Research classified by Journal of Economic Literature (JEL) codes

2017

• Jamalludin, Nadia, 2017, "Risk and Performance of SapuraKencana Petroleum Berhad," MPRA Paper, University Library of Munich, Germany, number 78422, Apr.
• Cheema, Muhammad A. & Nartea, Gilbert V & Man, Yimei, 2017, "Cross-Sectional and Time-Series Momentum Returns and Market States," MPRA Paper, University Library of Munich, Germany, number 78989, May.
• Anginer, Deniz & Yildizhan, Celim & Han, Xue Snow, 2017, "Do Individual Investors Ignore Transaction Costs?," MPRA Paper, University Library of Munich, Germany, number 79358, May.
• Adekunle, Salami Saheed & Masih, Mansur, 2017, "Assessing the viability of Sukuk for portfolio diversification using MS-DCC-GARCH," MPRA Paper, University Library of Munich, Germany, number 79443, May.
• Umirah, Fatin & Masih, Mansur, 2017, "Should the Malaysian Islamic stock market investors invest in regional and international equity market to gain portfolio diversification benefits ?," MPRA Paper, University Library of Munich, Germany, number 79762, Jun.
• Chen, Bai & Masih, Mansur, 2017, "Are the Islamic and conventional money markets really highly correlated ? MGARCH-DCC and Wavelet approaches," MPRA Paper, University Library of Munich, Germany, number 79886, Jun.
• Parker, Edgar, 2017, "The Entropic Linkage between Equity and Bond Market Dynamics," MPRA Paper, University Library of Munich, Germany, number 80036, Jun.
• Širůček, Martin, 2017, "Využití Indikátorů P/E A P/Bv Při Sestavení Akciového Portfolia
  [Using Of P/E And P/Bv Indicators By Building A Stock Portfolio]," MPRA Paper, University Library of Munich, Germany, number 80527, Feb.
• Hooy, Chee-Wooi & Lee, Meng-Horng & Chong, Terence Tai Leung, 2017, "The Sources of Country and Industry Variations in ASEAN Stock Returns," MPRA Paper, University Library of Munich, Germany, number 80574, Aug.
• Drichoutis, Andreas C. & Nayga, Rodolfo, 2017, "Economic rationality under cognitive load," MPRA Paper, University Library of Munich, Germany, number 81111, Aug.
• Beckmann, Elisabeth & Mare, Davide Salvatore, 2017, "Formal and informal household savings: how does trust in financial institutions influence the choice of saving instruments?," MPRA Paper, University Library of Munich, Germany, number 81141, Aug.
• Magni, Carlo Alberto & Veronese, Piero & Graziani, Rebecca, 2017, "Chisini means and rational decision making: Equivalence of investment criteria," MPRA Paper, University Library of Munich, Germany, number 81532, Sep.
• Hou, Yang & Holmes, Mark, 2017, "On the effects of static and autoregressive conditional higher order moments on dynamic optimal hedging," MPRA Paper, University Library of Munich, Germany, number 82000, Oct.
• Umairah, Fatin & Masih, Mansur, 2017, "Should the Malaysian islamic stock market investors invest in regional and international equity markets to gain portfolio diversification benefits?," MPRA Paper, University Library of Munich, Germany, number 82117, Jul.
• Bloznelis, Daumantas, 2017, "Hedging under square loss," MPRA Paper, University Library of Munich, Germany, number 83442, Dec.
• Tan, Zekuang, 2017, "RBC LiONS™ S&P 500 Buffered Protection Securities (USD) Series 4 Analysis Option Pricing Analysis, Issuing Company Risk-hedging Analysis, and Recommended Investment Strategy," MPRA Paper, University Library of Munich, Germany, number 83669, Dec.
• Magni, Carlo Alberto & Martin, John D., 2017, "The Reinvestment Rate Assumption Fallacy for IRR and NPV: A Pedagogical Note," MPRA Paper, University Library of Munich, Germany, number 83889, Dec.
• MESTRE, Roman & Terraza, Michel, 2017, "Analyse Temps-fréquence du MEDAF –Application au CAC 40 –
  [Time-Frequency Analysis of CAPM- Application to the CAC 40-]," MPRA Paper, University Library of Munich, Germany, number 86272, Oct.
• MESTRE, Roman & TERRAZA, Michel, 2017, "Analyse Multidimensionnelle Temps-Fréquence du MEDAF
  [Multidimensional Time-Frequency Analysis Of The Capm]," MPRA Paper, University Library of Munich, Germany, number 86330, Sep.
• MESTRE, Roman & TERRAZA, Michel, 2017, "Estimation du Beta Tempo-fréquentiel de la Droite de Marché-Une approche par les ondelettes continues-
  [Time-Frequency varying Beta Estimation -A continuous wavelets approach-]," MPRA Paper, University Library of Munich, Germany, number 86335, Dec.
• Arouri, Mohamed El Hedi & M’saddek, Oussama & Nguyen, Duc Khuong & Pukthuanthong, Kuntara, 2017, "Cojumps and Asset Allocation in International Equity Markets," MPRA Paper, University Library of Munich, Germany, number 89938, Jan, revised May 2018.
• Anginer, Deniz & Han, Xue Snow & Yildizhan, Celim, 2017, "Do Individual Investors Ignore Transaction Costs?," MPRA Paper, University Library of Munich, Germany, number 89941, May.
