Research classified by Journal of Economic Literature (JEL) codes

2017

• Fricke, Christoph & Fricke, Daniel, 2017, "Vulnerable asset management? The case of mutual funds," Discussion Papers, Deutsche Bundesbank, number 32/2017.
• Ohls, Jana, 2017, "Moral suasion in regional government bond markets," Discussion Papers, Deutsche Bundesbank, number 33/2017.
• Agarwal, Vikas & Green, Tracy Clifton & Ren, Honglin, 2017, "Alpha or beta in the eye of the beholder: What drives hedge fund flows?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-08, revised 2017.
• Korn, Olaf & Kuntz, Laura-Chloé, 2017, "Low-beta strategies," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-17 [rev.], revised 2017.
• Jaspersen, Stefan & Limbach, Peter, 2020, "Screening Discrimination in Financial Markets: Evidence from CEO-Fund Manager Dyads," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 17-02, revised 2020.
• Mitchell, Olivia S. & Keim, Donald B., 2017, "Simplifying choices in defined contribution retirement plan design: A case study," CFS Working Paper Series, Center for Financial Studies (CFS), number 573.
• Hautsch, Nikolaus & Voigt, Stefan, 2017, "Large-scale portfolio allocation under transaction costs and model uncertainty," CFS Working Paper Series, Center for Financial Studies (CFS), number 582.
• Brutscher, Philipp-Bastian & Heipertz, Jonas & Hols, Christopher, 2017, "Loan characteristics, firm preferences and investment: Evidence from a unique experiment," EIB Working Papers, European Investment Bank (EIB), number 2017/03.
• Prencipe, Dario, 2017, "The European venture capital landscape: an EIF perspective. Volume III: Liquidity events and returns of EIF-backed VC investments," EIF Working Paper Series, European Investment Fund (EIF), number 2017/41.
• Heidorn, Thomas & Maier, F. & Winker, M., 2017, "The effectiveness of seasonal investments in European Share Portfolios," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 224.
• Fossen, Frank M. & Rees, Ray & Rostam-Afschar, Davud & Steiner, Viktor, 2017, "How do entrepreneurial portfolios respond to income taxation?," Discussion Papers, Free University Berlin, School of Business & Economics, number 2017/19.
• Sharma, Chanchal Kumar, 2017, "Federalism and Foreign Direct Investment: How Political Affiliation Determines the Spatial Distribution of FDI – Evidence from India," GIGA Working Papers, GIGA German Institute of Global and Area Studies, number 307.
• Tennert, Julius & Lambert, Marie & Burghof, Hans-Peter, 2017, "Moral hazard in VC finance: More expensive than you thought," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 02-2017.
• Fossen, Frank M. & Rees, Ray & Rostam-Afschar, Davud & Steiner, Viktor, 2017, "How do entrepreneurial portfolios respond to income taxation?," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 12-2017.
• Reimers, Benjamin, 2017, "Momentumeffekt: Eine empirische Analyse der DAXsector Indizes des deutschen Prime Standards," Wismar Discussion Papers, Hochschule Wismar, Wismar Business School, number 01/2017.
• Bouri, Elie & Azzi, Georges & Dyhrberg, Anne Haubo, 2017, "On the return-volatility relationship in the Bitcoin market around the price crash of 2013," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 11, pages 1-16, DOI: 10.5018/economics-ejournal.ja.2017-.
• Raddant, Matthias & Kenett, Dror Y., 2017, "Interconnectedness in the global financial market," Kiel Working Papers, Kiel Institute for the World Economy, number 2076.
• Böhl, Gregor & Fischer, Thomas, 2017, "Can taxation predict US top-wealth share dynamics?," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 118.
• Buchholz, Manuel & Schmidt, Kirsten & Tonzer, Lena, 2017, "Do conventional monetary policy instruments matter in unconventional times?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 12/2017.
• Noth, Felix & Ossandon Busch, Matias, 2019, "Banking globalization, local lending, and labor market effects: Micro-level evidence from Brazil," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 7/2017, revised 2019.
• Grunewald, Mara & Möller, Marie, 2017, "Sieben typische Fehler bei der Geldanlage: Lösungsansätze der Behavioral Finance," IW policy papers, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 1/2017.
• Maurer, Raimond & Mitchell, Olivia S. & Rogalla, Ralph & Schimetschek, Tatjana, 2017, "Optimal social security claiming behavior under lump sum incentives: Theory and evidence," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 164, revised 2017, DOI: 10.2139/ssrn.2901376.
• Curatola, Giuliano & Dergunov, Ilya, 2017, "International capital markets with time-varying preferences," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 176, DOI: 10.2139/ssrn.3013062.
• Kraft, Holger & Weiss, Farina, 2017, "Consumption-Portfolio Choice with Preferences for Cash," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 181, DOI: 10.2139/ssrn.3034165.
• Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2017, "How persistent low expected returns alter optimal life cycle saving, investment, and retirement behavior," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 190, DOI: 10.2139/ssrn.3076397.
• Müller, Marcel & Rosenberger, Tobias & Uhrig-Homburg, Marliese, 2017, "Fake alpha," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-001.
• Qian, Ya & Härdle, Wolfgang Karl & Chen, Cathy Yi-Hsuan, 2017, "Industry Interdependency Dynamics in a Network Context," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-012.
