Research classified by Journal of Economic Literature (JEL) codes

2019

• Vanya Horneff & Raimond Maurer & Olivia S. Mitchell, 2019, "How Would 401(k) ‘Rothification’ Alter Saving, Retirement Security, and Inequality?," NBER Working Papers, National Bureau of Economic Research, Inc, number 26437, Nov.
• Alexander M. Chinco & Andreas Neuhierl & Michael Weber, 2019, "Estimating The Anomaly Base Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 26493, Nov.
• Arpit Gupta & Stijn Van Nieuwerburgh, 2019, "Valuing Private Equity Strip by Strip," NBER Working Papers, National Bureau of Economic Research, Inc, number 26514, Nov.
• Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2019, "Sustainable Investing in Equilibrium," NBER Working Papers, National Bureau of Economic Research, Inc, number 26549, Dec.
• Brad M. Barber & Adair Morse & Ayako Yasuda, 2019, "Impact Investing," NBER Working Papers, National Bureau of Economic Research, Inc, number 26582, Dec.
• Tudor BAJURA, 2019, "Modern Methods Of Valuation Of Investments’ Economic Efficiency In The Agricultural Business," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 1, pages 21-35.
• Renström, Thomas I. & Spataro, Luca & Marsiliani, Laura, 2019, "Optimal Taxation, Environment Quality, Socially Responsible Firms and Investors," International Review of Environmental and Resource Economics, now publishers, volume 13, issue 3-4, pages 339-373, September, DOI: 10.1561/101.00000112.
• Harris, Larry & Amato, Andrea, 2019, "Illiquidity and Stock Returns: Cross-Section and Time-Series Effects: A Replication," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 173-202, December, DOI: 10.1561/104.00000058.
• Li, Hongtao & Novy-Marx, Robert & Velikov, Mihail, 2019, "Liquidity Risk and Asset Pricing," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 223-255, December, DOI: 10.1561/104.00000076.
• Harvey, Campbell R., 2019, "Editorial: Replication in Financial Economics," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 1-9, December, DOI: 10.1561/104.00000080.
• Oehler, Andreas & Horn, Matthias, 2019, "Does Households’ Wealth Predict the Efficiency of their Asset Mix? Empirical Evidence," Review of Behavioral Economics, now publishers, volume 6, issue 3, pages 249–282-2, August, DOI: 10.1561/105.00000106.
• Kudryavtsev, Andrey, 2019, "Abnormal Trading Volumes around Large Stock Price Moves and Subsequent Price Dynamics," Review of Behavioral Economics, now publishers, volume 6, issue 3, pages 283–311-2, August, DOI: 10.1561/105.00000109.
• Knut Anton Mork & Hanna Marisela Eap & Magnus Eskedal Haraldsen, 2019, "Portfolio Choice for a Resource-based Sovereign Wealth Fund: An analysis of Cash Flows," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 17919, Oct.
• Iulia Monica Oehler-Sincai, 2019, "Narratives and Actions Regarding the Belt and Road Initiative in ASEAN Countries," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, volume 7, issue 2, pages 48-55, December.
• Ivanka Daneva, 2019, "Alternative Investments - Opportunities and Challenges to Capital Pension Funds," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 5, pages 281-293, December.
• Dash, M. & Motukuri, T., 2019, "A Game-Theoretic Model for “Zero-Interest” Instalment Schemes," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, volume 8, issue 1, pages 1-5, February.
• Mathias S. Kruttli & Phillip J. Monin & Sumudu W. Watugala, 2019, "The Life of the Counterparty: Shock Propagation in Hedge Fund-Prime Broker Credit Networks," Working Papers, Office of Financial Research, US Department of the Treasury, number 19-03, Oct.
• Helmut Stix, 2019, "Ownership and purchase intention of crypto-assets – survey results," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 226, May.
• VESA Lidia, 2019, "Traditional Vs. Fuzzy Indicators Of Modern Portfolio Theory," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 218-227, December.
• Holzmeister, Felix & Holmén, Martin & Kirchler, Michael & Stefan, Matthias & Wengström, Erik, 2019, "Delegated Decision-Making in Finance," OSF Preprints, Center for Open Science, number 3umdf, Dec, DOI: 10.31219/osf.io/3umdf.
• Farago, Adam & Holmén, Martin & Holzmeister, Felix & Kirchler, Michael & Razen, Michael, 2019, "Cognitive Skills and Economic Preferences in the Fund Industry," OSF Preprints, Center for Open Science, number 964ba, Jul, DOI: 10.31219/osf.io/964ba.
• Dutta, Sourish, 2019, "Financing Innovation: A Complex Nexus of Risk & Reward," OSF Preprints, Center for Open Science, number sdxqv, Dec, DOI: 10.31219/osf.io/sdxqv.
• Alam, Md. Mahmudul & Akbar, Chowdhury Shahed & Shahriar, Shawon Muhammad & Monzur-E-Elahi, Mohammad, 2019, "The Islamic Shariah Principles for Investment in Stock Market," SocArXiv, Center for Open Science, number b7j4e, Jun, DOI: 10.31235/osf.io/b7j4e.
• Florian Deuflhard & Dimitris Georgarakos & Roman Inderst, 2019, "Financial Literacy and Savings Account Returns," Journal of the European Economic Association, European Economic Association, volume 17, issue 1, pages 131-164.
