Research classified by Journal of Economic Literature (JEL) codes

2017

• Eduardo E Sandoval & Sandra P Borotto, 2017, "The Effect On Shareholders’ Wealth In Companies Of The Automotive Industry, After The Volkswagen Announcement Of Cheating In The Gas Emission Contaminants Of Its Vehicles, Efecto En La Riqueza De Los Accionistas De Las Companias Lideres Del Mercado," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 10, issue 2, pages 1-16.
• Lilia Alejandra Flores Castillo & Conrado Aguilar Cruz, 2017, "Optimization Of Utility Function Of The Demand For Financial Assets Optimizacion De La Funcion De Utilidad De La Demanda De Activos Financieros," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 10, issue 3, pages 41-51.
• Dragos Mihai UNGUREANU, 2017, "Pan-European Personal Pension Product, a New Path Forward," International Conference on Economic Sciences and Business Administration, Spiru Haret University, volume 4, issue 1, pages 355-364, November.
• Crespo Cuaresma, Jesus & Fortin, Ines & Hlouskova, Jaroslava, 2017, "Exchange rate forecasting and the performance of currency portfolios," Economics Series, Institute for Advanced Studies, number 326, Jan.
• Gopalakrishnan, Balagopal & Mohapatra, Sanket, 2017, "Turning Over a Golden Leaf? Global Liquidity and Emerging Market Central Banks’ Demand for Gold after the Financial Crisis," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP 2017-04-02, Apr.
• Mai Dao & Ms. Camelia Minoiu & Mr. Jonathan David Ostry, 2017, "Corporate Investment and the Real Exchange Rate," IMF Working Papers, International Monetary Fund, number 2017/183, Aug.
• José Antonio Climent Hernández, 2017, "Portafolios de dispersión mínima con rendimientos log-estables," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 12, issue 2, pages 49-69, Abril-Jun.
• Oscar Valdemar De la Torre Torres & Luis Guadalupe Macías Trejo, 2017, "Los beneficios de la inversión socialmente responsable en el desempeño de fondos de pensiones mexicanos," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 12, issue 3, pages 67-87, Julio-Sep.
• Gustavo Adolfo Díaz Valencia, 2017, "La influencia de la vivienda en la aversión al riesgo de portafolios familiares," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 12, issue 3, pages 89-119, Julio-Sep.
• Alberto Saavedra Espinosa, 2017, "Estimation of Market Risk Measures in Mexican Financial Time Series," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 12, issue 4, pages 365-388, Octubre-D.
• Fabian Ackermann & Walt Pohl & Karl Schmedders, 2017, "Optimal and Naive Diversification in Currency Markets," Management Science, INFORMS, volume 63, issue 10, pages 3347-3360, October, DOI: 10.1287/mnsc.2016.2497.
• Turan G. Bali & Robert F. Engle & Yi Tang, 2017, "Dynamic Conditional Beta Is Alive and Well in the Cross Section of Daily Stock Returns," Management Science, INFORMS, volume 63, issue 11, pages 3760-3779, November, DOI: 10.1287/mnsc.2016.2536.
• Michael Haliassos & Thomas Jansson & Yigitcan Karabulut, 2017, "Incompatible European Partners? Cultural Predispositions and Household Financial Behavior," Management Science, INFORMS, volume 63, issue 11, pages 3780-3808, November, DOI: 10.1287/mnsc.2016.2538.
• Daniel Paravisini & Veronica Rappoport & Enrichetta Ravina, 2017, "Risk Aversion and Wealth: Evidence from Person-to-Person Lending Portfolios," Management Science, INFORMS, volume 63, issue 2, pages 279-297, February, DOI: 10.1287/mnsc.2015.2317.
• Matthias Lang, 2017, "First-Order and Second-Order Ambiguity Aversion," Management Science, INFORMS, volume 63, issue 4, pages 1254-1269, April, DOI: 10.1287/mnsc.2016.2443.
