Research classified by Journal of Economic Literature (JEL) codes

2016

• Gonçalo Faria & Fabio Verona, 2016, "Forecasting stock market returns by summing the frequency-decomposed parts," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 05, Oct.
• Gonçalo Faria & Fabio Verona, 2016, "Forecasting the equity risk premium with frequency-decomposed predictors," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 06, Dec.
• Barattieri, Alessandro & Moretti, Laura & Quadrini, Vincenzo, 2016, "Banks Interconnectivity and Leverage," Research Technical Papers, Central Bank of Ireland, number 07/RT/16, Sep.
• Glenn Boyle & Gerald Ward, 2016, "Do Better Informed Investors Always Do Better?," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 16/29, Nov.
• Elisa Luciano & Riccardo Giacomelli, 2016, "Equilibrium bid-ask spread and infrequent trade with outside options," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 445.
• Elisa Luciano & Antonella Tolomeo, 2016, "Are information and portfolio diversification substitutes or complements?," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 456.
• Alessandro Barattieri & Laura Moretti & Vincenzo Quadrini, 2016, "Banks Interconnectivity and Leverage," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 466.
• Elisa Luciano & Antonella Tolomeo, 2016, "Equilibrium bid-ask spreads and the effect of competitive trading delays," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 467.
• Elena Vigna, 2016, "On time consistency for mean-variance portfolio selection," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 476.
• Wong, Woon K., 2016, "A GMM Skewness and Kurtosis Ratio Test for Higher Moment Dependence," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2016/8, Aug.
• Jeremy Kronick & Alexandre Laurin, 2016, "The Bigger Picture: How the Fourth Pillar Impacts Retirement Preparedness," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 457, September.
• Thomas Michielsen & Remco Mocking & Sander van Veldhuizen, 2016, "Home Ownership and Household Portfolio Choice," CESifo Working Paper Series, CESifo, number 5705.
• Branko Uroševic & Ivana Rajkovic, 2016, "Dollarization of Deposits in the Short and Long Run: Evidence from CESE Countries," CESifo Working Paper Series, CESifo, number 5745.
• Laurie Davies & Walter Kraemer, 2016, "Stylized Facts and Simulating Long Range Financial Data," CESifo Working Paper Series, CESifo, number 5796.
• Martin G. Kocher & Konstantin E. Lucks & David Schindler, 2016, "Unleashing Animal Spirits - Self-Control and Overpricing in Experimental Asset Markets," CESifo Working Paper Series, CESifo, number 5812.
• Benjamin R. Auer & Benjamin Mögel, 2016, "How Accurate are Modern Value-at-Risk Estimators Derived from Extreme Value Theory?," CESifo Working Paper Series, CESifo, number 6288.
• Nadjeschda Katharina Arnold, 2016, "The Sovereign Default Problem in the Eurozone - Why Limited Liability Resulted in Excessive Debt Accumulation and How Insurance Can Counteract," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 66.
• Roger Farmer & Pawel Zabczyk, 2016, "The Theory of Unconventional Monetary Policy," Discussion Papers, Centre for Macroeconomics (CFM), number 1611, Mar.
• Paul Schneider, 2015, "An Anatomy of the Equity Premium," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-61, Dec.
• Marc Gerritzen & Jens Carsten Jackwerth & Alberto Plazzi, 2016, "Birds of a Feather – Do Hedge Fund Managers Flock Together?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-10, Feb, revised Jul 2020.
• Florent Gallien & Serge Kassibrakis & Semyon Malamud & Filippo Passerini, 2016, "Managing Inventory with Proportional Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-48, Jun.
• Alberto Plazzi & Walter N. Torous, 2016, "Does Corporate Governance Matter? Evidence from the AGR Governance Rating," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-54, Sep.
• Walter Farkas & Alexander Smirnow, 2016, "Intrinsic Risk Measures," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-65, Oct.
• Peter Bank & Halil Mete Soner & Moritz Voss, 2016, "Hedging with Temporary Price Impact," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-72, Mar.
• Johannes Muhle-Karbe & Max Reppen & Halil Mete Soner, 2016, "A Primer on Portfolio Choice with Small Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-74, Dec.
• Claude Montmarquette & Nathalie Viennot-Briot, 2016, "The Gamma Factor and the Value of Financial Advice," CIRANO Working Papers, CIRANO, number 2016s-35, Aug.
• Skander Ben Abdallah & Pierre Lasserre, 2016, "Asset Retirement with Infinitely Repeated Alternative Replacements: Harvest Age and Species Choice in Forestry," CIRANO Working Papers, CIRANO, number 2016s-37, Aug.
• Jim Engle-Warnick & Diego Pulido & Marine de Montaignac, 2016, "A Comparison of Survey and Incentivized-Based Risk Attitude Elicitation," CIRANO Working Papers, CIRANO, number 2016s-40, Aug.
• Jim Engle-Warnick & Diego Pulido & Marine de Montaignac, 2016, "Trust, ambiguity, and financial decision-making," CIRANO Working Papers, CIRANO, number 2016s-44, Aug.
• Ramiro Losada López, 2016, "Managerial ability, risk preferences and the incentives for active management," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 6.
• Jimmy Melo, 2016, "Precios de los activos bajo ambiguedad estructural: portafolios cautelosos, prudenciales y conservadores," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 34, issue 80, pages 91-102, DOI: 10.1016/j.espe.2016.02.003.
• Laura Andrade-Pardo & Oscar Valencia-Arana & Diego V�squez-Escobar & Mauricio Villamizar-Villegas, 2016, "Uncovering the portfolio balance channel with the use of sovereign credit ratings," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 34, issue 81, pages 191-205, DOI: 10.1016/j.espe.2016.08.003.
