Research classified by Journal of Economic Literature (JEL) codes

2019

• Brooks, Chris & Sangiorgi, Ivan & Hillenbrand, Carola & Money, Kevin, 2019, "Experience wears the trousers: Exploring gender and attitude to financial risk," Journal of Economic Behavior & Organization, Elsevier, volume 163, issue C, pages 483-515, DOI: 10.1016/j.jebo.2019.04.026.
• Rzakhanov, Zaur & Jetley, Gaurav, 2019, "Competition, scale and hedge fund performance: Evidence from merger arbitrage," Journal of Economics and Business, Elsevier, volume 105, issue C, DOI: 10.1016/j.jeconbus.2019.04.002.
• Dindo, Pietro, 2019, "Survival in speculative markets," Journal of Economic Theory, Elsevier, volume 181, issue C, pages 1-43, DOI: 10.1016/j.jet.2019.02.002.
• Aragon, George O. & Li, Lei & Qian, Jun ‘QJ’, 2019, "The use of credit default swaps by bond mutual funds: Liquidity provision and counterparty risk," Journal of Financial Economics, Elsevier, volume 131, issue 1, pages 168-185, DOI: 10.1016/j.jfineco.2018.07.014.
• Greenwood, Robin & Shleifer, Andrei & You, Yang, 2019, "Bubbles for Fama," Journal of Financial Economics, Elsevier, volume 131, issue 1, pages 20-43, DOI: 10.1016/j.jfineco.2018.09.002.
• Sun, Lin & Teo, Melvyn, 2019, "Public hedge funds," Journal of Financial Economics, Elsevier, volume 131, issue 1, pages 44-60, DOI: 10.1016/j.jfineco.2018.09.004.
• Hong, Harrison & Xu, Jiangmin, 2019, "Inferring latent social networks from stock holdings," Journal of Financial Economics, Elsevier, volume 131, issue 2, pages 323-344, DOI: 10.1016/j.jfineco.2017.08.005.
• Aragon, George O. & Martin, J. Spencer & Shi, Zhen, 2019, "Who benefits in a crisis? Evidence from hedge fund stock and option holdings," Journal of Financial Economics, Elsevier, volume 131, issue 2, pages 345-361, DOI: 10.1016/j.jfineco.2017.09.008.
• Huang, Xing, 2019, "Mark Twain’s Cat: Investment experience, categorical thinking, and stock selection," Journal of Financial Economics, Elsevier, volume 131, issue 2, pages 404-432, DOI: 10.1016/j.jfineco.2018.08.003.
• Moreira, Alan & Muir, Tyler, 2019, "Should Long-Term Investors Time Volatility?," Journal of Financial Economics, Elsevier, volume 131, issue 3, pages 507-527, DOI: 10.1016/j.jfineco.2018.09.011.
• Phelan, Gregory & Toda, Alexis Akira, 2019, "Securitized markets, international capital flows, and global welfare," Journal of Financial Economics, Elsevier, volume 131, issue 3, pages 571-592, DOI: 10.1016/j.jfineco.2018.08.011.
• Bai, Jennie & Bali, Turan G. & Wen, Quan, 2019, "Common risk factors in the cross-section of corporate bond returns," Journal of Financial Economics, Elsevier, volume 131, issue 3, pages 619-642, DOI: 10.1016/j.jfineco.2018.08.002.
• Lu, Zhongjin & Murray, Scott, 2019, "Bear beta," Journal of Financial Economics, Elsevier, volume 131, issue 3, pages 736-760, DOI: 10.1016/j.jfineco.2018.09.006.
• Jiang, Fuwei & Lee, Joshua & Martin, Xiumin & Zhou, Guofu, 2019, "Manager sentiment and stock returns," Journal of Financial Economics, Elsevier, volume 132, issue 1, pages 126-149, DOI: 10.1016/j.jfineco.2018.10.001.
• Pyun, Sungjune, 2019, "Variance risk in aggregate stock returns and time-varying return predictability," Journal of Financial Economics, Elsevier, volume 132, issue 1, pages 150-174, DOI: 10.1016/j.jfineco.2018.10.002.
• Bai, John (Jianqiu) & Ma, Linlin & Mullally, Kevin A. & Solomon, David H., 2019, "What a difference a (birth) month makes: The relative age effect and fund manager performance," Journal of Financial Economics, Elsevier, volume 132, issue 1, pages 200-221, DOI: 10.1016/j.jfineco.2018.10.003.
• Jang, Jeewon & Kang, Jangkoo, 2019, "Probability of price crashes, rational speculative bubbles, and the cross-section of stock returns," Journal of Financial Economics, Elsevier, volume 132, issue 1, pages 222-247, DOI: 10.1016/j.jfineco.2018.10.005.
• Ben-David, Itzhak & Birru, Justin & Rossi, Andrea, 2019, "Industry familiarity and trading: Evidence from the personal portfolios of industry insiders," Journal of Financial Economics, Elsevier, volume 132, issue 1, pages 49-75, DOI: 10.1016/j.jfineco.2018.08.007.
• Schneider, Paul, 2019, "An anatomy of the market return," Journal of Financial Economics, Elsevier, volume 132, issue 2, pages 325-350, DOI: 10.1016/j.jfineco.2018.10.015.
