Research classified by Journal of Economic Literature (JEL) codes

2019

• Cerqueti, Roy & Fanelli, Viviana & Rotundo, Giulia, 2019, "Long run analysis of crude oil portfolios," Energy Economics, Elsevier, volume 79, issue C, pages 183-205, DOI: 10.1016/j.eneco.2017.12.005.
• Allevi, E. & Basso, A. & Bonenti, F. & Oggioni, G. & Riccardi, R., 2019, "Measuring the environmental performance of green SRI funds: A DEA approach," Energy Economics, Elsevier, volume 79, issue C, pages 32-44, DOI: 10.1016/j.eneco.2018.07.023.
• Gatfaoui, Hayette, 2019, "Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures," Energy Economics, Elsevier, volume 80, issue C, pages 132-152, DOI: 10.1016/j.eneco.2018.12.013.
• Singh, Vipul Kumar & Kumar, Pawan & Nishant, Shreyank, 2019, "Feedback spillover dynamics of crude oil and global assets indicators: A system-wide network perspective," Energy Economics, Elsevier, volume 80, issue C, pages 321-335, DOI: 10.1016/j.eneco.2019.01.005.
• Zhang, Yaojie & Wei, Yu & Zhang, Yi & Jin, Daxiang, 2019, "Forecasting oil price volatility: Forecast combination versus shrinkage method," Energy Economics, Elsevier, volume 80, issue C, pages 423-433, DOI: 10.1016/j.eneco.2019.01.010.
• Hassan, Kamrul & Hoque, Ariful & Gasbarro, Dominic, 2019, "Separating BRIC using Islamic stocks and crude oil: dynamic conditional correlation and volatility spillover analysis," Energy Economics, Elsevier, volume 80, issue C, pages 950-969, DOI: 10.1016/j.eneco.2019.02.016.
• Zhang, Yaojie & Ma, Feng & Wei, Yu, 2019, "Out-of-sample prediction of the oil futures market volatility: A comparison of new and traditional combination approaches," Energy Economics, Elsevier, volume 81, issue C, pages 1109-1120, DOI: 10.1016/j.eneco.2019.05.018.
• Chun, Dohyun & Cho, Hoon & Kim, Jihun, 2019, "Crude oil price shocks and hedging performance: A comparison of volatility models," Energy Economics, Elsevier, volume 81, issue C, pages 1132-1147, DOI: 10.1016/j.eneco.2019.06.002.
• Ma, Yan-Ran & Zhang, Dayong & Ji, Qiang & Pan, Jiaofeng, 2019, "Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?," Energy Economics, Elsevier, volume 81, issue C, pages 536-544, DOI: 10.1016/j.eneco.2019.05.003.
• Liu, Jingzhen & Kemp, Alexander, 2019, "Forecasting the sign of U.S. oil and gas industry stock index excess returns employing macroeconomic variables," Energy Economics, Elsevier, volume 81, issue C, pages 672-686, DOI: 10.1016/j.eneco.2019.04.023.
• Singh, Vipul Kumar & Kumar, Pawan & Nishant, Shreyank, 2019, "Global connectedness of MSCI energy equity indices: A system-wide network approach," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104477.
• Bouoiyour, Jamal & Selmi, Refk & Hammoudeh, Shawkat & Wohar, Mark E., 2019, "What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104523.
• Kang, Sang Hoon & Tiwari, Aviral Kumar & Albulescu, Claudiu Tiberiu & Yoon, Seong-Min, 2019, "Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104543.
• Baldoni, Edoardo & Coderoni, Silvia & D'Orazio, Marco & Di Giuseppe, Elisa & Esposti, Roberto, 2019, "The role of economic and policy variables in energy-efficient retrofitting assessment. A stochastic Life Cycle Costing methodology," Energy Policy, Elsevier, volume 129, issue C, pages 1207-1219, DOI: 10.1016/j.enpol.2019.03.018.
• Boroumand, Raphaël-Homayoun & Goutte, Stéphane & Guesmi, Khaled & Porcher, Thomas, 2019, "Potential benefits of optimal intra-day electricity hedging for the environment: The perspective of electricity retailers," Energy Policy, Elsevier, volume 132, issue C, pages 1120-1129, DOI: 10.1016/j.enpol.2019.06.046.
• Jiang, Yonghong & Jiang, Cheng & Nie, He & Mo, Bin, 2019, "The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses," Energy, Elsevier, volume 166, issue C, pages 577-586, DOI: 10.1016/j.energy.2018.10.116.
