Research classified by Journal of Economic Literature (JEL) codes

2018

• 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 ," 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 d," 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.
• Fabrice Borel-Mathurin & Pierre-Emmanuel Darpeix & Quentin Guibert & Stéphane Loisel, 2018, "Main Determinants of Profit-Sharing Policy in the French Life Insurance Industry," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 43, issue 3, pages 420-455, July, DOI: 10.1057/s41288-018-0080-9.
• John D. Burger & Francis E. Warnock & Veronica Cacdac Warnock, 2018, "Benchmarking Portfolio Flows," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 66, issue 3, pages 527-563, September, DOI: 10.1057/s41308-018-0062-8.
• Toan Huynh Luu Duc & Sang Phu Nguyen, 2018, "Higher co-moments and asset pricing on emerging stock markets by quantile regression approach," Business and Economic Horizons (BEH), Prague Development Center, volume 14, issue 1, pages 132-142, January, DOI: 10.15208/beh.2018.11.
• Nugroho Sasikirono & Sumiati Sumiati & Nur Khusniyah Indrawati, 2018, "Underpricing and long-term market performance of initial public offerings in Indonesia: A quantile regression approach," Business and Economic Horizons (BEH), Prague Development Center, volume 14, issue 1, pages 152-167, January, DOI: 10.15208/beh.2018.13.
• David Dillenberger & Daniel Gottlieb & Pietro Ortoleva, 2018, "Stochastic Impatience and the Separation of Time and Risk Preferences," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 18-020, Sep, revised 08 Sep 2018.
• Adam Marszk, 2018, "Exchange-traded products in Germany: development and substitution of exchange-traded funds, exchange-traded commodities and exchange-traded notes," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 13, issue 4, pages 643-665, December, DOI: 10.24136/eq.2018.031.
• Tomasz L. Nawrocki, 2018, "Opportunities and threats associated with an investment in shares of innovative companies — evidence from Polish capital market," Oeconomia Copernicana, Institute of Economic Research, volume 9, issue 2, pages 225-244, June, DOI: 10.24136/oc.2018.012.
• Alicja Fras, 2018, "The relation between management fees and the mutual funds` performance in Poland in 2015," Oeconomia Copernicana, Institute of Economic Research, volume 9, issue 2, pages 245-259, June, DOI: 10.24136/oc.2018.013.
• Darko B. Vukovic & Victor Prosin, 2018, "The prospective low risk hedge fund capital allocation line model: evidence from the debt market," Oeconomia Copernicana, Institute of Economic Research, volume 9, issue 3, pages 419-439, September, DOI: 10.24136/oc.2018.021.
• Thomas Renström & Luca Spataro, 2018, "Optimal taxation, environment quality, socially responsible firms and investors," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2018/232, May.
• Mukrim, Syahirah & Masih, Mansur, 2018, "Do islamic indices help portfolio diversification ? application of multivariate GARCH and wavelet coherence," MPRA Paper, University Library of Munich, Germany, number 112099, Feb.
• Ahnert, Toni & Georg, Co-Pierre, 2018, "Information contagion and systemic risk," Journal of Financial Stability, Elsevier, volume 35, issue C, pages 159-171, DOI: 10.1016/j.jfs.2017.05.009.
• Li, Qian & Wang, Jiamin & Bao, Liang, 2018, "Do institutions trade ahead of false news? Evidence from an emerging market," Journal of Financial Stability, Elsevier, volume 36, issue C, pages 98-113, DOI: 10.1016/j.jfs.2018.02.001.
• Torna, Gökhan, 2018, "The impact of expanded bank powers on loan portfolio decisions," Journal of Financial Stability, Elsevier, volume 38, issue C, pages 1-17, DOI: 10.1016/j.jfs.2018.07.002.
• Lagziel, David & Lehrer, Ehud, 2018, "Reward schemes," Games and Economic Behavior, Elsevier, volume 107, issue C, pages 21-40, DOI: 10.1016/j.geb.2017.10.019.
• Richards, Daniel W. & Willows, Gizelle D., 2018, "Who trades profusely? The characteristics of individual investors who trade frequently," Global Finance Journal, Elsevier, volume 35, issue C, pages 1-11, DOI: 10.1016/j.gfj.2017.03.006.
• da Silva, Raphael Braga & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & da Motta, Luiz Felipe Jacques, 2018, "R&D investment and risk in Brazil," Global Finance Journal, Elsevier, volume 35, issue C, pages 106-114, DOI: 10.1016/j.gfj.2017.08.003.
• Zhang, Hanxiong & Auer, Benjamin R. & Vortelinos, Dimitrios I., 2018, "Performance ranking (dis)similarities in commodity markets," Global Finance Journal, Elsevier, volume 35, issue C, pages 115-137, DOI: 10.1016/j.gfj.2017.09.001.
• Kim, Woohwan & Kim, Young Min & Kim, Tae-Hwan & Bang, Seungbeom, 2018, "Multi-dimensional portfolio risk and its diversification: A note," Global Finance Journal, Elsevier, volume 35, issue C, pages 147-156, DOI: 10.1016/j.gfj.2017.10.001.
• Degiannakis, Stavros, 2018, "Multiple days ahead realized volatility forecasting: Single, combined and average forecasts," Global Finance Journal, Elsevier, volume 36, issue C, pages 41-61, DOI: 10.1016/j.gfj.2017.12.002.
• Yeung, Wing Him & Lento, Camillo, 2018, "Ownership structure, audit quality, board structure, and stock price crash risk: Evidence from China," Global Finance Journal, Elsevier, volume 37, issue C, pages 1-24, DOI: 10.1016/j.gfj.2018.04.002.
• Alderighi, Stefano, 2018, "The determinants of retail trading activity in emerging markets: A cross-market analysis," Global Finance Journal, Elsevier, volume 37, issue C, pages 152-167, DOI: 10.1016/j.gfj.2018.05.001.
