Research classified by Journal of Economic Literature (JEL) codes

2016

• Han, Xing & Li, Youwei, 2016, "Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China," RIEI Working Papers, Xi'an Jiaotong-Liverpool University, Research Institute for Economic Integration, number 2016-07, Jul, revised 12 Jan 2017.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2016, "Reducing sequence risk using trend following investment strategies and the CAPE," Discussion Papers, Department of Economics, University of York, number 16/11, Sep.
• Faria, Gonçalo & Verona, Fabio, 2016, "Forecasting stock market returns by summing the frequency-decomposed parts," Bank of Finland Research Discussion Papers, Bank of Finland, number 29/2016.
• Timmer, Yannick, 2016, "Cyclical investment behavior across financial institutions," Discussion Papers, Deutsche Bundesbank, number 08/2016.
• Kurz-Kim, Jeong-Ryeol, 2016, "Black Monday, globalization and trading behavior of stock investors," Discussion Papers, Deutsche Bundesbank, number 18/2016.
• Memmel, Christoph & Seymen, Atılım & Teichert, Max, 2016, "Banks' interest rate risk and search for yield: A theoretical rationale and some empirical evidence," Discussion Papers, Deutsche Bundesbank, number 22/2016.
• de Roure, Calebe, 2016, "Fire buys of central bank collateral assets," Discussion Papers, Deutsche Bundesbank, number 51/2016.
• Schuster, Philipp & Trapp, Monika & Uhrig-Homburg, Marliese, 2016, "A heterogeneous agents equilibrium model for the term structure of bond market liquidity," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-05 [rev.2].
• Jaspersen, Stefan, 2021, "Mutual Fund Bets on Market Power," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 16-07, revised 2021.
• Bannier, Christina E. & Neubert, Milena, 2016, "Actual and perceived financial sophistication and wealth accumulation: The role of education and gender," CFS Working Paper Series, Center for Financial Studies (CFS), number 528.
• Bartram, Söhnke M. & Brown, Gregory W. & Stulz, René M., 2016, "Why does idiosyncratic risk increase with market risk?," CFS Working Paper Series, Center for Financial Studies (CFS), number 533.
• Buehlmaier, Matthias M. M. & Zechner, Josef, 2016, "Financial media, price discovery, and merger arbitrage," CFS Working Paper Series, Center for Financial Studies (CFS), number 551.
• Kräussl, Roman & Mirgorodskaya, Elizaveta, 2016, "The winner's curse on art markets," CFS Working Paper Series, Center for Financial Studies (CFS), number 564.
• Naqvi, Syed Muhammad Waqar Azeem & Rizvi, Syed Kumail Abbas & Orangzab & Ali, Muhammad, 2016, "Value at Risk at Asian Emerging Stock Markets," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 28, issue 3, pages 311-319.
• Weinert, Jan-Hendrik & Gründl, Helmut, 2016, "The modern tontine: An innovative instrument for longevity risk management in an aging society," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 22/16.
• Bouri, Elie & Azzi, Georges & Haubo Dyhrberg, Anne, 2016, "On the return-volatility relationship in the Bitcoin market around the price crash of 2013," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2016-41.
• Eichler, Stefan & Plaga, Timo, 2016, "The Political Determinants of Government Bond Holdings," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 14/2016.
• Curatola, Giuliano, 2016, "Optimal consumption and portfolio choice with loss aversion," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 130, DOI: 10.2139/ssrn.2749498.
• Kraft, Holger & Munk, Claus & Weiss, Farina, 2017, "Predictors and portfolios over the life cycle: Skill vs. luck," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 139, revised 2017, DOI: 10.2139/ssrn.2787568.
• Jakusch, Sven Thorsten & Meyer, Steffen & Hackethal, Andreas, 2019, "Taming models of prospect theory in the wild? Estimation of Vlcek and Hens (2011)," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 146, revised 2019, DOI: 10.2139/ssrn.2845338.
• Hackethal, Andreas & Jakusch, Sven Thorsten & Meyer, Steffen, 2016, "Taring all investors with the same brush? Evidence for heterogeneity in individual preferences from a maximum likelihood approach," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 147, DOI: 10.2139/ssrn.2845866.
• Caporin, Massimiliano & Kolokolov, Alexey & Renò, Roberto, 2016, "Systemic co-jumps," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 149, DOI: 10.2139/ssrn.2851811.
• Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2016, "Putting the pension back in 401(k) plans: Optimal versus default longevity income annuities," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 150, DOI: 10.2139/ssrn.2853430.
• Meyer, Steffen & Urban, Linda & Ahlswede, Sophie, 2016, "Does feedback on personal investment success help?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 157, DOI: 10.2139/ssrn.2880530.
• Donadelli, Michael & Kizys, Renatas & Riedel, Max, 2016, "Globally dangerous diseases: Bad news for Main Street, good news for Wall Street?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 158, DOI: 10.2139/ssrn.2881220.
