Research classified by Journal of Economic Literature (JEL) codes

2017

• Tan, Zekuang, 2017, "RBC LiONS™ S&P 500 Buffered Protection Securities (USD) Series 4 Analysis Option Pricing Analysis, Issuing Company Risk-hedging Analysis, and Recommended Investment Strategy," MPRA Paper, University Library of Munich, Germany, number 83669, Dec.
• Magni, Carlo Alberto & Martin, John D., 2017, "The Reinvestment Rate Assumption Fallacy for IRR and NPV: A Pedagogical Note," MPRA Paper, University Library of Munich, Germany, number 83889, Dec.
• MESTRE, Roman & Terraza, Michel, 2017, "Analyse Temps-fréquence du MEDAF –Application au CAC 40 –
  [Time-Frequency Analysis of CAPM- Application to the CAC 40-]," MPRA Paper, University Library of Munich, Germany, number 86272, Oct.
• MESTRE, Roman & TERRAZA, Michel, 2017, "Analyse Multidimensionnelle Temps-Fréquence du MEDAF
  [Multidimensional Time-Frequency Analysis Of The Capm]," MPRA Paper, University Library of Munich, Germany, number 86330, Sep.
• MESTRE, Roman & TERRAZA, Michel, 2017, "Estimation du Beta Tempo-fréquentiel de la Droite de Marché-Une approche par les ondelettes continues-
  [Time-Frequency varying Beta Estimation -A continuous wavelets approach-]," MPRA Paper, University Library of Munich, Germany, number 86335, Dec.
• Arouri, Mohamed El Hedi & M’saddek, Oussama & Nguyen, Duc Khuong & Pukthuanthong, Kuntara, 2017, "Cojumps and Asset Allocation in International Equity Markets," MPRA Paper, University Library of Munich, Germany, number 89938, Jan, revised May 2018.
• Anginer, Deniz & Han, Xue Snow & Yildizhan, Celim, 2017, "Do Individual Investors Ignore Transaction Costs?," MPRA Paper, University Library of Munich, Germany, number 89941, May.
• Cikiryel, Burak & Masih, Mansur, 2017, "The Impact of Brexit on Islamic Stock Markets Employing MGARCH-DCC and Wavelet Correlation Analysis," MPRA Paper, University Library of Munich, Germany, number 95681, Dec.
• Qiang Ji & Elie Bouri & Rangan Gupta & David Roubaud, 2017, "Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach," Working Papers, University of Pretoria, Department of Economics, number 201729, Apr.
• Esin Cakan & Rıza Demirer & Rangan Gupta & Josine Uwilingiye, 2017, "A Note on the Technology Herd: Evidence from Large Institutional Investors," Working Papers, University of Pretoria, Department of Economics, number 201761, Aug.
• Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017, "Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains," Working Papers, University of Pretoria, Department of Economics, number 201780, Dec.
• Jaromir Tichy & Michal Bock, 2017, "Assessment of Investor’s Portfolio of P2P Loans and Structured Certificates of P2P Loans," ACTA VSFS, University of Finance and Administration, volume 11, issue 2, pages 121-143.
• Petr Houdek & Petr Koblovský & Jan Plaček & Luboš Smrčka, 2017, "Causality Illusion and Overconfidence in Predicting (Quasi)Stochastic Financial Events
  [Iluze kauzality a nadměrná důvěra ve schopnost predikce (kvazi)náhodných finančních událostí]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2017, issue 1, pages 51-63, DOI: 10.18267/j.aop.568.
• Jitka Veselá & Martin Chalupa, 2017, "Is it an investment in hedge funds actually linked to a higher rate of return and risk compared to alternative investments?
  [Je s investicí do hedgeových fondů skutečně spojena vyšší výnosnost a riziko v porovnání s alternativními investicemi?]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2017, issue 2, pages 23-45, DOI: 10.18267/j.cfuc.495.
• Andrey Kudryavtsev, 2017, "The Effect of Preceding Sequences on Stock Returns," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2017, issue 4, pages 83-96, DOI: 10.18267/j.efaj.202.
• Jan Bastin, 2017, "Minimum Variance Portfolios in the German Stock Market," Prague Economic Papers, Prague University of Economics and Business, volume 2017, issue 1, pages 103-120, DOI: 10.18267/j.pep.599.
• Mihaela GADOIU & Mariana BANUTA, 2017, "The Influence Of The Net Profit Over The Investment Decision Making," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 16, issue 2, pages 66-74.
• Glenn P. Jenkins & Mikhail Miklyaev & Shahryar Afra & Majid Hashemi, 2017, "Prioritization of Public Investment Projects in Vietnam," Development Discussion Papers, JDI Executive Programs, number 2017-08, Aug.
• Sepideh Dolatabadi & Ke Xu & Morten Ø. Nielsen & Paresh Kumar Narayan, 2017, "Economic Significance Of Commodity Return Forecasts From The Fractionally Cointegrated Var Model," Working Paper, Economics Department, Queen's University, number 1337, Jan.
• Sujoy Mukerji & Ian Jewitt, 2017, "Ordering Ambiguous Acts," Working Papers, Queen Mary University of London, School of Economics and Finance, number 828, Jul.
• Robin Greenwood & Andrei Shleifer & Yang You, 2017, "Bubbles for Fama," Working Paper, Harvard University OpenScholar, number 504391, Feb.
