Research classified by Journal of Economic Literature (JEL) codes

2016

• Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco, 2016, "Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures," International Review of Financial Analysis, Elsevier, volume 43, issue C, pages 96-114, DOI: 10.1016/j.irfa.2015.09.004.
• Beladi, Hamid & Chao, Chi Chur & Hu, May, 2016, "Another January effect—Evidence from stock split announcements," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 123-138, DOI: 10.1016/j.irfa.2016.01.007.
• Cuthbertson, Keith & Nitzsche, Dirk & O'Sullivan, Niall, 2016, "A review of behavioural and management effects in mutual fund performance," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 162-176, DOI: 10.1016/j.irfa.2016.01.016.
• O'Hagan-Luff, Martha & Berrill, Jenny, 2016, "US firms – How global are they? A longitudinal study," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 205-216, DOI: 10.1016/j.irfa.2016.01.021.
• Boako, Gideon & Alagidede, Paul, 2016, "Global commodities and African stocks: A ‘market of one?’," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 226-237, DOI: 10.1016/j.irfa.2016.02.009.
• Mateus, Irina B. & Mateus, Cesario & Todorovic, Natasa, 2016, "UK equity mutual fund alphas make a comeback," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 98-110, DOI: 10.1016/j.irfa.2016.01.004.
• Polimenis, Vassilis & Neokosmidis, Ioannis M., 2016, "The modified dividend–price ratio," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 31-38, DOI: 10.1016/j.irfa.2016.01.019.
• Oehler, Andreas & Horn, Matthias & Wendt, Stefan, 2016, "Benefits from social trading? Empirical evidence for certificates on wikifolios," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 202-210, DOI: 10.1016/j.irfa.2016.05.007.
• Bessler, Wolfgang & Leonhardt, Alexander & Wolff, Dominik, 2016, "Analyzing hedging strategies for fixed income portfolios: A Bayesian approach for model selection," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 239-256, DOI: 10.1016/j.irfa.2015.11.013.
• Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S., 2016, "Risk-return trade-off for European stock markets," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 84-103, DOI: 10.1016/j.irfa.2016.03.018.
• Fletcher, Jonathan & Basu, Devraj, 2016, "An examination of the benefits of dynamic trading strategies in U.K. closed-end funds," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 109-118, DOI: 10.1016/j.irfa.2016.04.012.
• Olkhov, Victor, 2016, "On Economic Space notion," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 372-381, DOI: 10.1016/j.irfa.2016.01.001.
• Dang, Ha V. & Lin, Mi, 2016, "Herd mentality in the stock market: On the role of idiosyncratic participants with heterogeneous information," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 247-260, DOI: 10.1016/j.irfa.2016.10.005.
• Li, Lingxiang, 2016, "New findings on repurchase anomaly — The first-month effect," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 331-349, DOI: 10.1016/j.irfa.2015.05.023.
• Antonakakis, Nikolaos & Floros, Christos & Kizys, Renatas, 2016, "Dynamic spillover effects in futures markets: UK and US evidence," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 406-418, DOI: 10.1016/j.irfa.2015.03.008.
• Jang, Bong-Gyu & Lee, Ho-Seok, 2016, "Retirement with risk aversion change and borrowing constraints," Finance Research Letters, Elsevier, volume 16, issue C, pages 112-124, DOI: 10.1016/j.frl.2015.10.003.
• Sensoy, Ahmet, 2016, "Commonality in liquidity: Effects of monetary policy and macroeconomic announcements," Finance Research Letters, Elsevier, volume 16, issue C, pages 125-131, DOI: 10.1016/j.frl.2015.10.021.
• Dyhrberg, Anne Haubo, 2016, "Hedging capabilities of bitcoin. Is it the virtual gold?," Finance Research Letters, Elsevier, volume 16, issue C, pages 139-144, DOI: 10.1016/j.frl.2015.10.025.
• Park, Heungju & Sohn, Bumjean, 2016, "Long-term perspective on the stock market matters in asset pricing," Finance Research Letters, Elsevier, volume 16, issue C, pages 162-170, DOI: 10.1016/j.frl.2015.10.022.
• Lesser, Kathrin & Rößle, Felix & Walkshäusl, Christian, 2016, "Socially responsible, green, and faith-based investment strategies: Screening activity matters!," Finance Research Letters, Elsevier, volume 16, issue C, pages 171-178, DOI: 10.1016/j.frl.2015.11.001.
• Lim, Byung Hwa & Kwak, Minsuk, 2016, "Bequest motive and incentive to retire: Consumption, investment, retirement, and life insurance strategies," Finance Research Letters, Elsevier, volume 16, issue C, pages 19-27, DOI: 10.1016/j.frl.2015.10.018.
• Soler-Domínguez, Amparo & Matallín-Sáez, Juan Carlos, 2016, "Socially (ir)responsible investing? The performance of the VICEX Fund from a business cycle perspective," Finance Research Letters, Elsevier, volume 16, issue C, pages 190-195, DOI: 10.1016/j.frl.2015.11.003.
• Guo, Biao & Xiao, Yugu, 2016, "A note on why doesn't the choice of performance measure matter?," Finance Research Letters, Elsevier, volume 16, issue C, pages 248-254, DOI: 10.1016/j.frl.2015.12.001.
