Research classified by Journal of Economic Literature (JEL) codes

2017

• Singh Amanjot, 2017, "Modeling Conditional Volatility of Indian Banking Sector’s Stock Market Returns," Scientific Annals of Economics and Business, Sciendo, volume 64, issue 3, pages 325-338, October, DOI: 10.1515/saeb-2017-0021.
• Marszk Adam, 2017, "Exchange traded commodities as a category of innovative products on European financial markets," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 13, issue 2, pages 14-21, December, DOI: 10.1515/fiqf-2016-0019.
• Jedynak Tomasz, 2017, "Is it Worth Being Good? – The Efficiency and Risk of Socially Responsible Investing in Light of Various Empirical Studies," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 13, issue 3, pages 1-14, September, DOI: 10.1515/fiqf-2016-0025.
• Kozak Sylwester, 2017, "Degree of Convergence of the Efficiency of the Polish Equity Investment Funds Obtained with Measures Based on the Sharpe Ratio," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 13, issue 3, pages 33-42, September, DOI: 10.1515/fiqf-2016-0028.
• Śliwiński Paweł & Łobza Maciej, 2017, "Financial Performance of Socially Responsible Indices," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 53, issue 1, pages 25-46, March, DOI: 10.1515/ijme-2017-0003.
• Zaremba Adam & Konieczka Przemysław, 2017, "Size, Value, and Momentum in Polish Equity Returns: Local or International Factors?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 53, issue 3, pages 26-47, September, DOI: 10.1515/ijme-2017-0017.
• Zaimovic Azra & Arnaut-Berilo Almira & Mustafic Arnela, 2017, "Portfolio Diversification in the South-East European Equity Markets," South East European Journal of Economics and Business, Sciendo, volume 12, issue 1, pages 126-135, April, DOI: 10.1515/jeb-2017-0010.
• Marcin Kawiński & Piotr Majewski, 2017, "Financial and insurance literacy in Poland," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2017-03.
• Anginer,Deniz & Han,Snow Xue & Yildizhan,Celim, 2017, "Do individual investors ignore transaction costs ?," Policy Research Working Paper Series, The World Bank, number 8098, Jun.
• Justine Hastings & Ali Hortaçsu & Chad Syverson, 2017, "Sales Force and Competition in Financial Product Markets: The Case of Mexico's Social Security Privatization," Econometrica, Econometric Society, volume 85, issue 6, pages 1723-1761, November, DOI: 10.3982/ECTA12302.
• Erik Kole & Dick Dijk, 2017, "How to Identify and Forecast Bull and Bear Markets?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 1, pages 120-139, January.
• Lorne N. Switzer & Cagdas Tahaoglu & Yun Zhao, 2017, "Volatility measures as predictors of extreme returns," Review of Financial Economics, John Wiley & Sons, volume 35, issue 1, pages 1-10, November, DOI: 10.1016/j.rfe.2017.04.001.
• Moawia Alghalith & Xu Guo & Cuizhen Niu & Wing-Keung Wong, 2017, "Input Demand Under Joint Energy and Output Prices Uncertainties," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., volume 34, issue 04, pages 1-12, August, DOI: 10.1142/S021759591750018X.
• William T Ziemba, 2017, "The Adventures of a Modern Renaissance Academic in Investing and Gambling," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10242, ISBN: ARRAY(0x76007858), September.
• Eliezer Z Prisman, 2017, "Lecture Notes in Fixed Income Fundamentals," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10271, ISBN: ARRAY(0x74fc73f8), September.
• Nandini Vijayaraghavan & Umesh Desai, 2017, "The Singapore Blue Chips:The Rewards & Risks of Investing in Singapore's Largest Corporates," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9960, ISBN: ARRAY(0x75a58f10), September.
