Research classified by Journal of Economic Literature (JEL) codes

2019

• Viktor Zamlynskyi & Anastasiia Zerkal & Andrii Antonov, 2019, "A Conceptual Framework To Apply Financial Engineering At The Enterprise," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 5, issue 1, DOI: 10.30525/2256-0742/2019-5-1-68-74.
• Iryna Azhaman & Nataliya Petryshchenko, 2019, "Development Of Construction Investment In The Rural Area," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 5, issue 2, DOI: 10.30525/2256-0742/2019-5-2-1-9.
• Ralph Hertwig & Till Grüne-Yanoff, 2019, "Nudging and Boosting Financial Decisions," BANCARIA, Bancaria Editrice, volume 3, pages 2-19, March.
• Andrea Beltratti & Alessia Bezzecchi, 2019, "What do consultants think about investors’ behavior and financial education?," BANCARIA, Bancaria Editrice, volume 4, pages 26-41, April.
• Lerby Ergun, 2019, "Extreme Downside Risk in Asset Returns," Staff Working Papers, Bank of Canada, number 19-46, Dec, DOI: 10.34989/swp-2019-46.
• Jean-Sébastien Fontaine & Jabir Sandhu & Adrian Walton, 2019, "Relative Value of Government of Canada Bonds," Staff Analytical Notes, Bank of Canada, number 2019-23, Aug, DOI: 10.34989/san-2019-23.
• Jessica Lee & Jabir Sandhu & Adrian Walton, 2019, "Borrowing Costs for Government of Canada Treasury Bills," Staff Analytical Notes, Bank of Canada, number 2019-28, Oct, DOI: 10.34989/san-2019-28.
• Anastasia Girshina & Thomas Y. Mathä & Michael Ziegelmeyer, 2019, "Peer effects in stock market participation: Evidence from immigration," BCL working papers, Central Bank of Luxembourg, number 137, Dec.
• Elif ERER & Deniz ERER & Ozge KORKMAZ, 2019, "Volatility Spillover from Bond Markets in Turkey, UK, USA and Eurozone, Commoditiy Market and Foreign Currency Market to BIST 100 Index under Different Regimes," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 13, issue 1, pages 77-103.
• Baris CAN, 2019, "The Likely Impact of Extended Turkish Treasury Single Account System on Public Finance in Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 13, issue 2, pages 231-266.
• Saki Bigio & Galo Nuño & Juan Passadore, 2019, "A framework for debt-maturity management," Working Papers, Banco de España, number 1919, Jun.
• Massimo Coletta & Raffaele Santioni, 2019, "Households' investments in foreign mutual funds made transparent," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 533, Nov.
• Valerio Della Corte & Stefano Federico, 2019, "Two tales of foreign investor outflows: Italy in 2011-2012 and 2018," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 535, Dec.
• Vesna Martin, 2019, "Household Investment Possibilities In Serbia," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 35, pages 61-74, December.
• Tina Kalayil & Somya Tyagi & Mahfuza Khatun & Sikandar Siddiqui, 2019, "A Risk-Sensitive Momentum Approach To Stock Selection," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 64, issue 220, pages 61-84, January –.
• Andrey Kudryavtsev, 2019, "The Effect Of Trading Volumes On Stock Returns Following Large Price Moves," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 64, issue 220, pages 85-116, January –.
• Lain-Tze Tee & Si-Roei Kew & Soo-Wah Low, 2019, "Do Momentum Strategies Perform Better For Islamic Stocks Than For Conventional Stocks Across Market States?," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 64, issue 221, pages 107-130, April – J.
• Stéphane Lhuissier, 2019, "Bayesian Inference for Markov-switching Skewed Autoregressive Models," Working papers, Banque de France, number 726.
• Maxime PONSART, 2019, "French non-money market investment funds: a sharp decrease in outstanding amounts in 2018
  [OPC non monétaires français : un net recul des encours en 2018]," Bulletin de la Banque de France, Banque de France, issue 225.
• Karolis Liaudinskas, 2019, "Human vs. Machine: Disposition Effect Among Algorithmic and Human Day-traders," Working Papers, Barcelona School of Economics, number 1133, Nov.
• Victoria Vanasco, 2020, "Investor Experiences and International Capital Flows," Working Papers, Barcelona School of Economics, number 1163, Mar.
• Valerio Della Corte & Stefano Federico & Alberto Felettigh, 2019, "Looking through cross-border positions in investment funds: evidence from Italy," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Are post-crisis statistical initiatives completed?".
• Ingo Fender & Mike McMorrow & Vahe Sahakyan & Omar Zulaica, 2019, "Green bonds: the reserve management perspective," BIS Quarterly Review, Bank for International Settlements, September.
• Stijn Claessens, 2019, "Fragmentation in global financial markets: good or bad for financial stability?," BIS Working Papers, Bank for International Settlements, number 815, Oct.
• Pavković Ana & Anđelinović Mihovil & Pavković Ivan, 2019, "Achieving Portfolio Diversification through Cryptocurrencies in European Markets," Business Systems Research, Sciendo, volume 10, issue 2, pages 85-107, September, DOI: 10.2478/bsrj-2019-020.
