Research classified by Journal of Economic Literature (JEL) codes

2017

• Khan, Mohammad Tariqul Islam & Tan, Siow-Hooi & Chong, Lee-Lee, 2017, "How past perceived portfolio returns affect financial behaviors—The underlying psychological mechanism," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1478-1488, DOI: 10.1016/j.ribaf.2017.07.088.
• Ayadi, Mohamed A. & Lazrak, Skander & Welch, Robert, 2017, "Determinants of bankruptcy regime choice for Canadian public firms," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 161-172, DOI: 10.1016/j.ribaf.2017.04.043.
• Ahmad, Wasim, 2017, "On the dynamic dependence and investment performance of crude oil and clean energy stocks," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 376-389, DOI: 10.1016/j.ribaf.2017.07.140.
• Hadhri, Sinda & Ftiti, Zied, 2017, "Stock return predictability in emerging markets: Does the choice of predictors and models matter across countries?," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 39-60, DOI: 10.1016/j.ribaf.2017.04.057.
• Bucciol, Alessandro & Zarri, Luca, 2017, "Do personality traits influence investors’ portfolios?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 68, issue C, pages 1-12, DOI: 10.1016/j.socec.2017.03.001.
• Lazar, Maya & Levkowitz, Amir & Oren, Amit & Sonsino, Doron, 2017, "A note on receptiveness to loss in structured Investment," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 69, issue C, pages 92-98, DOI: 10.1016/j.socec.2017.06.004.
• León, Anja Köbrich & Pfeifer, Christian, 2017, "Religious activity, risk-taking preferences and financial behaviour: Empirical evidence from German survey data," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 69, issue C, pages 99-107, DOI: 10.1016/j.socec.2017.05.005.
• Gromb, Denis & Vayanos, Dimitri, 2017, "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118954, Aug.
• Eyster, Erik & Rabin, Matthew & Vayanos, Dimitri, 2017, "Financial markets where traders neglect the informational content of prices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118956, Aug.
• Guasoni, Paolo & Muhle-Karbe, Johannes & Xing, Hao, 2017, "Robust portfolios and weak incentives in long-run investments," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60577, Jan.
• Paravisini, Daniel & Rappoport, Veronica & Ravina, Enrichetta, 2017, "Risk aversion and wealth: evidence from person-to-person lending portfolios," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 62137, Feb.
• Czichowsky, Christoph & Schachermayer, Walter & Yang, Junjian, 2017, "Shadow prices for continuous processes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 63370, Jul.
• Czichowsky, Christoph & Schachermayer, Walter, 2017, "Portfolio optimisation beyond semimartingales: shadowprices and fractional Brownian motion," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 67689, Jun.
• Ellis, Andrew & Piccione, Michele, 2017, "Correlation misperception in choice," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 68326, Apr.
• Cui, Wei, 2017, "Macroeconomic effects of delayed capital liquidation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86156, Jul.
• Andrikogiannopoulou, Angie & Papakonstantinou, Filippos, 2017, "Individual reaction to past performance sequences: evidence from a real marketplace," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87997, Feb.
• Orkun Saka, 2017, "Domestic banks as lightning rods? Home bias during the Eurozone crisis," LEQS – LSE 'Europe in Question' Discussion Paper Series, European Institute, LSE, number 122, Feb.
• Iman Gunadi & Apsari Dharmesti & Aghnia Yurizkanti, 2017, "An Analytical Tool for Forex Transaction," EcoMod2017, EcoMod, number 10403, Jul.
• Sierra-Juárez, Guillermo & Méndez García, Daniela, 2017, "Un modelo de inversión óptima para fondos soberanos: caso fondo mexicano del petróleo para la estabilización y el desarrollo," El Trimestre Económico, Fondo de Cultura Económica, volume 0, issue 335, pages .731-756, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v84i.
• Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Jean-Luc Prigent & Donald Keenan & Mahdi Mokrane, 2017, "Modified Sharpe Ratios in Real Estate Performance Measurement: Beyond the Standard Cornish Fisher Expansion," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2017-20.
• Syed Jawad Hussain Shahzad & Peter Josef Stauvermann & Ronald Ravinesh Kumar & Tanveer Ahmad, 2017, "The impact of terrorism on industry returns and systematic risk in Pakistan," Accounting Research Journal, Emerald Group Publishing Limited, volume 30, issue 4, pages 413-429, November, DOI: 10.1108/ARJ-09-2015-0114.
