Research classified by Journal of Economic Literature (JEL) codes

2019

• Ahmed Tahoun & Laurence van Lent, 2019, "The Personal Wealth Interests of Politicians and Government Intervention in the Economy," Review of Finance, European Finance Association, volume 23, issue 1, pages 37-74.
• Yvonne Jie Chen & Zhiwu Chen & Shijun He, 2019, "Social Norms and Household Savings Rates in China," Review of Finance, European Finance Association, volume 23, issue 5, pages 961-991.
• Roy Havemann, 2019, "Can Creditor Bail-in Trigger Contagion? The Experience of an Emerging Market," Review of Finance, European Finance Association, volume 23, issue 6, pages 1155-1180.
• Gabriele Foà & Leonardo Gambacorta & Luigi Guiso & Paolo Emilio Mistrulli, 2019, "The Supply Side of Household Finance," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 10, pages 3762-3798.
• Martin G Kocher & Konstantin E Lucks & David Schindler, 2019, "Unleashing Animal Spirits: Self-Control and Overpricing in Experimental Asset Markets," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 6, pages 2149-2178.
• A Ronald Gallant & Mohammad R Jahan-Parvar & Hening Liu, 2019, "Does Smooth Ambiguity Matter for Asset Pricing?," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 9, pages 3617-3666.
• Georgiana-Loredana Schipor (Frecea), 2019, "Risks and Opportunities in the Cryptocurrency Market," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 879-883, December.
• Georgiana-Loredana Schipor (Frecea), 2019, "Investing Trust in Blockchain Technology: Bitcoin Case Study," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 884-888, December.
• Cristi Spulbar & Zulfiqar Ali Imran & Ramona Birau, 2019, "Analyzing Short Term Momentum Effect on Stock Market of Hong Kong. An Empirical Case Study," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 889-894, December.
• Rick Van der Ploeg & Armon Rezai, 2019, "Stranded Assets In The Transition To A Carbon-Free Economy," Economics Series Working Papers, University of Oxford, Department of Economics, number 894, Dec.
• Luna-Ramirez, Susana & Agudelo, Diego A., 2019, "¿Agrega Valor el Modelo Black-Litterman en Portafolios del Mercado Integrado Latinoamericano (MILA)? Evaluación Empírica 2008-2016 || Does the Black-Litterman Model Add Value in Portfolios of the Integrated Latin American Market (MILA)? Empirical Eva," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 27, issue 1, pages 55-73, June.
• Aitoutouhen, Latifa & Hamza, Faris, 2019, "Strategic Allocation of Pension Reserve Funds: Application of ALM Model and LDI Technique || Asignación Estratégica de Fondos de Reserva de Pensiones: Aplicación del Modelo ALM y LDI Técnica," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 28, issue 1, pages 381-425, December.
• Gerald Abdesaken, 2019, "Conflicts of interest in multi-fund management," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 1, pages 54-71, February, DOI: 10.1057/s41260-018-00104-2.
• Chris M. Lawrey & Brandon C. L. Morris, 2019, "Corporate diversification and abnormal returns," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 1, pages 31-37, February, DOI: 10.1057/s41260-018-0100-0.
• Irina Bezhentseva Mateus & Cesario Mateus & Natasa Todorovic, 2019, "Benchmark-adjusted performance of US equity mutual funds and the issue of prospectus benchmarks," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 1, pages 15-30, February, DOI: 10.1057/s41260-018-0101-z.
• Josef Zorn, 2019, "Panic-aware portfolio optimization," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 2, pages 103-110, March, DOI: 10.1057/s41260-018-00103-3.
• Ernest N. Biktimirov & Yuanbin Xu, 2019, "Asymmetric stock price and investor awareness reactions to changes in the Nasdaq 100 index," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 2, pages 134-145, March, DOI: 10.1057/s41260-019-00108-6.
• Tirthank Shah & Abhishek Parikh, 2019, "Does the number of holdings in a risk parity portfolio matter?," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 2, pages 124-133, March, DOI: 10.1057/s41260-019-00110-y.
• Wenguang Lin & Gary C. Sanger, 2019, "An alternative fundamental weighting scheme based on enterprise value multiple," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 2, pages 146-156, March, DOI: 10.1057/s41260-019-00112-w.
• Irina Bezhentseva Mateus & Cesario Mateus & Natasa Todorovic, 2019, "Correction to: Benchmark-adjusted performance of US equity mutual funds and the issue of prospectus benchmarks," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 3, pages 250-250, May, DOI: 10.1057/s41260-019-00114-8.
• I-Chen Lu & Kai-Hong Tee & Baibing Li, 2019, "Asset allocation with multiple analysts’ views: a robust approach," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 3, pages 215-228, May, DOI: 10.1057/s41260-019-00115-7.
• Roberto Savona & Cesare Orsini, 2019, "Taking the right course navigating the ERC universe," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 3, pages 157-174, May, DOI: 10.1057/s41260-019-00117-5.
• Niall O’Sullivan & Sheng Zhu & Jason Foran, 2019, "Sentiment versus liquidity pricing effects in the cross-section of UK stock returns," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 4, pages 317-329, July, DOI: 10.1057/s41260-019-00119-3.
• Dominik Wolff & Ulrich Neugebauer, 2019, "Tree-based machine learning approaches for equity market predictions," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 4, pages 273-288, July, DOI: 10.1057/s41260-019-00125-5.
