Research classified by Journal of Economic Literature (JEL) codes

2017

• Flavia Corneli, 2017, "Medium and long term implications of financial integration without financial development," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1120, Jun.
• Oscar Mauricio Valencia-Arana & Jose Eduardo Gomez-Gonzalez & Andrés Garcia-Suaza, 2017, "Young Innovative Firms, Investment-Cash Flow Sensitivities and Technological Misallocation," Borradores de Economia, Banco de la Republica de Colombia, number 1004, Jun, DOI: 10.32468/be.1004.
• Anoop S Kumar & B Kamaiah, 2017, "Returns And Volatility Spillover Between Asian Equity Markets: A Wavelet Approach," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 62, issue 212, pages 63-84, January -.
• Wiliiam Arrata & Benoit Nguyen, 2017, "Price impact of bond supply shocks: Evidence from the Eurosystem's asset purchase program," Working papers, Banque de France, number 623.
• Candus, E. & Pfister, C. & Sédillot, F., 2017, "Où s’investit l’épargne des Français ?," Bulletin de la Banque de France, Banque de France, issue 214, pages 5-21.
• Émilie Candus & Christian Pfister & Franck Sédillot, 2017, "Where do French people invest their savings?," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 48, pages 5-22, Winter.
• Haim Shalit, 2017, "The Shapley Value Decomposition Of Optimal Portfolios," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 1701.
• Stephen Morris & Ilhyock Shim & Hyun Song Shin, 2017, "Redemption risk and cash hoarding by asset managers," BIS Working Papers, Bank for International Settlements, number 608, Jan.
• Kathi Schlepper & Heiko Hofer & Ryan Riordan & Andreas Schrimpf, 2017, "Scarcity effects of QE: A transaction-level analysis in the Bund market," BIS Working Papers, Bank for International Settlements, number 625, Apr.
• Carlos Cantú, 2017, "Effects of capital controls on foreign exchange liquidity," BIS Working Papers, Bank for International Settlements, number 659, Aug.
• Florian Huber & Tamás Krisztin & Philipp Piribauer, 2017, "Forecasting Global Equity Indices Using Large Bayesian Vars," Bulletin of Economic Research, Wiley Blackwell, volume 69, issue 3, pages 288-308, July.
• Tabea Bucher-Koenen & Annamaria Lusardi & Rob Alessie & Maarten van Rooij, 2017, "How Financially Literate Are Women? An Overview and New Insights," Journal of Consumer Affairs, Wiley Blackwell, volume 51, issue 2, pages 255-283, July.
• Tsunehiro Ishihara & Yasuhiro Omori, 2017, "Portfolio optimization using dynamic factor and stochastic volatility: evidence on Fat-tailed errors and leverage," The Japanese Economic Review, Japanese Economic Association, volume 68, issue 1, pages 63-94, March.
• Valentin Haddad & Erik Loualiche & Matthew Plosser, 2017, "Buyout Activity: The Impact of Aggregate Discount Rates," Journal of Finance, American Finance Association, volume 72, issue 1, pages 371-414, February.
• Sebastien Betermier & Laurent E. Calvet & Paolo Sodini, 2017, "Who Are the Value and Growth Investors?," Journal of Finance, American Finance Association, volume 72, issue 1, pages 5-46, February.
• Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2017, "Asset Market Participation and Portfolio Choice over the Life-Cycle," Journal of Finance, American Finance Association, volume 72, issue 2, pages 705-750, April.
• Raj Chetty & László Sándor & Adam Szeidl, 2017, "The Effect of Housing on Portfolio Choice," Journal of Finance, American Finance Association, volume 72, issue 3, pages 1171-1212, June.
• Stephen Foerster & Juhani T. Linnainmaa & Brian T. Melzer & Alessandro Previtero, 2017, "Retail Financial Advice: Does One Size Fit All?," Journal of Finance, American Finance Association, volume 72, issue 4, pages 1441-1482, August.
• Sandra E. Black & Paul J. Devereux & Petter Lundborg & Kaveh Majlesi, 2017, "On the Origins of Risk-Taking in Financial Markets," Journal of Finance, American Finance Association, volume 72, issue 5, pages 2229-2278, October.
• JONATHAN B. BERK & JULES H. van BINSBERGEN & BINYING LIU, 2017, "Matching Capital and Labor," Journal of Finance, American Finance Association, volume 72, issue 6, pages 2467-2504, December, DOI: 10.1111/jofi.12542.
• Arno Riedl & Paul Smeets, 2017, "Why Do Investors Hold Socially Responsible Mutual Funds?," Journal of Finance, American Finance Association, volume 72, issue 6, pages 2505-2550, December, DOI: 10.1111/jofi.12547.
• BALTES Nicolae & DRAGOE Alexandra-Gabriela-Maria, 2017, "Estimating The Return Of The Financial Titles Of The Companies From The Manufacturing Industry, Listed On The Bucharest Stock Exchange," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 69, issue 3, pages 19-28, August.
