Research classified by Journal of Economic Literature (JEL) codes

2017

• Vikas Agarwal & Eser Arisoy & Narayan Y. Naik, 2017, "Volatility of Aggregate Volatility and Hedge Fund Returns," Post-Print, HAL, number hal-01634155, DOI: 10.1016/j.jfineco.2017.06.015.
• Louis Raffestin, 2017, "Do bond credit ratings lead to excess comovement?," Post-Print, HAL, number hal-01649992.
• J.Y. Gnabo & M. Kerkour & C. Lecourt & H. Raymond, 2017, "Understanding the decision-making process of sovereign wealth funds: The case of Temasek," Post-Print, HAL, number hal-01685389, Dec, DOI: 10.1016/j.inteco.2017.06.003.
• Régis Breton & Sébastien Galanti & Christophe Hurlin & Anne-Gaël Vaubourg, 2017, "La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ?," Post-Print, HAL, number hal-01724249, DOI: 10.3917/reco.pr2.0103.
• Mounira Chniguir & Mohamed Kefi & Jamel Eddine Henchiri, 2017, "The Determinants of Home Bias in Stock Portfolio: An Emerging and Developed Markets Study," Post-Print, HAL, number hal-01739418.
• Elie Bouri & Peter Molnár & Georges Azzi & David Roubaud & Lars Ivar Hagfors, 2017, "On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?," Post-Print, HAL, number hal-02000697, DOI: 10.1016/j.frl.2016.09.025.
• Riccardo Calcagno & Maela Giofré & Maria Cesira Urzi-Brancati, 2017, "To trust is good, but to control is better : How investors discipline financial advisors’ activity," Post-Print, HAL, number hal-02312048, Aug, DOI: 10.1016/j.jebo.2017.04.010.
• Mieszko Mazur & Galla Salganik-Shoshan & Maxim Zagonov, 2017, "Comparing performance sensitivity of retail and institutional mutual funds’ investment flows," Post-Print, HAL, number hal-02613697, Aug, DOI: 10.1016/j.frl.2016.12.031.
• Patricia Crifo & Marc-Arthur Diaye & Rim Oueghlissi, 2017, "The effect of countries’ ESG ratings on their sovereign borrowing costs," Post-Print, HAL, number hal-02877953, Nov, DOI: 10.1016/j.qref.2017.04.011.
• Taher Hamza & Nada Mselmi, 2017, "Corporate Governance and Equity Prices: The Effect of Board of Directors and Audit Committee Independence," Post-Print, HAL, number hal-03380724, DOI: 10.7202/1052694ar.
• Taher Hamza & Nada Mselmi, 2017, "Corporate Governance and Equity Prices: The Effect of Board of Directors and Audit Committee Independence," Post-Print, HAL, number hal-03528491, DOI: 10.7202/1052694ar.
• Farid Mkaouar & Jean-Luc Prigent & Ilyes Abid, 2017, "Long-term investment with stochastic interest and inflation rates: The need for inflation-indexed bonds," Post-Print, HAL, number hal-03679700, Dec, DOI: 10.1016/j.econmod.2016.12.017.
• Jean-Marie Cardebat & Benoit Faye & Eric Le Fur & Karl Storchmann, 2017, "The Law of One Price? Price Dispersion on the Auction Market for Fine Wine," Post-Print, HAL, number hal-03897972, Aug, DOI: 10.1017/jwe.2017.32.
• Thi Thanh Huyen Nguyen & Duc-De Ngo & Franceline Mercurelli, 2017, "Compétition entre gérants de fonds : prise de risque et effort," Post-Print, HAL, number hal-04329813, Jun, DOI: 10.3917/reco.684.0595.
• Nicolas Aubert & Benameur Hachmi & Guillaume Garnotel & Jean-Luc Prigent, 2018, "Optimal Employee Ownership Contracts under Ambiguity Aversion," Post-Print, HAL, number halshs-01492391, DOI: 10.1111/ecin.12478.
• Philippe Jehiel, 2017, "Investment strategy and selection bias: An equilibrium perspective on overoptimism," PSE Working Papers, HAL, number halshs-01557560, Jul.
• Jean-Pierre Danthine & Samuel Danthine, 2017, "On the Rewards to International Investing: A Safe Haven Currency Perspective," PSE Working Papers, HAL, number halshs-01571641, Aug.
• Michel Blanchard & Philippe Bernard, 2017, "The performance of mutual funds on French stock market: Do star funds' managers exist or do funds have to hire chimpanzees?," Working Papers, HAL, number hal-01515492, Apr.
• Sandrine Kablan & Ouidad Yousfi & Mohamed Ali Chatti, 2017, "Activity diversification and performance of Islamic banks in Malaysia," Working Papers, HAL, number hal-01527699, May.
• Thomas Stebro & Manuel Fernnndez Sierra & Stefano Lovo & Nir Vulkan, 2017, "Herding in Equity Crowdfunding," Working Papers, HAL, number hal-01970724, Dec.
• Lauren Stagnol, 2017, "Introducing global term structure in a risk parity framework," Working Papers, HAL, number hal-04141648.
• Gunther Capelle-Blancard & Patricia Crifo & Marc-Arthur Diaye & Rim Oueghlissi & Bert Scholtens, 2017, "Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries," Working Papers, HAL, number hal-04141666.
• Philippe Jehiel, 2017, "Investment strategy and selection bias: An equilibrium perspective on overoptimism," Working Papers, HAL, number halshs-01557560, Jul.
