Research classified by Journal of Economic Literature (JEL) codes

2018

• David Ferreira Lopes Santos, 2018, "Restricao financeira e a sensibilidade do fluxo de caixa das empresas brasileiras," Estudios Gerenciales, Universidad Icesi, volume 34, issue 149, pages 373-384.
• Mercedes Alda & Isabel Marco & Adri�n Marzo, 2018, "La reforma del sistema público de pensiones espanol: el factor de sostenibilidad," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 1, pages 25-43.
• Mercedes Alda* & Isabel Marco** & Adri�n Marzo***, 2018, "The reform of the Spanish public pension system: The sustainability factor," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 1, pages 45-63.
• Andrés Felipe Galeano Zurbaran, 2018, "Distribuciones no normales para la selección de activos en el mercado Colombiano," Documentos de Trabajo, Quantil, number 17208, Oct.
• Nathan Converse & Eduardo Levy-Yeyati & Tomas Williams, 2018, "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Documentos de Trabajo, The Latin American and Caribbean Economic Association (LACEA), number 16200, Apr.
• CANDELON Bertrand, & HASSE Jean-Baptiste, & LAJAUNIE Quentin,, 2018, "SRI: Truths and lies," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2018034, Dec.
• Kosowski, Robert & Joenväärä, Juha & Tolonen, Pekka, 2018, "The Effect of Investment Constraints on Hedge Fund Investor Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12599, Jan.
• Schoenmaker, Dirk, 2018, "A Framework for Sustainable Finance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12603, Jan.
• Lettau, Martin & Ludvigson, Sydney & Ma, Sai, 2018, "Capital Share Risk in U.S. Asset Pricing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12628, Jan.
• Pedersen, Lasse Heje & Garleanu, Nicolae Bogdan, 2018, "Efficiently Inefficient Markets for Assets and Asset Management," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12664, Jan.
• Pedersen, Lasse Heje & Asness, Clifford S. & Frazzini, Andrea & Israel, Ronen, 2018, "Size Matters, if You Control Your Junk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12684, Feb.
• Pedersen, Lasse Heje & Asness, Clifford S. & Liew, John M. & Thapar, Ashwin K, 2018, "Deep Value," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12685, Feb.
• Collin-Dufresne, Pierre & Daniel, Kent & Saglam, Mehmet, 2018, "Liquidity Regimes and Optimal Dynamic Asset Allocation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12737, Feb.
• Buss, Adrian & Vilkov, Grigory & ,, 2018, "Expected Correlation and Future Market Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12760, Dec.
• Sentana, Enrique, 2018, "Volatility, diversification and contagion," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12824, Mar.
• Wagner, Wolf & Kartasheva, Anastasia & Chotibhak, Jotikasthira & Ellul, Andrew & Lundblad, Christian, 2018, "Insurers as Asset Managers and Systemic Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12849, Apr.
• 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.
• Dirceu Pereira, 2018, "Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 2, issue 1, pages 1-44, DOI: http://dx.doi.org/10.1991/jefa.v2i1.
• Arina Wischnewsky & Matthias Neuenkirch, 2018, "Shadow Banks and the Risk-Taking Channel of Monetary Policy Transmission in the Euro Area," Research Papers in Economics, University of Trier, Department of Economics, number 2018-03.
• Christian Masiak & Joern H. Block & Tobias Masiak & Matthias Neuenkirch & Katja N. Pielen, 2018, "The Market Cycles of ICOs, Bitcoin, and Ether," Research Papers in Economics, University of Trier, Department of Economics, number 2018-04.
• Cherbonnier, Frédéric & Gollier, Christian, 2018, "Risk-adjusted social discount rates," TSE Working Papers, Toulouse School of Economics (TSE), number 18-972, Oct, revised Dec 2020.
• Fabio C. Bagliano & Raffaele Corvino & Carolina Fugazza & Giovanna Nicodano, 2018, "Hedging Labor Income Risk over the Life-Cycle," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 058, Dec.