• Hoang Nguyen & M Concepción Ausín & Pedro Galeano, 2019, "Parallel Bayesian Inference for High-Dimensional Dynamic Factor Copulas," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 1, pages 118-151.
• Paul Schneider & Fabio Trojani, 2019, "Divergence and the Price of Uncertainty," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 3, pages 341-396.
• Konstantinos Metaxoglou & Davide Pettenuzzo & Aaron Smith, 2019, "Option-Implied Equity Premium Predictions via Entropic Tilting," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 4, pages 559-586.
• Olivier Ledoit & Michael Wolf & Zhao Zhao, 2019, "Efficient Sorting: A More Powerful Test for Cross-Sectional Anomalies," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 4, pages 645-686.
• Gunnar Gutsche & Anja Köbrich León & Andreas Ziegler, 2019, "On the relevance of contextual factors for socially responsible investments: an econometric analysis," Oxford Economic Papers, Oxford University Press, volume 71, issue 3, pages 756-776.
• Andriy Bodnaruk & Bekhan Chokaev & Andrei Simonov, 2019, "Downside Risk Timing by Mutual Funds," The Review of Asset Pricing Studies, Society for Financial Studies, volume 9, issue 1, pages 171-196.
• Zhuo Chen & Andrea Lu, 2019, "A Market-Based Funding Liquidity Measure," The Review of Asset Pricing Studies, Society for Financial Studies, volume 9, issue 2, pages 356-393.
• Francesco D’Acunto & Marcel Prokopczuk & Michael Weber, 2019, "Historical Antisemitism, Ethnic Specialization, and Financial Development," The Review of Economic Studies, Review of Economic Studies Ltd, volume 86, issue 3, pages 1170-1206.
• Luis Armona & Andreas Fuster & Basit Zafar, 2019, "Home Price Expectations and Behaviour: Evidence from a Randomized Information Experiment," The Review of Economic Studies, Review of Economic Studies Ltd, volume 86, issue 4, pages 1371-1410.
• Johan Walden, 2019, "Trading, Profits, and Volatility in a Dynamic Information Network Model," The Review of Economic Studies, Review of Economic Studies Ltd, volume 86, issue 5, pages 2248-2283.
• Robert Jarrow & Haitao Li & Xiaoxia Ye & May Hu, 2019, "Exploring Mispricing in the Term Structure of CDS Spreads," Review of Finance, European Finance Association, volume 23, issue 1, pages 161-198.
• Dongmin Kong & Chen Lin & Shasha Liu, 2019, "Does Information Acquisition Alleviate Market Anomalies? Categorization Bias in Stock Splits," Review of Finance, European Finance Association, volume 23, issue 1, pages 245-277.
• Ahmed Tahoun & Laurence van Lent, 2019, "The Personal Wealth Interests of Politicians and Government Intervention in the Economy," Review of Finance, European Finance Association, volume 23, issue 1, pages 37-74.
• Yvonne Jie Chen & Zhiwu Chen & Shijun He, 2019, "Social Norms and Household Savings Rates in China," Review of Finance, European Finance Association, volume 23, issue 5, pages 961-991.
• Roy Havemann, 2019, "Can Creditor Bail-in Trigger Contagion? The Experience of an Emerging Market," Review of Finance, European Finance Association, volume 23, issue 6, pages 1155-1180.
• Gabriele Foà & Leonardo Gambacorta & Luigi Guiso & Paolo Emilio Mistrulli, 2019, "The Supply Side of Household Finance," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 10, pages 3762-3798.
• Martin G Kocher & Konstantin E Lucks & David Schindler, 2019, "Unleashing Animal Spirits: Self-Control and Overpricing in Experimental Asset Markets," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 6, pages 2149-2178.
• A Ronald Gallant & Mohammad R Jahan-Parvar & Hening Liu, 2019, "Does Smooth Ambiguity Matter for Asset Pricing?," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 9, pages 3617-3666.
• Georgiana-Loredana Schipor (Frecea), 2019, "Risks and Opportunities in the Cryptocurrency Market," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 879-883, December.
• Georgiana-Loredana Schipor (Frecea), 2019, "Investing Trust in Blockchain Technology: Bitcoin Case Study," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 884-888, December.
• Cristi Spulbar & Zulfiqar Ali Imran & Ramona Birau, 2019, "Analyzing Short Term Momentum Effect on Stock Market of Hong Kong. An Empirical Case Study," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 889-894, December.
• Rick Van der Ploeg & Armon Rezai, 2019, "Stranded Assets In The Transition To A Carbon-Free Economy," Economics Series Working Papers, University of Oxford, Department of Economics, number 894, Dec.
• Luna-Ramirez, Susana & Agudelo, Diego A., 2019, "¿Agrega Valor el Modelo Black-Litterman en Portafolios del Mercado Integrado Latinoamericano (MILA)? Evaluación Empírica 2008-2016 || Does the Black-Litterman Model Add Value in Portfolios of the Integrated Latin American Market (MILA)? Empirical Eva," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 27, issue 1, pages 55-73, June.
• Aitoutouhen, Latifa & Hamza, Faris, 2019, "Strategic Allocation of Pension Reserve Funds: Application of ALM Model and LDI Technique || Asignación Estratégica de Fondos de Reserva de Pensiones: Aplicación del Modelo ALM y LDI Técnica," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 28, issue 1, pages 381-425, December.
