Research classified by Journal of Economic Literature (JEL) codes

2018

• Rangga Handika & Sania Ashraf, 2018, "Financialized Commodities and Stock Indices Volatilities," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 153-164.
• I.Khajar & H. Hersugondo & U. Udin, 2018, "Antecedents and Outcomes of Corporate Governance: Evidence from Indonesia," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 480-492.
• D.A. Milenkova, 2018, "Risk Management: Comprehensive Analysis of Key Approaches on Academic Literature and Professional Certifications," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special1, pages 273-286.
• Rosa María Domínguez Gijón & Francisco Venegas Martínez & Reyna Susana García Ruíz, 2018, "Un modelo microeconómico estocástico del comportamiento de una jefa de familia como único participante en el ingreso familiar: el caso mexicano, 2005-2016," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 49, issue 2, pages 119-142, Julio-Dic, DOI: 10.24275/ETYPUAM/NE/492018/Domingue.
• Vasile BRÄ‚TIAN, 2018, "Portfolio Optimization. Application of the Markowitz Model Using Lagrange and Profitability Forecast," Expert Journal of Economics, Sprint Investify, volume 6, issue 1, pages 26-34.
• Elena Beccalli & Saverio Bozzolan & Enrico Laghi & Marco Mattei, 2018, "Do letters to shareholders inform or mislead? Insights from insider trading," FINANCIAL REPORTING, FrancoAngeli Editore, volume 2018, issue 2, pages 73-109.
• Anna Czapkiewicz & Pawel Jamer & Joanna Landmesser, 2018, "Effects of Macroeconomic Indicators on the Financial Markets Interrelations," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 3, pages 268-293, July.
• Adam Zaremba, 2018, "Country Risk and Expected Returns Across Global Equity Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 4, pages 374-398, September.
• Matej Opatrny, 2018, "Extent of Irrationality of the Consumer: Combining the Critical Cost Eciency and Houtman Maks Indices," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2018/11, Apr, revised Apr 2018.
• Karel Janda, 2018, "Earnings Stability and Peer Selection for Indirect Valuation," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2018/14, Jul, revised Jul 2018.
• Onrej Tobek & Martin Hronec, 2018, "Does the Source of Fundamental Data Matter?," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2018/15, Aug, revised Aug 2018.
• Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stafano Battiston, 2018, "Collateral Unchained : Rehypothecation networks, concentration and systemic effects," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2018-07, Jan.
• Claudio Morana & Giacomo Sbrana, 2018, "Some Financial Implications of Global Warming: an Empirical Assessment," Working Papers, Fondazione Eni Enrico Mattei, number 2018.01, Feb.
• Maryam Ahmadi & Matteo Manera & Mehdi Sadeghzadeh, 2018, "Investment-Uncertainty Relationship in the Oil and Gas Industry," Working Papers, Fondazione Eni Enrico Mattei, number 2018.13, May.
• Mark Fisher & Mark J. Jensen, 2018, "Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2018-2, Feb, DOI: 10.29338/wp2018-02.
• Kenechukwu E. Anadu & Mathias S. Kruttli & Patrick E. McCabe & Emilio Osambela & Chaehee Shin, 2018, "The Shift from Active to Passive Investing: Potential Risks to Financial Stability?," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number RPA 18-4, Aug.
• Andreas M. Fischer & Henrike Groeger & Philip Saure & Pinar Yesin, 2018, "Current Account Adjustment and Retained Earnings," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 345, Aug, DOI: 10.24149/gwp345.
• Kenechukwu E. Anadu & Mathias S. Kruttli & Patrick E. McCabe & Emilio Osambela, 2018, "The Shift from Active to Passive Investing : Potential Risks to Financial Stability?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-060r1, Aug, revised 29 Jun 2020, DOI: 10.17016/FEDS.2018.060r1.
• Celso Brunetti & Jeffrey H. Harris & Shawn Mankad, 2018, "Bank Holdings and Systemic Risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-063, Sep, DOI: 10.17016/FEDS.2018.063.
• A. Ronald Gallant & Mohammad Jahan-Parvar & Hening Liu, 2018, "Does Smooth Ambiguity Matter for Asset Pricing?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1221, Jan, DOI: 10.17016/IFDP.2018.1221.
• John Ammer & Stijn Claessens & Alexandra M. Tabova & Caleb Wroblewski, 2018, "Searching for Yield Abroad : Risk-Taking Through Foreign Investment in U.S. Bonds," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1224, Mar, DOI: 10.17016/IFDP.2018.1224.
• John Ammer & Stijn Claessens & Alexandra M. Tabova & Caleb Wroblewski, 2018, "Home Country Interest Rates and International Investment in U.S. Bonds," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1231, Jun, DOI: 10.17016/IFDP.2018.1231.