• Maghyereh, Aktham I. & Awartani, Basel & Abdoh, Hussein, 2019, "The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations," Energy, Elsevier, volume 169, issue C, pages 895-913, DOI: 10.1016/j.energy.2018.12.039.
• Clare, Andrew & O'Sullivan, Niall & Sherman, Meadhbh & Zhu, Sheng, 2019, "The performance of US bond mutual funds," International Review of Financial Analysis, Elsevier, volume 61, issue C, pages 1-8, DOI: 10.1016/j.irfa.2018.12.001.
• Kajtazi, Anton & Moro, Andrea, 2019, "The role of bitcoin in well diversified portfolios: A comparative global study," International Review of Financial Analysis, Elsevier, volume 61, issue C, pages 143-157, DOI: 10.1016/j.irfa.2018.10.003.
• Fang, Libing & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2019, "Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?," International Review of Financial Analysis, Elsevier, volume 61, issue C, pages 29-36, DOI: 10.1016/j.irfa.2018.12.010.
• Cao, Viet Nga & Gray, Philip & Zhong, Angel, 2019, "Investment-related anomalies in Australia: Evidence and explanations," International Review of Financial Analysis, Elsevier, volume 61, issue C, pages 97-109, DOI: 10.1016/j.irfa.2018.10.007.
• Zhang, Yaojie & Wei, Yu & Ma, Feng & Yi, Yongsheng, 2019, "Economic constraints and stock return predictability: A new approach," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 1-9, DOI: 10.1016/j.irfa.2019.02.007.
• Dias, Rui & da Silva, Jacinto Vidigal & Dionísio, Andreia, 2019, "Financial markets of the LAC region: Does the crisis influence the financial integration?," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 160-173, DOI: 10.1016/j.irfa.2019.02.008.
• Ji, Qiang & Bouri, Elie & Lau, Chi Keung Marco & Roubaud, David, 2019, "Dynamic connectedness and integration in cryptocurrency markets," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 257-272, DOI: 10.1016/j.irfa.2018.12.002.
• Kumar, Satish & Tiwari, Aviral Kumar & Chauhan, Yogesh & Ji, Qiang, 2019, "Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 273-284, DOI: 10.1016/j.irfa.2018.12.011.
• Shahzad, Syed Jawad Hussain & Bouri, Elie & Roubaud, David & Kristoufek, Ladislav & Lucey, Brian, 2019, "Is Bitcoin a better safe-haven investment than gold and commodities?," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 322-330, DOI: 10.1016/j.irfa.2019.01.002.
• Urquhart, Andrew & Zhang, Hanxiong, 2019, "Is Bitcoin a hedge or safe haven for currencies? An intraday analysis," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 49-57, DOI: 10.1016/j.irfa.2019.02.009.
• Korkeamäki, Timo & Virk, Nader & Wang, Haizhi & Wang, Peng, 2019, "Learning Chinese? The changing investment behavior of foreign institutions in the Chinese stock market," International Review of Financial Analysis, Elsevier, volume 64, issue C, pages 190-203, DOI: 10.1016/j.irfa.2019.05.011.
• Yin, Anwen, 2019, "Out-of-sample equity premium prediction in the presence of structural breaks," International Review of Financial Analysis, Elsevier, volume 65, issue C, DOI: 10.1016/j.irfa.2019.101385.
• Caporale, Guglielmo Maria & You, Kefei & Chen, Lei, 2019, "Global and regional stock market integration in Asia: A panel convergence approach," International Review of Financial Analysis, Elsevier, volume 65, issue C, DOI: 10.1016/j.irfa.2019.101381.
• Liu, Guo-Dong & Su, Chi-Wei, 2019, "The dynamic causality between gold and silver prices in China market: A rolling window bootstrap approach," Finance Research Letters, Elsevier, volume 28, issue C, pages 101-106, DOI: 10.1016/j.frl.2018.04.007.
• Fabozzi, Frank J. & Lamba, Asjeet S. & Nishikawa, Takeshi & Rao, Ramesh P. & Ma, K.C., 2019, "Does the corporate bond market overvalue bonds of sin companies?," Finance Research Letters, Elsevier, volume 28, issue C, pages 165-170, DOI: 10.1016/j.frl.2018.04.018.
• Jin, Xuejun & Zhu, Yu & Huang, Ying Sophie, 2019, "Losing by learning? A study of social trading platform," Finance Research Letters, Elsevier, volume 28, issue C, pages 171-179, DOI: 10.1016/j.frl.2018.04.017.
