Research classified by Journal of Economic Literature (JEL) codes

2018

• Kacperczyk, Marcin & Nosal, Jaromir & Stevens, Luminita, 2018, "Investor Sophistication and Capital Income Inequality," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12870, Apr.
• Buss, Adrian & Breugem, Matthijs, 2018, "Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12900, Apr.
• Maggiori, Matteo & Neiman, Brent & Schreger, Jesse, 2018, "International Currencies and Capital Allocation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12973, Jun.
• Weber, Martin & Germann, Maximilian & Loos, Benjamin, 2018, "Trust and Delegated Investing: A Money Doctors Experiment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12984, Jun.
• Vives, Xavier & Azar, José, 2018, "Oligopoly, Macroeconomic Performance, and Competition Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13000, Jun.
• Weber, Shlomo & Ginsburgh, Victor, 2018, "The Economics of Language," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13002, Jun.
• Gomes, Francisco & Michaelides, Alexander & Zhang, Yuxin, 2018, "Tactical Target Date Funds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13019, Jun.
• Pástor, LuboÅ¡ & Veronesi, Pietro, 2018, "Inequality Aversion, Populism, and the Backlash Against Globalization," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13107, Aug.
• Peijnenburg, Kim & Dimmock, Steve & Kouwenberg, Roy & Mitchell, Olivia S, 2018, "Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13109, Aug.
• Campbell, John Y & Ranish, Benjamin, 2018, "Do the Rich Get Richer in the Stock Market? Evidence from India," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13116, Aug.
• Hugonnier, Julien & Weill, Pierre-Olivier & Lester, Benjamin, 2018, "Frictional intermediation in over-the-counter markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13126, Aug.
• Hugonnier, Julien & Cvitanic, Jaksa, 2018, "Optimal fund menus," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13127, Aug.
• Buss, Adrian & Vilkov, Grigory & Uppal, Raman, 2018, "The Implications of Financial Innovation for Capital Markets and Household Welfare," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13137, Aug.
• Fischer, Andreas & Groeger, Henrike Leonie & Sauré, Philip & YeÅŸin, Pınar, 2018, "Current account adjustment and retained earnings," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13142, Aug.
• Schoenmaker, Dirk & Schramade, Willem, 2018, "Investing for Long-Term Value Creation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13175, Sep.
• Gehrig, Thomas & Sögner, Leopold & Westerkamp, Arne, 2018, "Making Parametric Portfolio Policies Work," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13193, Sep.
• Bertocchi, Graziella & Brunetti, Marianna & Zaiceva, Anzelika, 2020, "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13339, Jan.
• Pavlova, Anna & Kashyap, Anil & Kovrijnykh, Natalia & ,, 2018, "The Benchmark Inclusion Subsidy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13356, Dec.
• Lettau, Martin & Ludvigson, Sydney & Manoel, Paulo, 2018, "Characteristics of Mutual Fund Portfolios: Where Are the Value Funds?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13395, Dec.
• Claudio Morana & Giacomo Sbrana, 2018, "“Some financial implications of global warming: An empirical assessment"," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 175, Jan.
• Mariacristina Rossi & Dario Sansone & Arthur van Soest & Costanza Torricelli, 2018, "“Household Preferences for Socially Responsible Investments"," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 177, Feb.
• Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2018, "Relationships between the stochastic discount factor and the optimal omega ratio," IC3JM - Estudios = Working Papers, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM), number 26348, Feb.
• Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2018, "Golden options in financial mathematics," IC3JM - Estudios = Working Papers, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM), number 27672, Nov.
• Emiliano Libman, 2018, "La relación entre el tipo de cambio oficial y el tipo de cambio negro en América Latina," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 41, issue 115, pages 43-55, Enero.
• Mariya Gubareva, 2018, "Historical Interest Rate Sensitivity of Emerging Market Sovereign Debt: Evidence of Regime Dependent Behavior," Annals of Economics and Finance, Society for AEF, volume 19, issue 2, pages 405-442, November.
• Afees A. Salisu & Kazeem Isah & Lateef O. Akanni, 2018, "Predicting the stock prices of G7 countries with Bitcoin prices," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 054, Apr.
• Kazeem Isah & Ibrahim D. Raheem, 2018, "The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 056, May.
• Afees A. Salisu & Ibrahim D. Raheem, 2018, "A new procedure for pre-testing the distribution properties of Stock returns," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 057, Jun.
• Chabi-Yo, Fousseni & Ruenzi, Stefan & Weigert, Florian, 2018, "Crash Sensitivity and the Cross Section of Expected Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 53, issue 3, pages 1059-1100, June.
• Keim, Donald B. & Mitchell, Olivia S., 2018, "Simplifying choices in defined contribution retirement plan design: a case study," Journal of Pension Economics and Finance, Cambridge University Press, volume 17, issue 3, pages 363-384, July.
• Bargain, Olivier & Cardebat, Jean-Marie & Vignolles, Alexandra, 2018, "Crowdfunding in the Wine Industry," Journal of Wine Economics, Cambridge University Press, volume 13, issue 1, pages 57-82, February.