• Scott R. Baker & Lorenz Kueng & Leslie McGranahan & Brian T. Melzer, 2018, "Do Household Finances Constrain Unconventional Fiscal Policy?," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2018-16, Oct, DOI: 10.21033/wp-2018-16.
• Feng Dong & Pengfei Wang & Yi Wen, 2018, "A Search-Based Neoclassical Model of Capital Reallocation," Working Papers, Federal Reserve Bank of St. Louis, number 2018-17, Aug, DOI: 10.20955/wp.2018.017.
• YiLi Chien & Junsang Lee, 2018, "The Real Term Premium in a Stationary Economy with Segmented Asset Markets," Working Papers, Federal Reserve Bank of St. Louis, number 2018-30, Apr, DOI: 10.20955/wp.2018.030.
• Sungki Hong & Terry S. Moon, 2018, "Capital Gains Taxation and Investment Dynamics," Working Papers, Federal Reserve Bank of St. Louis, number 2018-31, Oct, revised 12 Dec 2019, DOI: 10.20955/wp.2018.031.
• Linda S. Goldberg & Signe Krogstrup, 2018, "International capital flow pressures," Staff Reports, Federal Reserve Bank of New York, number 834, Feb.
• Nina Boyarchenko & Anna M. Costello & Or Shachar, 2018, "Credit market choice," Staff Reports, Federal Reserve Bank of New York, number 863, Aug.
• Mustafa UYSAL, Zafer ADALI, 2018, "Performance Measurement of Pension Investment Funds in Turkey: Comparing Performance of Traditional and Islamic Pension Investment Funds," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3.
• Raluca Simina Bilți, 2018, "Impactul indicatorilor de guvernanță mondială asupra comportamentului investițional," Journal of Financial Studies, Institute of Financial Studies, volume 4, issue 3, pages 139-160, June.
• Ioana-Alexandra Radu & Cristian-George Vlaicu, 2018, "Puzzele-ul risc-randament în portofoliile de acțiuni diversificate internațional din perspectiva investitorilor români," Journal of Financial Studies, Institute of Financial Studies, volume 4, issue 3, pages 39-53, June.
• Alina-Cristina Racu, 2018, "Analiza fundamentală a investiției de capital în exchange-traded fund," Journal of Financial Studies, Institute of Financial Studies, volume 5, issue 3, pages 195-208, June.
• Leonardo Badea & Ion Stancu & Alexandra Darmaz-Guzun, 2018, "Optimizarea alocării activelor fondurilor de pensii, administrate privat în România (Pilonul II)," Journal of Financial Studies, Institute of Financial Studies, volume 5, issue 3, pages 209-226, June.
• Vlad-Mircea Ionescu, 2018, "Principii ale investitorului individual," Journal of Financial Studies, Institute of Financial Studies, volume 5, issue 3, pages 305-316, June.
• Lise Clain-Chamosset-Yvrard & Thomas Seegmuller, 2018, "Bubble on real estate: The role of altruism and fiscal policy," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1820.
• Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2018, "Spanning tests for markowitz stochastic dominance," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:102836.
• Barras, Laurent & Gagliardini, Patrick & Scaillet, Olivier, 2018, "The Cross-Sectional Distribution of Fund Skill Measures," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:110006.
• Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018, "Collateral Unchained: Rehypothecation Networks, Concentration and Systemic Effects," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2018-05, Feb.
• Hafinaz Hasniyanti Hassan, 2018, "Conceptual Framework for the Determinants of Mutual Fund Performance in Malaysia," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr146, Dec.
• Chong Choy Yoke, 2018, "Non-linear Effect of Debt on the Economic Performance of Trans-Pacific Partnership Countries," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr147, Dec.
• Ferikawita M. Sembiring, 2018, "Three-Factor and Five-Factor Models: Implementation of Fama and French Model on Market Overreaction Conditions," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr150, Dec.
• Gunther Capelle-Blancard & Marc-Arthur Diaye & Patricia Crifo & Rim Oueghlissi & Bert Scholtens, 2018, "Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01741704.
• Gunther Capelle-Blancard & Marc-Arthur Diaye & Patricia Crifo & Rim Oueghlissi & Bert Scholtens, 2018, "Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries," Post-Print, HAL, number hal-01741704.
• Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018, "Measuring the response of gold prices to uncertainty: An analysis beyond the mean," Post-Print, HAL, number hal-01817067, Nov.
• Georges Prat & Remzi Uctum, 2018, "Term structure of interest rates: modelling the risk premium using a two-horizons framework," Post-Print, HAL, number hal-01828843.
• Georges Prat & Remzi Uctum, 2018, "Term structure of interest rates: modelling the risk premium using a two-horizons framework," Post-Print, HAL, number hal-01828854.
