Research classified by Journal of Economic Literature (JEL) codes

2016

• Gollier, Christian, 2016, "Evaluation of long-dated assets: The role of parameter uncertainty," Journal of Monetary Economics, Elsevier, volume 84, issue C, pages 66-83, DOI: 10.1016/j.jmoneco.2016.10.007.
• Thapa, Chandra & Neupane, Suman & Marshall, Andrew, 2016, "Market liquidity risks of foreign exchange derivatives and cross-country equity portfolio allocations," Journal of Multinational Financial Management, Elsevier, volume 34, issue C, pages 46-64, DOI: 10.1016/j.mulfin.2016.01.001.
• Zou, Liping & Tang, Tiantian & Li, Xiaoming, 2016, "The stock preferences of domestic versus foreign investors: Evidence from Qualified Foreign Institutional Investors (QFIIs) in China," Journal of Multinational Financial Management, Elsevier, volume 37, issue , pages 12-28, DOI: 10.1016/j.mulfin.2016.11.002.
• Lin, Chaonan & Ko, Kuan-Cheng & Chen, Yu-Lin & Chu, Hsiang-Hui, 2016, "Information discreteness, price limits and earnings momentum," Pacific-Basin Finance Journal, Elsevier, volume 37, issue C, pages 1-22, DOI: 10.1016/j.pacfin.2016.02.003.
• Zhu, Bo & Niu, Feng, 2016, "Investor sentiment, accounting information and stock price: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 38, issue C, pages 125-134, DOI: 10.1016/j.pacfin.2016.03.010.
• Lin, Chaonan & Ko, Kuan-Cheng & Feng, Zhi-Xiang & Yang, Nien-Tzu, 2016, "Market dynamics and momentum in the Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, volume 38, issue C, pages 59-75, DOI: 10.1016/j.pacfin.2016.03.009.
• Mishra, Anil V., 2016, "Foreign bias in Australian-domiciled mutual fund holdings," Pacific-Basin Finance Journal, Elsevier, volume 39, issue C, pages 101-123, DOI: 10.1016/j.pacfin.2016.06.004.
• Chen, Jian & Jiang, Fuwei & Li, Hongyi & Xu, Weidong, 2016, "Chinese stock market volatility and the role of U.S. economic variables," Pacific-Basin Finance Journal, Elsevier, volume 39, issue C, pages 70-83, DOI: 10.1016/j.pacfin.2016.05.013.
• Peranginangin, Yessy & Ali, Akbar Z. & Brockman, Paul & Zurbruegg, Ralf, 2016, "The impact of foreign trades on emerging market liquidity," Pacific-Basin Finance Journal, Elsevier, volume 40, issue PA, pages 1-16, DOI: 10.1016/j.pacfin.2016.07.002.
• Smales, Lee A., 2016, "Order aggressiveness of different broker-types in response to monetary policy news," Pacific-Basin Finance Journal, Elsevier, volume 40, issue PB, pages 367-383, DOI: 10.1016/j.pacfin.2016.02.005.
• Pascoal, Rui & Augusto, Mário & Monteiro, A.M., 2016, "Size distribution of Portuguese firms between 2006 and 2012," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 458, issue C, pages 342-355, DOI: 10.1016/j.physa.2016.04.010.
• Cuthbert, James R. & Magni, Carlo Alberto, 2016, "Measuring the inadequacy of IRR in PFI schemes using profitability index and AIRR," International Journal of Production Economics, Elsevier, volume 179, issue C, pages 130-140, DOI: 10.1016/j.ijpe.2016.05.024.
• Gollier, Christian, 2016, "Gamma discounters are short-termist," Journal of Public Economics, Elsevier, volume 142, issue C, pages 83-90, DOI: 10.1016/j.jpubeco.2016.08.006.
• Herrmann, Ulf & Rohleder, Martin & Scholz, Hendrik, 2016, "Does style-shifting activity predict performance? Evidence from equity mutual funds," The Quarterly Review of Economics and Finance, Elsevier, volume 59, issue C, pages 112-130, DOI: 10.1016/j.qref.2015.03.003.
