Research classified by Journal of Economic Literature (JEL) codes

2019

• Júlio Lobão, 2019, "Seasonal anomalies in the market for American depository receipts," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 24, issue 48, pages 241-265.
• Luc Chavalle & Luis Chavez-Bedoya, 2019, "The impact of transaction costs in portfolio optimization: A comparative analysis between the cost of trading in Peru and the United States," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 24, issue 48, pages 288-311.
• Peter Omondi-Ochieng, 2019, "Financial performance trends of United States Hockey Inc: a resource-dependency approach," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 24, issue 48, pages 327-344.
• João Costa-Filho, 2019, "The 2008 Crisis: An International Finance (Over)view," Journal of Quantitative Methods, University of Management and Technology, Lahore, Pakistan, volume 3, issue 2, pages 1-27.
• Asaad Alahrezaee & Ali falahati & Kiomars Soheily, 2019, "Portfolio Optimization Using Three-Objective Particle Swarm Optimization," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 5, issue 4, pages 31-52.
• Hao FANG & Chung-Hua SHEN & Hwey-Yun YAU & Chien-Ping CHUNG & Yen-Hsien LEE, 2019, "Shocks from the Sub-Prime Crisis to Bond Indices in the U.S., the EU and Emerging Markets Via CDS Indices," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 5-24, September.
• Saji GEORGE & P Srinivasa SURESH, 2019, "Linkage of Size Effect and Behavioral Risk in Indian Equity Market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 96-116, September.
• Zura Kakushadze & Willie Yu, 2019, "Altcoin-Bitcoin Arbitrage," Bulletin of Applied Economics, Risk Market Journals, volume 6, issue 1, pages 87-110.
• Abramov, Alexander E. (Абрамов, Александр) & Radygin, Alexander D. (Радыгин, Александр) & Chernova, Maria I. (Чернова, Мария), 2019, "Efficiency in Portfolio Management of Equity Funds and Methods of Its Evaluation
  [Эффективность Управления Портфелями Паевых Инвестиционных Фондов Акций И Ее Оценка]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 4, pages 8-47, August.
• Farid Radmehr & Tolga Cenesizoglu, 2019, "The Causal Effect of Institutional Ownership on Firm Level Risk Characteristics," Cahiers de recherche / Working Papers, Institut sur la retraite et l'épargne / Retirement and Savings Institute, number 2.
• Graziella Bertocchi & Marianna Brunetti & Anzelika Zaiceva, 2019, "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," CEIS Research Paper, Tor Vergata University, CEIS, number 449, Jan, revised 12 May 2020.
• Mustafa Disli & Koen Inghelbrecht & Koen Schoors & Hannes Stieperaere, 2019, "Stock Price Anchoring," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 19/966, Mar.
• Nicolas Dierick & Dries Heyman & Koen Inghelbrecht & Hannes Stieperaere, 2019, "Financial Attention And The Disposition Effect," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 19/967, Mar.
• Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2019, "Flights To Safety," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 19/968, Mar.
• Martien Lamers & Thomas Present & Rudi Vander Vennet, 2019, "Sovereign exposures of European banks: it is not all doom," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 19/989, Dec.
• Nebojsa Dimic & Vitaly Orlov & Janne Äijö, 2019, "Bond–Equity Yield Ratio Market Timing in Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 1, pages 52-79, April, DOI: 10.1177/0972652719831536.
• Dheeraj Misra & Sushma Vishnani & Ankit Mehrotra, 2019, "Four-moment CAPM Model: Evidence from the Indian Stock Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 1_suppl, pages 137-166, April, DOI: 10.1177/0972652719831564.
• S. Narend & M. Thenmozhi, 2019, "Do Country ETFs Influence Foreign Stock Market Index? Evidence from India ETFs," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 1_suppl, pages 59-86, April, DOI: 10.1177/0972652719831550.
• Shashank Bansal & M. Thenmozhi, 2019, "Does Board Composition Matter to Institutional Investors?," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 2_suppl, pages 238-266, August, DOI: 10.1177/0972652719846354.
• Gagan Sharma & Parthajit Kayal & Piyush Pandey, 2019, "Information Linkages Among BRICS Countries: Empirical Evidence from Implied Volatility Indices," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 3, pages 263-289, December, DOI: 10.1177/0972652719846315.
• Mohammad Tariqul Islam Khan & Siow-Hooi Tan & Gerald Goh Guan Gan, 2019, "Advanced Financial Literacy of Malaysian Gen Y Investors and Its Consequences," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 13, issue 1, pages 83-108, February, DOI: 10.1177/0973801018800085.