• Brauneis, Alexander & Mestel, Roland, 2019, "Cryptocurrency-portfolios in a mean-variance framework," Finance Research Letters, Elsevier, volume 28, issue C, pages 259-264, DOI: 10.1016/j.frl.2018.05.008.
• Fletcher, Jonathan, 2019, "Model comparison tests of linear factor models in U.K. stock returns," Finance Research Letters, Elsevier, volume 28, issue C, pages 281-291, DOI: 10.1016/j.frl.2018.05.005.
• Qiao, Zhuo & Pukthuanthong, Kuntara, 2019, "Has the difference in stock liquidity and stock returns between Chinese state owned and privately owned enterprises become smaller?," Finance Research Letters, Elsevier, volume 28, issue C, pages 39-44, DOI: 10.1016/j.frl.2018.03.022.
• Hodoshima, Jiro & Yamawake, Toshiyuki, 2019, "Comparison of utility indifference pricing and mean-variance approach under a normal mixture distribution with time-varying volatility," Finance Research Letters, Elsevier, volume 28, issue C, pages 74-81, DOI: 10.1016/j.frl.2018.04.006.
• Heyman, Dries & Lescrauwaet, Michiel & Stieperaere, Hannes, 2019, "Investor attention and short-term return reversals," Finance Research Letters, Elsevier, volume 29, issue C, pages 1-6, DOI: 10.1016/j.frl.2019.03.003.
• Mensi, Walid & Shahzad, Syed Jawad Hussain & Hammoudeh, Shawkat & Hkiri, Besma & Hamed Al Yahyaee, Khamis, 2019, "Long-run relationships between US financial credit markets and risk factors: Evidence from the quantile ARDL approach," Finance Research Letters, Elsevier, volume 29, issue C, pages 101-110, DOI: 10.1016/j.frl.2019.03.007.
• Baig, Ahmed & Blau, Benjamin M. & Sabah, Nasim, 2019, "Price clustering and sentiment in bitcoin," Finance Research Letters, Elsevier, volume 29, issue C, pages 111-116, DOI: 10.1016/j.frl.2019.03.013.
• He, Liang, 2019, "The seed of a crisis: Investor sentiment and bank liquidity," Finance Research Letters, Elsevier, volume 29, issue C, pages 152-155, DOI: 10.1016/j.frl.2018.06.014.
• Liu, Weiyi, 2019, "Portfolio diversification across cryptocurrencies," Finance Research Letters, Elsevier, volume 29, issue C, pages 200-205, DOI: 10.1016/j.frl.2018.07.010.
• Cesarone, Francesco & Lampariello, Lorenzo & Sagratella, Simone, 2019, "A risk-gain dominance maximization approach to enhanced index tracking," Finance Research Letters, Elsevier, volume 29, issue C, pages 231-238, DOI: 10.1016/j.frl.2018.08.001.
• Kommel, Karl Arnold & Sillasoo, Martin & Lublóy, Ágnes, 2019, "Could crowdsourced financial analysis replace the equity research by investment banks?," Finance Research Letters, Elsevier, volume 29, issue C, pages 280-284, DOI: 10.1016/j.frl.2018.08.007.
• Graef, Frank & Vogt, Pascal & Vonhoff, Volker & Weigert, Florian, 2019, "Cash holdings and the performance of European mutual funds," Finance Research Letters, Elsevier, volume 29, issue C, pages 285-291, DOI: 10.1016/j.frl.2018.08.006.
• Bank, Matthias & Insam, Franz, 2019, "Risk premium contributions of the Fama and French mimicking factors," Finance Research Letters, Elsevier, volume 29, issue C, pages 347-356, DOI: 10.1016/j.frl.2018.08.017.
• Holub, Mark & Johnson, Jackie, 2019, "The impact of the Bitcoin bubble of 2017 on Bitcoin's P2P market," Finance Research Letters, Elsevier, volume 29, issue C, pages 357-362, DOI: 10.1016/j.frl.2018.09.001.
• Baumöhl, Eduard, 2019, "Are cryptocurrencies connected to forex? A quantile cross-spectral approach," Finance Research Letters, Elsevier, volume 29, issue C, pages 363-372, DOI: 10.1016/j.frl.2018.09.002.
• Gozgor, Giray & Tiwari, Aviral Kumar & Demir, Ender & Akron, Sagi, 2019, "The relationship between Bitcoin returns and trade policy uncertainty," Finance Research Letters, Elsevier, volume 29, issue C, pages 75-82, DOI: 10.1016/j.frl.2019.03.016.