• Christian Dreger & Dieter Gerdesmeier & Barbara Roffia, 2019, "Re‐vitalizing money demand in the Euro area. Still valid at the zero‐lower bound," Bulletin of Economic Research, Wiley Blackwell, volume 71, issue 4, pages 599-615, October, DOI: 10.1111/boer.12198.
• Simona E. Cociuba & Malik Shukayev & Alexander Ueberfeldt, 2019, "Managing Risk Taking With Interest Rate Policy And Macroprudential Regulations," Economic Inquiry, Western Economic Association International, volume 57, issue 2, pages 1056-1081, April, DOI: 10.1111/ecin.12754.
• Ioannis Litsios & Keith Pilbeam, 2019, "The Role Of National Debts In The Determination Of The Yen‐Dollar Exchange Rate," Economic Inquiry, Western Economic Association International, volume 57, issue 2, pages 1182-1195, April, DOI: 10.1111/ecin.12735.
• Erik Eyster & Matthew Rabin & Dimitri Vayanos, 2019, "Financial Markets Where Traders Neglect the Informational Content of Prices," Journal of Finance, American Finance Association, volume 74, issue 1, pages 371-399, February, DOI: 10.1111/jofi.12729.
• Ravi Jagannathan & Binying Liu, 2019, "Dividend Dynamics, Learning, and Expected Stock Index Returns," Journal of Finance, American Finance Association, volume 74, issue 1, pages 401-448, February, DOI: 10.1111/jofi.12731.
• Péter Kondor & Dimitri Vayanos, 2019, "Liquidity Risk and the Dynamics of Arbitrage Capital," Journal of Finance, American Finance Association, volume 74, issue 3, pages 1139-1173, June, DOI: 10.1111/jofi.12757.
• Martin Lettau & Sydney C. Ludvigson & Sai Ma, 2019, "Capital Share Risk in U.S. Asset Pricing," Journal of Finance, American Finance Association, volume 74, issue 4, pages 1753-1792, August, DOI: 10.1111/jofi.12772.
• Ravi Jagannathan & Binying Liu & Jiaqi Zhang, 2019, "Corrigendum for Dividend Dynamics, Learning, and Expected Stock Index Returns," Journal of Finance, American Finance Association, volume 74, issue 4, pages 2107-2116, August, DOI: 10.1111/jofi.12786.
• Moshe Hazan & David Weiss & Hosny Zoabi, 2019, "Women's Liberation as a Financial Innovation," Journal of Finance, American Finance Association, volume 74, issue 6, pages 2915-2956, December, DOI: 10.1111/jofi.12829.
• Oded Stark, 2019, "On Social Preferences and the Intensity of Risk Aversion," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 86, issue 3, pages 807-826, September, DOI: 10.1111/jori.12239.
• Itzhak Ben‐David, 2019, "High Leverage and Willingness to Pay: Evidence from the Residential Housing Market," Real Estate Economics, American Real Estate and Urban Economics Association, volume 47, issue 3, pages 643-684, September, DOI: 10.1111/1540-6229.12234.
• Alessandro Bucciol & Barbara Cavasso & Luca Zarri, 2019, "Can Risk‐Averse Households Make Risky Investments? The Role of Trust in Others," Scandinavian Journal of Economics, Wiley Blackwell, volume 121, issue 1, pages 326-352, January, DOI: 10.1111/sjoe.12278.
• Georgios Bampinas & Theodore Panagiotidis & Christina Rouska, 2019, "Volatility persistence and asymmetry under the microscope: the role of information demand for gold and oil," Scottish Journal of Political Economy, Scottish Economic Society, volume 66, issue 1, pages 180-197, February, DOI: 10.1111/sjpe.12177.
• Robert Czech, 2019, "Credit default swaps and corporate bond trading," Bank of England working papers, Bank of England, number 810, Jul.
• Faidon Kalfaoglou, 2019, "Cryptoassets: potential implications for financial stability," Economic Bulletin, Bank of Greece, issue 50, pages 111-134, December.
• Wataru Hirata & Mayumi Ojima, 2019, "Competition and Bank Systemic Risk: New Evidence from Japan's Regional Banking," Bank of Japan Working Paper Series, Bank of Japan, number 19-E-1, Jan.
• Jungu Yang, 2019, "Alchemy of Financial Innovation: Securitization, Liquidity and Optimal Monetary Policy," Working Papers, Economic Research Institute, Bank of Korea, number 2019-10, Feb.
• Smita Mahapatra & Saumitra N. Bhaduri, 2019, "Dynamics of the impact of currency fluctuations on stock markets in India: Assessing the pricing of exchange rate risks," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 19, issue 1, pages 15-23, March.
• Duc Hong Vo & Thach Ngoc Pham & Trung Thanh Vu Pham & Loc Minh Truong & Thang Cong Nguyen, 2019, "Risk, return and portfolio optimization for various industries in the ASEAN region," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 19, issue 2, pages 132-138, June.
