Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G11: Portfolio Choice; Investment Decisions
2019
- Miller, Marcus & Zhang, Lei, 2019, "Externalities and financial crisis - enough to cause collapse?," CEPR Discussion Papers, Centre for Economic Policy Research, number 13834, Jul.
- Filippou, Ilias & Taylor, Mark, 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.
- Lilley, Andrew & Maggiori, Matteo & Neiman, Brent & Schreger, Jesse, 2019, "Exchange Rate Reconnect," CEPR Discussion Papers, Centre for Economic Policy Research, number 13869, Jul.
- Distaso, Walter & Mele, Antonio & 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, Benoit & Yogo, Motohiro, 2019, "Inspecting the Mechanism of Quantitative Easing in the Euro Area," CEPR Discussion Papers, Centre for Economic Policy Research, number 13906, Aug.
- Betermier, Sebastien & Calvet, Laurent E. & 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.
- Davis, Josh & Taylor, Alan M., 2019, "The Leverage Factor: Credit Cycles and Asset Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 14115, Nov.
- Pástor, Luboš & 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.
- Biais, Bruno & Hombert, Johan & Weill, Pierre-Olivier, 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, 2019, "The Obama Effect: Heightened Risk Tolerance, Optimism, and Wealth Accumulation by Minorities after 2008," CEPR Discussion Papers, Centre for Economic Policy Research, number 14264, Dec.
- 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.
- Roberto Joaquín Santillán-Salgado & Humberto Valencia-Herrera, 2019, "The Real Estate Investment Trust Industry and the Financial Crisis: Modeling Volatility (1985-2016)," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 14, issue 2, pages 169-188, Abril-Jun.
- María del Carmen Gómez-Ríos & David Juárez-Luna, 2019, "Costo de generación eléctrica incorporando externalidades ambientales: Mezcla óptima de tecnologías de carga base," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 14, issue 3, pages 353-377, Julio - S.
- Araceli Matías González & María Teresa Verónica Martínez-Palacios & Ambrosio Ortiz-Ramírez, 2019, "Consumo e inversión óptimos y valuación de opciones asiáticas en un entorno estocástico con fundamentos microeconómicos y simulación Monte Carlo," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 14, issue 3, pages 397-414, Julio - S.
- Francisco López-Herrera & Domingo Rodríguez Benavides & César Gurrola Ríos, 2019, "Spillovers entre el S&Poor500 y los principales EMBIG latinoamericanos," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 14, issue PNEA, pages 527-540, Agosto 20.
- Oscar V. De la Torre-Torres & Dora Aguilasocho-Montoya & José Álvarez-García, 2019, "Active portfolio management in the Andean countries'' stock markets with Markov-Switching GARCH models," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 14, issue PNEA, pages 601-616, Agosto 20.
- Sanel HALILBEGOVIC & Nedim CELEBIC & Adisa ARAPOVIC & Mia VEHABOVIC, 2019, "Back-Testing the Effectiveness of Value at Risk Model," Romanian Journal of Economics, Institute of National Economy, volume 48, issue 1(57), pages 05-33, June.
- Amos Nadler & Peiran Jiao & Cameron J. Johnson & Veronika Alexander & Paul J. Zak, 2019, "The Bull of Wall Street: Experimental Analysis of Testosterone and Asset Trading," Management Science, INFORMS, volume 64, issue 9, pages 4032-4051, September, DOI: 10.1287/mnsc.2017.2836.
- Priyank Gandhi & Benjamin Golez & Jens Carsten Jackwerth & Alberto Plazzi, 2019, "Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation," Management Science, INFORMS, volume 65, issue 11, pages 5268-5289, November, DOI: 10.1287/mnsc.2018.3065.
- Antonio Gargano & Davide Pettenuzzo & Allan Timmermann, 2019, "Bond Return Predictability: Economic Value and Links to the Macroeconomy," Management Science, INFORMS, volume 65, issue 2, pages 508-540, February, DOI: 10.1287/mnsc.2017.2829.
- Christoph Huber & Julia Rose, 2019, "Do individual attitudes towards imprecision survive in experimental asset markets?," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2019-06, Jun.
- Florian Lindner & Michael Kirchler & Stephanie Rosenkranz & Utz Weitzel, 2019, "Social Motives and Risk-Taking in Investment Decisions," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2019-07, Jul.
- Adam Farago & Martin Holmén & Felix Holzmeister & Michael Kirchler & Michael Razen, 2019, "Cognitive Skills and Economic Preferences in the Fund Industry," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2019-16.
- Katharina Momsen & Markus Ohndorf, 2019, "Information Avoidance, Selective Exposure, and Fake(?) News-A Green Market Experiment," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2019-18.
