Research classified by Journal of Economic Literature (JEL) codes

2016

• Kwame Osei-Assibey, 2016, "Price of Political Uncertainty: Evidence from Ghanaian Treasury Bills," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1827-1834.
• Azam Mohammadzadeh & Mohammad Nabi Shahiki Tash & Reza Roshan, 2016, "Investigating and Comparing Some Consumption-based Asset Pricing Models: The Case of Iran," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1884-1894.
• Öykü YÜCEL, 2016, "BÝST Endekslerinin Risk Temelli Performans Karþýlaþtýrmasý," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 4, issue 4, pages 151-164.
• Ayben KOY & Güldenur ÇETÝN, 2016, "Metal Vadeli Ýþlem Piyasalarý ve Doðrusal Olmayan Dinamikleri," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 4, issue 4, pages 165-176.
• Baur, Dirk G. & McDermott, Thomas K.J., 2016, "Why is gold a safe haven?," Journal of Behavioral and Experimental Finance, Elsevier, volume 10, issue C, pages 63-71, DOI: 10.1016/j.jbef.2016.03.002.
• Dichtl, Hubert & Drobetz, Wolfgang & Kryzanowski, Lawrence, 2016, "Timing the stock market: Does it really make no sense?," Journal of Behavioral and Experimental Finance, Elsevier, volume 10, issue C, pages 88-104, DOI: 10.1016/j.jbef.2016.03.005.
• Best, Michael J. & Grauer, Robert R., 2016, "Prospect theory and portfolio selection," Journal of Behavioral and Experimental Finance, Elsevier, volume 11, issue C, pages 13-17, DOI: 10.1016/j.jbef.2016.05.002.
• Lawal, Tolulola, 2016, "Clustering of annual general meetings and stock returns: UK evidence," Journal of Behavioral and Experimental Finance, Elsevier, volume 11, issue C, pages 9-12, DOI: 10.1016/j.jbef.2016.05.001.
• Kiymaz, Halil & Öztürkkal, Belma & Akkemik, K. Ali, 2016, "Behavioral biases of finance professionals: Turkish evidence," Journal of Behavioral and Experimental Finance, Elsevier, volume 12, issue C, pages 101-111, DOI: 10.1016/j.jbef.2016.10.001.
• Hoffmann, Arvid O.I. & Post, Thomas, 2016, "How does investor confidence lead to trading? Linking investor return experiences, confidence, and investment beliefs," Journal of Behavioral and Experimental Finance, Elsevier, volume 12, issue C, pages 65-78, DOI: 10.1016/j.jbef.2016.09.003.
• Warsame, Mohammed Hersi & Ireri, Edward Mugambi, 2016, "Does the theory of planned behaviour (TPB) matter in Sukuk investment decisions?," Journal of Behavioral and Experimental Finance, Elsevier, volume 12, issue C, pages 93-100, DOI: 10.1016/j.jbef.2016.10.002.
• Yang, Xiaolan & Zhu, Li, 2016, "Ambiguity vs risk: An experimental study of overconfidence, gender and trading activity," Journal of Behavioral and Experimental Finance, Elsevier, volume 9, issue C, pages 125-131, DOI: 10.1016/j.jbef.2016.01.003.
• Fasano, Antonio & Galloppo, Giuseppe, 2016, "Emerging market active managers: Skilled or stubborn?," Journal of Behavioral and Experimental Finance, Elsevier, volume 9, issue C, pages 132-135, DOI: 10.1016/j.jbef.2015.11.001.
• Zaremba, Adam, 2016, "Investor sentiment, limits on arbitrage, and the performance of cross-country stock market anomalies," Journal of Behavioral and Experimental Finance, Elsevier, volume 9, issue C, pages 136-163, DOI: 10.1016/j.jbef.2015.11.007.
• Almamy, Jeehan & Aston, John & Ngwa, Leonard N., 2016, "An evaluation of Altman's Z-score using cash flow ratio to predict corporate failure amid the recent financial crisis: Evidence from the UK," Journal of Corporate Finance, Elsevier, volume 36, issue C, pages 278-285, DOI: 10.1016/j.jcorpfin.2015.12.009.
• Clarke, Jonathan & Khurshed, Arif & Pande, Alok & Singh, Ajai K., 2016, "Sentiment traders & IPO initial returns: The Indian evidence," Journal of Corporate Finance, Elsevier, volume 37, issue C, pages 24-37, DOI: 10.1016/j.jcorpfin.2015.10.007.
• Kryzanowski, Lawrence & Mohebshahedin, Mahmood, 2016, "Board governance, monetary interest, and closed-end fund performance," Journal of Corporate Finance, Elsevier, volume 38, issue C, pages 196-217, DOI: 10.1016/j.jcorpfin.2016.01.010.
• Ayash, Brian & Schütt, Harm, 2016, "Does going private add value through operating improvements?," Journal of Corporate Finance, Elsevier, volume 40, issue C, pages 192-215, DOI: 10.1016/j.jcorpfin.2016.07.015.
• Carosi, Andrea, 2016, "Do local causations matter? The effect of firm location on the relations of ROE, R&D, and firm SIZE with MARKET-TO-BOOK," Journal of Corporate Finance, Elsevier, volume 41, issue C, pages 388-409, DOI: 10.1016/j.jcorpfin.2016.10.008.
• de Quidt, Jonathan & Fetzer, Thiemo & Ghatak, Maitreesh, 2016, "Group lending without joint liability," Journal of Development Economics, Elsevier, volume 121, issue C, pages 217-236, DOI: 10.1016/j.jdeveco.2014.11.006.
• Cong, F. & Oosterlee, C.W., 2016, "Multi-period mean–variance portfolio optimization based on Monte-Carlo simulation," Journal of Economic Dynamics and Control, Elsevier, volume 64, issue C, pages 23-38, DOI: 10.1016/j.jedc.2016.01.001.