• Maria Elisabete Duarte Neves & Carla Manuela Fernandes & Pedro Coimbra Martins, 2019, "Are ETFs good vehicles for diversification? New evidence for critical investment periods," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 19, issue 2, pages 149-457, June.
• Alaa Alaabed & Mohammad Ashraful Ferdous Chowdhury & Mansur Masih, 2019, "Size, correlations, and diversification: New evidence from an application of wavelet approach to the emerging Islamic mutual fund industry," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 19, issue Supplemen, pages 14-20, August.
• Jianjun Miao & Dongling Su, 2019, "Asset Market Equilibrium under Rational Inattention," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2019-09, Jul.
• Chen Shou & Xiang Shengpeng & He Hongbo, 2019, "Do Time Preferences Matter in Intertemporal Consumption and Portfolio Decisions?," The B.E. Journal of Theoretical Economics, De Gruyter, volume 19, issue 2, pages 1-13, June, DOI: 10.1515/bejte-2017-0122.
• Roth Christopher & Wohlfart Johannes, 2019, "Makroökonomische Erwartungen und ihre Rolle in wirtschaftlichen Entscheidungen von Haushalten," Perspektiven der Wirtschaftspolitik, De Gruyter, volume 20, issue 2, pages 159-166, June, DOI: 10.1515/pwp-2018-0038.
• Kurosaki Tetsuo & Kim Young Shin, 2019, "Foster-Hart optimization for currency portfolios," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 2, pages 1-15, April, DOI: 10.1515/snde-2017-0119.
• Clain-Chamosset-Yvrard Lise & Seegmuller Thomas, 2019, "Bubble on real estate: the role of altruism and fiscal policy," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 4, pages 1-18, September, DOI: 10.1515/snde-2019-0020.
• Mircea GUTIUM, 2019, "History Of The Development Of Block-Chain Cryptic Technology And Its Future In The Global Economy," Contemporary Economy Journal, Constantin Brancoveanu University, volume 4, issue 3, pages 34-38.
• Chiara Limongi Concetto & Francesco Ravazzolo, 2019, "Optimism in Financial Markets: Stock Market Returns and Investor Sentiments," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS56, Jan.
• Marianne Andries, 2019, "L’aversion au risque, composante essentielle du prix du risque, est-elle stable dans le temps ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 45-59.
• Philippe Trainar, 2019, "Pourquoi le risque diversifiable est-il encore rémunéré ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 95-106.
• René Garcia & Nour Meddahi, 2019, "Prime de risque et prix du risque sur les actions," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 199-211.
• Paul Esmein, 2019, "Les mutuelles d'assurance : investisseurs privilégiés du long terme," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 61-71.
• Nadine Richez-Battesti, 2019, "La fabrique de la gouvernance dans les banques coopératives françaises : une approche centrée sociétaire," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 129-140.
• Driss Lamrani, 2019, "Transition numérique de la gestion des risques : enjeux, outils et perspectives," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 233-244.
• Olivier Lopez & Florence Picard, 2019, "Cyber-assurance : nouveaux modèles pour quantifier l’impact économique des risques numériques," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 245-256.
• Luc Arrondel & Jérôme Coffinet, 2019, "Le patrimoine et l’endettement des ménages français en 2015. Enseignements de l’enquête européenne HFCS et comparaisons internationales," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 1, pages 49-75.
• Arrondel, L. & Calvo-Pardo, H. & Giannitsarou, C. & Haliassos, M., 2019, "Informative Social Interactions," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1911, Jan.
• Newbery, D. & Pollitt, M. & Reiner, D. & Taylor, S., 2019, "Financing low-carbon generation in the UK: The hybrid RAB model," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1969, Jul.
• Ahmed, M. F. & Satchell, S., 2019, "Emerging Markets and the Conditional CAPM," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1980, Sep.
• Andrija Đurović, 2019, "Macroeconomic Approach to Point in Time Probability of Default Modeling – IFRS 9 Challenges," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 8, issue 1, pages 209-223.
• Tafirei Mashamba & Rabson Magweva, 2019, "Basel III LCR Requirement and Banks’ Deposit Funding: Empirical Evidence from Emerging Markets," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 8, issue 2, pages 101-128.
• Helen Mussell, 2019, "Elucidating Limited Shareholder Engagement: Identifying Ethical and Epistemological Factors in the Fiduciary," Working Papers, Centre for Business Research, University of Cambridge, number wp516, Dec.
• Gilbert V. Nartea & Hengyu Bai & Ji Wu, 2019, "Investor Sentiment and the Economic Policy Uncertainty Premium," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 19/14, Nov.
• Francesco Menoncin & Elena Vigna, 2019, "Mean-variance dynamic optimality for DC pension schemes," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 587.
• Athanasios Geromichalos & Kuk Mo Jung & Seungduck Lee & Dillon Carlos, 2019, "Asset Liquidity in Monetary Theory and Finance: A Unified Approach," Working Papers, University of California, Davis, Department of Economics, number 330, Mar.
