markets?," Post-Print, HAL, number hal-02408713, Oct, DOI: 10.1016/j.inteco.2019.07.001.
• Jamal Bouoiyour & Refk Selmi & Shawkat Hammoudeh & Mark E Wohar, 2019, "What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?," Post-Print, HAL, number hal-02409062, Oct, DOI: 10.1016/j.eneco.2019.104523.
• Gazi Salah Uddin & Jose Arreola Hernandez & Chiraz Labidi & Victor Troster & Seong-Min Yoon, 2019, "The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories," Post-Print, HAL, number hal-02468303, Dec, DOI: 10.1016/j.mulfin.2019.100607.
• Marianne Andries, 2019, "L’aversion au risque, composante essentielle du prix du risque, est-elle stable dans le temps ?," Post-Print, HAL, number hal-02476104, Jan.
• Yann Braouezec & Robert Joliet, 2019, "Valuing an investment project using no-arbitrage and the alpha-maxmin criteria: From Knightian uncertainty to risk," Post-Print, HAL, number hal-02504260, May, DOI: 10.1016/j.econlet.2019.03.007.
• Deniz Erdemlioglu & Robert Joliet, 2019, "Long-term asset allocation, risk tolerance and market sentiment," Post-Print, HAL, number hal-02510242, Sep, DOI: 10.1016/j.intfin.2019.04.004.
• David Moroz & Bruno Pecchioli, 2019, "Should You Invest in an Old Bottle of Whisky or in a Bottle of Old Whisky? A Hedonic Analysis of Vintage Single Malt Scotch Whisky Prices," Post-Print, HAL, number hal-02557950, May, DOI: 10.1017/jwe.2019.13.
• Charles Chevalier & Serge Darolles, 2019, "Trends everywhere? The case of hedge fund styles," Post-Print, HAL, number hal-02573075, DOI: 10.1057/s41260-019-00141-5.
• Carlos Heitor Campania & René Garcia, 2019, "Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon," Post-Print, HAL, number hal-02894663, Apr, DOI: 10.1016/j.najef.2019.03.005.
• Milo Bianchi & Jean-Marc Tallon, 2019, "Ambiguity Preferences and Portfolio Choices," Post-Print, HAL, number hal-02923452, Apr, DOI: 10.1287/mnsc.2017.3006.
• Sourish Dutta, 2019, "Financing Innovation: A Complex Nexus of Risk & Reward," Post-Print, HAL, number hal-03289700, Dec, DOI: 10.2139/ssrn.3496392.
• Farid Mkaouar & Jean-Luc Prigent & Ilyes Abid, 2019, "A Diffusion Model for Long-Term Optimization in the Presence of Stochastic Interest and Inflation Rates," Post-Print, HAL, number hal-03679690, Jun, DOI: 10.1007/s10614-017-9742-0.
• Rabeh Khalfaoui & Suleman Sarwar & Aviral Kumar Tiwari, 2019, "Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management," Post-Print, HAL, number hal-03797589, Aug, DOI: 10.1016/j.resourpol.2019.03.004.
• Suleman Sarwar & Rabeh Khalfaoui & Rida Waheed & Hamidreza Ghorbani Dastgerdi, 2019, "Volatility spillovers and hedging: Evidence from Asian oil-importing countries," Post-Print, HAL, number hal-03797591, Jun, DOI: 10.1016/j.resourpol.2018.04.010.
• Benoit Faye & Eric Le Fur, 2019, "On the Constancy of Hedonic Wine Price Coefficients over Time," Post-Print, HAL, number hal-03897365, Oct, DOI: 10.1017/jwe.2019.24.
• Lise Clain-Chamosset-Yvrard & Thomas Seegmuller, 2019, "Bubble on real estate: the role of altruism and fiscal policy," Post-Print, HAL, number halshs-02129883, Sep, DOI: 10.1515/snde-2019-0020.
• Lise Clain-Chamosset-Yvrard & Thomas Seegmuller, 2019, "Bubble on real estate: The role of altruism and fiscal policy," Post-Print, HAL, number halshs-02148596, Mar.
• Dionisis Philippas & Hatem Rjiba & Khaled Guesmi & Stéphane Goutte, 2019, "Media attention and Bitcoin prices," Post-Print, HAL, number halshs-02148912, Sep, DOI: 10.1016/j.frl.2019.03.031.
• Thomas Lagoarde-Segot, 2019, "Sustainable finance. A critical realist perspective," Post-Print, HAL, number halshs-03559024, Jan, DOI: 10.1016/j.ribaf.2018.04.010.
