Research classified by Journal of Economic Literature (JEL) codes

2018

• Burghart, Daniel R., 2018, "Maximum probabilities, information, and choice under uncertainty," Economics Letters, Elsevier, volume 167, issue C, pages 43-47, DOI: 10.1016/j.econlet.2018.03.010.
• Cupák, Andrej & Fessler, Pirmin & Schneebaum, Alyssa & Silgoner, Maria, 2018, "Decomposing gender gaps in financial literacy: New international evidence," Economics Letters, Elsevier, volume 168, issue C, pages 102-106, DOI: 10.1016/j.econlet.2018.04.004.
• Symitsi, Efthymia & Chalvatzis, Konstantinos J., 2018, "Return, volatility and shock spillovers of Bitcoin with energy and technology companies," Economics Letters, Elsevier, volume 170, issue C, pages 127-130, DOI: 10.1016/j.econlet.2018.06.012.
• Park, Seyoung, 2018, "A generalization of Ramsey rule on discount rate with regime switching," Economics Letters, Elsevier, volume 170, issue C, pages 147-150, DOI: 10.1016/j.econlet.2018.06.011.
• Hedlund, Aaron, 2018, "Credit constraints, house prices, and the impact of life cycle dynamics," Economics Letters, Elsevier, volume 171, issue C, pages 202-207, DOI: 10.1016/j.econlet.2018.07.028.
• Lin, Qi & Lin, Xi, 2018, "Expected investment and the cross-section of stock returns," Economics Letters, Elsevier, volume 172, issue C, pages 43-49, DOI: 10.1016/j.econlet.2018.08.012.
• Suen, Richard M.H., 2018, "Standard risk aversion and efficient risk sharing," Economics Letters, Elsevier, volume 173, issue C, pages 23-26, DOI: 10.1016/j.econlet.2018.09.005.
• Post, Thierry & Karabatı, Selçuk & Arvanitis, Stelios, 2018, "Portfolio optimization based on stochastic dominance and empirical likelihood," Journal of Econometrics, Elsevier, volume 206, issue 1, pages 167-186, DOI: 10.1016/j.jeconom.2018.01.011.
• Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier, 2018, "Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions," Journal of Econometrics, Elsevier, volume 207, issue 1, pages 71-91, DOI: 10.1016/j.jeconom.2018.05.004.
• Erragragui, Elias & Hassan, M. Kabir & Peillex, Jonathan & Khan, Abu Nahian Faisal, 2018, "Does ethics improve stock market resilience in times of instability?," Economic Systems, Elsevier, volume 42, issue 3, pages 450-469, DOI: 10.1016/j.ecosys.2017.09.003.
• Nofsinger, John R. & Patterson, Fernando M. & Shank, Corey A., 2018, "Decision-making, financial risk aversion, and behavioral biases: The role of testosterone and stress," Economics & Human Biology, Elsevier, volume 29, issue C, pages 1-16, DOI: 10.1016/j.ehb.2018.01.003.
• Borri, Nicola, 2018, "Local currency systemic risk," Emerging Markets Review, Elsevier, volume 34, issue C, pages 111-123, DOI: 10.1016/j.ememar.2017.11.003.
• Shahzad, Syed Jawad Hussain & Mensi, Walid & Hammoudeh, Shawkat & Rehman, Mobeen Ur & Al-Yahyaee, Khamis H., 2018, "Extreme dependence and risk spillovers between oil and Islamic stock markets," Emerging Markets Review, Elsevier, volume 34, issue C, pages 42-63, DOI: 10.1016/j.ememar.2017.10.003.
• Wen, Xiaoqian & Cheng, Hua, 2018, "Which is the safe haven for emerging stock markets, gold or the US dollar?," Emerging Markets Review, Elsevier, volume 35, issue C, pages 69-90, DOI: 10.1016/j.ememar.2017.12.006.
• Seif, Mostafa & Docherty, Paul & Shamsuddin, Abul, 2018, "Limits to arbitrage and the MAX anomaly in advanced emerging markets," Emerging Markets Review, Elsevier, volume 36, issue C, pages 95-109, DOI: 10.1016/j.ememar.2018.03.004.
• Stivers, Adam, 2018, "Equity premium predictions with many predictors: A risk-based explanation of the size and value factors," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 126-140, DOI: 10.1016/j.jempfin.2017.10.004.
• Wang, Yudong & Liu, Li & Ma, Feng & Diao, Xundi, 2018, "Momentum of return predictability," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 141-156, DOI: 10.1016/j.jempfin.2017.11.003.
• Muñoz, Fernando & Vicente, Ruth, 2018, "Hindsight effect: What are the actual cash flow timing skills of mutual fund investors?," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 181-193, DOI: 10.1016/j.jempfin.2017.11.004.
• Faria, Gonçalo & Verona, Fabio, 2018, "Forecasting stock market returns by summing the frequency-decomposed parts," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 228-242, DOI: 10.1016/j.jempfin.2017.11.009.
• Dzieliński, Michał & Rieger, Marc Oliver & Talpsepp, Tõnn, 2018, "Asymmetric attention and volatility asymmetry," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 59-67, DOI: 10.1016/j.jempfin.2017.09.010.
• Li, Yuming, 2018, "Investment and profitability versus value and momentum: The price of residual risk," Journal of Empirical Finance, Elsevier, volume 46, issue C, pages 1-10, DOI: 10.1016/j.jempfin.2017.12.001.
• Sander, Magnus, 2018, "Market timing over the business cycle," Journal of Empirical Finance, Elsevier, volume 46, issue C, pages 130-145, DOI: 10.1016/j.jempfin.2017.12.002.
• Che, Limei, 2018, "Investor types and stock return volatility," Journal of Empirical Finance, Elsevier, volume 47, issue C, pages 139-161, DOI: 10.1016/j.jempfin.2018.03.005.