• Castañeda, Pablo & Reus, Lorenzo, 2019, "Suboptimal investment behavior and welfare costs: A simulation based approach," Finance Research Letters, Elsevier, volume 30, issue C, pages 170-180, DOI: 10.1016/j.frl.2018.09.009.
• Ahn, Jung-Hyun & Six, Pierre, 2019, "A study of first generation commodity indices: Indices based on financial diversification," Finance Research Letters, Elsevier, volume 30, issue C, pages 194-200, DOI: 10.1016/j.frl.2018.09.013.
• Chunhachinda, Pornchai & de Boyrie, Maria E. & Pavlova, Ivelina, 2019, "Measuring the hedging effectiveness of commodities," Finance Research Letters, Elsevier, volume 30, issue C, pages 201-207, DOI: 10.1016/j.frl.2018.09.012.
• Ding, Jie & Huang, Jinbo & Li, Yong & Meng, Meichen, 2019, "Is there an effective reputation mechanism in peer-to-peer lending? Evidence from China," Finance Research Letters, Elsevier, volume 30, issue C, pages 208-215, DOI: 10.1016/j.frl.2018.09.015.
• Lei, Likun & Shang, Yue & Chen, Yongfei & Wei, Yu, 2019, "Does the financial crisis change the economic risk perception of crude oil traders? A MIDAS quantile regression approach," Finance Research Letters, Elsevier, volume 30, issue C, pages 341-351, DOI: 10.1016/j.frl.2018.10.016.
• Philippas, Dionisis & Rjiba, Hatem & Guesmi, Khaled & Goutte, Stéphane, 2019, "Media attention and Bitcoin prices," Finance Research Letters, Elsevier, volume 30, issue C, pages 37-43, DOI: 10.1016/j.frl.2019.03.031.
• Park, Sung Jun & Park, Ki Young, 2019, "Can investors profit from security analyst recommendations?: New evidence on the value of consensus recommendations," Finance Research Letters, Elsevier, volume 30, issue C, pages 403-413, DOI: 10.1016/j.frl.2018.11.008.
• Grable, John E. & Lyons, Angela C. & Heo, Wookjae, 2019, "A test of traditional and psychometric relative risk tolerance measures on household financial risk taking," Finance Research Letters, Elsevier, volume 30, issue C, pages 8-13, DOI: 10.1016/j.frl.2019.03.012.
• Chu, Xiaojun & Gu, Zherong & Zhou, Haigang, 2019, "Intraday momentum and reversal in Chinese stock market," Finance Research Letters, Elsevier, volume 30, issue C, pages 83-88, DOI: 10.1016/j.frl.2019.04.002.
• Wang, Pengfei & Zhang, Wei & Li, Xiao & Shen, Dehua, 2019, "Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective," Finance Research Letters, Elsevier, volume 31, issue C, pages 1-18, DOI: 10.1016/j.frl.2019.04.031.
• Hsu, Ching-Chi & Chen, Miao-Ling, 2019, "Asymmetric effect of style comovement on momentum," Finance Research Letters, Elsevier, volume 31, issue C, pages 146-154, DOI: 10.1016/j.frl.2019.03.022.
• S., Glogger & S., Heiden & D., Schneller, 2019, "Bearing the bear: Sentiment-based disagreement in multi-criteria portfolio optimization," Finance Research Letters, Elsevier, volume 31, issue C, pages 47-53, DOI: 10.1016/j.frl.2019.04.017.
• Li, Jianwen & Hu, Jinyan, 2019, "Does university reputation matter? Evidence from peer-to-peer lending," Finance Research Letters, Elsevier, volume 31, issue C, pages 66-77, DOI: 10.1016/j.frl.2019.04.004.
• Taghizadeh-Hesary, Farhad & Yoshino, Naoyuki, 2019, "The way to induce private participation in green finance and investment," Finance Research Letters, Elsevier, volume 31, issue C, pages 98-103, DOI: 10.1016/j.frl.2019.04.016.
• Kaiser, Lars, 2019, "Seasonality in cryptocurrencies," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.11.007.
• Xiong, Xiong & Meng, Yongqiang & Li, Xiao & Shen, Dehua, 2019, "An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.11.020.
• 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.
• Gregory Connor & Robert A. Korajczyk, 2019, "Semi-strong factors in asset returns," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n294-19.pdf.
• Labbafi, Masoume & Darabi, Roya, 2019, "The Impact of Components of Intellectual Capital and Value added Intellectual Coefficient on Banks’ Financial Performance," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 11, issue 38, pages 624-599, March.