• Huang, Shiyang & Huang, Yulin & Lin, Tse-Chun, 2019, "Attention allocation and return co-movement: Evidence from repeated natural experiments," Journal of Financial Economics, Elsevier, volume 132, issue 2, pages 369-383, DOI: 10.1016/j.jfineco.2018.10.006.
• Pandolfi, Lorenzo & Williams, Tomas, 2019, "Capital flows and sovereign debt markets: Evidence from index rebalancings," Journal of Financial Economics, Elsevier, volume 132, issue 2, pages 384-403, DOI: 10.1016/j.jfineco.2018.10.008.
• Heimer, Rawley & Simsek, Alp, 2019, "Should retail investors’ leverage be limited?," Journal of Financial Economics, Elsevier, volume 132, issue 3, pages 1-21, DOI: 10.1016/j.jfineco.2018.10.017.
• Nadauld, Taylor D. & Sensoy, Berk A. & Vorkink, Keith & Weisbach, Michael S., 2019, "The liquidity cost of private equity investments: Evidence from secondary market transactions," Journal of Financial Economics, Elsevier, volume 132, issue 3, pages 158-181, DOI: 10.1016/j.jfineco.2018.11.007.
• Hasler, Michael & Khapko, Mariana & Marfè, Roberto, 2019, "Should investors learn about the timing of equity risk?," Journal of Financial Economics, Elsevier, volume 132, issue 3, pages 182-204, DOI: 10.1016/j.jfineco.2018.11.011.
• Lee, Charles M.C. & Sun, Stephen Teng & Wang, Rongfei & Zhang, Ran, 2019, "Technological links and predictable returns," Journal of Financial Economics, Elsevier, volume 132, issue 3, pages 76-96, DOI: 10.1016/j.jfineco.2018.11.008.
• Andersen, Steffen & Hanspal, Tobin & Nielsen, Kasper Meisner, 2019, "Once bitten, twice shy: The power of personal experiences in risk taking," Journal of Financial Economics, Elsevier, volume 132, issue 3, pages 97-117, DOI: 10.1016/j.jfineco.2018.10.018.
• Chen, Zhanhui & Yang, Bowen, 2019, "In search of preference shock risks: Evidence from longevity risks and momentum profits," Journal of Financial Economics, Elsevier, volume 133, issue 1, pages 225-249, DOI: 10.1016/j.jfineco.2019.01.004.
• Jegadeesh, Narasimhan & Noh, Joonki & Pukthuanthong, Kuntara & Roll, Richard & Wang, Junbo, 2019, "Empirical tests of asset pricing models with individual assets: Resolving the errors-in-variables bias in risk premium estimation," Journal of Financial Economics, Elsevier, volume 133, issue 2, pages 273-298, DOI: 10.1016/j.jfineco.2019.02.010.
• Demirci, Irem & Huang, Jennifer & Sialm, Clemens, 2019, "Government debt and corporate leverage: International evidence," Journal of Financial Economics, Elsevier, volume 133, issue 2, pages 337-356, DOI: 10.1016/j.jfineco.2019.03.009.
• Jondeau, Eric & Zhang, Qunzi & Zhu, Xiaoneng, 2019, "Average skewness matters," Journal of Financial Economics, Elsevier, volume 134, issue 1, pages 29-47, DOI: 10.1016/j.jfineco.2019.03.003.
• Harvey, Campbell R. & Liu, Yan, 2019, "Cross-sectional alpha dispersion and performance evaluation," Journal of Financial Economics, Elsevier, volume 134, issue 2, pages 273-296, DOI: 10.1016/j.jfineco.2019.04.005.
• Kelly, Bryan T. & Pruitt, Seth & Su, Yinan, 2019, "Characteristics are covariances: A unified model of risk and return," Journal of Financial Economics, Elsevier, volume 134, issue 3, pages 501-524, DOI: 10.1016/j.jfineco.2019.05.001.
• Ha, Yeonjeong & Ko, Kwangsoo, 2019, "Misspecifications in the fund flow-performance relationship," Journal of Financial Intermediation, Elsevier, volume 38, issue C, pages 69-81, DOI: 10.1016/j.jfi.2018.11.001.
• Fan, Ying & Yang, Zan & Yavas, Abdullah, 2019, "Understanding real estate price dynamics: The case of housing prices in five major cities of China✰," Journal of Housing Economics, Elsevier, volume 43, issue C, pages 37-55, DOI: 10.1016/j.jhe.2018.09.003.
• Boero, Gianna & Mandalinci, Zeyyad & Taylor, Mark P., 2019, "Modelling portfolio capital flows in a global framework: Multilateral implications of capital controls," Journal of International Money and Finance, Elsevier, volume 90, issue C, pages 142-160, DOI: 10.1016/j.jimonfin.2018.09.006.
• Cantú, Carlos, 2019, "Effects of capital controls on foreign exchange liquidity," Journal of International Money and Finance, Elsevier, volume 93, issue C, pages 201-222, DOI: 10.1016/j.jimonfin.2019.01.006.
• Hollstein, Fabian & Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Wese Simen, Chardin, 2019, "International tail risk and World Fear," Journal of International Money and Finance, Elsevier, volume 93, issue C, pages 244-259, DOI: 10.1016/j.jimonfin.2019.01.004.
• Broeders, Dirk W.G.A. & van Oord, Arco & Rijsbergen, David R., 2019, "Does it pay to pay performance fees? Empirical evidence from Dutch pension funds," Journal of International Money and Finance, Elsevier, volume 93, issue C, pages 299-312, DOI: 10.1016/j.jimonfin.2019.02.010.
• Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Wese Simen, Chardin, 2019, "The risk premium of gold," Journal of International Money and Finance, Elsevier, volume 94, issue C, pages 140-159, DOI: 10.1016/j.jimonfin.2019.02.011.
• Heipertz, Jonas & Rancière, Romain & Valla, Natacha, 2019, "Domestic and external sectoral portfolios: Network structure and balance-sheet contagion," Journal of International Money and Finance, Elsevier, volume 94, issue C, pages 206-226, DOI: 10.1016/j.jimonfin.2019.02.003.
• Fischer, Andreas M. & Groeger, Henrike & Sauré, Philip & Yeşin, Pınar, 2019, "Current account adjustment and retained earnings," Journal of International Money and Finance, Elsevier, volume 94, issue C, pages 246-259, DOI: 10.1016/j.jimonfin.2019.02.002.
• Ammer, John & Claessens, Stijn & Tabova, Alexandra & Wroblewski, Caleb, 2019, "Home country interest rates and international investment in U.S. bonds," Journal of International Money and Finance, Elsevier, volume 95, issue C, pages 212-227, DOI: 10.1016/j.jimonfin.2018.06.010.
• Boucher, Christophe & Tokpavi, Sessi, 2019, "Stocks and bonds: Flight-to-safety for ever?," Journal of International Money and Finance, Elsevier, volume 95, issue C, pages 27-43, DOI: 10.1016/j.jimonfin.2019.03.002.
• Cao, Shuo & Huang, Huichou & Liu, Ruirui & MacDonald, Ronald, 2019, "The term structure of exchange rate predictability: Commonality, scapegoat, and disagreement," Journal of International Money and Finance, Elsevier, volume 95, issue C, pages 379-401, DOI: 10.1016/j.jimonfin.2018.03.013.
• Mselmi, Nada & Hamza, Taher & Lahiani, Amine & Shahbaz, Muhammad, 2019, "Pricing corporate financial distress: Empirical evidence from the French stock market," Journal of International Money and Finance, Elsevier, volume 96, issue C, pages 13-27, DOI: 10.1016/j.jimonfin.2019.04.008.
• Chen, Jian & Jiang, Fuwei & Xue, Shuyu & Yao, Jiaquan, 2019, "The world predictive power of U.S. equity market skewness risk," Journal of International Money and Finance, Elsevier, volume 96, issue C, pages 210-227, DOI: 10.1016/j.jimonfin.2019.05.003.
• Cronin, David & Dunne, Peter G., 2019, "How effective are sovereign bond-backed securities as a spillover prevention device?," Journal of International Money and Finance, Elsevier, volume 96, issue C, pages 49-66, DOI: 10.1016/j.jimonfin.2019.05.001.
• Niţoi, Mihai & Pochea, Maria Miruna, 2019, "What drives European Union stock market co-movements?," Journal of International Money and Finance, Elsevier, volume 97, issue C, pages 57-69, DOI: 10.1016/j.jimonfin.2019.06.004.
• Atilgan, Yigit & Bali, Turan G. & Demirtas, K. Ozgur & Gunaydin, A. Doruk, 2019, "Global downside risk and equity returns," Journal of International Money and Finance, Elsevier, volume 98, issue C, pages 1-1, DOI: 10.1016/j.jimonfin.2019.102065.
• Kellner, Ralf & Rösch, Daniel, 2019, "A country specific point of view on international diversification," Journal of International Money and Finance, Elsevier, volume 98, issue C, pages 1-1, DOI: 10.1016/j.jimonfin.2019.102064.
• Fuertes, Ana-Maria & Phylaktis, Kate & Yan, Cheng, 2019, "Uncovered equity “disparity” in emerging markets," Journal of International Money and Finance, Elsevier, volume 98, issue C, pages 1-1, DOI: 10.1016/j.jimonfin.2019.102066.
• Alderighi, Stefano & Cleary, Siobhan & Varanasi, Padmasai, 2019, "Do institutional factors influence cross-border portfolio equity flows? New evidence from emerging markets," Journal of International Money and Finance, Elsevier, volume 99, issue C, DOI: 10.1016/j.jimonfin.2019.102070.
• Bagliano, Fabio C. & Fugazza, Carolina & Nicodano, Giovanna, 2019, "Life-cycle portfolios, unemployment and human capital loss," Journal of Macroeconomics, Elsevier, volume 60, issue C, pages 325-340, DOI: 10.1016/j.jmacro.2019.03.006.
• Marszk, Adam & Lechman, Ewa, 2019, "New technologies and diffusion of innovative financial products: Evidence on exchange-traded funds in selected emerging and developed economies," Journal of Macroeconomics, Elsevier, volume 62, issue C, DOI: 10.1016/j.jmacro.2018.10.001.
• Bishnu, Monisankar & Guo, Nick L. & Kumru, Cagri S., 2019, "Social security with differential mortality," Journal of Macroeconomics, Elsevier, volume 62, issue C, DOI: 10.1016/j.jmacro.2018.11.005.
• Döpke, Jörg & Fritsche, Ulrich & Müller, Karsten, 2019, "Has macroeconomic forecasting changed after the Great Recession? Panel-based evidence on forecast accuracy and forecaster behavior from Germany," Journal of Macroeconomics, Elsevier, volume 62, issue C, DOI: 10.1016/j.jmacro.2019.103135.