• Zhe Huang & Franck Martin, 2017, "Optimal pairs trading strategies in a cointegration framework," Working Papers, HAL, number halshs-01566803, Jul.
• Jean-Pierre Danthine & Samuel Danthine, 2017, "On the Rewards to International Investing: A Safe Haven Currency Perspective," Working Papers, HAL, number halshs-01571641, Aug.
• Nguyen, Duc Binh Benno & Prokopczuk, Marcel, 2017, "Jumps in Commodity Markets," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-615, Nov.
• Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Wese Simen, Chardin, 2017, "The Risk Premium of Gold," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-616, Nov.
• Hollstein, Fabian & Prokopczuk, Marcel & Wese Simen, Chardin, 2017, "How to Estimate Beta?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-617, Nov.
• Hollstein, Fabian & Prokopczuk, Marcel & Wese Simen, Chardin, 2017, "The Term Structure of Systematic and Idiosyncratic Risk," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-618, Nov.
• Prokopczuk, Marcel & Tharann, Björn & Wese Simen, Chardin, 2017, "Predicting the Equity Market with Option Implied Variables," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-619, Nov.
• Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Wese Simen, Chardin, 2017, "International Tail Risk and World Fear," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-620, Nov.
• Peter Csoka & Judit Hever, 2017, "Portfolio valuation under liquidity constraints with permanent price impact," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1736, Dec.
• Mohammadi, Ali & Shafi, Kourosh, 2017, "How Wise Are Crowd? A Comparative Study of Crowd and Institutions in Peer-to-Business Online Lending Markets," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 450, Mar.
• Lindbeck, Assar & Weibull, Jörgen, 2017, "Delegation of Investment Decisions, and Optimal Renumeration of Agents," Working Paper Series, Research Institute of Industrial Economics, number 1171, May, revised 02 Aug 2020.
• Boehl, Gregor & Fischer, Thomas, 2017, "Capital Taxation and Investment: Matching 100 Years of Wealth Inequality Dynamics," Working Papers, Lund University, Department of Economics, number 2017:8, Jun.
• Bingley, Paul & Martinello, Alessandro, 2017, "The Effects of Schooling on Wealth Accumulation Approaching Retirement," Working Papers, Lund University, Department of Economics, number 2017:9, Jun.
• Sendstad, Lars Hegnes & Chronopoulos, Michail, 2017, "Strategic Technology Switching under Risk Aversion and Uncertainty," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2017/10, Sep.
• Haliassos, Michael & Jansson, Thomas & Karabulut, Yigitcan, 2017, "Financial Literacy Externalities," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 333, Mar, revised 01 Oct 2017.
• Flodén, Martin & Kilström, Matilda & Sigurdsson, Jósef & Vestman, Roine, 2017, "Household Debt and Monetary Policy: Revealing the Cash-Flow Channel," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 342, Sep.
• Odegaard, Bernt Arne, 2017, "How long do equity owners hang on to their stocks?," UiS Working Papers in Economics and Finance, University of Stavanger, number 2017/6, Mar.
• Odegaard, Bernt Arne, 2017, "Is Household Diversification Increasing in Wealth? Norwegian Evidence," UiS Working Papers in Economics and Finance, University of Stavanger, number 2017/7, Apr.
• Lundström, Christian, 2017, "On the Returns of Trend-Following Trading Strategies," Umeå Economic Studies, Umeå University, Department of Economics, number 948, Mar.
• Evgeni Tarassov, 2017, "The Index Fund Rationality Paradox and Categorical Thinking," HSE Economic Journal, National Research University Higher School of Economics, volume 21, issue 3, pages 412-433.
• Nikolay A Andreev, 2017, "Boundedness of the Value Function of the Worst-Case Portfolio Selection Problem with Linear Constraints," HSE Working papers, National Research University Higher School of Economics, number WP BRP 59/FE/2017.
• Chen, Jun-Home & Huang, Yu-Lieh & Chang, Jow-Ran, 2017, "Robust Good-Deal Bounds In Incomplete Markets: The Case Of Taiwan," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 58, issue 1, pages 53-67, June, DOI: 10.15057/28615.
• Tamai, Yoshihiro & Shimizu, Chihiro & Nishimura, Kiyohiko G., 2017, "Aging and Property Prices: A Theory of Very Long Run Portfolio Choice and Its Predictions on Japanese Municipalities in the 2040s," HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University, number 65, Jan.
• Yoshida, Jiro, 2017, "Stock Prices, Regional Housing Prices, and Aggregate Technology Shocks," HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University, number 72, Oct.
• Eleonora Sanfilippo, 2017, "Keynes’s Trading on Wall Street: Did He Follow the Same Behavior When Investing for Himself and for King’s?," STOREPapers, Associazione Italiana per la Storia dell'Economia Politica - StorEP, number 4_2017, Nov.
• Nataliya Trusova, 2017, "Structure of the Total Financial Potential of Agriculture: Regional Aspect," Oblik i finansi, Institute of Accounting and Finance, issue 3, pages 119-125, September.
• Lynda S. Livingston, 2017, "Returns And Attribution From A Studentmanaged Peer-To-Peer Loan Fund," Accounting & Taxation, The Institute for Business and Finance Research, volume 9, issue 1, pages 13-29.
• Giuseppe Di Biase, 2017, "Empirical Analysis Of Real Credit Risk Data," Accounting & Taxation, The Institute for Business and Finance Research, volume 9, issue 1, pages 97-108.