• Buchner, Axel & Wagner, Niklas, 2016, "The betting against beta anomaly: Fact or fiction?," Finance Research Letters, Elsevier, volume 16, issue C, pages 283-289, DOI: 10.1016/j.frl.2015.12.010.
• Castañeda, Pablo & Devoto, Benjamín, 2016, "On the structural estimation of an optimal portfolio rule," Finance Research Letters, Elsevier, volume 16, issue C, pages 290-300, DOI: 10.1016/j.frl.2015.12.012.
• Chen, An-Sing & Yang, Wayne, 2016, "Echo effects and the returns from 52-week high strategies," Finance Research Letters, Elsevier, volume 16, issue C, pages 38-46, DOI: 10.1016/j.frl.2015.10.015.
• de Paulo, Wanderlei Lima & de Oliveira, Estela Mara & do Valle Costa, Oswaldo Luiz, 2016, "Enhanced index tracking optimal portfolio selection," Finance Research Letters, Elsevier, volume 16, issue C, pages 93-102, DOI: 10.1016/j.frl.2015.10.005.
• Rivieccio, Giorgia & De Luca, Giovanni, 2016, "Copula function approaches for the analysis of serial and cross dependence in stock returns," Finance Research Letters, Elsevier, volume 17, issue C, pages 55-61, DOI: 10.1016/j.frl.2016.01.006.
• Boermans, Martijn A. & Vermeulen, Robert, 2016, "Newton meets Van Leeuwenhoek: Identifying international investors’ common currency preferences," Finance Research Letters, Elsevier, volume 17, issue C, pages 62-65, DOI: 10.1016/j.frl.2016.01.005.
• Fong, Wai Mun, 2016, "Stochastic dominance and the omega ratio," Finance Research Letters, Elsevier, volume 17, issue C, pages 7-9, DOI: 10.1016/j.frl.2015.10.026.
• Kourtis, Apostolos, 2016, "The Sharpe ratio of estimated efficient portfolios," Finance Research Letters, Elsevier, volume 17, issue C, pages 72-78, DOI: 10.1016/j.frl.2016.01.009.
• Alkhareif, Ryadh, 2016, "Are there significant premiums in the Saudi stock market?," Finance Research Letters, Elsevier, volume 18, issue C, pages 108-115, DOI: 10.1016/j.frl.2016.04.007.
• Jang, Bong-Gyu & Park, Seyoung, 2016, "Ambiguity and optimal portfolio choice with Value-at-Risk constraint," Finance Research Letters, Elsevier, volume 18, issue C, pages 158-176, DOI: 10.1016/j.frl.2016.04.013.
• Frömmel, Michael & Lampaert, Kevin, 2016, "Does frequency matter for intraday technical trading?," Finance Research Letters, Elsevier, volume 18, issue C, pages 177-183, DOI: 10.1016/j.frl.2016.04.014.
• Moreno, Antonio & Orlando, James & Redin, Dulce M., 2016, "The macro-finance environment and asset allocation: A simultaneous equation approach," Finance Research Letters, Elsevier, volume 18, issue C, pages 199-204, DOI: 10.1016/j.frl.2016.04.017.
• Ji, Xiuqing, 2016, "Momentum: Further Evidence from Australia," Finance Research Letters, Elsevier, volume 18, issue C, pages 234-236, DOI: 10.1016/j.frl.2016.04.021.
• Rubtsov, Alexey, 2016, "Model misspecification and pricing of illiquid claims," Finance Research Letters, Elsevier, volume 18, issue C, pages 242-249, DOI: 10.1016/j.frl.2016.04.023.
• Chen, Chien-Hua & Su, Xuan-Qi & Lin, Jun-Biao, 2016, "The role of information uncertainty in moving-average technical analysis: A study of individual stock-option issuance in Taiwan," Finance Research Letters, Elsevier, volume 18, issue C, pages 263-272, DOI: 10.1016/j.frl.2016.04.026.
• Gan, Liu & Luo, Pengfei & Yang, Zhaojun, 2016, "Real option, debt maturity and equity default swaps under negotiation," Finance Research Letters, Elsevier, volume 18, issue C, pages 278-284, DOI: 10.1016/j.frl.2016.04.028.
• Boako, Gideon & Alagidede, Paul, 2016, "African stock markets convergence: Regional and global analysis," Finance Research Letters, Elsevier, volume 18, issue C, pages 317-321, DOI: 10.1016/j.frl.2016.05.007.
• Erragragui, Elias & Lagoarde-Segot, Thomas, 2016, "Solving the SRI puzzle? A note on the mainstreaming of ethical investment," Finance Research Letters, Elsevier, volume 18, issue C, pages 32-42, DOI: 10.1016/j.frl.2016.03.018.
• Li, Ping & Han, Yingwei & Xia, Yong, 2016, "Portfolio optimization using asymmetry robust mean absolute deviation model," Finance Research Letters, Elsevier, volume 18, issue C, pages 353-362, DOI: 10.1016/j.frl.2016.05.014.
• Kim, Jang Ho & Kim, Woo Chang & Fabozzi, Frank J., 2016, "Portfolio selection with conservative short-selling," Finance Research Letters, Elsevier, volume 18, issue C, pages 363-369, DOI: 10.1016/j.frl.2016.05.015.
• Sun, Yufei & Aw, Grace & Teo, Kok Lay & Zhu, Yanjian & Wang, Xiangyu, 2016, "Multi-period portfolio optimization under probabilistic risk measure," Finance Research Letters, Elsevier, volume 18, issue C, pages 60-66, DOI: 10.1016/j.frl.2016.04.001.