• Robert Joliet & Yulia Titova, 2018, "Equity SRI funds vacillate between ethics and money: an analysis of the funds' stock holding decisions," Post-Print, HAL, number hal-01914880, Sep.
• Fabrice Borel-Mathurin & Pierre-Emmanuel Darpeix & Quentin Guibert & Stéphane Loisel, 2018, "Main Determinants of Profit-Sharing Policy in the French Life Insurance Industry," Post-Print, HAL, number hal-01955047, Jul.
• Zia-Ur-Rehman Rao & Tanveer Ahsan & Muhammad Zubair Tauni & Muhammad Umar, 2018, "Performance and Persistence in Performance of Actively Managed Chinese Equity Funds," Post-Print, HAL, number hal-01959131, Sep, DOI: 10.1007/s40953-017-0104-5.
• Brian Hill & Tomasz Michalski, 2018, "Risk versus ambiguity and international security design," Post-Print, HAL, number hal-01966706, Jul.
• Syed Jawad Hussain Shahzad & Jose Arreola Hernandez & Stelios Bekiros & Muhammad Shahbaz & Ghulam Mujtaba Kayani, 2018, "A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling," Post-Print, HAL, number hal-01989649, Sep, DOI: 10.1016/j.intfin.2018.02.013.
• Emmanouil Mavrakis & Christos Alexakis, 2018, "Statistical Arbitrage Strategies under Different Market Conditions: The Case of the Greek Banking Sector," Post-Print, HAL, number hal-01992513, Jun, DOI: 10.1177/0972652718776858.
• Hansjoerg Albrecher & Daniel Bauer & Paul Embrechts & Damir Filipovic & Pablo Koch-Médina & Ralf Korn & Stéphane Loisel & Antoon Pelsser & Franck Schiller & Hato Schmeiser & Joël Wagner, 2018, "Asset-liability management for long-term insurance business," Post-Print, HAL, number hal-01995785.
• Gazi Salah Uddin & Jose Areola Hernandez & Syed Jawad Hussain Shahzad & Axel Hedström, 2018, "Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets," Post-Print, HAL, number hal-01996386, Mar, DOI: 10.1016/j.eneco.2018.01.035.
• Sangram Keshari Jena & Aviral Kumar Tiwari & David Roubaud & Muhammad Shahbaz, 2018, "Index futures volatility and trading activity: Measuring causality at a multiple horizon," Post-Print, HAL, number hal-02061357, Mar, DOI: 10.1016/j.frl.2017.09.012.
• Alexander Eisele & Tamara Nefedova & Gianpaolo Parise & Kim Peijnenburg, 2018, "Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families," Post-Print, HAL, number hal-02279289, DOI: 10.1016/j.jfineco.2018.12.005.
• Jamal Bouoiyour & Refk Selmi, 2018, "Heterogeneous Responses to China and Oil Shocks: the G7 Stock Markets," Post-Print, HAL, number hal-02409120, Sep, DOI: 10.11130/jei.2018.33.3.488.
• Ahmed Bensaïda & Houda Litimi & Oussama Abdallah, 2018, "Volatility spillover shifts in global financial markets," Post-Print, HAL, number hal-02869496, Jun, DOI: 10.1016/j.econmod.2018.04.011.
• Olivier Bargain & Jean Marie Cardebat & A. Vignolles, 2018, "Crowdfunding in the Wine Industry," Post-Print, HAL, number hal-03173593, Feb, DOI: 10.1017/jwe.2018.3.
• Roman Mestre & Michel Terraza, 2018, "Time-Frequency Analysis of CAPM: Application to the CAC 40," Post-Print, HAL, number hal-03195177, Jun, DOI: 10.26493/1854-6935.16.141-157.
• Abdallah Ben Saida & Jean-Luc Prigent, 2018, "On the robustness of portfolio allocation under copula misspecification," Post-Print, HAL, number hal-03679698, Mar, DOI: 10.1007/s10479-016-2137-0.
• E. Erragragui & M.K. Hassan & Jonathan Peillex & A.N.F. Khan, 2018, "Does Ethics Improve Stock Market Resilience in Times of Instability?," Post-Print, HAL, number hal-03680604, DOI: 10.1016/j.ecosys.2017.09.003.
• Jean-Pierre Danthine & Samuel Danthine, 2018, "On the rewards to international investing: a safe haven currency perspective," Post-Print, HAL, number halshs-01884319, Dec, DOI: 10.1186/s41937-017-0005-8.
• Philippe Jehiel, 2018, "Investment Strategy and Selection Bias: An Equilibrium Perspective on Overoptimism," Post-Print, HAL, number halshs-01884380, Jun, DOI: 10.1257/aer.20161696.