• 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.
• Akmalia M. Ariff & Khairul Anuar Kamarudin, 2019, "Institutional Quality, Tax Avoidance, and Analysts' Forecast: International Evidence," Capital Markets Review, Malaysian Finance Association, volume 27, issue 2, pages 15-35.
• 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.
• Ad van Riet, 2020, "Managing High Public Debt in Euro-Area Countries: Financial Repression as Fiscal Insurance?," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, volume 76, issue 1, pages 57-99, DOI: 10.1628/fa-2019-0016.
• Lucia Alessi & Elisa, Ossola & Roberto Panzica, 2019, "The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices," Working Papers, University of Milano-Bicocca, Department of Economics, number 418, Sep, revised Apr 2020.
• Dávid Andor Rácz, 2019, "Comparison of Manipulation-proof Measures on Hungarian Data," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 18, issue 2, pages 31-51.
• Máté Fain & Helena Naffa, 2019, "Performance Measurement of Active Investment Strategies Using Pure Factor Portfolios," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 18, issue 2, pages 52-86.
• Giuseppe Marotta, 2019, "Behind the success of dominated personal pension plans: sales force and financial literacy factors," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0077, Oct.
• Francesca Arnaboldi, Francesca Gioia, 2019, "Portfolio choice: Evidence from new-borns," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0078, Oct.
• Valeria Venturelli & Giovanni Gallo & Alessia Pedrazzoli, 2019, "Birds of a feather flock together and get money from the crowd," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0080, Dec.
• Lei Pan & Vinod Mishra, 2019, "International Portfolio Diversification Possibilities: Could BRICS become a Destination for G7 Invesments," Monash Economics Working Papers, Monash University, Department of Economics, number 11-18, Jun.
• Zhengyang Bao & Kenan Kalayci & Andreas Leibbrandt & Carlos Oyarzun, 2019, "Regulating Bubbles Away?Experiment-Based Evidence of Price Limits and Trading Restrictions in Asset Markets with Deterministic and Stochastic Fundamental Values," Monash Economics Working Papers, Monash University, Department of Economics, number 14-18, Jun.
• Zhengyang Bao & Andreas Leibbrandt & ple391, 2019, "Thar she resurges: The case of assets that lack positive fundamental value," Monash Economics Working Papers, Monash University, Department of Economics, number 12-19, Jun.
• Florian Lindner & Michael Kirchler & Stephanie Rosenkranz & Utz Weitzel, 2019, "Social Status and Risk-Taking in Investment Decisions," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2019_07, May.
• Saman Adhami & Dominique Guégan, 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.
• Emmanuelle Jay & Thibault Soler & Eugénie Terreaux & Jean-Philippe Ovarlez & Frédéric Pascal & Philippe De Peretti & Christophe Chorro, 2019, "Improving portfolios global performance using a cleaned and robust covariance matrix estimate," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 19022, Oct.
• Emmanuelle Jay & Thibault Soler & Jean-Philippe Ovarlez & Philippe De Peretti & Christophe Chorro, 2019, "Robust covariance matrix estimation and portfolio allocation: the case of non-homogeneous assets," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 19023, Oct.
• 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".
• Raimond Maurer & Olivia S. Mitchell, 2019, "Older Peoples’ Willingness to Delay Social Security Claiming," NBER Chapters, National Bureau of Economic Research, Inc, "Incentives and Limitations of Employment Policies on Retirement Transitions: Comparisons of Public and Private Sectors".
• Geert Bekaert & George Panayotov, 2019, "Good Carry, Bad Carry," NBER Working Papers, National Bureau of Economic Research, Inc, number 25420, Jan.
• Pietro Veronesi, 2019, "Heterogeneous Households under Uncertainty," NBER Working Papers, National Bureau of Economic Research, Inc, number 25448, Jan.
• Arash Aloosh & Geert Bekaert, 2019, "Currency Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 25449, Jan.
• Katja Hanewald & Hazel Bateman & Hanming Fang & Shang Wu, 2019, "Is There a Demand for Reverse Mortgages in China? Evidence from Two Online Surveys," NBER Working Papers, National Bureau of Economic Research, Inc, number 25491, Jan.
• Sina Ehsani & Juhani T. Linnainmaa, 2019, "Factor Momentum and the Momentum Factor," NBER Working Papers, National Bureau of Economic Research, Inc, number 25551, Feb.
• Stephen G. Dimmock & Neng Wang & Jinqiang Yang, 2019, "The Endowment Model and Modern Portfolio Theory," NBER Working Papers, National Bureau of Economic Research, Inc, number 25559, Feb.