• Jimmy Saravia & Carlos Garcia & Paula Almonacid, 2016, "The Determinants of Systematic Risk: A Firm Lifecycle Perspective," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 15299, Dec.
• Alfredo Trespalacios Carrasquilla & Juan Fernando Rend�n Garc�a & Javier Orlando Pantoja Robayo, 2016, "Efecto de Restricciones VaR sobre coberturas en mercados eléctricos," Revista de Economía del Rosario, Universidad del Rosario, volume 19, issue 2, pages 201-220.
• Uribe Gil Jorge Mario, 2016, "Regímenes de riesgo en el mercado de acciones colombiano," Revista Sociedad y Economía, Universidad del Valle, CIDSE, volume 0, issue 30, pages 11-404.
• Juan David Monsalve & Nicolas Arango Toro, 2016, "¿Crean valor los fondos de inversión colectiva colombianos enfocados en acciones?," Revista Ecos de Economía, Universidad EAFIT, volume 20, issue 42, pages 90-110.
• Julio César Riascos & Jesus Enrique Molina Munoz, 2016, "Breves consideraciones acerca de la importancia de los árboles de decisión en el análisis de carteras," Revista Tendencias, Universidad de Narino, volume 17, issue 1, pages 11-33, DOI: 10.22267/rtend.161701.11.
• Jason Nassios & James A. Giesecke & Peter B. Dixon & Maureen T. Rimmer, 2016, "A modelling framework for analysing the role of superannuation in Australia's financial system," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-266, Nov.
• HAFNER, Christian & LINTON, Oliver B. & TANG, Haihan, 2016, "Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016044, Nov.
• Krzysztof Kompa & Dorota Witkowska, 2016, "Performance of pension funds and stable growth open investment funds during the changes in the Polish retirement system," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 16, pages 117-131.
• Michal Polasik & Dariusz Piotrowski, 2016, "Payment innovations in Poland: a new approach of the banking sector to introducing payment solutions," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, volume 15, issue 1, pages 103-131, March, DOI: 10.12775/EiP.2016.007.
• Mitman, Kurt, 2016, "Macroeconomic Effects of Bankruptcy and Foreclosure Policies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11043, Jan.
• Guiso, Luigi & Pistaferri, Luigi & Fagereng, Andreas, 2016, "Back to background risk?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11051, Jan.
• Dahlquist, Magnus & Vestman, Roine & Setty, Ofer, 2016, "On the Asset Allocation of a Default Pension Fund," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11052, Jan.
• Carrillo, Juan & Brocas, Isabelle & Giga, Aleksandar & Zapatero, Fernando, 2016, "Skewness Seeking in a Dynamic Portfolio Choice Experiment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11056, Jan.
• Weber, Martin & Ungeheuer, Michael, 2016, "The Perception of Dependence and Investment Decisions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11188, Mar.
• Farmer, Roger & Zabczyk, Pawel, 2016, "The Theory of Unconventional Monetary Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11196, Mar.
• Laeven, Luc & Levine, Ross & Götz, Martin, 2016, "Does the Geographic Expansion of Banks Reduce Risk?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11231, Apr.
• Balasubramaniam, Vimal & Anagol, Santosh, 2016, "Endowment Effects in the Field: Evidence from India's IPO Lotteries," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11328, Jun.
• Brunnermeier, Markus & Sannikov, Yuliy, 2016, "Macro, Money and Finance: A Continuous Time Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11329, Jun.
• Hazan, Moshe & Weiss, David & Zoabi, Hosny, 2016, "Women's Liberation as a Financial Innovation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11371, Jul.
• Brunnermeier, Markus & Sannikov, Yuliy, 2016, "The I Theory of Money," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11444, Aug.
• Massa, Massimo & Schumacher, David & wang, yan, 2016, "Who is afraid of BlackRock?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11471, Aug.
• Quadrini, Vincenzo & Barattieri, Alessandro & Moretti, Laura, 2016, "Banks Interconnectivity and Leverage," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11502, Sep.
• Andersen, Steffen & Hanspal, Tobin & Nielsen, Kasper Meisner, 2016, "Once Bitten, Twice Shy: The Role of Inertia and Personal Experiences in Risk Taking," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11504, Sep.
• Hassan, Tarek & Mertens, Thomas M. & Zhang, Tony, 2016, "Currency Manipulation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11581, Oct.
• Weber, Martin & Ungeheuer, Michael, 2016, "The Perception of Dependence, Investment Decisions, and Stock Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11585, Oct.
• Guiso, Luigi & Pistaferri, Luigi & Fagereng, Andreas & Malacrino, Davide, 2016, "Heterogeneity and Persistence in Returns to Wealth," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11635, Nov.
• Tyran, Jean-Robert & Thomas, Thomas, 2016, "Money Illusion and Household Finance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11643, Nov.
• Van Nieuwerburgh, Stijn & Vestman, Roine & von Lilienfeld-Toal , Ulf, 2016, "Identifying the Benefits from Home Ownership: A Swedish Experiment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11656, Nov.
• Taylor, Mark & Boero, Gianna & Mandalinci, Zeyyad, 2016, "Modelling Portfolio Capital Flows in a Global Framework: Multilateral Implications of Capital Controls," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11689, Dec.
• Calvet, Laurent E. & Bach, Laurent, 2016, "Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11734, Dec.
• Riccardo Calcagno & Maela Giofré & Maria Cesira Urzì-Brancati, 2016, "To trust is good, but to control is better: how investors discipline financial advisors’ activity," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 157, Mar.
• Balbás, Alejandro & Garrido, José & Okhrati, Ramin, 2016, "Good deal measurement in asset pricing: Actuarial and financial implications," IC3JM - Estudios = Working Papers, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM), number 23546, Sep.
• Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2016, "VaR as the CVaR sensitivity : applications in risk optimization," IC3JM - Estudios = Working Papers, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM), number id-16-01, Feb.
• Mico Apostolov, 2016, "Effects of foreign direct investments. Evidence from Southeast Europe," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 39, issue 110, pages 99-111, Mayo.
• Eymen Errais & Dhikra Bahri, 2016, "Is Standard Deviation a Good Measure of Volatility? the Case of African Markets with Price Limits," Annals of Economics and Finance, Society for AEF, volume 17, issue 1, pages 145-165, May.
• van Oordt, Maarten R. C. & Zhou, Chen, 2016, "Systematic Tail Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 51, issue 2, pages 685-705, April.
• Guidolin, Massimo & Liu, Hening, 2016, "Ambiguity Aversion and Underdiversification," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 51, issue 4, pages 1297-1323, August.
• Bouri, Elie I. & Roubaud, David, 2016, "Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?," Journal of Wine Economics, Cambridge University Press, volume 11, issue 2, pages 233-248, August.
• Le Fur, Eric & Ben Ameur, Hachmi & Faye, Benoit, 2016, "Time-Varying Risk Premiums in the Framework of Wine Investment," Journal of Wine Economics, Cambridge University Press, volume 11, issue 3, pages 355-378, December.
• Szüle, Borbála, 2016, "Solvency risk minimizing guaranteed returns in life insurance," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2016/02, Jan.
• 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, EconSciences 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, EconSciences 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, EconSciences Journals, volume 3, issue 3, pages 380-408, September.
• Florin Turcaş & Florin Dumiter & Alexandra Braica & Petre Brezeanu & Anca Opreţ, 2016, "Using Technical Analysis for Portfolio Selection and Post-Investment Analysis," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 1, pages 197-214.
• Vergil Voineagu & Simona Nicoleta Vasilache & Daniela Şerban & Silvia Elena Cristache & Liviu Stelian Begu, 2016, "An Analysis of the Romanian E-Commerce Trade Trends in European Perspective," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 1, pages 235-252.
• ShouHeng Tuo, 2016, "A Modified Harmony Search Algorithm For Portfolio Optimization Problems," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 1, pages 311-326.
• Иван Иванов, 2016, "Алтернативни Инвестиции В Зелена Енергия," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 11, issue 11 Year 2, pages 705-714.
• Pierre Chollet & Blaise W. Sandwidi, 2016, "L’impact sur les marchés financiers européens de la diffusion d’alertes sociétales et de leurs évènements déclencheurs," Revue Finance Contrôle Stratégie, revues.org, volume 19, issue 2, pages 59-82, June.
• Christine Annuß & Manuel Rupprecht, 2016, "Anlageverhalten privater Haushalte in Deutschland: die Rolle der realen Renditen," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 85, issue 1, pages 95-109, DOI: 10.3790/vjh.85.1.95.
• Mobarek, Asma & Muradoglu, Gulnur & Mollah, Sabur & Hou, Ai Jun, 2016, "Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods," Journal of Financial Stability, Elsevier, volume 24, issue C, pages 1-11, DOI: 10.1016/j.jfs.2016.03.003.
• Buch, Claudia M. & Koetter, Michael & Ohls, Jana, 2016, "Banks and sovereign risk: A granular view," Journal of Financial Stability, Elsevier, volume 25, issue C, pages 1-15, DOI: 10.1016/j.jfs.2016.05.002.
• Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra, 2016, "Pricing default risk: The good, the bad, and the anomaly," Journal of Financial Stability, Elsevier, volume 26, issue C, pages 190-213, DOI: 10.1016/j.jfs.2016.07.001.
• Bijlsma, Melle & Vermeulen, Robert, 2016, "Insurance companies’ trading behaviour during the European sovereign debt crisis: Flight home or flight to quality?," Journal of Financial Stability, Elsevier, volume 27, issue C, pages 137-154, DOI: 10.1016/j.jfs.2016.11.001.
• Aymanns, Christoph & Caccioli, Fabio & Farmer, J. Doyne & Tan, Vincent W.C., 2016, "Taming the Basel leverage cycle," Journal of Financial Stability, Elsevier, volume 27, issue C, pages 263-277, DOI: 10.1016/j.jfs.2016.02.004.
• Degiannakis, Stavros & Floros, Christos, 2016, "Intra-day realized volatility for European and USA stock indices," Global Finance Journal, Elsevier, volume 29, issue C, pages 24-41, DOI: 10.1016/j.gfj.2015.05.002.
• Prombutr, Wikrom & Lockwood, Jimmy & Zhang, Ying & Le, Steven V., 2016, "Investor response to online value line rank changes: Foreign versus local stocks," Global Finance Journal, Elsevier, volume 30, issue C, pages 10-26, DOI: 10.1016/j.gfj.2016.05.002.
• Kaschützke, B. & Maurer, R., 2016, "Investing and Portfolio Allocation for Retirement," Handbook of the Economics of Population Aging, Elsevier, chapter 0, in: Piggott, John & Woodland, Alan, "Handbook of the Economics of Population Aging", DOI: 10.1016/bs.hespa.2016.09.007.
• Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2016, "Human capital and international portfolio diversification: A reappraisal," Journal of International Economics, Elsevier, volume 99, issue S1, pages 78-96, DOI: 10.1016/j.jinteco.2015.12.007.
• Zeng, Yan & Li, Danping & Gu, Ailing, 2016, "Robust equilibrium reinsurance-investment strategy for a mean–variance insurer in a model with jumps," Insurance: Mathematics and Economics, Elsevier, volume 66, issue C, pages 138-152, DOI: 10.1016/j.insmatheco.2015.10.012.