• William T Ziemba, 2017, "Beginning," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Early Days in Adams and at the University of Massachusetts in Amherst," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Reminiscences of the Early Days in Berkeley," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Start of a New Department in Vancouver," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Travels on a Flying Carpet," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Canadian Sports Pool and a New Name, Dr Z, 1982," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Fortune’s Formula: How the Pros Wager," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Invention of the Place and Show Betting System," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Turn-of-the-Year 1982/1983," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Testing the Dr Z System with Ed Thorp," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The 2 Minute Sprint," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Susquehanna," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "What is Japan Doing Right to Get All that Money? Will they Lose It?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Bond–Stock Earnings Yield Crash Prediction Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Arbitrage and Risk Arbitrage," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Bill Benter Letter," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Scenario Optimization in Action — The Russell–Yasuda Kasai Financial Planning Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Anomalies Research at Frank Russell, 1989–1998," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Risk Management and Planning in the Vienna Siemens Pension Model, InnoALM," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Evaluating the Greatest Investors," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "How to Lose Money in Derivatives and Some Who Did," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Trend Following in the Bahamas," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Internet Bubble Crash, 2000–2002," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The US Housing Bubble, Credit Crisis, Crash and Recovery 2006 to 2015," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Flash Crash and High Frequency Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Greek Crisis and Why It is Important," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Inefficiencies and Anomalies: Other Crashes and How They Fit the Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Dealing with Madoff and Other Swindlers," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 28, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "An Adventure in the Bed and Breakfast Business, British Columbia Real Estate over the Years," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 29, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Two Tries in the Horse Ownership Business," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 30, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Travels to Universities and Academic and Professional Conferences over the Years," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 31, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• Eliezer Z Prisman, 2017, "Introduction and Review of Simple Concepts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Lecture Notes in Fixed Income Fundamentals".
• Eliezer Z Prisman, 2017, "A Basic Model of Bond Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Lecture Notes in Fixed Income Fundamentals".
• Eliezer Z Prisman, 2017, "The Term Structure, its Estimation, and Smoothing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Lecture Notes in Fixed Income Fundamentals".
• Eliezer Z Prisman, 2017, "Duration and Immunization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Lecture Notes in Fixed Income Fundamentals".
• Eliezer Z Prisman, 2017, "Forwards, Eurodollars, and Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Lecture Notes in Fixed Income Fundamentals".
• Eliezer Z Prisman, 2017, "Swaps: A Second Look," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Lecture Notes in Fixed Income Fundamentals".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Curtain Raiser," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Temasek Holdings," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Agri-Business Companies: An Overview," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Golden Agri Resources," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Wilmar International," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Olam International," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Investing In Agri Business Companies: Takeaways," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "The Banking Troika," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "The Singapore Exchange," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Keppel Corporation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Fraser & Neave," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Sembcorp Industries," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Singapore Technologies Engineering Limited," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Sia Engineering Company," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "The Gaming Duopoly," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "The Singapore Property Sector: An Overview," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Capitaland," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "THE TALE OF TWO REITs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Global Logistic Properties," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Singapore Telecoms: An Overview," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Starhub," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Singapore Telecommunications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Investing In Singapore Telecoms: Takeaways," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Comfortdelgro," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Singapore Airlines," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "And The Curtains Fall…For Now," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• M. Hashem Pesaran & Takashi Yamagata, 2017, "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," Discussion Papers, Department of Economics, University of York, number 17/04, Apr.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2017, "Decumulation, Sequencing Risk and the Safe Withdrawal Rate: Why the 4% Withdrawal Rule leaves Money on the Table," Discussion Papers, Department of Economics, University of York, number 17/06, Jul.
• Zhechun He, 2017, "Housing and Financial Asset Allocations of Heterogeneous Homeowners," Discussion Papers, Department of Economics, University of York, number 17/07, Jul.
• Denis Dolinar Davor Zorièiæ Antonija Kožul, 2017, "Towards the Estimation of an Efficient Benchmark Portfolio: The Case of Croatian Emerging Market," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 20, issue SCI, pages 13-23, April.
