Research classified by Journal of Economic Literature (JEL) codes

2017

• Rafael Franco, 2017, "Del patrimonio virtual al patrimonio potencial Patterns in Neighboring Areas: Colombia," Lúmina. Revista iberoamericana de Contabilidad, Administración y Economía, Facultad de Ciencias Contables, Económicas y Administrativas, Universidad de Manizales., volume 0, issue 18, pages 90-109, Septiembr.
• Koichi Ando & Kazuyuki Matsumoto & Yukari Matsumoto, 2017, "Business Performance of Firms Using Debt," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 13, issue 2, pages 167-182, October.
• Xiao CHEN & Bihong HUANG & Dezhu YE, 2017, "The Role of Punctuation in P2P Lending: Evidence from China," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1707, Jul.
• Oscar De la Torre Torres & Mª Isabel Martínez Torre Enciso, 2017, "Is socially responsible investment useful in Mexico? A multi-factor and ex-ante review," Contaduría y Administración, Accounting and Management, volume 62, issue 1, pages 222-238, Enero-Mar.
• José Antonio Climent Hernández & Carolina Cruz Matú, 2017, "Valuación de un producto estructurado de compra sobre el SX5E cuando la incertidumbre de los rendimientos está modelada con procesos log-estables," Contaduría y Administración, Accounting and Management, volume 62, issue 4, pages 1136-1159, Octubre-D.
• José Antonio Climent Hernández & Carolina Cruz Matú, 2017, "Pricing of a structured product on the SX5E when the uncertainty of returns is modeled as a log-stable process," Contaduría y Administración, Accounting and Management, volume 62, issue 4, pages 1160-1182, Octubre-D.
• Stanisław Urbański, 2017, "Short-, medium- and long-run performance persistence of investment funds in Poland," Bank i Kredyt, Narodowy Bank Polski, volume 48, issue 4, pages 343-374.
• Philippe Gorry & Diego Useche, 2018, "Orphan Drug Designations as Valuable Intangible Assets for IPO Investors in Pharma-Biotech Companies," NBER Chapters, National Bureau of Economic Research, Inc, "Economic Dimensions of Personalized and Precision Medicine".
• Ioannis Branikas & Harrison Hong & Jiangmin Xu, 2017, "Location Choice, Portfolio Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 23040, Jan.
• Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla & Tatjana Schimetschek, 2017, "Optimal Social Security Claiming Behavior under Lump Sum Incentives: Theory and Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 23073, Jan.
• Fatih Guvenen & Sam Schulhofer-Wohl & Jae Song & Motohiro Yogo, 2017, "Worker Betas: Five Facts about Systematic Earnings Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 23163, Feb.
• Adam Jørring & Andrew W. Lo & Tomas J. Philipson & Manita Singh & Richard T. Thakor, 2017, "Sharing R&D Risk in Healthcare via FDA Hedges," NBER Working Papers, National Bureau of Economic Research, Inc, number 23344, Apr.
• Philippe Bacchetta & Eric van Wincoop, 2017, "Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 23363, Apr.
• Markus Ibert & Ron Kaniel & Stijn Van Nieuwerburgh & Roine Vestman, 2017, "Are Mutual Fund Managers Paid For Investment Skill?," NBER Working Papers, National Bureau of Economic Research, Inc, number 23373, Apr.
• Kaiji Chen & Jue Ren & Tao Zha, 2017, "The Nexus of Monetary Policy and Shadow Banking in China," NBER Working Papers, National Bureau of Economic Research, Inc, number 23377, May.
• Camelia M. Kuhnen & Sarah Rudorf & Bernd Weber, 2017, "The Effect of Prior Choices on Expectations and Subsequent Portfolio Decisions," NBER Working Papers, National Bureau of Economic Research, Inc, number 23438, May.
• Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2017, "Taper Tantrums: QE, its Aftermath and Emerging Market Capital Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 23474, Jun.
• Terence C. Burnham & Harry Gakidis & Jeffrey Wurgler, 2017, "Investing in the Presence of Massive Flows: The Case of MSCI Country Reclassifications," NBER Working Papers, National Bureau of Economic Research, Inc, number 23557, Jun.
• Matthijs Breugem & Adrian Buss, 2017, "Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency," NBER Working Papers, National Bureau of Economic Research, Inc, number 23561, Jun.
• Jonas Heipertz & Amine Ouazad & Romain Rancière & Natacha Valla, 2017, "Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 23572, Jul.
• Ricardo J. Caballero & Alp Simsek, 2017, "A Risk-centric Model of Demand Recessions and Speculation," NBER Working Papers, National Bureau of Economic Research, Inc, number 23614, Jul.
• Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2017, "Fund Tradeoffs," NBER Working Papers, National Bureau of Economic Research, Inc, number 23670, Aug.
• George M. Constantinides & Michal Czerwonko & Stylianos Perrakis, 2017, "Mispriced Index Option Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 23708, Aug.
• Russell Cooper & Guozhong Zhu, 2017, "Household Finance in China," NBER Working Papers, National Bureau of Economic Research, Inc, number 23741, Aug.