• Fang Wang & Xu Zheng, 2017, "Performance analysis of investing in Chinese oil paintings based on a hedonic regression model of price index," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 3, pages 323-342, August, DOI: 10.1108/CFRI-03-2016-0009.
• Hong Yu Xin Pan & Jun Song, 2017, "Volatility cones and volatility arbitrage strategies – empirical study based on SSE ETF option," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 2, pages 203-227, May, DOI: 10.1108/CFRI-05-2016-0041.
• Yugang Yin & Bin Tan, 2017, "Analyst’s ability, media selection and investor interests: evidence from China," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 1, pages 67-84, February, DOI: 10.1108/CFRI-06-2016-0049.
• Muhammad Zubair Tauni & Zia-ur-Rehman Rao & Hongxing Fang & Sultan Sikandar Mirza & Zulfiqar Ali Memon & Khalil Jebran, 2017, "Do investor’s Big Five personality traits influence the association between information acquisition and stock trading behavior?," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 4, pages 450-477, September, DOI: 10.1108/CFRI-06-2016-0059.
• Ryan McKeon, 2017, "Empirical patterns of time value decay in options," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 4, pages 429-449, September, DOI: 10.1108/CFRI-09-2016-0108.
• Rui Li & Jiahui Li & Jinjian Yuan, 2017, "Short-sale prohibitions, firm characteristics and stock returns: evidence from Chinese market," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 4, pages 407-428, September, DOI: 10.1108/CFRI-11-2016-0122.
• Galla Salganik-Shoshan, 2017, "Business cycle and investment flows of retail and institutional mutual funds," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 13, issue 5, pages 498-520, August, DOI: 10.1108/IJMF-02-2016-0023.
• Jarkko Peltomäki, 2017, "Investment styles and the multifactor analysis of market timing skill," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 13, issue 1, pages 21-35, February, DOI: 10.1108/IJMF-04-2015-0095.
• Yung-Ho Chang & Chia-Ching Jong & Sin-Chong Wang, 2017, "Size, trading volume, and the profitability of technical trading," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 13, issue 4, pages 475-494, August, DOI: 10.1108/IJMF-09-2016-0179.
• Daniel Perez Liston, 2017, "Internet gambling stock returns: empirical evidence from the UK," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 13, issue 1, pages 36-49, February, DOI: 10.1108/IJMF-10-2015-0176.
• Abhijeet Chandra & Kantesha Sanningammanavara & A. Satya Nandini, 2017, "Does individual heterogeneity shape retail investor behaviour?," International Journal of Social Economics, Emerald Group Publishing Limited, volume 44, issue 5, pages 578-593, May, DOI: 10.1108/IJSE-04-2015-0097.
• Dimitrios Kourtidis & Prodromos Chatzoglou & Zeljko Sevic, 2017, "The role of personality traits in investors trading behaviour: empirical evidence from Greek," International Journal of Social Economics, Emerald Group Publishing Limited, volume 44, issue 11, pages 1402-1420, November, DOI: 10.1108/IJSE-07-2014-0151.
• Halil Kiymaz & Koray D. Simsek, 2017, "The performance of US-based emerging market mutual funds," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 1, issue 1, pages 58-73, October, DOI: 10.1108/JCMS-10-2017-003.
• Júlio Lobão & Luís Pacheco & Carlos Pereira, 2017, "The use of the recognition heuristic as an investment strategy in European stock markets," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 22, issue 43, pages 207-223, November, DOI: 10.1108/JEFAS-01-2017-0013.
• María del Mar Miralles-Quirós & José Luis Miralles-Quirós & Celia Oliveira, 2017, "The role of liquidity in asset pricing: the special case of the Portuguese Stock Market," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 22, issue 43, pages 191-206, November, DOI: 10.1108/JEFAS-12-2016-0001.
• Youssef El-Khatib & Abdulnasser Hatemi-J, 2017, "Option valuation and hedging in markets with a crunch," Journal of Economic Studies, Emerald Group Publishing Limited, volume 44, issue 5, pages 801-815, October, DOI: 10.1108/JES-04-2016-0083.