• E. Fedorova A. & S. Musienko O. & F. Fedorov Yu. & l. Vinogradova V. & Е. Федорова А. & С. Мусиенко О. & Ф. Федоров Ю. & Л. Виноградова В., 2019, "Влияние освещения кризиса на финансовый рынок России // Impact of Crisis Coverage on the Financial Market of Russia," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 23, issue 3, pages 112-121.
• N. Red’kin M. & Н. Редькин М., 2019, "Оптимизация инвестиционного портфеля на российском фондовом рынке в контексте поведенческой теории // Investment Portfolio Optimization on Russian Stock Market in Context of behavioral theory," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 23, issue 4, pages 99-116.
• V. Minasyan B. & D. Ivko G. & В. Минасян Б. & Д. Ивко Г., 2019, "Анализ модельного риска использования технологии мультипликаторов при оценке акций российских компаний // Model Risk Analysis of Multiplier Technology Applied at Stock Valuation of Russian Companies," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 23, issue 6, pages 91-116.
• Guluzadeh Sabir Badraddin Oglu, 2019, "The Positive Impact of the Devaluation of National Currency on Azerbaijan's Manufacturing Industry," Social-Economic Debates, Association for Entreprenorial Spirit Promotion, volume 8, issue 2, pages 9-13, August.
• Gülen Karakoç & Marco Pagnozzi & Salvatore Piccolo & Giovanni W. Puopolo, 2020, "Information Acquisition and Financial Advice," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 587, Nov.
• Spyridon Spyrou, 2019, "Valuation Ratio Style Investing and Economic Sentiment in Eurozone Markets," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8710715, Jul.
• Youngsoo Kim & Jung Chul Park, 2019, "Presidential Power and Stock Returns," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8710820, Jul.
• Dorota Podedworna-Tarnowska & Daniel Kaszy?ski, 2019, "IPO underpricing phenomenon: the evidence from the Warsaw Stock Exchange," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9011477, Jun.
• Andy Cheng, 2019, "Pairs Trading with Crypto: Evidence from Bitcoin," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9211529, Jul.
• Sabrina Elbachir, 2019, "The impact of Cognitive Dissonance on Young Entrepreneurs," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9911151, Oct.
• Dedhy Sulistiawan & Felizia Arni Rudiawarni, 2019, "Is Price to Earnings Ratio (still) useful for trading strategy?," Proceedings of Business and Management Conferences, International Institute of Social and Economic Sciences, number 8511281, Oct.
• Pawel Kliber & Anna Rutkowska-Ziarko, 2019, "An algorithm for construction of a portfolio with a fundamental criterion," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 8911300, Jul.
• Zandri Koekemoer, 2019, "Gender and financial well-being of South African investors," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 9511448, Oct.
• Zandri Koekemoer, 2019, "The influence of the level of education on investors risk tolerance level," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 9511449, Oct.
• Susara Johanna Ferreira, 2019, "Is financial risk tolerance influenced by personality traits?," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 9511451, Oct.
• Jim Fischer, 2019, "Modern Portfolio Theory and the Efficient Markets Hypothesis: How well did they serve Canada?s baby-boom generation?," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 9511941, Oct.
• Piotr Zygmanowski & Pawel Sliwinski, 2019, "Proposal of Indicators Measuring the Development of Companies Qualified to the NewConnect Focus Segment (Wskazniki pomiaru stopnia rozwoju spolek kwalifikowanych do segmentu NewConnect Focus)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 17, issue 83, pages 197-211.
• Pawel Sliwinski & Maciej Lobza, 2019, "Does Relative Performance of Socially Responsible Investing Increase With Financial Risk? (Czy relatywna efektywnosc inwestowania odpowiedzialnego spolecznie wzrasta wraz z ryzykiem finansowym?)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 17, issue 83, pages 212-228.
• Rafal Miedziak & Filip Wojcik, 2019, "Spoleczna odpowiedzialnosc biznesu – czy to sie oplaca? Analiza stop zwrotu indeksow zrownowazonego rozwoju wzgledem tradycyjnych indeksow gieldowych (Corporate Social Responsibility – Is It Worth It? Analysis of Rates of Return of Sustainable Develo," Research Reports, University of Warsaw, Faculty of Management, volume 2, issue 31, pages 14-24.
• Athanasios Geromichalos & Kuk Mo Jung & Seungduck Lee & Dillon Carlos, 2019, "Asset Liquidity in Monetary Theory and Finance: A Unified Approach," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 1905.
• Ariane Szafarz & Marie Briere, 2019, "Good Diversification is Never Wasted: How to Tilt Factor Portfolios with Sectors," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 19-014, May.
