Research classified by Journal of Economic Literature (JEL) codes

2018

• 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.
• 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.