• Hanspal, Tobin, 2016, "The effect of personal financing disruptions on entrepreneurship," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 161, DOI: 10.2139/ssrn.2887264.
• Maurer, Raimond & Mitchell, Olivia S., 2016, "Older people's willingness to delay social security claiming," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 170, DOI: 10.2139/ssrn.2945967.
• Chen, Cathy Yi-Hsuan & Chiang, Thomas C. & Härdle, Wolfgang Karl, 2016, "Downside risk and stock returns: An empirical analysis of the long-run and short-run dynamics from the G-7 Countries," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-001.
• Tu, Anthony H. & Chen, Cathy Yi-Hsuan, 2016, "What derives the bond portfolio value-at-risk: Information roles of macroeconomic and financial stress factors," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-006.
• Dlugoszek, Grzegorz R., 2016, "Solving DSGE portfolio choice models with asymmetric countries," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-009.
• Mazelis, Falk, 2016, "Implications of shadow ban regulation for monetary policy at the zero lower bound," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-043.
• Chen, Xiaoyu & Ji, Xiaohao, 2016, "How does rising house price influence stock market participation in China? A micro-household perspective," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-056.
• Broll, Udo & Welzel, Peter & Wong, Kit Pong, 2016, "The banking firm under ambiguity aversion," CEPIE Working Papers, Technische Universität Dresden, Center of Public and International Economics (CEPIE), number 01/16.
• Neugart, Michael, 2016, "Economic systems and risk preferences: evidence from East and West Germany," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145475.
• Haas, Markus, 2016, "A note on optimal portfolios under regime-switching," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145493.
• Raddant, Matthias & Kenett, Dror, 2016, "Interconnectedness in the global financial market," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145560.
• Neubert, Milena & Bannier, Christina E., 2016, "Actual and perceived financial sophistication and wealth accumulation: The role of education and gender," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145593.
• Bätje, Fabian & Menkhoff, Lukas, 2016, "Predicting the equity premium via its components," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145789.
• Khalil, Makram, 2016, "Cross-Border Portfolio Diversification under Trade Linkages," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145811.
• Marczak, Martyna & Beissinger, Thomas, 2016, "Bidirectional Relationship between Investor Sentiment and Excess Returns: New Evidence from the Wavelet Perspective," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145836.
• Hasler, Nicole, 2016, "US International Equity Investment and Economic Fundamentals," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145840.
• Mann, Katja & Davenport, Margaret, 2016, "Demography, Capital Flows and Asset Allocation over the Life-cycle," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145948.
• Zhuoqiong (Charlie) Chen & Tobias Gesche, 2016, "Persistent bias in advice-giving," ECON - Working Papers, Department of Economics - University of Zurich, number 228, Jun, revised Oct 2017.
• Robert F. Engle & Olivier Ledoit & Michael Wolf, 2016, "Large dynamic covariance matrices," ECON - Working Papers, Department of Economics - University of Zurich, number 231, Jul, revised Apr 2017.
• Olivier Ledoit & Michael Wolf & Zhao Zhao, 2016, "Efficient Sorting: A More Powerful Test for Cross-Sectional Anomalies," ECON - Working Papers, Department of Economics - University of Zurich, number 238, Dec, revised May 2018.
• Shaikh, Slam Ahmed, 2016, "Analysis & Test of Market Efficiency: A Case Study of KSE," MPRA Paper, University Library of Munich, Germany, number 68743, Jan.
• BOUSALAM, Issam & HAMZAOUI, Moustapha, 2016, "Impact of Ethical Screening on Risk and Returns: the Case of Constructed Moroccan Islamic Stock Indexes," MPRA Paper, University Library of Munich, Germany, number 68979, Jan.
• Covarrubias, Enrique & Hernández-del-Valle, Gerardo, 2016, "Inflation expectations derived from a portfolio model," MPRA Paper, University Library of Munich, Germany, number 69489, Feb.
• Bouoiyour, Jamal & Selmi, Refk, 2016, "The infernal couple China-Oil Price and the Responses of G7 Equities: A QQ Approach," MPRA Paper, University Library of Munich, Germany, number 70379, Feb.
• Guo, Xu & Wong, Wing-Keung, 2016, "Multivariate Stochastic Dominance for Risk Averters and Risk Seekers," MPRA Paper, University Library of Munich, Germany, number 70637, Apr.
• Alghalith, Moawia & Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2016, "A General Optimal Investment Model in the Presence of Background Risk," MPRA Paper, University Library of Munich, Germany, number 70644, Apr.
• Shehadeh, Ali & Erdős, Péter & Li, Youwei & Moore, Michael, 2016, "US Dollar Carry Trades in the Era of “Cheap Money”," MPRA Paper, University Library of Munich, Germany, number 70770, Apr.