• Felipe Filgueiras, Elias Cavalcante-Filho, Rodrigo de Losso, José Roberto Savoia, 2019, "Law Change in a Regulated Sector Impacts Other Regulated Sectors: Evidence from Brazil," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2019_27, Jul.
• Fernando Chague & Rodrigo De-Losso, Bruno Giovannetti, 2019, "Day trading for a living? Fernando," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2019_47, Dec.
• Justin Birru & Fernando Chague, Rodrigo De-Losso, Bruno Giovannetti, 2019, "Attention and Biases: Evidence from Tax-Inattentive Investors," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2019_48, Dec.
• Apostolos Xanthopoulos, 2019, "Investment Advising: Pay-to-Play, or Capture?," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 69, issue 3, pages 75-110, July-Sept.
• Chenny Seftarita & Fitriyani & Cut Zakia Rizki & Diana Sapha & Abd. Jamal, 2019, "Short Term Portfolio Investment and BI Rate: Do They Determine the Stabilization of Rupiah Exchange Rate in Indonesia?," Journal of Economic Development, Environment and People, Alliance of Central-Eastern European Universities, volume 8, issue 1, pages 18-28, March.
• Javier Vidal-García & Marta Vidal & Sabri Boubaker & Riadh Manita, 2019, "Idiosyncratic risk and mutual fund performance," Annals of Operations Research, Springer, volume 281, issue 1, pages 349-372, October, DOI: 10.1007/s10479-018-2794-2.
• Mondher Bellalah & Yaosheng Xu & Detao Zhang, 2019, "Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales," Annals of Operations Research, Springer, volume 281, issue 1, pages 397-422, October, DOI: 10.1007/s10479-018-2901-4.
• Mondher Bellalah & Detao Zhang, 2019, "An intertemporal capital asset pricing model under incomplete information and short sales," Annals of Operations Research, Springer, volume 281, issue 1, pages 143-159, October, DOI: 10.1007/s10479-018-2909-9.
• Makram Bellalah & Fredj Amine Dammak, 2019, "International capital asset pricing model: the case of asymmetric information and short-sale," Annals of Operations Research, Springer, volume 281, issue 1, pages 161-173, October, DOI: 10.1007/s10479-019-03133-1.
• Z. Sun & P. A. Hamill & Y. Li & Y. C. Yang & S. A. Vigne, 2019, "Did long-memory of liquidity signal the European sovereign debt crisis?," Annals of Operations Research, Springer, volume 282, issue 1, pages 355-377, November, DOI: 10.1007/s10479-018-2850-y.
• N. Banholzer & S. Heiden & D. Schneller, 2019, "Exploiting investor sentiment for portfolio optimization," Business Research, Springer;German Academic Association for Business Research, volume 12, issue 2, pages 671-702, December, DOI: 10.1007/s40685-018-0062-6.
• Sergio Ortobelli Lozza & Enrico Angelelli & Alda Ndoci, 2019, "Timing portfolio strategies with exponential Lévy processes," Computational Management Science, Springer, volume 16, issue 1, pages 97-127, February, DOI: 10.1007/s10287-018-0332-y.
• Margherita Giuzio & Sandra Paterlini, 2019, "Un-diversifying during crises: Is it a good idea?," Computational Management Science, Springer, volume 16, issue 3, pages 401-432, July, DOI: 10.1007/s10287-018-0340-y.
• José Manuel Corcuera & Giulia Nunno & José Fajardo, 2019, "Kyle equilibrium under random price pressure," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 42, issue 1, pages 77-101, June, DOI: 10.1007/s10203-019-00231-4.
• Elisa Mastrogiacomo & Emanuela Rosazza Gianin, 2019, "Time-consistency of risk measures: how strong is such a property?," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 42, issue 1, pages 287-317, June, DOI: 10.1007/s10203-019-00233-2.
• Marco Corazza & Carla Nardelli, 2019, "Possibilistic mean–variance portfolios versus probabilistic ones: the winner is..," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 42, issue 1, pages 51-75, June, DOI: 10.1007/s10203-019-00234-1.
• Sergio Albeverio & Francesco Cordoni & Luca Persio & Gregorio Pellegrini, 2019, "Asymptotic expansion for some local volatility models arising in finance," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 42, issue 2, pages 527-573, December, DOI: 10.1007/s10203-019-00247-w.
• Kefan Xie & Zimei Liu & Long Chen & Weiyong Zhang & Sishi Liu & Sohail S. Chaudhry, 2019, "Success factors and complex dynamics of crowdfunding: An empirical research on Taobao platform in China," Electronic Markets, Springer;IIM University of St. Gallen, volume 29, issue 2, pages 187-199, June, DOI: 10.1007/s12525-018-0305-6.