• Kommel, Karl Arnold & Sillasoo, Martin & Lublóy, Ágnes, 2018, "Could crowdsourced financial analysis replace the equity research by investment banks?," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2018/03, Oct.
• Shinichi Hirota & Juergen Huber & Thomas Stock & Shyam Sunder, 2018, "Speculation and Price Indeterminacy in Financial Markets: An Experimental Study," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2134, May.
• Shinichi Hirota & Juergen Huber & Thomas Stock & Shyam Sunder, 2018, "Speculation and Price Indeterminacy in Financial Markets: An Experimental Study," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2134R, May, revised Apr 2020.
• John Geanakoplos & Kieran Haobin Wang, 2018, "Quantitative Easing, Collateral Constraints, and Financial Spillovers," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2154, Dec.
• Martin Brown & Ioanna S. Evangelou & Helmut Stix, 2017, "Banking Crises, Bail-ins and Money Holdings," Working Papers, Central Bank of Cyprus, number 2017-2, Nov.
• Snezana Eminidou & Marios Zachariadis & Elena Andreou, 2018, "Inflation Expectations and Monetary Policy Surprises," Working Papers, Central Bank of Cyprus, number 2018-1, Mar.
• Teodor TODOROV, 2018, "Innovative Methods To Measure The Market Risk Of The Forex Market," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 40-59.
• Теодор Тодоров, 2018, "Иновативни Методи За Измерване На Пазарния Риск На Forex Пазара," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 44-65.
• Stefan SIMEONOV & Teodor TODOROV, 2018, "Designing The Investment Profile Of The Shares Traded On The Bulgarian Stock Exchange In The Period From August 2016 To December 2017," Economics 21, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 1 Year 20, pages 70-100.
• Стефан Симеонов & Теодор Тодоров, 2018, "Формиране На Инвестиционен Профил За Акции, Търгувани На Българската Фондова Борса За Периода Август 2016 – Декември 2017," Economics 21, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 1 Year 20, pages 85-116.
• Armin Varmaz & Stephan Abée, 2018, "Verteilungseigenschaften der Renditen von Kryptowährungen: sind sie mit Aktien vergleichbar?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 87, issue 3, pages 83-105, DOI: 10.3790/vjh.87.3.83.
• Tobias N. Glas & Thorsten Poddig, 2018, "Kryptowährungen in der Asset- Allokation: eine empirische Untersuchung auf Basis eines beispielhaften deutschen Multi-Asset-Portfolios," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 87, issue 3, pages 107-128, DOI: 10.3790/vjh.87.3.107.
• Harashima, Taiji, 2018, "Bubbles and Bluffs: Risk Lovers Can Survive Economically," MPRA Paper, University Library of Munich, Germany, number 83615, Jan.
• TAWIL, Dima & LIU, Xiyang & HU, Baoyuan, 2018, "Research on optimization strategy of CPPI," MPRA Paper, University Library of Munich, Germany, number 84624, Feb.
• Fauzi, Achmad, 2018, "The Role of Ratio Profits as The Improvement of Realization of KPR BTN Credit on PT. BTN (Persero) Tbk," MPRA Paper, University Library of Munich, Germany, number 84677, Jan.
• Avdiu, Besart & Gruhle, Tobias, 2018, "Contagion and information frictions in emerging markets: the role of joint signals," MPRA Paper, University Library of Munich, Germany, number 84872, Feb.
• Covarrubias-Sánchez, Claudia Ivett & Téllez-León, Isela-Elizabeth & Venegas-Martínez, Francisco, 2018, "Portafolios del mercado bursátil mexicano que minimizan una medida coherente de riesgo sujeto a restricciones de rendimientos esperados y ventas en corto
  [Optimal portfolios in the Mexican stock ma," MPRA Paper, University Library of Munich, Germany, number 85446, Mar.
• Tirelli, Mario, 2018, "Optimal financial contracts with unobservable investments," MPRA Paper, University Library of Munich, Germany, number 86444, Feb.
• Suen, Richard M. H., 2018, "Standard Risk Aversion and Efficient Risk Sharing," MPRA Paper, University Library of Munich, Germany, number 86499, Mar.
• Camilleri, Silvio John & Farrugia, Ritienne, 2018, "The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis," MPRA Paper, University Library of Munich, Germany, number 87070, May.
• Sonntag, Dominik, 2018, "Die Theorie der fairen geometrischen Rendite
  [The Theory of Fair Geometric Returns]," MPRA Paper, University Library of Munich, Germany, number 87082, May.
• Ripamonti, Alexandre & Silva, Diego & Moreira Neto, Eurico, 2018, "Asset Pricing and Asymmetric Information," MPRA Paper, University Library of Munich, Germany, number 87403, Jun.
• Morema, Kgotso & Bonga-Bonga, Lumengo, 2018, "The impact of oil and gold price fluctuations on the South African equity market: volatility spillovers and implications for portfolio management," MPRA Paper, University Library of Munich, Germany, number 87637, Apr.
• Phume, Maphelane Palesa & Bonga-Bonga, Lumengo, 2018, "Return and volatility spillovers between South African and Nigerian equity markets," MPRA Paper, University Library of Munich, Germany, number 87638, May.