• Céspedes Reynaga, Nikita, 2017, "La heterogeneidad de la dolarización de créditos a nivel de personas," Working Papers, Banco Central de Reserva del Perú, number 2017-008, Jun.
• Emmanouil Platanakis & Athanasios Sakkas & Charles Sutcliffe, 2017, "Should Portfolio Model Inputs Be Estimated Using One or Two Economic Regimes?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2017-07, Sep.
• Emmanouil Platanakis & Athanasios Sakkas & Charles Sutcliffe, 2017, "Harmful Diversification: Evidence from Alternative Investments," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2017-09, Sep.
• Eric Swanson, 2017, "Code and data files for "Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences"," Computer Codes, Review of Economic Dynamics, number 13-261, revised .
• Pablo Kurlat, 2017, "The Social Value of Financial Expertise," 2017 Meeting Papers, Society for Economic Dynamics, number 134.
• Christian Wagner & Ian Martin, 2017, "What Is the Expected Return on a Stock?," 2017 Meeting Papers, Society for Economic Dynamics, number 146.
• Stavros Panageas & Nicolae Garleanu, 2017, "Finance in a Time of Disruptive Growth," 2017 Meeting Papers, Society for Economic Dynamics, number 1570.
• Thomas Mertens & Tarek Hassan, 2017, "Currency Manipulation," 2017 Meeting Papers, Society for Economic Dynamics, number 175.
• Roine Vestman & Ofer Setty & Magnus Dahlquist, 2017, "On the Asset Allocation of a Default Pension Fund," 2017 Meeting Papers, Society for Economic Dynamics, number 255.
• Idan Hodor & Andrea Buffa, 2017, "Institutional Investors, Heterogeneous Benchmarks and the Comovement of Asset Prices," 2017 Meeting Papers, Society for Economic Dynamics, number 374.
• Stijn Van Nieuwerburgh & Jack Favilukis, 2017, "Out-of-town Home Buyers and City Welfare," 2017 Meeting Papers, Society for Economic Dynamics, number 486.
• Vincenzo Quadrini & Laura Moretti & Alessandro Barattieri, 2017, "Banks Interconnectivity and Leverage," 2017 Meeting Papers, Society for Economic Dynamics, number 504.
• Guillermo Ordonez & Gaetano Gaballo, 2017, "The Two Faces of Information," 2017 Meeting Papers, Society for Economic Dynamics, number 811.
• Baojing Sun, 2017, "Financial Weather Derivatives for Corn Production in Northeastern China: Modelling the underlying Weather Index," Working Papers, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group, number 2017-05, Sep.
• Benish Naseem, 2017, "The Impact of Demand Management Policies On Domestic and Foreign Direct Investment in Case of Pakistan: A Time Series Analysis," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), volume 6, issue 4, pages 175-184, December.
• Eugenio Cerutti & Stijn Claessens & Damien Puy, 2017, "Push Factors and Capital Flows to Emerging Markets: Why Knowing Your Lender Matters More Than Fundamentals," ADB Economics Working Paper Series, Asian Development Bank, number 528, Nov.
• Naoyuki Yoshino & Naoko Aoyama, 2017, "Reforming the Fee Structure of Investment Trusts to Increase Demand," ADBI Working Papers, Asian Development Bank Institute, number 658, Feb.
• Naoyuki Yoshino & Peter Morgan & Long Q. Trinh, 2017, "Financial Literacy in Japan: Determinants and Impacts," ADBI Working Papers, Asian Development Bank Institute, number 796, Dec.
• Arzu Şahin, 2017, "Selection and Market Timing Ability of BIST 30 Indexes Funds," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 8, issue 1, pages 63-81.
• Cengiz Toraman & Merve Tuncay, 2017, "Effect of the Political Risk on Capital Asset Valuation in Financial Markets: The Case of Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 8, issue 3, pages 413-432.
• Muhammet Burak Kılıç & İsmail Çelik & Murat Kaya, 2017, "Modeling of Volatility in the Stock Markets Returns: Classic and Bayesian GARCH Approaches for ISE -100," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 8, issue 4, pages 715-726.
• Umut Uyar & Habib Küçükşahin, 2017, "Expected Maximum Drawdown Approach on Portfolio Selection: An Examination on BIST100 – S&P500," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 8, issue 4, pages 727-748.
• Apoorva Javadekar, 2017, "Inattentive Investors and Mutual Fund-Flows," Working Papers, Centre for Advanced Financial Research and Learning (CAFRAL), number 022332, Apr.
• John Weirstrass MUTEBA MWAMBA & Lamukanyani MANTSHIMULI, 2017, "On the Protection of Investment Capital During Financial Crisis in the South African Equity Market: A Risk-Based Asset Allocation Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 70, issue 2, pages 165-192.
• Ali Kafou & Ahmed Chakir, 2017, "From Screening to Compliance Strategies: The Case of Islamic Stock Indices with Application on “MASI”," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 25, pages 55-84.
• Erragragui Elias, 2017, "Is it Costly to Introduce SRI into Islamic Portfolios?," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 25, pages 23-54.
• Shafi A. Khaled & A.Wahhab Khandker, 2017, "Determination of Mark-Up Rate under Zero-Interest Financial System: A Microeconomic Approach," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 25, pages 15-34.