• BRATIAN Vasile, 2017, "Portfolio Optimization - Application Of Sharpe Model Using Lagrange," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 69, issue 5, pages 8-21, December.
• Haluk Yener & Fuat Can Beylunioglu, 2017, "Outperforming A Stochastic Benchmark Under Borrowing And Rectangular Constraints," Working Papers, The Center for Financial Studies (CEFIS), Istanbul Bilgi University, number 1701, Mar.
• Ryan Chahrour & Rosen Valchev, 2017, "International Medium of Exchange: Privilege and Duty," Boston College Working Papers in Economics, Boston College Department of Economics, number 934, Oct.
• Rosen Valchev, 2017, "Dynamic Information Acquisition and Portfolio Bias," Boston College Working Papers in Economics, Boston College Department of Economics, number 941, Jun.
• Emmanouil Karimalis & Ioannis Kosmidis & Gareth Peters, 2017, "Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies," Bank of England Staff Working Paper series, Bank of England, number 655, Apr.
• Graeme Douglas & Joseph Noss & Nicholas Vause, 2017, "The impact of Solvency II regulations on life insurers’ investment behaviour," Bank of England Staff Working Paper series, Bank of England, number 664, Jul.
• Robert Czech & Matt Roberts-Sklar, 2017, "Investor behaviour and reaching for yield: evidence from the sterling corporate bond market," Bank of England Staff Working Paper series, Bank of England, number 685, Oct.
• Yuliya Baranova & Jamie Coen & Joseph Noss & Pippa Lowe & Laura Silvestri, 2017, "Simulating stress across the financial system: the resilience of corporate bond markets and the role of investment funds," Bank of England Financial Stability Papers, Bank of England, number 42, Jul.
• Yuichiro Ito & Yasutaka Takizuka & Shigeaki Fujiwara, 2017, "Portfolio Selection by Japanese Households: Investigation Using Japanese and US Households Questionnaire Survey," Bank of Japan Research Laboratory Series, Bank of Japan, number 17-E-5, Jun.
• Yuichiro Ito & Yasutaka Takizuka & Shigeaki Fujiwara, 2017, "Portfolio Selection by Households: An Empirical Analysis Using Dynamic Panel Data Models," Bank of Japan Working Paper Series, Bank of Japan, number 17-E-6, Jun.
• Kyungkeun Kim & Dongwon Lee, 2017, "Equity Market Globalization and Portfolio Rebalancing," Working Papers, Economic Research Institute, Bank of Korea, number 2017-17, Jun.
• Kyungkeun Kim & Soyoung Kim, 2017, "Demographic Change and Current Account (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2017-23, Jul.
• Kyoungsoo Yoon & Jae Hoon Cha & Sohee Park & Sun Young Kang, 2017, "Impact of Population Aging on the Financial Sector (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2017-31, Aug.
• Dahiru A. Balaa & Taro Takimotob, 2017, "Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 17, issue 1, pages 25-48, March.
• Habib Hussain Khan & Iram Naz & Fiza Qureshi & Abdul Ghafoor, 2017, "Heuristics and stock buying decision: Evidence from Malaysian and Pakistani stock markets," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 17, issue 2, pages 97-110, June.
• Mohammad Tariqul Islam Khan & Siow-Hooi Tan & Lee-Lee Chong & Hway-Boon Ong, 2017, "Investment characteristics, stock characteristics and portfolio diversification of finance professionals," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 17, issue 3, pages 164-177, September.
• Nasif Ozkan & Sinan Cakan & Murad Kayacan, 2017, "Intellectual capital and financial performance: A study of the Turkish Banking Sector," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 17, issue 3, pages 190-198, September.
• Yilmaz Yildiz & Mehmet Baha Karan & Burak Pirgaip, 2017, "Market reaction to grouping equities in stock markets: An empirical analysis on Borsa Istanbul," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 17, issue 4, pages 216-227, December.
• Nader Trabelsi, 2017, "Tail dependence between oil and stocks of major oil-exporting countries using the CoVaR approach," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 17, issue 4, pages 228-237, December.
• Dimitris Korobilis & Davide Pettenuzzo, 2017, "Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions," Working Papers, Brandeis School of Business and Economics, number 115, Sep.
• Davide Pettenuzzo & Zhiyuan Pan & Yudong Wang, 2017, "Forecasting Stock Returns: A Predictor-Constrained Approach," Working Papers, Brandeis School of Business and Economics, number 116, Oct.
• Davide Pettenuzzo & Zhiyuan Pan & Yudong Wang, 2017, "Forecasting Stock Returns: A Predictor-Constrained Approach," Working Papers, Brandeis School of Business and Economics, number 116R, Oct, revised Feb 2018.
• Huyen Nguyen-Thi-Thanh & Duc-De Ngo & Franceline Mercurelli, 2017, "Compétition entre gérants de fonds : prise de risque et effort," Revue économique, Presses de Sciences-Po, volume 68, issue 4, pages 595-622.
