Research classified by Journal of Economic Literature (JEL) codes

2017

• Sherrill, D. Eli & Shirley, Sara E. & Stark, Jeffrey R., 2017, "Actively managed mutual funds holding passive investments: What do ETF positions tell us about mutual fund ability?," Journal of Banking & Finance, Elsevier, volume 76, issue C, pages 48-64, DOI: 10.1016/j.jbankfin.2016.11.025.
• Farkas, Walter & Gourier, Elise & Huitema, Robert & Necula, Ciprian, 2017, "A two-factor cointegrated commodity price model with an application to spread option pricing," Journal of Banking & Finance, Elsevier, volume 77, issue C, pages 249-268, DOI: 10.1016/j.jbankfin.2017.01.007.
• Adam, Tim R. & Fernando, Chitru S. & Salas, Jesus M., 2017, "Why do firms engage in selective hedging? Evidence from the gold mining industry," Journal of Banking & Finance, Elsevier, volume 77, issue C, pages 269-282, DOI: 10.1016/j.jbankfin.2015.05.006.
• Boubaker, Sabri & Gounopoulos, Dimitrios & Nguyen, Duc Khuong & Paltalidis, Nikos, 2017, "Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives," Journal of Banking & Finance, Elsevier, volume 77, issue C, pages 35-52, DOI: 10.1016/j.jbankfin.2016.12.007.
• El Ghoul, Sadok & Karoui, Aymen, 2017, "Does corporate social responsibility affect mutual fund performance and flows?," Journal of Banking & Finance, Elsevier, volume 77, issue C, pages 53-63, DOI: 10.1016/j.jbankfin.2016.10.009.
• Ha, Yeonjeong & Ko, Kwangsoo, 2017, "Why do fund managers increase risk?," Journal of Banking & Finance, Elsevier, volume 78, issue C, pages 108-116, DOI: 10.1016/j.jbankfin.2017.01.018.
• Cao, Charles & Iliev, Peter & Velthuis, Raisa, 2017, "Style drift: Evidence from small-cap mutual funds," Journal of Banking & Finance, Elsevier, volume 78, issue C, pages 42-57, DOI: 10.1016/j.jbankfin.2017.01.009.
• Haesen, Daniel & Houweling, Patrick & van Zundert, Jeroen, 2017, "Momentum spillover from stocks to corporate bonds," Journal of Banking & Finance, Elsevier, volume 79, issue C, pages 28-41, DOI: 10.1016/j.jbankfin.2017.03.003.
• Zhang, Jinqing & Jin, Zeyu & An, Yunbi, 2017, "Dynamic portfolio optimization with ambiguity aversion," Journal of Banking & Finance, Elsevier, volume 79, issue C, pages 95-109, DOI: 10.1016/j.jbankfin.2017.03.007.
• Leippold, Markus & Stromberg, Jacob, 2017, "Strategic technology adoption and hedging under incomplete markets," Journal of Banking & Finance, Elsevier, volume 81, issue C, pages 181-199, DOI: 10.1016/j.jbankfin.2016.09.008.
• Bethke, Sebastian & Gehde-Trapp, Monika & Kempf, Alexander, 2017, "Investor sentiment, flight-to-quality, and corporate bond comovement," Journal of Banking & Finance, Elsevier, volume 82, issue C, pages 112-132, DOI: 10.1016/j.jbankfin.2017.02.007.
• Brown, Stephen J. & Sotes-Paladino, Juan & Wang, Jiaguo(George) & Yao, Yaqiong, 2017, "Starting on the wrong foot: Seasonality in mutual fund performance," Journal of Banking & Finance, Elsevier, volume 82, issue C, pages 133-150, DOI: 10.1016/j.jbankfin.2017.05.013.
• Franke, Benedikt & Müller, Sebastian & Müller, Sonja, 2017, "The q-factors and expected bond returns," Journal of Banking & Finance, Elsevier, volume 83, issue C, pages 19-35, DOI: 10.1016/j.jbankfin.2017.06.005.
