Research classified by Journal of Economic Literature (JEL) codes

2019

• José Manuel Corcuera & Giulia Nunno & José Fajardo, 2019, "Kyle equilibrium under random price pressure," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 42, issue 1, pages 77-101, June, DOI: 10.1007/s10203-019-00231-4.
• Elisa Mastrogiacomo & Emanuela Rosazza Gianin, 2019, "Time-consistency of risk measures: how strong is such a property?," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 42, issue 1, pages 287-317, June, DOI: 10.1007/s10203-019-00233-2.
• Marco Corazza & Carla Nardelli, 2019, "Possibilistic mean–variance portfolios versus probabilistic ones: the winner is..," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 42, issue 1, pages 51-75, June, DOI: 10.1007/s10203-019-00234-1.
• Sergio Albeverio & Francesco Cordoni & Luca Persio & Gregorio Pellegrini, 2019, "Asymptotic expansion for some local volatility models arising in finance," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 42, issue 2, pages 527-573, December, DOI: 10.1007/s10203-019-00247-w.
• Kefan Xie & Zimei Liu & Long Chen & Weiyong Zhang & Sishi Liu & Sohail S. Chaudhry, 2019, "Success factors and complex dynamics of crowdfunding: An empirical research on Taobao platform in China," Electronic Markets, Springer;IIM University of St. Gallen, volume 29, issue 2, pages 187-199, June, DOI: 10.1007/s12525-018-0305-6.
• Jascha-Alexander Koch & Michael Siering, 2019, "The recipe of successful crowdfunding campaigns," Electronic Markets, Springer;IIM University of St. Gallen, volume 29, issue 4, pages 661-679, December, DOI: 10.1007/s12525-019-00357-8.
• Joscha Beckmann & Theo Berger & Robert Czudaj & Thi-Hong-Van Hoang, 2019, "Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification," Empirical Economics, Springer, volume 56, issue 3, pages 1117-1144, March, DOI: 10.1007/s00181-017-1381-8.
• Peter N. Posch & Daniel Ullmann & Dominik Wied, 2019, "Detecting structural changes in large portfolios," Empirical Economics, Springer, volume 56, issue 4, pages 1341-1357, April, DOI: 10.1007/s00181-017-1392-5.
• Xunan Feng & Kam C. Chan, 2019, "Mutual funds’ selective participation and subsequent performance of seasoned equity offerings," Empirical Economics, Springer, volume 56, issue 6, pages 1797-1822, June, DOI: 10.1007/s00181-018-1420-0.
• Sercan Demiralay & Selcuk Bayraci & H. Gaye Gencer, 2019, "Time-varying diversification benefits of commodity futures," Empirical Economics, Springer, volume 56, issue 6, pages 1823-1853, June, DOI: 10.1007/s00181-018-1450-7.
• Alex Garivaltis, 2019, "Game-theoretic optimal portfolios in continuous time," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), volume 7, issue 2, pages 235-243, December, DOI: 10.1007/s40505-018-0156-5.
• Roi D. Taussig & Dror Tobi & Moti Zwilling, 2019, "The importance of timing in estimating beta," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 9, issue 1, pages 61-70, March, DOI: 10.1007/s40822-018-0103-7.
• Anoop S Kumar & Taufeeq Ajaz, 2019, "Co-movement in crypto-currency markets: evidences from wavelet analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 5, issue 1, pages 1-17, December, DOI: 10.1186/s40854-019-0143-3.
• Christoph Belak & Sören Christensen, 2019, "Utility maximisation in a factor model with constant and proportional transaction costs," Finance and Stochastics, Springer, volume 23, issue 1, pages 29-96, January, DOI: 10.1007/s00780-018-00380-1.
• Alain Bensoussan & Kwok Chuen Wong & Sheung Chi Phillip Yam, 2019, "A paradox in time-consistency in the mean–variance problem?," Finance and Stochastics, Springer, volume 23, issue 1, pages 173-207, January, DOI: 10.1007/s00780-018-00381-0.
• Wing Fung Chong & Ying Hu & Gechun Liang & Thaleia Zariphopoulou, 2019, "An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior," Finance and Stochastics, Springer, volume 23, issue 1, pages 239-273, January, DOI: 10.1007/s00780-018-0377-3.
• Charles-Albert Lehalle & Eyal Neuman, 2019, "Incorporating signals into optimal trading," Finance and Stochastics, Springer, volume 23, issue 2, pages 275-311, April, DOI: 10.1007/s00780-019-00382-7.
• Oleksii Mostovyi & Mihai Sîrbu, 2019, "Sensitivity analysis of the utility maximisation problem with respect to model perturbations," Finance and Stochastics, Springer, volume 23, issue 3, pages 595-640, July, DOI: 10.1007/s00780-019-00388-1.
• Huy N. Chau & Miklós Rásonyi, 2019, "Robust utility maximisation in markets with transaction costs," Finance and Stochastics, Springer, volume 23, issue 3, pages 677-696, July, DOI: 10.1007/s00780-019-00389-0.
• David Hobson & Alex S. L. Tse & Yeqi Zhu, 2019, "A multi-asset investment and consumption problem with transaction costs," Finance and Stochastics, Springer, volume 23, issue 3, pages 641-676, July, DOI: 10.1007/s00780-019-00391-6.
