Research classified by Journal of Economic Literature (JEL) codes

2018

• Tiffany Hutcheson & Graeme Newell, 2018, "Decision-making in the management of property investment by Australian superannuation funds," Australian Journal of Management, Australian School of Business, volume 43, issue 3, pages 404-420, August, DOI: 10.1177/0312896218754476.
• Emmanouil Mavrakis & Christos Alexakis, 2018, "Statistical Arbitrage Strategies under Different Market Conditions: The Case of the Greek Banking Sector," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 17, issue 2, pages 159-185, August, DOI: 10.1177/0972652718776858.
• James Bashall & Gizelle D. Willows & Darron West, 2018, "The Extent to Which Professional Advice Can Reduce the Disposition Effect: An Emerging Market Study," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 17, issue 2, pages 229-249, August, DOI: 10.1177/0972652718776861.
• Rogelio Mercado Jr., 2018, "Bilateral Capital Flows: Transaction Patterns and Gravity," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp30, Feb.
• Marco Nieddu & Lorenzo Pandolfi, 2018, "Cutting Through the Fog: Financial Literacy and the Subjective Value of Financial Assets," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 497, Apr.
• Zandri Koekemoer, 2018, "The influence of demograhic factors on risk tolerance for South African investors," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6408640, Jul.
• Hazar Altinba?, 2018, "Examining Time-Varying Integrity And Interrelationships Among Global Stock Markets," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6408726, Jun.
• Kalpakam Gopalakrishnan & Smita Ramakrishna, 2018, "Do the Winners repeat their performance? A Case Indian Mutual Funds?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6509382, Jul.
• Mihovil An?elinovi? & Ana Pavkovi? & Livija Valenti?, 2018, "Equity Fund Performance and Sector Diversification," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6710018, Oct.
• TAQADUS BASHIR & Taimoor Hassan, 2018, "Investor Sophistication: Intrusion Of Behavioral Biases In Investment Decisions," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7009887, Oct.
• Cristiana Tudor, 2018, "Implications of Extreme Value Theory for stock market investments," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7508377, Apr.
• Gábor Cziráki & Tamás Kovács, 2018, "Order and distribution in Portfolio Management," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7508660, Apr.
• Hana Florianová & Karel Urbanovský, 2018, "Primary Characteristics of an Average Czech Investor," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7508801, Apr.
• Ivo Speranda, 2018, "A New Perspective on Valuating of Common Stocks," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 6908849, Oct.
• Martin Bo?a & Mária Kanderová, 2018, "Blending small-cap growth and value stocks: effect upon a periodic and threshold rebalancing strategy," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 6910154, Oct.
• Abdul Haque & Adeel Nasir, 2018, "The application of Value at Risk and Expected Shortfall as Controlling Mechanism of Systematic Risk of Pakistani Stock Market," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 7108551, Jun.
• Tanapol Rattanasamakarn & Roengchai Tansuchat, 2018, "Realized Volatility in Agricultural Commodities Futures," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 7109342, Jun.
• Teodoras Medaiskis & Tadas Gudaitis & Jaroslav Me?Kovski, 2018, "Optimal Life-Cycle Investment Strategy In Lithuanian Second Pension Pillar," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 7, issue 2, pages 70-86, November.
• Reyes Hernández, Naim & Ponsich, Antonin & Hoyos Reyes, Luis Fernando, 2018, "Técnicas metaheurísticas de optimización multiobjetivo para resolver el problema del portafolio de inversión / Metaheuristic techniques of multiobjective optimization to solve the investment portfolio problem," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 8, issue 2, pages 149-182, julio-dic.
• Jukka Ilomäki, 2018, "Animal Spirits and Risk in Financial Markets," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 9, pages 52-59, May.
• Andranik Muradyan, 2018, "Assessment of the Attractiveness of Foreign Markets– A Case Study. Comparison of Armenia and Poland," Journal of Marketing and Consumer Behaviour in Emerging Markets, University of Warsaw, Faculty of Management, volume 2, issue 8, pages 4-20.
• Mariusz Kicia & Rafal Muda, 2018, "Retail Client’s Satisfaction With Investment Advice. Is MiFID II a Desired Regulation? (Zadowolenie klienta indywidualnego z doradztwa inwestycyjnego. Czy Dyrektywa MiFID II to potrzebne rozwiazanie?)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 74, pages 131-142.
• Alicja Fras, 2018, "Are the Highest Mutual Fund Fees Justified by Their Performance? (Czy wyniki tlumacza wysokosc op³at w najdrozszych funduszach inwestycyjnych?)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 74, pages 62-73.
• Wieslaw Debski & Ewa Feder-Sempach & Szymon Wojcik, 2018, "Sensitivity Analysis of the Beta Parameter Estimated for the Blue-chip Polish Companies (Wplyw zmiany indeksu rynku na parametr beta dla spolek z indeksu WIG20)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 76, pages 11-23.
