Research classified by Journal of Economic Literature (JEL) codes

2017

• Davide Pettenuzzo & Zhiyuan Pan & Yudong Wang, 2017, "Forecasting Stock Returns: A Predictor-Constrained Approach," Working Papers, Brandeis University, Department of Economics and International Business School, number 116, Oct.
• Davide Pettenuzzo & Zhiyuan Pan & Yudong Wang, 2017, "Forecasting Stock Returns: A Predictor-Constrained Approach," Working Papers, Brandeis University, Department of Economics and International Business School, number 116R, Oct, revised Feb 2018.
• Huyen Nguyen-Thi-Thanh & Duc-De Ngo & Franceline Mercurelli, 2017, "Compétition entre gérants de fonds : prise de risque et effort," Revue économique, Presses de Sciences-Po, volume 68, issue 4, pages 595-622.
• Patrick Kouontchou & Bertrand Maillet & Alejandro Modesto & Sessi Tokpavi, 2017, "Quand l’union fait la force : un indice de risque systémique," Revue économique, Presses de Sciences-Po, volume 68, issue HS1, pages 87-106.
• Régis Breton & Sébastien Galanti & Christophe Hurlin & Anne-Gaël Vaubourg, 2017, "La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ?," Revue économique, Presses de Sciences-Po, volume 68, issue 6, pages 1033-1062.
• Gérard Charreaux, 2017, "Finance et politique : la bourse préfère-t-elle la gauche ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 263-278.
• Jean-Paul Décamps & Stéphane Villeneuve, 2017, "Jusqu'où les compagnies d'assurance peuvent-elles investir dans le financement des dettes des PME/ETI ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 231-240.
• Andrija Đurović, 2017, "Estimating Probability of Default on Peer to Peer Market – Survival Analysis Approach," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 6, issue 2, pages 149-167.
• Muhammad A. Cheema & Gilbert V. Nartea, 2017, "Investor Sentiment Dynamics, the Cross-section of Stock Returns and the MAX Effect," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 17/13, Nov.
• Muhammad A. Cheema & Gilbert V. Nartea, 2017, "Cross-Sectional and Time-Series Momentum Returns and Market Dynamics: Are Islamic Stocks Different?," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 17/14, Nov.
• Jędrzej Białkowski & Jacek Jakubowski, 2017, "Determinants of Trading Activity on the Single-Stock Futures Market: Evidence from the Eurex Exchange," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 17/16, Dec.
• Jędrzej Białkowski & Huong Dieu Dang & Xiaopeng Wei, 2017, "Does the Tail Wag the Dog? Evidence from Fund Flow to VIX ETFs and ETNs," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 17/17, Dec.
• Elena Vigna, 2017, "Tail optimality and preferences consistency for intertemporal optimization problems," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 502, revised 2021.
• Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2017, "A Life-Cycle Model with Unemployment Traps," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 514, revised 2019.
• Matthijs Breugem & Adrian Buss, 2017, "Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 524.
• Julián R. Siri & Juan A. Serur & José P. Dapena, 2017, "Testing momentum effectfor the US market: From equity to option strategies," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 621, Oct.
• M. Hashem Pesaran & Takashi Yamagata, 2017, "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," CESifo Working Paper Series, CESifo, number 6432.
• Guglielmo Maria Caporale & Kefei You, 2017, "Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests," CESifo Working Paper Series, CESifo, number 6494.
• Dirk Schindler, 2017, "Wealth Taxation, Non-listed Firms, and the Risk of Entrepreneurial Investment," CESifo Working Paper Series, CESifo, number 6537.
• Frank Fossen & Ray Rees & Davud Rostam-Afschar & Viktor Steiner, 2017, "How Do Entrepreneurial Portfolios Respond to Taxation?," CESifo Working Paper Series, CESifo, number 6558.
• Söhnke M. Bartram & Gregory Brown & René M. Stulz, 2017, "Why Does Idiosyncratic Risk Increase with Market Risk?," CESifo Working Paper Series, CESifo, number 6560.
• Francesco D'Acunto & Marcel Prokopczuk & Michael Weber & Michael Weber, 2017, "Historical Antisemitism, Ethnic Specialization, and Financial Development," CESifo Working Paper Series, CESifo, number 6643.
• Inga Heiland, 2017, "Five Essays on International Trade, Factor Flows and the Gains from Globalization," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 74, April.
• Harald Hau & Sandy Lai, 2017, "Local Asset Price Dynamics and Monetary Policy in the Eurozone," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 15, issue 01, pages 14-16, April.
• Tilmann Rave, 2016, "Diffusion of policy innovations in the multi-level energy transition system - findings from three municipal case studies," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 74, February.
• Wei Cui, 2017, "Macroeconomic Effects of Delayed Capital Liquidation," Discussion Papers, Centre for Macroeconomics (CFM), number 1719, Jul.
• Philippe Bacchetta & Eric van Wincoop, 2017, "Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-15, Apr.
• Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2017, "Nash Equilibrium Strategies and Survival Portfolio Rules in Evolutionary Models of Asset Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-17, Aug.
• Anastasiia Sokko & Klaus Reiner Schenk-Hoppé, 2017, "Margin Requirements and Evolutionary Asset Pricing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-20, Jun.
• Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2017, "Evolutionary Finance Models with Short Selling and Endogenous Asset Supply," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-26, Sep.
• Didier Sornette & Peter Cauwels & Georgi Smilyanov, 2017, "Can We Use Volatility to Diagnose Financial Bubbles? Lessons from 40 Historical Bubbles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-27, Apr.
• Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2017, "An Evolutionary Finance Model with a Risk-Free Asset," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-28, Nov.
• Martin Schweizer & Danijel Zivoi & Mario Sikic, 2017, "Dynamic Mean-Variance Optimisation Problems with Deterministic Information," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-29, Oct, revised Feb 2018.
• Tarun Chordia & Amit Goyal & Alessio Saretto, 2017, "p-Hacking: Evidence from Two Million Trading Strategies," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-37, Aug, revised Apr 2018.
• Hansjoerg Albrecher & Daniel Bauer & Paul Embrechts & Damir Filipović & Pablo Koch-Medina & Ralf Korn & Stéphane Loisel & Antoon Pelsser & Frank Schiller & Hato Schmeiser & Joël Wagner, 2017, "Asset-Liability Management for Long-Term Insurance Business," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-69, Dec, revised Jan 2018.
• J.Y. Gnabo & M. Kerkour & C. Lecourt & H. Raymond, 2017, "Understanding the decision-making process of sovereign wealth funds: The case of Temasek," International Economics, CEPII research center, issue 152, pages 91-106.
• Fructuoso Borrallo & Ignacio Hernando & Javier Vallés, 2017, "The Effects of US Unconventional Monetary Policies in Latin America," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 5, in: Ángel Estrada García & Alberto Ortiz Bolaños, "International Spillovers of Monetary Policy".
• Claudia Ramírez & Miriam González, 2017, "Have QE Programs Affected Capital Flows to Emerging Markets?: A Regional Analysis," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 6, in: Ángel Estrada García & Alberto Ortiz Bolaños, "International Spillovers of Monetary Policy".
• João Barata Ribeiro Blanco Barroso, 2017, "Quantitative Easing and United States Investor Portfolio Rebalancing towards Foreign Assets," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 8, in: Ángel Estrada García & Alberto Ortiz Bolaños, "International Spillovers of Monetary Policy".
• Ángel Estrada García & Alberto Ortiz Bolaños (ed.), 2017, "International Spillovers of Monetary Policy," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 3, edition 1, ISBN: ARRAY(0x84187f10), December.
• Adam Kucera & Michal Dvorak & Zlatuse Komarkova, 2017, "Decomposition of the Czech government bond yield curve," Occasional Publications - Chapters in Edited Volumes, Czech National Bank, Research and Statistics Department, chapter 0, "CNB Financial Stability Report 2016/2017".
• Adam Kucera & Michal Dvorak & Lubos Komarek & Zlatuse Komarkova, 2017, "Longer-term Yield Decomposition: An Analysis of the Czech Government Yield Curve," Working Papers, Czech National Bank, Research and Statistics Department, number 2017/12, Dec.
• Ricardo Laborda & Ramiro Losada, 2017, "Why is investors'mutual fund market allocation far from the optimum?," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 6.
• Carlos Castro & Diego Agudelo & Sergio Preciado, 2017, "Measuring the effectiveness of volatility call auctions," Documentos de Trabajo, Universidad del Rosario, number 15498, Jan.
• Oscar Mauricio Valencia-Arana & Jose Eduardo Gomez-Gonzalez & AndrÔøΩs Garcia-Suaza, 2017, "Young Innovative Firms, Investment-Cash Flow Sensitivities and Technological Misallocation," Documentos de Trabajo, Universidad del Rosario, number 15638, Jun.
• Carlos Castro, 2017, "Does the market model provide a good counterfactual for event studies in finance?," Documentos de Trabajo, Universidad del Rosario, number 15894, Dec.
• Rodrigo Pérez Artica & Fernando Delbianco & Leandro Brufman, 2017, "El ahorro y la inversión corporativos en América Latina. Una indagación a nivel firma," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 36, issue 71.
• Susana Arango Luna-Ramírez & Diego A. Agudelo, 2017, "Does Black-Litterman Model adds value to a MILA portfolio?," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16940, Oct.
• Susana Luna-Ramírez & Diego A. Agudelo, 2017, "Agrega valor el modelo Black-Litterman en portafolios del Mercado Integrado Latinoamericano (MILA)?," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16959, Oct.
• Susana Luna-Ramírez & Diego A. Agudelo, 2017, "Agrega valor el modelo Black-Litterman en portafolios del Mercado Integrado Latinoamericano (MILA)?," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16960, Oct.
• Orlando E. Contreras-Pacheco & Aura Cecilia Pedraza Avella & Mauricio Jos� Mart�nez P�rez, 2017, "La inversión de impacto como medio de impulso al desarrollo sostenible: una aproximación multicaso a nivel de empresa en Colombia," Estudios Gerenciales, Universidad Icesi, volume 33, issue 142, pages 13-23.
• Mauricio I. Gutiérrez Urzúa & Patricio Galvez Galvez & Benjamin Eltit & Hernaldo Reinoso, 2017, "Resolución del problema de carteras de inversión utilizando la heurística de colonia artificial de abejas," Estudios Gerenciales, Universidad Icesi, volume 33, issue 145, pages 391-399.
• Johan Santiago Ruiz Moreno, 2017, "Estructura de varianzas entre el mercado financiero mundial y de Colombia," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 15695, Aug.
• Carlos Andrés Barrera Montoya & Belky Esperanza Guti�rrez Casta�eda, 2017, "Riesgo idiosincrático y retornos en el mercado accionario de Colombia," Borradores Departamento de Economía, Universidad de Antioquia, CIE, number 17495, Jan.
• Fernando Villada Duque & Jorge Hugo Barrientos Mar�n, 2017, "Cálculo de un WACC diferenciado por región para proyectos de generación de electricidad con fuentes renovables en Colombia," Borradores Departamento de Economía, Universidad de Antioquia, CIE, number 17510, Aug.