• Arghyrou, Michael G & Gadea, Mar a Dolores, 2019, "Private bank deposits and macro/fiscal risk in the euro-area," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2019/6, Feb.
• Chuck Grace, 2019, "Next-Gen Financial Advice: Digital Innovation and Canada’s Policymakers," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 538, March.
• José P. Dapena & Juan A. Serur & Julián R. Siri, 2019, "A model free approach to the pricing of downside risk in argentinean stocks," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 703, Nov.
• Claudio E. Serur & Julián R. Siri & Juan A. Serur & José P. Dapena, 2019, "Unraveling the value premium: a reward for risk or mispricing?," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 704, Nov.
• José P. Dapena & Juan A. Serur & Julián R. Siri, 2019, "Risk on-Risk off: A regime switching model for active portfolio management," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 706, Dec.
• Michael G. Arghyrou & Maria Dolores Gadea, 2019, "Private bank deposits and macro/fiscal risk in the euro-area," CESifo Working Paper Series, CESifo, number 7532.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2019, "Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach," CESifo Working Paper Series, CESifo, number 7537.
• Guglielmo Maria Caporale & Woo-Young Kang, 2019, "On the preferences of CoCo bond buyers and sellers," CESifo Working Paper Series, CESifo, number 7551.
• Robert Engle & Stefano Giglio & Heebum Lee & Bryan Kelly & Johannes Stroebel, 2019, "Hedging climate change news," CESifo Working Paper Series, CESifo, number 7655.
• Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2019, "Five facts about beliefs and portfolios," CESifo Working Paper Series, CESifo, number 7666.
• Rick van der Ploeg & Armon Rezai, 2019, "The Risk of Policy Tipping and Stranded Carbon Assets," CESifo Working Paper Series, CESifo, number 7769.
• Hans Fehr & Maurice Hofmann, 2019, "Tenure Choice, Portfolio Structure and Long-Term Care - Optimal Risk Management in Retirement," CESifo Working Paper Series, CESifo, number 7783.
• Francesco D'Acunto & Ulrike M. Malmendier & Juan Ospina & Michael Weber & Michael Weber, 2019, "Exposure to Daily Price Changes and Inflation Expectations," CESifo Working Paper Series, CESifo, number 7798.
• Peter Andre & Carlo Pizzinelli & Christopher Roth & Johannes Wohlfart, 2019, "Subjective Models of the Macroeconomy: Evidence from Experts and Representative Samples," CESifo Working Paper Series, CESifo, number 7850.
• Orkun Saka, 2019, "Domestic Banks as Lightning Rods? Home Bias and Information during the Eurozone Crisis," CESifo Working Paper Series, CESifo, number 7939.
• Thomas Gomez & Giulia Piccillo, 2019, "Diverse Risk Preferences and Heterogeneous Expectations in an Asset Pricing Model," CESifo Working Paper Series, CESifo, number 8003.
• Rick van der Ploeg & Armon Rezai, 2019, "Stranded Assets in the Transition to a Carbon-Free Economy," CESifo Working Paper Series, CESifo, number 8025.
• Roni Michaely & Amir Rubin & Dan Segal & Alexander Vedrashko, 2019, "Lured by the Consensus," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-06, Mar, revised Mar 2019.
• Jillian Grennan & Roni Michaely, 2019, "FinTechs and the Market for Financial Analysis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-10, Mar, revised Apr 2019.
• Evgeny Lyandres & Maria‐Teresa Marchica & Roni Michaely & Roberto Mura, 2019, "Owners' Portfolio Diversification and Firm Investment: Theory and Evidence from Private and Public Firms," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-12, Mar, revised Mar 2019.
• Rustam Abuzov, 2019, "The Impact of Venture Capital Screening," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-14, Mar.
• Andrea Berardi & Claudio Tebaldi & Fabio Trojani, 2019, "Consumer Protection and the Design of the Default Option of a Pan-European Pension Product," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-19, Mar, revised Apr 2019.
• Eric Jondeau & Qunzi Zhang & Xiaoneng Zhu, 2019, "Crude Awakening: Oil Prices and Bond Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-24, Apr, revised May 2019.
• Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2019, "A Flexible Regime Switching Model for Asset Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-27, May, revised May 2019.
• Philippe Bacchetta & Eric van Wincoop, 2019, "Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-35, Jul.
• Rüdiger Fahlenbrach & Marc Frattaroli, 2019, "ICO Investors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-37, Jul.
• Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2019, "A Non-Elliptical Orthogonal GARCH Model for Portfolio Selection under Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-51, Sep.
• Altan Pazarbasi & Paul Schneider & Grigory Vilkov, 2019, "Sentimental Recovery," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-57, Oct.
• Emirhan Ilhan & Philipp Krueger & Zacharias Sautner & Laura T. Starks, 2019, "Institutional Investors’ Views and Preferences on Climate Risk Disclosure," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-66, Aug.
• Eduardo Levy Yeyati, 2019, "How ETFs Amplify the Global Financial Cycle in Emerging Markets," CID Working Papers, Center for International Development at Harvard University, number 351, May.