• Chris, C. Hsu, 2017, "How Fuel Price Shocks Affect Airline Stock Returns: An Empirical Study Of Major Us Carriers," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 11, issue 2, pages 51-59.
• Eduardo E Sandoval & Sandra P Borotto, 2017, "The Effect On Shareholders’ Wealth In Companies Of The Automotive Industry, After The Volkswagen Announcement Of Cheating In The Gas Emission Contaminants Of Its Vehicles, Efecto En La Riqueza De Los Accionistas De Las Companias Lideres Del Mercado," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 10, issue 2, pages 1-16.
• Lilia Alejandra Flores Castillo & Conrado Aguilar Cruz, 2017, "Optimization Of Utility Function Of The Demand For Financial Assets Optimizacion De La Funcion De Utilidad De La Demanda De Activos Financieros," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 10, issue 3, pages 41-51.
• Dragos Mihai UNGUREANU, 2017, "Pan-European Personal Pension Product, a New Path Forward," International Conference on Economic Sciences and Business Administration, Spiru Haret University, volume 4, issue 1, pages 355-364, November.
• Crespo Cuaresma, Jesus & Fortin, Ines & Hlouskova, Jaroslava, 2017, "Exchange rate forecasting and the performance of currency portfolios," Economics Series, Institute for Advanced Studies, number 326, Jan.
• Gopalakrishnan, Balagopal & Mohapatra, Sanket, 2017, "Turning Over a Golden Leaf? Global Liquidity and Emerging Market Central Banks’ Demand for Gold after the Financial Crisis," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP 2017-04-02, Apr.
• Mai Dao & Ms. Camelia Minoiu & Mr. Jonathan David Ostry, 2017, "Corporate Investment and the Real Exchange Rate," IMF Working Papers, International Monetary Fund, number 2017/183, Aug.
• José Antonio Climent Hernández, 2017, "Portafolios de dispersión mínima con rendimientos log-estables," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 12, issue 2, pages 49-69, Abril-Jun.
• Oscar Valdemar De la Torre Torres & Luis Guadalupe Macías Trejo, 2017, "Los beneficios de la inversión socialmente responsable en el desempeño de fondos de pensiones mexicanos," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 12, issue 3, pages 67-87, Julio-Sep.
• Gustavo Adolfo Díaz Valencia, 2017, "La influencia de la vivienda en la aversión al riesgo de portafolios familiares," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 12, issue 3, pages 89-119, Julio-Sep.
• Alberto Saavedra Espinosa, 2017, "Estimation of Market Risk Measures in Mexican Financial Time Series," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 12, issue 4, pages 365-388, Octubre-D.
• Fabian Ackermann & Walt Pohl & Karl Schmedders, 2017, "Optimal and Naive Diversification in Currency Markets," Management Science, INFORMS, volume 63, issue 10, pages 3347-3360, October, DOI: 10.1287/mnsc.2016.2497.
• Turan G. Bali & Robert F. Engle & Yi Tang, 2017, "Dynamic Conditional Beta Is Alive and Well in the Cross Section of Daily Stock Returns," Management Science, INFORMS, volume 63, issue 11, pages 3760-3779, November, DOI: 10.1287/mnsc.2016.2536.
• Michael Haliassos & Thomas Jansson & Yigitcan Karabulut, 2017, "Incompatible European Partners? Cultural Predispositions and Household Financial Behavior," Management Science, INFORMS, volume 63, issue 11, pages 3780-3808, November, DOI: 10.1287/mnsc.2016.2538.
• Daniel Paravisini & Veronica Rappoport & Enrichetta Ravina, 2017, "Risk Aversion and Wealth: Evidence from Person-to-Person Lending Portfolios," Management Science, INFORMS, volume 63, issue 2, pages 279-297, February, DOI: 10.1287/mnsc.2015.2317.
• Matthias Lang, 2017, "First-Order and Second-Order Ambiguity Aversion," Management Science, INFORMS, volume 63, issue 4, pages 1254-1269, April, DOI: 10.1287/mnsc.2016.2443.
• Paul Ehling & Christian Heyerdahl-Larsen, 2017, "Correlations," Management Science, INFORMS, volume 63, issue 6, pages 1919-1937, June, DOI: 10.1287/mnsc.2015.2413.
• Xiaoqian Wen & Duc Khuong Nguyen, 2017, "Can Investors of Chinese Energy Stocks Benefit from Diversification into Commodity Futures?," Working Papers, Department of Research, Ipag Business School, number 2017-004, Jan.
• Gérard CHARREAUX, 2017, "Gestion de portefeuille et politique:existe-t-il une prime partisane sur le marché français ?, Portfolio management and politics:is there a presidential premium on the French market ?," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1170201, Feb.
• Philippe DESBRIERES, 2017, "L’investissement conforme à la Charia est-il socialement responsable ?,Is Shariah compliant investment socially responsible?," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1171001, Oct, DOI: 10.7202/1060893ar.
• Frank M. Fossen & Ray Rees & Davud Rostam-Afschar & Viktor Steiner, 2017, "How Do Entrepreneurial Portfolios Respond to Income Taxation?," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 922.
• Tobias Schmidt & Panagiota Tzamourani, 2017, "Zur finanziellen Bildung der privaten Haushalte in Deutschland: Ausgewählte Ergebnisse aus der Studie „Private Haushalte und ihre Finanzen (PHF)“," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 86, issue 4, pages 31-49, DOI: 10.3790/vjh.86.4.31.