• Bruno, Salvatore & Chincarini, Ludwig B. & Ohara, Frank, 2018, "Portfolio construction and crowding," Journal of Empirical Finance, Elsevier, volume 47, issue C, pages 190-206, DOI: 10.1016/j.jempfin.2018.02.003.
• Xiao, Xiao & Zhou, Chen, 2018, "The decomposition of jump risks in individual stock returns," Journal of Empirical Finance, Elsevier, volume 47, issue C, pages 207-228, DOI: 10.1016/j.jempfin.2018.04.002.
• Dark, Jonathan, 2018, "Multivariate models with long memory dependence in conditional correlation and volatility," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 162-180, DOI: 10.1016/j.jempfin.2018.06.011.
• Fletcher, Jonathan, 2018, "Bayesian tests of global factor models," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 279-289, DOI: 10.1016/j.jempfin.2018.07.006.
• Chen, Jia & Jiang, Jiajun & Liu, Yu-jane, 2018, "Financial literacy and gender difference in loan performance," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 307-320, DOI: 10.1016/j.jempfin.2018.06.004.
• Sherrill, D. Eli & Stark, Jeffrey R., 2018, "ETF liquidation determinants," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 357-373, DOI: 10.1016/j.jempfin.2018.07.007.
• Chan, Kalok & Yang, Jian & Zhou, Yinggang, 2018, "Conditional co-skewness and safe-haven currencies: A regime switching approach," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 58-80, DOI: 10.1016/j.jempfin.2018.06.001.
• Chen, Qinhua & Chi, Yeguang, 2018, "Smart beta, smart money," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 19-38, DOI: 10.1016/j.jempfin.2018.08.002.
• Ng, Alex & Zheng, Di, 2018, "Let's agree to disagree! On payoffs and green tastes in green energy investments," Energy Economics, Elsevier, volume 69, issue C, pages 155-169, DOI: 10.1016/j.eneco.2017.10.023.
• Chen, Siyuan & Zhang, Qi & Wang, Ge & Zhu, Lijing & Li, Yan, 2018, "Investment strategy for underground gas storage facilities based on real option model considering gas market reform in China," Energy Economics, Elsevier, volume 70, issue C, pages 132-142, DOI: 10.1016/j.eneco.2017.12.034.
• Bouri, Elie & Shahzad, Syed Jawad Hussain & Raza, Naveed & Roubaud, David, 2018, "Oil volatility and sovereign risk of BRICS," Energy Economics, Elsevier, volume 70, issue C, pages 258-269, DOI: 10.1016/j.eneco.2017.12.018.
• Zhang, Yaojie & Ma, Feng & Shi, Benshan & Huang, Dengshi, 2018, "Forecasting the prices of crude oil: An iterated combination approach," Energy Economics, Elsevier, volume 70, issue C, pages 472-483, DOI: 10.1016/j.eneco.2018.01.027.
• Oliveira, Sydnei Marssal de & Ribeiro, Celma de Oliveira & Cicogna, Maria Paula Vieira, 2018, "Uncertainty effects on production mix and on hedging decisions: The case of Brazilian ethanol and sugar," Energy Economics, Elsevier, volume 70, issue C, pages 516-524, DOI: 10.1016/j.eneco.2018.01.025.
• Sephton, Peter & Mann, Janelle, 2018, "Gold and crude oil prices after the great moderation," Energy Economics, Elsevier, volume 71, issue C, pages 273-281, DOI: 10.1016/j.eneco.2018.02.022.
• Uddin, Gazi Salah & Hernandez, Jose Areola & Shahzad, Syed Jawad Hussain & Hedström, Axel, 2018, "Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets," Energy Economics, Elsevier, volume 71, issue C, pages 35-46, DOI: 10.1016/j.eneco.2018.01.035.
• Tiwari, Aviral Kumar & Jena, Sangram Keshari & Mitra, Amarnath & Yoon, Seong-Min, 2018, "Impact of oil price risk on sectoral equity markets: Implications on portfolio management," Energy Economics, Elsevier, volume 72, issue C, pages 120-134, DOI: 10.1016/j.eneco.2018.03.031.
• López, Raquel, 2018, "The behaviour of energy-related volatility indices around scheduled news announcements: Implications for variance swap investments," Energy Economics, Elsevier, volume 72, issue C, pages 356-364, DOI: 10.1016/j.eneco.2018.04.040.
• Alexopoulos, Thomas A., 2018, "To trust or not to trust? A comparative study of conventional and clean energy exchange-traded funds," Energy Economics, Elsevier, volume 72, issue C, pages 97-107, DOI: 10.1016/j.eneco.2018.03.013.
• Ji, Qiang & Bouri, Elie & Roubaud, David & Shahzad, Syed Jawad Hussain, 2018, "Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model," Energy Economics, Elsevier, volume 75, issue C, pages 14-27, DOI: 10.1016/j.eneco.2018.08.015.
• Liu, Li & Wang, Yudong & Yang, Li, 2018, "Predictability of crude oil prices: An investor perspective," Energy Economics, Elsevier, volume 75, issue C, pages 193-205, DOI: 10.1016/j.eneco.2018.08.010.
• Martínez, Beatriz & Torró, Hipòlit, 2018, "Hedging spark spread risk with futures," Energy Policy, Elsevier, volume 113, issue C, pages 731-746, DOI: 10.1016/j.enpol.2017.11.038.
• Zhang, Guofu & Liu, Wei, 2018, "Analysis of the international propagation of contagion between oil and stock markets," Energy, Elsevier, volume 165, issue PA, pages 469-486, DOI: 10.1016/j.energy.2018.09.024.
• Wang, Jianshen & Taylor, Nick, 2018, "A comparison of static and dynamic portfolio policies," International Review of Financial Analysis, Elsevier, volume 55, issue C, pages 111-127, DOI: 10.1016/j.irfa.2017.09.007.