• Necker, Sarah & Ziegelmeyer, Michael, 2016, "Household risk taking after the financial crisis," The Quarterly Review of Economics and Finance, Elsevier, volume 59, issue C, pages 141-160, DOI: 10.1016/j.qref.2015.03.006.
• Auer, Benjamin R. & Schuhmacher, Frank, 2016, "Do socially (ir)responsible investments pay? New evidence from international ESG data," The Quarterly Review of Economics and Finance, Elsevier, volume 59, issue C, pages 51-62, DOI: 10.1016/j.qref.2015.07.002.
• Jung, Young Cheol, 2016, "A portfolio insurance strategy for volatility index (VIX) futures," The Quarterly Review of Economics and Finance, Elsevier, volume 60, issue C, pages 189-200, DOI: 10.1016/j.qref.2015.09.001.
• Bohl, Martin T. & Czaja, Marc-Gregor & Kaufmann, Philipp, 2016, "Momentum profits, market cycles, and rebounds: Evidence from Germany," The Quarterly Review of Economics and Finance, Elsevier, volume 61, issue C, pages 139-159, DOI: 10.1016/j.qref.2016.01.003.
• Lu, Jin-Ray & Hwang, Chih-Chiang & Liu, Min-Luan & Lin, Chien-Yi, 2016, "An incentive problem of risk balancing in portfolio choices," The Quarterly Review of Economics and Finance, Elsevier, volume 61, issue C, pages 192-200, DOI: 10.1016/j.qref.2016.02.006.
• Labidi, Chiraz & Yaakoubi, Soumaya, 2016, "Investor sentiment and aggregate volatility pricing," The Quarterly Review of Economics and Finance, Elsevier, volume 61, issue C, pages 53-63, DOI: 10.1016/j.qref.2015.11.005.
• Agnello, Richard J., 2016, "Do U.S. paintings follow the CAPM? Findings disaggregated by subject, artist, and value of the work," Research in Economics, Elsevier, volume 70, issue 3, pages 403-411, DOI: 10.1016/j.rie.2016.06.002.
• Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E., 2016, "Can commodity returns forecast Canadian sector stock returns?," International Review of Economics & Finance, Elsevier, volume 41, issue C, pages 172-188, DOI: 10.1016/j.iref.2015.08.013.
• Guo, Liang, 2016, "Are U.S. investors blindly chasing returns in foreign countries?," International Review of Economics & Finance, Elsevier, volume 41, issue C, pages 309-334, DOI: 10.1016/j.iref.2015.08.002.
• Escobar, Marcos & Ferrando, Sebastian & Rubtsov, Alexey, 2016, "Portfolio choice with stochastic interest rates and learning about stock return predictability," International Review of Economics & Finance, Elsevier, volume 41, issue C, pages 347-370, DOI: 10.1016/j.iref.2015.07.003.
• Lin, Chih-Yung & Ho, Po-Hsin & Shen, Chung-Hua & Wang, Yu-Chun, 2016, "Political connection, government policy, and investor trading: Evidence from an emerging market," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 153-166, DOI: 10.1016/j.iref.2015.09.008.
• Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2016, "Gold, oil, and stocks: Dynamic correlations," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 186-201, DOI: 10.1016/j.iref.2015.08.006.
• Huang, MeiChi & Wu, Chih-Chiang & Liu, Shih-Min & Wu, Chang-Che, 2016, "Facts or fates of investors' losses during crises? Evidence from REIT-stock volatility and tail dependence structures," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 54-71, DOI: 10.1016/j.iref.2015.10.046.
• Hao, Ying & Chu, Hsiang-Hui & Ho, Keng-Yu & Ko, Kuan-Cheng, 2016, "The 52-week high and momentum in the Taiwan stock market: Anchoring or recency biases?," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 121-138, DOI: 10.1016/j.iref.2015.10.035.
• Liu, Jiapeng & Tao, Qizhi & Hou, Wenxuan & Zhang, Ting, 2016, "Systematic risk, government policy intervention, and dynamic contrarian investments," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 334-343, DOI: 10.1016/j.iref.2015.12.006.
• Lu, Jin-Ray & Hwang, Chih-Chiang & Lin, Chien-Yi, 2016, "Do shareholders appreciate capital investment policies of corporations?," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 344-353, DOI: 10.1016/j.iref.2015.12.007.
