Research classified by Journal of Economic Literature (JEL) codes

2018

• Chen, J. & Li, D. & Linton, O., 2018, "A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1876, Oct.
• Hafner, C. & Linton, O. & Tang, H., 2018, "Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1878, Sep.
• Guodong Chen & Minjoon Lee & Tong-yob Nam, 2018, "Forced Retirement Risk and Portfolio Choice," Carleton Economic Papers, Carleton University, Department of Economics, number 18-06, Jun.
• Cronin, David & Dunne, Peter G., 2018, "How Effective are Sovereign Bond-Backed Securities as a Spillover Prevention Device," Research Technical Papers, Central Bank of Ireland, number 4/RT/18, Feb.
• Glenn Boyle & Gerald Ward, 2018, "Do Better Informed Investors Always Do Better? A Buyback Puzzle," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 18/06, Apr.
• Graziella Bertocchi & Marianna Brunetti & Anzelika Zaiceva, 2018, "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," CHILD Working Papers Series, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA, number 67 JEL Classification: F2.
• Alessandra Milazzo & Elena Vigna, 2018, "The Italian Pension Gap: a Stochastic Optimal Control Approach," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 553.
• Davide Bellucci & Giulia Fuochi & Pierluigi Conzo, 2018, "Ain't got no, I got life: Childhood exposure to WW2 and financial risk taking in adult life," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 570.
• Fabio C. Bagliano & Raffaele Corvino & Carolina Fugazza & Giovanna Nicodano, 2018, "Hedging Labor Income Risk over the Life-Cycle," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 576.
• José P. Dapena & Juan A. Serur & Julián R. Siri, 2018, "Measuring and trading volatility on the US stock market: A regime switching approach," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 659, Sep.
• Francesco D'Acunto & Nagpurnanand Prabhala & Alberto G. Rossi, 2018, "The Promises and Pitfalls of Robo-advising," CESifo Working Paper Series, CESifo, number 6907.
• Thomas Hintermaier & Winfried Koeniger, 2018, "Differences in Euro-Area Household Finances and their Relevance for Monetary-Policy Transmission," CESifo Working Paper Series, CESifo, number 7088.
• Gregor Dorfleitner & Lars Hornuf & Martina Weber, 2018, "Paralyzed by Shock: The Portfolio Formation Behavior of Peer-to-Business Lending Investors," CESifo Working Paper Series, CESifo, number 7092.
• Andreas Fagereng & Luigi Guiso & Davide Malacrino & Luigi Pistaferri, 2018, "Heterogeneity and Persistence in Returns to Wealth," CESifo Working Paper Series, CESifo, number 7107.
• Arina Wischnewsky & Matthias Neuenkirch, 2018, "Shadow Banks and the Risk-Taking Channel of Monetary Policy Transmission in the Euro Area," CESifo Working Paper Series, CESifo, number 7118.
• Christopher Roth & Johannes Wohlfart, 2018, "How Do Expectations About the Macroeconomy Affect Personal Expectations and Behavior?," CESifo Working Paper Series, CESifo, number 7154.
• José Azar & Xavier Vives, 2018, "Oligopoly, Macroeconomic Performance, and Competition Policy," CESifo Working Paper Series, CESifo, number 7189.
• Christine Laudenbach & Jenny Pirschel & Stephan Siegel, 2018, "Personal Communication in an Automated World: Evidence from Loan Repayments," CESifo Working Paper Series, CESifo, number 7295.
• Florian Urbschat, 2018, "The Good, the Bad, and the Ugly: Impact of Negative Interest Rates and QE on the Profitability and Risk-Taking of 1600 German Banks," CESifo Working Paper Series, CESifo, number 7358.
• Nelson Camanho & Harald Hau & Hélène Rey, 2018, "Global Portfolio Rebalancing and Exchange Rates," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-03, Jan, revised Jun 2018.
• Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2018, "Spanning Tests for Markowitz Stochastic Dominance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-08, Feb.
• Semyon Malamud & Marzena J. Rostek, 2018, "Decentralized Exchange," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-25, Mar, revised Apr 2018.
• Julien Hugonnier & Florian Pelgrin & Pascal St-Amour, 2018, "Valuing Life as an Asset, as a Statistic and at Gunpoint," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-27, Apr.
• Kasper Larsen & Halil Mete Soner & Gordan Zitkovic, 2018, "Conditional Davis Pricing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-39, May, revised May 2018.
• Pierre Collin-Dufresne & Kent D. Daniel & Mehmet Sağlam, 2018, "Liquidity Regimes and Optimal Dynamic Asset Allocation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-43, Jan, revised May 2018.
• Jaksa Cvitanic & Julien Hugonnier, 2018, "Optimal Fund Menus," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-47, Jul, revised Aug 2018.
• Julien Hugonnier & Benjamin R. Lester & Pierre-Olivier Weill, 2018, "Frictional Intermediation in Over-the-Counter Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-52, Aug.
• Philipp Krueger & Zacharias Sautner & Laura T. Starks, 2018, "The Importance of Climate Risks for Institutional Investors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-58, Aug.