• Cikiryel, Burak & Masih, Mansur, 2017, "The Impact of Brexit on Islamic Stock Markets Employing MGARCH-DCC and Wavelet Correlation Analysis," MPRA Paper, University Library of Munich, Germany, number 95681, Dec.
• Qiang Ji & Elie Bouri & Rangan Gupta & David Roubaud, 2017, "Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach," Working Papers, University of Pretoria, Department of Economics, number 201729, Apr.
• Esin Cakan & Rıza Demirer & Rangan Gupta & Josine Uwilingiye, 2017, "A Note on the Technology Herd: Evidence from Large Institutional Investors," Working Papers, University of Pretoria, Department of Economics, number 201761, Aug.
• Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017, "Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains," Working Papers, University of Pretoria, Department of Economics, number 201780, Dec.
• Jaromir Tichy & Michal Bock, 2017, "Assessment of Investor’s Portfolio of P2P Loans and Structured Certificates of P2P Loans," ACTA VSFS, University of Finance and Administration, volume 11, issue 2, pages 121-143.
• Petr Houdek & Petr Koblovský & Jan Plaček & Luboš Smrčka, 2017, "Causality Illusion and Overconfidence in Predicting (Quasi)Stochastic Financial Events
  [Iluze kauzality a nadměrná důvěra ve schopnost predikce (kvazi)náhodných finančních událostí]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2017, issue 1, pages 51-63, DOI: 10.18267/j.aop.568.
• Jitka Veselá & Martin Chalupa, 2017, "Is it an investment in hedge funds actually linked to a higher rate of return and risk compared to alternative investments?
  [Je s investicí do hedgeových fondů skutečně spojena vyšší výnosnost a riziko v porovnání s alternativními investicemi?]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2017, issue 2, pages 23-45, DOI: 10.18267/j.cfuc.495.
• Andrey Kudryavtsev, 2017, "The Effect of Preceding Sequences on Stock Returns," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2017, issue 4, pages 83-96, DOI: 10.18267/j.efaj.202.
• Jan Bastin, 2017, "Minimum Variance Portfolios in the German Stock Market," Prague Economic Papers, Prague University of Economics and Business, volume 2017, issue 1, pages 103-120, DOI: 10.18267/j.pep.599.
• Mihaela GADOIU & Mariana BANUTA, 2017, "The Influence Of The Net Profit Over The Investment Decision Making," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 16, issue 2, pages 66-74.
• Glenn P. Jenkins & Mikhail Miklyaev & Shahryar Afra & Majid Hashemi, 2017, "Prioritization of Public Investment Projects in Vietnam," Development Discussion Papers, JDI Executive Programs, number 2017-08, Aug.
• Sepideh Dolatabadi & Ke Xu & Morten Ø. Nielsen & Paresh Kumar Narayan, 2017, "Economic Significance Of Commodity Return Forecasts From The Fractionally Cointegrated Var Model," Working Paper, Economics Department, Queen's University, number 1337, Jan.
• Sujoy Mukerji & Ian Jewitt, 2017, "Ordering Ambiguous Acts," Working Papers, Queen Mary University of London, School of Economics and Finance, number 828, Jul.
• Robin Greenwood & Andrei Shleifer & Yang You, 2017, "Bubbles for Fama," Working Paper, Harvard University OpenScholar, number 504391, Feb.
• Céspedes Reynaga, Nikita, 2017, "La heterogeneidad de la dolarización de créditos a nivel de personas," Working Papers, Banco Central de Reserva del Perú, number 2017-008, Jun.
• Emmanouil Platanakis & Athanasios Sakkas & Charles Sutcliffe, 2017, "Should Portfolio Model Inputs Be Estimated Using One or Two Economic Regimes?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2017-07, Sep.
• Emmanouil Platanakis & Athanasios Sakkas & Charles Sutcliffe, 2017, "Harmful Diversification: Evidence from Alternative Investments," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2017-09, Sep.
• Eric Swanson, 2017, "Code and data files for "Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences"," Computer Codes, Review of Economic Dynamics, number 13-261, revised .
• Pablo Kurlat, 2017, "The Social Value of Financial Expertise," 2017 Meeting Papers, Society for Economic Dynamics, number 134.
• Christian Wagner & Ian Martin, 2017, "What Is the Expected Return on a Stock?," 2017 Meeting Papers, Society for Economic Dynamics, number 146.
• Stavros Panageas & Nicolae Garleanu, 2017, "Finance in a Time of Disruptive Growth," 2017 Meeting Papers, Society for Economic Dynamics, number 1570.
• Thomas Mertens & Tarek Hassan, 2017, "Currency Manipulation," 2017 Meeting Papers, Society for Economic Dynamics, number 175.
• Roine Vestman & Ofer Setty & Magnus Dahlquist, 2017, "On the Asset Allocation of a Default Pension Fund," 2017 Meeting Papers, Society for Economic Dynamics, number 255.
• Idan Hodor & Andrea Buffa, 2017, "Institutional Investors, Heterogeneous Benchmarks and the Comovement of Asset Prices," 2017 Meeting Papers, Society for Economic Dynamics, number 374.
• Stijn Van Nieuwerburgh & Jack Favilukis, 2017, "Out-of-town Home Buyers and City Welfare," 2017 Meeting Papers, Society for Economic Dynamics, number 486.