• Thomadakis, Apostolos, 2016, "Do Combination Forecasts Outperform the Historical Average? Economic and Statistical Evidence," MPRA Paper, University Library of Munich, Germany, number 71589, May.
• Haniff, Norazza Mohd & Masih, Mansur, 2016, "Shariah stocks as an inflation hedge in Malaysia," MPRA Paper, University Library of Munich, Germany, number 71681, May.
• Shakir, Zeeniya & Masih, Mansur, 2016, "How is the European debt crisis affecting islamic equity? challenges in portfolio diversification within the eurozone: A markov switching and continuous wavelet transform analysis," MPRA Paper, University Library of Munich, Germany, number 71683, Jun.
• Shehadeh, Ali & Li, Youwei & Moore, Michael, 2016, "The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity," MPRA Paper, University Library of Munich, Germany, number 71709, Jun.
• Fajardo, José & Corcuera, José Manuel & Menouken Pamen, Olivier, 2016, "On the optimal investment," MPRA Paper, University Library of Munich, Germany, number 71901, Jun.
• Mantai, Mohammed Mahmoud & Masih, Mansur, 2016, "Do changes in shariah screening methodology make islamic indices substitutes or complements? an application of MGARCH-DCC and markov switching analysis," MPRA Paper, University Library of Munich, Germany, number 72166, Jun.
• Ali, Hakim & Masih, Mansur, 2016, "Evidence of cross-country portfolio diversification benefits: The case of Saudi Arabia," MPRA Paper, University Library of Munich, Germany, number 72180, Jun.
• Zdravkovski, Aleksandar, 2016, "Stock market integration and diversification possibilities during financial crises: Evidence from Balkan countries," MPRA Paper, University Library of Munich, Germany, number 72182, Jun.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2016, "Forecast in Capital Markets," MPRA Paper, University Library of Munich, Germany, number 72286, Jun.
• Rondinone, Gonzalo & Thomasz, Esteban Otto, 2016, "Un análisis exploratorio de los exchangeable trade funds y su influencia en el proceso de financiarización de commodities
  [An exploratory analisys of the exchangeable trade funds and their influenc," MPRA Paper, University Library of Munich, Germany, number 72677, Jun.
• Hatemi-J, Abdulnasser & Mustafa, Alan, 2016, "Testing for Financial Market Integration of the Chinese Market with the US Market," MPRA Paper, University Library of Munich, Germany, number 72733.
• Das, Rituparna, 2016, "How Much is the Presence of Timber Exchange Traded Fund Feasible in India?," MPRA Paper, University Library of Munich, Germany, number 72829, Feb.
• Cuthbert, James R. & Magni, Carlo Alberto, 2016, "Measuring the inadequacy of IRR in PFI schemes using profitability index and AIRR," MPRA Paper, University Library of Munich, Germany, number 72857.
• Lucks, Konstantin, 2016, "The Impact of Self-Control on Investment Decisions," MPRA Paper, University Library of Munich, Germany, number 73099, Jul.
• R. Ferreira, Alexandre & A. P. Santos, Andre, 2016, "On the choice of covariance specifications for portfolio selection problems," MPRA Paper, University Library of Munich, Germany, number 73259, Aug.
• Tomić, Bojan, 2016, "Ispitivanje kalendarskih sezonaliteta na hrvatskom tržištu kapitala
  [Testing the significance of calendar effects on croatian capital market]," MPRA Paper, University Library of Munich, Germany, number 73311, Jun.
• Cuervo Valledor, Álvaro & Pérez Mena, Adolfo & Vicente López, Miguel & Calvo Clúa, Rosalía, 2016, "Estudio de las posibilidades de inversión en los mercados frontera
  [Study of the possibilities of investment in the frontier market]," MPRA Paper, University Library of Munich, Germany, number 73618, Sep.
• Yilmaz, Adil & Unal, Gazanfer & Karatasoglu, Cengiz, 2016, "Wavelet Based Analysis Of Major Real Estate Markets," MPRA Paper, University Library of Munich, Germany, number 74083, Jul.
• Bai, Zhidong & Liu, Huixia & Wong, Wing-Keung, 2016, "Making Markowitz's Portfolio Optimization Theory Practically Useful," MPRA Paper, University Library of Munich, Germany, number 74360, Oct.
• Chan, Raymond H. & Clark, Ephraim & Wong, Wing-Keung, 2016, "On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors with Analysis of their Traditional and Internet Stocks," MPRA Paper, University Library of Munich, Germany, number 75002, Nov.
• Byrne, Joseph & Fu, Rong, 2016, "Stock Return Prediction with Fully Flexible Models and Coefficients," MPRA Paper, University Library of Munich, Germany, number 75366, Nov.
• Ibhagui, Oyakhilome, 2016, "Optimal Asset Allocation of a Pension Fund: Does The Fear of Regret Matter?," MPRA Paper, University Library of Munich, Germany, number 75802, Nov.