• Kaeck, Andreas & Rodrigues, Paulo & Seeger, Norman J., 2017, "Equity index variance: Evidence from flexible parametric jump–diffusion models," Journal of Banking & Finance, Elsevier, volume 83, issue C, pages 85-103, DOI: 10.1016/j.jbankfin.2017.06.010.
• Iwaki, Hideki & Osaki, Yusuke, 2017, "Comparative statics and portfolio choices under the phantom decision model," Journal of Banking & Finance, Elsevier, volume 84, issue C, pages 1-8, DOI: 10.1016/j.jbankfin.2017.07.001.
• Espenlaub, Susanne & Haq, Imtiaz ul & Khurshed, Arif, 2017, "It's all in the name: Mutual fund name changes after SEC Rule 35d-1," Journal of Banking & Finance, Elsevier, volume 84, issue C, pages 123-134, DOI: 10.1016/j.jbankfin.2017.07.008.
• Merkle, Christoph, 2017, "Financial overconfidence over time: Foresight, hindsight, and insight of investors," Journal of Banking & Finance, Elsevier, volume 84, issue C, pages 68-87, DOI: 10.1016/j.jbankfin.2017.07.009.
• Adams, Zeno & Füss, Roland & Glück, Thorsten, 2017, "Are correlations constant? Empirical and theoretical results on popular correlation models in finance," Journal of Banking & Finance, Elsevier, volume 84, issue C, pages 9-24, DOI: 10.1016/j.jbankfin.2017.07.003.
• Oh, Jong-Min, 2017, "Absorptive capacity, technology spillovers, and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, volume 85, issue C, pages 146-164, DOI: 10.1016/j.jbankfin.2017.08.016.
• Raffestin, Louis, 2017, "Do bond credit ratings lead to excess comovement?," Journal of Banking & Finance, Elsevier, volume 85, issue C, pages 41-55, DOI: 10.1016/j.jbankfin.2017.08.010.
• Davidoff, Thomas & Gerhard, Patrick & Post, Thomas, 2017, "Reverse mortgages: What homeowners (don’t) know and how it matters," Journal of Economic Behavior & Organization, Elsevier, volume 133, issue C, pages 151-171, DOI: 10.1016/j.jebo.2016.11.007.
• Bosman, Ronald & Kräussl, Roman & Mirgorodskaya, Elizaveta, 2017, "Modifier words in the financial press and investor expectations," Journal of Economic Behavior & Organization, Elsevier, volume 138, issue C, pages 85-98, DOI: 10.1016/j.jebo.2017.04.002.
• da Gama Batista, João & Massaro, Domenico & Bouchaud, Jean-Philippe & Challet, Damien & Hommes, Cars, 2017, "Do investors trade too much? A laboratory experiment," Journal of Economic Behavior & Organization, Elsevier, volume 140, issue C, pages 18-34, DOI: 10.1016/j.jebo.2017.05.013.
• Calcagno, Riccardo & Giofré, Maela & Urzì-Brancati, Maria Cesira, 2017, "To trust is good, but to control is better: How investors discipline financial advisors’ activity," Journal of Economic Behavior & Organization, Elsevier, volume 140, issue C, pages 287-316, DOI: 10.1016/j.jebo.2017.04.010.
• Jetter, Michael & Walker, Jay K., 2017, "Anchoring in financial decision-making: Evidence from Jeopardy!," Journal of Economic Behavior & Organization, Elsevier, volume 141, issue C, pages 164-176, DOI: 10.1016/j.jebo.2017.07.006.
• Schoch, Daniel, 2017, "Generalised mean-risk preferences," Journal of Economic Theory, Elsevier, volume 168, issue C, pages 12-26, DOI: 10.1016/j.jet.2016.11.004.
• Cabrales, Antonio & Gossner, Olivier & Serrano, Roberto, 2017, "A normalized value for information purchases," Journal of Economic Theory, Elsevier, volume 170, issue C, pages 266-288, DOI: 10.1016/j.jet.2017.05.007.
• Jewitt, Ian & Mukerji, Sujoy, 2017, "Ordering ambiguous acts," Journal of Economic Theory, Elsevier, volume 171, issue C, pages 213-267, DOI: 10.1016/j.jet.2017.07.001.