• Claudia Klüppelberg & Miriam Isabel Seifert, 2019, "Financial risk measures for a network of individual agents holding portfolios of light-tailed objects," Finance and Stochastics, Springer, volume 23, issue 4, pages 795-826, October, DOI: 10.1007/s00780-019-00401-7.
• Christoph Kühn & Alexander Molitor, 2019, "Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs," Finance and Stochastics, Springer, volume 23, issue 4, pages 1049-1077, October, DOI: 10.1007/s00780-019-00403-5.
• Christoph Belak & Jörn Sass, 2019, "Finite-horizon optimal investment with transaction costs: construction of the optimal strategies," Finance and Stochastics, Springer, volume 23, issue 4, pages 861-888, October, DOI: 10.1007/s00780-019-00404-4.
• Lixing Mei & Yulei Rao & Mei Wang & Jianxin Wang, 2019, "Do investors post messages differently from mobile devices? The correlation between mobile Internet messages posting and stock returns," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 66, issue 4, pages 423-452, December, DOI: 10.1007/s12232-019-00329-6.
• Francesco Bollazzi & Giuseppe Risalvato & Claudio Venezia, 2019, "Asymmetric information and deal selection: evidence from the Italian venture capital market," International Entrepreneurship and Management Journal, Springer, volume 15, issue 3, pages 721-732, September, DOI: 10.1007/s11365-018-0539-y.
• Maximilian Sturm & Stephan Nüesch, 2019, "Diversification and organizational environment: the effect of resource scarcity and complexity on the valuation of multi-segment firms," Journal of Business Economics, Springer, volume 89, issue 3, pages 251-272, April, DOI: 10.1007/s11573-017-0881-5.
• Glenn Pettengill & George Chang, 2019, "Validating empirically identified risk factors," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 1, pages 162-179, January, DOI: 10.1007/s12197-018-9438-x.
• Arianna Agosto & Alessandra Mainini & Enrico Moretto, 2019, "Stochastic dividend discount model: covariance of random stock prices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 3, pages 552-568, July, DOI: 10.1007/s12197-018-9455-9.
• Neeraj J. Gupta & Vitaliy Strohush & Reilly White, 2019, "Investor reaction to simultaneous news releases: unemployment vs. earnings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 4, pages 735-749, October, DOI: 10.1007/s12197-018-9460-z.
• Mariela Dal Borgo, 2019, "Ethnic and racial disparities in saving behavior," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 17, issue 2, pages 253-283, June, DOI: 10.1007/s10888-018-9400-3.
• Claudia Ravanelli & Gregor Svindland, 2019, "Ambiguity sensitive preferences in Ellsberg frameworks," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 67, issue 1, pages 53-89, February, DOI: 10.1007/s00199-017-1095-3.
• Sabine Elmiger, 2019, "CAPM-anomalies: quantitative puzzles," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 68, issue 3, pages 643-667, October, DOI: 10.1007/s00199-018-1137-5.
• Marek Weretka, 2019, "Normative inference in efficient markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 68, issue 4, pages 787-810, November, DOI: 10.1007/s00199-018-1144-6.
• Doron Nisani, 2019, "Ranking Investments Using the Lorenz Curve," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 17, issue 1, pages 1-9, March, DOI: 10.1007/s40953-018-0121-z.
• Syed Jawad Hussain Shahzad & Naveed Raza & David Roubaud & Jose Arreola Hernandez & Stelios Bekiros, 2019, "Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 17, issue 4, pages 885-912, December, DOI: 10.1007/s40953-019-00163-1.
• Thomas Holtfort, 2019, "From standard to evolutionary finance: a literature survey," Management Review Quarterly, Springer, volume 69, issue 2, pages 207-232, June, DOI: 10.1007/s11301-018-0151-9.
• Grażyna Trzpiot, 2019, "Application Quantile-Based Risk Measures in Sector Portfolio Analysis—Warsaw Stock Exchange Approach," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Waldemar Tarczyński & Kesra Nermend, "Effective Investments on Capital Markets", DOI: 10.1007/978-3-030-21274-2_15.
• Maximilian Sturm & Stephan Nüesch, 2019, "Strong shareholder rights, internal capital allocation efficiency, and the moderating role of market competition and external financing needs," Review of Managerial Science, Springer, volume 13, issue 1, pages 93-111, February, DOI: 10.1007/s11846-017-0244-1.
• Sarah Kuypers & Ive Marx, 2019, "The Truly Vulnerable: Integrating Wealth into the Measurement of Poverty and Social Policy Effectiveness," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 142, issue 1, pages 131-147, February, DOI: 10.1007/s11205-018-1911-6.
• Smile Dube, 2019, "GARCH Modelling of Conditional Correlations and Volatility of Exchange rates in BRICS Countries," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 1, pages 1-7.
• Li Wang, 2019, "The Risk Spillover Effects of Securities Companies in China’s Capital Market with the CoVaR Method," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 3, pages 1-7.
• Feiyan Zhang & Dewen Chen, 2019, "The short-term spillover effects of the Fed on Chinese financial market The overshooting model or the portfolio balance theory," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 5, pages 1-5.
