Research classified by Journal of Economic Literature (JEL) codes

2018

• Bryan Kelly & Seth Pruitt & Yinan Su, 2018, "Characteristics Are Covariances: A Unified Model of Risk and Return," NBER Working Papers, National Bureau of Economic Research, Inc, number 24540, Apr.
• Daniel Barth & Nicholas W. Papageorge & Kevin Thom, 2018, "Genetic Endowments and Wealth Inequality," NBER Working Papers, National Bureau of Economic Research, Inc, number 24642, May.
• Luis M. Viceira & Zixuan (Kevin) Wang, 2018, "Global Portfolio Diversification for Long-Horizon Investors," NBER Working Papers, National Bureau of Economic Research, Inc, number 24646, May.
• Ulrike Malmendier & Demian Pouzo & Victoria Vanasco, 2018, "Investor Experiences and Financial Market Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 24697, Jun.
• Miles S. Kimball & Matthew D. Shapiro & Tyler Shumway & Jing Zhang, 2018, "Portfolio Rebalancing in General Equilibrium," NBER Working Papers, National Bureau of Economic Research, Inc, number 24722, Jun.
• Nicholas C. Barberis, 2018, "Psychology-based Models of Asset Prices and Trading Volume," NBER Working Papers, National Bureau of Economic Research, Inc, number 24723, Jun.
• John D. Burger & Francis E. Warnock & Veronica Cacdac Warnock, 2018, "Benchmarking Portfolio Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 24761, Jun.
• Marcin Kacperczyk & Savitar Sundaresan & Tianyu Wang, 2018, "Do Foreign Investors Improve Market Efficiency?," NBER Working Papers, National Bureau of Economic Research, Inc, number 24765, Jun.
• Huaizhi Chen & Lauren Cohen & Umit Gurun & Dong Lou & Christopher Malloy, 2018, "IQ from IP: Simplifying Search in Portfolio Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 24801, Jul.
• John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2018, "Behavioral Household Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 24854, Jul.
• John Y. Campbell & Tarun Ramadorai & Benjamin Ranish, 2018, "Do the Rich Get Richer in the Stock Market? Evidence from India," NBER Working Papers, National Bureau of Economic Research, Inc, number 24898, Aug.
• Lubos Pastor & Pietro Veronesi, 2018, "Inequality Aversion, Populism, and the Backlash Against Globalization," NBER Working Papers, National Bureau of Economic Research, Inc, number 24900, Aug.
• Stephen G. Dimmock & Roy Kouwenberg & Olivia S. Mitchell & Kim Peijnenburg, 2018, "Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field," NBER Working Papers, National Bureau of Economic Research, Inc, number 24928, Aug.
• Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2018, "Frictional Intermediation in Over-the-counter Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 24956, Aug.
• James J. Choi & Adriana Z. Robertson, 2018, "What Matters to Individual Investors? Evidence from the Horse’s Mouth," NBER Working Papers, National Bureau of Economic Research, Inc, number 25019, Sep.
• Jiangze Bian & Zhiguo He & Kelly Shue & Hao Zhou, 2018, "Leverage-Induced Fire Sales and Stock Market Crashes," NBER Working Papers, National Bureau of Economic Research, Inc, number 25040, Sep.
• Aleksandar Andonov & Roman Kräussl & Joshua Rauh, 2018, "The Subsidy to Infrastructure as an Asset Class," NBER Working Papers, National Bureau of Economic Research, Inc, number 25045, Sep.
• Nikolai Roussanov & Hongxun Ruan & Yanhao Wei, 2018, "Marketing Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 25056, Sep.
• Anders Anderson & David T. Robinson, 2018, "Who Feels the Nudge? Knowledge, Self-Awareness and Retirement Savings Decisions," NBER Working Papers, National Bureau of Economic Research, Inc, number 25061, Sep.
• Scott R. Baker & Lorenz Kueng & Steffen Meyer & Michaela Pagel, 2018, "Measurement Error in Imputed Consumption," NBER Working Papers, National Bureau of Economic Research, Inc, number 25078, Sep.
• Sergey Chernenko & Adi Sunderam, 2018, "Do Fire Sales Create Externalities?," NBER Working Papers, National Bureau of Economic Research, Inc, number 25104, Sep.
• Maarten Meeuwis & Jonathan A. Parker & Antoinette Schoar & Duncan I. Simester, 2018, "Belief Disagreement and Portfolio Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 25108, Sep.
• Vanya Horneff & Raimond Maurer & Olivia S. Mitchell, 2018, "How Will Persistent Low Expected Returns Shape Household Economic Behavior?," NBER Working Papers, National Bureau of Economic Research, Inc, number 25133, Oct.
• Usman Ali & David Hirshleifer, 2018, "Shared Analyst Coverage: Unifying Momentum Spillover Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 25201, Oct.
• Brian Boyer & Taylor D. Nadauld & Keith P. Vorkink & Michael S. Weisbach, 2018, "Private Equity Indices Based on Secondary Market Transactions," NBER Working Papers, National Bureau of Economic Research, Inc, number 25207, Nov.
• Scott R. Baker & Lorenz Kueng & Leslie McGranahan & Brian T. Melzer, 2018, "Do Household Finances Constrain Unconventional Fiscal Policy?," NBER Working Papers, National Bureau of Economic Research, Inc, number 25212, Nov.
• John Ameriks & Gábor Kézdi & Minjoon Lee & Matthew D. Shapiro, 2018, "Heterogeneity in Expectations, Risk Tolerance, and Household Stock Shares: The Attenuation Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 25269, Nov.
• Sandeep Dahiya & David Yermack, 2018, "Investment Returns and Distribution Policies of Non-Profit Endowment Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 25323, Dec.
• Itzhak Ben-David & Elyas Fermand & Camelia M. Kuhnen & Geng Li, 2018, "Expectations Uncertainty and Household Economic Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 25336, Dec.
• Kent Daniel & Lorenzo Garlappi & Kairong Xiao, 2018, "Monetary Policy and Reaching for Income," NBER Working Papers, National Bureau of Economic Research, Inc, number 25344, Dec.
• Martin Lettau & Sydney C. Ludvigson & Paulo Manoel, 2018, "Characteristics of Mutual Fund Portfolios: Where Are the Value Funds?," NBER Working Papers, National Bureau of Economic Research, Inc, number 25381, Dec.