• Gerald Abdesaken, 2019, "Conflicts of interest in multi-fund management," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 1, pages 54-71, February, DOI: 10.1057/s41260-018-00104-2.
• Chris M. Lawrey & Brandon C. L. Morris, 2019, "Corporate diversification and abnormal returns," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 1, pages 31-37, February, DOI: 10.1057/s41260-018-0100-0.
• Irina Bezhentseva Mateus & Cesario Mateus & Natasa Todorovic, 2019, "Benchmark-adjusted performance of US equity mutual funds and the issue of prospectus benchmarks," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 1, pages 15-30, February, DOI: 10.1057/s41260-018-0101-z.

2018

• Margarida Abreu & Victor Mendes, 2018, "Do Individual Investors Trade Differently in Different Markets?," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2018/01, Jan.
• Margarida Abreu & Victor Mendes, 2018, "Do Individual Investors Trade Differently in Different Markets?," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/26, Feb.
• Hasan Hüseyin YILDIRIM & Bahadır İLDOKUZ, 2018, "Korumasız Faiz Parite Kuramı ve 2005-2014 Dönemi Portföy Yatırımlarını Türkiye’ye Çeken Finansal Faktörlerin Tespiti," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, volume 14, issue 29, pages 247-268, December, DOI: 10.26650/ekoist.2018.14.29.0003.
• Judit Ricz, 2018, "Brazilian Foreign Direct Investment in ECE - host country determinants," IWE Working Papers, Institute for World Economics - Centre for Economic and Regional Studies, number 246, Nov.
• Tamas Szigetvari, 2018, "Eastern Europe as investment location for Turkish OFDI," IWE Working Papers, Institute for World Economics - Centre for Economic and Regional Studies, number 247, Nov.
• Cardella, Eric & Kalenkoski, Charlene M. & Parent, Michael, 2018, "Less Is Not More: Information Presentation Complexity and 401(k) Planning Choices," IZA Discussion Papers, IZA Network @ LISER, number 11538, May.
• Chen, Xi, 2018, "Smog, Cognition and Real-World Decision Making," IZA Discussion Papers, IZA Network @ LISER, number 11921, Oct.
• Bertocchi, Graziella & Brunetti, Marianna & Zaiceva, Anzelika, 2018, "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," IZA Discussion Papers, IZA Network @ LISER, number 11979, Nov.
• Pramod Kumar Naik & Rangan Gupta & Puja Padhi, 2018, "The Relationship Between Stock Market Volatility And Trading Volume: Evidence From South Africa," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 1, pages 99-114, January-M.
• Wasim K. Al-Shattarat & Basiem K. Al-Shattarat, 2018, "Charateristics of Stocks That Frequentley Hit Price Limits Empirical Evidence from Japan," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 3, pages 97-108, July-Sept.
• Yi-Hao Lai & Yi-Chiuan Wang & Wei-Shih Chung, 2018, "Initial Jump and Recovering Jump in the S&P 500 Index Returns: A Jump-Recovering-Switching Approach," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 14, issue 1, pages 51-66, February.
• Andreas M. Fischer & Henrike Groeger & Philip Sauré & Pinar Yesin, 2018, "Current account adjustment and retained earnings," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 1809, Aug.
• Eva Sierminska & Karina Doorley, 2018, "To own or not to own? Household portfolios, demographics and institutions in a cross-national perspective," Journal of Income Distribution, Ad libros publications inc., volume 25, issue 1, pages 1-43, March.
• Eva Sierminska & Karina Doorley, 2018, "To own or not to own? Household portfolios, demographics and institutions in a cross-national perspective," Journal of Income Distribution, Ad libros publications inc., volume 26, issue 1, pages 1-43, March.
• Roberto Pinheiro, 2018, "Venture capital and underpricing: capacity constraints and early sales," Annals of Finance, Springer, volume 14, issue 1, pages 1-47, February, DOI: 10.1007/s10436-017-0311-2.
• Robert Jarrow, 2018, "Asset market equilibrium with liquidity risk," Annals of Finance, Springer, volume 14, issue 2, pages 253-288, May, DOI: 10.1007/s10436-017-0316-x.
• M. Ryan Haley, 2018, "A nonparametric quantity-of-quality approach to assessing financial asset return performance," Annals of Finance, Springer, volume 14, issue 3, pages 343-351, August, DOI: 10.1007/s10436-018-0319-2.
• Emilio Barucci & Gaetano Bua & Daniele Marazzina, 2018, "On relative performance, remuneration and risk taking of asset managers," Annals of Finance, Springer, volume 14, issue 4, pages 517-545, November, DOI: 10.1007/s10436-018-0324-5.
• Bart Taub, 2018, "Inconspicuousness and obfuscation: how large shareholders dynamically manipulate output and information for trading purposes," Annals of Finance, Springer, volume 14, issue 4, pages 429-464, November, DOI: 10.1007/s10436-018-0334-3.
• Thu A. T. Pham, 2018, "Industry Concentration, Firm Efficiency and Average Stock Returns: Evidence from Australia," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 25, issue 3, pages 221-247, September, DOI: 10.1007/s10690-018-9246-5.
• Dezie L. Warganegara, 2018, "The Effects of Firm-Level Investability Sizes on Foreign Ownership in Indonesian Public Firms," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 25, issue 4, pages 267-284, December, DOI: 10.1007/s10690-018-9248-3.