• Fletcher, Jonathan, 2018, "An empirical examination of the diversification benefits of U.K. international equity closed-end funds," International Review of Financial Analysis, Elsevier, volume 55, issue C, pages 23-34, DOI: 10.1016/j.irfa.2017.10.010.
• Tian, Shu & Wu, Eliza & Wu, Qiongbing, 2018, "Who exacerbates the extreme swings in the Chinese stock market?," International Review of Financial Analysis, Elsevier, volume 55, issue C, pages 50-59, DOI: 10.1016/j.irfa.2017.10.009.
• Ichev, Riste & Marinč, Matej, 2018, "Stock prices and geographic proximity of information: Evidence from the Ebola outbreak," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 153-166, DOI: 10.1016/j.irfa.2017.12.004.
• Healy, J.V. & Gregoriou, A. & Hudson, R., 2018, "Test of recent advances in extracting information from option prices," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 292-302, DOI: 10.1016/j.irfa.2017.09.011.
• Brooks, Chris & Sangiorgi, Ivan & Hillenbrand, Carola & Money, Kevin, 2018, "Why are older investors less willing to take financial risks?," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 52-72, DOI: 10.1016/j.irfa.2017.12.008.
• Hao, Ying & Chou, Robin K. & Ko, Kuan-Cheng & Yang, Nien-Tzu, 2018, "The 52-week high, momentum, and investor sentiment," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 167-183, DOI: 10.1016/j.irfa.2018.01.014.
• Brawn, Derek A. & Šević, Aleksandar, 2018, "“Firm size matters: Industry sector, firm age and volatility do too in determining which publicly-listed US firms pay a dividend”," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 132-152, DOI: 10.1016/j.irfa.2018.05.002.
• Kim, Byungoh & Suh, Sangwon, 2018, "Sentiment-based momentum strategy," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 52-68, DOI: 10.1016/j.irfa.2018.04.004.
• Casavecchia, Lorenzo & Hulley, Hardy, 2018, "Are mutual fund investors paying for noise?," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 8-23, DOI: 10.1016/j.irfa.2018.04.002.
• Klein, Tony & Pham Thu, Hien & Walther, Thomas, 2018, "Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance," International Review of Financial Analysis, Elsevier, volume 59, issue C, pages 105-116, DOI: 10.1016/j.irfa.2018.07.010.
• Chen, Zhongdong & Daves, Phillip R., 2018, "The January sentiment effect in the U.S. stock market," International Review of Financial Analysis, Elsevier, volume 59, issue C, pages 94-104, DOI: 10.1016/j.irfa.2018.07.008.
• Kwabi, Frank O. & Boateng, Agyenim & Adegbite, Emmanuel, 2018, "The impact of stringent insider trading laws and institutional quality on cost of capital," International Review of Financial Analysis, Elsevier, volume 60, issue C, pages 127-137, DOI: 10.1016/j.irfa.2018.07.011.
• Tawil, Dima, 2018, "Risk-adjusted performance of portfolio insurance and investors’ preferences," Finance Research Letters, Elsevier, volume 24, issue C, pages 10-18, DOI: 10.1016/j.frl.2017.05.004.
• Righi, Marcelo Brutti & Borenstein, Denis, 2018, "A simulation comparison of risk measures for portfolio optimization," Finance Research Letters, Elsevier, volume 24, issue C, pages 105-112, DOI: 10.1016/j.frl.2017.07.013.
• Won, Dong Chul, 2018, "One-fund separation in incomplete markets with two assets," Finance Research Letters, Elsevier, volume 24, issue C, pages 168-174, DOI: 10.1016/j.frl.2017.09.003.
• Bednarek, Ziemowit & Patel, Pratish, 2018, "Understanding the outperformance of the minimum variance portfolio," Finance Research Letters, Elsevier, volume 24, issue C, pages 175-178, DOI: 10.1016/j.frl.2017.09.005.
• Hodoshima, Jiro & Misawa, Tetsuya & Miyahara, Yoshio, 2018, "Comparison of utility indifference pricing and mean-variance approach under normal mixture," Finance Research Letters, Elsevier, volume 24, issue C, pages 221-229, DOI: 10.1016/j.frl.2017.09.008.
• Jena, Sangram Keshari & Tiwari, Aviral Kumar & Roubaud, David & Shahbaz, Muhammad, 2018, "Index futures volatility and trading activity: Measuring causality at a multiple horizon," Finance Research Letters, Elsevier, volume 24, issue C, pages 247-255, DOI: 10.1016/j.frl.2017.09.012.
• Sakemoto, Ryuta, 2018, "Do precious and industrial metals act as hedges and safe havens for currency portfolios?," Finance Research Letters, Elsevier, volume 24, issue C, pages 256-262, DOI: 10.1016/j.frl.2017.09.011.
• Auer, Benjamin R., 2018, "A note on Guo and Xiao's (2016) results on monotonic functions of the Sharpe ratio," Finance Research Letters, Elsevier, volume 24, issue C, pages 289-290, DOI: 10.1016/j.frl.2017.09.023.
• Lim, Byung Hwa & Lee, Ho-Seok & Shin, Yong Hyun, 2018, "The effects of pre-/post-retirement downside consumption constraints on optimal consumption, portfolio, and retirement," Finance Research Letters, Elsevier, volume 25, issue C, pages 213-221, DOI: 10.1016/j.frl.2017.10.029.
• Dey, Shubhasis & Sampath, Aravind, 2018, "Dynamic linkages between gold and equity prices: Evidence from Indian financial services and information technology companies," Finance Research Letters, Elsevier, volume 25, issue C, pages 41-46, DOI: 10.1016/j.frl.2017.10.002.