• Liu, Cong & Zheng, Harry, 2016, "Asymptotic analysis for target asset portfolio allocation with small transaction costs," Insurance: Mathematics and Economics, Elsevier, volume 66, issue C, pages 59-68, DOI: 10.1016/j.insmatheco.2015.10.014.
• Zhang, Xin & Meng, Hui & Zeng, Yan, 2016, "Optimal investment and reinsurance strategies for insurers with generalized mean–variance premium principle and no-short selling," Insurance: Mathematics and Economics, Elsevier, volume 67, issue C, pages 125-132, DOI: 10.1016/j.insmatheco.2016.01.001.
• Mousa, A.S. & Pinheiro, D. & Pinto, A.A., 2016, "Optimal life-insurance selection and purchase within a market of several life-insurance providers," Insurance: Mathematics and Economics, Elsevier, volume 67, issue C, pages 133-141, DOI: 10.1016/j.insmatheco.2016.01.002.
• Cohen, Asaf & Young, Virginia R., 2016, "Minimizing lifetime poverty with a penalty for bankruptcy," Insurance: Mathematics and Economics, Elsevier, volume 69, issue C, pages 156-167, DOI: 10.1016/j.insmatheco.2016.05.013.
• Angoshtari, Bahman & Bayraktar, Erhan & Young, Virginia R., 2016, "Minimizing the probability of lifetime drawdown under constant consumption," Insurance: Mathematics and Economics, Elsevier, volume 69, issue C, pages 210-223, DOI: 10.1016/j.insmatheco.2016.05.007.
• Guan, Guohui & Liang, Zongxia, 2016, "Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints," Insurance: Mathematics and Economics, Elsevier, volume 69, issue C, pages 224-237, DOI: 10.1016/j.insmatheco.2016.05.014.
• Bayraktar, Erhan & Young, Virginia R., 2016, "Optimally investing to reach a bequest goal," Insurance: Mathematics and Economics, Elsevier, volume 70, issue C, pages 1-10, DOI: 10.1016/j.insmatheco.2016.05.015.
• Young, Virginia R. & Zhang, Yuchong, 2016, "Lifetime ruin under ambiguous hazard rate," Insurance: Mathematics and Economics, Elsevier, volume 70, issue C, pages 125-134, DOI: 10.1016/j.insmatheco.2016.06.007.
• Guan, Guohui & Liang, Zongxia, 2016, "A stochastic Nash equilibrium portfolio game between two DC pension funds," Insurance: Mathematics and Economics, Elsevier, volume 70, issue C, pages 237-244, DOI: 10.1016/j.insmatheco.2016.06.015.
• Liang, Zongxia & Zhao, Xiaoyang, 2016, "Optimal mean–variance efficiency of a family with life insurance under inflation risk," Insurance: Mathematics and Economics, Elsevier, volume 71, issue C, pages 164-178, DOI: 10.1016/j.insmatheco.2016.09.004.
• Baetje, Fabian & Menkhoff, Lukas, 2016, "Equity premium prediction: Are economic and technical indicators unstable?," International Journal of Forecasting, Elsevier, volume 32, issue 4, pages 1193-1207, DOI: 10.1016/j.ijforecast.2016.02.006.
• Murtinu, Samuele & Scalera, Vittoria G., 2016, "Sovereign Wealth Funds' Internationalization Strategies: The Use of Investment Vehicles," Journal of International Management, Elsevier, volume 22, issue 3, pages 249-264, DOI: 10.1016/j.intman.2016.03.003.
• Akbas, Ferhat & Meschke, Felix & Wintoki, M. Babajide, 2016, "Director networks and informed traders," Journal of Accounting and Economics, Elsevier, volume 62, issue 1, pages 1-23, DOI: 10.1016/j.jacceco.2016.03.003.
• Brown, Lawrence D. & Call, Andrew C. & Clement, Michael B. & Sharp, Nathan Y., 2016, "The activities of buy-side analysts and the determinants of their stock recommendations," Journal of Accounting and Economics, Elsevier, volume 62, issue 1, pages 139-156, DOI: 10.1016/j.jacceco.2016.06.002.
• Miyakoshi, Tatsuyoshi & Tsukuda, Yoshihiko & Shimada, Junji, 2016, "Magnitudes of Market Inefficiency: Theory and Application," Japan and the World Economy, Elsevier, volume 39, issue C, pages 23-36, DOI: 10.1016/j.japwor.2016.05.001.
• Cho, Jin-Wan & Choi, Joung Hwa & Kim, Taeyong & Kim, Woojin, 2016, "Flight-to-quality and correlation between currency and stock returns," Journal of Banking & Finance, Elsevier, volume 62, issue C, pages 191-212, DOI: 10.1016/j.jbankfin.2014.09.003.
• Racicot, François-Éric & Théoret, Raymond, 2016, "Macroeconomic shocks, forward-looking dynamics, and the behavior of hedge funds," Journal of Banking & Finance, Elsevier, volume 62, issue C, pages 41-61, DOI: 10.1016/j.jbankfin.2015.10.004.
• Jacob, Martin & Johan, Sofia & Schweizer, Denis & Zhan, Feng, 2016, "Corporate finance and the governance implications of removing government support programs," Journal of Banking & Finance, Elsevier, volume 63, issue C, pages 35-47, DOI: 10.1016/j.jbankfin.2015.11.005.
• Namvar, Ethan & Phillips, Blake & Pukthuanthong, Kuntara & Raghavendra Rau, P., 2016, "Do hedge funds dynamically manage systematic risk?," Journal of Banking & Finance, Elsevier, volume 64, issue C, pages 1-15, DOI: 10.1016/j.jbankfin.2015.11.014.
