Research classified by Journal of Economic Literature (JEL) codes

2016

• Andreas Hubener & Raimond Maurer & Olivia S. Mitchell, 2016, "How Family Status and Social Security Claiming Options Shape Optimal Life Cycle Portfolios," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 4, pages 937-978.
• Aytek Malkhozov & Philippe Mueller & Andrea Vedolin & Gyuri Venter, 2016, "Mortgage Risk and the Yield Curve," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 5, pages 1220-1253.
• Milena - Jana Schank, 2016, "The Impact of Economic Sentiments on Foreign Direct Investments," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 605-610, February.
• Heinrich H. Nax, 2016, "When is Market the Benchmark? Reinforcement Evidence from Repurchase Decisions," Economics Series Working Papers, University of Oxford, Department of Economics, number 781, Feb.
• Hamish Low & Agnes Kovacs, 2020, "Estimating Temptation and Commitment Over the Life-Cycle," Economics Series Working Papers, University of Oxford, Department of Economics, number 796, Jul.
• Amos Nadler & Veronika Alexander & Cameron J. Johnson & Paul J. Zak, 2016, "The Bull of Wall Street: Experimental Analysis of Testosterone and Asset Trading," Economics Series Working Papers, University of Oxford, Department of Economics, number 806, Oct.
• Quiroga Juárez, Christian Arturo & Villalobos Escobedo, Aglaé, 2016, "Aplicación de dos técnicas del análisis multivariado en el mercado de valores mexicano || Application of Two Techniques of Multivariate Analysis in the Mexican Stock Market," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 22, issue 1, pages 104-119, December.
• Marie Brière & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2016, "Towards greater diversification in central bank reserves," Journal of Asset Management, Palgrave Macmillan, volume 17, issue 4, pages 295-312, July, DOI: 10.1057/jam.2016.14.
• Rui Pedro Brito & Hélder Sebastião & Pedro Godinho, 2016, "Efficient skewness/semivariance portfolios," Journal of Asset Management, Palgrave Macmillan, volume 17, issue 5, pages 331-346, September, DOI: 10.1057/jam.2016.9.
• Ziemowit Bednarek & Pratish Patel & Cyrus A. Ramezani, 2016, "Time aggregation of the Sharpe ratio," Journal of Asset Management, Palgrave Macmillan, volume 17, issue 7, pages 540-555, December, DOI: 10.1057/s41260-016-0003-x.
• Krzysztof Borowski, 2016, "Analysis Of Monthly Rates Of Return In April On The Example Of Selected World Stock Exchange Indices," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 11, issue 2, pages 307-325, June, DOI: 10.12775/EQUIL.2016.014.
• Andrzej Kowalczuk, 2016, "The Analysis Of The Competitiveness Of The Biggest Enterprises In The Construction Industry In Podlaskie Region Compared To The Sector, Based On Nagashima'S Radar," Oeconomia Copernicana, Institute of Economic Research, volume 7, issue 2, pages 297-315, June, DOI: 10.12775/OeC.2016.018.
• Murat Akbalik & K. Batu Tunay, 2016, "An Analysis Of Ramadan Effect By Gjr-Garch Model: Case Of Borsa Istanbul," Oeconomia Copernicana, Institute of Economic Research, volume 7, issue 4, pages 593-612, December, DOI: 10.12775/OeC.2016.033.
• Lai, Ping-fu (Brian) & Cho, Kwai-yee (Kevin), 2016, "Relationships Between Stock Returns and Corporate Financial Ratios Based on a Statistical Analysis of Corporate Data from the Hong Kong Stock Market," Public Finance Quarterly, Corvinus University of Budapest, volume 61, issue 1, pages 110-123.
• Ioan-Ovidiu SPATACEAN & Andrei Vlad Tibor OPREA, 2016, "Measurements Regarding The Dinamics Of Romanian Mutual Fund Industry Performance," Acta Marisiensis. Series Oeconomica, "George Emil Palade" University of Medicine, Pharmacy, Sciences and Technology of Târgu-Mureș, România - Faculty of Economics and Law, volume 1, pages 97-119, December.
• Artur Aiguzhinov & Ana Paula Serra & Carlos Soares, 2016, "Are rankings of financial analysts useful to investors?," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 1604, Jan.
• Ana Isabel Ramos Domingues & António de Melo da Costa Cerqueira & Elísio Fernando Moreira Brandão, 2016, "Idiosyncratic Volatility and Earnings Quality: Evidence from United Kingdom," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 579, Oct.
