Research classified by Journal of Economic Literature (JEL) codes

2017

• Goncalves, Andrei, 2017, "Can Reinvestment Risk Explain the Dividend and Bond Term Structures?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2017-14, Aug.
• Rossi, Andrea, 2017, "Decreasing Returns or Mean-Reversion of Luck? The Case of Private Equity Fund Growth," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2017-26, Nov.
• Lee, Charles M. C. & So, Eric C. & Wang, Charles C. Y., 2017, "Evaluating Firm-Level Expected-Return Proxies," Research Papers, Stanford University, Graduate School of Business, number 3188, Jun.
• Lee, Charles M. C. Lee & Sun, Stephen Teng & Wang, Rongfei & Zhang, Ran, 2017, "Technological Links and Predictable Returns," Research Papers, Stanford University, Graduate School of Business, number repec:ecl:stabus:3605, Oct.
• Liping Zou & Ruishan Chen, 2017, "Earnings Surprises, Investor Sentiments and Contrarian Strategies," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 1, pages 133-143.
• Mehdi Alikhani Mehrjardi & Mohammad Ghadamyari & Yousef Mahboobi, 2017, "Performance Evaluation of Return, Risk and Liquidity of Firms Newly Listed in Tehran Stock Exchange," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 1, pages 249-254.
• Sofi Mohd Fikri & Mohamed Hisham Yahya & Taufiq Hassan, 2017, "A Review on Agency Cost of Shariah Governance in Mutual Fund," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 1, pages 530-538.
• Duc Hong Vo & Thach Ngoc Pham, 2017, "Systematic Risk in Energy Businesses: Empirical Evidence for the ASEAN," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 1, pages 553-565.
• Ahmed Bouteska & Boutheina Regaieg, 2017, "Overconfidence Bias, Over/Under-reaction of Financial Analysts on the Tunisian Stock Market, and Their Impacts on the Earnings Forecasts," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 2, pages 208-214.
• Joakim Kvamvold, 2017, "Mutual Fund Flows and Benchmark Portfolio Returns," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 2, pages 236-242.
• Hussein A. Abdoh, 2017, "Correlation Based Clustering of the Amman Stock Exchange," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 2, pages 259-265.
• Muhammad Afaq Haider & Muhammad Asif Khan & Shamila Saddique & Shujahat Haider Hashmi, 2017, "The Impact of Stock Market Performance on Foreign Portfolio Investment in China," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 2, pages 460-468.
• Kamphol Panyagometh, 2017, "Implementation of Reinganum's Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 2, pages 492-499.
• Yi-Chang Chen & Hung-Che Wu & Jen-Jsung Huang, 2017, "Herd Behavior and Rational Expectations: A Test of China's Market Using Quantile Regression," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 2, pages 649-663.
• Devina Ivo Mahendra & Nadia Asandimitra Haryono, 2017, "The Determinant of the Possibility of Merger in Indonesia," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 3, pages 62-68.
• Jaber Bahrami & Mosayeb Pahlavani & Reza Roshan & Saeed Rasekhi, 2017, "Adjusting Consumption Based Capital Asset Pricing Model within the Framework of an Open Economy: The Case of Iran," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 3, pages 309-317.
• M. Agussalim & Nandan Limakrisna & Hapzi Ali, 2017, "Mutual Funds Performance: Conventional and Sharia Product," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 4, pages 150-156.
• Ahmed Al Samman & Mahmoud Moustafa Otaify, 2017, "How Does Volatility of Characteristics-sorted Portfolios Respond to Macroeconomic Volatility?," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 4, pages 300-315.
• Hasyyati Yusrina & Mukhtaruddin Mukhtaruddin & Luk Luk Fuadah & Zunaidah Sulong, 2017, "International Financial Reporting Standards Convergence and Quality of Accounting Information: Evidence from Indonesia," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 4, pages 433-447.
• Johannes St binger & Jens Bredthauer, 2017, "Statistical Arbitrage Pairs Trading with High-frequency Data," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 4, pages 650-662.
• Musdalifah Azis & Maryam Nadir & dan Ike Purnamasari, 2017, "Optimazed Mutual Funds Investment Portfolio Through Good Corporate Governance And Financial Banking Performance," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 5, pages 189-197.
• Adam Abdullah & Rusni Hassan & Salina Kassim, 2017, "An Islamic Wealth Management Investment Appraisal of Oil Tankers," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 5, pages 59-70.
• Rong Xu & Xingye Li, 2017, "Study About the Minimum Value at Risk of Stock Index Futures Hedging Applying Exponentially Weighted Moving Average - Generalized Autoregressive Conditional Heteroskedasticity Model," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 6, pages 104-110.
• Mounira Chniguir & Mohamed Karim Kefi & Jamel Eddine Henchiri, 2017, "The Determinants of Home Bias in Stock Portfolio: An Emerging and Developed Markets Study," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 6, pages 182-191.
• Ana Lorena Jim nez-Preciado & Salvador Cruz-Ak & Francisco Venegas-Mart nez, 2017, "Persistency of Price Patterns in the International Oil Industry, 2001-2016," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 7, issue 1, pages 9-18.
• Mohammad A. Dharmawan & Dominicus S. Priyarsono & Bagus Sartono, 2017, "Impacts of Oil Price Shock on Sector Returns with Regime-Switching Approach: New Evidence from Indonesian Stock Market," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 7, issue 5, pages 44-59.
• Thach Ngoc Pham & Duc Hong Vo, 2017, "Equity Beta for Regulated Energy Businesses in Australia: A Revisit," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 7, issue 6, pages 11-18.