• Lee, Hyun-Tak, 2016, "Dynamic consumption and portfolio choice with permanent learning," Finance Research Letters, Elsevier, volume 19, issue C, pages 112-118, DOI: 10.1016/j.frl.2016.07.001.
• Zhu, Huiming & Peng, Cheng & You, Wanhai, 2016, "Quantile behaviour of cointegration between silver and gold prices," Finance Research Letters, Elsevier, volume 19, issue C, pages 119-125, DOI: 10.1016/j.frl.2016.07.002.
• Baschieri, Giulia & Carosi, Andrea & Mengoli, Stefano, 2016, "Does the earnings quality matter? Evidence from a quasi-experimental setting," Finance Research Letters, Elsevier, volume 19, issue C, pages 146-157, DOI: 10.1016/j.frl.2016.07.006.
• Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2016, "Almost stochastic dominance for risk averters and risk seeker," Finance Research Letters, Elsevier, volume 19, issue C, pages 15-21, DOI: 10.1016/j.frl.2016.05.005.
• Haas, Markus, 2016, "A note on optimal portfolios under regime–switching," Finance Research Letters, Elsevier, volume 19, issue C, pages 209-216, DOI: 10.1016/j.frl.2016.08.001.
• Chiu, Wan-Yi & Jiang, Ching-Hai, 2016, "On the weight sign of the global minimum variance portfolio," Finance Research Letters, Elsevier, volume 19, issue C, pages 241-246, DOI: 10.1016/j.frl.2016.08.008.
• Ñíguez, Trino-Manuel & Paya, Ivan & Peel, David, 2016, "Pure higher-order effects in the portfolio choice model," Finance Research Letters, Elsevier, volume 19, issue C, pages 255-260, DOI: 10.1016/j.frl.2016.08.010.
• Aloui, Chaker & Hkiri, Besma & Lau, Chi Keung Marco & Yarovaya, Larisa, 2016, "Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis," Finance Research Letters, Elsevier, volume 19, issue C, pages 54-59, DOI: 10.1016/j.frl.2016.06.002.
• Javed Bin Kamal & A.K. Enamul Haque, 2016, "Dependence between stock market and foreign exchange market in South Asia: A Copula-Garch approach," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 1, pages 175-194, January-M.
• Christina E. Bannier & Milena Neubert, 2016, "Actual and perceived financial sophistication and wealth accumulation: The role of education and gender," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 1605, Jan.
• Hiroaki Ohno & Kouki Sugawara, 2016, "Variety expansion, preference shocks, and financial intermediaries," Annals of Finance, Springer, volume 12, issue 1, pages 17-28, February, DOI: 10.1007/s10436-015-0270-4.
• Dilip B. Madan, 2016, "Risk premia in option markets," Annals of Finance, Springer, volume 12, issue 1, pages 71-94, February, DOI: 10.1007/s10436-016-0273-9.
• Dilip B. Madan, 2016, "Benchmarking in two price financial markets," Annals of Finance, Springer, volume 12, issue 2, pages 201-219, May, DOI: 10.1007/s10436-016-0278-4.
• Bjarne Astrup Jensen & Jørgen Aase Nielsen, 2016, "How suboptimal are linear sharing rules?," Annals of Finance, Springer, volume 12, issue 2, pages 221-243, May, DOI: 10.1007/s10436-016-0279-3.
• Kenneth Bruhn & Ninna Reitzel Jensen & Mogens Steffensen, 2016, "Smooth investment," Annals of Finance, Springer, volume 12, issue 3, pages 335-361, December, DOI: 10.1007/s10436-016-0283-7.
• Aleksandr G. Alekseev & Mikhail V. Sokolov, 2016, "Benchmark-based evaluation of portfolio performance: a characterization," Annals of Finance, Springer, volume 12, issue 3, pages 409-440, December, DOI: 10.1007/s10436-016-0286-4.
• Asheesh Pandey & Sanjay Sehgal, 2016, "Explaining Size Effect for Indian Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 23, issue 1, pages 45-68, March, DOI: 10.1007/s10690-015-9208-0.
• Po-Jung Chen, 2016, "The Effects of Analysts’ Herding on Traders: Evidence from the Taiwan Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 23, issue 2, pages 203-227, June, DOI: 10.1007/s10690-016-9216-8.
• Kevin Aretz & Marc Aretz, 2016, "Which stocks drive the size, value, and momentum anomalies and for how long? Evidence from a statistical leverage analysis," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 30, issue 1, pages 19-61, February, DOI: 10.1007/s11408-016-0263-y.
• Kevin Aretz & Marc Aretz, 2016, "Which stocks drive the size, value, and momentum anomalies and for how long? Evidence from a statistical leverage analysis," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 30, issue 1, pages 19-61, February, DOI: 10.1007/s11408-016-0263-y.
• Friedrich-Carl Franz & Tobias Regele, 2016, "Beating the DAX, MDAX, and SDAX: investment strategies in Germany," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 30, issue 2, pages 161-204, May, DOI: 10.1007/s11408-016-0268-6.
• Wouter Thierie & Lieven Moor, 2016, "The characteristics of infrastructure as an investment class," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 30, issue 3, pages 277-297, August, DOI: 10.1007/s11408-016-0273-9.