• Swaray, Raymond & Salisu, Afees A., 2018, "A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus," Global Finance Journal, Elsevier, volume 37, issue C, pages 199-218, DOI: 10.1016/j.gfj.2018.05.007.
• Jafarinejad, Mohammad & Ngo, Thanh & Escobari, Diego, 2018, "Disentangling the impacts of industrial and global diversification on firm risk," Global Finance Journal, Elsevier, volume 37, issue C, pages 39-56, DOI: 10.1016/j.gfj.2018.04.006.
• Henriques, Irene & Sadorsky, Perry, 2018, "Investor implications of divesting from fossil fuels," Global Finance Journal, Elsevier, volume 38, issue C, pages 30-44, DOI: 10.1016/j.gfj.2017.10.004.
• Hill, Brian & Michalski, Tomasz, 2018, "Risk versus ambiguity and international security design," Journal of International Economics, Elsevier, volume 113, issue C, pages 74-105, DOI: 10.1016/j.jinteco.2018.03.003.
• Li, Danping & Shen, Yang & Zeng, Yan, 2018, "Dynamic derivative-based investment strategy for mean–variance asset–liability management with stochastic volatility," Insurance: Mathematics and Economics, Elsevier, volume 78, issue C, pages 72-86, DOI: 10.1016/j.insmatheco.2017.11.006.
• Tang, Mei-Ling & Chen, Son-Nan & Lai, Gene C. & Wu, Ting-Pin, 2018, "Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee," Insurance: Mathematics and Economics, Elsevier, volume 78, issue C, pages 87-104, DOI: 10.1016/j.insmatheco.2017.11.004.
• Chen, An & Nguyen, Thai & Stadje, Mitja, 2018, "Optimal investment under VaR-Regulation and Minimum Insurance," Insurance: Mathematics and Economics, Elsevier, volume 79, issue C, pages 194-209, DOI: 10.1016/j.insmatheco.2018.01.008.
• Liang, Xiaoqing & Young, Virginia R., 2018, "Minimizing the probability of ruin: Optimal per-loss reinsurance," Insurance: Mathematics and Economics, Elsevier, volume 82, issue C, pages 181-190, DOI: 10.1016/j.insmatheco.2018.07.005.
• Josa-Fombellida, Ricardo & López-Casado, Paula & Rincón-Zapatero, Juan Pablo, 2018, "Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance," Insurance: Mathematics and Economics, Elsevier, volume 82, issue C, pages 73-86, DOI: 10.1016/j.insmatheco.2018.06.011.
• Guan, Guohui & Liang, Zongxia & Feng, Jian, 2018, "Time-consistent proportional reinsurance and investment strategies under ambiguous environment," Insurance: Mathematics and Economics, Elsevier, volume 83, issue C, pages 122-133, DOI: 10.1016/j.insmatheco.2018.09.007.
• López-Díaz, María Concepción & López-Díaz, Miguel & Martínez-Fernández, Sergio, 2018, "A stochastic order for the analysis of investments affected by the time value of money," Insurance: Mathematics and Economics, Elsevier, volume 83, issue C, pages 75-82, DOI: 10.1016/j.insmatheco.2018.08.001.
• Van Staden, Pieter M. & Dang, Duy-Minh & Forsyth, Peter A., 2018, "Time-consistent mean–variance portfolio optimization: A numerical impulse control approach," Insurance: Mathematics and Economics, Elsevier, volume 83, issue C, pages 9-28, DOI: 10.1016/j.insmatheco.2018.08.003.
• Sampid, Marius Galabe & Hasim, Haslifah M., 2018, "Estimating value-at-risk using a multivariate copula-based volatility model: Evidence from European banks," International Economics, Elsevier, volume 156, issue C, pages 175-192, DOI: 10.1016/j.inteco.2018.03.001.
• Ishigami, Shohei & Takeda, Fumiko, 2018, "Market reactions to stock rating and target price changes in analyst reports: Evidence from Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 52, issue C, pages 134-151, DOI: 10.1016/j.intfin.2017.09.014.
• Koepke, Robin, 2018, "Fed policy expectations and portfolio flows to emerging markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 55, issue C, pages 170-194, DOI: 10.1016/j.intfin.2018.03.003.
• Alkan, Ulas & Guner, Biliana, 2018, "Preferences for lottery stocks at Borsa Istanbul," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 55, issue C, pages 211-223, DOI: 10.1016/j.intfin.2018.02.015.
• Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2018, "Do liquidity proxies measure liquidity accurately in ETFs?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 55, issue C, pages 94-111, DOI: 10.1016/j.intfin.2018.02.011.
• Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Bekiros, Stelios & Shahbaz, Muhammad & Kayani, Ghulam Mujtaba, 2018, "A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 56, issue C, pages 104-127, DOI: 10.1016/j.intfin.2018.02.013.
• Junttila, Juha & Pesonen, Juho & Raatikainen, Juhani, 2018, "Commodity market based hedging against stock market risk in times of financial crisis: The case of crude oil and gold," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 56, issue C, pages 255-280, DOI: 10.1016/j.intfin.2018.01.002.
• Azad, A.S.M.S. & Azmat, Saad & Chazi, Abdelaziz & Ahsan, Amirul, 2018, "Sailing with the non-conventional stocks when there is no place to hide," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 57, issue C, pages 1-16, DOI: 10.1016/j.intfin.2018.04.001.
• Gopalakrishnan, Balagopal & Mohapatra, Sanket, 2018, "Turning over a golden leaf? Global liquidity and emerging market central banks’ demand for gold after the financial crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 57, issue C, pages 94-109, DOI: 10.1016/j.intfin.2018.07.002.