• Di Gialleonardo, Luca & Marè, Mauro & Motroni, Antonello & Porcelli, Francesco, 2016, "The impact of financial crisis on savings decisions: evidences from Italian pension funds," MPRA Paper, University Library of Munich, Germany, number 76066, Aug, revised Jul 2016.
• Ben Yaala, sirine & Henchiri, jamel E., 2016, "Impact of Macroeconomic and Demographic Variables on the Stock Market: Evidence from Tunisian Crisis," MPRA Paper, University Library of Munich, Germany, number 76783, Jul.
• Magni, Carlo Alberto, 2016, "Capital depreciation and the underdetermination of rate of return: A unifying perspective," MPRA Paper, University Library of Munich, Germany, number 77401, Dec.
• Širůček, Martin & Křen, Lukáš, 2016, "Tools and Techniques for Economic Decision Analysis," MPRA Paper, University Library of Munich, Germany, number 77516, revised 2016.
• Xing, Victor, 2016, "Ultra-accommodative Monetary Policy and Unintentional Drags on Consumer Spending," MPRA Paper, University Library of Munich, Germany, number 77749, Apr.
• Shijaku, Gerti, 2016, "Foreign currency lending in Albania," MPRA Paper, University Library of Munich, Germany, number 79087.
• Ripamonti, Alexandre, 2016, "Corwin-Schultz bid-ask spread estimator in the Brazilian stock market," MPRA Paper, University Library of Munich, Germany, number 79459.
• Deng, Binbin, 2016, "A Simple Model of Managerial Incentives and Portfolio-Investment Decision," MPRA Paper, University Library of Munich, Germany, number 79959.
• Stoforos, Chrysostomos & Degiannakis, Stavros & Palaskas, Theodosios, 2016, "Hedge Fund Returns under Crisis Scenarios: A Holistic Approach," MPRA Paper, University Library of Munich, Germany, number 80161, Oct.
• Degiannakis, Stavros, 2016, "The one-trading-day-ahead forecast errors of intra-day realized volatility," MPRA Paper, University Library of Munich, Germany, number 80163, Jan.
• Širůček, Martin & Galečka, Ondřej, 2016, "Alternative Evaluation of S&P 500 index in Relation to Quantitative Easing," MPRA Paper, University Library of Munich, Germany, number 80526, Jun.
• Tan, Zekuang, 2016, "Application of Discounted Cash Flow Model Valuation – Wal-Mart," MPRA Paper, University Library of Munich, Germany, number 83903, Dec.
• Al Janabi, Mazin A.M. & Arreola Hernandez, Jose & Berger, Theo & Nguyen, Duc Khuong, 2016, "Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios," MPRA Paper, University Library of Munich, Germany, number 84626, Jun, revised Nov 2016.
• Paramati, Sudharshan Reddy & Gupta, Rakesh & Tandon, Kishore, 2016, "Dynamic Analysis of Time-Varying Correlations and Cointegration Relationship between Australia and Frontier Equity Markets," MPRA Paper, University Library of Munich, Germany, number 88512, Jan, revised Mar 2016.
• Barinov, Alexander & Park, Shawn Saeyeul & Yildizhan, Celim, 2016, "Firm Complexity and Post-Earnings-Announcement Drift," MPRA Paper, University Library of Munich, Germany, number 89919, Apr, revised 09 Nov 2018.
• Barinov, Alexander & Park, Shawn Saeyeul & Yildizhan, Celim, 2016, "Firm Complexity and Post-Earnings-Announcement Drift," MPRA Paper, University Library of Munich, Germany, number 91421, Apr, revised 14 Dec 2018.
• Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2016, "Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations," Working Papers, University of Pretoria, Department of Economics, number 201609, Feb.
• Omokolade Akinsomi & Yener Coskun & Rangan Gupta, 2016, "Analysis of Herding in REITs of an Emerging Market: The Case of Turkey," Working Papers, University of Pretoria, Department of Economics, number 201666, Sep.
• Yoseph Yilma Getachew, 2016, "Credit Constraints, Growth and Inequality Dynamics," Working Papers, University of Pretoria, Department of Economics, number 201672, Oct.
• Omokolade Akinsomi & Yener Coskun & Rangan Gupta & Chi Keung Marco Lau, 2016, "Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs," Working Papers, University of Pretoria, Department of Economics, number 201688, Dec.
• Pramod Kumar Naik & Rangan Gupta & Puja Padhi, 2016, "The Relationship between Stock Market Volatility and Trading Volume: Evidence from South Africa," Working Papers, University of Pretoria, Department of Economics, number 201689, Dec.
• Rayenda Khresna Brahmana & Ritzky Karina Brahmana, 2016, "The Financial Planning and Financial Literacy of ex-Malaysia Indonesian Migrant Workers," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2016, issue 5, pages 47-59, DOI: 10.18267/j.aop.557.
• Jitka Veselá & Lucie Neubauerová, 2016, "Do investors suffer behavioral biases when deciding?
