Research classified by Journal of Economic Literature (JEL) codes

2016

• 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.
• Tsouknidis, Dimitris A., 2016, "Dynamic volatility spillovers across shipping freight markets," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 91, issue C, pages 90-111, DOI: 10.1016/j.tre.2016.04.001.
• Bojan Tomic & Andrijana Sesar, 2016, "Basic Characteristics of Bonds and their Dynamics on the Croatian Secondary Market," Effectus - Working Paper Series, Effectus - University College for Law and Finance, number 0015, Jan.
• Ibrahim BOZKURT, 2016, "Gunahkar Hisseler," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 16, issue 1, pages 1-12, DOI: 10.21121/eab.2016119950.
• Martin, Ian & Wagner, Christian, 2016, "What is the expected return on a stock?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118957, Nov.
• Ghosh, Anisha & Julliard, Christian & Taylor, Alex, 2016, "An information based one-factor asset pricing model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118978, Apr.
• Bianchi, Daniele & Tamoni, Andrea, 2016, "The dynamics of expected returns: evidence from multi-scale time series modelling," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118992, Mar.
• Ziemba, William, 2016, "A response to Professor Paul A. Samuelson's objections to Kelly capital growth investing," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119002, Jan.
• Czichowsky, Christoph & Schachermayer, Walter, 2016, "Duality theory for portfolio optimisation under transaction costs," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 63362, Jun.
• Malkhozov, Aytek & Mueller, Philippe & Vedolin, Andrea & Venter, Gyuri, 2016, "Mortgage risk and the yield curve," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 64915, May.
• Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas & Samartzis, Panagiotis, 2016, "Factor models of stock returns: GARCH errors versus time-varying betas," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 65548, Jan.
• Aymanns, Christoph & Caccioli, Fabio & Farmer, J. Doyne & Tan, Vincent W.C., 2016, "Taming the Basel leverage cycle," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 65676, Mar.
• Andreas Fagereng & Luigi Guiso & Luigi Pistaferri, 2016, "Back to Background Risk," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1602, revised Jan 2016.
• Andreas Fagereng & Luigi Guiso & Davide Malacrino & Luigi Pistaferri, 2016, "Heterogeneity and Persistence in Returns to Wealth," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1615, revised Nov 2016.
• Tiago Santos Telles & Alex Willhans Antonio Palludeto & Bastiaan Philip Reydon, 2016, "Price movement in the Brazilian land market (1994-2010): an analysis in the light of post-Keynesian theory," Brazilian Journal of Political Economy, Center of Political Economy, volume 36, issue 1, pages 109-129.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016, "Applying exogenous variables and regime switching to multi-factor models on equity indices," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, volume 47, DOI: 10.17451/eko/47/2016/210.
• Lin Mi & Karen Benson & Robert Faff, 2016, "Further evidence on idiosyncratic risk and REIT pricing: a cross-country analysis," Accounting Research Journal, Emerald Group Publishing Limited, volume 29, issue 1, pages 34-58, May, DOI: 10.1108/ARJ-07-2013-0048.
• Oktay Tas & Kaya Tokmakcioglu & Umut Ugurlu & Murat Isiker, 2016, "Comparison of ethical and conventional portfolios with second-order stochastic dominance efficiency test," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 9, issue 4, pages 492-511, November, DOI: 10.1108/IMEFM-11-2015-0133.
• Dimitrios Kourtidis & Željko Šević & Prodromos Chatzoglou, 2016, "Mood and stock returns: evidence from Greece," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 2, pages 242-258, May, DOI: 10.1108/JES-09-2014-0158.
• Aasif Shah & Malabika Deo & Wayne King, 2016, "What econo-physics can tell us about Korean equity market co-movements?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 4, pages 549-573, September, DOI: 10.1108/JES-04-2015-0058.
• Axel Buchner, 2016, "Portfolio dynamics under illiquidity," Journal of Risk Finance, Emerald Group Publishing Limited, volume 17, issue 4, pages 405-427, August, DOI: 10.1108/JRF-01-2016-0002.
• Christian Fieberg & Thorsten Poddig & Armin Varmaz, 2016, "An investor’s perspective on risk-models and characteristic-models," Journal of Risk Finance, Emerald Group Publishing Limited, volume 17, issue 3, pages 262-276, May, DOI: 10.1108/JRF-02-2016-0026.
• Hunter Matthew Holzhauer & Xing Lu & Robert McLeod & Jun Wang, 2016, "RiskTRACK: the five-factor model for measuring risk tolerance," Journal of Risk Finance, Emerald Group Publishing Limited, volume 17, issue 4, pages 428-445, August, DOI: 10.1108/JRF-04-2016-0054.
• Theo Berger & Christian Fieberg, 2016, "On portfolio optimization," Journal of Risk Finance, Emerald Group Publishing Limited, volume 17, issue 3, pages 295-309, May, DOI: 10.1108/JRF-09-2015-0094.