• Francesco D’Acunto & Marcel Prokopczuk & Michael Weber, 2017, "Historical Antisemitism, Ethnic Specialization, and Financial Development," NBER Working Papers, National Bureau of Economic Research, Inc, number 23785, Sep.
• Xiaomeng Lu & Robert F. Stambaugh & Yu Yuan, 2017, "Anomalies Abroad: Beyond Data Mining," NBER Working Papers, National Bureau of Economic Research, Inc, number 23809, Sep.
• William N. Goetzmann & Dasol Kim, 2017, "Negative Bubbles: What Happens After a Crash," NBER Working Papers, National Bureau of Economic Research, Inc, number 23830, Sep.
• Marianne Andries & Valentin Haddad, 2017, "Information Aversion," NBER Working Papers, National Bureau of Economic Research, Inc, number 23958, Oct.
• Luigi Bocola & Guido Lorenzoni, 2017, "Financial Crises, Dollarization, and Lending of Last Resort in Open Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 23984, Nov.
• Philippe Gorry & Diego Useche, 2017, "Orphan Drug Designations as Valuable Intangible Assets for IPO Investors in Pharma-Biotech Companies," NBER Working Papers, National Bureau of Economic Research, Inc, number 24021, Nov.
• Steffen Meyer & Michaela Pagel, 2017, "Fresh Air Eases Work – The Effect of Air Quality on Individual Investor Activity," NBER Working Papers, National Bureau of Economic Research, Inc, number 24048, Nov.
• Paige Ouimet & Geoffrey Tate, 2017, "Learning from Coworkers: Peer Effects on Individual Investment Decisions," NBER Working Papers, National Bureau of Economic Research, Inc, number 24058, Nov.
• Christian Leuz & Steffen Meyer & Maximilian Muhn & Eugene Soltes & Andreas Hackethal, 2017, "Who Falls Prey to the Wolf of Wall Street? Investor Participation in Market Manipulation," NBER Working Papers, National Bureau of Economic Research, Inc, number 24083, Nov.
• Michael Bailey & Eduardo Dávila & Theresa Kuchler & Johannes Stroebel, 2017, "House Price Beliefs And Mortgage Leverage Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 24091, Nov.
• Jeffrey R. Brown & Arie Kapteyn & Erzo F.P. Luttmer & Olivia S. Mitchell & Anya Samek, 2017, "Behavioral Impediments to Valuing Annuities: Evidence on the Effects of Complexity and Choice Bracketing," NBER Working Papers, National Bureau of Economic Research, Inc, number 24101, Dec.
• David Hirshleifer & Chong Huang & Siew Hong Teoh, 2017, "Index Investing and Asset Pricing under Information Asymmetry and Ambiguity Aversion," NBER Working Papers, National Bureau of Economic Research, Inc, number 24143, Dec.
• Jaroslav Borovička & John Stachurski, 2017, "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," NBER Working Papers, National Bureau of Economic Research, Inc, number 24162, Dec.
• Rawley Z. Heimer & Alp Simsek, 2017, "Should Retail Investors' Leverage Be Limited?," NBER Working Papers, National Bureau of Economic Research, Inc, number 24176, Dec.
• Yana Suchikova & Tetyana Nestorenko, 2017, "Evaluation Of Economic Efficiency Of Renewable Energy Innovative Projects For Sustainable Development Of Urban Ecosystems," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, volume 13, issue 2, pages 19-28.
• Tarek Zaher, 2017, "The Value of Active Investment Strategies," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2017-WP-02, Aug.
• Júlio Lobão, 2017, "O efeito de smart money nos fundos de investimento: o caso português [The smart money effect in mutual funds: the Portuguese case]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 27, issue 1, pages 241-270, January-A.
• Blume, Marshall E. & Keim, Donald B., 2017, "The Changing Nature of Institutional Stock Investing," Critical Finance Review, now publishers, volume 7, issue 1, pages 1-41, March, DOI: 10.1561/104.00000033.
• von Reibnitz, Anna, 2017, "When Opportunity Knocks: Cross-Sectional Return Dispersion and Active Fund Performance," Critical Finance Review, now publishers, volume 6, issue 2, pages 303-356, September, DOI: 10.1561/104.00000040.
• Yana Stoencheva, 2017, "Comparative Analysis of Return on Investment in the Bulgarian Real Estate Market," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 634-650, December.
• Gabriel Mihalache, 2017, "Sovereign Default Resolution Through Maturity Extension," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 17-08.
• Mathias S. Kruttli & Phillip J. Monin & Sumudu W. Watugala, 2017, "Investor Concentration, Flows, and Cash Holdings: Evidence from Hedge Funds," Working Papers, Office of Financial Research, US Department of the Treasury, number 17-07, Dec, revised 02 Jun 2020.
• Manuel Gruber & Stefan Kavan & Paul Stockert, 2017, "What drives Austrian banking subsidiaries’ return on equity in CESEE and how does it compare to their cost of equity?," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 33, pages 78-87.
