Research classified by Journal of Economic Literature (JEL) codes

2019

• 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 Staff Working Paper series, 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, Centre for Economic Policy Research, number 13463, Jan.
• Bekaert, Geert & Aloosh, Arash, 2019, "Currency Factors," CEPR Discussion Papers, Centre for Economic Policy Research, number 13464, Jan.
• Shimizu, Chihiro, 2019, "Gravity, Counterparties, and Foreign Investment," CEPR Discussion Papers, Centre for Economic Policy Research, number 13491, Jan.
• Michaelides, Alexander & Papakyriakou, Panayiotis & Milidonis, Andreas, 2019, "Corporate Pension Plan Funding Levels and Pension Assumptions," CEPR Discussion Papers, Centre for Economic Policy Research, number 13591, Mar.
• Haliassos, Michael & Fuchs-Schündeln, Nicola, 2019, "Participation Following Sudden Access," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 13618, Apr.
• Maggiori, Matteo & Ströbel, Johannes & Giglio, Stefano & Utkus, Stephen P., 2019, "Five Facts About Beliefs and Portfolios," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 13729, May.
• Ströbel, Johannes & Engle, Robert & Giglio, Stefano & Kelly, Bryan & Lee, Heebum, 2019, "Hedging Climate Change News," CEPR Discussion Papers, Centre for Economic Policy Research, number 13730, May.
• Weber, Martin & Laudenbach, Christine & Ungeheuer, Michael, 2019, "How to Alleviate Correlation Neglect," CEPR Discussion Papers, Centre for Economic Policy Research, number 13737, May.
• Beetsma, Roel & Chen, Damiaan & van Wijnbergen, Sweder, 2019, "Unhedgeable Inflation Risk within Pension Schemes," CEPR Discussion Papers, Centre for Economic Policy Research, number 13742, May.
• Van Nieuwerburgh, Stijn & Favilukis, Jack & ,, 2019, "Affordable Housing and City Welfare," CEPR Discussion Papers, Centre for Economic Policy Research, number 13758, May.
• ÅžimÅŸek, Alp & Caballero, Ricardo, 2019, "A Risk-centric Model of Demand Recessions and Speculation," CEPR Discussion Papers, Centre for Economic Policy Research, number 13815, Jun.
• ÅžimÅŸek, Alp & Caballero, Ricardo, 2019, "Prudential Monetary Policy," CEPR Discussion Papers, Centre for Economic Policy Research, number 13832, Jun.
• Miller, Marcus & Zhang, Lei, 2019, "Externalities and financial crisis - enough to cause collapse?," CEPR Discussion Papers, Centre for Economic Policy Research, number 13834, Jul.
• Taylor, Mark & Filippou, Ilias, 2019, "Forward-Looking Policy Rules and Currency Premia," CEPR Discussion Papers, Centre for Economic Policy Research, number 13835, Jul.
• Bacchetta, Philippe & van Wincoop, Eric, 2019, "Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment," CEPR Discussion Papers, Centre for Economic Policy Research, number 13839, Jul.
• Martin, Ian & ,, 2019, "Sentiment and Speculation in a Market with Heterogeneous Beliefs," CEPR Discussion Papers, Centre for Economic Policy Research, number 13857, Jul.
• Maggiori, Matteo & Lilley, Andrew & Neiman, Brent & Schreger, Jesse, 2020, "Exchange Rate Reconnect," CEPR Discussion Papers, Centre for Economic Policy Research, number 13869, Jan.
• Mele, Antonio & Distaso, Walter & Vilkov, Grigory, 2019, "Correlation Risk, Strings and Asset Prices," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 13906, Aug.
• Calvet, Laurent E. & Betermier, Sebastien & Jo, Evan, 2019, "A Supply and Demand Approach to Equity Pricing," CEPR Discussion Papers, Centre for Economic Policy Research, number 13974, Aug.