• Lise Clain-Chamosset-Yvrard & Thomas Seegmuller, 2018, "Bubble on real estate: The role of altruism and fiscal policy," Post-Print, HAL, number halshs-02056267, Nov.
• Hippolyte d'Albis & Emmanuel Thibault, 2018, "Ambiguous life expectancy and the demand for annuities," Post-Print, HAL, number halshs-02072559, Oct, DOI: 10.1007/s11238-018-9658-8.
• Fabrice Borel-Mathurin & Pierre-Emmanuel Darpeix & Quentin Guibert & Stéphane Loisel, 2018, "Main Determinants of Profit-Sharing Policy in the French Life Insurance Industry," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01955047, Jul.
• Jean-Pierre Danthine & Samuel Danthine, 2018, "On the rewards to international investing: a safe haven currency perspective," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01884319, Dec, DOI: 10.1186/s41937-017-0005-8.
• Philippe Jehiel, 2018, "Investment Strategy and Selection Bias: An Equilibrium Perspective on Overoptimism," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01884380, Jun, DOI: 10.1257/aer.20161696.
• Hippolyte d'Albis & Emmanuel Thibault, 2018, "Ambiguous life expectancy and the demand for annuities," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-02072559, Oct, DOI: 10.1007/s11238-018-9658-8.
• Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018, "Collateral Unchained : Rehypothecation networkd, concentration and systemic effects," Sciences Po Economics Publications (main), HAL, number hal-03607817, Jan.
• Oumar Mbodji & Adrien Nguyen Huu & Traian A. A Pirvu, 2019, "Optimal Sharing Rule for a Household with a Portfolio Management Problem," Working Papers, HAL, number hal-00940233.
• Huyên Pham & Xiaoli Wei & Chao Zhou, 2021, "Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach," Working Papers, HAL, number hal-01867133, Dec, DOI: 10.1111/mafi.12320.
• Jamal Bouoiyour & Refk Selmi, 2016, "The responses of BRICS Equities to China's Slowdown: A Multi-Scale Causality Analysis," Working Papers, HAL, number hal-01880323, May.
• Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018, "Collateral Unchained : Rehypothecation networkd, concentration and systemic effects," Working Papers, HAL, number hal-03607817, Jan.
• Lise Clain-Chamosset-Yvrard & Thomas Seegmuller, 2018, "Bubble on Real Estate: The Role of Altruism and Fiscal Policy," Working Papers, HAL, number halshs-01880937, Sep.
• Lise Clain-Chamosset-Yvrard & Thomas Seegmuller, 2018, "Bubble on real estate: The role of altruism and fiscal policy," Working Papers, HAL, number halshs-01885932.
• Becker, Janis & Leschinski, Christian, 2018, "Estimating the Volatility of Asset Pricing Factors," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-631, May.
• Fethke, Tobias & Prokopczuk, Marcel, 2018, "Is Commodity Index Investing Profitable?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-635, Jul.
• Becker, Janis & Leschinski, Christian, 2018, "The Bias of Realized Volatility," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-642, Nov.
• Zsolt Bihary & Peter Csoka & David Zoltan Szabo, 2018, "Spectral risk measure of holding stocks in the long run," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1812, Jun.
• James Staveley-O'Carroll & Olena Staveley-O'Carroll, 2018, "International Risk Sharing in Overlapping Generations Models," Working Papers, College of the Holy Cross, Department of Economics, number 1806, Jul.
• Imlak Shaikh, 2018, "The Brexit And Investors’ Fear," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 69, issue 4, pages 396-422.
• Ingrid Groessl & Artur Tarassow, 2018, "A Microfounded Model of Money Demand Under Uncertainty, and some Empirical Evidence," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201802, Jan.
• Jörg Döpke & Ulrich Fritsche & Karsten Müller, 2018, "Has Macroeconomic Forecasting changed after the Great Recession? - Panel-based Evidence on Accuracy and Forecaster Behaviour from Germany," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201803, May.
• Asplund, Disa, 2018, "Discounting transport infrastructure investments," Working papers in Transport Economics, CTS - Centre for Transport Studies Stockholm (KTH and VTI), number 2018:23, Dec, revised 05 Dec 2019.
• Gick, Wolfgang & Weissensteiner, Alex, 2018, "Analysts' Disagreement and Investor Decisions," Working Paper Series, Research Institute of Industrial Economics, number 1207, Apr.
• Fischer, Thomas & Lundtofte , Frederik, 2018, "Unequal Returns: Using the Atkinson Index to Measure Financial Risk," Working Papers, Lund University, Department of Economics, number 2018:25, Oct.
• Schindler, Dirk, 2018, "Wealth Taxation, Non-listed Firms, and the Risk of Entrepreneurial Investment," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2018/5, Apr.