• Shy, Oz & Stenbacka, Rune, 2019, "An OLG model of common ownership: Effects on consumption and investments," Journal of Macroeconomics, Elsevier, volume 62, issue C, DOI: 10.1016/j.jmacro.2019.103155.
• Liang, Jian & Dong, Zhi, 2019, "The impact of the stapled security structure on the quality of financial disclosure: Evidence from Australian Real Estate Investment Trusts and Listed Infrastructure Funds," Journal of Contemporary Accounting and Economics, Elsevier, volume 15, issue 2, pages 206-223, DOI: 10.1016/j.jcae.2019.100155.
• Nguyen, Duc Binh Benno & Prokopczuk, Marcel, 2019, "Jumps in commodity markets," Journal of Commodity Markets, Elsevier, volume 13, issue C, pages 55-70, DOI: 10.1016/j.jcomm.2018.10.002.
• Dimitrios, Kousenidis & Eirini, Lazaridou & Trifon, Papapanagiotou, 2019, "The asymmetric performance of industry concentrated funds," The Journal of Economic Asymmetries, Elsevier, volume 20, issue C, DOI: 10.1016/j.jeca.2019.e00124.
• Posavac, Steven S. & Ratchford, Mark & Bollen, Nicolas P.B. & Sanbonmatsu, David M., 2019, "Premature infatuation and commitment in individual investing decisions," Journal of Economic Psychology, Elsevier, volume 72, issue C, pages 245-259, DOI: 10.1016/j.joep.2019.04.006.
• Nassios, Jason & Giesecke, James A. & Dixon, Peter B. & Rimmer, Maureen T., 2019, "Mandated superannuation contributions and the structure of the financial sector in Australia," Journal of Policy Modeling, Elsevier, volume 41, issue 5, pages 859-881, DOI: 10.1016/j.jpolmod.2019.05.004.
• Singhal, Shelly & Choudhary, Sangita & Biswal, Pratap Chandra, 2019, "Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico," Resources Policy, Elsevier, volume 60, issue C, pages 255-261, DOI: 10.1016/j.resourpol.2019.01.004.
• Dutta, Anupam & Bouri, Elie & Roubaud, David, 2019, "Nonlinear relationships amongst the implied volatilities of crude oil and precious metals," Resources Policy, Elsevier, volume 61, issue C, pages 473-478, DOI: 10.1016/j.resourpol.2018.04.009.
• Sarwar, Suleman & Khalfaoui, Rabeh & Waheed, Rida & Dastgerdi, Hamidreza Ghorbani, 2019, "Volatility spillovers and hedging: Evidence from Asian oil-importing countries," Resources Policy, Elsevier, volume 61, issue C, pages 479-488, DOI: 10.1016/j.resourpol.2018.04.010.
• Hoang, Thi-Hong-Van & Zhu, Zhenzhen & El Khamlichi, Abdelbari & Wong, Wing-Keung, 2019, "Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis," Resources Policy, Elsevier, volume 61, issue C, pages 617-626, DOI: 10.1016/j.resourpol.2018.10.002.
• Qadan, Mahmoud, 2019, "Risk appetite and the prices of precious metals," Resources Policy, Elsevier, volume 62, issue C, pages 136-153, DOI: 10.1016/j.resourpol.2019.03.007.
• Akbar, Muhammad & Iqbal, Farhan & Noor, Farzana, 2019, "Bayesian analysis of dynamic linkages among gold price, stock prices, exchange rate and interest rate in Pakistan," Resources Policy, Elsevier, volume 62, issue C, pages 154-164, DOI: 10.1016/j.resourpol.2019.03.003.
• Khalfaoui, Rabeh & Sarwar, Suleman & Tiwari, Aviral Kumar, 2019, "Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management," Resources Policy, Elsevier, volume 62, issue C, pages 22-32, DOI: 10.1016/j.resourpol.2019.03.004.
• Troster, Victor & Bouri, Elie & Roubaud, David, 2019, "A quantile regression analysis of flights-to-safety with implied volatilities," Resources Policy, Elsevier, volume 62, issue C, pages 482-495, DOI: 10.1016/j.resourpol.2018.10.004.
• Hernandez, Jose Areola & Shahzad, Syed Jawad Hussain & Uddin, Gazi Salah & Kang, Sang Hoon, 2019, "Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach," Resources Policy, Elsevier, volume 62, issue C, pages 588-601, DOI: 10.1016/j.resourpol.2018.11.007.
• Huang, Xiaoyong & Jia, Fei & Xu, Xiangyun & Yu shi,, 2019, "The threshold effect of market sentiment and inflation expectations on gold price," Resources Policy, Elsevier, volume 62, issue C, pages 77-83, DOI: 10.1016/j.resourpol.2019.03.014.
• Ahmadi, Maryam & Manera, Matteo & Sadeghzadeh, Mehdi, 2019, "The investment-uncertainty relationship in the oil and gas industry," Resources Policy, Elsevier, volume 63, issue C, pages 1-1, DOI: 10.1016/j.resourpol.2019.101439.