• Shihao Gu & Bryan Kelly & Dacheng Xiu, 2018, "Empirical Asset Pricing via Machine Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 25398, Dec.
• Cederburg, Scott & O’Doherty, Michael S. & Savin, N. E. & Tiwari, Ashish, 2018, "Conditional Benchmarks and Predictors of Mutual Fund Performance," Critical Finance Review, now publishers, volume 7, issue 2, pages 331-372, December, DOI: 10.1561/104.00000062.
• Adams, John & Hayunga, Darren & Mansi, Sattar, 2018, "Conditional Diseconomies of Scale in the Actively-Managed Mutual Fund Industry: What Do the Outliers in the Data Tell Us?," Critical Finance Review, now publishers, volume 7, issue 2, pages 273-329, December, DOI: 10.1561/104.00000063.
• Hong, Harrison & Jiang, Wenxi, 2018, "Diseconomies of Scale in the Actively-Managed Mutual Fund Industry: Fund Industry: What Do the Outliers in the Data Tell Us?: A Response," Critical Finance Review, now publishers, volume 7, issue 2, pages 373-377, December, DOI: 10.1561/104.00000066.
• Iliya Ploshtakov, 2018, "The Role of the Alternative Investments in the Management of Wealth," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 131-142, February.
• Bozhidar Nedev, 2018, "Short-term Predictability on the International Capital Markets – Momentum Effect," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 121-135, April.
• Michele Bisceglia & Paola Zola, 2018, "Dollar-Cost Averaging with Yearly and Biyearly Installments," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, volume 7, issue 1, pages 1-14, February.
• Mihir Dash, 2018, "Modelling the Efficient Frontier: An Empirical Study in the Indian Stock Market," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, volume 7, issue 2, pages 83-94, May.
• Jianhua Ding & Turen Guo & Bin Guo, 2018, "Fat Tails, Value at Risk, and the Palladium Returns," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, volume 7, issue 2, pages 95-103, May.
• Tibor Hanappi, 2018, "Loss carryover provisions: Measuring effects on tax symmetry and automatic stabilisation," OECD Taxation Working Papers, OECD Publishing, number 35, Feb, DOI: 10.1787/bfbcd0db-en.
• Luisa Dressler & Tibor Hanappi & Kurt van Dender, 2018, "Unintended technology-bias in corporate income taxation: The case of electricity generation in the low-carbon transition," OECD Taxation Working Papers, OECD Publishing, number 37, Jul, DOI: 10.1787/9f4a34ff-en.
• Pedro Cruz & Fatos Koc, 2018, "The liquidity buffer practices of public debt managers in OECD countries," OECD Working Papers on Sovereign Borrowing and Public Debt Management, OECD Publishing, number 9, Nov, DOI: 10.1787/3b468966-en.
• Elisabeth Beckmann & Sarah Reiter & Helmut Stix, 2018, "A geographic perspective on banking in Central, Eastern and Southeastern Europe," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1-18, pages 26-47.
• Thomas Scheiber & Julia Wörz, 2018, "How are reduced interest rate differentials affecting euroization in Southeastern Europe? Evidence from the OeNB Euro Survey," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1-18, pages 48-60.
• Helmut Elsinger & Pirmin Fessler & Judith Feyrer & Konrad Richter & Maria Antoinette Silgoner & Andreas Timel, 2018, "Digitalization in financial services and household finance: fintech, financial literacy and financial stability," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 35, pages 50-58.
• Aleksandra Pieloch-Babiarz & Tomasz Sosnowski, 2018, "TIMING OF DIVIDEND INITIATIONS OF POLISH IPOs. DOES THE ORIGINAL SHAREHOLDERS STRUCTURE MATTER?," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 204-213, July.
• Iulian-Cornel Lolea1 & Ioan-Radu Petrariu, 2018, "Contagion And Integration Of Capital Markets In The Cee Countries," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 492-504, July.
• Laurențiu Droj & Ioan Gheorghe Tara, 2018, "Early Warning Indicators - Evolution For The Medical Companies Registered At Bse," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 102-108, December.
• Laurențiu Droj, 2018, "Considerations Regarding The Evolution Of The Liquidity And Solvency Indicators Of The Most Important Romanian Production Companies In The Period 2014-2017," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 94-101, December.
• Takayuki Ogawa & Jun Sakamoto, 2018, "Welfare Implications of Mitigating Investment Uncertainty," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 18-33, Dec.
• Takayuki Ogawa & Jun Sakamoto, 2018, "Welfare Implications of Mitigating Investment Uncertainty," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 18-33-Rev., Dec, revised Dec 2018.
• Katarína Lučivjanská, 2018, "Is Imperfection Better? Evidence from Predicting Stock and Bond Returns," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 2, pages 244-270.
• Oana Peia & Radu Vranceanu, 2018, "The cost of capital in a model of financial intermediation with coordination frictions," Oxford Economic Papers, Oxford University Press, volume 70, issue 1, pages 266-285.
• Lorenz Kueng, 2018, "Excess Sensitivity of High-Income Consumers," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 133, issue 4, pages 1693-1751.
• Andreas Fagereng & Luigi Guiso & Luigi Pistaferri, 2018, "Portfolio Choices, Firm Shocks, and Uninsurable Wage Risk," The Review of Economic Studies, Review of Economic Studies Ltd, volume 85, issue 1, pages 437-474.
• Paul Ehling & Alessandro Graniero & Christian Heyerdahl-Larsen, 2018, "Asset Prices and Portfolio Choice with Learning from Experience," The Review of Economic Studies, Review of Economic Studies Ltd, volume 85, issue 3, pages 1752-1780.
• Santosh Anagol & Vimal Balasubramaniam & Tarun Ramadorai, 2018, "Endowment Effects in the Field: Evidence from India’s IPO Lotteries," The Review of Economic Studies, Review of Economic Studies Ltd, volume 85, issue 4, pages 1971-2004.
• Deniz Anginer & Çelim Yıldızhan, 2018, "Is There a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross-section of Equity Returns
  [The risk-adjusted cost of financial distress]," Review of Finance, European Finance Association, volume 22, issue 2, pages 633-660.
• Danling Jiang & Sonya S Lim, 2018, "Trust and Household Debt
  [Consumer bankruptcy and default: the role of individual social capital]," Review of Finance, European Finance Association, volume 22, issue 2, pages 783-812.
