Research classified by Journal of Economic Literature (JEL) codes

2020

• 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.
• Viktor P. Ivanitsk & Larisa D. Petrenko, 2020, "Development of responsible investment within the concept of sustainable finance," Journal of New Economy, Ural State University of Economics, volume 21, issue 4, pages 63-78, December, DOI: 10.29141/2658-5081-2020-21-4-4.
• Antonio Roma, 2020, "Is the Value Effect due to M&A Deals?: Evidence from the Italian Stock Market," Department of Economics University of Siena, Department of Economics, University of Siena, number 832, Jun.
• Michael Jetter & Leandro M. Magnusson & Sebastian Roth, 2020, "Becoming sensitive: Males’ risk and time preferences after the 2008 Financial Crisis," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 20-09.
• Giulio Girardi & Kathleen W. Hanley & Stanislava Nikolova & Loriana Pelizzon & Mila Getmansky Sherman, 2020, "Portfolio Similarity and Asset Liquidation in the Insurance Industry," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2020:13.
• Monica Billio & Michele Costola & Iva Histova & Carmelo Latino & Loriana Pelizzon, 2020, "Inside the ESG Ratings: (Dis)agreement and performance," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2020:17.
• Diana Barro & Marco Corazza & Martina Nardon, 2020, "Cumulative Prospect Theory portfolio selection," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2020:26.
• Andrea Albarea & Michele Bernasconi & Anna Marenzi & Dino Rizzi, 2021, "Tax evasion, behavioral microsimulation models and flat-rate tax reforms. Analysis for Italy," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2021:26.
• Sarah Brown & Alessandro Bucciol & Alberto Montagnoli & Karl Taylor, 2020, "Financial Advice and Household Financial Portfolios," Working Papers, University of Verona, Department of Economics, number 15/2020, Sep.
• Georgi Hristov, 2020, "Risk Premium Or Sentiment Premium," Economic Science, education and the real economy: Development and interactions in the digital age, Publishing house Science and Economics Varna, issue 1, pages 494-506.
• Yordan Petkov, 2020, "One Approach For Finding An Optimalportfolio Of Multiple Risky Assets," Economic Science, education and the real economy: Development and interactions in the digital age, Publishing house Science and Economics Varna, issue 1, pages 590-598.
• Kleszcz Klaudia & Nehrebecka Natalia, 2020, "Financial liability stress tests: an approach based on the use of a rating migration matrix," Central European Economic Journal, Sciendo, volume 7, issue 54, pages 12-32, January, DOI: 10.2478/ceej-2020-0002.
• Holovatiuk Olha, 2020, "Cryptocurrencies as an asset class in portfolio optimisation," Central European Economic Journal, Sciendo, volume 7, issue 54, pages 33-55, January, DOI: 10.2478/ceej-2020-0004.
• Vuković Marija & Pivac Snježana & Babić Zoran, 2020, "Comparative analysis of stock selection using a hybrid MCDM approach and modern portfolio theory," Croatian Review of Economic, Business and Social Statistics, Sciendo, volume 6, issue 2, pages 58-68, December, DOI: 10.2478/crebss-2020-0011.
• Krężołek Dominik & Trzpiot Grażyna, 2020, "Risk Management on the Metals Market," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 24, issue 2, pages 86-97, June, DOI: 10.15611/eada.2020.2.06.
• Savićević Marko & Kostić Milan, 2020, "The Impact Analysis of Foreign Direct Investment on Export: The Case of the Western Balkan Countries," Economic Themes, Sciendo, volume 58, issue 2, pages 171-186, June, DOI: 10.2478/ethemes-2020-0010.
• Bashir Zahid & Arshad Muhammad Usman & Asif Muhammad & Abbas Muhammad & Ali Hasnain, 2020, "Role of Business Age, Scale & Risk in Debt Financing Choices for the Pakistani Textile & Apparel Industry," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 16, issue 3, pages 119-136, September, DOI: 10.2478/fiqf-2020-0022.
• Machnik Jadwiga, 2020, "Performance Persistence and Gamma Convergence in Absolute Return Funds in Poland Over the Period 2011-2018," Financial Sciences. Nauki o Finansach, Sciendo, volume 25, issue 2-3, pages 41-54, September, DOI: 10.15611/fins.2020.2.03.