• Tihana Skrinjaric, 2018, "Rolling Regression Capm On Zagreb Stock Exchange - Can Investors Profit From It?," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 16, issue 2, pages 7-22, November.
• Francesca Carapella & Cyril Monnet, 2018, "Dealers' Insurance, Market Structure, And Liquidity," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp1812, Jul.
• Yoram Halevy & Dotan Persitz & Lanny Zrill, 2018, "Parametric Recoverability of Preferences," Journal of Political Economy, University of Chicago Press, volume 126, issue 4, pages 1558-1593, DOI: 10.1086/697741.
• Hazel Bateman & Ralph Stevens & Jennifer Alonso Garcia & Eduard Ponds, 2018, "Learning to Value Annuities: The Role of Information and Engagement," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/300030, Dec.
• Aaron Hedlund, 2018, "Credit Constraints, House Prices, and the Impact of Life Cycle Dynamics," Working Papers, Department of Economics, University of Missouri, number 1807, Apr.
• Jose Antonio Pedrosa-Garcia & Yasmin Winther De Araujo Consolino Almeida, 2018, "Regulation of Cryptocurrencies: Evidence from Asia and the Pacific," MPDD Working Paper Series, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), number WP/18/03, Aug.
• Aslanidis, Nektarios, & Christiansen, Charlotte, 2018, "Flight to Safety from European Stock Markets," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/306547.
• Hintermaier, Thomas & Koeniger, Winfried, 2018, "Differences in Euro-Area Household Finances and their Relevance for Monetary-Policy Transmission," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1806, May, revised Nov 2019.
• Florian Fuchs & Roland Füss & Tim Jenkisnon & Stefan Morkoetter, 2018, "Should Investors Care Where Private Equity Managers Went To School?," Working Papers on Finance, University of St. Gallen, School of Finance, number 1806, Jan.
• Frank Graef & Pascal Vogt & Volker Vonhoff & Florian Weigert, 2018, "Cash Holdings and the Performance of European Mutual Funds," Working Papers on Finance, University of St. Gallen, School of Finance, number 1807, Feb.
• Thomas Walther & Tony Klein & Hien Pham Thu, 2018, "Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance," Working Papers on Finance, University of St. Gallen, School of Finance, number 1812, Mar.
• Thomas Walther & Tony Klein, 2018, "Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting," Working Papers on Finance, University of St. Gallen, School of Finance, number 1815, Jun.
• Manuel Ammann & Sebastian Fischer & Florian Weigert, 2018, "Risk Factor Exposure Variation and Mutual Fund Performance," Working Papers on Finance, University of St. Gallen, School of Finance, number 1817, Aug, revised Nov 2018.
• Vikas Agarwal & Stefan Ruenzi & Florian Weigert, 2018, "Unobserved Performance of Hedge Funds," Working Papers on Finance, University of St. Gallen, School of Finance, number 1825, Dec.
• Alexander Cochard & Stephan Heller & Vitaly Orlov, 2018, "In Military We Trust: The Effect of Managers' Military Background on Mutual Fund Flows," Working Papers on Finance, University of St. Gallen, School of Finance, number 1826, Dec.
• Turan G. Bali & Florian Weigert, 2018, "Have Hedge Funds Solved the Idiosyncratic Volatility Puzzle?," Working Papers on Finance, University of St. Gallen, School of Finance, number 1827, Dec.
• Mikhail Anufriev & Te Bao & Angela Sutan & Jan Tuinstra, 2018, "Fee Structure and Mutual Fund Choice: An Experiment," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 45, Jun.
• Fausto Corradin & Domenico Sartore, 2018, "Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2018:24.
• DUȚĂ, Violeta, 2018, "Using The Symmetric Models Garch (1.1) And Garch-M (1.1) To Investigate Volatility And Persistence For The European And Us Financial Markets," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 22, issue 1, pages 64-86.
• AROSKAR, Rajarshi (Raj) & OGDEN, A. William, 2018, "A Comparative Study Of The Volatility And Efficiency Of Commodity Futures Index Roll Methods," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 22, issue 3, pages 27-40, September.