• Vincenzo Quadrini & Laura Moretti & Alessandro Barattieri, 2017, "Banks Interconnectivity and Leverage," 2017 Meeting Papers, Society for Economic Dynamics, number 504.
• Guillermo Ordonez & Gaetano Gaballo, 2017, "The Two Faces of Information," 2017 Meeting Papers, Society for Economic Dynamics, number 811.
• Baojing Sun, 2017, "Financial Weather Derivatives for Corn Production in Northeastern China: Modelling the underlying Weather Index," Working Papers, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group, number 2017-05, Sep.
• Benish Naseem, 2017, "The Impact of Demand Management Policies On Domestic and Foreign Direct Investment in Case of Pakistan: A Time Series Analysis," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), volume 6, issue 4, pages 175-184, December.
• Eugenio Cerutti & Stijn Claessens & Damien Puy, 2017, "Push Factors and Capital Flows to Emerging Markets: Why Knowing Your Lender Matters More Than Fundamentals," ADB Economics Working Paper Series, Asian Development Bank, number 528, Nov.
• Naoyuki Yoshino & Naoko Aoyama, 2017, "Reforming the Fee Structure of Investment Trusts to Increase Demand," ADBI Working Papers, Asian Development Bank Institute, number 658, Feb.
• Naoyuki Yoshino & Peter Morgan & Long Q. Trinh, 2017, "Financial Literacy in Japan: Determinants and Impacts," ADBI Working Papers, Asian Development Bank Institute, number 796, Dec.
• Arzu Şahin, 2017, "Selection and Market Timing Ability of BIST 30 Indexes Funds," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 8, issue 1, pages 63-81.
• Cengiz Toraman & Merve Tuncay, 2017, "Effect of the Political Risk on Capital Asset Valuation in Financial Markets: The Case of Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 8, issue 3, pages 413-432.
• Muhammet Burak Kılıç & İsmail Çelik & Murat Kaya, 2017, "Modeling of Volatility in the Stock Markets Returns: Classic and Bayesian GARCH Approaches for ISE -100," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 8, issue 4, pages 715-726.
• Umut Uyar & Habib Küçükşahin, 2017, "Expected Maximum Drawdown Approach on Portfolio Selection: An Examination on BIST100 – S&P500," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 8, issue 4, pages 727-748.
• Apoorva Javadekar, 2017, "Inattentive Investors and Mutual Fund-Flows," Working Papers, Centre for Advanced Financial Research and Learning (CAFRAL), number 022332, Apr.
• John Weirstrass MUTEBA MWAMBA & Lamukanyani MANTSHIMULI, 2017, "On the Protection of Investment Capital During Financial Crisis in the South African Equity Market: A Risk-Based Asset Allocation Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 70, issue 2, pages 165-192.
• Ali Kafou & Ahmed Chakir, 2017, "From Screening to Compliance Strategies: The Case of Islamic Stock Indices with Application on “MASI”," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 25, pages 55-84.
• Erragragui Elias, 2017, "Is it Costly to Introduce SRI into Islamic Portfolios?," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 25, pages 23-54.
• Shafi A. Khaled & A.Wahhab Khandker, 2017, "Determination of Mark-Up Rate under Zero-Interest Financial System: A Microeconomic Approach," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 25, pages 15-34.
• Maria del Mar Miralles-Quiros & Jose Luis Miralles-Quiros & Célia Oliveira, 2017, "The Role of Liquidity in Asset Pricing: The Special Case of the Portuguese Stock Market," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 22, issue 43, pages 191-206.
• Júlio Lobão & Luís Pacheco & Carlos Pereira, 2017, "The Use of the Recognition Heuristic as an Investment Strategy in European Stockmarkets," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 22, issue 43, pages 207-223.
• Kari Larsen & Shariq Gilani, 2017, "RegTech is the New Black - The Growth of RegTech Demand and Investment," Journal of Financial Transformation, Capco Institute, volume 45, pages 22-29.
• Andrew Freeman & Iordanis Karagiannidis & D. Sykes Wilford, 2017, "The Power of “Negative Beta”: Why Every Portfolio Should Include Private Equity," Journal of Financial Transformation, Capco Institute, volume 45, pages 101-110.
• Christopher Rapcewicz, 2017, "Aligning Interests over the Long Term: an Incentive Structure for U.S. 501(C)(3) Private Foundations," Journal of Financial Transformation, Capco Institute, volume 46, pages 207-218.
• Atanu Saha & Alex Rinaudo, 2017, "Actively managed versus passive mutual funds: A race of two portfolios," Journal of Financial Transformation, Capco Institute, volume 46, pages 193-206.
• Atanu Saha & Alex Rinaudo, 2017, "Downside risk protection of Retirement Assets: A new approach," Journal of Financial Transformation, Capco Institute, volume 45, pages 111-120.
• Jaber Bahrami & Mosayeb Pahlavani & Reza Roshan & Saeed Rasekhi, 2017, "The Impact of Exchange Rate Changes on Asset Returns in the Framework of a Consumption Based Capital Asset Pricing Model," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 4, issue 1, pages 59-86.