• Patrick Kouontchou & Bertrand Maillet & Alejandro Modesto & Sessi Tokpavi, 2017, "Quand l’union fait la force : un indice de risque systémique," Revue économique, Presses de Sciences-Po, volume 68, issue HS1, pages 87-106.
• Régis Breton & Sébastien Galanti & Christophe Hurlin & Anne-Gaël Vaubourg, 2017, "La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ?," Revue économique, Presses de Sciences-Po, volume 68, issue 6, pages 1033-1062.
• Gérard Charreaux, 2017, "Finance et politique : la bourse préfère-t-elle la gauche ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 263-278.
• Jean-Paul Décamps & Stéphane Villeneuve, 2017, "Jusqu'où les compagnies d'assurance peuvent-elles investir dans le financement des dettes des PME/ETI ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 231-240.
• Andrija Đurović, 2017, "Estimating Probability of Default on Peer to Peer Market – Survival Analysis Approach," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 6, issue 2, pages 149-167.
• Muhammad A. Cheema & Gilbert V. Nartea, 2017, "Investor Sentiment Dynamics, the Cross-section of Stock Returns and the MAX Effect," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 17/13, Nov.
• Muhammad A. Cheema & Gilbert V. Nartea, 2017, "Cross-Sectional and Time-Series Momentum Returns and Market Dynamics: Are Islamic Stocks Different?," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 17/14, Nov.
• Jędrzej Białkowski & Jacek Jakubowski, 2017, "Determinants of Trading Activity on the Single-Stock Futures Market: Evidence from the Eurex Exchange," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 17/16, Dec.
• Jędrzej Białkowski & Huong Dieu Dang & Xiaopeng Wei, 2017, "Does the Tail Wag the Dog? Evidence from Fund Flow to VIX ETFs and ETNs," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 17/17, Dec.
• Elena Vigna, 2017, "Tail optimality and preferences consistency for intertemporal optimization problems," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 502, revised 2021.
• Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2017, "A Life-Cycle Model with Unemployment Traps," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 514, revised 2019.
• Matthijs Breugem & Adrian Buss, 2017, "Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 524.
• Julián R. Siri & Juan A. Serur & José P. Dapena, 2017, "Testing momentum effectfor the US market: From equity to option strategies," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 621, Oct.
• M. Hashem Pesaran & Takashi Yamagata, 2017, "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," CESifo Working Paper Series, CESifo, number 6432.
• Guglielmo Maria Caporale & Kefei You, 2017, "Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests," CESifo Working Paper Series, CESifo, number 6494.
• Dirk Schindler, 2017, "Wealth Taxation, Non-listed Firms, and the Risk of Entrepreneurial Investment," CESifo Working Paper Series, CESifo, number 6537.
• Frank Fossen & Ray Rees & Davud Rostam-Afschar & Viktor Steiner, 2017, "How Do Entrepreneurial Portfolios Respond to Taxation?," CESifo Working Paper Series, CESifo, number 6558.
• Söhnke M. Bartram & Gregory Brown & René M. Stulz, 2017, "Why Does Idiosyncratic Risk Increase with Market Risk?," CESifo Working Paper Series, CESifo, number 6560.
• Francesco D'Acunto & Marcel Prokopczuk & Michael Weber, 2017, "Historical Antisemitism, Ethnic Specialization, and Financial Development," CESifo Working Paper Series, CESifo, number 6643.
• Inga Heiland, 2017, "Five Essays on International Trade, Factor Flows and the Gains from Globalization," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 74, September.
• Harald Hau & Sandy Lai, 2017, "Local Asset Price Dynamics and Monetary Policy in the Eurozone," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 15, issue 01, pages 14-16, April.
• Tilmann Rave, 2016, "Diffusion of policy innovations in the multi-level energy transition system - findings from three municipal case studies," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 74, February.
• Wei Cui, 2017, "Macroeconomic Effects of Delayed Capital Liquidation," Discussion Papers, Centre for Macroeconomics (CFM), number 1719, Jul.
• Philippe Bacchetta & Eric van Wincoop, 2017, "Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-15, Apr.
• Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2017, "Nash Equilibrium Strategies and Survival Portfolio Rules in Evolutionary Models of Asset Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-17, Aug.
• Anastasiia Sokko & Klaus Reiner Schenk-Hoppé, 2017, "Margin Requirements and Evolutionary Asset Pricing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-20, Jun.
• Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2017, "Evolutionary Finance Models with Short Selling and Endogenous Asset Supply," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-26, Sep.
• Didier Sornette & Peter Cauwels & Georgi Smilyanov, 2017, "Can We Use Volatility to Diagnose Financial Bubbles? Lessons from 40 Historical Bubbles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-27, Apr.
• Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2017, "An Evolutionary Finance Model with a Risk-Free Asset," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-28, Nov.
• Martin Schweizer & Danijel Zivoi & Mario Sikic, 2017, "Dynamic Mean-Variance Optimisation Problems with Deterministic Information," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-29, Oct, revised Feb 2018.
• Tarun Chordia & Amit Goyal & Alessio Saretto, 2017, "p-Hacking: Evidence from Two Million Trading Strategies," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-37, Aug, revised Apr 2018.
