Research classified by Journal of Economic Literature (JEL) codes

2018

• Thomas Walther & Tony Klein, 2018, "Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting," Working Papers on Finance, University of St. Gallen, School of Finance, number 1815, Jun.
• Manuel Ammann & Sebastian Fischer & Florian Weigert, 2018, "Risk Factor Exposure Variation and Mutual Fund Performance," Working Papers on Finance, University of St. Gallen, School of Finance, number 1817, Aug, revised Nov 2018.
• Vikas Agarwal & Stefan Ruenzi & Florian Weigert, 2018, "Unobserved Performance of Hedge Funds," Working Papers on Finance, University of St. Gallen, School of Finance, number 1825, Dec.
• Alexander Cochard & Stephan Heller & Vitaly Orlov, 2018, "In Military We Trust: The Effect of Managers' Military Background on Mutual Fund Flows," Working Papers on Finance, University of St. Gallen, School of Finance, number 1826, Dec.
• Turan G. Bali & Florian Weigert, 2018, "Have Hedge Funds Solved the Idiosyncratic Volatility Puzzle?," Working Papers on Finance, University of St. Gallen, School of Finance, number 1827, Dec.
• Mikhail Anufriev & Te Bao & Angela Sutan & Jan Tuinstra, 2018, "Fee Structure and Mutual Fund Choice: An Experiment," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 45, Jun.
• Fausto Corradin & Domenico Sartore, 2018, "Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2018:24.
• DUȚĂ, Violeta, 2018, "Using The Symmetric Models Garch (1.1) And Garch-M (1.1) To Investigate Volatility And Persistence For The European And Us Financial Markets," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 22, issue 1, pages 64-86.
• AROSKAR, Rajarshi (Raj) & OGDEN, A. William, 2018, "A Comparative Study Of The Volatility And Efficiency Of Commodity Futures Index Roll Methods," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 22, issue 3, pages 27-40, September.
• HAILU, Aregu Asmare & TASSEW, Abel Worku, 2018, "The Impact Of Investment Diversification On Financial Performance Of Commercial Banks In Ethiopia," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 22, issue 3, pages 41-55, September.
• Hao Fang & Yen-Hsien Lee & William S. Chang, 2018, "Nonlinear Short-Run Adjustments between House and Stock Prices in Emerging Asian Regions," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 65, issue 1, pages 37-63.
• Aleksandar Naumoski & Metodija Nestorovski, 2018, "Ex-ante Equity Risk Premia: Expectational Estimates Using Stock Market Returns Forecasts in the Emerging Equity Market," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 65, issue 4, pages 479-507.
• Donath Liliana Eva & Ioan Roxana & Mandimutsira Tatenda, 2018, "Evaluating the Performance of Socially Responsible Investment Funds," Scientific Annals of Economics and Business, Sciendo, volume 65, issue 2, pages 139-158, June, DOI: 10.2478/saeb-2018-0008.
• Lobão Júlio, 2018, "Are African Stock Markets Inefficient? New Evidence on Seasonal Anomalies," Scientific Annals of Economics and Business, Sciendo, volume 65, issue 3, pages 283-301, September, DOI: 10.2478/saeb-2018-0023.
• Dubova Ekaterina & Volodin Sergey & Borenko Irina, 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, Sciendo, volume 65, issue 3, pages 347-363, September, DOI: 10.2478/saeb-2018-0015.
• Brito Rui Pedro & Sebastião Helder & Godinho Pedro, 2018, "On the Gains of Using High Frequency Data in Portfolio Selection," Scientific Annals of Economics and Business, Sciendo, volume 65, issue 4, pages 365-383, December, DOI: 10.2478/saeb-2018-0030.
• Ryś Przemysław & Ślepaczuk Robert, 2018, "Machine Learning Methods in Algorithmic Trading Strategy Optimization – Design and Time Efficiency," Central European Economic Journal, Sciendo, volume 5, issue 52, pages 206-229, January, DOI: 10.1515/ceej-2018-0021.
• Ślusarz Grzegorz & Cierpiał-Wolan Marek, 2018, "Investment Activity of Local Administrative Units and the Level of Entrepreneurship Development in the Rzeszów Functional Area," Central European Economic Journal, Sciendo, volume 5, issue 52, pages 40-55, DOI: 10.1515/ceej-2018-0007.