• Tian, Yuan, 2016, "Optimal capital structure and investment decisions under time-inconsistent preferences," Journal of Economic Dynamics and Control, Elsevier, volume 65, issue C, pages 83-104, DOI: 10.1016/j.jedc.2016.02.001.
• Desmettre, Sascha & Seifried, Frank Thomas, 2016, "Optimal asset allocation with fixed-term securities," Journal of Economic Dynamics and Control, Elsevier, volume 66, issue C, pages 1-19, DOI: 10.1016/j.jedc.2016.03.001.
• Pohl, Walter & Schmedders, Karl & Wilms, Ole, 2016, "Asset prices with non-permanent shocks to consumption," Journal of Economic Dynamics and Control, Elsevier, volume 69, issue C, pages 152-178, DOI: 10.1016/j.jedc.2016.05.010.
• Gliksberg, Baruch, 2016, "Equilibria under monetary and fiscal policy interactions in a portfolio choice model," Journal of Economic Dynamics and Control, Elsevier, volume 69, issue C, pages 209-228, DOI: 10.1016/j.jedc.2016.05.014.
• Liu, Xuan & Yang, Fang & Cai, Zongwu, 2016, "Does relative risk aversion vary with wealth? Evidence from households׳ portfolio choice data," Journal of Economic Dynamics and Control, Elsevier, volume 69, issue C, pages 229-248, DOI: 10.1016/j.jedc.2016.05.015.
• Li, Bin & Li, Danping & Xiong, Dewen, 2016, "Alpha-robust mean-variance reinsurance-investment strategy," Journal of Economic Dynamics and Control, Elsevier, volume 70, issue C, pages 101-123, DOI: 10.1016/j.jedc.2016.07.001.
• Ben Abdallah, Skander & Lasserre, Pierre, 2016, "Asset retirement with infinitely repeated alternative replacements: Harvest age and species choice in forestry," Journal of Economic Dynamics and Control, Elsevier, volume 70, issue C, pages 144-164, DOI: 10.1016/j.jedc.2016.07.008.
• Cong, F. & Oosterlee, C.W., 2016, "On pre-commitment aspects of a time-consistent strategy for a mean-variance investor," Journal of Economic Dynamics and Control, Elsevier, volume 70, issue C, pages 178-193, DOI: 10.1016/j.jedc.2016.07.010.
• Peijnenburg, Kim & Nijman, Theo & Werker, Bas J.M., 2016, "The annuity puzzle remains a puzzle," Journal of Economic Dynamics and Control, Elsevier, volume 70, issue C, pages 18-35, DOI: 10.1016/j.jedc.2016.05.023.
• Ewald, Christian-Oliver & Zhang, Hai, 2016, "Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk," Journal of Economic Dynamics and Control, Elsevier, volume 71, issue C, pages 45-59, DOI: 10.1016/j.jedc.2016.07.007.
• Gormus, N. Alper & Atinc, Guclu, 2016, "Volatile oil and the U.S. economy," Economic Analysis and Policy, Elsevier, volume 50, issue C, pages 62-73, DOI: 10.1016/j.eap.2016.02.001.
• Hentati-Kaffel, R. & Prigent, J.-L., 2016, "Optimal positioning in financial derivatives under mixture distributions," Economic Modelling, Elsevier, volume 52, issue PA, pages 115-124, DOI: 10.1016/j.econmod.2015.02.021.
• Bertrand, Philippe & Prigent, Jean-luc, 2016, "Equilibrium of financial derivative markets under portfolio insurance constraints," Economic Modelling, Elsevier, volume 52, issue PA, pages 278-291, DOI: 10.1016/j.econmod.2014.10.009.
• Switzer, Lorne N. & Picard, Alan, 2016, "Stock market liquidity and economic cycles: A non-linear approach," Economic Modelling, Elsevier, volume 57, issue C, pages 106-119, DOI: 10.1016/j.econmod.2016.04.006.
• Kenourgios, Dimitris & Naifar, Nader & Dimitriou, Dimitrios, 2016, "Islamic financial markets and global crises: Contagion or decoupling?," Economic Modelling, Elsevier, volume 57, issue C, pages 36-46, DOI: 10.1016/j.econmod.2016.04.014.
• Chang, Guang-Di & Cheng, Po-Ching, 2016, "Evidence of cross-asset contagion in U.S. markets," Economic Modelling, Elsevier, volume 58, issue C, pages 219-226, DOI: 10.1016/j.econmod.2016.05.014.
• Eraslan, Sercan, 2016, "Safe-haven demand for housing in London," Economic Modelling, Elsevier, volume 58, issue C, pages 482-493, DOI: 10.1016/j.econmod.2015.12.022.
• Pouliot, William, 2016, "Robust tests for change in intercept and slope in linear regression models with application to manager performance in the mutual fund industry," Economic Modelling, Elsevier, volume 58, issue C, pages 523-534, DOI: 10.1016/j.econmod.2016.03.011.
• Amédée-Manesme, Charles-Olivier & Barthélémy, Fabrice & Prigent, Jean-Luc, 2016, "Real estate investment: Market volatility and optimal holding period under risk aversion," Economic Modelling, Elsevier, volume 58, issue C, pages 543-555, DOI: 10.1016/j.econmod.2015.10.033.
• Legendre, François & Togola, Djibril, 2016, "Explicit solutions to dynamic portfolio choice problems: A continuous-time detour," Economic Modelling, Elsevier, volume 58, issue C, pages 627-641, DOI: 10.1016/j.econmod.2016.03.029.
• Feng, Xunan & Chan, Kam C., 2016, "Information advantage, short sales, and stock returns: Evidence from short selling reform in China," Economic Modelling, Elsevier, volume 59, issue C, pages 131-142, DOI: 10.1016/j.econmod.2016.07.007.
• Soumaré, Issouf & Lai, Van Son, 2016, "An analysis of government loan guarantees and direct investment through public-private partnerships," Economic Modelling, Elsevier, volume 59, issue C, pages 508-519, DOI: 10.1016/j.econmod.2016.08.012.