• Udoka Bernard ALAJEKWU & Michael Chukwumee OBIALOR & Cyprian Okey OKORO, 2017, "Ffect Of Investor Sentiment On Future Returns In The Nigerian Stock Market," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 17, issue 2, pages 103-126.
• Emil Mihalina & Ivan Krivicic & Tihomir Antunovic, 2017, "Winter Saeculum," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 8, issue 1, pages 39-52.
• Elma Agic-Sabeta, 2017, "Portfolio Insurance Investment Strategies: A Risk-Management Tool," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 8, issue 2, pages 91-104.
• Zoran Ivanovski & Nadica Ivanovska & Zoran Narasanov, 2017, "Technical Analysis Accuracy At Macedonian Stock Exchange," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 8, issue 2, pages 105-118.
• Armin Habibovic & Davor Zoricic & Zrinka Lovretin Golubic, 2017, "Efficiency Of Crobex And Crobex10 Stock Market Indices," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 8, issue 3, pages 271-280.
• Tomasz MIZIOLEK & Adam ZAREMBA, 2017, "Fundamental Indexation in European Emerging Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 23-37, March.
• Hatice Gaye GENCER & Mehmet Yasin HURATA, 2017, "Risk Transmission and Contagion in the Equity Markets: International Evidence from the Global Financial Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 110-129, September.
• Krzysztof DRACHAL, 2017, "Volatility Clustering, Leverage Effects and Risk-Return Tradeoff in the Selected Stock Markets in the CEE Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 37-53, September.
• Dan Gabriel ANGHEL, 2017, "Intraday Market Efficiency for a Typical Central and Eastern European Stock Market: The Case of Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 88-109, September.
• Alin Marius ANDRIEŞ & Iulian IHNATOV & Nicu SPRINCEAN, 2017, "Do Seasonal Anomalies Still Exist In Central And Eastern European Countries? A Conditional Variance Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 60-83, December.
• Andrey Kudryavtsev & Shosh Shahrabani & Yaniv Azoulay, 2017, "Frequency of Adjusting Asset Allocations in the Life-Cycle Pension Model: When Doing More Is Not Necessarily Better," Bulletin of Applied Economics, Risk Market Journals, volume 4, issue 1, pages 13-33.
• Madalina-Gabriela ANGHEL & Mirela Panait & Alexandru MANOLE & Marius POPOVICI, 2017, "Theoretical Aspects of the Dynamic Portfolio Management," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 65, issue 2, pages 47-55, February.
• Constantin ANGHELACHE & Radu Titus MARINESCU & Diana Valentina DUMITRESCU, 2017, "Time Diversification In Consumption And Saving," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 65, issue 2, pages 64-70, February.
• Constantin ANGHELACHE & Marius POPOVICI, 2017, "Financial market analysis models," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 65, issue 6, pages 174-183, June.
• Gheorghe Savoiu & Simina Brostescu, 2017, "Three International Statistical Indicators And Their Factorial Impact On The Modelling Of Foreign Investments In Romania," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 65, issue 8, pages 174-188, August.
• Mario Tirelli, 2017, "Optimal Financial Contracts With Unobservable Investments," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0230, Dec.
• Rocco Ciciretti & Ambrogio Dalò & Lammertjan Dam, 2017, "The Contributions of Betas versus Characteristics to the ESG Premium," CEIS Research Paper, Tor Vergata University, CEIS, number 413, Jul, revised 19 Dec 2019.
• Qing Zhou & Robert Faff, 2017, "The complementary role of cross-sectional and time-series information in forecasting stock returns," Australian Journal of Management, Australian School of Business, volume 42, issue 1, pages 113-139, February, DOI: 10.1177/0312896215575888.
• Anthony Asher & Ramona Meyricke & Susan Thorp & Shang Wu, 2017, "Age pensioner decumulation: Responses to incentives, uncertainty and family need," Australian Journal of Management, Australian School of Business, volume 42, issue 4, pages 583-607, November, DOI: 10.1177/0312896216682577.
• Emenike Kalu O., 2017, "Weak-form Efficiency After Global Financial Crisis: Emerging Stock Market Evidence," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 16, issue 1, pages 90-113, April, DOI: 10.1177/0972652716686268.
• Argel S. Masa & John Francis T. Diaz, 2017, "Long-memory Modelling and Forecasting of the Returns and Volatility of Exchange-traded Notes (ETNs)," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 11, issue 1, pages 23-53, February, DOI: 10.1177/0973801016676012.
• Santos, André Alves Portela & Ferreira, Alexandre R., 2017, "On the choice of covariance specifications for portfolio selection problems," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 37, issue 1, May.
• Dimitris Christelis & Michael Ehrmann & Dimitris Georgarakos, 2017, "Exploring Differences in Household Debt Across the United States and Euro Area Countries," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 465, Jan.
• Lorenzo Pandolfi & Tomas Williams, 2017, "Capital Flows and Sovereign Debt Markets: Evidence from Index Rebalancings," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 487, Nov.
• WAHBEEAH MOHTI & Andreia Dionísio & Isabel Vieira & Paulo Ferreira, 2017, "Equity Markets Integration in Asia," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5007107, May.
• Jongoh Kim, 2017, "Racetrack Punters Overpay the Lottery-type Stocks?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5808237, Oct.
• Sana Tauseef, 2017, "Cross-Sectional Variation in Stock Returns: Evidence from an Emerging Market," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 4807087, Jul.