• Dariusz Filip, 2018, "Multifactor models in the analysis of mutual fund effectiveness (Wieloczynnikowe modele w analizie efektywnosci funduszy inwestycyjnych)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 76, pages 61-81.
• Tomasz Miziolek & Ewa Feder-Sempach, 2018, "Do exchange-traded funds listed on Warsaw Stock Exchange well replicate performance of indices? (Czy fundusze ETF notowane na GPW w Warszawie dobrze odwzorowuja wyniki indeksow?)," Research Reports, University of Warsaw, Faculty of Management, volume 1, issue 26, pages 37-47.
• Anna Wierzbicka, 2018, "The Impact of Corporate Governance on the Value of Enterprises (Wplyw corporate governance na wartosc przedsiebiorstwa)," Research Reports, University of Warsaw, Faculty of Management, volume 1, issue 27, pages 143-150.
• Monika Klimontowicz & Anna Pyka, 2018, "The Hedging of Interest Rate Risk in Enterprises’ Loans (Zabezpieczenie ryzyka stopy procentowej w kredytowaniu dzialalnosci przedsiebiorstw)," Research Reports, University of Warsaw, Faculty of Management, volume 1, issue 27, pages 54-64.
• Teodor Sedlarski & Gabriela Georgieva, 2018, "Towards Behavioral Finance Theory," Yearbook of the Faculty of Economics and Business Administration, Sofia University, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria, volume 15, issue 1, pages 207-241, June.
• Nadya Velinova-Sokolova, 2018, "Accounting Of The Credit Losses According To The Ifrs 9," Yearbook of the Faculty of Economics and Business Administration, Sofia University, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria, volume 15, issue 1, pages 243-254, June.
• Andreas M. Fischer & Henrike Groeger & Philip U. Sauré & Pinar Yesin, 2018, "Current account adjustment and retained earnings," Working Papers, Swiss National Bank, number 2018-12.
• Marie Briere & Ariane Szafarz, 2018, "Factors and Sectors in Asset Allocation: Stronger Together?," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 18-016, Mar.
• Fernando Chague & Rodrigo De Losso, Bruno Giovannetti, 2018, "Individual Investors Look at Price Tags," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2018_17, Oct.
• Naceur Naguez, 2018, "Dynamic portfolio insurance strategies: risk management under Johnson distributions," Annals of Operations Research, Springer, volume 262, issue 2, pages 605-629, March, DOI: 10.1007/s10479-016-2121-8.
• Abdallah Ben Saida & Jean-luc Prigent, 2018, "On the robustness of portfolio allocation under copula misspecification," Annals of Operations Research, Springer, volume 262, issue 2, pages 631-652, March, DOI: 10.1007/s10479-016-2137-0.
• Donatien Hainaut & Yang Shen & Yan Zeng, 2018, "How do capital structure and economic regime affect fair prices of bank’s equity and liabilities?," Annals of Operations Research, Springer, volume 262, issue 2, pages 519-545, March, DOI: 10.1007/s10479-016-2210-8.
• Busra Zeynep Temocin & Ralf Korn & A. Sevtap Selcuk-Kestel, 2018, "Constant proportion portfolio insurance in defined contribution pension plan management," Annals of Operations Research, Springer, volume 266, issue 1, pages 329-348, July, DOI: 10.1007/s10479-017-2449-8.
• Javier Vidal-García & Marta Vidal & Sabri Boubaker & Majdi Hassan, 2018, "The efficiency of mutual funds," Annals of Operations Research, Springer, volume 267, issue 1, pages 555-584, August, DOI: 10.1007/s10479-017-2429-z.
• Marko Volker Krause, 2018, "Effects of a capital gains tax on asset pricing," Business Research, Springer;German Academic Association for Business Research, volume 11, issue 1, pages 115-148, February, DOI: 10.1007/s40685-017-0058-7.
• Bàrbara Llacay & Gilbert Peffer, 2018, "Using realistic trading strategies in an agent-based stock market model," Computational and Mathematical Organization Theory, Springer, volume 24, issue 3, pages 308-350, September, DOI: 10.1007/s10588-017-9258-0.
• Taras Bodnar & Yarema Okhrin & Valdemar Vitlinskyy & Taras Zabolotskyy, 2018, "Determination and estimation of risk aversion coefficients," Computational Management Science, Springer, volume 15, issue 2, pages 297-317, June, DOI: 10.1007/s10287-018-0317-x.
• Giorgio Consigli & Vittorio Moriggia & Sebastiano Vitali & Lorenzo Mercuri, 2018, "Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming," Computational Management Science, Springer, volume 15, issue 3, pages 599-632, October, DOI: 10.1007/s10287-018-0328-7.
• Marco Nicolosi, 2018, "Optimal strategy for a fund manager with option compensation," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 41, issue 1, pages 1-17, May, DOI: 10.1007/s10203-017-0204-x.