• Jabłoński Bartłomiej, 2020, "Dividend Aristocrats – A Comparative Analysis of Polish and American Dividend Companies During the Period of 2009–2017," Folia Oeconomica Stetinensia, Sciendo, volume 20, issue 1, pages 190-205, June, DOI: 10.2478/foli-2020-0011.
• Krupa Tadeusz, 2020, "Virtual Center for the Paradigmatic Studies," Foundations of Management, Sciendo, volume 12, issue 1, pages 181-192, January, DOI: 10.2478/fman-2020-0014.
• Tratkowski Grzegorz, 2020, "Identification of nonlinear determinants of stock indices derived by Random Forest algorithm," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 56, issue 3, pages 209-217, September, DOI: 10.2478/ijme-2020-0017.
• Niewińska Katarzyna, 2020, "Factors affecting stock return volatility in the banking sector in the euro zone," Journal of Economics and Management, Sciendo, volume 39, issue 1, pages 132-148, March, DOI: 10.22367/jem.2020.39.07.
• Onisanwa Idowu Daniel & Adaji Mercy Ojochegbe, 2020, "Stock market development and investment growth in Nigeria," Journal of Economics and Management, Sciendo, volume 42, issue 4, pages 99-117, December, DOI: 10.22367/jem.2020.42.05.
• Wolski Rafal, 2020, "Co-Integration Test of Selected Indexes on the Share Market and Index of Housing Real Estate Prices," Real Estate Management and Valuation, Sciendo, volume 28, issue 1, pages 100-111, March, DOI: 10.1515/remav-2020-0009.
• Szreder Jarosław & Walentynowicz Piotr, 2020, "Factors for Development Investment Successes in the Holiday Property Sector," Real Estate Management and Valuation, Sciendo, volume 28, issue 2, pages 1-12, June, DOI: 10.1515/remav-2020-0011.
• İskenderoglu Ömer & Akdag Saffet, 2020, "Comparison of the Effect of Vix Fear Index on Stock Exchange Indices of Developed and Developing Countries: the G20 Case," South East European Journal of Economics and Business, Sciendo, volume 15, issue 1, pages 105-121, June, DOI: 10.2478/jeb-2020-0009.
• Urbański Stanisław & Leśkow Jacek, 2020, "Using the ICAPM to estimate the cost of capital of stock portfolios: empirical evidence on the Warsaw Stock Exchange," Statistics in Transition New Series, Statistics Poland, volume 21, issue 1, pages 73-94, March, DOI: 10.21307/stattrans-2020-005.
• Takashi Nishiwaki, 2020, "Optimal Consumption Under Different Resolution Times of Uncertainty," Working Papers, Waseda University, Faculty of Political Science and Economics, number 2009, Aug.
• Takashi Nishiwaki, 2020, "Does Ambiguity Generate Demand for Options?," Working Papers, Waseda University, Faculty of Political Science and Economics, number 2011, Sep.
• Illya Barziy & Marcin Chlebus, 2020, "HRP performance comparison in portfolio optimization under various codependence and distance metrics," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-21.
• Marcin Chlebus & Michał Dyczko & Michał Woźniak, 2020, "Nvidia’s stock returns prediction using machine learning techniques for time series forecasting problem," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-22.
• Quynh Bui & Robert Ślepaczuk, 2020, "Applying Hurst Exponent in Pair Trading Strategies," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-39.
• Tchoffo Tameko Gautier & Nembot Ndeffo Luc, 2020, "Capital Flight and Economic Growth: The Case of ECCAS, ECOWAS and SADC Countries," Economic Research Guardian, Mutascu Publishing, volume 10, issue 1, pages 2-11, June.
• Feixue Gong & Gregory Phelan, 2020, "Collateral Constraints, Tranching, and Price Bases," Department of Economics Working Papers, Department of Economics, Williams College, number 2020-03, Jan.
• Dietrich Earnhart & Sarah Jacobson & Yusuke Kuwayama & Richard T. Woodward, 2020, "Discretionary Exemptions from Environmental Regulation: Flexibility for Good or for Ill," Department of Economics Working Papers, Department of Economics, Williams College, number 2020-04, Apr.
• Andrej Cupák & Pirmin Fessler & Alyssa Schneebaum, 2020, "Gender differences in risky asset behavior: the importance of self-confidence and financial literacy," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp301, Sep.
• Cupák, Andrej & Fessler, Pirmin & Schneebaum, Alyssa, 2020, "Gender differences in risky asset behavior: the importance of self-confidence and financial literacy," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 301, Sep.
