Research classified by Journal of Economic Literature (JEL) codes

2016

• Elie I. Bouri & David Roubaud, 2016, "Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?," Post-Print, HAL, number hal-02009130, DOI: 10.1017/jwe.2015.10.
• Joscha Beckmann & Theo Berger & Robert Czudaj & Thi-Hong-Van Hoang, 2016, "Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification," Post-Print, HAL, number hal-02053864, Jun, DOI: 10.1007/s00181-017-1381-8.
• Diego Useche & Philippe Gorry, 2016, "Orphan Drug Designations as valuable Intangible assets for IPO Investors in Pharma-Biotech Companies," Post-Print, HAL, number hal-02195744, Jun.
• Marie Brière & Kim Oosterlinck & Ariane Szafarz & Valérie Mignon, 2016, "Towards Greater Diversification in Central Bank Reserves," Post-Print, HAL, number hal-02315436, DOI: 10.1057/jam.2016.14.
• Abdelbari El Khamlichi & Thi Hong Van Hoang & Wing‐keung Wong, 2016, "Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis," Post-Print, HAL, number hal-02964594, Jul.
• Abdelbari El Khamlichi & Thi Hong Van Hoang & Wing‐keung Wong, 2016, "Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis," Post-Print, HAL, number hal-02965765, Jun.
• Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2016, "When bonds matter: Home bias in goods and assets," Post-Print, HAL, number hal-03392947, DOI: 10.1016/j.jmoneco.2016.07.005.
• Antoine Bouet & Anne-Gael Vaubourg, 2016, "Financial constraints and international trade with endogenous mode of competition," Post-Print, HAL, number hal-03428485, DOI: 10.1016/j.jbankfin.2016.03.007.
• Eric Le Fur & Hachmi Ben Ameur & Benoit Faye, 2016, "Time-Varying Risk Premiums in the Framework of Wine Investment," Post-Print, HAL, number hal-03930353, Nov, DOI: 10.1017/jwe.2016.15.
• Claudiu Tiberiu Albulescu & Daniel Goyeau & Aviral Kumar Tiwaric, 2016, "Co-movements and contagion between international stock index futures markets," Post-Print, HAL, number halshs-01388618, DOI: 10.1007/s00181-016-1113-5.
• 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," Post-Print, HAL, number halshs-01391013, Apr.
• Stefano Bosi & Pascal Fontaine & Cuong Le Van, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01302524, Jul, DOI: 10.1016/j.mathsocsci.2016.04.002.
• Meglena Jeleva & Jean-Marc Tallon, 2016, "Ambiguïté, comportements et marchés financiers," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01410661, Mar, DOI: 10.7202/1039881ar.
• Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2016, "When bonds matter: Home bias in goods and assets," Sciences Po Economics Publications (main), HAL, number hal-03392947, DOI: 10.1016/j.jmoneco.2016.07.005.
• Albert Menkveld & Marius Andrei Zoican, 2016, "Need for Speed? Exchange Latency and Liquidity," Working Papers, HAL, number hal-01253615, Jan.
• Gunther Capelle-Blancard & Patricia Crifo & Marc-Arthur Diaye & Rim Oueghlissi & Bert Scholtens, 2016, "Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries," Working Papers, HAL, number hal-01401718, Nov.
• Lauren Stagnol, 2016, "The Risk Parity Principle applied on a Corporate Bond Index using Duration Times Spread," Working Papers, HAL, number hal-04141582.
• Jean-Yves Gnabo & Malik Kerkour & Christelle Lecourt & Hélène Raymond, 2016, "Understanding the Decision Making Process of Sovereign Wealth Funds: The Case of Temasek," Working Papers, HAL, number hal-04141594.
• Jamal Bouoiyour & Refk Selmi, 2016, "The responses of BRICS Equities to China's Slowdown: A Multi-Scale Causality Analysis," Working papers of CATT, HAL, number hal-01880323, May.
• Eichler, Stefan & Plaga, Timo, 2016, "The Political Determinants of Government Bond Holdings," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-573, Mar.
• James Staveley-O'Carroll & Olena M. Staveley-O'Carroll, 2016, "Impact of Pension System Structure on International Financial Capital Allocation," Working Papers, College of the Holy Cross, Department of Economics, number 1601, Jan.