• Tobias Aufenanger & Matthias Wrede, 2017, "Schützt finanzielle Bildung vor der Unsicherheitsfalle?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 86, issue 4, pages 51-56, DOI: 10.3790/vjh.86.4.51.
• Michael Walter & Lydia Welbers, 2017, "Wie „ticken“ Kleinanleger auf dem Finanzmarkt? Einblicke in ein qualitatives Forschungsprojekt," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 86, issue 4, pages 67-82, DOI: 10.3790/vjh.86.4.67.
• Guglielmo Maria Caporale & Kefei You, 2017, "Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1669.
• Frank M. Fossen & Ray Rees & Davud Rostam-Afschar & Viktor Steiner, 2017, "How Do Entrepreneurial Portfolios Respond to Income Taxation?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1673.
• Antonia Grohmann, 2017, "Financial Literacy and Financial Behavior: Evidence from the Emerging Asian Middle Class," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1702.
• M. Hashem Pesaran & Takashi Yamagata, 2017, "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0997, Apr.
• Nadine Levratto & Maarouf Ramadan & Luc Tessier, 2017, "Les business angels, révélateurs, plus que moteurs, de l’engagement des entreprises dans l’innovation," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-1.
• Pierre Bui Quang & Jonas Heipertz & Natacha Valla, 2017, "International equity portfolio diversification: a sectoral and security-by-security analysis," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-2.
• Lauren Stagnol, 2017, "Introducing global term structure in a risk parity framework," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-23.
• Gunther Capelle-Blancard & Patricia Crifo & Marc-Arthur Diaye & Rim Oueghlissi & Bert Scholtens, 2017, "Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-7.
• M. Caridad SEVILLANO & Francisco JAREÑO, 2017, "The Impact of Relevant International Factors on the Returns of IBEX 35 Companies, 2000-2016," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 17, issue 1, pages 37-56.
• Catherine, Sylvain, 2016, "Countercyclical Income Risk and Portfolio Choices over the Life-Cycle," HEC Research Papers Series, HEC Paris, number 1147, May.
• Lovo, Stefano & Spaenjers, Christophe, 2014, "A Model of Trading in the Art Market," HEC Research Papers Series, HEC Paris, number 1150, Mar, revised 22 Sep 2017.
• Schmidt, Daniel & Lunghi, Sandro & von Beschwitz, Bastian, 2017, "Limits of Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data," HEC Research Papers Series, HEC Paris, number 1206, May, revised 13 Aug 2017.
• Astebro, Thomas B. & Lovo, Stefano & Fernandez Sierra, Manuel & Vulkan, Nir, 2017, "Herding in Equity Crowdfunding," HEC Research Papers Series, HEC Paris, number 1245, Dec, revised 04 Jun 2018.
• Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2017, "Bid-to-cover and yield changes around public debt auctions in the euro area," Working Paper Series, European Central Bank, number 2056, May.
• Bubeck, Johannes & Habib, Maurizio Michael & Manganelli, Simone, 2017, "The portfolio of euro area fund investors and ECB monetary policy announcements," Working Paper Series, European Central Bank, number 2116, Dec.
• Goncalves, Andrei, 2017, "Can Reinvestment Risk Explain the Dividend and Bond Term Structures?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2017-14, Aug.
• Rossi, Andrea, 2017, "Decreasing Returns or Mean-Reversion of Luck? The Case of Private Equity Fund Growth," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2017-26, Nov.
• Lee, Charles M. C. & So, Eric C. & Wang, Charles C. Y., 2017, "Evaluating Firm-Level Expected-Return Proxies," Research Papers, Stanford University, Graduate School of Business, number 3188, Jun.
• Lee, Charles M. C. Lee & Sun, Stephen Teng & Wang, Rongfei & Zhang, Ran, 2017, "Technological Links and Predictable Returns," Research Papers, Stanford University, Graduate School of Business, number repec:ecl:stabus:3605, Oct.
• Liping Zou & Ruishan Chen, 2017, "Earnings Surprises, Investor Sentiments and Contrarian Strategies," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 1, pages 133-143.
• Mehdi Alikhani Mehrjardi & Mohammad Ghadamyari & Yousef Mahboobi, 2017, "Performance Evaluation of Return, Risk and Liquidity of Firms Newly Listed in Tehran Stock Exchange," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 1, pages 249-254.
• Sofi Mohd Fikri & Mohamed Hisham Yahya & Taufiq Hassan, 2017, "A Review on Agency Cost of Shariah Governance in Mutual Fund," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 1, pages 530-538.
• Duc Hong Vo & Thach Ngoc Pham, 2017, "Systematic Risk in Energy Businesses: Empirical Evidence for the ASEAN," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 1, pages 553-565.
• Ahmed Bouteska & Boutheina Regaieg, 2017, "Overconfidence Bias, Over/Under-reaction of Financial Analysts on the Tunisian Stock Market, and Their Impacts on the Earnings Forecasts," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 2, pages 208-214.
• Joakim Kvamvold, 2017, "Mutual Fund Flows and Benchmark Portfolio Returns," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 2, pages 236-242.
• Hussein A. Abdoh, 2017, "Correlation Based Clustering of the Amman Stock Exchange," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 2, pages 259-265.