• Irarrazabal, Alfonso A. & Ma, Lin, 2018, "Optimal Asset Allocation for Commodity Sovereign Wealth Funds," Working Paper Series, Norwegian University of Life Sciences, School of Economics and Business, number 11-2018, Sep.
• Souza, Thiago de Oliveira, 2018, "Size-related premiums," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 3/2018, Apr.
• Odegaard, Bernt Arne, 2018, "Norges Bank sin aktive forvaltning av Statens Pensjonsfond Utland (Oljefondet)," UiS Working Papers in Economics and Finance, University of Stavanger, number 2018/2, Apr.
• Olga Norkina, 2018, "Ramsey Model with Financial Repression and Government Spending," HSE Economic Journal, National Research University Higher School of Economics, volume 22, issue 4, pages 631-661.
• 顔, 菊馨 & 近藤, 隆則 & 白須, 洋子 & 三隅, 隆司, 2018, "日本個人投資家のリスク性資産への投資行動 : 金融リテラシーの種類や情報源の違いはどんな影響を与えるのか？," Working Paper Series, Hitotsubashi University Center for Financial Research, number G-2-12, Sep.
• Iwaisako, Tokuo & Ono, Arito & Saito, Amane & Tokuda, Hidenobu, 2018, "Disentangling the Effect of Home Ownership on Household Stock-holdings: Evidence from Japanese micro data," HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University, number 77, Mar.
• Daniel Barth & Nicholas W. Papageorge & Kevin Thom, 2018, "Genetic Endowments and Wealth Inequality," Working Papers, Human Capital and Economic Opportunity Working Group, number 2018-077, Oct.
• Olesia Lemishovska, 2018, "Financial Results: Retrospective Analysis of Bookkeeping Practice, Accounting Concepts and Methods," Oblik i finansi, Institute of Accounting and Finance, issue 3, pages 45-53, September.
• James L. Kuhle & Eric C. Lin, 2018, "Evaluating Real Estate Mutual Fund Performance Using The Morningstar Upside/Downside Capture Ratio," Global Journal of Business Research, The Institute for Business and Finance Research, volume 12, issue 1, pages 15-22.
• Cheedradevi Narayanasamy & Izani Ibrahim & Yeoh Ken Kyid, 2018, "Individual Investors Participation And Divergence Of Opinion In New Issue Markets: Evidence From Malaysia," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 12, issue 1, pages 1-22.
• Jin-Gil Jeong & Sandip Mukherji, 2018, "Flexible Optimal Models For Predicting Stock Market Returns," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 12, issue 2, pages 39-48.
• Zugang Liu & Jia Wang, 2018, "Do Style Momentum Strategies Produce Abnormal Returns: Evidence From Index Investing," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 12, issue 2, pages 63-75.
• James L. Kuhle & Eric C. Lin, 2018, "An Evaluation Of Risk And Return Performance Measure Alternatives: Evidence From Real Estate Mutual Funds," Review of Business and Finance Studies, The Institute for Business and Finance Research, volume 9, issue 1, pages 1-11.
• Seema Narayan & Mobeen Ur Rehman, 2018, "Portfolio Diversification Opportunities Within Emerging and Frontier Stock Markets: Evidence from Ten Asian Countries," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 21, issue 1, pages 1-22, July, DOI: https://doi.org/10.21098/bemp.v21i1.
• Guanchun Liu & Chien-Chiang Lee, 2018, "Financialization and Stagnant Capital Accumulation in China," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 21, issue 1, pages 23-32, July, DOI: https://doi.org/10.21098/bemp.v21i1.
• Massimo Guidolin & Erwin Hansen & Martín Lozano-Banda, 2018, "Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 627.
• Hlouskova, Jaroslava & Fortin, Ines & Tsigaris, Panagiotis, 2018, "The consumption-investment decision of a prospect theory household: A two-period model with an endogenous second period reference level," Economics Series, Institute for Advanced Studies, number 344, Nov.
• Efstathia Korkou, 2018, "Gender Differences in Relative Risk Aversion with Data from the U.S. Federal Reserve Board¡¦s Survey of Consumer Finances," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 17, issue 3, pages 193-211, December.
• Ms. Linda S. Goldberg & Signe Krogstrup, 2018, "International Capital Flow Pressures," IMF Working Papers, International Monetary Fund, number 2018/030, Feb.
• Andreas Fagereng & Luigi Guiso & Mr. Davide Malacrino & Luigi Pistaferri, 2018, "Heterogeneity and Persistence in Returns to Wealth," IMF Working Papers, International Monetary Fund, number 2018/171, Jul.
• Mr. Daniel Garcia-Macia, 2018, "Household Wealth and Resilience to Financial Shocks in Italy," IMF Working Papers, International Monetary Fund, number 2018/196, Aug.