• Julien Hugonnier & Benjamin R. Lester & Pierre-Olivier Weill, 2018, "Frictional Intermediation in Over-the-Counter Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-59, Aug.
• Florent Gallien & Serge Kassibrakis & Semyon Malamud, 2018, "Hedge or Rebalance: Optimal Risk Management with Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-60, Aug.
• Regina Hammerschmid & Alexandra Janssen, 2018, "Crash-o-phobia in Currency Carry Trade Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-64, Oct.
• Laurent Barras & Patrick Gagliardini & O. Scaillet, 2018, "The Cross-Sectional Distribution of Fund Skill Measures," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-66, Oct.
• Daria Kalyaeva, 2018, "Participants' Reputation in the Syndicated Lending Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-77, Nov.
• Amit Goyal & Zhongzhi Lawrence He & Sahn-Wook Huh, 2018, "Distance-Based Metrics: A Bayesian Solution to the Power and Extreme-Error Problems in Asset-Pricing Tests," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-78, Dec.
• Marius Galabe Sampid & Haslifah M.Hasim, 2018, "Estimating value-at-risk using a multivariate copula-based volatility model: Evidence from European banks," International Economics, CEPII research center, issue 156, pages 175-192.
• Enrique Sentana, 2018, "Volatility, Diversification and Contagion," Working Papers, CEMFI, number wp2018_1803, Mar.
• María José Roa & Ignacio Garrón & Jonathan Barboza, 2018, "The Role of Cognitive Characteristics, Personality Traits, and Financial Literacy in Financial Decision Making," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 7, in: María José Roa García & Diana Mejía, "Financial Decisions of Households and Financial Inclusion: Evidence for Latin America and the Caribbean".
• María José Roa & Ignacio Garrón & Jonathan Barboza, 2018, "Características cognitivas, rasgos de personalidad y alfabetización financiera: papel en las decisiones financieras," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 7, in: María José Roa García & Diana Mejía, "Decisiones financieras de los hogares e inclusión financiera: evidencia para América Latina y el Caribe".
• María José Roa García & Diana Mejía (ed.), 2018, "Financial Decisions of Households and Financial Inclusion: Evidence for Latin America and the Caribbean," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 7en, edition 1, ISBN: ARRAY(0x7079b8c0).
• María José Roa García & Diana Mejía (ed.), 2018, "Decisiones financieras de los hogares e inclusión financiera: evidencia para América Latina y el Caribe," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 7sp, edition 1, ISBN: ARRAY(0x6ea57bc8).
• Maria Camila De-La-Hoz & Carlos Pombo & Rodrigo Taborda, 2018, "Does board diversity affect institutional investor preferences? Evidence from Latin America," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 15991, Jan.
• Diego A. Agudelo & Sergio Preciado & Carlos Castro, 2018, "Measuring the effectiveness of volatility auctions," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16943, Jul.
• Susana Luna-Ramírez & Diego A. Agudelo, 2018, "Agrega valor el modelo Black-Litterman en portafolios del Mercado Integrado Latinoamericano (MILA)?," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16958, Oct.
• Gabriela Pesce & Juan Ignacio Redondo & Gast�n S. Milanesi & Joaqu�n Menna & Ricardo Amarilla, 2018, "Índice multifactorial para la evaluación del desempeno financiero de fondos comunes," Estudios Gerenciales, Universidad Icesi, volume 34, issue 147, pages 200-215.
• David Ferreira Lopes Santos, 2018, "Restricao financeira e a sensibilidade do fluxo de caixa das empresas brasileiras," Estudios Gerenciales, Universidad Icesi, volume 34, issue 149, pages 373-384.
• Mercedes Alda & Isabel Marco & Adri�n Marzo, 2018, "La reforma del sistema público de pensiones espanol: el factor de sostenibilidad," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 1, pages 25-43.
• Mercedes Alda* & Isabel Marco** & Adri�n Marzo***, 2018, "The reform of the Spanish public pension system: The sustainability factor," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 1, pages 45-63.
• Andrés Felipe Galeano Zurbaran, 2018, "Distribuciones no normales para la selección de activos en el mercado Colombiano," Documentos de Trabajo, Quantil, number 17208, Oct.
• Nathan Converse & Eduardo Levy-Yeyati & Tomas Williams, 2018, "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Documentos de Trabajo, The Latin American and Caribbean Economic Association (LACEA), number 16200, Apr.
• CANDELON Bertrand, & HASSE Jean-Baptiste, & LAJAUNIE Quentin,, 2018, "SRI: Truths and lies," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2018034, Dec.
• Joenväärä, Juha & Kosowski, Robert & Tolonen, Pekka, 2018, "The Effect of Investment Constraints on Hedge Fund Investor Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 12599, Jan.
• Schoenmaker, Dirk, 2018, "A Framework for Sustainable Finance," CEPR Discussion Papers, Centre for Economic Policy Research, number 12603, Jan.
• Lettau, Martin & Ludvigson, Sydney & MA, Sai, 2018, "Capital Share Risk in U.S. Asset Pricing," CEPR Discussion Papers, Centre for Economic Policy Research, number 12628, Jan.