• Muhammad Afaq Haider & Muhammad Asif Khan & Shamila Saddique & Shujahat Haider Hashmi, 2017, "The Impact of Stock Market Performance on Foreign Portfolio Investment in China," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 2, pages 460-468.
• Kamphol Panyagometh, 2017, "Implementation of Reinganum's Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 2, pages 492-499.
• Yi-Chang Chen & Hung-Che Wu & Jen-Jsung Huang, 2017, "Herd Behavior and Rational Expectations: A Test of China's Market Using Quantile Regression," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 2, pages 649-663.
• Devina Ivo Mahendra & Nadia Asandimitra Haryono, 2017, "The Determinant of the Possibility of Merger in Indonesia," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 3, pages 62-68.
• Jaber Bahrami & Mosayeb Pahlavani & Reza Roshan & Saeed Rasekhi, 2017, "Adjusting Consumption Based Capital Asset Pricing Model within the Framework of an Open Economy: The Case of Iran," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 3, pages 309-317.
• M. Agussalim & Nandan Limakrisna & Hapzi Ali, 2017, "Mutual Funds Performance: Conventional and Sharia Product," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 4, pages 150-156.
• Ahmed Al Samman & Mahmoud Moustafa Otaify, 2017, "How Does Volatility of Characteristics-sorted Portfolios Respond to Macroeconomic Volatility?," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 4, pages 300-315.
• Hasyyati Yusrina & Mukhtaruddin Mukhtaruddin & Luk Luk Fuadah & Zunaidah Sulong, 2017, "International Financial Reporting Standards Convergence and Quality of Accounting Information: Evidence from Indonesia," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 4, pages 433-447.
• Johannes St binger & Jens Bredthauer, 2017, "Statistical Arbitrage Pairs Trading with High-frequency Data," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 4, pages 650-662.
• Musdalifah Azis & Maryam Nadir & dan Ike Purnamasari, 2017, "Optimazed Mutual Funds Investment Portfolio Through Good Corporate Governance And Financial Banking Performance," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 5, pages 189-197.
• Adam Abdullah & Rusni Hassan & Salina Kassim, 2017, "An Islamic Wealth Management Investment Appraisal of Oil Tankers," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 5, pages 59-70.
• Rong Xu & Xingye Li, 2017, "Study About the Minimum Value at Risk of Stock Index Futures Hedging Applying Exponentially Weighted Moving Average - Generalized Autoregressive Conditional Heteroskedasticity Model," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 6, pages 104-110.
• Mounira Chniguir & Mohamed Karim Kefi & Jamel Eddine Henchiri, 2017, "The Determinants of Home Bias in Stock Portfolio: An Emerging and Developed Markets Study," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 6, pages 182-191.
• Ana Lorena Jim nez-Preciado & Salvador Cruz-Ak & Francisco Venegas-Mart nez, 2017, "Persistency of Price Patterns in the International Oil Industry, 2001-2016," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 7, issue 1, pages 9-18.
• Mohammad A. Dharmawan & Dominicus S. Priyarsono & Bagus Sartono, 2017, "Impacts of Oil Price Shock on Sector Returns with Regime-Switching Approach: New Evidence from Indonesian Stock Market," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 7, issue 5, pages 44-59.
• Thach Ngoc Pham & Duc Hong Vo, 2017, "Equity Beta for Regulated Energy Businesses in Australia: A Revisit," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 7, issue 6, pages 11-18.
• Cao, Ji & Fischli, Marcel & Rieger, Marc Oliver, 2017, "Should your bank invest for you? Evidence from private banking accounts," Journal of Behavioral and Experimental Finance, Elsevier, volume 13, issue C, pages 1-8, DOI: 10.1016/j.jbef.2016.11.001.
• Cordes, Henning & Dierkes, Maik, 2017, "About depression babies and red diaper babies: Do macroeconomic experiences affect everybody’s risk taking in the same way?," Journal of Behavioral and Experimental Finance, Elsevier, volume 13, issue C, pages 25-27, DOI: 10.1016/j.jbef.2017.02.004.
• Griffin, John, 2017, "Risk premia and ambiguity in an experimental market featuring a long-lived asset," Journal of Behavioral and Experimental Finance, Elsevier, volume 15, issue C, pages 21-27, DOI: 10.1016/j.jbef.2017.07.006.
• Kunz, Alexis H. & Messner, Claude & Wallmeier, Martin, 2017, "Investors’ risk perceptions of structured financial products with worst-of payout characteristics," Journal of Behavioral and Experimental Finance, Elsevier, volume 15, issue C, pages 66-73, DOI: 10.1016/j.jbef.2017.07.005.
• Horenstein, Alex R. & Snir, Avichai, 2017, "Portfolio choice in Mexico," Journal of Behavioral and Experimental Finance, Elsevier, volume 16, issue C, pages 1-13, DOI: 10.1016/j.jbef.2017.08.001.
• Negrea, Bogdan & Toma, Mihai, 2017, "Dynamic CAPM under ambiguity—An experimental approach," Journal of Behavioral and Experimental Finance, Elsevier, volume 16, issue C, pages 22-32, DOI: 10.1016/j.jbef.2017.09.001.
• Pikulina, Elena & Renneboog, Luc & Tobler, Philippe N., 2017, "Overconfidence and investment: An experimental approach," Journal of Corporate Finance, Elsevier, volume 43, issue C, pages 175-192, DOI: 10.1016/j.jcorpfin.2017.01.002.