• Milo Bianchi & Jean-Marc Tallon, 2019, "Ambiguity Preferences and Portfolio Choices," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-02923452, Apr, DOI: 10.1287/mnsc.2017.3006.
• Eric Benhamou, 2019, "Connecting Sharpe ratio and Student t-statistic, and beyond," Working Papers, HAL, number hal-02012448, Feb.
• Raphaël Boroumand & Stéphane Goutte & Thomas Porcher & Khaled Guesmi, 2019, "Potential benefits of optimal intra-day electricity hedging for the environment : the perspective of electricity retailers," Working Papers, HAL, number halshs-02175358, Jul.
• Oumar Mbodji & Adrien Nguyen Huu & Traian A. A Pirvu, 2019, "Optimal Sharing Rule for a Household with a Portfolio Management Problem," CEE-M Working Papers, CEE-M, Universtiy of Montpellier, CNRS, INRA, Montpellier SupAgro, number hal-00940233.
• Becker, Janis & Hollstein, Fabian & Prokopczuk, Marcel & Sibbertsen, Philipp, 2019, "The Memory of Beta Factors," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-661, Sep.
• James Staveley-O'Carroll & Olena Staveley-O'Carroll, 2019, "International Welfare Spillovers of National Pension Schemes," Working Papers, College of the Holy Cross, Department of Economics, number 1903, Jul.
• Lööf, Hans & Stephan, Andreas, 2019, "The Impact of ESG on Stocks’ Downside Risk and Risk Adjusted Return," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 477, Mar.
• Armerin, Fredrik, 2019, "Stochastic discount factors and the optimal timing of irreversible investments," Working Paper Series, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, number 19/11, Dec.
• Armerin, Fredrik & Gunnelin, Åke, 2019, "Competitive investment with varying risk premia," Working Paper Series, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, number 19/12, Dec.
• Fischer, Thomas, 2019, "Determinants of Wealth Inequality and Mobility in General Equilibrium," Working Papers, Lund University, Department of Economics, number 2019:22, Dec.
• de Oliveira Souza, Thiago, 2019, "A critique of momentum anomalies," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 5/2019, Feb.
• de Oliveira Souza, Thiago, 2019, "Macro-finance and factor timing: Time-varying factor risk and price of risk premiums," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 7/2019, May.
• de Oliveira Souza, Thiago, 2019, "Predictability concentrates in bad times. And so does disagreement," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 8/2019, Jun.
• Valeria V. Lakshina, 2019, "Do Portfolio Investors Need To Consider The Asymmetry Of Returns On The Russian Stock Market?," HSE Working papers, National Research University Higher School of Economics, number WP BRP 75/FE/2019.
• Alzuabi, Raslan & Brown, Sarah & Gray, Daniel & Harris, Mark N. & Spencer, Christopher, 2019, "Household Saving, Health, and Healthcare Utilisation in Japan," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2018-17, Feb.
• Gopi Shah Goda & Matthew R. Levy & Colleen Flaherty Manchester & Aaron Sojourner & Joshua Tasoff, 2019, "Who is a Passive Saver Under Opt-In and Auto-Enrollment?," Working Papers, Human Capital and Economic Opportunity Working Group, number 2019-050, Aug.
• Svetlana Pashchenko & Ponpoje Porapakkarm, 2019, "Accounting for Social Security Claiming Behavior," Working Papers, Human Capital and Economic Opportunity Working Group, number 2019-068, Dec.
• Nataliya Trusova & Nataliya Tanklevska & Oleksandr Prystemskyi, 2019, "Venture Financing of the Subjects of Agrarian Business," Oblik i finansi, Institute of Accounting and Finance, issue 2, pages 99-108, June.
• Lynda S. Livingston, 2019, "Skewness, Cryptocurrency, And Peer-Topeer Loans: An Asset Allocation Exercise For A Unique Student-Managed Fund," Business Education and Accreditation, The Institute for Business and Finance Research, volume 11, issue 1, pages 29-50.
• Jeffry Haber, 2019, "Can Active Fund Managers Be Replaced With Exchange Traded Funds?," Global Journal of Business Research, The Institute for Business and Finance Research, volume 13, issue 2, pages 95-105.
• Sandip Mukherji, 2019, "Empirical Evidence On Bitcoin Returns And Portfolio Value," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 13, issue 2, pages 71-81.
• Lotfi TALEB, 2019, "Real Option Analysis versus DCF Valuation - An Application to a Tunisian Oilfield," International Business Research, Canadian Center of Science and Education, volume 12, issue 3, pages 17-30, March.