• Oh Kang Kwon & Stephen Satchell, 2019, "The analytics of momentum," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 6, pages 433-441, October, DOI: 10.1057/s41260-019-00130-8.
• Edouard Nouvellon & Hugues Pirotte, 2019, "Revisiting private equity performance computation for multi-asset investors," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 6, pages 421-432, October, DOI: 10.1057/s41260-019-00135-3.
• Charles Chevalier & Serge Darolles, 2019, "Trends everywhere? The case of hedge fund styles," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 6, pages 442-468, October, DOI: 10.1057/s41260-019-00141-5.
• Wolfgang Drobetz & Rebekka Haller & Christian Jasperneite & Tizian Otto, 2019, "Predictability and the cross section of expected returns: evidence from the European stock market," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 7, pages 508-533, December, DOI: 10.1057/s41260-019-00138-0.
• Lukas Benz & Martin Rohleder & Janik Syryca & Marco Wilkens, 2019, "Shedding light on the exposure of mutual funds: Which investments drive mutual fund characteristics?," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 7, pages 534-551, December, DOI: 10.1057/s41260-019-00144-2.
• Jesus Fernandez-Villaverde & Samuel Hurtado & Galo Nuno, 2019, "Financial Frictions and the Wealth Distribution," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 19-015, Sep.
• Thi Anh Nhu Nguyen & Jiri Polach & Iveta Voznakova, 2019, "The role of financial literacy in retirement investment choice," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 14, issue 4, pages 569-589, December, DOI: 10.24136/eq.2019.027.
• Cangoz, Mehmet Coskun & Sulla, Olga & Wang, ChunLan & Dychala, Christopher Benjamin, 2019, "A Joint Foreign Currency Risk Management Approach for Sovereign Assets and Liabilities," MPRA Paper, University Library of Munich, Germany, number 100311, Feb.
• Kabir, Mustafa & Masih, Mansur, 2019, "Portfolio diversification between exchange rates and islamic stocks: evidence from the USA, Euro area, Japan and Malaysia," MPRA Paper, University Library of Munich, Germany, number 100574, Jul.
• Nguyen, Van Phuong, 2019, "Developing, Validating, and Monitoring a PD Model for Foundation IRB Approach," MPRA Paper, University Library of Munich, Germany, number 100628, Oct.
• Nguyen, Van Phuong, 2019, "An attempt to derive the Risk Weight Function for the bank," MPRA Paper, University Library of Munich, Germany, number 100631, Dec.
• Khan, Aftab & Masih, Mansur, 2019, "Do Islamic stocks and commodity markets comove at different investment horizons ? evidence from wavelet time-frequency approach," MPRA Paper, University Library of Munich, Germany, number 100992, Nov.
• Cao, Charles & Simin, Timothy & Xiao, Han, 2019, "Predicting the equity premium with the implied volatility spread," MPRA Paper, University Library of Munich, Germany, number 103651, Dec.
• Abba AHmed, Bello & Isah I, Salamatu & Aliyu Chika, Umar, 2019, "Risk Adjusted Performances of Conventional and Islamic Indices," MPRA Paper, University Library of Munich, Germany, number 104168, Feb, revised 26 May 2019.
• Klubinski, William & Verousis, Thanos, 2019, "On the underestimation of risk in hedge fund performance persistence: geolocation and investment strategy effects," MPRA Paper, University Library of Munich, Germany, number 109766, Jun, revised 03 May 2021.
• Chowdhury, Ashiqul Haq & Priyo, Asad Karim Khan, 2019, "How Do Bangladeshi Investors Take Decisions? An Ethnographic Decision Tree Model of Stock Selection," MPRA Paper, University Library of Munich, Germany, number 118105, Oct.

2018

• Hung-Wen Lin & Mao-Wei Hung & Jing-Bo Huang, 2018, "Artificial Momentum, Native Contrarian, and Transparency in China," Computational Economics, Springer;Society for Computational Economics, volume 51, issue 2, pages 263-294, February, DOI: 10.1007/s10614-017-9699-z.
• Thorsten Hens & János Mayer, 2018, "Decision Theory Matters for Financial Advice," Computational Economics, Springer;Society for Computational Economics, volume 52, issue 1, pages 195-226, June, DOI: 10.1007/s10614-017-9668-6.
• C. E. Dangerfield & A. E. Whalley & N. Hanley & C. A. Gilligan, 2018, "What a Difference a Stochastic Process Makes: Epidemiological-Based Real Options Models of Optimal Treatment of Disease," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 70, issue 3, pages 691-711, July, DOI: 10.1007/s10640-017-0168-x.
• Ciril Bosch-Rosa & Thomas Meissner & Antoni Bosch-Domènech, 2018, "Cognitive bubbles," Experimental Economics, Springer;Economic Science Association, volume 21, issue 1, pages 132-153, March, DOI: 10.1007/s10683-017-9529-0.
• Christian Ehm & Christine Laudenbach & Martin Weber, 2018, "Focusing on volatility information instead of portfolio weights as an aid to investor decisions," Experimental Economics, Springer;Economic Science Association, volume 21, issue 2, pages 457-480, June, DOI: 10.1007/s10683-017-9537-0.
• Patrick Bielstein, 2018, "International asset allocation using the market implied cost of capital," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 1, pages 17-51, February, DOI: 10.1007/s11408-017-0302-3.