- Felix Holzmeister & Martin Holmén & Michael Kirchler & Matthias Stefan & Erik Wengström, 2019, "Delegation Decisions in Finance," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2019-21.
- João Guerra & Manuel Guerra & Zachary Polaski, 2019, "Market Timing with Option-Implied Distributions in an Exponentially Tempered Stable Lévy Market," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/74, Feb.
- Maria Teresa Medeiros Garcia & Gonçalo Liberal, 2019, "The impact of hedge fund indices on portfolio performance," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/85, May.
- Raquel M. Gaspar & Paulo M. Silva, 2019, "Investors’ Perspective on Portfolio InsuranceExpected Utility vs Prospect Theories," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/92, Sep.
- Brown, Jeffrey R. & Kapteyn, Arie & Luttmer, Erzo F.P. & Mitchell, Olivia S. & Samek, Anya, 2019, "Behavioral Impediments to Valuing Annuities: Complexity and Choice Bracketing," IZA Discussion Papers, IZA Network @ LISER, number 12263, Mar.
- Böckerman, Petri & Conlin, Andrew & Svento, Rauli, 2019, "Early Health, Risk Aversion and Stock Market Participation," IZA Discussion Papers, IZA Network @ LISER, number 12341, May.
- Stark, Oded, 2019, "On Social Preferences and the Intensity of Risk Aversion," IZA Discussion Papers, IZA Network @ LISER, number 12423, Jun.
- Buttler, Dominik & Sierminska, Eva, 2019, "Career or Flexible Work Arrangements? Gender Differences in Self-Employment in a Young Market Economy," IZA Discussion Papers, IZA Network @ LISER, number 12643, Sep.
- Hintermaier, Thomas & Koeniger, Winfried, 2019, "Differences in Euro-Area Household Finances and their Relevance for Monetary-Policy Transmission," IZA Discussion Papers, IZA Network @ LISER, number 12743, Nov.
- Suzanna El-Massah & Shereen Mostafa Bacheer & Ola Al Sayed, 2019, "Liquidity Risk in the Mena Region Banking Sector: Does Bank Type Make a Difference?," Journal of Developing Areas, Tennessee State University, College of Business, volume 53, issue 1, pages 147-163, January-M.
- Godfrey Marozva, 2019, "Liquidity and Stock Returns: New Evidence From Johannesburg Stock Exchange," Journal of Developing Areas, Tennessee State University, College of Business, volume 53, issue 2, pages 79-90, April-Jun.
- Olusegun Dare Zaccheaus & Oluseye Samuel Ajuwon, 2019, "Oil Price Dynamics And The Nigerian Banks Profitability," Journal of Developing Areas, Tennessee State University, College of Business, volume 53, issue 2, pages 91-107, April-Jun.
- Adewale Atanda Oyerinde, 2019, "Foreign Portfolio Investment and srock market development in Nigeria," Journal of Developing Areas, Tennessee State University, College of Business, volume 53, issue 3, pages 1-10, Summer.
- Shibata, Tsubasa & Kosaka, Hiroyuki, 2019, "Model of banking behavior : specification and estimation," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 755, Apr.
- Liyan Yang, 2019, "Loss Aversion in Financial Markets," The Journal of Mechanism and Institution Design, Society for the Promotion of Mechanism and Institution Design, University of York, volume 4, issue 1, pages 119-137, November, DOI: 10.22574/jmid.2019.11.005.
- Calès, Ludovic & Chalkis, Apostolos & Emiris, Ioannis Z., 2019, "On the cross-sectional distribution of portfolio returns," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2019-11, Jul.
- Alessi, Lucia & Ossola, Elisa & Panzica, Roberto, 2019, "The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2019-12, Jul, revised Apr 2020.
- Tim Leung & Zheng Wang, 2019, "Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics," Annals of Finance, Springer, volume 15, issue 1, pages 1-28, March, DOI: 10.1007/s10436-018-0336-1.
- Mark Whitmeyer, 2019, "Relative performance concerns among investment managers," Annals of Finance, Springer, volume 15, issue 2, pages 205-231, June, DOI: 10.1007/s10436-019-00343-2.
- Winston Buckley & Sandun Perera, 2019, "Optimal demand in a mispriced asymmetric Carr–Geman–Madan–Yor (CGMY) economy," Annals of Finance, Springer, volume 15, issue 3, pages 337-368, September, DOI: 10.1007/s10436-018-0335-2.