• Manuel Ammann & Christian Ehmann, 2017, "Is Governance Related to Investment Performance and Asset Allocation? Empirical Evidence from Swiss Pension Funds," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 153, issue 3, pages 293-339, September.
• Mota Aragón, Martha beatriz & Mata Mata, Leovardo, 2017, "Volatilidad del Mercado Integrado Latinoamericano: un enfoque multivariado / Volatility of the Latin American Integrated Market: A Multivariate Approach," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 7, issue 1, pages 9-26, enero-jun.
• Tapia Gómez, Armando & Massa Roldán, Ricardo & Reyna Miranda, Montserrat, 2017, "Estrategia de construcción de portafolios de inversión: estudio comparativo para América Latina / Investment Portfolio Strategy: Comparative Study for Latin America," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 7, issue 2, pages 177-199, julio-dic.
• Olivares Aguayo, Héctor Alonso & Ortiz Ramírez, Ambrosio & Venegas Martínez, Francisco, 2017, "Valuación de una nota estructurada que vincula el rendimiento de un bono cupón cero con una opción en un portafolio de inversión / Pricing a Structured Note that Links a Zero-Coupon Bond Return with an Option in an Investment Porfolio," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 7, issue 2, pages 201-235, julio-dic.
• Daniel Gray & Alberto Montagnoli & Mirko Moro, 2017, "Does education improve financial outcomes? Quasi-experimental evidence from Britain," Working Papers, The University of Sheffield, Department of Economics, number 2017010, Apr.
• Yu-Chin Hsu & Hsiou-Wei Lin & Kendro Vincent, 2017, "Analyzing the Performance of Multi-Factor Investment Strategies under Multiple Testing Framework," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 17-A001, Jan.
• Yu-Chin Hsu & Hsiou-Wei Lin & Kendro Vincent, 2017, "Do Cross-Sectional Stock Return Predictors Pass the Test without Data-Snooping Bias?," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 17-A003, Jan.
• Boryana Bogdanova & Bozhidar Nedev, 2017, "Changes in Temporal Patterns of the Momentum Effect in Times of Turmoil: Evidence from the Bulgarian Stock," Bulgarian Economic Papers, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, number bep-2017-11, Dec, revised Dec 2017.
• Andreas M. Fischer & Rafael Greminger & Christian Grisse, 2017, "Portfolio rebalancing in times of stress," Working Papers, Swiss National Bank, number 2017-11.
• Marie Briere & Ariane Szafarz, 2017, "Factor Investing: The Rocky Road from Long-Only to Long-Short," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 17-013, Apr.
• İbrahim Yaşar GÖK & Ozan ÖZDEMİR, 2017, "Borsa İstanbul Sürdürülebilirlik Endeksinin Performans Karakteristiği," Sosyoekonomi Journal, Sosyoekonomi Society, issue 25(34).
• Fernando Chague & Rodrigo De Losso, Bruno Giovannetti, 2017, "The Price Tag Illusion," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2017_31, Nov.
• Odunayo Magret Olarewaju & Mabutho Sibanda & Stephen Oseko Migiro, 2017, "Dynamics of Lintner’s Model in the Dividend Payment Process of Nigerian Banks," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 67, issue 3, pages 79-94, july-Sept.
• Taras Bodnar & Taras Zabolotskyy, 2017, "How risky is the optimal portfolio which maximizes the Sharpe ratio?," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 101, issue 1, pages 1-28, January, DOI: 10.1007/s10182-016-0270-3.
• Margherita Giuzio, 2017, "Genetic algorithm versus classical methods in sparse index tracking," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 40, issue 1, pages 243-256, November, DOI: 10.1007/s10203-017-0191-y.
• Anna Battauz & Marzia Donno & Alessandro Sbuelz, 2017, "Reaching nirvana with a defaultable asset?," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 40, issue 1, pages 31-52, November, DOI: 10.1007/s10203-017-0192-x.
• Andreas H. Hamel & Sophie Qingzhen Wang, 2017, "A set optimization approach to utility maximization under transaction costs," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 40, issue 1, pages 257-275, November, DOI: 10.1007/s10203-017-0195-7.
• Alessandra Carleo & Francesco Cesarone & Andrea Gheno & Jacopo Maria Ricci, 2017, "Approximating exact expected utility via portfolio efficient frontiers," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 40, issue 1, pages 115-143, November, DOI: 10.1007/s10203-017-0201-0.
• T. G. Saji & Ratheesh K. Nair, 2017, "Investor-centric strategies for Indian mutual fund industry: inferring from the behavior of individual investors," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 44, issue 3, pages 209-225, September, DOI: 10.1007/s40622-017-0157-5.
• Claudiu Tiberiu Albulescu & Daniel Goyeau & Aviral Kumar Tiwari, 2017, "Co-movements and contagion between international stock index futures markets," Empirical Economics, Springer, volume 52, issue 4, pages 1529-1568, June, DOI: 10.1007/s00181-016-1113-5.
• Kiichi Tokuoka, 2017, "Is stock investment contagious among siblings?," Empirical Economics, Springer, volume 52, issue 4, pages 1505-1528, June, DOI: 10.1007/s00181-016-1120-6.