• Maria del Mar Miralles-Quiros & Jose Luis Miralles-Quiros & Célia Oliveira, 2017, "The Role of Liquidity in Asset Pricing: The Special Case of the Portuguese Stock Market," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 22, issue 43, pages 191-206.
• Júlio Lobão & Luís Pacheco & Carlos Pereira, 2017, "The Use of the Recognition Heuristic as an Investment Strategy in European Stockmarkets," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 22, issue 43, pages 207-223.
• Kari Larsen & Shariq Gilani, 2017, "RegTech is the New Black - The Growth of RegTech Demand and Investment," Journal of Financial Transformation, Capco Institute, volume 45, pages 22-29.
• Andrew Freeman & Iordanis Karagiannidis & D. Sykes Wilford, 2017, "The Power of “Negative Beta”: Why Every Portfolio Should Include Private Equity," Journal of Financial Transformation, Capco Institute, volume 45, pages 101-110.
• Christopher Rapcewicz, 2017, "Aligning Interests over the Long Term: an Incentive Structure for U.S. 501(C)(3) Private Foundations," Journal of Financial Transformation, Capco Institute, volume 46, pages 207-218.
• Atanu Saha & Alex Rinaudo, 2017, "Actively managed versus passive mutual funds: A race of two portfolios," Journal of Financial Transformation, Capco Institute, volume 46, pages 193-206.
• Atanu Saha & Alex Rinaudo, 2017, "Downside risk protection of Retirement Assets: A new approach," Journal of Financial Transformation, Capco Institute, volume 45, pages 111-120.
• Jaber Bahrami & Mosayeb Pahlavani & Reza Roshan & Saeed Rasekhi, 2017, "The Impact of Exchange Rate Changes on Asset Returns in the Framework of a Consumption Based Capital Asset Pricing Model," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 4, issue 1, pages 59-86.
• Udoka Bernard ALAJEKWU & Michael Chukwumee OBIALOR & Cyprian Okey OKORO, 2017, "Ffect Of Investor Sentiment On Future Returns In The Nigerian Stock Market," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 17, issue 2, pages 103-126.
• Emil Mihalina & Ivan Krivicic & Tihomir Antunovic, 2017, "Winter Saeculum," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 8, issue 1, pages 39-52.
• Elma Agic-Sabeta, 2017, "Portfolio Insurance Investment Strategies: A Risk-Management Tool," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 8, issue 2, pages 91-104.
• Zoran Ivanovski & Nadica Ivanovska & Zoran Narasanov, 2017, "Technical Analysis Accuracy At Macedonian Stock Exchange," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 8, issue 2, pages 105-118.
• Armin Habibovic & Davor Zoricic & Zrinka Lovretin Golubic, 2017, "Efficiency Of Crobex And Crobex10 Stock Market Indices," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 8, issue 3, pages 271-280.
• Tomasz MIZIOLEK & Adam ZAREMBA, 2017, "Fundamental Indexation in European Emerging Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 23-37, March.
• Hatice Gaye GENCER & Mehmet Yasin HURATA, 2017, "Risk Transmission and Contagion in the Equity Markets: International Evidence from the Global Financial Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 110-129, September.
• Krzysztof DRACHAL, 2017, "Volatility Clustering, Leverage Effects and Risk-Return Tradeoff in the Selected Stock Markets in the CEE Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 37-53, September.
• Dan Gabriel ANGHEL, 2017, "Intraday Market Efficiency for a Typical Central and Eastern European Stock Market: The Case of Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 88-109, September.
• Alin Marius ANDRIEŞ & Iulian IHNATOV & Nicu SPRINCEAN, 2017, "Do Seasonal Anomalies Still Exist In Central And Eastern European Countries? A Conditional Variance Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 60-83, December.
• Andrey Kudryavtsev & Shosh Shahrabani & Yaniv Azoulay, 2017, "Frequency of Adjusting Asset Allocations in the Life-Cycle Pension Model: When Doing More Is Not Necessarily Better," Bulletin of Applied Economics, Risk Market Journals, volume 4, issue 1, pages 13-33.
• Madalina-Gabriela ANGHEL & Mirela Panait & Alexandru MANOLE & Marius POPOVICI, 2017, "Theoretical Aspects of the Dynamic Portfolio Management," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 65, issue 2, pages 47-55, February.
• Constantin ANGHELACHE & Radu Titus MARINESCU & Diana Valentina DUMITRESCU, 2017, "Time Diversification In Consumption And Saving," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 65, issue 2, pages 64-70, February.
• Constantin ANGHELACHE & Marius POPOVICI, 2017, "Financial market analysis models," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 65, issue 6, pages 174-183, June.
• Gheorghe Savoiu & Simina Brostescu, 2017, "Three International Statistical Indicators And Their Factorial Impact On The Modelling Of Foreign Investments In Romania," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 65, issue 8, pages 174-188, August.
• Mario Tirelli, 2017, "Optimal Financial Contracts With Unobservable Investments," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0230, Dec.
• Rocco Ciciretti & Ambrogio Dalò & Lammertjan Dam, 2017, "The Contributions of Betas versus Characteristics to the ESG Premium," CEIS Research Paper, Tor Vergata University, CEIS, number 413, Jul, revised 19 Dec 2019.