• Jascha-Alexander Koch & Michael Siering, 2019, "The recipe of successful crowdfunding campaigns," Electronic Markets, Springer;IIM University of St. Gallen, volume 29, issue 4, pages 661-679, December, DOI: 10.1007/s12525-019-00357-8.
• Joscha Beckmann & Theo Berger & Robert Czudaj & Thi-Hong-Van Hoang, 2019, "Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification," Empirical Economics, Springer, volume 56, issue 3, pages 1117-1144, March, DOI: 10.1007/s00181-017-1381-8.
• Peter N. Posch & Daniel Ullmann & Dominik Wied, 2019, "Detecting structural changes in large portfolios," Empirical Economics, Springer, volume 56, issue 4, pages 1341-1357, April, DOI: 10.1007/s00181-017-1392-5.
• Xunan Feng & Kam C. Chan, 2019, "Mutual funds’ selective participation and subsequent performance of seasoned equity offerings," Empirical Economics, Springer, volume 56, issue 6, pages 1797-1822, June, DOI: 10.1007/s00181-018-1420-0.
• Sercan Demiralay & Selcuk Bayraci & H. Gaye Gencer, 2019, "Time-varying diversification benefits of commodity futures," Empirical Economics, Springer, volume 56, issue 6, pages 1823-1853, June, DOI: 10.1007/s00181-018-1450-7.
• Alex Garivaltis, 2019, "Game-theoretic optimal portfolios in continuous time," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), volume 7, issue 2, pages 235-243, December, DOI: 10.1007/s40505-018-0156-5.
• Roi D. Taussig & Dror Tobi & Moti Zwilling, 2019, "The importance of timing in estimating beta," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 9, issue 1, pages 61-70, March, DOI: 10.1007/s40822-018-0103-7.
• Anoop S Kumar & Taufeeq Ajaz, 2019, "Co-movement in crypto-currency markets: evidences from wavelet analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 5, issue 1, pages 1-17, December, DOI: 10.1186/s40854-019-0143-3.
• Christoph Belak & Sören Christensen, 2019, "Utility maximisation in a factor model with constant and proportional transaction costs," Finance and Stochastics, Springer, volume 23, issue 1, pages 29-96, January, DOI: 10.1007/s00780-018-00380-1.
• Alain Bensoussan & Kwok Chuen Wong & Sheung Chi Phillip Yam, 2019, "A paradox in time-consistency in the mean–variance problem?," Finance and Stochastics, Springer, volume 23, issue 1, pages 173-207, January, DOI: 10.1007/s00780-018-00381-0.
• Wing Fung Chong & Ying Hu & Gechun Liang & Thaleia Zariphopoulou, 2019, "An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior," Finance and Stochastics, Springer, volume 23, issue 1, pages 239-273, January, DOI: 10.1007/s00780-018-0377-3.
• Charles-Albert Lehalle & Eyal Neuman, 2019, "Incorporating signals into optimal trading," Finance and Stochastics, Springer, volume 23, issue 2, pages 275-311, April, DOI: 10.1007/s00780-019-00382-7.
• Oleksii Mostovyi & Mihai Sîrbu, 2019, "Sensitivity analysis of the utility maximisation problem with respect to model perturbations," Finance and Stochastics, Springer, volume 23, issue 3, pages 595-640, July, DOI: 10.1007/s00780-019-00388-1.
• Huy N. Chau & Miklós Rásonyi, 2019, "Robust utility maximisation in markets with transaction costs," Finance and Stochastics, Springer, volume 23, issue 3, pages 677-696, July, DOI: 10.1007/s00780-019-00389-0.
• David Hobson & Alex S. L. Tse & Yeqi Zhu, 2019, "A multi-asset investment and consumption problem with transaction costs," Finance and Stochastics, Springer, volume 23, issue 3, pages 641-676, July, DOI: 10.1007/s00780-019-00391-6.
• Claudia Klüppelberg & Miriam Isabel Seifert, 2019, "Financial risk measures for a network of individual agents holding portfolios of light-tailed objects," Finance and Stochastics, Springer, volume 23, issue 4, pages 795-826, October, DOI: 10.1007/s00780-019-00401-7.
• Christoph Kühn & Alexander Molitor, 2019, "Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs," Finance and Stochastics, Springer, volume 23, issue 4, pages 1049-1077, October, DOI: 10.1007/s00780-019-00403-5.
• Christoph Belak & Jörn Sass, 2019, "Finite-horizon optimal investment with transaction costs: construction of the optimal strategies," Finance and Stochastics, Springer, volume 23, issue 4, pages 861-888, October, DOI: 10.1007/s00780-019-00404-4.