• Chen, An-Sing & Chang, Chong-Chuo & Cheng, Lee-Young & Tu, Hsing-Yu, 2016, "Do analysts cater to investor beliefs via target prices," International Review of Economics & Finance, Elsevier, volume 44, issue C, pages 232-252, DOI: 10.1016/j.iref.2016.04.005.
• Laborda, Ricardo & Muñoz, Fernando, 2016, "Optimal allocation of government bond funds through the business cycle. Is money smart?," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 46-67, DOI: 10.1016/j.iref.2016.04.008.
• Bhuyan, Rafiqul & Robbani, Mohammad G. & Talukdar, Bakhtear & Jain, Ajeet, 2016, "Information transmission and dynamics of stock price movements: An empirical analysis of BRICS and US stock markets," International Review of Economics & Finance, Elsevier, volume 46, issue C, pages 180-195, DOI: 10.1016/j.iref.2016.09.004.
• Fischer, Mario & Hanauer, Matthias X. & Heigermoser, Robert, 2016, "Synthetic hedge funds," Review of Financial Economics, Elsevier, volume 29, issue C, pages 12-22, DOI: 10.1016/j.rfe.2016.02.002.
• Aiken, Adam L. & Kilic, Osman & Reid, Sean, 2016, "Can hedge funds time global equity markets? Evidence from emerging markets," Review of Financial Economics, Elsevier, volume 29, issue C, pages 2-11, DOI: 10.1016/j.rfe.2015.05.002.
• Moll, Cliff R. & Huffman, Stephen P., 2016, "The incremental information content of innovations in implied idiosyncratic volatility," Review of Financial Economics, Elsevier, volume 30, issue C, pages 33-44, DOI: 10.1016/j.rfe.2016.04.001.
• Gutierrez, Jose, 2016, "Reversal of 3-day losers and continuation of 3-day winners on the NASDAQ," Review of Financial Economics, Elsevier, volume 30, issue C, pages 68-73, DOI: 10.1016/j.rfe.2016.07.001.
• Sclip, Alex & Dreassi, Alberto & Miani, Stefano & Paltrinieri, Andrea, 2016, "Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets," Review of Financial Economics, Elsevier, volume 31, issue C, pages 34-44, DOI: 10.1016/j.rfe.2016.06.005.
• Li, Bob & Ee, Mong Shan & Rashid, Mamunur, 2016, "Is momentum trading profitable from Shari'ah compliant stocks?," Review of Financial Economics, Elsevier, volume 31, issue C, pages 56-63, DOI: 10.1016/j.rfe.2016.08.002.
• Al Nasser, Omar M. & Hajilee, Massomeh, 2016, "Integration of emerging stock markets with global stock markets," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 1-12, DOI: 10.1016/j.ribaf.2015.09.025.
• Arjoon, Vaalmikki, 2016, "Microstructures, financial reforms and informational efficiency in an emerging market," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 112-126, DOI: 10.1016/j.ribaf.2015.09.016.
• Clare, Andrew & Sherman, Meadhbh Brid & Thomas, Steve, 2016, "Multi-asset class mutual funds: Can they time the market? Evidence from the US, UK and Canada," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 212-221, DOI: 10.1016/j.ribaf.2015.09.011.
• Alexakis, Panayotis D. & Kenourgios, Dimitris & Dimitriou, Dimitrios, 2016, "On emerging stock market contagion: The Baltic region," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 312-321, DOI: 10.1016/j.ribaf.2015.09.035.
• Urquhart, Andrew & Hudson, Robert, 2016, "Investor sentiment and local bias in extreme circumstances: The case of the Blitz," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 340-350, DOI: 10.1016/j.ribaf.2015.09.010.
• Charfeddine, Lanouar & Najah, Ahlem & Teulon, Frédéric, 2016, "Socially responsible investing and Islamic funds: New perspectives for portfolio allocation," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 351-361, DOI: 10.1016/j.ribaf.2015.09.031.
• McQuillan, William & Lucey, Brian, 2016, "The validity of Islamic art as an investment," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 388-401, DOI: 10.1016/j.ribaf.2015.02.010.