• Qiang Bu, 2018, "Long-term negative fund alpha: Is it caused by bad skill or bad luck?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 1, pages 1-16, February, DOI: 10.1007/s11408-017-0303-2.
• Snorre Lindset & Egil Matsen, 2018, "Institutional spending policies: implications for future asset values and spending," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 1, pages 53-76, February, DOI: 10.1007/s11408-018-0304-9.
• Clarence C. Y. Kwan, 2018, "What really happens if the positive definiteness requirement on the covariance matrix of returns is relaxed in efficient portfolio selection?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 1, pages 77-110, February, DOI: 10.1007/s11408-018-0306-7.
• Ibrahim Filiz & Thomas Nahmer & Markus Spiwoks & Kilian Bizer, 2018, "Portfolio diversification: the influence of herding, status-quo bias, and the gambler’s fallacy," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 2, pages 167-205, May, DOI: 10.1007/s11408-018-0311-x.
• Daniel Huerta-Sanchez & Diego Escobari, 2018, "Changes in sentiment on REIT industry excess returns and volatility," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 3, pages 239-274, August, DOI: 10.1007/s11408-018-0312-9.
• Beatrice D. Simo-Kengne & Kofi A. Ababio & Jules Mba & Ur Koumba, 2018, "Behavioral portfolio selection and optimization: an application to international stocks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 3, pages 311-328, August, DOI: 10.1007/s11408-018-0313-8.
• Hanen Ben Salah & Jan G. Gooijer & Ali Gannoun & Mathieu Ribatet, 2018, "Mean–variance and mean–semivariance portfolio selection: a multivariate nonparametric approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 4, pages 419-436, November, DOI: 10.1007/s11408-018-0317-4.
• Jules Clement Mba & Edson Pindza & Ur Koumba, 2018, "A differential evolution copula-based approach for a multi-period cryptocurrency portfolio optimization," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 4, pages 399-418, November, DOI: 10.1007/s11408-018-0320-9.
• Andrew W. Lo & H. Allen Orr & Ruixun Zhang, 2018, "The growth of relative wealth and the Kelly criterion," Journal of Bioeconomics, Springer, volume 20, issue 1, pages 49-67, April, DOI: 10.1007/s10818-017-9253-z.
• Francisco Camões & Sofia Vale, 2018, "Housing Valuation, Wealth Perception, and Homeowners’ Portfolio Composition," Journal of Family and Economic Issues, Springer, volume 39, issue 3, pages 494-508, September, DOI: 10.1007/s10834-018-9570-y.
• Giuseppe Ambrosini & Francesco Menoncin, 2018, "Optimal Portfolios with Credit Default Swaps," Journal of Financial Services Research, Springer;Western Finance Association, volume 54, issue 1, pages 81-109, August, DOI: 10.1007/s10693-016-0264-z.
• Matthew Cypher & S. McKay Price & Spenser Robinson & Michael J. Seiler, 2018, "Price Signals and Uncertainty in Commercial Real Estate Transactions," The Journal of Real Estate Finance and Economics, Springer, volume 57, issue 2, pages 246-263, August, DOI: 10.1007/s11146-017-9617-0.
• Yu-Sheng Lai, 2018, "Dynamic hedging with futures: a copula-based GARCH model with high-frequency data," Review of Derivatives Research, Springer, volume 21, issue 3, pages 307-329, October, DOI: 10.1007/s11147-018-9142-1.
• Jimmy E. Hilliard & Jitka Hilliard, 2018, "Rebalancing versus buy and hold: theory, simulation and empirical analysis," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 1, pages 1-32, January, DOI: 10.1007/s11156-017-0621-5.
• Wonnho Choi, 2018, "Consumption-based capital asset pricing models: issues and controversies," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 1, pages 181-205, January, DOI: 10.1007/s11156-017-0627-z.
• Junhuan Zhang & Peter McBurney & Katarzyna Musial, 2018, "Convergence of trading strategies in continuous double auction markets with boundedly-rational networked traders," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 1, pages 301-352, January, DOI: 10.1007/s11156-017-0631-3.
• Jullavut Kittiakarasakun & Lalatendu Misra & Sinan Yildirim, 2018, "An analysis of closed-end funds discounts viewed from a lack of redemption perspective," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 2, pages 415-440, February, DOI: 10.1007/s11156-017-0634-0.
• Michael Kinney & Harrison Liu, 2018, "Corporate responses to the repatriation incentives and domestic production activities deduction," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 2, pages 623-651, February, DOI: 10.1007/s11156-017-0640-2.
• Daniela Vesselinova Balkanska, 2018, "Disposition effect and analyst forecast dispersion," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 3, pages 837-859, April, DOI: 10.1007/s11156-017-0648-7.
• Jorida Papakroni, 2018, "The dispersion anomaly and analyst recommendations," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 3, pages 861-896, April, DOI: 10.1007/s11156-017-0649-6.
• Benjamin Mögel & Benjamin R. Auer, 2018, "How accurate are modern Value-at-Risk estimators derived from extreme value theory?," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 4, pages 979-1030, May, DOI: 10.1007/s11156-017-0652-y.
• Marius Popescu & Zhaojin Xu, 2018, "Leading the herd: evidence from mutual funds’ buy and sell decisions," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 4, pages 1131-1146, May, DOI: 10.1007/s11156-017-0656-7.
• Thomas Conlon & Brian M. Lucey & Gazi Salah Uddin, 2018, "Is gold a hedge against inflation? A wavelet time-scale perspective," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 2, pages 317-345, August, DOI: 10.1007/s11156-017-0672-7.