• Hirbod Assa & Nikolay Gospodinov, 2018, "Market consistent valuations with financial imperfection," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 41, issue 1, pages 65-90, May, DOI: 10.1007/s10203-018-0207-2.
• P. Lakshmi & M. Thenmozhi, 2018, "Impact of foreign institutional investor trades in Indian equity and debt market: a three-dimensional analysis," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 45, issue 3, pages 225-233, September, DOI: 10.1007/s40622-018-0183-y.
• Neharika Sobti, 2018, "Domestic intermarket linkages: measuring dynamic return and volatility connectedness among Indian financial markets," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 45, issue 4, pages 325-344, December, DOI: 10.1007/s40622-018-0196-6.
• Carlo Cristiano & Maria Cristina Marcuzzo & Eleonora Sanfilippo, 2018, "Taming the great depression: Keynes’s personal investments in the US stock market, 1931–1939," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 35, issue 1, pages 13-40, April, DOI: 10.1007/s40888-017-0081-3.
• Leonardo Becchetti & Davide Bellucci & Fiammetta Rossetti, 2018, "Gamblers, scratchers and their financial education," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 35, issue 1, pages 127-162, April, DOI: 10.1007/s40888-017-0091-1.
• Selma Izadi & M. Kabir Hassan, 2018, "Portfolio and hedging effectiveness of financial assets of the G7 countries," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 8, issue 2, pages 183-213, August, DOI: 10.1007/s40822-017-0090-0.
• Udo Broll & Peter Welzel & Kit Pong Wong, 2018, "Ambiguity preferences, risk taking and the banking firm," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 8, issue 3, pages 343-353, December, DOI: 10.1007/s40822-018-0096-2.
• Christoph Czichowsky & Rémi Peyre & Walter Schachermayer & Junjian Yang, 2018, "Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs," Finance and Stochastics, Springer, volume 22, issue 1, pages 161-180, January, DOI: 10.1007/s00780-017-0351-5.
• Kasper Larsen & Oleksii Mostovyi & Gordan Žitković, 2018, "An expansion in the model space in the context of utility maximization," Finance and Stochastics, Springer, volume 22, issue 2, pages 297-326, April, DOI: 10.1007/s00780-017-0353-3.
• Martin Herdegen & Johannes Muhle-Karbe, 2018, "Stability of Radner equilibria with respect to small frictions," Finance and Stochastics, Springer, volume 22, issue 2, pages 443-502, April, DOI: 10.1007/s00780-018-0354-x.
• Bruno Bouchard & Masaaki Fukasawa & Martin Herdegen & Johannes Muhle-Karbe, 2018, "Equilibrium returns with transaction costs," Finance and Stochastics, Springer, volume 22, issue 3, pages 569-601, July, DOI: 10.1007/s00780-018-0366-6.
• Sigrid Källblad & Jan Obłój & Thaleia Zariphopoulou, 2018, "Dynamically consistent investment under model uncertainty: the robust forward criteria," Finance and Stochastics, Springer, volume 22, issue 4, pages 879-918, October, DOI: 10.1007/s00780-018-0368-4.
• Teemu Pennanen & Ari-Pekka Perkkiö, 2018, "Convex duality in optimal investment and contingent claim valuation in illiquid markets," Finance and Stochastics, Springer, volume 22, issue 4, pages 733-771, October, DOI: 10.1007/s00780-018-0372-8.
• Olaf M. Rottke & Felix K. Thiele, 2018, "Do family investors differ from other investors? Similarity, experience, and professionalism in the light of family investee firm challenges," Journal of Business Economics, Springer, volume 88, issue 2, pages 139-166, February, DOI: 10.1007/s11573-017-0871-7.
• Natalya (Natasha) Delcoure & Harmeet Singh, 2018, "Oil and equity: too deep into each other," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 1, pages 89-111, January, DOI: 10.1007/s12197-017-9387-9.
• Jose Gutierrez & Steve Johnson & Robert Stretcher, 2018, "A synthesized model of short selling constraints and their impact on stock returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 1, pages 191-210, January, DOI: 10.1007/s12197-017-9393-y.
• KhasadYahu ZarBabal & Jocelyn Evans, 2018, "Does wall street affect main street? examining potential spillovers from investor stock market sentiment to personal consumption expenditures," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 2, pages 293-314, April, DOI: 10.1007/s12197-017-9394-x.
• Robert M. Hull & Sungkyu Kwak & Rosemary Walker, 2018, "Hedge fund attributes, insider behavior, and IPO volatility," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 2, pages 268-292, April, DOI: 10.1007/s12197-017-9396-8.
• Marius Popescu & Zhaojin Xu, 2018, "Mutual fund herding and reputational concerns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 3, pages 550-565, July, DOI: 10.1007/s12197-017-9405-y.