• Adamyan, Larisa & Efimov, Kirill & Chen, Cathy Yi-hsuan & Härdle, Wolfgang Karl, 2017, "Adaptive weights clustering of research papers," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-013.
• Trimborn, Simon & Li, Mingyang & Härdle, Wolfgang Karl, 2017, "Investing with cryptocurrencies - A liquidity constrained investment approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-014.
• Baller, Stefanie & Entrop, Oliver & Schober, Alexander & Wilkens, Marco, 2017, "What drives performance in the speculative market of short-term exchange-traded retail products?," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe, University of Passau, Faculty of Business and Economics, number B-26-17.
• Baller, Stefanie, 2017, "Risk taking in the market of speculative exchange-traded retail products: Do socio-economic factors matter?," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe, University of Passau, Faculty of Business and Economics, number B-27-17.
• Dlugoszek, Grzegorz, 2017, "Solving DSGE Portfolio Choice Models with Asymmetric Countries," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168182.
• Bannier, Christina E. & Schwarz, Milena, 2017, "Skilled but unaware of it: Occurrence and potential long-term effects of females' financial underconfidence," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168188.
• Bommier, Antoine & Harenberg, Daniel & Le Grand, François, 2017, "Household Finance and the Value of Life," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168189.
• Fricke, Christoph & Fricke, Daniel, 2017, "Vulnerable Funds?," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168209.
• Hautsch, Nikolaus & Voigt, Stefan, 2017, "Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty: Adaptive Mixing of High- and Low-Frequency Information," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168222.
• Steiner, Viktor & Fossen, Frank & Rees, Ray & Rostam-Afschar, Davud, 2017, "How Do Entrepreneurial Portfolios Respond to Income Taxation?," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168302.
• Crockett, Sean & Friedman, Daniel & Oprea, Ryan, 2017, "Aggregation and convergence in experimental general equilibrium economies constructed from naturally occurring preferences," Discussion Papers, Research Professorship Market Design: Theory and Pragmatics, WZB Berlin Social Science Center, number SP II 2017-501.
• Florian Madison, 2017, "Frictional asset reallocation under adverse selection," ECON - Working Papers, Department of Economics - University of Zurich, number 261, Sep, revised Jan 2018.
• Muhammad Fayyaz Sheikh & Syed Zulfiqar Ali Shah & Shahid Mahmood, 2017, "Weather Effects on Stock Returns and Volatility in South Asian Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 24, issue 2, pages 75-107, June, DOI: 10.1007/s10690-017-9225-2.
• Wei Zhou, 2017, "Dynamic and Asymmetric Contagion Reactions of Financial Markets During the Last Subprime Crisis," Computational Economics, Springer;Society for Computational Economics, volume 50, issue 2, pages 207-230, August, DOI: 10.1007/s10614-016-9606-z.
• Ji Cao, 2017, "How does the underlying affect the risk-return profiles of structured products?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 31, issue 1, pages 27-47, February, DOI: 10.1007/s11408-016-0281-9.
• Bernd Scherer, 2017, "Algorithmic portfolio choice: lessons from panel survey data," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 31, issue 1, pages 49-67, February, DOI: 10.1007/s11408-016-0282-8.
• Michael Busack & Wolfgang Drobetz & Jan Tille, 2017, "Can investors benefit from the performance of alternative UCITS funds?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 31, issue 1, pages 69-111, February, DOI: 10.1007/s11408-016-0283-7.
• Martin H. Schmidt, 2017, "Trading strategies based on past returns: evidence from Germany," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 31, issue 2, pages 201-256, May, DOI: 10.1007/s11408-017-0288-x.
• Philip A. Ernst & James R. Thompson & Yinsen Miao, 2017, "Tukey’s transformational ladder for portfolio management," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 31, issue 3, pages 317-355, August, DOI: 10.1007/s11408-017-0292-1.
• Yuming Li, 2017, "Risks and rewards for momentum and reversal portfolios," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 31, issue 3, pages 289-315, August, DOI: 10.1007/s11408-017-0293-0.
• Jan Henrik Wosnitza, 2017, "The optimal trade-off between interest rate risk and annual return of bond ladders," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 31, issue 4, pages 469-489, November, DOI: 10.1007/s11408-017-0297-9.
• María del Mar Miralles-Quirós & José Luis Miralles-Quirós, 2017, "Improving Diversification Opportunities for Socially Responsible Investors," Journal of Business Ethics, Springer, volume 140, issue 2, pages 339-351, January, DOI: 10.1007/s10551-015-2691-4.
• Wolfgang Breuer & Moritz Felde & Bertram I. Steininger, 2017, "The Financial Impact of Firm Withdrawals from “State Sponsor of Terrorism” Countries," Journal of Business Ethics, Springer, volume 144, issue 3, pages 533-547, September, DOI: 10.1007/s10551-015-2814-y.
• Gbenga Ibikunle & Tom Steffen, 2017, "European Green Mutual Fund Performance: A Comparative Analysis with their Conventional and Black Peers," Journal of Business Ethics, Springer, volume 145, issue 2, pages 337-355, October, DOI: 10.1007/s10551-015-2850-7.