• Comerton-Forde, Carole & Do, Binh Huu & Gray, Philip & Manton, Tom, 2016, "Assessing the information content of short-selling metrics using daily disclosures," Journal of Banking & Finance, Elsevier, volume 64, issue C, pages 188-204, DOI: 10.1016/j.jbankfin.2015.12.009.
• Platikanova, Petya & Mattei, Marco Maria, 2016, "Firm geographic dispersion and financial analysts’ forecasts," Journal of Banking & Finance, Elsevier, volume 64, issue C, pages 71-89, DOI: 10.1016/j.jbankfin.2015.11.012.
• Focardi, Sergio M. & Fabozzi, Frank J. & Mitov, Ivan K., 2016, "A new approach to statistical arbitrage: Strategies based on dynamic factor models of prices and their performance," Journal of Banking & Finance, Elsevier, volume 65, issue C, pages 134-155, DOI: 10.1016/j.jbankfin.2015.10.005.
• Henke, Hans-Martin, 2016, "The effect of social screening on bond mutual fund performance," Journal of Banking & Finance, Elsevier, volume 67, issue C, pages 69-84, DOI: 10.1016/j.jbankfin.2016.01.010.
• Anand, Abhinav & Li, Tiantian & Kurosaki, Tetsuo & Kim, Young Shin, 2016, "Foster–Hart optimal portfolios," Journal of Banking & Finance, Elsevier, volume 68, issue C, pages 117-130, DOI: 10.1016/j.jbankfin.2016.03.011.
• Bouët, Antoine & Vaubourg, Anne-Gaël, 2016, "Financial constraints and international trade with endogenous mode of competition," Journal of Banking & Finance, Elsevier, volume 68, issue C, pages 179-194, DOI: 10.1016/j.jbankfin.2016.03.007.
• Entrop, Oliver & Fischer, Georg & McKenzie, Michael & Wilkens, Marco & Winkler, Christoph, 2016, "How does pricing affect investors’ product choice? Evidence from the market for discount certificates," Journal of Banking & Finance, Elsevier, volume 68, issue C, pages 195-215, DOI: 10.1016/j.jbankfin.2016.03.003.
• Wu, Yuliang & Mazouz, Khelifa, 2016, "Long-term industry reversals," Journal of Banking & Finance, Elsevier, volume 68, issue C, pages 236-250, DOI: 10.1016/j.jbankfin.2016.03.017.
• Mei, Xiaoling & DeMiguel, Victor & Nogales, Francisco J., 2016, "Multiperiod portfolio optimization with multiple risky assets and general transaction costs," Journal of Banking & Finance, Elsevier, volume 69, issue C, pages 108-120, DOI: 10.1016/j.jbankfin.2016.04.002.
• Koliai, Lyes, 2016, "Extreme risk modeling: An EVT–pair-copulas approach for financial stress tests," Journal of Banking & Finance, Elsevier, volume 70, issue C, pages 1-22, DOI: 10.1016/j.jbankfin.2016.02.004.
• Han, Yufeng & Hu, Ting & Yang, Jian, 2016, "Are there exploitable trends in commodity futures prices?," Journal of Banking & Finance, Elsevier, volume 70, issue C, pages 214-234, DOI: 10.1016/j.jbankfin.2016.04.013.
• Ammann, Manuel & Coqueret, Guillaume & Schade, Jan-Philip, 2016, "Characteristics-based portfolio choice with leverage constraints," Journal of Banking & Finance, Elsevier, volume 70, issue C, pages 23-37, DOI: 10.1016/j.jbankfin.2016.04.019.
• Lee, Boram & Veld-Merkoulova, Yulia, 2016, "Myopic loss aversion and stock investments: An empirical study of private investors," Journal of Banking & Finance, Elsevier, volume 70, issue C, pages 235-246, DOI: 10.1016/j.jbankfin.2016.04.008.
• Ahmed, Shamim & Tsvetanov, Daniel, 2016, "The predictive performance of commodity futures risk factors," Journal of Banking & Finance, Elsevier, volume 71, issue C, pages 20-36, DOI: 10.1016/j.jbankfin.2016.06.011.
• Karapandza, Rasa, 2016, "Stock returns and future tense language in 10-K reports," Journal of Banking & Finance, Elsevier, volume 71, issue C, pages 50-61, DOI: 10.1016/j.jbankfin.2016.04.025.
• Celiker, Umut & Kayacetin, Nuri Volkan & Kumar, Raman & Sonaer, Gokhan, 2016, "Cash flow news, discount rate news, and momentum," Journal of Banking & Finance, Elsevier, volume 72, issue C, pages 240-254, DOI: 10.1016/j.jbankfin.2016.07.016.
• Dias, Alexandra, 2016, "The economic value of controlling for large losses in portfolio selection," Journal of Banking & Finance, Elsevier, volume 72, issue S, pages 81-91, DOI: 10.1016/j.jbankfin.2016.04.016.
• Cao, Jie & Han, Bing, 2016, "Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, volume 73, issue C, pages 1-15, DOI: 10.1016/j.jbankfin.2016.08.004.
• Cobb-Clark, Deborah A. & Kassenboehmer, Sonja C. & Sinning, Mathias G., 2016, "Locus of control and savings," Journal of Banking & Finance, Elsevier, volume 73, issue C, pages 113-130, DOI: 10.1016/j.jbankfin.2016.06.013.
• Sun, Licheng & Najand, Mohammad & Shen, Jiancheng, 2016, "Stock return predictability and investor sentiment: A high-frequency perspective," Journal of Banking & Finance, Elsevier, volume 73, issue C, pages 147-164, DOI: 10.1016/j.jbankfin.2016.09.010.