• Refk Selmi & Jamal Bouoiyour & Amal Miftah, 2019, "China's “New normal”: Will China's growth slowdown derail the BRICS stock markets?," International Economics, CEPII research center, issue 159, pages 121-139.
• Kotchikpa Gabriel Lawin & Lota Tamini, 2019, "Determinants of Crop Diversification in Burkina Faso - What is the Impact of Risk Preference?," CIRANO Working Papers, CIRANO, number 2019s-07, May.
• M. Martin Boyer & Philippe d’Astous & Pierre-Carl Michaud, 2019, "Tax-Sheltered Retirement Accounts: Can Financial Education Improve Decisions?," CIRANO Working Papers, CIRANO, number 2019s-10, May.
• Ascaryan RAFINDA & Tímea GÁL, 2019, "The Educational Programme For Micro Investment In Agriculture In Indonesian Rural Areas," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 19, pages 23-38, May.
• Germ√°n Eduardo Gonz√°lez, 2019, "An√°lisis de sentimientos de noticias e inversionistas en el mercado burs√°til," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 17375, Aug.
• Leonardo Gerardo Santana Viloria, 2019, "Arte como inversión: Construcción de un índice hedónico para medir la valorización de arte colombiano en el período 1989- 2015," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 39, issue 79, pages 167-190.
• José Willer do Prado & Francisval de Melo Carvalho & Gideon Carvalho de Benedicto & Andr� Luis Ribeiro Lima, 2019, "Analysis of credit risk faced by public companies in Brazil: an approach based on discriminant analysis, logistic regression and artificial neural networks," Estudios Gerenciales, Universidad Icesi, volume 35, issue 153, pages 347-360.
• Wei-Bin Zhang, 2019, "Money and price dynamics under the gold standard in the neoclassical theory of growth," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 90, pages 45-60.
• Rodrigo Lluberas, 2019, "Pension Income Indexation: A Mean-Variance Approach," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2019, pages 33-59.
• BEREAU Sophie, & GNABO Jean-Yves, & VANHOMWEGEN Henri,, 2019, "Making a difference: European mutual funds distinctiveness and peers’ performance," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2019015, Jul.
• Nicole Bosch, 2019, "The Incidence of Pension Contributions," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 388, Jan.
• Aleksandra Pieloch-Babiarz, 2019, "Ownership structure, board characteristics and dividend policy: evidence from the Warsaw Stock Exchange," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, volume 18, issue 3, pages 317-330, September, DOI: 10.12775/EiP.2019.022.
• Bekaert, Geert & Panayotov, George, 2019, "Good Carry, Bad Carry," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13463, Jan.
• Bekaert, Geert & Aloosh, Arash, 2019, "Currency Factors," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13464, Jan.
• Shimizu, Chihiro, 2019, "Gravity, Counterparties, and Foreign Investment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13491, Jan.
• Michaelides, Alexander & Papakyriakou, Panayiotis & Milidonis, Andreas, 2019, "Corporate Pension Plan Funding Levels and Pension Assumptions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13591, Mar.
• Haliassos, Michael & Fuchs-Schündeln, Nicola, 2019, "Participation Following Sudden Access," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13596, Mar.
• Kosowski, Robert & Joenväärä, Juha & Kaupila, Mikko & Tolonen, Pekka, 2019, "Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13618, Apr.
• Maggiori, Matteo & Ströbel, Johannes & Giglio, Stefano & Utkus, Stephen P., 2019, "Five Facts About Beliefs and Portfolios," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13657, Apr.
• Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2019, "The Maturity of Sovereign Debt Issuance in the Euro Area," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13729, May.
• Ströbel, Johannes & Engle, Robert & Giglio, Stefano & Kelly, Bryan & Lee, Heebum, 2019, "Hedging Climate Change News," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13730, May.
• Weber, Martin & Laudenbach, Christine & Ungeheuer, Michael, 2019, "How to Alleviate Correlation Neglect," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13737, May.
• Beetsma, Roel & Chen, Damiaan & van Wijnbergen, Sweder, 2019, "Unhedgeable Inflation Risk within Pension Schemes," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13742, May.
• Van Nieuwerburgh, Stijn & Favilukis, Jack & ,, 2019, "Affordable Housing and City Welfare," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13758, May.
• ÅžimÅŸek, Alp & Caballero, Ricardo, 2019, "A Risk-centric Model of Demand Recessions and Speculation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13815, Jun.
• ÅžimÅŸek, Alp & Caballero, Ricardo, 2019, "Prudential Monetary Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13832, Jun.
• Miller, Marcus & Zhang, Lei, 2019, "Externalities and financial crisis - enough to cause collapse?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13834, Jul.
• Taylor, Mark & Filippou, Ilias, 2019, "Forward-Looking Policy Rules and Currency Premia," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13835, Jul.
• Bacchetta, Philippe & van Wincoop, Eric, 2019, "Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13839, Jul.
• Martin, Ian & ,, 2019, "Sentiment and Speculation in a Market with Heterogeneous Beliefs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13857, Jul.