• Raúl de Jesús Gutiérrez, 2018, "Predicción de las Razones de Cobertura Cruzada Optima en el Mercado del Petróleo Mexicano," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 13, issue 1, pages 53-76, Enero-Mar.
• Raúl Álvarez del Castillo Penna & José Antonio Núñez Mora & Leovardo Mata Mata, 2018, "Foreign Exchange Strategies Performance," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 13, issue 2, pages 195-245, Abril-Jun.
• Manuel Gebetsberger & Reto Stauffer & Georg J. Mayr & Achim Zeileis, 2018, "Skewed logistic distribution for statistical temperature post-processing in mountainous areas," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2018-06, Jun.
• Michael Kirchler & Florian Lindner & Utz Weitzel, 2018, "Delegated Investment Decisions and Rankings," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2018-07, Jul, revised Sep 2018.
• Christoph Huber & Jürgen Huber, 2018, "Scale matters: Risk perception, return expectations, and investment propensity under different scalings," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2018-15, Aug.
• Rene Schwaiger & Michael Kirchler & Florian Lindner & Utz Weitzel, 2018, "Determinants of investor expectations and satisfaction. A study with financial professionals," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2018-17, Oct.
• Margarida Abreu & Victor Mendes, 2018, "Do Individual Investors Trade Differently in Different Markets?," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2018/01, Jan.
• Margarida Abreu & Victor Mendes, 2018, "Do Individual Investors Trade Differently in Different Markets?," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/26, Feb.
• Hasan Hüseyin YILDIRIM & Bahadır İLDOKUZ, 2018, "Korumasız Faiz Parite Kuramı ve 2005-2014 Dönemi Portföy Yatırımlarını Türkiye’ye Çeken Finansal Faktörlerin Tespiti," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, volume 14, issue 29, pages 247-268, December, DOI: 10.26650/ekoist.2018.14.29.0003.
• Judit Ricz, 2018, "Brazilian Foreign Direct Investment in ECE - host country determinants," IWE Working Papers, Institute for World Economics - Centre for Economic and Regional Studies, number 246, Nov.
• Tamas Szigetvari, 2018, "Eastern Europe as investment location for Turkish OFDI," IWE Working Papers, Institute for World Economics - Centre for Economic and Regional Studies, number 247, Nov.
• Cardella, Eric & Kalenkoski, Charlene M. & Parent, Michael, 2018, "Less Is Not More: Information Presentation Complexity and 401(k) Planning Choices," IZA Discussion Papers, IZA Network @ LISER, number 11538, May.
• Chen, Xi, 2018, "Smog, Cognition and Real-World Decision Making," IZA Discussion Papers, IZA Network @ LISER, number 11921, Oct.
• Bertocchi, Graziella & Brunetti, Marianna & Zaiceva, Anzelika, 2018, "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," IZA Discussion Papers, IZA Network @ LISER, number 11979, Nov.
• Pramod Kumar Naik & Rangan Gupta & Puja Padhi, 2018, "The Relationship Between Stock Market Volatility And Trading Volume: Evidence From South Africa," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 1, pages 99-114, January-M.
• Wasim K. Al-Shattarat & Basiem K. Al-Shattarat, 2018, "Charateristics of Stocks That Frequentley Hit Price Limits Empirical Evidence from Japan," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 3, pages 97-108, July-Sept.
• Yi-Hao Lai & Yi-Chiuan Wang & Wei-Shih Chung, 2018, "Initial Jump and Recovering Jump in the S&P 500 Index Returns: A Jump-Recovering-Switching Approach," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 14, issue 1, pages 51-66, February.
• Andreas M. Fischer & Henrike Groeger & Philip Sauré & Pinar Yesin, 2018, "Current account adjustment and retained earnings," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 1809, Aug.
• Eva Sierminska & Karina Doorley, 2018, "To own or not to own? Household portfolios, demographics and institutions in a cross-national perspective," Journal of Income Distribution, Ad libros publications inc., volume 25, issue 1, pages 1-43, March.
• Eva Sierminska & Karina Doorley, 2018, "To own or not to own? Household portfolios, demographics and institutions in a cross-national perspective," Journal of Income Distribution, Ad libros publications inc., volume 26, issue 1, pages 1-43, March.
• Roberto Pinheiro, 2018, "Venture capital and underpricing: capacity constraints and early sales," Annals of Finance, Springer, volume 14, issue 1, pages 1-47, February, DOI: 10.1007/s10436-017-0311-2.
• Robert Jarrow, 2018, "Asset market equilibrium with liquidity risk," Annals of Finance, Springer, volume 14, issue 2, pages 253-288, May, DOI: 10.1007/s10436-017-0316-x.
