Research classified by Journal of Economic Literature (JEL) codes

2018

• Brian Boyer & Taylor D. Nadauld & Keith P. Vorkink & Michael S. Weisbach, 2018, "Private Equity Indices Based on Secondary Market Transactions," NBER Working Papers, National Bureau of Economic Research, Inc, number 25207, Nov.
• Scott R. Baker & Lorenz Kueng & Leslie McGranahan & Brian T. Melzer, 2018, "Do Household Finances Constrain Unconventional Fiscal Policy?," NBER Working Papers, National Bureau of Economic Research, Inc, number 25212, Nov.
• John Ameriks & Gábor Kézdi & Minjoon Lee & Matthew D. Shapiro, 2018, "Heterogeneity in Expectations, Risk Tolerance, and Household Stock Shares: The Attenuation Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 25269, Nov.
• Sandeep Dahiya & David Yermack, 2018, "Investment Returns and Distribution Policies of Non-Profit Endowment Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 25323, Dec.
• Itzhak Ben-David & Elyas Fermand & Camelia M. Kuhnen & Geng Li, 2018, "Expectations Uncertainty and Household Economic Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 25336, Dec.
• Kent Daniel & Lorenzo Garlappi & Kairong Xiao, 2018, "Monetary Policy and Reaching for Income," NBER Working Papers, National Bureau of Economic Research, Inc, number 25344, Dec.
• Martin Lettau & Sydney C. Ludvigson & Paulo Manoel, 2018, "Characteristics of Mutual Fund Portfolios: Where Are the Value Funds?," NBER Working Papers, National Bureau of Economic Research, Inc, number 25381, Dec.
• Shihao Gu & Bryan Kelly & Dacheng Xiu, 2018, "Empirical Asset Pricing via Machine Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 25398, Dec.
• Cederburg, Scott & O’Doherty, Michael S. & Savin, N. E. & Tiwari, Ashish, 2018, "Conditional Benchmarks and Predictors of Mutual Fund Performance," Critical Finance Review, now publishers, volume 7, issue 2, pages 331-372, December, DOI: 10.1561/104.00000062.
• Adams, John & Hayunga, Darren & Mansi, Sattar, 2018, "Conditional Diseconomies of Scale in the Actively-Managed Mutual Fund Industry: What Do the Outliers in the Data Tell Us?," Critical Finance Review, now publishers, volume 7, issue 2, pages 273-329, December, DOI: 10.1561/104.00000063.
• Hong, Harrison & Jiang, Wenxi, 2018, "Diseconomies of Scale in the Actively-Managed Mutual Fund Industry: Fund Industry: What Do the Outliers in the Data Tell Us?: A Response," Critical Finance Review, now publishers, volume 7, issue 2, pages 373-377, December, DOI: 10.1561/104.00000066.
• Iliya Ploshtakov, 2018, "The Role of the Alternative Investments in the Management of Wealth," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 131-142, February.
• Bozhidar Nedev, 2018, "Short-term Predictability on the International Capital Markets – Momentum Effect," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 121-135, April.
• Michele Bisceglia & Paola Zola, 2018, "Dollar-Cost Averaging with Yearly and Biyearly Installments," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, volume 7, issue 1, pages 1-14, February.
• Mihir Dash, 2018, "Modelling the Efficient Frontier: An Empirical Study in the Indian Stock Market," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, volume 7, issue 2, pages 83-94, May.
• Jianhua Ding & Turen Guo & Bin Guo, 2018, "Fat Tails, Value at Risk, and the Palladium Returns," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, volume 7, issue 2, pages 95-103, May.
• Tibor Hanappi, 2018, "Loss carryover provisions: Measuring effects on tax symmetry and automatic stabilisation," OECD Taxation Working Papers, OECD Publishing, number 35, Feb, DOI: 10.1787/bfbcd0db-en.
• Luisa Dressler & Tibor Hanappi & Kurt van Dender, 2018, "Unintended technology-bias in corporate income taxation: The case of electricity generation in the low-carbon transition," OECD Taxation Working Papers, OECD Publishing, number 37, Jul, DOI: 10.1787/9f4a34ff-en.
• Pedro Cruz & Fatos Koc, 2018, "The liquidity buffer practices of public debt managers in OECD countries," OECD Working Papers on Sovereign Borrowing and Public Debt Management, OECD Publishing, number 9, Nov, DOI: 10.1787/3b468966-en.
• Elisabeth Beckmann & Sarah Reiter & Helmut Stix, 2018, "A geographic perspective on banking in Central, Eastern and Southeastern Europe," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1-18, pages 26-47.
• Thomas Scheiber & Julia Wörz, 2018, "How are reduced interest rate differentials affecting euroization in Southeastern Europe? Evidence from the OeNB Euro Survey," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1-18, pages 48-60.