  [Trpí investoři při svém rozhodování behaviorálními předsudky?]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2016, issue 3, pages 73-87, DOI: 10.18267/j.cfuc.481.
• Tao Chen & Karen H. Y. Wong & Masayuki Susai, 2016, "Active Management and Price Efficiency of Exchange-traded Funds," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 1, pages 3-18, DOI: 10.18267/j.pep.533.
• Mato Njavro & Petra Posedel & Maruška Vizek, 2016, "Regime Switching Behaviour of Real Estate and Equity Prices in Emerging Countries," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 4, pages 396-410, DOI: 10.18267/j.pep.560.
• Hana Džmuráňová & Petr Teplý, 2016, "Why Are Savings Accounts Perceived as Risky Bank Products?," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 5, pages 617-633, DOI: 10.18267/j.pep.578.
• Božena Chovancová & Peter Árendáš, 2016, "Akciový trh verzus reálna ekonomika a jej indikátor HDP
  [The Stock Market versus the Real Economy and its Indicator GDP]," Politická ekonomie, Prague University of Economics and Business, volume 2016, issue 8, pages 939-952, DOI: 10.18267/j.polek.1119.
• Harvey S. Rosen & Alexander J. W. Sappington, 2016, "Impact of Endowment Shocks on Payouts," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 250, Nov.
• Sylvain Chassang, 2016, "Mostly Prior-Free Asset Allocation," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 077_2016, Jan.
• Krislert Samphantharak & Robert Townsend, 2016, "Risk and Return in Village Economies," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 27, May.
• Bruno Solnik & Thaisiri Watewai, 2016, "International Correlation Asymmetries: Frequent-but-Small and Infrequent-but-Large Equity Returns," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 31, Jun.
• Nasha Ananchotikul & Longmei Zhang, 2016, "Portfolio Flows, Global Risk Aversion and Asset Prices in Emerging Markets," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 36, Jul.
• Charoula Daskalaki & George Skiadopoulos & Nikolas Topaloglou, 2016, "Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach," Working Papers, Queen Mary University of London, School of Economics and Finance, number 797, May.
• Adam Clements & Ayesha Scott & Annastiina Silvennoinen, 2016, "Volatility Dependent Dynamic Equicorrelation," NCER Working Paper Series, National Centre for Econometric Research, number 111, May.
• James Hansen & Angus Moore, 2016, "The Efficiency of Central Clearing: A Segmented Markets Approach," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2016-07, Oct.
• Spyridon Vrontos, 2016, "Hedge Funds Managerial Skill Revisited: A Quantile Regression Approach," Bankers, Markets & Investors, ESKA Publishing, issue 140, pages 20-32, January-F.
• Boris Fays & Georges Hübner & Marie Lambert, 2016, "New Insight on the Performance of Equity Long/short Investment Styles," Bankers, Markets & Investors, ESKA Publishing, issue 140, pages 34-45, January-F.
• Nick Baltas, 2016, "Multi-Asset Seasonality and Trend-Following Strategies," Bankers, Markets & Investors, ESKA Publishing, issue 140, pages 47-62, January-F.
• Olga Kolokolova & Achim Mattes, 2016, "How Risky are Low-Risk Hedge Funds?," Bankers, Markets & Investors, ESKA Publishing, issue 140, pages 5-18, January-F.
• Sylvain Marsat & Benjamin Williams, 2016, "Does the Market Value the Social Dimension? International Evidence," Bankers, Markets & Investors, ESKA Publishing, issue 142, pages 28-40, May-June.
• Winfried G. Hallerback & Igor Pouchkarev, 2016, "Active Portfolio Management with Conditional Tracking Error," Bankers, Markets & Investors, ESKA Publishing, issue 143, pages 18-25, July-Augu.
• Jiajia Cui & Eduard H. M. Ponds, 2016, "Intergenerational Risk Trading and the Innovative Role of Equity- Wage Swaps," Bankers, Markets & Investors, ESKA Publishing, issue 144, pages 31-42, September.
• Geoffrey Meen & Alexander Mihailov & Yehui Wang, 2016, "Endogenous UK Housing Cycles and the Risk Premium: Understanding the Next Housing Crisis," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2016-02, Apr.
• Yili Chien & Harold Cole & Hanno Lustig, 2016, "Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies in an Endowment Economy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 20, pages 215-239, April, DOI: 10.1016/j.red.2015.02.001.
• Russell Cooper & Guozhong Zhu, 2016, "Household Finance over the Life-Cycle: What does Education Contribute?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 20, pages 63-89, April, DOI: 10.1016/j.red.2015.12.001.
• Pierre-Olivier Weill & Benjamin Lester & Julien Hugonnier, 2016, "Heterogeneity in decentralized asset markets," 2016 Meeting Papers, Society for Economic Dynamics, number 1014.