• Ślusarz Grzegorz & Cierpiał-Wolan Marek, 2018, "Investment Activity of Local Administrative Units and the Level of Entrepreneurship Development in the Rzeszów Functional Area," Central European Economic Journal, Sciendo, volume 5, issue 52, pages 40-55, January, DOI: 10.1515/ceej-2018-0007.
• Radović Milica & Radukić Snežana & Njegomir Vladimir, 2018, "The Application of the Markowitz’s Model in Efficient Portfolio Forming on the Capital Market in the Republic of Serbia," Economic Themes, Sciendo, volume 56, issue 1, pages 17-34, April, DOI: 10.2478/ethemes-2018-0002.
• Jasiniak Magdalena, 2018, "Determinants of Investment Decisions on the Capital Market," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 14, issue 2, pages 1-8, June, DOI: 10.2478/fiqf-2018-0007.
• Potrykus Marcin, 2018, "Comparison of Investment Performance Measures Using the Example of Selected Stock Exchanges," Financial Sciences. Nauki o Finansach, Sciendo, volume 23, issue 2, pages 30-46, June, DOI: 10.15611/fins.2018.2.03.
• Fraś Alicja, 2018, "Expensive and Cheap Funds – Polish Stock Mutual Fund Fees in 2017," Financial Sciences. Nauki o Finansach, Sciendo, volume 23, issue 4, pages 38-49, December, DOI: 10.15611/fins.2018.4.03.
• Krzysztof Kość & Paweł Sakowski & Robert Ślepaczuk, 2018, "Momentum and contrarian effects on the cryptocurrency market," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2018-09.
• Damian Zięba & Katarzyna Śledziewska, 2018, "Are demand shocks in Bitcoin contagious?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2018-17.
• Małgorzata Jabłczyńska & Krzysztof Kosc & Przemysław Ryś & Robert Ślepaczuk & Paweł Sakowski & Grzegorz Zakrzewski, 2018, "Why you should not invest in mining endeavour? The efficiency of BTC mining under current market conditions," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2018-18.
• Calomiris,Charles W. & Larrain,Mauricio & Schmukler,Sergio L., 2018, "Capital inflows, equity issuance activity, and corporate investment," Policy Research Working Paper Series, The World Bank, number 8405, Apr.
• Jie Zhou, 2018, "Household Stock Market Participation During the Great Financial Crisis," Departmental Working Papers, The University of Winnipeg, Department of Economics, number 2018-02, Dec.
• Marcel Fratzscher & Marco Lo Duca & Roland Straub, 2018, "On the International Spillovers of US Quantitative Easing," Economic Journal, Royal Economic Society, volume 128, issue 608, pages 330-377, February, DOI: 10.1111/ecoj.12435.
• Omar Rachedi, 2018, "Portfolio Rebalancing And Asset Pricing With Heterogeneous Inattention," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 59, issue 2, pages 699-726, May, DOI: 10.1111/iere.12285.
• Jesus Crespo Cuaresma & Ines Fortin & Jaroslava Hlouskova, 2018, "Exchange rate forecasting and the performance of currency portfolios," Journal of Forecasting, John Wiley & Sons, Ltd., volume 37, issue 5, pages 519-540, August, DOI: 10.1002/for.2518.
• Sepideh Dolatabadi & Paresh Kumar Narayan & Morten Ørregaard Nielsen & Ke Xu, 2018, "Economic significance of commodity return forecasts from the fractionally cointegrated VAR model," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 38, issue 2, pages 219-242, February, DOI: 10.1002/fut.21866.
• DAVID E. ALLEN & MICHAEL McALEER & ROBERT J. POWELL & ABHAY K. SINGH, 2018, "Non-Parametric Multiple Change Point Analysis Of The Global Financial Crisis," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 02, pages 1-23, June, DOI: 10.1142/S2010495218500082.
• Richard Lu & Chen-Chen Yang & Wing-Keung Wong, 2018, "Time Diversification: Perspectives From The Economic Index Of Riskiness," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 03, pages 1-15, September, DOI: 10.1142/S2010495218500112.
• Charles-Albert Lehalle & Sophie Laruelle (ed.), 2018, "Market Microstructure in Practice," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10739, ISBN: ARRAY(0x541fbdf8), March.
• Charles-Albert Lehalle & Sophie Laruelle, 2018, "Monitoring the Fragmentation at Any Scale," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Charles-Albert Lehalle & Sophie Laruelle, "Market Microstructure in Practice".