• Hansjoerg Albrecher & Daniel Bauer & Paul Embrechts & Damir Filipović & Pablo Koch-Medina & Ralf Korn & Stéphane Loisel & Antoon Pelsser & Frank Schiller & Hato Schmeiser & Joël Wagner, 2017, "Asset-Liability Management for Long-Term Insurance Business," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-69, Dec, revised Jan 2018.
• J.Y. Gnabo & M. Kerkour & C. Lecourt & H. Raymond, 2017, "Understanding the decision-making process of sovereign wealth funds: The case of Temasek," International Economics, CEPII research center, issue 152, pages 91-106.
• Fructuoso Borrallo & Ignacio Hernando & Javier Vallés, 2017, "The Effects of US Unconventional Monetary Policies in Latin America," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 5, in: Ángel Estrada García & Alberto Ortiz Bolaños, "International Spillovers of Monetary Policy".
• Claudia Ramírez & Miriam González, 2017, "Have QE Programs Affected Capital Flows to Emerging Markets?: A Regional Analysis," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 6, in: Ángel Estrada García & Alberto Ortiz Bolaños, "International Spillovers of Monetary Policy".
• João Barata Ribeiro Blanco Barroso, 2017, "Quantitative Easing and United States Investor Portfolio Rebalancing towards Foreign Assets," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 8, in: Ángel Estrada García & Alberto Ortiz Bolaños, "International Spillovers of Monetary Policy".
• Ángel Estrada García & Alberto Ortiz Bolaños (ed.), 2017, "International Spillovers of Monetary Policy," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 3, edition 1, ISBN: ARRAY(0x6e930d38).
• Adam Kucera & Michal Dvorak & Zlatuse Komarkova, 2017, "Decomposition of the Czech government bond yield curve," Occasional Publications - Chapters in Edited Volumes, Czech National Bank, Research and Statistics Department, chapter 0, "CNB Financial Stability Report 2016/2017".
• Adam Kucera & Michal Dvorak & Lubos Komarek & Zlatuse Komarkova, 2017, "Longer-term Yield Decomposition: An Analysis of the Czech Government Yield Curve," Working Papers, Czech National Bank, Research and Statistics Department, number 2017/12, Dec.
• Ricardo Laborda & Ramiro Losada, 2017, "Why is investors'mutual fund market allocation far from the optimum?," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 6.
• Carlos Castro & Diego Agudelo & Sergio Preciado, 2017, "Measuring the effectiveness of volatility call auctions," Documentos de Trabajo, Universidad del Rosario, number 15498, Jan.
• Oscar Mauricio Valencia-Arana & Jose Eduardo Gomez-Gonzalez & AndrÔøΩs Garcia-Suaza, 2017, "Young Innovative Firms, Investment-Cash Flow Sensitivities and Technological Misallocation," Documentos de Trabajo, Universidad del Rosario, number 15638, Jun.
• Carlos Castro, 2017, "Does the market model provide a good counterfactual for event studies in finance?," Documentos de Trabajo, Universidad del Rosario, number 15894, Dec.
• Rodrigo Pérez Artica & Fernando Delbianco & Leandro Brufman, 2017, "El ahorro y la inversión corporativos en América Latina. Una indagación a nivel firma," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 36, issue 71.
• Susana Arango Luna-Ramírez & Diego A. Agudelo, 2017, "Does Black-Litterman Model adds value to a MILA portfolio?," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16940, Oct.
• Susana Luna-Ramírez & Diego A. Agudelo, 2017, "Agrega valor el modelo Black-Litterman en portafolios del Mercado Integrado Latinoamericano (MILA)?," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16959, Oct.
• Susana Luna-Ramírez & Diego A. Agudelo, 2017, "Agrega valor el modelo Black-Litterman en portafolios del Mercado Integrado Latinoamericano (MILA)?," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16960, Oct.
• Orlando E. Contreras-Pacheco & Aura Cecilia Pedraza Avella & Mauricio Jos� Mart�nez P�rez, 2017, "La inversión de impacto como medio de impulso al desarrollo sostenible: una aproximación multicaso a nivel de empresa en Colombia," Estudios Gerenciales, Universidad Icesi, volume 33, issue 142, pages 13-23.
• Mauricio I. Gutiérrez Urzúa & Patricio Galvez Galvez & Benjamin Eltit & Hernaldo Reinoso, 2017, "Resolución del problema de carteras de inversión utilizando la heurística de colonia artificial de abejas," Estudios Gerenciales, Universidad Icesi, volume 33, issue 145, pages 391-399.
• Johan Santiago Ruiz Moreno, 2017, "Estructura de varianzas entre el mercado financiero mundial y de Colombia," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 15695, Aug.
• Carlos Andrés Barrera Montoya & Belky Esperanza Guti�rrez Casta�eda, 2017, "Riesgo idiosincrático y retornos en el mercado accionario de Colombia," Borradores Departamento de Economía, Universidad de Antioquia, CIE, number 17495, Jan.