• João Alberto Contim Martins & Francisco Vitorino da Silva Martins & Elísio Fernando Moreira Brandão, 2016, "Momentum: Strategies, Size and Risk Factor," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 582, Nov.
• Yuri Evdokimenko & Efimenko Galina & Zmievskaya Irena & Oboyanskaya Lubov, 2016, "Критерий Эффективности Применения Портфельной Теории Марковица В Краткосрочной Торговле На Примере Украинской Фондовой Биржи
  [The efficiency criterion of Markowitz portfolio theory application in the short-term trading at the Ukrainian Stock Excha," Traektoriâ Nauki = Path of Science, Altezoro, s.r.o. & Dialog, volume 2, issue 3(8), pages 2.38-2.46, March.
• Musa, Mustafa & Masih, Mansur, 2016, "Are the ASEAN stock markets integrated with the US market ? new evidence from wavelet coherence," MPRA Paper, University Library of Munich, Germany, number 101256, Jul.
• Lal, Irfan & Mubeen, Muhammad & Hussain, Adnan & Zubair, Mohammad, 2016, "An Empirical Analysis of Higher Moment Capital Asset Pricing Model for Karachi Stock Exchange (KSE)," MPRA Paper, University Library of Munich, Germany, number 106869, Jun.
• Shaikh, Slam Ahmed, 2016, "Analysis & Test of Market Efficiency: A Case Study of KSE," MPRA Paper, University Library of Munich, Germany, number 68743, Jan.
• BOUSALAM, Issam & HAMZAOUI, Moustapha, 2016, "Impact of Ethical Screening on Risk and Returns: the Case of Constructed Moroccan Islamic Stock Indexes," MPRA Paper, University Library of Munich, Germany, number 68979, Jan.
• Covarrubias, Enrique & Hernández-del-Valle, Gerardo, 2016, "Inflation expectations derived from a portfolio model," MPRA Paper, University Library of Munich, Germany, number 69489, Feb.
• Bouoiyour, Jamal & Selmi, Refk, 2016, "The infernal couple China-Oil Price and the Responses of G7 Equities: A QQ Approach," MPRA Paper, University Library of Munich, Germany, number 70379, Feb.
• Guo, Xu & Wong, Wing-Keung, 2016, "Multivariate Stochastic Dominance for Risk Averters and Risk Seekers," MPRA Paper, University Library of Munich, Germany, number 70637, Apr.
• Alghalith, Moawia & Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2016, "A General Optimal Investment Model in the Presence of Background Risk," MPRA Paper, University Library of Munich, Germany, number 70644, Apr.
• Shehadeh, Ali & Erdős, Péter & Li, Youwei & Moore, Michael, 2016, "US Dollar Carry Trades in the Era of “Cheap Money”," MPRA Paper, University Library of Munich, Germany, number 70770, Apr.
• Thomadakis, Apostolos, 2016, "Do Combination Forecasts Outperform the Historical Average? Economic and Statistical Evidence," MPRA Paper, University Library of Munich, Germany, number 71589, May.
• Haniff, Norazza Mohd & Masih, Mansur, 2016, "Shariah stocks as an inflation hedge in Malaysia," MPRA Paper, University Library of Munich, Germany, number 71681, May.
• Shakir, Zeeniya & Masih, Mansur, 2016, "How is the European debt crisis affecting islamic equity? challenges in portfolio diversification within the eurozone: A markov switching and continuous wavelet transform analysis," MPRA Paper, University Library of Munich, Germany, number 71683, Jun.
• Shehadeh, Ali & Li, Youwei & Moore, Michael, 2016, "The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity," MPRA Paper, University Library of Munich, Germany, number 71709, Jun.
• Fajardo, José & Corcuera, José Manuel & Menouken Pamen, Olivier, 2016, "On the optimal investment," MPRA Paper, University Library of Munich, Germany, number 71901, Jun.
• Mantai, Mohammed Mahmoud & Masih, Mansur, 2016, "Do changes in shariah screening methodology make islamic indices substitutes or complements? an application of MGARCH-DCC and markov switching analysis," MPRA Paper, University Library of Munich, Germany, number 72166, Jun.
• Ali, Hakim & Masih, Mansur, 2016, "Evidence of cross-country portfolio diversification benefits: The case of Saudi Arabia," MPRA Paper, University Library of Munich, Germany, number 72180, Jun.