• Cao, Ji & Fischli, Marcel & Rieger, Marc Oliver, 2017, "Should your bank invest for you? Evidence from private banking accounts," Journal of Behavioral and Experimental Finance, Elsevier, volume 13, issue C, pages 1-8, DOI: 10.1016/j.jbef.2016.11.001.
• Cordes, Henning & Dierkes, Maik, 2017, "About depression babies and red diaper babies: Do macroeconomic experiences affect everybody’s risk taking in the same way?," Journal of Behavioral and Experimental Finance, Elsevier, volume 13, issue C, pages 25-27, DOI: 10.1016/j.jbef.2017.02.004.
• Griffin, John, 2017, "Risk premia and ambiguity in an experimental market featuring a long-lived asset," Journal of Behavioral and Experimental Finance, Elsevier, volume 15, issue C, pages 21-27, DOI: 10.1016/j.jbef.2017.07.006.
• Kunz, Alexis H. & Messner, Claude & Wallmeier, Martin, 2017, "Investors’ risk perceptions of structured financial products with worst-of payout characteristics," Journal of Behavioral and Experimental Finance, Elsevier, volume 15, issue C, pages 66-73, DOI: 10.1016/j.jbef.2017.07.005.
• Horenstein, Alex R. & Snir, Avichai, 2017, "Portfolio choice in Mexico," Journal of Behavioral and Experimental Finance, Elsevier, volume 16, issue C, pages 1-13, DOI: 10.1016/j.jbef.2017.08.001.
• Negrea, Bogdan & Toma, Mihai, 2017, "Dynamic CAPM under ambiguity—An experimental approach," Journal of Behavioral and Experimental Finance, Elsevier, volume 16, issue C, pages 22-32, DOI: 10.1016/j.jbef.2017.09.001.
• Pikulina, Elena & Renneboog, Luc & Tobler, Philippe N., 2017, "Overconfidence and investment: An experimental approach," Journal of Corporate Finance, Elsevier, volume 43, issue C, pages 175-192, DOI: 10.1016/j.jcorpfin.2017.01.002.
• Hearn, Bruce & Phylaktis, Kate & Piesse, Jenifer, 2017, "Expropriation risk by block holders, institutional quality and expected stock returns," Journal of Corporate Finance, Elsevier, volume 45, issue C, pages 122-149, DOI: 10.1016/j.jcorpfin.2017.04.016.
• Jia, Ning & Wang, Dan, 2017, "Skin in the game: General partner capital commitment, investment behavior and venture capital fund performance," Journal of Corporate Finance, Elsevier, volume 47, issue C, pages 110-130, DOI: 10.1016/j.jcorpfin.2017.09.008.
• Bartlett, Robert P. & Rose, Paul & Solomon, Steven Davidoff, 2017, "The small IPO and the investing preferences of mutual funds," Journal of Corporate Finance, Elsevier, volume 47, issue C, pages 151-173, DOI: 10.1016/j.jcorpfin.2017.08.008.
• Luo, Pengfei & Yang, Zhaojun, 2017, "Real options and contingent convertibles with regime switching," Journal of Economic Dynamics and Control, Elsevier, volume 75, issue C, pages 122-135, DOI: 10.1016/j.jedc.2016.12.002.
• Cui, Xiangyu & Li, Duan & Shi, Yun, 2017, "Self-coordination in time inconsistent stochastic decision problems: A planner–doer game framework," Journal of Economic Dynamics and Control, Elsevier, volume 75, issue C, pages 91-113, DOI: 10.1016/j.jedc.2016.12.001.
• Guo, Jing & He, Xue Dong, 2017, "Equilibrium asset pricing with Epstein-Zin and loss-averse investors," Journal of Economic Dynamics and Control, Elsevier, volume 76, issue C, pages 86-108, DOI: 10.1016/j.jedc.2016.12.008.
• Coqueret, Guillaume, 2017, "Empirical properties of a heterogeneous agent model in large dimensions," Journal of Economic Dynamics and Control, Elsevier, volume 77, issue C, pages 180-201, DOI: 10.1016/j.jedc.2017.02.003.
• Anderson, Richard G. & Bordo, Michael & Duca, John V., 2017, "Money and velocity during financial crises: From the great depression to the great recession," Journal of Economic Dynamics and Control, Elsevier, volume 81, issue C, pages 32-49, DOI: 10.1016/j.jedc.2017.03.014.
• Llacay, Bàrbara & Peffer, Gilbert, 2017, "Impact of value-at-risk models on market stability," Journal of Economic Dynamics and Control, Elsevier, volume 82, issue C, pages 223-256, DOI: 10.1016/j.jedc.2017.07.002.
• Bo, Lijun & Tang, Dan & Wang, Yongjin, 2017, "Optimal investment of variance-swaps in jump-diffusion market with regime-switching," Journal of Economic Dynamics and Control, Elsevier, volume 83, issue C, pages 175-197, DOI: 10.1016/j.jedc.2017.08.003.
• Choi, Kyoung Jin & Kwak, Minsuk & Shim, Gyoocheol, 2017, "Time preference and real investment," Journal of Economic Dynamics and Control, Elsevier, volume 83, issue C, pages 18-33, DOI: 10.1016/j.jedc.2017.07.010.
• Branger, Nicole & Muck, Matthias & Seifried, Frank Thomas & Weisheit, Stefan, 2017, "Optimal portfolios when variances and covariances can jump," Journal of Economic Dynamics and Control, Elsevier, volume 85, issue C, pages 59-89, DOI: 10.1016/j.jedc.2017.09.008.