• Hlouskova, Jaroslava & Fortin, Ines & Tsigaris, Panagiotis, 2019, "The consumption–investment decision of a prospect theory household: A two-period model with an endogenous second period reference level," Journal of Mathematical Economics, Elsevier, volume 85, issue C, pages 93-108, DOI: 10.1016/j.jmateco.2019.10.003.
• Khalil, Makram, 2019, "Cross-border portfolio diversification under trade linkages," Journal of Monetary Economics, Elsevier, volume 104, issue C, pages 114-128, DOI: 10.1016/j.jmoneco.2018.10.001.
• Kacperczyk, Marcin & Nosal, Jaromir & Stevens, Luminita, 2019, "Investor sophistication and capital income inequality," Journal of Monetary Economics, Elsevier, volume 107, issue C, pages 18-31, DOI: 10.1016/j.jmoneco.2018.11.002.
• Onishchenko, Olena & Ülkü, Numan, 2019, "Foreign investor trading behavior has evolved," Journal of Multinational Financial Management, Elsevier, volume 51, issue C, pages 98-115, DOI: 10.1016/j.mulfin.2019.04.005.
• Sharma, Shahil & Rodriguez, Ivan, 2019, "The diminishing hedging role of crude oil: Evidence from time varying financialization," Journal of Multinational Financial Management, Elsevier, volume 52, issue , DOI: 10.1016/j.mulfin.2019.100593.
• Uddin, Gazi Salah & Arreola Hernandez, Jose & Labidi, Chiraz & Troster, Victor & Yoon, Seong-Min, 2019, "The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories," Journal of Multinational Financial Management, Elsevier, volume 52, issue , DOI: 10.1016/j.mulfin.2019.100607.
• Lu, Xin & Liu, Qiong & Xue, Fengxin, 2019, "Unique closed-form solutions of portfolio selection subject to mean-skewness-normalization constraints," Operations Research Perspectives, Elsevier, volume 6, issue C, DOI: 10.1016/j.orp.2018.100094.
• Wu, Xuan & Tian, Gaoliang & Li, Yueting & Zhou, Qing, 2019, "On the pricing of the persistence of earnings components in China," Pacific-Basin Finance Journal, Elsevier, volume 53, issue C, pages 112-132, DOI: 10.1016/j.pacfin.2018.10.017.
• Gad, Samar & Andrikopoulos, Panagiotis, 2019, "Diversification benefits of Shari'ah compliant equity ETFs in emerging markets," Pacific-Basin Finance Journal, Elsevier, volume 53, issue C, pages 133-144, DOI: 10.1016/j.pacfin.2018.10.009.
• Gong, Yujing & Wang, Mei & Dlugosch, Dennis, 2019, "Impacts of ambiguity aversion and information uncertainty on momentum: An international study," Pacific-Basin Finance Journal, Elsevier, volume 55, issue C, pages 1-28, DOI: 10.1016/j.pacfin.2019.01.011.
• Cai, Mingchao & Chen, Zhihong, 2019, "Does country background risk matter to the strategic asset allocation of sovereign wealth funds?," Pacific-Basin Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.pacfin.2018.10.015.
• Gregory-Allen, Russell & Balli, Hatice Ozer & Thompson, Kathleen, 2019, "The impact of portfolio holdings disclosure on fund returns," Pacific-Basin Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.pacfin.2019.101172.
• Chen, Chin-Ho, 2019, "Downside jump risk and the levels of futures-cash basis," Pacific-Basin Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.pacfin.2019.101200.
• Chen, Zhijuan & Lin, William T. & Ma, Changfeng, 2019, "Do individual investors demand or provide liquidity? New evidence from dividend announcements," Pacific-Basin Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.pacfin.2019.101179.
• Hoang, Khoa & Cannavan, Damien & Gaunt, Clive & Huang, Ronghong, 2019, "Is that factor just lucky? Australian evidence," Pacific-Basin Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.pacfin.2019.101191.
• Tang, Huoqing & Zhang, Chengsi, 2019, "Investment risk, return gap, and financialization of non-listed non-financial firms in China⁎," Pacific-Basin Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.pacfin.2019.101213.
• Fei, Tianlun & Liu, Xiaoquan & Wen, Conghua, 2019, "Cross-sectional return dispersion and volatility prediction," Pacific-Basin Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.pacfin.2019.101218.
• Omane-Adjepong, Maurice & Alagidede, Paul & Akosah, Nana Kwame, 2019, "Wavelet time-scale persistence analysis of cryptocurrency market returns and volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 514, issue C, pages 105-120, DOI: 10.1016/j.physa.2018.09.013.
• Basak, Gopal K. & Das, Pranab Kumar & Rohit, Allena, 2019, "Coupled dynamics with an external system and application to international finance," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 520, issue C, pages 409-432, DOI: 10.1016/j.physa.2019.01.012.
• Kosc, Krzysztof & Sakowski, Paweł & Ślepaczuk, Robert, 2019, "Momentum and contrarian effects on the cryptocurrency market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 523, issue C, pages 691-701, DOI: 10.1016/j.physa.2019.02.057.
• Cerqueti, Roy & Giacalone, Massimiliano & Panarello, Demetrio, 2019, "A Generalized Error Distribution Copula-based method for portfolios risk assessment," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 524, issue C, pages 687-695, DOI: 10.1016/j.physa.2019.04.077.
• Liu, Jing & Ma, Feng & Zhang, Yaojie, 2019, "Forecasting the Chinese stock volatility across global stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 525, issue C, pages 466-477, DOI: 10.1016/j.physa.2019.03.097.
