Research classified by Journal of Economic Literature (JEL) codes

2016

• 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.
• Isela Elizabeth Tellez-Leon & Francisco Venegas-Martinez, 2016, "Decisiones de consumo y portafolio con Utilidad Diferencial Recursiva Estocastica (UDRE): Modelos alternativos," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 13, issue 2, pages 51-75, Julio-Dic.
• 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.
• Apoorva Javadekar, 2016, "Mutual Fund Flows When Manager Has Timing And Picking Skill," Working Papers, Centre for Advanced Financial Research and Learning (CAFRAL), number 022321, Aug.
• 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" И Характер Специфических Инвестиций]," 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, DOI: 10.33119/kaewps2016021.
• 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 Warszawie)," 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.
• Sarah Brown & Dan Gray & Mark N. Harris & Christopher Spencer, 2016, "Portfolio Allocation, Income Uncertainty and Households' Flight from Risk," Working Papers, The University of Sheffield, Department of Economics, number 2016012, Dec.
• Jens H. E. Christensen & Signe Krogstrup, 2016, "A Portfolio Model of Quantitative Easing," Working Papers, Swiss National Bank, number 2016-19.
• Thomas Kick & Enrico Onali & Benedikt Ruprecht & Klaus Schaeck, 2016, "How does the Eurozone crisis affect securities portfolios?," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 16-022, May.
• Gregor Dorfleitner & Mai Nguyen, 2016, "Which proportion of SR investments is enough? A survey-based approach," Business Research, Springer;German Academic Association for Business Research, volume 9, issue 1, pages 1-25, April, DOI: 10.1007/s40685-016-0030-y.
• Anett Wins & Bernhard Zwergel, 2016, "Comparing those who do, might and will not invest in sustainable funds: a survey among German retail fund investors," Business Research, Springer;German Academic Association for Business Research, volume 9, issue 1, pages 51-99, April, DOI: 10.1007/s40685-016-0031-x.
• Massimiliano Amarante, 2016, "A representation of risk measures," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 39, issue 1, pages 95-103, April, DOI: 10.1007/s10203-016-0170-8.
• John A. Buzacott, 2016, "Capital allocation to alternatives with a multivariate ladder gamma return distribution," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 39, issue 2, pages 235-258, November, DOI: 10.1007/s10203-016-0175-3.
• Fabio Antonelli & Carlo Mancini, 2016, "Consumption optimization for recursive utility in a jump-diffusion model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 39, issue 2, pages 293-310, November, DOI: 10.1007/s10203-016-0177-1.
• Mario Menegatti, 2016, "A note on portfolio selection and stochastic dominance," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 39, issue 2, pages 327-331, November, DOI: 10.1007/s10203-016-0179-z.
• Enrico G. De Giorgi & Ola Mahmoud, 2016, "Diversification preferences in the theory of choice," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 39, issue 2, pages 143-174, November, DOI: 10.1007/s10203-016-0182-4.
• Yoshifumi Tahira & Takayuki Mizuno, 2016, "Trading strategy of a stock index based on the frequency of news releases for listed companies," Evolutionary and Institutional Economics Review, Springer, volume 13, issue 2, pages 437-444, December, DOI: 10.1007/s40844-016-0054-1.
• Philip Hans Franses & Wouter Knecht, 2016, "The late 1970s bubble in Dutch collectible postage stamps," Empirical Economics, Springer, volume 50, issue 4, pages 1215-1228, June, DOI: 10.1007/s00181-015-0974-3.
• Yudong Wang & Li Liu, 2016, "Crude oil and world stock markets: volatility spillovers, dynamic correlations, and hedging," Empirical Economics, Springer, volume 50, issue 4, pages 1481-1509, June, DOI: 10.1007/s00181-015-0983-2.
• Aurélien Alfonsi & Pierre Blanc, 2016, "Dynamic optimal execution in a mixed-market-impact Hawkes price model," Finance and Stochastics, Springer, volume 20, issue 1, pages 183-218, January, DOI: 10.1007/s00780-015-0282-y.
• Peter Bank & Selim Gökay, 2016, "Superreplication when trading at market indifference prices," Finance and Stochastics, Springer, volume 20, issue 1, pages 153-182, January, DOI: 10.1007/s00780-015-0278-7.
• Aurélien Alfonsi & Pierre Blanc, 2016, "Dynamic optimal execution in a mixed-market-impact Hawkes price model," Finance and Stochastics, Springer, volume 20, issue 1, pages 183-218, January, DOI: 10.1007/s00780-015-0282-y.
• Kasper Larsen & Halil Soner & Gordan Žitković, 2016, "Facelifting in utility maximization," Finance and Stochastics, Springer, volume 20, issue 1, pages 99-121, January, DOI: 10.1007/s00780-015-0274-y.