• Sui, Lu & Sun, Lijuan, 2016, "Spillover effects between exchange rates and stock prices: Evidence from BRICS around the recent global financial crisis," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 459-471, DOI: 10.1016/j.ribaf.2015.10.011.
• Aytaç, Beysül & Hoang, Thi-Hong-Van & Mandou, Cyrille, 2016, "Wine: To drink or invest in? A study of wine as an investment asset in French portfolios," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 591-614, DOI: 10.1016/j.ribaf.2015.03.001.
• Sila Alan, Nazli & Karagozoglu, Ahmet K. & Korkmaz, Sibel, 2016, "Growing pains: The evolution of new stock index futures in emerging markets," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 1-16, DOI: 10.1016/j.ribaf.2015.10.004.
• Venanzi, Daniela, 2016, "The performance of the Italian mutual funds: Does the metric matter?," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 406-421, DOI: 10.1016/j.ribaf.2016.01.002.
• Berggrun, Luis & Lizarzaburu, Edmundo & Cardona, Emilio, 2016, "Idiosyncratic volatility and stock returns: Evidence from the MILA," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 422-434, DOI: 10.1016/j.ribaf.2016.01.011.
• Tekçe, Bülent & Yılmaz, Neslihan & Bildik, Recep, 2016, "What factors affect behavioral biases? Evidence from Turkish individual stock investors," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 515-526, DOI: 10.1016/j.ribaf.2015.11.017.
• Yavas, Burhan F. & Dedi, Lidija, 2016, "An investigation of return and volatility linkages among equity markets: A study of selected European and emerging countries," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 583-596, DOI: 10.1016/j.ribaf.2016.01.025.
• Chkili, Walid, 2016, "Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 22-34, DOI: 10.1016/j.ribaf.2016.03.005.
• Baldi, Lucia & Peri, Massimo & Vandone, Daniela, 2016, "Stock markets’ bubbles burst and volatility spillovers in agricultural commodity markets," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 277-285, DOI: 10.1016/j.ribaf.2016.04.020.
• Roig Hernando, Jaume, 2016, "Crowdfunding: The collaborative economy for channelling institutional and household savings," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 326-337, DOI: 10.1016/j.ribaf.2016.03.004.
• Shank, Corey A. & Vianna, Andre C., 2016, "Are US-Dollar-Hedged-ETF investors aggressive on exchange rates? A panel VAR approach," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 430-438, DOI: 10.1016/j.ribaf.2016.05.002.
• Zaremba, Adam & Szyszka, Adam, 2016, "Is there momentum in equity anomalies? Evidence from the Polish emerging market," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 546-564, DOI: 10.1016/j.ribaf.2016.07.004.
• Insler, Michael & Compton, James & Schmitt, Pamela, 2016, "The investment decisions of young adults under relaxed borrowing constraints," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 64, issue C, pages 106-121, DOI: 10.1016/j.socec.2015.07.004.
• Bilbao-Terol, Amelia & Arenas-Parra, Mar & Cañal-Fernández, Verónica, 2016, "A model based on Copula Theory for sustainable and social responsible investments," Revista de Contabilidad - Spanish Accounting Review, Elsevier, volume 19, issue 1, pages 55-76, DOI: 10.1016/j.rcsar.2015.01.003.
• Hilbert, Martin, 2016, "Formal definitions of information and knowledge and their role in growth through structural change," Structural Change and Economic Dynamics, Elsevier, volume 38, issue C, pages 69-82, DOI: 10.1016/j.strueco.2016.03.004.

2015

• Pae, Yuntaek & Sabbaghi, Navid, 2015, "Equally weighted portfolios vs value weighted portfolios: Reasons for differing betas," Journal of Financial Stability, Elsevier, volume 18, issue C, pages 203-207, DOI: 10.1016/j.jfs.2015.04.006.
• Delis, Manthos D. & Mylonidis, Nikolaos, 2015, "Trust, happiness, and households’ financial decisions," Journal of Financial Stability, Elsevier, volume 20, issue C, pages 82-92, DOI: 10.1016/j.jfs.2015.08.002.