• Huadong Chang & Guozhi An, 2019, "Will History Repeat Itself? Empirical Research on A-Share Candlesticks in China Based on Matching Method," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 5, pages 1-8.
• Yuan Zhang, 2019, "Information in excess analyst coverage: Evidence from China’s stock market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 6, pages 1-12.
• 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.
• 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.
• Georges Prat & David Le Bris, 2019, "Equity Risk Premium and Time Horizon: what do the French secular data say ?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2019-8.
• Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2019, "Default, Bailouts and the Vertical Structure of Financial Intermediaries," Department of Economics Working Papers, Durham University, Department of Economics, number 2019_04, May.
• Schmidt, Daniel, 2019, "Stock Market Rumors and Credibility," HEC Research Papers Series, HEC Paris, number 1331, Feb.
• Rosu, Ioanid & Saleh, Fahad, 2019, "Evolution of Shares in a Proof-of-Stake Cryptocurrency," HEC Research Papers Series, HEC Paris, number 1339, May, DOI: 10.2139/ssrn.3377136.
• Chambers, David & Spaenjers, Christophe & Steiner, Eva, 2019, "The Rate of Return on Real Estate: Long-Run Micro-Level Evidence," HEC Research Papers Series, HEC Paris, number 1342, Jun, DOI: 10.2139/ssrn.3407236.
• Bonnefon, Jean-Francois & Landier, Augustin & Sastry, Parinitha & Thesmar, David, 2019, "Do Investors Care About Corporate Externalities? Experimental Evidence," HEC Research Papers Series, HEC Paris, number 1350, Oct, DOI: 10.2139/ssrn.3458447.
• Boneva, Lena & Böninghausen, Benjamin & Letizia, Elisa & Rousová, Linda, 2019, "Derivatives transactions data and their use in central bank analysis," Economic Bulletin Articles, European Central Bank, volume 6.
• Chiţu, Livia & Gomes, Joaquim & Pauli, Rolf, 2019, "Trends in central banks’ foreign currency reserves and the case of the ECB," Economic Bulletin Articles, European Central Bank, volume 7.
• Brophy, Thomas & Herrala, Niko & Jurado, Raquel & Katsalirou, Irene & Le Quéau, Léa & Lizarazo, Christian & O’Donnell, Seamus, 2019, "Role of cross currency swap markets in funding and investment decisions," Occasional Paper Series, European Central Bank, number 228, Aug.
• Bekhtiar, Karim & Fessler, Pirmin & Lindner, Peter, 2019, "Risky assets in Europe and the US: risk vulnerability, risk aversion and economic environment," Working Paper Series, European Central Bank, number 2270, Apr.
• Demiralp, Selva & Eisenschmidt, Jens & Vlassopoulos, Thomas, 2019, "Negative interest rates, excess liquidity and retail deposits: banks’ reaction to unconventional monetary policy in the euro area," Working Paper Series, European Central Bank, number 2283, May.
• Giuzio, Margherita & Rousová, Linda, 2019, "Insurers’ investment strategies: pro- or countercyclical?," Working Paper Series, European Central Bank, number 2299, Jul.
• Alogoskoufis, Spyros & Langfield, Sam, 2019, "Regulating the doom loop," Working Paper Series, European Central Bank, number 2313, Sep.
• Girshina, Anastasia & Mathä, Thomas Y. & Ziegelmeyer, Michael, 2019, "Peer effects in stock market participation: evidence from immigration," Working Paper Series, European Central Bank, number 2340, Dec.
• Ben-David, Itzhak & Palvia, Ajay A. & Stulz, Rene M., 2019, "Do Distressed Banks Really Gamble for Resurrection?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-10, Apr.
• Birru, Justin & Gokkaya, Sinan & Liu, Xi & Stulz, Rene M., 2019, "Are Analyst Trade Ideas Valuable?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-15, Jul.
• Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M., 2019, "Why is There a Secular Decline in Idiosyncratic Risk in the 2000s?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-19, Sep.
• Birru, Justin & Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno, 2019, "Attention and Biases: Evidence from Tax-Inattentive Investors," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-22, Sep.
• Ben-David, Itzhak & Li, Jiacui & Rossi, Andrea & Song, Yang, 2019, "What Do Mutual Fund Investors Really Care About?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-5, Mar.
• Ge, Shan & Weisbach, Michael S., 2019, "How Financial Management Affects Institutional Investors’ Portfolio Choices: Evidence from Insurers," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-6, Mar.
• Fauzie Bustami & Jerry Heikal, 2019, "Determinants of Return Stock Company Real Estate and Property Located in Indonesia Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 1, pages 79-86.
• Kalai Lamia & Kasraoui Naziha, 2019, "Financial Cointegration and the Vector Error Correction Model: The Case of MENA Countries," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 1, pages 160-168.
• Namitha K. Cheriyan & Lazar Daniel, 2019, "Relationship between Liquidity, Volatility and Trading Activity: An Intraday Analysis of Indian Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 1, pages 17-22.
• Ali K k olak & Figen B y kak n & Necla Ilter Kucukcolak, 2019, "Cointegration of Equity and Gold Markets: Evidence from Turkey," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 2, pages 32-40.