• Fernando Villada Duque & Jorge Hugo Barrientos Mar�n, 2017, "Cálculo de un WACC diferenciado por región para proyectos de generación de electricidad con fuentes renovables en Colombia," Borradores Departamento de Economía, Universidad de Antioquia, CIE, number 17510, Aug.
• Carlos Javier Pinto Suárez, 2017, "Valoración de credit default swap aplicación del modelo de Jarrow y Turnbull en un bono de deuda privada en Colombia," Revista Lebret, Universidad Santo Tomás - Bucaramanga, volume 9, pages 151-170.
• Pablo Andrés Garay Rodriguez & Peter David Lowy Galvis, 2017, "Análisis de recomposición del portafolio accionario por sectores en Colombia basado en Valor en Riesgo entre el Q2 2013-Q2 2014 y Q2 2015-Q2 2016," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-31.
• Mercedes Alda & Isabel Marco & Adri�n Marzo, 2017, "La reforma del sistema público de pensiones espanol: el factor de sostenibilidad," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 1, pages 25-43.
• Alda & Isabel Marco & Adri�n Marzo, 2017, "The reform of the Spanish public pension system: The sustainability factor," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 1, pages 45-63.
• María Patricia Durango Gutiérrez & Luis David Delgado V�lez, 2017, "Diseno metodológico para la estructuración de portafolios de inversión según el perfil de riesgo del inversionista," Revista Clio América, Universidad del Magdalena, volume 11, issue 22, pages 177-187.
• Martha Soledad Hernández Mora & Hernando Bayona Rodr�guez, 2017, "Dos modelos matemáticos para el lavado de activos," Revista Perspectivas en Inteligencia, Escuela de Inteligencia y Contrainteligencia Bg. Ricardo Charry Solano, volume 9, issue 18, pages 197-205.
• Dorota Witkowska & Krzysztof Kompa, 2017, "How the Change of Governing Party Influences the Efficiency of Financial Market in Poland," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 17, pages 147-159.
• Dorn, Daniel & Weber, Martin, 2017, "Losing Trust in Money Doctors," CEPR Discussion Papers, Centre for Economic Policy Research, number 11859, Feb.
• Groenborg, Niels & Lunde, Asger & Timmermann, Allan & Wermers, Russ, 2017, "Picking Funds with Confidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 11896, Mar.
• Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2017, "Bid-to-cover and yield changes around public debt auctions in the euro area," CEPR Discussion Papers, Centre for Economic Policy Research, number 11932, Mar.
• Bacchetta, Philippe & van Wincoop, Eric, 2017, "Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 11983, Apr.
• Danthine, Jean-Pierre & Danthine, Samuel, 2017, "On the Rewards to International Investing: A Safe Haven Currency Perspective," CEPR Discussion Papers, Centre for Economic Policy Research, number 11984, Apr.
• Altieri, Michela & Manconi, Alberto & Massa, Massimo, 2017, "Corporate Bond Guarantees and The Value of Financial Flexibility," CEPR Discussion Papers, Centre for Economic Policy Research, number 11992, Apr.
• Haliassos, Michael & Jansson, Thomas & Karabulut, Yigitcan, 2017, "Financial Literacy Externalities," CEPR Discussion Papers, Centre for Economic Policy Research, number 12100, Jun.
• Miles, David & Sefton, James, 2017, "Houses across time and across place," CEPR Discussion Papers, Centre for Economic Policy Research, number 12103, Jun.
• Heipertz, Jonas & Ouazad, Amine & Ranciere, Romain & Valla, Natacha, 2017, "Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects," CEPR Discussion Papers, Centre for Economic Policy Research, number 12134, Jul.
• Pástor, LuboÅ¡ & Stambaugh, Robert F. & Taylor, Lucian, 2017, "Portfolio Liquidity and Diversification: Theory and Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 12195, Aug.
• Eisele, Alexander & Nefedova, Tamara & Parise, Gianpaolo & Peijnenburg, Kim, 2017, "Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families," CEPR Discussion Papers, Centre for Economic Policy Research, number 12225, Aug.
• Faia, Ester & Paiella, Monica, 2017, "P2P Lending: Information Externalities, Social Networks and Loans Substitution," CEPR Discussion Papers, Centre for Economic Policy Research, number 12235, Aug.
• Asonuma, Tamon & Niepelt, Dirk & Ranciere, Romain, 2017, "Sovereign Bond Prices, Haircuts and Maturity," CEPR Discussion Papers, Centre for Economic Policy Research, number 12252, Aug.
• Floden, Martin & Kilström, Matilda & Sigurdsson, Jósef & Vestman, Roine, 2017, "Household Debt and Monetary Policy: Revealing the Cash-Flow Channel," CEPR Discussion Papers, Centre for Economic Policy Research, number 12270, Sep.
• Favilukis, Jack & Van Nieuwerburgh, Stijn, 2017, "Out-of-town Home Buyers and City Welfare," CEPR Discussion Papers, Centre for Economic Policy Research, number 12283, Sep.