• Carlos Javier Pinto Suárez, 2017, "Valoración de credit default swap aplicación del modelo de Jarrow y Turnbull en un bono de deuda privada en Colombia," Revista Lebret, Universidad Santo Tomás - Bucaramanga, volume 9, pages 151-170.
• Pablo Andrés Garay Rodriguez & Peter David Lowy Galvis, 2017, "Análisis de recomposición del portafolio accionario por sectores en Colombia basado en Valor en Riesgo entre el Q2 2013-Q2 2014 y Q2 2015-Q2 2016," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-31.
• Mercedes Alda & Isabel Marco & Adri�n Marzo, 2017, "La reforma del sistema público de pensiones espanol: el factor de sostenibilidad," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 1, pages 25-43.
• Alda & Isabel Marco & Adri�n Marzo, 2017, "The reform of the Spanish public pension system: The sustainability factor," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 1, pages 45-63.
• María Patricia Durango Gutiérrez & Luis David Delgado V�lez, 2017, "Diseno metodológico para la estructuración de portafolios de inversión según el perfil de riesgo del inversionista," Revista Clio América, Universidad del Magdalena, volume 11, issue 22, pages 177-187.
• Martha Soledad Hernández Mora & Hernando Bayona Rodr�guez, 2017, "Dos modelos matemáticos para el lavado de activos," Revista Perspectivas en Inteligencia, Escuela de Inteligencia y Contrainteligencia Bg. Ricardo Charry Solano, volume 9, issue 18, pages 197-205.
• Dorota Witkowska & Krzysztof Kompa, 2017, "How the Change of Governing Party Influences the Efficiency of Financial Market in Poland," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 17, pages 147-159.
• Weber, Martin & Dorn, Daniel, 2017, "Losing Trust in Money Doctors," CEPR Discussion Papers, Centre for Economic Policy Research, number 11859, Feb.
• Timmermann, Allan & Lunde, Asger & Groenborg, Niels & Wermers, Russ, 2017, "Picking Funds with Confidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 11896, Mar.
• Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2017, "Bid-to-cover and yield changes around public debt auctions in the euro area," CEPR Discussion Papers, Centre for Economic Policy Research, number 11932, Mar.
• Bacchetta, Philippe & van Wincoop, Eric, 2017, "Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 11983, Apr.
• Danthine, Jean-Pierre & Danthine, Samuel, 2017, "On the Rewards to International Investing: A Safe Haven Currency Perspective," CEPR Discussion Papers, Centre for Economic Policy Research, number 11984, Apr.
• Massa, Massimo & Manconi, Alberto & Altieri, Michela, 2017, "Corporate Bond Guarantees and The Value of Financial Flexibility," CEPR Discussion Papers, Centre for Economic Policy Research, number 11992, Apr.
• Haliassos, Michael & Jansson, Thomas & Karabulut, Yigitcan, 2017, "Financial Literacy Externalities," CEPR Discussion Papers, Centre for Economic Policy Research, number 12100, Jun.
• Miles, David & Sefton, James, 2017, "Houses across time and across place," CEPR Discussion Papers, Centre for Economic Policy Research, number 12103, Jun.
• Rancière, Romain & Heipertz, Jonas & Ouazad, Amine & Valla, Natacha, 2017, "Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects," CEPR Discussion Papers, Centre for Economic Policy Research, number 12134, Jul.
• Pástor, LuboÅ¡ & Stambaugh, Robert F. & Taylor, Lucian, 2017, "Portfolio Liquidity and Diversification: Theory and Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 12195, Aug.
• Peijnenburg, Kim & Parise, Gianpaolo & Nefedova, Tamara & Eisele, Alexander, 2017, "Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families," CEPR Discussion Papers, Centre for Economic Policy Research, number 12225, Aug.
• Faia, Ester & Pagel, Michaela, 2017, "P2P Lending: Information Externalities, Social Networks and Loans Substitution," CEPR Discussion Papers, Centre for Economic Policy Research, number 12235, Aug.
• Rancière, Romain & , & Asonuma, Tamon, 2017, "Sovereign Bond Prices, Haircuts and Maturity," CEPR Discussion Papers, Centre for Economic Policy Research, number 12252, Aug.
• Floden, Martin & Kilström, Matilda & Sigurdsson, Jósef & Vestman, Roine, 2017, "Household Debt and Monetary Policy: Revealing the Cash-Flow Channel," CEPR Discussion Papers, Centre for Economic Policy Research, number 12270, Sep.
• Van Nieuwerburgh, Stijn & Favilukis, Jack, 2017, "Out-of-town Home Buyers and City Welfare," CEPR Discussion Papers, Centre for Economic Policy Research, number 12283, Sep.
• Uppal, Raman & Bhamra, Harjoat Singh, 2017, "Does Household Finance Matter? Small Financial Errors with Large Social Costs," CEPR Discussion Papers, Centre for Economic Policy Research, number 12414, Nov.
• Uppal, Raman & Bhamra, Harjoat Singh, 2017, "Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy?," CEPR Discussion Papers, Centre for Economic Policy Research, number 12415, Nov.
• Uppal, Raman & Buss, Adrian & Vilkov, Grigory, 2017, "Financial Innovation and Asset Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 12416, Nov.
• DeMiguel, Victor & Martin-Utrera, Alberto & Nogales, Francisco J. & Uppal, Raman, 2017, "A Portfolio Perspective on the Multitude of Firm Characteristics," CEPR Discussion Papers, Centre for Economic Policy Research, number 12417, Nov.