• Eero J. Pätäri & Timo H. Leivo & Janne Hulkkonen & J. V. Samuli Honkapuro, 2018, "Enhancement of value investing strategies based on financial statement variables: the German evidence," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 3, pages 813-845, October, DOI: 10.1007/s11156-017-0689-y.
• Evila Piva & Cristina Rossi-Lamastra, 2018, "Human capital signals and entrepreneurs’ success in equity crowdfunding," Small Business Economics, Springer, volume 51, issue 3, pages 667-686, October, DOI: 10.1007/s11187-017-9950-y.
• Hippolyte d’Albis & Emmanuel Thibault, 2018, "Ambiguous life expectancy and the demand for annuities," Theory and Decision, Springer, volume 85, issue 3, pages 303-319, October, DOI: 10.1007/s11238-018-9658-8.
• Satoshi Shimizutani & Hiroyuki Yamada, 2018, "Financial Literacy of Middle and Older Generations: Comparison of Japan and the United States," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2018-016, Sep.
• Shohei Okamoto & Kohei Komamura, 2018, "Ageing, gender and financial literacy in Japan," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2018-018, Nov.
• Fuzuli Aliyev & Aysel Soltanli, 2018, "Empirical test of Capital Asset Pricing Model on Selected Banking Shares from Borsa Istanbul," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 4, issue 1, pages 74-81, March.
• Desi Astuti & Paham Ginting & Isfenti Sadalia & Amlys Syahputra Silalahi, 2018, "The Influence of Financial Education and Promotion towards Risk Perception of Students as Investors at University Investment Gallery," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 4, issue 2, pages 51-60, June.
• Maurizio Daniele & Winfried Pohlmeier & Aygul Zagidullina, 2018, "Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2018-07, Oct.
• Csóka, Péter & Bihary, Zsolt & Kondor, Gábor, 2018, "A részvénytartás spektrális kockázata hosszú távon
  [On the spectral measure of risk in holding stocks in the long run]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 687-700, DOI: 10.18414/KSZ.2018.7-8.687.
• Bihary, Zsolt & Víg, Attila András, 2018, "Portfólióallokáció csődveszély esetén, korlátolt felelősség mellett
  [Portfolio allocation in case of failure risk in the presence of limited liability]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 711-725, DOI: 10.18414/KSZ.2018.7-8.711.
• Jeppe Druedahl & Alessandro Martinello, 2018, "Long-Run Saving Dynamics: Evidence from Unexpected Inheritances," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 17-02, Jan.
• Chiaki Hara & Toshiki Honda, 2018, "ImpliedAmbiguity:Mean-Variance Efficiency andPricingErrors," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1004, Oct.
• Chiaki Hara, 2018, "Equilibrium Prices of the Market Portfolio in the CAPM with Incomplete Financial Markets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1005, Oct.
• Cécile EDLINGER & Maxime MERLI & Antoine PARENT, 2018, "Financial Diversification before WW1 : A Risk/Return Analysis of Portfolio’s Advice of French Financial Analyst Alfred Neymarck," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2018-03.
• Sunanda Sen, 2018, "Investment Decisions under Uncertainty," Economics Working Paper Archive, Levy Economics Institute, number wp_918, Dec.
• Raheel Gohar & Syed Zulfiqar Ali Shah & Habib Ahmad, 2018, "Economic Integration and Stock Market Comovement: An Empirical Study Pairing Pakistan’s Stock Exchange with 21 other Markets," Journal of Reviews on Global Economics, Lifescience Global, volume 7, pages 28-36.
• Urbschat, Florian, 2018, "The Good, the Bad, and the Ugly: Impact of Negative Interest Rates and QE on the Profitability and Risk-Taking of 1600 German Banks," Discussion Papers in Economics, University of Munich, Department of Economics, number 56535, Jul.
• H.R.A. Chamini Thilanka & J.G. Sri Ranjith, 2018, "The Impact of Public Debt on Private Investment: Sri Lankan Experience," International Journal of Business and Social Research, LAR Center Press, volume 8, issue 8, pages 1-20, August.
• E. Babaei & I.V. Evstigneev & K.R. Schenk-Hoppé & M.V. Zhitlukhin, 2018, "Von Neumann-Gale Dynamics and Capital Growth in Financial Markets with Frictions," Economics Discussion Paper Series, Economics, The University of Manchester, number 1815.
• Carlos Manuel Pinheiro & Hugo Hilário Varela, 2018, "Do Exchange Traded Funds (ETFs) Outperform the Market? Evidence from the Portuguese Stock Index," GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia, number 0109, Sep, revised Sep 2018.
• Gerasimos G. Rompotis, 2018, "Political Uncertainty and the Greek Stock Market over the Period 2011-2015," Capital Markets Review, Malaysian Finance Association, volume 26, issue 1, pages 1-18.
• Mohsen Jafarian & Fauzias Mat Nor & Izani Ibrahim, 2018, "The Relative Importance of Cash Flow News and Discount Rate News at Driving Stock Price Change," Capital Markets Review, Malaysian Finance Association, volume 26, issue 1, pages 56-72.
• Jasman Tuyon & Zamri Ahmad, 2018, "Behavioural Asset Pricing Determinants in a Factor and Style Investing Framework," Capital Markets Review, Malaysian Finance Association, volume 26, issue 2, pages 32-52.