• Jun Nakayama & Daisuke Yokouchi, 2018, "Applying Time Series Decomposition to Construct Index-Tracking Portfolio," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 25, issue 4, pages 341-352, December, DOI: 10.1007/s10690-018-9252-7.
• Hung-Wen Lin & Mao-Wei Hung & Jing-Bo Huang, 2018, "Artificial Momentum, Native Contrarian, and Transparency in China," Computational Economics, Springer;Society for Computational Economics, volume 51, issue 2, pages 263-294, February, DOI: 10.1007/s10614-017-9699-z.
• Thorsten Hens & János Mayer, 2018, "Decision Theory Matters for Financial Advice," Computational Economics, Springer;Society for Computational Economics, volume 52, issue 1, pages 195-226, June, DOI: 10.1007/s10614-017-9668-6.
• C. E. Dangerfield & A. E. Whalley & N. Hanley & C. A. Gilligan, 2018, "What a Difference a Stochastic Process Makes: Epidemiological-Based Real Options Models of Optimal Treatment of Disease," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 70, issue 3, pages 691-711, July, DOI: 10.1007/s10640-017-0168-x.
• Ciril Bosch-Rosa & Thomas Meissner & Antoni Bosch-Domènech, 2018, "Cognitive bubbles," Experimental Economics, Springer;Economic Science Association, volume 21, issue 1, pages 132-153, March, DOI: 10.1007/s10683-017-9529-0.
• Christian Ehm & Christine Laudenbach & Martin Weber, 2018, "Focusing on volatility information instead of portfolio weights as an aid to investor decisions," Experimental Economics, Springer;Economic Science Association, volume 21, issue 2, pages 457-480, June, DOI: 10.1007/s10683-017-9537-0.
• Patrick Bielstein, 2018, "International asset allocation using the market implied cost of capital," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 1, pages 17-51, February, DOI: 10.1007/s11408-017-0302-3.
• Qiang Bu, 2018, "Long-term negative fund alpha: Is it caused by bad skill or bad luck?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 1, pages 1-16, February, DOI: 10.1007/s11408-017-0303-2.
• Snorre Lindset & Egil Matsen, 2018, "Institutional spending policies: implications for future asset values and spending," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 1, pages 53-76, February, DOI: 10.1007/s11408-018-0304-9.
• Clarence C. Y. Kwan, 2018, "What really happens if the positive definiteness requirement on the covariance matrix of returns is relaxed in efficient portfolio selection?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 1, pages 77-110, February, DOI: 10.1007/s11408-018-0306-7.
• Ibrahim Filiz & Thomas Nahmer & Markus Spiwoks & Kilian Bizer, 2018, "Portfolio diversification: the influence of herding, status-quo bias, and the gambler’s fallacy," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 2, pages 167-205, May, DOI: 10.1007/s11408-018-0311-x.
• Daniel Huerta-Sanchez & Diego Escobari, 2018, "Changes in sentiment on REIT industry excess returns and volatility," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 3, pages 239-274, August, DOI: 10.1007/s11408-018-0312-9.
• Beatrice D. Simo-Kengne & Kofi A. Ababio & Jules Mba & Ur Koumba, 2018, "Behavioral portfolio selection and optimization: an application to international stocks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 3, pages 311-328, August, DOI: 10.1007/s11408-018-0313-8.
• Hanen Ben Salah & Jan G. Gooijer & Ali Gannoun & Mathieu Ribatet, 2018, "Mean–variance and mean–semivariance portfolio selection: a multivariate nonparametric approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 4, pages 419-436, November, DOI: 10.1007/s11408-018-0317-4.
• Jules Clement Mba & Edson Pindza & Ur Koumba, 2018, "A differential evolution copula-based approach for a multi-period cryptocurrency portfolio optimization," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 4, pages 399-418, November, DOI: 10.1007/s11408-018-0320-9.
• Andrew W. Lo & H. Allen Orr & Ruixun Zhang, 2018, "The growth of relative wealth and the Kelly criterion," Journal of Bioeconomics, Springer, volume 20, issue 1, pages 49-67, April, DOI: 10.1007/s10818-017-9253-z.
• Francisco Camões & Sofia Vale, 2018, "Housing Valuation, Wealth Perception, and Homeowners’ Portfolio Composition," Journal of Family and Economic Issues, Springer, volume 39, issue 3, pages 494-508, September, DOI: 10.1007/s10834-018-9570-y.
• Giuseppe Ambrosini & Francesco Menoncin, 2018, "Optimal Portfolios with Credit Default Swaps," Journal of Financial Services Research, Springer;Western Finance Association, volume 54, issue 1, pages 81-109, August, DOI: 10.1007/s10693-016-0264-z.
• Matthew Cypher & S. McKay Price & Spenser Robinson & Michael J. Seiler, 2018, "Price Signals and Uncertainty in Commercial Real Estate Transactions," The Journal of Real Estate Finance and Economics, Springer, volume 57, issue 2, pages 246-263, August, DOI: 10.1007/s11146-017-9617-0.
• Yu-Sheng Lai, 2018, "Dynamic hedging with futures: a copula-based GARCH model with high-frequency data," Review of Derivatives Research, Springer, volume 21, issue 3, pages 307-329, October, DOI: 10.1007/s11147-018-9142-1.