• Peter Lindner & Vanessa Redak, 2017, "The resilience of households in bank bail-ins," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 33, pages 88-101.
• Rabeea Sadaf & Aqeel Younis, 2017, "Investor Psychology And Decision Making; Based On Overconfidence And Self Attribution Bias: Evidence From Islamabad Stock Exchange (Ise)," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 497-505, July.
• Lucian Gaban & Ionut - Marius Rus & Alin Fetita & Liviu Bechis, 2017, "Assets And Liabilities Management During The Crisis - A Study On Banks In Romania," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 529-537, July.
• Robert G. Chambers & Daniel C. Voica, 2017, "“Decoupled” Farm Program Payments are Really Decoupled: The Theory," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 99, issue 3, pages 773-782.
• J. E. Woods, 2017, "On the political economy of UK pension scheme regulation," Cambridge Journal of Economics, Cambridge Political Economy Society, volume 41, issue 1, pages 147-180.
• Nikolas A. Müller-Plantenberg, 2017, "Currency Flows and Currency Crises," CESifo Economic Studies, CESifo Group, volume 63, issue 2, pages 182-209.
• Liuren Wu & Jingyi Zhu, 2017, "Simple Robust Hedging with Nearby Contracts," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 1, pages 1-35.
• Christopher S. Jones & Lukasz Pomorski, 2017, "Investing in Disappearing Anomalies," Review of Finance, European Finance Association, volume 21, issue 1, pages 237-267.
• Huaxiong Huang & Moshe A. Milevsky & Virginia R. Young, 2017, "Optimal Purchasing of Deferred Income Annuities When Payout Yields are Mean-Reverting," Review of Finance, European Finance Association, volume 21, issue 1, pages 327-361.
• Harald Hau & Sandy Lai, 2017, "The Role of Equity Funds in the Financial Crisis Propagation," Review of Finance, European Finance Association, volume 21, issue 1, pages 77-108.
• Jennifer Conrad & M. Deniz Yavuzm, 2017, "Momentum and Reversal: Does What Goes Up Always Come Down?," Review of Finance, European Finance Association, volume 21, issue 2, pages 555-581.
• Justus Heuer & Christoph Merkle & Martin Weber, 2017, "Fooled by Randomness: Investor Perception of Fund Manager Skill," Review of Finance, European Finance Association, volume 21, issue 2, pages 605-635.
• Gjergji Cici & Alexander Kempf & Christoph Sorhage, 2017, "Do Financial Advisors Provide Tangible Benefits for Investors? Evidence from Tax-Motivated Mutual Fund Flows," Review of Finance, European Finance Association, volume 21, issue 2, pages 637-665.
• Thierry Post, 2017, "Empirical Tests for Stochastic Dominance Optimality," Review of Finance, European Finance Association, volume 21, issue 2, pages 793-810.
• Christian Walkshäusl, 2017, "Expectation Errors in European Value-Growth Strategies," Review of Finance, European Finance Association, volume 21, issue 2, pages 845-870.
• Daniel Hoechle & Stefan Ruenzi & Nic Schaub & Markus Schmid, 2017, "The Impact of Financial Advice on Trade Performance and Behavioral Biases," Review of Finance, European Finance Association, volume 21, issue 2, pages 871-910.
• Utpal Bhattacharya & Benjamin Loos & Steffen Meyer & Andreas Hackethal, 2017, "Abusing ETFs," Review of Finance, European Finance Association, volume 21, issue 3, pages 1217-1250.
• Athina Georgopoulou & Jiaguo (George) Wang, 2017, "The Trend Is Your Friend: Time-Series Momentum Strategies across Equity and Commodity Markets," Review of Finance, European Finance Association, volume 21, issue 4, pages 1557-1592.
• Marcel Fischer & Michael Gallmeyer, 2017, "Taxable and Tax-Deferred Investing with the Limited Use of Losses," Review of Finance, European Finance Association, volume 21, issue 5, pages 1847-1873.
• Frank J. Fabozzi & Ahmet K. Karagozoglu & Na Wang, 2017, "Effects of Spot Market Short-Sale Constraints on Index Futures Trading," Review of Finance, European Finance Association, volume 21, issue 5, pages 1975-2005.
• Frans de Roon & Paul Karehnke, 2017, "A Simple Skewed Distribution with Asset Pricing Applications," Review of Finance, European Finance Association, volume 21, issue 6, pages 2169-2197.
• Juan Luo & Limin Xu & Ralf Zurbruegg, 2017, "The Impact of Housing Wealth on Stock Liquidity," Review of Finance, European Finance Association, volume 21, issue 6, pages 2315-2352.
• Anisha Ghosh & Christian Julliard & Alex P. Taylor, 2017, "What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 2, pages 442-504.
• Bernard Dumas & Karen K. Lewis & Emilio Osambela, 2017, "Differences of Opinion and International Equity Markets," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 3, pages 750-800.
• Magnus Dahlquist & José Vicente Martinez & Paul Söderlind, 2017, "Individual Investor Activity and Performance," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 3, pages 866-899.