• Helmut Elsinger & Pirmin Fessler & Judith Feyrer & Konrad Richter & Maria Antoinette Silgoner & Andreas Timel, 2018, "Digitalization in financial services and household finance: fintech, financial literacy and financial stability," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 35, pages 50-58.
• Aleksandra Pieloch-Babiarz & Tomasz Sosnowski, 2018, "TIMING OF DIVIDEND INITIATIONS OF POLISH IPOs. DOES THE ORIGINAL SHAREHOLDERS STRUCTURE MATTER?," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 204-213, July.
• Iulian-Cornel Lolea1 & Ioan-Radu Petrariu, 2018, "Contagion And Integration Of Capital Markets In The Cee Countries," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 492-504, July.
• Laurențiu Droj & Ioan Gheorghe Tara, 2018, "Early Warning Indicators - Evolution For The Medical Companies Registered At Bse," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 102-108, December.
• Laurențiu Droj, 2018, "Considerations Regarding The Evolution Of The Liquidity And Solvency Indicators Of The Most Important Romanian Production Companies In The Period 2014-2017," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 94-101, December.
• Takayuki Ogawa & Jun Sakamoto, 2018, "Welfare Implications of Mitigating Investment Uncertainty," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 18-33, Dec.
• Takayuki Ogawa & Jun Sakamoto, 2018, "Welfare Implications of Mitigating Investment Uncertainty," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 18-33-Rev., Dec, revised Dec 2018.
• Katarína Lučivjanská, 2018, "Is Imperfection Better? Evidence from Predicting Stock and Bond Returns," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 2, pages 244-270.
• Oana Peia & Radu Vranceanu, 2018, "The cost of capital in a model of financial intermediation with coordination frictions," Oxford Economic Papers, Oxford University Press, volume 70, issue 1, pages 266-285.
• Lorenz Kueng, 2018, "Excess Sensitivity of High-Income Consumers," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 133, issue 4, pages 1693-1751.
• Andreas Fagereng & Luigi Guiso & Luigi Pistaferri, 2018, "Portfolio Choices, Firm Shocks, and Uninsurable Wage Risk," The Review of Economic Studies, Review of Economic Studies Ltd, volume 85, issue 1, pages 437-474.
• Paul Ehling & Alessandro Graniero & Christian Heyerdahl-Larsen, 2018, "Asset Prices and Portfolio Choice with Learning from Experience," The Review of Economic Studies, Review of Economic Studies Ltd, volume 85, issue 3, pages 1752-1780.
• Santosh Anagol & Vimal Balasubramaniam & Tarun Ramadorai, 2018, "Endowment Effects in the Field: Evidence from India’s IPO Lotteries," The Review of Economic Studies, Review of Economic Studies Ltd, volume 85, issue 4, pages 1971-2004.
• Deniz Anginer & Çelim Yıldızhan, 2018, "Is There a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross-section of Equity Returns
  [The risk-adjusted cost of financial distress]," Review of Finance, European Finance Association, volume 22, issue 2, pages 633-660.
• Danling Jiang & Sonya S Lim, 2018, "Trust and Household Debt
  [Consumer bankruptcy and default: the role of individual social capital]," Review of Finance, European Finance Association, volume 22, issue 2, pages 783-812.
• Sandra E Black & Paul J Devereux & Petter Lundborg & Kaveh Majlesi, 2018, "Learning to Take Risks? The Effect of Education on Risk-Taking in Financial Markets," Review of Finance, European Finance Association, volume 22, issue 3, pages 951-975.
• Patrice Fontaine & Sonia Jimenez-Garcès & Mark S Seasholes, 2018, "Common Factors, Information, and Holdings Dispersion," Review of Finance, European Finance Association, volume 22, issue 4, pages 1441-1467.
• Itzhak Ben-David & Justin Birru & Viktor Prokopenya, 2018, "Uninformative Feedback and Risk Taking: Evidence from Retail Forex Trading
  [Two methods of reducing overconfidence]," Review of Finance, European Finance Association, volume 22, issue 6, pages 2009-2036.
• Tomas Williams, 2018, "Capital Inflows, Sovereign Debt and Bank Lending: Micro-Evidence from an Emerging Market," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 12, pages 4958-4994.
• Markus Ibert & Ron Kaniel & Stijn Van Nieuwerburgh & Roine Vestman, 2018, "Are Mutual Fund Managers Paid for Investment Skill?," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 2, pages 715-772.
• Afees Adebare Salisu & Raymond Swaray & Tirimisiyu Oloko, 2017, "US stocks in the presence of oil price risk: Large cap vs. Small cap," Economics and Business Letters, Oviedo University Press, volume 6, issue 4, pages 116-124.