• M. Ryan Haley, 2018, "A nonparametric quantity-of-quality approach to assessing financial asset return performance," Annals of Finance, Springer, volume 14, issue 3, pages 343-351, August, DOI: 10.1007/s10436-018-0319-2.
• Emilio Barucci & Gaetano Bua & Daniele Marazzina, 2018, "On relative performance, remuneration and risk taking of asset managers," Annals of Finance, Springer, volume 14, issue 4, pages 517-545, November, DOI: 10.1007/s10436-018-0324-5.
• Bart Taub, 2018, "Inconspicuousness and obfuscation: how large shareholders dynamically manipulate output and information for trading purposes," Annals of Finance, Springer, volume 14, issue 4, pages 429-464, November, DOI: 10.1007/s10436-018-0334-3.
• Armin Varmaz & Stephan Abée, 2018, "Verteilungseigenschaften der Renditen von Kryptowährungen: sind sie mit Aktien vergleichbar?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 87, issue 3, pages 83-105, DOI: 10.3790/vjh.87.3.83.
• Tobias N. Glas & Thorsten Poddig, 2018, "Kryptowährungen in der Asset- Allokation: eine empirische Untersuchung auf Basis eines beispielhaften deutschen Multi-Asset-Portfolios," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 87, issue 3, pages 107-128, DOI: 10.3790/vjh.87.3.107.
• Georges Prat & Remzi Uctum, 2018, "Term structure of interest rates: modelling the risk premium using a two horizons framework," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-25.
• Gaëtan Le Quang, 2018, ""Taking Diversity into Account": Real Effects of Accounting Measurement on Asset Allocation," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-28.
• Sessi Tokpavi & Christophe Boucher, 2018, "Stocks and Bonds: Flight-to-Safety for Ever?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-39.
• Pierre Bui Quang, 2018, "The effect of non-resident investments on the French sovereign spread," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-52.
• Victor Ginsburgh & Shlomo Weber, 2018, "The Economics of Language," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2018-18, Jun.
• De Santis, Roberto A. & Roos, Madelaine & Hettler, Katja & Tamburrini, Fabio, 2018, "Purchases of green bonds under the Eurosystem’s asset purchase programme," Economic Bulletin Boxes, European Central Bank, volume 7.
• Hałaj, Grzegorz, 2018, "Agent-based model of system-wide implications of funding risk," Working Paper Series, European Central Bank, number 2121, Jan.
• Gräb, Johannes & Kostka, Thomas, 2018, "Predicting risk premia in short-term interest rates and exchange rates," Working Paper Series, European Central Bank, number 2131, Feb.
• Abidi, Nordine & Miquel-Flores, Ixart, 2018, "Who benefits from the corporate QE? A regression discontinuity design approach," Working Paper Series, European Central Bank, number 2145, Apr.
• Cimadomo, Jacopo & Furtuna, Oana & Giuliodori, Massimo, 2018, "Private and public risk sharing in the euro area," Working Paper Series, European Central Bank, number 2148, May.
• Dreher, Ferdinand & Gräb, Johannes & Kostka, Thomas, 2018, "From carry trades to curvy trades," Working Paper Series, European Central Bank, number 2149, May.
• Sigaux, Jean-David, 2018, "Trading ahead of treasury auctions," Working Paper Series, European Central Bank, number 2208, Nov.
• Valla, Natacha & Rancière, Romain & Heipertz, Jonas, 2018, "Domestic and external sectoral portfolios: network structure and balance-sheet contagion," Working Paper Series, European Central Bank, number 2215, Dec.
• Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M., 2018, "Why Has Idiosyncratic Risk Been Historically Low in Recent Years?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-02, Jan.
• Birru, Justin & Gokkaya, Sinan & Liu, Xi, 2018, "Capital Market Anomalies and Quantitative Research," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-07, Mar.
• Boyer, Brian & Nadauld, Taylor D. & Vorkink, Keith P. & Weisbach, Michael S., 2018, "Private Equity Indices Based on Secondary Market Transactions," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-21, Oct.
• Li, Yi & Wang, Chen, 2018, "Delegation Uncertainty," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-22, Nov.
• Ben-David, Itzhak & Fermand, Elyas & Kuhnen, Camelia M. & Li, Geng, 2018, "Expectations Uncertainty and Household Economic Behavior," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-25, Nov.
• Andonov, Aleksandar & Rauh, Joshua D., 2018, "The Return Expectations of Institutional Investors," Research Papers, Stanford University, Graduate School of Business, number 3659, Feb.
• Jha, Saumitra & Shayo, Moses, 2018, "Learning by Trading," Research Papers, Stanford University, Graduate School of Business, number 3673, Jul.
• Andonov, Aleksandar & Kraussl, Roman & Rauh, Joshua D., 2018, "The Subsidy to Infrastructure as an Asset Class," Research Papers, Stanford University, Graduate School of Business, number 3737, Sep.