• Nora Amelda Rizal & Mirta Kartika Damayanti, 2019, "Herding Behavior In The Indonesian Islamic Stock Market," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 5, issue 3, pages 673-690, November, DOI: https://doi.org/10.21098/jimf.v5i3..
• Ichwan & Rahmatina A. Kasri, 2019, "Why Are Youth Intent On Investing Through Peer To Peer Lending? Evidence From Indonesia," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 5, issue 4, pages 741-762, November, DOI: https://doi.org/10.21098/jimf.v5i4..
• Eliyathamby A Selvanathan & Saroja Selvanathan, 2019, "Analysing The Demand For Financial Assets In Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 22, issue 1, pages 69-86, April, DOI: https://doi.org/10.21098/bemp.v22i1.
• Carlo A. Favero & Alessandro Melone, 2019, "Asset Pricing vs Asset Expected Returning in Factor Models," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 651.
• Amarjit Gill & Harvinder S. Mand & Afshin Amiraslany & John D. Obradovich, 2019, "The Impact of Internal Financing Sources and Bank Financing on Information Technology Investment," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 18, issue 1, pages 1-16, June.
• Nawar Hashem & Larry Su, 2019, "Internationalization and the Cross-section of Stock Returns: Evidence from Multinational Corporations Publicly Listed in the U.K," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 18, issue 3, pages 245-263, December.
• Desislava C. Andreeva & Thomas Vlassopoulos, 2019, "Home Bias in Bank Sovereign Bond Purchases and the Bank-Sovereign Nexus," International Journal of Central Banking, International Journal of Central Banking, volume 15, issue 1, pages 157-197, March.
• Roberto Joaquín Santillán-Salgado & Humberto Valencia-Herrera, 2019, "The Real Estate Investment Trust Industry and the Financial Crisis: Modeling Volatility (1985-2016)," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 14, issue 2, pages 169-188, Abril-Jun.
• María del Carmen Gómez-Ríos & David Juárez-Luna, 2019, "Costo de generación eléctrica incorporando externalidades ambientales: Mezcla óptima de tecnologías de carga base," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 14, issue 3, pages 353-377, Julio - S.
• Araceli Matías González & María Teresa Verónica Martínez-Palacios & Ambrosio Ortiz-Ramírez, 2019, "Consumo e inversión óptimos y valuación de opciones asiáticas en un entorno estocástico con fundamentos microeconómicos y simulación Monte Carlo," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 14, issue 3, pages 397-414, Julio - S.
• Francisco López-Herrera & Domingo Rodríguez Benavides & César Gurrola Ríos, 2019, "Spillovers entre el S&Poor500 y los principales EMBIG latinoamericanos," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 14, issue PNEA, pages 527-540, Agosto 20.
• Oscar V. De la Torre-Torres & Dora Aguilasocho-Montoya & José Álvarez-García, 2019, "Active portfolio management in the Andean countries'' stock markets with Markov-Switching GARCH models," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 14, issue PNEA, pages 601-616, Agosto 20.
• Sanel HALILBEGOVIC & Nedim CELEBIC & Adisa ARAPOVIC & Mia VEHABOVIC, 2019, "Back-Testing the Effectiveness of Value at Risk Model," Romanian Journal of Economics, Institute of National Economy, volume 48, issue 1(57), pages 05-33, June.
• Amos Nadler & Peiran Jiao & Cameron J. Johnson & Veronika Alexander & Paul J. Zak, 2019, "The Bull of Wall Street: Experimental Analysis of Testosterone and Asset Trading," Management Science, INFORMS, volume 64, issue 9, pages 4032-4051, September, DOI: 10.1287/mnsc.2017.2836.
• Priyank Gandhi & Benjamin Golez & Jens Carsten Jackwerth & Alberto Plazzi, 2019, "Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation," Management Science, INFORMS, volume 65, issue 11, pages 5268-5289, November, DOI: 10.1287/mnsc.2018.3065.
• Antonio Gargano & Davide Pettenuzzo & Allan Timmermann, 2019, "Bond Return Predictability: Economic Value and Links to the Macroeconomy," Management Science, INFORMS, volume 65, issue 2, pages 508-540, February, DOI: 10.1287/mnsc.2017.2829.
• Christoph Huber & Julia Rose, 2019, "Do individual attitudes towards imprecision survive in experimental asset markets?," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2019-06, Jun.
• Florian Lindner & Michael Kirchler & Stephanie Rosenkranz & Utz Weitzel, 2019, "Social Motives and Risk-Taking in Investment Decisions," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2019-07, Jul.