• Zdravkovski, Aleksandar, 2016, "Stock market integration and diversification possibilities during financial crises: Evidence from Balkan countries," MPRA Paper, University Library of Munich, Germany, number 72182, Jun.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2016, "Forecast in Capital Markets," MPRA Paper, University Library of Munich, Germany, number 72286, Jun.
• Rondinone, Gonzalo & Thomasz, Esteban Otto, 2016, "Un análisis exploratorio de los exchangeable trade funds y su influencia en el proceso de financiarización de commodities
  [An exploratory analisys of the exchangeable trade funds and their influence in the commodities financilization process]," MPRA Paper, University Library of Munich, Germany, number 72677, Jun.
• Hatemi-J, Abdulnasser & Mustafa, Alan, 2016, "Testing for Financial Market Integration of the Chinese Market with the US Market," MPRA Paper, University Library of Munich, Germany, number 72733.
• Das, Rituparna, 2016, "How Much is the Presence of Timber Exchange Traded Fund Feasible in India?," MPRA Paper, University Library of Munich, Germany, number 72829, Feb.
• Cuthbert, James R. & Magni, Carlo Alberto, 2016, "Measuring the inadequacy of IRR in PFI schemes using profitability index and AIRR," MPRA Paper, University Library of Munich, Germany, number 72857.
• Lucks, Konstantin, 2016, "The Impact of Self-Control on Investment Decisions," MPRA Paper, University Library of Munich, Germany, number 73099, Jul.
• R. Ferreira, Alexandre & A. P. Santos, Andre, 2016, "On the choice of covariance specifications for portfolio selection problems," MPRA Paper, University Library of Munich, Germany, number 73259, Aug.
• Tomić, Bojan, 2016, "Ispitivanje kalendarskih sezonaliteta na hrvatskom tržištu kapitala
  [Testing the significance of calendar effects on croatian capital market]," MPRA Paper, University Library of Munich, Germany, number 73311, Jun.
• Cuervo Valledor, Álvaro & Pérez Mena, Adolfo & Vicente López, Miguel & Calvo Clúa, Rosalía, 2016, "Estudio de las posibilidades de inversión en los mercados frontera
  [Study of the possibilities of investment in the frontier market]," MPRA Paper, University Library of Munich, Germany, number 73618, Sep.
• Yilmaz, Adil & Unal, Gazanfer & Karatasoglu, Cengiz, 2016, "Wavelet Based Analysis Of Major Real Estate Markets," MPRA Paper, University Library of Munich, Germany, number 74083, Jul.
• Bai, Zhidong & Liu, Huixia & Wong, Wing-Keung, 2016, "Making Markowitz's Portfolio Optimization Theory Practically Useful," MPRA Paper, University Library of Munich, Germany, number 74360, Oct.
• Chan, Raymond H. & Clark, Ephraim & Wong, Wing-Keung, 2016, "On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors with Analysis of their Traditional and Internet Stocks," MPRA Paper, University Library of Munich, Germany, number 75002, Nov.
• Byrne, Joseph & Fu, Rong, 2016, "Stock Return Prediction with Fully Flexible Models and Coefficients," MPRA Paper, University Library of Munich, Germany, number 75366, Nov.
• Ibhagui, Oyakhilome, 2016, "Optimal Asset Allocation of a Pension Fund: Does The Fear of Regret Matter?," MPRA Paper, University Library of Munich, Germany, number 75802, Nov.
• Di Gialleonardo, Luca & Marè, Mauro & Motroni, Antonello & Porcelli, Francesco, 2016, "The impact of financial crisis on savings decisions: evidences from Italian pension funds," MPRA Paper, University Library of Munich, Germany, number 76066, Aug, revised Jul 2016.
• Ben Yaala, sirine & Henchiri, jamel E., 2016, "Impact of Macroeconomic and Demographic Variables on the Stock Market: Evidence from Tunisian Crisis," MPRA Paper, University Library of Munich, Germany, number 76783, Jul.
• Magni, Carlo Alberto, 2016, "Capital depreciation and the underdetermination of rate of return: A unifying perspective," MPRA Paper, University Library of Munich, Germany, number 77401, Dec.
• Širůček, Martin & Křen, Lukáš, 2016, "Tools and Techniques for Economic Decision Analysis," MPRA Paper, University Library of Munich, Germany, number 77516, revised 2016.