• Rick Van der Ploeg & Armon Rezai, 2018, "Climate Policy and Stranded Carbon Assets: A Financial Perspective," OxCarre Working Papers, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford, number 206, Mar.
• David Gill & Daniel Sgroi & Churchill College and Department of Applied Economics & University of Cambridge, 2004, "The Superiority of Biased Reviewers in a Model of Simultaneous Sales," Economics Series Working Papers, University of Oxford, Department of Economics, number 206, Sep.
• Solórzano-Taborga, Pablo & Alonso-Conde, Ana Belén & Rojo-Suárez, Javier, 2018, "Efficiency and Persistence of Spanish Absolute Return Funds || Eficiencia y persistencia de los fondos de retorno absolutos españoles," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 25, issue 1, pages 186-214, Junio.
• El Jebari, Ouael & Hakmaoui, Abdelati, 2018, "GARCH Family Models vs EWMA: Which is the Best Model to Forecast Volatility of the Moroccan Stock Exchange Market? || Modelos de la familia GARCH vs EWMA: ¿cuál es el mejor modelo para pronosticar la volatilidad del mercado de valores marroquí?," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 26, issue 1, pages 237-249, Diciembre.
• Samaniego, Ángel & Rodríguez-Reyes, Luis Raúl, 2018, "Passive Portfolio Management by Indexing: A Performance Analysis of High, Medium and Low Capitalization Indices in Mexico || Administración pasiva de portafolios mediante indexación: un análisis del desempeño de los índices de alta, mediana y baja ca," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 26, issue 1, pages 269-293, Diciembre.
• Demir Bektić & Tobias Regele, 2018, "Exploiting uncertainty with market timing in corporate bond markets," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 2, pages 79-92, March, DOI: 10.1057/s41260-017-0063-6.
• Golam Sarwar & Cesario Mateus & Natasa Todorovic, 2018, "US sector rotation with five-factor Fama–French alphas," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 2, pages 116-132, March, DOI: 10.1057/s41260-017-0067-2.
• Kyre Dane Lahtinen & Chris M. Lawrey & Kenneth J. Hunsader, 2018, "Beta dispersion and portfolio returns," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 3, pages 156-161, May, DOI: 10.1057/s41260-017-0071-6.
• Marielle Jong, 2018, "Portfolio optimisation in an uncertain world," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 4, pages 216-221, July, DOI: 10.1057/s41260-017-0066-3.
• Thierry Roncalli, 2018, "Keep up the momentum," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 5, pages 351-361, September, DOI: 10.1057/s41260-018-0078-7.
• Yang Gao & Henry Leung & Stephen Satchell, 2018, "A critique of momentum strategies," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 5, pages 341-350, September, DOI: 10.1057/s41260-018-0080-0.
• Marc Desban & Souad Lajili Jarjir, 2018, "Corporate ownership structure, market anomalies and asset pricing," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 5, pages 316-340, September, DOI: 10.1057/s41260-018-0085-8.
• Martin Rohleder & Hendrik Scholz & Marco Wilkens, 2018, "Success and failure on the corporate bond fund market," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 6, pages 429-443, October, DOI: 10.1057/s41260-018-0086-7.
• Jarno Tikkanen & Janne Äijö, 2018, "Does the F-score improve the performance of different value investment strategies in Europe?," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 7, pages 495-506, December, DOI: 10.1057/s41260-018-0098-3.
• Olha Zadorozhna & Bogna Gawronska-Nowak, 2018, "Home Bias: Evidence From The Stock Exchange," CBU International Conference Proceedings, ISE Research Institute, volume 6, issue 0, pages 503-509, September, DOI: 10.12955/cbup.v6.1205.
• Michael McAleer, 2018, "22nd Anniversary Special Issue Of Advances In Decision Sciences (Ads), 1997-2018," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 1-12, December.
• Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018, "Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 13-22, December.
• Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018, "Research Ideas For Advances In Decision Sciences (Ads): 22nd Anniversary Special Issue In 2018," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 23-35, December.
• Jukka Ilomäki & Hannu Laurila, 2018, "The Noise Trader Effect In A Walrasian Financial Market," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 405-419, December.
• Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2018, "Is Wine A Safe-Haven? Evidence From A Nonparametric Causality-In-Quantiles Test," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 95-114, December.
• Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou, 2017, "Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-12, Mar.
• Sepideh Dolatabadi & Paresh Kumar Narayan & Morten Ørregaard Nielsen & Ke Xu, 2017, "Economic significance of commodity return forecasts from the fractionally cointegrated VAR model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-35, Dec.
• Charlotte Christiansen & Niels S. Grønborg & Ole L. Nielsen, 2018, "Mutual Fund Selection for Realistically Short Samples," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-36, Dec.
• Niels S. Grønborg & Asger Lunde & Kasper V. Olesen & Harry Vander Elst, 2018, "Realizing Correlations Across Asset Classes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-37, Dec.