• Adam Farago & Martin Holmén & Felix Holzmeister & Michael Kirchler & Michael Razen, 2019, "Cognitive Skills and Economic Preferences in the Fund Industry," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2019-16.
• Katharina Momsen & Markus Ohndorf, 2019, "Information Avoidance, Selective Exposure, and Fake(?) News-A Green Market Experiment," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2019-18.
• Felix Holzmeister & Martin Holmén & Michael Kirchler & Matthias Stefan & Erik Wengström, 2019, "Delegation Decisions in Finance," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2019-21.
• João Guerra & Manuel Guerra & Zachary Polaski, 2019, "Market Timing with Option-Implied Distributions in an Exponentially Tempered Stable Lévy Market," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/74, Feb.
• Maria Teresa Medeiros Garcia & Gonçalo Liberal, 2019, "The impact of hedge fund indices on portfolio performance," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/85, May.
• Raquel M. Gaspar & Paulo M. Silva, 2019, "Investors’ Perspective on Portfolio InsuranceExpected Utility vs Prospect Theories," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/92, Sep.
• Brown, Jeffrey R. & Kapteyn, Arie & Luttmer, Erzo F.P. & Mitchell, Olivia S. & Samek, Anya, 2019, "Behavioral Impediments to Valuing Annuities: Complexity and Choice Bracketing," IZA Discussion Papers, Institute of Labor Economics (IZA), number 12263, Mar.
• Böckerman, Petri & Conlin, Andrew & Svento, Rauli, 2019, "Early Health, Risk Aversion and Stock Market Participation," IZA Discussion Papers, Institute of Labor Economics (IZA), number 12341, May.
• Stark, Oded, 2019, "On Social Preferences and the Intensity of Risk Aversion," IZA Discussion Papers, Institute of Labor Economics (IZA), number 12423, Jun.
• Buttler, Dominik & Sierminska, Eva, 2019, "Career or Flexible Work Arrangements? Gender Differences in Self-Employment in a Young Market Economy," IZA Discussion Papers, Institute of Labor Economics (IZA), number 12643, Sep.
• Hintermaier, Thomas & Koeniger, Winfried, 2019, "Differences in Euro-Area Household Finances and their Relevance for Monetary-Policy Transmission," IZA Discussion Papers, Institute of Labor Economics (IZA), number 12743, Nov.
• Suzanna El-Massah & Shereen Mostafa Bacheer & Ola Al Sayed, 2019, "Liquidity Risk in the Mena Region Banking Sector: Does Bank Type Make a Difference?," Journal of Developing Areas, Tennessee State University, College of Business, volume 53, issue 1, pages 147-163, January-M.
• Godfrey Marozva, 2019, "Liquidity and Stock Returns: New Evidence From Johannesburg Stock Exchange," Journal of Developing Areas, Tennessee State University, College of Business, volume 53, issue 2, pages 79-90, April-Jun.
• Olusegun Dare Zaccheaus & Oluseye Samuel Ajuwon, 2019, "Oil Price Dynamics And The Nigerian Banks Profitability," Journal of Developing Areas, Tennessee State University, College of Business, volume 53, issue 2, pages 91-107, April-Jun.
• Adewale Atanda Oyerinde, 2019, "Foreign Portfolio Investment and srock market development in Nigeria," Journal of Developing Areas, Tennessee State University, College of Business, volume 53, issue 3, pages 1-10, Summer.
• Shibata, Tsubasa & Kosaka, Hiroyuki, 2019, "Model of banking behavior : specification and estimation," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 755, Apr.
• Liyan Yang, 2019, "Loss Aversion in Financial Markets," The Journal of Mechanism and Institution Design, Society for the Promotion of Mechanism and Institution Design, University of York, volume 4, issue 1, pages 119-137, November, DOI: 10.22574/jmid.2019.11.005.
• Calès, Ludovic & Chalkis, Apostolos & Emiris, Ioannis Z., 2019, "On the cross-sectional distribution of portfolio returns," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2019-11, Jul.
• Alessi, Lucia & Ossola, Elisa & Panzica, Roberto, 2019, "The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2019-12, Jul, revised Apr 2020.
• Tim Leung & Zheng Wang, 2019, "Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics," Annals of Finance, Springer, volume 15, issue 1, pages 1-28, March, DOI: 10.1007/s10436-018-0336-1.
• Mark Whitmeyer, 2019, "Relative performance concerns among investment managers," Annals of Finance, Springer, volume 15, issue 2, pages 205-231, June, DOI: 10.1007/s10436-019-00343-2.