• HAILU, Aregu Asmare & TASSEW, Abel Worku, 2018, "The Impact Of Investment Diversification On Financial Performance Of Commercial Banks In Ethiopia," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 22, issue 3, pages 41-55, September.
• Hao Fang & Yen-Hsien Lee & William S. Chang, 2018, "Nonlinear Short-Run Adjustments between House and Stock Prices in Emerging Asian Regions," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 65, issue 1, pages 37-63.
• Aleksandar Naumoski & Metodija Nestorovski, 2018, "Ex-ante Equity Risk Premia: Expectational Estimates Using Stock Market Returns Forecasts in the Emerging Equity Market," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 65, issue 4, pages 479-507.
• Donath Liliana Eva & Ioan Roxana & Mandimutsira Tatenda, 2018, "Evaluating the Performance of Socially Responsible Investment Funds," Scientific Annals of Economics and Business, Sciendo, volume 65, issue 2, pages 139-158, June, DOI: 10.2478/saeb-2018-0008.
• Lobão Júlio, 2018, "Are African Stock Markets Inefficient? New Evidence on Seasonal Anomalies," Scientific Annals of Economics and Business, Sciendo, volume 65, issue 3, pages 283-301, September, DOI: 10.2478/saeb-2018-0023.
• Dubova Ekaterina & Volodin Sergey & Borenko Irina, 2018, "High-Dividend Portfolios with Filters on the Financial Performance and an Optimization of Assets Weights in a Portfolio," Scientific Annals of Economics and Business, Sciendo, volume 65, issue 3, pages 347-363, September, DOI: 10.2478/saeb-2018-0015.
• Brito Rui Pedro & Sebastião Helder & Godinho Pedro, 2018, "On the Gains of Using High Frequency Data in Portfolio Selection," Scientific Annals of Economics and Business, Sciendo, volume 65, issue 4, pages 365-383, December, DOI: 10.2478/saeb-2018-0030.
• Ryś Przemysław & Ślepaczuk Robert, 2018, "Machine Learning Methods in Algorithmic Trading Strategy Optimization – Design and Time Efficiency," Central European Economic Journal, Sciendo, volume 5, issue 52, pages 206-229, January, DOI: 10.1515/ceej-2018-0021.
• Ślusarz Grzegorz & Cierpiał-Wolan Marek, 2018, "Investment Activity of Local Administrative Units and the Level of Entrepreneurship Development in the Rzeszów Functional Area," Central European Economic Journal, Sciendo, volume 5, issue 52, pages 40-55, DOI: 10.1515/ceej-2018-0007.
• Ślusarz Grzegorz & Cierpiał-Wolan Marek, 2018, "Investment Activity of Local Administrative Units and the Level of Entrepreneurship Development in the Rzeszów Functional Area," Central European Economic Journal, Sciendo, volume 5, issue 52, pages 40-55, January, DOI: 10.1515/ceej-2018-0007.
• Radović Milica & Radukić Snežana & Njegomir Vladimir, 2018, "The Application of the Markowitz’s Model in Efficient Portfolio Forming on the Capital Market in the Republic of Serbia," Economic Themes, Sciendo, volume 56, issue 1, pages 17-34, April, DOI: 10.2478/ethemes-2018-0002.
• Jasiniak Magdalena, 2018, "Determinants of Investment Decisions on the Capital Market," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 14, issue 2, pages 1-8, June, DOI: 10.2478/fiqf-2018-0007.
• Potrykus Marcin, 2018, "Comparison of Investment Performance Measures Using the Example of Selected Stock Exchanges," Financial Sciences. Nauki o Finansach, Sciendo, volume 23, issue 2, pages 30-46, June, DOI: 10.15611/fins.2018.2.03.
• Fraś Alicja, 2018, "Expensive and Cheap Funds – Polish Stock Mutual Fund Fees in 2017," Financial Sciences. Nauki o Finansach, Sciendo, volume 23, issue 4, pages 38-49, December, DOI: 10.15611/fins.2018.4.03.