• Pástor, LuboÅ¡ & Stambaugh, Robert F. & Taylor, Lucian, 2017, "Fund Tradeoffs," CEPR Discussion Papers, Centre for Economic Policy Research, number 12513, Dec.
• Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2017, "A normalized value for information purchases," Working Papers, Center for Research in Economics and Statistics, number 2017-51, Jan.
• Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2017, "Differential equations connecting VaR and CVaR," IC3JM - Estudios = Working Papers, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM), number 24017, Jan.
• Nguyen, Hoang & Ausín Olivera, María Concepción & Galeano San Miguel, Pedro, 2017, "Parallel Bayesian Inference for High Dimensional Dynamic Factor Copulas," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 24552, May.
• D'Auria, Bernardo & García Martí, Dolores & Salmerón Garrido, José Antonio, 2017, "Optimal portfolio with insider information on the stochastic interest rate," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 25819, Nov.
• Júlio Lobão & Cristiano Pereira, 2017, "Barreras Psicológicas en Índices Bursátiles: Evidencia de Cuatro Países de Europa del Sur," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 40, issue 114, pages 268-278, Septiembr.
• Wei Tang & Tianhao Wu & Liheng Xu, 2017, "Skewness Preference and IPO Anomalies in China," Annals of Economics and Finance, Society for AEF, volume 18, issue 1, pages 173-199, May.
• Guoshi Tong, 2017, "Market Timing under Limited Information: An Empirical Investigation in US Treasury Market," Annals of Economics and Finance, Society for AEF, volume 18, issue 2, pages 291-322, November.
• Jianmei Zhao & Jiandong Li, 2017, "The Dual Effects of Housing on Portfolio Choices: Evidence from Urban China," Annals of Economics and Finance, Society for AEF, volume 18, issue 2, pages 253-276, November.
• Raymond Swaray & Afees A. Salisu, 2017, "The impact of crude oil prices on stock prices of oil firms: Should upstream-downstream dichotomy in supply chain be ignored?," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 021, Aug.
• Afees A. Salisu & Raymond Swaray & Tirimisyu F. Oloko, 2017, "A multi-factor predictive model for oil-US stock nexus with persistence, endogeneity and conditional heteroscedasticity effects," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 024, Aug.
• Afees A. Salisu & Umar B. Ndako, 2017, "A new look at the stock price-exchange rate nexus," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 031, Oct.
• Afees A. Salisu & Raymond Swaray & Tirimisyu F. Oloko, 2017, "US stocks in the presence of oil price risk: Large cap vs. Small cap," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 037, Sep.
• Afees A. Salisu & Umar B. Ndako, 2017, "Modelling stock price-exchange rate nexus in OECD countries - A new perspective," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 038, Dec.
• Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D. & Wermers, Russ, 2017, "Seasonal Asset Allocation: Evidence from Mutual Fund Flows," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 1, pages 71-109, February.
• Antoniou, Constantinos & Harrison, Glenn W. & Lau, Morten I. & Read, Daniel, 2017, "Information Characteristics and Errors in Expectations: Experimental Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 2, pages 737-750, April.
• Eriksen, Jonas N., 2017, "Expected Business Conditions and Bond Risk Premia," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 4, pages 1667-1703, August.
• Filippou, Ilias & Taylor, Mark P., 2017, "Common Macro Factors and Currency Premia," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 4, pages 1731-1763, August.
• Bisetti, Emilio & Favero, Carlo A. & Nocera, Giacomo & Tebaldi, Claudio, 2017, "A Multivariate Model of Strategic Asset Allocation with Longevity Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 5, pages 2251-2275, October.
• Botshekan, Mahmoud & Lucas, André, 2017, "Long-Term versus Short-Term Contingencies in Asset Allocation," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 5, pages 2277-2303, October.
• Breeden, Joseph L. & Liang, Sisi, 2017, "Auction-Price Dynamics for Fine Wines from Age-Period-Cohort Models," Journal of Wine Economics, Cambridge University Press, volume 12, issue 2, pages 173-202, May.
• Cardebat, Jean-Marie & Faye, Benoît & Le Fur, Eric & Storchmann, Karl, 2017, "The Law of One Price? Price Dispersion on the Auction Market for Fine Wine," Journal of Wine Economics, Cambridge University Press, volume 12, issue 3, pages 302-331, August.
• Le Blanc, Julia & Scholl, Almuth, 2017, "Optimal Savings For Retirement: The Role Of Individual Accounts," Macroeconomic Dynamics, Cambridge University Press, volume 21, issue 6, pages 1361-1388, September.
• Ouael EL JEBARI & Abdelati HAKMAOUI, 2017, "Modeling persistence of volatility in the Moroccan exchange market using a fractionally integrated EGARCH," Turkish Economic Review, EconSciences Journals, volume 4, issue 4, pages 388-399, December.
• Oyakhilome IBHAGUI, 2017, "Optimal Asset Allocation of a Pension Fund: Does The Fear of Regret Matter?," Journal of Economics Library, EconSciences Journals, volume 4, issue 2, pages 130-159, June.
• Jaydip SEN & Tamal DATTA CHAUDHURI, 2017, "A Predictive Analysis of the Indian FMCG Sector using Time Series Decomposition - Based Approach," Journal of Economics Library, EconSciences Journals, volume 4, issue 2, pages 206-226, June.
• Ana Fostel & John Geanakoplos & Gregory Phelan, 2017, "Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2076, Feb.