• Bhamra, Harjoat Singh & Uppal, Raman, 2017, "Does Household Finance Matter? Small Financial Errors with Large Social Costs," CEPR Discussion Papers, Centre for Economic Policy Research, number 12414, Nov.
• Bhamra, Harjoat Singh & Uppal, Raman, 2017, "Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy?," CEPR Discussion Papers, Centre for Economic Policy Research, number 12415, Nov.
• Buss, Adrian & Uppal, Raman & Vilkov, Grigory, 2017, "Financial Innovation and Asset Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 12416, Nov.
• DeMiguel, Victor & Martin-Utrera, Alberto & Nogales, Francisco J. & Uppal, Raman, 2017, "A Portfolio Perspective on the Multitude of Firm Characteristics," CEPR Discussion Papers, Centre for Economic Policy Research, number 12417, Nov.
• Pástor, LuboÅ¡ & Stambaugh, Robert F. & Taylor, Lucian, 2017, "Fund Tradeoffs," CEPR Discussion Papers, Centre for Economic Policy Research, number 12513, Dec.
• Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2017, "A normalized value for information purchases," Working Papers, Center for Research in Economics and Statistics, number 2017-51, Jan.
• Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2017, "Differential equations connecting VaR and CVaR," IC3JM - Estudios = Working Papers, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM), number 24017, Jan.
• Nguyen, Hoang & Ausín Olivera, María Concepción & Galeano San Miguel, Pedro, 2017, "Parallel Bayesian Inference for High Dimensional Dynamic Factor Copulas," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 24552, May.
• D'Auria, Bernardo & García Martí, Dolores & Salmerón Garrido, José Antonio, 2017, "Optimal portfolio with insider information on the stochastic interest rate," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 25819, Nov.
• Júlio Lobão & Cristiano Pereira, 2017, "Barreras Psicológicas en Índices Bursátiles: Evidencia de Cuatro Países de Europa del Sur," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 40, issue 114, pages 268-278, Septiembr.
• Wei Tang & Tianhao Wu & Liheng Xu, 2017, "Skewness Preference and IPO Anomalies in China," Annals of Economics and Finance, Society for AEF, volume 18, issue 1, pages 173-199, May.
• Guoshi Tong, 2017, "Market Timing under Limited Information: An Empirical Investigation in US Treasury Market," Annals of Economics and Finance, Society for AEF, volume 18, issue 2, pages 291-322, November.
• Jianmei Zhao & Jiandong Li, 2017, "The Dual Effects of Housing on Portfolio Choices: Evidence from Urban China," Annals of Economics and Finance, Society for AEF, volume 18, issue 2, pages 253-276, November.
• Raymond Swaray & Afees A. Salisu, 2017, "The impact of crude oil prices on stock prices of oil firms: Should upstream-downstream dichotomy in supply chain be ignored?," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 021, Aug.
• Afees A. Salisu & Raymond Swaray & Tirimisyu F. Oloko, 2017, "A multi-factor predictive model for oil-US stock nexus with persistence, endogeneity and conditional heteroscedasticity effects," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 024, Aug.
• Afees A. Salisu & Umar B. Ndako, 2017, "A new look at the stock price-exchange rate nexus," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 031, Oct.
• Afees A. Salisu & Raymond Swaray & Tirimisyu F. Oloko, 2017, "US stocks in the presence of oil price risk: Large cap vs. Small cap," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 037, Sep.
• Afees A. Salisu & Umar B. Ndako, 2017, "Modelling stock price-exchange rate nexus in OECD countries - A new perspective," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 038, Dec.
• Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D. & Wermers, Russ, 2017, "Seasonal Asset Allocation: Evidence from Mutual Fund Flows," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 1, pages 71-109, February.
• Antoniou, Constantinos & Harrison, Glenn W. & Lau, Morten I. & Read, Daniel, 2017, "Information Characteristics and Errors in Expectations: Experimental Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 2, pages 737-750, April.
• Eriksen, Jonas N., 2017, "Expected Business Conditions and Bond Risk Premia," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 4, pages 1667-1703, August.
• Filippou, Ilias & Taylor, Mark P., 2017, "Common Macro Factors and Currency Premia," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 4, pages 1731-1763, August.
• Bisetti, Emilio & Favero, Carlo A. & Nocera, Giacomo & Tebaldi, Claudio, 2017, "A Multivariate Model of Strategic Asset Allocation with Longevity Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 5, pages 2251-2275, October.
• Botshekan, Mahmoud & Lucas, André, 2017, "Long-Term versus Short-Term Contingencies in Asset Allocation," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 5, pages 2277-2303, October.
• Breeden, Joseph L. & Liang, Sisi, 2017, "Auction-Price Dynamics for Fine Wines from Age-Period-Cohort Models," Journal of Wine Economics, Cambridge University Press, volume 12, issue 2, pages 173-202, May.
• Cardebat, Jean-Marie & Faye, Benoît & Le Fur, Eric & Storchmann, Karl, 2017, "The Law of One Price? Price Dispersion on the Auction Market for Fine Wine," Journal of Wine Economics, Cambridge University Press, volume 12, issue 3, pages 302-331, August.