• Bateman, Hazel & Dobrescu, Loretti I. & Newell, Ben R. & Ortmann, Andreas & Thorp, Susan, 2016, "As easy as pie: How retirement savers use prescribed investment disclosures," Journal of Economic Behavior & Organization, Elsevier, volume 121, issue C, pages 60-76, DOI: 10.1016/j.jebo.2015.10.020.
• Levaggi, Rosella & Menoncin, Francesco, 2016, "Optimal dynamic tax evasion: A portfolio approach," Journal of Economic Behavior & Organization, Elsevier, volume 124, issue C, pages 115-129, DOI: 10.1016/j.jebo.2015.09.003.
• Au, Pak Hung, 2016, "Price reaction and disagreement over public signal," Journal of Economic Behavior & Organization, Elsevier, volume 130, issue C, pages 81-106, DOI: 10.1016/j.jebo.2016.07.005.
• Kramer, Marc M., 2016, "Financial literacy, confidence and financial advice seeking," Journal of Economic Behavior & Organization, Elsevier, volume 131, issue PA, pages 198-217, DOI: 10.1016/j.jebo.2016.08.016.
• Johnston, David W. & Kassenboehmer, Sonja C. & Shields, Michael A., 2016, "Financial decision-making in the household: Exploring the importance of survey respondent, health, cognitive ability and personality," Journal of Economic Behavior & Organization, Elsevier, volume 132, issue PA, pages 42-61, DOI: 10.1016/j.jebo.2016.09.014.
• El-Masry, Ahmed A. & de Mingo-López, Diego Víctor & Matallín-Sáez, Juan Carlos & Tortosa-Ausina, Emili, 2016, "Environmental conditions, fund characteristics, and Islamic orientation: An analysis of mutual fund performance for the MENA region," Journal of Economic Behavior & Organization, Elsevier, volume 132, issue S, pages 174-197, DOI: 10.1016/j.jebo.2016.10.015.
• Ashraf, Dawood & Khawaja, Mohsin, 2016, "Does the Shariah screening process matter? Evidence from Shariah compliant portfolios," Journal of Economic Behavior & Organization, Elsevier, volume 132, issue S, pages 77-92, DOI: 10.1016/j.jebo.2016.10.003.
• Yew Low, Rand Kwong & Faff, Robert & Aas, Kjersti, 2016, "Enhancing mean–variance portfolio selection by modeling distributional asymmetries," Journal of Economics and Business, Elsevier, volume 85, issue C, pages 49-72, DOI: 10.1016/j.jeconbus.2016.01.003.
• Chambers, Christopher P. & Liu, Ce & Martinez, Seung-Keun, 2016, "A test for risk-averse expected utility," Journal of Economic Theory, Elsevier, volume 163, issue C, pages 775-785, DOI: 10.1016/j.jet.2016.03.002.
• Wang, Chong & Wang, Neng & Yang, Jinqiang, 2016, "Optimal consumption and savings with stochastic income and recursive utility," Journal of Economic Theory, Elsevier, volume 165, issue C, pages 292-331, DOI: 10.1016/j.jet.2016.04.002.
• Sato, Yuki, 2016, "Delegated portfolio management, optimal fee contracts, and asset prices," Journal of Economic Theory, Elsevier, volume 165, issue C, pages 360-389, DOI: 10.1016/j.jet.2016.05.002.
• Gârleanu, Nicolae & Pedersen, Lasse Heje, 2016, "Dynamic portfolio choice with frictions," Journal of Economic Theory, Elsevier, volume 165, issue C, pages 487-516, DOI: 10.1016/j.jet.2016.06.001.
• Berk, Jonathan B. & van Binsbergen, Jules H., 2016, "Assessing asset pricing models using revealed preference," Journal of Financial Economics, Elsevier, volume 119, issue 1, pages 1-23, DOI: 10.1016/j.jfineco.2015.08.010.
• Baker, Steven D. & Hollifield, Burton & Osambela, Emilio, 2016, "Disagreement, speculation, and aggregate investment," Journal of Financial Economics, Elsevier, volume 119, issue 1, pages 210-225, DOI: 10.1016/j.jfineco.2015.08.014.
• Bradley, Daniel & Pantzalis, Christos & Yuan, Xiaojing, 2016, "The influence of political bias in state pension funds," Journal of Financial Economics, Elsevier, volume 119, issue 1, pages 69-91, DOI: 10.1016/j.jfineco.2015.08.017.
• González-Urteaga, Ana & Rubio, Gonzalo, 2016, "The cross-sectional variation of volatility risk premia," Journal of Financial Economics, Elsevier, volume 119, issue 2, pages 353-370, DOI: 10.1016/j.jfineco.2015.09.009.
• Boons, Martijn, 2016, "State variables, macroeconomic activity, and the cross section of individual stocks," Journal of Financial Economics, Elsevier, volume 119, issue 3, pages 489-511, DOI: 10.1016/j.jfineco.2015.05.010.
• Dimmock, Stephen G. & Kouwenberg, Roy & Mitchell, Olivia S. & Peijnenburg, Kim, 2016, "Ambiguity aversion and household portfolio choice puzzles: Empirical evidence," Journal of Financial Economics, Elsevier, volume 119, issue 3, pages 559-577, DOI: 10.1016/j.jfineco.2016.01.003.
• Birru, Justin & Wang, Baolian, 2016, "Nominal price illusion," Journal of Financial Economics, Elsevier, volume 119, issue 3, pages 578-598, DOI: 10.1016/j.jfineco.2016.01.027.
• Fischer, Marcel & Gallmeyer, Michael F., 2016, "Heuristic portfolio trading rules with capital gain taxes," Journal of Financial Economics, Elsevier, volume 119, issue 3, pages 611-625, DOI: 10.1016/j.jfineco.2016.01.024.