• Andreas Fagereng & Luigi Guiso & Davide Malacrino & Luigi Pistaferri, 2020, "Heterogeneity and Persistence in Returns to Wealth," Econometrica, Econometric Society, volume 88, issue 1, pages 115-170, January, DOI: 10.3982/ECTA14835.
• Makoto Nakajima & Irina A. Telyukova, 2020, "Home Equity In Retirement," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 61, issue 2, pages 573-616, May, DOI: 10.1111/iere.12435.
• Christian Friedrich & Pierre Guérin, 2020, "The Dynamics of Capital Flow Episodes," Journal of Money, Credit and Banking, Blackwell Publishing, volume 52, issue 5, pages 969-1003, August, DOI: 10.1111/jmcb.12614.
• Orkun Saka, 2020, "Domestic Banks As Lightning Rods? Home Bias and Information during the Eurozone Crisis," Journal of Money, Credit and Banking, Blackwell Publishing, volume 52, issue S1, pages 273-305, October, DOI: 10.1111/jmcb.12744.
• John B Guerard & William T Ziemba (ed.), 2020, "Handbook of Applied Investment Research," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11727, ISBN: ARRAY(0x757d9528), September.
• Eliezer Prisman, 2020, "Lecture Notes in Investment:Investment Fundamentals," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11806, ISBN: ARRAY(0x76f9cbd0), September.
• Frank J Fabozzi & Francesco A Fabozzi, 2020, "Fundamentals of Institutional Asset Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11819, ISBN: ARRAY(0x767bfaf0), September.
• Rajiv Aggarwal, 2020, "Fixed Coupon Note:High Returns and Low Risk," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11958, ISBN: ARRAY(0x765ffda0), September.
• Eliezer Prisman, 2020, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Lecture Notes in Investment Investment Fundamentals".
• Eliezer Prisman, 2020, "A Basic Model of Bond Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Lecture Notes in Investment Investment Fundamentals".
• Eliezer Prisman, 2020, "No Arbitrage Condition and the Term Structure, its Estimation and Smoothing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Lecture Notes in Investment Investment Fundamentals".
• Eliezer Prisman, 2020, "Duration and Immunization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Lecture Notes in Investment Investment Fundamentals".
• Eliezer Prisman, 2020, "Portfolio Choice Under Uncertainty: The Mean–Variance Framework," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Lecture Notes in Investment Investment Fundamentals".
• Eliezer Prisman, 2020, "The Feasible Set: A General Formulation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Lecture Notes in Investment Investment Fundamentals".
• Eliezer Prisman, 2020, "The Capital Asset Pricing Model: CAPM," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Lecture Notes in Investment Investment Fundamentals".
• Eliezer Prisman, 2020, "The Security Market Line, Estimations and Single Index Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Lecture Notes in Investment Investment Fundamentals".
• Eliezer Prisman, 2020, "Multi-Index Models and Arbitrage Pricing Theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Lecture Notes in Investment Investment Fundamentals".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Overview of Asset Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "The Different Types of Risks in Investing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Fundamentals of Equities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Fundamentals of Debt Instruments," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Collective Investment Vehicles and Alternative Assets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Basics of Financial Derivatives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Measuring Return and Risk," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Portfolio Theory: Mean-Variance Analysis and the Asset Allocation Decision," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Asset Pricing Theories," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Company Equity Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Equity Valuation Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Common Stock Beta Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Common Stock Alpha Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Using Equity Derivatives in Portfolio Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Bond Pricing and Yield Measures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Interest Rate Risk and Credit Risk Measures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Bond Portfolio Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Using Derivatives in Bond Portfolio Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Multi-asset Portfolio Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "Fundamentals of Institutional Asset Management".