• Nezafat, Mahdi & Schroder, Mark & Wang, Qinghai, 2017, "Short-sale constraints, information acquisition, and asset prices," Journal of Economic Theory, Elsevier, volume 172, issue C, pages 273-312, DOI: 10.1016/j.jet.2017.09.007.
• Choi, Nicole & Fedenia, Mark & Skiba, Hilla & Sokolyk, Tatyana, 2017, "Portfolio concentration and performance of institutional investors worldwide," Journal of Financial Economics, Elsevier, volume 123, issue 1, pages 189-208, DOI: 10.1016/j.jfineco.2016.09.007.
• Di Maggio, Marco & Kacperczyk, Marcin, 2017, "The unintended consequences of the zero lower bound policy," Journal of Financial Economics, Elsevier, volume 123, issue 1, pages 59-80, DOI: 10.1016/j.jfineco.2016.09.006.
• Braun, Reiner & Jenkinson, Tim & Stoff, Ingo, 2017, "How persistent is private equity performance? Evidence from deal-level data," Journal of Financial Economics, Elsevier, volume 123, issue 2, pages 273-291, DOI: 10.1016/j.jfineco.2016.01.033.
• Kaniel, Ron & Parham, Robert, 2017, "WSJ Category Kings – The impact of media attention on consumer and mutual fund investment decisions," Journal of Financial Economics, Elsevier, volume 123, issue 2, pages 337-356, DOI: 10.1016/j.jfineco.2016.11.003.
• Andrei, Daniel & Cujean, Julien, 2017, "Information percolation, momentum and reversal," Journal of Financial Economics, Elsevier, volume 123, issue 3, pages 617-645, DOI: 10.1016/j.jfineco.2016.05.012.
• Bekaert, Geert & Hoyem, Kenton & Hu, Wei-Yin & Ravina, Enrichetta, 2017, "Who is internationally diversified? Evidence from the 401(k) plans of 296 firms," Journal of Financial Economics, Elsevier, volume 124, issue 1, pages 86-112, DOI: 10.1016/j.jfineco.2016.12.010.
• Lee, Charles M.C. & So, Eric C., 2017, "Uncovering expected returns: Information in analyst coverage proxies," Journal of Financial Economics, Elsevier, volume 124, issue 2, pages 331-348, DOI: 10.1016/j.jfineco.2017.01.007.
• Kuhnen, Camelia M. & Miu, Andrei C., 2017, "Socioeconomic status and learning from financial information," Journal of Financial Economics, Elsevier, volume 124, issue 2, pages 349-372, DOI: 10.1016/j.jfineco.2017.03.002.
• Korteweg, Arthur & Sorensen, Morten, 2017, "Skill and luck in private equity performance," Journal of Financial Economics, Elsevier, volume 124, issue 3, pages 535-562, DOI: 10.1016/j.jfineco.2017.03.006.
• Liu, Laura Xiaolei & Shu, Haibing & Wei, K.C. John, 2017, "The impacts of political uncertainty on asset prices: Evidence from the Bo scandal in China," Journal of Financial Economics, Elsevier, volume 125, issue 2, pages 286-310, DOI: 10.1016/j.jfineco.2017.05.011.
• Brown, David C. & Davies, Shaun William, 2017, "Moral hazard in active asset management," Journal of Financial Economics, Elsevier, volume 125, issue 2, pages 311-325, DOI: 10.1016/j.jfineco.2017.05.010.
• Dittmar, Robert F. & Lundblad, Christian T., 2017, "Firm characteristics, consumption risk, and firm-level risk exposures," Journal of Financial Economics, Elsevier, volume 125, issue 2, pages 326-343, DOI: 10.1016/j.jfineco.2017.05.002.
• Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2017, "Volatility of aggregate volatility and hedge fund returns," Journal of Financial Economics, Elsevier, volume 125, issue 3, pages 491-510, DOI: 10.1016/j.jfineco.2017.06.015.
• Baruch, Shmuel & Panayides, Marios & Venkataraman, Kumar, 2017, "Informed trading and price discovery before corporate events," Journal of Financial Economics, Elsevier, volume 125, issue 3, pages 561-588, DOI: 10.1016/j.jfineco.2017.05.008.