• Garleanu, Nicolae Bogdan & Pedersen, Lasse Heje, 2018, "Efficiently Inefficient Markets for Assets and Asset Management," CEPR Discussion Papers, Centre for Economic Policy Research, number 12664, Jan.
• Asness, Clifford S. & Frazzini, Andrea & Israel, Ronen & Pedersen, Lasse Heje, 2018, "Size Matters, if You Control Your Junk," CEPR Discussion Papers, Centre for Economic Policy Research, number 12684, Feb.
• Asness, Clifford S. & Liew, John M. & Pedersen, Lasse Heje & Thapar, Ashwin K, 2018, "Deep Value," CEPR Discussion Papers, Centre for Economic Policy Research, number 12685, Feb.
• Collin-Dufresne, Pierre & Daniel, Kent & Saglam, Mehmet, 2018, "Liquidity Regimes and Optimal Dynamic Asset Allocation," CEPR Discussion Papers, Centre for Economic Policy Research, number 12737, Feb.
• Buss, Adrian & Schönleber, Lorenzo & Vilkov, Grigory, 2018, "Expected Correlation and Future Market Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 12760, Feb.
• Sentana, Enrique, 2018, "Volatility, diversification and contagion," CEPR Discussion Papers, Centre for Economic Policy Research, number 12824, Mar.
• Ellul, Andrew & Chotibhak, Jotikasthira & Kartasheva, Anastasia & Lundblad, Christian & Wagner, Wolf, 2018, "Insurers as Asset Managers and Systemic Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 12849, Apr.
• Kacperczyk, Marcin & Nosal, Jaromir & Stevens, Luminita, 2018, "Investor Sophistication and Capital Income Inequality," CEPR Discussion Papers, Centre for Economic Policy Research, number 12870, Apr.
• Breugem, Matthijs & Buss, Adrian, 2018, "Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency," CEPR Discussion Papers, Centre for Economic Policy Research, number 12900, Apr.
• Maggiori, Matteo & Neiman, Brent & Schreger, Jesse, 2018, "International Currencies and Capital Allocation," CEPR Discussion Papers, Centre for Economic Policy Research, number 12973, Jun.
• Germann, Maximilian & Loos, Benjamin & Weber, Martin, 2018, "Trust and Delegated Investing: A Money Doctors Experiment," CEPR Discussion Papers, Centre for Economic Policy Research, number 12984, Jun.
• Azar, José & Vives, Xavier, 2018, "Oligopoly, Macroeconomic Performance, and Competition Policy," CEPR Discussion Papers, Centre for Economic Policy Research, number 13000, Jun.
• Ginsburgh, Victor & Weber, Shlomo, 2018, "The Economics of Language," CEPR Discussion Papers, Centre for Economic Policy Research, number 13002, Jun.
• Gomes, Francisco & Michaelides, Alexander & Zhang, Yuxin, 2018, "Tactical Target Date Funds," CEPR Discussion Papers, Centre for Economic Policy Research, number 13019, Jun.
• Pástor, LuboÅ¡ & Veronesi, Pietro, 2018, "Inequality Aversion, Populism, and the Backlash Against Globalization," CEPR Discussion Papers, Centre for Economic Policy Research, number 13107, Aug.
• Dimmock, Steve & Kouwenberg, Roy & Mitchell, Olivia S & Peijnenburg, Kim, 2018, "Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field," CEPR Discussion Papers, Centre for Economic Policy Research, number 13109, Aug.
• Campbell, John Y & Ramadorai, Tarun & Ranish, Benjamin, 2018, "Do the Rich Get Richer in the Stock Market? Evidence from India," CEPR Discussion Papers, Centre for Economic Policy Research, number 13116, Aug.
• Hugonnier, Julien & Lester, Benjamin & Weill, Pierre-Olivier, 2018, "Frictional intermediation in over-the-counter markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 13126, Aug.
• Cvitanic, Jaksa & Hugonnier, Julien, 2018, "Optimal fund menus," CEPR Discussion Papers, Centre for Economic Policy Research, number 13127, Aug.
• Buss, Adrian & Uppal, Raman & Vilkov, Grigory, 2018, "The Implications of Financial Innovation for Capital Markets and Household Welfare," CEPR Discussion Papers, Centre for Economic Policy Research, number 13137, Aug.
• Fischer, Andreas & Groeger, Henrike Leonie & Sauré, Philip & YeÅŸin, Pınar, 2018, "Current account adjustment and retained earnings," CEPR Discussion Papers, Centre for Economic Policy Research, number 13142, Aug.
• Schoenmaker, Dirk & Schramade, Willem, 2018, "Investing for Long-Term Value Creation," CEPR Discussion Papers, Centre for Economic Policy Research, number 13175, Sep.
• Gehrig, Thomas & Sögner, Leopold & Westerkamp, Arne, 2018, "Making Parametric Portfolio Policies Work," CEPR Discussion Papers, Centre for Economic Policy Research, number 13193, Sep.
• Bertocchi, Graziella & Brunetti, Marianna & Zaiceva, Anzelika, 2018, "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," CEPR Discussion Papers, Centre for Economic Policy Research, number 13339, Nov.