• Asiye Aydilek & Harun Aydilek, 2018, "Parameter interchangeability under recursive utility with housing," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 4, pages 807-817, October, DOI: 10.1007/s12197-018-9433-2.
• Olha Zadorozhna & Bogna Gawronska-Nowak, 2018, "Home Bias: Evidence From The Stock Exchange," CBU International Conference Proceedings, ISE Research Institute, volume 6, issue 0, pages 503-509, September, DOI: 10.12955/cbup.v6.1205.
• Michael McAleer, 2018, "22nd Anniversary Special Issue Of Advances In Decision Sciences (Ads), 1997-2018," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 1-12, December.
• Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018, "Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 13-22, December.
• Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018, "Research Ideas For Advances In Decision Sciences (Ads): 22nd Anniversary Special Issue In 2018," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 23-35, December.
• Jukka Ilomäki & Hannu Laurila, 2018, "The Noise Trader Effect In A Walrasian Financial Market," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 405-419, December.
• Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2018, "Is Wine A Safe-Haven? Evidence From A Nonparametric Causality-In-Quantiles Test," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 95-114, December.
• Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou, 2017, "Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-12, Mar.
• Sepideh Dolatabadi & Paresh Kumar Narayan & Morten Ørregaard Nielsen & Ke Xu, 2017, "Economic significance of commodity return forecasts from the fractionally cointegrated VAR model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-35, Dec.
• Charlotte Christiansen & Niels S. Grønborg & Ole L. Nielsen, 2018, "Mutual Fund Selection for Realistically Short Samples," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-36, Dec.
• Niels S. Grønborg & Asger Lunde & Kasper V. Olesen & Harry Vander Elst, 2018, "Realizing Correlations Across Asset Classes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-37, Dec.
• Jihed Majdoub & Walid Mansour & Islem Arrak, 2018, "Volatility Spillover among Equity Indices and Crude Oil Prices: Evidence from Islamic Markets امتداد التقلب بين مؤشرات الأسهم وأسعار النفط الخام: شواهد من الأسواق الإسلامية," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., volume 31, issue 1, pages 27-45, January, DOI: 10.4197/Islec.31-1.2.
• Hakan Altın & Cemil Süslü, 2018, "Evaluatıon of the Performance of the Tourısm Companıes Trade on Borsa Istanbul: An Applıcatıon on Restaurants and Hotels," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 33, issue 109, pages 31-50, April, DOI: https://doi.org/10.33203/mfy.341805.
• Jean-David Fermanian & Hassan Malongo, 2018, "On the Link between Volatilities, Regime Switching Probabilities and Correlation Dynamics," Annals of Economics and Statistics, GENES, issue 131, pages 1-24, DOI: 10.15609/annaeconstat2009.131.0001.
• Philippe Jehiel, 2018, "Investment Strategy and Selection Bias: An Equilibrium Perspective on Overoptimism," American Economic Review, American Economic Association, volume 108, issue 6, pages 1582-1597, June.
• Hannes Schwandt, 2018, "Wealth Shocks and Health Outcomes: Evidence from Stock Market Fluctuations," American Economic Journal: Applied Economics, American Economic Association, volume 10, issue 4, pages 349-377, October.
• Yongsung Chang & Jay H. Hong & Marios Karabarbounis, 2018, "Labor Market Uncertainty and Portfolio Choice Puzzles," American Economic Journal: Macroeconomics, American Economic Association, volume 10, issue 2, pages 222-262, April.
• John Laitner & Dan Silverman & Dmitriy Stolyarov, 2018, "The Role of Annuitized Wealth in Post-retirement Behavior," American Economic Journal: Macroeconomics, American Economic Association, volume 10, issue 3, pages 71-117, July.
• Da Ke, 2018, "Cross-Country Differences in Household Stock Market Participation: The Role of Gender Norms," AEA Papers and Proceedings, American Economic Association, volume 108, pages 159-162, May.
• Matheus José Silva de Souza & Danilo Guimarães Franco Ramosb & Marina Garcia Pena & Vinicius Amorim Sobreiro & Herbert Kimura, 2018, "Do small caps generate above average returns in the Brazilian stock market?," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 8, issue 1, pages 18-24.
• Morana, Claudio & Sbrana, Giacomo, undated, "Some Financial Implications of Global Warming: an Empirical Assessment," CSI: Climate and Sustainable Innovation, Fondazione Eni Enrico Mattei (FEEM), number 268728, DOI: 10.22004/ag.econ.268728.
• Ahmadi, Maryam & Manera, Matteo & Sadeghzadeh, Mehdi, undated, "Investment-Uncertainty Relationship in the Oil and Gas Industry," ETA: Economic Theory and Applications, Fondazione Eni Enrico Mattei (FEEM), number 273141, DOI: 10.22004/ag.econ.273141.
• Stark, Oded, undated, "On social preferences and the intensity of risk aversion," Discussion Papers, University of Bonn, Center for Development Research (ZEF), number 273146, DOI: 10.22004/ag.econ.273146.