• Jimmy E. Hilliard & Jitka Hilliard, 2018, "Rebalancing versus buy and hold: theory, simulation and empirical analysis," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 1, pages 1-32, January, DOI: 10.1007/s11156-017-0621-5.
• Wonnho Choi, 2018, "Consumption-based capital asset pricing models: issues and controversies," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 1, pages 181-205, January, DOI: 10.1007/s11156-017-0627-z.
• Junhuan Zhang & Peter McBurney & Katarzyna Musial, 2018, "Convergence of trading strategies in continuous double auction markets with boundedly-rational networked traders," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 1, pages 301-352, January, DOI: 10.1007/s11156-017-0631-3.
• Jullavut Kittiakarasakun & Lalatendu Misra & Sinan Yildirim, 2018, "An analysis of closed-end funds discounts viewed from a lack of redemption perspective," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 2, pages 415-440, February, DOI: 10.1007/s11156-017-0634-0.
• Michael Kinney & Harrison Liu, 2018, "Corporate responses to the repatriation incentives and domestic production activities deduction," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 2, pages 623-651, February, DOI: 10.1007/s11156-017-0640-2.
• Daniela Vesselinova Balkanska, 2018, "Disposition effect and analyst forecast dispersion," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 3, pages 837-859, April, DOI: 10.1007/s11156-017-0648-7.
• Jorida Papakroni, 2018, "The dispersion anomaly and analyst recommendations," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 3, pages 861-896, April, DOI: 10.1007/s11156-017-0649-6.
• Benjamin Mögel & Benjamin R. Auer, 2018, "How accurate are modern Value-at-Risk estimators derived from extreme value theory?," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 4, pages 979-1030, May, DOI: 10.1007/s11156-017-0652-y.
• Marius Popescu & Zhaojin Xu, 2018, "Leading the herd: evidence from mutual funds’ buy and sell decisions," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 4, pages 1131-1146, May, DOI: 10.1007/s11156-017-0656-7.
• Thomas Conlon & Brian M. Lucey & Gazi Salah Uddin, 2018, "Is gold a hedge against inflation? A wavelet time-scale perspective," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 2, pages 317-345, August, DOI: 10.1007/s11156-017-0672-7.
• Eero J. Pätäri & Timo H. Leivo & Janne Hulkkonen & J. V. Samuli Honkapuro, 2018, "Enhancement of value investing strategies based on financial statement variables: the German evidence," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 3, pages 813-845, October, DOI: 10.1007/s11156-017-0689-y.
• Evila Piva & Cristina Rossi-Lamastra, 2018, "Human capital signals and entrepreneurs’ success in equity crowdfunding," Small Business Economics, Springer, volume 51, issue 3, pages 667-686, October, DOI: 10.1007/s11187-017-9950-y.
• Hippolyte d’Albis & Emmanuel Thibault, 2018, "Ambiguous life expectancy and the demand for annuities," Theory and Decision, Springer, volume 85, issue 3, pages 303-319, October, DOI: 10.1007/s11238-018-9658-8.
• Satoshi Shimizutani & Hiroyuki Yamada, 2018, "Financial Literacy of Middle and Older Generations: Comparison of Japan and the United States," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2018-016, Sep.
• Shohei Okamoto & Kohei Komamura, 2018, "Ageing, gender and financial literacy in Japan," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2018-018, Nov.
• Fuzuli Aliyev & Aysel Soltanli, 2018, "Empirical test of Capital Asset Pricing Model on Selected Banking Shares from Borsa Istanbul," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 4, issue 1, pages 74-81, March.
• Desi Astuti & Paham Ginting & Isfenti Sadalia & Amlys Syahputra Silalahi, 2018, "The Influence of Financial Education and Promotion towards Risk Perception of Students as Investors at University Investment Gallery," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 4, issue 2, pages 51-60, June.
• Maurizio Daniele & Winfried Pohlmeier & Aygul Zagidullina, 2018, "Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2018-07, Oct.
• Csóka, Péter & Bihary, Zsolt & Kondor, Gábor, 2018, "A részvénytartás spektrális kockázata hosszú távon
  [On the spectral measure of risk in holding stocks in the long run]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 687-700, DOI: 10.18414/KSZ.2018.7-8.687.
• Bihary, Zsolt & Víg, Attila András, 2018, "Portfólióallokáció csődveszély esetén, korlátolt felelősség mellett
  [Portfolio allocation in case of failure risk in the presence of limited liability]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 711-725, DOI: 10.18414/KSZ.2018.7-8.711.
• Jeppe Druedahl & Alessandro Martinello, 2018, "Long-Run Saving Dynamics: Evidence from Unexpected Inheritances," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 17-02, Jan.
• Chiaki Hara & Toshiki Honda, 2018, "ImpliedAmbiguity:Mean-Variance Efficiency andPricingErrors," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1004, Oct.
• Chiaki Hara, 2018, "Equilibrium Prices of the Market Portfolio in the CAPM with Incomplete Financial Markets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1005, Oct.
• Cécile EDLINGER & Maxime MERLI & Antoine PARENT, 2018, "Financial Diversification before WW1 : A Risk/Return Analysis of Portfolio’s Advice of French Financial Analyst Alfred Neymarck," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2018-03.
• Sunanda Sen, 2018, "Investment Decisions under Uncertainty," Economics Working Paper Archive, Levy Economics Institute, number wp_918, Dec.