• Suen, Richard M. H., 2018, "Standard Risk Aversion and Efficient Risk Sharing," MPRA Paper, University Library of Munich, Germany, number 88881, Sep.
• Cesteros, Santiago Rodrigo, 2018, "Sobre volatilidad macroeconómica y dolarización de la riqueza: el caso argentino
  [On macroeconomic volatility and wealth dollarization: the Argentine case]," MPRA Paper, University Library of Munich, Germany, number 88968, Jul.
• Lu, Richard & Yang, Chen-Chen & Wong, Wing-Keung, 2018, "Time Diversification: Perspectives from the Economic Index of Riskiness," MPRA Paper, University Library of Munich, Germany, number 89167, Oct, revised 02 Oct 2018.
• Gangwar, Rachna & Singh, Ritvik, 2018, "Analyzing Factors Affecting Financial Literacy and its Impact on Investment Behavior among Adults in India," MPRA Paper, University Library of Munich, Germany, number 89452, Oct.
• MESTRE, Roman & Terraza, Michel, 2018, "Regression Forward avec fenêtres Tempo-Frequentielles roulantes par ondelettes discretes et continues -Une application à la Droite de Marché -
  [Forward Regression with Discrete and Continuous Wavel," MPRA Paper, University Library of Munich, Germany, number 89682, Sep.
• Gómez-Ríos, María del Carmen & Juárez-Luna, David, 2018, "Costo de generación eléctrica incorporando externalidades ambientales: Mezcla óptima de tecnologías de carga base
  [Cost of electric generation accounting for environmental externalities: Optimal mi," MPRA Paper, University Library of Munich, Germany, number 89717, Aug.
• Fischer, Marcel & Khorunzhina, Natalia, 2018, "Housing Decision with Divorce Risk," MPRA Paper, University Library of Munich, Germany, number 90090, Nov.
• Chin, Leong Choong & Sek, Siok Kun & Tan, Yee Theng, 2018, "A Sectorial Performance Analysis of Kuala Lumpur Stock Exchange (KLSE, Bursa Malaysia)," MPRA Paper, University Library of Munich, Germany, number 90148, Sep.
• Yildirim, Ramazan & Ilhan, Bilal, 2018, "Shari'ah Screening Methodology- New Shari'ah Compliant Approach," MPRA Paper, University Library of Munich, Germany, number 90277, Apr.
• Yildirim, Ramazan & Masih, Mansur, 2018, "Investigating International Portfolio Diversification Opportunities for the Asian Islamic Stock Market Investors," MPRA Paper, University Library of Munich, Germany, number 90281, May.
• Buncic, Daniel & Stern, Cord, 2018, "Forecast ranked tailored equity portfolios," MPRA Paper, University Library of Munich, Germany, number 90382, Nov.
• Yildirim, Ramazan & Ilhan, Bilal, 2018, "Fıkhi Filtreleme Metodolojisi - Yeni Bir Fıkhi Yaklaşım
  [Shari’ah Screening Methodology - New Shari’ah Compliant Approach”]," MPRA Paper, University Library of Munich, Germany, number 90417, Nov.
• Yaya, OlaOluwa S & Gil-Alana, Luis A., 2018, "High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach," MPRA Paper, University Library of Munich, Germany, number 90518, Dec.
• Yaya, OlaOluwa & Ogbonna, Ahamuefula, 2018, "Modelling crude oil-petroleum products’ price nexus using dynamic conditional correlation GARCH models," MPRA Paper, University Library of Munich, Germany, number 91227, Dec.
• Sabry, Saajid & Masih, Mansur, 2018, "Is gold a hedge against equity risk? Malaysian experience based on NARDL approach," MPRA Paper, University Library of Munich, Germany, number 91584, Dec.
• Marginean, Mihai, 2018, "Fundamentarea deciziei de finantare a activitatii unui IMM
  [The foundation of the decision to financing the activity of an SME]," MPRA Paper, University Library of Munich, Germany, number 91738.
• Chong, Terence Tai Leung & Lee, Nayoung & Sio, Chan-Ip, 2018, "Threshold Effect of Scale and Skill in Active Mutual Fund Management," MPRA Paper, University Library of Munich, Germany, number 92075, Jul.
• Moradia, Abha & Mehta, Ashish C., 2018, "Analyzing gold returns: Indian perspective," MPRA Paper, University Library of Munich, Germany, number 92989, Aug.
• Suwanhirunkul, Suwijak & Masih, Mansur, 2018, "Islamic equity as an alternative investment from the perspective of the Southeast Asian investors: evidence from MGARCH-DCC and Wavelet Coherence," MPRA Paper, University Library of Munich, Germany, number 93542, Dec.
• Hou, Yang & Meng, Jiayin, 2018, "The momentum effect in the Chinese market and its relationship with the simultaneous and the lagged investor sentiment," MPRA Paper, University Library of Munich, Germany, number 94838, Mar.
• Degiannakis, Stavros, 2018, "Multiple Days Ahead Realized Volatility Forecasting: Single, Combined and Average Forecasts," MPRA Paper, University Library of Munich, Germany, number 96272.