• Luqman Hakim & Sugianto Sugianto, 2018, "Determinant Profitability and Implications on the Value of the Company: Empirical Study on Banking Industry in IDX," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 1, pages 205-216.
• Ozkan Haykir, 2018, "Does MAX Anomaly Exist in Emerging Market: Evidence from the Turkish Stock Market?," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 2, pages 148-153.
• Moez EL Gaied, 2018, "Investment-Cash Flow Sensitivity and Growth Opportunities," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 2, pages 154-160.
• Khaldoun M. Al-Qaisi & Rafat M. Al-Batayneh, 2018, "Risk Factors in Financial Services Industry: Application, Threats, Theoretical and Empirical literature in Management of Risk," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 2, pages 210-218.
• Andreas Mikkelsen & Frode Kj rland, 2018, "High-frequency Pairs Trading on a Small Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 4, pages 78-88.
• Sabastine Mushori & Delson Chikobvu, 2018, "Investment Opportunities, Uncertain Implicit Transaction Costs and Maximum Downside Risk in Dynamic Stochastic Financial Optimization," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 4, pages 256-264.
• Sayyed Sadaqat Hussain Shah & Xia Xinping & Muhammad Asif Khan & Sinan Abdullah Harjan, 2018, "Investor and Manager Overconfidence Bias and Firm Value: Micro-Level Evidence from the Pakistan Equity Market," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 5, pages 190-199.
• Rene Johannes & Dedy Dedy & Abdullah Muksin, 2018, "The Preparation of Banking Industry in Implementing IFRS 9 Financial Instruments (A Case Study of HSBC Holdings Plc Listed on London Stock Exchange of Year 2015 2017)," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 6, pages 124-136.
• Ritika Jaiswal & Rashmi Uchil, 2018, "An Analysis of Gold Futures as an Alternative Asset: Evidence from India," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 6, pages 144-150.
• Sina Davoudi & Alireza Fazlzadeh & Firouz Fallahi & Hossein Asgharpour, 2018, "The Impact of Oil Revenue Shocks on the Volatility of Iran s Stock Market Return," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 2, pages 102-110.
• Kunlapath Sukcharoen & David Leatham, 2018, "Analyzing Extreme Comovements in Agricultural and Energy Commodity Markets Using a Regular Vine Copula Method," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 5, pages 193-201.
• Kamphol Panyagometh, 2018, "Valuation of Solar-Wind Power Plant Project and Impact on Stock Price," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 6, pages 354-360.
• Songül Kakýllý Acaravcý & Yunus Karaömer, 2018, "The Comparative Performance Evaluation of the Fama-French Five Factor Model in Turkey," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 6, issue 3, pages 1-12.
• Seçkin Arslan & Mehmet Sinan ÇELÝK, 2018, "Türkiye’deki Emeklilik Yatýrým Fonlarýnýn Performanslarýnýn BIST-100 Endeksinin Performansý Ýle Karþýlaþtýrýlmasý," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 6, issue 4, pages 61-73.
• Kelton, Andrea Seaton & Montague, Norma R., 2018, "The unintended consequences of uncertainty disclosures made by auditors and managers on nonprofessional investor judgments," Accounting, Organizations and Society, Elsevier, volume 65, issue C, pages 44-55, DOI: 10.1016/j.aos.2017.10.001.
• Restrepo, Natalia & Uribe, Jorge M. & Manotas, Diego, 2018, "Financial risk network architecture of energy firms," Applied Energy, Elsevier, volume 215, issue C, pages 630-642, DOI: 10.1016/j.apenergy.2018.02.060.
• Kumar, Gaurav & Misra, Arun Kumar, 2018, "Commonality in liquidity: Evidence from India’s National Stock Exchange," Journal of Asian Economics, Elsevier, volume 59, issue C, pages 1-15, DOI: 10.1016/j.asieco.2018.09.001.
• Abreu, Margarida & Mendes, Victor, 2018, "The investor in structured retail products: Advice driven or gambling oriented?," Journal of Behavioral and Experimental Finance, Elsevier, volume 17, issue C, pages 1-9, DOI: 10.1016/j.jbef.2017.12.001.
• Radoc, Benjamin, 2018, "Case-based investing: Stock selection under uncertainty," Journal of Behavioral and Experimental Finance, Elsevier, volume 17, issue C, pages 53-59, DOI: 10.1016/j.jbef.2017.12.007.
• Fajardo, José & Dantas, Manuela, 2018, "Understanding the impact of severe hyperinflation experience on current household investment behavior," Journal of Behavioral and Experimental Finance, Elsevier, volume 17, issue C, pages 60-67, DOI: 10.1016/j.jbef.2017.12.008.