• Raheel Gohar & Syed Zulfiqar Ali Shah & Habib Ahmad, 2018, "Economic Integration and Stock Market Comovement: An Empirical Study Pairing Pakistan’s Stock Exchange with 21 other Markets," Journal of Reviews on Global Economics, Lifescience Global, volume 7, pages 28-36.
• Urbschat, Florian, 2018, "The Good, the Bad, and the Ugly: Impact of Negative Interest Rates and QE on the Profitability and Risk-Taking of 1600 German Banks," Discussion Papers in Economics, University of Munich, Department of Economics, number 56535, Jul.
• H.R.A. Chamini Thilanka & J.G. Sri Ranjith, 2018, "The Impact of Public Debt on Private Investment: Sri Lankan Experience," International Journal of Business and Social Research, LAR Center Press, volume 8, issue 8, pages 1-20, August.
• E. Babaei & I.V. Evstigneev & K.R. Schenk-Hoppé & M.V. Zhitlukhin, 2018, "Von Neumann-Gale Dynamics and Capital Growth in Financial Markets with Frictions," Economics Discussion Paper Series, Economics, The University of Manchester, number 1815.
• Carlos Manuel Pinheiro & Hugo Hilário Varela, 2018, "Do Exchange Traded Funds (ETFs) Outperform the Market? Evidence from the Portuguese Stock Index," GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia, number 0109, Sep, revised Sep 2018.
• Gerasimos G. Rompotis, 2018, "Political Uncertainty and the Greek Stock Market over the Period 2011-2015," Capital Markets Review, Malaysian Finance Association, volume 26, issue 1, pages 1-18.
• Mohsen Jafarian & Fauzias Mat Nor & Izani Ibrahim, 2018, "The Relative Importance of Cash Flow News and Discount Rate News at Driving Stock Price Change," Capital Markets Review, Malaysian Finance Association, volume 26, issue 1, pages 56-72.
• Jasman Tuyon & Zamri Ahmad, 2018, "Behavioural Asset Pricing Determinants in a Factor and Style Investing Framework," Capital Markets Review, Malaysian Finance Association, volume 26, issue 2, pages 32-52.
• Pheng Bian Ong & Mohamed Hisham Hanifa & Mansor Mohd Isa, 2018, "Do Firm Size and Value Affect Shareholder Returns in Malaysia?," Capital Markets Review, Malaysian Finance Association, volume 26, issue 2, pages 53-69.
• Roman Mestre & Michel Terraza, 2018, "Time-Frequency Analysis of capm: Application to the cac 40," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 16, issue 2 (Summer, pages 141-157, DOI: 10.26493/1854-6935.16.141-157.
• Michael Stimmelmayr, 2018, "Investors' Portfolio Choice and Tax Reforms: The 2008 German Corporate Tax Reform Reconsidered," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, volume 74, issue 3, pages 376-413, September, DOI: 10.1628/fa-2018-0012.
• Maryam, Ahmadi & Matteo, Manera & Mehdi, Sadeghzadeh, 2018, "Investment-Uncertainty Relationship in the Oil and Gas Industry," Working Papers, University of Milano-Bicocca, Department of Economics, number 379, Apr, revised 10 Apr 2018.
• Seyedehzahra NEMATOLLAHI & Giancarlo MANZI, 2018, "Portfolio Management Using Prospect Theory: Comparing Genetic Algorithms and Particle Swarm Optimization," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2018-03, Mar.
• Gabriella CHIESA & José Manuel MANSILLA-FERNÁNDEZ, 2018, "Non-Performing Loans, Cost of Capital, and Lending Supply: Lessons from the Eurozone Banking Crisis," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2018-05, Jun.
• Gabriella CHIESA & José Manuel MANSILLA-FERNÁNDEZ, 2018, "Disentangling the Transmission Channel NPLs-Cost of Capital-Lending Supply," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2018-06, Jul.
• Gábor Kutasi & László György & Krisztina Szabó, 2018, "Behavioural Factors in the Hungarian Retail Government Bond Market," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 17, issue 1, pages 110-136.
• Graziella Bertocchi & Marianna Brunetti & Anzelika Zaiceva, 2018, "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0138, Nov.
• Graziella Bertocchi & Marianna Brunetti & Anzelika Zaiceva, 2018, "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 137, Nov.
• Maria Cristina Rossi & Dario Sansone & Costanza Torricelli & Arthur van Soest, 2018, "Household Preferences for Socially Responsible Investments," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0066, Feb.
• Francesco Pattarin, 2018, "Spending Policies of Italian Banking Foundations," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0071, Nov.
• Giuseppe Marotta, 2018, "Why choosing dominated personal pension plans: sales force and financial literacy effects," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0072, Jul.
• Graziella Bertocchi & Marianna Brunetti & Anzelika Zaiceva, 2018, "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0073, Nov.
• Michael Kirchler & Florian Lindner & Utz Weitzel, 2018, "Delegated Decision Making and Social Competition in the Finance Industry," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2018_08, Jul.
• Andrea Cardillo & Massimo Coletta, 2018, "Household Investments through Italian Asset Management Products," Politica economica, Società editrice il Mulino, issue 2, pages 165-194.
• Carlos Jorge Lenczewski Martins, 2018, "Toxic liquidity – is it here to stay?," Bank i Kredyt, Narodowy Bank Polski, volume 49, issue 1, pages 1-16.