• Hearn, Bruce & Phylaktis, Kate & Piesse, Jenifer, 2017, "Expropriation risk by block holders, institutional quality and expected stock returns," Journal of Corporate Finance, Elsevier, volume 45, issue C, pages 122-149, DOI: 10.1016/j.jcorpfin.2017.04.016.
• Jia, Ning & Wang, Dan, 2017, "Skin in the game: General partner capital commitment, investment behavior and venture capital fund performance," Journal of Corporate Finance, Elsevier, volume 47, issue C, pages 110-130, DOI: 10.1016/j.jcorpfin.2017.09.008.
• Bartlett, Robert P. & Rose, Paul & Solomon, Steven Davidoff, 2017, "The small IPO and the investing preferences of mutual funds," Journal of Corporate Finance, Elsevier, volume 47, issue C, pages 151-173, DOI: 10.1016/j.jcorpfin.2017.08.008.
• Luo, Pengfei & Yang, Zhaojun, 2017, "Real options and contingent convertibles with regime switching," Journal of Economic Dynamics and Control, Elsevier, volume 75, issue C, pages 122-135, DOI: 10.1016/j.jedc.2016.12.002.
• Cui, Xiangyu & Li, Duan & Shi, Yun, 2017, "Self-coordination in time inconsistent stochastic decision problems: A planner–doer game framework," Journal of Economic Dynamics and Control, Elsevier, volume 75, issue C, pages 91-113, DOI: 10.1016/j.jedc.2016.12.001.
• Guo, Jing & He, Xue Dong, 2017, "Equilibrium asset pricing with Epstein-Zin and loss-averse investors," Journal of Economic Dynamics and Control, Elsevier, volume 76, issue C, pages 86-108, DOI: 10.1016/j.jedc.2016.12.008.
• Coqueret, Guillaume, 2017, "Empirical properties of a heterogeneous agent model in large dimensions," Journal of Economic Dynamics and Control, Elsevier, volume 77, issue C, pages 180-201, DOI: 10.1016/j.jedc.2017.02.003.
• Anderson, Richard G. & Bordo, Michael & Duca, John V., 2017, "Money and velocity during financial crises: From the great depression to the great recession," Journal of Economic Dynamics and Control, Elsevier, volume 81, issue C, pages 32-49, DOI: 10.1016/j.jedc.2017.03.014.
• Llacay, Bàrbara & Peffer, Gilbert, 2017, "Impact of value-at-risk models on market stability," Journal of Economic Dynamics and Control, Elsevier, volume 82, issue C, pages 223-256, DOI: 10.1016/j.jedc.2017.07.002.
• Bo, Lijun & Tang, Dan & Wang, Yongjin, 2017, "Optimal investment of variance-swaps in jump-diffusion market with regime-switching," Journal of Economic Dynamics and Control, Elsevier, volume 83, issue C, pages 175-197, DOI: 10.1016/j.jedc.2017.08.003.
• Choi, Kyoung Jin & Kwak, Minsuk & Shim, Gyoocheol, 2017, "Time preference and real investment," Journal of Economic Dynamics and Control, Elsevier, volume 83, issue C, pages 18-33, DOI: 10.1016/j.jedc.2017.07.010.
• Branger, Nicole & Muck, Matthias & Seifried, Frank Thomas & Weisheit, Stefan, 2017, "Optimal portfolios when variances and covariances can jump," Journal of Economic Dynamics and Control, Elsevier, volume 85, issue C, pages 59-89, DOI: 10.1016/j.jedc.2017.09.008.
• Mensah, Jones Odei & Alagidede, Paul, 2017, "How are Africa's emerging stock markets related to advanced markets? Evidence from copulas," Economic Modelling, Elsevier, volume 60, issue C, pages 1-10, DOI: 10.1016/j.econmod.2016.08.022.
• Li, Shaoyu & Wei, Lijia & Xu, Zhiwei, 2017, "Dynamic asset allocation and consumption under inflation inequality: The impacts of inflation experiences and expectations," Economic Modelling, Elsevier, volume 61, issue C, pages 113-125, DOI: 10.1016/j.econmod.2016.11.013.
• Huo, Rui & Ahmed, Abdullahi D., 2017, "Return and volatility spillovers effects: Evaluating the impact of Shanghai-Hong Kong Stock Connect," Economic Modelling, Elsevier, volume 61, issue C, pages 260-272, DOI: 10.1016/j.econmod.2016.09.021.
• Umar, Zaghum, 2017, "The demand of energy from an optimal portfolio choice perspective," Economic Modelling, Elsevier, volume 61, issue C, pages 478-494, DOI: 10.1016/j.econmod.2016.12.027.
• Wen, Xiaoqian & Bouri, Elie & Roubaud, David, 2017, "Can energy commodity futures add to the value of carbon assets?," Economic Modelling, Elsevier, volume 62, issue C, pages 194-206, DOI: 10.1016/j.econmod.2016.12.022.
• Ma, Chaoqun & Wang, Hailong & Cheng, Fengchao & Hu, Duni, 2017, "Asset pricing and institutional investors with disagreements," Economic Modelling, Elsevier, volume 64, issue C, pages 231-248, DOI: 10.1016/j.econmod.2017.03.018.
• Basak, Gopal K. & Das, Pranab Kumar & Rohit, Allena, 2017, "Capital inflow-terms of trade ‘nexus’: Does it lead to financial crisis?," Economic Modelling, Elsevier, volume 65, issue C, pages 18-29, DOI: 10.1016/j.econmod.2017.04.025.