• Mensah, Jones Odei & Alagidede, Paul, 2017, "How are Africa's emerging stock markets related to advanced markets? Evidence from copulas," Economic Modelling, Elsevier, volume 60, issue C, pages 1-10, DOI: 10.1016/j.econmod.2016.08.022.
• Li, Shaoyu & Wei, Lijia & Xu, Zhiwei, 2017, "Dynamic asset allocation and consumption under inflation inequality: The impacts of inflation experiences and expectations," Economic Modelling, Elsevier, volume 61, issue C, pages 113-125, DOI: 10.1016/j.econmod.2016.11.013.
• Huo, Rui & Ahmed, Abdullahi D., 2017, "Return and volatility spillovers effects: Evaluating the impact of Shanghai-Hong Kong Stock Connect," Economic Modelling, Elsevier, volume 61, issue C, pages 260-272, DOI: 10.1016/j.econmod.2016.09.021.
• Umar, Zaghum, 2017, "The demand of energy from an optimal portfolio choice perspective," Economic Modelling, Elsevier, volume 61, issue C, pages 478-494, DOI: 10.1016/j.econmod.2016.12.027.
• Wen, Xiaoqian & Bouri, Elie & Roubaud, David, 2017, "Can energy commodity futures add to the value of carbon assets?," Economic Modelling, Elsevier, volume 62, issue C, pages 194-206, DOI: 10.1016/j.econmod.2016.12.022.
• Ma, Chaoqun & Wang, Hailong & Cheng, Fengchao & Hu, Duni, 2017, "Asset pricing and institutional investors with disagreements," Economic Modelling, Elsevier, volume 64, issue C, pages 231-248, DOI: 10.1016/j.econmod.2017.03.018.
• Basak, Gopal K. & Das, Pranab Kumar & Rohit, Allena, 2017, "Capital inflow-terms of trade ‘nexus’: Does it lead to financial crisis?," Economic Modelling, Elsevier, volume 65, issue C, pages 18-29, DOI: 10.1016/j.econmod.2017.04.025.
• Wen, Xiaoqian & Nguyen, Duc Khuong, 2017, "Can investors of Chinese energy stocks benefit from diversification into commodity futures?," Economic Modelling, Elsevier, volume 66, issue C, pages 184-200, DOI: 10.1016/j.econmod.2017.06.016.
• Reddy, Krishna & Mirza, Nawazish & Naqvi, Bushra & Fu, Mingli, 2017, "Comparative risk adjusted performance of Islamic, socially responsible and conventional funds: Evidence from United Kingdom," Economic Modelling, Elsevier, volume 66, issue C, pages 233-243, DOI: 10.1016/j.econmod.2017.07.007.
• Algaba, Andres & Boudt, Kris, 2017, "Generalized financial ratios to predict the equity premium," Economic Modelling, Elsevier, volume 66, issue C, pages 244-257, DOI: 10.1016/j.econmod.2017.07.009.
• Mkaouar, Farid & Prigent, Jean-Luc & Abid, Ilyes, 2017, "Long-term investment with stochastic interest and inflation rates: The need for inflation-indexed bonds," Economic Modelling, Elsevier, volume 67, issue C, pages 228-247, DOI: 10.1016/j.econmod.2016.12.017.
• Roy, Rudra Prosad & Sinha Roy, Saikat, 2017, "Financial contagion and volatility spillover: An exploration into Indian commodity derivative market," Economic Modelling, Elsevier, volume 67, issue C, pages 368-380, DOI: 10.1016/j.econmod.2017.02.019.
• Atanasov, Victoria & Nitschka, Thomas, 2017, "Firm size, economic risks, and the cross-section of international stock returns," The North American Journal of Economics and Finance, Elsevier, volume 39, issue C, pages 110-126, DOI: 10.1016/j.najef.2016.12.004.
• Chan, Chia-Ying & Chen, Hsuan-Chi & Chiang, Yu Hsuan & Lai, Christine W., 2017, "Fund selection in target date funds," The North American Journal of Economics and Finance, Elsevier, volume 39, issue C, pages 197-209, DOI: 10.1016/j.najef.2016.10.006.
• Jeon, Hyunglae & Kang, Jangkoo & Lee, Changjun, 2017, "Precision about manager skill, mutual fund flows, and performance persistence," The North American Journal of Economics and Finance, Elsevier, volume 40, issue C, pages 222-237, DOI: 10.1016/j.najef.2017.03.002.
• Guo, Xu & McAleer, Michael & Wong, Wing-Keung & Zhu, Lixing, 2017, "A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 346-358, DOI: 10.1016/j.najef.2017.08.001.
• Shaikh, Imlak, 2017, "The 2016 U.S. presidential election and the Stock, FX and VIX markets," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 546-563, DOI: 10.1016/j.najef.2017.08.014.
• Brigida, Matt & Pratt, William R., 2017, "Fake news," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 564-573, DOI: 10.1016/j.najef.2017.08.012.
• Ramos, Henrique P. & Perlin, Marcelo S. & Righi, Marcelo B., 2017, "Mispricing in the odd lots market in Brazil," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 618-628, DOI: 10.1016/j.najef.2017.09.004.
• Wang, Jian & Wang, Xiaoting & Zhuang, Xintian & Yang, Jun, 2017, "Optimism bias, portfolio delegation, and economic welfare," Economics Letters, Elsevier, volume 150, issue C, pages 111-113, DOI: 10.1016/j.econlet.2016.11.025.
• Marinelli, Nicoletta & Mazzoli, Camilla & Palmucci, Fabrizio, 2017, "How does gender really affect investment behavior?," Economics Letters, Elsevier, volume 151, issue C, pages 58-61, DOI: 10.1016/j.econlet.2016.12.006.