• Feng, Xunan & Johansson, Anders C., 2016, "Judging a Book by Its Cover: Analysts and Attention-Driven Price Patterns in China’s IPO Market," Stockholm School of Economics Asia Working Paper Series, Stockholm School of Economics, Stockholm China Economic Research Institute, number 2016-39, Dec.
• Feng, Xunan & Johansson, Anders C., 2016, "Living through the Great Chinese Famine: Early-Life Experiences and Managerial Decisions," Stockholm School of Economics Asia Working Paper Series, Stockholm School of Economics, Stockholm China Economic Research Institute, number 2016-41, Nov.
• Kucheev, Yury O. & Sorensson, Tomas, 2016, "The origin of outperformance for stock recommendations by sell-side analysts," INDEK Working Paper Series, Royal Institute of Technology, Department of Industrial Economics and Management, number 2016/13, Apr.
• Zuijderduijn, Jaco, 2016, "The Ages of Women and Men : Life Cycles, Family and Investment in the Fifteenth-Century Low Countries," Lund Papers in Economic History, Lund University, Department of Economic History, number 150, Dec.
• Druedahl, Jeppe & Martinello, Alessandro, 2016, "Long-Run Saving Dynamics: Evidence from Unexpected Inheritances," Working Papers, Lund University, Department of Economics, number 2016:7, Apr, revised 08 May 2018.
• Nielsen, Caren Yinxia, 2016, "Banks' Credit-Portfolio Choices and Risk-Based Capital Regulation," Working Papers, Lund University, Department of Economics, number 2016:9, Jun.
• E. Black, Sandra & J. Devereux, Paul & Lundborg, Etter & Majlesi, Kaveh, 2016, "No. 2015/2 :Learning to Take Risks? The Effects of Education on Risk-Taking in Finacial Markets," Knut Wicksell Working Paper Series, Lund University, Knut Wicksell Centre for Financial Studies, number 2015/2, Mar.
• Sendstad, Lars Hegnes & Chronopoulos, Michail, 2016, "Sequential Investment in Emerging Technologies under Policy Uncertainty," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2016/10, Jun.
• Hultkrantz, Lars & Mantalos, Panagiotis, 2016, "Estimating “Gamma” for Tail-hedge Discount Rates When Project Returns Are Co-integrated with GDP," Working Papers, Örebro University, School of Business, number 2016:3, Sep.
• Hjort, Ingrid, 2016, "Potential Climate Risks in Financial Markets: A Literature Overview," Memorandum, Oslo University, Department of Economics, number 01/2016, Feb.
• Kristjánsson, Arnaldur Sölvi, 2016, "Optimal Taxation with Endogenous Return to Capital," Memorandum, Oslo University, Department of Economics, number 06/2016, Apr.
• Becker, Bo & Ivashina, Victoria, 2016, "Covenant-Light Contracts And Creditor Coordination," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 325, May.
• de Oliveira Souza, Thiago, 2016, "The size premium and intertemporal risk," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 3/2016, Jun.
• Liu, Yuna, 2016, "Trust and stock market correlation: a cross-country analysis," Umeå Economic Studies, Umeå University, Department of Economics, number 924, Mar.
• Liu, Yuna, 2016, "Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations," Umeå Economic Studies, Umeå University, Department of Economics, number 926, May.
• Alexander Chigodaev, 2016, "Recursive Method for Guaranteed Valuation of Options in Deterministic Game Theoretic Approach," HSE Working papers, National Research University Higher School of Economics, number WP BRP 53/FE/2016.
• Ono, Arito & Aoki, Kosuke & Nishioka, Shinichi & Shintani, Kohei & Yasui, Yosuke, 2018, "Long-term interest rates and bank loan supply: Evidence from firm-bank loan-level data," HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University, number 43, Feb.
• G. Andrew Karolyi & David T. Ng & Eswar S. PrasadAuthor-Workplace-Name: Cornell University, 2016, "The Coming Wave: Where Do Emerging Market Investors Put Their Money?," Working Papers, Hong Kong Institute for Monetary Research, number 042016, Mar.
• Xavier Aleksander Andonov & Xavier Yael V. Hochberg & Joshua D. Rauh, 2016, "Pension Fund Board Composition and Investment Performance: Evidence from Private Equity," Economics Working Papers, Hoover Institution, Stanford University, number 16104, Mar.