• Sandra E Black & Paul J Devereux & Petter Lundborg & Kaveh Majlesi, 2018, "Learning to Take Risks? The Effect of Education on Risk-Taking in Financial Markets," Review of Finance, European Finance Association, volume 22, issue 3, pages 951-975.
• Patrice Fontaine & Sonia Jimenez-Garcès & Mark S Seasholes, 2018, "Common Factors, Information, and Holdings Dispersion," Review of Finance, European Finance Association, volume 22, issue 4, pages 1441-1467.
• Itzhak Ben-David & Justin Birru & Viktor Prokopenya, 2018, "Uninformative Feedback and Risk Taking: Evidence from Retail Forex Trading
  [Two methods of reducing overconfidence]," Review of Finance, European Finance Association, volume 22, issue 6, pages 2009-2036.
• Tomas Williams, 2018, "Capital Inflows, Sovereign Debt and Bank Lending: Micro-Evidence from an Emerging Market," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 12, pages 4958-4994.
• Markus Ibert & Ron Kaniel & Stijn Van Nieuwerburgh & Roine Vestman, 2018, "Are Mutual Fund Managers Paid for Investment Skill?," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 2, pages 715-772.
• Elaut, Gert & Frömmel, Michael & Lampaert, Kevin, 2018, "Intraday momentum in FX markets: Disentangling informed trading from liquidity provision," Journal of Financial Markets, Elsevier, volume 37, issue C, pages 35-51, DOI: 10.1016/j.finmar.2016.09.002.
• Krishnamurthy, Srinivasan & Pelletier, Denis & Warr, Richard S., 2018, "Inflation and equity mutual fund flows," Journal of Financial Markets, Elsevier, volume 37, issue C, pages 52-69, DOI: 10.1016/j.finmar.2017.12.001.
• Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2018, "Politics and liquidity," Journal of Financial Markets, Elsevier, volume 38, issue C, pages 1-13, DOI: 10.1016/j.finmar.2017.07.004.
• Lin, Qi, 2018, "Technical analysis and stock return predictability: An aligned approach," Journal of Financial Markets, Elsevier, volume 38, issue C, pages 103-123, DOI: 10.1016/j.finmar.2017.09.003.
• Kim, Soonho & Na, Haejung, 2018, "Higher-moment liquidity risks and the cross-section of stock returns," Journal of Financial Markets, Elsevier, volume 38, issue C, pages 39-59, DOI: 10.1016/j.finmar.2017.10.001.
• Baltas, Nick & Karyampas, Dimitrios, 2018, "Forecasting the equity risk premium: The importance of regime-dependent evaluation," Journal of Financial Markets, Elsevier, volume 38, issue C, pages 83-102, DOI: 10.1016/j.finmar.2017.11.002.
• Hauser, Shmuel & Kedar-Levy, Haim, 2018, "Liquidity might come at cost: The role of heterogeneous preferences," Journal of Financial Markets, Elsevier, volume 39, issue C, pages 1-23, DOI: 10.1016/j.finmar.2018.03.001.
• Merkle, Christoph, 2018, "The curious case of negative volatility," Journal of Financial Markets, Elsevier, volume 40, issue C, pages 92-108, DOI: 10.1016/j.finmar.2017.11.001.
• Blau, Benjamin M. & Griffith, Todd G. & Whitby, Ryan J., 2018, "The maximum bid-ask spread," Journal of Financial Markets, Elsevier, volume 41, issue C, pages 1-16, DOI: 10.1016/j.finmar.2018.09.003.
• Hung, Weifeng & Yang, J. Jimmy, 2018, "The MAX effect: Lottery stocks with price limits and limits to arbitrage," Journal of Financial Markets, Elsevier, volume 41, issue C, pages 77-91, DOI: 10.1016/j.finmar.2018.07.003.
• Nguyen, Hung T. & Truong, Cameron, 2018, "When are extreme daily returns not lottery? At earnings announcements!," Journal of Financial Markets, Elsevier, volume 41, issue C, pages 92-116, DOI: 10.1016/j.finmar.2018.05.001.
• Ahnert, Toni & Georg, Co-Pierre, 2018, "Information contagion and systemic risk," Journal of Financial Stability, Elsevier, volume 35, issue C, pages 159-171, DOI: 10.1016/j.jfs.2017.05.009.
• Li, Qian & Wang, Jiamin & Bao, Liang, 2018, "Do institutions trade ahead of false news? Evidence from an emerging market," Journal of Financial Stability, Elsevier, volume 36, issue C, pages 98-113, DOI: 10.1016/j.jfs.2018.02.001.
• Torna, Gökhan, 2018, "The impact of expanded bank powers on loan portfolio decisions," Journal of Financial Stability, Elsevier, volume 38, issue C, pages 1-17, DOI: 10.1016/j.jfs.2018.07.002.
• Lagziel, David & Lehrer, Ehud, 2018, "Reward schemes," Games and Economic Behavior, Elsevier, volume 107, issue C, pages 21-40, DOI: 10.1016/j.geb.2017.10.019.
• Richards, Daniel W. & Willows, Gizelle D., 2018, "Who trades profusely? The characteristics of individual investors who trade frequently," Global Finance Journal, Elsevier, volume 35, issue C, pages 1-11, DOI: 10.1016/j.gfj.2017.03.006.
• da Silva, Raphael Braga & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & da Motta, Luiz Felipe Jacques, 2018, "R&D investment and risk in Brazil," Global Finance Journal, Elsevier, volume 35, issue C, pages 106-114, DOI: 10.1016/j.gfj.2017.08.003.
• Zhang, Hanxiong & Auer, Benjamin R. & Vortelinos, Dimitrios I., 2018, "Performance ranking (dis)similarities in commodity markets," Global Finance Journal, Elsevier, volume 35, issue C, pages 115-137, DOI: 10.1016/j.gfj.2017.09.001.
• Kim, Woohwan & Kim, Young Min & Kim, Tae-Hwan & Bang, Seungbeom, 2018, "Multi-dimensional portfolio risk and its diversification: A note," Global Finance Journal, Elsevier, volume 35, issue C, pages 147-156, DOI: 10.1016/j.gfj.2017.10.001.