• Shin, Su Hyun & Seay, Martin C. & Kim, Kyong Tae, 2017, "Measurement of diversification between asset classes in the Survey of Consumer Finances," Economics Letters, Elsevier, volume 156, issue C, pages 22-26, DOI: 10.1016/j.econlet.2017.04.007.
• Cheng, Tingting & Yan, Cheng, 2017, "Evaluating the size of the bootstrap method for fund performance evaluation," Economics Letters, Elsevier, volume 156, issue C, pages 36-41, DOI: 10.1016/j.econlet.2017.03.028.
• Eckel, Catherine C. & Füllbrunn, Sascha C., 2017, "Hidden vs. known gender effects in experimental asset markets," Economics Letters, Elsevier, volume 156, issue C, pages 7-9, DOI: 10.1016/j.econlet.2017.04.009.
• Le Bris, David & Rezaee, Amir, 2017, "Stocks and bonds during the gold standard," Economics Letters, Elsevier, volume 159, issue C, pages 119-122, DOI: 10.1016/j.econlet.2017.07.021.
• Usategui, José M., 2017, "Riskiness in binary gambles: A geometric analysis," Economics Letters, Elsevier, volume 159, issue C, pages 149-152, DOI: 10.1016/j.econlet.2017.07.025.
• Shi, Yang & Xu, Hui & Wang, Mancang & Conroy, Paul, 2017, "Home bias in domestic art markets: Evidence from China," Economics Letters, Elsevier, volume 159, issue C, pages 201-203, DOI: 10.1016/j.econlet.2017.08.015.
• Arvanitis, Stelios & Topaloglou, Nikolas, 2017, "Testing for prospect and Markowitz stochastic dominance efficiency," Journal of Econometrics, Elsevier, volume 198, issue 2, pages 253-270, DOI: 10.1016/j.jeconom.2017.01.006.
• Drerup, Tilman & Enke, Benjamin & von Gaudecker, Hans-Martin, 2017, "The precision of subjective data and the explanatory power of economic models," Journal of Econometrics, Elsevier, volume 200, issue 2, pages 378-389, DOI: 10.1016/j.jeconom.2017.06.017.
• Ampudia, Miguel & Ehrmann, Michael, 2017, "Macroeconomic experiences and risk taking of euro area households," European Economic Review, Elsevier, volume 91, issue C, pages 146-156, DOI: 10.1016/j.euroecorev.2016.09.012.
• Broer, Tobias, 2017, "The home bias of the poor: Foreign asset portfolios across the wealth distribution," European Economic Review, Elsevier, volume 92, issue C, pages 74-91, DOI: 10.1016/j.euroecorev.2016.11.008.
• Staveley-O’Carroll, James & Staveley-O’Carroll, Olena M., 2017, "Impact of pension system structure on international financial capital allocation," European Economic Review, Elsevier, volume 95, issue C, pages 1-22, DOI: 10.1016/j.euroecorev.2017.03.008.
• Love, David A., 2017, "Countercyclical retirement accounts," European Economic Review, Elsevier, volume 98, issue C, pages 32-48, DOI: 10.1016/j.euroecorev.2017.06.005.
• Binswanger, Johannes & Salm, Martin, 2017, "Does everyone use probabilities? The role of cognitive skills," European Economic Review, Elsevier, volume 98, issue C, pages 73-85, DOI: 10.1016/j.euroecorev.2017.06.009.
• Harris, Richard D.F. & Stoja, Evarist & Tan, Linzhi, 2017, "The dynamic Black–Litterman approach to asset allocation," European Journal of Operational Research, Elsevier, volume 259, issue 3, pages 1085-1096, DOI: 10.1016/j.ejor.2016.11.045.
• Al Janabi, Mazin A.M. & Arreola Hernandez, Jose & Berger, Theo & Nguyen, Duc Khuong, 2017, "Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios," European Journal of Operational Research, Elsevier, volume 259, issue 3, pages 1121-1131, DOI: 10.1016/j.ejor.2016.11.019.
• Piljak, Vanja & Swinkels, Laurens, 2017, "Frontier and emerging government bond markets," Emerging Markets Review, Elsevier, volume 30, issue C, pages 232-255, DOI: 10.1016/j.ememar.2015.10.002.
• Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla Ismath & Masih, A. Mansur M., 2017, "The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test," Emerging Markets Review, Elsevier, volume 30, issue C, pages 66-95, DOI: 10.1016/j.ememar.2016.09.002.
• Zaremba, Adam & Czapkiewicz, Anna, 2017, "Digesting anomalies in emerging European markets: A comparison of factor pricing models," Emerging Markets Review, Elsevier, volume 31, issue C, pages 1-15, DOI: 10.1016/j.ememar.2016.12.002.
• Karolyi, G. Andrew & McLaren, Kirsty J., 2017, "Racing to the exits: International transmissions of funding shocks during the Federal Reserve's taper experiment," Emerging Markets Review, Elsevier, volume 32, issue C, pages 96-115, DOI: 10.1016/j.ememar.2017.05.009.
• Gonçalves, Walter & Eid, William, 2017, "Sophistication and price impact of foreign investors in the Brazilian stock market," Emerging Markets Review, Elsevier, volume 33, issue C, pages 102-139, DOI: 10.1016/j.ememar.2017.09.006.
• Alexeev, Vitali & Dungey, Mardi & Yao, Wenying, 2017, "Time-varying continuous and jump betas: The role of firm characteristics and periods of stress," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 1-19, DOI: 10.1016/j.jempfin.2016.11.002.