• Mariem Talbi & Amel Ben Halima, 2019, "Global Contagion of Investor Sentiment during the US Subprime Crisis: The Case of the USA and the Region of Latin America," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 3, pages 163-174.
• Fatma Ben Moussa & Mariem Talbi, 2019, "Stock Market Reaction to Terrorist Attacks and Political Uncertainty: Empirical Evidence from the Tunisian Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 3, pages 48-64.
• Chia-Cheng Chen & Yisheng Liu & Ting-Hsin Hsu, 2019, "An Analysis on Investment Performance of Machine Learning: An Empirical Examination on Taiwan Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 4, pages 1-10.
• Md Takibur Rahman, 2019, "Testing Trade-off and Pecking Order Theories of Capital Structure: Evidence and Arguments," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 5, pages 63-70.
• Chinnadurai Kathiravan & Murugesan Selvam & Balasundram Maniam & Sankaran Venkateswar, 2019, "Relationship between Crude Oil Price Changes and Airlines Stock Price: The Case of Indian Aviation Industry," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 5, pages 7-13.
• Son, Nguyen Truong & Nguyen, Nhat Minh, 2019, "Prospect theory value and idiosyncratic volatility: Evidence from the Korean stock market," Journal of Behavioral and Experimental Finance, Elsevier, volume 21, issue C, pages 113-122, DOI: 10.1016/j.jbef.2018.11.006.
• Gabbi, Giampaolo & Zanotti, Giovanna, 2019, "Sex & the City. Are financial decisions driven by emotions?," Journal of Behavioral and Experimental Finance, Elsevier, volume 21, issue C, pages 50-57, DOI: 10.1016/j.jbef.2018.10.005.
• Shestakova, Natalia & Powell, Owen & Gladyrev, Dmitry, 2019, "Bubbles, experience and success," Journal of Behavioral and Experimental Finance, Elsevier, volume 22, issue C, pages 206-213, DOI: 10.1016/j.jbef.2019.02.011.
• Arbaa, Ofer & Varon, Eva, 2019, "The performance and fund flows of name-change funds," Journal of Behavioral and Experimental Finance, Elsevier, volume 22, issue C, pages 7-13, DOI: 10.1016/j.jbef.2019.01.003.
• Axén, Gustav & Cortis, Dominic, 2019, "Extending the price constraints of betting markets," Journal of Behavioral and Experimental Finance, Elsevier, volume 23, issue C, pages 181-188, DOI: 10.1016/j.jbef.2019.07.001.
• Hasso, Tim & Pelster, Matthias & Breitmayer, Bastian, 2019, "Who trades cryptocurrencies, how do they trade it, and how do they perform? Evidence from brokerage accounts," Journal of Behavioral and Experimental Finance, Elsevier, volume 23, issue C, pages 64-74, DOI: 10.1016/j.jbef.2019.04.009.
• Sarmiento, Julio & Rendón, Jairo & Sandoval, Juan S. & Cayon, Edgardo, 2019, "The disposition effect and the relevance of the reference period: Evidence among sophisticated investors," Journal of Behavioral and Experimental Finance, Elsevier, volume 24, issue C, DOI: 10.1016/j.jbef.2019.04.004.
• Illiashenko, Pavlo, 2019, "“Tough Guy” vs. “Cushion” hypothesis: How does individualism affect risk-taking?," Journal of Behavioral and Experimental Finance, Elsevier, volume 24, issue C, DOI: 10.1016/j.jbef.2019.04.005.
• Talpsepp, Tõnn & Vaarmets, Tarvo, 2019, "The disposition effect, performance, stop loss orders and education," Journal of Behavioral and Experimental Finance, Elsevier, volume 24, issue C, DOI: 10.1016/j.jbef.2019.100240.
• Platanakis, Emmanouil & Sakkas, Athanasios & Sutcliffe, Charles, 2019, "Harmful diversification: Evidence from alternative investments," The British Accounting Review, Elsevier, volume 51, issue 1, pages 1-23, DOI: 10.1016/j.bar.2018.08.003.
• Sherif, Mohamed & Chen, Jiaqi, 2019, "The quality of governance and momentum profits: International evidence," The British Accounting Review, Elsevier, volume 51, issue 5, DOI: 10.1016/j.bar.2019.05.001.
• Block, Joern & Fisch, Christian & Vismara, Silvio & Andres, René, 2019, "Private equity investment criteria: An experimental conjoint analysis of venture capital, business angels, and family offices," Journal of Corporate Finance, Elsevier, volume 58, issue C, pages 329-352, DOI: 10.1016/j.jcorpfin.2019.05.009.
• Bhattacharya, Utpal & Wei, Kelsey D. & Xia, Han, 2019, "Follow the money: Investor trading around investor-paid credit rating changes," Journal of Corporate Finance, Elsevier, volume 58, issue C, pages 68-91, DOI: 10.1016/j.jcorpfin.2019.04.008.
• Madison, Florian, 2019, "Frictional asset reallocation under adverse selection," Journal of Economic Dynamics and Control, Elsevier, volume 100, issue C, pages 115-130, DOI: 10.1016/j.jedc.2018.09.008.
• Mazzarisi, Piero & Lillo, Fabrizio & Marmi, Stefano, 2019, "When panic makes you blind: A chaotic route to systemic risk," Journal of Economic Dynamics and Control, Elsevier, volume 100, issue C, pages 176-199, DOI: 10.1016/j.jedc.2018.12.009.