• Pheng Bian Ong & Mohamed Hisham Hanifa & Mansor Mohd Isa, 2018, "Do Firm Size and Value Affect Shareholder Returns in Malaysia?," Capital Markets Review, Malaysian Finance Association, volume 26, issue 2, pages 53-69.
• Roman Mestre & Michel Terraza, 2018, "Time-Frequency Analysis of capm: Application to the cac 40," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 16, issue 2 (Summer, pages 141-157, DOI: 10.26493/1854-6935.16.141-157.
• Michael Stimmelmayr, 2018, "Investors' Portfolio Choice and Tax Reforms: The 2008 German Corporate Tax Reform Reconsidered," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, volume 74, issue 3, pages 376-413, September, DOI: 10.1628/fa-2018-0012.
• Maryam, Ahmadi & Matteo, Manera & Mehdi, Sadeghzadeh, 2018, "Investment-Uncertainty Relationship in the Oil and Gas Industry," Working Papers, University of Milano-Bicocca, Department of Economics, number 379, Apr, revised 10 Apr 2018.
• Seyedehzahra NEMATOLLAHI & Giancarlo MANZI, 2018, "Portfolio Management Using Prospect Theory: Comparing Genetic Algorithms and Particle Swarm Optimization," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2018-03, Mar.
• Gabriella CHIESA & José Manuel MANSILLA-FERNÁNDEZ, 2018, "Non-Performing Loans, Cost of Capital, and Lending Supply: Lessons from the Eurozone Banking Crisis," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2018-05, Jun.
• Gabriella CHIESA & José Manuel MANSILLA-FERNÁNDEZ, 2018, "Disentangling the Transmission Channel NPLs-Cost of Capital-Lending Supply," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2018-06, Jul.
• Gábor Kutasi & László György & Krisztina Szabó, 2018, "Behavioural Factors in the Hungarian Retail Government Bond Market," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 17, issue 1, pages 110-136.
• Graziella Bertocchi & Marianna Brunetti & Anzelika Zaiceva, 2018, "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0138, Nov.
• Graziella Bertocchi & Marianna Brunetti & Anzelika Zaiceva, 2018, "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 137, Nov.
• Maria Cristina Rossi & Dario Sansone & Costanza Torricelli & Arthur van Soest, 2018, "Household Preferences for Socially Responsible Investments," 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 0066, Feb.
• Francesco Pattarin, 2018, "Spending Policies of Italian Banking Foundations," 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 0071, Nov.
• Giuseppe Marotta, 2018, "Why choosing dominated personal pension plans: sales force and financial literacy effects," 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 0072, Jul.
• Graziella Bertocchi & Marianna Brunetti & Anzelika Zaiceva, 2018, "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," 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 0073, Nov.
• Michael Kirchler & Florian Lindner & Utz Weitzel, 2018, "Delegated Decision Making and Social Competition in the Finance Industry," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2018_08, Jul.
• Andrea Cardillo & Massimo Coletta, 2018, "Household Investments through Italian Asset Management Products," Politica economica, Società editrice il Mulino, issue 2, pages 165-194.
• Carlos Jorge Lenczewski Martins, 2018, "Toxic liquidity – is it here to stay?," Bank i Kredyt, Narodowy Bank Polski, volume 49, issue 1, pages 1-16.
• Arkadiusz Semczak, 2018, "Morfologia cyklu indeksu WIG oraz jego współzależność z cyklem sfery realnej gospodarki w Polsce," Bank i Kredyt, Narodowy Bank Polski, volume 49, issue 6, pages 557-594.
• Marcin Kolasa, 2018, "Equilibrium foreign currency mortgages," NBP Working Papers, Narodowy Bank Polski, number 293.
• Vanya Horneff & Raimond Maurer & Olivia S. Mitchell, 2018, "How Will Persistent Low Expected Returns Shape Household Economic Behavior?," NBER Chapters, National Bureau of Economic Research, Inc, "Incentives and Limitations of Employment Policies on Retirement Transitions".
• Scott R. Baker & Lorenz Kueng & Leslie McGranahan & Brian T. Melzer, 2018, "Do Household Finances Constrain Unconventional Fiscal Policy?," NBER Chapters, National Bureau of Economic Research, Inc, "Tax Policy and the Economy, Volume 33".
• Pierre Collin-Dufresne & Kent D. Daniel & Mehmet Saǧlam, 2018, "Liquidity Regimes and Optimal Dynamic Asset Allocation," NBER Working Papers, National Bureau of Economic Research, Inc, number 24222, Jan.
• Söhnke M. Bartram & Gregory W. Brown & René M. Stulz, 2018, "Why has Idiosyncratic Risk been Historically Low in Recent Years?," NBER Working Papers, National Bureau of Economic Research, Inc, number 24270, Jan.
• Bing Han & David Hirshleifer & Johan Walden, 2018, "Social Transmission Bias and Investor Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 24281, Feb.
• Linda S. Goldberg & Signe Krogstrup, 2018, "International Capital Flow Pressures," NBER Working Papers, National Bureau of Economic Research, Inc, number 24286, Feb.
• Vanya Horneff & Raimond Maurer & Olivia S. Mitchell, 2018, "How Persistent Low Expected Returns Alter Optimal Life Cycle Saving, Investment, and Retirement Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 24311, Feb.
• Grace Xing Hu & Jun Pan & Jiang Wang, 2018, "Chinese Capital Market: An Empirical Overview," NBER Working Papers, National Bureau of Economic Research, Inc, number 24346, Feb.