• Winston Buckley & Sandun Perera, 2019, "Optimal demand in a mispriced asymmetric Carr–Geman–Madan–Yor (CGMY) economy," Annals of Finance, Springer, volume 15, issue 3, pages 337-368, September, DOI: 10.1007/s10436-018-0335-2.
• Bahman Angoshtari & Tim Leung, 2019, "Optimal dynamic basis trading," Annals of Finance, Springer, volume 15, issue 3, pages 307-335, September, DOI: 10.1007/s10436-019-00348-x.
• Marcos Escobar-Anel & Harold A. Moreno-Franco, 2019, "Dynamic portfolio strategies under a fully correlated jump-diffusion process," Annals of Finance, Springer, volume 15, issue 3, pages 421-453, September, DOI: 10.1007/s10436-019-00350-3.
• Qiang Kang, 2019, "Business-cycle pattern of asset returns: a general equilibrium explanation," Annals of Finance, Springer, volume 15, issue 4, pages 539-561, December, DOI: 10.1007/s10436-019-00347-y.
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• Sudipta Das, 2019, "Asset Pricing Test Using Alternative Sets of Portfolios: Evidence from India," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 26, issue 3, pages 339-354, September, DOI: 10.1007/s10690-018-09268-8.
• Hidehiko Shimizu & Takayuki Shiohama, 2019, "Multifactor Portfolio Construction by Factor Risk Parity Strategies: An Empirical Comparison of Global Stock Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 26, issue 4, pages 453-477, December, DOI: 10.1007/s10690-019-09274-4.
• Pedro Vergel Eleuterio & Lovjit Thukral, 2019, "Programming Language Choices for Algo Traders: The Case of Pairs Trading," Computational Economics, Springer;Society for Computational Economics, volume 53, issue 4, pages 1443-1449, April, DOI: 10.1007/s10614-018-9813-x.
• João M. Sousa & Ricardo M. Sousa, 2019, "Asset Returns Under Model Uncertainty: Evidence from the Euro Area, the US and the UK," Computational Economics, Springer;Society for Computational Economics, volume 54, issue 1, pages 139-176, June, DOI: 10.1007/s10614-017-9696-2.
• Farid Mkaouar & Jean-Luc Prigent & Ilyes Abid, 2019, "A Diffusion Model for Long-Term Optimization in the Presence of Stochastic Interest and Inflation Rates," Computational Economics, Springer;Society for Computational Economics, volume 54, issue 1, pages 367-417, June, DOI: 10.1007/s10614-017-9742-0.
• Raphaele Chappe & Willi Semmler, 2019, "Financial Market as Driver for Disparity in Wealth Accumulation—A Receding Horizon Approach," Computational Economics, Springer;Society for Computational Economics, volume 54, issue 3, pages 1231-1261, October, DOI: 10.1007/s10614-018-9870-1.
• Adeola Oyenubi, 2019, "Diversification Measures and the Optimal Number of Stocks in a Portfolio: An Information Theoretic Explanation," Computational Economics, Springer;Society for Computational Economics, volume 54, issue 4, pages 1443-1471, December, DOI: 10.1007/s10614-016-9600-5.
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• Tung Dang-Thanh Nguyen & Anh The Vo & Duc Hong Vo, 2019, "The Determinants Of Systematic Risk In Vietnam," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 2, pages 15-36, June.
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• Pablo Kurlat, 2019, "The Social Value of Financial Expertise," American Economic Review, American Economic Association, volume 109, issue 2, pages 556-590, February.
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• Brigitte Roth Tran, 2019, "Divest, Disregard, or Double Down? Philanthropic Endowment Investments in Objectionable Firms," American Economic Review: Insights, American Economic Association, volume 1, issue 2, pages 241-256, September.
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• Menoncin, Francesco & Vergalli, Sergio, , "Optimal Stopping Time, Consumption, Labour, and Portfolio Decision for a Pension Scheme," ETA: Economic Theory and Applications, Fondazione Eni Enrico Mattei (FEEM), number 288459, DOI: 10.22004/ag.econ.288459.
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• Hafner, Christian & Linton, Oliver & Tang, Haihan, 2020, "Estimation of a multiplicative correlation structure in the large dimensional case," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2020028, Jan, DOI: https://doi.org/10.1016/j.jeconom.2.
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• Michael Puhle, 2019, "The Performance and Asset Allocation of German Robo-Advisors," Society and Economy, Akadémiai Kiadó, Hungary, volume 41, issue 3, pages 331-351, September.
• Georgios Kolias & Nikolaos Arnis, 2019, "The Optimal Allocation of Current Assets Using Mean-Variance Analysis," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 18, issue 1, pages 50-72, March.
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