• Bucciol, Alessandro & Miniaci, Raffaele & Pastorello, Sergio, 2017, "Return expectations and risk aversion heterogeneity in household portfolios," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 201-219, DOI: 10.1016/j.jempfin.2016.08.002.
• Jiang, George J. & Yuksel, H. Zafer, 2017, "What drives the “Smart-Money” effect? Evidence from investors’ money flow to mutual fund classes," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 39-58, DOI: 10.1016/j.jempfin.2016.11.005.
• Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu, 2017, "Portfolio selection with mental accounts and estimation risk," Journal of Empirical Finance, Elsevier, volume 41, issue C, pages 161-186, DOI: 10.1016/j.jempfin.2016.07.012.
• Khimich, Natalya, 2017, "A comparison of alternative cash flow and discount rate news proxies," Journal of Empirical Finance, Elsevier, volume 41, issue C, pages 31-52, DOI: 10.1016/j.jempfin.2016.12.002.
• Blackburn, Douglas W. & Cakici, Nusret, 2017, "Overreaction and the cross-section of returns: International evidence," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 1-14, DOI: 10.1016/j.jempfin.2017.02.001.
• Hwang, Inchang & Xu, Simon & In, Francis & Kim, Tong Suk, 2017, "Systemic risk and cross-sectional hedge fund returns," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 109-130, DOI: 10.1016/j.jempfin.2017.03.002.
• Han, Xing & Li, Youwei, 2017, "Can investor sentiment be a momentum time-series predictor? Evidence from China," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 212-239, DOI: 10.1016/j.jempfin.2017.04.001.
• Lawrenz, Jochen & Zorn, Josef, 2017, "Predicting international stock returns with conditional price-to-fundamental ratios," Journal of Empirical Finance, Elsevier, volume 43, issue C, pages 159-184, DOI: 10.1016/j.jempfin.2017.06.003.
• Blitz, David & Vidojevic, Milan, 2017, "The profitability of low-volatility," Journal of Empirical Finance, Elsevier, volume 43, issue C, pages 33-42, DOI: 10.1016/j.jempfin.2017.05.001.
• Chan, Kam Fong & Bowman, Robert G. & Neely, Christopher J., 2017, "Systematic cojumps, market component portfolios and scheduled macroeconomic announcements," Journal of Empirical Finance, Elsevier, volume 43, issue C, pages 43-58, DOI: 10.1016/j.jempfin.2017.05.003.
• Li, Xindan & Geng, Ziyang & Subrahmanyam, Avanidhar & Yu, Honghai, 2017, "Do wealthy investors have an informational advantage? Evidence based on account classifications of individual investors," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 1-18, DOI: 10.1016/j.jempfin.2017.07.001.
• Daskalaki, Charoula & Skiadopoulos, George & Topaloglou, Nikolas, 2017, "Diversification benefits of commodities: A stochastic dominance efficiency approach," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 250-269, DOI: 10.1016/j.jempfin.2017.07.004.
• Gębka, Bartosz & Korczak, Adriana & Korczak, Piotr & Traczykowski, Jędrzej, 2017, "Profitability of insider trading in Europe: A performance evaluation approach," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 66-90, DOI: 10.1016/j.jempfin.2017.08.001.
• Rakowski, David & Shirley, Sara E. & Stark, Jeffrey R., 2017, "Tail-risk hedging, dividend chasing, and investment constraints: The use of exchange-traded notes by mutual funds," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 91-107, DOI: 10.1016/j.jempfin.2017.08.003.
• Kang, Sang Hoon & McIver, Ron & Yoon, Seong-Min, 2017, "Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets," Energy Economics, Elsevier, volume 62, issue C, pages 19-32, DOI: 10.1016/j.eneco.2016.12.011.
• Khalifa, Ahmed & Caporin, Massimiliano & Hammoudeh, Shawkat, 2017, "The relationship between oil prices and rig counts: The importance of lags," Energy Economics, Elsevier, volume 63, issue C, pages 213-226, DOI: 10.1016/j.eneco.2017.01.015.
• Costa, Oswaldo L.V. & de Oliveira Ribeiro, Celma & Rego, Erik Eduardo & Stern, Julio Michael & Parente, Virginia & Kileber, Solange, 2017, "Robust portfolio optimization for electricity planning: An application based on the Brazilian electricity mix," Energy Economics, Elsevier, volume 64, issue C, pages 158-169, DOI: 10.1016/j.eneco.2017.03.021.
• Contreras, Javier & Rodríguez, Yeny E. & Sosa, Aníbal, 2017, "Construction of an efficient portfolio of power purchase decisions based on risk-diversification tradeoff," Energy Economics, Elsevier, volume 64, issue C, pages 286-297, DOI: 10.1016/j.eneco.2017.04.007.
• Roncoroni, Andrea & Id Brik, Rachid, 2017, "Hedging size risk: Theory and application to the US gas market," Energy Economics, Elsevier, volume 64, issue C, pages 415-437, DOI: 10.1016/j.eneco.2016.10.020.
• Omar, Ayman M.A. & Wisniewski, Tomasz Piotr & Nolte, Sandra, 2017, "Diversifying away the risk of war and cross-border political crisis," Energy Economics, Elsevier, volume 64, issue C, pages 494-510, DOI: 10.1016/j.eneco.2016.02.015.
• Hsu, Kuang-Chung & Wright, Michael & Zhu, Zhen, 2017, "What motivates merger and acquisition activities in the upstream oil & gas sectors in the U.S.?," Energy Economics, Elsevier, volume 65, issue C, pages 240-250, DOI: 10.1016/j.eneco.2017.04.028.