• Kashyap, Anil K & Li, Jian & Kovrijnykh, Natalia & Pavlova, Anna, 2018, "The Benchmark Inclusion Subsidy," CEPR Discussion Papers, Centre for Economic Policy Research, number 13356, Dec.
• Lettau, Martin & Ludvigson, Sydney & Manoel, Paulo, 2018, "Characteristics of Mutual Fund Portfolios: Where Are the Value Funds?," CEPR Discussion Papers, Centre for Economic Policy Research, number 13395, Dec.
• Claudio Morana & Giacomo Sbrana, 2018, "“Some financial implications of global warming: An empirical assessment"," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 175, Jan.
• Mariacristina Rossi & Dario Sansone & Arthur van Soest & Costanza Torricelli, 2018, "“Household Preferences for Socially Responsible Investments"," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 177, Feb.
• Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2018, "Relationships between the stochastic discount factor and the optimal omega ratio," IC3JM - Estudios = Working Papers, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM), number 26348, Feb.
• Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2018, "Golden options in financial mathematics," IC3JM - Estudios = Working Papers, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM), number 27672, Nov.
• Emiliano Libman, 2018, "La relación entre el tipo de cambio oficial y el tipo de cambio negro en América Latina," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 41, issue 115, pages 43-55, Enero.
• Mariya Gubareva, 2018, "Historical Interest Rate Sensitivity of Emerging Market Sovereign Debt: Evidence of Regime Dependent Behavior," Annals of Economics and Finance, Society for AEF, volume 19, issue 2, pages 405-442, November.
• Afees A. Salisu & Kazeem Isah & Lateef O. Akanni, 2018, "Predicting the stock prices of G7 countries with Bitcoin prices," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 054, Apr.
• Kazeem Isah & Ibrahim D. Raheem, 2018, "The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 056, May.
• Afees A. Salisu & Ibrahim D. Raheem, 2018, "A new procedure for pre-testing the distribution properties of Stock returns," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 057, Jun.
• Chabi-Yo, Fousseni & Ruenzi, Stefan & Weigert, Florian, 2018, "Crash Sensitivity and the Cross Section of Expected Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 53, issue 3, pages 1059-1100, June.
• Keim, Donald B. & Mitchell, Olivia S., 2018, "Simplifying choices in defined contribution retirement plan design: a case study," Journal of Pension Economics and Finance, Cambridge University Press, volume 17, issue 3, pages 363-384, July.
• Bargain, Olivier & Cardebat, Jean-Marie & Vignolles, Alexandra, 2018, "Crowdfunding in the Wine Industry," Journal of Wine Economics, Cambridge University Press, volume 13, issue 1, pages 57-82, February.
• Kommel, Karl Arnold & Sillasoo, Martin & Lublóy, Ágnes, 2018, "Could crowdsourced financial analysis replace the equity research by investment banks?," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2018/03, Oct.
• Shinichi Hirota & Juergen Huber & Thomas Stock & Shyam Sunder, 2018, "Speculation and Price Indeterminacy in Financial Markets: An Experimental Study," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2134, May.
• Shinichi Hirota & Juergen Huber & Thomas Stock & Shyam Sunder, 2018, "Speculation and Price Indeterminacy in Financial Markets: An Experimental Study," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2134R, May, revised Apr 2020.
• John Geanakoplos & Kieran Haobin Wang, 2018, "Quantitative Easing, Collateral Constraints, and Financial Spillovers," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2154, Dec.
• Martin Brown & Ioanna S. Evangelou & Helmut Stix, 2017, "Banking Crises, Bail-ins and Money Holdings," Working Papers, Central Bank of Cyprus, number 2017-2, Nov.
• Snezana Eminidou & Marios Zachariadis & Elena Andreou, 2018, "Inflation Expectations and Monetary Policy Surprises," Working Papers, Central Bank of Cyprus, number 2018-1, Mar.
• Teodor TODOROV, 2018, "Innovative Methods To Measure The Market Risk Of The Forex Market," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 40-59.
• Теодор Тодоров, 2018, "Иновативни Методи За Измерване На Пазарния Риск На Forex Пазара," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 44-65.
• Stefan SIMEONOV & Teodor TODOROV, 2018, "Designing The Investment Profile Of The Shares Traded On The Bulgarian Stock Exchange In The Period From August 2016 To December 2017," Economics 21, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 1 Year 20, pages 70-100.
• Стефан Симеонов & Теодор Тодоров, 2018, "Формиране На Инвестиционен Профил За Акции, Търгувани На Българската Фондова Борса За Периода Август 2016 – Декември 2017," Economics 21, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 1 Year 20, pages 85-116.
• Armin Varmaz & Stephan Abée, 2018, "Verteilungseigenschaften der Renditen von Kryptowährungen: sind sie mit Aktien vergleichbar?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 87, issue 3, pages 83-105, DOI: 10.3790/vjh.87.3.83.
• Tobias N. Glas & Thorsten Poddig, 2018, "Kryptowährungen in der Asset- Allokation: eine empirische Untersuchung auf Basis eines beispielhaften deutschen Multi-Asset-Portfolios," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 87, issue 3, pages 107-128, DOI: 10.3790/vjh.87.3.107.