• Rangan Gupta, 2018, "Manager Sentiment and Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 201853, Aug.
• Libing Fang & Elie Bouri & Rangan Gupta & David Roubaud, 2018, "Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?," Working Papers, University of Pretoria, Department of Economics, number 201858, Sep.
• Tamara Ajrapetova, 2018, "Cross-Section of Asset Returns: Emerging Markets and Market Integration," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2018, issue 1, pages 41-60, DOI: 10.18267/j.efaj.205.
• Jan Bastin, 2018, "Risk-Based Investing in the German Stock Market," Prague Economic Papers, Prague University of Economics and Business, volume 2018, issue 1, pages 55-72, DOI: 10.18267/j.pep.643.
• Umut Ugurlu & Oktay Tas & Celal Barkan Guran & Aysun Guran, 2018, "SSD Efficiency at Multiple Data Frequencies: Application on the OECD Countries," Prague Economic Papers, Prague University of Economics and Business, volume 2018, issue 2, pages 169-195, DOI: 10.18267/j.pep.649.
• Lukáš Frýd, 2018, "Asymetrie během finančních krizí: asymetrická volatilita převyšuje důležitost asymetrické korelace
  [Asymmetry of Financial Time Series During the Financial Crisis: Asymmetric Volatility Outperforms," Politická ekonomie, Prague University of Economics and Business, volume 2018, issue 3, pages 302-329, DOI: 10.18267/j.polek.1190.
• Peerapong Dhangwatnotai & Sampan Nettayanun, 2018, "Value Investing with Quality in the US Public Insurance Companies," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 93, Aug.
• Roongkiat Ratanabanchuen & Kanis Saengchote, 2018, "Chasing Returns with High-Beta Stocks," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 96, Oct.
• Roongkiat Ratanabanchuen & Kanis Saengchote, 2018, "Institutional Capital Allocation and Equity Returns: Evidence from Thai Mutual Funds' Holdings," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 97, Oct.
• Céspedes, Nikita, 2018, "La heterogeneidad de la dolarización de créditos a nivel de personas," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 35, pages 9-28.
• Grimm, Stefan, 2018, "Show What You Risk - Norms for Risk Taking," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 119, Oct.
• Kocher, Martin & Lucks, Konstantin & Schindler, David, 2018, "Unleashing Animal Spirits - Self-Control and Overpricing in Experimental Asset Markets," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 81, Mar.
• R. Anton Braun & Tomoyuki Nakajima, 2018, "Code and data files for "Why Prices Don't Respond Sooner to a Prospective Sovereign Debt Crisis"," Computer Codes, Review of Economic Dynamics, number 16-80, revised .
• Sewon Hur, 2018, "Code and data files for "The Lost Generation of the Great Recession"," Computer Codes, Review of Economic Dynamics, number 18-178, revised .
• R. Anton Braun & Tomoyuki Nakajima, 2018, "Why Prices Don't Respond Sooner to a Prospective Sovereign Debt Crisis," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 29, pages 235-255, July, DOI: 10.1016/j.red.2018.01.005.
• Sewon Hur, 2018, "The Lost Generation of the Great Recession," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 30, pages 179-202, October, DOI: 10.1016/j.red.2018.05.004.
• Matthew Darst & Ehraz Refayet, 2018, "A Model of Endogenous Debt Maturity with Heterogeneous Beliefs," 2018 Meeting Papers, Society for Economic Dynamics, number 1004.
• Jaroslav Borovicka & John Stachurski, 2018, "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," 2018 Meeting Papers, Society for Economic Dynamics, number 1275.
• Ryan Chahrour & Rosen Valchev, 2018, "International Medium of Exchange: Privilege and Duty," 2018 Meeting Papers, Society for Economic Dynamics, number 317.
• Jeppe Druedahl & Alessandro Martinello, 2018, "Long-Run Saving Dynamics: Evidence from Unexpected Inheritances," 2018 Meeting Papers, Society for Economic Dynamics, number 390.
• Thomas Hintermaier & Winfried Koeniger, 2018, "Differences in Euro-Area Household Finances and their Relevance for Monetary-Policy Transmission," 2018 Meeting Papers, Society for Economic Dynamics, number 405.
• Philippe Bacchetta & Eric van Wincoop, 2018, "Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment," 2018 Meeting Papers, Society for Economic Dynamics, number 675.
• Jack Favilukis & Pierre Mabille & Stijn Van Nieuwerburgh, 2018, "Affordable Housing and City Welfare," 2018 Meeting Papers, Society for Economic Dynamics, number 867.
• John Ammer & Alexandra Tabova & Stijn Claessens, 2018, "Searching for Yield Abroad: Risk-Taking through Foreign Investment in U.S. Bonds," 2018 Meeting Papers, Society for Economic Dynamics, number 960.
• Dariusz Filip, 2018, "The impact of fund attributes on performance: Empirical evidence for Polish equity funds," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 36, issue 2, pages 465-488.
• Donghyun Park & Kiyoshi Taniguchi & Shu Tian, 2018, "Foreign and Domestic Investment in Global Bond Markets," ADB Economics Working Paper Series, Asian Development Bank, number 535, Jan.