• John B. Guerard Jr. & William T. Ziemba, 2020, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• William T. Ziemba, 2020, "The Five Investor Camps that Try to Beat the Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• M. Bloch & J. Guerard & H. Markowitz & P. Todd & G. Xu, 2020, "A comparison of some aspects of the U.S. and Japanese equity markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Leonard C. MacLean & Michael E. Foster & William T. Ziemba, 2020, "Covariance complexity and rates of return on assets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• J. B. Guerard Jr. & H. Markowitz & G. Xu, 2020, "The role of effective corporate decisions in the creation of efficient portfolios," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• John B. Guerard Jr. & Harry Markowitza & GanLin Xu, 2020, "Earnings forecasting in a global stock selection model and efficient portfolio construction and management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Bijan Beheshti & John B. Guerard Jr. & Chris Mercs, 2020, "Truly Active Management Requires a Commitment to Excellence: Portfolio Construction and Management with FactSet," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Brian Bruce & Douglas Stark, 2020, "The Hillcrest Management Sentiment Indicator," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• William T. Ziemba, 2020, "Seasonality Effects In Japanese Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Constantine Dzhabarov & William T. Ziemba, 2020, "Sell-in-May-and-Go-Away in the U.S. Equity Index Futures Markets, 1993–2019," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• William T. Ziemba, 2020, "Japanese security market regularities: Monthly, turn-of-the-month and year, holiday and golden week effects," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• William T. Ziemba, 2020, "World wide security market regularities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Constantine Dzhabarov & Alexandre Ziegler & William T. Ziemba, 2020, "Sell-in-May-and-Go-Away: The International Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Blair Hull & Petra Bakosova & Alexander Kment, 2020, "Seasonal Effects, Trends and Pre-Announcement Drifts: Turning Anomalies into Investment Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Sebastien Lleo & William T Ziemba, 2020, "Stock Market Crashes in 2006–2009: Were We Able to Predict Them?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• J. B. Guerard Jr. & S. T. Rachev & B. P. Shao, 2020, "Efficient global portfolios: Big data and investment universes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Harry M. Markowitz & David Starer & Harvey Fram & Sander Gerber, 2020, "Avoiding the Downside: A Practical Review of the Critical Line Algorithm for Mean–Semivariance Portfolio Optimization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Chong Li & Edward Tower & Rhona Zhang, 2020, "Alternative Measures of Mutual Fund Performance: Ranking DFA, Fidelity, and Vanguard," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Boryana Racheva-Iotova, 2020, "Wealth Management Next Frontiers — The Inevitable Need to Meet Behavioral and Quantitative Approaches," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Foteini Kyriazi & Dimitrios D. Thomakos, 2020, "Foreign Exchange Rate Predictability: Seek and Ye Shall Find It," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Tim Leung & Brian Ward, 2020, "Tracking VIX with VIX Futures: Portfolio Construction and Performance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Barret Pengyuan Shao, 2020, "Long-Memory Processes in High-Frequency Foreign Exchange and U.S. Equity Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• William T. Ziemba, 2020, "Arbitrage and Risk Arbitrage in the Nikkei Put Warrant Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• William T. Ziemba & S. Lleo & M. Zhitlukhin, 2020, "A Stopping Rule Model for Exiting Bubble-like Markets with Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• H. D. Vinod, 2020, "Econometric Tools for Stress Testing Using Time Heterogeneity and Maximum Entropy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• H. D. Vinod & John B. Guerard Jr., 2020, "Causality Studies of Real GDP, Unemployment, and Leading Indicators," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Robert A. Gillam & Russell Read, 2020, "Investing on the “Far Side of the Moon”: Capturing Capital Market Inclusion Opportunity across MEASA (Middle East–Africa–South Asia)," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Rajiv Aggarwal, 2020, "What Is Fixed Coupon Note (Fcn)," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Fixed Coupon Note High Returns and Low Risk".
• Rajiv Aggarwal, 2020, "Options Basics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Fixed Coupon Note High Returns and Low Risk".
• Rajiv Aggarwal, 2020, "How To Construct A Fixed Coupon Note (Fcn)," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Fixed Coupon Note High Returns and Low Risk".
• Rajiv Aggarwal, 2020, "Performance Evaluation And Remedies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Fixed Coupon Note High Returns and Low Risk".
• Rajiv Aggarwal, 2020, "Options — A Deeper Dive," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Fixed Coupon Note High Returns and Low Risk".
• Rajiv Aggarwal, 2020, "Perspective Of The Issuer," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Fixed Coupon Note High Returns and Low Risk".
• Rajiv Aggarwal, 2020, "Variants Of Fixed Coupon Notes (Fcns)," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Fixed Coupon Note High Returns and Low Risk".
• Rajiv Aggarwal, 2020, "Impact Of Covid 19 Turmoil On Fixed Coupon Notes (Fcns)," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Fixed Coupon Note High Returns and Low Risk".
• Shabir A.A. Saleem & Peter N. Smith & Abdullah Yalaman, 2020, "Analysis of Systematic Risk around Firm-specific News in an Emerging Market using High Frequency Data," Discussion Papers, Department of Economics, University of York, number 20/09, Aug.