• Way, Rupert & Lafond, François & Lillo, Fabrizio & Panchenko, Valentyn & Farmer, J. Doyne, 2019, "Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves," Journal of Economic Dynamics and Control, Elsevier, volume 101, issue C, pages 211-238, DOI: 10.1016/j.jedc.2018.10.006.
• Baule, Rainer & Korn, Olaf & Kuntz, Laura-Chloé, 2019, "Markowitz with regret," Journal of Economic Dynamics and Control, Elsevier, volume 103, issue C, pages 1-24, DOI: 10.1016/j.jedc.2018.09.012.
• Zhu, Zhaobo & Duan, Xinrui & Sun, Licheng & Tu, Jun, 2019, "Momentum and reversal: The role of short selling," Journal of Economic Dynamics and Control, Elsevier, volume 104, issue C, pages 95-110, DOI: 10.1016/j.jedc.2019.05.001.
• Li, Kai, 2019, "Portfolio selection with inflation-linked bonds and indexation lags," Journal of Economic Dynamics and Control, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jedc.2019.103727.
• Branger, Nicole & Larsen, Linda Sandris & Munk, Claus, 2019, "Hedging recessions," Journal of Economic Dynamics and Control, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jedc.2019.07.001.
• Strub, Moris S. & Li, Duan & Cui, Xiangyu & Gao, Jianjun, 2019, "Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR," Journal of Economic Dynamics and Control, Elsevier, volume 108, issue C, DOI: 10.1016/j.jedc.2019.103751.
• Plachel, Lukas, 2019, "A unified model for regularized and robust portfolio optimization," Journal of Economic Dynamics and Control, Elsevier, volume 109, issue C, DOI: 10.1016/j.jedc.2019.103779.
• Arouri, Mohamed & M’saddek, Oussama & Nguyen, Duc Khuong & Pukthuanthong, Kuntara, 2019, "Cojumps and asset allocation in international equity markets," Journal of Economic Dynamics and Control, Elsevier, volume 98, issue C, pages 1-22, DOI: 10.1016/j.jedc.2018.11.002.
• Kraft, Holger & Weiss, Farina, 2019, "Consumption-portfolio choice with preferences for cash," Journal of Economic Dynamics and Control, Elsevier, volume 98, issue C, pages 40-59, DOI: 10.1016/j.jedc.2018.09.006.
• Huber, Samuel & Kim, Jaehong, 2019, "The role of trading frictions in financial markets," Journal of Economic Dynamics and Control, Elsevier, volume 99, issue C, pages 1-18, DOI: 10.1016/j.jedc.2018.08.012.
• Hortay, Olivér & Rozner, Bence Péter, 2019, "Allocating renewable subsidies," Economic Analysis and Policy, Elsevier, volume 64, issue C, pages 236-247, DOI: 10.1016/j.eap.2019.09.003.
• Salisu, Afees A. & Swaray, Raymond & Oloko, Tirimisiyu F., 2019, "Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables," Economic Modelling, Elsevier, volume 76, issue C, pages 153-171, DOI: 10.1016/j.econmod.2018.07.029.
• Zhang, Yaojie & Ma, Feng & Zhu, Bo, 2019, "Intraday momentum and stock return predictability: Evidence from China," Economic Modelling, Elsevier, volume 76, issue C, pages 319-329, DOI: 10.1016/j.econmod.2018.08.009.
• Oh, Sekyung & Kee, Hyukdo & Park, Kinam, 2019, "Tail risk under price limits," Economic Modelling, Elsevier, volume 77, issue C, pages 113-123, DOI: 10.1016/j.econmod.2018.12.002.
• Zhang, Yaojie & Zeng, Qing & Ma, Feng & Shi, Benshan, 2019, "Forecasting stock returns: Do less powerful predictors help?," Economic Modelling, Elsevier, volume 78, issue C, pages 32-39, DOI: 10.1016/j.econmod.2018.09.014.
• Niu, Huawei & Hua, Wei, 2019, "An endogenous structural credit risk model incorporating with moral hazard and rollover risk," Economic Modelling, Elsevier, volume 78, issue C, pages 47-59, DOI: 10.1016/j.econmod.2018.09.012.
• Racicot, François-Éric & Théoret, Raymond, 2019, "Hedge fund return higher moments over the business cycle," Economic Modelling, Elsevier, volume 78, issue C, pages 73-97, DOI: 10.1016/j.econmod.2018.08.016.
• Jiang, Chonghui & Du, Jiangze & An, Yunbi, 2019, "Combining the minimum-variance and equally-weighted portfolios: Can portfolio performance be improved?," Economic Modelling, Elsevier, volume 80, issue C, pages 260-274, DOI: 10.1016/j.econmod.2018.11.012.
• Wang, Xuting & Huang, Xiaoxia, 2019, "A risk index to model uncertain portfolio investment with options," Economic Modelling, Elsevier, volume 80, issue C, pages 284-293, DOI: 10.1016/j.econmod.2018.11.014.
• Morana, Claudio & Sbrana, Giacomo, 2019, "Climate change implications for the catastrophe bonds market: An empirical analysis," Economic Modelling, Elsevier, volume 81, issue C, pages 274-294, DOI: 10.1016/j.econmod.2019.04.020.