• Jihed Majdoub & Walid Mansour & Islem Arrak, 2018, "Volatility Spillover among Equity Indices and Crude Oil Prices: Evidence from Islamic Markets امتداد التقلب بين مؤشرات الأسهم وأسعار النفط الخام: شواهد من الأسواق الإسلامية," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., volume 31, issue 1, pages 27-45, January, DOI: 10.4197/Islec.31-1.2.
• Hakan Altın & Cemil Süslü, 2018, "Evaluatıon of the Performance of the Tourısm Companıes Trade on Borsa Istanbul: An Applıcatıon on Restaurants and Hotels," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 33, issue 109, pages 31-50, April, DOI: https://doi.org/10.33203/mfy.341805.
• Jean-David Fermanian & Hassan Malongo, 2018, "On the Link between Volatilities, Regime Switching Probabilities and Correlation Dynamics," Annals of Economics and Statistics, GENES, issue 131, pages 1-24, DOI: 10.15609/annaeconstat2009.131.0001.
• Philippe Jehiel, 2018, "Investment Strategy and Selection Bias: An Equilibrium Perspective on Overoptimism," American Economic Review, American Economic Association, volume 108, issue 6, pages 1582-1597, June.
• Hannes Schwandt, 2018, "Wealth Shocks and Health Outcomes: Evidence from Stock Market Fluctuations," American Economic Journal: Applied Economics, American Economic Association, volume 10, issue 4, pages 349-377, October.
• Yongsung Chang & Jay H. Hong & Marios Karabarbounis, 2018, "Labor Market Uncertainty and Portfolio Choice Puzzles," American Economic Journal: Macroeconomics, American Economic Association, volume 10, issue 2, pages 222-262, April.
• John Laitner & Dan Silverman & Dmitriy Stolyarov, 2018, "The Role of Annuitized Wealth in Post-retirement Behavior," American Economic Journal: Macroeconomics, American Economic Association, volume 10, issue 3, pages 71-117, July.
• Da Ke, 2018, "Cross-Country Differences in Household Stock Market Participation: The Role of Gender Norms," AEA Papers and Proceedings, American Economic Association, volume 108, pages 159-162, May.
• Matheus José Silva de Souza & Danilo Guimarães Franco Ramosb & Marina Garcia Pena & Vinicius Amorim Sobreiro & Herbert Kimura, 2018, "Do small caps generate above average returns in the Brazilian stock market?," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 8, issue 1, pages 18-24.
• Morana, Claudio & Sbrana, Giacomo, , "Some Financial Implications of Global Warming: an Empirical Assessment," CSI: Climate and Sustainable Innovation, Fondazione Eni Enrico Mattei (FEEM), number 268728, DOI: 10.22004/ag.econ.268728.
• Ahmadi, Maryam & Manera, Matteo & Sadeghzadeh, Mehdi, , "Investment-Uncertainty Relationship in the Oil and Gas Industry," ETA: Economic Theory and Applications, Fondazione Eni Enrico Mattei (FEEM), number 273141, DOI: 10.22004/ag.econ.273141.
• Stark, Oded, , "On social preferences and the intensity of risk aversion," Discussion Papers, University of Bonn, Center for Development Research (ZEF), number 273146, DOI: 10.22004/ag.econ.273146.
• Ferran Camprubí i Baiges & Manuela Bosch Príncep, 2018, "The investments of the Spanish insurance Companies, 1984-2015," Documentos de Trabajo (DT-AEHE), Asociación Española de Historia Económica, number 1804, Jun.
• Liliana Eva Donath & Roxana Ioan & Tatenda Mandimutsira, 2018, "Evaluating the Performance of Socially Responsible Investment Funds," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 65, issue 2, pages 139-158, June.
• Júlio Lobão, 2018, "Are African Stock Markets Inefficient? New Evidence on Seasonal Anomalies," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 65, issue 3, pages 283-301, September.
• Ekaterina Dubova & Sergey Volodin & Irina Borenko, 2018, "High-Dividend Portfolios with Filters on the Financial Performance and an Optimization of Assets Weights in a Portfolio," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 65, issue 3, pages 347-363, September.
• Rui Pedro Brito & Helder Sebastião & Pedro Godinho, 2018, "On the Gains of Using High Frequency Data in Portfolio Selection," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 65, issue 4, pages 365-383, December.
• Deepika Krishnan & Raju G, 2018, "Performance Analysis of Volatile Strategy under Indian Options Market," Indian Journal of Commerce and Management Studies, Educational Research Multimedia & Publications,India, volume 9, issue 1, pages 87-94, January, DOI: 10.18843/ijcms/v9i1/12.