• Eyal Neuman & Alexander Schied, 2016, "Optimal portfolio liquidation in target zone models and catalytic superprocesses," Finance and Stochastics, Springer, volume 20, issue 2, pages 495-509, April, DOI: 10.1007/s00780-015-0280-0.
• Dimitri Vallière & Yuri Kabanov & Emmanuel Lépinette, 2016, "Consumption-investment problem with transaction costs for Lévy-driven price processes," Finance and Stochastics, Springer, volume 20, issue 3, pages 705-740, July, DOI: 10.1007/s00780-016-0303-5.
• Martin Bischoff & Johannes Jahn, 2016, "Economic objectives, uncertainties and decision making in the energy sector," Journal of Business Economics, Springer, volume 86, issue 1, pages 85-102, January, DOI: 10.1007/s11573-015-0785-1.
• Nader Virk & Hilal Butt, 2016, "Specification errors of asset-pricing models for a market characterized by few large capitalization firms," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 40, issue 1, pages 68-84, January, DOI: 10.1007/s12197-014-9297-z.
• Mico Apostolov, 2016, "Cobb–Douglas production function on FDI in Southeast Europe," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 5, issue 1, pages 1-28, December, DOI: 10.1186/s40008-016-0043-x.
• Elyès Jouini & Clotilde Napp, 2016, "Live fast, die young," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 62, issue 1, pages 265-278, June, DOI: 10.1007/s00199-015-0894-7.
• Bong-Gyu Jang & Hyeng Keun Koo & Yuna Rhee, 2016, "Asset demands and consumption with longevity risk," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 62, issue 3, pages 587-633, August, DOI: 10.1007/s00199-015-0922-7.
• Kun Wu & Weixing Wu, 2016, "Optimal Controls for a Large Insurance Under a CEV Model: Based on the Legendre Transform-Dual Method," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 14, issue 2, pages 167-178, December, DOI: 10.1007/s40953-016-0032-9.
• Alexander Nezlobin & Madhav V. Rajan & Stefan Reichelstein, 2016, "Structural properties of the price-to-earnings and price-to-book ratios," Review of Accounting Studies, Springer, volume 21, issue 2, pages 438-472, June, DOI: 10.1007/s11142-016-9356-0.
• Mu-Shun Wang, 2016, "Idiosyncratic volatility, executive compensation and corporate governance: examination of the direct and moderate effects," Review of Managerial Science, Springer, volume 10, issue 2, pages 213-244, March, DOI: 10.1007/s11846-014-0143-7.
• Elina Pradkhan, 2016, "Impact of culture and patriotism on home bias in bond portfolios," Review of Managerial Science, Springer, volume 10, issue 2, pages 265-301, March, DOI: 10.1007/s11846-014-0146-4.
• Sebastian Lobe & Christian Walkshäusl, 2016, "Vice versus virtue investing around the world," Review of Managerial Science, Springer, volume 10, issue 2, pages 303-344, March, DOI: 10.1007/s11846-014-0147-3.
• Giulia Di Nunno & Erik Hove Karlsen, 2016, "Hedging Under Worst-Case-Scenario in a Market Driven by Time-Changed Lévy Noises," Springer Books, Springer, in: Mark Podolskij & Robert Stelzer & Steen Thorbjørnsen & Almut E. D. Veraart, "The Fascination of Probability, Statistics and their Applications", DOI: 10.1007/978-3-319-25826-3_22.
• Timmer, Yannick, 2016, "Cyclical investment behavior across financial institutions," ESRB Working Paper Series, European Systemic Risk Board, number 18, Jul.
• Andreas Fagereng & Luigi Guiso & Luigi Pistaferri, 2016, "Back to background risk?," Discussion Papers, Statistics Norway, Research Department, number 834, Feb.
• C.E. Dangerfield & A.E. Whalley & Nick Hanley & C.A. Gilligan, 2016, "What a difference a stochastic process makes: epidemiological-based real options models of optimal treatment of disease," Discussion Papers in Environment and Development Economics, University of St. Andrews, School of Geography and Sustainable Development, number 2016-03, Mar.
• Martyna Marczak & Thomas Beissinger, 2016, "Bidirectional relationship between investor sentiment and excess returns: new evidence from the wavelet perspective," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 18, pages 1305-1311, December, DOI: 10.1080/13504851.2016.1153782.
• Stelios Bekiros & Rangan Gupta & Clement Kyei, 2016, "A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices," Applied Economics, Taylor & Francis Journals, volume 48, issue 31, pages 2895-2898, July, DOI: 10.1080/00036846.2015.1130793.
• Adelina Gschwandtner & Michael Hauser, 2016, "Profit persistence and stock returns," Applied Economics, Taylor & Francis Journals, volume 48, issue 37, pages 3538-3549, August, DOI: 10.1080/00036846.2016.1142652.
• Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2016, "Predictability of sustainable investments and the role of uncertainty: evidence from a non-parametric causality-in-quantiles test," Applied Economics, Taylor & Francis Journals, volume 48, issue 48, pages 4655-4665, October, DOI: 10.1080/00036846.2016.1161724.
• Gonçalo Faria & João Correia-da-Silva, 2016, "Is stochastic volatility relevant for dynamic portfolio choice under ambiguity?," The European Journal of Finance, Taylor & Francis Journals, volume 22, issue 7, pages 601-626, May, DOI: 10.1080/1351847X.2014.958511.
• Sermin Gungor & Richard Luger, 2016, "Multivariate Tests of Mean-Variance Efficiency and Spanning With a Large Number of Assets and Time-Varying Covariances," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 34, issue 2, pages 161-175, April, DOI: 10.1080/07350015.2015.1019510.
• Michael W. McCracken & Serena Ng, 2016, "FRED-MD: A Monthly Database for Macroeconomic Research," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 34, issue 4, pages 574-589, October, DOI: 10.1080/07350015.2015.1086655.
• T. Roncalli & G. Weisang, 2016, "Risk parity portfolios with risk factors," Quantitative Finance, Taylor & Francis Journals, volume 16, issue 3, pages 377-388, March, DOI: 10.1080/14697688.2015.1046907.
• Daniel Huerta & Peter V. Egly & Diego Escobari, 2016, "The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 22, issue 1, pages 47-62, January, DOI: 10.1080/10835547.2016.12089979.
• Asli Yuksel, 2016, "The relationship between stock and real estate prices in Turkey : Evidence around the global financial crisis," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 16, issue 1, pages 33-40.
• Yasemin Erduman & Neslihan Kaya, 2016, "Time varying determinants of bond flows to emerging markets," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 16, issue 2, pages 65-72.
• Ahmed Tahoun & Florin P. Vasvari, 2016, "Political Lending," Working Papers Series, Institute for New Economic Thinking, number 47, Aug, DOI: 10.2139/ssrn.2817703.
• Xu Guo & Michael McAleer & Wing-Keung Wong & Lixing Zhu, 2016, "A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction During Financial Crises," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-003/III, Jan.
• Jinghui Chen & Masahito Kobayashi & Michael McAleer, 2016, "Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-015/III, Mar.
• Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong, 2016, "Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-025/III, Apr.
• Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2016, "Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-099/III, Nov.
• Peijnenburg, Kim & Nijman, Theo & Werker, Bas J. M., 2016, "The annuity puzzle remains a puzzle," Other publications TiSEM, Tilburg University, School of Economics and Management, number 011232cd-6c91-4c59-8bc6-6.
• Jiajia, C. & Ponds, Eduard, 2016, "Intergenerational risk trading and the innovative role of equity-wage swaps," Other publications TiSEM, Tilburg University, School of Economics and Management, number ee4d0187-c566-4a78-99bb-4.
• Chen, Daniel L. & Schonger, Martin, 2016, "Is Ambiguity Aversion a Preference?," IAST Working Papers, Institute for Advanced Study in Toulouse (IAST), number 16-52, revised Feb 2020.
• Chen, Daniel L. & Schonger, Martin, 2016, "Is Ambiguity Aversion a Preference?," TSE Working Papers, Toulouse School of Economics (TSE), number 16-703, Sep, revised Feb 2020.
• Marmer, Vadim & Slade, Margaret, 2016, "Investment and Uncertainty With Time to Build: Evidence from U.S. Copper Mining," Microeconomics.ca working papers, Vancouver School of Economics, number vadim_marmer-2016-14, Dec, revised 22 Dec 2016.
• Halevy, Yoram & Persitz, Dotan & Zrill, Lanny, 2016, "Parametric Recoverability of Preferences," Microeconomics.ca working papers, Vancouver School of Economics, number yoram_halevy-2016-11, Nov, revised 02 Nov 2016.
• Halevy, Yoram & Zrill, Lanny, 2016, "Parametric Recovery Methods: A Comparative Experimental Study," Microeconomics.ca working papers, Vancouver School of Economics, number yoram_halevy-2016-2, Jan, revised 03 Nov 2016.
• John Cotter & Stuart Gabriel & Richard Roll, 2016, "Nowhere to run, nowhere to hide: asset diversification in a flat world," Working Papers, Geary Institute, University College Dublin, number 201612, Nov.
• Jinghui Chen & Masahito Kobayashi & Michael McAleer, 2016, "Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2016-04, Mar.
• Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong, 2016, "Spectrally-corrected estimation for high-dimensional markowitz mean-variance optimization," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-05, Dec.
• Marie Briere & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2016, "Towards Greater Diversification in Central Bank Reserves," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/232457.
• 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.