• Krzysztof Kość & Paweł Sakowski & Robert Ślepaczuk, 2018, "Momentum and contrarian effects on the cryptocurrency market," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2018-09.
• Damian Zięba & Katarzyna Śledziewska, 2018, "Are demand shocks in Bitcoin contagious?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2018-17.
• Małgorzata Jabłczyńska & Krzysztof Kosc & Przemysław Ryś & Robert Ślepaczuk & Paweł Sakowski & Grzegorz Zakrzewski, 2018, "Why you should not invest in mining endeavour? The efficiency of BTC mining under current market conditions," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2018-18.
• Calomiris,Charles W. & Larrain,Mauricio & Schmukler,Sergio L., 2018, "Capital inflows, equity issuance activity, and corporate investment," Policy Research Working Paper Series, The World Bank, number 8405, Apr.
• Jie Zhou, 2018, "Household Stock Market Participation During the Great Financial Crisis," Departmental Working Papers, The University of Winnipeg, Department of Economics, number 2018-02, Dec.
• Marcel Fratzscher & Marco Lo Duca & Roland Straub, 2018, "On the International Spillovers of US Quantitative Easing," Economic Journal, Royal Economic Society, volume 128, issue 608, pages 330-377, February, DOI: 10.1111/ecoj.12435.
• Omar Rachedi, 2018, "Portfolio Rebalancing And Asset Pricing With Heterogeneous Inattention," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 59, issue 2, pages 699-726, May, DOI: 10.1111/iere.12285.
• Jesus Crespo Cuaresma & Ines Fortin & Jaroslava Hlouskova, 2018, "Exchange rate forecasting and the performance of currency portfolios," Journal of Forecasting, John Wiley & Sons, Ltd., volume 37, issue 5, pages 519-540, August, DOI: 10.1002/for.2518.
• Sepideh Dolatabadi & Paresh Kumar Narayan & Morten Ørregaard Nielsen & Ke Xu, 2018, "Economic significance of commodity return forecasts from the fractionally cointegrated VAR model," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 38, issue 2, pages 219-242, February, DOI: 10.1002/fut.21866.
• DAVID E. ALLEN & MICHAEL McALEER & ROBERT J. POWELL & ABHAY K. SINGH, 2018, "Non-Parametric Multiple Change Point Analysis Of The Global Financial Crisis," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 02, pages 1-23, June, DOI: 10.1142/S2010495218500082.
• Richard Lu & Chen-Chen Yang & Wing-Keung Wong, 2018, "Time Diversification: Perspectives From The Economic Index Of Riskiness," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 03, pages 1-15, September, DOI: 10.1142/S2010495218500112.
• Charles-Albert Lehalle & Sophie Laruelle (ed.), 2018, "Market Microstructure in Practice," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10739, ISBN: ARRAY(0x851d5c30).
• Charles-Albert Lehalle & Sophie Laruelle, 2018, "Monitoring the Fragmentation at Any Scale," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Charles-Albert Lehalle & Sophie Laruelle, "Market Microstructure in Practice".
• Charles-Albert Lehalle & Sophie Laruelle, 2018, "Understanding the Stakes and the Roots of Fragmentation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Charles-Albert Lehalle & Sophie Laruelle, "Market Microstructure in Practice".
• Charles-Albert Lehalle & Sophie Laruelle, 2018, "Optimal Organizations for Optimal Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Charles-Albert Lehalle & Sophie Laruelle, "Market Microstructure in Practice".
• Sung Jun Park & Ki Young Park, 2018, "Can Investors Profit from Security Analyst Recommendations?," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2018rwp-131, Oct.
• Hugonnier, J.; & Pelgrin, F.; & St-Amour, P.;, 2018, "Valuing Life as an Asset, as a Statistic and at Gunpoint," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 18/20, Aug.
• Olga Almabekova Roman Kuzmich Elena Antosik, 2018, "Income Approach to Business Valuation: Russian Perspective," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 21, issue 2, pages 115-128, November, DOI: 10.2478/zireb-2018-0017.