• Xing, Victor, 2016, "Ultra-accommodative Monetary Policy and Unintentional Drags on Consumer Spending," MPRA Paper, University Library of Munich, Germany, number 77749, Apr.
• Shijaku, Gerti, 2016, "Foreign currency lending in Albania," MPRA Paper, University Library of Munich, Germany, number 79087.
• Ripamonti, Alexandre, 2016, "Corwin-Schultz bid-ask spread estimator in the Brazilian stock market," MPRA Paper, University Library of Munich, Germany, number 79459.
• Deng, Binbin, 2016, "A Simple Model of Managerial Incentives and Portfolio-Investment Decision," MPRA Paper, University Library of Munich, Germany, number 79959.
• Stoforos, Chrysostomos & Degiannakis, Stavros & Palaskas, Theodosios, 2016, "Hedge Fund Returns under Crisis Scenarios: A Holistic Approach," MPRA Paper, University Library of Munich, Germany, number 80161, Oct.
• Degiannakis, Stavros, 2016, "The one-trading-day-ahead forecast errors of intra-day realized volatility," MPRA Paper, University Library of Munich, Germany, number 80163, Jan.
• Širůček, Martin & Galečka, Ondřej, 2016, "Alternative Evaluation of S&P 500 index in Relation to Quantitative Easing," MPRA Paper, University Library of Munich, Germany, number 80526, Jun.
• Tan, Zekuang, 2016, "Application of Discounted Cash Flow Model Valuation – Wal-Mart," MPRA Paper, University Library of Munich, Germany, number 83903, Dec.
• Al Janabi, Mazin A.M. & Arreola Hernandez, Jose & Berger, Theo & Nguyen, Duc Khuong, 2016, "Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios," MPRA Paper, University Library of Munich, Germany, number 84626, Jun, revised Nov 2016.
• Paramati, Sudharshan Reddy & Gupta, Rakesh & Tandon, Kishore, 2016, "Dynamic Analysis of Time-Varying Correlations and Cointegration Relationship between Australia and Frontier Equity Markets," MPRA Paper, University Library of Munich, Germany, number 88512, Jan, revised Mar 2016.
• Barinov, Alexander & Park, Shawn Saeyeul & Yildizhan, Celim, 2016, "Firm Complexity and Post-Earnings-Announcement Drift," MPRA Paper, University Library of Munich, Germany, number 89919, Apr, revised 09 Nov 2018.
• Barinov, Alexander & Park, Shawn Saeyeul & Yildizhan, Celim, 2016, "Firm Complexity and Post-Earnings-Announcement Drift," MPRA Paper, University Library of Munich, Germany, number 91421, Apr, revised 14 Dec 2018.
• Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2016, "Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations," Working Papers, University of Pretoria, Department of Economics, number 201609, Feb.
• Omokolade Akinsomi & Yener Coskun & Rangan Gupta, 2016, "Analysis of Herding in REITs of an Emerging Market: The Case of Turkey," Working Papers, University of Pretoria, Department of Economics, number 201666, Sep.
• Yoseph Yilma Getachew, 2016, "Credit Constraints, Growth and Inequality Dynamics," Working Papers, University of Pretoria, Department of Economics, number 201672, Oct.
• Omokolade Akinsomi & Yener Coskun & Rangan Gupta & Chi Keung Marco Lau, 2016, "Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs," Working Papers, University of Pretoria, Department of Economics, number 201688, Dec.
• Pramod Kumar Naik & Rangan Gupta & Puja Padhi, 2016, "The Relationship between Stock Market Volatility and Trading Volume: Evidence from South Africa," Working Papers, University of Pretoria, Department of Economics, number 201689, Dec.
• Rayenda Khresna Brahmana & Ritzky Karina Brahmana, 2016, "The Financial Planning and Financial Literacy of ex-Malaysia Indonesian Migrant Workers," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2016, issue 5, pages 47-59, DOI: 10.18267/j.aop.557.
• Jitka Veselá & Lucie Neubauerová, 2016, "Do investors suffer behavioral biases when deciding?
  [Trpí investoři při svém rozhodování behaviorálními předsudky?]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2016, issue 3, pages 73-87, DOI: 10.18267/j.cfuc.481.
• Tao Chen & Karen H. Y. Wong & Masayuki Susai, 2016, "Active Management and Price Efficiency of Exchange-traded Funds," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 1, pages 3-18, DOI: 10.18267/j.pep.533.