• Avdis, Efstathios & Wachter, Jessica A., 2017, "Maximum likelihood estimation of the equity premium," Journal of Financial Economics, Elsevier, volume 125, issue 3, pages 589-609, DOI: 10.1016/j.jfineco.2017.06.003.
• Agarwal, Vikas & Ruenzi, Stefan & Weigert, Florian, 2017, "Tail risk in hedge funds: A unique view from portfolio holdings," Journal of Financial Economics, Elsevier, volume 125, issue 3, pages 610-636, DOI: 10.1016/j.jfineco.2017.06.006.
• Bali, Turan G. & Brown, Stephen J. & Tang, Yi, 2017, "Is economic uncertainty priced in the cross-section of stock returns?," Journal of Financial Economics, Elsevier, volume 126, issue 3, pages 471-489, DOI: 10.1016/j.jfineco.2017.09.005.
• Caporin, Massimiliano & Kolokolov, Aleksey & Renò, Roberto, 2017, "Systemic co-jumps," Journal of Financial Economics, Elsevier, volume 126, issue 3, pages 563-591, DOI: 10.1016/j.jfineco.2017.06.016.
• Brown, David C. & Cederburg, Scott & O’Doherty, Michael S., 2017, "Tax uncertainty and retirement savings diversification," Journal of Financial Economics, Elsevier, volume 126, issue 3, pages 689-712, DOI: 10.1016/j.jfineco.2017.10.001.
• Anginer, Deniz & Cerutti, Eugenio & Martínez Pería, María Soledad, 2017, "Foreign bank subsidiaries' default risk during the global crisis: What factors help insulate affiliates from their parents?," Journal of Financial Intermediation, Elsevier, volume 29, issue C, pages 19-31, DOI: 10.1016/j.jfi.2016.05.004.
• Ben-Rephael, Azi, 2017, "Flight-to-liquidity, market uncertainty, and the actions of mutual fund investors," Journal of Financial Intermediation, Elsevier, volume 31, issue C, pages 30-44, DOI: 10.1016/j.jfi.2017.05.002.
• Chen, Jian & Jiang, Fuwei & Liu, Yangshu & Tu, Jun, 2017, "International volatility risk and Chinese stock return predictability," Journal of International Money and Finance, Elsevier, volume 70, issue C, pages 183-203, DOI: 10.1016/j.jimonfin.2016.08.007.
• Kim, Woochan & Sung, Taeyoon & Wei, Shang-Jin, 2017, "The diffusion of corporate governance to emerging markets: Evaluating two dimensions of investor heterogeneity," Journal of International Money and Finance, Elsevier, volume 70, issue C, pages 406-432, DOI: 10.1016/j.jimonfin.2016.10.002.
• Giofré, Maela, 2017, "Financial education, investor protection and international portfolio diversification," Journal of International Money and Finance, Elsevier, volume 71, issue C, pages 111-139, DOI: 10.1016/j.jimonfin.2016.11.004.
• Eichler, Stefan & Plaga, Timo, 2017, "The political determinants of government bond holdings," Journal of International Money and Finance, Elsevier, volume 73, issue PA, pages 1-21, DOI: 10.1016/j.jimonfin.2017.01.007.
• Pagratis, Spyros & Topaloglou, Nikolas & Tsionas, Mike, 2017, "System stress testing of bank liquidity risk," Journal of International Money and Finance, Elsevier, volume 73, issue PA, pages 22-40, DOI: 10.1016/j.jimonfin.2017.02.001.
• Wu, Chih-Chiang & Chiu, Junmao, 2017, "Economic evaluation of asymmetric and price range information in gold and general financial markets," Journal of International Money and Finance, Elsevier, volume 74, issue C, pages 53-68, DOI: 10.1016/j.jimonfin.2017.03.001.
• Beirne, John & Friedrich, Christian, 2017, "Macroprudential policies, capital flows, and the structure of the banking sector," Journal of International Money and Finance, Elsevier, volume 75, issue C, pages 47-68, DOI: 10.1016/j.jimonfin.2017.04.004.