• Mensi, Walid & Tiwari, Aviral & Bouri, Elie & Roubaud, David & Al-Yahyaee, Khamis H., 2017, "The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes," Energy Economics, Elsevier, volume 66, issue C, pages 122-139, DOI: 10.1016/j.eneco.2017.06.007.
• Taylor, Nick, 2017, "Timing strategy performance in the crude oil futures market," Energy Economics, Elsevier, volume 66, issue C, pages 480-492, DOI: 10.1016/j.eneco.2017.07.019.
• Sukcharoen, Kunlapath & Leatham, David J., 2017, "Hedging downside risk of oil refineries: A vine copula approach," Energy Economics, Elsevier, volume 66, issue C, pages 493-507, DOI: 10.1016/j.eneco.2017.07.012.
• Belderbos, Andreas & Delarue, Erik & Kessels, Kris & D'haeseleer, William, 2017, "Levelized cost of storage — Introducing novel metrics," Energy Economics, Elsevier, volume 67, issue C, pages 287-299, DOI: 10.1016/j.eneco.2017.08.022.
• de Bragança, Gabriel Godofredo Fiuza & Daglish, Toby, 2017, "Investing in vertical integration: electricity retail market participation," Energy Economics, Elsevier, volume 67, issue C, pages 355-365, DOI: 10.1016/j.eneco.2017.07.011.
• Da Fonseca, José & Xu, Yahua, 2017, "Higher moment risk premiums for the crude oil market: A downside and upside conditional decomposition," Energy Economics, Elsevier, volume 67, issue C, pages 410-422, DOI: 10.1016/j.eneco.2017.08.024.
• Mensi, Walid & Hammoudeh, Shawkat & Shahzad, Syed Jawad Hussain & Al-Yahyaee, Khamis Hamed & Shahbaz, Muhammad, 2017, "Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas," Energy Economics, Elsevier, volume 67, issue C, pages 476-495, DOI: 10.1016/j.eneco.2017.08.036.
• Maghyereh, Aktham I. & Awartani, Basel & Tziogkidis, Panagiotis, 2017, "Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries," Energy Economics, Elsevier, volume 68, issue C, pages 440-453, DOI: 10.1016/j.eneco.2017.10.025.
• Ernstsen, Rune Ramsdal & Boomsma, Trine Krogh & Tegnér, Martin & Skajaa, Anders, 2017, "Hedging local volume risk using forward markets: Nordic case," Energy Economics, Elsevier, volume 68, issue C, pages 490-514, DOI: 10.1016/j.eneco.2017.10.017.
• Eom, Cheoljun & Park, Jong Won, 2017, "Effects of common factors on stock correlation networks and portfolio diversification," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 1-11, DOI: 10.1016/j.irfa.2016.11.007.
• Zarrabi, Nima & Snaith, Stuart & Coakley, Jerry, 2017, "FX technical trading rules can be profitable sometimes!," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 113-127, DOI: 10.1016/j.irfa.2016.12.010.
• Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2017, "Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest," International Review of Financial Analysis, Elsevier, volume 50, issue C, pages 1-26, DOI: 10.1016/j.irfa.2017.01.004.
• Cotter, John & Eyiah-Donkor, Emmanuel & Potì, Valerio, 2017, "Predictability and diversification benefits of investing in commodity and currency futures," International Review of Financial Analysis, Elsevier, volume 50, issue C, pages 52-66, DOI: 10.1016/j.irfa.2016.12.009.
• Balatti, Mirco & Brooks, Chris & Kappou, Konstantina, 2017, "Fundamental indexation revisited: New evidence on alpha," International Review of Financial Analysis, Elsevier, volume 51, issue C, pages 1-15, DOI: 10.1016/j.irfa.2017.02.010.
• Magkonis, Georgios & Tsouknidis, Dimitris A., 2017, "Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 104-118, DOI: 10.1016/j.irfa.2017.05.005.
• Duxbury, Darren & Yao, Songyao, 2017, "Are investors consistent in their trading strategies? An examination of individual investor-level data," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 77-87, DOI: 10.1016/j.irfa.2017.05.001.
• Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco, 2017, "Asymmetry in spillover effects: Evidence for international stock index futures markets," International Review of Financial Analysis, Elsevier, volume 53, issue C, pages 94-111, DOI: 10.1016/j.irfa.2017.07.007.
• Lee, Eun-Joo, 2017, "Intra- and inter-regional portfolio diversification strategies under regional market integration: Evidence from U.S. global banks," International Review of Financial Analysis, Elsevier, volume 54, issue C, pages 1-22, DOI: 10.1016/j.irfa.2017.08.001.
• Sarwar, Ghulam, 2017, "Examining the flight-to-safety with the implied volatilities," Finance Research Letters, Elsevier, volume 20, issue C, pages 118-124, DOI: 10.1016/j.frl.2016.09.015.
• Bouri, Elie & Molnár, Peter & Azzi, Georges & Roubaud, David & Hagfors, Lars Ivar, 2017, "On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?," Finance Research Letters, Elsevier, volume 20, issue C, pages 192-198, DOI: 10.1016/j.frl.2016.09.025.
• Śmiech, Sławomir & Papież, Monika, 2017, "In search of hedges and safe havens: Revisiting the relations between gold and oil in the rolling regression framework," Finance Research Letters, Elsevier, volume 20, issue C, pages 238-244, DOI: 10.1016/j.frl.2016.10.006.
• Dong, Xi & Feng, Shu & Ling, Leng & Song, Pingping, 2017, "Dynamic autocorrelation of intraday stock returns," Finance Research Letters, Elsevier, volume 20, issue C, pages 274-280, DOI: 10.1016/j.frl.2016.10.008.