• Bansal, Vipul K. & Marshall, John F., 2015, "A tracking error approach to leveraged ETFs: Are they really that bad?," Global Finance Journal, Elsevier, volume 26, issue C, pages 47-63, DOI: 10.1016/j.gfj.2015.01.004.
• Manganelli, Simone & Popov, Alexander, 2015, "Financial development, sectoral reallocation, and volatility: International evidence," Journal of International Economics, Elsevier, volume 96, issue 2, pages 323-337, DOI: 10.1016/j.jinteco.2015.03.008.
• Rabitsch, Katrin & Stepanchuk, Serhiy & Tsyrennikov, Viktor, 2015, "International portfolios: A comparison of solution methods," Journal of International Economics, Elsevier, volume 97, issue 2, pages 404-422, DOI: 10.1016/j.jinteco.2015.08.001.
• Ceci, Claudia & Colaneri, Katia & Cretarola, Alessandra, 2015, "Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization," Insurance: Mathematics and Economics, Elsevier, volume 60, issue C, pages 47-60, DOI: 10.1016/j.insmatheco.2014.10.013.
• He, Lin & Liang, Zongxia, 2015, "Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims," Insurance: Mathematics and Economics, Elsevier, volume 61, issue C, pages 227-234, DOI: 10.1016/j.insmatheco.2015.01.006.
• Ghossoub, Mario, 2015, "Vigilant measures of risk and the demand for contingent claims," Insurance: Mathematics and Economics, Elsevier, volume 61, issue C, pages 27-35, DOI: 10.1016/j.insmatheco.2014.11.009.
• Guan, Guohui & Liang, Zongxia, 2015, "Mean–variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns," Insurance: Mathematics and Economics, Elsevier, volume 61, issue C, pages 99-109, DOI: 10.1016/j.insmatheco.2014.12.006.
• Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S. & Rogalla, Ralph, 2015, "Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection," Insurance: Mathematics and Economics, Elsevier, volume 63, issue C, pages 91-107, DOI: 10.1016/j.insmatheco.2015.03.031.
• Liang, Zongxia & Ma, Ming, 2015, "Optimal dynamic asset allocation of pension fund in mortality and salary risks framework," Insurance: Mathematics and Economics, Elsevier, volume 64, issue C, pages 151-161, DOI: 10.1016/j.insmatheco.2015.05.008.
• Liang, Zongxia & Long, Mingsi, 2015, "Minimization of absolute ruin probability under negative correlation assumption," Insurance: Mathematics and Economics, Elsevier, volume 65, issue C, pages 247-258, DOI: 10.1016/j.insmatheco.2015.10.003.
• Liang, Zongxia & Song, Min, 2015, "Time-consistent reinsurance and investment strategies for mean–variance insurer under partial information," Insurance: Mathematics and Economics, Elsevier, volume 65, issue C, pages 66-76, DOI: 10.1016/j.insmatheco.2015.08.008.
• Porras, Eva & Ülkü, Numan, 2015, "Foreigners’ trading and stock returns in Spain," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 111-126, DOI: 10.1016/j.intfin.2014.11.008.
• Mansor, F. & Bhatti, M.I. & Ariff, M., 2015, "New evidence on the impact of fees on mutual fund performance of two types of funds," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 35, issue C, pages 102-115, DOI: 10.1016/j.intfin.2014.12.009.
• Chen, Doris & Dempsey, Michael & Lajbcygier, Paul, 2015, "Is Fundamental Indexation able to time the market? Evidence from the Dow Jones Industrial Average and the Russell 1000," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 37, issue C, pages 162-177, DOI: 10.1016/j.intfin.2015.02.004.
• Bose, Udichibarna & MacDonald, Ronald & Tsoukas, Serafeim, 2015, "Education and the local equity bias around the world," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 39, issue C, pages 65-88, DOI: 10.1016/j.intfin.2015.06.002.
• Lleo, Sébastien & Ziemba, William T., 2015, "Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world," International Journal of Forecasting, Elsevier, volume 31, issue 2, pages 399-425, DOI: 10.1016/j.ijforecast.2015.02.001.