• Degiannakis, Stavros, 2018, "Multiple days ahead realized volatility forecasting: Single, combined and average forecasts," Global Finance Journal, Elsevier, volume 36, issue C, pages 41-61, DOI: 10.1016/j.gfj.2017.12.002.
• Yeung, Wing Him & Lento, Camillo, 2018, "Ownership structure, audit quality, board structure, and stock price crash risk: Evidence from China," Global Finance Journal, Elsevier, volume 37, issue C, pages 1-24, DOI: 10.1016/j.gfj.2018.04.002.
• Alderighi, Stefano, 2018, "The determinants of retail trading activity in emerging markets: A cross-market analysis," Global Finance Journal, Elsevier, volume 37, issue C, pages 152-167, DOI: 10.1016/j.gfj.2018.05.001.
• Swaray, Raymond & Salisu, Afees A., 2018, "A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus," Global Finance Journal, Elsevier, volume 37, issue C, pages 199-218, DOI: 10.1016/j.gfj.2018.05.007.
• Jafarinejad, Mohammad & Ngo, Thanh & Escobari, Diego, 2018, "Disentangling the impacts of industrial and global diversification on firm risk," Global Finance Journal, Elsevier, volume 37, issue C, pages 39-56, DOI: 10.1016/j.gfj.2018.04.006.
• Henriques, Irene & Sadorsky, Perry, 2018, "Investor implications of divesting from fossil fuels," Global Finance Journal, Elsevier, volume 38, issue C, pages 30-44, DOI: 10.1016/j.gfj.2017.10.004.
• Hill, Brian & Michalski, Tomasz, 2018, "Risk versus ambiguity and international security design," Journal of International Economics, Elsevier, volume 113, issue C, pages 74-105, DOI: 10.1016/j.jinteco.2018.03.003.
• Li, Danping & Shen, Yang & Zeng, Yan, 2018, "Dynamic derivative-based investment strategy for mean–variance asset–liability management with stochastic volatility," Insurance: Mathematics and Economics, Elsevier, volume 78, issue C, pages 72-86, DOI: 10.1016/j.insmatheco.2017.11.006.
• Tang, Mei-Ling & Chen, Son-Nan & Lai, Gene C. & Wu, Ting-Pin, 2018, "Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee," Insurance: Mathematics and Economics, Elsevier, volume 78, issue C, pages 87-104, DOI: 10.1016/j.insmatheco.2017.11.004.
• Chen, An & Nguyen, Thai & Stadje, Mitja, 2018, "Optimal investment under VaR-Regulation and Minimum Insurance," Insurance: Mathematics and Economics, Elsevier, volume 79, issue C, pages 194-209, DOI: 10.1016/j.insmatheco.2018.01.008.
• Liang, Xiaoqing & Young, Virginia R., 2018, "Minimizing the probability of ruin: Optimal per-loss reinsurance," Insurance: Mathematics and Economics, Elsevier, volume 82, issue C, pages 181-190, DOI: 10.1016/j.insmatheco.2018.07.005.
• Josa-Fombellida, Ricardo & López-Casado, Paula & Rincón-Zapatero, Juan Pablo, 2018, "Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance," Insurance: Mathematics and Economics, Elsevier, volume 82, issue C, pages 73-86, DOI: 10.1016/j.insmatheco.2018.06.011.
• Guan, Guohui & Liang, Zongxia & Feng, Jian, 2018, "Time-consistent proportional reinsurance and investment strategies under ambiguous environment," Insurance: Mathematics and Economics, Elsevier, volume 83, issue C, pages 122-133, DOI: 10.1016/j.insmatheco.2018.09.007.
• López-Díaz, María Concepción & López-Díaz, Miguel & Martínez-Fernández, Sergio, 2018, "A stochastic order for the analysis of investments affected by the time value of money," Insurance: Mathematics and Economics, Elsevier, volume 83, issue C, pages 75-82, DOI: 10.1016/j.insmatheco.2018.08.001.
• Van Staden, Pieter M. & Dang, Duy-Minh & Forsyth, Peter A., 2018, "Time-consistent mean–variance portfolio optimization: A numerical impulse control approach," Insurance: Mathematics and Economics, Elsevier, volume 83, issue C, pages 9-28, DOI: 10.1016/j.insmatheco.2018.08.003.
• Sampid, Marius Galabe & Hasim, Haslifah M., 2018, "Estimating value-at-risk using a multivariate copula-based volatility model: Evidence from European banks," International Economics, Elsevier, volume 156, issue C, pages 175-192, DOI: 10.1016/j.inteco.2018.03.001.
• Ishigami, Shohei & Takeda, Fumiko, 2018, "Market reactions to stock rating and target price changes in analyst reports: Evidence from Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 52, issue C, pages 134-151, DOI: 10.1016/j.intfin.2017.09.014.
• Koepke, Robin, 2018, "Fed policy expectations and portfolio flows to emerging markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 55, issue C, pages 170-194, DOI: 10.1016/j.intfin.2018.03.003.
• Alkan, Ulas & Guner, Biliana, 2018, "Preferences for lottery stocks at Borsa Istanbul," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 55, issue C, pages 211-223, DOI: 10.1016/j.intfin.2018.02.015.
• Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2018, "Do liquidity proxies measure liquidity accurately in ETFs?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 55, issue C, pages 94-111, DOI: 10.1016/j.intfin.2018.02.011.
• Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Bekiros, Stelios & Shahbaz, Muhammad & Kayani, Ghulam Mujtaba, 2018, "A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 56, issue C, pages 104-127, DOI: 10.1016/j.intfin.2018.02.013.
• Junttila, Juha & Pesonen, Juho & Raatikainen, Juhani, 2018, "Commodity market based hedging against stock market risk in times of financial crisis: The case of crude oil and gold," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 56, issue C, pages 255-280, DOI: 10.1016/j.intfin.2018.01.002.
• Azad, A.S.M.S. & Azmat, Saad & Chazi, Abdelaziz & Ahsan, Amirul, 2018, "Sailing with the non-conventional stocks when there is no place to hide," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 57, issue C, pages 1-16, DOI: 10.1016/j.intfin.2018.04.001.
• Gopalakrishnan, Balagopal & Mohapatra, Sanket, 2018, "Turning over a golden leaf? Global liquidity and emerging market central banks’ demand for gold after the financial crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 57, issue C, pages 94-109, DOI: 10.1016/j.intfin.2018.07.002.