• Le Blanc, Julia & Scholl, Almuth, 2017, "Optimal Savings For Retirement: The Role Of Individual Accounts," Macroeconomic Dynamics, Cambridge University Press, volume 21, issue 6, pages 1361-1388, September.
• Ouael EL JEBARI & Abdelati HAKMAOUI, 2017, "Modeling persistence of volatility in the Moroccan exchange market using a fractionally integrated EGARCH," Turkish Economic Review, EconSciences Journals, volume 4, issue 4, pages 388-399, December.
• Oyakhilome IBHAGUI, 2017, "Optimal Asset Allocation of a Pension Fund: Does The Fear of Regret Matter?," Journal of Economics Library, EconSciences Journals, volume 4, issue 2, pages 130-159, June.
• Jaydip SEN & Tamal DATTA CHAUDHURI, 2017, "A Predictive Analysis of the Indian FMCG Sector using Time Series Decomposition - Based Approach," Journal of Economics Library, EconSciences Journals, volume 4, issue 2, pages 206-226, June.
• Ana Fostel & John Geanakoplos & Gregory Phelan, 2017, "Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2076, Feb.
• Yusuf Yargı BAYDİLLİ & Şafak BAYIR & İlker TÜRKER, 2017, "A Hierarchical View of a National Stock Market as a Complex Network," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 1, pages 205-222.
• Ling PENG & William W. HAGER, 2017, "Non-constant Quasi-hyperbolic Discounting," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 2, pages 145-164.
• Binyamin YUSOFF & Jose Maria MERIGÓ & David CEBALLOS, 2017, "OWA-based Aggregation Operations in Multi-Expert MCDM Model," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 2, pages 211-230.
• Cristinca FULGA, 2017, "Integrated Decision Support System for Portfolio Selection with Enhanced Behavioral Content," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 3, pages 127-142.
• Kyoung-SookMOON & Heejean KIM & Hongjoong KIM, 2017, "A Prediction Methodology for the Change of the Values of Financial Products," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 3, pages 197-210.
• Теодор Тодоров, 2017, "Техническите Индикатори – Инструментариум За Измерване Пулса На “Forex” Пазара," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 13, issue 13 Year 2, pages 133-150.
• Даниел Николаев, 2017, "Стойност Под Риск, Кохерентните Алтернативи Cvar И Evar – Ползи И Приложимост," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 13, issue 13 Year 2, pages 5-23.
• Plamen Patev & Kaloyan Petkov, 2017, "Significance Of The Portfolio Scope For Improving The Results Of The Active Portfolio Management– Following The Example Of The Emerging Stock Markets In Southeast Asia," Business Management, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 15-32.
• Пламен Пътев & Калоян Петков, 2017, "Значението На Обхвата На Портфейла За Подобряване Резултатите От Активния Портфейлен Мениджмънт – По Примера На Нововъзникналите Фондови Пазари От Югоизточна Азия," Business Management, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 16-35.
• Wu, Hui & Ma, Chaoqun & Yue, Shengjie, 2017, "Momentum in strategic asset allocation," International Review of Economics & Finance, Elsevier, volume 47, issue C, pages 115-127, DOI: 10.1016/j.iref.2016.10.009.
• Wong, Hock Tsen, 2017, "Real exchange rate returns and real stock price returns," International Review of Economics & Finance, Elsevier, volume 49, issue C, pages 340-352, DOI: 10.1016/j.iref.2017.02.004.
• Liu, Bo & Liu, Yang & Peng, Juan & Yang, Jinqiang, 2017, "Optimal capital structure and credit spread under incomplete information," International Review of Economics & Finance, Elsevier, volume 49, issue C, pages 596-611, DOI: 10.1016/j.iref.2017.03.020.
• Cheema, Muhammad A. & Nartea, Gilbert V., 2017, "Momentum returns, market states, and market dynamics: Is China different?," International Review of Economics & Finance, Elsevier, volume 50, issue C, pages 85-97, DOI: 10.1016/j.iref.2017.04.003.
• Cao, N. & Galvani, V. & Gubellini, S., 2017, "Firm-specific stock and bond predictability: New evidence from Canada," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 174-192, DOI: 10.1016/j.iref.2017.05.007.
• Wang, Chao-Shi & Tang, Hui-Wen & Chen, Roger C.Y., 2017, "Does IPO subscription demand affect investor herd behavior in Taiwan?," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 258-272, DOI: 10.1016/j.iref.2017.06.004.
• Cai, Yumei & Cui, Xiaomei & Huang, Qianyun & Sun, Jianqiang, 2017, "Hierarchy, cluster, and time-stable information structure of correlations between international financial markets," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 562-573, DOI: 10.1016/j.iref.2017.07.024.
• Wang, Yaping & Ko, Kwangsoo, 2017, "Implications of fund manager turnover in China," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 99-106, DOI: 10.1016/j.iref.2017.05.004.