• Li, Keming, 2018, "Innovation externalities and the customer/supplier link," Journal of Banking & Finance, Elsevier, volume 86, issue C, pages 101-112, DOI: 10.1016/j.jbankfin.2017.09.003.
• Chen, Fan & Qian, Meifen & Sun, Ping-Wen & Yu, Bin, 2018, "In search for managerial skills beyond common performance measures," Journal of Banking & Finance, Elsevier, volume 86, issue C, pages 224-239, DOI: 10.1016/j.jbankfin.2015.12.008.
• Woltering, René-Ojas & Weis, Christian & Schindler, Felix & Sebastian, Steffen, 2018, "Capturing the value premium – global evidence from a fair value-based investment strategy," Journal of Banking & Finance, Elsevier, volume 86, issue C, pages 53-69, DOI: 10.1016/j.jbankfin.2017.06.009.
• Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2018, "Bid-to-cover and yield changes around public debt auctions in the euro area," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 118-134, DOI: 10.1016/j.jbankfin.2017.10.006.
• Bollen, Nicolas P.B. & Posavac, Steven, 2018, "Gender, risk tolerance, and false consensus in asset allocation recommendations," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 304-317, DOI: 10.1016/j.jbankfin.2017.10.016.
• Grosshans, Daniel & Zeisberger, Stefan, 2018, "All’s well that ends well? On the importance of how returns are achieved," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 397-410, DOI: 10.1016/j.jbankfin.2017.09.021.
• Parida, Sitikantha & Teo, Terence, 2018, "The impact of more frequent portfolio disclosure on mutual fund performance," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 427-445, DOI: 10.1016/j.jbankfin.2015.01.018.
• Zheng, Yao & Osmer, Eric & Zhang, Ruiyi, 2018, "Sentiment hedging: How hedge funds adjust their exposure to market sentiment," Journal of Banking & Finance, Elsevier, volume 88, issue C, pages 147-160, DOI: 10.1016/j.jbankfin.2017.11.016.
• Garcia-Feijoo, Luis & Jensen, Gerald R. & Jensen, Tyler K., 2018, "Momentum and funding conditions," Journal of Banking & Finance, Elsevier, volume 88, issue C, pages 312-329, DOI: 10.1016/j.jbankfin.2018.01.001.
• Schweikert, Karsten, 2018, "Are gold and silver cointegrated? New evidence from quantile cointegrating regressions," Journal of Banking & Finance, Elsevier, volume 88, issue C, pages 44-51, DOI: 10.1016/j.jbankfin.2017.11.010.
• Xie, Yuxin & Hwang, Soosung & Pantelous, Athanasios A., 2018, "Loss aversion around the world: Empirical evidence from pension funds," Journal of Banking & Finance, Elsevier, volume 88, issue C, pages 52-62, DOI: 10.1016/j.jbankfin.2017.11.007.
• Goncalves-Pinto, Luis & Sotes-Paladino, Juan & Xu, Jing, 2018, "The invisible hand of internal markets in mutual fund families," Journal of Banking & Finance, Elsevier, volume 89, issue C, pages 105-124, DOI: 10.1016/j.jbankfin.2018.02.001.
• Zhang, Annie C. & Fang, Jiali & Jacobsen, Ben & Marshall, Ben R., 2018, "Peer effects, personal characteristics and asset allocation," Journal of Banking & Finance, Elsevier, volume 90, issue C, pages 76-95, DOI: 10.1016/j.jbankfin.2018.03.001.
• Bellofatto, Anthony & D’Hondt, Catherine & De Winne, Rudy, 2018, "Subjective financial literacy and retail investors’ behavior," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 168-181, DOI: 10.1016/j.jbankfin.2018.05.004.
• Ongena, Steven & (Ania) Zalewska, Anna, 2018, "Institutional and individual investors: Saving for old age," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 257-268, DOI: 10.1016/j.jbankfin.2017.10.012.
• Lindblom, Ted & Mavruk, Taylan & Sjögren, Stefan, 2018, "East or west, home is best: The birthplace bias of individual investors," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 323-339, DOI: 10.1016/j.jbankfin.2016.10.002.
• Boubaker, Sabri & Gounopoulos, Dimitrios & Nguyen, Duc Khuong & Paltalidis, Nikos, 2018, "Reprint of: Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 340-357, DOI: 10.1016/j.jbankfin.2018.03.003.
• Caglayan, Mustafa Onur & Celiker, Umut & Sonaer, Gokhan, 2018, "Hedge fund vs. non-hedge fund institutional demand and the book-to-market effect," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 51-66, DOI: 10.1016/j.jbankfin.2018.04.021.
• Angrisani, Marco & Atella, Vincenzo & Brunetti, Marianna, 2018, "Public health insurance and household portfolio Choices: Unravelling financial “Side Effects” of Medicare," Journal of Banking & Finance, Elsevier, volume 93, issue C, pages 198-212, DOI: 10.1016/j.jbankfin.2018.05.001.
• Chen, Cathy Yi-Hsuan & Chiang, Thomas C. & Härdle, Wolfgang Karl, 2018, "Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics," Journal of Banking & Finance, Elsevier, volume 93, issue C, pages 21-32, DOI: 10.1016/j.jbankfin.2018.05.012.
• Mei, Xiaoling & Nogales, Francisco J., 2018, "Portfolio selection with proportional transaction costs and predictability," Journal of Banking & Finance, Elsevier, volume 94, issue C, pages 131-151, DOI: 10.1016/j.jbankfin.2018.07.012.
• Andreou, Panayiotis C. & Kagkadis, Anastasios & Philip, Dennis & Tuneshev, Ruslan, 2018, "Differences in options investors’ expectations and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, volume 94, issue C, pages 315-336, DOI: 10.1016/j.jbankfin.2018.07.016.