• Wiafe, Osei K. & Basu, Anup K. & Chen, John, 2017, "The effects of age pension on retirement drawdown choices," Finance Research Letters, Elsevier, volume 20, issue C, pages 81-87, DOI: 10.1016/j.frl.2016.09.019.
• Liu, Bo & Mu, Congming & Yang, Jinqiang, 2017, "Dynamic agency and investment theory with time-inconsistent preferences," Finance Research Letters, Elsevier, volume 20, issue C, pages 88-95, DOI: 10.1016/j.frl.2016.09.017.
• Bruzda, Joanna, 2017, "Real and complex wavelets in asset classification: An application to the US stock market," Finance Research Letters, Elsevier, volume 21, issue C, pages 115-125, DOI: 10.1016/j.frl.2017.02.004.
• Wang, Haijun, 2017, "Robust asset pricing with stochastic hyperbolic discounting," Finance Research Letters, Elsevier, volume 21, issue C, pages 178-185, DOI: 10.1016/j.frl.2017.01.005.
• Charlin, Ventura & Cifuentes, Arturo, 2017, "On the uncertainty of art market returns," Finance Research Letters, Elsevier, volume 21, issue C, pages 186-189, DOI: 10.1016/j.frl.2016.12.005.
• Basu, Anup K. & Wiafe, Osei K., 2017, "Impact of persistent bad returns and volatility on retirement outcomes," Finance Research Letters, Elsevier, volume 21, issue C, pages 201-205, DOI: 10.1016/j.frl.2016.12.011.
• Hur, Seok-Kyun & Chung, Chune Young, 2017, "Revisiting CAPM betas in an incomplete market: Evidence from the Korean stock market," Finance Research Letters, Elsevier, volume 21, issue C, pages 241-248, DOI: 10.1016/j.frl.2016.12.018.
• Xu, Qing & Yang, Jinqiang, 2017, "Real option with liquidity constraints under secondary debt illiquidity risk market," Finance Research Letters, Elsevier, volume 21, issue C, pages 57-65, DOI: 10.1016/j.frl.2017.02.003.
• Balder, Sven & Schweizer, Nikolaus, 2017, "Risk aversion vs. the Omega ratio: Consistency results," Finance Research Letters, Elsevier, volume 21, issue C, pages 78-84, DOI: 10.1016/j.frl.2016.12.012.
• Yang, Ann Shawing & Carandang, Craig Alan Uyan, 2017, "Exploring the location and price differentials of cross-listed firms for arbitrage opportunities," Finance Research Letters, Elsevier, volume 21, issue C, pages 85-91, DOI: 10.1016/j.frl.2017.02.010.
• Zakamulin, Valeriy, 2017, "Superiority of optimized portfolios to naive diversification: Fact or fiction?," Finance Research Letters, Elsevier, volume 22, issue C, pages 122-128, DOI: 10.1016/j.frl.2016.12.007.
• Hudson, Robert & McGroarty, Frank & Urquhart, Andrew, 2017, "Sampling frequency and the performance of different types of technical trading rules," Finance Research Letters, Elsevier, volume 22, issue C, pages 136-139, DOI: 10.1016/j.frl.2016.12.015.
• Oehler, Andreas & Horn, Matthias & Wendt, Stefan, 2017, "Brexit: Short-term stock price effects and the impact of firm-level internationalization," Finance Research Letters, Elsevier, volume 22, issue C, pages 175-181, DOI: 10.1016/j.frl.2016.12.024.
• Cadoni, Marinella & Melis, Roberta & Trudda, Alessandro, 2017, "Pension funds rules: Paradoxes in risk control," Finance Research Letters, Elsevier, volume 22, issue C, pages 20-29, DOI: 10.1016/j.frl.2017.05.003.
• Laborda, Ricardo & Laborda, Juan, 2017, "Can tree-structured classifiers add value to the investor?," Finance Research Letters, Elsevier, volume 22, issue C, pages 211-226, DOI: 10.1016/j.frl.2017.06.002.
• Shi, Guangping & Liu, Xiaoxing & Zhang, Xu, 2017, "Time-varying causality between stock and housing markets in China," Finance Research Letters, Elsevier, volume 22, issue C, pages 227-232, DOI: 10.1016/j.frl.2017.06.003.
• Lee, Miyoung & Kim, Daehwan, 2017, "On the use of the Moore–Penrose generalized inverse in the portfolio optimization problem," Finance Research Letters, Elsevier, volume 22, issue C, pages 259-267, DOI: 10.1016/j.frl.2016.12.017.
• Mazur, Mieszko & Salganik-Shoshan, Galla & Zagonov, Maxim, 2017, "Comparing performance sensitivity of retail and institutional mutual funds’ investment flows," Finance Research Letters, Elsevier, volume 22, issue C, pages 66-73, DOI: 10.1016/j.frl.2016.12.031.
• Abourachid, Halim & Kubo, Alexander & Orbach, Sven, 2017, "Momentum strategies in European equity markets: Perspectives on the recent financial and European debt crises," Finance Research Letters, Elsevier, volume 23, issue C, pages 147-151, DOI: 10.1016/j.frl.2017.05.013.
• Baumöhl, Eduard & Lyócsa, Štefan, 2017, "Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis," Finance Research Letters, Elsevier, volume 23, issue C, pages 152-164, DOI: 10.1016/j.frl.2017.02.013.
• Narayan, Seema & Ur Rehman, Mobeen, 2017, "Diversification opportunities between emerging and frontier Asian (EFA) and developed stock markets," Finance Research Letters, Elsevier, volume 23, issue C, pages 223-232, DOI: 10.1016/j.frl.2017.06.007.