• Chen, Chen & Lee, Hsiu-Chuan & Liao, Tzu-Hsiang, 2016, "Risk-neutral skewness and market returns: The role of institutional investor sentiment in the futures market," The North American Journal of Economics and Finance, Elsevier, volume 35, issue C, pages 203-225, DOI: 10.1016/j.najef.2015.10.010.
• Chen, Hsuan-Chi & Lai, Christine W. & Wu, Sheng-Ching, 2016, "Mutual fund selection and performance persistence in 401(k) Plans," The North American Journal of Economics and Finance, Elsevier, volume 35, issue C, pages 78-100, DOI: 10.1016/j.najef.2015.10.004.
• Matallín-Sáez, Juan Carlos & Soler-Domínguez, Amparo & Tortosa-Ausina, Emili, 2016, "On the robustness of persistence in mutual fund performance," The North American Journal of Economics and Finance, Elsevier, volume 36, issue C, pages 192-231, DOI: 10.1016/j.najef.2016.01.002.
• Tsai, I-Chun, 2016, "Wealth effect and investor sentiment," The North American Journal of Economics and Finance, Elsevier, volume 38, issue C, pages 111-123, DOI: 10.1016/j.najef.2016.09.001.
• Ayadi, Mohamed A. & Chaibi, Anis & Kryzanowski, Lawrence, 2016, "Performance of Canadian hybrid mutual funds," The North American Journal of Economics and Finance, Elsevier, volume 38, issue C, pages 124-147, DOI: 10.1016/j.najef.2016.09.003.
• Tian, Shuairu & Hamori, Shigeyuki, 2016, "Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets: Evidence from the United States," The North American Journal of Economics and Finance, Elsevier, volume 38, issue C, pages 163-171, DOI: 10.1016/j.najef.2016.09.004.
• Asano, Koji, 2016, "Reputation acquisition in imperfect financial markets," Economics Letters, Elsevier, volume 139, issue C, pages 76-78, DOI: 10.1016/j.econlet.2016.01.001.
• Boermans, Martijn Adriaan & Frost, Jon & Steins Bisschop, Sophie, 2016, "European bond markets: Do illiquidity and concentration aggravate price shocks?," Economics Letters, Elsevier, volume 141, issue C, pages 143-146, DOI: 10.1016/j.econlet.2016.02.023.
• Berlemann, Michael & Salland, Jan, 2016, "The Joneses’ income and debt market participation: Empirical evidence from bank account data," Economics Letters, Elsevier, volume 142, issue C, pages 6-9, DOI: 10.1016/j.econlet.2016.02.030.
• Choi, Sujung, 2016, "Herding among local individual investors: Evidence from online and offline trading," Economics Letters, Elsevier, volume 144, issue C, pages 4-6, DOI: 10.1016/j.econlet.2016.04.030.
• Bannier, Christina E. & Neubert, Milena, 2016, "Gender differences in financial risk taking: The role of financial literacy and risk tolerance," Economics Letters, Elsevier, volume 145, issue C, pages 130-135, DOI: 10.1016/j.econlet.2016.05.033.
• Alper Gormus, N., 2016, "Do different time-horizons in volatility have any significance for the emerging markets?," Economics Letters, Elsevier, volume 145, issue C, pages 29-32, DOI: 10.1016/j.econlet.2016.04.035.
• Lee, Daeyong, 2016, "Effects of dependent coverage mandate on household precautionary savings: Evidence from the 2010 Affordable Care Act," Economics Letters, Elsevier, volume 147, issue C, pages 32-37, DOI: 10.1016/j.econlet.2016.08.002.
• Dumitrescu, Ariadna & Gil-Bazo, Javier, 2016, "Information and investment under uncertainty," Economics Letters, Elsevier, volume 148, issue C, pages 17-22, DOI: 10.1016/j.econlet.2016.08.043.
• Liu, Bo & Lu, Lei & Mu, Congming & Yang, Jinqiang, 2016, "Time-inconsistent preferences, investment and asset pricing," Economics Letters, Elsevier, volume 148, issue C, pages 48-52, DOI: 10.1016/j.econlet.2016.09.015.
• Ibragimov, Rustam & Prokhorov, Artem, 2016, "Heavy tails and copulas: Limits of diversification revisited," Economics Letters, Elsevier, volume 149, issue C, pages 102-107, DOI: 10.1016/j.econlet.2016.10.024.
• Maller, Ross & Roberts, Steven & Tourky, Rabee, 2016, "The large-sample distribution of the maximum Sharpe ratio with and without short sales," Journal of Econometrics, Elsevier, volume 194, issue 1, pages 138-152, DOI: 10.1016/j.jeconom.2016.04.003.
• Mykland, Per A. & Zhang, Lan, 2016, "Between data cleaning and inference: Pre-averaging and robust estimators of the efficient price," Journal of Econometrics, Elsevier, volume 194, issue 2, pages 242-262, DOI: 10.1016/j.jeconom.2016.05.005.
• Sensoy, Ahmet & Eraslan, Veysel & Erturk, Mutahhar, 2016, "Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe," Economic Systems, Elsevier, volume 40, issue 4, pages 552-567, DOI: 10.1016/j.ecosys.2016.02.003.
• van den Bremer, Ton & van der Ploeg, Frederick & Wills, Samuel, 2016, "The Elephant In The Ground: Managing Oil And Sovereign Wealth," European Economic Review, Elsevier, volume 82, issue C, pages 113-131, DOI: 10.1016/j.euroecorev.2015.10.005.
• Cociuba, Simona E. & Shukayev, Malik & Ueberfeldt, Alexander, 2016, "Collateralized borrowing and risk taking at low interest rates," European Economic Review, Elsevier, volume 85, issue C, pages 62-83, DOI: 10.1016/j.euroecorev.2016.02.005.
• Guastaroba, G. & Mansini, R. & Ogryczak, W. & Speranza, M.G., 2016, "Linear programming models based on Omega ratio for the Enhanced Index Tracking Problem," European Journal of Operational Research, Elsevier, volume 251, issue 3, pages 938-956, DOI: 10.1016/j.ejor.2015.11.037.