• Paserman, Michal, 2017, "Comovement or safe haven? The effect of corruption on the market risk of sovereign bonds of emerging economies during financial crises," Journal of International Money and Finance, Elsevier, volume 76, issue C, pages 106-132, DOI: 10.1016/j.jimonfin.2017.06.001.
• Shen, Chung-Hua & Bui, Dien Giau & Lin, Chih-Yung, 2017, "Do political factors affect stock returns during presidential elections?," Journal of International Money and Finance, Elsevier, volume 77, issue C, pages 180-198, DOI: 10.1016/j.jimonfin.2017.07.019.
• Faias, José A. & Ferreira, Miguel A., 2017, "Does institutional ownership matter for international stock return comovement?," Journal of International Money and Finance, Elsevier, volume 78, issue C, pages 64-83, DOI: 10.1016/j.jimonfin.2017.08.004.
• Joe, Denis Yongmin & Oh, Frederick Dongchuhl, 2017, "Foreign investor behavior in Korea after the 1997 Asian financial crisis," Journal of the Japanese and International Economies, Elsevier, volume 46, issue C, pages 69-78, DOI: 10.1016/j.jjie.2017.10.002.
• Yan, Lei & Garcia, Philip, 2017, "Portfolio investment: Are commodities useful?," Journal of Commodity Markets, Elsevier, volume 8, issue C, pages 43-55, DOI: 10.1016/j.jcomm.2017.10.002.
• Trabelsi, Nader, 2017, "Asymmetric tail dependence between oil price shocks and sectors of Saudi Arabia System," The Journal of Economic Asymmetries, Elsevier, volume 16, issue C, pages 26-41, DOI: 10.1016/j.jeca.2017.05.001.
• Angelini, Viola & Cavapozzi, Danilo, 2017, "Dispositional optimism and stock investments," Journal of Economic Psychology, Elsevier, volume 59, issue C, pages 113-128, DOI: 10.1016/j.joep.2017.01.006.
• Shahzad, Syed Jawad Hussain & Raza, Naveed & Balcilar, Mehmet & Ali, Sajid & Shahbaz, Muhammad, 2017, "Can economic policy uncertainty and investors sentiment predict commodities returns and volatility?," Resources Policy, Elsevier, volume 53, issue C, pages 208-218, DOI: 10.1016/j.resourpol.2017.06.010.
• Morris, Stephen & Shim, Ilhyock & Shin, Hyun Song, 2017, "Redemption risk and cash hoarding by asset managers," Journal of Monetary Economics, Elsevier, volume 89, issue C, pages 71-87, DOI: 10.1016/j.jmoneco.2017.03.008.
• Chkili, Walid, 2017, "Is gold a hedge or safe haven for Islamic stock market movements? A Markov switching approach," Journal of Multinational Financial Management, Elsevier, volume 42, issue , pages 152-163, DOI: 10.1016/j.mulfin.2017.10.001.
• Hassan, Kamrul & Hoque, Ariful & Gasbarro, Dominic, 2017, "Sovereign default risk linkage: Implication for portfolio diversification," Pacific-Basin Finance Journal, Elsevier, volume 41, issue C, pages 1-16, DOI: 10.1016/j.pacfin.2016.11.002.
• Park, Heungju & Ju, Lan & Liang, Tianyu & Tu, Zhiyong, 2017, "Horizon analysis of art investments: Evidence from the Chinese market," Pacific-Basin Finance Journal, Elsevier, volume 41, issue C, pages 17-25, DOI: 10.1016/j.pacfin.2016.11.001.
• Lin, Chaonan & Ko, Kuan-Cheng & Lin, Lin & Yang, Nien-Tzu, 2017, "Price limits and the value premium in the Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, volume 41, issue C, pages 26-45, DOI: 10.1016/j.pacfin.2016.12.001.
• Umar, Zaghum, 2017, "Islamic vs conventional equities in a strategic asset allocation framework," Pacific-Basin Finance Journal, Elsevier, volume 42, issue C, pages 1-10, DOI: 10.1016/j.pacfin.2015.10.006.
• Boo, Yee Ling & Ee, Mong Shan & Li, Bob & Rashid, Mamunur, 2017, "Islamic or conventional mutual funds: Who has the upper hand? Evidence from Malaysia," Pacific-Basin Finance Journal, Elsevier, volume 42, issue C, pages 183-192, DOI: 10.1016/j.pacfin.2016.01.004.