• Ferran Camprubí i Baiges & Manuela Bosch Príncep, 2018, "The investments of the Spanish insurance Companies, 1984-2015," Documentos de Trabajo (DT-AEHE), Asociación Española de Historia Económica, number 1804, Jun.
• Liliana Eva Donath & Roxana Ioan & Tatenda Mandimutsira, 2018, "Evaluating the Performance of Socially Responsible Investment Funds," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 65, issue 2, pages 139-158, June.
• Júlio Lobão, 2018, "Are African Stock Markets Inefficient? New Evidence on Seasonal Anomalies," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 65, issue 3, pages 283-301, September.
• Ekaterina Dubova & Sergey Volodin & Irina Borenko, 2018, "High-Dividend Portfolios with Filters on the Financial Performance and an Optimization of Assets Weights in a Portfolio," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 65, issue 3, pages 347-363, September.
• Rui Pedro Brito & Helder Sebastião & Pedro Godinho, 2018, "On the Gains of Using High Frequency Data in Portfolio Selection," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 65, issue 4, pages 365-383, December.
• Deepika Krishnan & Raju G, 2018, "Performance Analysis of Volatile Strategy under Indian Options Market," Indian Journal of Commerce and Management Studies, Educational Research Multimedia & Publications,India, volume 9, issue 1, pages 87-94, January, DOI: 10.18843/ijcms/v9i1/12.
• Lise Clain-Chamosset-Yvrard & Thomas Seegmuller, 2018, "Bubble on Real Estate: The Role of Altruism and Fiscal Policy," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1821, Sep.
• Philip Z. MAYMIN, 2018, "The Conventional Past, Behavioral Present, and Algorithmic Future of Risk and Finance," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 20, pages 74-84, November.
• Corneille, Olivier & De Winne, Rudy & D'Hondt, Catherine, 2018, "The Disposition Effect does not survive disclosure of expected price trends," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2018003, Jan.
• Bellofatto, Anthony & D'Hondt, Catherine & De Winne, Rudy, 2018, "Subjective Financial Literacy and Retail Investors’ Behavior," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2018004, Jan.
• Sylwester Białowąs & Tomasz Potocki & Anna Rogozińska, 2018, "Financial Returns and Cultural Price Determinants in the Polish Art Market, 1991–2012," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 68, issue 4, pages 591-615, December.
• Francisco Jareño & María De La O González & Marta Tolentino & Sara Rodríguez, 2018, "Interest Rate Sensitivity of Spanish Companies. An Extension of the Fama-French Five-Factor Model," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 68, issue 4, pages 617-638, December.
• Samuel M. Hartzmark & David H. Solomon, 2018, "Recurring Firm Events and Predictable Returns: The Within-Firm Time Series," Annual Review of Financial Economics, Annual Reviews, volume 10, issue 1, pages 499-517, November, DOI: 10.1146/annurev-financial-110217-02.
• SENGA, Christian, 2018, "Portfolio optimization at the frontier: Assessing the diversification benefits of African securities," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2019001, Nov.
• Шаяхмет Д.Ш. // Shayakhmet D.Sh. & Ботабаев Ж.С. // Botabayev Zh.S., 2018, "Подходы в создании и использовании суверенных фондов благосостояния. // Approaches to the creation and use of sovereign wealth funds," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 3-4, pages 12-23.
• Кизатов Г.Ф. // Kizatov G.F. & Бойко Б.Б. // Boyko B.B., 2018, "Современные методы управления инвестиционным портфелем. Подход Reference portfolio. // Modern methods of investment portfolio management. Reference portfolio approach," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 3-4, pages 24-30.
• Arturo Lamadrid-Contreras & N.R. Ramírez-Rondán, 2018, "Panel Models with Two Threshold Variables: The Case of Financial Constraints," Working Papers, Peruvian Economic Association, number 128, Oct.
• Akmal Hidayah Halim* & Nor Azlina Mohd Noor & Azhani Arshad, 2018, "Administration of Unclaimed Estates in Malaysia: The Peculiarities of Unclaimed Money, Undistributed Fund and Bona Vacantia," The Journal of Social Sciences Research, Academic Research Publishing Group, pages 1075-1079:6.
• Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018, "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Papers, arXiv.org, number 1802.02127, Feb.
• Mounira Chniguir & Mohamed Kefi & Jamel Henchiri, 2018, "The Determinants of Home Bias in Stock Portfolio: An Emerging and Developed Markets Study," Papers, arXiv.org, number 1804.05103, Mar.
• Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018, "Measuring the response of gold prices to uncertainty: An analysis beyond the mean," Papers, arXiv.org, number 1806.07623, Jun.
• Eric Benhamou & Beatrice Guez, 2018, "Incremental Sharpe and other performance ratios," Papers, arXiv.org, number 1807.09864, Jul, revised Dec 2018.