• Davor Zorièiæ Denis Dolinar Zrinka Lovretin Golubiæ, 2018, "Performance Analysis of Fundamentally-Weighted Indices in the Croatian Capital Market," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 21, issue SCI, pages 43-53, December.
• Eichfelder, Sebastian & Schneider, Kerstin, 2018, "How do tax incentives affect business investment? Evidence from German bonus depreciation," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 231.
• Korkeamäki, Timo & Virk, Nader & Wang, Haizhi & Wang, Peng, 2018, "Learning Chinese? The changing investment behavior of foreign institutions in the Chinese stock market," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 19/2018.
• Faria, Gonçalo & Verona, Fabio, 2018, "The equity risk premium and the low frequency of the term spread," Bank of Finland Research Discussion Papers, Bank of Finland, number 7/2018.
• Klein, Arne C. & Pliszka, Kamil, 2018, "The time-varying impact of systematic risk factors on corporate bond spreads," Discussion Papers, Deutsche Bundesbank, number 14/2018.
• Tischer, Johannes, 2018, "Quantitative easing, portfolio rebalancing and credit growth: Micro evidence from Germany," Discussion Papers, Deutsche Bundesbank, number 20/2018.
• Gündüz, Yalin, 2018, "Mitigating counterparty risk," Discussion Papers, Deutsche Bundesbank, number 35/2018.
• Luu, Duc Thi & Lux, Thomas, 2018, "Multilayer overlaps and correlations in the bank-firm credit network of Spain," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2018-04.
• Gábor-Tóth, Enikő & Georgarakos, Dimitris, 2018, "Economic policy uncertainty and stock market participation," CFS Working Paper Series, Center for Financial Studies (CFS), number 590.
• Andonov, Aleksandar & Kräussl, Roman & Rauh, Joshua, 2018, "The subsidy to infrastructure as an asset class," CFS Working Paper Series, Center for Financial Studies (CFS), number 599.
• Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2018, "Putting the pension back in 401(k) retirement plans: Optimal versus default longevity income annuities," CFS Working Paper Series, Center for Financial Studies (CFS), number 607.
• Leuz, Christian & Meyer, Steffen & Muhn, Maximilian & Soltes, Eugene & Hackethal, Andreas, 2018, "Who falls prey to the Wolf of Wall Street? Investor participation in market manipulation," CFS Working Paper Series, Center for Financial Studies (CFS), number 609.
• Das, Nandita & Chatterje, Swarn & Ruf, Bernadette & Sunder, Aman, 2018, "ESG Ratings and the Performance of Socially Responsible Mutual Funds: A Panel Study," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 17, issue 1, pages 49-57.
• Khan, Kanwal Iqbal & Ghafoor, Muhammad Mudassar & Sheeraz, Muhammad & Mahmood, Shahid, 2018, "Pay or not to Pay Dividends: Company Policy and Investor Expectations," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 7, issue 1, pages 137-157.
• Mause, Karsten, 2018, "Investitionen," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, pages 1039-1048.
• Baumöhl, Eduard, 2018, "Are cryptocurrencies connected to forex? A quantile cross-spectral approach," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 174884.
• Li, Jianbiao & Niu, Xiaofei & Li, Dahui & Cao, Qian, 2018, "Using Non-Invasive Brain Stimulation to Test the Role of Self-Control in Investor Behavior," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 177890.
• Výrost, Tomas & Lyócsa, Štefan & Baumöhl, Eduard, 2018, "Network-based asset allocation strategies," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 180063.
• Saha, Kunal, 2018, "An investigation into the dependence structure of major cryptocurrencies," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 181878.
• Gangwar, Rachna & Singh, Ritvik, 2018, "Analyzing Factors Affecting Financial Literacy and its Impact on Investment Behavior among Adults in India," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 183168.
• Chen, Xi, 2018, "Smog, Cognition and Real-World Decision Making," GLO Discussion Paper Series, Global Labor Organization (GLO), number 266.