• Pelster, Matthias & Hofmann, Annette, 2018, "About the fear of reputational loss: Social trading and the disposition effect," Journal of Banking & Finance, Elsevier, volume 94, issue C, pages 75-88, DOI: 10.1016/j.jbankfin.2018.07.003.
• Symitsi, Efthymia & Symeonidis, Lazaros & Kourtis, Apostolos & Markellos, Raphael, 2018, "Covariance forecasting in equity markets," Journal of Banking & Finance, Elsevier, volume 96, issue C, pages 153-168, DOI: 10.1016/j.jbankfin.2018.08.013.
• Hofstetter, Marc & Mejía, Daniel & Rosas, José Nicolás & Urrutia, Miguel, 2018, "Ponzi schemes and the financial sector: DMG and DRFE in Colombia," Journal of Banking & Finance, Elsevier, volume 96, issue C, pages 18-33, DOI: 10.1016/j.jbankfin.2018.08.011.
• Hsu, Po-Hsuan & Han, Qiheng & Wu, Wensheng & Cao, Zhiguang, 2018, "Asset allocation strategies, data snooping, and the 1 / N rule," Journal of Banking & Finance, Elsevier, volume 97, issue C, pages 257-269, DOI: 10.1016/j.jbankfin.2018.09.021.
• Lim, Bryan Y. & Wang, Jiaguo (George) & Yao, Yaqiong, 2018, "Time-series momentum in nearly 100 years of stock returns," Journal of Banking & Finance, Elsevier, volume 97, issue C, pages 283-296, DOI: 10.1016/j.jbankfin.2018.10.010.
• Eickholt, Mathias & Entrop, Oliver & Wilkens, Marco, 2018, "What makes individual investors exercise early? Empirical evidence from non-tradable fixed-income products," Journal of Banking & Finance, Elsevier, volume 97, issue C, pages 318-334, DOI: 10.1016/j.jbankfin.2018.10.011.
• Joliet, Robert & Titova, Yulia, 2018, "Equity SRI funds vacillate between ethics and money: An analysis of the funds’ stock holding decisions," Journal of Banking & Finance, Elsevier, volume 97, issue C, pages 70-86, DOI: 10.1016/j.jbankfin.2018.09.011.
• Berg, Nathan & Prakhya, Srinivas & Ranganathan, Kavitha, 2018, "A satisficing approach to eliciting risk preferences," Journal of Business Research, Elsevier, volume 82, issue C, pages 127-140, DOI: 10.1016/j.jbusres.2017.08.029.
• Hermansson, Cecilia, 2018, "Can self-assessed financial risk measures explain and predict bank customers’ objective financial risk?," Journal of Economic Behavior & Organization, Elsevier, volume 148, issue C, pages 226-240, DOI: 10.1016/j.jebo.2018.02.018.
• Gerhard, Patrick & Gladstone, Joe J. & Hoffmann, Arvid O.I., 2018, "Psychological characteristics and household savings behavior: The importance of accounting for latent heterogeneity," Journal of Economic Behavior & Organization, Elsevier, volume 148, issue C, pages 66-82, DOI: 10.1016/j.jebo.2018.02.013.
• Mitton, Todd & Vorkink, Keith & Wright, Ian, 2018, "Neighborhood effects on speculative behavior," Journal of Economic Behavior & Organization, Elsevier, volume 151, issue C, pages 42-61, DOI: 10.1016/j.jebo.2018.04.020.
• Wang, Jianxin & Houser, Daniel & Xu, Hui, 2018, "Culture, gender and asset prices: Experimental evidence from the U.S. and China," Journal of Economic Behavior & Organization, Elsevier, volume 155, issue C, pages 253-287, DOI: 10.1016/j.jebo.2018.09.003.
• Kostopoulos, Dimitrios & Meyer, Steffen, 2018, "Disentangling investor sentiment: Mood and household attitudes towards the economy," Journal of Economic Behavior & Organization, Elsevier, volume 155, issue C, pages 28-78, DOI: 10.1016/j.jebo.2018.08.003.
• Dietz, Simon & Gollier, Christian & Kessler, Louise, 2018, "The climate beta," Journal of Environmental Economics and Management, Elsevier, volume 87, issue C, pages 258-274, DOI: 10.1016/j.jeem.2017.07.005.
• Donaldson, Jason Roderick & Piacentino, Giorgia, 2018, "Contracting to compete for flows," Journal of Economic Theory, Elsevier, volume 173, issue C, pages 289-319, DOI: 10.1016/j.jet.2017.10.003.
• Dai, Liang, 2018, "Asset bundling and information acquisition of investors with different expertise," Journal of Economic Theory, Elsevier, volume 175, issue C, pages 447-490, DOI: 10.1016/j.jet.2018.02.003.
• Yu, Edison G., 2018, "Dynamic market participation and endogenous information aggregation," Journal of Economic Theory, Elsevier, volume 175, issue C, pages 491-517, DOI: 10.1016/j.jet.2018.02.002.
• Agarwal, Vikas & Green, T. Clifton & Ren, Honglin, 2018, "Alpha or beta in the eye of the beholder: What drives hedge fund flows?," Journal of Financial Economics, Elsevier, volume 127, issue 3, pages 417-434, DOI: 10.1016/j.jfineco.2018.01.006.
• Moreno, David & Rodríguez, Rosa & Zambrana, Rafael, 2018, "Management sub-advising in the mutual fund industry," Journal of Financial Economics, Elsevier, volume 127, issue 3, pages 567-587, DOI: 10.1016/j.jfineco.2018.01.004.
• Bartram, Söhnke M. & Grinblatt, Mark, 2018, "Agnostic fundamental analysis works," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 125-147, DOI: 10.1016/j.jfineco.2016.11.008.
• Campbell, John Y. & Giglio, Stefano & Polk, Christopher & Turley, Robert, 2018, "An intertemporal CAPM with stochastic volatility," Journal of Financial Economics, Elsevier, volume 128, issue 2, pages 207-233, DOI: 10.1016/j.jfineco.2018.02.011.