• Filippo Regina Mauro Gianfranco Bisceglia, 2020, "A-KA Model: an Optimization of the Stock’s Portofolio," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 23, issue 2, pages 21-40, November, DOI: 10.2478/zireb-2020-0012.
• Christopoulos, Dimitris & Köppl, Stefan & Köppl-Turyna, Monika, 2020, "Syndication networks and company survival: Evidence from European venture-capital deals," Working Papers, Agenda Austria, number 21.
• Eichfelder, Sebastian & Jacob, Martin & Schneider, Kerstin, 2020, "Do tax incentives reduce investment quality?," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 248.
• Faria, Gonçalo & Verona, Fabio, 2020, "Frequency-domain information for active portfolio management," Bank of Finland Research Discussion Papers, Bank of Finland, number 2/2020.
• Faria, Gonçalo & Verona, Fabio, 2020, "Time-frequency forecast of the equity premium," Bank of Finland Research Discussion Papers, Bank of Finland, number 6/2020.
• Barbu, Alexandru & Fricke, Christoph & Mönch, Emanuel, 2020, "Procyclical asset management and bond risk premia," Discussion Papers, Deutsche Bundesbank, number 38/2020.
• Ramadiah, Amanah & Fricke, Daniel & Caccioli, Fabio, 2020, "Backtesting macroprudential stress tests," Discussion Papers, Deutsche Bundesbank, number 45/2020.
• Kuntz, Laura-Chloé, 2020, "Beta dispersion and market timing," Discussion Papers, Deutsche Bundesbank, number 46/2020.
• Fricke, Daniel & Wilke, Hannes, 2020, "Connected funds," Discussion Papers, Deutsche Bundesbank, number 48/2020.
• Schmidhammer, Christoph & Hille, Vanessa & Wiedemann, Arnd, 2020, "Performance of maturity transformation strategies," Discussion Papers, Deutsche Bundesbank, number 58/2020.
• Ruenzi, Stefan & Ungeheuer, Michael & Weigert, Florian, 2020, "Joint extreme events in equity returns and liquidity and their cross-sectional pricing implications," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-01.
• Ammann, Manuel & Fischer, Sebastian & Weigert, Florian, 2020, "Factor exposure variation and mutual fund performance," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-06.
• Agarwal, Vikas & Ruenzi, Stefan & Weigert, Florian, 2020, "Unobserved performance of hedge funds," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-07.
• Agarwal, Vikas & Jiang, Lei & Wen, Quan, 2020, "Why do mutual funds hold lottery stocks?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-08.
• Hendriock, Mario, 2020, "Implied cost of capital and mutual fund performance," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-11.
• Hubar, Sylwia & Koulovatianos, Christos & Li, Jian, 2020, "The role of labor-income risk in household risk-taking?," CFS Working Paper Series, Center for Financial Studies (CFS), number 640.
• Kovbasyuk, Sergey & Pagano, Marco, 2020, "Advertising arbitrage," CFS Working Paper Series, Center for Financial Studies (CFS), number 641.
• Iwegbu, Onyebuchi, 2020, "Pension Fund, Financial Development and Output Growth in Nigeria," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 44, issue 1, pages 17-26.
• Baumöhl, Eduard & Vyrost, Tomas, 2020, "Stablecoins as a crypto safe haven? Not all of them!," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 215484.
• Mateane, Lebogang, 2020, "Risk preferences, global market conditions and foreign debt: Is there any role for the currency composition of FX reserves?," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 227484.
• Wu, Ziting & Chen, Xi & Li, Guoxing & Tian, Lin & Wang, Zhan & Xiong, Xiuqin & Yang, Chuan & Zhou, Zijun & Pan, Xiaochuan, 2020, "The Impact of Air Pollution on Attributable Risks and Economic Costs of Hospitalization for Mental Disorders," GLO Discussion Paper Series, Global Labor Organization (GLO), number 475.
• Ni, Xinwen & Härdle, Wolfgang Karl & Xie, Taojun, 2020, "A Machine Learning Based Regulatory Risk Index for Cryptocurrencies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-013.
• Demary, Markus, 2020, "Entwicklung des Geldvermögens der privaten Haushalte in Zeiten niedriger Zinsen
  [Growth of household financial assets in times of low interest rates]," IW-Trends – Vierteljahresschrift zur empirischen Wirtschaftsforschung, Institut der deutschen Wirtschaft (IW) / German Economic Institute, volume 47, issue 2, pages 3-20, DOI: 10.2373/1864-810X.20-02-01.