• Dawood Ashraf, 2016, "Does Shari’ah Screening Cause Abnormal Returns? Empirical Evidence from Islamic Equity Indices," Journal of Business Ethics, Springer, volume 134, issue 2, pages 209-228, March, DOI: 10.1007/s10551-014-2422-2.
• Yunieta Nainggolan & Janice How & Peter Verhoeven, 2016, "Ethical Screening and Financial Performance: The Case of Islamic Equity Funds," Journal of Business Ethics, Springer, volume 137, issue 1, pages 83-99, August, DOI: 10.1007/s10551-014-2529-5.
• Lee M. Dunham & Randy Jorgensen & Ken Washer, 2016, "Securities Lending Activities in Mutual Funds and ETFs: Ethical Considerations," Journal of Business Ethics, Springer, volume 139, issue 1, pages 21-28, November, DOI: 10.1007/s10551-015-2609-1.
• Rosella Levaggi & Francesco Menoncin, 2016, "Dynamic tax evasion with audits based on visible consumption," Journal of Economics, Springer, volume 119, issue 2, pages 131-146, October, DOI: 10.1007/s00712-016-0493-5.
• Haejun Jeon, 2016, "Patent litigation and cross licensing with cumulative innovation," Journal of Economics, Springer, volume 119, issue 3, pages 179-218, November, DOI: 10.1007/s00712-016-0487-3.
• Brent Ambrose & Charles Cao & Walter D’Lima, 2016, "Real Estate Risk and Hedge Fund Returns," The Journal of Real Estate Finance and Economics, Springer, volume 52, issue 3, pages 197-225, April, DOI: 10.1007/s11146-015-9516-1.
• David H. Downs & Steffen Sebastian & Christian Weistroffer & René-Ojas Woltering, 2016, "Real Estate Fund Flows and the Flow-Performance Relationship," The Journal of Real Estate Finance and Economics, Springer, volume 52, issue 4, pages 347-382, May, DOI: 10.1007/s11146-015-9539-7.
• Alexis Flageollet & Hamza Bahaji, 2016, "Monetary Policy and Risk-Based Asset Allocation," Open Economies Review, Springer, volume 27, issue 5, pages 851-870, November, DOI: 10.1007/s11079-016-9404-1.
• Antje Mahayni & Judith C. Schneider, 2016, "Minimum return guarantees, investment caps, and investment flexibility," Review of Derivatives Research, Springer, volume 19, issue 2, pages 85-111, July, DOI: 10.1007/s11147-015-9116-5.
• Dean Amel & Robin Prager, 2016, "Community Bank Performance: How Important are Managers?," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 48, issue 2, pages 149-180, March, DOI: 10.1007/s11151-015-9497-5.
• Dimitris Andriosopoulos & Chrysovalantis Gaganis & Fotios Pasiouras, 2016, "Prediction of open market share repurchases and portfolio returns: evidence from France, Germany and the UK," Review of Quantitative Finance and Accounting, Springer, volume 46, issue 2, pages 387-416, February, DOI: 10.1007/s11156-014-0473-1.
• Alan Douglas & Alan Huang & Kenneth Vetzal, 2016, "Cash flow volatility and corporate bond yield spreads," Review of Quantitative Finance and Accounting, Springer, volume 46, issue 2, pages 417-458, February, DOI: 10.1007/s11156-014-0474-0.
• Oliver Entrop & Michael McKenzie & Marco Wilkens & Christoph Winkler, 2016, "The performance of individual investors in structured financial products," Review of Quantitative Finance and Accounting, Springer, volume 46, issue 3, pages 569-604, April, DOI: 10.1007/s11156-014-0479-8.
• Marie-Hélène Broihanne & Maxime Merli & Patrick Roger, 2016, "Diversification, gambling and market forces," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 1, pages 129-157, July, DOI: 10.1007/s11156-015-0497-1.
• Qi Deng & Zhong-guo Zhou, 2016, "The pricing of first day opening price returns for ChiNext IPOs," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 2, pages 249-271, August, DOI: 10.1007/s11156-015-0500-x.
• Takuji Arai, 2016, "Good deal bounds with convex constraints: --- examples and proofs ---," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2016-017, Jul.
• Angela Timus & Cristina Ungur, 2016, "The Estimation Of Insurance Potential: Methodological Analysis," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 8, issue 4, pages 30-36, December.
• Jens Carsten Jackwerth & Anna Slavutskaya, 2016, "The total benefit of alternative assets to pension fund portfolios," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2016-06, Apr.
• William Bassett & Selva Demiralp & Nathan Lloyd, 2016, "Government Support of Banks and Bank Lending," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1611, Oct.
• Jaydip SEN & Tamal DATTA CHAUDHURI, 2016, "An Alternative Framework for Time Series Decomposition and Forecastingand its Relevance for Portfolio Choice – A Comparative Study of the Indian Consumer Durable and Small Cap Sectors," Journal of Economics Library, KSP Journals, volume 3, issue 2, pages 303-326, June.
• Tai-Yuen HON, 2016, "The 11th Biennial Conference of Asian Consumer and Family Economics Association (ACFEA)," Journal of Economics Library, KSP Journals, volume 3, issue 3, pages 551-553, September.
• Severin ZEILBECK, 2016, "An Investment Initiative for Fiscally Constrained EU Member States – The Role of Synergetic Financial Instruments," Journal of Economics Bibliography, KSP Journals, volume 3, issue 3, pages 380-408, September.