• Rui F. Teixeira & Mara Madaleno & Elisabete S. Vieira, 2017, "Oil price effects over individual Portuguese stock returns," Empirical Economics, Springer, volume 53, issue 3, pages 891-926, November, DOI: 10.1007/s00181-016-1166-5.
• Berna Aydogan, 2017, "Sentiment dynamics and volatility of international stock markets," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 7, issue 3, pages 407-419, December, DOI: 10.1007/s40821-016-0063-3.
• Hao Xing, 2017, "Consumption–investment optimization with Epstein–Zin utility in incomplete markets," Finance and Stochastics, Springer, volume 21, issue 1, pages 227-262, January, DOI: 10.1007/s00780-016-0297-z.
• Holger Kraft & Thomas Seiferling & Frank Thomas Seifried, 2017, "Optimal consumption and investment with Epstein–Zin recursive utility," Finance and Stochastics, Springer, volume 21, issue 1, pages 187-226, January, DOI: 10.1007/s00780-016-0316-0.
• Sigrid Källblad, 2017, "Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals," Finance and Stochastics, Springer, volume 21, issue 2, pages 397-425, April, DOI: 10.1007/s00780-016-0318-y.
• Peter Bank & Yan Dolinsky & Ari-Pekka Perkkiö, 2017, "The scaling limit of superreplication prices with small transaction costs in the multivariate case," Finance and Stochastics, Springer, volume 21, issue 2, pages 487-508, April, DOI: 10.1007/s00780-016-0320-4.
• Takuji Arai & Yuto Imai & Ryoichi Suzuki, 2017, "Local risk-minimization for Barndorff-Nielsen and Shephard models," Finance and Stochastics, Springer, volume 21, issue 2, pages 551-592, April, DOI: 10.1007/s00780-017-0324-8.
• Ying Jiao & Olivier Klopfenstein & Peter Tankov, 2017, "Hedging under multiple risk constraints," Finance and Stochastics, Springer, volume 21, issue 2, pages 361-396, April, DOI: 10.1007/s00780-017-0326-6.
• Tomas Björk & Mariana Khapko & Agatha Murgoci, 2017, "On time-inconsistent stochastic control in continuous time," Finance and Stochastics, Springer, volume 21, issue 2, pages 331-360, April, DOI: 10.1007/s00780-017-0327-5.
• Carole Bernard & Ludger Rüschendorf & Steven Vanduffel & Ruodu Wang, 2017, "Risk bounds for factor models," Finance and Stochastics, Springer, volume 21, issue 3, pages 631-659, July, DOI: 10.1007/s00780-017-0328-4.
• Jaksa Cvitanić & Walter Schachermayer & Hui Wang, 2017, "Erratum to: Utility maximization in incomplete markets with random endowment," Finance and Stochastics, Springer, volume 21, issue 3, pages 867-872, July, DOI: 10.1007/s00780-017-0331-9.
• Ioannis Karatzas & Johannes Ruf, 2017, "Trading strategies generated by Lyapunov functions," Finance and Stochastics, Springer, volume 21, issue 3, pages 753-787, July, DOI: 10.1007/s00780-017-0332-8.
• Siegfried K. Berninghaus & Werner Güth & Charlotte Klempt & Kerstin Pull, 2017, "Assessing Mental Models via Recording Decision Deliberations of Pairs," Homo Oeconomicus: Journal of Behavioral and Institutional Economics, Springer, volume 34, issue 2, pages 97-115, November, DOI: 10.1007/s41412-017-0051-6.
• KiHoon Hong, 2017, "Bitcoin as an alternative investment vehicle," Information Technology and Management, Springer, volume 18, issue 4, pages 265-275, December, DOI: 10.1007/s10799-016-0264-6.
• Oscar A. Stolper & Andreas Walter, 2017, "Financial literacy, financial advice, and financial behavior," Journal of Business Economics, Springer, volume 87, issue 5, pages 581-643, July, DOI: 10.1007/s11573-017-0853-9.
• Maximilian Koestner & Benjamin Loos & Steffen Meyer & Andreas Hackethal, 2017, "Do individual investors learn from their mistakes?," Journal of Business Economics, Springer, volume 87, issue 5, pages 669-703, July, DOI: 10.1007/s11573-017-0855-7.
• Chih-Hsiang Chang, 2017, "Exploring stock recommenders’ behavior and recommendation receivers’ sophistication," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 1, pages 1-26, January, DOI: 10.1007/s12197-015-9330-x.
• Ray R. Sturm, 2017, "Schwab’s equity ratings: value added or old news?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 2, pages 257-275, April, DOI: 10.1007/s12197-015-9347-1.
• Jukka Ilomäki, 2017, "Animal spirits, beauty contests and expected returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 3, pages 474-486, July, DOI: 10.1007/s12197-016-9364-8.
• Manhwa Wu & Paoyu Huang & Yensen Ni, 2017, "Investing strategies as continuous rising (falling) share prices released," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 4, pages 763-773, October, DOI: 10.1007/s12197-016-9377-3.
• Tsunehiro Ishihara & Yasuhiro Omori, 2017, "Portfolio optimization using dynamic factor and stochastic volatility: evidence on Fat-tailed errors and leverage," The Japanese Economic Review, Springer, volume 68, issue 1, pages 63-94, March, DOI: 10.1111/jere.12114.