• Lise Clain-Chamosset-Yvrard & Thomas Seegmuller, 2018, "Bubble on Real Estate: The Role of Altruism and Fiscal Policy," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1821, Sep.
• Philip Z. MAYMIN, 2018, "The Conventional Past, Behavioral Present, and Algorithmic Future of Risk and Finance," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 20, pages 74-84, November.
• Corneille, Olivier & De Winne, Rudy & D'Hondt, Catherine, 2018, "The Disposition Effect does not survive disclosure of expected price trends," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2018003, Jan.
• Bellofatto, Anthony & D'Hondt, Catherine & De Winne, Rudy, 2018, "Subjective Financial Literacy and Retail Investors’ Behavior," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2018004, Jan.
• Sylwester Białowąs & Tomasz Potocki & Anna Rogozińska, 2018, "Financial Returns and Cultural Price Determinants in the Polish Art Market, 1991–2012," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 68, issue 4, pages 591-615, December.
• Francisco Jareño & María De La O González & Marta Tolentino & Sara Rodríguez, 2018, "Interest Rate Sensitivity of Spanish Companies. An Extension of the Fama-French Five-Factor Model," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 68, issue 4, pages 617-638, December.
• Samuel M. Hartzmark & David H. Solomon, 2018, "Recurring Firm Events and Predictable Returns: The Within-Firm Time Series," Annual Review of Financial Economics, Annual Reviews, volume 10, issue 1, pages 499-517, November, DOI: 10.1146/annurev-financial-110217-02.
• SENGA, Christian, 2018, "Portfolio optimization at the frontier: Assessing the diversification benefits of African securities," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2019001, Nov.
• Шаяхмет Д.Ш. // Shayakhmet D.Sh. & Ботабаев Ж.С. // Botabayev Zh.S., 2018, "Подходы в создании и использовании суверенных фондов благосостояния. // Approaches to the creation and use of sovereign wealth funds," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 3-4, pages 12-23.
• Кизатов Г.Ф. // Kizatov G.F. & Бойко Б.Б. // Boyko B.B., 2018, "Современные методы управления инвестиционным портфелем. Подход Reference portfolio. // Modern methods of investment portfolio management. Reference portfolio approach," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 3-4, pages 24-30.
• Arturo Lamadrid-Contreras & N.R. Ramírez-Rondán, 2018, "Panel Models with Two Threshold Variables: The Case of Financial Constraints," Working Papers, Peruvian Economic Association, number 128, Oct.
• Akmal Hidayah Halim* & Nor Azlina Mohd Noor & Azhani Arshad, 2018, "Administration of Unclaimed Estates in Malaysia: The Peculiarities of Unclaimed Money, Undistributed Fund and Bona Vacantia," The Journal of Social Sciences Research, Academic Research Publishing Group, pages 1075-1079:6.
• Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018, "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Papers, arXiv.org, number 1802.02127, Feb.
• Mounira Chniguir & Mohamed Kefi & Jamel Henchiri, 2018, "The Determinants of Home Bias in Stock Portfolio: An Emerging and Developed Markets Study," Papers, arXiv.org, number 1804.05103, Mar.
• Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018, "Measuring the response of gold prices to uncertainty: An analysis beyond the mean," Papers, arXiv.org, number 1806.07623, Jun.
• Eric Benhamou & Beatrice Guez, 2018, "Incremental Sharpe and other performance ratios," Papers, arXiv.org, number 1807.09864, Jul, revised Dec 2018.
• Eric Benhamou, 2018, "Connecting Sharpe ratio and Student t-statistic, and beyond," Papers, arXiv.org, number 1808.04233, Aug, revised May 2019.
• Huyen Pham & Xiaoli Wei & Chao Zhou, 2018, "Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach," Papers, arXiv.org, number 1809.01464, Sep, revised Dec 2021.
• Bahman Angoshtari & Tim Leung, 2018, "Optimal Dynamic Basis Trading," Papers, arXiv.org, number 1809.05961, Sep, revised May 2019.
• Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2018, "Spanning Tests for Markowitz Stochastic Dominance," Papers, arXiv.org, number 1810.10800, Oct.
• Andrea Flori & Fabrizio Lillo & Fabio Pammolli & Alessandro Spelta, 2018, "Better to stay apart: asset commonality, bipartite network centrality, and investment strategies," Papers, arXiv.org, number 1811.01624, Nov.
• Hayette Gatfaoui, 2018, "Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures," Papers, arXiv.org, number 1811.02382, Nov.
• Francesco Macheda, 2018, "The illusion of patient capital: evidence from pension investment policy in the Netherlands," Working Papers, ASTRIL - Associazione Studi e Ricerche Interdisciplinari sul Lavoro, number 0029, Jan.