- Bahman Angoshtari & Tim Leung, 2019, "Optimal dynamic basis trading," Annals of Finance, Springer, volume 15, issue 3, pages 307-335, September, DOI: 10.1007/s10436-019-00348-x.
- Marcos Escobar-Anel & Harold A. Moreno-Franco, 2019, "Dynamic portfolio strategies under a fully correlated jump-diffusion process," Annals of Finance, Springer, volume 15, issue 3, pages 421-453, September, DOI: 10.1007/s10436-019-00350-3.
- Qiang Kang, 2019, "Business-cycle pattern of asset returns: a general equilibrium explanation," Annals of Finance, Springer, volume 15, issue 4, pages 539-561, December, DOI: 10.1007/s10436-019-00347-y.
- Mei-Ling Tang & Trung K. Do, 2019, "In search of robust methods for multi-currency portfolio construction by value at risk," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 26, issue 1, pages 107-126, March, DOI: 10.1007/s10690-018-9260-7.
- Toru Igarashi, 2019, "An Analytic Market Condition for Mutual Fund Separation: Demand for the Non-Sharpe Ratio Maximizing Portfolio," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 26, issue 2, pages 169-185, June, DOI: 10.1007/s10690-018-9261-6.
- Sudipta Das, 2019, "Asset Pricing Test Using Alternative Sets of Portfolios: Evidence from India," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 26, issue 3, pages 339-354, September, DOI: 10.1007/s10690-018-09268-8.
- Hidehiko Shimizu & Takayuki Shiohama, 2019, "Multifactor Portfolio Construction by Factor Risk Parity Strategies: An Empirical Comparison of Global Stock Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 26, issue 4, pages 453-477, December, DOI: 10.1007/s10690-019-09274-4.
- Pedro Vergel Eleuterio & Lovjit Thukral, 2019, "Programming Language Choices for Algo Traders: The Case of Pairs Trading," Computational Economics, Springer;Society for Computational Economics, volume 53, issue 4, pages 1443-1449, April, DOI: 10.1007/s10614-018-9813-x.
- João M. Sousa & Ricardo M. Sousa, 2019, "Asset Returns Under Model Uncertainty: Evidence from the Euro Area, the US and the UK," Computational Economics, Springer;Society for Computational Economics, volume 54, issue 1, pages 139-176, June, DOI: 10.1007/s10614-017-9696-2.
- Farid Mkaouar & Jean-Luc Prigent & Ilyes Abid, 2019, "A Diffusion Model for Long-Term Optimization in the Presence of Stochastic Interest and Inflation Rates," Computational Economics, Springer;Society for Computational Economics, volume 54, issue 1, pages 367-417, June, DOI: 10.1007/s10614-017-9742-0.
- Raphaele Chappe & Willi Semmler, 2019, "Financial Market as Driver for Disparity in Wealth Accumulation—A Receding Horizon Approach," Computational Economics, Springer;Society for Computational Economics, volume 54, issue 3, pages 1231-1261, October, DOI: 10.1007/s10614-018-9870-1.
- Adeola Oyenubi, 2019, "Diversification Measures and the Optimal Number of Stocks in a Portfolio: An Information Theoretic Explanation," Computational Economics, Springer;Society for Computational Economics, volume 54, issue 4, pages 1443-1471, December, DOI: 10.1007/s10614-016-9600-5.
- Shu-Chen Chang & Meng-Hua Li, 2019, "Impacts of Foreign Direct Investment and Economic Development on Carbon Dioxide Emissions Across Different Population Regimes," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 72, issue 2, pages 583-607, February, DOI: 10.1007/s10640-018-0216-1.
- Christoph Huber & Jürgen Huber, 2019, "Scale matters: risk perception, return expectations, and investment propensity under different scalings," Experimental Economics, Springer;Economic Science Association, volume 22, issue 1, pages 76-100, March, DOI: 10.1007/s10683-018-09598-4.
- Samuel Xin Liang, 2019, "What drives stock returns in Japan?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 33, issue 1, pages 39-69, March, DOI: 10.1007/s11408-018-0322-7.
- Carlos Castro-Iragorri, 2019, "Does the market model provide a good counterfactual for event studies in finance?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 33, issue 1, pages 71-91, March, DOI: 10.1007/s11408-019-00325-4.
- Florian Methling & Rüdiger Nitzsch, 2019, "Thematic portfolio optimization: challenging the core satellite approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 33, issue 2, pages 133-154, June, DOI: 10.1007/s11408-019-00329-0.
- Lars Heinrich & Martin Zurek, 2019, "Alpha forecasting in factor investing: discriminating between the informational content of firm characteristics," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 33, issue 3, pages 243-275, September, DOI: 10.1007/s11408-019-00333-4.