• Albert J. Menkveld & Marius A. Zoican, 2017, "Need for Speed? Exchange Latency and Liquidity," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 4, pages 1188-1228.
• Francisco Barillas & Jay Shanken, 2017, "Which Alpha?," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 4, pages 1316-1338.
• Christophe Pérignon & Boris Vallée, 2017, "The Political Economy of Financial Innovation: Evidence from Local Governments," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 6, pages 1903-1934.
• John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2017, "Does Aggregated Returns Disclosure Increase Portfolio Risk Taking?," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 6, pages 1971-2005.
• Urs Fischbacher & Gerson Hoffmann & Simeon Schudy, 2017, "The Causal Effect of Stop-Loss and Take-Gain Orders on the Disposition Effect," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 6, pages 2110-2129.
• Susan E. K. Christoffersen & Mikhail Simutin, 2017, "On the Demand for High-Beta Stocks: Evidence from Mutual Funds," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 8, pages 2596-2620.
• Munteanu Bogdan, 2017, "Speaking of Securitization of Financial Assets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 611-615, June.
• Pepi Mitică, 2017, "Designing a Complete Model for Evaluating Companies in "The Modern Economy" and Refining Financial-Accounting Information," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 613-619, December.
• Romanos Priftis, 2017, "Deposit Flight and Capital Controls: A Tale from Greece," Economics Series Working Papers, University of Oxford, Department of Economics, number 822, Jan.
• Gabriel, Vítor & Saraiva, Helena, 2017, "Links between the Eurozone Stock Markets: A New Perspective, Considering the Capitalization Level || Relación entre los índices bursátiles europeos: una nueva perspectiva a partir de los niveles de capitalización," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 23, issue 1, pages 194-209, Junio.
• Erdely, Arturo, 2017, "Value at Risk and the Diversification Dogma || Valor en riesgo y el dogma de la diversificación," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 24, issue 1, pages 209-219, Diciembre.
• Abderrazak Dhaoui & Nesrine Bensalah, 2017, "Asset valuation impact of investor sentiment: A revised Fama–French five-factor model," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 1, pages 16-28, January, DOI: 10.1057/s41260-016-0027-2.
• Austin Shelton, 2017, "The value of stop-loss, stop-gain strategies in dynamic asset allocation," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 2, pages 124-143, March, DOI: 10.1057/s41260-016-0010-y.
• Gregor Dorfleitner & Mai Nguyen, 2017, "A new approach for optimizing responsible investments dependently on the initial wealth," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 2, pages 81-98, March, DOI: 10.1057/s41260-016-0011-x.
• Jürgen Vandenbroucke, 2017, "The role of correlation in risk profile portfolios," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 2, pages 144-153, March, DOI: 10.1057/s41260-016-0026-3.
• Rama Malladi & Frank J. Fabozzi, 2017, "Equal-weighted strategy: Why it outperforms value-weighted strategies? Theory and evidence," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 3, pages 188-208, May, DOI: 10.1057/s41260-016-0033-4.
• Michael Ludwig & Herbert G. Mayer & Andreas W. Rathgeber & Christina Spriegel & Florian Vogg, 2017, "A truly market-value weighted commodity index," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 3, pages 222-242, May, DOI: 10.1057/s41260-016-0038-z.
• I-Ming Jiang & Chia Chun Lo & Andreas Karathanasopoulos & Konstantinos Skindilias, 2017, "A risk control tool for foreign financial activities – A new derivatives pricing model," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 4, pages 269-294, July, DOI: 10.1057/s41260-016-0023-6.
• Xiaoli Wang, 2017, "Will firm quality determine the relationship between stock return and idiosyncratic volatility? A new investigation of idiosyncratic volatility," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 5, pages 388-404, September, DOI: 10.1057/s41260-017-0044-9.
• Dorsaf Ben Aissia, 2017, "The mispricing of equity risk: behavioral and corporate leverage factors," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 6, pages 421-432, October, DOI: 10.1057/s41260-017-0041-z.
• Markus Natter & Martin Rohleder & Dominik Schulte & Marco Wilkens, 2017, "Bond mutual funds and complex investments," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 6, pages 433-456, October, DOI: 10.1057/s41260-017-0046-7.
• Lorne N. Switzer & Jun Wang & Seungho Lee, 2017, "Extreme risk and small investor behavior in developed markets," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 6, pages 457-475, October, DOI: 10.1057/s41260-017-0047-6.
• Francesco Chincoli & Massimo Guidolin, 2017, "Linear and nonlinear predictability in investment style factors: multivariate evidence," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 6, pages 476-509, October, DOI: 10.1057/s41260-017-0048-5.
• Mark Schaub, 2017, "A note on the early effects of the US Presidential vote on Mexican ADR values," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 7, pages 511-515, December, DOI: 10.1057/s41260-017-0043-x.
• Greg Orosi, 2017, "Information content of right option tails: Evidence from S&P 500 index options," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 7, pages 516-526, December, DOI: 10.1057/s41260-017-0049-4.