• Li, Keming, 2018, "Innovation externalities and the customer/supplier link," Journal of Banking & Finance, Elsevier, volume 86, issue C, pages 101-112, DOI: 10.1016/j.jbankfin.2017.09.003.
• Chen, Fan & Qian, Meifen & Sun, Ping-Wen & Yu, Bin, 2018, "In search for managerial skills beyond common performance measures," Journal of Banking & Finance, Elsevier, volume 86, issue C, pages 224-239, DOI: 10.1016/j.jbankfin.2015.12.008.
• Woltering, René-Ojas & Weis, Christian & Schindler, Felix & Sebastian, Steffen, 2018, "Capturing the value premium – global evidence from a fair value-based investment strategy," Journal of Banking & Finance, Elsevier, volume 86, issue C, pages 53-69, DOI: 10.1016/j.jbankfin.2017.06.009.
• Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2018, "Bid-to-cover and yield changes around public debt auctions in the euro area," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 118-134, DOI: 10.1016/j.jbankfin.2017.10.006.
• Bollen, Nicolas P.B. & Posavac, Steven, 2018, "Gender, risk tolerance, and false consensus in asset allocation recommendations," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 304-317, DOI: 10.1016/j.jbankfin.2017.10.016.
• Grosshans, Daniel & Zeisberger, Stefan, 2018, "All’s well that ends well? On the importance of how returns are achieved," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 397-410, DOI: 10.1016/j.jbankfin.2017.09.021.
• Parida, Sitikantha & Teo, Terence, 2018, "The impact of more frequent portfolio disclosure on mutual fund performance," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 427-445, DOI: 10.1016/j.jbankfin.2015.01.018.
• Zheng, Yao & Osmer, Eric & Zhang, Ruiyi, 2018, "Sentiment hedging: How hedge funds adjust their exposure to market sentiment," Journal of Banking & Finance, Elsevier, volume 88, issue C, pages 147-160, DOI: 10.1016/j.jbankfin.2017.11.016.
• Garcia-Feijoo, Luis & Jensen, Gerald R. & Jensen, Tyler K., 2018, "Momentum and funding conditions," Journal of Banking & Finance, Elsevier, volume 88, issue C, pages 312-329, DOI: 10.1016/j.jbankfin.2018.01.001.
• Schweikert, Karsten, 2018, "Are gold and silver cointegrated? New evidence from quantile cointegrating regressions," Journal of Banking & Finance, Elsevier, volume 88, issue C, pages 44-51, DOI: 10.1016/j.jbankfin.2017.11.010.
• Xie, Yuxin & Hwang, Soosung & Pantelous, Athanasios A., 2018, "Loss aversion around the world: Empirical evidence from pension funds," Journal of Banking & Finance, Elsevier, volume 88, issue C, pages 52-62, DOI: 10.1016/j.jbankfin.2017.11.007.
• Goncalves-Pinto, Luis & Sotes-Paladino, Juan & Xu, Jing, 2018, "The invisible hand of internal markets in mutual fund families," Journal of Banking & Finance, Elsevier, volume 89, issue C, pages 105-124, DOI: 10.1016/j.jbankfin.2018.02.001.
• Zhang, Annie C. & Fang, Jiali & Jacobsen, Ben & Marshall, Ben R., 2018, "Peer effects, personal characteristics and asset allocation," Journal of Banking & Finance, Elsevier, volume 90, issue C, pages 76-95, DOI: 10.1016/j.jbankfin.2018.03.001.
• Bellofatto, Anthony & D’Hondt, Catherine & De Winne, Rudy, 2018, "Subjective financial literacy and retail investors’ behavior," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 168-181, DOI: 10.1016/j.jbankfin.2018.05.004.
• Ongena, Steven & (Ania) Zalewska, Anna, 2018, "Institutional and individual investors: Saving for old age," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 257-268, DOI: 10.1016/j.jbankfin.2017.10.012.
• Lindblom, Ted & Mavruk, Taylan & Sjögren, Stefan, 2018, "East or west, home is best: The birthplace bias of individual investors," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 323-339, DOI: 10.1016/j.jbankfin.2016.10.002.
• Boubaker, Sabri & Gounopoulos, Dimitrios & Nguyen, Duc Khuong & Paltalidis, Nikos, 2018, "Reprint of: Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 340-357, DOI: 10.1016/j.jbankfin.2018.03.003.
• Caglayan, Mustafa Onur & Celiker, Umut & Sonaer, Gokhan, 2018, "Hedge fund vs. non-hedge fund institutional demand and the book-to-market effect," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 51-66, DOI: 10.1016/j.jbankfin.2018.04.021.
• Angrisani, Marco & Atella, Vincenzo & Brunetti, Marianna, 2018, "Public health insurance and household portfolio Choices: Unravelling financial “Side Effects” of Medicare," Journal of Banking & Finance, Elsevier, volume 93, issue C, pages 198-212, DOI: 10.1016/j.jbankfin.2018.05.001.
• Chen, Cathy Yi-Hsuan & Chiang, Thomas C. & Härdle, Wolfgang Karl, 2018, "Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics," Journal of Banking & Finance, Elsevier, volume 93, issue C, pages 21-32, DOI: 10.1016/j.jbankfin.2018.05.012.
• Mei, Xiaoling & Nogales, Francisco J., 2018, "Portfolio selection with proportional transaction costs and predictability," Journal of Banking & Finance, Elsevier, volume 94, issue C, pages 131-151, DOI: 10.1016/j.jbankfin.2018.07.012.
• Andreou, Panayiotis C. & Kagkadis, Anastasios & Philip, Dennis & Tuneshev, Ruslan, 2018, "Differences in options investors’ expectations and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, volume 94, issue C, pages 315-336, DOI: 10.1016/j.jbankfin.2018.07.016.
• Pelster, Matthias & Hofmann, Annette, 2018, "About the fear of reputational loss: Social trading and the disposition effect," Journal of Banking & Finance, Elsevier, volume 94, issue C, pages 75-88, DOI: 10.1016/j.jbankfin.2018.07.003.
• Symitsi, Efthymia & Symeonidis, Lazaros & Kourtis, Apostolos & Markellos, Raphael, 2018, "Covariance forecasting in equity markets," Journal of Banking & Finance, Elsevier, volume 96, issue C, pages 153-168, DOI: 10.1016/j.jbankfin.2018.08.013.