• Adeola Oyenubi, 2017, "Diversification measures and the optimal number of Stocks in a portfolio: An information theoretic explanation," ERSA Working Paper Series, Economic Research Southern Africa, number 666, Feb.
• Vsevolod I. Gorlach, 2017, "Capturing the Black Swan: Scenario-Based Asset Allocation with Fat Tails and Non-Linear Correlations," ERSA Working Paper Series, Economic Research Southern Africa, number 695, Aug.
• Mathias Manguzvane, 2017, "Modelling Systemic Risk in the South African Banking Sector Using CoVar," ERSA Working Paper Series, Economic Research Southern Africa, number 709, Sep.
• Qing Zhou & Robert Faff, 2017, "The complementary role of cross-sectional and time-series information in forecasting stock returns," Australian Journal of Management, Australian School of Business, volume 42, issue 1, pages 113-139, February, DOI: 10.1177/0312896215575888.
• Anthony Asher & Ramona Meyricke & Susan Thorp & Shang Wu, 2017, "Age pensioner decumulation: Responses to incentives, uncertainty and family need," Australian Journal of Management, Australian School of Business, volume 42, issue 4, pages 583-607, November, DOI: 10.1177/0312896216682577.
• Emenike Kalu O., 2017, "Weak-form Efficiency After Global Financial Crisis: Emerging Stock Market Evidence," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 16, issue 1, pages 90-113, April, DOI: 10.1177/0972652716686268.
• Argel S. Masa & John Francis T. Diaz, 2017, "Long-memory Modelling and Forecasting of the Returns and Volatility of Exchange-traded Notes (ETNs)," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 11, issue 1, pages 23-53, February, DOI: 10.1177/0973801016676012.
• Santos, André Alves Portela & Ferreira, Alexandre R., 2017, "On the choice of covariance specifications for portfolio selection problems," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 37, issue 1, May.
• Dimitris Christelis & Michael Ehrmann & Dimitris Georgarakos, 2017, "Exploring Differences in Household Debt Across the United States and Euro Area Countries," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 465, Jan.
• Lorenzo Pandolfi & Tomas Williams, 2017, "Capital Flows and Sovereign Debt Markets: Evidence from Index Rebalancings," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 487, Nov.
• WAHBEEAH MOHTI & Andreia Dionísio & Isabel Vieira & Paulo Ferreira, 2017, "Equity Markets Integration in Asia," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5007107, May.
• Jongoh Kim, 2017, "Racetrack Punters Overpay the Lottery-type Stocks?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5808237, Oct.
• Sana Tauseef, 2017, "Cross-Sectional Variation in Stock Returns: Evidence from an Emerging Market," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 4807087, Jul.
• Manuel Ammann & Christian Ehmann, 2017, "Is Governance Related to Investment Performance and Asset Allocation? Empirical Evidence from Swiss Pension Funds," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 153, issue 3, pages 293-339, September.
• Mota Aragón, Martha beatriz & Mata Mata, Leovardo, 2017, "Volatilidad del Mercado Integrado Latinoamericano: un enfoque multivariado / Volatility of the Latin American Integrated Market: A Multivariate Approach," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 7, issue 1, pages 9-26, enero-jun.
• Tapia Gómez, Armando & Massa Roldán, Ricardo & Reyna Miranda, Montserrat, 2017, "Estrategia de construcción de portafolios de inversión: estudio comparativo para América Latina / Investment Portfolio Strategy: Comparative Study for Latin America," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 7, issue 2, pages 177-199, julio-dic.
• Olivares Aguayo, Héctor Alonso & Ortiz Ramírez, Ambrosio & Venegas Martínez, Francisco, 2017, "Valuación de una nota estructurada que vincula el rendimiento de un bono cupón cero con una opción en un portafolio de inversión / Pricing a Structured Note that Links a Zero-Coupon Bond Return with an Option in an Investment Porfolio," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 7, issue 2, pages 201-235, julio-dic.
• Daniel Gray & Alberto Montagnoli & Mirko Moro, 2017, "Does education improve financial outcomes? Quasi-experimental evidence from Britain," Working Papers, The University of Sheffield, Department of Economics, number 2017010, Apr.
• Yu-Chin Hsu & Hsiou-Wei Lin & Kendro Vincent, 2017, "Analyzing the Performance of Multi-Factor Investment Strategies under Multiple Testing Framework," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 17-A001, Jan.
• Yu-Chin Hsu & Hsiou-Wei Lin & Kendro Vincent, 2017, "Do Cross-Sectional Stock Return Predictors Pass the Test without Data-Snooping Bias?," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 17-A003, Jan.
• Boryana Bogdanova & Bozhidar Nedev, 2017, "Changes in Temporal Patterns of the Momentum Effect in Times of Turmoil: Evidence from the Bulgarian Stock," Bulgarian Economic Papers, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, number bep-2017-11, Dec, revised Dec 2017.
• Andreas M. Fischer & Rafael Greminger & Christian Grisse, 2017, "Portfolio rebalancing in times of stress," Working Papers, Swiss National Bank, number 2017-11.
• Marie Briere & Ariane Szafarz, 2017, "Factor Investing: The Rocky Road from Long-Only to Long-Short," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 17-013, Apr.