• Vikash Ramiah & Thomas Morris & Imad Moosa & Michael Gangemi & Louise Puican, 2016, "The effects of announcement of green policies on equity portfolios," Managerial Auditing Journal, Emerald Group Publishing Limited, volume 31, issue 2, pages 138-155, February, DOI: 10.1108/MAJ-08-2014-1065.
• Martin Lally, 2016, "Optimal exit dates for members of the GSF," Pacific Accounting Review, Emerald Group Publishing Limited, volume 28, issue 2, pages 201-218, April, DOI: 10.1108/PAR-07-2015-0028.
• Bart Frijns & Alireza Tourani-Rad, 2016, "The long-run performance of the New Zealand stock markets: 1899-2013," Pacific Accounting Review, Emerald Group Publishing Limited, volume 28, issue 1, pages 59-70, February, DOI: 10.1108/PAR-11-2014-0039.
• Philip Blonski & Simon Christian Blonski, 2016, "Are individual investors dumb noise traders," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 8, issue 1, pages 45-69, February, DOI: 10.1108/QRFM-02-2015-0009.
• Carlo Massironi & Giusy Chesini, 2016, "Kenneth Fisher’s heuristics," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 8, issue 2, pages 130-148, May, DOI: 10.1108/QRFM-07-2015-0026.
• Albert Rapp, 2016, "Private investor extrapolation bias – evidence through qualitative content analysis (QCA)," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 8, issue 2, pages 149-167, May, DOI: 10.1108/QRFM-08-2015-0033.
• Muhammad Zubair Tauni & Hong Xing Fang & Amjad Iqbal, 2016, "Information sources and trading behavior: does investor personality matter?," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 8, issue 2, pages 94-117, May, DOI: 10.1108/QRFM-08-2015-0031.
• Kunlapath Sukcharoen & David J. Leatham, 2016, "Dependence and extreme correlation among US industry sectors," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 1, pages 26-49, March, DOI: 10.1108/SEF-01-2015-0021.
• Bin Liu & Amalia Di Iorio, 2016, "Does idiosyncratic volatility predict future growth of the Australian economy?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 1, pages 69-90, March, DOI: 10.1108/SEF-08-2014-0160.
• Javier Rodríguez & Herminio Romero, 2016, "Assessing foreign funds geographical focus timing skill," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 2, pages 209-221, June, DOI: 10.1108/SEF-11-2013-0168.
• Owen Williams, 2016, "Foreign currency exposure within country exchange traded funds," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 2, pages 222-243, June, DOI: 10.1108/SEF-10-2014-0196.
• Gideon Becker & Thomas Dimpfl, 2016, "Labor income risk and households’ risky asset holdings," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 2, pages 262-280, June, DOI: 10.1108/SEF-09-2014-0168.
• Adam Zaremba, 2016, "Quality investing and the cross-section of country returns," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 2, pages 281-301, June, DOI: 10.1108/SEF-06-2014-0119.
• Guo, X. & McAleer, M.J. & Wong, W.-K. & Zhu, L., 2016, "A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-01, Jan.
• Chen, J. & Kobayashi, M. & McAleer, M.J., 2016, "Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-16, Feb.
• Bai, Z. & Li, H. & McAleer, M.J. & Wong, W.-K., 2016, "Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-20, Apr.
• Arturo Lorenzo Valdés & Leticia Armenta Fraire & Rocío Durán Vázquez, 2016, "A copula-TGARCH approach of conditional dependence between oil price and stock market index: the case of Mexico," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 31, issue 1, pages 47-63.
• Gabriel Chan & Laura Diaz Anadon, 2016, "Improving Decision Making for Public R&D Investment in Energy: Utilizing Expert Elicitation in Parametric Models," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1631, Dec.
• P.N. (Raja) Junankar, 2016, "On Measuring Uncertainty: Snakes and Ladders," Working Papers, eSocialSciences, number id:11420, Oct.
• Byrne, JP & Cao, S & Korobilis, D, 2016, "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 18195, Aug.
• Raúl De Jesús Gutiérrez., 2016, "Estrategias dinámicas de cobertura cruzada eficiente para el mercado del petróleo mexicano: Evidencia de dos modelos GARCH multivariados con término de corrección de error," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 44, issue 1, pages 115-146, Enero-Jun, DOI: 10.24275/ETYPUAM/NE/442016/DeJesus.
• Aleksandr Alekseev & Mikhail Sokolov, 2016, "Portfolio Return Relative to a Benchmark," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2016/04, Jul.
• Emmanuel I. MICHAEL & Joseph Michael ESSIEN & Uduak B. UBOM, 2016, "Bank Portfolio Structure and Economic Absorption Theory of Economic Development: A Theoretical Proposition," Expert Journal of Finance, Sprint Investify, volume 4, issue 1, pages 44-51.