• Eleonora Patacchini & Edoardo Rainone, 2017, "Social Ties and the Demand for Financial Services," Journal of Financial Services Research, Springer;Western Finance Association, volume 52, issue 1, pages 35-88, October, DOI: 10.1007/s10693-017-0279-0.
• Nathan Mauck & S. McKay Price, 2017, "Determinants of Foreign Versus Domestic Real Estate Investment: Property Level Evidence from Listed Real Estate Investment Firms," The Journal of Real Estate Finance and Economics, Springer, volume 54, issue 1, pages 17-57, January, DOI: 10.1007/s11146-015-9532-1.
• Chinmoy Ghosh & Milena T. Petrova, 2017, "The Impact of Capital Expenditures on Property Performance in Commercial Real Estate," The Journal of Real Estate Finance and Economics, Springer, volume 55, issue 1, pages 106-133, July, DOI: 10.1007/s11146-016-9560-5.
• Dogan Tirtiroglu & Thu Ha Nguyen & Ercan Tirtiroglu & Tan Cheng Wee, 2017, "REITs, Growth Options and Beta," The Journal of Real Estate Finance and Economics, Springer, volume 55, issue 3, pages 370-394, October, DOI: 10.1007/s11146-016-9590-z.
• Ioannis Litsios & Keith Pilbeam, 2017, "The long-run determination of the real exchange rate. Evidence from an intertemporal modelling framework using the dollar-pound exchange rate," Open Economies Review, Springer, volume 28, issue 5, pages 1011-1028, November, DOI: 10.1007/s11079-017-9467-7.
• Martin Rohleder & Dominik Schulte & Marco Wilkens, 2017, "Management of flow risk in mutual funds," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 1, pages 31-56, January, DOI: 10.1007/s11156-015-0541-1.
• Anastasia Petraki & Anna Zalewska, 2017, "Jumping over a low hurdle: personal pension fund performance," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 1, pages 153-190, January, DOI: 10.1007/s11156-015-0546-9.
• Jing-Rung Yu & Wan-Jiun Paul Chiou & Jian-Hong Yang, 2017, "Diversification benefits of risk portfolio models: a case of Taiwan’s stock market," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 2, pages 467-502, February, DOI: 10.1007/s11156-016-0558-0.
• Wen-Lin Wu & Yin-Feng Gau, 2017, "Home bias in portfolio choices: social learning among partially informed agents," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 2, pages 527-556, February, DOI: 10.1007/s11156-016-0560-6.
• Leonidas S. Rompolis & Elias Tzavalis, 2017, "Retrieving risk neutral moments and expected quadratic variation from option prices," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 4, pages 955-1002, May, DOI: 10.1007/s11156-016-0575-z.
• Shafiqur Rahman & Cheng-Few Lee & Yaqing Xiao, 2017, "The investment performance, attributes, and investment behavior of ethical equity mutual funds in the US: an empirical investigation," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 1, pages 91-116, July, DOI: 10.1007/s11156-016-0581-1.
• Ali Nejadmalayeri & Subramanian Rama Iyer & Manohar Singh, 2017, "Is there an optimally diversified conglomerate? Gleaning answers from capital markets," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 1, pages 117-158, July, DOI: 10.1007/s11156-016-0585-x.
• Fredj Jawadi & Georges Prat, 2017, "Equity prices and fundamentals: a DDM–APT mixed approach," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 3, pages 661-695, October, DOI: 10.1007/s11156-016-0604-y.
• Onur Kemal Tosun, 2017, "Is corporate social responsibility sufficient enough to explain the investment by socially responsible funds?," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 3, pages 697-726, October, DOI: 10.1007/s11156-016-0605-x.
• Li-Hsun Wang & Chu-Hsiung Lin & Erin H. Kao & Hung-Gay Fung, 2017, "Good deeds earn chits? Evidence from philanthropic family controlled firms," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 3, pages 765-783, October, DOI: 10.1007/s11156-016-0607-8.
• Dimitris Andriosopoulos & Leonidas G. Barbopoulos, 2017, "Relative equity market valuation conditions and acquirers’ gains," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 3, pages 855-884, October, DOI: 10.1007/s11156-016-0610-0.
• Meng-Jou Lu & Cathy Yi-Hsuan Chen & Wolfgang Karl Härdle, 2017, "Copula-based factor model for credit risk analysis," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 4, pages 949-971, November, DOI: 10.1007/s11156-016-0613-x.
• Houdou Basse Mama & Stefan Mueller & Ulrich Pape, 2017, "What’s in the news? The ambiguity of the information content of index reconstitutions in Germany," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 4, pages 1087-1119, November, DOI: 10.1007/s11156-017-0617-1.
• Lars Hornuf & Matthias Neuenkirch, 2017, "Pricing shares in equity crowdfunding," Small Business Economics, Springer, volume 48, issue 4, pages 795-811, April, DOI: 10.1007/s11187-016-9807-9.
• Chao Tang, 2017, "Ambiguity and Investment Decisions: An Empirical Analysis on Mutual Fund Investor Behaviour," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 3, issue 3, pages 38-46, September.
• S. Demiralp & J. Eisenschmidt & T. Vlassopoulos, 2017, "Negative interest rates, excess liquidity and bank business models: Banks’ reaction to unconventional monetary policy in the euro area," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1708, Mar.