• İbrahim Yaşar GÖK & Ozan ÖZDEMİR, 2017, "Borsa İstanbul Sürdürülebilirlik Endeksinin Performans Karakteristiği," Sosyoekonomi Journal, Sosyoekonomi Society, issue 25(34).
• Fernando Chague & Rodrigo De Losso, Bruno Giovannetti, 2017, "The Price Tag Illusion," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2017_31, Nov.
• Odunayo Magret Olarewaju & Mabutho Sibanda & Stephen Oseko Migiro, 2017, "Dynamics of Lintner’s Model in the Dividend Payment Process of Nigerian Banks," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 67, issue 3, pages 79-94, july-Sept.
• Taras Bodnar & Taras Zabolotskyy, 2017, "How risky is the optimal portfolio which maximizes the Sharpe ratio?," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 101, issue 1, pages 1-28, January, DOI: 10.1007/s10182-016-0270-3.
• Margherita Giuzio, 2017, "Genetic algorithm versus classical methods in sparse index tracking," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 40, issue 1, pages 243-256, November, DOI: 10.1007/s10203-017-0191-y.
• Anna Battauz & Marzia Donno & Alessandro Sbuelz, 2017, "Reaching nirvana with a defaultable asset?," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 40, issue 1, pages 31-52, November, DOI: 10.1007/s10203-017-0192-x.
• Andreas H. Hamel & Sophie Qingzhen Wang, 2017, "A set optimization approach to utility maximization under transaction costs," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 40, issue 1, pages 257-275, November, DOI: 10.1007/s10203-017-0195-7.
• Alessandra Carleo & Francesco Cesarone & Andrea Gheno & Jacopo Maria Ricci, 2017, "Approximating exact expected utility via portfolio efficient frontiers," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 40, issue 1, pages 115-143, November, DOI: 10.1007/s10203-017-0201-0.
• T. G. Saji & Ratheesh K. Nair, 2017, "Investor-centric strategies for Indian mutual fund industry: inferring from the behavior of individual investors," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 44, issue 3, pages 209-225, September, DOI: 10.1007/s40622-017-0157-5.
• Claudiu Tiberiu Albulescu & Daniel Goyeau & Aviral Kumar Tiwari, 2017, "Co-movements and contagion between international stock index futures markets," Empirical Economics, Springer, volume 52, issue 4, pages 1529-1568, June, DOI: 10.1007/s00181-016-1113-5.
• Kiichi Tokuoka, 2017, "Is stock investment contagious among siblings?," Empirical Economics, Springer, volume 52, issue 4, pages 1505-1528, June, DOI: 10.1007/s00181-016-1120-6.
• Rui F. Teixeira & Mara Madaleno & Elisabete S. Vieira, 2017, "Oil price effects over individual Portuguese stock returns," Empirical Economics, Springer, volume 53, issue 3, pages 891-926, November, DOI: 10.1007/s00181-016-1166-5.
• Berna Aydogan, 2017, "Sentiment dynamics and volatility of international stock markets," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 7, issue 3, pages 407-419, December, DOI: 10.1007/s40821-016-0063-3.
• Hao Xing, 2017, "Consumption–investment optimization with Epstein–Zin utility in incomplete markets," Finance and Stochastics, Springer, volume 21, issue 1, pages 227-262, January, DOI: 10.1007/s00780-016-0297-z.
• Holger Kraft & Thomas Seiferling & Frank Thomas Seifried, 2017, "Optimal consumption and investment with Epstein–Zin recursive utility," Finance and Stochastics, Springer, volume 21, issue 1, pages 187-226, January, DOI: 10.1007/s00780-016-0316-0.
• Sigrid Källblad, 2017, "Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals," Finance and Stochastics, Springer, volume 21, issue 2, pages 397-425, April, DOI: 10.1007/s00780-016-0318-y.
• Peter Bank & Yan Dolinsky & Ari-Pekka Perkkiö, 2017, "The scaling limit of superreplication prices with small transaction costs in the multivariate case," Finance and Stochastics, Springer, volume 21, issue 2, pages 487-508, April, DOI: 10.1007/s00780-016-0320-4.
• Takuji Arai & Yuto Imai & Ryoichi Suzuki, 2017, "Local risk-minimization for Barndorff-Nielsen and Shephard models," Finance and Stochastics, Springer, volume 21, issue 2, pages 551-592, April, DOI: 10.1007/s00780-017-0324-8.
• Ying Jiao & Olivier Klopfenstein & Peter Tankov, 2017, "Hedging under multiple risk constraints," Finance and Stochastics, Springer, volume 21, issue 2, pages 361-396, April, DOI: 10.1007/s00780-017-0326-6.
• Tomas Björk & Mariana Khapko & Agatha Murgoci, 2017, "On time-inconsistent stochastic control in continuous time," Finance and Stochastics, Springer, volume 21, issue 2, pages 331-360, April, DOI: 10.1007/s00780-017-0327-5.
• Carole Bernard & Ludger Rüschendorf & Steven Vanduffel & Ruodu Wang, 2017, "Risk bounds for factor models," Finance and Stochastics, Springer, volume 21, issue 3, pages 631-659, July, DOI: 10.1007/s00780-017-0328-4.