• Lixing Mei & Yulei Rao & Mei Wang & Jianxin Wang, 2019, "Do investors post messages differently from mobile devices? The correlation between mobile Internet messages posting and stock returns," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 66, issue 4, pages 423-452, December, DOI: 10.1007/s12232-019-00329-6.
• Francesco Bollazzi & Giuseppe Risalvato & Claudio Venezia, 2019, "Asymmetric information and deal selection: evidence from the Italian venture capital market," International Entrepreneurship and Management Journal, Springer, volume 15, issue 3, pages 721-732, September, DOI: 10.1007/s11365-018-0539-y.
• Maximilian Sturm & Stephan Nüesch, 2019, "Diversification and organizational environment: the effect of resource scarcity and complexity on the valuation of multi-segment firms," Journal of Business Economics, Springer, volume 89, issue 3, pages 251-272, April, DOI: 10.1007/s11573-017-0881-5.
• Glenn Pettengill & George Chang, 2019, "Validating empirically identified risk factors," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 1, pages 162-179, January, DOI: 10.1007/s12197-018-9438-x.
• Arianna Agosto & Alessandra Mainini & Enrico Moretto, 2019, "Stochastic dividend discount model: covariance of random stock prices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 3, pages 552-568, July, DOI: 10.1007/s12197-018-9455-9.
• Neeraj J. Gupta & Vitaliy Strohush & Reilly White, 2019, "Investor reaction to simultaneous news releases: unemployment vs. earnings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 4, pages 735-749, October, DOI: 10.1007/s12197-018-9460-z.

2018

• 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.
• 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.
• Harashima, Taiji, 2018, "Bubbles and Bluffs: Risk Lovers Can Survive Economically," MPRA Paper, University Library of Munich, Germany, number 83615, Jan.
• TAWIL, Dima & LIU, Xiyang & HU, Baoyuan, 2018, "Research on optimization strategy of CPPI," MPRA Paper, University Library of Munich, Germany, number 84624, Feb.
• Fauzi, Achmad, 2018, "The Role of Ratio Profits as The Improvement of Realization of KPR BTN Credit on PT. BTN (Persero) Tbk," MPRA Paper, University Library of Munich, Germany, number 84677, Jan.
• Avdiu, Besart & Gruhle, Tobias, 2018, "Contagion and information frictions in emerging markets: the role of joint signals," MPRA Paper, University Library of Munich, Germany, number 84872, Feb.
• Covarrubias-Sánchez, Claudia Ivett & Téllez-León, Isela-Elizabeth & Venegas-Martínez, Francisco, 2018, "Portafolios del mercado bursátil mexicano que minimizan una medida coherente de riesgo sujeto a restricciones de rendimientos esperados y ventas en corto
  [Optimal portfolios in the Mexican stock market minimizing a coherent measure of risk subject," MPRA Paper, University Library of Munich, Germany, number 85446, Mar.
• Tirelli, Mario, 2018, "Optimal financial contracts with unobservable investments," MPRA Paper, University Library of Munich, Germany, number 86444, Feb.
• Suen, Richard M. H., 2018, "Standard Risk Aversion and Efficient Risk Sharing," MPRA Paper, University Library of Munich, Germany, number 86499, Mar.
• Camilleri, Silvio John & Farrugia, Ritienne, 2018, "The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis," MPRA Paper, University Library of Munich, Germany, number 87070, May.
• Sonntag, Dominik, 2018, "Die Theorie der fairen geometrischen Rendite
  [The Theory of Fair Geometric Returns]," MPRA Paper, University Library of Munich, Germany, number 87082, May.
• Ripamonti, Alexandre & Silva, Diego & Moreira Neto, Eurico, 2018, "Asset Pricing and Asymmetric Information," MPRA Paper, University Library of Munich, Germany, number 87403, Jun.
• Morema, Kgotso & Bonga-Bonga, Lumengo, 2018, "The impact of oil and gold price fluctuations on the South African equity market: volatility spillovers and implications for portfolio management," MPRA Paper, University Library of Munich, Germany, number 87637, Apr.
• Phume, Maphelane Palesa & Bonga-Bonga, Lumengo, 2018, "Return and volatility spillovers between South African and Nigerian equity markets," MPRA Paper, University Library of Munich, Germany, number 87638, May.
• Suen, Richard M. H., 2018, "Standard Risk Aversion and Efficient Risk Sharing," MPRA Paper, University Library of Munich, Germany, number 88881, Sep.
• Cesteros, Santiago Rodrigo, 2018, "Sobre volatilidad macroeconómica y dolarización de la riqueza: el caso argentino
  [On macroeconomic volatility and wealth dollarization: the Argentine case]," MPRA Paper, University Library of Munich, Germany, number 88968, Jul.