• Mato Njavro & Petra Posedel & Maruška Vizek, 2016, "Regime Switching Behaviour of Real Estate and Equity Prices in Emerging Countries," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 4, pages 396-410, DOI: 10.18267/j.pep.560.
• Hana Džmuráňová & Petr Teplý, 2016, "Why Are Savings Accounts Perceived as Risky Bank Products?," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 5, pages 617-633, DOI: 10.18267/j.pep.578.
• Božena Chovancová & Peter Árendáš, 2016, "Akciový trh verzus reálna ekonomika a jej indikátor HDP
  [The Stock Market versus the Real Economy and its Indicator GDP]," Politická ekonomie, Prague University of Economics and Business, volume 2016, issue 8, pages 939-952, DOI: 10.18267/j.polek.1119.
• Harvey S. Rosen & Alexander J. W. Sappington, 2016, "Impact of Endowment Shocks on Payouts," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 250, Nov.
• Sylvain Chassang, 2016, "Mostly Prior-Free Asset Allocation," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 077_2016, Jan.
• Krislert Samphantharak & Robert Townsend, 2016, "Risk and Return in Village Economies," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 27, May.
• Bruno Solnik & Thaisiri Watewai, 2016, "International Correlation Asymmetries: Frequent-but-Small and Infrequent-but-Large Equity Returns," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 31, Jun.
• Nasha Ananchotikul & Longmei Zhang, 2016, "Portfolio Flows, Global Risk Aversion and Asset Prices in Emerging Markets," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 36, Jul.
• Charoula Daskalaki & George Skiadopoulos & Nikolas Topaloglou, 2016, "Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach," Working Papers, Queen Mary University of London, School of Economics and Finance, number 797, May.
• Isela Elizabeth Tellez-Leon & Francisco Venegas-Martinez, 2016, "Decisiones de consumo y portafolio con Utilidad Diferencial Recursiva Estocastica (UDRE): Modelos alternativos," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 13, issue 2, pages 51-75, Julio-Dic.
• Adam Clements & Ayesha Scott & Annastiina Silvennoinen, 2016, "Volatility Dependent Dynamic Equicorrelation," NCER Working Paper Series, National Centre for Econometric Research, number 111, May.
• James Hansen & Angus Moore, 2016, "The Efficiency of Central Clearing: A Segmented Markets Approach," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2016-07, Oct.
• Spyridon Vrontos, 2016, "Hedge Funds Managerial Skill Revisited: A Quantile Regression Approach," Bankers, Markets & Investors, ESKA Publishing, issue 140, pages 20-32, January-F.
• Boris Fays & Georges Hübner & Marie Lambert, 2016, "New Insight on the Performance of Equity Long/short Investment Styles," Bankers, Markets & Investors, ESKA Publishing, issue 140, pages 34-45, January-F.
• Nick Baltas, 2016, "Multi-Asset Seasonality and Trend-Following Strategies," Bankers, Markets & Investors, ESKA Publishing, issue 140, pages 47-62, January-F.
• Olga Kolokolova & Achim Mattes, 2016, "How Risky are Low-Risk Hedge Funds?," Bankers, Markets & Investors, ESKA Publishing, issue 140, pages 5-18, January-F.
• Sylvain Marsat & Benjamin Williams, 2016, "Does the Market Value the Social Dimension? International Evidence," Bankers, Markets & Investors, ESKA Publishing, issue 142, pages 28-40, May-June.
• Winfried G. Hallerback & Igor Pouchkarev, 2016, "Active Portfolio Management with Conditional Tracking Error," Bankers, Markets & Investors, ESKA Publishing, issue 143, pages 18-25, July-Augu.
• Jiajia Cui & Eduard H. M. Ponds, 2016, "Intergenerational Risk Trading and the Innovative Role of Equity- Wage Swaps," Bankers, Markets & Investors, ESKA Publishing, issue 144, pages 31-42, September.
• Geoffrey Meen & Alexander Mihailov & Yehui Wang, 2016, "Endogenous UK Housing Cycles and the Risk Premium: Understanding the Next Housing Crisis," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2016-02, Apr.
• Yili Chien & Harold Cole & Hanno Lustig, 2016, "Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies in an Endowment Economy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 20, pages 215-239, April, DOI: 10.1016/j.red.2015.02.001.