• Bing Han & David Hirshleifer & Johan Walden, 2019, "Visibility Bias in the Transmission of Consumption Beliefs and Undersaving," NBER Working Papers, National Bureau of Economic Research, Inc, number 25566, Feb.
• John Gathergood & David Hirshleifer & David Leake & Hiroaki Sakaguchi & Neil Stewart, 2019, "Naïve *Buying* Diversification and Narrow Framing by Individual Investors," NBER Working Papers, National Bureau of Economic Research, Inc, number 25567, Feb.
• Ana Fostel & John Geanakoplos & Gregory Phelan, 2019, "Global Collateral and Capital Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 25583, Feb.
• Hongye Guo & Jessica A. Wachter, 2019, ""Superstitious" Investors," NBER Working Papers, National Bureau of Economic Research, Inc, number 25603, Feb.
• M. Max Croce & Tatyana Marchuk & Christian Schlag, 2019, "The Leading Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 25633, Mar.
• Shan Ge & Michael S. Weisbach, 2019, "The Role of Financial Conditions in Portfolio Choices: The Case of Insurers," NBER Working Papers, National Bureau of Economic Research, Inc, number 25677, Mar.
• Hugh Hoikwang Kim & Raimond Maurer & Olivia S. Mitchell, 2019, "How Cognitive Ability and Financial Literacy Shape the Demand for Financial Advice at Older Ages," NBER Working Papers, National Bureau of Economic Research, Inc, number 25750, Apr.
• Itzhak Ben-David & Ajay A. Palvia & René M. Stulz, 2019, "Do Distressed Banks Really Gamble for Resurrection?," NBER Working Papers, National Bureau of Economic Research, Inc, number 25794, May.
• Saki Bigio & Galo Nuño & Juan Passadore, 2019, "Debt-Maturity Management with Liquidity Costs," NBER Working Papers, National Bureau of Economic Research, Inc, number 25808, May.
• Yosef Bonaparte & Russell Cooper & Mengli Sha, 2019, "Rationalizing Trading Frequency and Returns: Maybe Trading is Good for You," NBER Working Papers, National Bureau of Economic Research, Inc, number 25838, May.
• 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.
• Andra C. Ghent, 2019, "What's Wrong with Pittsburgh? Delegated Investors and Liquidity Concentration," NBER Working Papers, National Bureau of Economic Research, Inc, number 25966, Jun.
• Ricardo J. Caballero & Alp Simsek, 2019, "Prudential Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 25977, Jun.
• Charles W. Calomiris & Mauricio Larrain & Sergio L. Schmukler & Tomas Williams, 2019, "Search for Yield in Large International Corporate Bonds: Investor Behavior and Firm Responses," NBER Working Papers, National Bureau of Economic Research, Inc, number 25979, Jun.
• Jennie Bai & Turan G. Bali & Quan Wen, 2019, "Is There a Risk-Return Tradeoff in the Corporate Bond Market? Time-Series and Cross-Sectional Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 25995, Jun.
• Leandro Carvalho & Dan Silverman, 2019, "Complexity and Sophistication," NBER Working Papers, National Bureau of Economic Research, Inc, number 26036, Jul.
• Andrew Lilley & Matteo Maggiori & Brent Neiman & Jesse Schreger, 2019, "Exchange Rate Reconnect," NBER Working Papers, National Bureau of Economic Research, Inc, number 26046, Jul.
• Jonas Heipertz & Amine Ouazad & Romain Rancière, 2019, "The Transmission of Shocks in Endogenous Financial Networks: A Structural Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 26049, Jul.
• Justin Birru & Sinan Gokkaya & Xi Liu & René M. Stulz, 2019, "Are Analyst Trade Ideas Valuable?," NBER Working Papers, National Bureau of Economic Research, Inc, number 26062, Jul.
• Moritz Lenel & Monika Piazzesi & Martin Schneider, 2019, "The Short Rate Disconnect in a Monetary Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 26102, Jul.
• Ivo Welch, 2019, "Simpler Better Market Betas," NBER Working Papers, National Bureau of Economic Research, Inc, number 26105, Jul.
• Joshua Schwartzstein & Adi Sunderam, 2019, "Using Models to Persuade," NBER Working Papers, National Bureau of Economic Research, Inc, number 26109, Jul.
• M. Martin Boyer & Philippe d'Astous & Pierre-Carl Michaud, 2019, "Tax-Sheltered Retirement Accounts: Can Financial Education Improve Decisions?," NBER Working Papers, National Bureau of Economic Research, Inc, number 26128, Jul.