• Debata, Byomakesh & Dash, Saumya Ranjan & Mahakud, Jitendra, 2018, "Investor sentiment and emerging stock market liquidity," Finance Research Letters, Elsevier, volume 26, issue C, pages 15-31, DOI: 10.1016/j.frl.2017.11.006.
• Jacoby, Gady & Li, Shi & Wang, Yan, 2018, "Mean-variance theory with imprecise accounting information," Finance Research Letters, Elsevier, volume 26, issue C, pages 156-161, DOI: 10.1016/j.frl.2017.12.018.
• Kong, Dongmin & Liu, Shasha & Wang, Yanan, 2018, "Learning from outsiders: Do managers benefit from communication with market participants?," Finance Research Letters, Elsevier, volume 26, issue C, pages 192-197, DOI: 10.1016/j.frl.2018.01.007.
• Kaiser, Lars & Fleisch, Michael & Salcher, Lukas, 2018, "Bias and misrepresentation revisited: Perspective on major equity indices," Finance Research Letters, Elsevier, volume 26, issue C, pages 223-229, DOI: 10.1016/j.frl.2017.12.019.
• Csóka, Péter & Hevér, Judit, 2018, "Portfolio valuation under liquidity constraints with permanent price impact," Finance Research Letters, Elsevier, volume 26, issue C, pages 235-241, DOI: 10.1016/j.frl.2018.02.019.
• Eom, Yunsung, 2018, "The opposite disposition effect: Evidence from the Korean stock index futures market," Finance Research Letters, Elsevier, volume 26, issue C, pages 261-265, DOI: 10.1016/j.frl.2018.02.004.
• Gan, Christopher & Nartea, Gilbert V. & Wu, Ji (George), 2018, "Predictive ability of low-frequency volatility measures: Evidence from the Hong Kong stock markets," Finance Research Letters, Elsevier, volume 26, issue C, pages 40-46, DOI: 10.1016/j.frl.2017.11.007.
• Zhu, Zongyuan, 2018, "Safety promise, moral hazard and financial supervision: Evidence from peer-to-peer lending," Finance Research Letters, Elsevier, volume 27, issue C, pages 1-5, DOI: 10.1016/j.frl.2018.07.002.
• Xu, Hai-Chuan & Zhou, Wei-Xing, 2018, "A weekly sentiment index and the cross-section of stock returns," Finance Research Letters, Elsevier, volume 27, issue C, pages 135-139, DOI: 10.1016/j.frl.2018.02.009.
• Das, Debojyoti & Kumar, Surya Bhushan & Tiwari, Aviral Kumar & Shahbaz, Muhammad & Hasim, Haslifah M., 2018, "On the relationship of gold, crude oil, stocks with financial stress: A causality-in-quantiles approach," Finance Research Letters, Elsevier, volume 27, issue C, pages 169-174, DOI: 10.1016/j.frl.2018.02.030.
• Siikanen, Milla & Baltakys, Kęstutis & Kanniainen, Juho & Vatrapu, Ravi & Mukkamala, Raghava & Hussain, Abid, 2018, "Facebook drives behavior of passive households in stock markets," Finance Research Letters, Elsevier, volume 27, issue C, pages 208-213, DOI: 10.1016/j.frl.2018.03.020.
• Dai, Zhifeng & Wen, Fenghua, 2018, "Some improved sparse and stable portfolio optimization problems," Finance Research Letters, Elsevier, volume 27, issue C, pages 46-52, DOI: 10.1016/j.frl.2018.02.026.
• Uhl, Matthias W. & Rohner, Philippe, 2018, "The compensation portfolio," Finance Research Letters, Elsevier, volume 27, issue C, pages 60-64, DOI: 10.1016/j.frl.2018.02.023.
• Ms. Linda S. Goldberg & Signe Krogstrup, 2018, "International Capital Flow Pressures," IMF Working Papers, International Monetary Fund, number 2018/030, Feb.
• Andreas Fagereng & Luigi Guiso & Mr. Davide Malacrino & Luigi Pistaferri, 2018, "Heterogeneity and Persistence in Returns to Wealth," IMF Working Papers, International Monetary Fund, number 2018/171, Jul.
• Mr. Daniel Garcia-Macia, 2018, "Household Wealth and Resilience to Financial Shocks in Italy," IMF Working Papers, International Monetary Fund, number 2018/196, Aug.
• Raúl de Jesús Gutiérrez, 2018, "Predicción de las Razones de Cobertura Cruzada Optima en el Mercado del Petróleo Mexicano," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 13, issue 1, pages 53-76, Enero-Mar.
• Raúl Álvarez del Castillo Penna & José Antonio Núñez Mora & Leovardo Mata Mata, 2018, "Foreign Exchange Strategies Performance," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 13, issue 2, pages 195-245, Abril-Jun.
• Manuel Gebetsberger & Reto Stauffer & Georg J. Mayr & Achim Zeileis, 2018, "Skewed logistic distribution for statistical temperature post-processing in mountainous areas," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2018-06, Jun.
• Michael Kirchler & Florian Lindner & Utz Weitzel, 2018, "Delegated Investment Decisions and Rankings," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2018-07, Jul, revised Sep 2018.
• Christoph Huber & Jürgen Huber, 2018, "Scale matters: Risk perception, return expectations, and investment propensity under different scalings," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2018-15, Aug.
• Rene Schwaiger & Michael Kirchler & Florian Lindner & Utz Weitzel, 2018, "Determinants of investor expectations and satisfaction. A study with financial professionals," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2018-17, Oct.
• Margarida Abreu & Victor Mendes, 2018, "Do Individual Investors Trade Differently in Different Markets?," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2018/01, Jan.
• Margarida Abreu & Victor Mendes, 2018, "Do Individual Investors Trade Differently in Different Markets?," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/26, Feb.