• Eric Benhamou, 2018, "Connecting Sharpe ratio and Student t-statistic, and beyond," Papers, arXiv.org, number 1808.04233, Aug, revised May 2019.
• Huyen Pham & Xiaoli Wei & Chao Zhou, 2018, "Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach," Papers, arXiv.org, number 1809.01464, Sep, revised Dec 2021.
• Bahman Angoshtari & Tim Leung, 2018, "Optimal Dynamic Basis Trading," Papers, arXiv.org, number 1809.05961, Sep, revised May 2019.
• Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2018, "Spanning Tests for Markowitz Stochastic Dominance," Papers, arXiv.org, number 1810.10800, Oct.
• Andrea Flori & Fabrizio Lillo & Fabio Pammolli & Alessandro Spelta, 2018, "Better to stay apart: asset commonality, bipartite network centrality, and investment strategies," Papers, arXiv.org, number 1811.01624, Nov.
• Hayette Gatfaoui, 2018, "Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures," Papers, arXiv.org, number 1811.02382, Nov.
• Francesco Macheda, 2018, "The illusion of patient capital: evidence from pension investment policy in the Netherlands," Working Papers, ASTRIL - Associazione Studi e Ricerche Interdisciplinari sul Lavoro, number 0029, Jan.
• Cristian Virgiliu Radu, 2018, "Perspectives Of Internal Audit Performance In Economic Organizations," Internal Auditing & Risk Management, Athenaeum University of Bucharest, volume 50, issue 4, pages 74-85, June.
• Cristian Virgiliu RADU, 2018, "The Internal Audit Contribution to Knowing and Improving Risk Management of Economic Organizations," Internal Auditing & Risk Management, Athenaeum University of Bucharest, volume 51, issue 3, pages 53-65, September.
• Massimo Guidolin & Erwin Hansen & Martín Lozano-Banda, 2018, "Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1885.
• Massimo Guidolin & Alexei G. Orlov, 2018, "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1887.
• Massimo Guidolin & Andrea Ricci, 2018, "Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1888.
• Massimo Guidolin & Andrea Ricci, 2018, "Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1889.
• Massimo Guidolin & Alexei Orlov, 2018, "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1890.
• Iryna Honcharenko & Inna Servatynska, 2018, "Financial Unity Of The World As An Organic Part Of Globalization," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 2, DOI: 10.30525/2256-0742/2018-4-2-53-57.
• Maria Iorgachova & Olena Kovalova & Ivan Plets, 2018, "Financial Engineering As A Tool For The Development Of Corporate Bond Market In Eastern Europe On The Example Of Ukraine," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 4, DOI: 10.30525/2256-0742/2018-4-4-120-125.
• Tetyana Korytko & Olga Bogutska & Samira PÑ–letska, 2018, "Formation Of An Organizational And Economic Mechanism For Encouraging Investment Activity Of Enterprises," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 5, DOI: 10.30525/2256-0742/2018-4-5-10-17.
• Claudio D’Auria, 2018, "The new Regulation on Loan Portfolios Public Guarantee," BANCARIA, Bancaria Editrice, volume 11, pages 72-81, November.
• Paolo Molesini, 2018, "Financial advisors and wealth management: an Italian model for private and retail investors," BANCARIA, Bancaria Editrice, volume 11, pages 82-87, November.
• Massimo Coletta & Raffaele Santioni, 2018, "Banks bonds in household wealth: recent trends in Italy," BANCARIA, Bancaria Editrice, volume 3, pages 52-61, March.
• Fabiomassimo Mango & Pina Murè & Marco Spallone, 2018, "Optimal diversification: an empirical approach," BANCARIA, Bancaria Editrice, volume 3, pages 62-71, March.
• Hsiu-lang Chen & Rodrigo F. Malaquias, 2018, "Does Individual Fund Shareholder Structure Matter? A Study of Exclusive Funds in Brazil," Review of Economics & Finance, Better Advances Press, Canada, volume 12, pages 1-15, May.
• Bruce Morley & Dennis Thomas, 2018, "Covariance Risk and the Ripple Effect in the UK Regional Housing Market," Review of Economics & Finance, Better Advances Press, Canada, volume 13, pages 1-13, August.
• Daniel Castillo & Joseph Falzon, 2018, "An Analysis of the Impact of WannaCry Cyberattack on Cybersecurity Stock Returns," Review of Economics & Finance, Better Advances Press, Canada, volume 13, pages 93-100, August.
• Spartak Keremidchiev & Yana Kirilova & Dochka Velkova, 2018, "Financial Aspects of NPP Construction: Implications for NPP Belene," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 121-129.
• Bozhidar Nedev, 2018, "Traditional or behavioral finance?," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 113-134.
• Alessandro Schiavone, 2018, "Estimating the contagion effect through the portfolio channel using a network approach," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 429, Mar.