• Ralph S. J. Koijen & Francois Koulischer & Benoit Nguyen & Motohiro Yogo, 2019, "Inspecting the Mechanism of Quantitative Easing in the Euro Area," NBER Working Papers, National Bureau of Economic Research, Inc, number 26152, Aug.
• Zheng Tracy Ke & Bryan T. Kelly & Dacheng Xiu, 2019, "Predicting Returns With Text Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 26186, Aug.
• Jessica A. Wachter & Michael Jacob Kahana, 2019, "A Retrieved-Context Theory Of Financial Decisions," NBER Working Papers, National Bureau of Economic Research, Inc, number 26200, Aug.
• Francesco D’Acunto & Ulrike Malmendier & Juan Ospina & Michael Weber, 2019, "Exposure to Daily Price Changes and Inflation Expectations," NBER Working Papers, National Bureau of Economic Research, Inc, number 26237, Sep.
• Philippe Bacchetta & Eric van Wincoop, 2019, "Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment," NBER Working Papers, National Bureau of Economic Research, Inc, number 26259, Sep.
• Jesús Fernández-Villaverde & Samuel Hurtado & Galo Nuño, 2019, "Financial Frictions and the Wealth Distribution," NBER Working Papers, National Bureau of Economic Research, Inc, number 26302, Sep.
• Thomas Philippon, 2019, "On Fintech and Financial Inclusion," NBER Working Papers, National Bureau of Economic Research, Inc, number 26330, Sep.
• Vanya Horneff & Daniel Liebler & Raimond Maurer & Olivia S. Mitchell, 2019, "Money-Back Guarantees in Individual Retirement Accounts: Are They Good Policy?," NBER Working Papers, National Bureau of Economic Research, Inc, number 26406, Oct.
• Huaizhi Chen & Lauren Cohen & Umit Gurun, 2019, "Don’t Take Their Word For It: The Misclassification of Bond Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 26423, Nov.
• Josh Davis & Alan M. Taylor, 2019, "The Leverage Factor: Credit Cycles and Asset Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 26435, Nov.
• Vanya Horneff & Raimond Maurer & Olivia S. Mitchell, 2019, "How Would 401(k) ‘Rothification’ Alter Saving, Retirement Security, and Inequality?," NBER Working Papers, National Bureau of Economic Research, Inc, number 26437, Nov.
• Alexander M. Chinco & Andreas Neuhierl & Michael Weber, 2019, "Estimating The Anomaly Base Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 26493, Nov.
• Arpit Gupta & Stijn Van Nieuwerburgh, 2019, "Valuing Private Equity Strip by Strip," NBER Working Papers, National Bureau of Economic Research, Inc, number 26514, Nov.
• Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2019, "Sustainable Investing in Equilibrium," NBER Working Papers, National Bureau of Economic Research, Inc, number 26549, Dec.
• Brad M. Barber & Adair Morse & Ayako Yasuda, 2019, "Impact Investing," NBER Working Papers, National Bureau of Economic Research, Inc, number 26582, Dec.
• Tudor BAJURA, 2019, "Modern Methods Of Valuation Of Investments’ Economic Efficiency In The Agricultural Business," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 1, pages 21-35.
• Renström, Thomas I. & Spataro, Luca & Marsiliani, Laura, 2019, "Optimal Taxation, Environment Quality, Socially Responsible Firms and Investors," International Review of Environmental and Resource Economics, now publishers, volume 13, issue 3-4, pages 339-373, September, DOI: 10.1561/101.00000112.
• Harris, Larry & Amato, Andrea, 2019, "Illiquidity and Stock Returns: Cross-Section and Time-Series Effects: A Replication," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 173-202, December, DOI: 10.1561/104.00000058.
• Li, Hongtao & Novy-Marx, Robert & Velikov, Mihail, 2019, "Liquidity Risk and Asset Pricing," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 223-255, December, DOI: 10.1561/104.00000076.
• Harvey, Campbell R., 2019, "Editorial: Replication in Financial Economics," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 1-9, December, DOI: 10.1561/104.00000080.
• Oehler, Andreas & Horn, Matthias, 2019, "Does Households’ Wealth Predict the Efficiency of their Asset Mix? Empirical Evidence," Review of Behavioral Economics, now publishers, volume 6, issue 3, pages 249–282-2, August, DOI: 10.1561/105.00000106.