• Valentina Galvani & Lifang Li, 2018, "The Momentum Effect for Canadian Corporate Bonds," Working Papers, University of Alberta, Department of Economics, number 2018-16, Nov.
• Yusuf Varlı, 2018, "Who Are the Market Beaters: Lucky Investors, Insiders or Who Else?," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 9, issue 1, pages 87-107.
• Hakkı Öztürk, 2018, "Cointegration Analysis of BIST 30 Index and MSCI Emerging Markets Index: Pre and Post Global Financial Crisis," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 9, issue 1, pages 109-121.
• Duygu Arslanturk Collu, 2018, "Invidual Investors’ Behaviour on Stock Selection Decision: A Case of BIST," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 9, issue 3, pages 559-578.
• Georges Dionne & Gilles Boevi Koumou, 2018, "Machine Learning and Risk Management: SVDD Meets RQE," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 18-6, Nov.
• Lumengo BONGA-BONGA & Lebogang NLEYA, 2018, "Assessing Portfolio Market Risk in the BRICS Economies: Use of Multivariate GARCH Models," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 71, issue 2, pages 87-128.
• Prasojo Prasojo & Sofyan Hadinata & Muhammad Yusuf Shalihin, 2018, "Corporate Social Responsibility dan Kinerja Keuangan Bank Umum Syariah," EkBis: Jurnal Ekonomi dan Bisnis, UIN Sunan Kalijaga Yogyakarta, volume 2, issue 2, pages 151-170.
• Vina Javed Khan & Muhammad Saeed & Tella Oluwatoba Ibrahim & Muhammad Rizwan, 2018, "Financial Cointegration of Emerging Economies: Evidence from Bivariate Cointegration and Granger Causality," Empirical Economic Review, Department of Economics and Statistics, Dr Hassan Murad School of Management, University of Management and Technology, Lahore, volume 1, issue 1, pages 49-70.
• Maham Ejaz & Rubeena Tashfeen & Kinza Younas & Abubaker Naeem, 2018, "Economic Value Added or Earnings per Share? An Incremental Content Analysis," Empirical Economic Review, Department of Economics and Statistics, Dr Hassan Murad School of Management, University of Management and Technology, Lahore, volume 1, issue 2, pages 63-90.
• Jamal Bouoiyour & Refk Selmi, 2018, "Heterogeneous Responses to China and Oil Shocks: the G7 Stock Markets," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 33, issue 3, pages 488-513.
• Shafi A. Khaled, 2018, "Risk, Return, and Profit-Loss Shared Lending under a Zero-Interest Financial System," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 26, pages 1-30.
• Iordanis Karagiannidis & D. Sykes Wilford, 2018, "Household deformation trumps demand management policy in the 21st century," Journal of Financial Transformation, Capco Institute, volume 47, pages 67-78.
• Cyprian Okey OKORO, 2018, "Analysis Of The Determinants Of Dividend Payout Of Consumer Goods Companies In Nigeria," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 9, issue 1, pages 141-165.
• Suzana Baresa & Sinisa Bogdan & Zoran Ivanovic, 2018, "The Performance Of Minimum Variance Portfolios In The Croatian Tourism Sector," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 9, issue 1, pages 63-72.
• Yonghong JIANG & Juan MENG & He NIE, 2018, "Visiting the Economic Policy Uncertainty Shocks - Economic Growth Relationship: Wavelet-based Granger-Causality in Quantiles Approac," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 80-94, December.
• Anoshkina, Ekaterina S. (Аношкина, Екатерина) & Markovskaya, Elizaveta I. (Марковская, Елизавета), 2018, "Empirical Analysis of Capital Structure Determinants of Russian Oil and Gas Companies
  [Анализ Структуры Капитала Российских Компаний Нефтегазового Сектора]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 5, pages 80-109, October.
• Cathy Ning & Wanling Huang, 2018, "Is the potential for inter- and intro- continental diversification disappearing? A vine copula approach," Working Papers, Toronto Metropolitan University, Department of Economics, number 092, Aug.
• Tiffany Hutcheson & Graeme Newell, 2018, "Decision-making in the management of property investment by Australian superannuation funds," Australian Journal of Management, Australian School of Business, volume 43, issue 3, pages 404-420, August, DOI: 10.1177/0312896218754476.
• Emmanouil Mavrakis & Christos Alexakis, 2018, "Statistical Arbitrage Strategies under Different Market Conditions: The Case of the Greek Banking Sector," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 17, issue 2, pages 159-185, August, DOI: 10.1177/0972652718776858.
• James Bashall & Gizelle D. Willows & Darron West, 2018, "The Extent to Which Professional Advice Can Reduce the Disposition Effect: An Emerging Market Study," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 17, issue 2, pages 229-249, August, DOI: 10.1177/0972652718776861.
• Rogelio Mercado Jr., 2018, "Bilateral Capital Flows: Transaction Patterns and Gravity," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp30, Feb.
• Marco Nieddu & Lorenzo Pandolfi, 2018, "Cutting Through the Fog: Financial Literacy and the Subjective Value of Financial Assets," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 497, Apr.