• Fernández-Villaverde, Jesús & Hurtado, Samuel & Nuño, Galo, 2019, "Financial Frictions and the Wealth Distribution," CEPR Discussion Papers, Centre for Economic Policy Research, number 14002, Sep.
• Hugonnier, Julien & Lester, Ben & Weill, Pierre-Olivier, 2019, "Heterogeneity in Decentralized Asset Markets," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 14096, Nov.
• Taylor, Alan M. & Davis, Josh, 2019, "The Leverage Factor: Credit Cycles and Asset Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 14115, Nov.
• Pástor, LuboÅ¡ & Stambaugh, Robert F. & Taylor, Lucian, 2019, "Sustainable Investing in Equilibrium," CEPR Discussion Papers, Centre for Economic Policy Research, number 14171, Dec.
• Heiland, Inga, 2019, "Global Risk Sharing through Trade in Goods and Assets: Theory and Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 14230, Dec.
• Bartram, Söhnke & Grinblatt, Mark, 2019, "Global Market Inefficiencies," CEPR Discussion Papers, Centre for Economic Policy Research, number 14232, Dec.
• Weill, Pierre-Olivier & Biais, Bruno & Hombert, Johan, 2019, "Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, 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.
• BenSaïda, Ahmed, 2019, "Good and bad volatility spillovers: An asymmetric connectedness," Journal of Financial Markets, Elsevier, volume 43, issue C, pages 78-95, DOI: 10.1016/j.finmar.2018.12.005.
• Yang, Xuebing & Zhang, Huilan, 2019, "Extreme absolute strength of stocks and performance of momentum strategies," Journal of Financial Markets, Elsevier, volume 44, issue C, pages 71-90, DOI: 10.1016/j.finmar.2019.01.001.
• Hollstein, Fabian & Prokopczuk, Marcel & Wese Simen, Chardin, 2019, "Estimating beta: Forecast adjustments and the impact of stock characteristics for a broad cross-section," Journal of Financial Markets, Elsevier, volume 44, issue C, pages 91-118, DOI: 10.1016/j.finmar.2019.03.001.
• Bernales, Alejandro, 2019, "Make-take decisions under high-frequency trading competition," Journal of Financial Markets, Elsevier, volume 45, issue C, pages 1-18, DOI: 10.1016/j.finmar.2019.05.001.
• Choi, Darwin, 2019, "Disposition sales and stock market liquidity," Journal of Financial Markets, Elsevier, volume 45, issue C, pages 19-36, DOI: 10.1016/j.finmar.2019.04.003.
• Oikonomou, Ioannis & Stancu, Andrei & Symeonidis, Lazaros & Wese Simen, Chardin, 2019, "The information content of short-term options," Journal of Financial Markets, Elsevier, volume 46, issue C, DOI: 10.1016/j.finmar.2019.07.003.
• 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.
• Kraft, Holger & Munk, Claus & Weiss, Farina, 2019, "Predictors and portfolios over the life cycle," Journal of Banking & Finance, Elsevier, volume 100, issue C, pages 1-27, DOI: 10.1016/j.jbankfin.2018.12.015.
• Fischer, Marcel & Jensen, Bjarne Astrup, 2019, "The debt tax shield in general equilibrium," Journal of Banking & Finance, Elsevier, volume 100, issue C, pages 151-166, DOI: 10.1016/j.jbankfin.2018.12.014.
• Pysarenko, Sergiy & Alexeev, Vitali & Tapon, Francis, 2019, "Predictive blends: Fundamental Indexing meets Markowitz," Journal of Banking & Finance, Elsevier, volume 100, issue C, pages 28-42, DOI: 10.1016/j.jbankfin.2018.12.016.
• Armstrong, John & Brigo, Damiano, 2019, "Risk managing tail-risk seekers: VaR and expected shortfall vs S-shaped utility," Journal of Banking & Finance, Elsevier, volume 101, issue C, pages 122-135, DOI: 10.1016/j.jbankfin.2019.01.010.