• Heba Abou-El-Sood & Osama El-Ansary, 2017, "Asset-liability management in Islamic banks: evidence from emerging markets," Pacific Accounting Review, Emerald Group Publishing Limited, volume 29, issue 1, pages 55-78, February, DOI: 10.1108/PAR-04-2016-0050.
• Huy N.A. Pham & Vikash Ramiah & Imad Moosa & Justin Hung Nguyen, 2017, "The effects of regulatory announcements on risk and return: the Vietnamese experience," Pacific Accounting Review, Emerald Group Publishing Limited, volume 29, issue 2, pages 152-170, April, DOI: 10.1108/PAR-08-2016-0077.
• Jun Chen & Yi Chen & Bart Frijns, 2017, "Evaluating the tracking performance and tracking error of New Zealand exchange traded funds," Pacific Accounting Review, Emerald Group Publishing Limited, volume 29, issue 3, pages 443-462, August, DOI: 10.1108/PAR-10-2016-0089.
• Mahdi Salehi & Nahid Mohammadi, 2017, "The relationship between emotional intelligence, thinking style, and the quality of investors’ decisions using the log-linear method," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 9, issue 4, pages 325-336, November, DOI: 10.1108/QRFM-04-2017-0025.
• Ehsanullah Agha Syed & Mustafa Omar, 2017, "Hiyal in Islamic finance: a recognition of genuine economic need or circumvention of Riba?," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 9, issue 4, pages 382-390, November, DOI: 10.1108/QRFM-05-2017-0041.
• Md. Mahmudul Alam & Chowdhury Shahed Akbar & Shawon Muhammad Shahriar & Mohammad Monzur Elahi, 2017, "The IslamicShariahprinciples for investment in stock market," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 9, issue 2, pages 132-146, May, DOI: 10.1108/QRFM-09-2016-0029.
• Carlos Colón-De-Armas & Javier Rodriguez & Herminio Romero, 2017, "Investor sentiment and US presidential elections," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 9, issue 3, pages 227-241, October, DOI: 10.1108/RBF-02-2016-0003.
• Jamie Kang & Tim Leung, 2017, "Asynchronous ADRs: overnight vs intraday returns and trading strategies," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 34, issue 4, pages 580-596, October, DOI: 10.1108/SEF-10-2016-0254.
• Chen, J. & Kobayashi, M. & McAleer, M.J., 2017, "Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 2017-022/III, Feb.
• Timmer, Yannick, 2017, "Cyclical Investment Behaviour across Financial Institutions," ECMI Papers, Centre for European Policy Studies, number 12747, Jul.
• Naoyuki Yoshino & Peter J. Morgan & Long Q. Trinh, 2017, "Financial Literacy in Japan: Determinants and Impacts," Working Papers, eSocialSciences, number id:12340, Dec.
• Petar Pierre Matek & Masa Galic, 2017, "The Impact of Minimum Return Guarantees on Management of Mandatory Pension Funds in Croatia," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 67, issue 4, pages 342-369, August.
• Vera Mirovic & Dejan Zivkov & Jovan Njegic, 2017, "Construction of Commodity Portfolio and Its Hedge Effectiveness Gauging – Revisiting DCC Models," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 67, issue 5, pages 396-422, October.
• F. J. Callado-Munoz & J. Gonzalez-Chapela & N. Utrero-Gonzalez, 2017, "Analysis of Variance in Household Financial Portfolio Choice: Evidence from Spain," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 67, issue 5, pages 439-459, October.
• Dariusz Filip, 2017, "Mutual Funds: Does the Performance Erosion Effect Exist? Evidence from the Czech Republic, Hungary and Poland," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 67, issue 6, pages 512-538, October.
• Matthew Cypher & S McKay Price & Spenser Robinson & Michael J. Seiler, 2017, "Price Signals and Uncertainty in Commercial Real Estate Transactions," Framed Field Experiments, The Field Experiments Website, number 00626.
• Qin Zhou & Kisalaya Basu & Yan Yuan, 2017, "Does Health Insurance Coverage Influence Household Financial Portfolios? A Case Study in Urban China," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 12, issue 1, pages 94-112, March.
• Stefano Corradin & José Fillat & Carles Vergara-Alert, 2017, "Portfolio choice with house value misperception," Working Papers, Federal Reserve Bank of Boston, number 17-16, Oct.
• J. Christina Wang, 2017, "Banks' search for yield in the low interest rate environment: a tale of regulatory adaptation," Working Papers, Federal Reserve Bank of Boston, number 17-3, Jun.