• Neaime, Simon, 2016, "Financial crises and contagion vulnerability of MENA stock markets," Emerging Markets Review, Elsevier, volume 27, issue C, pages 14-35, DOI: 10.1016/j.ememar.2016.03.002.
• Deng, Qi & Zhou, Zhong-guo, 2016, "Overreaction in ChiNext IPOs' initial returns: How much and what caused it?," Emerging Markets Review, Elsevier, volume 29, issue C, pages 82-103, DOI: 10.1016/j.ememar.2016.08.012.
• Bazgour, Tarik & Heuchenne, Cedric & Sougné, Danielle, 2016, "Conditional portfolio allocation: Does aggregate market liquidity matter?," Journal of Empirical Finance, Elsevier, volume 35, issue C, pages 110-135, DOI: 10.1016/j.jempfin.2015.10.004.
• Lepori, Gabriele M., 2016, "Air pollution and stock returns: Evidence from a natural experiment," Journal of Empirical Finance, Elsevier, volume 35, issue C, pages 25-42, DOI: 10.1016/j.jempfin.2015.10.008.
• Cejnek, Georg & Randl, Otto, 2016, "Risk and return of short-duration equity investments," Journal of Empirical Finance, Elsevier, volume 36, issue C, pages 181-198, DOI: 10.1016/j.jempfin.2016.01.017.
• Aboulamer, Anas & Kryzanowski, Lawrence, 2016, "Are idiosyncratic volatility and MAX priced in the Canadian market?," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 20-36, DOI: 10.1016/j.jempfin.2016.02.005.
• Karagiannidis, Iordanis & Vozlyublennaia, Nadia, 2016, "Limits to mutual funds' ability to rely on mean/variance optimization," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 282-292, DOI: 10.1016/j.jempfin.2016.01.008.
• Luik, Marc-André & Steinhardt, Max Friedrich, 2016, "Immigrant-native differences in stockholding – The role of cognitive and non-cognitive skills," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 103-119, DOI: 10.1016/j.jempfin.2016.05.008.
• Paya, Ivan & Wang, Peng, 2016, "Wealth fluctuations and investment in risky assets: The UK micro evidence on households asset allocation," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 221-235, DOI: 10.1016/j.jempfin.2016.07.003.
• Peñaranda, Francisco & Sentana, Enrique, 2016, "Duality in mean-variance frontiers with conditioning information," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 762-785, DOI: 10.1016/j.jempfin.2016.03.008.
• Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2016, "Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk," Energy Economics, Elsevier, volume 54, issue C, pages 159-172, DOI: 10.1016/j.eneco.2015.11.003.
• Wang, Yudong & Liu, Li & Ma, Feng & Wu, Chongfeng, 2016, "What the investors need to know about forecasting oil futures return volatility," Energy Economics, Elsevier, volume 57, issue C, pages 128-139, DOI: 10.1016/j.eneco.2016.05.004.
• Nagayev, Ruslan & Disli, Mustafa & Inghelbrecht, Koen & Ng, Adam, 2016, "On the dynamic links between commodities and Islamic equity," Energy Economics, Elsevier, volume 58, issue C, pages 125-140, DOI: 10.1016/j.eneco.2016.06.011.
• Inzunza, Andrés & Moreno, Rodrigo & Bernales, Alejandro & Rudnick, Hugh, 2016, "CVaR constrained planning of renewable generation with consideration of system inertial response, reserve services and demand participation," Energy Economics, Elsevier, volume 59, issue C, pages 104-117, DOI: 10.1016/j.eneco.2016.07.020.
• Zhang, M.M. & Zhou, P. & Zhou, D.Q., 2016, "A real options model for renewable energy investment with application to solar photovoltaic power generation in China," Energy Economics, Elsevier, volume 59, issue C, pages 213-226, DOI: 10.1016/j.eneco.2016.07.028.
• Zhang, Dayong & Cao, Hong & Zou, Peijiang, 2016, "Exuberance in China's renewable energy investment: Rationality, capital structure and implications with firm level evidence," Energy Policy, Elsevier, volume 95, issue C, pages 468-478, DOI: 10.1016/j.enpol.2015.12.005.
• Beladi, Hamid & Chao, Chi Chur & Hu, May, 2016, "The Christmas effect—Special dividend announcements," International Review of Financial Analysis, Elsevier, volume 43, issue C, pages 15-30, DOI: 10.1016/j.irfa.2015.10.004.
• Stafylas, Dimitrios & Anderson, Keith & Uddin, Moshfique, 2016, "Recent advances in hedge funds' performance attribution: Performance persistence and fundamental factors," International Review of Financial Analysis, Elsevier, volume 43, issue C, pages 48-61, DOI: 10.1016/j.irfa.2015.11.001.
• Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco, 2016, "Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures," International Review of Financial Analysis, Elsevier, volume 43, issue C, pages 96-114, DOI: 10.1016/j.irfa.2015.09.004.
• Beladi, Hamid & Chao, Chi Chur & Hu, May, 2016, "Another January effect—Evidence from stock split announcements," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 123-138, DOI: 10.1016/j.irfa.2016.01.007.
• Cuthbertson, Keith & Nitzsche, Dirk & O'Sullivan, Niall, 2016, "A review of behavioural and management effects in mutual fund performance," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 162-176, DOI: 10.1016/j.irfa.2016.01.016.
• O'Hagan-Luff, Martha & Berrill, Jenny, 2016, "US firms – How global are they? A longitudinal study," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 205-216, DOI: 10.1016/j.irfa.2016.01.021.
• Boako, Gideon & Alagidede, Paul, 2016, "Global commodities and African stocks: A ‘market of one?’," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 226-237, DOI: 10.1016/j.irfa.2016.02.009.