• Rannou, Yves, 2019, "Limit order books, uninformed traders and commodity derivatives: Insights from the European carbon futures," Economic Modelling, Elsevier, volume 81, issue C, pages 387-410, DOI: 10.1016/j.econmod.2019.07.009.
• Gang, Jianhua & Qian, Zongxin & Xu, Tiange, 2019, "Investment horizons, cash flow news, and the profitability of momentum and reversal strategies in the Chinese stock market," Economic Modelling, Elsevier, volume 83, issue C, pages 364-371, DOI: 10.1016/j.econmod.2019.08.021.
• Yang, Yang & Zhang, Cheng & Yan, Yu, 2019, "Does religious faith affect household financial market participation? Evidence from China," Economic Modelling, Elsevier, volume 83, issue C, pages 42-50, DOI: 10.1016/j.econmod.2019.10.023.
• Chen, An-Sing & Chang, Hung-Chou & Cheng, Lee-Young, 2019, "Time-varying Variance Scaling: Application of the Fractionally Integrated ARMA Model," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 1-12, DOI: 10.1016/j.najef.2018.11.007.
• Umutlu, Mehmet, 2019, "Does idiosyncratic volatility matter at the global level?," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 252-268, DOI: 10.1016/j.najef.2018.12.015.
• Qadan, Mahmoud & Kliger, Doron & Chen, Nir, 2019, "Idiosyncratic volatility, the VIX and stock returns," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 431-441, DOI: 10.1016/j.najef.2018.06.003.
• Liu, Qiang & Xiang, Yun & Zhao, Yonghong, 2019, "An outperforming investment strategy under fractional Brownian motion," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 505-515, DOI: 10.1016/j.najef.2018.06.009.
• Výrost, Tomas & Lyócsa, Štefan & Baumöhl, Eduard, 2019, "Network-based asset allocation strategies," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 516-536, DOI: 10.1016/j.najef.2018.06.008.
• Abdul Aziz, Nor Syahilla & Vrontos, Spyridon & M. Hasim, Haslifah, 2019, "Evaluation of multivariate GARCH models in an optimal asset allocation framework," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 568-596, DOI: 10.1016/j.najef.2018.06.012.
• Tissaoui, Kais & Azibi, Jamel, 2019, "International implied volatility risk indexes and Saudi stock return-volatility predictabilities," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 65-84, DOI: 10.1016/j.najef.2018.11.016.
• Bhuiyan, Rubaiyat Ahsan & Rahman, Maya Puspa & Saiti, Buerhan & Ghani, Gairuzazmi Bin Mat, 2019, "Does the Malaysian Sovereign sukuk market offer portfolio diversification opportunities for global fixed-income investors? Evidence from wavelet coherence and multivariate-GARCH analyses," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 675-687, DOI: 10.1016/j.najef.2018.07.008.
• Campani, Carlos Heitor & Garcia, René, 2019, "Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 364-384, DOI: 10.1016/j.najef.2019.03.005.
• Ni, Yensen & Huang, Paoyu & Chen, Yuhsin, 2019, "Board structure, considerable capital, and stock price overreaction informativeness in terms of technical indicators," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 514-528, DOI: 10.1016/j.najef.2018.07.007.
• Liu, Yu-Hong & Jiang, I-Ming, 2019, "Optimal proportion decision-making for two stages investment," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 776-785, DOI: 10.1016/j.najef.2018.08.002.
• Salisu, Afees A. & Isah, Kazeem & Akanni, Lateef O., 2019, "Improving the predictability of stock returns with Bitcoin prices," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 857-867, DOI: 10.1016/j.najef.2018.08.010.
• Park, Donghyun & Taniguchi, Kiyoshi & Tian, Shu, 2019, "Determinants of foreign and domestic investment bias in global bond markets: Some empirical evidence," The North American Journal of Economics and Finance, Elsevier, volume 49, issue C, pages 287-303, DOI: 10.1016/j.najef.2019.04.012.
• Ayadi, Mohamed A. & Cao, Xu & Lazrak, Skander & Wang, Yan, 2019, "Do idiosyncratic skewness and kurtosis really matter?," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101008.
• Bruzda, Joanna, 2019, "Complex analytic wavelets in the measurement of macroeconomic risks," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.100988.
• Wu, Zhen-Xing & Chen, Tsung-Yu, 2019, "Information asymmetry, market state, and implementation risk," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101007.
• Chen, Cathy W.S. & Dong, Manh Cuong & Liu, Nathan & Sriboonchitta, Songsak, 2019, "Inferences of default risk and borrower characteristics on P2P lending," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101013.
• Cardak, Buly A. & Martin, Vance L. & McAllister, Richard, 2019, "The effects of the Global Financial Crisis on the stock holding decisions of Australian households," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.04.026.
• Boermans, Martijn A. & Galema, Rients, 2019, "Are pension funds actively decarbonizing their portfolios?," Ecological Economics, Elsevier, volume 161, issue C, pages 50-60, DOI: 10.1016/j.ecolecon.2019.03.008.