• Barrot, Jean-Noel & Kaniel, Ron & Sraer, David, 2016, "Are retail traders compensated for providing liquidity?," Journal of Financial Economics, Elsevier, volume 120, issue 1, pages 146-168, DOI: 10.1016/j.jfineco.2016.01.005.
• Johnson, Timothy C., 2016, "Rethinking reversals," Journal of Financial Economics, Elsevier, volume 120, issue 2, pages 211-228, DOI: 10.1016/j.jfineco.2016.01.026.
• Hau, Harald & Lai, Sandy, 2016, "Asset allocation and monetary policy: Evidence from the eurozone," Journal of Financial Economics, Elsevier, volume 120, issue 2, pages 309-329, DOI: 10.1016/j.jfineco.2016.01.014.
• Goetz, Martin R. & Laeven, Luc & Levine, Ross, 2016, "Does the geographic expansion of banks reduce risk?," Journal of Financial Economics, Elsevier, volume 120, issue 2, pages 346-362, DOI: 10.1016/j.jfineco.2016.01.020.
• Bollerslev, Tim & Li, Sophia Zhengzi & Todorov, Viktor, 2016, "Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns," Journal of Financial Economics, Elsevier, volume 120, issue 3, pages 464-490, DOI: 10.1016/j.jfineco.2016.02.001.
• Ball, Ray & Gerakos, Joseph & Linnainmaa, Juhani T. & Nikolaev, Valeri, 2016, "Accruals, cash flows, and operating profitability in the cross section of stock returns," Journal of Financial Economics, Elsevier, volume 121, issue 1, pages 28-45, DOI: 10.1016/j.jfineco.2016.03.002.
• Ferson, Wayne & Mo, Haitao, 2016, "Performance measurement with selectivity, market and volatility timing," Journal of Financial Economics, Elsevier, volume 121, issue 1, pages 93-110, DOI: 10.1016/j.jfineco.2016.02.012.
• Jensen, Mads Vestergaard & Pedersen, Lasse Heje, 2016, "Early option exercise: Never say never," Journal of Financial Economics, Elsevier, volume 121, issue 2, pages 278-299, DOI: 10.1016/j.jfineco.2016.05.008.
• Anand, Amber & Venkataraman, Kumar, 2016, "Market conditions, fragility, and the economics of market making," Journal of Financial Economics, Elsevier, volume 121, issue 2, pages 327-349, DOI: 10.1016/j.jfineco.2016.03.006.
• Eisenbach, Thomas M. & Schmalz, Martin C., 2016, "Anxiety in the face of risk," Journal of Financial Economics, Elsevier, volume 121, issue 2, pages 414-426, DOI: 10.1016/j.jfineco.2015.10.002.
• Kim, Hugh Hoikwang & Maurer, Raimond & Mitchell, Olivia S., 2016, "Time is money: Rational life cycle inertia and the delegation of investment management," Journal of Financial Economics, Elsevier, volume 121, issue 2, pages 427-447, DOI: 10.1016/j.jfineco.2016.03.008.
• Gompers, Paul & Kaplan, Steven N. & Mukharlyamov, Vladimir, 2016, "What do private equity firms say they do?," Journal of Financial Economics, Elsevier, volume 121, issue 3, pages 449-476, DOI: 10.1016/j.jfineco.2016.06.003.
• Brown, Jeffrey R. & Farrell, Anne M. & Weisbenner, Scott J., 2016, "Decision-making approaches and the propensity to default: Evidence and implications," Journal of Financial Economics, Elsevier, volume 121, issue 3, pages 477-495, DOI: 10.1016/j.jfineco.2016.05.010.
• Gao, Meng & Huang, Jiekun, 2016, "Capitalizing on Capitol Hill: Informed trading by hedge fund managers," Journal of Financial Economics, Elsevier, volume 121, issue 3, pages 521-545, DOI: 10.1016/j.jfineco.2015.11.001.
• Joos, Peter & Piotroski, Joseph D. & Srinivasan, Suraj, 2016, "Can analysts assess fundamental risk and valuation uncertainty? An empirical analysis of scenario-based value estimates," Journal of Financial Economics, Elsevier, volume 121, issue 3, pages 645-663, DOI: 10.1016/j.jfineco.2016.05.003.
• Byun, Suk-Joon & Kim, Da-Hea, 2016, "Gambling preference and individual equity option returns," Journal of Financial Economics, Elsevier, volume 122, issue 1, pages 155-174, DOI: 10.1016/j.jfineco.2016.06.004.
• Michaely, Roni & Rubin, Amir & Vedrashko, Alexander, 2016, "Are Friday announcements special? Overcoming selection bias," Journal of Financial Economics, Elsevier, volume 122, issue 1, pages 65-85, DOI: 10.1016/j.jfineco.2016.05.006.
• Chernenko, Sergey & Hanson, Samuel G. & Sunderam, Adi, 2016, "Who neglects risk? Investor experience and the credit boom," Journal of Financial Economics, Elsevier, volume 122, issue 2, pages 248-269, DOI: 10.1016/j.jfineco.2016.08.001.
• Han, Yufeng & Zhou, Guofu & Zhu, Yingzi, 2016, "A trend factor: Any economic gains from using information over investment horizons?," Journal of Financial Economics, Elsevier, volume 122, issue 2, pages 352-375, DOI: 10.1016/j.jfineco.2016.01.029.
• Keys, Benjamin J. & Pope, Devin G. & Pope, Jaren C., 2016, "Failure to refinance," Journal of Financial Economics, Elsevier, volume 122, issue 3, pages 482-499, DOI: 10.1016/j.jfineco.2016.01.031.
• Lu, Yan & Ray, Sugata & Teo, Melvyn, 2016, "Limited attention, marital events and hedge funds," Journal of Financial Economics, Elsevier, volume 122, issue 3, pages 607-624, DOI: 10.1016/j.jfineco.2016.09.004.