• Zandri Koekemoer, 2018, "The influence of demograhic factors on risk tolerance for South African investors," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6408640, Jul.
• Hazar Altinba?, 2018, "Examining Time-Varying Integrity And Interrelationships Among Global Stock Markets," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6408726, Jun.
• Kalpakam Gopalakrishnan & Smita Ramakrishna, 2018, "Do the Winners repeat their performance? A Case Indian Mutual Funds?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6509382, Jul.
• Mihovil An?elinovi? & Ana Pavkovi? & Livija Valenti?, 2018, "Equity Fund Performance and Sector Diversification," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6710018, Oct.
• TAQADUS BASHIR & Taimoor Hassan, 2018, "Investor Sophistication: Intrusion Of Behavioral Biases In Investment Decisions," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7009887, Oct.
• Cristiana Tudor, 2018, "Implications of Extreme Value Theory for stock market investments," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7508377, Apr.
• Gábor Cziráki & Tamás Kovács, 2018, "Order and distribution in Portfolio Management," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7508660, Apr.
• Hana Florianová & Karel Urbanovský, 2018, "Primary Characteristics of an Average Czech Investor," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7508801, Apr.
• Ivo Speranda, 2018, "A New Perspective on Valuating of Common Stocks," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 6908849, Oct.
• Martin Bo?a & Mária Kanderová, 2018, "Blending small-cap growth and value stocks: effect upon a periodic and threshold rebalancing strategy," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 6910154, Oct.
• Abdul Haque & Adeel Nasir, 2018, "The application of Value at Risk and Expected Shortfall as Controlling Mechanism of Systematic Risk of Pakistani Stock Market," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 7108551, Jun.
• Tanapol Rattanasamakarn & Roengchai Tansuchat, 2018, "Realized Volatility in Agricultural Commodities Futures," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 7109342, Jun.
• Teodoras Medaiskis & Tadas Gudaitis & Jaroslav Me?Kovski, 2018, "Optimal Life-Cycle Investment Strategy In Lithuanian Second Pension Pillar," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 7, issue 2, pages 70-86, November.
• Reyes Hernández, Naim & Ponsich, Antonin & Hoyos Reyes, Luis Fernando, 2018, "Técnicas metaheurísticas de optimización multiobjetivo para resolver el problema del portafolio de inversión / Metaheuristic techniques of multiobjective optimization to solve the investment portfolio," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 8, issue 2, pages 149-182, julio-dic.
• Jukka Ilomäki, 2018, "Animal Spirits and Risk in Financial Markets," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 9, pages 52-59, May.
• Andranik Muradyan, 2018, "Assessment of the Attractiveness of Foreign Markets– A Case Study. Comparison of Armenia and Poland," Journal of Marketing and Consumer Behaviour in Emerging Markets, University of Warsaw, Faculty of Management, volume 2, issue 8, pages 4-20.
• Mariusz Kicia & Rafal Muda, 2018, "Retail Client’s Satisfaction With Investment Advice. Is MiFID II a Desired Regulation? (Zadowolenie klienta indywidualnego z doradztwa inwestycyjnego. Czy Dyrektywa MiFID II to potrzebne rozwiazanie?)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 74, pages 131-142.
• Alicja Fras, 2018, "Are the Highest Mutual Fund Fees Justified by Their Performance? (Czy wyniki tlumacza wysokosc op³at w najdrozszych funduszach inwestycyjnych?)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 74, pages 62-73.
• Wieslaw Debski & Ewa Feder-Sempach & Szymon Wojcik, 2018, "Sensitivity Analysis of the Beta Parameter Estimated for the Blue-chip Polish Companies (Wplyw zmiany indeksu rynku na parametr beta dla spolek z indeksu WIG20)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 76, pages 11-23.
• Dariusz Filip, 2018, "Multifactor models in the analysis of mutual fund effectiveness (Wieloczynnikowe modele w analizie efektywnosci funduszy inwestycyjnych)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 76, pages 61-81.
• Tomasz Miziolek & Ewa Feder-Sempach, 2018, "Do exchange-traded funds listed on Warsaw Stock Exchange well replicate performance of indices? (Czy fundusze ETF notowane na GPW w Warszawie dobrze odwzorowuja wyniki indeksow?)," Research Reports, University of Warsaw, Faculty of Management, volume 1, issue 26, pages 37-47.
• Anna Wierzbicka, 2018, "The Impact of Corporate Governance on the Value of Enterprises (Wplyw corporate governance na wartosc przedsiebiorstwa)," Research Reports, University of Warsaw, Faculty of Management, volume 1, issue 27, pages 143-150.
• Monika Klimontowicz & Anna Pyka, 2018, "The Hedging of Interest Rate Risk in Enterprises’ Loans (Zabezpieczenie ryzyka stopy procentowej w kredytowaniu dzialalnosci przedsiebiorstw)," Research Reports, University of Warsaw, Faculty of Management, volume 1, issue 27, pages 54-64.