- Eben Otuteye & Mohammad Siddiquee, 2019, "Buffett’s alpha: further explanations from a behavioral value investing perspective," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 33, issue 4, pages 471-490, December, DOI: 10.1007/s11408-019-00339-y.
- Michael Maxwell & Gary Vuuren, 2019, "Active Investment Strategies under Tracking Error Constraints," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 25, issue 3, pages 309-322, August, DOI: 10.1007/s11294-019-09746-3.
- Gunnar Gutsche, 2019, "Individual and Regional Christian Religion and the Consideration of Sustainable Criteria in Consumption and Investment Decisions: An Exploratory Econometric Analysis," Journal of Business Ethics, Springer, volume 157, issue 4, pages 1155-1182, July, DOI: 10.1007/s10551-017-3668-2.
- 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.
- Vanda Tulli & Mauro Gallegati & Gerd Weinrich, 2019, "Financial conditions and supply decisions when firms are risk averse," Journal of Economics, Springer, volume 128, issue 3, pages 259-289, December, DOI: 10.1007/s00712-019-00655-x.
- Nafeesa Yunus, 2019, "Dynamic Linkages Among U.S. Real Estate Sectors Before and After the Housing Crisis," The Journal of Real Estate Finance and Economics, Springer, volume 58, issue 2, pages 264-289, February, DOI: 10.1007/s11146-017-9639-7.
- Daniel Melser & Robert J. Hill, 2019, "Residential Real Estate, Risk, Return and Diversification: Some Empirical Evidence," The Journal of Real Estate Finance and Economics, Springer, volume 59, issue 1, pages 111-146, July, DOI: 10.1007/s11146-018-9668-x.
- Benjamin Hippert & André Uhde & Sascha Tobias Wengerek, 2019, "Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe," Review of Derivatives Research, Springer, volume 22, issue 2, pages 203-259, July, DOI: 10.1007/s11147-018-9148-8.
- Hongfei Tang & Xiaoqing Eleanor Xu, 2019, "Dissecting the tracking performance of regular and leveraged VIX ETPs," Review of Derivatives Research, Springer, volume 22, issue 2, pages 261-327, July, DOI: 10.1007/s11147-018-9149-7.
- H. Fink & S. Geissel & J. Sass & F. T. Seifried, 2019, "Implied risk aversion: an alternative rating system for retail structured products," Review of Derivatives Research, Springer, volume 22, issue 3, pages 357-387, October, DOI: 10.1007/s11147-018-9151-0.
- Manuel Ammann & Alexander Feser, 2019, "Option-implied Value-at-Risk and the cross-section of stock returns," Review of Derivatives Research, Springer, volume 22, issue 3, pages 449-474, October, DOI: 10.1007/s11147-019-09154-z.
- Patrick Bielstein & Matthias X. Hanauer, 2019, "Mean-variance optimization using forward-looking return estimates," Review of Quantitative Finance and Accounting, Springer, volume 52, issue 3, pages 815-840, April, DOI: 10.1007/s11156-018-0727-4.
- Mei-Chen Lin & Po-Hsin Ho & Hsiang-Lin Chih, 2019, "Effects of managerial overconfidence on analyst recommendations," Review of Quantitative Finance and Accounting, Springer, volume 53, issue 1, pages 73-99, July, DOI: 10.1007/s11156-018-0743-4.
- Chen Su & Hanxiong Zhang & Kenbata Bangassa & Nathan Lael Joseph, 2019, "On the investment value of sell-side analyst recommendation revisions in the UK," Review of Quantitative Finance and Accounting, Springer, volume 53, issue 1, pages 257-293, July, DOI: 10.1007/s11156-018-0749-y.
- Frank O. Kwabi & Agyenim Boateng & Emmanuel Adegbite, 2019, "International equity portfolio investment and enforcement of insider trading laws: a cross-country analysis," Review of Quantitative Finance and Accounting, Springer, volume 53, issue 2, pages 327-349, August, DOI: 10.1007/s11156-018-0751-4.
- Wenjie Ding & Khelifa Mazouz & Qingwei Wang, 2019, "Investor sentiment and the cross-section of stock returns: new theory and evidence," Review of Quantitative Finance and Accounting, Springer, volume 53, issue 2, pages 493-525, August, DOI: 10.1007/s11156-018-0756-z.
- Hasan Basri & Cindi Paramita Februari & M. Shabri Abd. Majid, 2019, "Does Indonesia Sustainability Reporting Award (ISRA) Cause Abnormal Return and Stock Trading Volume: A Comparative Analysis," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 5, issue 1, pages 74-79, March.