• Cristian Virgiliu Radu, 2018, "Perspectives Of Internal Audit Performance In Economic Organizations," Internal Auditing and Risk Management, Athenaeum University of Bucharest, volume 50, issue 4, pages 74-85, June.
• Cristian Virgiliu RADU, 2018, "The Internal Audit Contribution to Knowing and Improving Risk Management of Economic Organizations," Internal Auditing and Risk Management, Athenaeum University of Bucharest, volume 51, issue 3, pages 53-65, September.
• Massimo Guidolin & Erwin Hansen & Martín Lozano-Banda, 2018, "Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1885.
• Massimo Guidolin & Alexei G. Orlov, 2018, "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1887.
• Massimo Guidolin & Andrea Ricci, 2018, "Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1888.
• Massimo Guidolin & Andrea Ricci, 2018, "Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1889.
• Massimo Guidolin & Alexei Orlov, 2018, "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1890.
• Iryna Honcharenko & Inna Servatynska, 2018, "Financial Unity Of The World As An Organic Part Of Globalization," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 2, DOI: 10.30525/2256-0742/2018-4-2-53-57.
• Maria Iorgachova & Olena Kovalova & Ivan Plets, 2018, "Financial Engineering As A Tool For The Development Of Corporate Bond Market In Eastern Europe On The Example Of Ukraine," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 4, DOI: 10.30525/2256-0742/2018-4-4-120-125.
• Tetyana Korytko & Olga Bogutska & Samira PÑ–letska, 2018, "Formation Of An Organizational And Economic Mechanism For Encouraging Investment Activity Of Enterprises," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 5, DOI: 10.30525/2256-0742/2018-4-5-10-17.
• Claudio D’Auria, 2018, "The new Regulation on Loan Portfolios Public Guarantee," BANCARIA, Bancaria Editrice, volume 11, pages 72-81, November.
• Paolo Molesini, 2018, "Financial advisors and wealth management: an Italian model for private and retail investors," BANCARIA, Bancaria Editrice, volume 11, pages 82-87, November.
• Massimo Coletta & Raffaele Santioni, 2018, "Banks bonds in household wealth: recent trends in Italy," BANCARIA, Bancaria Editrice, volume 3, pages 52-61, March.
• Fabiomassimo Mango & Pina Murè & Marco Spallone, 2018, "Optimal diversification: an empirical approach," BANCARIA, Bancaria Editrice, volume 3, pages 62-71, March.
• Hsiu-lang Chen & Rodrigo F. Malaquias, 2018, "Does Individual Fund Shareholder Structure Matter? A Study of Exclusive Funds in Brazil," Review of Economics & Finance, Better Advances Press, Canada, volume 12, pages 1-15, May.
• Bruce Morley & Dennis Thomas, 2018, "Covariance Risk and the Ripple Effect in the UK Regional Housing Market," Review of Economics & Finance, Better Advances Press, Canada, volume 13, pages 1-13, August.
• Daniel Castillo & Joseph Falzon, 2018, "An Analysis of the Impact of WannaCry Cyberattack on Cybersecurity Stock Returns," Review of Economics & Finance, Better Advances Press, Canada, volume 13, pages 93-100, August.
• Spartak Keremidchiev & Yana Kirilova & Dochka Velkova, 2018, "Financial Aspects of NPP Construction: Implications for NPP Belene," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 121-129.
• Bozhidar Nedev, 2018, "Traditional or behavioral finance?," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 113-134.
• Alessandro Schiavone, 2018, "Estimating the contagion effect through the portfolio channel using a network approach," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 429, Mar.
• Valerio Della Corte & Stefano Federico & Alberto Felettigh, 2018, "Looking through cross-border positions in investment funds: evidence from Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 439, Jun.
• Michele Manna & Stefano Nobili, 2018, "Banks' holdings of and trading in government bonds," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1166, Mar.
• Alessio Ciarlone & Andrea Colabella, 2018, "Asset price volatility in EU-6 economies: how large is the role played by the ECB?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1175, Jun.
• Valerio Nispi Landi & Alessandro Schiavone, 2018, "The effectiveness of capital controls," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1200, Nov.
• Dal Borgo Mariela, 2018, "Ethnic and Racial Disparities in Saving Behavior," Working Papers, Banco de México, number 2018-02, Jan.
• Christian Pfister, 2018, "Taxation of Savings and Portfolio Choices of French Households," Working papers, Banque de France, number 699.
• Maxime Ponsart & Alessandra Salvio, 2018, "Investment funds in the euro area: an uneven dynamic since 2009
  [Les fonds d’investissement dans la zone euro : une dynamique hétérogène depuis 2009]," Bulletin de la Banque de France, Banque de France, issue 216.
• David Lagziel & Ehud Lehrer, 2018, "Transferable Deposits as a Screening Mechanism," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 1808.