• Richard G. Anderson & Michael Bordo & John V. Duca, 2016, "Money and Velocity During Financial Crises: From the Great Depression to the Great Recession," Economics Working Papers, Hoover Institution, Stanford University, number 16111, May.
• Badarinza, Cristian & Campbell, John Y. & Ramadorai, Tarun, 2016, "International Comparative Household Finance," Scholarly Articles, Harvard University Department of Economics, number 27535132.
• Melis Ercan & Emrah Onder, 2016, "Determining the Importance Level of Accounting Information for Investors’ Decision Making," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, volume 6, issue 2, pages 136-152, February.
• Oleksandr Somchenkov, 2016, "Individual Investors in the Formation of the Resource Potential of the Stock Market of Ukraine," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 137-145, March.
• Jeffry Haber, 2016, "Spliced Correlation: Theory Development," Global Journal of Business Research, The Institute for Business and Finance Research, volume 10, issue 1, pages 65-69.
• Jo-Ting Wei & Iou-Ming Wang, 2016, "Environmental Disclosure, Investors’ Investment Decisions And Their Perceptions Of The Credibility Of Management," Global Journal of Business Research, The Institute for Business and Finance Research, volume 10, issue 4, pages 17-25.
• Maria Veronica Irine Herdjiono & Maemunah Soeharto & Fitri Ismiyanti & Made Narsa, 2016, "Investor’S Order Aggressiveness: An Experimental Study Of The Impact Of Regret," Review of Business and Finance Studies, The Institute for Business and Finance Research, volume 7, issue 2, pages 1-10.
• John Dairo Ramirez Aristizabal & Eduardo Alexander Duque Grisales, 2016, "Design Of A Investment Portfolio Using Non-Linear Programming: Case Of Colombia 2013-2014, Diseno De Un Portafolio De Inversion A Partir De Un Modelo De Programacion No Lineal: Caso Colombia 2013-2014," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 9, issue 2, pages 31-47.
• Philipp Kallerhoff, 2016, "Style Investing with Machine Learning," International Business Research, Canadian Center of Science and Education, volume 9, issue 12, pages 13-22, December.
• Perraudin, William & Powell, Andrew & Yang, Peng, 2016, "Multilateral Development Bank Ratings and Preferred Creditor Status," IDB Publications (Working Papers), Inter-American Development Bank, number 7686, Jul, DOI: http://dx.doi.org/10.18235/0011741.
• De la Torre, Oscar & Galeana, Evaristo & Aguilasocho, Dora, 2016, "The Use Of The Sustainable Investment Against The Broad Market One. A First Test In The Mexican Stock Market / El Uso De La Inversión Sustentable En Comparación De La Inversión Convencional. Una Prime," European Research on Management and Business Economics (ERMBE), Academia Europea de Dirección y Economía de la Empresa (AEDEM), volume 22, issue 3, pages 117-123.
• Sudharshan Reddy Paramati & Rakesh Gupta & Kishore Tandon, 2016, "Dynamic analysis of time-varying correlations and cointegration relationship between Australia and frontier equity markets," International Journal of Business and Emerging Markets, Inderscience Enterprises Ltd, volume 8, issue 2, pages 121-145.
• Iulia Monica Oehler-Sincai, 2016, "The EU-China bilateral investment treaty: objectives, actual stage of negotiations and possible risks," Revista de Economie Mondiala / The Journal of Global Economics, Institute for World Economy, Romanian Academy, volume 8, issue 3.
• Christian M. Hafner & Oliver Linton & Haihan Tang, 2016, "Estimation of a multiplicative covariance structure in the large dimensional case," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP52/16, Nov.
• Walter Beckert & Kate Collyer, 2016, "Choice in the presence of experts: the role of general practitioners in patients' hospital choice," IFS Working Papers, Institute for Fiscal Studies, number W16/21, Nov.
• Fortin, Ines & Hlouskova, Jaroslava & Tsigaris, Panagiotis, 2016, "The Consumption-Investment Decision of a Prospect Theory Household," Economics Series, Institute for Advanced Studies, number 322, Jun.