• Hasan Hüseyin YILDIRIM & Bahadır İLDOKUZ, 2018, "Korumasız Faiz Parite Kuramı ve 2005-2014 Dönemi Portföy Yatırımlarını Türkiye’ye Çeken Finansal Faktörlerin Tespiti," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, volume 14, issue 29, pages 247-268, December, DOI: 10.26650/ekoist.2018.14.29.0003.
• Judit Ricz, 2018, "Brazilian Foreign Direct Investment in ECE - host country determinants," IWE Working Papers, Institute for World Economics - Centre for Economic and Regional Studies, number 246, Nov.
• Tamas Szigetvari, 2018, "Eastern Europe as investment location for Turkish OFDI," IWE Working Papers, Institute for World Economics - Centre for Economic and Regional Studies, number 247, Nov.
• Cardella, Eric & Kalenkoski, Charlene M. & Parent, Michael, 2018, "Less Is Not More: Information Presentation Complexity and 401(k) Planning Choices," IZA Discussion Papers, IZA Network @ LISER, number 11538, May.
• Chen, Xi, 2018, "Smog, Cognition and Real-World Decision Making," IZA Discussion Papers, IZA Network @ LISER, number 11921, Oct.
• Bertocchi, Graziella & Brunetti, Marianna & Zaiceva, Anzelika, 2018, "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," IZA Discussion Papers, IZA Network @ LISER, number 11979, Nov.
• Pramod Kumar Naik & Rangan Gupta & Puja Padhi, 2018, "The Relationship Between Stock Market Volatility And Trading Volume: Evidence From South Africa," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 1, pages 99-114, January-M.
• Wasim K. Al-Shattarat & Basiem K. Al-Shattarat, 2018, "Charateristics of Stocks That Frequentley Hit Price Limits Empirical Evidence from Japan," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 3, pages 97-108, July-Sept.
• Yi-Hao Lai & Yi-Chiuan Wang & Wei-Shih Chung, 2018, "Initial Jump and Recovering Jump in the S&P 500 Index Returns: A Jump-Recovering-Switching Approach," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 14, issue 1, pages 51-66, February.
• Andreas M. Fischer & Henrike Groeger & Philip Sauré & Pinar Yesin, 2018, "Current account adjustment and retained earnings," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 1809, Aug.
• Eva Sierminska & Karina Doorley, 2018, "To own or not to own? Household portfolios, demographics and institutions in a cross-national perspective," Journal of Income Distribution, Ad libros publications inc., volume 25, issue 1, pages 1-43, March.
• Eva Sierminska & Karina Doorley, 2018, "To own or not to own? Household portfolios, demographics and institutions in a cross-national perspective," Journal of Income Distribution, Ad libros publications inc., volume 26, issue 1, pages 1-43, March.
• Roberto Pinheiro, 2018, "Venture capital and underpricing: capacity constraints and early sales," Annals of Finance, Springer, volume 14, issue 1, pages 1-47, February, DOI: 10.1007/s10436-017-0311-2.
• Robert Jarrow, 2018, "Asset market equilibrium with liquidity risk," Annals of Finance, Springer, volume 14, issue 2, pages 253-288, May, DOI: 10.1007/s10436-017-0316-x.
• M. Ryan Haley, 2018, "A nonparametric quantity-of-quality approach to assessing financial asset return performance," Annals of Finance, Springer, volume 14, issue 3, pages 343-351, August, DOI: 10.1007/s10436-018-0319-2.
• Emilio Barucci & Gaetano Bua & Daniele Marazzina, 2018, "On relative performance, remuneration and risk taking of asset managers," Annals of Finance, Springer, volume 14, issue 4, pages 517-545, November, DOI: 10.1007/s10436-018-0324-5.
• Bart Taub, 2018, "Inconspicuousness and obfuscation: how large shareholders dynamically manipulate output and information for trading purposes," Annals of Finance, Springer, volume 14, issue 4, pages 429-464, November, DOI: 10.1007/s10436-018-0334-3.
• Thu A. T. Pham, 2018, "Industry Concentration, Firm Efficiency and Average Stock Returns: Evidence from Australia," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 25, issue 3, pages 221-247, September, DOI: 10.1007/s10690-018-9246-5.
• Dezie L. Warganegara, 2018, "The Effects of Firm-Level Investability Sizes on Foreign Ownership in Indonesian Public Firms," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 25, issue 4, pages 267-284, December, DOI: 10.1007/s10690-018-9248-3.
• Jun Nakayama & Daisuke Yokouchi, 2018, "Applying Time Series Decomposition to Construct Index-Tracking Portfolio," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 25, issue 4, pages 341-352, December, DOI: 10.1007/s10690-018-9252-7.
• Hung-Wen Lin & Mao-Wei Hung & Jing-Bo Huang, 2018, "Artificial Momentum, Native Contrarian, and Transparency in China," Computational Economics, Springer;Society for Computational Economics, volume 51, issue 2, pages 263-294, February, DOI: 10.1007/s10614-017-9699-z.
• Thorsten Hens & János Mayer, 2018, "Decision Theory Matters for Financial Advice," Computational Economics, Springer;Society for Computational Economics, volume 52, issue 1, pages 195-226, June, DOI: 10.1007/s10614-017-9668-6.
• C. E. Dangerfield & A. E. Whalley & N. Hanley & C. A. Gilligan, 2018, "What a Difference a Stochastic Process Makes: Epidemiological-Based Real Options Models of Optimal Treatment of Disease," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 70, issue 3, pages 691-711, July, DOI: 10.1007/s10640-017-0168-x.
• Ciril Bosch-Rosa & Thomas Meissner & Antoni Bosch-Domènech, 2018, "Cognitive bubbles," Experimental Economics, Springer;Economic Science Association, volume 21, issue 1, pages 132-153, March, DOI: 10.1007/s10683-017-9529-0.