• Valerio Della Corte & Stefano Federico & Alberto Felettigh, 2018, "Looking through cross-border positions in investment funds: evidence from Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 439, Jun.
• Michele Manna & Stefano Nobili, 2018, "Banks' holdings of and trading in government bonds," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1166, Mar.
• Alessio Ciarlone & Andrea Colabella, 2018, "Asset price volatility in EU-6 economies: how large is the role played by the ECB?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1175, Jun.
• Valerio Nispi Landi & Alessandro Schiavone, 2018, "The effectiveness of capital controls," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1200, Nov.
• Dal Borgo Mariela, 2018, "Ethnic and Racial Disparities in Saving Behavior," Working Papers, Banco de México, number 2018-02, Jan.
• Christian Pfister, 2018, "Taxation of Savings and Portfolio Choices of French Households," Working papers, Banque de France, number 699.
• Maxime Ponsart & Alessandra Salvio, 2018, "Investment funds in the euro area: an uneven dynamic since 2009
  [Les fonds d’investissement dans la zone euro : une dynamique hétérogène depuis 2009]," Bulletin de la Banque de France, Banque de France, issue 216.
• David Lagziel & Ehud Lehrer, 2018, "Transferable Deposits as a Screening Mechanism," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 1808.
• Vladyslav Sushko & Grant Turner, 2018, "The implications of passive investing for securities markets," BIS Quarterly Review, Bank for International Settlements, March.
• John Ammer & Alexandra Tabova & Caleb Wroblewski, 2018, "Searching for yield abroad: risk-taking through foreign investment in U.S. bonds," BIS Working Papers, Bank for International Settlements, number 687, Jan.
• Ricardo Caballero & Alp Simsek, 2018, "A risk-centric model of demand recessions and macroprudential policy," BIS Working Papers, Bank for International Settlements, number 733, Jul.
• Jouchi Nakajima, 2018, "The role of household debt heterogeneity on consumption: Evidence from Japanese household data," BIS Working Papers, Bank for International Settlements, number 736, Jul.
• Nicolas Aubert & Hachmi Ben Ameur & Guillaume Garnotel & Jean‐Luc Prigent, 2018, "Optimal Employee Ownership Contracts Under Ambiguity Aversion," Economic Inquiry, Western Economic Association International, volume 56, issue 1, pages 238-251, January, DOI: 10.1111/ecin.12478.
• Glenn Boyle & Gerald Ward, 2018, "Do Better Informed Investors Always Do Better? A Buyback Puzzle," Economic Inquiry, Western Economic Association International, volume 56, issue 4, pages 2137-2157, October, DOI: 10.1111/ecin.12688.
• William N. Goetzmann & Dasol Kim, 2018, "Negative bubbles: What happens after a crash," European Financial Management, European Financial Management Association, volume 24, issue 2, pages 171-191, March, DOI: 10.1111/eufm.12164.
• Christoph Memmel & Atılım Seymen & Max Teichert, 2018, "Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence," German Economic Review, Verein für Socialpolitik, volume 19, issue 3, pages 330-350, August, DOI: 10.1111/geer.12131.
• Muhammad A. Cheema & Gilbert V. Nartea & Yimei Man, 2018, "Cross‐Sectional and Time Series Momentum Returns and Market States," International Review of Finance, International Review of Finance Ltd., volume 18, issue 4, pages 705-715, December, DOI: 10.1111/irfi.12148.
• Francisco Barillas & Jay Shanken, 2018, "Comparing Asset Pricing Models," Journal of Finance, American Finance Association, volume 73, issue 2, pages 715-754, April, DOI: 10.1111/jofi.12607.
• Nicolae Gârleanu & Lasse Heje Pedersen, 2018, "Efficiently Inefficient Markets for Assets and Asset Management," Journal of Finance, American Finance Association, volume 73, issue 4, pages 1663-1712, August, DOI: 10.1111/jofi.12696.
• Denis Gromb & Dimitri Vayanos, 2018, "The Dynamics of Financially Constrained Arbitrage," Journal of Finance, American Finance Association, volume 73, issue 4, pages 1713-1750, August, DOI: 10.1111/jofi.12689.
• Magnus Dahlquist & Ofer Setty & Roine Vestman, 2018, "On the Asset Allocation of a Default Pension Fund," Journal of Finance, American Finance Association, volume 73, issue 4, pages 1893-1936, August, DOI: 10.1111/jofi.12697.
• Michael Kirchler & Florian Lindner & Utz Weitzel, 2018, "Rankings and Risk‐Taking in the Finance Industry," Journal of Finance, American Finance Association, volume 73, issue 5, pages 2271-2302, October, DOI: 10.1111/jofi.12701.
• Filippo De Marco & Marco Macchiavelli & Rosen Valchev, 2018, "Beyond Home Bias: Portfolio Holdings and Information Heterogeneity," Boston College Working Papers in Economics, Boston College Department of Economics, number 942, Jan.