• Charles-Albert Lehalle & Sophie Laruelle, 2018, "Understanding the Stakes and the Roots of Fragmentation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Charles-Albert Lehalle & Sophie Laruelle, "Market Microstructure in Practice".
• Charles-Albert Lehalle & Sophie Laruelle, 2018, "Optimal Organizations for Optimal Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Charles-Albert Lehalle & Sophie Laruelle, "Market Microstructure in Practice".
• Sung Jun Park & Ki Young Park, 2018, "Can Investors Profit from Security Analyst Recommendations?," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2018rwp-131, Oct.
• Hugonnier, J.; & Pelgrin, F.; & St-Amour, P.;, 2018, "Valuing Life as an Asset, as a Statistic and at Gunpoint," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 18/20, Aug.
• Olga Almabekova Roman Kuzmich Elena Antosik, 2018, "Income Approach to Business Valuation: Russian Perspective," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 21, issue 2, pages 115-128, November, DOI: 10.2478/zireb-2018-0017.
• Davor Zorièiæ Denis Dolinar Zrinka Lovretin Golubiæ, 2018, "Performance Analysis of Fundamentally-Weighted Indices in the Croatian Capital Market," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 21, issue SCI, pages 43-53, December.
• Eichfelder, Sebastian & Schneider, Kerstin, 2018, "How do tax incentives affect business investment? Evidence from German bonus depreciation," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 231.
• Korkeamäki, Timo & Virk, Nader & Wang, Haizhi & Wang, Peng, 2018, "Learning Chinese? The changing investment behavior of foreign institutions in the Chinese stock market," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 19/2018.
• Faria, Gonçalo & Verona, Fabio, 2018, "The equity risk premium and the low frequency of the term spread," Bank of Finland Research Discussion Papers, Bank of Finland, number 7/2018.
• Klein, Arne C. & Pliszka, Kamil, 2018, "The time-varying impact of systematic risk factors on corporate bond spreads," Discussion Papers, Deutsche Bundesbank, number 14/2018.
• Tischer, Johannes, 2018, "Quantitative easing, portfolio rebalancing and credit growth: Micro evidence from Germany," Discussion Papers, Deutsche Bundesbank, number 20/2018.
• Gündüz, Yalin, 2018, "Mitigating counterparty risk," Discussion Papers, Deutsche Bundesbank, number 35/2018.
• Luu, Duc Thi & Lux, Thomas, 2018, "Multilayer overlaps and correlations in the bank-firm credit network of Spain," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2018-04.
• Gábor-Tóth, Enikő & Georgarakos, Dimitris, 2018, "Economic policy uncertainty and stock market participation," CFS Working Paper Series, Center for Financial Studies (CFS), number 590.
• Andonov, Aleksandar & Kräussl, Roman & Rauh, Joshua, 2018, "The subsidy to infrastructure as an asset class," CFS Working Paper Series, Center for Financial Studies (CFS), number 599.
• Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2018, "Putting the pension back in 401(k) retirement plans: Optimal versus default longevity income annuities," CFS Working Paper Series, Center for Financial Studies (CFS), number 607.
• Leuz, Christian & Meyer, Steffen & Muhn, Maximilian & Soltes, Eugene & Hackethal, Andreas, 2018, "Who falls prey to the Wolf of Wall Street? Investor participation in market manipulation," CFS Working Paper Series, Center for Financial Studies (CFS), number 609.
• Das, Nandita & Chatterje, Swarn & Ruf, Bernadette & Sunder, Aman, 2018, "ESG Ratings and the Performance of Socially Responsible Mutual Funds: A Panel Study," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 17, issue 1, pages 49-57.
• Khan, Kanwal Iqbal & Ghafoor, Muhammad Mudassar & Sheeraz, Muhammad & Mahmood, Shahid, 2018, "Pay or not to Pay Dividends: Company Policy and Investor Expectations," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 7, issue 1, pages 137-157.
• Mause, Karsten, 2018, "Investitionen," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, pages 1039-1048.
• Baumöhl, Eduard, 2018, "Are cryptocurrencies connected to forex? A quantile cross-spectral approach," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 174884.
• Li, Jianbiao & Niu, Xiaofei & Li, Dahui & Cao, Qian, 2018, "Using Non-Invasive Brain Stimulation to Test the Role of Self-Control in Investor Behavior," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 177890.