• Jens H. E. Christensen & Signe Krogstrup, 2016, "A Portfolio Model of Quantitative Easing," Working Paper Series, Peterson Institute for International Economics, number WP16-7, Apr.
• Richard Lu, 2016, "The Returns and Risk of Dynamic Investment Strategies: A Simulation Comparison," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 15, issue 1, pages 79-83, June.
• Muhammad Aftab & Ijaz Ur Rehman & Abolaji Daniel Anifowose, 2016, "Disposition Effect and Asset Pricing in an Emerging Stock Market," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 4, issue 6, pages 320-332, June.
• Arturo Lorenzo-Valdés, 2016, "Dependencia Condicional entre los Mercados Bursátiles de México y Estados Unidos," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 31, issue 1, pages 3-14, April.
• Daniel Lara & Fernando López & Andrés Morgado, 2016, "Fondos de Pensiones: ¿Existe un líder en rentabilidad?," ILADES-UAH Working Papers, Universidad Alberto Hurtado/School of Economics and Business, number inv315, Jul.
• Deniz Anginer & Mr. Eugenio M Cerutti & Maria Soledad Martinez Peria, 2016, "Foreign Bank Subsidiaries’ Default Risk during the Global Crisis: What Factors Help Insulate Affiliates from their Parents?," IMF Working Papers, International Monetary Fund, number 2016/109, Jun.
• Mauricio Cervantes & Miguel Ángel Montoya & L. Arturo Bernal Ponce, 2016, "Effect of the Business Cycle on Investment Strategies: Evidence from Mexico," 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 11, issue 2, pages 39-49, Julio-Sep.
• Markku Kaustia & Samuli Knüpfer & Sami Torstila, 2016, "Stock Ownership and Political Behavior: Evidence from Demutualizations," Management Science, INFORMS, volume 62, issue 4, pages 945-963, April, DOI: 10.1287/mnsc.2014.2135.
• Clemens Sialm & T. Mandy Tham, 2016, "Spillover Effects in Mutual Fund Companies," Management Science, INFORMS, volume 62, issue 5, pages 1472-1486, May, DOI: 10.1287/mnsc.2015.2200.
• Michael Kirchler & Florian Lindner & Utz Weitzel, 2016, "Rankings and Risk-Taking in the Finance Industry," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2016-02, Jan, revised Mar 2018.
• Jieshuang He, 2016, "Endogenous Bank Networks and Contagion," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2016-005, Nov.
• Yaniv Azoulay & Andrey Kudryavtsev & Shosh Shahrabani, 2016, "Accumulating approach to the life-cycle pension model: practical advantages," Financial Theory and Practice, Institute of Public Finance, volume 40, issue 4, pages 413-436.
• Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2013, "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers, Department of Research, Ipag Business School, number 2013-20, Jan.
• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2013, "Equilibrium existence in the international asset and good markets," Working Papers, Department of Research, Ipag Business School, number 2013-3, Jan.
• Ahdi Noomen Ajmi & Shawkat Hammoudeh & Duc Khuong Nguyen & Soodabeh Sarafrazi, 2013, "How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests," Working Papers, Department of Research, Ipag Business School, number 2013-35, Jan.
• Sabri Boubaker & Dimitrios Gounopoulos & Duc Khuong Nguyen & Nikos Paltalidis, 2016, "Assessing the Effects of Unconventional Monetary Policy on Pension Funds Risk Incentives," Working Papers, Department of Research, Ipag Business School, number 2016-005, Jan.
• Mota-Aragón, Martha Beatriz & Mata-Mata, Leovardo, 2016, "Caracterización Paramétrica de los Rendimientos de los Precios del Petróleo 2010-2015," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 22, pages 63-74, primer se.
• Mota-Aragón, Martha Beatriz & Mata-Mata, Leovardo, 2016, "Elasticidad entre los precios internacionales del petróleo y el tipo de cambio peso-dólar de 2010 a 2015," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 44, pages 125-135, primer se.
• Mariya Gubareva & Maria Rosa Borges, 2016, "Interest Rate (In)sensitivity of Emerging Market Corporate Debt: Economic Analysis based on 2002-2015 Empirical Evidence," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2016/21, Oct.
• Mariya Gubareva & Maria Rosa Borges, 2016, "Governed by the Cycle: Direct and Inverted Interest-Rate Sensitivity of Emerging Market Corporate Debt," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2016/22, Oct.