• Christian Ehm & Christine Laudenbach & Martin Weber, 2018, "Focusing on volatility information instead of portfolio weights as an aid to investor decisions," Experimental Economics, Springer;Economic Science Association, volume 21, issue 2, pages 457-480, June, DOI: 10.1007/s10683-017-9537-0.
• Patrick Bielstein, 2018, "International asset allocation using the market implied cost of capital," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 1, pages 17-51, February, DOI: 10.1007/s11408-017-0302-3.
• Qiang Bu, 2018, "Long-term negative fund alpha: Is it caused by bad skill or bad luck?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 1, pages 1-16, February, DOI: 10.1007/s11408-017-0303-2.
• Snorre Lindset & Egil Matsen, 2018, "Institutional spending policies: implications for future asset values and spending," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 1, pages 53-76, February, DOI: 10.1007/s11408-018-0304-9.
• Clarence C. Y. Kwan, 2018, "What really happens if the positive definiteness requirement on the covariance matrix of returns is relaxed in efficient portfolio selection?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 1, pages 77-110, February, DOI: 10.1007/s11408-018-0306-7.
• Ibrahim Filiz & Thomas Nahmer & Markus Spiwoks & Kilian Bizer, 2018, "Portfolio diversification: the influence of herding, status-quo bias, and the gambler’s fallacy," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 2, pages 167-205, May, DOI: 10.1007/s11408-018-0311-x.
• Daniel Huerta-Sanchez & Diego Escobari, 2018, "Changes in sentiment on REIT industry excess returns and volatility," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 3, pages 239-274, August, DOI: 10.1007/s11408-018-0312-9.
• Beatrice D. Simo-Kengne & Kofi A. Ababio & Jules Mba & Ur Koumba, 2018, "Behavioral portfolio selection and optimization: an application to international stocks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 3, pages 311-328, August, DOI: 10.1007/s11408-018-0313-8.
• Hanen Ben Salah & Jan G. Gooijer & Ali Gannoun & Mathieu Ribatet, 2018, "Mean–variance and mean–semivariance portfolio selection: a multivariate nonparametric approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 4, pages 419-436, November, DOI: 10.1007/s11408-018-0317-4.
• Jules Clement Mba & Edson Pindza & Ur Koumba, 2018, "A differential evolution copula-based approach for a multi-period cryptocurrency portfolio optimization," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 4, pages 399-418, November, DOI: 10.1007/s11408-018-0320-9.
• Andrew W. Lo & H. Allen Orr & Ruixun Zhang, 2018, "The growth of relative wealth and the Kelly criterion," Journal of Bioeconomics, Springer, volume 20, issue 1, pages 49-67, April, DOI: 10.1007/s10818-017-9253-z.
• Francisco Camões & Sofia Vale, 2018, "Housing Valuation, Wealth Perception, and Homeowners’ Portfolio Composition," Journal of Family and Economic Issues, Springer, volume 39, issue 3, pages 494-508, September, DOI: 10.1007/s10834-018-9570-y.
• Giuseppe Ambrosini & Francesco Menoncin, 2018, "Optimal Portfolios with Credit Default Swaps," Journal of Financial Services Research, Springer;Western Finance Association, volume 54, issue 1, pages 81-109, August, DOI: 10.1007/s10693-016-0264-z.
• Matthew Cypher & S. McKay Price & Spenser Robinson & Michael J. Seiler, 2018, "Price Signals and Uncertainty in Commercial Real Estate Transactions," The Journal of Real Estate Finance and Economics, Springer, volume 57, issue 2, pages 246-263, August, DOI: 10.1007/s11146-017-9617-0.
• Yu-Sheng Lai, 2018, "Dynamic hedging with futures: a copula-based GARCH model with high-frequency data," Review of Derivatives Research, Springer, volume 21, issue 3, pages 307-329, October, DOI: 10.1007/s11147-018-9142-1.
• Jimmy E. Hilliard & Jitka Hilliard, 2018, "Rebalancing versus buy and hold: theory, simulation and empirical analysis," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 1, pages 1-32, January, DOI: 10.1007/s11156-017-0621-5.
• Wonnho Choi, 2018, "Consumption-based capital asset pricing models: issues and controversies," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 1, pages 181-205, January, DOI: 10.1007/s11156-017-0627-z.
• Junhuan Zhang & Peter McBurney & Katarzyna Musial, 2018, "Convergence of trading strategies in continuous double auction markets with boundedly-rational networked traders," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 1, pages 301-352, January, DOI: 10.1007/s11156-017-0631-3.
• Jullavut Kittiakarasakun & Lalatendu Misra & Sinan Yildirim, 2018, "An analysis of closed-end funds discounts viewed from a lack of redemption perspective," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 2, pages 415-440, February, DOI: 10.1007/s11156-017-0634-0.
• Michael Kinney & Harrison Liu, 2018, "Corporate responses to the repatriation incentives and domestic production activities deduction," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 2, pages 623-651, February, DOI: 10.1007/s11156-017-0640-2.
• Daniela Vesselinova Balkanska, 2018, "Disposition effect and analyst forecast dispersion," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 3, pages 837-859, April, DOI: 10.1007/s11156-017-0648-7.
• Jorida Papakroni, 2018, "The dispersion anomaly and analyst recommendations," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 3, pages 861-896, April, DOI: 10.1007/s11156-017-0649-6.
• Benjamin Mögel & Benjamin R. Auer, 2018, "How accurate are modern Value-at-Risk estimators derived from extreme value theory?," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 4, pages 979-1030, May, DOI: 10.1007/s11156-017-0652-y.
• Marius Popescu & Zhaojin Xu, 2018, "Leading the herd: evidence from mutual funds’ buy and sell decisions," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 4, pages 1131-1146, May, DOI: 10.1007/s11156-017-0656-7.