• Mateus, Irina B. & Mateus, Cesario & Todorovic, Natasa, 2016, "UK equity mutual fund alphas make a comeback," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 98-110, DOI: 10.1016/j.irfa.2016.01.004.
• Polimenis, Vassilis & Neokosmidis, Ioannis M., 2016, "The modified dividend–price ratio," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 31-38, DOI: 10.1016/j.irfa.2016.01.019.
• Oehler, Andreas & Horn, Matthias & Wendt, Stefan, 2016, "Benefits from social trading? Empirical evidence for certificates on wikifolios," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 202-210, DOI: 10.1016/j.irfa.2016.05.007.
• Bessler, Wolfgang & Leonhardt, Alexander & Wolff, Dominik, 2016, "Analyzing hedging strategies for fixed income portfolios: A Bayesian approach for model selection," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 239-256, DOI: 10.1016/j.irfa.2015.11.013.
• Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S., 2016, "Risk-return trade-off for European stock markets," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 84-103, DOI: 10.1016/j.irfa.2016.03.018.
• Fletcher, Jonathan & Basu, Devraj, 2016, "An examination of the benefits of dynamic trading strategies in U.K. closed-end funds," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 109-118, DOI: 10.1016/j.irfa.2016.04.012.
• Olkhov, Victor, 2016, "On Economic Space notion," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 372-381, DOI: 10.1016/j.irfa.2016.01.001.
• Dang, Ha V. & Lin, Mi, 2016, "Herd mentality in the stock market: On the role of idiosyncratic participants with heterogeneous information," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 247-260, DOI: 10.1016/j.irfa.2016.10.005.
• Li, Lingxiang, 2016, "New findings on repurchase anomaly — The first-month effect," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 331-349, DOI: 10.1016/j.irfa.2015.05.023.
• Antonakakis, Nikolaos & Floros, Christos & Kizys, Renatas, 2016, "Dynamic spillover effects in futures markets: UK and US evidence," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 406-418, DOI: 10.1016/j.irfa.2015.03.008.
• Jang, Bong-Gyu & Lee, Ho-Seok, 2016, "Retirement with risk aversion change and borrowing constraints," Finance Research Letters, Elsevier, volume 16, issue C, pages 112-124, DOI: 10.1016/j.frl.2015.10.003.
• Sensoy, Ahmet, 2016, "Commonality in liquidity: Effects of monetary policy and macroeconomic announcements," Finance Research Letters, Elsevier, volume 16, issue C, pages 125-131, DOI: 10.1016/j.frl.2015.10.021.
• Dyhrberg, Anne Haubo, 2016, "Hedging capabilities of bitcoin. Is it the virtual gold?," Finance Research Letters, Elsevier, volume 16, issue C, pages 139-144, DOI: 10.1016/j.frl.2015.10.025.
• Park, Heungju & Sohn, Bumjean, 2016, "Long-term perspective on the stock market matters in asset pricing," Finance Research Letters, Elsevier, volume 16, issue C, pages 162-170, DOI: 10.1016/j.frl.2015.10.022.
• Lesser, Kathrin & Rößle, Felix & Walkshäusl, Christian, 2016, "Socially responsible, green, and faith-based investment strategies: Screening activity matters!," Finance Research Letters, Elsevier, volume 16, issue C, pages 171-178, DOI: 10.1016/j.frl.2015.11.001.
• Lim, Byung Hwa & Kwak, Minsuk, 2016, "Bequest motive and incentive to retire: Consumption, investment, retirement, and life insurance strategies," Finance Research Letters, Elsevier, volume 16, issue C, pages 19-27, DOI: 10.1016/j.frl.2015.10.018.
• Soler-Domínguez, Amparo & Matallín-Sáez, Juan Carlos, 2016, "Socially (ir)responsible investing? The performance of the VICEX Fund from a business cycle perspective," Finance Research Letters, Elsevier, volume 16, issue C, pages 190-195, DOI: 10.1016/j.frl.2015.11.003.
• Guo, Biao & Xiao, Yugu, 2016, "A note on why doesn't the choice of performance measure matter?," Finance Research Letters, Elsevier, volume 16, issue C, pages 248-254, DOI: 10.1016/j.frl.2015.12.001.
• Buchner, Axel & Wagner, Niklas, 2016, "The betting against beta anomaly: Fact or fiction?," Finance Research Letters, Elsevier, volume 16, issue C, pages 283-289, DOI: 10.1016/j.frl.2015.12.010.
• Castañeda, Pablo & Devoto, Benjamín, 2016, "On the structural estimation of an optimal portfolio rule," Finance Research Letters, Elsevier, volume 16, issue C, pages 290-300, DOI: 10.1016/j.frl.2015.12.012.
• Chen, An-Sing & Yang, Wayne, 2016, "Echo effects and the returns from 52-week high strategies," Finance Research Letters, Elsevier, volume 16, issue C, pages 38-46, DOI: 10.1016/j.frl.2015.10.015.
• de Paulo, Wanderlei Lima & de Oliveira, Estela Mara & do Valle Costa, Oswaldo Luiz, 2016, "Enhanced index tracking optimal portfolio selection," Finance Research Letters, Elsevier, volume 16, issue C, pages 93-102, DOI: 10.1016/j.frl.2015.10.005.
• Rivieccio, Giorgia & De Luca, Giovanni, 2016, "Copula function approaches for the analysis of serial and cross dependence in stock returns," Finance Research Letters, Elsevier, volume 17, issue C, pages 55-61, DOI: 10.1016/j.frl.2016.01.006.
• Boermans, Martijn A. & Vermeulen, Robert, 2016, "Newton meets Van Leeuwenhoek: Identifying international investors’ common currency preferences," Finance Research Letters, Elsevier, volume 17, issue C, pages 62-65, DOI: 10.1016/j.frl.2016.01.005.
• Fong, Wai Mun, 2016, "Stochastic dominance and the omega ratio," Finance Research Letters, Elsevier, volume 17, issue C, pages 7-9, DOI: 10.1016/j.frl.2015.10.026.