• Alserda, Gosse A.G. & Dellaert, Benedict G.C. & Swinkels, Laurens & van der Lecq, Fieke S.G., 2019, "Individual pension risk preference elicitation and collective asset allocation with heterogeneity," Journal of Banking & Finance, Elsevier, volume 101, issue C, pages 206-225, DOI: 10.1016/j.jbankfin.2019.02.014.
• Huang, Tao & Li, Junye, 2019, "Option-Implied variance asymmetry and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, volume 101, issue C, pages 21-36, DOI: 10.1016/j.jbankfin.2019.02.001.
• Chan, Kalok & Wang, Baolian & Yang, Zhishu, 2019, "Why investors do not buy cheaper securities: Evidence from a natural experiment," Journal of Banking & Finance, Elsevier, volume 101, issue C, pages 59-76, DOI: 10.1016/j.jbankfin.2019.02.002.
• Packham, N. & Woebbeking, C.F., 2019, "A factor-model approach for correlation scenarios and correlation stress testing," Journal of Banking & Finance, Elsevier, volume 101, issue C, pages 92-103, DOI: 10.1016/j.jbankfin.2019.01.020.
• Buccioli, Alice & Kokholm, Thomas & Nicolosi, Marco, 2019, "Expected shortfall and portfolio management in contagious markets," Journal of Banking & Finance, Elsevier, volume 102, issue C, pages 100-115, DOI: 10.1016/j.jbankfin.2019.03.003.
• Gutsche, Gunnar & Ziegler, Andreas, 2019, "Which private investors are willing to pay for sustainable investments? Empirical evidence from stated choice experiments," Journal of Banking & Finance, Elsevier, volume 102, issue C, pages 193-214, DOI: 10.1016/j.jbankfin.2019.03.007.
• Wang, Yudong & Pan, Zhiyuan & Liu, Li & Wu, Chongfeng, 2019, "Oil price increases and the predictability of equity premium," Journal of Banking & Finance, Elsevier, volume 102, issue C, pages 43-58, DOI: 10.1016/j.jbankfin.2019.03.009.
• Panayides, Marios A. & Shohfi, Thomas D. & Smith, Jared D., 2019, "Bulk volume classification and information detection," Journal of Banking & Finance, Elsevier, volume 103, issue C, pages 113-129, DOI: 10.1016/j.jbankfin.2019.04.001.
• Kenchington, David & Wan, Chi & Yüksel, H. Zafer, 2019, "Gross profitability and mutual fund performance," Journal of Banking & Finance, Elsevier, volume 104, issue C, pages 31-49, DOI: 10.1016/j.jbankfin.2019.05.001.
• Rossi, Mariacristina & Sansone, Dario & van Soest, Arthur & Torricelli, Costanza, 2019, "Household preferences for socially responsible investments," Journal of Banking & Finance, Elsevier, volume 105, issue C, pages 107-120, DOI: 10.1016/j.jbankfin.2019.05.018.
• Hollstein, Fabian & Nguyen, Duc Binh Benno & Prokopczuk, Marcel, 2019, "Asset prices and “the devil(s) you know”," Journal of Banking & Finance, Elsevier, volume 105, issue C, pages 20-35, DOI: 10.1016/j.jbankfin.2019.04.003.
• Siganos, Antonios, 2019, "The daylight saving time anomaly in relation to firms targeted for mergers," Journal of Banking & Finance, Elsevier, volume 105, issue C, pages 36-43, DOI: 10.1016/j.jbankfin.2019.05.014.
• Li, Xiangwen & Wu, Wenfeng, 2019, "Portfolio pumping and fund performance ranking: A performance-based compensation contract perspective," Journal of Banking & Finance, Elsevier, volume 105, issue C, pages 94-106, DOI: 10.1016/j.jbankfin.2019.05.020.
• Andreou, Panayiotis C. & Kagkadis, Anastasios & Philip, Dennis & Taamouti, Abderrahim, 2019, "The information content of forward moments," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 527-541, DOI: 10.1016/j.jbankfin.2019.07.021.