• Yusuf Yargı BAYDİLLİ & Şafak BAYIR & İlker TÜRKER, 2017, "A Hierarchical View of a National Stock Market as a Complex Network," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 1, pages 205-222.
• Ling PENG & William W. HAGER, 2017, "Non-constant Quasi-hyperbolic Discounting," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 2, pages 145-164.
• Binyamin YUSOFF & Jose Maria MERIGÓ & David CEBALLOS, 2017, "OWA-based Aggregation Operations in Multi-Expert MCDM Model," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 2, pages 211-230.
• Cristinca FULGA, 2017, "Integrated Decision Support System for Portfolio Selection with Enhanced Behavioral Content," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 3, pages 127-142.
• Kyoung-SookMOON & Heejean KIM & Hongjoong KIM, 2017, "A Prediction Methodology for the Change of the Values of Financial Products," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 3, pages 197-210.
• Теодор Тодоров, 2017, "Техническите Индикатори – Инструментариум За Измерване Пулса На “Forex” Пазара," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 13, issue 13 Year 2, pages 133-150.
• Даниел Николаев, 2017, "Стойност Под Риск, Кохерентните Алтернативи Cvar И Evar – Ползи И Приложимост," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 13, issue 13 Year 2, pages 5-23.
• Plamen Patev & Kaloyan Petkov, 2017, "Significance Of The Portfolio Scope For Improving The Results Of The Active Portfolio Management– Following The Example Of The Emerging Stock Markets In Southeast Asia," Business Management, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 15-32.
• Пламен Пътев & Калоян Петков, 2017, "Значението На Обхвата На Портфейла За Подобряване Резултатите От Активния Портфейлен Мениджмънт – По Примера На Нововъзникналите Фондови Пазари От Югоизточна Азия," Business Management, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 16-35.
• Huang, Helen Hui & Zhang, Shunming & Zhu, Wei, 2017, "Limited participation under ambiguity of correlation," Journal of Financial Markets, Elsevier, volume 32, issue C, pages 97-143, DOI: 10.1016/j.finmar.2016.10.002.
• Alexander, Gordon J. & Peterson, Mark A., 2017, "Short selling and the pricing of closed-end funds," Journal of Financial Markets, Elsevier, volume 33, issue C, pages 124-142, DOI: 10.1016/j.finmar.2016.08.001.
• Moshirian, Fariborz & Qian, Xiaolin & Wee, Claudia Koon Ghee & Zhang, Bohui, 2017, "The determinants and pricing of liquidity commonality around the world," Journal of Financial Markets, Elsevier, volume 33, issue C, pages 22-41, DOI: 10.1016/j.finmar.2017.02.004.
• Díaz, Antonio & Escribano, Ana, 2017, "Liquidity measures throughout the lifetime of the U.S. Treasury bond," Journal of Financial Markets, Elsevier, volume 33, issue C, pages 42-74, DOI: 10.1016/j.finmar.2017.01.002.
• Demirovic, Amer & Guermat, Cherif & Tucker, Jon, 2017, "The relationship between equity and bond returns: An empirical investigation," Journal of Financial Markets, Elsevier, volume 35, issue C, pages 47-64, DOI: 10.1016/j.finmar.2017.08.001.
• Donadelli, Michael & Kizys, Renatas & Riedel, Max, 2017, "Dangerous infectious diseases: Bad news for Main Street, good news for Wall Street?," Journal of Financial Markets, Elsevier, volume 35, issue C, pages 84-103, DOI: 10.1016/j.finmar.2016.12.003.
• Li, Jiahan & Tsiakas, Ilias, 2017, "Equity premium prediction: The role of economic and statistical constraints," Journal of Financial Markets, Elsevier, volume 36, issue C, pages 56-75, DOI: 10.1016/j.finmar.2016.09.001.
• Arieli, Itai & Mueller-Frank, Manuel, 2017, "Inferring beliefs from actions," Games and Economic Behavior, Elsevier, volume 102, issue C, pages 455-461, DOI: 10.1016/j.geb.2017.01.014.
• Chen, Haiwei & Ngo, Thanh, 2017, "Leverage-based index revisions: The case of Dow Jones Islamic Market World Index," Global Finance Journal, Elsevier, volume 32, issue C, pages 16-34, DOI: 10.1016/j.gfj.2016.06.007.
• Raddatz, Claudio & Schmukler, Sergio L. & Williams, Tomás, 2017, "International asset allocations and capital flows: The benchmark effect," Journal of International Economics, Elsevier, volume 108, issue C, pages 413-430, DOI: 10.1016/j.jinteco.2017.06.007.
• Engsner, Hampus & Lindholm, Mathias & Lindskog, Filip, 2017, "Insurance valuation: A computable multi-period cost-of-capital approach," Insurance: Mathematics and Economics, Elsevier, volume 72, issue C, pages 250-264, DOI: 10.1016/j.insmatheco.2016.12.002.
• Li, Danping & Rong, Ximin & Zhao, Hui & Yi, Bo, 2017, "Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model," Insurance: Mathematics and Economics, Elsevier, volume 72, issue C, pages 6-20, DOI: 10.1016/j.insmatheco.2016.10.007.
• Ewald, Christian-Oliver & Zhang, Aihua, 2017, "On the effects of changing mortality patterns on investment, labour and consumption under uncertainty," Insurance: Mathematics and Economics, Elsevier, volume 73, issue C, pages 105-115, DOI: 10.1016/j.insmatheco.2017.01.008.
• Lin, Hongcan & Saunders, David & Weng, Chengguo, 2017, "Optimal investment strategies for participating contracts," Insurance: Mathematics and Economics, Elsevier, volume 73, issue C, pages 137-155, DOI: 10.1016/j.insmatheco.2017.02.001.