• Wen, Xiaoqian & Nguyen, Duc Khuong, 2017, "Can investors of Chinese energy stocks benefit from diversification into commodity futures?," Economic Modelling, Elsevier, volume 66, issue C, pages 184-200, DOI: 10.1016/j.econmod.2017.06.016.
• Reddy, Krishna & Mirza, Nawazish & Naqvi, Bushra & Fu, Mingli, 2017, "Comparative risk adjusted performance of Islamic, socially responsible and conventional funds: Evidence from United Kingdom," Economic Modelling, Elsevier, volume 66, issue C, pages 233-243, DOI: 10.1016/j.econmod.2017.07.007.
• Algaba, Andres & Boudt, Kris, 2017, "Generalized financial ratios to predict the equity premium," Economic Modelling, Elsevier, volume 66, issue C, pages 244-257, DOI: 10.1016/j.econmod.2017.07.009.
• Mkaouar, Farid & Prigent, Jean-Luc & Abid, Ilyes, 2017, "Long-term investment with stochastic interest and inflation rates: The need for inflation-indexed bonds," Economic Modelling, Elsevier, volume 67, issue C, pages 228-247, DOI: 10.1016/j.econmod.2016.12.017.
• Roy, Rudra Prosad & Sinha Roy, Saikat, 2017, "Financial contagion and volatility spillover: An exploration into Indian commodity derivative market," Economic Modelling, Elsevier, volume 67, issue C, pages 368-380, DOI: 10.1016/j.econmod.2017.02.019.
• Atanasov, Victoria & Nitschka, Thomas, 2017, "Firm size, economic risks, and the cross-section of international stock returns," The North American Journal of Economics and Finance, Elsevier, volume 39, issue C, pages 110-126, DOI: 10.1016/j.najef.2016.12.004.
• Chan, Chia-Ying & Chen, Hsuan-Chi & Chiang, Yu Hsuan & Lai, Christine W., 2017, "Fund selection in target date funds," The North American Journal of Economics and Finance, Elsevier, volume 39, issue C, pages 197-209, DOI: 10.1016/j.najef.2016.10.006.
• Jeon, Hyunglae & Kang, Jangkoo & Lee, Changjun, 2017, "Precision about manager skill, mutual fund flows, and performance persistence," The North American Journal of Economics and Finance, Elsevier, volume 40, issue C, pages 222-237, DOI: 10.1016/j.najef.2017.03.002.
• Guo, Xu & McAleer, Michael & Wong, Wing-Keung & Zhu, Lixing, 2017, "A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 346-358, DOI: 10.1016/j.najef.2017.08.001.
• Shaikh, Imlak, 2017, "The 2016 U.S. presidential election and the Stock, FX and VIX markets," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 546-563, DOI: 10.1016/j.najef.2017.08.014.
• Brigida, Matt & Pratt, William R., 2017, "Fake news," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 564-573, DOI: 10.1016/j.najef.2017.08.012.
• Ramos, Henrique P. & Perlin, Marcelo S. & Righi, Marcelo B., 2017, "Mispricing in the odd lots market in Brazil," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 618-628, DOI: 10.1016/j.najef.2017.09.004.
• Wang, Jian & Wang, Xiaoting & Zhuang, Xintian & Yang, Jun, 2017, "Optimism bias, portfolio delegation, and economic welfare," Economics Letters, Elsevier, volume 150, issue C, pages 111-113, DOI: 10.1016/j.econlet.2016.11.025.
• Marinelli, Nicoletta & Mazzoli, Camilla & Palmucci, Fabrizio, 2017, "How does gender really affect investment behavior?," Economics Letters, Elsevier, volume 151, issue C, pages 58-61, DOI: 10.1016/j.econlet.2016.12.006.
• Shin, Su Hyun & Seay, Martin C. & Kim, Kyong Tae, 2017, "Measurement of diversification between asset classes in the Survey of Consumer Finances," Economics Letters, Elsevier, volume 156, issue C, pages 22-26, DOI: 10.1016/j.econlet.2017.04.007.
• Cheng, Tingting & Yan, Cheng, 2017, "Evaluating the size of the bootstrap method for fund performance evaluation," Economics Letters, Elsevier, volume 156, issue C, pages 36-41, DOI: 10.1016/j.econlet.2017.03.028.
• Eckel, Catherine C. & Füllbrunn, Sascha C., 2017, "Hidden vs. known gender effects in experimental asset markets," Economics Letters, Elsevier, volume 156, issue C, pages 7-9, DOI: 10.1016/j.econlet.2017.04.009.
• Le Bris, David & Rezaee, Amir, 2017, "Stocks and bonds during the gold standard," Economics Letters, Elsevier, volume 159, issue C, pages 119-122, DOI: 10.1016/j.econlet.2017.07.021.
• Usategui, José M., 2017, "Riskiness in binary gambles: A geometric analysis," Economics Letters, Elsevier, volume 159, issue C, pages 149-152, DOI: 10.1016/j.econlet.2017.07.025.
• Shi, Yang & Xu, Hui & Wang, Mancang & Conroy, Paul, 2017, "Home bias in domestic art markets: Evidence from China," Economics Letters, Elsevier, volume 159, issue C, pages 201-203, DOI: 10.1016/j.econlet.2017.08.015.