• Jetter, Michael & Walker, Jay K., 2016, "Anchoring in Financial Decision-Making: Evidence from the Field," IZA Discussion Papers, Institute of Labor Economics (IZA), number 10151, Aug.
• Junankar, Pramod N. (Raja), 2016, "On Measuring Uncertainty: Snakes and Ladders," IZA Discussion Papers, Institute of Labor Economics (IZA), number 10244, Sep.
• Angelini, Viola & Bertoni, Marco & Stella, Luca & Weiss, Christoph T., 2016, "The Ant or the Grasshopper? The Long-term Consequences of Unilateral Divorce Laws on Savings of European Households," IZA Discussion Papers, Institute of Labor Economics (IZA), number 10363, Nov.
• Salamanca, Nicolás & de Grip, Andries & Fouarge, Didier & Montizaan, Raymond, 2016, "Locus of Control and Investment in Risky Assets," IZA Discussion Papers, Institute of Labor Economics (IZA), number 10407, Dec.
• Brown, Sarah & Gray, Daniel & Harris, Mark N. & Spencer, Christopher, 2016, "Portfolio Allocation, Income Uncertainty and Households' Flight from Risk," IZA Discussion Papers, Institute of Labor Economics (IZA), number 10408, Dec.
• Juan Carlos Matallín-Sáez & Amparo Soler-Domínguez & Emili Tortosa-Ausina, 2016, "Does socially responsible mutual fund performance vary over the business cycle? New insights on the role of ethical strategy focus and green industry idiosyncratic risk," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2016/03.
• Dehua Shen & Xiao Li & Andrea Teglio & Wei Zhang, 2016, "The impact of information-based familiarity on the stock market," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2016/08.
• 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.
• Mária Bohdalová & Michal Greguš, 2016, "Estimating The Hedge Ratios," CBU International Conference Proceedings, ISE Research Institute, volume 4, issue 0, pages 229-234, September, DOI: 10.12955/cbup.v4.874.
• Bent Jesper Christensen & Rasmus T. Varneskov, 2016, "Dynamic Global Currency Hedging," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-03, Jan.
• Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg, 2016, "Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-10, Apr.
• Mikko S. Pakkanen & Jani Lukkarinen, 2016, "Arbitrage without borrowing or short selling?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-13, Apr.
• Hossein Asgharian & Charlotte Christiansen & Rangan Gupta & Ai Jun Hou, 2016, "Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-29, Oct.
• Valeriy ZHUK, 2016, "The Influence Of Institutional Changes On The Investment Attractiveness Of The Agricultural Sector Of Ukrainian Economy," Economy and Sociology, The Journal Economy and Sociology, issue 2, pages 18-23.
• Shabir Ahmad Hakim & Zarinah Hamid & Ahamed Kameel Mydin Meera, 2016, "Capital Asset Pricing Model and Pricing of Islamic Financial Instruments نموذج تسعير الأصول الرأسمالية وتسعير الأدوات المالية الإسلامية," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., volume 29, issue 1, pages 21-39, January, DOI: 10.4197/Islec.29-1.2.
• Serge Darolles & Gaëlle Le Fol & Christian Francq & Jean-Michel Zakoïan, 2016, "Intrinsic Liquidity in Conditional Volatility Models," Annals of Economics and Statistics, GENES, issue 123-124, pages 225-245, DOI: 10.15609/annaeconstat2009.123-124.0.
• Florian Schulz, 2016, "On the Timing and Pricing of Dividends: Comment," American Economic Review, American Economic Association, volume 106, issue 10, pages 3185-3223, October.
• Jules H. van Binsbergen & Ralph S. J. Koijen, 2016, "On the Timing and Pricing of Dividends: Reply," American Economic Review, American Economic Association, volume 106, issue 10, pages 3224-3237, October.
• Padmaja Ayyagari & Daifeng He, 2016, "Medicare Part D and Portfolio Choice," American Economic Review, American Economic Association, volume 106, issue 5, pages 339-342, May.
• Markus K. Brunnermeier & Yuliy Sannikov, 2016, "On the Optimal Inflation Rate," American Economic Review, American Economic Association, volume 106, issue 5, pages 484-489, May.