• Vladyslav Sushko & Grant Turner, 2018, "The implications of passive investing for securities markets," BIS Quarterly Review, Bank for International Settlements, March.
• John Ammer & Alexandra Tabova & Caleb Wroblewski, 2018, "Searching for yield abroad: risk-taking through foreign investment in U.S. bonds," BIS Working Papers, Bank for International Settlements, number 687, Jan.
• Ricardo Caballero & Alp Simsek, 2018, "A risk-centric model of demand recessions and macroprudential policy," BIS Working Papers, Bank for International Settlements, number 733, Jul.
• Jouchi Nakajima, 2018, "The role of household debt heterogeneity on consumption: Evidence from Japanese household data," BIS Working Papers, Bank for International Settlements, number 736, Jul.
• Nicolas Aubert & Hachmi Ben Ameur & Guillaume Garnotel & Jean‐Luc Prigent, 2018, "Optimal Employee Ownership Contracts Under Ambiguity Aversion," Economic Inquiry, Western Economic Association International, volume 56, issue 1, pages 238-251, January, DOI: 10.1111/ecin.12478.
• Glenn Boyle & Gerald Ward, 2018, "Do Better Informed Investors Always Do Better? A Buyback Puzzle," Economic Inquiry, Western Economic Association International, volume 56, issue 4, pages 2137-2157, October, DOI: 10.1111/ecin.12688.
• William N. Goetzmann & Dasol Kim, 2018, "Negative bubbles: What happens after a crash," European Financial Management, European Financial Management Association, volume 24, issue 2, pages 171-191, March, DOI: 10.1111/eufm.12164.
• Christoph Memmel & Atılım Seymen & Max Teichert, 2018, "Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence," German Economic Review, Verein für Socialpolitik, volume 19, issue 3, pages 330-350, August, DOI: 10.1111/geer.12131.
• Muhammad A. Cheema & Gilbert V. Nartea & Yimei Man, 2018, "Cross‐Sectional and Time Series Momentum Returns and Market States," International Review of Finance, International Review of Finance Ltd., volume 18, issue 4, pages 705-715, December, DOI: 10.1111/irfi.12148.
• Francisco Barillas & Jay Shanken, 2018, "Comparing Asset Pricing Models," Journal of Finance, American Finance Association, volume 73, issue 2, pages 715-754, April, DOI: 10.1111/jofi.12607.
• Nicolae Gârleanu & Lasse Heje Pedersen, 2018, "Efficiently Inefficient Markets for Assets and Asset Management," Journal of Finance, American Finance Association, volume 73, issue 4, pages 1663-1712, August, DOI: 10.1111/jofi.12696.
• Denis Gromb & Dimitri Vayanos, 2018, "The Dynamics of Financially Constrained Arbitrage," Journal of Finance, American Finance Association, volume 73, issue 4, pages 1713-1750, August, DOI: 10.1111/jofi.12689.
• Magnus Dahlquist & Ofer Setty & Roine Vestman, 2018, "On the Asset Allocation of a Default Pension Fund," Journal of Finance, American Finance Association, volume 73, issue 4, pages 1893-1936, August, DOI: 10.1111/jofi.12697.
• Michael Kirchler & Florian Lindner & Utz Weitzel, 2018, "Rankings and Risk‐Taking in the Finance Industry," Journal of Finance, American Finance Association, volume 73, issue 5, pages 2271-2302, October, DOI: 10.1111/jofi.12701.
• Filippo De Marco & Marco Macchiavelli & Rosen Valchev, 2018, "Beyond Home Bias: Portfolio Holdings and Information Heterogeneity," Boston College Working Papers in Economics, Boston College Department of Economics, number 942, Jan.
• Gino Cenedese & Ilaf Elard, 2018, "Unconventional monetary policy and the portfolio choice of international mutual funds," Bank of England Staff Working Paper series, Bank of England, number 705, Jan.
• Tobias Neumann, 2018, "Mortgages: estimating default correlation and forecasting default risk," Bank of England Staff Working Paper series, Bank of England, number 708, Feb.
• Geir-Are Karvik & Joseph Noss & Jack Worlidge & Daniel Beale, 2018, "The deeds of speed: an agent-based model of market liquidity and flash episodes," Bank of England Staff Working Paper series, Bank of England, number 743, Jul.
• Graeme Douglas & Matt Roberts-Sklar, 2018, "What drives UK defined benefit pension funds' investment behaviour?," Bank of England Staff Working Paper series, Bank of England, number 757, Oct.
• Sofia Anyfantaki & Stelios Arvanitis & Nikolas Topaloglou, 2018, "Diversification, integration and cryptocurrency market," Working Papers, Bank of Greece, number 244, Apr.
• Mosi Rosenboim & Yossi Saadon & Ben Z. Schreiber, 2018, "“Much Ado about Nothing”? The Effect of Print Media Tone on Stock Indices," Bank of Israel Working Papers, Bank of Israel, number 2018.10, Oct.