• Krzysztof Marcinek, 2017, "Impact Investing on the Real Estate Market – Foreign Experience," World of Real Estate Journal (Swiat Nieruchomosci), Fundacja Uniwersytetu Ekonomicznego w Krakowie, issue 100, pages 5-10, June, DOI: 10.14659/worej.2017.100.01.
• Małgorzata Rymarzak & Dariusz Trojanowski, 2017, "Modele finansowania inwestycji w domy studenckie uczelni publicznych na przykładzie Polski," World of Real Estate Journal (Swiat Nieruchomosci), Fundacja Uniwersytetu Ekonomicznego w Krakowie, issue 101, pages 21-28, September, DOI: 10.14659/worej.2017.101.03.
• Koppány, Krisztián, 2017, "A növekedés lehetőségei és kockázatai. Magyarország feldolgozóipari exportteljesítményének és ágazati szerkezetének vizsgálata, 2010-2014
  [Growth opportunities and risks in Hungary's industrial mix and export performance, 2010 2014]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 1, pages 17-53, DOI: 10.18414/KSZ.2017.1.17.
• Hevér, Judit, 2017, "A likviditás és a permanens árhatás szerepe a portfólióértékelésben
  [The role of liquidity policy and permanent price impact in portfolio valuation]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 594-611, DOI: 10.18414/KSZ.2017.6.594.
• Ouael EL JEBARI & Abdelati HAKMAOUI, 2017, "Modeling persistence of volatility in the Moroccan exchange market using a fractionally integrated EGARCH," Turkish Economic Review, KSP Journals, volume 4, issue 4, pages 388-399, December.
• Oyakhilome IBHAGUI, 2017, "Optimal Asset Allocation of a Pension Fund: Does The Fear of Regret Matter?," Journal of Economics Library, KSP Journals, volume 4, issue 2, pages 130-159, June.
• Jaydip SEN & Tamal DATTA CHAUDHURI, 2017, "A Predictive Analysis of the Indian FMCG Sector using Time Series Decomposition - Based Approach," Journal of Economics Library, KSP Journals, volume 4, issue 2, pages 206-226, June.
• Lukasz Gatarek & Soeren Johansen, 2017, "The role of cointegration for optimal hedging with heteroscedastic error term," Discussion Papers, University of Copenhagen. Department of Economics, number 17-03, Mar.
• Katsuhiro Oshima, 2017, "Search-for-Yield and Business Cycles," KIER Working Papers, Kyoto University, Institute of Economic Research, number 962, Feb.
• Takao Asano & Yusuke Osaki, 2017, "Portfolio Allocation Problems between Risky Ambiguous Assets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 975, Aug.
• Takao Asano & Takuji Arai & Katsumasa Nishide, 2017, "Optimal Initial Capital Induced by the Optimized Certainty Equivalent," KIER Working Papers, Kyoto University, Institute of Economic Research, number 981, Dec.
• Philippe Bacchetta & Eric Van Wincoop, 2017, "Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 17.05, Apr.
• Egle Jakucionyte, 2017, "Personal Bankruptcy, Bank Portfolio Choice and the Macroeconomy," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 44, Apr.
• Jukka Ilomäki & Hannu Laurila, 2017, "Real Risk-Free Rate, the Central Bank, and Stock Market Bubbles," Journal of Reviews on Global Economics, Lifescience Global, volume 6, pages 420-425.
• Humaira Asad & Faraz Khalid Cheema, 2017, "An Empirical Assessment of the Q-Factor Model: Evidence from the Karachi Stock Exchange," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 22, issue 2, pages 117-138, July-Dec.
• Fischbacher, Urs & Hoffmann, Gerson & Schudy, Simeon, 2017, "The Causal Effect of Stop-Loss and Take-Gain Orders on the Disposition Effect," Munich Reprints in Economics, University of Munich, Department of Economics, number 49926.
• Argha, Leila & Mowlaei, Mohammad & Khezri, Mohsen & Shahabadi, Abolfazl, 2017, "Impact of the Selected Domestic and Foreign Markets Returns on Stock Price in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 12, issue 4, pages 481-489, October.
• Cyn-Young Park, 2017, "Developing Local Currency Bond Markets in Asia," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 53, issue 12, pages 2826-2844, December, DOI: 10.1080/1540496X.2017.1321539.
• Shangkari V. Anusakumar & Ruhani Ali, 2017, "Momentum and Investor Sentiment: Evidence from Asian Stock Markets," Capital Markets Review, Malaysian Finance Association, volume 25, issue 1, pages 26-42.
• Shahrin Saaid Shaharuddin & Wee-Yeap Lau & Tien-Ming Yip, 2017, "Dynamic Linkages between Newly Developed Islamic Equity Style Indices: Is Growth Style More Influential Than Value Style?," Capital Markets Review, Malaysian Finance Association, volume 25, issue 2, pages 49-64.
• Jyri Kinnunen & Minna Martikainen, 2017, "Dynamic Autocorrelation and International Portfolio Allocation," Multinational Finance Journal, Multinational Finance Journal, volume 21, issue 1, pages 21-48, March.