• Charles W. Calomiris & Elliot S.M. Oh, 2018, "Who Owned Citibank? Familiarity Bias and Business Network Influences on Stock Purchases, 1925-1929," NBER Working Papers, National Bureau of Economic Research, Inc, number 24431, Mar.
• Jessica A. Wachter & Yicheng Zhu, 2018, "The Macroeconomic Announcement Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 24432, Mar.
• Charles W. Calomiris & Mauricio Larrain & Sergio L. Schmukler, 2018, "Capital Inflows, Equity Issuance Activity, and Corporate Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 24433, Mar.
• Bryan Kelly & Seth Pruitt & Yinan Su, 2018, "Characteristics Are Covariances: A Unified Model of Risk and Return," NBER Working Papers, National Bureau of Economic Research, Inc, number 24540, Apr.
• Daniel Barth & Nicholas W. Papageorge & Kevin Thom, 2018, "Genetic Endowments and Wealth Inequality," NBER Working Papers, National Bureau of Economic Research, Inc, number 24642, May.
• Luis M. Viceira & Zixuan (Kevin) Wang, 2018, "Global Portfolio Diversification for Long-Horizon Investors," NBER Working Papers, National Bureau of Economic Research, Inc, number 24646, May.
• Ulrike Malmendier & Demian Pouzo & Victoria Vanasco, 2018, "Investor Experiences and Financial Market Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 24697, Jun.
• Miles S. Kimball & Matthew D. Shapiro & Tyler Shumway & Jing Zhang, 2018, "Portfolio Rebalancing in General Equilibrium," NBER Working Papers, National Bureau of Economic Research, Inc, number 24722, Jun.
• Nicholas C. Barberis, 2018, "Psychology-based Models of Asset Prices and Trading Volume," NBER Working Papers, National Bureau of Economic Research, Inc, number 24723, Jun.
• John D. Burger & Francis E. Warnock & Veronica Cacdac Warnock, 2018, "Benchmarking Portfolio Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 24761, Jun.
• Marcin Kacperczyk & Savitar Sundaresan & Tianyu Wang, 2018, "Do Foreign Investors Improve Market Efficiency?," NBER Working Papers, National Bureau of Economic Research, Inc, number 24765, Jun.
• Huaizhi Chen & Lauren Cohen & Umit Gurun & Dong Lou & Christopher Malloy, 2018, "IQ from IP: Simplifying Search in Portfolio Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 24801, Jul.
• John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2018, "Behavioral Household Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 24854, Jul.
• John Y. Campbell & Tarun Ramadorai & Benjamin Ranish, 2018, "Do the Rich Get Richer in the Stock Market? Evidence from India," NBER Working Papers, National Bureau of Economic Research, Inc, number 24898, Aug.
• Lubos Pastor & Pietro Veronesi, 2018, "Inequality Aversion, Populism, and the Backlash Against Globalization," NBER Working Papers, National Bureau of Economic Research, Inc, number 24900, Aug.
• Stephen G. Dimmock & Roy Kouwenberg & Olivia S. Mitchell & Kim Peijnenburg, 2018, "Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field," NBER Working Papers, National Bureau of Economic Research, Inc, number 24928, Aug.
• Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2018, "Frictional Intermediation in Over-the-counter Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 24956, Aug.
• James J. Choi & Adriana Z. Robertson, 2018, "What Matters to Individual Investors? Evidence from the Horse’s Mouth," NBER Working Papers, National Bureau of Economic Research, Inc, number 25019, Sep.
• Jiangze Bian & Zhiguo He & Kelly Shue & Hao Zhou, 2018, "Leverage-Induced Fire Sales and Stock Market Crashes," NBER Working Papers, National Bureau of Economic Research, Inc, number 25040, Sep.
• Aleksandar Andonov & Roman Kräussl & Joshua Rauh, 2018, "The Subsidy to Infrastructure as an Asset Class," NBER Working Papers, National Bureau of Economic Research, Inc, number 25045, Sep.
• Nikolai Roussanov & Hongxun Ruan & Yanhao Wei, 2018, "Marketing Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 25056, Sep.
• Anders Anderson & David T. Robinson, 2018, "Who Feels the Nudge? Knowledge, Self-Awareness and Retirement Savings Decisions," NBER Working Papers, National Bureau of Economic Research, Inc, number 25061, Sep.
• Scott R. Baker & Lorenz Kueng & Steffen Meyer & Michaela Pagel, 2018, "Measurement Error in Imputed Consumption," NBER Working Papers, National Bureau of Economic Research, Inc, number 25078, Sep.
• Sergey Chernenko & Adi Sunderam, 2018, "Do Fire Sales Create Externalities?," NBER Working Papers, National Bureau of Economic Research, Inc, number 25104, Sep.
• Maarten Meeuwis & Jonathan A. Parker & Antoinette Schoar & Duncan I. Simester, 2018, "Belief Disagreement and Portfolio Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 25108, Sep.
• Vanya Horneff & Raimond Maurer & Olivia S. Mitchell, 2018, "How Will Persistent Low Expected Returns Shape Household Economic Behavior?," NBER Working Papers, National Bureau of Economic Research, Inc, number 25133, Oct.
• Usman Ali & David Hirshleifer, 2018, "Shared Analyst Coverage: Unifying Momentum Spillover Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 25201, Oct.