• Marat Molyboga & Seungho Baek & John F. O. Bilson, 2017, "Assessing hedge fund performance with institutional constraints: evidence from CTA funds," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 7, pages 547-565, December, DOI: 10.1057/s41260-017-0053-8.
• Mária Bohdalová & Michal Greguš, 2017, "Impact Of Uncertainty On European Market Indices Quantile Regression Approach," CBU International Conference Proceedings, ISE Research Institute, volume 5, issue 0, pages 57-61, September, DOI: 10.12955/cbup.v5.902.
• Lukasz Gatarek & Søren Johansen, 2017, "The role of cointegration for optimal hedging with heteroscedastic error term," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-12, Mar.
• Niels S. Grønborg & Asger Lunde & Allan Timmermann & Russ Wermers, 2017, "Picking Funds with Confidence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-13, Mar.
• Nektarios Aslanidis & Charlotte Christiansen, 2017, "Flight to Safety from European Stock Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-38, Nov.
• Tsutomu Miyagawa & Miho Takizawa, 2017, "Investments and Stock Returns: Testing the Investment-based Capital Asset Pricing Model," Gakushuin Economic Papers, Gakushuin University, Faculty of Economics, volume 54, issue 2, pages 53-85.
• Monisankar Bishnu & Nick L. Guo & Cagri S Kumru, 2017, "Social Security: Progressive Benefits but Regressive Outcome?," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2017-656, Dec.
• Ayben Koy & Güldenur Çetin & İhsan Ersan, 2017, "Regime Dynamics of International Precious Metal Markets," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 32, issue 107, pages 26-40, April, DOI: https://doi.org/10.33203/mfy.307172.
• Hakkı Öztürk, 2017, "An Analysis of EV/EBITDA and P/E Multiples in Borsa Istanbul," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 32, issue 108, pages 87-103, October, DOI: https://doi.org/10.33203/mfy.357668.
• Semyon Malamud & Marzena Rostek, 2017, "Decentralized Exchange," American Economic Review, American Economic Association, volume 107, issue 11, pages 3320-3362, November.
• Andrew Ellis & Michele Piccione, 2017, "Correlation Misperception in Choice," American Economic Review, American Economic Association, volume 107, issue 4, pages 1264-1292, April.
• Stelios Arvanitis & Nikolas Topalogou, 2017, "Testing for Prospect and Markowitz stochastic dominance efficiency," Working Papers, Athens University Of Economics and Business, Department of Economics, number 201701, Jan.
• Stelios Arvanitis, 2017, "Non-Emptyness of Stochastic Dominance Effiicient Sets via Stochastic Spanning," Working Papers, Athens University Of Economics and Business, Department of Economics, number 201710, Oct.
• Kofi A. Ababio & John W. Muteba Mwamba, 2017, "Herding Behaviour in Financial Markets: Empirical Evidence from the Johannesburg Stock Exchange," The African Finance Journal, Africagrowth Institute, volume 19, issue 1, pages 23-44.
• Dolatabadi, Sepideh & Kumar Narayan, Paresh & Orregaard Nielsen, Morten & Xu, Ke, 2017, "Economic significance of commodity return forecasts from the fractionally cointegrated VAR model," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274663, Jan, DOI: 10.22004/ag.econ.274663.
• Dharmasena, Senarath & Yang, Tingyi & Capps, Oral Jr., 2017, "U.S. Demand for Dairy Alternative Beverages: Attribute Space Distance and Hedonic Matric Approaches," 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama, Southern Agricultural Economics Association, number 252742, Jan, DOI: 10.22004/ag.econ.252742.
• Tekiner KAYA, 2017, "Borsa İstanbul’Da İlk Halka Arzlarin Uzun Dönem Performans Anali̇zi̇: Normalüstü Geti̇ri̇ Mümkün Mü?," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 2, issue 1, pages 6-19, DOI: doi.org/10.30784/epfad.314755.
• Mihaela Brodocianu & Ovidiu Stoica, 2017, "Herding Behavior Of Institutional Investors In Romania. An Empirical Analysis," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 20, pages 115-130, December.
• Martin PAŽICKÃ, 2017, "Stock Price Simulation Using Bootstrap And Monte Carlo," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 64, issue 2, pages 155-170, June.
• Amanjot SINGH, 2017, "Modeling Conditional Volatility Of Indian Banking Sector’S Stock Market Returns," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 64, issue 3, pages 325-338, September.
• Atila Karkacier & Fatih Coskun Ertas, 2017, "Independent Auditing Effect on Investment Decisions of Institutional Investors," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 16, issue 3, pages 297-319, September.
• Claudio Raddatz & Sergio Luis Schmukler & Tomas Williams, 2017, "International Asset Allocations and Capital Flows: The Benchmark Effect," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 141, Sep.
• Jonathan B. Berk & Jules H. van Binsbergen, 2017, "Mutual Funds in Equilibrium," Annual Review of Financial Economics, Annual Reviews, volume 9, issue 1, pages 147-167, November, DOI: 10.1146/annurev-financial-110716-03.