• Lu, Richard & Yang, Chen-Chen & Wong, Wing-Keung, 2018, "Time Diversification: Perspectives from the Economic Index of Riskiness," MPRA Paper, University Library of Munich, Germany, number 89167, Oct, revised 02 Oct 2018.
• Gangwar, Rachna & Singh, Ritvik, 2018, "Analyzing Factors Affecting Financial Literacy and its Impact on Investment Behavior among Adults in India," MPRA Paper, University Library of Munich, Germany, number 89452, Oct.
• MESTRE, Roman & Terraza, Michel, 2018, "Regression Forward avec fenêtres Tempo-Frequentielles roulantes par ondelettes discretes et continues -Une application à la Droite de Marché -
  [Forward Regression with Discrete and Continuous Wavelets Time-Frequency Window -An application to the M," MPRA Paper, University Library of Munich, Germany, number 89682, Sep.
• Gómez-Ríos, María del Carmen & Juárez-Luna, David, 2018, "Costo de generación eléctrica incorporando externalidades ambientales: Mezcla óptima de tecnologías de carga base
  [Cost of electric generation accounting for environmental externalities: Optimal mix of baseload technologies]," MPRA Paper, University Library of Munich, Germany, number 89717, Aug.
• Fischer, Marcel & Khorunzhina, Natalia, 2018, "Housing Decision with Divorce Risk," MPRA Paper, University Library of Munich, Germany, number 90090, Nov.
• Chin, Leong Choong & Sek, Siok Kun & Tan, Yee Theng, 2018, "A Sectorial Performance Analysis of Kuala Lumpur Stock Exchange (KLSE, Bursa Malaysia)," MPRA Paper, University Library of Munich, Germany, number 90148, Sep.
• Yildirim, Ramazan & Ilhan, Bilal, 2018, "Shari'ah Screening Methodology- New Shari'ah Compliant Approach," MPRA Paper, University Library of Munich, Germany, number 90277, Apr.
• Yildirim, Ramazan & Masih, Mansur, 2018, "Investigating International Portfolio Diversification Opportunities for the Asian Islamic Stock Market Investors," MPRA Paper, University Library of Munich, Germany, number 90281, May.
• Buncic, Daniel & Stern, Cord, 2018, "Forecast ranked tailored equity portfolios," MPRA Paper, University Library of Munich, Germany, number 90382, Nov.
• Yildirim, Ramazan & Ilhan, Bilal, 2018, "Fıkhi Filtreleme Metodolojisi - Yeni Bir Fıkhi Yaklaşım
  [Shari’ah Screening Methodology - New Shari’ah Compliant Approach”]," MPRA Paper, University Library of Munich, Germany, number 90417, Nov.
• Yaya, OlaOluwa S & Gil-Alana, Luis A., 2018, "High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach," MPRA Paper, University Library of Munich, Germany, number 90518, Dec.
• Yaya, OlaOluwa & Ogbonna, Ahamuefula, 2018, "Modelling crude oil-petroleum products’ price nexus using dynamic conditional correlation GARCH models," MPRA Paper, University Library of Munich, Germany, number 91227, Dec.
• Sabry, Saajid & Masih, Mansur, 2018, "Is gold a hedge against equity risk? Malaysian experience based on NARDL approach," MPRA Paper, University Library of Munich, Germany, number 91584, Dec.
• Marginean, Mihai, 2018, "Fundamentarea deciziei de finantare a activitatii unui IMM
  [The foundation of the decision to financing the activity of an SME]," MPRA Paper, University Library of Munich, Germany, number 91738.
• Chong, Terence Tai Leung & Lee, Nayoung & Sio, Chan-Ip, 2018, "Threshold Effect of Scale and Skill in Active Mutual Fund Management," MPRA Paper, University Library of Munich, Germany, number 92075, Jul.
• Moradia, Abha & Mehta, Ashish C., 2018, "Analyzing gold returns: Indian perspective," MPRA Paper, University Library of Munich, Germany, number 92989, Aug.
• Suwanhirunkul, Suwijak & Masih, Mansur, 2018, "Islamic equity as an alternative investment from the perspective of the Southeast Asian investors: evidence from MGARCH-DCC and Wavelet Coherence," MPRA Paper, University Library of Munich, Germany, number 93542, Dec.
• Hou, Yang & Meng, Jiayin, 2018, "The momentum effect in the Chinese market and its relationship with the simultaneous and the lagged investor sentiment," MPRA Paper, University Library of Munich, Germany, number 94838, Mar.
• Degiannakis, Stavros, 2018, "Multiple Days Ahead Realized Volatility Forecasting: Single, Combined and Average Forecasts," MPRA Paper, University Library of Munich, Germany, number 96272.
• Rangan Gupta, 2018, "Manager Sentiment and Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 201853, Aug.