• Andreas M. Fischer & Rafael Greminger & Christian Grisse, 2017, "Portfolio Rebalancing in Times of Stress," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 322, Jul, DOI: 10.24149/gwp322.
• Francesca Carapella & Cyril Monnet, 2017, "Dealers' Insurance, Market Structure, And Liquidity," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-119, Dec, DOI: 10.17016/FEDS.2017.119.
• Mathias S. Kruttli & Phillip J. Monin & Sumudu W. Watugala, 2017, "Investor Concentration, Flows, and Cash Holdings : Evidence from Hedge Funds," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-121, Dec, DOI: 10.17016/FEDS.2017.121.
• Nathan Swem, 2017, "Information in Financial Markets : Who Gets It First?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-023, Feb, DOI: 10.17016/FEDS.2017.023.
• Brigitte Roth Tran, 2017, "Divest, Disregard, or Double Down?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-042, Apr, DOI: 10.17016/FEDS.2017.042.
• Maya Shaton, 2017, "The Display of Information and Household Investment Behavior," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-043, Apr, DOI: 10.17016/FEDS.2017.043.
• Matt Darst & Ehraz Refayet, 2017, "A Model of Endogenous Debt Maturity with Heterogeneous Beliefs," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-057, May, DOI: 10.17016/FEDS.2017.057r1.
• Vikram Nanda & Wei Wu & Xing Zhou, 2017, "Investment Commonality across Insurance Companies : Fire Sale Risk and Corporate Yield Spreads," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-069, Jun, DOI: 10.17016/FEDS.2017.069.
• Celso Brunetti & Agostino Capponi & Christoph Frei, 2017, "Managing Counterparty Risk in OTC Markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-083, Aug, DOI: 10.17016/FEDS.2017.083r1.
• Cyril Monnet & Borghan N. Narajabad, 2017, "Why Rent When You Can Buy?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-094, Sep, DOI: 10.17016/FEDS.2017.094.
• Aytek Malkhozov & Philippe Mueller & Andrea Vedolin & Gyuri Venter, 2017, "International Illiquidity," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1201, Mar, DOI: 10.17016/IFDP.2017.1201.
• Fatih Guvenen & Sam Schulhofer-Wohl & Motohiro Yogo, 2017, "Worker Betas: Five Facts About Systematic Earnings Risk," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2017-4, Jan.
• Robert G. Bowman & Kam Fong Chan & Christopher J. Neely, 2017, "Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements," Working Papers, Federal Reserve Bank of St. Louis, number 2017-11, Apr, DOI: 10.20955/wp.2017.011.
• Carlos Garriga & Aaron Hedlund, 2017, "Mortgage Debt, Consumption, and Illiquid Housing Markets in the Great Recession," Working Papers, Federal Reserve Bank of St. Louis, number 2017-30, Oct, DOI: 10.20955/wp.2017.030.
• Fatih Guvenen & Sam Schulhofer-Wohl & Jae Song & Motohiro Yogo, 2017, "Worker Betas: Five Facts about Systematic Earnings Risk," Staff Report, Federal Reserve Bank of Minneapolis, number 546, Mar.
• Luigi Bocola & Guido Lorenzoni, 2017, "Financial Crises and Lending of Last Resort in Open Economies," Staff Report, Federal Reserve Bank of Minneapolis, number 557, Oct, DOI: 10.21034/sr.557.
• Paul Glasserman & Amit Sirohi & Allen Zhang, 2017, "The effect of “regular and predictable” issuance on Treasury bill financing," Economic Policy Review, Federal Reserve Bank of New York, issue 23-1, pages 43-56.
• Karen A. Tumanyants & Igor V. Antonenko & Ljubov V. Antosik & Tatyana V. Shlevkova, 2017, "Pension Savings Investments: Government or Private Sector?," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 1, pages 91-102, February.
• Anna E. Olkova, 2017, "Mutual Funds Performance Assessment Techniques: Comparative Analysis," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 85-95, June.
• Giulio Cifarelli & Paolo Paesani, 2017, "On the difficulty of interpreting market behaviour in an uncertain world: the case of oil futures pricing between 2003 and 2016," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2017_16.rdf.