• Roine Vestman & Matilda Kilström & Josef Sigurdsson & Martin Floden, 2016, "Household Debt and Monetary Policy: Revealing the Cash-Flow Channel," 2016 Meeting Papers, Society for Economic Dynamics, number 1015.
• Semih Uslu, 2016, "Pricing and Liquidity in Decentralized Asset Markets," 2016 Meeting Papers, Society for Economic Dynamics, number 128.
• Raman Uppal & Harjoat Bhamra, 2016, "Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy?," 2016 Meeting Papers, Society for Economic Dynamics, number 1358.
• Aaron Hedlund & Carlos Garriga, 2016, "Mortgage Debt, Consumption, and Illiquid Housing Markets in the Great Recession," 2016 Meeting Papers, Society for Economic Dynamics, number 1564.
• Michael Haliassos & Hector F. CALVO PARDO & Chryssi Giannitsarou & Luc Arrondel, 2016, "Informative Social Interactions," 2016 Meeting Papers, Society for Economic Dynamics, number 636.
• Tao Zha & Jue Ren & Kaiji Chen, 2016, "What We Learn from China's Rising Shadow Banking: Exploring the Nexus of Monetary Tightening and Banks' Role in Entrusted Lending," 2016 Meeting Papers, Society for Economic Dynamics, number 82.
• Roberto Pancrazi & Eric Mengus, 2016, "The Inequality Accelerator," 2016 Meeting Papers, Society for Economic Dynamics, number 851.
• Kemal Eyuboglu & Sinem Eyuboglu & Rahmi Yamak, 2016, "Predicting Intra-Day and Day of the Week Anomalies in Turkish Stock Market," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 18, issue 59, pages 73-94, March.
• Enrico Maria Cervellati & Pierpaolo Pattitoni & Marco Savioli, 2016, "Cognitive Biases and Entrepreneurial Under-Diversification," Working Paper series, Rimini Centre for Economic Analysis, number 16-24, Sep.
• Jiahan Li & Ilias Tsiakas, 2016, "Equity Premium Prediction: The Role of Economic and Statistical Constraints," Working Paper series, Rimini Centre for Economic Analysis, number 16-25, Sep.
• Meglena Jeleva & Jean-Marc Tallon, 2016, "Ambiguïté, comportements et marchés financiers," L'Actualité Economique, Société Canadienne de Science Economique, volume 92, issue 1-2, pages 351-383.
• Cyn-Young Park, 2016, "Developing Local Currency Bond Markets in Asia," ADB Economics Working Paper Series, Asian Development Bank, number 495, Aug.
• Leonardo Becchetti & Davide Bellucci & Fiammetta Rossetti, 2016, "Gamblers, scratchers and their financial education," AICCON Working Papers, Associazione Italiana per la Cultura della Cooperazione e del Non Profit, number 153-2016, Sep.
• Simona Cociuba & Malik Shukayev & Alexander Ueberfeldt, 2016, "Collateralized Borrowing and Risk Taking at Low Interest Rates," Working Papers, University of Alberta, Department of Economics, number 2016-02, Feb.
• Simona Cociuba & Malik Shukayev & Alexander Ueberfeldt, 2016, "Managing Risk Taking with Interest Rate Policy and Macroprudential Regulations," Working Papers, University of Alberta, Department of Economics, number 2016-17, Nov.
• Adam Zaremba, 2016, "Strategies Based on Momentum and Term Structure in Financialized Commodity Markets," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 7, issue 1, pages 31-46.
• İsmail Tuna & Süleyman Serdar Karaca, 2016, "Determining the Firm Specific Factors Affecting the Capital Increase," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 7, issue 1, pages 89-105.
• Emre Yakut & Ahmet Çankal, 2016, "Portfolio Optimzation Using of Metods Multi Objective Genetic Algorithm and Goal Programming: An Application in BIST-30," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 7, issue 2, pages 43-62.
• Sinem Ateş & Ali Coşkun & M. Abdullah Şahin & M. Levent Demircan, 2016, "Impact of Financial Literacy on the Behavioral Biases of Individual Stock Investors: Evidence from Borsa Istanbul," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 7, issue 3, pages 1-19.
• Kemal Eyüboğlu & Pelin Çelik, 2016, "Financial Performance Evaluation of Turkish Energy Companies with Fuzzy AHP and Fuzzy TOPSIS Methods," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 7, issue 3, pages 21-37.
• Shelly Singhal & P. C. Biswal, 2016, "Asset Market Linkages in a Regime Switching Environment: Evidence from Commodity and Stock Markets in India," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 7, issue 4, pages 17-29.
• Samet Evci & Nazan Şak & Gökben Adana Karaağaç, 2016, "Analysis of Volatility in Gold Prices with the Markov Regime-Switching Models," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 7, issue 4, pages 67-77.
• Georges Dionne & Xiaozhou Zhou, 2016, "The Dynamics of Ex-ante High-Frequency Liquidity: An Empirical Analysis," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 15-5, Jan.