• Kourtis, Apostolos, 2016, "The Sharpe ratio of estimated efficient portfolios," Finance Research Letters, Elsevier, volume 17, issue C, pages 72-78, DOI: 10.1016/j.frl.2016.01.009.
• Alkhareif, Ryadh, 2016, "Are there significant premiums in the Saudi stock market?," Finance Research Letters, Elsevier, volume 18, issue C, pages 108-115, DOI: 10.1016/j.frl.2016.04.007.
• Jang, Bong-Gyu & Park, Seyoung, 2016, "Ambiguity and optimal portfolio choice with Value-at-Risk constraint," Finance Research Letters, Elsevier, volume 18, issue C, pages 158-176, DOI: 10.1016/j.frl.2016.04.013.
• Frömmel, Michael & Lampaert, Kevin, 2016, "Does frequency matter for intraday technical trading?," Finance Research Letters, Elsevier, volume 18, issue C, pages 177-183, DOI: 10.1016/j.frl.2016.04.014.
• Moreno, Antonio & Orlando, James & Redin, Dulce M., 2016, "The macro-finance environment and asset allocation: A simultaneous equation approach," Finance Research Letters, Elsevier, volume 18, issue C, pages 199-204, DOI: 10.1016/j.frl.2016.04.017.
• Ji, Xiuqing, 2016, "Momentum: Further Evidence from Australia," Finance Research Letters, Elsevier, volume 18, issue C, pages 234-236, DOI: 10.1016/j.frl.2016.04.021.
• Rubtsov, Alexey, 2016, "Model misspecification and pricing of illiquid claims," Finance Research Letters, Elsevier, volume 18, issue C, pages 242-249, DOI: 10.1016/j.frl.2016.04.023.
• Chen, Chien-Hua & Su, Xuan-Qi & Lin, Jun-Biao, 2016, "The role of information uncertainty in moving-average technical analysis: A study of individual stock-option issuance in Taiwan," Finance Research Letters, Elsevier, volume 18, issue C, pages 263-272, DOI: 10.1016/j.frl.2016.04.026.
• Gan, Liu & Luo, Pengfei & Yang, Zhaojun, 2016, "Real option, debt maturity and equity default swaps under negotiation," Finance Research Letters, Elsevier, volume 18, issue C, pages 278-284, DOI: 10.1016/j.frl.2016.04.028.
• Boako, Gideon & Alagidede, Paul, 2016, "African stock markets convergence: Regional and global analysis," Finance Research Letters, Elsevier, volume 18, issue C, pages 317-321, DOI: 10.1016/j.frl.2016.05.007.
• Erragragui, Elias & Lagoarde-Segot, Thomas, 2016, "Solving the SRI puzzle? A note on the mainstreaming of ethical investment," Finance Research Letters, Elsevier, volume 18, issue C, pages 32-42, DOI: 10.1016/j.frl.2016.03.018.
• Li, Ping & Han, Yingwei & Xia, Yong, 2016, "Portfolio optimization using asymmetry robust mean absolute deviation model," Finance Research Letters, Elsevier, volume 18, issue C, pages 353-362, DOI: 10.1016/j.frl.2016.05.014.
• Kim, Jang Ho & Kim, Woo Chang & Fabozzi, Frank J., 2016, "Portfolio selection with conservative short-selling," Finance Research Letters, Elsevier, volume 18, issue C, pages 363-369, DOI: 10.1016/j.frl.2016.05.015.
• Sun, Yufei & Aw, Grace & Teo, Kok Lay & Zhu, Yanjian & Wang, Xiangyu, 2016, "Multi-period portfolio optimization under probabilistic risk measure," Finance Research Letters, Elsevier, volume 18, issue C, pages 60-66, DOI: 10.1016/j.frl.2016.04.001.
• Lee, Hyun-Tak, 2016, "Dynamic consumption and portfolio choice with permanent learning," Finance Research Letters, Elsevier, volume 19, issue C, pages 112-118, DOI: 10.1016/j.frl.2016.07.001.
• Zhu, Huiming & Peng, Cheng & You, Wanhai, 2016, "Quantile behaviour of cointegration between silver and gold prices," Finance Research Letters, Elsevier, volume 19, issue C, pages 119-125, DOI: 10.1016/j.frl.2016.07.002.
• Baschieri, Giulia & Carosi, Andrea & Mengoli, Stefano, 2016, "Does the earnings quality matter? Evidence from a quasi-experimental setting," Finance Research Letters, Elsevier, volume 19, issue C, pages 146-157, DOI: 10.1016/j.frl.2016.07.006.
• Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2016, "Almost stochastic dominance for risk averters and risk seeker," Finance Research Letters, Elsevier, volume 19, issue C, pages 15-21, DOI: 10.1016/j.frl.2016.05.005.
• Haas, Markus, 2016, "A note on optimal portfolios under regime–switching," Finance Research Letters, Elsevier, volume 19, issue C, pages 209-216, DOI: 10.1016/j.frl.2016.08.001.
• Chiu, Wan-Yi & Jiang, Ching-Hai, 2016, "On the weight sign of the global minimum variance portfolio," Finance Research Letters, Elsevier, volume 19, issue C, pages 241-246, DOI: 10.1016/j.frl.2016.08.008.
• Ñíguez, Trino-Manuel & Paya, Ivan & Peel, David, 2016, "Pure higher-order effects in the portfolio choice model," Finance Research Letters, Elsevier, volume 19, issue C, pages 255-260, DOI: 10.1016/j.frl.2016.08.010.
• Aloui, Chaker & Hkiri, Besma & Lau, Chi Keung Marco & Yarovaya, Larisa, 2016, "Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis," Finance Research Letters, Elsevier, volume 19, issue C, pages 54-59, DOI: 10.1016/j.frl.2016.06.002.
• Campbell, T. Colin & Chichernea, Doina C. & Petkevich, Alex, 2016, "Dissecting the bond profitability premium," Journal of Financial Markets, Elsevier, volume 27, issue C, pages 102-131, DOI: 10.1016/j.finmar.2015.11.002.