• Francesca Dana Andreescu & Robert Ștefan Sbîrcea, 2017, "Variante de optimizare a portofoliilor de acţiuni diversificate internațional în condiții de restricții ale politicii investiționale," Journal of Financial Studies, Institute of Financial Studies, volume 2, issue 2, pages 40-55, June.
• Căpățînă Adrian-Nicolae, 2017, "Evaluarea riscului unui portofoliu de acțiuni utilizând metoda Value at Risk," Journal of Financial Studies, Institute of Financial Studies, volume 3, issue 2, pages 140-156, June.
• Adelina- Monica Moraru, 2017, "Managementul riscului pe piața de capital din România și utilizarea modelelor multifactoriale în estimarea rentabilității acțiunilor," Journal of Financial Studies, Institute of Financial Studies, volume 3, issue 2, pages 157-168, June.
• Mirel Flavius Popa, 2017, "Diversificarea portofoliului prin investiția în exchange-traded fund," Journal of Financial Studies, Institute of Financial Studies, volume 3, issue 2, pages 169-183, June.
• Nicu Stanciu & Adrian-Tudor Mitroi, 2017, "Ajustarea teoriilor clasice de management al portofoliilor cu practici comportamentale," Journal of Financial Studies, Institute of Financial Studies, volume 3, issue 2, pages 184-206, June.
• Dobrislav Dobrev∗ & Travis D. Nesmith & Dong Hwan Oh, 2017, "Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors," JRFM, MDPI, volume 10, issue 1, pages 1-14, February.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2017, "Risk Measurement and Risk Modelling Using Applications of Vine Copulas," Sustainability, MDPI, volume 9, issue 10, pages 1-34, September.
• Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2017, "Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations," Sustainability, MDPI, volume 9, issue 10, pages 1-18, October.
• Rui Pedro Brito & Hélder Sebastião & Pedro Godinho, 2017, "On the gains of using high frequency data and higher moments in Portfolio Selection," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2017-02, Feb.
• Jianxin Wang & Daniel Houser & Hui Xu, 2017, "Do Females Always Generate Small Bubbles? Experimental Evidence from U.S. and China," Working Papers, George Mason University, Interdisciplinary Center for Economic Science, number 1063, Jul, revised Sep 2017.
• Sulaeman Rahman Nidar, 2017, "Overreaction Market Analysis, Dividend Policy, Firm Size, and Seasonality to Price Reversal Phenomena," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number afr136, Apr.
• Dulat Shukayev, 2017, "Formalizing the investment selection process of the Development Bank of Kazakhstan," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr118, Feb.
• Tomas Williams & Claudio Raddatz & Sergio L. Schmukler, 2017, "International Asset Allocations and Capital Flows: The Benchmark Effect," Working Papers, The George Washington University, Institute for International Economic Policy, number 2017-10, Oct.
• Tomas Williams & Lorenzo Pandolfi, 2017, "Capital Flows and Sovereign Debt Markets: Evidence from Index Rebalancings," Working Papers, The George Washington University, Institute for International Economic Policy, number 2017-11, Nov.
• Tomas Williams, 2017, "Capital Inflows, Sovereign Debt and Bank Lending: Micro-Evidence from an Emerging Market," Working Papers, The George Washington University, Institute for International Economic Policy, number 2017-12, Dec.
• João da Gama Batista & Domenico Massaro & Jean-Philippe Bouchaud & Damien Challet & Cars Hommes, 2017, "Do investors trade too much? A laboratory experiment," Post-Print, HAL, number hal-01244465, Aug, DOI: 10.1016/j.jebo.2017.05.013.
• Albert Menkveld & Marius Andrei Zoican, 2017, "Need for Speed? Exchange Latency and Liquidity," Post-Print, HAL, number hal-01501352, DOI: 10.1093/rfs/hhx006.
• Fredj Jawadi & Georges Prat, 2017, "Equity prices and fundamentals: a DDM–APT mixed approach," Post-Print, HAL, number hal-01549758, Oct, DOI: 10.1007/s11156-016-0604-y.
• Emilio Bisetti & Carlo A. Favero & Giacomo Nocera & Claudio Tebaldi, 2017, "A Multivariate Model of Strategic Asset Allocation with Longevity Risk," Post-Print, HAL, number hal-01633544, Oct, DOI: 10.1017/S0022109017000692.