• Georges Dionne & Xiaozhou Zhou, 2016, "The Dynamics of Ex-ante Weighted Spread: An Empirical Analysis," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 16-4, Nov.
• André Kurmann & Stanislav Rabinovich, 2016, "Dynamic Inefficiency in Decentralized Capital Markets," School of Economics Working Paper Series, LeBow College of Business, Drexel University, number 2016-1, Feb.
• Seongman Moon, 2016, "Are Korean Industry-Sorted Portfolios Mean Reverting?," East Asian Economic Review, Korea Institute for International Economic Policy, volume 20, issue 2, pages 169-190, DOI: 10.11644/KIEP.EAER.2016.20.2.308.
• Lian Liu, 2016, "The Empirical Evidence on Government Bond Market Integration in East Asia," East Asian Economic Review, Korea Institute for International Economic Policy, volume 20, issue 1, pages 37-65, DOI: 10.11644/KIEP.JEAI.2016.20.1.304.
• Sumaira Channa & Pervaiz Ahmed Memon & Muhammad Ramzan Kalhoro, 2016, "Co-Integration between Stock Prices and Exchange Rate of Selected SAARC Countries: An Empirical Study," Sukkur IBA Journal of Management and Business, Sukkur IBA University, volume 3, issue 1, pages 82-98, DOI: 10.30537/sijmb.v3i1.138.
• Aasif Shah & Malabika Deo, 2016, "Integration of the Indian Stock Market :at the angle of Time-Frequency," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 31, issue 1, pages 183-205.
• Deniz Igan & Marcelo Pinheiro, 2016, "Delegated Portfolio Management, Benchmarking, and the Effects on Financial Markets," Journal of Financial Transformation, Capco Institute, volume 43, pages 144-157.
• Álvaro Chamizo Cana & Alfonso Novales Cinca, 2016, "Credit Risk Decomposition for Asset Allocation," Journal of Financial Transformation, Capco Institute, volume 43, pages 117-123.
• Andrew Freeman & D. Sykes Wilford, 2016, "Private Equity Capital Commitments: An Options- Private Equity Capital Commitments: An Options-Theoretic Risk Management Approach," Journal of Financial Transformation, Capco Institute, volume 43, pages 106-117.
• Hossein Asgharpur & Ali Rezazadeh, 2016, "Determining the Stock Optimal Portfolio using Value at Risk," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 2, issue 4, pages 93-118.
• Sinisa Bogdan & Suzana Baresa & Zoran Ivanovic, 2016, "Domestic Vs International Risk Diversification Possibilities In Southeastern European Stock Markets," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 7, issue 2, pages 197-208.
• Marc-André Luik, 2016, "Child Health, Human Capital and Adult Financial Behavior," Working Paper, Helmut Schmidt University, Hamburg, number 174/2013, Nov.
• Marc-André Luik, 2016, "Child Health, Human Capital and Adult Financial Behavior," Working Paper, Helmut Schmidt University, Hamburg, number 174/2016, Nov.
• Adam Zaremba, 2016, "Has the Long-Term Reversal Reversed? Evidence from Country Equity Indices," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 88-103, March.
• Hongfeng Peng & Xiaoyu Tan & Yi Chen, 2016, "Discretion of Dynamic Position Adjustment in Hedging Strategy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 86-101, June.
• Agamirova, Maria Е. (Агамирова, Мария) & Dzagurova, Nataliya B. (Дзагурова, Наталия), 2016, "The Legality of Vertical Restraints by the Rule of Reason and the Character of the Specific Investments
  [Правомерность Вертикальных Ограничивающих Соглашений С Позиции "Взвешенного Подхода&quo," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 6, pages 122-137, December.
• Boena CHOVANCOVÁ & Jaroslav HUDCOVSKÝ, 2016, "Return-risk profile of Slovak pension funds," REVISTA ADMINISTRATIE SI MANAGEMENT PUBLIC, Faculty of Administration and Public Management, Academy of Economic Studies, Bucharest, Romania, volume 2016, issue 27, pages 94-106, Decembre.
• Marco Angrisani & Vincenzo Atella & Marianna Brunetti, 2016, "Public Health Insurance and Household Portfolio Choices: Unraveling Financial “Side Effects” of Medicare," CEIS Research Paper, Tor Vergata University, CEIS, number 382, May, revised 07 Feb 2017.
• Vincenzo Atella & Edoardo Di Porto & Joanna Kopinska, 2016, "Heterogenous mechanisms in WWII stress transmission: evidence from a natural experiment," CEIS Research Paper, Tor Vergata University, CEIS, number 385, Jun, revised 01 Aug 2017.
• Yang Li, 2016, "Asset Returns and Financial Fragility," Departmental Working Papers, Rutgers University, Department of Economics, number 201601, Feb.
• Tomasz Potocki & Anna Rogoziñska, 2016, "Art as an investment in Poland - the first 20 years after the collapse of the central planning economy," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 11, issue 3, pages 22-33, February.