• Georges Prat & Remzi Uctum, 2018, "Term structure of interest rates: modelling the risk premium using a two horizons framework," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-25.
• Gaëtan Le Quang, 2018, ""Taking Diversity into Account": Real Effects of Accounting Measurement on Asset Allocation," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-28.
• Sessi Tokpavi & Christophe Boucher, 2018, "Stocks and Bonds: Flight-to-Safety for Ever?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-39.
• Pierre Bui Quang, 2018, "The effect of non-resident investments on the French sovereign spread," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-52.
• Victor Ginsburgh & Shlomo Weber, 2018, "The Economics of Language," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2018-18, Jun.
• De Santis, Roberto A. & Roos, Madelaine & Hettler, Katja & Tamburrini, Fabio, 2018, "Purchases of green bonds under the Eurosystem’s asset purchase programme," Economic Bulletin Boxes, European Central Bank, volume 7.
• Hałaj, Grzegorz, 2018, "Agent-based model of system-wide implications of funding risk," Working Paper Series, European Central Bank, number 2121, Jan.
• Gräb, Johannes & Kostka, Thomas, 2018, "Predicting risk premia in short-term interest rates and exchange rates," Working Paper Series, European Central Bank, number 2131, Feb.
• Abidi, Nordine & Miquel-Flores, Ixart, 2018, "Who benefits from the corporate QE? A regression discontinuity design approach," Working Paper Series, European Central Bank, number 2145, Apr.
• Cimadomo, Jacopo & Furtuna, Oana & Giuliodori, Massimo, 2018, "Private and public risk sharing in the euro area," Working Paper Series, European Central Bank, number 2148, May.
• Dreher, Ferdinand & Gräb, Johannes & Kostka, Thomas, 2018, "From carry trades to curvy trades," Working Paper Series, European Central Bank, number 2149, May.
• Sigaux, Jean-David, 2018, "Trading ahead of treasury auctions," Working Paper Series, European Central Bank, number 2208, Nov.
• Valla, Natacha & Rancière, Romain & Heipertz, Jonas, 2018, "Domestic and external sectoral portfolios: network structure and balance-sheet contagion," Working Paper Series, European Central Bank, number 2215, Dec.
• Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M., 2018, "Why Has Idiosyncratic Risk Been Historically Low in Recent Years?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-02, Jan.
• Birru, Justin & Gokkaya, Sinan & Liu, Xi, 2018, "Capital Market Anomalies and Quantitative Research," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-07, Mar.
• Boyer, Brian & Nadauld, Taylor D. & Vorkink, Keith P. & Weisbach, Michael S., 2018, "Private Equity Indices Based on Secondary Market Transactions," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-21, Oct.
• Li, Yi & Wang, Chen, 2018, "Delegation Uncertainty," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-22, Nov.
• Ben-David, Itzhak & Fermand, Elyas & Kuhnen, Camelia M. & Li, Geng, 2018, "Expectations Uncertainty and Household Economic Behavior," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-25, Nov.
• Andonov, Aleksandar & Rauh, Joshua D., 2018, "The Return Expectations of Institutional Investors," Research Papers, Stanford University, Graduate School of Business, number 3659, Feb.
• Jha, Saumitra & Shayo, Moses, 2018, "Learning by Trading," Research Papers, Stanford University, Graduate School of Business, number 3673, Jul.
• Andonov, Aleksandar & Kraussl, Roman & Rauh, Joshua D., 2018, "The Subsidy to Infrastructure as an Asset Class," Research Papers, Stanford University, Graduate School of Business, number 3737, Sep.
• Luqman Hakim & Sugianto Sugianto, 2018, "Determinant Profitability and Implications on the Value of the Company: Empirical Study on Banking Industry in IDX," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 8, issue 1, pages 205-216.
• Ozkan Haykir, 2018, "Does MAX Anomaly Exist in Emerging Market: Evidence from the Turkish Stock Market?," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 8, issue 2, pages 148-153.
• Moez EL Gaied, 2018, "Investment-Cash Flow Sensitivity and Growth Opportunities," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 8, issue 2, pages 154-160.
• Khaldoun M. Al-Qaisi & Rafat M. Al-Batayneh, 2018, "Risk Factors in Financial Services Industry: Application, Threats, Theoretical and Empirical literature in Management of Risk," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 8, issue 2, pages 210-218.
• Andreas Mikkelsen & Frode Kj rland, 2018, "High-frequency Pairs Trading on a Small Stock Exchange," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 8, issue 4, pages 78-88.
• Sabastine Mushori & Delson Chikobvu, 2018, "Investment Opportunities, Uncertain Implicit Transaction Costs and Maximum Downside Risk in Dynamic Stochastic Financial Optimization," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 8, issue 4, pages 256-264.
• Sayyed Sadaqat Hussain Shah & Xia Xinping & Muhammad Asif Khan & Sinan Abdullah Harjan, 2018, "Investor and Manager Overconfidence Bias and Firm Value: Micro-Level Evidence from the Pakistan Equity Market," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 8, issue 5, pages 190-199.