• Vikas Agarwal & Eser Arisoy & Narayan Y. Naik, 2017, "Volatility of Aggregate Volatility and Hedge Fund Returns," Post-Print, HAL, number hal-01634155, DOI: 10.1016/j.jfineco.2017.06.015.
• Louis Raffestin, 2017, "Do bond credit ratings lead to excess comovement?," Post-Print, HAL, number hal-01649992.
• J.Y. Gnabo & M. Kerkour & C. Lecourt & H. Raymond, 2017, "Understanding the decision-making process of sovereign wealth funds: The case of Temasek," Post-Print, HAL, number hal-01685389, Dec, DOI: 10.1016/j.inteco.2017.06.003.
• Régis Breton & Sébastien Galanti & Christophe Hurlin & Anne-Gaël Vaubourg, 2017, "La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ?," Post-Print, HAL, number hal-01724249, DOI: 10.3917/reco.pr2.0103.
• Mounira Chniguir & Mohamed Kefi & Jamel Eddine Henchiri, 2017, "The Determinants of Home Bias in Stock Portfolio: An Emerging and Developed Markets Study," Post-Print, HAL, number hal-01739418.
• Elie Bouri & Peter Molnár & Georges Azzi & David Roubaud & Lars Ivar Hagfors, 2017, "On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?," Post-Print, HAL, number hal-02000697, DOI: 10.1016/j.frl.2016.09.025.
• Riccardo Calcagno & Maela Giofré & Maria Cesira Urzi-Brancati, 2017, "To trust is good, but to control is better : How investors discipline financial advisors’ activity," Post-Print, HAL, number hal-02312048, Aug, DOI: 10.1016/j.jebo.2017.04.010.
• Mieszko Mazur & Galla Salganik-Shoshan & Maxim Zagonov, 2017, "Comparing performance sensitivity of retail and institutional mutual funds’ investment flows," Post-Print, HAL, number hal-02613697, Aug, DOI: 10.1016/j.frl.2016.12.031.
• Patricia Crifo & Marc-Arthur Diaye & Rim Oueghlissi, 2017, "The effect of countries’ ESG ratings on their sovereign borrowing costs," Post-Print, HAL, number hal-02877953, Nov, DOI: 10.1016/j.qref.2017.04.011.
• Taher Hamza & Nada Mselmi, 2017, "Corporate Governance and Equity Prices: The Effect of Board of Directors and Audit Committee Independence," Post-Print, HAL, number hal-03380724, DOI: 10.7202/1052694ar.
• Taher Hamza & Nada Mselmi, 2017, "Corporate Governance and Equity Prices: The Effect of Board of Directors and Audit Committee Independence," Post-Print, HAL, number hal-03528491, DOI: 10.7202/1052694ar.
• Farid Mkaouar & Jean-Luc Prigent & Ilyes Abid, 2017, "Long-term investment with stochastic interest and inflation rates: The need for inflation-indexed bonds," Post-Print, HAL, number hal-03679700, Dec, DOI: 10.1016/j.econmod.2016.12.017.
• Jean-Marie Cardebat & Benoit Faye & Eric Le Fur & Karl Storchmann, 2017, "The Law of One Price? Price Dispersion on the Auction Market for Fine Wine," Post-Print, HAL, number hal-03897972, Aug, DOI: 10.1017/jwe.2017.32.
• Huyen Nguyen-Thi-Thanh & Duc-De Ngo & Franceline Mercurelli, 2017, "Compétition entre gérants de fonds : prise de risque et effort," Post-Print, HAL, number hal-04329813, Jun, DOI: 10.3917/reco.684.0595.
• Nicolas Aubert & Benameur Hachmi & Guillaume Garnotel & Jean-Luc Prigent, 2018, "Optimal Employee Ownership Contracts under Ambiguity Aversion," Post-Print, HAL, number halshs-01492391, DOI: 10.1111/ecin.12478.
• Philippe Jehiel, 2017, "Investment strategy and selection bias: An equilibrium perspective on overoptimism," PSE Working Papers, HAL, number halshs-01557560, Jul.
• Jean-Pierre Danthine & Samuel Danthine, 2017, "On the Rewards to International Investing: A Safe Haven Currency Perspective," PSE Working Papers, HAL, number halshs-01571641, Aug.
• Sandrine Kablan & Ouidad Yousfi & Mohamed Ali Chatti, 2017, "Activity diversification and performance of Islamic banks in Malaysia," Working Papers, HAL, number hal-01527699, May.