• Kudryavtsev, Andrey, 2019, "Abnormal Trading Volumes around Large Stock Price Moves and Subsequent Price Dynamics," Review of Behavioral Economics, now publishers, volume 6, issue 3, pages 283–311-2, August, DOI: 10.1561/105.00000109.
• 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," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 5, pages 281-293, December.
• 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.
• VESA Lidia, 2019, "Traditional Vs. Fuzzy Indicators Of Modern Portfolio Theory," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 218-227, December.
• Holzmeister, Felix & Holmén, Martin & Kirchler, Michael & Stefan, Matthias & Wengström, Erik, 2019, "Delegated Decision-Making in Finance," OSF Preprints, Center for Open Science, number 3umdf, Dec, DOI: 10.31219/osf.io/3umdf.
• Farago, Adam & Holmén, Martin & Holzmeister, Felix & Kirchler, Michael & Razen, Michael, 2019, "Cognitive Skills and Economic Preferences in the Fund Industry," OSF Preprints, Center for Open Science, number 964ba, Jul, DOI: 10.31219/osf.io/964ba.
• Dutta, Sourish, 2019, "Financing Innovation: A Complex Nexus of Risk & Reward," OSF Preprints, Center for Open Science, number sdxqv, Dec, DOI: 10.31219/osf.io/sdxqv.
• Alam, Md. Mahmudul & Akbar, Chowdhury Shahed & Shahriar, Shawon Muhammad & Monzur-E-Elahi, Mohammad, 2019, "The Islamic Shariah Principles for Investment in Stock Market," SocArXiv, Center for Open Science, number b7j4e, Jun, DOI: 10.31219/osf.io/b7j4e.
• Florian Deuflhard & Dimitris Georgarakos & Roman Inderst, 2019, "Financial Literacy and Savings Account Returns," Journal of the European Economic Association, European Economic Association, volume 17, issue 1, pages 131-164.
• Hoang Nguyen & M Concepción Ausín & Pedro Galeano, 2019, "Parallel Bayesian Inference for High-Dimensional Dynamic Factor Copulas," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 1, pages 118-151.
• Paul Schneider & Fabio Trojani, 2019, "Divergence and the Price of Uncertainty," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 3, pages 341-396.
• Konstantinos Metaxoglou & Davide Pettenuzzo & Aaron Smith, 2019, "Option-Implied Equity Premium Predictions via Entropic Tilting," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 4, pages 559-586.
• Olivier Ledoit & Michael Wolf & Zhao Zhao, 2019, "Efficient Sorting: A More Powerful Test for Cross-Sectional Anomalies," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 4, pages 645-686.
• Gunnar Gutsche & Anja Köbrich León & Andreas Ziegler, 2019, "On the relevance of contextual factors for socially responsible investments: an econometric analysis," Oxford Economic Papers, Oxford University Press, volume 71, issue 3, pages 756-776.
• Andriy Bodnaruk & Bekhan Chokaev & Andrei Simonov, 2019, "Downside Risk Timing by Mutual Funds," The Review of Asset Pricing Studies, Society for Financial Studies, volume 9, issue 1, pages 171-196.
• Zhuo Chen & Andrea Lu, 2019, "A Market-Based Funding Liquidity Measure," The Review of Asset Pricing Studies, Society for Financial Studies, volume 9, issue 2, pages 356-393.
• Francesco D’Acunto & Marcel Prokopczuk & Michael Weber, 2019, "Historical Antisemitism, Ethnic Specialization, and Financial Development," The Review of Economic Studies, Review of Economic Studies Ltd, volume 86, issue 3, pages 1170-1206.
• Luis Armona & Andreas Fuster & Basit Zafar, 2019, "Home Price Expectations and Behaviour: Evidence from a Randomized Information Experiment," The Review of Economic Studies, Review of Economic Studies Ltd, volume 86, issue 4, pages 1371-1410.
• Johan Walden, 2019, "Trading, Profits, and Volatility in a Dynamic Information Network Model," The Review of Economic Studies, Review of Economic Studies Ltd, volume 86, issue 5, pages 2248-2283.
• Robert Jarrow & Haitao Li & Xiaoxia Ye & May Hu, 2019, "Exploring Mispricing in the Term Structure of CDS Spreads," Review of Finance, European Finance Association, volume 23, issue 1, pages 161-198.
• Dongmin Kong & Chen Lin & Shasha Liu, 2019, "Does Information Acquisition Alleviate Market Anomalies? Categorization Bias in Stock Splits," Review of Finance, European Finance Association, volume 23, issue 1, pages 245-277.