• Maggiori, Matteo & Lilley, Andrew & Neiman, Brent & Schreger, Jesse, 2020, "Exchange Rate Reconnect," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13869, Jan.
• Mele, Antonio & Distaso, Walter & Vilkov, Grigory, 2019, "Correlation Risk, Strings and Asset Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13873, Jul.
• Koijen, Ralph & Koulischer, Francois & Nguyen, Benoît & Yogo, Motohiro, 2019, "Inspecting the Mechanism of Quantitative Easing in the Euro Area," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13906, Aug.
• Calvet, Laurent E. & Betermier, Sebastien & Jo, Evan, 2019, "A Supply and Demand Approach to Equity Pricing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13974, Aug.
• Fernández-Villaverde, Jesús & Hurtado, Samuel & Nuño, Galo, 2019, "Financial Frictions and the Wealth Distribution," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14002, Sep.
• Hugonnier, Julien & Lester, Ben & Weill, Pierre-Olivier, 2019, "Heterogeneity in Decentralized Asset Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14014, Sep.
• Huizinga, Harry & Todtenhaupt, Maximilian & Voget, Johannes & Wagner, Wolf, 2019, "Taxation and the External Wealth of Nations: Evidence from Bilateral Portfolio Holdings," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14096, Nov.
• Taylor, Alan M. & Davis, Josh, 2019, "The Leverage Factor: Credit Cycles and Asset Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14115, Nov.
• Pástor, LuboÅ¡ & Stambaugh, Robert F. & Taylor, Lucian, 2019, "Sustainable Investing in Equilibrium," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14171, Dec.
• Heiland, Inga, 2019, "Global Risk Sharing through Trade in Goods and Assets: Theory and Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14230, Dec.
• Bartram, Söhnke & Grinblatt, Mark, 2019, "Global Market Inefficiencies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14232, Dec.
• Weill, Pierre-Olivier & Biais, Bruno & Hombert, Johan, 2019, "Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14257, Dec.
• Bonaparte, Yosef & Khalaf, Sarah & Korniotis, George, 2022, "The Obama Effect: Heightened Risk Tolerance, Optimism, and Wealth Accumulation by Minorities after 2008," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14264, May.
• Bernd Hayo & Ken Iwatsubo, 2019, "Who Is Successful in Foreign Exchange Margin Trading? New Survey Evidence from Japan," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2019_026, Aug.
• Marcos vizcaíno-gonzález & Cristina Formoso soto & Natalia Martínez serra, 2019, "volumen de negociación en los mercados de derivados (2000-2014). Comparativa entre el ámbito español y el ámbito internacional," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 42, issue 120, pages 237-244, Diciembre.
• Altantsetseg Batchuluun & Yulei Luo & Eric R. Young, 2019, "Portfolio Choice with Information-Processing Limits," Annals of Economics and Finance, Society for AEF, volume 20, issue 1, pages 137-162, May.
• Claude Montmarquette & Nathalie Viennot-Briot, 2019, "The Gamma Factors and the Value of Financial Advice," Annals of Economics and Finance, Society for AEF, volume 20, issue 1, pages 387-411, May.
• Kuo-Hwa Chang & Michael Nayat Young, 2019, "Portfolios Optimizations of Behavioral Stocks with Perception Probability Weightings," Annals of Economics and Finance, Society for AEF, volume 20, issue 2, pages 817-845, November.
• Andrey Kudryavtsev, 2019, "Holiday Effect on Large Stock Price Changes," Annals of Economics and Finance, Society for AEF, volume 20, issue 2, pages 633-660, November.
• Zhaobo Zhu & Xinrui Duan & Jun Tu, 2019, "The Trend in Short Selling and the Cross Section of Stock Returns," Annals of Economics and Finance, Society for AEF, volume 20, issue 2, pages 565-586, November.
• Fuwei Jiang & Joshua Lee & Xiumin Martin & Guofu Zhou, 2019, "Manager sentiment and stock returns," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 677.
• Joenväärä, Juha & Kosowski, Robert & Tolonen, Pekka, 2019, "The Effect of Investment Constraints on Hedge Fund Investor Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 54, issue 4, pages 1539-1571, August.
• Brocas, Isabelle & Carrillo, Juan D. & Giga, Aleksandar & Zapatero, Fernando, 2019, "Risk Aversion in a Dynamic Asset Allocation Experiment," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 54, issue 5, pages 2209-2232, October.
• Nanda, Vikram & Wu, Wei & Zhou, Xing (Alex), 2019, "Investment Commonality across Insurance Companies: Fire Sale Risk and Corporate Yield Spreads," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 54, issue 6, pages 2543-2574, December.
• Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2019, "How will persistent low expected returns shape household economic behavior?," Journal of Pension Economics and Finance, Cambridge University Press, volume 18, issue 4, pages 612-622, October.
• Moroz, David & Pecchioli, Bruno, 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," Journal of Wine Economics, Cambridge University Press, volume 14, issue 2, pages 145-163, May.