• Thomas A. Stephens & Jean-Robert Tyran, 2016, "Money Illusion and Household Finance," Discussion Papers, University of Copenhagen. Department of Economics, number 16-14, Nov.
• Yuki Shigeta, 2016, "Optimality of Naive Investment Strategies in Dynamic MeanVariance Optimization Problems with Multiple Priors," Discussion papers, Graduate School of Economics , Kyoto University, number e-16-004, Jul.
• Chiaki Hara & Toshiki Honda, 2016, "Mutual Fund Theorem for Ambiguity-Averse Investors and the Optimality of the Market Portfolio," KIER Working Papers, Kyoto University, Institute of Economic Research, number 943, Jun.
• Andreas Tischbirek, 2016, "Long-Term Government Debt and Household Portfolio Composition," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 16.17, Sep.
• Karoll Gomez, 2016, "An empirical analysis of unspanned risk for the U.S. yield curve," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 85, pages 11-51, Julio - D, DOI: 10.17533/udea.le.n85a01.
• Esteban Thomasz & Juan Massot & Gonzalo Rondinone, 2016, "Is the interest rate more important than inventories? The case of agricultural commodities in the context of the financialization process," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 85, pages 127-153, Julio - D, DOI: 10.17533/udea.le.n85a04.
• Guillén León & Sergio Afcha, 2016, "Socioeconomic Characterization and Equity Market Knowledge of the Citizens of Barranquilla, Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 85, pages 179-209, Julio - D, DOI: 10.17533/udea.le.n85a06.
• Daniel Ladley & Guanqing Liu & James Rockey, 2016, "Margin Trading: Hedonic Returns and Real Losses," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 16/06, Apr.
• Muhammad Husnain & Arshad Hassan & Eric Lamarque, 2016, "Shrinking the Variance-Covariance Matrix: Simpler is Better," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 21, issue 1, pages 1-21, Jan-June.
• Mobeen Ur Rehman, 2016, "Financial Contagion in EFA Markets in Crisis Periods: A Multivariate GARCH Dynamic Conditional Correlation Framework," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 21, issue 2, pages 121-151, July-Dec.
• Kocher, Martin G. & Lucks, Konstantin E. & Schindler, David, 2016, "Unleashing Animal Spirits - Self-Control and Overpricing in Experimental Asset Markets," Discussion Papers in Economics, University of Munich, Department of Economics, number 27572, Feb.
• Chaikal Nuryakin & Edith Zheng Wen Yuan & I Gede Putra Arsana, 2016, "Portfolio Flows into Indonesia: Push or Pull?," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 62, pages 121-126, August.
• Paul J. Bolster & Emery A. Trahan & Pinshuo Wang, 2016, "Assessing performance of Morningstar’s star rating system for equity investment," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 4, issue 1, pages 11-22, February.
• Yutaka Kurihara, 2016, "Deterministic Elements of Japanese Stock Prices under Low Interest Rates," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 4, issue 2, pages 24-30, April.
• Salvatore Capasso & Kyriakos C. Neanidis, 2016, "Domestic or Foreign Currency? Remittances and the Composition of Deposits and Loans," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 220.
• Gunnar Gutsche & Bernhard Zwergel, 2016, "Information barriers and SRI market participation – Can sustainability and transparency labels help?," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201624.
• Gunnar Gutsche & Andreas Ziegler, 2016, "Are private investors willing to pay for sustainable investments? A stated choice experiment," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201640.
• Gunnar Gutsche & Anja Köbrich León & Andreas Ziegler, 2016, "On the relevance of psychological motives, values, and norms for socially responsible investments: An econometric analysis," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201641.
• Fekri, Roxana & Amiri, Maghsoud & Sajjad, Rasoul & Golestaneh, Ramin, 2016, "Optimization of Bank Portfolio Investment Decision Considering Resistive Economy," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 11, issue 4, pages 375-400, October.
• Rangan Gupta & Mampho P. Modise & Josine Uwilingiye, 2016, "Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 8, pages 1935-1955, August, DOI: 10.1080/1540496X.2015.1058075.
• Raymond Leh Bin Ling & Jeng Yuan Chia, 2016, "Portfolio Diversification Strategy in the Malaysian Stock Market," Capital Markets Review, Malaysian Finance Association, volume 24, issue 1, pages 38-67.
• Shahrin Saaid Shaharuddin & Wee-Yeap Lau & Rubi Ahmad, 2016, "A Survey of Literature on Islamic Equity Style Investing and its Applications," Capital Markets Review, Malaysian Finance Association, volume 24, issue 1, pages 68-83.
• Massimiliano Kaucic & Roberto Daris, 2016, "Prospect Theory Based Portfolio Optimization Problem with Imprecise Forecasts," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 14, issue 4 (Winter, pages 359-384.
• Zsuzsanna Hosszú, 2016, "The impact of credit supply shocks and a new FCI based on a FAVAR approach," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2016/1.
• Harald W. Lang, 2016, "You Are Not Alone: Experimental Evidence on Risk Taking When Social Comparisons Matter," Working Papers, Max Planck Institute for Tax Law and Public Finance, number tax-mpg-rps-2016-12, Nov.
• Raimond Maurer & Olivia S. Mitchell, 2016, "Older People’s Willingness to Delay Social Security Claiming," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp346, Sep.