• Russell Cooper & Guozhong Zhu, 2016, "Household Finance over the Life-Cycle: What does Education Contribute?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 20, pages 63-89, April, DOI: 10.1016/j.red.2015.12.001.
• Pierre-Olivier Weill & Benjamin Lester & Julien Hugonnier, 2016, "Heterogeneity in decentralized asset markets," 2016 Meeting Papers, Society for Economic Dynamics, number 1014.
• Roine Vestman & Matilda Kilström & Josef Sigurdsson & Martin Floden, 2016, "Household Debt and Monetary Policy: Revealing the Cash-Flow Channel," 2016 Meeting Papers, Society for Economic Dynamics, number 1015.
• Semih Uslu, 2016, "Pricing and Liquidity in Decentralized Asset Markets," 2016 Meeting Papers, Society for Economic Dynamics, number 128.
• Raman Uppal & Harjoat Bhamra, 2016, "Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy?," 2016 Meeting Papers, Society for Economic Dynamics, number 1358.
• Aaron Hedlund & Carlos Garriga, 2016, "Mortgage Debt, Consumption, and Illiquid Housing Markets in the Great Recession," 2016 Meeting Papers, Society for Economic Dynamics, number 1564.
• Michael Haliassos & Hector F. CALVO PARDO & Chryssi Giannitsarou & Luc Arrondel, 2016, "Informative Social Interactions," 2016 Meeting Papers, Society for Economic Dynamics, number 636.
• Tao Zha & Jue Ren & Kaiji Chen, 2016, "What We Learn from China's Rising Shadow Banking: Exploring the Nexus of Monetary Tightening and Banks' Role in Entrusted Lending," 2016 Meeting Papers, Society for Economic Dynamics, number 82.
• Roberto Pancrazi & Eric Mengus, 2016, "The Inequality Accelerator," 2016 Meeting Papers, Society for Economic Dynamics, number 851.
• Kemal Eyuboglu & Sinem Eyuboglu & Rahmi Yamak, 2016, "Predicting Intra-Day and Day of the Week Anomalies in Turkish Stock Market," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 18, issue 59, pages 73-94, March.
• Enrico Maria Cervellati & Pierpaolo Pattitoni & Marco Savioli, 2016, "Cognitive Biases and Entrepreneurial Under-Diversification," Working Paper series, Rimini Centre for Economic Analysis, number 16-24, Sep.
• Jiahan Li & Ilias Tsiakas, 2016, "Equity Premium Prediction: The Role of Economic and Statistical Constraints," Working Paper series, Rimini Centre for Economic Analysis, number 16-25, Sep.
• Meglena Jeleva & Jean-Marc Tallon, 2016, "Ambiguïté, comportements et marchés financiers," L'Actualité Economique, Société Canadienne de Science Economique, volume 92, issue 1-2, pages 351-383.
• Cyn-Young Park, 2016, "Developing Local Currency Bond Markets in Asia," ADB Economics Working Paper Series, Asian Development Bank, number 495, Aug.
• Leonardo Becchetti & Davide Bellucci & Fiammetta Rossetti, 2016, "Gamblers, scratchers and their financial education," AICCON Working Papers, Associazione Italiana per la Cultura della Cooperazione e del Non Profit, number 153-2016, Sep.
• Simona Cociuba & Malik Shukayev & Alexander Ueberfeldt, 2016, "Collateralized Borrowing and Risk Taking at Low Interest Rates," Working Papers, University of Alberta, Department of Economics, number 2016-02, Feb.
• Simona Cociuba & Malik Shukayev & Alexander Ueberfeldt, 2016, "Managing Risk Taking with Interest Rate Policy and Macroprudential Regulations," Working Papers, University of Alberta, Department of Economics, number 2016-17, Nov.
• Adam Zaremba, 2016, "Strategies Based on Momentum and Term Structure in Financialized Commodity Markets," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 7, issue 1, pages 31-46.
• İsmail Tuna & Süleyman Serdar Karaca, 2016, "Determining the Firm Specific Factors Affecting the Capital Increase," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 7, issue 1, pages 89-105.
• Emre Yakut & Ahmet Çankal, 2016, "Portfolio Optimzation Using of Metods Multi Objective Genetic Algorithm and Goal Programming: An Application in BIST-30," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 7, issue 2, pages 43-62.
• Sinem Ateş & Ali Coşkun & M. Abdullah Şahin & M. Levent Demircan, 2016, "Impact of Financial Literacy on the Behavioral Biases of Individual Stock Investors: Evidence from Borsa Istanbul," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 7, issue 3, pages 1-19.