• Faye, Benoît & Le Fur, Eric, 2019, "On the Constancy of Hedonic Wine Price Coefficients over Time," Journal of Wine Economics, Cambridge University Press, volume 14, issue 2, pages 182-207, May.
• Aditya JHUNJHUNWALA & Tamal D. CHAUDHURI & Gulshan K. BHAMRAH, 2019, "Value creation by Indian companies: A comparative study over two time periods," Turkish Economic Review, EconSciences Journals, volume 6, issue 1, pages 44-61, January.
• Necla Ý. KÜÇÜKÇOLAK & Figen BÜYÜKAKIN & Ali KÜÇÜKÇOLAK, 2019, "Forecasting volatility of gold: Comparison of Turkish gold and equity markets’ risk profile," Turkish Economic Review, EconSciences Journals, volume 6, issue 3, pages 200-217, September.
• Kewal R. TALREJA & Naveed A. SHAIKH & Parveen SHAH, 2019, "Regional trade and macroeconomic indicators in Pakistan: A cointegration analysis," Turkish Economic Review, EconSciences Journals, volume 6, issue 3, pages 232-240, September.
• Tamal Datta CHAUDHURI & Gulshan Kaur BHAMRAH, 2019, "Can portfolio returns exceed market return? An examination of the efficient market hypothesis for the Indian stock market," Journal of Economics Library, EconSciences Journals, volume 6, issue 3, pages 159-167, September.
• Ana Fostel & John Geanakoplos & Gregory Phelan, 2019, "Global Collateral and Capital Flows," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2169, Feb.
• Nikolay Stoenchev & Yana Hrischeva, 2019, "Investment Appeal Of Residential Real Estate Property In The City Of Sofia," Electronic magazine "Dialogue", D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 1 Year 20, pages 1-23.
• Caterina Forti Grazzini & Chi Hyun Kim, 2019, "Monetary Policy Can Have Heterogeneous Effects on the Investment Behavior of Women and Men," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 9, issue 39, pages 355-361.
• Carl-Georg Christoph Luft & Thomas Hartung, 2019, "Altersvorsorge aus dem Baukasten: Försiktig, balenserad oder offensiv? Eine Analyse der Anlagestrategie, Finanzanlagenallokation und Vermögenswertveränderungen des schwedischen Prämienrentensystems," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 88, issue 1, pages 31-48, DOI: 10.3790/vjh.88.1.31.
• Caterina Forti Grazzini & Chi Hyun Kim, 2019, "Die Geldpolitik kann das Investitionsverhalten von Frauen und Männern unterschiedlich beeinflussen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 86, issue 39, pages 725-731.
• Strange, Niels & Jacobsen, Jette Bredahl & Thorsen, Bo Jellesmark, 2019, "Afforestation as a real option with joint production of environmental services," Forest Policy and Economics, Elsevier, volume 104, issue C, pages 146-156, DOI: 10.1016/j.forpol.2019.04.015.
• Ebrahimnejad, Ali & Hoseinzade, Saeid, 2019, "Short-sale constraints and stock price informativeness," Global Finance Journal, Elsevier, volume 40, issue C, pages 28-34, DOI: 10.1016/j.gfj.2018.11.002.
• López-Herrera, Francisco & Santillán-Salgado, Roberto J. & Cabello, Alejandra, 2019, "Latin American Corporate Emerging Markets Bond Indices (CEMBIs): Their recent evolution," Global Finance Journal, Elsevier, volume 41, issue C, pages 104-112, DOI: 10.1016/j.gfj.2019.03.002.
• Dharani, M. & Hassan, M. Kabir & Paltrinieri, Andrea, 2019, "Faith-based norms and portfolio performance: Evidence from India," Global Finance Journal, Elsevier, volume 41, issue C, pages 79-89, DOI: 10.1016/j.gfj.2019.02.001.
• Gao, Li & He, Wei & Wang, Qian, 2019, "In search of distress risk in China's stock market," Global Finance Journal, Elsevier, volume 42, issue C, DOI: 10.1016/j.gfj.2018.08.003.
• Cerutti, Eugenio & Claessens, Stijn & Puy, Damien, 2019, "Push factors and capital flows to emerging markets: why knowing your lender matters more than fundamentals," Journal of International Economics, Elsevier, volume 119, issue C, pages 133-149, DOI: 10.1016/j.jinteco.2019.04.006.
• Xue, Xiaole & Wei, Pengyu & Weng, Chengguo, 2019, "Derivatives trading for insurers," Insurance: Mathematics and Economics, Elsevier, volume 84, issue C, pages 40-53, DOI: 10.1016/j.insmatheco.2018.11.001.
• Arai, Takuji & Asano, Takao & Nishide, Katsumasa, 2019, "Optimal initial capital induced by the optimized certainty equivalent," Insurance: Mathematics and Economics, Elsevier, volume 85, issue C, pages 115-125, DOI: 10.1016/j.insmatheco.2019.01.006.
• Bauer, Daniel & Kamiya, Shinichi & Ping, Xiaohu & Zanjani, George, 2019, "Dynamic capital allocation with irreversible investments," Insurance: Mathematics and Economics, Elsevier, volume 85, issue C, pages 138-152, DOI: 10.1016/j.insmatheco.2018.11.003.