• Arvanitis, Stelios & Topaloglou, Nikolas, 2017, "Testing for prospect and Markowitz stochastic dominance efficiency," Journal of Econometrics, Elsevier, volume 198, issue 2, pages 253-270, DOI: 10.1016/j.jeconom.2017.01.006.
• Drerup, Tilman & Enke, Benjamin & von Gaudecker, Hans-Martin, 2017, "The precision of subjective data and the explanatory power of economic models," Journal of Econometrics, Elsevier, volume 200, issue 2, pages 378-389, DOI: 10.1016/j.jeconom.2017.06.017.
• Ampudia, Miguel & Ehrmann, Michael, 2017, "Macroeconomic experiences and risk taking of euro area households," European Economic Review, Elsevier, volume 91, issue C, pages 146-156, DOI: 10.1016/j.euroecorev.2016.09.012.
• Broer, Tobias, 2017, "The home bias of the poor: Foreign asset portfolios across the wealth distribution," European Economic Review, Elsevier, volume 92, issue C, pages 74-91, DOI: 10.1016/j.euroecorev.2016.11.008.
• Staveley-O’Carroll, James & Staveley-O’Carroll, Olena M., 2017, "Impact of pension system structure on international financial capital allocation," European Economic Review, Elsevier, volume 95, issue C, pages 1-22, DOI: 10.1016/j.euroecorev.2017.03.008.
• Love, David A., 2017, "Countercyclical retirement accounts," European Economic Review, Elsevier, volume 98, issue C, pages 32-48, DOI: 10.1016/j.euroecorev.2017.06.005.
• Binswanger, Johannes & Salm, Martin, 2017, "Does everyone use probabilities? The role of cognitive skills," European Economic Review, Elsevier, volume 98, issue C, pages 73-85, DOI: 10.1016/j.euroecorev.2017.06.009.
• Harris, Richard D.F. & Stoja, Evarist & Tan, Linzhi, 2017, "The dynamic Black–Litterman approach to asset allocation," European Journal of Operational Research, Elsevier, volume 259, issue 3, pages 1085-1096, DOI: 10.1016/j.ejor.2016.11.045.
• Al Janabi, Mazin A.M. & Arreola Hernandez, Jose & Berger, Theo & Nguyen, Duc Khuong, 2017, "Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios," European Journal of Operational Research, Elsevier, volume 259, issue 3, pages 1121-1131, DOI: 10.1016/j.ejor.2016.11.019.
• Piljak, Vanja & Swinkels, Laurens, 2017, "Frontier and emerging government bond markets," Emerging Markets Review, Elsevier, volume 30, issue C, pages 232-255, DOI: 10.1016/j.ememar.2015.10.002.
• Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla Ismath & Masih, A. Mansur M., 2017, "The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test," Emerging Markets Review, Elsevier, volume 30, issue C, pages 66-95, DOI: 10.1016/j.ememar.2016.09.002.
• Zaremba, Adam & Czapkiewicz, Anna, 2017, "Digesting anomalies in emerging European markets: A comparison of factor pricing models," Emerging Markets Review, Elsevier, volume 31, issue C, pages 1-15, DOI: 10.1016/j.ememar.2016.12.002.
• Karolyi, G. Andrew & McLaren, Kirsty J., 2017, "Racing to the exits: International transmissions of funding shocks during the Federal Reserve's taper experiment," Emerging Markets Review, Elsevier, volume 32, issue C, pages 96-115, DOI: 10.1016/j.ememar.2017.05.009.
• Gonçalves, Walter & Eid, William, 2017, "Sophistication and price impact of foreign investors in the Brazilian stock market," Emerging Markets Review, Elsevier, volume 33, issue C, pages 102-139, DOI: 10.1016/j.ememar.2017.09.006.
• Alexeev, Vitali & Dungey, Mardi & Yao, Wenying, 2017, "Time-varying continuous and jump betas: The role of firm characteristics and periods of stress," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 1-19, DOI: 10.1016/j.jempfin.2016.11.002.
• Bucciol, Alessandro & Miniaci, Raffaele & Pastorello, Sergio, 2017, "Return expectations and risk aversion heterogeneity in household portfolios," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 201-219, DOI: 10.1016/j.jempfin.2016.08.002.
• Jiang, George J. & Yuksel, H. Zafer, 2017, "What drives the “Smart-Money” effect? Evidence from investors’ money flow to mutual fund classes," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 39-58, DOI: 10.1016/j.jempfin.2016.11.005.
• Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu, 2017, "Portfolio selection with mental accounts and estimation risk," Journal of Empirical Finance, Elsevier, volume 41, issue C, pages 161-186, DOI: 10.1016/j.jempfin.2016.07.012.
• Khimich, Natalya, 2017, "A comparison of alternative cash flow and discount rate news proxies," Journal of Empirical Finance, Elsevier, volume 41, issue C, pages 31-52, DOI: 10.1016/j.jempfin.2016.12.002.
• Blackburn, Douglas W. & Cakici, Nusret, 2017, "Overreaction and the cross-section of returns: International evidence," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 1-14, DOI: 10.1016/j.jempfin.2017.02.001.
• Hwang, Inchang & Xu, Simon & In, Francis & Kim, Tong Suk, 2017, "Systemic risk and cross-sectional hedge fund returns," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 109-130, DOI: 10.1016/j.jempfin.2017.03.002.
• Han, Xing & Li, Youwei, 2017, "Can investor sentiment be a momentum time-series predictor? Evidence from China," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 212-239, DOI: 10.1016/j.jempfin.2017.04.001.