• Hofstetter, Marc & Mejía, Daniel & Rosas, José Nicolás & Urrutia, Miguel, 2018, "Ponzi schemes and the financial sector: DMG and DRFE in Colombia," Journal of Banking & Finance, Elsevier, volume 96, issue C, pages 18-33, DOI: 10.1016/j.jbankfin.2018.08.011.
• Hsu, Po-Hsuan & Han, Qiheng & Wu, Wensheng & Cao, Zhiguang, 2018, "Asset allocation strategies, data snooping, and the 1 / N rule," Journal of Banking & Finance, Elsevier, volume 97, issue C, pages 257-269, DOI: 10.1016/j.jbankfin.2018.09.021.
• Lim, Bryan Y. & Wang, Jiaguo (George) & Yao, Yaqiong, 2018, "Time-series momentum in nearly 100 years of stock returns," Journal of Banking & Finance, Elsevier, volume 97, issue C, pages 283-296, DOI: 10.1016/j.jbankfin.2018.10.010.
• Eickholt, Mathias & Entrop, Oliver & Wilkens, Marco, 2018, "What makes individual investors exercise early? Empirical evidence from non-tradable fixed-income products," Journal of Banking & Finance, Elsevier, volume 97, issue C, pages 318-334, DOI: 10.1016/j.jbankfin.2018.10.011.
• Joliet, Robert & Titova, Yulia, 2018, "Equity SRI funds vacillate between ethics and money: An analysis of the funds’ stock holding decisions," Journal of Banking & Finance, Elsevier, volume 97, issue C, pages 70-86, DOI: 10.1016/j.jbankfin.2018.09.011.
• Berg, Nathan & Prakhya, Srinivas & Ranganathan, Kavitha, 2018, "A satisficing approach to eliciting risk preferences," Journal of Business Research, Elsevier, volume 82, issue C, pages 127-140, DOI: 10.1016/j.jbusres.2017.08.029.
• Hermansson, Cecilia, 2018, "Can self-assessed financial risk measures explain and predict bank customers’ objective financial risk?," Journal of Economic Behavior & Organization, Elsevier, volume 148, issue C, pages 226-240, DOI: 10.1016/j.jebo.2018.02.018.
• Gerhard, Patrick & Gladstone, Joe J. & Hoffmann, Arvid O.I., 2018, "Psychological characteristics and household savings behavior: The importance of accounting for latent heterogeneity," Journal of Economic Behavior & Organization, Elsevier, volume 148, issue C, pages 66-82, DOI: 10.1016/j.jebo.2018.02.013.
• Mitton, Todd & Vorkink, Keith & Wright, Ian, 2018, "Neighborhood effects on speculative behavior," Journal of Economic Behavior & Organization, Elsevier, volume 151, issue C, pages 42-61, DOI: 10.1016/j.jebo.2018.04.020.
• Wang, Jianxin & Houser, Daniel & Xu, Hui, 2018, "Culture, gender and asset prices: Experimental evidence from the U.S. and China," Journal of Economic Behavior & Organization, Elsevier, volume 155, issue C, pages 253-287, DOI: 10.1016/j.jebo.2018.09.003.
• Kostopoulos, Dimitrios & Meyer, Steffen, 2018, "Disentangling investor sentiment: Mood and household attitudes towards the economy," Journal of Economic Behavior & Organization, Elsevier, volume 155, issue C, pages 28-78, DOI: 10.1016/j.jebo.2018.08.003.
• Dietz, Simon & Gollier, Christian & Kessler, Louise, 2018, "The climate beta," Journal of Environmental Economics and Management, Elsevier, volume 87, issue C, pages 258-274, DOI: 10.1016/j.jeem.2017.07.005.
• Donaldson, Jason Roderick & Piacentino, Giorgia, 2018, "Contracting to compete for flows," Journal of Economic Theory, Elsevier, volume 173, issue C, pages 289-319, DOI: 10.1016/j.jet.2017.10.003.
• Dai, Liang, 2018, "Asset bundling and information acquisition of investors with different expertise," Journal of Economic Theory, Elsevier, volume 175, issue C, pages 447-490, DOI: 10.1016/j.jet.2018.02.003.
• Yu, Edison G., 2018, "Dynamic market participation and endogenous information aggregation," Journal of Economic Theory, Elsevier, volume 175, issue C, pages 491-517, DOI: 10.1016/j.jet.2018.02.002.
• Agarwal, Vikas & Green, T. Clifton & Ren, Honglin, 2018, "Alpha or beta in the eye of the beholder: What drives hedge fund flows?," Journal of Financial Economics, Elsevier, volume 127, issue 3, pages 417-434, DOI: 10.1016/j.jfineco.2018.01.006.
• Moreno, David & Rodríguez, Rosa & Zambrana, Rafael, 2018, "Management sub-advising in the mutual fund industry," Journal of Financial Economics, Elsevier, volume 127, issue 3, pages 567-587, DOI: 10.1016/j.jfineco.2018.01.004.
• Bartram, Söhnke M. & Grinblatt, Mark, 2018, "Agnostic fundamental analysis works," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 125-147, DOI: 10.1016/j.jfineco.2016.11.008.
• Campbell, John Y. & Giglio, Stefano & Polk, Christopher & Turley, Robert, 2018, "An intertemporal CAPM with stochastic volatility," Journal of Financial Economics, Elsevier, volume 128, issue 2, pages 207-233, DOI: 10.1016/j.jfineco.2018.02.011.
• Guiso, Luigi & Sapienza, Paola & Zingales, Luigi, 2018, "Time varying risk aversion," Journal of Financial Economics, Elsevier, volume 128, issue 3, pages 403-421, DOI: 10.1016/j.jfineco.2018.02.007.
• Berrada, Tony & Detemple, Jérôme & Rindisbacher, Marcel, 2018, "Asset pricing with beliefs-dependent risk aversion and learning," Journal of Financial Economics, Elsevier, volume 128, issue 3, pages 504-534, DOI: 10.1016/j.jfineco.2018.03.002.