• Pelgrin, Florian & St-Amour, Pascal, 2016, "Life cycle responses to health insurance status," Journal of Health Economics, Elsevier, volume 49, issue C, pages 76-96, DOI: 10.1016/j.jhealeco.2016.06.007.
• Bergin, Paul R. & Pyun, Ju Hyun, 2016, "International portfolio diversification and multilateral effects of correlations," Journal of International Money and Finance, Elsevier, volume 62, issue C, pages 52-71, DOI: 10.1016/j.jimonfin.2015.12.012.
• Lu, Helen & Jacobsen, Ben, 2016, "Cross-asset return predictability: Carry trades, stocks and commodities," Journal of International Money and Finance, Elsevier, volume 64, issue C, pages 62-87, DOI: 10.1016/j.jimonfin.2016.02.013.
• Alexander, Carol & Korovilas, Dimitris & Kapraun, Julia, 2016, "Diversification with volatility products," Journal of International Money and Finance, Elsevier, volume 65, issue C, pages 213-235, DOI: 10.1016/j.jimonfin.2016.03.002.
• Amstad, Marlene & Remolona, Eli & Shek, Jimmy, 2016, "How do global investors differentiate between sovereign risks? The new normal versus the old," Journal of International Money and Finance, Elsevier, volume 66, issue C, pages 32-48, DOI: 10.1016/j.jimonfin.2015.12.006.
• Broeders, Dirk W.G.A. & van Oord, Arco & Rijsbergen, David R., 2016, "Scale economies in pension fund investments: A dissection of investment costs across asset classes," Journal of International Money and Finance, Elsevier, volume 67, issue C, pages 147-171, DOI: 10.1016/j.jimonfin.2016.04.003.
• Ersal-Kiziler, Eylem & Nguyen, Ha, 2016, "Euro currency risk and the geography of debt flows to peripheral EMU," Journal of International Money and Finance, Elsevier, volume 68, issue C, pages 1-20, DOI: 10.1016/j.jimonfin.2016.06.013.
• Groth, Christian & Madsen, Jakob B., 2016, "Medium-term fluctuations and the “Great Ratios” of economic growth," Journal of Macroeconomics, Elsevier, volume 49, issue C, pages 149-176, DOI: 10.1016/j.jmacro.2016.07.001.
• Choroś-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap, 2016, "A semiparametric factor model for CDO surfaces dynamics," Journal of Multivariate Analysis, Elsevier, volume 146, issue C, pages 151-163, DOI: 10.1016/j.jmva.2015.09.002.
• Beaver, William & McNichols, Maureen & Price, Richard, 2016, "The costs and benefits of long-short investing: A perspective on the market efficiency literature," Journal of Accounting Literature, Elsevier, volume 37, issue C, pages 1-18, DOI: 10.1016/j.acclit.2016.07.001.
• Taylor, Nick, 2016, "Roll strategy efficiency in commodity futures markets," Journal of Commodity Markets, Elsevier, volume 1, issue 1, pages 14-34, DOI: 10.1016/j.jcomm.2015.12.001.
• Lombardi, Marco J. & Ravazzolo, Francesco, 2016, "On the correlation between commodity and equity returns: Implications for portfolio allocation," Journal of Commodity Markets, Elsevier, volume 2, issue 1, pages 45-57, DOI: 10.1016/j.jcomm.2016.07.005.
• Chaves, Denis B. & Viswanathan, Vivek, 2016, "Momentum and mean-reversion in commodity spot and futures markets," Journal of Commodity Markets, Elsevier, volume 3, issue 1, pages 39-53, DOI: 10.1016/j.jcomm.2016.08.001.
• Gülseven, Osman & Ekici, Özgün, 2016, "The Turkish appetite for gold: An Islamic explanation," Resources Policy, Elsevier, volume 48, issue C, pages 41-49, DOI: 10.1016/j.resourpol.2016.02.006.
• Singhal, Shelly & Ghosh, Sajal, 2016, "Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models," Resources Policy, Elsevier, volume 50, issue C, pages 276-288, DOI: 10.1016/j.resourpol.2016.10.001.
• Baur, Dirk G. & Dimpfl, Thomas, 2016, "Googling gold and mining bad news," Resources Policy, Elsevier, volume 50, issue C, pages 306-311, DOI: 10.1016/j.resourpol.2016.10.013.
• Brunnermeier, M.K. & Sannikov, Y., 2016, "Macro, Money, and Finance," Handbook of Macroeconomics, Elsevier, chapter 0, in: J. B. Taylor & Harald Uhlig, "Handbook of Macroeconomics", DOI: 10.1016/bs.hesmac.2016.06.002.
• Magni, Carlo Alberto, 2016, "Capital depreciation and the underdetermination of rate of return: A unifying perspective," Journal of Mathematical Economics, Elsevier, volume 67, issue C, pages 54-79, DOI: 10.1016/j.jmateco.2016.09.007.
• Bosi, Stefano & Fontaine, Patrice & Le Van, Cuong, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Mathematical Social Sciences, Elsevier, volume 82, issue C, pages 26-36, DOI: 10.1016/j.mathsocsci.2016.04.002.
• Yogo, Motohiro, 2016, "Portfolio choice in retirement: Health risk and the demand for annuities, housing, and risky assets," Journal of Monetary Economics, Elsevier, volume 80, issue C, pages 17-34, DOI: 10.1016/j.jmoneco.2016.04.008.
• Coeurdacier, Nicolas & Gourinchas, Pierre-Olivier, 2016, "When bonds matter: Home bias in goods and assets," Journal of Monetary Economics, Elsevier, volume 82, issue C, pages 119-137, DOI: 10.1016/j.jmoneco.2016.07.005.