• H. Mete Soner & Johannes Muhle-Karbe & Max Reppen, 2017, "A Primer on Portfolio Choice with Small Transaction Costs," Annual Review of Financial Economics, Annual Reviews, volume 9, issue 1, pages 301-331, November, DOI: 10.1146/annurev-financial-110716-03.
• T. Tony Cai & Wenguang Sun, 2017, "Large-Scale Global and Simultaneous Inference: Estimation and Testing in Very High Dimensions," Annual Review of Economics, Annual Reviews, volume 9, issue 1, pages 411-439, September, DOI: 10.1146/annurev-economics-063016-10.
• Сейдахметова С.С. & Тусаева А.К., 2017, "Влияние Макроэкономических Показателей На Приток Прямых Иностранных Инвестиций В Республику Казахстан," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 3, pages 11-19.
• Nikita Céspedes Reynaga, 2017, "La heterogeneidad de la dolarización de créditos a nivel de personas," Working Papers, Peruvian Economic Association, number 108, Dec.
• Tim Leung & Yerkin Kitapbayev, 2017, "Optimal Mean-Reverting Spread Trading: Nonlinear Integral Equation Approach," Papers, arXiv.org, number 1701.00875, Jan, revised Jan 2017.
• Charles-Albert Lehalle & Eyal Neuman, 2017, "Incorporating Signals into Optimal Trading," Papers, arXiv.org, number 1704.00847, Apr, revised Jun 2018.
• Matthias Raddant & Dror Y. Kenett, 2017, "Interconnectedness in the Global Financial Market," Papers, arXiv.org, number 1704.01028, Apr, revised Jun 2020.
• Rupert Way & Franc{c}ois Lafond & Fabrizio Lillo & Valentyn Panchenko & J. Doyne Farmer, 2017, "Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves," Papers, arXiv.org, number 1705.03423, May, revised Aug 2018.
• Dietmar Leisen & Eckhard Platen, 2017, "Investing for the Long Run," Papers, arXiv.org, number 1705.03929, May.
• Eckhard Platen & Renata Rendek, 2017, "Market Efficiency and Growth Optimal Portfolio," Papers, arXiv.org, number 1706.06832, Jun.
• Nikolaus Hautsch & Stefan Voigt, 2017, "Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty," Papers, arXiv.org, number 1709.06296, Sep, revised Jun 2018.
• Jaroslav Borovicka & John Stachurski, 2017, "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," Papers, arXiv.org, number 1710.06526, Oct, revised Apr 2019.
• Louis R. Eeckhoudt & Roger J. A. Laeven & Harris Schlesinger, 2017, "Risk Apportionment: The Dual Story," Papers, arXiv.org, number 1712.02182, Dec.
• Andreas Drichoutis & Rodolfo M. Nayga, Jr., 2017, "Economic rationality under cognitive load," Working Papers, Agricultural University of Athens, Department Of Agricultural Economics, number 2017-2.
• Catalina Florentina PRICOPE, 2017, "The implications of IFRS adoption on foreign direct investment in poor countries," The Audit Financiar journal, Chamber of Financial Auditors of Romania, volume 15, issue 146, pages 218-218.
• Massimo Guidolin & Francesco Chincoli, 2017, "Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1754.
• Elvira Caloiero & Massimo Guidolin, 2017, "Volatility as an Alternative asset Class: Does It Improve Portfolio Performance?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1763.
• Iryna Honcharenko & Olena Berezina, 2017, "Challenges And Strategic Priorities For The Development Of Investment Insurance In Ukraine," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 3, issue 5, DOI: 10.30525/2256-0742/2017-3-5-84-90.
• Fabrizio Crespi & Danilo Valerio Mascia, 2017, "Introducing Individual Savings Accounts to sustain the development of Italian Smes," BANCARIA, Bancaria Editrice, volume 4, pages 61-69, April.
• Paola Fandella, 2017, "Twitter sentiment and stock prices: the growing effects of social media," BANCARIA, Bancaria Editrice, volume 5, pages 83-88, May.
• Maria Debora Braga, 2017, "Portfolio Risk reduction strategies for different investors," BANCARIA, Bancaria Editrice, volume 7, pages 47-55, July.
• Chirag Shekhar & Mark Trede, 2017, "Portfolio Optimization Using Multivariate t-Copulas with Conditionally Skewed Margins," Review of Economics & Finance, Better Advances Press, Canada, volume 9, pages 29-41, August.
• Ibrahim M. Awad & Abdel-Rahman Al-Ewesat, 2017, "Volatility Persistence in Palestine Exchange Bulls and Bears: An Econometric Analysis of Time Series Data," Review of Economics & Finance, Better Advances Press, Canada, volume 9, pages 83-97, August.
• Dimitar Nenkov, 2017, "Financial management of creating value in companies," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 33-47.
• Toni Ahnert & Co-Pierre Georg, 2017, "Information Contagion and Systemic Risk," Staff Working Papers, Bank of Canada, number 17-29, DOI: 10.34989/swp-2017-29.