• Del Guercio, Diane & Genç, Egemen & Tran, Hai, 2018, "Playing favorites: Conflicts of interest in mutual fund management," Journal of Financial Economics, Elsevier, volume 128, issue 3, pages 535-557, DOI: 10.1016/j.jfineco.2017.04.012.
• Davies, Shaun William & Van Wesep, Edward Dickersin, 2018, "The unintended consequences of divestment," Journal of Financial Economics, Elsevier, volume 128, issue 3, pages 558-575, DOI: 10.1016/j.jfineco.2018.03.007.
• La Spada, Gabriele, 2018, "Competition, reach for yield, and money market funds," Journal of Financial Economics, Elsevier, volume 129, issue 1, pages 87-110, DOI: 10.1016/j.jfineco.2018.04.006.
• Barberis, Nicholas & Greenwood, Robin & Jin, Lawrence & Shleifer, Andrei, 2018, "Extrapolation and bubbles," Journal of Financial Economics, Elsevier, volume 129, issue 2, pages 203-227, DOI: 10.1016/j.jfineco.2018.04.007.
• Timmer, Yannick, 2018, "Cyclical investment behavior across financial institutions," Journal of Financial Economics, Elsevier, volume 129, issue 2, pages 268-286, DOI: 10.1016/j.jfineco.2018.04.012.
• Malamud, Semyon & Vilkov, Grigory, 2018, "Non-myopic betas," Journal of Financial Economics, Elsevier, volume 129, issue 2, pages 357-381, DOI: 10.1016/j.jfineco.2018.05.004.
• Gao, Lei & Han, Yufeng & Zhengzi Li, Sophia & Zhou, Guofu, 2018, "Market intraday momentum," Journal of Financial Economics, Elsevier, volume 129, issue 2, pages 394-414, DOI: 10.1016/j.jfineco.2018.05.009.
• Bessembinder, Hendrik, 2018, "Do stocks outperform Treasury bills?," Journal of Financial Economics, Elsevier, volume 129, issue 3, pages 440-457, DOI: 10.1016/j.jfineco.2018.06.004.
• Barinov, Alexander, 2018, "Stocks with extreme past returns: Lotteries or insurance?," Journal of Financial Economics, Elsevier, volume 129, issue 3, pages 458-478, DOI: 10.1016/j.jfineco.2018.06.007.
• Asness, Clifford & Frazzini, Andrea & Israel, Ronen & Moskowitz, Tobias J. & Pedersen, Lasse H., 2018, "Size matters, if you control your junk," Journal of Financial Economics, Elsevier, volume 129, issue 3, pages 479-509, DOI: 10.1016/j.jfineco.2018.05.006.
• Zhu, Min, 2018, "Informative fund size, managerial skill, and investor rationality," Journal of Financial Economics, Elsevier, volume 130, issue 1, pages 114-134, DOI: 10.1016/j.jfineco.2018.06.002.
• Brenner, Menachem & Izhakian, Yehuda, 2018, "Asset pricing and ambiguity: Empirical evidence⁎," Journal of Financial Economics, Elsevier, volume 130, issue 3, pages 503-531, DOI: 10.1016/j.jfineco.2018.07.007.
• Beckert, Walter, 2018, "Choice in the presence of experts: The role of general practitioners in patients’ hospital choice," Journal of Health Economics, Elsevier, volume 60, issue C, pages 98-117, DOI: 10.1016/j.jhealeco.2018.06.003.
• Chen, Xi, 2018, "Optimal life cycle mortgage and portfolio choices in the presence of the affordability constraint," Journal of Housing Economics, Elsevier, volume 39, issue C, pages 1-16, DOI: 10.1016/j.jhe.2017.12.005.
• Fan, Gang-Zhi & Pu, Ming & Deng, Xiaoying & Ong, Seow Eng, 2018, "Optimal portfolio choices and the determination of housing rents under housing market uncertainty," Journal of Housing Economics, Elsevier, volume 41, issue C, pages 200-217, DOI: 10.1016/j.jhe.2018.06.003.
• Chronopoulos, Dimitris K. & Papadimitriou, Fotios I. & Vlastakis, Nikolaos, 2018, "Information demand and stock return predictability," Journal of International Money and Finance, Elsevier, volume 80, issue C, pages 59-74, DOI: 10.1016/j.jimonfin.2017.10.001.
• Boon, L.N. & Brière, M. & Rigot, S., 2018, "Regulation and pension fund risk-taking," Journal of International Money and Finance, Elsevier, volume 84, issue C, pages 23-41, DOI: 10.1016/j.jimonfin.2018.01.005.
• Abad, Pilar & Alsakka, Rasha & ap Gwilym, Owain, 2018, "The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions," Journal of International Money and Finance, Elsevier, volume 85, issue C, pages 40-57, DOI: 10.1016/j.jimonfin.2018.03.005.
• Chen, Ke & Vitiello, Luiz & Hyde, Stuart & Poon, Ser-Huang, 2018, "The reality of stock market jumps diversification," Journal of International Money and Finance, Elsevier, volume 86, issue C, pages 171-188, DOI: 10.1016/j.jimonfin.2018.04.008.
• de Groot, Wilma & Huij, Joop, 2018, "Are the Fama-French factors really compensation for distress risk?," Journal of International Money and Finance, Elsevier, volume 86, issue C, pages 50-69, DOI: 10.1016/j.jimonfin.2018.03.002.
• Bubeck, Johannes & Habib, Maurizio Michael & Manganelli, Simone, 2018, "The portfolio of euro area fund investors and ECB monetary policy announcements," Journal of International Money and Finance, Elsevier, volume 89, issue C, pages 103-126, DOI: 10.1016/j.jimonfin.2018.08.014.
• Chen, Haiwei & Ngo, Thanh, 2018, "Master limited partnerships: Is it a smart investment vehicle?," Journal of Commodity Markets, Elsevier, volume 11, issue C, pages 22-36, DOI: 10.1016/j.jcomm.2018.02.002.
• Bahmani-Oskooee, Mohsen & Ghodsi, Seyed Hesam, 2018, "Asymmetric causality between the U.S. housing market and its stock market: Evidence from state level data," The Journal of Economic Asymmetries, Elsevier, volume 18, issue C, pages 1-1, DOI: 10.1016/j.jeca.2018.e00095.