• Han, Nan-Wei & Hung, Mao-Wei, 2017, "Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks," Insurance: Mathematics and Economics, Elsevier, volume 73, issue C, pages 54-67, DOI: 10.1016/j.insmatheco.2017.01.004.
• Zhang, Jingong & Tan, Ken Seng & Weng, Chengguo, 2017, "Optimal hedging with basis risk under mean–variance criterion," Insurance: Mathematics and Economics, Elsevier, volume 75, issue C, pages 1-15, DOI: 10.1016/j.insmatheco.2017.03.008.
• Chen, Zheng & Li, Zhongfei & Zeng, Yan & Sun, Jingyun, 2017, "Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk," Insurance: Mathematics and Economics, Elsevier, volume 75, issue C, pages 137-150, DOI: 10.1016/j.insmatheco.2017.05.009.
• Andréasson, Johan G. & Shevchenko, Pavel V. & Novikov, Alex, 2017, "Optimal consumption, investment and housing with means-tested public pension in retirement," Insurance: Mathematics and Economics, Elsevier, volume 75, issue C, pages 32-47, DOI: 10.1016/j.insmatheco.2017.04.003.
• Ceci, Claudia & Colaneri, Katia & Cretarola, Alessandra, 2017, "Unit-linked life insurance policies: Optimal hedging in partially observable market models," Insurance: Mathematics and Economics, Elsevier, volume 76, issue C, pages 149-163, DOI: 10.1016/j.insmatheco.2017.07.005.
• Menoncin, Francesco & Vigna, Elena, 2017, "Mean–variance target-based optimisation for defined contribution pension schemes in a stochastic framework," Insurance: Mathematics and Economics, Elsevier, volume 76, issue C, pages 172-184, DOI: 10.1016/j.insmatheco.2017.08.002.
• Young, Virginia R., 2017, "Purchasing casualty insurance to avoid lifetime ruin," Insurance: Mathematics and Economics, Elsevier, volume 77, issue C, pages 133-142, DOI: 10.1016/j.insmatheco.2017.09.005.
• Gnabo, J.Y. & Kerkour, M. & Lecourt, C. & Raymond, H., 2017, "Understanding the decision-making process of sovereign wealth funds: The case of Temasek," International Economics, Elsevier, volume 152, issue C, pages 91-106, DOI: 10.1016/j.inteco.2017.06.003.
• Fratianni, Michele & Marchionne, Francesco, 2017, "Bank asset reallocation and sovereign debt," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 47, issue C, pages 15-32, DOI: 10.1016/j.intfin.2016.11.011.
• Bonizzi, Bruno, 2017, "Institutional investors’ allocation to emerging markets: A panel approach to asset demand," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 47, issue C, pages 47-64, DOI: 10.1016/j.intfin.2016.11.009.
• Cai, Xiao Jing & Tian, Shuairu & Yuan, Nannan & Hamori, Shigeyuki, 2017, "Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 206-223, DOI: 10.1016/j.intfin.2017.02.001.
• Yan, Cheng & Zhang, Huazhu, 2017, "Mean-variance versus naïve diversification: The role of mispricing," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 61-81, DOI: 10.1016/j.intfin.2016.12.005.
• Miralles-Quirós, José Luis & Miralles-Quirós, María del Mar, 2017, "The Copula ADCC-GARCH model can help PIIGS to fly," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 50, issue C, pages 1-12, DOI: 10.1016/j.intfin.2017.08.013.
• Sousa, João & Sousa, Ricardo M., 2017, "Predicting risk premium under changes in the conditional distribution of stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 50, issue C, pages 204-218, DOI: 10.1016/j.intfin.2017.09.002.
• Saad, Mohsen & Samet, Anis, 2017, "Liquidity and the implied cost of equity capital," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 15-38, DOI: 10.1016/j.intfin.2017.08.007.
• Buchner, Axel & Mohamed, Abdulkadir & Saadouni, Brahim, 2017, "The association between earnings forecast in IPOs prospectuses and earnings management: An empirical analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 92-105, DOI: 10.1016/j.intfin.2017.08.008.
• León, Angel & Moreno, Manuel, 2017, "One-sided performance measures under Gram-Charlier distributions," Journal of Banking & Finance, Elsevier, volume 74, issue C, pages 38-50, DOI: 10.1016/j.jbankfin.2016.10.005.
• Mensi, Walid & Hammoudeh, Shawkat & Shahzad, Syed Jawad Hussain & Shahbaz, Muhammad, 2017, "Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method," Journal of Banking & Finance, Elsevier, volume 75, issue C, pages 258-279, DOI: 10.1016/j.jbankfin.2016.11.017.
• He, Xue-Zhong & Shi, Lei, 2017, "Index portfolio and welfare analysis under heterogeneous beliefs," Journal of Banking & Finance, Elsevier, volume 75, issue C, pages 64-79, DOI: 10.1016/j.jbankfin.2016.11.001.
• DeVault, Luke & Sias, Richard, 2017, "Hedge fund politics and portfolios," Journal of Banking & Finance, Elsevier, volume 75, issue C, pages 80-97, DOI: 10.1016/j.jbankfin.2016.10.011.
• Chen, Zhuo & Lu, Andrea, 2017, "Slow diffusion of information and price momentum in stocks: Evidence from options markets," Journal of Banking & Finance, Elsevier, volume 75, issue C, pages 98-108, DOI: 10.1016/j.jbankfin.2016.11.010.