• David Huffman & Raimond Maurer & Olivia S. Mitchell, 2016, "Time Discounting and Economic Decision-making among the Elderly," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp347, Sep.
• 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," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16063, Apr, DOI: 10.1016/j.mathsocsci.2016.04.002.
• Hsini Mosbeh & Kouki Mondher, 2016, "The Reversal of Stock Market Trends as a Behavioral Bias: Evidence from Tunisian Stock Exchange," Business and Economic Research, Macrothink Institute, volume 6, issue 2, pages 13-29, December.
• Andrea Lippi, 2016, "Does the Asset Manager's Nationality Influence the Occupational Pension Fund Performance?," Business and Economic Research, Macrothink Institute, volume 6, issue 2, pages 176-196, December.
• Hsini Mosbeh & Mohamed Nidhal MOSBAHI, 2016, "Stock Market Liquidity Measurement via the Bid-Ask Spread: Tunis Stockmarket," Business and Economic Research, Macrothink Institute, volume 6, issue 2, pages 65-78, December.
• Xiu Chen & Fuhai Hong & Xiaojian Zhao, 2016, "Concentration and Unpredictability of Forecasts in Artificial Investment Games," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1608, Aug.
• José Antonio Núñez Mora & Leovardo Mata Mata, 2016, "Covariances matrix under the multivariate-Gh funtion to desing portfolios," Contaduría y Administración, Accounting and Management, volume 61, issue 3, pages 535-550, Julio-Sep.
• Gonzalo Rondinone & Esteban Otto Thomasz, 2016, "Price risk in commodities: Sensitivity of agricultural commodities to interest rate shocks?," Contaduría y Administración, Accounting and Management, volume 61, issue 4, pages 746-761, Octubre-D.
• Agata Kliber & Blanka Let & Aleksandra Rutkowska, 2016, "Socio-demographic characteristics of investors in the Warsaw Stock Exchange – How they influence the investment decision," Bank i Kredyt, Narodowy Bank Polski, volume 47, issue 2, pages 91-118.
• Xavier Gabaix, 2016, "Behavioral Macroeconomics Via Sparse Dynamic Programming," NBER Working Papers, National Bureau of Economic Research, Inc, number 21848, Jan.
• Donald B. Keim & Olivia S. Mitchell, 2016, "Simplifying Choices in Defined Contribution Retirement Plan Design," NBER Working Papers, National Bureau of Economic Research, Inc, number 21854, Jan.
• 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," NBER Working Papers, National Bureau of Economic Research, Inc, number 21890, Jan.
• Kent Daniel & David Hirshleifer, 2016, "Overconfident Investors, Predictable Returns, and Excessive Trading," NBER Working Papers, National Bureau of Economic Research, Inc, number 21945, Jan.
• Grey Gordon & Aaron Hedlund, 2016, "Accounting for the Rise in College Tuition," NBER Working Papers, National Bureau of Economic Research, Inc, number 21967, Feb.
• Rajnish Mehra & Sunil Wahal & Daruo Xie, 2016, "Is Idiosyncratic Risk Conditionally Priced?," NBER Working Papers, National Bureau of Economic Research, Inc, number 22016, Feb.
• Zhiguo He & Arvind Krishnamurthy & Konstantin Milbradt, 2016, "What Makes US Government Bonds Safe Assets?," NBER Working Papers, National Bureau of Economic Research, Inc, number 22017, Feb.
• Cristian Badarinza & John Y. Campbell & Tarun Ramadorai, 2016, "International Comparative Household Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 22066, Mar.
• Richard G. Anderson & Michael Bordo & John V. Duca, 2016, "Money and Velocity During Financial Crises: From the Great Depression to the Great Recession," NBER Working Papers, National Bureau of Economic Research, Inc, number 22100, Mar.
• Itzhak Ben-David & Justin Birru & Andrea Rossi, 2016, "Industry Familiarity and Trading: Evidence from the Personal Portfolios of Industry Insiders," NBER Working Papers, National Bureau of Economic Research, Inc, number 22115, Mar.
• Campbell R. Harvey & Yan Liu, 2016, "Rethinking Performance Evaluation," NBER Working Papers, National Bureau of Economic Research, Inc, number 22134, Mar.
• Roger Farmer & Pawel Zabczyk, 2016, "The Theory of Unconventional Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 22135, Mar.
• William N. Goetzmann & Dasol Kim & Robert J. Shiller, 2016, "Crash Beliefs From Investor Surveys," NBER Working Papers, National Bureau of Economic Research, Inc, number 22143, Apr.
• Itzhak Ben-David & Justin Birru & Viktor Prokopenya, 2016, "Uninformative Feedback and Risk Taking: Evidence from Retail Forex Trading," NBER Working Papers, National Bureau of Economic Research, Inc, number 22146, Apr.
• Zhi Da & Borja Larrain & Clemens Sialm & José Tessada, 2016, "Coordinated Noise Trading: Evidence from Pension Fund Reallocations," NBER Working Papers, National Bureau of Economic Research, Inc, number 22161, Apr.
• Jeffrey Hoopes & Patrick Langetieg & Stefan Nagel & Daniel Reck & Joel Slemrod & Bryan Stuart, 2016, "Who Sold During the Crash of 2008-9? Evidence from Tax-Return Data on Daily Sales of Stock," NBER Working Papers, National Bureau of Economic Research, Inc, number 22209, Apr.