• Staveley-O’Carroll, James & Staveley-O’Carroll, Olena M., 2019, "International risk sharing in overlapping generations models," Economics Letters, Elsevier, volume 174, issue C, pages 157-160, DOI: 10.1016/j.econlet.2018.10.030.
• Platanakis, Emmanouil & Urquhart, Andrew, 2019, "Portfolio management with cryptocurrencies: The role of estimation risk," Economics Letters, Elsevier, volume 177, issue C, pages 76-80, DOI: 10.1016/j.econlet.2019.01.019.
• Braouezec, Yann & Joliet, Robert, 2019, "Valuing an investment project using no-arbitrage and the alpha-maxmin criteria: From Knightian uncertainty to risk," Economics Letters, Elsevier, volume 178, issue C, pages 111-115, DOI: 10.1016/j.econlet.2019.03.007.
• Muzere, Mark L., 2019, "Share repurchases and short sales under ambiguity," Economics Letters, Elsevier, volume 180, issue C, pages 67-70, DOI: 10.1016/j.econlet.2019.04.011.
• Gao, Ming, 2019, "No pain, no gain? Household beliefs and stock market participation," Economics Letters, Elsevier, volume 181, issue C, pages 81-84, DOI: 10.1016/j.econlet.2019.05.001.
• Zaremba, Adam & Umar, Zaghum & Mikutowski, Mateusz, 2019, "Inflation hedging with commodities: A wavelet analysis of seven centuries worth of data," Economics Letters, Elsevier, volume 181, issue C, pages 90-94, DOI: 10.1016/j.econlet.2019.05.002.
• Hanke, Bernd & Keswani, Aneel & Quigley, Garrett & Stolin, David & Zagonov, Maxim, 2019, "The equal-weight tilt in managed portfolios," Economics Letters, Elsevier, volume 182, issue C, pages 59-63, DOI: 10.1016/j.econlet.2019.06.003.
• Lin, Qi & Lin, Xi, 2019, "Expected profitability and the cross-section of stock returns," Economics Letters, Elsevier, volume 183, issue C, pages 1-1, DOI: 10.1016/j.econlet.2019.108547.
• Chen, Yu & Wang, Zhicheng & Zhang, Zhengjun, 2019, "Mark to market value at risk," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 299-321, DOI: 10.1016/j.jeconom.2018.09.017.
• Fisher, Mark & Jensen, Mark J., 2019, "Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors," Journal of Econometrics, Elsevier, volume 210, issue 1, pages 187-202, DOI: 10.1016/j.jeconom.2018.11.012.
• Kastner, Gregor, 2019, "Sparse Bayesian time-varying covariance estimation in many dimensions," Journal of Econometrics, Elsevier, volume 210, issue 1, pages 98-115, DOI: 10.1016/j.jeconom.2018.11.007.
• Chen, Jia & Li, Degui & Linton, Oliver, 2019, "A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 155-176, DOI: 10.1016/j.jeconom.2019.04.025.
• Hautsch, Nikolaus & Voigt, Stefan, 2019, "Large-scale portfolio allocation under transaction costs and model uncertainty," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 221-240, DOI: 10.1016/j.jeconom.2019.04.028.
• Paolella, Marc S. & Polak, Paweł & Walker, Patrick S., 2019, "Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 493-515, DOI: 10.1016/j.jeconom.2019.07.002.
• Wu, Fei & Zhang, Dayong & Zhang, Zhiwei, 2019, "Connectedness and risk spillovers in China’s stock market: A sectoral analysis," Economic Systems, Elsevier, volume 43, issue 3, DOI: 10.1016/j.ecosys.2019.100718.
• Gortner, Paul J. & van der Weele, Joël J., 2019, "Peer effects and risk sharing in experimental asset markets," European Economic Review, Elsevier, volume 116, issue C, pages 129-147, DOI: 10.1016/j.euroecorev.2019.04.001.
• Angelini, Viola & Bertoni, Marco & Stella, Luca & Weiss, Christoph T., 2019, "The ant or the grasshopper? The long-term consequences of Unilateral Divorce Laws on savings of European households," European Economic Review, Elsevier, volume 119, issue C, pages 97-113, DOI: 10.1016/j.euroecorev.2019.07.002.
• Li, Shaoyu & Zhang, Teng & Li, Yingxiang, 2019, "Flight-to-liquidity: Evidence from China's stock market," Emerging Markets Review, Elsevier, volume 38, issue C, pages 159-181, DOI: 10.1016/j.ememar.2019.01.001.
• Zaremba, Adam & Maydybura, Alina, 2019, "The cross-section of returns in frontier equity markets: Integrated or segmented pricing?," Emerging Markets Review, Elsevier, volume 38, issue C, pages 219-238, DOI: 10.1016/j.ememar.2019.02.003.
• Wei, Shang-Jin & Wu, Weixing & Zhang, Linwan, 2019, "Portfolio choices, Asset returns and wealth inequality: evidence from China," Emerging Markets Review, Elsevier, volume 38, issue C, pages 423-437, DOI: 10.1016/j.ememar.2018.11.011.
• Figlioli, Bruno & Lima, Fabiano Guasti, 2019, "Stock pricing in Latin America: The synchronicity effect," Emerging Markets Review, Elsevier, volume 39, issue C, pages 1-17, DOI: 10.1016/j.ememar.2019.03.002.