• Sherrill, D. Eli & Shirley, Sara E. & Stark, Jeffrey R., 2017, "Actively managed mutual funds holding passive investments: What do ETF positions tell us about mutual fund ability?," Journal of Banking & Finance, Elsevier, volume 76, issue C, pages 48-64, DOI: 10.1016/j.jbankfin.2016.11.025.
• Farkas, Walter & Gourier, Elise & Huitema, Robert & Necula, Ciprian, 2017, "A two-factor cointegrated commodity price model with an application to spread option pricing," Journal of Banking & Finance, Elsevier, volume 77, issue C, pages 249-268, DOI: 10.1016/j.jbankfin.2017.01.007.
• Adam, Tim R. & Fernando, Chitru S. & Salas, Jesus M., 2017, "Why do firms engage in selective hedging? Evidence from the gold mining industry," Journal of Banking & Finance, Elsevier, volume 77, issue C, pages 269-282, DOI: 10.1016/j.jbankfin.2015.05.006.
• Boubaker, Sabri & Gounopoulos, Dimitrios & Nguyen, Duc Khuong & Paltalidis, Nikos, 2017, "Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives," Journal of Banking & Finance, Elsevier, volume 77, issue C, pages 35-52, DOI: 10.1016/j.jbankfin.2016.12.007.
• El Ghoul, Sadok & Karoui, Aymen, 2017, "Does corporate social responsibility affect mutual fund performance and flows?," Journal of Banking & Finance, Elsevier, volume 77, issue C, pages 53-63, DOI: 10.1016/j.jbankfin.2016.10.009.
• Ha, Yeonjeong & Ko, Kwangsoo, 2017, "Why do fund managers increase risk?," Journal of Banking & Finance, Elsevier, volume 78, issue C, pages 108-116, DOI: 10.1016/j.jbankfin.2017.01.018.
• Cao, Charles & Iliev, Peter & Velthuis, Raisa, 2017, "Style drift: Evidence from small-cap mutual funds," Journal of Banking & Finance, Elsevier, volume 78, issue C, pages 42-57, DOI: 10.1016/j.jbankfin.2017.01.009.
• Haesen, Daniel & Houweling, Patrick & van Zundert, Jeroen, 2017, "Momentum spillover from stocks to corporate bonds," Journal of Banking & Finance, Elsevier, volume 79, issue C, pages 28-41, DOI: 10.1016/j.jbankfin.2017.03.003.
• Zhang, Jinqing & Jin, Zeyu & An, Yunbi, 2017, "Dynamic portfolio optimization with ambiguity aversion," Journal of Banking & Finance, Elsevier, volume 79, issue C, pages 95-109, DOI: 10.1016/j.jbankfin.2017.03.007.
• Leippold, Markus & Stromberg, Jacob, 2017, "Strategic technology adoption and hedging under incomplete markets," Journal of Banking & Finance, Elsevier, volume 81, issue C, pages 181-199, DOI: 10.1016/j.jbankfin.2016.09.008.
• Bethke, Sebastian & Gehde-Trapp, Monika & Kempf, Alexander, 2017, "Investor sentiment, flight-to-quality, and corporate bond comovement," Journal of Banking & Finance, Elsevier, volume 82, issue C, pages 112-132, DOI: 10.1016/j.jbankfin.2017.02.007.
• Brown, Stephen J. & Sotes-Paladino, Juan & Wang, Jiaguo(George) & Yao, Yaqiong, 2017, "Starting on the wrong foot: Seasonality in mutual fund performance," Journal of Banking & Finance, Elsevier, volume 82, issue C, pages 133-150, DOI: 10.1016/j.jbankfin.2017.05.013.
• Franke, Benedikt & Müller, Sebastian & Müller, Sonja, 2017, "The q-factors and expected bond returns," Journal of Banking & Finance, Elsevier, volume 83, issue C, pages 19-35, DOI: 10.1016/j.jbankfin.2017.06.005.
• Kaeck, Andreas & Rodrigues, Paulo & Seeger, Norman J., 2017, "Equity index variance: Evidence from flexible parametric jump–diffusion models," Journal of Banking & Finance, Elsevier, volume 83, issue C, pages 85-103, DOI: 10.1016/j.jbankfin.2017.06.010.
• Iwaki, Hideki & Osaki, Yusuke, 2017, "Comparative statics and portfolio choices under the phantom decision model," Journal of Banking & Finance, Elsevier, volume 84, issue C, pages 1-8, DOI: 10.1016/j.jbankfin.2017.07.001.
• Espenlaub, Susanne & Haq, Imtiaz ul & Khurshed, Arif, 2017, "It's all in the name: Mutual fund name changes after SEC Rule 35d-1," Journal of Banking & Finance, Elsevier, volume 84, issue C, pages 123-134, DOI: 10.1016/j.jbankfin.2017.07.008.
• Merkle, Christoph, 2017, "Financial overconfidence over time: Foresight, hindsight, and insight of investors," Journal of Banking & Finance, Elsevier, volume 84, issue C, pages 68-87, DOI: 10.1016/j.jbankfin.2017.07.009.
• Adams, Zeno & Füss, Roland & Glück, Thorsten, 2017, "Are correlations constant? Empirical and theoretical results on popular correlation models in finance," Journal of Banking & Finance, Elsevier, volume 84, issue C, pages 9-24, DOI: 10.1016/j.jbankfin.2017.07.003.
• Oh, Jong-Min, 2017, "Absorptive capacity, technology spillovers, and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, volume 85, issue C, pages 146-164, DOI: 10.1016/j.jbankfin.2017.08.016.