• Libing Fang & Elie Bouri & Rangan Gupta & David Roubaud, 2018, "Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?," Working Papers, University of Pretoria, Department of Economics, number 201858, Sep.
• Tamara Ajrapetova, 2018, "Cross-Section of Asset Returns: Emerging Markets and Market Integration," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2018, issue 1, pages 41-60, DOI: 10.18267/j.efaj.205.
• Jan Bastin, 2018, "Risk-Based Investing in the German Stock Market," Prague Economic Papers, Prague University of Economics and Business, volume 2018, issue 1, pages 55-72, DOI: 10.18267/j.pep.643.
• Umut Ugurlu & Oktay Tas & Celal Barkan Guran & Aysun Guran, 2018, "SSD Efficiency at Multiple Data Frequencies: Application on the OECD Countries," Prague Economic Papers, Prague University of Economics and Business, volume 2018, issue 2, pages 169-195, DOI: 10.18267/j.pep.649.
• Lukáš Frýd, 2018, "Asymetrie během finančních krizí: asymetrická volatilita převyšuje důležitost asymetrické korelace
  [Asymmetry of Financial Time Series During the Financial Crisis: Asymmetric Volatility Outperforms the Asymmetric Importance of Correlation]," Politická ekonomie, Prague University of Economics and Business, volume 2018, issue 3, pages 302-329, DOI: 10.18267/j.polek.1190.
• Peerapong Dhangwatnotai & Sampan Nettayanun, 2018, "Value Investing with Quality in the US Public Insurance Companies," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 93, Aug.
• Roongkiat Ratanabanchuen & Kanis Saengchote, 2018, "Chasing Returns with High-Beta Stocks," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 96, Oct.
• Roongkiat Ratanabanchuen & Kanis Saengchote, 2018, "Institutional Capital Allocation and Equity Returns: Evidence from Thai Mutual Funds' Holdings," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 97, Oct.
• Céspedes, Nikita, 2018, "La heterogeneidad de la dolarización de créditos a nivel de personas," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 35, pages 9-28.
• Grimm, Stefan, 2018, "Show What You Risk - Norms for Risk Taking," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 119, Oct.
• Kocher, Martin & Lucks, Konstantin & Schindler, David, 2018, "Unleashing Animal Spirits - Self-Control and Overpricing in Experimental Asset Markets," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 81, Mar.
• R. Anton Braun & Tomoyuki Nakajima, 2018, "Code and data files for "Why Prices Don't Respond Sooner to a Prospective Sovereign Debt Crisis"," Computer Codes, Review of Economic Dynamics, number 16-80, revised .
• Sewon Hur, 2018, "Code and data files for "The Lost Generation of the Great Recession"," Computer Codes, Review of Economic Dynamics, number 18-178, revised .
• R. Anton Braun & Tomoyuki Nakajima, 2018, "Why Prices Don't Respond Sooner to a Prospective Sovereign Debt Crisis," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 29, pages 235-255, July, DOI: 10.1016/j.red.2018.01.005.
• Sewon Hur, 2018, "The Lost Generation of the Great Recession," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 30, pages 179-202, October, DOI: 10.1016/j.red.2018.05.004.
• Matthew Darst & Ehraz Refayet, 2018, "A Model of Endogenous Debt Maturity with Heterogeneous Beliefs," 2018 Meeting Papers, Society for Economic Dynamics, number 1004.
• Jaroslav Borovicka & John Stachurski, 2018, "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," 2018 Meeting Papers, Society for Economic Dynamics, number 1275.
• Ryan Chahrour & Rosen Valchev, 2018, "International Medium of Exchange: Privilege and Duty," 2018 Meeting Papers, Society for Economic Dynamics, number 317.
• Jeppe Druedahl & Alessandro Martinello, 2018, "Long-Run Saving Dynamics: Evidence from Unexpected Inheritances," 2018 Meeting Papers, Society for Economic Dynamics, number 390.
• Thomas Hintermaier & Winfried Koeniger, 2018, "Differences in Euro-Area Household Finances and their Relevance for Monetary-Policy Transmission," 2018 Meeting Papers, Society for Economic Dynamics, number 405.
• Philippe Bacchetta & Eric van Wincoop, 2018, "Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment," 2018 Meeting Papers, Society for Economic Dynamics, number 675.
• Jack Favilukis & Pierre Mabille & Stijn Van Nieuwerburgh, 2018, "Affordable Housing and City Welfare," 2018 Meeting Papers, Society for Economic Dynamics, number 867.
• John Ammer & Alexandra Tabova & Stijn Claessens, 2018, "Searching for Yield Abroad: Risk-Taking through Foreign Investment in U.S. Bonds," 2018 Meeting Papers, Society for Economic Dynamics, number 960.