• Treb Allen & David Atkin, 2016, "Volatility and the Gains from Trade," NBER Working Papers, National Bureau of Economic Research, Inc, number 22276, May.
• Emmanuel Farhi & Matteo Maggiori, 2016, "A Model of the International Monetary System," NBER Working Papers, National Bureau of Economic Research, Inc, number 22295, May.
• Markus K. Brunnermeier & Yuliy Sannikov, 2016, "Macro, Money and Finance: A Continuous Time Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 22343, Jun.
• Monika Piazzesi & Martin Schneider, 2016, "Housing and Macroeconomics," NBER Working Papers, National Bureau of Economic Research, Inc, number 22354, Jun.
• Taylor D. Nadauld & Berk A. Sensoy & Keith Vorkink & Michael S. Weisbach, 2016, "The Liquidity Cost of Private Equity Investments: Evidence from Secondary Market Transactions," NBER Working Papers, National Bureau of Economic Research, Inc, number 22404, Jul.
• Valentin Haddad & Erik Loualiche & Matthew Plosser, 2016, "Buyout Activity: The Impact of Aggregate Discount Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 22414, Jul.
• David Huffman & Raimond Maurer & Olivia S. Mitchell, 2016, "Time Discounting and Economic Decision-making Among the Elderly," NBER Working Papers, National Bureau of Economic Research, Inc, number 22438, Jul.
• Söhnke M. Bartram & Gregory Brown & René M. Stulz, 2016, "Why Does Idiosyncratic Risk Increase with Market Risk?," NBER Working Papers, National Bureau of Economic Research, Inc, number 22492, Aug.
• Markus K. Brunnermeier & Yuliy Sannikov, 2016, "The I Theory of Money," NBER Working Papers, National Bureau of Economic Research, Inc, number 22533, Aug.
• Daniel R. Cavagnaro & Berk A. Sensoy & Yingdi Wang & Michael S. Weisbach, 2016, "Measuring Institutional Investors’ Skill from Their Investments in Private Equity," NBER Working Papers, National Bureau of Economic Research, Inc, number 22547, Aug.
• Francis Larson & John A. List & Robert D. Metcalfe, 2016, "Can Myopic Loss Aversion Explain the Equity Premium Puzzle? Evidence from a Natural Field Experiment with Professional Traders," NBER Working Papers, National Bureau of Economic Research, Inc, number 22605, Sep.
• Nicolae Gârleanu & Stavros Panageas & Jianfeng Yu, 2016, "Impediments to Financial Trade: Theory and Applications," NBER Working Papers, National Bureau of Economic Research, Inc, number 22697, Sep.
• Vanya Horneff & Raimond Maurer & Olivia S. Mitchell, 2016, "Putting the Pension Back in 401(k) Plans: Optimal versus Default Longevity Income Annuities," NBER Working Papers, National Bureau of Economic Research, Inc, number 22717, Oct.
• Samuel G. Hanson & David S. Scharfstein & Adi Sunderam, 2016, "Fiscal Risk and the Portfolio of Government Programs," NBER Working Papers, National Bureau of Economic Research, Inc, number 22763, Oct.
• Nathan Foley-Fisher & Borghan Narajabad & Stephane Verani, 2016, "Securities Lending as Wholesale Funding: Evidence from the U.S. Life Insurance Industry," NBER Working Papers, National Bureau of Economic Research, Inc, number 22774, Oct.
• Tarek A. Hassan & Thomas M. Mertens & Tony Zhang, 2016, "A Risk-based Theory of Exchange Rate Stabilization," NBER Working Papers, National Bureau of Economic Research, Inc, number 22790, Oct.
• Ari Levine & Yao Hua Ooi & Matthew Richardson, 2016, "Commodities for the Long Run," NBER Working Papers, National Bureau of Economic Research, Inc, number 22793, Nov.
• Andreas Fagereng & Luigi Guiso & Davide Malacrino & Luigi Pistaferri, 2016, "Heterogeneity and Persistence in Returns to Wealth," NBER Working Papers, National Bureau of Economic Research, Inc, number 22822, Nov.
• Paolo Sodini & Stijn Van Nieuwerburgh & Roine Vestman & Ulf von Lilienfeld-Toal, 2016, "Identifying the Benefits from Homeownership: A Swedish Experiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 22882, Dec.
• Andreas Fagereng & Luigi Guiso & Luigi Pistaferri, 2016, "Portfolio Choices, Firm Shocks and Uninsurable Wage Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 22883, Dec.
• Juhani T. Linnainmaa & Michael R. Roberts, 2016, "The History of the Cross Section of Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 22894, Dec.
• Raimond Maurer & Olivia S. Mitchell, 2016, "Older Peoples’ Willingness to Delay Social Security Claiming," NBER Working Papers, National Bureau of Economic Research, Inc, number 22942, Dec.
• Joseph Gerakos & Juhani T. Linnainmaa & Adair Morse, 2016, "Asset Managers: Institutional Performance and Smart Betas," NBER Working Papers, National Bureau of Economic Research, Inc, number 22982, Dec.
• Aleksandra Stankovska & Savica Dimitrieska, 2016, "Hedge Funds – Alternative Investment," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, volume 12, issue 2, pages 111-123.
• Valeriy ZHUK, 2016, "The Influence Of Institutional Changes On The Investment Attractiveness Of The Agricultural Sector Of Ukrainian Economy," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 2, pages 18-23.