• Jiang, Yonghong & Fu, Yuyuan & Ruan, Weihua, 2019, "Risk spillovers and portfolio management between precious metal and BRICS stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 534, issue C, DOI: 10.1016/j.physa.2019.04.229.
• Karmous, Aida & Boubaker, Heni & Belkacem, Lotfi, 2019, "A dynamic factor model with stylized facts to forecast volatility for an optimal portfolio," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 534, issue C, DOI: 10.1016/j.physa.2019.122191.
• Zheng, Zhong-Liang & Gao, Xiang & Ruan, Xing-Liang, 2019, "Does economic financialization lead to the alienation of enterprise investment behavior? Evidence from China," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 536, issue C, DOI: 10.1016/j.physa.2019.04.094.
• Isah, Kazeem O. & Raheem, Ibrahim D., 2019, "The hidden predictive power of cryptocurrencies and QE: Evidence from US stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 536, issue C, DOI: 10.1016/j.physa.2019.04.268.
• Al Janabi, Mazin A.M. & Ferrer, Román & Shahzad, Syed Jawad Hussain, 2019, "Liquidity-adjusted value-at-risk optimization of a multi-asset portfolio using a vine copula approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 536, issue C, DOI: 10.1016/j.physa.2019.122579.
• Chan, Wing Hong & Le, Minh & Wu, Yan Wendy, 2019, "Holding Bitcoin longer: The dynamic hedging abilities of Bitcoin," The Quarterly Review of Economics and Finance, Elsevier, volume 71, issue C, pages 107-113, DOI: 10.1016/j.qref.2018.07.004.
• Lian, Yu-Min & Chen, Jun-Home, 2019, "Portfolio selection in a multi-asset, incomplete-market economy," The Quarterly Review of Economics and Finance, Elsevier, volume 71, issue C, pages 228-238, DOI: 10.1016/j.qref.2018.08.006.
• Kruschwitz, Lutz & Löffler, Andreas & Lorenz, Daniela, 2019, "Divergent interest rates in the theory of financial markets," The Quarterly Review of Economics and Finance, Elsevier, volume 71, issue C, pages 48-55, DOI: 10.1016/j.qref.2018.09.003.
• Ahmed, Walid M.A., 2019, "Islamic and conventional equity markets: Two sides of the same coin, or not?," The Quarterly Review of Economics and Finance, Elsevier, volume 72, issue C, pages 191-205, DOI: 10.1016/j.qref.2018.12.010.
• Pati, Pratap Chandra & Rajib, Prabina & Barai, Parama, 2019, "The role of the volatility index in asset pricing: The case of the Indian stock market," The Quarterly Review of Economics and Finance, Elsevier, volume 74, issue C, pages 336-346, DOI: 10.1016/j.qref.2019.04.010.
• Garivaltis, Alex, 2019, "Two resolutions of the margin loan pricing puzzle," Research in Economics, Elsevier, volume 73, issue 2, pages 199-207, DOI: 10.1016/j.rie.2019.04.006.
• Conti, Annamaria & Dass, Nishant & Di Lorenzo, Francesco & Graham, Stuart J.H., 2019, "Venture capital investment strategies under financing constraints: Evidence from the 2008 financial crisis," Research Policy, Elsevier, volume 48, issue 3, pages 799-812, DOI: 10.1016/j.respol.2018.11.009.
• Wang, Wanxin & Mahmood, Ammara & Sismeiro, Catarina & Vulkan, Nir, 2019, "The evolution of equity crowdfunding: Insights from co-investments of angels and the crowd," Research Policy, Elsevier, volume 48, issue 8, pages 1-1, DOI: 10.1016/j.respol.2019.01.003.
• 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.
• Karamoy, Herman & Tulung, Joy Elly, 2019, "The Effect of Financial Performance and Corporate Governance to Stock Price in Non-Bank Financial Industry," MPRA Paper, University Library of Munich, Germany, number 128700, Oct, revised 24 Jan 2020.
• Huda, Syamsul & Hakim, Heikal Muhammad Zakaria, 2019, "Feasibility Study of Company Investment on Public Cigarette Manufacturing Companies," MPRA Paper, University Library of Munich, Germany, number 91579, Jan.
• Barge-Gil, Andrés & García-Hiernaux, Alfredo, 2019, "Staking plans in sports betting under unknown true probabilities of the event," MPRA Paper, University Library of Munich, Germany, number 92196, Feb.
• Damianov, Damian S & Escobari, Diego, 2019, "Getting on and moving up the property ladder: Real hedging in the U.S. housing market before and after the crisis," MPRA Paper, University Library of Munich, Germany, number 92389, Feb.
• Guo, Danqiao & Boyle, Phelim & Weng, Chengguo & Wirjanto, Tony, 2019, "Age matters," MPRA Paper, University Library of Munich, Germany, number 93653, May, revised 01 May 2019.
• suhardi, suhardi & Afrizal, Afrizal, 2019, "Bagaimanapecking-Order Theory Menjelaskan Struktur Permodalan Bank Di Indonesia?
  [How Does The Pecking-Order Theory Explain The Bank'S Capital Structure In Indonesia?]," MPRA Paper, University Library of Munich, Germany, number 93963, Mar, revised 14 Jan 2019.