• Thomas Conlon & Brian M. Lucey & Gazi Salah Uddin, 2018, "Is gold a hedge against inflation? A wavelet time-scale perspective," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 2, pages 317-345, August, DOI: 10.1007/s11156-017-0672-7.
• Eero J. Pätäri & Timo H. Leivo & Janne Hulkkonen & J. V. Samuli Honkapuro, 2018, "Enhancement of value investing strategies based on financial statement variables: the German evidence," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 3, pages 813-845, October, DOI: 10.1007/s11156-017-0689-y.
• Evila Piva & Cristina Rossi-Lamastra, 2018, "Human capital signals and entrepreneurs’ success in equity crowdfunding," Small Business Economics, Springer, volume 51, issue 3, pages 667-686, October, DOI: 10.1007/s11187-017-9950-y.
• Hippolyte d’Albis & Emmanuel Thibault, 2018, "Ambiguous life expectancy and the demand for annuities," Theory and Decision, Springer, volume 85, issue 3, pages 303-319, October, DOI: 10.1007/s11238-018-9658-8.
• Satoshi Shimizutani & Hiroyuki Yamada, 2018, "Financial Literacy of Middle and Older Generations: Comparison of Japan and the United States," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2018-016, Sep.
• Shohei Okamoto & Kohei Komamura, 2018, "Ageing, gender and financial literacy in Japan," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2018-018, Nov.
• Fuzuli Aliyev & Aysel Soltanli, 2018, "Empirical test of Capital Asset Pricing Model on Selected Banking Shares from Borsa Istanbul," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 4, issue 1, pages 74-81, March.
• Desi Astuti & Paham Ginting & Isfenti Sadalia & Amlys Syahputra Silalahi, 2018, "The Influence of Financial Education and Promotion towards Risk Perception of Students as Investors at University Investment Gallery," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 4, issue 2, pages 51-60, June.
• Maurizio Daniele & Winfried Pohlmeier & Aygul Zagidullina, 2018, "Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2018-07, Oct.
• Csóka, Péter & Bihary, Zsolt & Kondor, Gábor, 2018, "A részvénytartás spektrális kockázata hosszú távon
  [On the spectral measure of risk in holding stocks in the long run]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 687-700, DOI: 10.18414/KSZ.2018.7-8.687.
• Bihary, Zsolt & Víg, Attila András, 2018, "Portfólióallokáció csődveszély esetén, korlátolt felelősség mellett
  [Portfolio allocation in case of failure risk in the presence of limited liability]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 711-725, DOI: 10.18414/KSZ.2018.7-8.711.
• Jeppe Druedahl & Alessandro Martinello, 2018, "Long-Run Saving Dynamics: Evidence from Unexpected Inheritances," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 17-02, Jan.
• Chiaki Hara & Toshiki Honda, 2018, "ImpliedAmbiguity:Mean-Variance Efficiency andPricingErrors," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1004, Oct.
• Chiaki Hara, 2018, "Equilibrium Prices of the Market Portfolio in the CAPM with Incomplete Financial Markets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1005, Oct.
• Cécile EDLINGER & Maxime MERLI & Antoine PARENT, 2018, "Financial Diversification before WW1 : A Risk/Return Analysis of Portfolio’s Advice of French Financial Analyst Alfred Neymarck," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2018-03.
• Sunanda Sen, 2018, "Investment Decisions under Uncertainty," Economics Working Paper Archive, Levy Economics Institute, number wp_918, Dec.
• Raheel Gohar & Syed Zulfiqar Ali Shah & Habib Ahmad, 2018, "Economic Integration and Stock Market Comovement: An Empirical Study Pairing Pakistan’s Stock Exchange with 21 other Markets," Journal of Reviews on Global Economics, Lifescience Global, volume 7, pages 28-36.
• Urbschat, Florian, 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," Discussion Papers in Economics, University of Munich, Department of Economics, number 56535, Jul.
• H.R.A. Chamini Thilanka & J.G. Sri Ranjith, 2018, "The Impact of Public Debt on Private Investment: Sri Lankan Experience," International Journal of Business and Social Research, LAR Center Press, volume 8, issue 8, pages 1-20, August.
• E. Babaei & I.V. Evstigneev & K.R. Schenk-Hoppé & M.V. Zhitlukhin, 2018, "Von Neumann-Gale Dynamics and Capital Growth in Financial Markets with Frictions," Economics Discussion Paper Series, Economics, The University of Manchester, number 1815.
• Carlos Manuel Pinheiro & Hugo Hilário Varela, 2018, "Do Exchange Traded Funds (ETFs) Outperform the Market? Evidence from the Portuguese Stock Index," GEE Papers, Direção-Geral da Economia – DGE (Directorate-General of the Economy), number 0109, Sep, revised Sep 2018.
• Gerasimos G. Rompotis, 2018, "Political Uncertainty and the Greek Stock Market over the Period 2011-2015," Capital Markets Review, Malaysian Finance Association, volume 26, issue 1, pages 1-18.
• Mohsen Jafarian & Fauzias Mat Nor & Izani Ibrahim, 2018, "The Relative Importance of Cash Flow News and Discount Rate News at Driving Stock Price Change," Capital Markets Review, Malaysian Finance Association, volume 26, issue 1, pages 56-72.
• Jasman Tuyon & Zamri Ahmad, 2018, "Behavioural Asset Pricing Determinants in a Factor and Style Investing Framework," Capital Markets Review, Malaysian Finance Association, volume 26, issue 2, pages 32-52.
• Pheng Bian Ong & Mohamed Hisham Hanifa & Mansor Mohd Isa, 2018, "Do Firm Size and Value Affect Shareholder Returns in Malaysia?," Capital Markets Review, Malaysian Finance Association, volume 26, issue 2, pages 53-69.