• Mária Bohdalová & Michal Greguš, 2017, "Impact Of Uncertainty On European Market Indices Quantile Regression Approach," CBU International Conference Proceedings, ISE Research Institute, volume 5, issue 0, pages 57-61, September, DOI: 10.12955/cbup.v5.902.
• Lukasz Gatarek & Søren Johansen, 2017, "The role of cointegration for optimal hedging with heteroscedastic error term," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-12, Mar.
• Niels S. Grønborg & Asger Lunde & Allan Timmermann & Russ Wermers, 2017, "Picking Funds with Confidence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-13, Mar.
• Nektarios Aslanidis & Charlotte Christiansen, 2017, "Flight to Safety from European Stock Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-38, Nov.
• Tsutomu Miyagawa & Miho Takizawa, 2017, "Investments and Stock Returns: Testing the Investment-based Capital Asset Pricing Model," Gakushuin Economic Papers, Gakushuin University, Faculty of Economics, volume 54, issue 2, pages 53-85.
• Monisankar Bishnu & Nick L. Guo & Cagri S Kumru, 2017, "Social Security: Progressive Benefits but Regressive Outcome?," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2017-656, Dec.
• Ayben Koy & Güldenur Çetin & İhsan Ersan, 2017, "Regime Dynamics of International Precious Metal Markets," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 32, issue 107, pages 26-40, April, DOI: https://doi.org/10.33203/mfy.307172.
• Hakkı Öztürk, 2017, "An Analysis of EV/EBITDA and P/E Multiples in Borsa Istanbul," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 32, issue 108, pages 87-103, October, DOI: https://doi.org/10.33203/mfy.357668.
• Semyon Malamud & Marzena Rostek, 2017, "Decentralized Exchange," American Economic Review, American Economic Association, volume 107, issue 11, pages 3320-3362, November.
• Andrew Ellis & Michele Piccione, 2017, "Correlation Misperception in Choice," American Economic Review, American Economic Association, volume 107, issue 4, pages 1264-1292, April.
• Stelios Arvanitis & Nikolas Topalogou, 2017, "Testing for Prospect and Markowitz stochastic dominance efficiency," Working Papers, Athens University Of Economics and Business, Department of Economics, number 201701, Jan.
• Stelios Arvanitis, 2017, "Non-Emptyness of Stochastic Dominance Effiicient Sets via Stochastic Spanning," Working Papers, Athens University Of Economics and Business, Department of Economics, number 201710, Oct.
• Kofi A. Ababio & John W. Muteba Mwamba, 2017, "Herding Behaviour in Financial Markets: Empirical Evidence from the Johannesburg Stock Exchange," The African Finance Journal, Africagrowth Institute, volume 19, issue 1, pages 23-44.
• Dolatabadi, Sepideh & Kumar Narayan, Paresh & Orregaard Nielsen, Morten & Xu, Ke, 2017, "Economic significance of commodity return forecasts from the fractionally cointegrated VAR model," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274663, Jan, DOI: 10.22004/ag.econ.274663.
• Dharmasena, Senarath & Yang, Tingyi & Capps, Oral Jr., 2017, "U.S. Demand for Dairy Alternative Beverages: Attribute Space Distance and Hedonic Matric Approaches," 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama, Southern Agricultural Economics Association, number 252742, Jan, DOI: 10.22004/ag.econ.252742.
• Tekiner KAYA, 2017, "Borsa İstanbul’Da İlk Halka Arzlarin Uzun Dönem Performans Anali̇zi̇: Normalüstü Geti̇ri̇ Mümkün Mü?," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 2, issue 1, pages 6-19, DOI: doi.org/10.30784/epfad.314755.
• Mihaela Brodocianu & Ovidiu Stoica, 2017, "Herding Behavior Of Institutional Investors In Romania. An Empirical Analysis," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 20, pages 115-130, December.
• Martin PAŽICKÃ, 2017, "Stock Price Simulation Using Bootstrap And Monte Carlo," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 64, issue 2, pages 155-170, June.
• Amanjot SINGH, 2017, "Modeling Conditional Volatility Of Indian Banking Sector’S Stock Market Returns," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 64, issue 3, pages 325-338, September.
• Atila Karkacier & Fatih Coskun Ertas, 2017, "Independent Auditing Effect on Investment Decisions of Institutional Investors," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 16, issue 3, pages 297-319, September.
• Claudio Raddatz & Sergio Luis Schmukler & Tomas Williams, 2017, "International Asset Allocations and Capital Flows: The Benchmark Effect," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 141, Sep.
• Jonathan B. Berk & Jules H. van Binsbergen, 2017, "Mutual Funds in Equilibrium," Annual Review of Financial Economics, Annual Reviews, volume 9, issue 1, pages 147-167, November, DOI: 10.1146/annurev-financial-110716-03.
• H. Mete Soner & Johannes Muhle-Karbe & Max Reppen, 2017, "A Primer on Portfolio Choice with Small Transaction Costs," Annual Review of Financial Economics, Annual Reviews, volume 9, issue 1, pages 301-331, November, DOI: 10.1146/annurev-financial-110716-03.
• T. Tony Cai & Wenguang Sun, 2017, "Large-Scale Global and Simultaneous Inference: Estimation and Testing in Very High Dimensions," Annual Review of Economics, Annual Reviews, volume 9, issue 1, pages 411-439, September, DOI: 10.1146/annurev-economics-063016-10.