• Valeriy ZHUK, 2016, "The Influence Of Institutional Changes On The Investment Attractiveness Of The Agricultural Sector Of Ukrainian Economy," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 2, pages 18-23.
• Linh Xuan Diep Nguyen & Simona Mateut & Thanaset Chevapatrakul, 2016, "Business-Linkage Volatility Spillover between US Industries," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 2016/05.
• Ando, Amy W. & Shah, Payal, 2016, "The Economics of Conservation and Finance: A Review of the Literature," International Review of Environmental and Resource Economics, now publishers, volume 8, issue 3-4, pages 321-357, June, DOI: 10.1561/101.00000072.
• Ingersoll, Jonathan E., 2016, "Cumulative Prospect Theory, Aggregation, and Pricing," Critical Finance Review, now publishers, volume 5, issue 2, pages 305-350, December, DOI: 10.1561/104.00000018.
• Sujan Adhikari & Pawan Kumar Jha, Ph.D., 2016, "Applicability of Portfolio Theory in Nepali Stock Market," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 28, issue 1, pages 65-92, April.
• Peiran Jiao & Heinrich H. Nax, 2016, "When is Market the Benchmark? Reinforcement Evidence from Repurchase Decisions," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2016-W01, Jun.
• Viktoria Baklanova & Cecilia Caglio & Frank Keane & Burt Porter, 2016, "A Pilot Survey of Agent Securities Lending Activity," Working Papers, Office of Financial Research, US Department of the Treasury, number 16-08, Aug.
• Matthias Raddant & Dror Y. Kenett, 2016, "Interconnectedness in the Global Financial Market," Working Papers, Office of Financial Research, US Department of the Treasury, number 16-09, Sep.
• Panna Miskolczi, 2016, "Differences Between Mean-Variance And Mean-Cvar Portfolio Optimization Models," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 548-557, July.
• Dumitru-Nicusor Carausu, 2016, "European Integration And Capital Market Efficiency In Cee Countries," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 661-670, July.
• Laurentiu Droj & Elena - Ana Iancu (Nechita) & Ioana Florina Popovici - Coita, 2016, "Premises Of Behavioral Finance In Rational Decision-Making," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 671-681, July.
• Margherita Fort & Francesco Manaresi & Serena Trucchi, 2016, "Adult financial literacy and households’ financial assets: the role of bank information policies," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 31, issue 88, pages 743-782.
• Adina Claici & Georges Siotis & Obhi Chatterjee & Oliver Stehmann, 2016, "The Market Economy Investor Principle: Lessons Learned From The Ciudad De La Luz Case," Journal of Competition Law and Economics, Oxford University Press, volume 12, issue 1, pages 181-208.
• Filippo Brutti & Philip Sauré, 2016, "Repatriation of Debt in the Euro Crisis," Journal of the European Economic Association, European Economic Association, volume 14, issue 1, pages 145-174.
• Daniel J. Benjamin & Matthew Rabin & Collin Raymond, 2016, "A Model of Nonbelief in the Law of Large Numbers," Journal of the European Economic Association, European Economic Association, volume 14, issue 2, pages 515-544.
• Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou, 2016, "Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification," Journal of Financial Econometrics, Oxford University Press, volume 14, issue 3, pages 617-642.
• Bruno Solnik & Thaisiri Watewai, 2016, "International Correlation Asymmetries: Frequent-but-Small and Infrequent-but-Large Equity Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 6, issue 2, pages 221-260.
• Mark Rachwalski & Quan Wen, 2016, "Idiosyncratic Risk Innovations and the Idiosyncratic Risk-ReturnRelation," The Review of Asset Pricing Studies, Society for Financial Studies, volume 6, issue 2, pages 303-328.
• Salvatore Piccolo & Giovanni W. Puopolo & Luis Vasconcelos, 2016, "Non-Exclusive Financial Advice," Review of Finance, European Finance Association, volume 20, issue 6, pages 2079-2123.
• Brad M. Barber & Xing Huang & Terrance Odean, 2016, "Which Factors Matter to Investors? Evidence from Mutual Fund Flows," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 10, pages 2600-2642.
• Cary Frydman & Colin Camerer, 2016, "Neural Evidence of Regret and Its Implications for Investor Behavior," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 11, pages 3108-3139.
• Andriy Bodnaruk & Andrei Simonov, 2016, "Loss-Averse Preferences, Performance, and Career Success of Institutional Investors," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 11, pages 3140-3176.
• Rawley Z. Heimer, 2016, "Peer Pressure: Social Interaction and the Disposition Effect," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 11, pages 3177-3209.
• Ji-Woong Chung & Byoung Uk Kang, 2016, "Prime Broker-Level Comovement in Hedge Fund Returns: Information or Contagion?," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 12, pages 3321-3353.
• Jawad M. Addoum & Alok Kumar, 2016, "Political Sentiment and Predictable Returns," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 12, pages 3471-3518.
• Christopher G. Schwarz & Mark E. Potter, 2016, "Revisiting Mutual Fund Portfolio Disclosure," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 12, pages 3519-3544.
• Arthur Korteweg & Roman Kräussl & Patrick Verwijmeren, 2016, "Does it Pay to Invest in Art? A Selection-Corrected Returns Perspective," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 4, pages 1007-1038.