- Selva Demiralp & Jens Eisenschmidt & Thomas Vlassopoulos, 2021, "Negative interest rates, excess liquidity and retail deposits: Banks’ reaction to unconventional monetary policy in the euro area," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1910, May.
- Rácz, Dávid Andor, 2019, "Abszolút hozamú befektetési alapok teljesítményének értékelése - a teljesítménymanipulálás kimutatása
[Performance evaluation of absolute return funds - Detecting performance manipulation]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 824-846, DOI: 10.18414/KSZ.2019.7-8.824. - Katsutoshi WAKAI, 2019, "On Identification of Ambiguity Premium," Discussion papers, Graduate School of Economics , Kyoto University, number e-18-009, Mar.
- Yuki SHIGETA, 2019, "Gain/Loss Asymmetric Stochastic Differential Utility," Discussion papers, Graduate School of Economics , Kyoto University, number e-19-004, Aug.
- Wei-Bin Zhang, 2019, "Money and price dynamics under the gold standard in the neoclassical theory of growth," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 90, pages 45-69, Enero - J, DOI: 10.17533/udea.le.n90a02.
- M. Martin Boyer & Philippe d’Astous & Pierre-Carl Michaud, 2019, "Tax-Sheltered Retirement Accounts: Can Financial Education Improve Decisions?," Cahiers de recherche, Chaire de recherche Industrielle Alliance sur les enjeux économiques des changements démographiques, number 1902.
- Myroslav Pidkuyko & Raffaele Rossi & Klaus Reiner Schenk-Hoppé, 2019, "The Resolution of Long-Run Risk," Economics Discussion Paper Series, Economics, The University of Manchester, number 1908.
- Bernd Hayo & Kentaro Iwatsubo, 2019, "Who Is Successful in Foreign Exchange Margin Trading? New Survey Evidence from Japan," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201917.
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- Moosavi, Seyed Abdollah & Ranjbar, Homayoun & Sameti, Majid & Sharifi-Renani, Hossein, 2019, "Analysis of the Impact of Economic Growth and Asymmetric Information of Capital Market on Investors' Confidence," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 14, issue 1, pages 41-62, January.
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- Lan T.P. Nguyen & Malick O. Sy & Cheng M. Yu & Sayed Hossain & Tan B. Chen, 2019, "Are Funds of Hedge Funds Efficient? An Empirical Analysis for North American, Asia Pacific, and European Long/Short Funds of Hedge Funds," Multinational Finance Journal, Multinational Finance Journal, volume 23, issue 1-2, pages 37-64, March - J.
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- Saman Adhami & Dominique Guegan, 2019, "Crypto assets: the role of ICO tokens within a well-diversified portfolio," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 19020, Sep, DOI: 10.1007/s40812-019-00141-x.
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- Ulrike Malmendier & Demian Pouzo & Victoria Vanasco, 2019, "Investor Experiences and International Capital Flows," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2019".
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- Geert Bekaert & George Panayotov, 2019, "Good Carry, Bad Carry," NBER Working Papers, National Bureau of Economic Research, Inc, number 25420, Jan.
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- Jack Favilukis & Pierre Mabille & Stijn Van Nieuwerburgh, 2019, "Affordable Housing and City Welfare," NBER Working Papers, National Bureau of Economic Research, Inc, number 25906, May.
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- Knut Anton Mork & Hanna Marisela Eap & Magnus Eskedal Haraldsen, 2019, "Portfolio Choice for a Resource-based Sovereign Wealth Fund: An analysis of Cash Flows," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 17919, Oct.
- Iulia Monica Oehler-Sincai, 2019, "Narratives and Actions Regarding the Belt and Road Initiative in ASEAN Countries," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, volume 7, issue 2, pages 48-55, December.
- Ivanka Daneva, 2019, "Alternative Investments - Opportunities and Challenges to Capital Pension Funds," Research Papers of UNWE, University of National and World Economy, Sofia, Bulgaria, issue 5, pages 281-293, December, DOI: 10.37075/RP.2019.5.20.
- Dash, M. & Motukuri, T., 2019, "A Game-Theoretic Model for “Zero-Interest” Instalment Schemes," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, volume 8, issue 1, pages 1-5, February.
- Mathias S. Kruttli & Phillip J. Monin & Sumudu W. Watugala, 2019, "The Life of the Counterparty: Shock Propagation in Hedge Fund-Prime Broker Credit Networks," Working Papers, Office of Financial Research, US Department of the Treasury, number 19-03, Oct.
- Helmut Stix, 2019, "Ownership and purchase intention of crypto-assets – survey results," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 226, May.
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