• Guiso, Luigi & Sapienza, Paola & Zingales, Luigi, 2018, "Time varying risk aversion," Journal of Financial Economics, Elsevier, volume 128, issue 3, pages 403-421, DOI: 10.1016/j.jfineco.2018.02.007.
• Berrada, Tony & Detemple, Jérôme & Rindisbacher, Marcel, 2018, "Asset pricing with beliefs-dependent risk aversion and learning," Journal of Financial Economics, Elsevier, volume 128, issue 3, pages 504-534, DOI: 10.1016/j.jfineco.2018.03.002.
• Del Guercio, Diane & Genç, Egemen & Tran, Hai, 2018, "Playing favorites: Conflicts of interest in mutual fund management," Journal of Financial Economics, Elsevier, volume 128, issue 3, pages 535-557, DOI: 10.1016/j.jfineco.2017.04.012.
• Davies, Shaun William & Van Wesep, Edward Dickersin, 2018, "The unintended consequences of divestment," Journal of Financial Economics, Elsevier, volume 128, issue 3, pages 558-575, DOI: 10.1016/j.jfineco.2018.03.007.
• La Spada, Gabriele, 2018, "Competition, reach for yield, and money market funds," Journal of Financial Economics, Elsevier, volume 129, issue 1, pages 87-110, DOI: 10.1016/j.jfineco.2018.04.006.
• Barberis, Nicholas & Greenwood, Robin & Jin, Lawrence & Shleifer, Andrei, 2018, "Extrapolation and bubbles," Journal of Financial Economics, Elsevier, volume 129, issue 2, pages 203-227, DOI: 10.1016/j.jfineco.2018.04.007.
• Timmer, Yannick, 2018, "Cyclical investment behavior across financial institutions," Journal of Financial Economics, Elsevier, volume 129, issue 2, pages 268-286, DOI: 10.1016/j.jfineco.2018.04.012.
• Malamud, Semyon & Vilkov, Grigory, 2018, "Non-myopic betas," Journal of Financial Economics, Elsevier, volume 129, issue 2, pages 357-381, DOI: 10.1016/j.jfineco.2018.05.004.
• Gao, Lei & Han, Yufeng & Zhengzi Li, Sophia & Zhou, Guofu, 2018, "Market intraday momentum," Journal of Financial Economics, Elsevier, volume 129, issue 2, pages 394-414, DOI: 10.1016/j.jfineco.2018.05.009.
• Bessembinder, Hendrik, 2018, "Do stocks outperform Treasury bills?," Journal of Financial Economics, Elsevier, volume 129, issue 3, pages 440-457, DOI: 10.1016/j.jfineco.2018.06.004.
• Barinov, Alexander, 2018, "Stocks with extreme past returns: Lotteries or insurance?," Journal of Financial Economics, Elsevier, volume 129, issue 3, pages 458-478, DOI: 10.1016/j.jfineco.2018.06.007.
• Asness, Clifford & Frazzini, Andrea & Israel, Ronen & Moskowitz, Tobias J. & Pedersen, Lasse H., 2018, "Size matters, if you control your junk," Journal of Financial Economics, Elsevier, volume 129, issue 3, pages 479-509, DOI: 10.1016/j.jfineco.2018.05.006.
• Zhu, Min, 2018, "Informative fund size, managerial skill, and investor rationality," Journal of Financial Economics, Elsevier, volume 130, issue 1, pages 114-134, DOI: 10.1016/j.jfineco.2018.06.002.
• Brenner, Menachem & Izhakian, Yehuda, 2018, "Asset pricing and ambiguity: Empirical evidence⁎," Journal of Financial Economics, Elsevier, volume 130, issue 3, pages 503-531, DOI: 10.1016/j.jfineco.2018.07.007.
• Beckert, Walter, 2018, "Choice in the presence of experts: The role of general practitioners in patients’ hospital choice," Journal of Health Economics, Elsevier, volume 60, issue C, pages 98-117, DOI: 10.1016/j.jhealeco.2018.06.003.
• Chen, Xi, 2018, "Optimal life cycle mortgage and portfolio choices in the presence of the affordability constraint," Journal of Housing Economics, Elsevier, volume 39, issue C, pages 1-16, DOI: 10.1016/j.jhe.2017.12.005.
• Fan, Gang-Zhi & Pu, Ming & Deng, Xiaoying & Ong, Seow Eng, 2018, "Optimal portfolio choices and the determination of housing rents under housing market uncertainty," Journal of Housing Economics, Elsevier, volume 41, issue C, pages 200-217, DOI: 10.1016/j.jhe.2018.06.003.
• Chronopoulos, Dimitris K. & Papadimitriou, Fotios I. & Vlastakis, Nikolaos, 2018, "Information demand and stock return predictability," Journal of International Money and Finance, Elsevier, volume 80, issue C, pages 59-74, DOI: 10.1016/j.jimonfin.2017.10.001.
• Boon, L.N. & Brière, M. & Rigot, S., 2018, "Regulation and pension fund risk-taking," Journal of International Money and Finance, Elsevier, volume 84, issue C, pages 23-41, DOI: 10.1016/j.jimonfin.2018.01.005.
• Abad, Pilar & Alsakka, Rasha & ap Gwilym, Owain, 2018, "The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions," Journal of International Money and Finance, Elsevier, volume 85, issue C, pages 40-57, DOI: 10.1016/j.jimonfin.2018.03.005.
• Chen, Ke & Vitiello, Luiz & Hyde, Stuart & Poon, Ser-Huang, 2018, "The reality of stock market jumps diversification," Journal of International Money and Finance, Elsevier, volume 86, issue C, pages 171-188, DOI: 10.1016/j.jimonfin.2018.04.008.