• Paul Ehling & Christian Heyerdahl-Larsen, 2017, "Correlations," Management Science, INFORMS, volume 63, issue 6, pages 1919-1937, June, DOI: 10.1287/mnsc.2015.2413.
• Xiaoqian Wen & Duc Khuong Nguyen, 2017, "Can Investors of Chinese Energy Stocks Benefit from Diversification into Commodity Futures?," Working Papers, Department of Research, Ipag Business School, number 2017-004, Jan.
• Margaria Abreu & Victor Mendes, 2017, "The Investor in Structured Retail Products: Marketing Driven or Gambling Oriented?," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2017/19, Nov.
• Margarida Abreu, 2017, "How Biased is the Behavior of the Individual Investor in Warrants?," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2017/07, Oct.
• Margarida Abreu & Victor Mendes, 2017, "The Investor in Structured Retail Products: Marketing Driven or Gambling Oriented?," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2017/14, Nov.
• António Afonso & Pedro Cardoso, 2017, "Exchange-traded Funds as an Alternative Investment Option: a Case Study," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2017/22, Dec.
• Beatriz Martínez Martínez & Hipolit Torro Enguix, 2017, "Hedging spark spread risk with futures," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2017-01, Jul.
• Judit Ricz, 2017, "Brazilian companies going global - home country push factors of Brazilian multinational enterprises‘ (BMNEs‘) investments, general characteristics and tendencies of their investments in the European, especially East Central European (ECE) region," IWE Working Papers, Institute for World Economics - Centre for Economic and Regional Studies, number 231, Sep.
• Tamas Szigetvari, 2017, "Turkish investments abroad, with a special focus on Central and Eastern Europe," IWE Working Papers, Institute for World Economics - Centre for Economic and Regional Studies, number 233, Oct.
• Li, Wenchao & Song, Changcheng & Xu, Shu & Yi, Junjian, 2017, "Household Portfolio Choice, Reference Dependence, and the Marriage Market," IZA Discussion Papers, IZA Network @ LISER, number 10528, Jan.
• Barth, Daniel & Papageorge, Nicholas W. & Thom, Kevin, 2017, "Genetic Ability, Wealth, and Financial Decision-Making," IZA Discussion Papers, IZA Network @ LISER, number 10567, Feb.
• Kuypers, Sarah & Marx, Ive, 2017, "The Truly Vulnerable: Integrating Wealth into the Measurement of Poverty and Social Policy Effectiveness," IZA Discussion Papers, IZA Network @ LISER, number 11069, Oct.
• Dr. Monika Garg, 2017, "Implication of Efficient Market Hypothesis for Investment Decisions," Journal of Commerce and Trade, Society for Advanced Management Studies, volume 12, issue 2, pages 135-141, October.
• Huson Joher Ali Ahmed Author-Name: IKM Mokhtarul Wadud, 2017, "Oil Price Volatility And Sectoral Returns Uncertainties: Evidence From A Threshold Based Approach For The Australian Equity Market," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 1, pages 329-342, January-M.
• Muhammad Ishfaq Ahmad & Wang Guohui & Muhammad Yasir Rafiq & Mudassar Hasan & Ata-Ul-Haq Chohan & Anika Sattar, 2017, "Assesing Performance of Moving Average Investment Timing Strategy Over the UK Stock Market," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 3, pages 349-362, July-Sept.
• Kátay, Gábor & Péter, Harasztosi, 2017, "Currency Matching and Carry Trade by Non-Financial Corporations," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2017-02, May.
• Yuki Shigeta, 2017, "Portfolio selections under mean-variance preference with multiple priors for means and variances," Annals of Finance, Springer, volume 13, issue 1, pages 97-124, February, DOI: 10.1007/s10436-016-0291-7.
• Yerkin Kitapbayev & Tim Leung, 2017, "Optimal mean-reverting spread trading: nonlinear integral equation approach," Annals of Finance, Springer, volume 13, issue 2, pages 181-203, May, DOI: 10.1007/s10436-017-0295-y.