• Uduak B. UBOM & Emmanuel I. MICHAEL & Joseph Michael ESSIEN, 2016, "Bank Portfolio Structure and Economic Absorption Theory of Economic Development: A Theoretical Proposition," Expert Journal of Finance, Sprint Investify, volume 4, issue , pages 44-51.
• Dogus EMIN, 2016, "Stock Market Co-Movement at the Disaggregated Level: Individual Stock Integration," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 2, pages 96-112, April.
• Ali Shehadeh & Peter Erdos & Youwei Li & Michael Moore, 2016, "US Dollar Carry Trades in the Era of "Cheap Money"," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 5, pages 374-404, October.
• Francis Larson & John List & Robert Metcalfe, 2016, "Can Myopic Loss Aversion Explain the Equity Premium Puzzle? Evidence from a Natural Field Experiment with Professional Traders," Natural Field Experiments, The Field Experiments Website, number 00534.
• Santosh Anagol & Vimal Balasubramaniam & Tarun Ramadorai, 2016, "Endowment Effects in the Field: Evidence from India's IPO Lotteries," Natural Field Experiments, The Field Experiments Website, number 00551.
• Jiaping Qiu, 2016, "Precautionary Saving and Health Insurance: A Portfolio Choice Perspective," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 11, issue 2, pages 232-264, June.
• Kaiji Chen & Jue Ren & Tao Zha, 2016, "What we learn from China's rising shadow banking: exploring the nexus of monetary tightening and banks' role in entrusted lending," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2016-1, Jan.
• Anat Bracha, 2016, "Investment decisions and negative interest rates," Working Papers, Federal Reserve Bank of Boston, number 16-23, Nov.
• O. Emre Ergungor, 2016, "Where the Wild Things Are: Measuring Systemic Risk through Investor Sentiment," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1608, Feb.
• Rawley Heimer, 2016, "Peer Pressure: Social Interaction and the Disposition Effect," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1618, Jul.
• Roberto Pinheiro, 2016, "Venture Capital and Underpricing: Capacity Constraints and Early Sales," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1624, Nov.
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• Tarek A. Hassan & Thomas M. Mertens & Tony Zhang, 2020, "A Risk-based Theory of Exchange Rate Stabilization," Working Paper Series, Federal Reserve Bank of San Francisco, number 2016-15, May, DOI: 10.24148/wp2016-15.
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• Mathias S. Kruttli, 2016, "From Which Consumption-Based Asset Pricing Models Can Investors Profit? Evidence from Model-Based Priors," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-027, Mar, DOI: 10.17016/FEDS.2016.027r1.
• Nathan Foley-Fisher & Borghan N. Narajabad & Stéphane Verani, 2016, "Securities Lending as Wholesale Funding : Evidence from the U.S. Life Insurance Industry," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-050, May, DOI: 10.17016/FEDS.2016.050.
• Filippo De Marco & Marco Macchiavelli, 2016, "The Political Origin of Home Bias: The Case of Europe," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-060, Jul, DOI: 10.17016/FEDS.2016.060.
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• Alyssa G. Anderson & John Kandrac, 2016, "Monetary Policy Implementation and Private Repo Displacement : Evidence from the Overnight Reverse Repurchase Facility," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-096, Oct, DOI: 10.17016/FEDS.2016.096.
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• Roman S. Gubanov & Larisa V. Zhuravleva & Olga V. Korableva, 2016, "Patent as a Form of Intangible Assets and its Use in the Implementation of the Program of Innovative Development," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 88-99, April.
• Alexander E. Abramov & Alexander D. Radygin & Maria I. Chernova, 2016, "Equity vs. Bonds for Long-term Investors," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 26-44, June.
• Victor À. Gorelik & Tatiana V. Zolotova, 2016, "Formation of an Optimum Portfolio of Russian Companies with Probabilistic Risk Function," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 45-54, June.
• Mircea Bahna & Cosmin-Octavian Cepoi, 2016, "Optimizarea selecției și gestiunii portofoliului folosind momentele de ordin," Journal of Financial Studies, Institute of Financial Studies, volume 1, issue 1, pages 40-50, June.
• Adam Marszk & Ewa Lechman & Harleen Kaur, 2016, "Financial Markets Diffusion Patterns. The Case Of Mexican Investment Funds," GUT FME Working Paper Series A, Faculty of Management and Economics, Gdansk University of Technology, number 34, Jun.
• Maria V. Sokolova, 2016, "Better More Than One: Portfolio Currency Pricing and Exchange Rate Hedging," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 03-2016, May.
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• Marcela Ibanez & Juanita Vasquez, 2016, "Can we fight drugs using communication campaigns? A framed field experiment," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 199, Feb.
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• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01391013, Apr.
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• Meglena Jeleva & Jean-Marc Tallon, 2016, "Ambiguïté, comportements et marchés financiers," Post-Print, HAL, number hal-01410661, Mar, DOI: 10.7202/1039881ar.
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