• Huang, Shiyang & Jiang, Ying & Qiu, Zhigang & Ye, Zhiqiang, 2019, "An equilibrium model of risk management spillover," Journal of Banking & Finance, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jbankfin.2019.08.002.
• Zareei, Abalfazl, 2019, "Network origins of portfolio risk," Journal of Banking & Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jbankfin.2019.105663.
• Gozluklu, Arie & Morin, Annaïg, 2019, "Stock vs. Bond yields and demographic fluctuations," Journal of Banking & Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jbankfin.2019.105683.
• Chou, Pin-Huang & Ko, Kuan-Cheng & Yang, Nien-Tzu, 2019, "Asset growth, style investing, and momentum," Journal of Banking & Finance, Elsevier, volume 98, issue C, pages 108-124, DOI: 10.1016/j.jbankfin.2018.11.008.
• Capelle-Blancard, Gunther & Crifo, Patricia & Diaye, Marc-Arthur & Oueghlissi, Rim & Scholtens, Bert, 2019, "Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries," Journal of Banking & Finance, Elsevier, volume 98, issue C, pages 156-169, DOI: 10.1016/j.jbankfin.2018.11.011.
• Ashour, Samar & Hao, (Grace) Qing, 2019, "Do analysts really anchor? Evidence from credit risk and suppressed negative information," Journal of Banking & Finance, Elsevier, volume 98, issue C, pages 183-197, DOI: 10.1016/j.jbankfin.2018.11.006.
• Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa O., 2019, "Upside potential of hedge funds as a predictor of future performance," Journal of Banking & Finance, Elsevier, volume 98, issue C, pages 212-229, DOI: 10.1016/j.jbankfin.2018.11.003.
• Bradbury, Meike A.S. & Hens, Thorsten & Zeisberger, Stefan, 2019, "How persistent are the effects of experience sampling on investor behavior?," Journal of Banking & Finance, Elsevier, volume 98, issue C, pages 61-79, DOI: 10.1016/j.jbankfin.2018.10.014.
• Gregoriou, Andros & Healy, Jerome V. & Le, Huong, 2019, "Prospect theory and stock returns: A seven factor pricing model," Journal of Business Research, Elsevier, volume 101, issue C, pages 315-322, DOI: 10.1016/j.jbusres.2019.04.038.
• Lee, Suin & Pantzalis, Christos & Park, Jung Chul, 2019, "Does local culture trigger speculative investment behavior?," Journal of Business Research, Elsevier, volume 103, issue C, pages 71-88, DOI: 10.1016/j.jbusres.2019.06.011.
• Fisch, Christian, 2019, "Initial coin offerings (ICOs) to finance new ventures," Journal of Business Venturing, Elsevier, volume 34, issue 1, pages 1-22, DOI: 10.1016/j.jbusvent.2018.09.007.
• Selten, Reinhard & Neugebauer, Tibor, 2019, "Experimental stock market dynamics: Excess bids, directional learning, and adaptive style-investing in a call-auction with multiple multi-period lived assets," Journal of Economic Behavior & Organization, Elsevier, volume 157, issue C, pages 209-224, DOI: 10.1016/j.jebo.2018.04.012.
• Anufriev, Mikhail & Bao, Te & Sutan, Angela & Tuinstra, Jan, 2019, "Fee structure and mutual fund choice: An experiment," Journal of Economic Behavior & Organization, Elsevier, volume 158, issue C, pages 449-474, DOI: 10.1016/j.jebo.2018.12.013.
• Capasso, Salvatore & Neanidis, Kyriakos C., 2019, "Domestic or foreign currency? Remittances and the composition of deposits and loans," Journal of Economic Behavior & Organization, Elsevier, volume 160, issue C, pages 168-183, DOI: 10.1016/j.jebo.2019.01.023.
• Pelster, Matthias, 2019, "Attracting attention from peers: Excitement in social trading," Journal of Economic Behavior & Organization, Elsevier, volume 161, issue C, pages 158-179, DOI: 10.1016/j.jebo.2019.03.010.