• Thomas Stebro & Manuel Fernnndez Sierra & Stefano Lovo & Nir Vulkan, 2017, "Herding in Equity Crowdfunding," Working Papers, HAL, number hal-01970724, Dec.
• Lauren Stagnol, 2017, "Introducing global term structure in a risk parity framework," Working Papers, HAL, number hal-04141648.
• Gunther Capelle-Blancard & Patricia Crifo & Marc-Arthur Diaye & Rim Oueghlissi & Bert Scholtens, 2017, "Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries," Working Papers, HAL, number hal-04141666.
• Philippe Jehiel, 2017, "Investment strategy and selection bias: An equilibrium perspective on overoptimism," Working Papers, HAL, number halshs-01557560, Jul.
• Zhe Huang & Franck Martin, 2017, "Optimal pairs trading strategies in a cointegration framework," Working Papers, HAL, number halshs-01566803, Jul.
• Jean-Pierre Danthine & Samuel Danthine, 2017, "On the Rewards to International Investing: A Safe Haven Currency Perspective," Working Papers, HAL, number halshs-01571641, Aug.
• Nguyen, Duc Binh Benno & Prokopczuk, Marcel, 2017, "Jumps in Commodity Markets," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-615, Nov.
• Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Wese Simen, Chardin, 2017, "The Risk Premium of Gold," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-616, Nov.
• Hollstein, Fabian & Prokopczuk, Marcel & Wese Simen, Chardin, 2017, "How to Estimate Beta?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-617, Nov.
• Hollstein, Fabian & Prokopczuk, Marcel & Wese Simen, Chardin, 2017, "The Term Structure of Systematic and Idiosyncratic Risk," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-618, Nov.
• Prokopczuk, Marcel & Tharann, Björn & Wese Simen, Chardin, 2017, "Predicting the Equity Market with Option Implied Variables," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-619, Nov.
• Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Wese Simen, Chardin, 2017, "International Tail Risk and World Fear," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-620, Nov.
• Peter Csoka & Judit Hever, 2017, "Portfolio valuation under liquidity constraints with permanent price impact," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1736, Dec.
• Mohammadi, Ali & Shafi, Kourosh, 2017, "How Wise Are Crowd? A Comparative Study of Crowd and Institutions in Peer-to-Business Online Lending Markets," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 450, Mar.
• Lindbeck, Assar & Weibull, Jörgen, 2017, "Delegation of Investment Decisions, and Optimal Renumeration of Agents," Working Paper Series, Research Institute of Industrial Economics, number 1171, May, revised 02 Aug 2020.
• Boehl, Gregor & Fischer, Thomas, 2017, "Capital Taxation and Investment: Matching 100 Years of Wealth Inequality Dynamics," Working Papers, Lund University, Department of Economics, number 2017:8, Jun.
• Bingley, Paul & Martinello, Alessandro, 2017, "The Effects of Schooling on Wealth Accumulation Approaching Retirement," Working Papers, Lund University, Department of Economics, number 2017:9, Jun.
• Sendstad, Lars Hegnes & Chronopoulos, Michail, 2017, "Strategic Technology Switching under Risk Aversion and Uncertainty," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2017/10, Sep.
• Haliassos, Michael & Jansson, Thomas & Karabulut, Yigitcan, 2017, "Financial Literacy Externalities," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 333, Mar, revised 01 Oct 2017.
• Flodén, Martin & Kilström, Matilda & Sigurdsson, Jósef & Vestman, Roine, 2017, "Household Debt and Monetary Policy: Revealing the Cash-Flow Channel," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 342, Sep.
• Odegaard, Bernt Arne, 2017, "How long do equity owners hang on to their stocks?," UiS Working Papers in Economics and Finance, University of Stavanger, number 2017/6, Mar.
• Odegaard, Bernt Arne, 2017, "Is Household Diversification Increasing in Wealth? Norwegian Evidence," UiS Working Papers in Economics and Finance, University of Stavanger, number 2017/7, Apr.
• Lundström, Christian, 2017, "On the Returns of Trend-Following Trading Strategies," Umeå Economic Studies, Umeå University, Department of Economics, number 948, Mar.
• Evgeni Tarassov, 2017, "The Index Fund Rationality Paradox and Categorical Thinking," HSE Economic Journal, National Research University Higher School of Economics, volume 21, issue 3, pages 412-433.