• Roman Mestre & Michel Terraza, 2018, "Time-Frequency Analysis of capm: Application to the cac 40," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 16, issue 2 (Summer, pages 141-157, DOI: 10.26493/1854-6935.16.141-157.
• Michael Stimmelmayr, 2018, "Investors' Portfolio Choice and Tax Reforms: The 2008 German Corporate Tax Reform Reconsidered," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, volume 74, issue 3, pages 376-413, September, DOI: 10.1628/fa-2018-0012.
• Maryam, Ahmadi & Matteo, Manera & Mehdi, Sadeghzadeh, 2018, "Investment-Uncertainty Relationship in the Oil and Gas Industry," Working Papers, University of Milano-Bicocca, Department of Economics, number 379, Apr, revised 10 Apr 2018.
• Seyedehzahra NEMATOLLAHI & Giancarlo MANZI, 2018, "Portfolio Management Using Prospect Theory: Comparing Genetic Algorithms and Particle Swarm Optimization," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2018-03, Mar.
• Gabriella CHIESA & José Manuel MANSILLA-FERNÁNDEZ, 2018, "Non-Performing Loans, Cost of Capital, and Lending Supply: Lessons from the Eurozone Banking Crisis," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2018-05, Jun.
• Gabriella CHIESA & José Manuel MANSILLA-FERNÁNDEZ, 2018, "Disentangling the Transmission Channel NPLs-Cost of Capital-Lending Supply," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2018-06, Jul.
• Gábor Kutasi & László György & Krisztina Szabó, 2018, "Behavioural Factors in the Hungarian Retail Government Bond Market," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 17, issue 1, pages 110-136.
• Graziella Bertocchi & Marianna Brunetti & Anzelika Zaiceva, 2018, "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0138, Nov.
• Graziella Bertocchi & Marianna Brunetti & Anzelika Zaiceva, 2018, "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 137, Nov.
• Maria Cristina Rossi & Dario Sansone & Costanza Torricelli & Arthur van Soest, 2018, "Household Preferences for Socially Responsible Investments," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0066, Feb.
• Francesco Pattarin, 2018, "Spending Policies of Italian Banking Foundations," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0071, Nov.
• Giuseppe Marotta, 2018, "Why choosing dominated personal pension plans: sales force and financial literacy effects," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0072, Jul.
• Graziella Bertocchi & Marianna Brunetti & Anzelika Zaiceva, 2018, "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0073, Nov.
• Michael Kirchler & Florian Lindner & Utz Weitzel, 2018, "Delegated Decision Making and Social Competition in the Finance Industry," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2018_08, Jul.
• Andrea Cardillo & Massimo Coletta, 2018, "Household Investments through Italian Asset Management Products," Politica economica, Società editrice il Mulino, issue 2, pages 165-194.
• Carlos Jorge Lenczewski Martins, 2018, "Toxic liquidity – is it here to stay?," Bank i Kredyt, Narodowy Bank Polski, volume 49, issue 1, pages 1-16.
• Arkadiusz Semczak, 2018, "Morfologia cyklu indeksu WIG oraz jego współzależność z cyklem sfery realnej gospodarki w Polsce," Bank i Kredyt, Narodowy Bank Polski, volume 49, issue 6, pages 557-594.
• Marcin Kolasa, 2018, "Equilibrium foreign currency mortgages," NBP Working Papers, Narodowy Bank Polski, number 293.
• Vanya Horneff & Raimond Maurer & Olivia S. Mitchell, 2018, "How Will Persistent Low Expected Returns Shape Household Economic Behavior?," NBER Chapters, National Bureau of Economic Research, Inc, "Incentives and Limitations of Employment Policies on Retirement Transitions".
• Scott R. Baker & Lorenz Kueng & Leslie McGranahan & Brian T. Melzer, 2018, "Do Household Finances Constrain Unconventional Fiscal Policy?," NBER Chapters, National Bureau of Economic Research, Inc, "Tax Policy and the Economy, Volume 33".
• Pierre Collin-Dufresne & Kent D. Daniel & Mehmet Saǧlam, 2018, "Liquidity Regimes and Optimal Dynamic Asset Allocation," NBER Working Papers, National Bureau of Economic Research, Inc, number 24222, Jan.
• Söhnke M. Bartram & Gregory W. Brown & René M. Stulz, 2018, "Why has Idiosyncratic Risk been Historically Low in Recent Years?," NBER Working Papers, National Bureau of Economic Research, Inc, number 24270, Jan.
• Bing Han & David Hirshleifer & Johan Walden, 2018, "Social Transmission Bias and Investor Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 24281, Feb.
• Linda S. Goldberg & Signe Krogstrup, 2018, "International Capital Flow Pressures," NBER Working Papers, National Bureau of Economic Research, Inc, number 24286, Feb.
• Vanya Horneff & Raimond Maurer & Olivia S. Mitchell, 2018, "How Persistent Low Expected Returns Alter Optimal Life Cycle Saving, Investment, and Retirement Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 24311, Feb.
• Grace Xing Hu & Jun Pan & Jiang Wang, 2018, "Chinese Capital Market: An Empirical Overview," NBER Working Papers, National Bureau of Economic Research, Inc, number 24346, Feb.
• Charles W. Calomiris & Elliot S.M. Oh, 2018, "Who Owned Citibank? Familiarity Bias and Business Network Influences on Stock Purchases, 1925-1929," NBER Working Papers, National Bureau of Economic Research, Inc, number 24431, Mar.
• Jessica A. Wachter & Yicheng Zhu, 2018, "The Macroeconomic Announcement Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 24432, Mar.
• Charles W. Calomiris & Mauricio Larrain & Sergio L. Schmukler, 2018, "Capital Inflows, Equity Issuance Activity, and Corporate Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 24433, Mar.