• Raffestin, Louis, 2017, "Do bond credit ratings lead to excess comovement?," Journal of Banking & Finance, Elsevier, volume 85, issue C, pages 41-55, DOI: 10.1016/j.jbankfin.2017.08.010.
• Davidoff, Thomas & Gerhard, Patrick & Post, Thomas, 2017, "Reverse mortgages: What homeowners (don’t) know and how it matters," Journal of Economic Behavior & Organization, Elsevier, volume 133, issue C, pages 151-171, DOI: 10.1016/j.jebo.2016.11.007.
• Bosman, Ronald & Kräussl, Roman & Mirgorodskaya, Elizaveta, 2017, "Modifier words in the financial press and investor expectations," Journal of Economic Behavior & Organization, Elsevier, volume 138, issue C, pages 85-98, DOI: 10.1016/j.jebo.2017.04.002.
• da Gama Batista, João & Massaro, Domenico & Bouchaud, Jean-Philippe & Challet, Damien & Hommes, Cars, 2017, "Do investors trade too much? A laboratory experiment," Journal of Economic Behavior & Organization, Elsevier, volume 140, issue C, pages 18-34, DOI: 10.1016/j.jebo.2017.05.013.
• Calcagno, Riccardo & Giofré, Maela & Urzì-Brancati, Maria Cesira, 2017, "To trust is good, but to control is better: How investors discipline financial advisors’ activity," Journal of Economic Behavior & Organization, Elsevier, volume 140, issue C, pages 287-316, DOI: 10.1016/j.jebo.2017.04.010.
• Jetter, Michael & Walker, Jay K., 2017, "Anchoring in financial decision-making: Evidence from Jeopardy!," Journal of Economic Behavior & Organization, Elsevier, volume 141, issue C, pages 164-176, DOI: 10.1016/j.jebo.2017.07.006.
• Schoch, Daniel, 2017, "Generalised mean-risk preferences," Journal of Economic Theory, Elsevier, volume 168, issue C, pages 12-26, DOI: 10.1016/j.jet.2016.11.004.
• Cabrales, Antonio & Gossner, Olivier & Serrano, Roberto, 2017, "A normalized value for information purchases," Journal of Economic Theory, Elsevier, volume 170, issue C, pages 266-288, DOI: 10.1016/j.jet.2017.05.007.
• Jewitt, Ian & Mukerji, Sujoy, 2017, "Ordering ambiguous acts," Journal of Economic Theory, Elsevier, volume 171, issue C, pages 213-267, DOI: 10.1016/j.jet.2017.07.001.
• Nezafat, Mahdi & Schroder, Mark & Wang, Qinghai, 2017, "Short-sale constraints, information acquisition, and asset prices," Journal of Economic Theory, Elsevier, volume 172, issue C, pages 273-312, DOI: 10.1016/j.jet.2017.09.007.
• Choi, Nicole & Fedenia, Mark & Skiba, Hilla & Sokolyk, Tatyana, 2017, "Portfolio concentration and performance of institutional investors worldwide," Journal of Financial Economics, Elsevier, volume 123, issue 1, pages 189-208, DOI: 10.1016/j.jfineco.2016.09.007.
• Di Maggio, Marco & Kacperczyk, Marcin, 2017, "The unintended consequences of the zero lower bound policy," Journal of Financial Economics, Elsevier, volume 123, issue 1, pages 59-80, DOI: 10.1016/j.jfineco.2016.09.006.
• Braun, Reiner & Jenkinson, Tim & Stoff, Ingo, 2017, "How persistent is private equity performance? Evidence from deal-level data," Journal of Financial Economics, Elsevier, volume 123, issue 2, pages 273-291, DOI: 10.1016/j.jfineco.2016.01.033.
• Kaniel, Ron & Parham, Robert, 2017, "WSJ Category Kings – The impact of media attention on consumer and mutual fund investment decisions," Journal of Financial Economics, Elsevier, volume 123, issue 2, pages 337-356, DOI: 10.1016/j.jfineco.2016.11.003.
• Andrei, Daniel & Cujean, Julien, 2017, "Information percolation, momentum and reversal," Journal of Financial Economics, Elsevier, volume 123, issue 3, pages 617-645, DOI: 10.1016/j.jfineco.2016.05.012.
• Bekaert, Geert & Hoyem, Kenton & Hu, Wei-Yin & Ravina, Enrichetta, 2017, "Who is internationally diversified? Evidence from the 401(k) plans of 296 firms," Journal of Financial Economics, Elsevier, volume 124, issue 1, pages 86-112, DOI: 10.1016/j.jfineco.2016.12.010.
• Lee, Charles M.C. & So, Eric C., 2017, "Uncovering expected returns: Information in analyst coverage proxies," Journal of Financial Economics, Elsevier, volume 124, issue 2, pages 331-348, DOI: 10.1016/j.jfineco.2017.01.007.
• Kuhnen, Camelia M. & Miu, Andrei C., 2017, "Socioeconomic status and learning from financial information," Journal of Financial Economics, Elsevier, volume 124, issue 2, pages 349-372, DOI: 10.1016/j.jfineco.2017.03.002.
• Korteweg, Arthur & Sorensen, Morten, 2017, "Skill and luck in private equity performance," Journal of Financial Economics, Elsevier, volume 124, issue 3, pages 535-562, DOI: 10.1016/j.jfineco.2017.03.006.
• Liu, Laura Xiaolei & Shu, Haibing & Wei, K.C. John, 2017, "The impacts of political uncertainty on asset prices: Evidence from the Bo scandal in China," Journal of Financial Economics, Elsevier, volume 125, issue 2, pages 286-310, DOI: 10.1016/j.jfineco.2017.05.011.