• Arkadiusz Semczak, 2018, "Morfologia cyklu indeksu WIG oraz jego współzależność z cyklem sfery realnej gospodarki w Polsce," Bank i Kredyt, Narodowy Bank Polski, volume 49, issue 6, pages 557-594.
• Marcin Kolasa, 2018, "Equilibrium foreign currency mortgages," NBP Working Papers, Narodowy Bank Polski, number 293.
• Vanya Horneff & Raimond Maurer & Olivia S. Mitchell, 2018, "How Will Persistent Low Expected Returns Shape Household Economic Behavior?," NBER Chapters, National Bureau of Economic Research, Inc, "Incentives and Limitations of Employment Policies on Retirement Transitions".
• Scott R. Baker & Lorenz Kueng & Leslie McGranahan & Brian T. Melzer, 2018, "Do Household Finances Constrain Unconventional Fiscal Policy?," NBER Chapters, National Bureau of Economic Research, Inc, "Tax Policy and the Economy, Volume 33".
• Pierre Collin-Dufresne & Kent D. Daniel & Mehmet Saǧlam, 2018, "Liquidity Regimes and Optimal Dynamic Asset Allocation," NBER Working Papers, National Bureau of Economic Research, Inc, number 24222, Jan.
• Söhnke M. Bartram & Gregory W. Brown & René M. Stulz, 2018, "Why has Idiosyncratic Risk been Historically Low in Recent Years?," NBER Working Papers, National Bureau of Economic Research, Inc, number 24270, Jan.
• Bing Han & David Hirshleifer & Johan Walden, 2018, "Social Transmission Bias and Investor Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 24281, Feb.
• Linda S. Goldberg & Signe Krogstrup, 2018, "International Capital Flow Pressures," NBER Working Papers, National Bureau of Economic Research, Inc, number 24286, Feb.
• Vanya Horneff & Raimond Maurer & Olivia S. Mitchell, 2018, "How Persistent Low Expected Returns Alter Optimal Life Cycle Saving, Investment, and Retirement Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 24311, Feb.
• Grace Xing Hu & Jun Pan & Jiang Wang, 2018, "Chinese Capital Market: An Empirical Overview," NBER Working Papers, National Bureau of Economic Research, Inc, number 24346, Feb.
• Charles W. Calomiris & Elliot S.M. Oh, 2018, "Who Owned Citibank? Familiarity Bias and Business Network Influences on Stock Purchases, 1925-1929," NBER Working Papers, National Bureau of Economic Research, Inc, number 24431, Mar.
• Jessica A. Wachter & Yicheng Zhu, 2018, "The Macroeconomic Announcement Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 24432, Mar.
• Charles W. Calomiris & Mauricio Larrain & Sergio L. Schmukler, 2018, "Capital Inflows, Equity Issuance Activity, and Corporate Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 24433, Mar.
• Bryan Kelly & Seth Pruitt & Yinan Su, 2018, "Characteristics Are Covariances: A Unified Model of Risk and Return," NBER Working Papers, National Bureau of Economic Research, Inc, number 24540, Apr.
• Daniel Barth & Nicholas W. Papageorge & Kevin Thom, 2018, "Genetic Endowments and Wealth Inequality," NBER Working Papers, National Bureau of Economic Research, Inc, number 24642, May.
• Luis M. Viceira & Zixuan (Kevin) Wang, 2018, "Global Portfolio Diversification for Long-Horizon Investors," NBER Working Papers, National Bureau of Economic Research, Inc, number 24646, May.
• Ulrike Malmendier & Demian Pouzo & Victoria Vanasco, 2018, "Investor Experiences and Financial Market Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 24697, Jun.
• Miles S. Kimball & Matthew D. Shapiro & Tyler Shumway & Jing Zhang, 2018, "Portfolio Rebalancing in General Equilibrium," NBER Working Papers, National Bureau of Economic Research, Inc, number 24722, Jun.
• Nicholas C. Barberis, 2018, "Psychology-based Models of Asset Prices and Trading Volume," NBER Working Papers, National Bureau of Economic Research, Inc, number 24723, Jun.
• John D. Burger & Francis E. Warnock & Veronica Cacdac Warnock, 2018, "Benchmarking Portfolio Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 24761, Jun.
• Marcin Kacperczyk & Savitar Sundaresan & Tianyu Wang, 2018, "Do Foreign Investors Improve Market Efficiency?," NBER Working Papers, National Bureau of Economic Research, Inc, number 24765, Jun.
• Huaizhi Chen & Lauren Cohen & Umit Gurun & Dong Lou & Christopher Malloy, 2018, "IQ from IP: Simplifying Search in Portfolio Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 24801, Jul.
• John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2018, "Behavioral Household Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 24854, Jul.
• John Y. Campbell & Tarun Ramadorai & Benjamin Ranish, 2018, "Do the Rich Get Richer in the Stock Market? Evidence from India," NBER Working Papers, National Bureau of Economic Research, Inc, number 24898, Aug.
• Lubos Pastor & Pietro Veronesi, 2018, "Inequality Aversion, Populism, and the Backlash Against Globalization," NBER Working Papers, National Bureau of Economic Research, Inc, number 24900, Aug.
• Stephen G. Dimmock & Roy Kouwenberg & Olivia S. Mitchell & Kim Peijnenburg, 2018, "Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field," NBER Working Papers, National Bureau of Economic Research, Inc, number 24928, Aug.
• Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2018, "Frictional Intermediation in Over-the-counter Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 24956, Aug.