• Luca Spataro & Lorenzo Corsini, 2017, "Endogenous Financial Literacy, Saving, and Stock Market Participation," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, volume 73, issue 2, pages 135-162, June, DOI: 10.1628/001522108X14877521353555.
• Christoph Anders & Max Groneck, 2017, "The Optimal Portfolio of PAYG Benefits and Funded Pensions in Germany," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, volume 73, issue 3, pages 255-291, September, DOI: 10.1628/001522117X14915570953903.
• Seung C. Ahn & Alex R. Horenstein, 2017, "Asset Pricing and Excess Returns over the Market Return," Working Papers, University of Miami, Department of Economics, number 2017-12, Sep.
• Claudio, Morana & Giacomo, Sbrana, 2017, "Some Financial Implications of Global Warming: An Empirical Assessment," Working Papers, University of Milano-Bicocca, Department of Economics, number 377, Dec, revised 25 Dec 2017.
• Makram Khalil, 2017, "Cross-Border Portfolio Diversification under Trade Linkages," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2017/2.
• Rafael Franco, 2017, "Del patrimonio virtual al patrimonio potencial Patterns in Neighboring Areas: Colombia," Lúmina. Revista iberoamericana de Contabilidad, Administración y Economía, Facultad de Ciencias Contables, Económicas y Administrativas, Universidad de Manizales., volume 0, issue 18, pages 90-109, Septiembr.
• Koichi Ando & Kazuyuki Matsumoto & Yukari Matsumoto, 2017, "Business Performance of Firms Using Debt," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 13, issue 2, pages 167-182, October.
• Xiao CHEN & Bihong HUANG & Dezhu YE, 2017, "The Role of Punctuation in P2P Lending: Evidence from China," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1707, Jul.
• Oscar De la Torre Torres & Mª Isabel Martínez Torre Enciso, 2017, "Is socially responsible investment useful in Mexico? A multi-factor and ex-ante review," Contaduría y Administración, Accounting and Management, volume 62, issue 1, pages 222-238, Enero-Mar.
• José Antonio Climent Hernández & Carolina Cruz Matú, 2017, "Valuación de un producto estructurado de compra sobre el SX5E cuando la incertidumbre de los rendimientos está modelada con procesos log-estables," Contaduría y Administración, Accounting and Management, volume 62, issue 4, pages 1136-1159, Octubre-D.
• José Antonio Climent Hernández & Carolina Cruz Matú, 2017, "Pricing of a structured product on the SX5E when the uncertainty of returns is modeled as a log-stable process," Contaduría y Administración, Accounting and Management, volume 62, issue 4, pages 1160-1182, Octubre-D.
• Stanisław Urbański, 2017, "Short-, medium- and long-run performance persistence of investment funds in Poland," Bank i Kredyt, Narodowy Bank Polski, volume 48, issue 4, pages 343-374.
• Philippe Gorry & Diego Useche, 2018, "Orphan Drug Designations as Valuable Intangible Assets for IPO Investors in Pharma-Biotech Companies," NBER Chapters, National Bureau of Economic Research, Inc, "Economic Dimensions of Personalized and Precision Medicine".
• Ioannis Branikas & Harrison Hong & Jiangmin Xu, 2017, "Location Choice, Portfolio Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 23040, Jan.
• Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla & Tatjana Schimetschek, 2017, "Optimal Social Security Claiming Behavior under Lump Sum Incentives: Theory and Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 23073, Jan.
• Fatih Guvenen & Sam Schulhofer-Wohl & Jae Song & Motohiro Yogo, 2017, "Worker Betas: Five Facts about Systematic Earnings Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 23163, Feb.
• Adam Jørring & Andrew W. Lo & Tomas J. Philipson & Manita Singh & Richard T. Thakor, 2017, "Sharing R&D Risk in Healthcare via FDA Hedges," NBER Working Papers, National Bureau of Economic Research, Inc, number 23344, Apr.
• Philippe Bacchetta & Eric van Wincoop, 2017, "Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 23363, Apr.
• Markus Ibert & Ron Kaniel & Stijn Van Nieuwerburgh & Roine Vestman, 2017, "Are Mutual Fund Managers Paid For Investment Skill?," NBER Working Papers, National Bureau of Economic Research, Inc, number 23373, Apr.
• Kaiji Chen & Jue Ren & Tao Zha, 2017, "The Nexus of Monetary Policy and Shadow Banking in China," NBER Working Papers, National Bureau of Economic Research, Inc, number 23377, May.
• Camelia M. Kuhnen & Sarah Rudorf & Bernd Weber, 2017, "The Effect of Prior Choices on Expectations and Subsequent Portfolio Decisions," NBER Working Papers, National Bureau of Economic Research, Inc, number 23438, May.
• Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2017, "Taper Tantrums: QE, its Aftermath and Emerging Market Capital Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 23474, Jun.
• Terence C. Burnham & Harry Gakidis & Jeffrey Wurgler, 2017, "Investing in the Presence of Massive Flows: The Case of MSCI Country Reclassifications," NBER Working Papers, National Bureau of Economic Research, Inc, number 23557, Jun.
• Matthijs Breugem & Adrian Buss, 2017, "Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency," NBER Working Papers, National Bureau of Economic Research, Inc, number 23561, Jun.
• Jonas Heipertz & Amine Ouazad & Romain Rancière & Natacha Valla, 2017, "Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 23572, Jul.