• Adam Zaremba & Przemys³aw Konieczka, 2016, "Paper profits from value, size and momentum: evidence from the Polish market," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 11, issue 3, pages 58-69, February.
• Dominik Filipiak & Agata Filipowska, 2016, "Towards data oriented analysis of the art market: survey and outlook," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 12, issue 1, pages 21-31, June.
• Pawe³ Sakowski & Robert Œlepaczuk & Mateusz Wywia³, 2016, "Cross-Sectional Returns With Volatility Regimes From A Diverse Portfolio Of Emerging And Developed Equity Indices," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 12, issue 2, pages 23-35, October.
• Daniel Chai & Binh Do, 2016, "Co-existence of short-term reversals and momentum in the Australian equity market," Australian Journal of Management, Australian School of Business, volume 41, issue 1, pages 55-76, February, DOI: 10.1177/0312896214535789.
• Peter M Clarkson & Shams Pathan & Andrew Tellam, 2016, "Do private equity target firms exhibit less effectual governance structures?," Australian Journal of Management, Australian School of Business, volume 41, issue 2, pages 244-270, May, DOI: 10.1177/0312896214539817.
• Subhrendu Rath & Mamunur Rashid, 2016, "Undervaluation and private equity takeovers," Australian Journal of Management, Australian School of Business, volume 41, issue 4, pages 735-759, November, DOI: 10.1177/0312896215594465.
• Paramita Mukherjee & Malabika Roy, 2016, "What Drives the Stock Market Return in India? An Exploration with Dynamic Factor Model," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 15, issue 1, pages 119-145, April, DOI: 10.1177/0972652715623681.
• Rakesh Kumar, 2016, "Integration of Stock Returns and Volatility of Emerging Equity Markets," Review of Market Integration, India Development Foundation, volume 8, issue 1-2, pages 79-102, April, DOI: 10.1177/0974929216687884.
• Chris Becker, 2016, "Living with Volatilities: Capital Flows and Policy Implications for SEACEN Central Banks," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp13, Mar.
• Ros Zam Zam Sapian, 2016, "Foreign Equity Flows And Market Return Volatility: Evidence From An Emerging Equity Market," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3605726, May.
• Ian Smith, 2016, "A study into UK Financial Planners opinions on risk tolerance and risk perception," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 4006388, Aug.
• Hong-Bae Kim, 2016, "portfolio management with Islam Equity in Korea stock market," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 4006501, Aug.
• Pawe? Kliber, 2016, "Portfolio analysis in jump-diffusion model with power-law tails," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5306873, Nov.
• Lord Mensah, 2016, "Asset Allocation Brewed Accross African Stock Markets," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 3205757, Mar.
• Urbina Rugeiro, Jaime Iván & Núñez Antonio, Gabriel & Saavedra Barrera, Patricia, 2016, "Análisis, aplicación y comparación de tres métodos estadísticos en la estimación del VaR y el EVaR," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 6, issue 1, pages 37-54, enero-jun.
• Bucio, Christian & De Jesús, Raul & Cabello, Alejandra, 2016, "Valor en riesgo anual de los mercados accionarios de México y Estados Unidos: VaR tradicional vs VaR cópulas elípticas," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 6, issue 1, pages 83-114, enero-jun.
• Zuñiga Feria, Laura G., 2016, "Análisis del desempeño de los fondos de inversión de renta variable en México / Performance analysis of the mexican equity mutual funds," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 6, issue 2, pages 121-158, julio-dic.
• Marcin Kolasa, 2016, "Equilibrium foreign currency mortgages," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2016-021, Dec.
• Toni Vide, 2016, "Does It Pay To Be Good? An Analysis Of Vice And Virtue Stock Performance In The Eurozone," Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management, number 12016, Jan.
• Toni Vide, 2016, "Does it pay to be good? An analysis of vice and virtue stock performance in the Eurozone," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 6, pages 113-125, June, DOI: 10.7172/2353-6845.jbfe.2016.2.6.
• Philippe de Brouwer, 2016, "Proposal for a Practical Implementation of Maslowian Portfolio Theory (Wniosek dotyczacy praktycznego wdrozenia Maslowian Portfolio Theory)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 14, issue 63, pages 39-56.
• Rafa³ Cieslik, 2016, "Effect of Earnings Quality on the Returns-Earnings Relationship: Evidence from the Warsaw Stock Exchange (Wplyw jakosci zysku na zaleznosc pomiedzy zyskiem a stopa zwrotu z akcji na przykladzie GPW w ," Research Reports, University of Warsaw, Faculty of Management, volume 2, issue 22, pages 60-77.
• Divya Jindal & Ravi Singla, 2016, "A Study Of The Impact Of The Indian Stock Market Crash Of 2008 On Ipos Listed On The National Stock Exchange," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 8, issue 3 (Decemb, pages 359-374.