• Madan, Dilip B., 2017, "Efficient estimation of expected stock price returns," Finance Research Letters, Elsevier, volume 23, issue C, pages 31-38, DOI: 10.1016/j.frl.2017.08.001.
• Adesina, Tola, 2017, "Estimating volatility persistence under a Brexit-vote structural break," Finance Research Letters, Elsevier, volume 23, issue C, pages 65-68, DOI: 10.1016/j.frl.2017.03.004.
• 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.
• Dietrich Domanski & Hyun Song Shin & Vladyslav Sushko, 2017, "The Hunt for Duration: Not Waving but Drowning?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 65, issue 1, pages 113-153, April, DOI: 10.1057/s41308-016-0026-9.
• Amira Annabi & Alicja K. Reuben, 2017, "Banks’ asset and liability valuation in the new regulatory environment: a game theory perspective," Journal of Banking Regulation, Palgrave Macmillan, volume 18, issue 4, pages 302-309, November, DOI: 10.1057/s41261-017-0038-z.
• Sascha Fullbrunn & Wolfgang J. Luhan, 2017, "Am I my peer's keeper? Social Responsibility in Financial Decision Making," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2017-02, Mar.
• Bonginkosi Keith Zwane, & Celani John Nyide, 2017, "SMME attitudes towards financial bootstrapping: A perspective from a developing economy," Business and Economic Horizons (BEH), Prague Development Center, volume 13, issue 3, pages 347-356, July, DOI: 10.15208/beh.2017.25.
• David Dillenberger & Daniel Gottlieb & Pietro Ortoleva, 2017, "Stochastic Impatience and the Separation of Time and Risk Preferences," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 20-026, Oct, revised 05 Jul 2020.
• Adam Marszk & Ewa Lechman & Harleen Kaur, 2017, "Financial Markets Diffusion Patterns. The Case Of Mexican Investment Funds," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 12, issue 1, pages 83-100, March, DOI: 10.24136/eq.v12i1.5.
• Darko B. Vukovic & Edin Hanic & Hasan Hanic, 2017, "Financial Integration In The European Union - The Impact Of The Crisis On The Bond Market," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 12, issue 2, pages 195-210, June, DOI: 10.24136/eq.v12i2.10.
• Pawel Sliwinski & Maciej Lobza, 2017, "The impact of global risk on the performance of socially responsible and conventional stock indices," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 12, issue 4, pages 657-674, December, DOI: 10.24136/eq.v12i4.34.
• Adam Marszk, 2017, "Development of innovative financial products in Europe: Case of exchange-traded products in Germany," Working Papers, Institute of Economic Research, number 153/2017, May, revised May 2017.
• Alicja Fras, 2017, "The relation between management fees and the mutual funds` performance in Poland in 2015," Working Papers, Institute of Economic Research, number 26/2017, May, revised May 2017.
• Tomas Meluzin & Marek Zinecker & doubravsky@fbm.vutbr.cz & Mirko Dohnal, 2017, "Effects of Rumours on IPO Success: A Qualitative Approach," Working Papers, Institute of Economic Research, number 79/2017, May, revised May 2017.
• Tomasz L. Nawrocki, 2017, "Szanse i zagrozenia zwiazane z inwestowaniem w akcje spolek innowacyjnych na przykladzie polskiego rynku kapitalowego," Working Papers, Institute of Economic Research, number 83/2017, May, revised May 2017.
• Dan-Constantin Dănuleţiu & Adina-Elena Dănuleţiu, 2017, "Aspects Regarding Romanian Mutual Funds Market in 2007-2016," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 17, issue 1, pages 55-66.
• Oana Dobre-Baron, 2017, "Analysis of the Structure of the Investment Portfolio of Private Pension Funds in Romania," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 17, issue 2, pages 31-42.
• Eric Kemp-Benedict & Antoine Godin, 2017, "Introducing risk into a Tobin asset-allocation model," Working Papers, Post Keynesian Economics Society (PKES), number PKWP1713, Sep.
• Gonçalo Faria & Fabio Verona, 2017, "Forecasting stock market returns by summing the frequency-decomposed parts," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 1702, Nov.
• Yousef, Mona & Masih, Mansur, 2017, "Time-varying correlation between islamic stock indices: evidence from the GCC countries based on MGARCH-DCC approach," MPRA Paper, University Library of Munich, Germany, number 100986, Oct.
• Azubike, Anulika, 2017, "Impact of the Nigerian stock exchange on economic growth," MPRA Paper, University Library of Munich, Germany, number 75984, Jan.
• El khamlichi, Abdelbari & HOANG, Thi Hong Van & Wong, Wing-Keung, 2017, "Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis," MPRA Paper, University Library of Munich, Germany, number 76282, Jan.
• Trinks, Arjan & Scholtens, Bert & Mulder, Machiel & Dam, Lammertjan, 2017, "Divesting Fossil Fuels: The Implications for Investment Portfolios," MPRA Paper, University Library of Munich, Germany, number 76383, Jan.
• Baumöhl, Eduard & Lyócsa, Štefan, 2017, "Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis," MPRA Paper, University Library of Munich, Germany, number 76915, Jan.
• Janda, Karel & Kaszas, Micha, 2017, "Indirect Firm Valuation and Earnings Stability," MPRA Paper, University Library of Munich, Germany, number 77234, Mar.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2017, "Investment in capital markets," MPRA Paper, University Library of Munich, Germany, number 77414, Mar.
• Guo, Xu & Wagener, Andreas & Wong, Wing-Keung & Zhu, Lixing, 2017, "The Two-Moment Decision Model with Additive Risks," MPRA Paper, University Library of Munich, Germany, number 77625, Mar.