• Fischer, Marcel & Jensen, Bjarne Astrup, 2017, "The debt tax shield, economic growth and inequality," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 219.
• Faria, Gonçalo & Verona, Fabio, 2017, "Forecasting the equity risk premium with frequency-decomposed predictors," Bank of Finland Research Discussion Papers, Bank of Finland, number 1/2017.
• Knüpfer, Samuli & Rantapuska, Elias & Sarvimäki, Matti, 2017, "Why does portfolio choice correlate across generations?," Bank of Finland Research Discussion Papers, Bank of Finland, number 25/2017.
• Schlepper, Kathi & Riordan, Ryan & Hofer, Heiko & Schrimpf, Andreas, 2017, "Scarcity effects of QE: A transaction-level analysis in the Bund market," Discussion Papers, Deutsche Bundesbank, number 06/2017.
• Busch, Ramona & Drescher, Christian & Memmel, Christoph, 2017, "Bank stress testing under different balance sheet assumptions," Discussion Papers, Deutsche Bundesbank, number 07/2017.
• Möhlmann, Axel, 2017, "Interest rate risk of life insurers: Evidence from accounting data," Discussion Papers, Deutsche Bundesbank, number 10/2017.
• Podlich, Natalia & Schnabel, Isabel & Tischer, Johannes, 2017, "Banks' trading after the Lehman crisis: The role of unconventional monetary policy," Discussion Papers, Deutsche Bundesbank, number 19/2017.
• Darracq-Pariès, Matthieu & Kühl, Michael, 2017, "The optimal conduct of central bank asset purchases," Discussion Papers, Deutsche Bundesbank, number 22/2017.
• 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.
• Dr. Monika Garg, 2017, "Implication of Efficient Market Hypothesis for Investment Decisions," Journal of Commerce and Trade, Society for Advanced Management Studies, volume 12, issue 2, pages 135-141, October.
• Huson Joher Ali Ahmed Author-Name: IKM Mokhtarul Wadud, 2017, "Oil Price Volatility And Sectoral Returns Uncertainties: Evidence From A Threshold Based Approach For The Australian Equity Market," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 1, pages 329-342, January-M.
• Muhammad Ishfaq Ahmad & Wang Guohui & Muhammad Yasir Rafiq & Mudassar Hasan & Ata-Ul-Haq Chohan & Anika Sattar, 2017, "Assesing Performance of Moving Average Investment Timing Strategy Over the UK Stock Market," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 3, pages 349-362, July-Sept.
• Kátay, Gábor & Péter, Harasztosi, 2017, "Currency Matching and Carry Trade by Non-Financial Corporations," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2017-02, May.
• Yuki Shigeta, 2017, "Portfolio selections under mean-variance preference with multiple priors for means and variances," Annals of Finance, Springer, volume 13, issue 1, pages 97-124, February, DOI: 10.1007/s10436-016-0291-7.
• Yerkin Kitapbayev & Tim Leung, 2017, "Optimal mean-reverting spread trading: nonlinear integral equation approach," Annals of Finance, Springer, volume 13, issue 2, pages 181-203, May, DOI: 10.1007/s10436-017-0295-y.
• Liu Gan & Zhaojun Yang, 2017, "Investment, agency conflicts, debt maturity, and loan guarantees by negotiation," Annals of Finance, Springer, volume 13, issue 3, pages 253-271, August, DOI: 10.1007/s10436-017-0298-8.
• Dian Zhu & Andrew J. Heunis, 2017, "Quadratic minimization with portfolio and intertemporal wealth constraints," Annals of Finance, Springer, volume 13, issue 3, pages 299-340, August, DOI: 10.1007/s10436-017-0300-5.
• Laura Delaney & Polina Kovaleva, 2017, "The dampening effect of iceberg orders on small traders’ welfare," Annals of Finance, Springer, volume 13, issue 4, pages 453-484, November, DOI: 10.1007/s10436-017-0304-1.
• 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.