• Nikolay A Andreev, 2017, "Boundedness of the Value Function of the Worst-Case Portfolio Selection Problem with Linear Constraints," HSE Working papers, National Research University Higher School of Economics, number WP BRP 59/FE/2017.
• Chen, Jun-Home & Huang, Yu-Lieh & Chang, Jow-Ran, 2017, "Robust Good-Deal Bounds In Incomplete Markets: The Case Of Taiwan," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 58, issue 1, pages 53-67, June, DOI: 10.15057/28615.
• Tamai, Yoshihiro & Shimizu, Chihiro & Nishimura, Kiyohiko G., 2017, "Aging and Property Prices: A Theory of Very Long Run Portfolio Choice and Its Predictions on Japanese Municipalities in the 2040s," HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University, number 65, Jan.
• Yoshida, Jiro, 2017, "Stock Prices, Regional Housing Prices, and Aggregate Technology Shocks," HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University, number 72, Oct.
• Eleonora Sanfilippo, 2017, "Keynes’s Trading on Wall Street: Did He Follow the Same Behavior When Investing for Himself and for King’s?," STOREPapers, Associazione Italiana per la Storia dell'Economia Politica - StorEP, number 4_2017, Nov.
• Nataliya Trusova, 2017, "Structure of the Total Financial Potential of Agriculture: Regional Aspect," Oblik i finansi, Institute of Accounting and Finance, issue 3, pages 119-125, September.
• Lynda S. Livingston, 2017, "Returns And Attribution From A Studentmanaged Peer-To-Peer Loan Fund," Accounting & Taxation, The Institute for Business and Finance Research, volume 9, issue 1, pages 13-29.
• Giuseppe Di Biase, 2017, "Empirical Analysis Of Real Credit Risk Data," Accounting & Taxation, The Institute for Business and Finance Research, volume 9, issue 1, pages 97-108.
• Chris, C. Hsu, 2017, "How Fuel Price Shocks Affect Airline Stock Returns: An Empirical Study Of Major Us Carriers," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 11, issue 2, pages 51-59.
• Eduardo E Sandoval & Sandra P Borotto, 2017, "The Effect On Shareholders’ Wealth In Companies Of The Automotive Industry, After The Volkswagen Announcement Of Cheating In The Gas Emission Contaminants Of Its Vehicles, Efecto En La Riqueza De Lo," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 10, issue 2, pages 1-16.
• Lilia Alejandra Flores Castillo & Conrado Aguilar Cruz, 2017, "Optimization Of Utility Function Of The Demand For Financial Assets Optimizacion De La Funcion De Utilidad De La Demanda De Activos Financieros," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 10, issue 3, pages 41-51.
• Dragos Mihai UNGUREANU, 2017, "Pan-European Personal Pension Product, a New Path Forward," International Conference on Economic Sciences and Business Administration, Spiru Haret University, volume 4, issue 1, pages 355-364, November.
• Crespo Cuaresma, Jesus & Fortin, Ines & Hlouskova, Jaroslava, 2017, "Exchange rate forecasting and the performance of currency portfolios," Economics Series, Institute for Advanced Studies, number 326, Jan.
• Gopalakrishnan, Balagopal & Mohapatra, Sanket, 2017, "Turning Over a Golden Leaf? Global Liquidity and Emerging Market Central Banks’ Demand for Gold after the Financial Crisis," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP 2017-04-02, Apr.
• Mai Dao & Ms. Camelia Minoiu & Mr. Jonathan David Ostry, 2017, "Corporate Investment and the Real Exchange Rate," IMF Working Papers, International Monetary Fund, number 2017/183, Aug.
• José Antonio Climent Hernández, 2017, "Portafolios de dispersión mínima con rendimientos log-estables," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 12, issue 2, pages 49-69, Abril-Jun.
• Oscar Valdemar De la Torre Torres & Luis Guadalupe Macías Trejo, 2017, "Los beneficios de la inversión socialmente responsable en el desempeño de fondos de pensiones mexicanos," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 12, issue 3, pages 67-87, Julio-Sep.
• Gustavo Adolfo Díaz Valencia, 2017, "La influencia de la vivienda en la aversión al riesgo de portafolios familiares," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 12, issue 3, pages 89-119, Julio-Sep.