• Jaksa Cvitanić & Walter Schachermayer & Hui Wang, 2017, "Erratum to: Utility maximization in incomplete markets with random endowment," Finance and Stochastics, Springer, volume 21, issue 3, pages 867-872, July, DOI: 10.1007/s00780-017-0331-9.
• Ioannis Karatzas & Johannes Ruf, 2017, "Trading strategies generated by Lyapunov functions," Finance and Stochastics, Springer, volume 21, issue 3, pages 753-787, July, DOI: 10.1007/s00780-017-0332-8.
• Siegfried K. Berninghaus & Werner Güth & Charlotte Klempt & Kerstin Pull, 2017, "Assessing Mental Models via Recording Decision Deliberations of Pairs," Homo Oeconomicus: Journal of Behavioral and Institutional Economics, Springer, volume 34, issue 2, pages 97-115, November, DOI: 10.1007/s41412-017-0051-6.
• KiHoon Hong, 2017, "Bitcoin as an alternative investment vehicle," Information Technology and Management, Springer, volume 18, issue 4, pages 265-275, December, DOI: 10.1007/s10799-016-0264-6.
• Oscar A. Stolper & Andreas Walter, 2017, "Financial literacy, financial advice, and financial behavior," Journal of Business Economics, Springer, volume 87, issue 5, pages 581-643, July, DOI: 10.1007/s11573-017-0853-9.
• Maximilian Koestner & Benjamin Loos & Steffen Meyer & Andreas Hackethal, 2017, "Do individual investors learn from their mistakes?," Journal of Business Economics, Springer, volume 87, issue 5, pages 669-703, July, DOI: 10.1007/s11573-017-0855-7.
• Chih-Hsiang Chang, 2017, "Exploring stock recommenders’ behavior and recommendation receivers’ sophistication," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 1, pages 1-26, January, DOI: 10.1007/s12197-015-9330-x.
• Ray R. Sturm, 2017, "Schwab’s equity ratings: value added or old news?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 2, pages 257-275, April, DOI: 10.1007/s12197-015-9347-1.
• Jukka Ilomäki, 2017, "Animal spirits, beauty contests and expected returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 3, pages 474-486, July, DOI: 10.1007/s12197-016-9364-8.
• Manhwa Wu & Paoyu Huang & Yensen Ni, 2017, "Investing strategies as continuous rising (falling) share prices released," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 4, pages 763-773, October, DOI: 10.1007/s12197-016-9377-3.
• Tsunehiro Ishihara & Yasuhiro Omori, 2017, "Portfolio optimization using dynamic factor and stochastic volatility: evidence on Fat-tailed errors and leverage," The Japanese Economic Review, Springer, volume 68, issue 1, pages 63-94, March, DOI: 10.1111/jere.12114.
• Gregory Phelan, 2017, "Collateralized borrowing and increasing risk," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 63, issue 2, pages 471-502, February, DOI: 10.1007/s00199-015-0943-2.
• Thiagu Ranganathan & Usha Ananthakumar, 2017, "Hedging in Presence of Crop Yield, Crop Revenue and Rainfall Insurance," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 15, issue 1, pages 151-171, March, DOI: 10.1007/s40953-016-0041-8.
• Dirk Becherer & Klebert Kentia, 2017, "Hedging under generalized good-deal bounds and model uncertainty," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 86, issue 1, pages 171-214, August, DOI: 10.1007/s00186-017-0588-y.
• Simone Farinelli & Luisa Tibiletti, 2017, "Portfolio Management and Stochastic Optimization in Discrete Time: An Application to Intraday Electricity Trading and Water Values for Hydroassets," Operations Research Proceedings, Springer, in: Karl Franz Dörner & Ivana Ljubic & Georg Pflug & Gernot Tragler, "Operations Research Proceedings 2015", DOI: 10.1007/978-3-319-42902-1_85.
• Michail Chronopoulos & Verena Hagspiel & Stein-Erik Fleten, 2017, "Stepwise investment and capacity sizing under uncertainty," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., volume 39, issue 2, pages 447-472, March, DOI: 10.1007/s00291-016-0460-0.
• Grzegorz Tchorek & Michał Brzozowski & Paweł Śliwiński, 2017, "Determinants of capital flows to emerging and advanced economies between 1990 and 2011," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 16, issue 1, pages 17-48, April, DOI: 10.1007/s10258-016-0126-5.
• R. P. Brito & H. Sebastião & P. Godinho, 2017, "Portfolio choice with high frequency data: CRRA preferences and the liquidity effect," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 16, issue 2, pages 65-86, August, DOI: 10.1007/s10258-017-0131-3.
• I. Antoniadis & C. Gkasis & S. Kontsas, 2017, "Corporate Governance, Insider Trading, and Stock Returns in the Greek Technology Sector," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Applied Economic Research", DOI: 10.1007/978-3-319-48454-9_46.
• Suresh Nallareddy & Maria Ogneva, 2017, "Accrual quality, skill, and the cross-section of mutual fund returns," Review of Accounting Studies, Springer, volume 22, issue 2, pages 503-542, June, DOI: 10.1007/s11142-017-9389-z.
• Gavin Cassar & Joseph Gerakos, 2017, "Do risk management practices work? Evidence from hedge funds," Review of Accounting Studies, Springer, volume 22, issue 3, pages 1084-1121, September, DOI: 10.1007/s11142-017-9403-5.