• Kaustia, Markku & Rantapuska, Elias, 2016, "Does mood affect trading behavior?," Journal of Financial Markets, Elsevier, volume 29, issue C, pages 1-26, DOI: 10.1016/j.finmar.2015.08.001.
• Jackwerth, Jens Carsten & Slavutskaya, Anna, 2016, "The total benefit of alternative assets to pension fund portfolios," Journal of Financial Markets, Elsevier, volume 31, issue C, pages 25-42, DOI: 10.1016/j.finmar.2016.06.002.
• Xing, Xuejing & Anderson, Randy I. & Hu, Yan, 2016, "What׳s a name worth? The impact of a likeable stock ticker symbol on firm value," Journal of Financial Markets, Elsevier, volume 31, issue C, pages 63-80, DOI: 10.1016/j.finmar.2016.06.003.
• Jin Cheng & Meixing Dai & Frédéric Dufourt, 2016, "Banking Crisis, Moral Hazard and Fiscal Policy Responses," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2016-06.
• Francesco Cerigioni, 2016, "Dual decision processes and noise trading," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1553, Sep.
• Gruber, Alexander & Kogler, Michael, 2016, "Banks and Sovereigns: A Model of Mutual Contagion," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1614, Aug.
• Ammann, Manuel & Coqueret, Guillaume & Schade, Jan-Philip, 2016, "Characteristics-based Portfolio Choice with Leverage Constraints," Working Papers on Finance, University of St. Gallen, School of Finance, number 1607, Feb.
• Adams, Zeno & Fuess, Roland & Glueck, Thorsten, 2016, "Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance," Working Papers on Finance, University of St. Gallen, School of Finance, number 1613, Jun.
• Ammann, Manuel & Ehmann, Christian, 2016, "Is Governance Related to Investment Performance and Asset Allocation? Empirical Evidence from Swiss Pension Funds," Working Papers on Finance, University of St. Gallen, School of Finance, number 1623, Sep.
• Kai Li & Jun Liu, 2016, "Reversing Momentum: The Optimal Dynamic Momentum Strategy," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 370, Mar.
• Simona E. Cociuba & Malik Shukayev & Alexander Ueberfeldt, 2016, "Managing Risk Taking with Interest Rate Policy and Macroprudential Regulations," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 20166.
• Monica Billio & Lorenzo Frattarolo & Loriana Pelizzon, 2016, "Hedge Fund Tail Risk: An investigation in stressed markets, extended version with appendix," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:01.
• Anastasia Girshina, 2016, "Implications of Fiscal Policy for Housing Tenure Decisions," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:.
• Fausto Corradin & Domenico Sartore, 2016, "Non Central Moments of the Truncated Normal Variable," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:17.
• Fausto Corradin & Domenico Sartore, 2016, "Weak Dependence of CRRA on Standard Deviation in the Case of Truncated Normal Distribution of Returns," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:18.
• Fausto Corradin & Domenico Sartore, 2016, "Risk Aversion: Differential Conditions for the Concavity in Transformed Two-Parameter Distributions," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:30.
• Iuliana Bitca & Andrea Ellero & Paola Ferretti, 2016, "Is there any link between level of instruction and financial choices? A study on a Generation Y-based survey," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:38.
• Louis Raymond Eeckhoudt & Elisa Pagani & Emanuela Rosazza Gianin, 2016, "Prudence, risk measures and the Optimized Certainty Equivalent: a note," Working Papers, University of Verona, Department of Economics, number 07/2016, May.
• EVRIM MANDACI, Pinar & CAGLI, Efe Caglar, 2016, "Who Drives Whom? Investigating The Relationship Between The Major Stock Markets," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 20, issue 2, pages 6-24.
• Inga Jonaityte, 2016, "Experts' versus Consumers' Perception of Financial Products," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 19, Nov.
• Goodness C. Aye & Frederick W. Deale & Rangan Gupta, 2016, "Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 63, issue 3, pages 273-291.
• Sakowski Paweł & Ślepaczuk Robert & Wywiał Mateusz, 2016, "Cross-Sectional Returns with Volatility Regimes from a Diverse Portfolio of Emerging and Developed Equity Indices," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 12, issue 2, pages 23-35, DOI: 10.1515/fiqf-2016-0141.
• Bianchi Robert J. & Drew Michael E. & Walk Adam N., 2016, "The Time Diversification Puzzle: A Survey," Financial Planning Research Journal, Sciendo, volume 2, issue 2, pages 12-48, DOI: 10.2478/fprj-2016-0009.
• Flotyński Marcin, 2016, "The Profitability of the Strategy Linking Fundamental, Portfolio and Technical Analysis on the Polish Capital Market," Folia Oeconomica Stetinensia, Sciendo, volume 16, issue 1, pages 113-146, December, DOI: 10.1515/foli-2016-0008.
• Dittmann Iwona, 2016, "Rates of Return on Open-End Debt Investment Funds and Bank Deposits in Poland in the Years 1995–2015 – A Comparative Analysis," Folia Oeconomica Stetinensia, Sciendo, volume 16, issue 1, pages 93-112, December, DOI: 10.1515/foli-2016-0007.
• Piasecki Krzysztof, 2016, "Note to “Rates of Return on Open-End Debt Investment Funds and Bank Deposits in Poland in the years 1995–2015 – A Comparative Analysis” Folia Oeconomica Stetinensia 16 (1), (2016), 93–112," Folia Oeconomica Stetinensia, Sciendo, volume 16, issue 2, pages 250-254, December, DOI: 10.1515/foli-2016-0038.
• Žmuk Berislav, 2016, "Capabilities of Statistical Residual-Based Control Charts in Short- and Long-Term Stock Trading," Naše gospodarstvo/Our economy, Sciendo, volume 62, issue 1, pages 12-26, March, DOI: 10.1515/ngoe-2016-0002.