• Konstantin Kosenko & Noam Michelson, 2018, "It Takes More than Two to Tango: Understanding the Dynamics behind Multiple Bank Lending and its Implications," Bank of Israel Working Papers, Bank of Israel, number 2018.11, Nov.
• Cheonggu Cho, 2018, "Structural Relationships between Equity Flows, Stock Prices and Exchange Rate (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 24, issue 2, pages 89-129, June.
• G. Chiesa & J. M. Mansilla-Fern ndez, 2018, "Non-Performing Loans, Cost of Capital, and Lending Supply: Lessons from the Eurozone Banking Crisi," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1124, Oct.
• Isabel Schnabel & Johannes Tischer, 2018, "Banks' Trading After the Lehman Crisis - The Role of Unconventional Monetary Policy," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2018_036, Aug.
• Tariq Aziz & Valeed Ahmad Ansari, 2018, "Are extreme negative returns priced in the Indian stock market?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 1, pages 76-90, March.
• Rida Ahroum & Othmane Touri & Fatima-Zahra Sabiq & Boujemâa Achchab, 2018, "Investment strategies with rebalancing: How could they serve Sukuk secondary market?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 2, pages 91-100, June.
• Ofer Arbaa & Eva Varon, 2018, "The role of active management and asset allocation policy on government and corporate bond fund returns," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 3, pages 167-175, September.
• Rubaiyat Ahsan Bhuiyan & Maya Puspa Rahman & Buerhan Saiti & Gairuzazmi Mat Ghani, 2018, "Financial integration between sukuk and bond indices of emerging markets: Insights from wavelet coherence and multivariate-GARCH analysis," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 3, pages 218-230, September.
• Mehmet Emin Yildiz & Yaman O. Erzurumlu, 2018, "Testing postmodern portfolio theory based on global and local single factor market model: Borsa Istanbul case," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 4, pages 259-268, December.
• Ahmed Bouteska & Boutheina Regaieg, 2018, "Investor characteristics and the effect of disposition bias on the Tunisian stock market," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 4, pages 282-299, December.
• Rania Zghal & Ahmed Ghorbel & Mohamed Triki, 2018, "Dynamic model for hedging of the European stock sector with credit default swaps and EURO STOXX 50 volatility index futures," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 4, pages 312-328, December.
• Memmel Christoph & Seymen Atılım & Teichert Max, 2018, "Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence," German Economic Review, De Gruyter, volume 19, issue 3, pages 330-350, August, DOI: 10.1111/geer.12131.
• Kanchanapoom Termkiat & Padungsaksawasdi Chaiyuth & Chunhachinda Pornchai & de Boyrie Maria E., 2018, "Uncovered Interest Rate Parity, Carry Trade, and Country Equity Return Differentials," Global Economy Journal, De Gruyter, volume 18, issue 3, pages 1-11, September, DOI: 10.1515/gej-2018-0041.
• de Boyrie Maria E. & Pavlova Ivelina, 2018, "Equities and Commodities Comovements: Evidence from Emerging Markets," Global Economy Journal, De Gruyter, volume 18, issue 3, pages 1-14, September, DOI: 10.1515/gej-2017-0075.
• Carlos Carvalho & Jared D. Fisher & Davide Pettenuzzo, 2018, "Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models," Working Papers, Brandeis University, Department of Economics and International Business School, number 123, Sep.
• Bertrand Jacquillat, 2018, "Styles de gestion de portefeuille et gouvernance des entreprises," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 145-160.
• Caroline Marie-Jeanne, 2018, "Analyse morale de la spéculation," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 269-284.
• Chen, J. & Li, D. & Linton, O., 2018, "A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1876, Oct.
• Hafner, C. & Linton, O. & Tang, H., 2018, "Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1878, Sep.
• Guodong Chen & Minjoon Lee & Tong-yob Nam, 2018, "Forced Retirement Risk and Portfolio Choice," Carleton Economic Papers, Carleton University, Department of Economics, number 18-06, Jun.
• Cronin, David & Dunne, Peter G., 2018, "How Effective are Sovereign Bond-Backed Securities as a Spillover Prevention Device," Research Technical Papers, Central Bank of Ireland, number 4/RT/18, Feb.
• Glenn Boyle & Gerald Ward, 2018, "Do Better Informed Investors Always Do Better? A Buyback Puzzle," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 18/06, Apr.
• Graziella Bertocchi & Marianna Brunetti & Anzelika Zaiceva, 2018, "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," CHILD Working Papers Series, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA, number 67 JEL Classification: F2.
• Alessandra Milazzo & Elena Vigna, 2018, "The Italian Pension Gap: a Stochastic Optimal Control Approach," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 553.