• Maria-Teresa Bosch-Badia & Joan Montllor-Serrats & Maria-Antonia Tarrazon-Rodon, 2017, "Analysing the information embedded in the optimal mean–variance weights: CAPM versus Bamberg and Dorfleitner model," Review of Managerial Science, Springer, volume 11, issue 4, pages 789-814, October, DOI: 10.1007/s11846-016-0205-0.
• Manuel Ammann & Christian Ehmann, 2017, "Is Governance Related to Investment Performance and Asset Allocation? Empirical Evidence from Swiss Pension Funds," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 153, issue 3, pages 293-339, July, DOI: 10.1007/BF03399510.
• Manuel Rupprecht & Christine Annuß, 2017, "Sparen in Zeiten niedriger Zinsen — wirtschaftspolitische Unterstützung nötig?
  [Savings in Times of Low Interest Rates — Are German Households in Need of Public Support?]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 97, issue 2, pages 130-134, February, DOI: 10.1007/s10273-017-2095-4.
• Jun-Biao Lina & Ping-Yeh Su, 2017, "Idiosyncratic Volatility and Liquidity Risk: How they have Explanatory Power in Stock Returns," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 1, pages 1-2.
• Chongsoo An & John J. Cheh & Il-woon Kim, 2017, "Do Value Stocks Outperform Growth Stocks in the U.S. Stock Market?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 2, pages 1-7.
• Martua Eliakim Tambunan & Hermanto Siregar & Adler Haymans Manurung & Dominicus Savio Priyarsono, 2017, "Related Party Transactions and Firm Value in the Business Groups in the Indonesia Stock Exchange," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 3, pages 1-1.
• Bing Li, 2017, "Network Evolution of the Chinese Stock Market: A Study based on the CSI 300 Index," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 3, pages 1-5.
• Yujie Zhu & Tieqi Wang, 2017, "Deriving momentum strategies in Chinese stock Market: Using Gene Expression Programming," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 6, pages 1-4.
• Frieder Meyer-Bullerdiek, 2017, "Rebalancing and Diversification Return – Evidence from the German Stock Market," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 6, issue 2, pages 1-1.
• Ian McDermott & Mark Mulcahy, 2017, "Merger Arbitrage in Germany," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 6, issue 2, pages 1-2.
• Vasilios Sogiakas, 2017, "Option trading for optimizing volatility forecasting," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 6, issue 3, pages 1-3.
• Pietro Dindo & Jacopo Staccioli, 2017, "Asset prices and wealth dynamics in a financial market with endogenous liquidation risk," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2017/33, Dec.
• Jose Arreola Hernandez & Shawkat Hammoudeh & Duc Khuong Nguyen & Mazin A. M. Al Janabi & Juan Carlos Reboredo, 2017, "Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach," Applied Economics, Taylor & Francis Journals, volume 49, issue 25, pages 2409-2427, May, DOI: 10.1080/00036846.2016.1240346.
• Sofiane Aboura & Y. Eser Arisoy, 2017, "Does aggregate uncertainty explain size and value anomalies?," Applied Economics, Taylor & Francis Journals, volume 49, issue 32, pages 3214-3230, July, DOI: 10.1080/00036846.2016.1257107.
• Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2017, "Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 1, pages 110-129, January, DOI: 10.1080/07350015.2015.1061436.
• Matthias Raddant & Friedrich Wagner, 2017, "Transitions in the stock markets of the US, UK and Germany," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 2, pages 289-297, February, DOI: 10.1080/14697688.2016.1183812.
• Ilomaki Jukka & Laurila Hannu, 2017, "Endogenous Real Risk-Free Rate, the Central Bank, and Stock Market," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1713, Jan.
• Ilomaki Jukka & Laurila Hannu, 2017, "Stock Market Dynamics and the Central Bank in a General Equilibrium Model," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1715, May.
• Derya Ezgi Kayalar & Irem Talasli & Ibrahim Unalmis, 2017, "Interdependencies across Sovereign Bond Credit Default Swap Markets," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1707.
• Joscha Beckmann & Theo Berger & Robert Czudaj, 2017, "Gold Price Dynamics and the Role of Uncertainty," Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology, number 006, May, revised May 2017.
• Joscha Beckmann & Theo Berger & Robert Czudaj & Thi-Hong-Van Hoang, 2017, "Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication," Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology, number 012, Jul, revised Jul 2017.
• Tommy Jehmlich & Friedrich Thießen & Elisabeth Ude, 2017, "Systematische Überrenditen mit Standardstrategien Eine empirische Untersuchung von Value- und Growth-Investmentstrategien am deutschen Aktienmarkt," Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology, number 013, Aug, revised Aug 2017.
• Yasemin Erduman & Zelal Aktaş & Neslihan Kaya Ekşi, 2017, "Fed Para Politikasına Đlişkin Beklentilerin Türkiye’ye Yönelen Portföy Akımları Üzerine Etkisi," Ekonomi-tek - International Economics Journal, Turkish Economic Association, volume 6, issue 3, pages 1-14, September.
• Jinghui Chen & Masahito Kobayashi & Michael McAleer, 2017, "Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-022/III, Feb.
• Francisco (F.) Blasques & Paolo Gorgi & Siem Jan (S.J.) Koopman, 2017, "Accelerating GARCH and Score-Driven Models: Optimality, Estimation and Forecasting," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-059/III, Jul.