• Bertocchi, Graziella & Brunetti, Marianna & Zaiceva, Anzelika, 2018, "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," GLO Discussion Paper Series, Global Labor Organization (GLO), number 280.
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• Chaliasos, Michael & Jansson, Thomas & Karabulut, Yigitcan, 2018, "Financial literacy externalities," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 127.
• Roth, Christopher & Wohlfart, Johannes, 2018, "How do expectations about the macroeconomy affect personal expectations and behavior?," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 128.
• Goldfayn-Frank, Olga & Wohlfart, Johannes, 2018, "How do consumers adapt to a new environment in their economic forecasting? Evidence from the German reunification," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 129.
• Klein, Tony & Thu, Hien Pham & Walther, Thomas, 2018, "Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-015.
• Packham, Natalie & Papenbrock, Jochen & Schwendner, Peter & Woebbeking, Fabian, 2018, "Tail-Risk Protection Trading Strategies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-038.
• Chiu, Hsin-Yu & Chiang, Mi-Hsiu & Kuo, Wei-Yu, 2018, "Predicative Ability of Similarity-based Futures Trading Strategies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-045.
• Petukhina, Alla & Trimborn, Simon & Härdle, Wolfgang Karl & Elendner, Hermann, 2018, "Investing with cryptocurrencies - evaluating the potential of portfolio allocation strategies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-058.
• Littke, Helge C. N., 2018, "Channeling the Iron Ore Super-Cycle: The role of regional bank branch networks in emerging markets," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2018.
• Littke, Helge C. N. & Ossandon Busch, Matias, 2018, "Banks fearing the drought? Liquidity hoarding as a response to idiosyncratic interbank funding dry-ups," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 12/2018.
• Müller, Carola, 2018, "Basel III capital requirements and heterogeneous banks," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 14/2018, revised 2018.
• Voigtländer, Michael, 2018, "Die Modernisierungsumlage zwischen Investitionshemmnis und Mieterüberforderung," IW policy papers, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 11/2018.
• Demary, Markus & Neligan, Adriana, 2018, "Are green bonds a viable way to finance environmental goals? An analysis of chances and risks of green bonds," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 28/2018.
• Voigtländer, Michael, 2018, "Balance halten in der Mietpreisregulierung: Stellungnahme zum Mietrechtsanpassungsgesetz (Drucksache 19/4672) sowie zu weiteren Anträgen zur Mietpreisregulierung (Drucksachen 19/2976, 19/4829, 19/4885)," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 43/2018.
• Klein, Tony & Hien, Pham Thu & Walther, Thomas, 2018, "Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2018/01, DOI: 10.2139/ssrn.3146845.
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• Girardi, Giulio & Hanley, Kathleen Weiss & Nikolova, Stanislava & Pelizzon, Loriana & Getmansky, Mila, 2018, "Portfolio similarity and asset liquidation in the insurance industry," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 224, DOI: 10.2139/ssrn.3239362.
• Stark, Oded, 2018, "On social preferences and the intensity of risk aversion," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 105, DOI: 10.15496/publikation-23182.
• Jaspersen, Stefan & Limbach, Peter, 2018, "Knowing Me, Knowing You? Similarity to the CEO and Fund Managers' Investment Decisions," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181501.
• Hofmann, Maurice & Fehr, Hans, 2018, "Tenure Choice, Portfolio Structure and Long-term Care - Optimal Risk Management in Retirement," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181517.
• Baumann, Michael Heinrich & Herz, Bernhard & Baumann, Michaela, 2018, "Exchange-traded Funds, Investment Strategies, and Financial Stability," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181542.
• Avdiu, Besart & Gruhle, Tobias, 2018, "Contagion and Information Frictions in Emerging Markets: The Role of Joint Signals," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181570.
• Eidam, Frederik, 2018, "Gap-filling government debt maturity choice," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 18-025.