• Reh, Laura & Krüger, Fabian & Liesenfeld, Roman, 2020, "Predicting the global minimum variance portfolio," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 141, DOI: 10.5445/IR/1000122441.
• Fan, Minyou & Kearney, Fearghal & Li, Youwei & Liu, Jiadong, 2020, "Momentum and the Cross-Section of Stock Volatility," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2020/01, DOI: 10.2139/ssrn.3541766.
• Bogle, David & Coyle, Christopher & Turner, John D., 2020, "Capital Market Development Over the Long Run: The Portfolios of UK Life Assurers Over Two Centuries," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2020/11, DOI: 10.2139/ssrn.3728922.
• Bogle, David A. & Coyle, Christopher & Turner, John D., 2020, "Capital market development over the long run: The portfolios of UK life assurers over two centuries," QUCEH Working Paper Series, Queen's University Belfast, Queen's University Centre for Economic History, number 2020-09.
• Laudenbach, Christine & Loos, Benjamin & Pirschel, Jenny & Wohlfart, Johannes, 2020, "The trading response of individual investors to local bankruptcies," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 272.
• Lammer, Dominique Marcel & Hanspal, Tobin & Hackethal, Andreas, 2020, "Who are the Bitcoin investors? Evidence from indirect cryptocurrency investments," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 277, DOI: 10.2139/ssrn.3501549.
• Bräuer, Konstantin & Hackethal, Andreas & Hanspal, Tobin, 2020, "Consuming dividends," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 280, DOI: 10.2139/ssrn.3466731.
• Billio, Monica & Costola, Michele & Hristova, Iva & Latino, Carmelo & Pelizzon, Loriana, 2020, "Inside the ESG ratings: (Dis)agreement and performance," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 284.
• Hambel, Christoph & Kraft, Holger & Meyer-Wehmann, André, 2020, "When should retirees tap their home equity?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 293.
• Kostopoulos, Dimitrios & Meyer, Steffen & Uhr, Charline, 2020, "Ambiguity and investor behavior," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 297, DOI: 10.2139/ssrn.3340851.
• Fricke, Daniel & Wilke, Hannes, 2020, "Connected Funds," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224511.
• Gutsche, Gunnar & Wetzel, Heike & Ziegler, Andreas, 2020, "How relevant are economic preferences and personality traits for individual sustainable investment behavior? A framed field experiment," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224542.
• Kaufmann, Christoph, 2020, "Investment funds, monetary policy, and the global financial cycle," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224573.
• Buhlmann, Florian & Doerrenberg, Philipp & Voget, Johannes & Loos, Benjamin, 2020, "How do taxes affect the trading behavior of private investors? Evidence from individual portfolio data," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 20-047.
• Fey, Jan-Christian & Lerbs, Oliver & Schmidt, Carolin & Weber, Martin, 2020, "Risk attitude and capital market participation: Is there a gender investment gap in Germany?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 20-080.
• Gianluca De Nard & Robert F. Engle & Olivier Ledoit & Michael Wolf, 2020, "Large dynamic covariance matrices: enhancements based on intraday data," ECON - Working Papers, Department of Economics - University of Zurich, number 356, Jul, revised Jan 2022.

2019

• P. Hagelstein & I. Lackner & J. Otto & A. Perona & R. Piziak, 2019, "Fixed and Dynamic Asset Allocation in the Accumulation Phase," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 8, issue 1, pages 1-1.
• Johan Knif & Dimitrios Koutmos & Gregory Koutmos, 2019, "Modeling the Risk Dynamics of Hedge Funds," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 8, issue 1, pages 1-3.
• Isaac L. Ochieng’ & Tobias O. Olweny & Oluoch J. Oluoch & Gordon O. Ochere, 2019, "Effect of foreign equity flows on stock market volatility in Kenya Empirical evidence at Nairobi securities exchange," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 8, issue 3, pages 1-5.
• Feriel Gharbi, 2019, "Time-varying volatility spillovers among bitcoin and commodity currencies," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 8, issue 4, pages 1-2.
• Craig, Ben & Giuzio, Margherita & Paterlini, Sandra, 2019, "The effect of possible EU diversification requirements on the risk of banks' sovereign bond portfolios," ESRB Working Paper Series, European Systemic Risk Board, number 89, Mar.