• Rodríguez Batres, Axel & Flores Sánchez, Edgar Mauricio & Flores Delgado, Javier Antonio, 2019, "Risk assessment for micro companies belonging to selected branches of the non-financial private services sector in Mexico through the Beta coefficient," MPRA Paper, University Library of Munich, Germany, number 94039.
• Degiannakis, Stavros & Filis, George, 2019, "Oil price volatility forecasts: What do investors need to know?," MPRA Paper, University Library of Munich, Germany, number 94445, Jun.
• Das, Mahamitra & Kundu, Srikanta & Sarkar, Nityananda, 2019, "Mean and Volatility Spillovers between REIT and Stocks Returns A STVAR-BTGARCH-M Model," MPRA Paper, University Library of Munich, Germany, number 94707, Jul.
• Ahmad, Shabbir & Alsharif, Danyah, 2019, "A Comparative Performance Evaluation of Islamic and Conventional Mutual Funds in Saudi Arabia," MPRA Paper, University Library of Munich, Germany, number 94808, Jan.
• Juárez-Luna, David, 2019, "Power generation portfolios: A parametric formulation of the efficient frontier," MPRA Paper, University Library of Munich, Germany, number 94814, Jul.
• Pincheira, Pablo & Hardy, Nicolás, 2019, "Forecasting Aluminum Prices with Commodity Currencies," MPRA Paper, University Library of Munich, Germany, number 97005, Nov.
• Mudiangombe, Benjamin & Muteba Mwamba, John Weirstrass, 2019, "Dependence Structure of Insurance Credit Default Swaps," MPRA Paper, University Library of Munich, Germany, number 97335, Sep.
• Correia, Ricardo & Barbosa, António, 2019, "Can Post-Earnings Announcement Drift and Momentum Explain Reversal?," MPRA Paper, University Library of Munich, Germany, number 97458, Nov.
• Seixas, Mário & Barbosa, António, 2019, "Optimal Value-at-Risk Disclosure," MPRA Paper, University Library of Munich, Germany, number 97526.
• Pashchenko, Svetlana & Porapakkarm, Ponpoje, 2019, "Accounting for Social Security claiming behavior," MPRA Paper, University Library of Munich, Germany, number 97958, Nov.
• Saeidinezhad, Elham, 2019, "Corporate Debt: Where is the Danger?," MPRA Paper, University Library of Munich, Germany, number 98547, May.
• Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2019, "The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach," Working Papers, University of Pretoria, Department of Economics, number 201915, Feb.
• Esin Cakan & Riza Demirer & Rangan Gupta & Josine Uwilingiye, 2019, "Economic Policy Uncertainty and Herding Behavior: Evidence from the South African Housing Market," Working Papers, University of Pretoria, Department of Economics, number 201921, Mar.
• Aviral Kumar Tiwari & Christophe Andre & Rangan Gupta, 2019, "Spillovers between US Real Estate and Financial Assets in Time and Frequency Domains," Working Papers, University of Pretoria, Department of Economics, number 201947, Jun.
• Vasilios Plakandaras & Elie Bouri & Rangan Gupta, 2019, "Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War?," Working Papers, University of Pretoria, Department of Economics, number 201980, Nov.
• Milan Fičura, 2019, "Forecasting Cross-Section of Stock Returns with Realised Moments," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2019, issue 2, pages 71-84, DOI: 10.18267/j.efaj.227.
• Vojtěch Menzl, 2019, "Estimating Present Value of Expected Expenditures in the Context of the Valuation of Negative Risk Cash Flows Using the RADR and Certainty Equivalent Methods
  [Odhad současné hodnoty očekávaných výdajů v kontextu ocenění záporných rizikových peněžn," Oceňování, Prague University of Economics and Business, volume 12, issue 2, pages 29-48, DOI: 10.18267/j.ocenovani.230.
• Vilma Deltuvaitė & Svatopluk Kapounek & Petr Koráb, 2019, "Impact of Behavioural Attention on the Households Foreign Currency Savings as a Response to the External Macroeconomic Shocks," Prague Economic Papers, Prague University of Economics and Business, volume 2019, issue 2, pages 155-177, DOI: 10.18267/j.pep.690.
• Sercan Demiralay, 2019, "Global Risk Factors and Stock Returns during Bull and Bear Market Conditions: Evidence from Emerging Economies in Europe," Prague Economic Papers, Prague University of Economics and Business, volume 2019, issue 4, pages 402-415, DOI: 10.18267/j.pep.680.
• Milan Fičura, 2019, "Profitability of Trading in the Direction of Asset Price Jumps - Analysis of Multiple Assets and Frequencies," Prague Economic Papers, Prague University of Economics and Business, volume 2019, issue 4, pages 385-401, DOI: 10.18267/j.pep.703.
• Jaromír Antoch & Jan Hanousek & Marie Hušková & Jiří Trešl, 2019, "Detekce změn v panelových datech: Změna parametrů Fama-French modelu u vybraných evropských akcií v období finanční krize
  [Detection of Changes in Panel Data: Change in Fama-French Model Parameters for Selected European Stocks During the Financial," Politická ekonomie, Prague University of Economics and Business, volume 2019, issue 1, pages 3-19, DOI: 10.18267/j.polek.1233.