• Brian Boyer & Taylor D. Nadauld & Keith P. Vorkink & Michael S. Weisbach, 2018, "Private Equity Indices Based on Secondary Market Transactions," NBER Working Papers, National Bureau of Economic Research, Inc, number 25207, Nov.
• Scott R. Baker & Lorenz Kueng & Leslie McGranahan & Brian T. Melzer, 2018, "Do Household Finances Constrain Unconventional Fiscal Policy?," NBER Working Papers, National Bureau of Economic Research, Inc, number 25212, Nov.
• John Ameriks & Gábor Kézdi & Minjoon Lee & Matthew D. Shapiro, 2018, "Heterogeneity in Expectations, Risk Tolerance, and Household Stock Shares: The Attenuation Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 25269, Nov.
• Sandeep Dahiya & David Yermack, 2018, "Investment Returns and Distribution Policies of Non-Profit Endowment Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 25323, Dec.
• Itzhak Ben-David & Elyas Fermand & Camelia M. Kuhnen & Geng Li, 2018, "Expectations Uncertainty and Household Economic Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 25336, Dec.
• Kent Daniel & Lorenzo Garlappi & Kairong Xiao, 2018, "Monetary Policy and Reaching for Income," NBER Working Papers, National Bureau of Economic Research, Inc, number 25344, Dec.
• Martin Lettau & Sydney C. Ludvigson & Paulo Manoel, 2018, "Characteristics of Mutual Fund Portfolios: Where Are the Value Funds?," NBER Working Papers, National Bureau of Economic Research, Inc, number 25381, Dec.
• Shihao Gu & Bryan Kelly & Dacheng Xiu, 2018, "Empirical Asset Pricing via Machine Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 25398, Dec.
• Cederburg, Scott & O’Doherty, Michael S. & Savin, N. E. & Tiwari, Ashish, 2018, "Conditional Benchmarks and Predictors of Mutual Fund Performance," Critical Finance Review, now publishers, volume 7, issue 2, pages 331-372, December, DOI: 10.1561/104.00000062.
• Adams, John & Hayunga, Darren & Mansi, Sattar, 2018, "Conditional Diseconomies of Scale in the Actively-Managed Mutual Fund Industry: What Do the Outliers in the Data Tell Us?," Critical Finance Review, now publishers, volume 7, issue 2, pages 273-329, December, DOI: 10.1561/104.00000063.
• Hong, Harrison & Jiang, Wenxi, 2018, "Diseconomies of Scale in the Actively-Managed Mutual Fund Industry: Fund Industry: What Do the Outliers in the Data Tell Us?: A Response," Critical Finance Review, now publishers, volume 7, issue 2, pages 373-377, December, DOI: 10.1561/104.00000066.
• Iliya Ploshtakov, 2018, "The Role of the Alternative Investments in the Management of Wealth," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 131-142, February.
• Bozhidar Nedev, 2018, "Short-term Predictability on the International Capital Markets – Momentum Effect," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 121-135, April.
• Michele Bisceglia & Paola Zola, 2018, "Dollar-Cost Averaging with Yearly and Biyearly Installments," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, volume 7, issue 1, pages 1-14, February.
• Mihir Dash, 2018, "Modelling the Efficient Frontier: An Empirical Study in the Indian Stock Market," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, volume 7, issue 2, pages 83-94, May.
• Jianhua Ding & Turen Guo & Bin Guo, 2018, "Fat Tails, Value at Risk, and the Palladium Returns," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, volume 7, issue 2, pages 95-103, May.
• Tibor Hanappi, 2018, "Loss carryover provisions: Measuring effects on tax symmetry and automatic stabilisation," OECD Taxation Working Papers, OECD Publishing, number 35, Feb, DOI: 10.1787/bfbcd0db-en.
• Luisa Dressler & Tibor Hanappi & Kurt van Dender, 2018, "Unintended technology-bias in corporate income taxation: The case of electricity generation in the low-carbon transition," OECD Taxation Working Papers, OECD Publishing, number 37, Jul, DOI: 10.1787/9f4a34ff-en.
• Pedro Cruz & Fatos Koc, 2018, "The liquidity buffer practices of public debt managers in OECD countries," OECD Working Papers on Sovereign Borrowing and Public Debt Management, OECD Publishing, number 9, Nov, DOI: 10.1787/3b468966-en.
• Elisabeth Beckmann & Sarah Reiter & Helmut Stix, 2018, "A geographic perspective on banking in Central, Eastern and Southeastern Europe," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1-18, pages 26-47.
• Thomas Scheiber & Julia Wörz, 2018, "How are reduced interest rate differentials affecting euroization in Southeastern Europe? Evidence from the OeNB Euro Survey," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1-18, pages 48-60.
• Helmut Elsinger & Pirmin Fessler & Judith Feyrer & Konrad Richter & Maria Antoinette Silgoner & Andreas Timel, 2018, "Digitalization in financial services and household finance: fintech, financial literacy and financial stability," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 35, pages 50-58.
• Aleksandra Pieloch-Babiarz & Tomasz Sosnowski, 2018, "TIMING OF DIVIDEND INITIATIONS OF POLISH IPOs. DOES THE ORIGINAL SHAREHOLDERS STRUCTURE MATTER?," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 204-213, July.
• Iulian-Cornel Lolea1 & Ioan-Radu Petrariu, 2018, "Contagion And Integration Of Capital Markets In The Cee Countries," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 492-504, July.
• Laurențiu Droj & Ioan Gheorghe Tara, 2018, "Early Warning Indicators - Evolution For The Medical Companies Registered At Bse," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 102-108, December.