• Max van Lent, 2017, "Increasing the Well-Being of Others On-the-Job and Outside the Workplace," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-061/VII, Jun.
• Jacopo Cimadomo & Oana Furtuna & Massimo Giuliodori, 2017, "Private and Public Risk Sharing in the Euro Area," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-064/VI, Jul.
• Prast, Henriette & Teppa, F., 2017, "The Power of Percentage : Quantitative Framing of Pension Income," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-048.
• Pikulina, E.S. & Renneboog, Luc & Tobler, P.N., 2017, "Overconfidence and investment : An experimental approach," Other publications TiSEM, Tilburg University, School of Economics and Management, number 940a1d28-f38f-4953-9790-5.
• Andries, Marianne & Haddad, Valentin, 2017, "Information Aversion," TSE Working Papers, Toulouse School of Economics (TSE), number 17-779, Mar.
• Bianchi, Milo & Tallon, Jean-Marc, 2017, "Ambiguity Preferences and Portfolio Choices: Evidence from the Field," TSE Working Papers, Toulouse School of Economics (TSE), number 17-862, Nov.
• Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2017, "A Life-Cycle Model with Unemployment Traps," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 041, Sep.
• Zhe Huang & Franck Martin, 2017, "Optimal pairs trading strategies in a cointegration framework," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 2017-08, Jul.
• Chichaibelu, Bezawit Beyene & Waibel, Hermann, 2017, "Explaining differences in rural household debt between Thailand and Vietnam: Economic environment versus household characteristics," TVSEP Working Papers, Leibniz Universitaet Hannover, Institute for Environmental Economics and World Trade, Project TVSEP, number wp-002, Jun.
• Jinghui Chen & Masahito Kobayashi & Michael McAleer, 2017, "Testing for volatility co-movement in bivariate stochastic volatility models," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-10, Feb.
• Annamaria Lusardi & Pierre-Carl Michaud & Olivia S. Mitchell, 2017, "Optimal Financial Knowledge and Wealth Inequality," Journal of Political Economy, University of Chicago Press, volume 125, issue 2, pages 431-477, DOI: 10.1086/690950.
• Eduardo Levy-Yeyati & Nathan Converse & Tomas Williams, 2017, "How ETFs Amplify the Global Financial Cycle in Emerging Markets," School of Government Working Papers, Universidad Torcuato Di Tella, number 201702, Dec.
• Pavlo Illiashenko, 2017, "Behavioral Finance: Household Investment and Borrowing Decisions," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 242, pages 28-48, DOI: 10.26531/vnbu2017.242.015.
• Bos, Jaap & Li, Runliang, 2017, "Understanding the Trembles of Nature: How Do Disaster Experiences Shape Bank Risk Taking?," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 033, Dec, DOI: 10.26481/umagsb.2017033.
• I. Koetsier & J.A. Bikker, 2017, "Herding behaviour of Dutch pension funds in sovereign bond investments," Working Papers, Utrecht School of Economics, number 17-15, Sep.
• Fuchs, Florian & Fuess, Roland & Jenkinson, Tim & Morkoetter, Stefan, 2017, "Winning a Deal in Private Equity: Do Educational Networks Matter?," Working Papers on Finance, University of St. Gallen, School of Finance, number 17155, Oct.
• Ammann, Manuel & Bauer, Christopher & Fischer, Sebastian & Mueller, Philipp, 2017, "Tha Impact of the Morningstar Sustainability Rating on Mutual Fund Flows," Working Papers on Finance, University of St. Gallen, School of Finance, number 1718, May, revised Nov 2017.
• Ruenzi, Stefan & Weigert, Florian, 2017, "Momentum and Crash Sensitivity," Working Papers on Finance, University of St. Gallen, School of Finance, number 1801, Dec.
• Calcagno, Riccardo & Giofré, Maela & Urzì-Brancati, Maria Cesira, 2017, "To Trust is Good, but to Control Is Better: How Investors Discipline Financial Advisors'Activity," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 201718, May.
• Dietmar P.J. Leisen & Eckhard Platen, 2017, "Investing for the Long Run," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 381, May.
• Eckhard Platen & Renata Rendek, 2017, "Market Efficiency and the Growth Optimal Portfolio," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 386, Aug.
• Iris Biefang-Frisancho Mariscal, 2017, "The impact of quantitative easing on aggregate mutual fund flows in the UK," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 20171704, Jan.
• Jean-Michel Grandmont, 2017, "Behavioral Heterogeneity : Pareto Distributions of Homothetic Preference Scales and Aggregate Expenditures Income Elasticities," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2017:22.
• Pietro Dindo & Jacopo Staccioli, 2017, "Asset prices and wealth dynamics in a financial market with endogenous liquidation risk," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2017:31.
• Branko Urošević & Ivana Rajković, 2017, "Dollarization of Deposits in the Short and Long Run: Evidence from CESE Countries," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 64, issue 1, pages 31-44.
• Yang-Cheng Lu & Hao Fang & Yen-Hsien Lee, 2017, "Informational and Non-Informational Compositions of UK Fund Managers’ Dynamic Herding in the Stock Market," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 64, issue 5, pages 571-592.