• Cristina Terra & Enrico Vasconcelos, 2017, "Credit Market Quality, Innovation and Trade," Working Papers Series, Central Bank of Brazil, Research Department, number 458, Jul.
• Giorgio Albareto & Giuseppe Cappelletti & Andrea Cardillo & Luca Zucchelli, 2017, "The total cost of investing in mutual funds," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 391, Sep.
• Andrea Cardillo & Massimo Coletta, 2017, "Household investments through Italian asset management products," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 409, Nov.
• Enrico Bernardini & Johnny Di Giampaolo & Ivan Faiella & Riccardo Poli, 2017, "Investing in the electric utilities sector: the implications of carbon risk," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 410, Nov.
• Eleonora Patacchini & Edoardo Rainone, 2017, "Social ties and the demand for financial services," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1115, Jun.
• Flavia Corneli, 2017, "Medium and long term implications of financial integration without financial development," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1120, Jun.
• Oscar Mauricio Valencia-Arana & Jose Eduardo Gomez-Gonzalez & Andrés Garcia-Suaza, 2017, "Young Innovative Firms, Investment-Cash Flow Sensitivities and Technological Misallocation," Borradores de Economia, Banco de la Republica de Colombia, number 1004, Jun, DOI: 10.32468/be.1004.
• Anoop S Kumar & B Kamaiah, 2017, "Returns And Volatility Spillover Between Asian Equity Markets: A Wavelet Approach," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 62, issue 212, pages 63-84, January -.
• Wiliiam Arrata & Benoit Nguyen, 2017, "Price impact of bond supply shocks: Evidence from the Eurosystem's asset purchase program," Working papers, Banque de France, number 623.
• Candus, E. & Pfister, C. & Sédillot, F., 2017, "Où s’investit l’épargne des Français ?," Bulletin de la Banque de France, Banque de France, issue 214, pages 5-21.
• Émilie Candus & Christian Pfister & Franck Sédillot, 2017, "Where do French people invest their savings?," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 48, pages 5-22, Winter.
• Haim Shalit, 2017, "The Shapley Value Decomposition Of Optimal Portfolios," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 1701.
• Stephen Morris & Ilhyock Shim & Hyun Song Shin, 2017, "Redemption risk and cash hoarding by asset managers," BIS Working Papers, Bank for International Settlements, number 608, Jan.
• Kathi Schlepper & Heiko Hofer & Ryan Riordan & Andreas Schrimpf, 2017, "Scarcity effects of QE: A transaction-level analysis in the Bund market," BIS Working Papers, Bank for International Settlements, number 625, Apr.
• Carlos Cantú, 2017, "Effects of capital controls on foreign exchange liquidity," BIS Working Papers, Bank for International Settlements, number 659, Aug.
• Florian Huber & Tamás Krisztin & Philipp Piribauer, 2017, "Forecasting Global Equity Indices Using Large Bayesian Vars," Bulletin of Economic Research, Wiley Blackwell, volume 69, issue 3, pages 288-308, July.
• Tabea Bucher-Koenen & Annamaria Lusardi & Rob Alessie & Maarten van Rooij, 2017, "How Financially Literate Are Women? An Overview and New Insights," Journal of Consumer Affairs, Wiley Blackwell, volume 51, issue 2, pages 255-283, July.
• Tsunehiro Ishihara & Yasuhiro Omori, 2017, "Portfolio optimization using dynamic factor and stochastic volatility: evidence on Fat-tailed errors and leverage," The Japanese Economic Review, Japanese Economic Association, volume 68, issue 1, pages 63-94, March.
• Valentin Haddad & Erik Loualiche & Matthew Plosser, 2017, "Buyout Activity: The Impact of Aggregate Discount Rates," Journal of Finance, American Finance Association, volume 72, issue 1, pages 371-414, February.
• Sebastien Betermier & Laurent E. Calvet & Paolo Sodini, 2017, "Who Are the Value and Growth Investors?," Journal of Finance, American Finance Association, volume 72, issue 1, pages 5-46, February.
• Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2017, "Asset Market Participation and Portfolio Choice over the Life-Cycle," Journal of Finance, American Finance Association, volume 72, issue 2, pages 705-750, April.
• Raj Chetty & László Sándor & Adam Szeidl, 2017, "The Effect of Housing on Portfolio Choice," Journal of Finance, American Finance Association, volume 72, issue 3, pages 1171-1212, June.
• Stephen Foerster & Juhani T. Linnainmaa & Brian T. Melzer & Alessandro Previtero, 2017, "Retail Financial Advice: Does One Size Fit All?," Journal of Finance, American Finance Association, volume 72, issue 4, pages 1441-1482, August.
• Sandra E. Black & Paul J. Devereux & Petter Lundborg & Kaveh Majlesi, 2017, "On the Origins of Risk-Taking in Financial Markets," Journal of Finance, American Finance Association, volume 72, issue 5, pages 2229-2278, October.