• Richards, Daniel W. & Fenton-O'Creevy, Mark & Rutterford, Janette & Kodwani, Devendra G., 2018, "Is the disposition effect related to investors’ reliance on System 1 and System 2 processes or their strategy of emotion regulation?," Journal of Economic Psychology, Elsevier, volume 66, issue C, pages 79-92, DOI: 10.1016/j.joep.2018.01.003.
• Deaves, Richard & Kluger, Brian & Miele, Jennifer, 2018, "An exploratory experimental analysis of path-dependent investment behaviors," Journal of Economic Psychology, Elsevier, volume 67, issue C, pages 47-65, DOI: 10.1016/j.joep.2018.04.006.
• Bannier, Christina E. & Schwarz, Milena, 2018, "Gender- and education-related effects of financial literacy and confidence on financial wealth," Journal of Economic Psychology, Elsevier, volume 67, issue C, pages 66-86, DOI: 10.1016/j.joep.2018.05.005.
• Bracke, Philippe & Hilber, Christian A.L. & Silva, Olmo, 2018, "Mortgage debt and entrepreneurship," Journal of Urban Economics, Elsevier, volume 103, issue C, pages 52-66, DOI: 10.1016/j.jue.2017.10.003.
• Aslan, Hadiye & Kumar, Praveen, 2018, "The real effects of forced sales of corporate bonds," Journal of Monetary Economics, Elsevier, volume 95, issue C, pages 1-17, DOI: 10.1016/j.jmoneco.2018.02.004.
• McDowell, Shaun, 2018, "An empirical evaluation of estimation error reduction strategies applied to international diversification," Journal of Multinational Financial Management, Elsevier, volume 44, issue C, pages 1-13, DOI: 10.1016/j.mulfin.2017.12.001.
• Pikulina, Elena & Renneboog, Luc & Tobler, Philippe N., 2018, "Do confident individuals generally work harder?," Journal of Multinational Financial Management, Elsevier, volume 44, issue C, pages 51-60, DOI: 10.1016/j.mulfin.2018.01.004.
• Yi, Li & Liu, Zilan & He, Lei & Qin, Zilong & Gan, Shunli, 2018, "Do Chinese mutual funds time the market?," Pacific-Basin Finance Journal, Elsevier, volume 47, issue C, pages 1-19, DOI: 10.1016/j.pacfin.2017.11.002.
• Gerrans, Paul & Moulang, Carly & Feng, Jun & Strydom, Maria, 2018, "Individual and peer effects in retirement savings investment choices," Pacific-Basin Finance Journal, Elsevier, volume 47, issue C, pages 150-165, DOI: 10.1016/j.pacfin.2017.11.001.
• Grohmann, Antonia, 2018, "Financial literacy and financial behavior: Evidence from the emerging Asian middle class," Pacific-Basin Finance Journal, Elsevier, volume 48, issue C, pages 129-143, DOI: 10.1016/j.pacfin.2018.01.007.
• Chung, San-Lin & Liu, Wenchien & Liu, Wen-Rang & Tseng, Kevin, 2018, "Investor network: Implications for information diffusion and asset prices," Pacific-Basin Finance Journal, Elsevier, volume 48, issue C, pages 186-209, DOI: 10.1016/j.pacfin.2018.02.004.
• Yang, Nien-Tzu & Chu, Hsiang-Hui & Ko, Kuan-Cheng & Lee, Shiou-Wen, 2018, "Continuing overreaction and momentum in a market with price limits," Pacific-Basin Finance Journal, Elsevier, volume 48, issue C, pages 56-71, DOI: 10.1016/j.pacfin.2018.01.005.
• Huang, Tzu-Lun, 2018, "The puzzling media effect in the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, volume 49, issue C, pages 129-146, DOI: 10.1016/j.pacfin.2018.04.005.
• Eom, Cheoljun & Park, Jong Won, 2018, "A new method for better portfolio investment: A case of the Korean stock market," Pacific-Basin Finance Journal, Elsevier, volume 49, issue C, pages 213-231, DOI: 10.1016/j.pacfin.2018.05.002.
• Gordon, Narelle & Wu, Qiongbing, 2018, "The high-volume return premium and changes in investor recognition," Pacific-Basin Finance Journal, Elsevier, volume 51, issue C, pages 121-136, DOI: 10.1016/j.pacfin.2018.06.006.
• Cheon, Yong-Ho & Lee, Kuan-Hui, 2018, "Time variation of MAX-premium with market volatility: Evidence from Korean stock market," Pacific-Basin Finance Journal, Elsevier, volume 51, issue C, pages 32-46, DOI: 10.1016/j.pacfin.2018.05.007.
• Karabiyik, Hande & Narayan, Paresh Kumar & Phan, Dinh Hoang Bach & Westerlund, Joakim, 2018, "Islamic spot and index futures markets: Where is the price discovery?," Pacific-Basin Finance Journal, Elsevier, volume 52, issue C, pages 123-133, DOI: 10.1016/j.pacfin.2017.04.003.
• Hutchinson, Mark C. & Mulcahy, Mark & O'Brien, John, 2018, "What is the cost of faith? An empirical investigation of Islamic purification," Pacific-Basin Finance Journal, Elsevier, volume 52, issue C, pages 134-143, DOI: 10.1016/j.pacfin.2017.05.005.
• Naqvi, Bushra & Rizvi, S.K.A. & Mirza, Nawazish & Reddy, Krishna, 2018, "Religion based investing and illusion of Islamic Alpha and Beta," Pacific-Basin Finance Journal, Elsevier, volume 52, issue C, pages 82-106, DOI: 10.1016/j.pacfin.2018.02.003.
• Ni, Yensen & Cheng, Yirung & Huang, Paoyu & Day, Min-Yuh, 2018, "Trading strategies in terms of continuous rising (falling) prices or continuous bullish (bearish) candlesticks emitted," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 501, issue C, pages 188-204, DOI: 10.1016/j.physa.2018.02.038.
• Hałaj, Grzegorz, 2018, "System-wide implications of funding risk," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 503, issue C, pages 1151-1181, DOI: 10.1016/j.physa.2018.08.060.
• Ayadi, Mohamed A. & Kryzanowski, Lawrence & Mohebshahedin, Mahmood, 2018, "Impact of sponsorship on fixed-income fund performance," The Quarterly Review of Economics and Finance, Elsevier, volume 67, issue C, pages 121-137, DOI: 10.1016/j.qref.2017.06.001.