• Kemal Eyüboğlu & Pelin Çelik, 2016, "Financial Performance Evaluation of Turkish Energy Companies with Fuzzy AHP and Fuzzy TOPSIS Methods," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 7, issue 3, pages 21-37.
• Shelly Singhal & P. C. Biswal, 2016, "Asset Market Linkages in a Regime Switching Environment: Evidence from Commodity and Stock Markets in India," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 7, issue 4, pages 17-29.
• Samet Evci & Nazan Şak & Gökben Adana Karaağaç, 2016, "Analysis of Volatility in Gold Prices with the Markov Regime-Switching Models," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 7, issue 4, pages 67-77.
• Apoorva Javadekar, 2016, "Mutual Fund Flows When Manager Has Timing And Picking Skill," Working Papers, Centre for Advanced Financial Research and Learning (CAFRAL), number 022321, Aug.
• Georges Dionne & Xiaozhou Zhou, 2016, "The Dynamics of Ex-ante High-Frequency Liquidity: An Empirical Analysis," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 15-5, Jan.
• Georges Dionne & Xiaozhou Zhou, 2016, "The Dynamics of Ex-ante Weighted Spread: An Empirical Analysis," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 16-4, Nov.
• André Kurmann & Stanislav Rabinovich, 2016, "Dynamic Inefficiency in Decentralized Capital Markets," School of Economics Working Paper Series, LeBow College of Business, Drexel University, number 2016-1, Feb.
• Seongman Moon, 2016, "Are Korean Industry-Sorted Portfolios Mean Reverting?," East Asian Economic Review, Korea Institute for International Economic Policy, volume 20, issue 2, pages 169-190, DOI: 10.11644/KIEP.EAER.2016.20.2.308.
• Lian Liu, 2016, "The Empirical Evidence on Government Bond Market Integration in East Asia," East Asian Economic Review, Korea Institute for International Economic Policy, volume 20, issue 1, pages 37-65, DOI: 10.11644/KIEP.JEAI.2016.20.1.304.
• Sumaira Channa & Pervaiz Ahmed Memon & Muhammad Ramzan Kalhoro, 2016, "Co-Integration between Stock Prices and Exchange Rate of Selected SAARC Countries: An Empirical Study," Sukkur IBA Journal of Management and Business, Sukkur IBA University, volume 3, issue 1, pages 82-98, DOI: 10.30537/sijmb.v3i1.138.
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• Sinisa Bogdan & Suzana Baresa & Zoran Ivanovic, 2016, "Domestic Vs International Risk Diversification Possibilities In Southeastern European Stock Markets," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 7, issue 2, pages 197-208.
• Marc-André Luik, 2016, "Child Health, Human Capital and Adult Financial Behavior," Working Paper, Helmut Schmidt University, Hamburg, number 174/2013, Nov.
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• Agamirova, Maria Е. (Агамирова, Мария) & Dzagurova, Nataliya B. (Дзагурова, Наталия), 2016, "The Legality of Vertical Restraints by the Rule of Reason and the Character of the Specific Investments
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• Boena CHOVANCOVÁ & Jaroslav HUDCOVSKÝ, 2016, "Return-risk profile of Slovak pension funds," REVISTA ADMINISTRATIE SI MANAGEMENT PUBLIC, Faculty of Administration and Public Management, Academy of Economic Studies, Bucharest, Romania, volume 2016, issue 27, pages 94-106, Decembre.
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• Tomasz Potocki & Anna Rogoziñska, 2016, "Art as an investment in Poland - the first 20 years after the collapse of the central planning economy," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 11, issue 3, pages 22-33, February.
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• Dominik Filipiak & Agata Filipowska, 2016, "Towards data oriented analysis of the art market: survey and outlook," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 12, issue 1, pages 21-31, June.
• Pawe³ Sakowski & Robert Œlepaczuk & Mateusz Wywia³, 2016, "Cross-Sectional Returns With Volatility Regimes From A Diverse Portfolio Of Emerging And Developed Equity Indices," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 12, issue 2, pages 23-35, October.
• Daniel Chai & Binh Do, 2016, "Co-existence of short-term reversals and momentum in the Australian equity market," Australian Journal of Management, Australian School of Business, volume 41, issue 1, pages 55-76, February, DOI: 10.1177/0312896214535789.
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