• Chichernea, Doina C. & Holder, Anthony D. & Petkevich, Alex, 2015, "Does return dispersion explain the accrual and investment anomalies?," Journal of Accounting and Economics, Elsevier, volume 60, issue 1, pages 133-148, DOI: 10.1016/j.jacceco.2014.08.001.
• Bloomfield, Matthew J. & Bloomfield, Robert, 2015, "Discussion of delegated trade and the pricing of public and private information," Journal of Accounting and Economics, Elsevier, volume 60, issue 2, pages 104-109, DOI: 10.1016/j.jacceco.2015.09.001.
• Taylor, Daniel J. & Verrecchia, Robert E., 2015, "Delegated trade and the pricing of public and private information," Journal of Accounting and Economics, Elsevier, volume 60, issue 2, pages 8-32, DOI: 10.1016/j.jacceco.2015.07.002.
• Zhao, Yanping & Chang, Hsu-Ling & Su, Chi-Wei & Nian, Rui, 2015, "Gold bubbles: When are they most likely to occur?," Japan and the World Economy, Elsevier, volume 34, issue , pages 17-23, DOI: 10.1016/j.japwor.2015.03.001.
• Honjo, Yuji, 2015, "Why are entrepreneurship levels so low in Japan?," Japan and the World Economy, Elsevier, volume 36, issue C, pages 88-101, DOI: 10.1016/j.japwor.2015.08.002.
• Cici, Gjergji & Palacios, Luis-Felipe, 2015, "On the use of options by mutual funds: Do they know what they are doing?," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 157-168, DOI: 10.1016/j.jbankfin.2014.09.008.
• Cogneau, Philippe & Hübner, Georges, 2015, "The prediction of fund failure through performance diagnostics," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 224-241, DOI: 10.1016/j.jbankfin.2014.10.004.
• Calcagno, Riccardo & Monticone, Chiara, 2015, "Financial literacy and the demand for financial advice," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 363-380, DOI: 10.1016/j.jbankfin.2014.03.013.
• Navone, Marco & Pagani, Marco, 2015, "Brothers from different mothers how distribution fees change investment behavior," Journal of Banking & Finance, Elsevier, volume 51, issue C, pages 12-25, DOI: 10.1016/j.jbankfin.2014.10.013.
• Choy, Siu-Kai, 2015, "Retail clientele and option returns," Journal of Banking & Finance, Elsevier, volume 51, issue C, pages 26-42, DOI: 10.1016/j.jbankfin.2014.11.004.
• Koch-Medina, Pablo & Moreno-Bromberg, Santiago & Munari, Cosimo, 2015, "Capital adequacy tests and limited liability of financial institutions," Journal of Banking & Finance, Elsevier, volume 51, issue C, pages 93-102, DOI: 10.1016/j.jbankfin.2014.11.002.
• Cukierman, Alex & Izhakian, Yehuda, 2015, "Bailout uncertainty in a microfounded general equilibrium model of the financial system," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 160-179, DOI: 10.1016/j.jbankfin.2014.08.018.
• Babalos, Vassilios & Mamatzakis, Emmanuel C. & Matousek, Roman, 2015, "The performance of US equity mutual funds," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 217-229, DOI: 10.1016/j.jbankfin.2014.12.008.
• Mele, Antonio & Obayashi, Yoshiki & Shalen, Catherine, 2015, "Rate fears gauges and the dynamics of fixed income and equity volatilities," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 256-265, DOI: 10.1016/j.jbankfin.2014.04.030.
• Baschieri, Giulia & Carosi, Andrea & Mengoli, Stefano, 2015, "Local IPOs, local delistings, and the firm location premium," Journal of Banking & Finance, Elsevier, volume 53, issue C, pages 67-83, DOI: 10.1016/j.jbankfin.2014.12.012.
• Bussière, Matthieu & Hoerova, Marie & Klaus, Benjamin, 2015, "Commonality in hedge fund returns: Driving factors and implications," Journal of Banking & Finance, Elsevier, volume 54, issue C, pages 266-280, DOI: 10.1016/j.jbankfin.2014.01.039.
• Adam, Tim & Guettler, Andre, 2015, "Pitfalls and perils of financial innovation: The use of CDS by corporate bond funds," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 204-214, DOI: 10.1016/j.jbankfin.2015.02.019.