• Gianluca De Nard & Olivier Ledoit & Michael Wolf, 2018, "Factor models for portfolio selection in large dimensions: the good, the better and the ugly," ECON - Working Papers, Department of Economics - University of Zurich, number 290, Jun, revised Dec 2018.
• Robles-Zurita, José, 2018, "Alternation bias and sums of identically distributed monetary lotteries," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 72, issue C, pages 78-85, DOI: 10.1016/j.socec.2017.12.001.
• Li, Jianbiao & Li, Dahui & Cao, Qian & Niu, Xiaofei, 2018, "The role of regret and disappointment in the repurchase effect: Does gender matter?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 75, issue C, pages 134-140, DOI: 10.1016/j.socec.2018.06.005.
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• Gavriilidis, Konstantinos & Kambouroudis, Dimos S. & Tsakou, Katerina & Tsouknidis, Dimitris A., 2018, "Volatility forecasting across tanker freight rates: The role of oil price shocks," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 118, issue C, pages 376-391, DOI: 10.1016/j.tre.2018.08.012.
• Cho, Thummim, 2018, "Turning alphas into betas: arbitrage and the cross-section of risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118915, Nov.
• Saka, Orkun, 2018, "Domestic banks as lightning rods? Home bias and information during Eurozone crisis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118921, Sep.
• Choi, Darwin & Lou, Dong & Mukherjee, Abhiroop, 2018, "The effect of superstar firms on college major choice," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118941, Apr.
• Czichowsky, Christoph Johannes & Peyre, Rémi & Schachermayer, Walter & Yang, Junjian, 2018, "Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 85230, Jan.
• Jiang, Hao & Verardo, Michela, 2018, "Does herding behavior reveal skill? An analysis of mutual fund performance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86372, Oct.
• Petr Jakubik & Eveline Turturescu, 2018, "Potential drivers of insurers equity investments," EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department, number 12, Jun.
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• Carlo Cristiano & Maria Cristina Marcuzzo, 2018, "John Maynard Keynes: the economist as investor," Review of Keynesian Economics, Edward Elgar Publishing, volume 6, issue 2, pages 266-281, April.
• Jiaojiao Fan & Xin Li & Qinghua Shi & Chi-Wei Su, 2017, "The co-movement and causality between housing and stock markets in the time and frequency domains considering inflation," China Finance Review International, Emerald Group Publishing Limited, volume 8, issue 1, pages 92-108, December, DOI: 10.1108/CFRI-06-2017-0061.
• Qi Deng, 2018, "A generalized VECM/VAR-DCC/ADCC framework and its application in the Black-Litterman model," China Finance Review International, Emerald Group Publishing Limited, volume 8, issue 4, pages 453-467, March, DOI: 10.1108/CFRI-07-2016-0095.
• Xiaoping Li & Chunyang Zhou, 2018, "Dynamic asset allocation with asymmetric jump distribution," China Finance Review International, Emerald Group Publishing Limited, volume 8, issue 4, pages 387-398, March, DOI: 10.1108/CFRI-08-2017-0180.
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• Hongquan Zhu & Lingling Jiang, 2017, "Investor recognition and stock returns: evidence from China," China Finance Review International, Emerald Group Publishing Limited, volume 8, issue 2, pages 199-215, December, DOI: 10.1108/CFRI-11-2016-0127.
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• Ahmed Bouteska & Boutheina Regaieg, 2018, "Loss aversion, overconfidence of investors and their impact on market performance evidence from the US stock markets," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 25, issue 50, pages 451-478, October, DOI: 10.1108/JEFAS-07-2017-0081.
• Luc Chavalle & Luis Chavez-Bedoya, 2018, "The impact of transaction costs in portfolio optimization," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 24, issue 48, pages 288-311, October, DOI: 10.1108/JEFAS-12-2017-0126.
• Maria Teresa Medeiros Garcia & Ricardo António Abreu Oliveira, 2018, "Value versus growth in PIIGS stock markets," Journal of Economic Studies, Emerald Group Publishing Limited, volume 45, issue 5, pages 956-978, October, DOI: 10.1108/JES-06-2017-0160.
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