• Ricardo J. Caballero & Alp Simsek, 2017, "A Risk-centric Model of Demand Recessions and Speculation," NBER Working Papers, National Bureau of Economic Research, Inc, number 23614, Jul.
• Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2017, "Fund Tradeoffs," NBER Working Papers, National Bureau of Economic Research, Inc, number 23670, Aug.
• George M. Constantinides & Michal Czerwonko & Stylianos Perrakis, 2017, "Mispriced Index Option Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 23708, Aug.
• Russell Cooper & Guozhong Zhu, 2017, "Household Finance in China," NBER Working Papers, National Bureau of Economic Research, Inc, number 23741, Aug.
• Francesco D’Acunto & Marcel Prokopczuk & Michael Weber, 2017, "Historical Antisemitism, Ethnic Specialization, and Financial Development," NBER Working Papers, National Bureau of Economic Research, Inc, number 23785, Sep.
• Xiaomeng Lu & Robert F. Stambaugh & Yu Yuan, 2017, "Anomalies Abroad: Beyond Data Mining," NBER Working Papers, National Bureau of Economic Research, Inc, number 23809, Sep.
• William N. Goetzmann & Dasol Kim, 2017, "Negative Bubbles: What Happens After a Crash," NBER Working Papers, National Bureau of Economic Research, Inc, number 23830, Sep.
• Marianne Andries & Valentin Haddad, 2017, "Information Aversion," NBER Working Papers, National Bureau of Economic Research, Inc, number 23958, Oct.
• Luigi Bocola & Guido Lorenzoni, 2017, "Financial Crises, Dollarization, and Lending of Last Resort in Open Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 23984, Nov.
• Philippe Gorry & Diego Useche, 2017, "Orphan Drug Designations as Valuable Intangible Assets for IPO Investors in Pharma-Biotech Companies," NBER Working Papers, National Bureau of Economic Research, Inc, number 24021, Nov.
• Steffen Meyer & Michaela Pagel, 2017, "Fresh Air Eases Work – The Effect of Air Quality on Individual Investor Activity," NBER Working Papers, National Bureau of Economic Research, Inc, number 24048, Nov.
• Paige Ouimet & Geoffrey Tate, 2017, "Learning from Coworkers: Peer Effects on Individual Investment Decisions," NBER Working Papers, National Bureau of Economic Research, Inc, number 24058, Nov.
• Christian Leuz & Steffen Meyer & Maximilian Muhn & Eugene Soltes & Andreas Hackethal, 2017, "Who Falls Prey to the Wolf of Wall Street? Investor Participation in Market Manipulation," NBER Working Papers, National Bureau of Economic Research, Inc, number 24083, Nov.
• Michael Bailey & Eduardo Dávila & Theresa Kuchler & Johannes Stroebel, 2017, "House Price Beliefs And Mortgage Leverage Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 24091, Nov.
• Jeffrey R. Brown & Arie Kapteyn & Erzo F.P. Luttmer & Olivia S. Mitchell & Anya Samek, 2017, "Behavioral Impediments to Valuing Annuities: Evidence on the Effects of Complexity and Choice Bracketing," NBER Working Papers, National Bureau of Economic Research, Inc, number 24101, Dec.
• David Hirshleifer & Chong Huang & Siew Hong Teoh, 2017, "Index Investing and Asset Pricing under Information Asymmetry and Ambiguity Aversion," NBER Working Papers, National Bureau of Economic Research, Inc, number 24143, Dec.
• Jaroslav Borovička & John Stachurski, 2017, "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," NBER Working Papers, National Bureau of Economic Research, Inc, number 24162, Dec.
• Rawley Z. Heimer & Alp Simsek, 2017, "Should Retail Investors' Leverage Be Limited?," NBER Working Papers, National Bureau of Economic Research, Inc, number 24176, Dec.
• Yana Suchikova & Tetyana Nestorenko, 2017, "Evaluation Of Economic Efficiency Of Renewable Energy Innovative Projects For Sustainable Development Of Urban Ecosystems," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, volume 13, issue 2, pages 19-28.
• Tarek Zaher, 2017, "The Value of Active Investment Strategies," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2017-WP-02, Aug.
• Júlio Lobão, 2017, "O efeito de smart money nos fundos de investimento: o caso português [The smart money effect in mutual funds: the Portuguese case]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 27, issue 1, pages 241-270, January-A.
• Blume, Marshall E. & Keim, Donald B., 2017, "The Changing Nature of Institutional Stock Investing," Critical Finance Review, now publishers, volume 7, issue 1, pages 1-41, March, DOI: 10.1561/104.00000033.
• von Reibnitz, Anna, 2017, "When Opportunity Knocks: Cross-Sectional Return Dispersion and Active Fund Performance," Critical Finance Review, now publishers, volume 6, issue 2, pages 303-356, September, DOI: 10.1561/104.00000040.
• Yana Stoencheva, 2017, "Comparative Analysis of Return on Investment in the Bulgarian Real Estate Market," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 634-650, December.
• Gabriel Mihalache, 2017, "Sovereign Default Resolution Through Maturity Extension," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 17-08.