• James J. Choi & Adriana Z. Robertson, 2018, "What Matters to Individual Investors? Evidence from the Horse’s Mouth," NBER Working Papers, National Bureau of Economic Research, Inc, number 25019, Sep.
• Jiangze Bian & Zhiguo He & Kelly Shue & Hao Zhou, 2018, "Leverage-Induced Fire Sales and Stock Market Crashes," NBER Working Papers, National Bureau of Economic Research, Inc, number 25040, Sep.
• Aleksandar Andonov & Roman Kräussl & Joshua Rauh, 2018, "The Subsidy to Infrastructure as an Asset Class," NBER Working Papers, National Bureau of Economic Research, Inc, number 25045, Sep.
• Nikolai Roussanov & Hongxun Ruan & Yanhao Wei, 2018, "Marketing Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 25056, Sep.
• Anders Anderson & David T. Robinson, 2018, "Who Feels the Nudge? Knowledge, Self-Awareness and Retirement Savings Decisions," NBER Working Papers, National Bureau of Economic Research, Inc, number 25061, Sep.
• Scott R. Baker & Lorenz Kueng & Steffen Meyer & Michaela Pagel, 2018, "Measurement Error in Imputed Consumption," NBER Working Papers, National Bureau of Economic Research, Inc, number 25078, Sep.
• Sergey Chernenko & Adi Sunderam, 2018, "Do Fire Sales Create Externalities?," NBER Working Papers, National Bureau of Economic Research, Inc, number 25104, Sep.
• Maarten Meeuwis & Jonathan A. Parker & Antoinette Schoar & Duncan I. Simester, 2018, "Belief Disagreement and Portfolio Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 25108, Sep.
• Vanya Horneff & Raimond Maurer & Olivia S. Mitchell, 2018, "How Will Persistent Low Expected Returns Shape Household Economic Behavior?," NBER Working Papers, National Bureau of Economic Research, Inc, number 25133, Oct.
• Usman Ali & David Hirshleifer, 2018, "Shared Analyst Coverage: Unifying Momentum Spillover Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 25201, Oct.
• Brian Boyer & Taylor D. Nadauld & Keith P. Vorkink & Michael S. Weisbach, 2018, "Private Equity Indices Based on Secondary Market Transactions," NBER Working Papers, National Bureau of Economic Research, Inc, number 25207, Nov.
• Scott R. Baker & Lorenz Kueng & Leslie McGranahan & Brian T. Melzer, 2018, "Do Household Finances Constrain Unconventional Fiscal Policy?," NBER Working Papers, National Bureau of Economic Research, Inc, number 25212, Nov.
• John Ameriks & Gábor Kézdi & Minjoon Lee & Matthew D. Shapiro, 2018, "Heterogeneity in Expectations, Risk Tolerance, and Household Stock Shares: The Attenuation Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 25269, Nov.
• Sandeep Dahiya & David Yermack, 2018, "Investment Returns and Distribution Policies of Non-Profit Endowment Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 25323, Dec.
• Itzhak Ben-David & Elyas Fermand & Camelia M. Kuhnen & Geng Li, 2018, "Expectations Uncertainty and Household Economic Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 25336, Dec.
• Kent Daniel & Lorenzo Garlappi & Kairong Xiao, 2018, "Monetary Policy and Reaching for Income," NBER Working Papers, National Bureau of Economic Research, Inc, number 25344, Dec.
• Martin Lettau & Sydney C. Ludvigson & Paulo Manoel, 2018, "Characteristics of Mutual Fund Portfolios: Where Are the Value Funds?," NBER Working Papers, National Bureau of Economic Research, Inc, number 25381, Dec.
• Shihao Gu & Bryan Kelly & Dacheng Xiu, 2018, "Empirical Asset Pricing via Machine Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 25398, Dec.
• Cederburg, Scott & O’Doherty, Michael S. & Savin, N. E. & Tiwari, Ashish, 2018, "Conditional Benchmarks and Predictors of Mutual Fund Performance," Critical Finance Review, now publishers, volume 7, issue 2, pages 331-372, December, DOI: 10.1561/104.00000062.
• Adams, John & Hayunga, Darren & Mansi, Sattar, 2018, "Conditional Diseconomies of Scale in the Actively-Managed Mutual Fund Industry: What Do the Outliers in the Data Tell Us?," Critical Finance Review, now publishers, volume 7, issue 2, pages 273-329, December, DOI: 10.1561/104.00000063.
• Hong, Harrison & Jiang, Wenxi, 2018, "Diseconomies of Scale in the Actively-Managed Mutual Fund Industry: Fund Industry: What Do the Outliers in the Data Tell Us?: A Response," Critical Finance Review, now publishers, volume 7, issue 2, pages 373-377, December, DOI: 10.1561/104.00000066.
• Iliya Ploshtakov, 2018, "The Role of the Alternative Investments in the Management of Wealth," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 131-142, February.
• Bozhidar Nedev, 2018, "Short-term Predictability on the International Capital Markets – Momentum Effect," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 121-135, April.
• Michele Bisceglia & Paola Zola, 2018, "Dollar-Cost Averaging with Yearly and Biyearly Installments," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, volume 7, issue 1, pages 1-14, February.
• Mihir Dash, 2018, "Modelling the Efficient Frontier: An Empirical Study in the Indian Stock Market," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, volume 7, issue 2, pages 83-94, May.