• Rene Johannes & Dedy Dedy & Abdullah Muksin, 2018, "The Preparation of Banking Industry in Implementing IFRS 9 Financial Instruments (A Case Study of HSBC Holdings Plc Listed on London Stock Exchange of Year 2015 2017)," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 8, issue 6, pages 124-136.
• Ritika Jaiswal & Rashmi Uchil, 2018, "An Analysis of Gold Futures as an Alternative Asset: Evidence from India," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 8, issue 6, pages 144-150.
• Sina Davoudi & Alireza Fazlzadeh & Firouz Fallahi & Hossein Asgharpour, 2018, "The Impact of Oil Revenue Shocks on the Volatility of Iran s Stock Market Return," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 8, issue 2, pages 102-110.
• Kunlapath Sukcharoen & David Leatham, 2018, "Analyzing Extreme Comovements in Agricultural and Energy Commodity Markets Using a Regular Vine Copula Method," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 8, issue 5, pages 193-201.
• Kamphol Panyagometh, 2018, "Valuation of Solar-Wind Power Plant Project and Impact on Stock Price," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 8, issue 6, pages 354-360.
• Songül Kakýllý Acaravcý & Yunus Karaömer, 2018, "The Comparative Performance Evaluation of the Fama-French Five Factor Model in Turkey," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 6, issue 3, pages 1-12.
• Seçkin Arslan & Mehmet Sinan ÇELÝK, 2018, "Türkiye’deki Emeklilik Yatýrým Fonlarýnýn Performanslarýnýn BIST-100 Endeksinin Performansý Ýle Karþýlaþtýrýlmasý," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 6, issue 4, pages 61-73.
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• Kumar, Gaurav & Misra, Arun Kumar, 2018, "Commonality in liquidity: Evidence from India’s National Stock Exchange," Journal of Asian Economics, Elsevier, volume 59, issue C, pages 1-15, DOI: 10.1016/j.asieco.2018.09.001.
• Abreu, Margarida & Mendes, Victor, 2018, "The investor in structured retail products: Advice driven or gambling oriented?," Journal of Behavioral and Experimental Finance, Elsevier, volume 17, issue C, pages 1-9, DOI: 10.1016/j.jbef.2017.12.001.
• Radoc, Benjamin, 2018, "Case-based investing: Stock selection under uncertainty," Journal of Behavioral and Experimental Finance, Elsevier, volume 17, issue C, pages 53-59, DOI: 10.1016/j.jbef.2017.12.007.
• Fajardo, José & Dantas, Manuela, 2018, "Understanding the impact of severe hyperinflation experience on current household investment behavior," Journal of Behavioral and Experimental Finance, Elsevier, volume 17, issue C, pages 60-67, DOI: 10.1016/j.jbef.2017.12.008.
• Afego, Pyemo N., 2018, "Index shocks, investor action and long-run stock performance in Japan: A case of cultural behaviouralism?," Journal of Behavioral and Experimental Finance, Elsevier, volume 18, issue C, pages 54-66, DOI: 10.1016/j.jbef.2018.01.006.
• König-Kersting, Christian & Trautmann, Stefan T., 2018, "Countercyclical risk aversion: Beyond financial professionals," Journal of Behavioral and Experimental Finance, Elsevier, volume 18, issue C, pages 94-101, DOI: 10.1016/j.jbef.2018.03.001.
• Papadovasilaki, Dimitra & Guerrero, Federico & Sundali, James, 2018, "The effect of early and salient investment experiences on subsequent asset allocations—An experimental study," Journal of Behavioral and Experimental Finance, Elsevier, volume 19, issue C, pages 1-19, DOI: 10.1016/j.jbef.2018.03.002.
• Phan, Thuy Chung & Rieger, Marc Oliver & Wang, Mei, 2018, "What leads to overtrading and under-diversification? Survey evidence from retail investors in an emerging market," Journal of Behavioral and Experimental Finance, Elsevier, volume 19, issue C, pages 39-55, DOI: 10.1016/j.jbef.2018.04.001.
• Hsu, Ching-Chi & Chen, Miao-Ling, 2018, "Timing of advertising and the MAX effect," Journal of Behavioral and Experimental Finance, Elsevier, volume 20, issue C, pages 105-114, DOI: 10.1016/j.jbef.2018.09.001.
• Corneille, Olivier & De Winne, Rudy & D’Hondt, Catherine, 2018, "The disposition effect does not survive disclosure of expected price trends," Journal of Behavioral and Experimental Finance, Elsevier, volume 20, issue C, pages 80-91, DOI: 10.1016/j.jbef.2018.08.003.
• Imisiker, Serkan & Tas, Bedri Kamil Onur, 2018, "Wash trades as a stock market manipulation tool," Journal of Behavioral and Experimental Finance, Elsevier, volume 20, issue C, pages 92-98, DOI: 10.1016/j.jbef.2018.08.004.
• Ilomäki, Jukka & Laurila, Hannu, 2018, "Animal spirits in financial markets: Experimental evidence," Journal of Behavioral and Experimental Finance, Elsevier, volume 20, issue C, pages 99-104, DOI: 10.1016/j.jbef.2018.08.005.