• Výrost, Tomas & Lyócsa, Štefan & Baumöhl, Eduard, 2018, "Network-based asset allocation strategies," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 180063.
• Saha, Kunal, 2018, "An investigation into the dependence structure of major cryptocurrencies," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 181878.
• Gangwar, Rachna & Singh, Ritvik, 2018, "Analyzing Factors Affecting Financial Literacy and its Impact on Investment Behavior among Adults in India," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 183168.
• Chen, Xi, 2018, "Smog, Cognition and Real-World Decision Making," GLO Discussion Paper Series, Global Labor Organization (GLO), number 266.
• Bertocchi, Graziella & Brunetti, Marianna & Zaiceva, Anzelika, 2018, "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," GLO Discussion Paper Series, Global Labor Organization (GLO), number 280.
• Löher, Jonas & Schneck, Stefan & Werner, Arndt, 2018, "A research note on entrepreneurs' financial commitment and crowdfunding success," Working Papers, Institut für Mittelstandsforschung (IfM) Bonn, number 03/18.
• Chaliasos, Michael & Jansson, Thomas & Karabulut, Yigitcan, 2018, "Financial literacy externalities," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 127.
• Roth, Christopher & Wohlfart, Johannes, 2018, "How do expectations about the macroeconomy affect personal expectations and behavior?," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 128.
• Goldfayn-Frank, Olga & Wohlfart, Johannes, 2018, "How do consumers adapt to a new environment in their economic forecasting? Evidence from the German reunification," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 129.
• Klein, Tony & Thu, Hien Pham & Walther, Thomas, 2018, "Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-015.
• Packham, Natalie & Papenbrock, Jochen & Schwendner, Peter & Woebbeking, Fabian, 2018, "Tail-Risk Protection Trading Strategies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-038.
• Chiu, Hsin-Yu & Chiang, Mi-Hsiu & Kuo, Wei-Yu, 2018, "Predicative Ability of Similarity-based Futures Trading Strategies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-045.
• Petukhina, Alla & Trimborn, Simon & Härdle, Wolfgang Karl & Elendner, Hermann, 2018, "Investing with cryptocurrencies - evaluating the potential of portfolio allocation strategies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-058.
• Littke, Helge C. N., 2018, "Channeling the Iron Ore Super-Cycle: The role of regional bank branch networks in emerging markets," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2018.
• Littke, Helge C. N. & Ossandon Busch, Matias, 2018, "Banks fearing the drought? Liquidity hoarding as a response to idiosyncratic interbank funding dry-ups," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 12/2018.
• Müller, Carola, 2018, "Basel III capital requirements and heterogeneous banks," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 14/2018, revised 2018.
• Voigtländer, Michael, 2018, "Die Modernisierungsumlage zwischen Investitionshemmnis und Mieterüberforderung," IW policy papers, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 11/2018.
• Demary, Markus & Neligan, Adriana, 2018, "Are green bonds a viable way to finance environmental goals? An analysis of chances and risks of green bonds," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 28/2018.
• Voigtländer, Michael, 2018, "Balance halten in der Mietpreisregulierung: Stellungnahme zum Mietrechtsanpassungsgesetz (Drucksache 19/4672) sowie zu weiteren Anträgen zur Mietpreisregulierung (Drucksachen 19/2976, 19/4829, 19/4885," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 43/2018.
• Klein, Tony & Hien, Pham Thu & Walther, Thomas, 2018, "Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2018/01, DOI: 10.2139/ssrn.3146845.
• Walther, Thomas & Klein, Tony & Bouri, Elie, 2018, "Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2018/02, DOI: 10.2139/ssrn.3192474.
• Hackethal, Andreas & Laudenbach, Christine & Meyer, Steffen & Weber, Annika, 2018, "Client involvement in expert advice: Antibiotics in finance?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 219, DOI: 10.2139/ssrn.3178664.
• Girardi, Giulio & Hanley, Kathleen Weiss & Nikolova, Stanislava & Pelizzon, Loriana & Getmansky, Mila, 2018, "Portfolio similarity and asset liquidation in the insurance industry," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 224, DOI: 10.2139/ssrn.3239362.
• Stark, Oded, 2018, "On social preferences and the intensity of risk aversion," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 105, DOI: 10.15496/publikation-23182.