• Mathias S. Kruttli & Phillip J. Monin & Sumudu W. Watugala, 2017, "Investor Concentration, Flows, and Cash Holdings: Evidence from Hedge Funds," Working Papers, Office of Financial Research, US Department of the Treasury, number 17-07, Dec, revised 02 Jun 2020.
• Manuel Gruber & Stefan Kavan & Paul Stockert, 2017, "What drives Austrian banking subsidiaries’ return on equity in CESEE and how does it compare to their cost of equity?," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 33, pages 78-87.
• Peter Lindner & Vanessa Redak, 2017, "The resilience of households in bank bail-ins," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 33, pages 88-101.
• Rabeea Sadaf & Aqeel Younis, 2017, "Investor Psychology And Decision Making; Based On Overconfidence And Self Attribution Bias: Evidence From Islamabad Stock Exchange (Ise)," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 497-505, July.
• Lucian Gaban & Ionut - Marius Rus & Alin Fetita & Liviu Bechis, 2017, "Assets And Liabilities Management During The Crisis - A Study On Banks In Romania," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 529-537, July.
• Robert G. Chambers & Daniel C. Voica, 2017, "“Decoupled” Farm Program Payments are Really Decoupled: The Theory," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 99, issue 3, pages 773-782.
• J. E. Woods, 2017, "On the political economy of UK pension scheme regulation," Cambridge Journal of Economics, Cambridge Political Economy Society, volume 41, issue 1, pages 147-180.
• Nikolas A. Müller-Plantenberg, 2017, "Currency Flows and Currency Crises," CESifo Economic Studies, CESifo Group, volume 63, issue 2, pages 182-209.
• Liuren Wu & Jingyi Zhu, 2017, "Simple Robust Hedging with Nearby Contracts," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 1, pages 1-35.
• Christopher S. Jones & Lukasz Pomorski, 2017, "Investing in Disappearing Anomalies," Review of Finance, European Finance Association, volume 21, issue 1, pages 237-267.
• Huaxiong Huang & Moshe A. Milevsky & Virginia R. Young, 2017, "Optimal Purchasing of Deferred Income Annuities When Payout Yields are Mean-Reverting," Review of Finance, European Finance Association, volume 21, issue 1, pages 327-361.
• Harald Hau & Sandy Lai, 2017, "The Role of Equity Funds in the Financial Crisis Propagation," Review of Finance, European Finance Association, volume 21, issue 1, pages 77-108.
• Jennifer Conrad & M. Deniz Yavuzm, 2017, "Momentum and Reversal: Does What Goes Up Always Come Down?," Review of Finance, European Finance Association, volume 21, issue 2, pages 555-581.
• Justus Heuer & Christoph Merkle & Martin Weber, 2017, "Fooled by Randomness: Investor Perception of Fund Manager Skill," Review of Finance, European Finance Association, volume 21, issue 2, pages 605-635.
• Gjergji Cici & Alexander Kempf & Christoph Sorhage, 2017, "Do Financial Advisors Provide Tangible Benefits for Investors? Evidence from Tax-Motivated Mutual Fund Flows," Review of Finance, European Finance Association, volume 21, issue 2, pages 637-665.
• Thierry Post, 2017, "Empirical Tests for Stochastic Dominance Optimality," Review of Finance, European Finance Association, volume 21, issue 2, pages 793-810.
• Christian Walkshäusl, 2017, "Expectation Errors in European Value-Growth Strategies," Review of Finance, European Finance Association, volume 21, issue 2, pages 845-870.
• Daniel Hoechle & Stefan Ruenzi & Nic Schaub & Markus Schmid, 2017, "The Impact of Financial Advice on Trade Performance and Behavioral Biases," Review of Finance, European Finance Association, volume 21, issue 2, pages 871-910.
• Utpal Bhattacharya & Benjamin Loos & Steffen Meyer & Andreas Hackethal, 2017, "Abusing ETFs," Review of Finance, European Finance Association, volume 21, issue 3, pages 1217-1250.
• Athina Georgopoulou & Jiaguo (George) Wang, 2017, "The Trend Is Your Friend: Time-Series Momentum Strategies across Equity and Commodity Markets," Review of Finance, European Finance Association, volume 21, issue 4, pages 1557-1592.
• Marcel Fischer & Michael Gallmeyer, 2017, "Taxable and Tax-Deferred Investing with the Limited Use of Losses," Review of Finance, European Finance Association, volume 21, issue 5, pages 1847-1873.
• Frank J. Fabozzi & Ahmet K. Karagozoglu & Na Wang, 2017, "Effects of Spot Market Short-Sale Constraints on Index Futures Trading," Review of Finance, European Finance Association, volume 21, issue 5, pages 1975-2005.
• Frans de Roon & Paul Karehnke, 2017, "A Simple Skewed Distribution with Asset Pricing Applications," Review of Finance, European Finance Association, volume 21, issue 6, pages 2169-2197.
• Juan Luo & Limin Xu & Ralf Zurbruegg, 2017, "The Impact of Housing Wealth on Stock Liquidity," Review of Finance, European Finance Association, volume 21, issue 6, pages 2315-2352.
• Anisha Ghosh & Christian Julliard & Alex P. Taylor, 2017, "What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 2, pages 442-504.
• Bernard Dumas & Karen K. Lewis & Emilio Osambela, 2017, "Differences of Opinion and International Equity Markets," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 3, pages 750-800.