• Berkowitz, Jason P. & Schorno, Patrick J. & Shapiro, Dmitry A., 2017, "Characteristics of mutual funds with extreme performance," Review of Financial Economics, Elsevier, volume 34, issue C, pages 50-60, DOI: 10.1016/j.rfe.2017.04.003.
• Switzer, Lorne N. & Tahaoglu, Cagdas & Zhao, Yun, 2017, "Volatility measures as predictors of extreme returns," Review of Financial Economics, Elsevier, volume 35, issue C, pages 1-10, DOI: 10.1016/j.rfe.2017.04.001.
• Tule, Moses K. & Ndako, Umar B. & Onipede, Samuel F., 2017, "Oil price shocks and volatility spillovers in the Nigerian sovereign bond market," Review of Financial Economics, Elsevier, volume 35, issue C, pages 57-65, DOI: 10.1016/j.rfe.2017.03.003.
• Li, Leon, 2017, "Dynamic correlations and domestic-global diversification," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 280-290, DOI: 10.1016/j.ribaf.2016.08.001.
• Khalifa, Ahmed A. & Alsarhan, Abdulwahab A. & Bertuccelli, Pietro, 2017, "Causes and consequences of energy price shocks on petroleum-based stock market using the spillover asymmetric multiplicative error model," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 307-314, DOI: 10.1016/j.ribaf.2016.08.003.
• Oehler, Andreas & Wendt, Stefan & Horn, Matthias, 2017, "Are investors really home-biased when investing at home?," Research in International Business and Finance, Elsevier, volume 40, issue C, pages 52-60, DOI: 10.1016/j.ribaf.2016.12.003.
• Kumari, Jyoti & Mahakud, Jitendra & Hiremath, Gourishankar S., 2017, "Determinants of idiosyncratic volatility: Evidence from the Indian stock market," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 172-184, DOI: 10.1016/j.ribaf.2017.04.022.
• Smimou, K., 2017, "Does gold Liquidity learn from the greenback or the equity?," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 461-479, DOI: 10.1016/j.ribaf.2017.04.030.
• Mensah, Jones Odei & Premaratne, Gamini, 2017, "Dependence patterns among Asian banking sector stocks: A copula approach," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 516-546, DOI: 10.1016/j.ribaf.2017.05.001.
• Del Giudice, Alfonso & Paltrinieri, Andrea, 2017, "The impact of the Arab Spring and the Ebola outbreak on African equity mutual fund investor decisions," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 600-612, DOI: 10.1016/j.ribaf.2017.05.004.
• Stoforos, Chrysostomos E. & Degiannakis, Stavros & Palaskas, Theodosios B., 2017, "Hedge fund returns under crisis scenarios: A holistic approach," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1196-1207, DOI: 10.1016/j.ribaf.2017.07.056.
• Degiannakis, Stavros, 2017, "The one-trading-day-ahead forecast errors of intra-day realized volatility," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1298-1314, DOI: 10.1016/j.ribaf.2017.07.067.
• Ben Arfa, Nouha & Karmani, Majdi & Labaronne, Daniel, 2017, "Antecedents of hedge fund activism in French listed target firms," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1315-1326, DOI: 10.1016/j.ribaf.2017.07.068.
• Jadhao, Gaurav & Chandra, Abhijeet, 2017, "Application of VIX and entropy indicators for portfolio rotation strategies," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1367-1371, DOI: 10.1016/j.ribaf.2017.07.074.
• Gao, Jun & O’Sullivan, Niall & Sherman, Meadhbh, 2017, "Performance persistence in Chinese securities investment funds," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1467-1477, DOI: 10.1016/j.ribaf.2017.07.085.
• Khan, Mohammad Tariqul Islam & Tan, Siow-Hooi & Chong, Lee-Lee, 2017, "How past perceived portfolio returns affect financial behaviors—The underlying psychological mechanism," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1478-1488, DOI: 10.1016/j.ribaf.2017.07.088.
• Ayadi, Mohamed A. & Lazrak, Skander & Welch, Robert, 2017, "Determinants of bankruptcy regime choice for Canadian public firms," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 161-172, DOI: 10.1016/j.ribaf.2017.04.043.
• Ahmad, Wasim, 2017, "On the dynamic dependence and investment performance of crude oil and clean energy stocks," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 376-389, DOI: 10.1016/j.ribaf.2017.07.140.
• Hadhri, Sinda & Ftiti, Zied, 2017, "Stock return predictability in emerging markets: Does the choice of predictors and models matter across countries?," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 39-60, DOI: 10.1016/j.ribaf.2017.04.057.
• Bucciol, Alessandro & Zarri, Luca, 2017, "Do personality traits influence investors’ portfolios?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 68, issue C, pages 1-12, DOI: 10.1016/j.socec.2017.03.001.
• Lazar, Maya & Levkowitz, Amir & Oren, Amit & Sonsino, Doron, 2017, "A note on receptiveness to loss in structured Investment," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 69, issue C, pages 92-98, DOI: 10.1016/j.socec.2017.06.004.