• de Groot, Wilma & Huij, Joop, 2018, "Are the Fama-French factors really compensation for distress risk?," Journal of International Money and Finance, Elsevier, volume 86, issue C, pages 50-69, DOI: 10.1016/j.jimonfin.2018.03.002.
• Bubeck, Johannes & Habib, Maurizio Michael & Manganelli, Simone, 2018, "The portfolio of euro area fund investors and ECB monetary policy announcements," Journal of International Money and Finance, Elsevier, volume 89, issue C, pages 103-126, DOI: 10.1016/j.jimonfin.2018.08.014.
• Chen, Haiwei & Ngo, Thanh, 2018, "Master limited partnerships: Is it a smart investment vehicle?," Journal of Commodity Markets, Elsevier, volume 11, issue C, pages 22-36, DOI: 10.1016/j.jcomm.2018.02.002.
• Bahmani-Oskooee, Mohsen & Ghodsi, Seyed Hesam, 2018, "Asymmetric causality between the U.S. housing market and its stock market: Evidence from state level data," The Journal of Economic Asymmetries, Elsevier, volume 18, issue C, pages 1-1, DOI: 10.1016/j.jeca.2018.e00095.
• Richards, Daniel W. & Fenton-O'Creevy, Mark & Rutterford, Janette & Kodwani, Devendra G., 2018, "Is the disposition effect related to investors’ reliance on System 1 and System 2 processes or their strategy of emotion regulation?," Journal of Economic Psychology, Elsevier, volume 66, issue C, pages 79-92, DOI: 10.1016/j.joep.2018.01.003.
• Deaves, Richard & Kluger, Brian & Miele, Jennifer, 2018, "An exploratory experimental analysis of path-dependent investment behaviors," Journal of Economic Psychology, Elsevier, volume 67, issue C, pages 47-65, DOI: 10.1016/j.joep.2018.04.006.
• Bannier, Christina E. & Schwarz, Milena, 2018, "Gender- and education-related effects of financial literacy and confidence on financial wealth," Journal of Economic Psychology, Elsevier, volume 67, issue C, pages 66-86, DOI: 10.1016/j.joep.2018.05.005.
• Bracke, Philippe & Hilber, Christian A.L. & Silva, Olmo, 2018, "Mortgage debt and entrepreneurship," Journal of Urban Economics, Elsevier, volume 103, issue C, pages 52-66, DOI: 10.1016/j.jue.2017.10.003.
• Aslan, Hadiye & Kumar, Praveen, 2018, "The real effects of forced sales of corporate bonds," Journal of Monetary Economics, Elsevier, volume 95, issue C, pages 1-17, DOI: 10.1016/j.jmoneco.2018.02.004.
• McDowell, Shaun, 2018, "An empirical evaluation of estimation error reduction strategies applied to international diversification," Journal of Multinational Financial Management, Elsevier, volume 44, issue C, pages 1-13, DOI: 10.1016/j.mulfin.2017.12.001.
• Pikulina, Elena & Renneboog, Luc & Tobler, Philippe N., 2018, "Do confident individuals generally work harder?," Journal of Multinational Financial Management, Elsevier, volume 44, issue C, pages 51-60, DOI: 10.1016/j.mulfin.2018.01.004.
• Yi, Li & Liu, Zilan & He, Lei & Qin, Zilong & Gan, Shunli, 2018, "Do Chinese mutual funds time the market?," Pacific-Basin Finance Journal, Elsevier, volume 47, issue C, pages 1-19, DOI: 10.1016/j.pacfin.2017.11.002.
• Gerrans, Paul & Moulang, Carly & Feng, Jun & Strydom, Maria, 2018, "Individual and peer effects in retirement savings investment choices," Pacific-Basin Finance Journal, Elsevier, volume 47, issue C, pages 150-165, DOI: 10.1016/j.pacfin.2017.11.001.
• Grohmann, Antonia, 2018, "Financial literacy and financial behavior: Evidence from the emerging Asian middle class," Pacific-Basin Finance Journal, Elsevier, volume 48, issue C, pages 129-143, DOI: 10.1016/j.pacfin.2018.01.007.
• Chung, San-Lin & Liu, Wenchien & Liu, Wen-Rang & Tseng, Kevin, 2018, "Investor network: Implications for information diffusion and asset prices," Pacific-Basin Finance Journal, Elsevier, volume 48, issue C, pages 186-209, DOI: 10.1016/j.pacfin.2018.02.004.
• Yang, Nien-Tzu & Chu, Hsiang-Hui & Ko, Kuan-Cheng & Lee, Shiou-Wen, 2018, "Continuing overreaction and momentum in a market with price limits," Pacific-Basin Finance Journal, Elsevier, volume 48, issue C, pages 56-71, DOI: 10.1016/j.pacfin.2018.01.005.
• Huang, Tzu-Lun, 2018, "The puzzling media effect in the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, volume 49, issue C, pages 129-146, DOI: 10.1016/j.pacfin.2018.04.005.
• Eom, Cheoljun & Park, Jong Won, 2018, "A new method for better portfolio investment: A case of the Korean stock market," Pacific-Basin Finance Journal, Elsevier, volume 49, issue C, pages 213-231, DOI: 10.1016/j.pacfin.2018.05.002.
• Gordon, Narelle & Wu, Qiongbing, 2018, "The high-volume return premium and changes in investor recognition," Pacific-Basin Finance Journal, Elsevier, volume 51, issue C, pages 121-136, DOI: 10.1016/j.pacfin.2018.06.006.
• Cheon, Yong-Ho & Lee, Kuan-Hui, 2018, "Time variation of MAX-premium with market volatility: Evidence from Korean stock market," Pacific-Basin Finance Journal, Elsevier, volume 51, issue C, pages 32-46, DOI: 10.1016/j.pacfin.2018.05.007.