• Jaspersen, Stefan & Limbach, Peter, 2018, "Knowing Me, Knowing You? Similarity to the CEO and Fund Managers' Investment Decisions," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181501.
• Hofmann, Maurice & Fehr, Hans, 2018, "Tenure Choice, Portfolio Structure and Long-term Care - Optimal Risk Management in Retirement," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181517.
• Baumann, Michael Heinrich & Herz, Bernhard & Baumann, Michaela, 2018, "Exchange-traded Funds, Investment Strategies, and Financial Stability," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181542.
• Avdiu, Besart & Gruhle, Tobias, 2018, "Contagion and Information Frictions in Emerging Markets: The Role of Joint Signals," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181570.
• Eidam, Frederik, 2018, "Gap-filling government debt maturity choice," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 18-025.
• Gianluca De Nard & Olivier Ledoit & Michael Wolf, 2018, "Factor models for portfolio selection in large dimensions: the good, the better and the ugly," ECON - Working Papers, Department of Economics - University of Zurich, number 290, Jun, revised Dec 2018.

2017

• Bos, Jaap & Li, Runliang, 2017, "Understanding the Trembles of Nature: How Do Disaster Experiences Shape Bank Risk Taking?," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 033, Dec, DOI: 10.26481/umagsb.2017033.
• I. Koetsier & J.A. Bikker, 2017, "Herding behaviour of Dutch pension funds in sovereign bond investments," Working Papers, Utrecht School of Economics, number 17-15, Sep.
• Fuchs, Florian & Fuess, Roland & Jenkinson, Tim & Morkoetter, Stefan, 2017, "Winning a Deal in Private Equity: Do Educational Networks Matter?," Working Papers on Finance, University of St. Gallen, School of Finance, number 17155, Oct.
• Ammann, Manuel & Bauer, Christopher & Fischer, Sebastian & Mueller, Philipp, 2017, "Tha Impact of the Morningstar Sustainability Rating on Mutual Fund Flows," Working Papers on Finance, University of St. Gallen, School of Finance, number 1718, May, revised Nov 2017.
• Ruenzi, Stefan & Weigert, Florian, 2017, "Momentum and Crash Sensitivity," Working Papers on Finance, University of St. Gallen, School of Finance, number 1801, Dec.
• Calcagno, Riccardo & Giofré, Maela & Urzì-Brancati, Maria Cesira, 2017, "To Trust is Good, but to Control Is Better: How Investors Discipline Financial Advisors'Activity," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 201718, May.
• Dietmar P.J. Leisen & Eckhard Platen, 2017, "Investing for the Long Run," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 381, May.
• Eckhard Platen & Renata Rendek, 2017, "Market Efficiency and the Growth Optimal Portfolio," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 386, Aug.
• Iris Biefang-Frisancho Mariscal, 2017, "The impact of quantitative easing on aggregate mutual fund flows in the UK," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 20171704, Jan.
• Jean-Michel Grandmont, 2017, "Behavioral Heterogeneity : Pareto Distributions of Homothetic Preference Scales and Aggregate Expenditures Income Elasticities," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2017:22.
• Pietro Dindo & Jacopo Staccioli, 2017, "Asset prices and wealth dynamics in a financial market with endogenous liquidation risk," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2017:31.
• Branko Urošević & Ivana Rajković, 2017, "Dollarization of Deposits in the Short and Long Run: Evidence from CESE Countries," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 64, issue 1, pages 31-44.
• Yang-Cheng Lu & Hao Fang & Yen-Hsien Lee, 2017, "Informational and Non-Informational Compositions of UK Fund Managers’ Dynamic Herding in the Stock Market," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 64, issue 5, pages 571-592.
• Singh Amanjot, 2017, "Modeling Conditional Volatility of Indian Banking Sector’s Stock Market Returns," Scientific Annals of Economics and Business, Sciendo, volume 64, issue 3, pages 325-338, October, DOI: 10.1515/saeb-2017-0021.
• Marszk Adam, 2017, "Exchange traded commodities as a category of innovative products on European financial markets," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 13, issue 2, pages 14-21, December, DOI: 10.1515/fiqf-2016-0019.
• Jedynak Tomasz, 2017, "Is it Worth Being Good? – The Efficiency and Risk of Socially Responsible Investing in Light of Various Empirical Studies," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 13, issue 3, pages 1-14, September, DOI: 10.1515/fiqf-2016-0025.