• Dariusz Filip, 2018, "The impact of fund attributes on performance: Empirical evidence for Polish equity funds," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 36, issue 2, pages 465-488.
• Donghyun Park & Kiyoshi Taniguchi & Shu Tian, 2018, "Foreign and Domestic Investment in Global Bond Markets," ADB Economics Working Paper Series, Asian Development Bank, number 535, Jan.
• Valentina Galvani & Lifang Li, 2018, "The Momentum Effect for Canadian Corporate Bonds," Working Papers, University of Alberta, Department of Economics, number 2018-16, Nov.
• Yusuf Varlı, 2018, "Who Are the Market Beaters: Lucky Investors, Insiders or Who Else?," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 9, issue 1, pages 87-107.
• Hakkı Öztürk, 2018, "Cointegration Analysis of BIST 30 Index and MSCI Emerging Markets Index: Pre and Post Global Financial Crisis," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 9, issue 1, pages 109-121.
• Duygu Arslanturk Collu, 2018, "Invidual Investors’ Behaviour on Stock Selection Decision: A Case of BIST," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 9, issue 3, pages 559-578.
• Kartik Athreya & Felicia Ionescu & Urvi Neelakantan, 2018, "Stock Market Participation: The Role Of Human Capital," Working Papers, Centre for Advanced Financial Research and Learning (CAFRAL), number 022316, Aug.
• Georges Dionne & Gilles Boevi Koumou, 2018, "Machine Learning and Risk Management: SVDD Meets RQE," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 18-6, Nov.
• Lumengo BONGA-BONGA & Lebogang NLEYA, 2018, "Assessing Portfolio Market Risk in the BRICS Economies: Use of Multivariate GARCH Models," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 71, issue 2, pages 87-128.
• Prasojo Prasojo & Sofyan Hadinata & Muhammad Yusuf Shalihin, 2018, "Corporate Social Responsibility dan Kinerja Keuangan Bank Umum Syariah," EkBis: Jurnal Ekonomi dan Bisnis, UIN Sunan Kalijaga Yogyakarta, volume 2, issue 2, pages 151-170.
• Vina Javed Khan & Muhammad Saeed & Tella Oluwatoba Ibrahim & Muhammad Rizwan, 2018, "Financial Cointegration of Emerging Economies: Evidence from Bivariate Cointegration and Granger Causality," Empirical Economic Review, Department of Economics and Statistics, Dr Hassan Murad School of Management, University of Management and Technology, Lahore, volume 1, issue 1, pages 49-70.
• Maham Ejaz & Rubeena Tashfeen & Kinza Younas & Abubaker Naeem, 2018, "Economic Value Added or Earnings per Share? An Incremental Content Analysis," Empirical Economic Review, Department of Economics and Statistics, Dr Hassan Murad School of Management, University of Management and Technology, Lahore, volume 1, issue 2, pages 63-90.
• Jamal Bouoiyour & Refk Selmi, 2018, "Heterogeneous Responses to China and Oil Shocks: the G7 Stock Markets," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 33, issue 3, pages 488-513.
• Shafi A. Khaled, 2018, "Risk, Return, and Profit-Loss Shared Lending under a Zero-Interest Financial System," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 26, pages 1-30.
• Iordanis Karagiannidis & D. Sykes Wilford, 2018, "Household deformation trumps demand management policy in the 21st century," Journal of Financial Transformation, Capco Institute, volume 47, pages 67-78.
• Cyprian Okey OKORO, 2018, "Analysis Of The Determinants Of Dividend Payout Of Consumer Goods Companies In Nigeria," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 9, issue 1, pages 141-165.
• Suzana Baresa & Sinisa Bogdan & Zoran Ivanovic, 2018, "The Performance Of Minimum Variance Portfolios In The Croatian Tourism Sector," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 9, issue 1, pages 63-72.
• Yonghong JIANG & Juan MENG & He NIE, 2018, "Visiting the Economic Policy Uncertainty Shocks - Economic Growth Relationship: Wavelet-based Granger-Causality in Quantiles Approac," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 80-94, December.
• Anoshkina, Ekaterina S. (Аношкина, Екатерина) & Markovskaya, Elizaveta I. (Марковская, Елизавета), 2018, "Empirical Analysis of Capital Structure Determinants of Russian Oil and Gas Companies
  [Анализ Структуры Капитала Российских Компаний Нефтегазового Сектора]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 5, pages 80-109, October.
• Cathy Ning & Wanling Huang, 2018, "Is the potential for inter- and intro- continental diversification disappearing? A vine copula approach," Working Papers, Toronto Metropolitan University, Department of Economics, number 092, Aug.