• Oikonomou, Ioannis & Platanakis, Emmanouil & Sutcliffe, Charles, 2018, "Socially responsible investment portfolios: Does the optimization process matter?," The British Accounting Review, Elsevier, volume 50, issue 4, pages 379-401, DOI: 10.1016/j.bar.2017.10.003.
• Chang, Yuk Ying & Anderson, Hamish & Shi, Song, 2018, "China and international housing price growth," China Economic Review, Elsevier, volume 50, issue C, pages 294-312, DOI: 10.1016/j.chieco.2018.04.013.
• Huang, Winifred & Mazouz, Khelifa, 2018, "Excess cash, trading continuity, and liquidity risk," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 275-291, DOI: 10.1016/j.jcorpfin.2017.11.005.
• Feng, Xunan & Johansson, Anders C., 2018, "Living through the Great Chinese Famine: Early-life experiences and managerial decisions," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 638-657, DOI: 10.1016/j.jcorpfin.2017.11.012.
• Banerji, Sanjay & Duygun, Meryem & Shaban, Mohamed, 2018, "Political connections, bailout in financial markets and firm value," Journal of Corporate Finance, Elsevier, volume 50, issue C, pages 388-401, DOI: 10.1016/j.jcorpfin.2016.12.001.
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• He, Wen & Li, Chao Kevin, 2018, "The effects of a comply-or-explain dividend regulation in China," Journal of Corporate Finance, Elsevier, volume 52, issue C, pages 53-72, DOI: 10.1016/j.jcorpfin.2018.07.002.
• Gupta, Kartick & Krishnamurti, Chandrasekhar, 2018, "Do macroeconomic conditions and oil prices influence corporate risk-taking?," Journal of Corporate Finance, Elsevier, volume 53, issue C, pages 65-86, DOI: 10.1016/j.jcorpfin.2018.10.003.
• Escobar, Marcos & Ferrando, Sebastian & Rubtsov, Alexey, 2018, "Dynamic derivative strategies with stochastic interest rates and model uncertainty," Journal of Economic Dynamics and Control, Elsevier, volume 86, issue C, pages 49-71, DOI: 10.1016/j.jedc.2017.09.007.
• Zeng, Yan & Li, Danping & Chen, Zheng & Yang, Zhou, 2018, "Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility," Journal of Economic Dynamics and Control, Elsevier, volume 88, issue C, pages 70-103, DOI: 10.1016/j.jedc.2018.01.023.
• Suzuki, Masataka, 2018, "Continuous-time smooth ambiguity preferences," Journal of Economic Dynamics and Control, Elsevier, volume 90, issue C, pages 30-44, DOI: 10.1016/j.jedc.2018.01.042.
• Huang, Jinbo & Li, Yong & Yao, Haixiang, 2018, "Index tracking model, downside risk and non-parametric kernel estimation," Journal of Economic Dynamics and Control, Elsevier, volume 92, issue C, pages 103-128, DOI: 10.1016/j.jedc.2018.04.008.
• Jeon, Junkee & Koo, Hyeng Keun & Shin, Yong Hyun, 2018, "Portfolio selection with consumption ratcheting," Journal of Economic Dynamics and Control, Elsevier, volume 92, issue C, pages 153-182, DOI: 10.1016/j.jedc.2018.05.003.
• Nazliben, K. Korhan & Rodríguez, Juan Carlos, 2018, "Permanent shocks, signal extraction, and portfolio selection," Journal of Economic Dynamics and Control, Elsevier, volume 92, issue C, pages 47-68, DOI: 10.1016/j.jedc.2018.04.005.
• Kwon, Oh Kang & Satchell, Stephen, 2018, "The distribution of cross sectional momentum returns," Journal of Economic Dynamics and Control, Elsevier, volume 94, issue C, pages 225-241, DOI: 10.1016/j.jedc.2018.06.002.
• Oliva, I. & Renò, R., 2018, "Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like," Journal of Economic Dynamics and Control, Elsevier, volume 94, issue C, pages 242-256, DOI: 10.1016/j.jedc.2018.05.004.
• Chen, Yuanyuan & Gao, Xuefeng & Li, Duan, 2018, "Optimal order execution using hidden orders," Journal of Economic Dynamics and Control, Elsevier, volume 94, issue C, pages 89-116, DOI: 10.1016/j.jedc.2018.07.006.
• Dindo, Pietro & Staccioli, Jacopo, 2018, "Asset prices and wealth dynamics in a financial market with random demand shocks," Journal of Economic Dynamics and Control, Elsevier, volume 95, issue C, pages 187-210, DOI: 10.1016/j.jedc.2018.08.009.
• Marmer, Vadim & Slade, Margaret E., 2018, "Investment and uncertainty with time to build: Evidence from entry into U.S. copper mining," Journal of Economic Dynamics and Control, Elsevier, volume 95, issue C, pages 233-254, DOI: 10.1016/j.jedc.2018.09.001.
• Mukherjee, Raja & Paul, Satya & Shankar, Sriram, 2018, "Equity home bias—A global perspective from the shrunk frontier," Economic Analysis and Policy, Elsevier, volume 57, issue C, pages 9-21, DOI: 10.1016/j.eap.2017.10.003.