• Wolski Rafał, 2016, "Investment Risk in the Context of Price Changes on the Real Estate and Stock Markets," Real Estate Management and Valuation, Sciendo, volume 24, issue 1, pages 41-50, March, DOI: 10.1515/remav-2016-0004.
• Dittmann Iwona, 2016, "Rates of Return on Shares of Real Estate Development Companies in Poland in the Years 2001-2015. A Comparative Analysis," Real Estate Management and Valuation, Sciendo, volume 24, issue 4, pages 23-34, December, DOI: 10.1515/remav-2016-0027.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016, "Do Multi-Factor Models Produce Robust Results? Econometric And Diagnostic Issues In Equity Risk Premia Study," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2016-08.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016, "Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2016-09.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016, "Applying Exogenous Variables and Regime Switching To Multifactor Models on Equity Indices," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2016-10.
• Feixue Gong & Gregory Phelan, 2016, "Debt Collateralization, Structured Finance, and the CDS Basis," Department of Economics Working Papers, Department of Economics, Williams College, number 2016-06, Mar, revised Aug 2017.
• Johannes C. Buggle & Steven Nafziger, 2016, "Long-Run Consequences of Labor Coercion: Evidence from Russian Serfdom," Department of Economics Working Papers, Department of Economics, Williams College, number 2016-07, Oct.
• Mira G. Baron & Ella R. Diamant, 2016, "Real estate in studentified neighborhoods," ERSA conference papers, European Regional Science Association, number ersa16p642, Dec.
• Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2016, "No‐Bubble Condition: Model‐Free Tests in Housing Markets," Econometrica, Econometric Society, volume 84, issue , pages 1047-1091, May.
• Raj Chetty & Adam Szeidl, 2016, "Consumption Commitments and Habit Formation," Econometrica, Econometric Society, volume 84, issue , pages 855-890, March.
• Davide Pettenuzzo & Francesco Ravazzolo, 2016, "Optimal Portfolio Choice Under Decision‐Based Model Combinations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 7, pages 1312-1332, November.
• Kavita Sirichand & Stephen G. Hall, 2016, "Decision‐Based Forecast Evaluation of UK Interest Rate Predictability," Journal of Forecasting, John Wiley & Sons, Ltd., volume 35, issue 2, pages 93-112, March.
• Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2016, "Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas," Journal of Forecasting, John Wiley & Sons, Ltd., volume 35, issue 5, pages 445-461, August.
• Christoph Basten & Andreas Fagereng & Kjetil Telle, 2016, "Saving and Portfolio Allocation Before and After Job Loss," Journal of Money, Credit and Banking, Blackwell Publishing, volume 48, issue 2-3, pages 293-324, March, DOI: 10.1111/jmcb.12301.
• Yulei Luo & Eric R. Young, 2016, "Long‐Run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention," Journal of Money, Credit and Banking, Blackwell Publishing, volume 48, issue 2-3, pages 325-362, March, DOI: 10.1111/jmcb.12302.
• Toni Ahnert, 2016, "Rollover Risk, Liquidity and Macroprudential Regulation," Journal of Money, Credit and Banking, Blackwell Publishing, volume 48, issue 8, pages 1753-1785, December, DOI: 10.1111/jmcb.12363.
• Moawia Alghalith & Xu Guo & Wing-Keung Wong & Lixing Zhu, 2016, "A General Optimal Investment Model In The Presence Of Background Risk," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 01, pages 1-8, March, DOI: 10.1142/S2010495216500019.
• Grzegorz Hałaj, 2016, "Dynamic Balance Sheet Model With Liquidity Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 07, pages 1-37, November, DOI: 10.1142/S0219024916500527.
• William T Ziemba, 2016, "Great Investment Ideas," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10149, ISBN: ARRAY(0x5354a828), March.
• William T Ziemba, 2016, "Comment on “Why a Weekend Effect?”," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "GREAT INVESTMENT IDEAS".
• Vijay K. Chopra & William T. Ziemba, 2016, "The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "GREAT INVESTMENT IDEAS".
• Chris R. Hensel & Gordon A. Sick & William T. Ziemba, 2016, "The Turn-of-the-Month Effect in the U.S. Stock Index Futures Markets, 1982–1992," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "GREAT INVESTMENT IDEAS".
• Julian Douglass & Owen Wu & William Ziemba, 2016, "Stock Ownership Decisions in Defined Contribution Pension Plans," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "GREAT INVESTMENT IDEAS".
• William T. Ziemba, 2016, "The Symmetric Downside-Risk Sharpe Ratio and the Evaluation of Great Investors and Speculators," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "GREAT INVESTMENT IDEAS".
• Klaus Berge & Giorgio Consigli & William T. Ziemba, 2016, "The Predictive Ability of the Bond Stock Earnings Yield Differential Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "GREAT INVESTMENT IDEAS".
• Constantine Dzhabarov & William T. Ziemba, 2016, "Do Seasonal Anomalies Still Work?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "GREAT INVESTMENT IDEAS".
• Leonard C. MacLean & Edward O. Thorp & Yonggan Zhao & William T. Ziemba, 2016, "How Does the Fortune's Formula-Kelly Capital Growth Model Perform?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "GREAT INVESTMENT IDEAS".
• Olivier Gergaud & William T. Ziemba, 2016, "Great Investors: Their Methods, Results and Evaluation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "GREAT INVESTMENT IDEAS".
• William T. Ziemba, 2016, "Is the 60-40 Stock-Bond Pension Fund Rule Wise?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "GREAT INVESTMENT IDEAS".
• A. N. Shiryaev & M. V. Zhitlukhin & W. T. Ziemba, 2016, "When to Sell Apple and the NASDAQ? Trading Bubbles with a Stochastic Disorder Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "GREAT INVESTMENT IDEAS".
• W. T. Ziemba, 2016, "A Response to Professor Paul A. Samuelson's Objections to Kelly Capital Growth Investing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "GREAT INVESTMENT IDEAS".