• Gatzert, Nadine, 2019, "An analysis of transaction costs in participating life insurance under mean–variance preferences," Insurance: Mathematics and Economics, Elsevier, volume 85, issue C, pages 185-197, DOI: 10.1016/j.insmatheco.2019.01.003.
• Dong, Yinghui & Zheng, Harry, 2019, "Optimal investment of DC pension plan under short-selling constraints and portfolio insurance," Insurance: Mathematics and Economics, Elsevier, volume 85, issue C, pages 47-59, DOI: 10.1016/j.insmatheco.2018.12.005.
• Li, Yuying & Forsyth, Peter A., 2019, "A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans," Insurance: Mathematics and Economics, Elsevier, volume 86, issue C, pages 189-204, DOI: 10.1016/j.insmatheco.2019.03.001.
• van Bilsen, Servaas & Linders, Daniël, 2019, "Affordable and adequate annuities with stable payouts: Fantasy or reality?," Insurance: Mathematics and Economics, Elsevier, volume 86, issue C, pages 19-42, DOI: 10.1016/j.insmatheco.2019.01.010.
• Ji, Ronglin & Shi, Xuejun & Wang, Shijie & Zhou, Jinming, 2019, "Dynamic risk measures for processes via backward stochastic differential equations," Insurance: Mathematics and Economics, Elsevier, volume 86, issue C, pages 43-50, DOI: 10.1016/j.insmatheco.2019.02.005.
• Brachetta, M. & Ceci, C., 2019, "Optimal proportional reinsurance and investment for stochastic factor models," Insurance: Mathematics and Economics, Elsevier, volume 87, issue C, pages 15-33, DOI: 10.1016/j.insmatheco.2019.03.006.
• Wang, Jianli & Wang, Hongxia & Yick, Ho Yin, 2019, "How do changes in risk and risk aversion affect self-protection with Selden/Kreps–Porteus preferences?," Insurance: Mathematics and Economics, Elsevier, volume 88, issue C, pages 1-6, DOI: 10.1016/j.insmatheco.2019.05.004.
• Jang, Bong-Gyu & Koo, Hyeng Keun & Park, Seyoung, 2019, "Optimal consumption and investment with insurer default risk," Insurance: Mathematics and Economics, Elsevier, volume 88, issue C, pages 44-56, DOI: 10.1016/j.insmatheco.2019.04.007.
• Ye, Jinchun, 2019, "Stochastic utilities with subsistence and satiation: Optimal life insurance purchase, consumption and investment," Insurance: Mathematics and Economics, Elsevier, volume 89, issue C, pages 193-212, DOI: 10.1016/j.insmatheco.2019.10.008.
• Guan, Guohui & Liang, Zongxia, 2019, "Robust optimal reinsurance and investment strategies for an AAI with multiple risks," Insurance: Mathematics and Economics, Elsevier, volume 89, issue C, pages 63-78, DOI: 10.1016/j.insmatheco.2019.09.004.
• Selmi, Refk & Bouoiyour, Jamal & Miftah, Amal, 2019, "China's “New normal”: Will China's growth slowdown derail the BRICS stock markets?," International Economics, Elsevier, volume 159, issue C, pages 121-139, DOI: 10.1016/j.inteco.2019.07.001.
• Laurs, Dries & Renneboog, Luc, 2019, "My kingdom for a horse (or a classic car)," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 184-207, DOI: 10.1016/j.intfin.2018.10.002.
• Suh, Sangwon, 2019, "Unexploited currency carry trade profit opportunity," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 236-254, DOI: 10.1016/j.intfin.2018.11.002.
• Lee, Seungho & Switzer, Lorne N. & Wang, Jun, 2019, "Risk, culture and investor behavior in small (but notorious) Eurozone countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 60, issue C, pages 89-110, DOI: 10.1016/j.intfin.2018.12.010.
• Bu, Ruijun & Fu, Xi & Jawadi, Fredj, 2019, "Does the volatility of volatility risk forecast future stock returns?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 61, issue C, pages 16-36, DOI: 10.1016/j.intfin.2019.02.001.
• Erdemlioglu, Deniz & Joliet, Robert, 2019, "Long-term asset allocation, risk tolerance and market sentiment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 62, issue C, pages 1-19, DOI: 10.1016/j.intfin.2019.04.004.
• Zaremba, Adam & Long, Huaigang & Karathanasopoulos, Andreas, 2019, "Short-term momentum (almost) everywhere," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101140.
• Buncic, Daniel & Stern, Cord, 2019, "Forecast ranked tailored equity portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101138.
• Walther, Thomas & Klein, Tony & Bouri, Elie, 2019, "Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101133.
• Wang, Yaping & Paek, Miyoun & Ko, Kwangsoo, 2019, "The performance of Chinese equity funds: An extension of DGTW model," Japan and the World Economy, Elsevier, volume 51, issue C, pages 1-1, DOI: 10.1016/j.japwor.2019.100964.