• Andreas Fagereng & Luigi Guiso & Luigi Pistaferri & Davide Malacrino, 2019, "Heterogeneity and persistence in returns to wealth," Discussion Papers, Statistics Norway, Research Department, number 912, Jul.
• David Kaluge, 2019, "Multifactor on macroeconomic fundamentals to explain the behavior of sectoral indices in the Indonesian stock exchange," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 7, issue 1, pages 44-51, September, DOI: 10.9770/jesi.2019.7.1(4).
• Sergejs Hilkevics & Valentina Semakina, 2019, "The classification and comparison of business ratios analysis methods," Insights into Regional Development, VsI Entrepreneurship and Sustainability Center, volume 1, issue 1, pages 48-57, March, DOI: 10.9770/ird.2019.1.1(4).
• Rahul Deb & Mallesh M. Pai & Maher Said, 2019, "Dynamic Incentives for Buy-Side Analysts," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 19-01.
• Julia Darby & Hai Zhang & Jinkai Zhang, 2019, "Institutional trading in volatile markets: evidence from Chinese stock markets," Working Papers, University of Strathclyde Business School, Department of Economics, number 1912, Sep.
• Nico Katzke & Charlotte van Tiddens, 2019, "FTSE/JSE Index Migration: Testing for the Index Effect in Stocks Entering and Exiting the Top 40," Working Papers, Stellenbosch University, Department of Economics, number 10/2019.
• Johann Pfitzinger & Nico Katzke, 2019, "A constrained hierarchical risk parity algorithm with cluster-based capital allocation," Working Papers, Stellenbosch University, Department of Economics, number 14/2019.
• Gabriella Chiesa & José Manuel Mansilla-Fernández, 2019, "Disentangling the transmission channel NPLs-cost of capital-lending supply," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 16, pages 1333-1338, September, DOI: 10.1080/13504851.2018.1558335.
• Fabian Hollstein & Marcel Prokopczuk & Björn Tharann & Chardin Wese Simen, 2019, "Predicting the equity market with option-implied variables," The European Journal of Finance, Taylor & Francis Journals, volume 25, issue 10, pages 937-965, July, DOI: 10.1080/1351847X.2018.1556176.
• Mathias Manguzvane & John Weirstrass Muteba Mwamba, 2019, "Modelling systemic risk in the South African banking sector using CoVaR," International Review of Applied Economics, Taylor & Francis Journals, volume 33, issue 5, pages 624-641, September, DOI: 10.1080/02692171.2018.1516741.
• Robert F. Engle & Olivier Ledoit & Michael Wolf, 2019, "Large Dynamic Covariance Matrices," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 2, pages 363-375, April, DOI: 10.1080/07350015.2017.1345683.
• Stelios Arvanitis & Mark Hallam & Thierry Post & Nikolas Topaloglou, 2019, "Stochastic Spanning," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 4, pages 573-585, October, DOI: 10.1080/07350015.2017.1391099.
• Dirk Schoenmaker & Willem Schramade, 2019, "Investing for long-term value creation," Journal of Sustainable Finance & Investment, Taylor & Francis Journals, volume 9, issue 4, pages 356-377, October, DOI: 10.1080/20430795.2019.1625012.
• Joscha Beckmann & Theo Berger & Robert Czudaj, 2019, "Gold price dynamics and the role of uncertainty," Quantitative Finance, Taylor & Francis Journals, volume 19, issue 4, pages 663-681, April, DOI: 10.1080/14697688.2018.1508879.
• Rigas Ioannis & Theodossiou George & Rigas Nikolaos & Karelakis Christos & Pantos Nikolaos & Goulas Αpostolos, 2019, "Analysis and critical investigation of the financial statements of food sector companies in Thessaly Region (Greece) that were included in the investment development programs the period 2013-2016," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 12, issue 2, pages 52-71, December.
• Huizinga, Harry & Todtenhaupt, Maximilian & Voget, Johannes & Wagner, W.B., 2019, "Taxation and the External Wealth of Nations : Evidence from Bilateral Portfolio Holdings," Discussion Paper, Tilburg University, Center for Economic Research, number 2019-029.
• Ma, Marshall (Xiaoyin) & Noussair, Charles & Renneboog, Luc, 2019, "Colors, Emotions, and the Auction Value of Paintings," Discussion Paper, Tilburg University, Center for Economic Research, number 2019-006.