• Teodor Sedlarski & Gabriela Georgieva, 2018, "Towards Behavioral Finance Theory," Yearbook of the Faculty of Economics and Business Administration, Sofia University, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria, volume 15, issue 1, pages 207-241, June.
• Nadya Velinova-Sokolova, 2018, "Accounting Of The Credit Losses According To The Ifrs 9," Yearbook of the Faculty of Economics and Business Administration, Sofia University, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria, volume 15, issue 1, pages 243-254, June.
• Andreas M. Fischer & Henrike Groeger & Philip U. Sauré & Pinar Yesin, 2018, "Current account adjustment and retained earnings," Working Papers, Swiss National Bank, number 2018-12.
• Marie Briere & Ariane Szafarz, 2018, "Factors and Sectors in Asset Allocation: Stronger Together?," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 18-016, Mar.
• Fernando Chague & Rodrigo De Losso, Bruno Giovannetti, 2018, "Individual Investors Look at Price Tags," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2018_17, Oct.
• Naceur Naguez, 2018, "Dynamic portfolio insurance strategies: risk management under Johnson distributions," Annals of Operations Research, Springer, volume 262, issue 2, pages 605-629, March, DOI: 10.1007/s10479-016-2121-8.
• Abdallah Ben Saida & Jean-luc Prigent, 2018, "On the robustness of portfolio allocation under copula misspecification," Annals of Operations Research, Springer, volume 262, issue 2, pages 631-652, March, DOI: 10.1007/s10479-016-2137-0.
• Donatien Hainaut & Yang Shen & Yan Zeng, 2018, "How do capital structure and economic regime affect fair prices of bank’s equity and liabilities?," Annals of Operations Research, Springer, volume 262, issue 2, pages 519-545, March, DOI: 10.1007/s10479-016-2210-8.
• Busra Zeynep Temocin & Ralf Korn & A. Sevtap Selcuk-Kestel, 2018, "Constant proportion portfolio insurance in defined contribution pension plan management," Annals of Operations Research, Springer, volume 266, issue 1, pages 329-348, July, DOI: 10.1007/s10479-017-2449-8.
• Javier Vidal-García & Marta Vidal & Sabri Boubaker & Majdi Hassan, 2018, "The efficiency of mutual funds," Annals of Operations Research, Springer, volume 267, issue 1, pages 555-584, August, DOI: 10.1007/s10479-017-2429-z.
• Marko Volker Krause, 2018, "Effects of a capital gains tax on asset pricing," Business Research, Springer;German Academic Association for Business Research, volume 11, issue 1, pages 115-148, February, DOI: 10.1007/s40685-017-0058-7.
• Bàrbara Llacay & Gilbert Peffer, 2018, "Using realistic trading strategies in an agent-based stock market model," Computational and Mathematical Organization Theory, Springer, volume 24, issue 3, pages 308-350, September, DOI: 10.1007/s10588-017-9258-0.
• Taras Bodnar & Yarema Okhrin & Valdemar Vitlinskyy & Taras Zabolotskyy, 2018, "Determination and estimation of risk aversion coefficients," Computational Management Science, Springer, volume 15, issue 2, pages 297-317, June, DOI: 10.1007/s10287-018-0317-x.
• Giorgio Consigli & Vittorio Moriggia & Sebastiano Vitali & Lorenzo Mercuri, 2018, "Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming," Computational Management Science, Springer, volume 15, issue 3, pages 599-632, October, DOI: 10.1007/s10287-018-0328-7.
• Marco Nicolosi, 2018, "Optimal strategy for a fund manager with option compensation," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 41, issue 1, pages 1-17, May, DOI: 10.1007/s10203-017-0204-x.
• Hirbod Assa & Nikolay Gospodinov, 2018, "Market consistent valuations with financial imperfection," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 41, issue 1, pages 65-90, May, DOI: 10.1007/s10203-018-0207-2.
• P. Lakshmi & M. Thenmozhi, 2018, "Impact of foreign institutional investor trades in Indian equity and debt market: a three-dimensional analysis," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 45, issue 3, pages 225-233, September, DOI: 10.1007/s40622-018-0183-y.
• Neharika Sobti, 2018, "Domestic intermarket linkages: measuring dynamic return and volatility connectedness among Indian financial markets," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 45, issue 4, pages 325-344, December, DOI: 10.1007/s40622-018-0196-6.
• Carlo Cristiano & Maria Cristina Marcuzzo & Eleonora Sanfilippo, 2018, "Taming the great depression: Keynes’s personal investments in the US stock market, 1931–1939," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 35, issue 1, pages 13-40, April, DOI: 10.1007/s40888-017-0081-3.
• Leonardo Becchetti & Davide Bellucci & Fiammetta Rossetti, 2018, "Gamblers, scratchers and their financial education," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 35, issue 1, pages 127-162, April, DOI: 10.1007/s40888-017-0091-1.
• Selma Izadi & M. Kabir Hassan, 2018, "Portfolio and hedging effectiveness of financial assets of the G7 countries," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 8, issue 2, pages 183-213, August, DOI: 10.1007/s40822-017-0090-0.