• Kozak Sylwester, 2017, "Degree of Convergence of the Efficiency of the Polish Equity Investment Funds Obtained with Measures Based on the Sharpe Ratio," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 13, issue 3, pages 33-42, September, DOI: 10.1515/fiqf-2016-0028.
• Śliwiński Paweł & Łobza Maciej, 2017, "Financial Performance of Socially Responsible Indices," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 53, issue 1, pages 25-46, March, DOI: 10.1515/ijme-2017-0003.
• Zaremba Adam & Konieczka Przemysław, 2017, "Size, Value, and Momentum in Polish Equity Returns: Local or International Factors?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 53, issue 3, pages 26-47, September, DOI: 10.1515/ijme-2017-0017.
• Zaimovic Azra & Arnaut-Berilo Almira & Mustafic Arnela, 2017, "Portfolio Diversification in the South-East European Equity Markets," South East European Journal of Economics and Business, Sciendo, volume 12, issue 1, pages 126-135, April, DOI: 10.1515/jeb-2017-0010.
• Marcin Kawiński & Piotr Majewski, 2017, "Financial and insurance literacy in Poland," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2017-03.
• Anginer,Deniz & Han,Snow Xue & Yildizhan,Celim, 2017, "Do individual investors ignore transaction costs ?," Policy Research Working Paper Series, The World Bank, number 8098, Jun.
• Justine Hastings & Ali Hortaçsu & Chad Syverson, 2017, "Sales Force and Competition in Financial Product Markets: The Case of Mexico's Social Security Privatization," Econometrica, Econometric Society, volume 85, issue 6, pages 1723-1761, November, DOI: 10.3982/ECTA12302.
• Erik Kole & Dick Dijk, 2017, "How to Identify and Forecast Bull and Bear Markets?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 1, pages 120-139, January.
• Lorne N. Switzer & Cagdas Tahaoglu & Yun Zhao, 2017, "Volatility measures as predictors of extreme returns," Review of Financial Economics, John Wiley & Sons, volume 35, issue 1, pages 1-10, November, DOI: 10.1016/j.rfe.2017.04.001.
• Moawia Alghalith & Xu Guo & Cuizhen Niu & Wing-Keung Wong, 2017, "Input Demand Under Joint Energy and Output Prices Uncertainties," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., volume 34, issue 04, pages 1-12, August, DOI: 10.1142/S021759591750018X.
• William T Ziemba, 2017, "The Adventures of a Modern Renaissance Academic in Investing and Gambling," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10242, ISBN: ARRAY(0x53b58ad0), March.
• Eliezer Z Prisman, 2017, "Lecture Notes in Fixed Income Fundamentals," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10271, ISBN: ARRAY(0x5352d528), March.
• Nandini Vijayaraghavan & Umesh Desai, 2017, "The Singapore Blue Chips:The Rewards & Risks of Investing in Singapore's Largest Corporates," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9960, ISBN: ARRAY(0x55163ef0), March.
• William T Ziemba, 2017, "Beginning," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Early Days in Adams and at the University of Massachusetts in Amherst," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Reminiscences of the Early Days in Berkeley," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Start of a New Department in Vancouver," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Travels on a Flying Carpet," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Canadian Sports Pool and a New Name, Dr Z, 1982," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Fortune’s Formula: How the Pros Wager," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Invention of the Place and Show Betting System," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Turn-of-the-Year 1982/1983," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Testing the Dr Z System with Ed Thorp," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The 2 Minute Sprint," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Susquehanna," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "What is Japan Doing Right to Get All that Money? Will they Lose It?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Bond–Stock Earnings Yield Crash Prediction Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Arbitrage and Risk Arbitrage," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Bill Benter Letter," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Scenario Optimization in Action — The Russell–Yasuda Kasai Financial Planning Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Anomalies Research at Frank Russell, 1989–1998," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Risk Management and Planning in the Vienna Siemens Pension Model, InnoALM," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Evaluating the Greatest Investors," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "How to Lose Money in Derivatives and Some Who Did," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Trend Following in the Bahamas," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Internet Bubble Crash, 2000–2002," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The US Housing Bubble, Credit Crisis, Crash and Recovery 2006 to 2015," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Flash Crash and High Frequency Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Greek Crisis and Why It is Important," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Inefficiencies and Anomalies: Other Crashes and How They Fit the Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Dealing with Madoff and Other Swindlers," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 28, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "An Adventure in the Bed and Breakfast Business, British Columbia Real Estate over the Years," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 29, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Two Tries in the Horse Ownership Business," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 30, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Travels to Universities and Academic and Professional Conferences over the Years," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 31, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• Eliezer Z Prisman, 2017, "Introduction and Review of Simple Concepts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Lecture Notes in Fixed Income Fundamentals".