• Karabiyik, Hande & Narayan, Paresh Kumar & Phan, Dinh Hoang Bach & Westerlund, Joakim, 2018, "Islamic spot and index futures markets: Where is the price discovery?," Pacific-Basin Finance Journal, Elsevier, volume 52, issue C, pages 123-133, DOI: 10.1016/j.pacfin.2017.04.003.
• Hutchinson, Mark C. & Mulcahy, Mark & O'Brien, John, 2018, "What is the cost of faith? An empirical investigation of Islamic purification," Pacific-Basin Finance Journal, Elsevier, volume 52, issue C, pages 134-143, DOI: 10.1016/j.pacfin.2017.05.005.
• Naqvi, Bushra & Rizvi, S.K.A. & Mirza, Nawazish & Reddy, Krishna, 2018, "Religion based investing and illusion of Islamic Alpha and Beta," Pacific-Basin Finance Journal, Elsevier, volume 52, issue C, pages 82-106, DOI: 10.1016/j.pacfin.2018.02.003.
• Ni, Yensen & Cheng, Yirung & Huang, Paoyu & Day, Min-Yuh, 2018, "Trading strategies in terms of continuous rising (falling) prices or continuous bullish (bearish) candlesticks emitted," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 501, issue C, pages 188-204, DOI: 10.1016/j.physa.2018.02.038.
• Hałaj, Grzegorz, 2018, "System-wide implications of funding risk," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 503, issue C, pages 1151-1181, DOI: 10.1016/j.physa.2018.08.060.
• Ayadi, Mohamed A. & Kryzanowski, Lawrence & Mohebshahedin, Mahmood, 2018, "Impact of sponsorship on fixed-income fund performance," The Quarterly Review of Economics and Finance, Elsevier, volume 67, issue C, pages 121-137, DOI: 10.1016/j.qref.2017.06.001.
• Wasiuzzaman, Shaista, 2018, "Seasonality in the Saudi stock market: The Hajj effect," The Quarterly Review of Economics and Finance, Elsevier, volume 67, issue C, pages 273-281, DOI: 10.1016/j.qref.2017.07.007.
• Romaniuk, Katarzyna, 2018, "A simple rule to determine the usefulness of the paygo system on diversification grounds," The Quarterly Review of Economics and Finance, Elsevier, volume 67, issue C, pages 282-284, DOI: 10.1016/j.qref.2017.07.012.
• Hong, Hui & Chen, Naiwei & O’Brien, Fergal & Ryan, James, 2018, "Stock return predictability and model instability: Evidence from mainland China and Hong Kong," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 132-142, DOI: 10.1016/j.qref.2017.11.007.
• Muhl, Stefan & Talpsepp, Tõnn, 2018, "Faster learning in troubled times: How market conditions affect the disposition effect," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 226-236, DOI: 10.1016/j.qref.2017.08.002.
• Hassan, M. Kabir & Paltrinieri, Andrea & Dreassi, Alberto & Miani, Stefano & Sclip, Alex, 2018, "The determinants of co-movement dynamics between sukuk and conventional bonds," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 73-84, DOI: 10.1016/j.qref.2017.09.003.
• Albulescu, Claudiu Tiberiu & Aubin, Christian & Goyeau, Daniel & Tiwari, Aviral Kumar, 2018, "Extreme co-movements and dependencies among major international exchange rates: A copula approach," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 56-69, DOI: 10.1016/j.qref.2018.03.007.
• McDowell, Shaun, 2018, "The benefits of international diversification with weight constraints: A cross-country examination," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 99-109, DOI: 10.1016/j.qref.2018.02.003.
• Tiwari, Aviral Kumar & Cunado, Juncal & Gupta, Rangan & Wohar, Mark E., 2018, "Volatility spillovers across global asset classes: Evidence from time and frequency domains," The Quarterly Review of Economics and Finance, Elsevier, volume 70, issue C, pages 194-202, DOI: 10.1016/j.qref.2018.05.001.
• Ji, Qiang & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2018, "Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach," The Quarterly Review of Economics and Finance, Elsevier, volume 70, issue C, pages 203-213, DOI: 10.1016/j.qref.2018.05.016.
• Basse Mama, Houdou, 2018, "Nonlinear capital market payoffs to science-led innovation," Research Policy, Elsevier, volume 47, issue 6, pages 1084-1095, DOI: 10.1016/j.respol.2018.03.013.
• Cruz, Carlos Oliveira & Sarmento, Joaquim Miranda, 2018, "The price of project finance loans for highways," Research in Transportation Economics, Elsevier, volume 70, issue C, pages 161-172, DOI: 10.1016/j.retrec.2017.09.006.
• Tian, Yuan, 2018, "Optimal policy for attracting FDI: Investment cost subsidy versus tax rate reduction," International Review of Economics & Finance, Elsevier, volume 53, issue C, pages 151-159, DOI: 10.1016/j.iref.2017.10.018.
• Huang, MeiChi, 2018, "Time-varying diversification strategies: The roles of state-level housing assets in optimal portfolios," International Review of Economics & Finance, Elsevier, volume 55, issue C, pages 145-172, DOI: 10.1016/j.iref.2018.02.001.
• Chiu, Junmao & Chung, Huimin & Ho, Keng-Yu & Wu, Chih-Chiang, 2018, "Investor sentiment and evaporating liquidity during the financial crisis," International Review of Economics & Finance, Elsevier, volume 55, issue C, pages 21-36, DOI: 10.1016/j.iref.2018.01.006.
• Hong, Hui & Sung, Hao-Chang & Yang, Jingjing, 2018, "On profitability of volatility trading on S&P 500 equity index options: The role of trading frictions," International Review of Economics & Finance, Elsevier, volume 55, issue C, pages 295-307, DOI: 10.1016/j.iref.2017.07.012.