• Milan Fičura, 2019, "Forecasting Foreign Exchange Rate Movements with k-Nearest-Neighbour, Ridge Regression and Feed-Forward Neural Networks," FFA Working Papers, Prague University of Economics and Business, number 1.001, Nov, revised 24 Nov 2019.
• Markus K. Brunnermeier & Yuliy Sannikov, 2019, "The I Theory of Money," Working Papers, Princeton University. Economics Department., number 2016-2, Aug.
• Markus K. Brunnermeier & Yuliy Sannikov, 2019, "International Monetary Theory: A Risk Perspective," Working Papers, Princeton University. Economics Department., number 2019-20, Jun.
• Belinda Cheung & Sebastien Printant, 2019, "Australian Money Market Divergence: Arbitrage Opportunity or Illusion?," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2019-09, Sep.
• Heiss, Florian & Hurd, Michael & Rossmann, Tobias & Winter, Joachim & van Rooij, Maarten, 2019, "Dynamics and Heterogeneity of Subjective Stock Market Expectations," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 157, May.
• Ahrens, Steffen & Bosch-Rosa, Ciril & Roulund, Rasmus, 2019, "Price Dynamics and Trader Overconfidence," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 161, Jun.
• Ahrens, Steffen & Bosch-Rosa, Ciril, 2019, "Heads We Both Win, Tails Only You Lose: the Effect of Limited Liability On Risk-Taking in Financial Decision Making," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 162, Jun.
• Breunig, Christoph & Huck, Steffen & Schmidt, Tobias & Weizsäcker, Georg, 2019, "The Standard Portfolio Choice Problem in Germany," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 171, Jul.
• Bosch-Rosa, Ciril & Gietl, Daniel & Heinemann, Frank, 2019, "Risk-Taking under Limited Liability: Quantifying the Role of Motivated Beliefs," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 210, Dec.
• Haelim Anderson & Guillermo Ordonez & Selman Erol, 2019, "Interbank Networks in the Shadows of the Federal Reserve Act," 2019 Meeting Papers, Society for Economic Dynamics, number 1285.
• Toni Ahnert & Co-Pierre Georg & Gideon DuRand, 2019, "Anticipated Financial Contagion," 2019 Meeting Papers, Society for Economic Dynamics, number 1312.
• Rosen Valchev, 2019, "Beyond Home Bias: Portfolio Holdings and Information Heterogeneity," 2019 Meeting Papers, Society for Economic Dynamics, number 1439.
• Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2019, "Frictional Intermediation in Over-the-Counter Markets," 2019 Meeting Papers, Society for Economic Dynamics, number 327.
• Peter J. Morgan & Long Q. Trinh, 2019, "Determinants and Impacts of Financial Literacy in the Lao PDR," ADBI Working Papers, Asian Development Bank Institute, number 928, Mar.
• Peter J. Morgan & Long Q. Trinh, 2019, "Fintech and Financial Literacy in the Lao PDR," ADBI Working Papers, Asian Development Bank Institute, number 933, Mar.
• Andrea Podhorsky, 2019, "Bursting the Bitcoin Bubble: Assessing the Fundamental Value and Social Costs of Bitcoin," ADBI Working Papers, Asian Development Bank Institute, number 934, Mar.
• Polwat Lerskullawat, 2019, "Hedging Effectiveness on the Thailand Futures Exchange Market," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 26, issue 2, pages 38-58.
• Manuel Salazar Fernández & Ahmad Abu-Alkheil & Ghadeer M. Khartabiel, 2019, "Do German Green Mutual Funds Perform Better Than Their Peers?," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 10, issue 2, pages 297-312.
• Fatma Busem Hatipoglu & Umut Uyar, 2019, "Examining the Dynamics of Macroeconomic Indicators and Banking Stock Returns with Bayesian Networks," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 10, issue 4, pages 807-822.
• Adem Anbar & Melek Eker, 2019, "The Effect of Sociodemographic Variables and Love of Money on Financial Risk Tolerance of Bankers," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 10, issue 4, pages 855-866.
• Duygu Ece Yilmaz & Figen Antmen, 2019, "Project Selection Method Based on Balanced Scorecard Framework," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 10, issue 5, pages 1179-1187.
• Kartik Athreya & Felicia Ionescu & Urvi Neelakantan & Ivan Vidangos, 2019, "Who Values Access To College?," Working Papers, Centre for Advanced Financial Research and Learning (CAFRAL), number 022310, Feb.
• Gilles Boevi Koumou & Georges Dionne, 2019, "Coherent diversification measures in portfolio theory: An axiomatic foundation," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 19-2, Mar.
• Georges Dionne & Xiaozhou Zhou, 2019, "Information Environments and High Price Impact Trades: Implication for Volatility and Price Efficiency," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 19-3, Jun.
• Muhammad Nauman Sadiq & Muhammad Akhtar, 2019, "The Relationship of Investor’s Demographic Traits and Personality Type with Financial Risk Tolerance in Investment Decisions," Sukkur IBA Journal of Management and Business, Sukkur IBA University, volume 6, issue 1, pages 87-107.
• Salman Ahmed Shaikh, 2019, "Investment Behaviour of Analysts: A Case Study of Pakistan Stock Exchange," Journal of Finance and Accounting Research, University of Management and Technology, Lahore, volume 1, issue 1, pages 52-69.
• Juan A. Forsyth, 2019, "An alternative formula for the constant growth model," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 24, issue 48, pages 221-240.