• Huizinga, Harry & Todtenhaupt, Maximilian & Voget, Johannes & Wagner, W.B., 2019, "Taxation and the External Wealth of Nations : Evidence from Bilateral Portfolio Holdings," Other publications TiSEM, Tilburg University, School of Economics and Management, number 98e2405a-8b3f-4c10-a47b-b.
• Ma, Marshall (Xiaoyin) & Noussair, Charles & Renneboog, Luc, 2019, "Colors, Emotions, and the Auction Value of Paintings," Other publications TiSEM, Tilburg University, School of Economics and Management, number b628fa65-83cf-41c8-b321-d.
• Tatiana Balmus & Juergen Huber & Matteo Ploner, 2019, "More competition in delegated portfolio management: A win-win situation? An experimental analysis," CEEL Working Papers, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia, number 1901.
• Antonio Amendola & Dennis M. Montagna & Mario Maggi, 2019, "Analysis of Equity Beta Components: New Results and Prospectives in a Low Beta Framework," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 3, issue 1, pages 1-26, DOI: http://dx.doi.org/10.1991/jefa.v3i1.
• Akhilesh Maewal & Joel R. Bock, 2019, "A Modified Risk Parity Method for Asset Allocation," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 3, issue 1, pages 71-85, DOI: 10.1991/jefa.v3i1.a24.
• Peter Nderitu GITHAIGA, 2019, "Income Diversification, Market Power and Performance," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 3, issue 2, pages 1-21, DOI: 10.1991/jefa.v3i2.a26.
• Martin Ewen & Marc Oliver Rieger, 2019, "Systemic Impact of the Risk Based Fund Classification and Implications for Fund Management," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2019-01.
• Ji Cao & Marc Oliver Rieger & Lei Zhao, 2019, "Safety First, Loss Probability, and the Cross Section of Expected Stock Returns," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2019-02.
• Christoph Belak & Lukas Mich & Frank T. Seifried, 2019, "Optimal Investment for Retail Investors with Flooredand Capped Costs," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2019-06.
• H. Fink & S. Geissel & J. Herbinger & F. T. Seifried, 2019, "Portfolio Optimization with Optimal Expected Utility Risk Measures," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2019-07.
• Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2019, "Life-Cycle Portfolios, Unemployment and Human Capital Loss," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 060, Mar.
• Stefano Baccarin, 2019, "Static use of options in dynamic portfolio optimization under transaction costs and solvency constraints," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 063, May.
• John Cotter & Stuart Gabriel & Richard Roll, 2019, "Nowhere to Run, Nowhere to Hide - Asset Diversification in a Flat World," Working Papers, Geary Institute, University College Dublin, number 201909, May.
• Álvaro Chamizo & Alfonso Novales, 2019, "Looking through systemic credit risk: determinants, stress testing and market value," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-27, Sep.
• Scott R. Baker & Lorenz Kueng & Leslie McGranahan & Brian T. Melzer, 2019, "Do Household Finances Constrain Unconventional Fiscal Policy?," Tax Policy and the Economy, University of Chicago Press, volume 33, issue 1, pages 1-32, DOI: 10.1086/703225.
• Kostiantyn Khvedchuk & Valentyna Sinichenko & Barry Topf, 2019, "Estimating a Natural Level of Financial Dollarization in Ukraine," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 247, pages 38-44, DOI: 10.26531/vnbu2019.247.03.
• Ulrike Malmendier & Demian Pouzo & Victoria Vanasco, 2019, "Investor experiences and international capital flows," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1710, Dec.
• M. Dinkova & A.S. Kalwij & Rob Alessie, 2019, "Know more, spend more?: The impact of financial literacy on household consumption," Working Papers, Utrecht School of Economics, number 1914, Aug.
• Fousseni Chabi-Yo & Markus Huggenberger & Florian Weigert, 2019, "Multivariate Crash Risk," Working Papers on Finance, University of St. Gallen, School of Finance, number 1901, Feb.
• Benedikt Ballensiefen & Angelo Ranaldo, 2019, "Safe Asset Carry Trade," Working Papers on Finance, University of St. Gallen, School of Finance, number 1909, Jul, revised Oct 2019.
• Anna Pirogova & Antonio Roma, 2019, "Performance of Value and Size based Strategies in the Italian Stock Market," Department of Economics University of Siena, Department of Economics, University of Siena, number 814, Oct.
• Canepa, Alessandra & de la O. González, María & Skinner, Frank S., 2019, "Hedge Fund Strategies: A non-Parametric Analysis," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 201902, Jan.