• Liu Gan & Zhaojun Yang, 2017, "Investment, agency conflicts, debt maturity, and loan guarantees by negotiation," Annals of Finance, Springer, volume 13, issue 3, pages 253-271, August, DOI: 10.1007/s10436-017-0298-8.
• Dian Zhu & Andrew J. Heunis, 2017, "Quadratic minimization with portfolio and intertemporal wealth constraints," Annals of Finance, Springer, volume 13, issue 3, pages 299-340, August, DOI: 10.1007/s10436-017-0300-5.
• Laura Delaney & Polina Kovaleva, 2017, "The dampening effect of iceberg orders on small traders’ welfare," Annals of Finance, Springer, volume 13, issue 4, pages 453-484, November, DOI: 10.1007/s10436-017-0304-1.
• Muhammad Fayyaz Sheikh & Syed Zulfiqar Ali Shah & Shahid Mahmood, 2017, "Weather Effects on Stock Returns and Volatility in South Asian Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 24, issue 2, pages 75-107, June, DOI: 10.1007/s10690-017-9225-2.
• Wei Zhou, 2017, "Dynamic and Asymmetric Contagion Reactions of Financial Markets During the Last Subprime Crisis," Computational Economics, Springer;Society for Computational Economics, volume 50, issue 2, pages 207-230, August, DOI: 10.1007/s10614-016-9606-z.
• Guglielmo Maria Caporale & Kefei You, 2017, "Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1669.
• Frank M. Fossen & Ray Rees & Davud Rostam-Afschar & Viktor Steiner, 2017, "How Do Entrepreneurial Portfolios Respond to Income Taxation?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1673.
• Antonia Grohmann, 2017, "Financial Literacy and Financial Behavior: Evidence from the Emerging Asian Middle Class," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1702.
• M. Hashem Pesaran & Takashi Yamagata, 2017, "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0997, Apr.
• Nadine Levratto & Maarouf Ramadan & Luc Tessier, 2017, "Les business angels, révélateurs, plus que moteurs, de l’engagement des entreprises dans l’innovation," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-1.
• Pierre Bui Quang & Jonas Heipertz & Natacha Valla, 2017, "International equity portfolio diversification: a sectoral and security-by-security analysis," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-2.
• Lauren Stagnol, 2017, "Introducing global term structure in a risk parity framework," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-23.
• Gunther Capelle-Blancard & Patricia Crifo & Marc-Arthur Diaye & Rim Oueghlissi & Bert Scholtens, 2017, "Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-7.
• M. Caridad SEVILLANO & Francisco JAREÑO, 2017, "The Impact of Relevant International Factors on the Returns of IBEX 35 Companies, 2000-2016," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 17, issue 1, pages 37-56.
• Catherine, Sylvain, 2016, "Countercyclical Income Risk and Portfolio Choices over the Life-Cycle," HEC Research Papers Series, HEC Paris, number 1147, May.
• Lovo, Stefano & Spaenjers, Christophe, 2014, "A Model of Trading in the Art Market," HEC Research Papers Series, HEC Paris, number 1150, Mar, revised 22 Sep 2017.
• Schmidt, Daniel & Lunghi, Sandro & von Beschwitz, Bastian, 2017, "Limits of Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data," HEC Research Papers Series, HEC Paris, number 1206, May, revised 13 Aug 2017.
• Astebro, Thomas B. & Lovo, Stefano & Fernandez Sierra, Manuel & Vulkan, Nir, 2017, "Herding in Equity Crowdfunding," HEC Research Papers Series, HEC Paris, number 1245, Dec, revised 04 Jun 2018.
• Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2017, "Bid-to-cover and yield changes around public debt auctions in the euro area," Working Paper Series, European Central Bank, number 2056, May.
• Bubeck, Johannes & Habib, Maurizio Michael & Manganelli, Simone, 2017, "The portfolio of euro area fund investors and ECB monetary policy announcements," Working Paper Series, European Central Bank, number 2116, Dec.
• 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, volume 7, issue 2, pages 208-214.
• Joakim Kvamvold, 2017, "Mutual Fund Flows and Benchmark Portfolio Returns," International Journal of Economics and Financial Issues, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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.