• Vaarmets, Tarvo & Liivamägi, Kristjan & Talpsepp, Tõnn, 2019, "From academic abilities to occupation: What drives stock market participation?," Emerging Markets Review, Elsevier, volume 39, issue C, pages 83-100, DOI: 10.1016/j.ememar.2019.04.004.
• Borri, Nicola, 2019, "Conditional tail-risk in cryptocurrency markets," Journal of Empirical Finance, Elsevier, volume 50, issue C, pages 1-19, DOI: 10.1016/j.jempfin.2018.11.002.
• Branger, Nicole & Lučivjanská, Katarína & Weissensteiner, Alex, 2019, "Optimal granularity for portfolio choice," Journal of Empirical Finance, Elsevier, volume 50, issue C, pages 125-146, DOI: 10.1016/j.jempfin.2019.01.005.
• Yan, Cheng & Cheng, Tingting, 2019, "In search of the optimal number of fund subgroups," Journal of Empirical Finance, Elsevier, volume 50, issue C, pages 78-92, DOI: 10.1016/j.jempfin.2018.12.002.
• Fulkerson, Jon A. & Riley, Timothy B., 2019, "Portfolio concentration and mutual fund performance," Journal of Empirical Finance, Elsevier, volume 51, issue C, pages 1-16, DOI: 10.1016/j.jempfin.2019.01.006.
• Horvath, Jaroslav, 2019, "Isolating the disaster risk premium with equity options," Journal of Empirical Finance, Elsevier, volume 51, issue C, pages 138-148, DOI: 10.1016/j.jempfin.2019.02.005.
• Zhu, Zhaobo & Sun, Licheng & Chen, Min, 2019, "Fundamental strength and short-term return reversal," Journal of Empirical Finance, Elsevier, volume 52, issue C, pages 22-39, DOI: 10.1016/j.jempfin.2019.02.006.
• Stark, Jeffrey R., 2019, "Decomposing mutual fund alpha into security selection and security weighting," Journal of Empirical Finance, Elsevier, volume 52, issue C, pages 76-91, DOI: 10.1016/j.jempfin.2019.03.001.
• Jin, Miao & Liu, Yu-Jane & Meng, Juanjuan, 2019, "Fat-finger event and risk-taking behavior," Journal of Empirical Finance, Elsevier, volume 53, issue C, pages 126-143, DOI: 10.1016/j.jempfin.2019.06.004.
• Golosnoy, Vasyl & Gribisch, Bastian & Seifert, Miriam Isabel, 2019, "Exponential smoothing of realized portfolio weights," Journal of Empirical Finance, Elsevier, volume 53, issue C, pages 222-237, DOI: 10.1016/j.jempfin.2019.07.006.
• Forman, John & Horton, Joanne, 2019, "Overconfidence, position size, and the link to performance," Journal of Empirical Finance, Elsevier, volume 53, issue C, pages 291-309, DOI: 10.1016/j.jempfin.2019.08.001.
• Wu, Ying, 2019, "Asset pricing with extreme liquidity risk," Journal of Empirical Finance, Elsevier, volume 54, issue C, pages 143-165, DOI: 10.1016/j.jempfin.2019.09.002.
• Chung, Y. Peter & Hong, Hyun A. & Kim, S. Thomas, 2019, "What causes the asymmetric correlation in stock returns?," Journal of Empirical Finance, Elsevier, volume 54, issue C, pages 190-212, DOI: 10.1016/j.jempfin.2019.10.001.
• Chung, Chune Young & DeVault, Luke & Wang, Kainan, 2019, "Perceived information, short interest, and institutional demand," Journal of Empirical Finance, Elsevier, volume 54, issue C, pages 22-38, DOI: 10.1016/j.jempfin.2019.08.006.
• Huang, Shiyang & Liu, Xin & Yin, Chengxi, 2019, "Investor target prices," Journal of Empirical Finance, Elsevier, volume 54, issue C, pages 39-57, DOI: 10.1016/j.jempfin.2019.07.009.
• Sarwar, Suleman & Shahbaz, Muhammad & Anwar, Awais & Tiwari, Aviral Kumar, 2019, "The importance of oil assets for portfolio optimization: The analysis of firm level stocks," Energy Economics, Elsevier, volume 78, issue C, pages 217-234, DOI: 10.1016/j.eneco.2018.11.021.
• Miralles-Quirós, José Luis & Miralles-Quirós, María Mar, 2019, "Are alternative energies a real alternative for investors?," Energy Economics, Elsevier, volume 78, issue C, pages 535-545, DOI: 10.1016/j.eneco.2018.12.008.
• Christensen, Troels Sønderby & Pircalabu, Anca & Høg, Esben, 2019, "A seasonal copula mixture for hedging the clean spark spread with wind power futures," Energy Economics, Elsevier, volume 78, issue C, pages 64-80, DOI: 10.1016/j.eneco.2018.11.002.
• Baviera, Roberto & Santagostino Baldi, Tommaso, 2019, "Stop-loss and leverage in optimal statistical arbitrage with an application to energy market," Energy Economics, Elsevier, volume 79, issue C, pages 130-143, DOI: 10.1016/j.eneco.2018.03.024.