• JONATHAN B. BERK & JULES H. van BINSBERGEN & BINYING LIU, 2017, "Matching Capital and Labor," Journal of Finance, American Finance Association, volume 72, issue 6, pages 2467-2504, December, DOI: 10.1111/jofi.12542.
• Arno Riedl & Paul Smeets, 2017, "Why Do Investors Hold Socially Responsible Mutual Funds?," Journal of Finance, American Finance Association, volume 72, issue 6, pages 2505-2550, December, DOI: 10.1111/jofi.12547.
• BALTES Nicolae & DRAGOE Alexandra-Gabriela-Maria, 2017, "Estimating The Return Of The Financial Titles Of The Companies From The Manufacturing Industry, Listed On The Bucharest Stock Exchange," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 69, issue 3, pages 19-28, August.
• BRATIAN Vasile, 2017, "Portfolio Optimization - Application Of Sharpe Model Using Lagrange," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 69, issue 5, pages 8-21, December.
• Haluk Yener & Fuat Can Beylunioglu, 2017, "Outperforming A Stochastic Benchmark Under Borrowing And Rectangular Constraints," Working Papers, The Center for Financial Studies (CEFIS), Istanbul Bilgi University, number 1701, Mar.
• Ryan Chahrour & Rosen Valchev, 2017, "International Medium of Exchange: Privilege and Duty," Boston College Working Papers in Economics, Boston College Department of Economics, number 934, Oct.
• Rosen Valchev, 2017, "Dynamic Information Acquisition and Portfolio Bias," Boston College Working Papers in Economics, Boston College Department of Economics, number 941, Jun.
• Emmanouil Karimalis & Ioannis Kosmidis & Gareth Peters, 2017, "Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies," Bank of England Staff Working Paper series, Bank of England, number 655, Apr.
• Graeme Douglas & Joseph Noss & Nicholas Vause, 2017, "The impact of Solvency II regulations on life insurers’ investment behaviour," Bank of England Staff Working Paper series, Bank of England, number 664, Jul.
• Robert Czech & Matt Roberts-Sklar, 2017, "Investor behaviour and reaching for yield: evidence from the sterling corporate bond market," Bank of England Staff Working Paper series, Bank of England, number 685, Oct.
• Yuliya Baranova & Jamie Coen & Joseph Noss & Pippa Lowe & Laura Silvestri, 2017, "Simulating stress across the financial system: the resilience of corporate bond markets and the role of investment funds," Bank of England Financial Stability Papers, Bank of England, number 42, Jul.
• Yuichiro Ito & Yasutaka Takizuka & Shigeaki Fujiwara, 2017, "Portfolio Selection by Japanese Households: Investigation Using Japanese and US Households Questionnaire Survey," Bank of Japan Research Laboratory Series, Bank of Japan, number 17-E-5, Jun.
• Yuichiro Ito & Yasutaka Takizuka & Shigeaki Fujiwara, 2017, "Portfolio Selection by Households: An Empirical Analysis Using Dynamic Panel Data Models," Bank of Japan Working Paper Series, Bank of Japan, number 17-E-6, Jun.
• Kyungkeun Kim & Dongwon Lee, 2017, "Equity Market Globalization and Portfolio Rebalancing," Working Papers, Economic Research Institute, Bank of Korea, number 2017-17, Jun.
• Kyungkeun Kim & Soyoung Kim, 2017, "Demographic Change and Current Account (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2017-23, Jul.
• Kyoungsoo Yoon & Jae Hoon Cha & Sohee Park & Sun Young Kang, 2017, "Impact of Population Aging on the Financial Sector (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2017-31, Aug.
• Dahiru A. Balaa & Taro Takimotob, 2017, "Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 17, issue 1, pages 25-48, March.
• Habib Hussain Khan & Iram Naz & Fiza Qureshi & Abdul Ghafoor, 2017, "Heuristics and stock buying decision: Evidence from Malaysian and Pakistani stock markets," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 17, issue 2, pages 97-110, June.
• Mohammad Tariqul Islam Khan & Siow-Hooi Tan & Lee-Lee Chong & Hway-Boon Ong, 2017, "Investment characteristics, stock characteristics and portfolio diversification of finance professionals," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 17, issue 3, pages 164-177, September.
• Nasif Ozkan & Sinan Cakan & Murad Kayacan, 2017, "Intellectual capital and financial performance: A study of the Turkish Banking Sector," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 17, issue 3, pages 190-198, September.
• Yilmaz Yildiz & Mehmet Baha Karan & Burak Pirgaip, 2017, "Market reaction to grouping equities in stock markets: An empirical analysis on Borsa Istanbul," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 17, issue 4, pages 216-227, December.
• Nader Trabelsi, 2017, "Tail dependence between oil and stocks of major oil-exporting countries using the CoVaR approach," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 17, issue 4, pages 228-237, December.
• Dimitris Korobilis & Davide Pettenuzzo, 2017, "Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions," Working Papers, Brandeis University, Department of Economics and International Business School, number 115, Sep.