• Alex Imas, 2016, "The Realization Effect: Risk-Taking after Realized versus Paper Losses," American Economic Review, American Economic Association, volume 106, issue 8, pages 2086-2109, August.
• Rhys Bidder & Ian Dew-Becker, 2016, "Long-Run Risk Is the Worst-Case Scenario," American Economic Review, American Economic Association, volume 106, issue 9, pages 2494-2527, September.
• Lawrence Schmidt & Allan Timmermann & Russ Wermers, 2016, "Runs on Money Market Mutual Funds," American Economic Review, American Economic Association, volume 106, issue 9, pages 2625-2657, September.
• Thomas Hintermaier & Winfried Koeniger, 2016, "Debt Portfolios and Homestead Exemptions," American Economic Journal: Macroeconomics, American Economic Association, volume 8, issue 4, pages 103-141, October.
• Ohad Kadan & Fang Liu & Suying Liu, 2016, "Generalized Systematic Risk," American Economic Journal: Microeconomics, American Economic Association, volume 8, issue 2, pages 86-127, May.
• Jiang, Jingze & Marsh, Thomas L., 2016, "Volatility Spillover Effects and Cross Hedging in the U.S. Oil Market and the Energy Pipeline Sector Index," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235066, Jul, DOI: 10.22004/ag.econ.235066.
• Luo, Rui & Fortenbery, T. Randall, 2016, "Corporate Hedging In Incomplete Markets: A Solution Under Price Transmission," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235444, DOI: 10.22004/ag.econ.235444.
• Bargain, Olivier & Cardebat, Jean-Marie & Vignolles, Alexandra, 2016, "Crowdfunding in Wine," Working Papers, American Association of Wine Economists, number 234638, Apr, DOI: 10.22004/ag.econ.234638.
• Fei, Chengcheng & Gao, Chen & Hardin, Erin M. & Dharmasena, Senarath, 2016, "Application of Demand Analysis Framework to Understand the Price and Volume Movements of Exchange Traded Funds (ETFs)," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas, Southern Agricultural Economics Association, number 229798, DOI: 10.22004/ag.econ.229798.
• Siddiqi, Hammad, 2016, "Anchoring and Adjustment Heuristic: A Unified Explanation for Asset-Return Puzzles," Risk and Sustainable Management Group Working Papers, University of Queensland, School of Economics, number 229607, Jan, DOI: 10.22004/ag.econ.229607.
• İbrahim YAĞLI, 2016, "Uluslararasi Portföy Çeşi̇tlendi̇rmesi̇ Kapsaminda Abd İle Brics Ve Türki̇ye Hi̇sse Senedi̇ Pi̇yasalari Arasindaki̇ Eşbütünleşme İli̇şki̇si̇ni̇n Anali̇zi̇," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 1, issue 1-2, pages 13-22.
• Dariusz Urban, 2016, "The Investment Attractiveness of Companies Listed on the Warsaw Stock Exchange to Sovereign Wealth Funds," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 66, issue 2, pages 333-350, June.
• Jakub Keller & Radoslaw Pastusiak, 2016, "The Psychology of Investing: Stock Market Recommendations and Their Impact on Investors’ Decisions (The Example of the Polish Stock Market)," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 66, issue 3, pages 419-437, September.
• Dewan Mostafizur Rahman, 2016, "Investor Sentiment, Executive Compensation, and Investment – Some International Evidence: A Pitch," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 15, issue 2, pages 428-433, June.
• Ralph Sonenshine, 2016, "Effect of Utility Deregulation and Mergers on Consumer Welfare," Working Papers, American University, Department of Economics, number 2016-08, DOI: 10.17606/z6qa-0089.
• S.P. Kothari & Eric So & Rodrigo Verdi, 2016, "Analysts’ Forecasts and Asset Pricing: A Survey," Annual Review of Financial Economics, Annual Reviews, volume 8, issue 1, pages 197-219, October.
• Wing Fung Chong & Ying Hu & Gechun Liang & Thaleia Zariphopoulou, 2016, "An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior," Papers, arXiv.org, number 1607.02289, Jul, revised Apr 2017.
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• Tonci Svilokos, 2016, "Heuristic approach for determining efficient frontier portfolios with more than two assets, the case of ZSE," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 99-115,116-.
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