• Eliezer Z Prisman, 2017, "A Basic Model of Bond Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Lecture Notes in Fixed Income Fundamentals".
• Eliezer Z Prisman, 2017, "The Term Structure, its Estimation, and Smoothing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Lecture Notes in Fixed Income Fundamentals".
• Eliezer Z Prisman, 2017, "Duration and Immunization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Lecture Notes in Fixed Income Fundamentals".
• Eliezer Z Prisman, 2017, "Forwards, Eurodollars, and Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Lecture Notes in Fixed Income Fundamentals".
• Eliezer Z Prisman, 2017, "Swaps: A Second Look," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Lecture Notes in Fixed Income Fundamentals".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Curtain Raiser," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Temasek Holdings," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Agri-Business Companies: An Overview," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Golden Agri Resources," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Wilmar International," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Olam International," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Investing In Agri Business Companies: Takeaways," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "The Banking Troika," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "The Singapore Exchange," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Keppel Corporation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Fraser & Neave," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Sembcorp Industries," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Singapore Technologies Engineering Limited," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Sia Engineering Company," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "The Gaming Duopoly," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "The Singapore Property Sector: An Overview," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Capitaland," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "THE TALE OF TWO REITs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Global Logistic Properties," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Singapore Telecoms: An Overview," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Starhub," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Singapore Telecommunications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Investing In Singapore Telecoms: Takeaways," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Comfortdelgro," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Singapore Airlines," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "And The Curtains Fall…For Now," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• M. Hashem Pesaran & Takashi Yamagata, 2017, "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," Discussion Papers, Department of Economics, University of York, number 17/04, Apr.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2017, "Decumulation, Sequencing Risk and the Safe Withdrawal Rate: Why the 4% Withdrawal Rule leaves Money on the Table," Discussion Papers, Department of Economics, University of York, number 17/06, Jul.
• Zhechun He, 2017, "Housing and Financial Asset Allocations of Heterogeneous Homeowners," Discussion Papers, Department of Economics, University of York, number 17/07, Jul.
• Denis Dolinar Davor Zorièiæ Antonija Kožul, 2017, "Towards the Estimation of an Efficient Benchmark Portfolio: The Case of Croatian Emerging Market," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 20, issue SCI, pages 13-23, April.
• Fischer, Marcel & Jensen, Bjarne Astrup, 2017, "The debt tax shield, economic growth and inequality," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 219.
• Faria, Gonçalo & Verona, Fabio, 2017, "Forecasting the equity risk premium with frequency-decomposed predictors," Bank of Finland Research Discussion Papers, Bank of Finland, number 1/2017.
• Knüpfer, Samuli & Rantapuska, Elias & Sarvimäki, Matti, 2017, "Why does portfolio choice correlate across generations?," Bank of Finland Research Discussion Papers, Bank of Finland, number 25/2017.
• Schlepper, Kathi & Riordan, Ryan & Hofer, Heiko & Schrimpf, Andreas, 2017, "Scarcity effects of QE: A transaction-level analysis in the Bund market," Discussion Papers, Deutsche Bundesbank, number 06/2017.
• Busch, Ramona & Drescher, Christian & Memmel, Christoph, 2017, "Bank stress testing under different balance sheet assumptions," Discussion Papers, Deutsche Bundesbank, number 07/2017.
• Möhlmann, Axel, 2017, "Interest rate risk of life insurers: Evidence from accounting data," Discussion Papers, Deutsche Bundesbank, number 10/2017.
• Podlich, Natalia & Schnabel, Isabel & Tischer, Johannes, 2017, "Banks' trading after the Lehman crisis: The role of unconventional monetary policy," Discussion Papers, Deutsche Bundesbank, number 19/2017.