• Masset, Philippe & Weisskopf, Jean-Philippe, 2018, "Wine indices in practice: Nicely labeled but slightly corked," Economic Modelling, Elsevier, volume 68, issue C, pages 555-569, DOI: 10.1016/j.econmod.2017.03.025.
• Zhao, Li & Huang, Wenli & Ba, Shusong, 2018, "Optimal effort under high-water mark contracts," Economic Modelling, Elsevier, volume 68, issue C, pages 599-610, DOI: 10.1016/j.econmod.2017.03.029.
• Chen, Xiao & Huang, Bihong & Ye, Dezhu, 2018, "The role of punctuation in P2P lending: Evidence from China," Economic Modelling, Elsevier, volume 68, issue C, pages 634-643, DOI: 10.1016/j.econmod.2017.05.007.
• Ahmad, Wasim & Sadorsky, Perry & Sharma, Amit, 2018, "Optimal hedge ratios for clean energy equities," Economic Modelling, Elsevier, volume 72, issue C, pages 278-295, DOI: 10.1016/j.econmod.2018.02.008.
• BenSaïda, Ahmed & Litimi, Houda & Abdallah, Oussama, 2018, "Volatility spillover shifts in global financial markets," Economic Modelling, Elsevier, volume 73, issue C, pages 343-353, DOI: 10.1016/j.econmod.2018.04.011.
• Salisu, Afees A. & Ndako, Umar B., 2018, "Modelling stock price–exchange rate nexus in OECD countries: A new perspective," Economic Modelling, Elsevier, volume 74, issue C, pages 105-123, DOI: 10.1016/j.econmod.2018.05.010.
• Tsuji, Chikashi, 2018, "Return transmission and asymmetric volatility spillovers between oil futures and oil equities: New DCC-MEGARCH analyses," Economic Modelling, Elsevier, volume 74, issue C, pages 167-185, DOI: 10.1016/j.econmod.2018.05.007.
• Bouoiyour, Jamal & Selmi, Refk & Wohar, Mark E., 2018, "Measuring the response of gold prices to uncertainty: An analysis beyond the mean," Economic Modelling, Elsevier, volume 75, issue C, pages 105-116, DOI: 10.1016/j.econmod.2018.06.010.
• Franjo, Luis, 2018, "International interest rates, the current account and housing markets," Economic Modelling, Elsevier, volume 75, issue C, pages 268-280, DOI: 10.1016/j.econmod.2018.07.003.
• Jian, Zhihong & Deng, Pingjun & Zhu, Zhican, 2018, "High-dimensional covariance forecasting based on principal component analysis of high-frequency data," Economic Modelling, Elsevier, volume 75, issue C, pages 422-431, DOI: 10.1016/j.econmod.2018.07.015.
• Du, Jiangze & Wang, Jying-Nan & Hsu, Yuan-Teng & Lai, Kin Keung, 2018, "The importance of hedging currency risk: Evidence from CNY and CNH," Economic Modelling, Elsevier, volume 75, issue C, pages 81-92, DOI: 10.1016/j.econmod.2018.06.007.
• Laborda, Ricardo, 2018, "Optimal combination of currency strategies," The North American Journal of Economics and Finance, Elsevier, volume 43, issue C, pages 129-140, DOI: 10.1016/j.najef.2017.10.010.
• Ma, Chaoqun & Wang, Hailong & Cheng, Fengchao & Hu, Duni, 2018, "How money illusions and heterogeneous beliefs affect asset prices," The North American Journal of Economics and Finance, Elsevier, volume 44, issue C, pages 167-192, DOI: 10.1016/j.najef.2018.01.003.
• Jeong, Giho & Kang, Jangkoo & Kwon, Kyung Yoon, 2018, "Liquidity skewness premium," The North American Journal of Economics and Finance, Elsevier, volume 46, issue C, pages 130-150, DOI: 10.1016/j.najef.2018.04.015.
• Trinks, Arjan & Scholtens, Bert & Mulder, Machiel & Dam, Lammertjan, 2018, "Fossil Fuel Divestment and Portfolio Performance," Ecological Economics, Elsevier, volume 146, issue C, pages 740-748, DOI: 10.1016/j.ecolecon.2017.11.036.
• Mietzner, Mark & Molterer, Manuel, 2018, "You might not get what you need: The discrepancy between financial advice and commissions in Germany," Economics Letters, Elsevier, volume 162, issue C, pages 167-170, DOI: 10.1016/j.econlet.2017.11.004.
• Kartashova, Katya, 2018, "Improving public equity markets? No pain, no gain," Economics Letters, Elsevier, volume 162, issue C, pages 69-72, DOI: 10.1016/j.econlet.2017.10.005.
• Shorrer, Ran I., 2018, "Entropy and the value of information for investors: The prior-free implications," Economics Letters, Elsevier, volume 164, issue C, pages 62-64, DOI: 10.1016/j.econlet.2018.01.001.
• Ruenzi, Stefan & Weigert, Florian, 2018, "Momentum and crash sensitivity," Economics Letters, Elsevier, volume 165, issue C, pages 77-81, DOI: 10.1016/j.econlet.2018.01.031.