• Udo Broll & Peter Welzel & Kit Pong Wong, 2018, "Ambiguity preferences, risk taking and the banking firm," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 8, issue 3, pages 343-353, December, DOI: 10.1007/s40822-018-0096-2.
• Christoph Czichowsky & Rémi Peyre & Walter Schachermayer & Junjian Yang, 2018, "Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs," Finance and Stochastics, Springer, volume 22, issue 1, pages 161-180, January, DOI: 10.1007/s00780-017-0351-5.
• Kasper Larsen & Oleksii Mostovyi & Gordan Žitković, 2018, "An expansion in the model space in the context of utility maximization," Finance and Stochastics, Springer, volume 22, issue 2, pages 297-326, April, DOI: 10.1007/s00780-017-0353-3.
• Martin Herdegen & Johannes Muhle-Karbe, 2018, "Stability of Radner equilibria with respect to small frictions," Finance and Stochastics, Springer, volume 22, issue 2, pages 443-502, April, DOI: 10.1007/s00780-018-0354-x.
• Bruno Bouchard & Masaaki Fukasawa & Martin Herdegen & Johannes Muhle-Karbe, 2018, "Equilibrium returns with transaction costs," Finance and Stochastics, Springer, volume 22, issue 3, pages 569-601, July, DOI: 10.1007/s00780-018-0366-6.
• Sigrid Källblad & Jan Obłój & Thaleia Zariphopoulou, 2018, "Dynamically consistent investment under model uncertainty: the robust forward criteria," Finance and Stochastics, Springer, volume 22, issue 4, pages 879-918, October, DOI: 10.1007/s00780-018-0368-4.
• Teemu Pennanen & Ari-Pekka Perkkiö, 2018, "Convex duality in optimal investment and contingent claim valuation in illiquid markets," Finance and Stochastics, Springer, volume 22, issue 4, pages 733-771, October, DOI: 10.1007/s00780-018-0372-8.
• Olaf M. Rottke & Felix K. Thiele, 2018, "Do family investors differ from other investors? Similarity, experience, and professionalism in the light of family investee firm challenges," Journal of Business Economics, Springer, volume 88, issue 2, pages 139-166, February, DOI: 10.1007/s11573-017-0871-7.
• Natalya (Natasha) Delcoure & Harmeet Singh, 2018, "Oil and equity: too deep into each other," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 1, pages 89-111, January, DOI: 10.1007/s12197-017-9387-9.
• Jose Gutierrez & Steve Johnson & Robert Stretcher, 2018, "A synthesized model of short selling constraints and their impact on stock returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 1, pages 191-210, January, DOI: 10.1007/s12197-017-9393-y.
• KhasadYahu ZarBabal & Jocelyn Evans, 2018, "Does wall street affect main street? examining potential spillovers from investor stock market sentiment to personal consumption expenditures," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 2, pages 293-314, April, DOI: 10.1007/s12197-017-9394-x.
• Robert M. Hull & Sungkyu Kwak & Rosemary Walker, 2018, "Hedge fund attributes, insider behavior, and IPO volatility," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 2, pages 268-292, April, DOI: 10.1007/s12197-017-9396-8.
• Marius Popescu & Zhaojin Xu, 2018, "Mutual fund herding and reputational concerns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 3, pages 550-565, July, DOI: 10.1007/s12197-017-9405-y.
• Asiye Aydilek & Harun Aydilek, 2018, "Parameter interchangeability under recursive utility with housing," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 4, pages 807-817, October, DOI: 10.1007/s12197-018-9433-2.
• Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018, "Long-run heterogeneity in an exchange economy with fixed-mix traders," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 66, issue 2, pages 407-447, August, DOI: 10.1007/s00199-017-1066-8.
• Zia-ur-Rehman Rao & Tanveer Ahsan & Muhammad Zubair Tauni & Muhammad Umar, 2018, "Performance and Persistence in Performance of Actively Managed Chinese Equity Funds," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 3, pages 727-747, September, DOI: 10.1007/s40953-017-0104-5.
• An Chen & Thai Nguyen & Mitja Stadje, 2018, "Risk management with multiple VaR constraints," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 88, issue 2, pages 297-337, October, DOI: 10.1007/s00186-018-0637-1.
• I. Antoniadis & N. Sariannidis & S. Kontsas, 2018, "The Effect of Bitcoin Prices on US Dollar Index Price," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Time Series Data Methods in Applied Economic Research", DOI: 10.1007/978-3-030-02194-8_34.
• Imlak Shaikh, 2018, "Brexit and Global Implied Volatility Indices," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Time Series Data Methods in Applied Economic Research", DOI: 10.1007/978-3-030-02194-8_6.
• Yujing Gong & Kung-Cheng Ho, 2018, "Does corporate social responsibility matter for corporate stability? Evidence from China," Quality & Quantity: International Journal of Methodology, Springer, volume 52, issue 5, pages 2291-2319, September, DOI: 10.1007/s11135-017-0665-6.
• Venky Nagar & Madhav V. Rajan & Korok Ray, 2018, "An information-based model for the differential treatment of gains and losses," Review of Accounting Studies, Springer, volume 23, issue 2, pages 622-653, June, DOI: 10.1007/s11142-018-9443-5.