• Magnus Dahlquist & José Vicente Martinez & Paul Söderlind, 2017, "Individual Investor Activity and Performance," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 3, pages 866-899.
• Albert J. Menkveld & Marius A. Zoican, 2017, "Need for Speed? Exchange Latency and Liquidity," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 4, pages 1188-1228.
• Francisco Barillas & Jay Shanken, 2017, "Which Alpha?," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 4, pages 1316-1338.
• Christophe Pérignon & Boris Vallée, 2017, "The Political Economy of Financial Innovation: Evidence from Local Governments," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 6, pages 1903-1934.
• John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2017, "Does Aggregated Returns Disclosure Increase Portfolio Risk Taking?," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 6, pages 1971-2005.
• Urs Fischbacher & Gerson Hoffmann & Simeon Schudy, 2017, "The Causal Effect of Stop-Loss and Take-Gain Orders on the Disposition Effect," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 6, pages 2110-2129.
• Susan E. K. Christoffersen & Mikhail Simutin, 2017, "On the Demand for High-Beta Stocks: Evidence from Mutual Funds," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 8, pages 2596-2620.
• Munteanu Bogdan, 2017, "Speaking of Securitization of Financial Assets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 611-615, June.
• Pepi Mitică, 2017, "Designing a Complete Model for Evaluating Companies in "The Modern Economy" and Refining Financial-Accounting Information," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 613-619, December.
• Romanos Priftis, 2017, "Deposit Flight and Capital Controls: A Tale from Greece," Economics Series Working Papers, University of Oxford, Department of Economics, number 822, Jan.
• Gabriel, Vítor & Saraiva, Helena, 2017, "Links between the Eurozone Stock Markets: A New Perspective, Considering the Capitalization Level || Relación entre los índices bursátiles europeos: una nueva perspectiva a partir de los niveles de capitalización," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 23, issue 1, pages 194-209, Junio.
• Erdely, Arturo, 2017, "Value at Risk and the Diversification Dogma || Valor en riesgo y el dogma de la diversificación," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 24, issue 1, pages 209-219, Diciembre.
• Abderrazak Dhaoui & Nesrine Bensalah, 2017, "Asset valuation impact of investor sentiment: A revised Fama–French five-factor model," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 1, pages 16-28, January, DOI: 10.1057/s41260-016-0027-2.
• Austin Shelton, 2017, "The value of stop-loss, stop-gain strategies in dynamic asset allocation," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 2, pages 124-143, March, DOI: 10.1057/s41260-016-0010-y.
• Gregor Dorfleitner & Mai Nguyen, 2017, "A new approach for optimizing responsible investments dependently on the initial wealth," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 2, pages 81-98, March, DOI: 10.1057/s41260-016-0011-x.
• Jürgen Vandenbroucke, 2017, "The role of correlation in risk profile portfolios," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 2, pages 144-153, March, DOI: 10.1057/s41260-016-0026-3.
• Rama Malladi & Frank J. Fabozzi, 2017, "Equal-weighted strategy: Why it outperforms value-weighted strategies? Theory and evidence," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 3, pages 188-208, May, DOI: 10.1057/s41260-016-0033-4.
• Michael Ludwig & Herbert G. Mayer & Andreas W. Rathgeber & Christina Spriegel & Florian Vogg, 2017, "A truly market-value weighted commodity index," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 3, pages 222-242, May, DOI: 10.1057/s41260-016-0038-z.
• I-Ming Jiang & Chia Chun Lo & Andreas Karathanasopoulos & Konstantinos Skindilias, 2017, "A risk control tool for foreign financial activities – A new derivatives pricing model," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 4, pages 269-294, July, DOI: 10.1057/s41260-016-0023-6.
• Xiaoli Wang, 2017, "Will firm quality determine the relationship between stock return and idiosyncratic volatility? A new investigation of idiosyncratic volatility," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 5, pages 388-404, September, DOI: 10.1057/s41260-017-0044-9.
• Dorsaf Ben Aissia, 2017, "The mispricing of equity risk: behavioral and corporate leverage factors," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 6, pages 421-432, October, DOI: 10.1057/s41260-017-0041-z.
• Markus Natter & Martin Rohleder & Dominik Schulte & Marco Wilkens, 2017, "Bond mutual funds and complex investments," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 6, pages 433-456, October, DOI: 10.1057/s41260-017-0046-7.
• Lorne N. Switzer & Jun Wang & Seungho Lee, 2017, "Extreme risk and small investor behavior in developed markets," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 6, pages 457-475, October, DOI: 10.1057/s41260-017-0047-6.
• Francesco Chincoli & Massimo Guidolin, 2017, "Linear and nonlinear predictability in investment style factors: multivariate evidence," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 6, pages 476-509, October, DOI: 10.1057/s41260-017-0048-5.
• Mark Schaub, 2017, "A note on the early effects of the US Presidential vote on Mexican ADR values," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 7, pages 511-515, December, DOI: 10.1057/s41260-017-0043-x.
• Greg Orosi, 2017, "Information content of right option tails: Evidence from S&P 500 index options," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 7, pages 516-526, December, DOI: 10.1057/s41260-017-0049-4.