• Simaan, Majeed & Simaan, Yusif & Tang, Yi, 2018, "Estimation error in mean returns and the mean-variance efficient frontier," International Review of Economics & Finance, Elsevier, volume 56, issue C, pages 109-124, DOI: 10.1016/j.iref.2017.10.019.
• Zhu, Min & Chen, Rui & Du, Ke & Wang, You-Gan, 2018, "Dividend growth and equity premium predictability," International Review of Economics & Finance, Elsevier, volume 56, issue C, pages 125-137, DOI: 10.1016/j.iref.2017.10.020.
• Hassouneh, Islam & Couleau, Anabelle & Serra, Teresa & Al-Sharif, Iqbal, 2018, "The effect of conflict on Palestine, Israel, and Jordan stock markets," International Review of Economics & Finance, Elsevier, volume 56, issue C, pages 258-266, DOI: 10.1016/j.iref.2017.10.028.
• Zhao, Li & Huang, Wenli & Yang, Chen & Li, Shenghong, 2018, "Hedge fund leverage with stochastic market conditions," International Review of Economics & Finance, Elsevier, volume 57, issue C, pages 258-273, DOI: 10.1016/j.iref.2018.01.012.
• Andreu, Laura & Matallín-Sáez, Juan Carlos & Sarto, José Luis, 2018, "Mutual fund performance attribution and market timing using portfolio holdings," International Review of Economics & Finance, Elsevier, volume 57, issue C, pages 353-370, DOI: 10.1016/j.iref.2018.02.003.
• Jitmaneeroj, Boonlert, 2018, "The effect of the rebalancing horizon on the tradeoff between hedging effectiveness and transaction costs," International Review of Economics & Finance, Elsevier, volume 58, issue C, pages 282-298, DOI: 10.1016/j.iref.2018.03.027.
• Racicot, François-Éric & Théoret, Raymond, 2018, "Multi-moment risk, hedging strategies, & the business cycle," International Review of Economics & Finance, Elsevier, volume 58, issue C, pages 637-675, DOI: 10.1016/j.iref.2018.07.006.
• Zhu, Yanhui & Fan, Jingwen & Tucker, Jon, 2018, "The impact of monetary policy on gold price dynamics," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 319-331, DOI: 10.1016/j.ribaf.2017.07.100.
• Aloui, Chaker & Hkiri, Besma & Lau, Marco Chi Keung & Yarovaya, Larisa, 2018, "Information transmission across stock indices and stock index futures: International evidence using wavelet framework," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 411-421, DOI: 10.1016/j.ribaf.2017.07.112.
• Angelini, Eliana & Foglia, Matteo & Ortolano, Alessandra & Leone, Maria, 2018, "The “Donald” and the market: Is there a cointegration?," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 30-37, DOI: 10.1016/j.ribaf.2017.07.129.
• Mensah, Jones Odei & Premaratne, Gamini, 2018, "Dependence patterns among Asian banking sector stocks: A copula approach," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 357-388, DOI: 10.1016/j.ribaf.2017.07.169.
• Zaremba, Adam & Shemer, Jacob, 2018, "Is there momentum in factor premia? Evidence from international equity markets," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 120-130, DOI: 10.1016/j.ribaf.2017.12.002.
• Moudud-Ul-Huq, Syed & Ashraf, Badar Nadeem & Gupta, Anupam Das & Zheng, Changjun, 2018, "Does bank diversification heterogeneously affect performance and risk-taking in ASEAN emerging economies?," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 342-362, DOI: 10.1016/j.ribaf.2018.04.007.
• Döpke, Jörg & Müller, Karsten & Tegtmeier, Lars, 2018, "The economic value of business cycle forecasts for potential investors – Evidence from Germany," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 445-461, DOI: 10.1016/j.ribaf.2018.06.001.
• Robles-Zurita, José, 2018, "Alternation bias and sums of identically distributed monetary lotteries," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 72, issue C, pages 78-85, DOI: 10.1016/j.socec.2017.12.001.
• Li, Jianbiao & Li, Dahui & Cao, Qian & Niu, Xiaofei, 2018, "The role of regret and disappointment in the repurchase effect: Does gender matter?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 75, issue C, pages 134-140, DOI: 10.1016/j.socec.2018.06.005.
• Hazel Bateman & Ralph Stevens & Jennifer Alonso Garcia & Eduard Ponds, 2018, "Learning to Value Annuities: The Role of Information and Engagement," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/300030, Dec.
• Aaron Hedlund, 2018, "Credit Constraints, House Prices, and the Impact of Life Cycle Dynamics," Working Papers, Department of Economics, University of Missouri, number 1807, Apr.
• Jose Antonio Pedrosa-Garcia & Yasmin Winther De Araujo Consolino Almeida, 2018, "Regulation of Cryptocurrencies: Evidence from Asia and the Pacific," MPDD Working Paper Series, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), number WP/18/03, Aug.
• Aslanidis, Nektarios, & Christiansen, Charlotte, 2018, "Flight to Safety from European Stock Markets," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/306547.
• Hintermaier, Thomas & Koeniger, Winfried, 2018, "Differences in Euro-Area Household Finances and their Relevance for Monetary-Policy Transmission," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1806, May, revised Nov 2019.
• Florian Fuchs & Roland Füss & Tim Jenkisnon & Stefan Morkoetter, 2018, "Should Investors Care Where Private Equity Managers Went To School?," Working Papers on Finance, University of St. Gallen, School of Finance, number 1806, Jan.
• Frank Graef & Pascal Vogt & Volker Vonhoff & Florian Weigert, 2018, "Cash Holdings and the Performance of European Mutual Funds," Working Papers on Finance, University of St. Gallen, School of Finance, number 1807, Feb.
• Thomas Walther & Tony Klein & Hien Pham Thu, 2018, "Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance," Working Papers on Finance, University of St. Gallen, School of Finance, number 1812, Mar.