• Laurențiu Droj, 2018, "Considerations Regarding The Evolution Of The Liquidity And Solvency Indicators Of The Most Important Romanian Production Companies In The Period 2014-2017," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 94-101, December.
• Takayuki Ogawa & Jun Sakamoto, 2018, "Welfare Implications of Mitigating Investment Uncertainty," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 18-33, Dec.
• Takayuki Ogawa & Jun Sakamoto, 2018, "Welfare Implications of Mitigating Investment Uncertainty," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 18-33-Rev., Dec, revised Dec 2018.
• Katarína Lučivjanská, 2018, "Is Imperfection Better? Evidence from Predicting Stock and Bond Returns," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 2, pages 244-270.
• Oana Peia & Radu Vranceanu, 2018, "The cost of capital in a model of financial intermediation with coordination frictions," Oxford Economic Papers, Oxford University Press, volume 70, issue 1, pages 266-285.
• Lorenz Kueng, 2018, "Excess Sensitivity of High-Income Consumers," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 133, issue 4, pages 1693-1751.
• Andreas Fagereng & Luigi Guiso & Luigi Pistaferri, 2018, "Portfolio Choices, Firm Shocks, and Uninsurable Wage Risk," The Review of Economic Studies, Review of Economic Studies Ltd, volume 85, issue 1, pages 437-474.
• Paul Ehling & Alessandro Graniero & Christian Heyerdahl-Larsen, 2018, "Asset Prices and Portfolio Choice with Learning from Experience," The Review of Economic Studies, Review of Economic Studies Ltd, volume 85, issue 3, pages 1752-1780.
• Santosh Anagol & Vimal Balasubramaniam & Tarun Ramadorai, 2018, "Endowment Effects in the Field: Evidence from India’s IPO Lotteries," The Review of Economic Studies, Review of Economic Studies Ltd, volume 85, issue 4, pages 1971-2004.
• Deniz Anginer & Çelim Yıldızhan, 2018, "Is There a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross-section of Equity Returns
  [The risk-adjusted cost of financial distress]," Review of Finance, European Finance Association, volume 22, issue 2, pages 633-660.
• Danling Jiang & Sonya S Lim, 2018, "Trust and Household Debt
  [Consumer bankruptcy and default: the role of individual social capital]," Review of Finance, European Finance Association, volume 22, issue 2, pages 783-812.
• Sandra E Black & Paul J Devereux & Petter Lundborg & Kaveh Majlesi, 2018, "Learning to Take Risks? The Effect of Education on Risk-Taking in Financial Markets," Review of Finance, European Finance Association, volume 22, issue 3, pages 951-975.
• Patrice Fontaine & Sonia Jimenez-Garcès & Mark S Seasholes, 2018, "Common Factors, Information, and Holdings Dispersion," Review of Finance, European Finance Association, volume 22, issue 4, pages 1441-1467.
• Itzhak Ben-David & Justin Birru & Viktor Prokopenya, 2018, "Uninformative Feedback and Risk Taking: Evidence from Retail Forex Trading
  [Two methods of reducing overconfidence]," Review of Finance, European Finance Association, volume 22, issue 6, pages 2009-2036.
• Tomas Williams, 2018, "Capital Inflows, Sovereign Debt and Bank Lending: Micro-Evidence from an Emerging Market," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 12, pages 4958-4994.
• Markus Ibert & Ron Kaniel & Stijn Van Nieuwerburgh & Roine Vestman, 2018, "Are Mutual Fund Managers Paid for Investment Skill?," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 2, pages 715-772.
• Afees Adebare Salisu & Raymond Swaray & Tirimisiyu Oloko, 2017, "US stocks in the presence of oil price risk: Large cap vs. Small cap," Economics and Business Letters, Oviedo University Press, volume 6, issue 4, pages 116-124.
• Rick Van der Ploeg & Armon Rezai, 2018, "Climate Policy and Stranded Carbon Assets: A Financial Perspective," OxCarre Working Papers, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford, number 206, Mar.
• David Gill & Daniel Sgroi & Churchill College and Department of Applied Economics & University of Cambridge, 2004, "The Superiority of Biased Reviewers in a Model of Simultaneous Sales," Economics Series Working Papers, University of Oxford, Department of Economics, number 206, Sep.
• Solórzano-Taborga, Pablo & Alonso-Conde, Ana Belén & Rojo-Suárez, Javier, 2018, "Efficiency and Persistence of Spanish Absolute Return Funds || Eficiencia y persistencia de los fondos de retorno absolutos españoles," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 25, issue 1, pages 186-214, Junio.
• El Jebari, Ouael & Hakmaoui, Abdelati, 2018, "GARCH Family Models vs EWMA: Which is the Best Model to Forecast Volatility of the Moroccan Stock Exchange Market? || Modelos de la familia GARCH vs EWMA: ¿cuál es el mejor modelo para pronosticar la volatilidad del mercado de valores marroquí?," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 26, issue 1, pages 237-249, Diciembre.
• Samaniego, Ángel & Rodríguez-Reyes, Luis Raúl, 2018, "Passive Portfolio Management by Indexing: A Performance Analysis of High, Medium and Low Capitalization Indices in Mexico || Administración pasiva de portafolios mediante indexación: un análisis del desempeño de los índices de alta, mediana y baja ca," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 26, issue 1, pages 269-293, Diciembre.