• Wang, Lanfang & Wang, Susheng, 2017, "Buybacks as an efficient strategy for venture capital in emerging markets," Pacific-Basin Finance Journal, Elsevier, volume 43, issue C, pages 107-123, DOI: 10.1016/j.pacfin.2017.03.002.
• Liao, Li & Zhang, Xueyong & Zhang, Yeqing, 2017, "Mutual fund managers' timing abilities," Pacific-Basin Finance Journal, Elsevier, volume 44, issue C, pages 80-96, DOI: 10.1016/j.pacfin.2017.06.003.
• Li, Fengyu & Liu, Mark H. & Shi, Yongdong (Eric), 2017, "Institutional ownership around stock splits," Pacific-Basin Finance Journal, Elsevier, volume 46, issue PA, pages 14-40, DOI: 10.1016/j.pacfin.2017.06.011.
• Jang, Jeewon, 2017, "Stock return anomalies and individual investors in the Korean stock market," Pacific-Basin Finance Journal, Elsevier, volume 46, issue PA, pages 141-157, DOI: 10.1016/j.pacfin.2017.09.002.
• Hou, Qingsong & Hu, May & Yuan, Yuan, 2017, "Corporate innovation and political connections in Chinese listed firms," Pacific-Basin Finance Journal, Elsevier, volume 46, issue PA, pages 158-176, DOI: 10.1016/j.pacfin.2017.09.004.
• Kim, Young Jun & Lee, Joonil & Lee, Su Jeong & Sunwoo, Hee-Yeon, 2017, "Do mutual funds exploit the accrual anomaly?: Korean evidence," Pacific-Basin Finance Journal, Elsevier, volume 46, issue PB, pages 227-242, DOI: 10.1016/j.pacfin.2017.09.008.
• Boako, Gideon & Alagidede, Paul, 2017, "Co-movement of Africa’s equity markets: Regional and global analysis in the frequency–time domains," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 468, issue C, pages 359-380, DOI: 10.1016/j.physa.2016.10.088.
• Stutzman, Sarah & Weiland, Brandon & Preckel, Paul & Wetzstein, Michael, 2017, "Optimal replacement policies for an uncertain rejuvenated asset," International Journal of Production Economics, Elsevier, volume 185, issue C, pages 21-33, DOI: 10.1016/j.ijpe.2016.12.018.
• Zhang, Lei, 2017, "Local equity market participation and stock liquidity," The Quarterly Review of Economics and Finance, Elsevier, volume 63, issue C, pages 101-121, DOI: 10.1016/j.qref.2016.02.005.
• Noman, Abdullah & Naka, Atsuyuki & Zirek, Duygu, 2017, "Examining return predictability of industry style portfolios with prior return relative to a benchmark," The Quarterly Review of Economics and Finance, Elsevier, volume 63, issue C, pages 193-203, DOI: 10.1016/j.qref.2016.04.010.
• Liu, Yi & Mantecon, Tomas, 2017, "Is sustainable competitive advantage an advantage for stock investors?," The Quarterly Review of Economics and Finance, Elsevier, volume 63, issue C, pages 299-314, DOI: 10.1016/j.qref.2016.04.007.
• McCown, James Ross & Shaw, Ron, 2017, "Investment potential and risk hedging characteristics of platinum group metals," The Quarterly Review of Economics and Finance, Elsevier, volume 63, issue C, pages 328-337, DOI: 10.1016/j.qref.2016.06.001.
• Naka, Atsuyuki & Noman, Abdullah, 2017, "Diversification of risk exposure through country mutual funds under alternative investment opportunities," The Quarterly Review of Economics and Finance, Elsevier, volume 64, issue C, pages 215-227, DOI: 10.1016/j.qref.2016.06.009.
• Peltomäki, Jarkko, 2017, "Beta as a determinant of investor activity in sector exchange-traded funds," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 137-145, DOI: 10.1016/j.qref.2016.06.006.