• Сейдахметова С.С. & Тусаева А.К., 2017, "Влияние Макроэкономических Показателей На Приток Прямых Иностранных Инвестиций В Республику Казахстан," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 3, pages 11-19.
• Nikita Céspedes Reynaga, 2017, "La heterogeneidad de la dolarización de créditos a nivel de personas," Working Papers, Peruvian Economic Association, number 108, Dec.
• Tim Leung & Yerkin Kitapbayev, 2017, "Optimal Mean-Reverting Spread Trading: Nonlinear Integral Equation Approach," Papers, arXiv.org, number 1701.00875, Jan, revised Jan 2017.
• Charles-Albert Lehalle & Eyal Neuman, 2017, "Incorporating Signals into Optimal Trading," Papers, arXiv.org, number 1704.00847, Apr, revised Jun 2018.
• Matthias Raddant & Dror Y. Kenett, 2017, "Interconnectedness in the Global Financial Market," Papers, arXiv.org, number 1704.01028, Apr, revised Jun 2020.
• Rupert Way & Franc{c}ois Lafond & Fabrizio Lillo & Valentyn Panchenko & J. Doyne Farmer, 2017, "Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves," Papers, arXiv.org, number 1705.03423, May, revised Aug 2018.
• Dietmar Leisen & Eckhard Platen, 2017, "Investing for the Long Run," Papers, arXiv.org, number 1705.03929, May.
• Eckhard Platen & Renata Rendek, 2017, "Market Efficiency and Growth Optimal Portfolio," Papers, arXiv.org, number 1706.06832, Jun.
• Nikolaus Hautsch & Stefan Voigt, 2017, "Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty," Papers, arXiv.org, number 1709.06296, Sep, revised Jun 2018.
• Jaroslav Borovicka & John Stachurski, 2017, "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," Papers, arXiv.org, number 1710.06526, Oct, revised Apr 2019.
• Louis R. Eeckhoudt & Roger J. A. Laeven & Harris Schlesinger, 2017, "Risk Apportionment: The Dual Story," Papers, arXiv.org, number 1712.02182, Dec.
• Andreas Drichoutis & Rodolfo M. Nayga, Jr., 2017, "Economic rationality under cognitive load," Working Papers, Agricultural University of Athens, Department Of Agricultural Economics, number 2017-2.
• Catalina Florentina PRICOPE, 2017, "The implications of IFRS adoption on foreign direct investment in poor countries," The Audit Financiar journal, Chamber of Financial Auditors of Romania, volume 15, issue 146, pages 218-218.
• Massimo Guidolin & Francesco Chincoli, 2017, "Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1754.
• Elvira Caloiero & Massimo Guidolin, 2017, "Volatility as an Alternative asset Class: Does It Improve Portfolio Performance?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1763.
• Iryna Honcharenko & Olena Berezina, 2017, "Challenges And Strategic Priorities For The Development Of Investment Insurance In Ukraine," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 3, issue 5, DOI: 10.30525/2256-0742/2017-3-5-84-90.
• Fabrizio Crespi & Danilo Valerio Mascia, 2017, "Introducing Individual Savings Accounts to sustain the development of Italian Smes," BANCARIA, Bancaria Editrice, volume 4, pages 61-69, April.
• Paola Fandella, 2017, "Twitter sentiment and stock prices: the growing effects of social media," BANCARIA, Bancaria Editrice, volume 5, pages 83-88, May.
• Maria Debora Braga, 2017, "Portfolio Risk reduction strategies for different investors," BANCARIA, Bancaria Editrice, volume 7, pages 47-55, July.
• Chirag Shekhar & Mark Trede, 2017, "Portfolio Optimization Using Multivariate t-Copulas with Conditionally Skewed Margins," Review of Economics & Finance, Better Advances Press, Canada, volume 9, pages 29-41, August.
• Ibrahim M. Awad & Abdel-Rahman Al-Ewesat, 2017, "Volatility Persistence in Palestine Exchange Bulls and Bears: An Econometric Analysis of Time Series Data," Review of Economics & Finance, Better Advances Press, Canada, volume 9, pages 83-97, August.
• Dimitar Nenkov, 2017, "Financial management of creating value in companies," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 33-47.
• Toni Ahnert & Co-Pierre Georg, 2017, "Information Contagion and Systemic Risk," Staff Working Papers, Bank of Canada, number 17-29, DOI: 10.34989/swp-2017-29.
• Cristina Terra & Enrico Vasconcelos, 2017, "Credit Market Quality, Innovation and Trade," Working Papers Series, Central Bank of Brazil, Research Department, number 458, Jul.
• Giorgio Albareto & Giuseppe Cappelletti & Andrea Cardillo & Luca Zucchelli, 2017, "The total cost of investing in mutual funds," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 391, Sep.
• Andrea Cardillo & Massimo Coletta, 2017, "Household investments through Italian asset management products," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 409, Nov.
• Enrico Bernardini & Johnny Di Giampaolo & Ivan Faiella & Riccardo Poli, 2017, "Investing in the electric utilities sector: the implications of carbon risk," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 410, Nov.
• Eleonora Patacchini & Edoardo Rainone, 2017, "Social ties and the demand for financial services," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1115, Jun.