• Gino Cenedese & Ilaf Elard, 2018, "Unconventional monetary policy and the portfolio choice of international mutual funds," Bank of England Staff Working Paper series, Bank of England, number 705, Jan.
• Tobias Neumann, 2018, "Mortgages: estimating default correlation and forecasting default risk," Bank of England Staff Working Paper series, Bank of England, number 708, Feb.
• Geir-Are Karvik & Joseph Noss & Jack Worlidge & Daniel Beale, 2018, "The deeds of speed: an agent-based model of market liquidity and flash episodes," Bank of England Staff Working Paper series, Bank of England, number 743, Jul.
• Graeme Douglas & Matt Roberts-Sklar, 2018, "What drives UK defined benefit pension funds' investment behaviour?," Bank of England Staff Working Paper series, Bank of England, number 757, Oct.
• Sofia Anyfantaki & Stelios Arvanitis & Nikolas Topaloglou, 2018, "Diversification, integration and cryptocurrency market," Working Papers, Bank of Greece, number 244, Apr.
• Mosi Rosenboim & Yossi Saadon & Ben Z. Schreiber, 2018, "“Much Ado about Nothing”? The Effect of Print Media Tone on Stock Indices," Bank of Israel Working Papers, Bank of Israel, number 2018.10, Oct.
• Konstantin Kosenko & Noam Michelson, 2018, "It Takes More than Two to Tango: Understanding the Dynamics behind Multiple Bank Lending and its Implications," Bank of Israel Working Papers, Bank of Israel, number 2018.11, Nov.
• Cheonggu Cho, 2018, "Structural Relationships between Equity Flows, Stock Prices and Exchange Rate (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 24, issue 2, pages 89-129, June.
• G. Chiesa & J. M. Mansilla-Fern ndez, 2018, "Non-Performing Loans, Cost of Capital, and Lending Supply: Lessons from the Eurozone Banking Crisi," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1124, Oct.
• Isabel Schnabel & Johannes Tischer, 2018, "Banks' Trading After the Lehman Crisis - The Role of Unconventional Monetary Policy," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2018_036, Aug.
• Tariq Aziz & Valeed Ahmad Ansari, 2018, "Are extreme negative returns priced in the Indian stock market?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 1, pages 76-90, March.
• Rida Ahroum & Othmane Touri & Fatima-Zahra Sabiq & Boujemâa Achchab, 2018, "Investment strategies with rebalancing: How could they serve Sukuk secondary market?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 2, pages 91-100, June.
• Ofer Arbaa & Eva Varon, 2018, "The role of active management and asset allocation policy on government and corporate bond fund returns," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 3, pages 167-175, September.
• Rubaiyat Ahsan Bhuiyan & Maya Puspa Rahman & Buerhan Saiti & Gairuzazmi Mat Ghani, 2018, "Financial integration between sukuk and bond indices of emerging markets: Insights from wavelet coherence and multivariate-GARCH analysis," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 3, pages 218-230, September.
• Mehmet Emin Yildiz & Yaman O. Erzurumlu, 2018, "Testing postmodern portfolio theory based on global and local single factor market model: Borsa Istanbul case," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 4, pages 259-268, December.
• Ahmed Bouteska & Boutheina Regaieg, 2018, "Investor characteristics and the effect of disposition bias on the Tunisian stock market," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 4, pages 282-299, December.
• Rania Zghal & Ahmed Ghorbel & Mohamed Triki, 2018, "Dynamic model for hedging of the European stock sector with credit default swaps and EURO STOXX 50 volatility index futures," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 4, pages 312-328, December.
• Memmel Christoph & Seymen Atılım & Teichert Max, 2018, "Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence," German Economic Review, De Gruyter, volume 19, issue 3, pages 330-350, August, DOI: 10.1111/geer.12131.
• Kanchanapoom Termkiat & Padungsaksawasdi Chaiyuth & Chunhachinda Pornchai & de Boyrie Maria E., 2018, "Uncovered Interest Rate Parity, Carry Trade, and Country Equity Return Differentials," Global Economy Journal, De Gruyter, volume 18, issue 3, pages 1-11, September, DOI: 10.1515/gej-2018-0041.
• de Boyrie Maria E. & Pavlova Ivelina, 2018, "Equities and Commodities Comovements: Evidence from Emerging Markets," Global Economy Journal, De Gruyter, volume 18, issue 3, pages 1-14, September, DOI: 10.1515/gej-2017-0075.
• Carlos Carvalho & Jared D. Fisher & Davide Pettenuzzo, 2018, "Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models," Working Papers, Brandeis School of Business and Economics, number 123, Sep.
• Bertrand Jacquillat, 2018, "Styles de gestion de portefeuille et gouvernance des entreprises," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 145-160.
• Caroline Marie-Jeanne, 2018, "Analyse morale de la spéculation," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 269-284.