• Sant’Anna, Leonardo R. & Filomena, Tiago P. & Caldeira, João F., 2017, "Index tracking and enhanced indexing using cointegration and correlation with endogenous portfolio selection," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 146-157, DOI: 10.1016/j.qref.2016.08.008.
• Bade, Marco, 2017, "The effects of mergers and acquisitions on the information production of financial markets," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 240-248, DOI: 10.1016/j.qref.2016.09.006.
• Wu, Chih-Chiang & Wu, Chang-Che, 2017, "The asymmetry in carry trade and the U.S. dollar," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 304-313, DOI: 10.1016/j.qref.2016.12.004.
• Schalck, Christophe, 2017, "Tax measures and household financial behaviour: Evidence from France," The Quarterly Review of Economics and Finance, Elsevier, volume 66, issue C, pages 127-135, DOI: 10.1016/j.qref.2017.01.013.
• Crifo, Patricia & Diaye, Marc-Arthur & Oueghlissi, Rim, 2017, "The effect of countries’ ESG ratings on their sovereign borrowing costs," The Quarterly Review of Economics and Finance, Elsevier, volume 66, issue C, pages 13-20, DOI: 10.1016/j.qref.2017.04.011.
• Seif, Mostafa & Docherty, Paul & Shamsuddin, Abul, 2017, "Seasonal anomalies in advanced emerging stock markets," The Quarterly Review of Economics and Finance, Elsevier, volume 66, issue C, pages 169-181, DOI: 10.1016/j.qref.2017.02.009.
• Teplova, Tamara & Mikova, Evgeniya & Nazarov, Nikolai, 2017, "Stop losses momentum strategy: From profit maximization to risk control under White’s Bootstrap Reality Check," The Quarterly Review of Economics and Finance, Elsevier, volume 66, issue C, pages 240-258, DOI: 10.1016/j.qref.2017.03.003.
• Curatola, Giuliano, 2017, "Optimal portfolio choice with loss aversion over consumption," The Quarterly Review of Economics and Finance, Elsevier, volume 66, issue C, pages 345-358, DOI: 10.1016/j.qref.2017.04.003.
• Gökgöz, Fazıl & Atmaca, Mete Emin, 2017, "Portfolio optimization under lower partial moments in emerging electricity markets: Evidence from Turkey," Renewable and Sustainable Energy Reviews, Elsevier, volume 67, issue C, pages 437-449, DOI: 10.1016/j.rser.2016.09.029.
• Reboredo, Juan C. & Quintela, Miguel & Otero, Luis A., 2017, "Do investors pay a premium for going green? Evidence from alternative energy mutual funds," Renewable and Sustainable Energy Reviews, Elsevier, volume 73, issue C, pages 512-520, DOI: 10.1016/j.rser.2017.01.158.
• Loncar, Dragan & Milovanovic, Ivan & Rakic, Biljana & Radjenovic, Tamara, 2017, "Compound real options valuation of renewable energy projects: The case of a wind farm in Serbia," Renewable and Sustainable Energy Reviews, Elsevier, volume 75, issue C, pages 354-367, DOI: 10.1016/j.rser.2016.11.001.

2016

• Campbell, T. Colin & Chichernea, Doina C. & Petkevich, Alex, 2016, "Dissecting the bond profitability premium," Journal of Financial Markets, Elsevier, volume 27, issue C, pages 102-131, DOI: 10.1016/j.finmar.2015.11.002.
• Kaustia, Markku & Rantapuska, Elias, 2016, "Does mood affect trading behavior?," Journal of Financial Markets, Elsevier, volume 29, issue C, pages 1-26, DOI: 10.1016/j.finmar.2015.08.001.
• Jackwerth, Jens Carsten & Slavutskaya, Anna, 2016, "The total benefit of alternative assets to pension fund portfolios," Journal of Financial Markets, Elsevier, volume 31, issue C, pages 25-42, DOI: 10.1016/j.finmar.2016.06.002.
• Xing, Xuejing & Anderson, Randy I. & Hu, Yan, 2016, "What׳s a name worth? The impact of a likeable stock ticker symbol on firm value," Journal of Financial Markets, Elsevier, volume 31, issue C, pages 63-80, DOI: 10.1016/j.finmar.2016.06.003.
• 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.