• Choi, Nicole & Skiba, Hilla, 2015, "Institutional herding in international markets," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 246-259, DOI: 10.1016/j.jbankfin.2015.02.002.
• Ahn, Seryoong & Choi, Kyoung Jin & Koo, Hyeng Keun, 2015, "A simple asset pricing model with heterogeneous agents, uninsurable labor income and limited stock market participation," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 9-22, DOI: 10.1016/j.jbankfin.2015.01.019.
• Panopoulou, Ekaterini & Vrontos, Spyridon, 2015, "Hedge fund return predictability; To combine forecasts or combine information?," Journal of Banking & Finance, Elsevier, volume 56, issue C, pages 103-122, DOI: 10.1016/j.jbankfin.2015.03.004.
• Jang, Bong-Gyu & Kim, Kyeong Tae, 2015, "Optimal reinsurance and asset allocation under regime switching," Journal of Banking & Finance, Elsevier, volume 56, issue C, pages 37-47, DOI: 10.1016/j.jbankfin.2015.03.002.
• Bali, Turan G. & Cakici, Nusret & Chabi-Yo, Fousseni, 2015, "A new approach to measuring riskiness in the equity market: Implications for the risk premium," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 101-117, DOI: 10.1016/j.jbankfin.2015.03.005.
• Schuster, Philipp & Uhrig-Homburg, Marliese, 2015, "Limits to arbitrage and the term structure of bond illiquidity premiums," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 143-159, DOI: 10.1016/j.jbankfin.2014.10.016.
• Walkshäusl, Christian, 2015, "Equity financing activities and European value-growth returns," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 27-40, DOI: 10.1016/j.jbankfin.2015.04.008.
• Delgado, Francisco & Dumas, Bernard & Puopolo, Giovanni W., 2015, "Hysteresis bands on returns, holding period and transaction costs," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 86-100, DOI: 10.1016/j.jbankfin.2014.12.015.
• Choi, Jaehyung & Kim, Young Shin & Mitov, Ivan, 2015, "Reward-risk momentum strategies using classical tempered stable distribution," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 194-213, DOI: 10.1016/j.jbankfin.2015.05.002.
• Guillaume, F., 2015, "The LIX: A model-independent liquidity index," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 214-231, DOI: 10.1016/j.jbankfin.2015.04.015.
• Brandtner, Mario & Kürsten, Wolfgang, 2015, "Decision making with Expected Shortfall and spectral risk measures: The problem of comparative risk aversion," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 268-280, DOI: 10.1016/j.jbankfin.2015.03.012.
• Levy, Moshe & Levy, Haim, 2015, "Keeping up with the Joneses and optimal diversification," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 29-38, DOI: 10.1016/j.jbankfin.2015.04.012.
• Antoniou, Constantinos & Harris, Richard D.F. & Zhang, Ruogu, 2015, "Ambiguity aversion and stock market participation: An empirical analysis," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 57-70, DOI: 10.1016/j.jbankfin.2015.04.009.
• Egbers, Tom & Swinkels, Laurens, 2015, "Can implied volatility predict returns on the currency carry trade?," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 14-26, DOI: 10.1016/j.jbankfin.2015.04.026.
• Dionne, Georges & Pacurar, Maria & Zhou, Xiaozhou, 2015, "Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 202-219, DOI: 10.1016/j.jbankfin.2015.06.005.
• Bernini, Michele & Guillou, Sarah & Bellone, Flora, 2015, "Financial leverage and export quality: Evidence from France," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 280-296, DOI: 10.1016/j.jbankfin.2015.06.014.
• Hiraki, Takato & Liu, Ming & Wang, Xue, 2015, "Country and industry concentration and the performance of international mutual funds," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 297-310, DOI: 10.1016/j.jbankfin.2015.04.023.
• Cao, Viet Nga, 2015, "What explains the value premium? The case of adjustment costs, operating leverage and financial leverage," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 350-366, DOI: 10.1016/j.jbankfin.2015.04.033.
• Branger, Nicole & Hansis, Alexandra, 2015, "Earning the right premium on the right factor in portfolio planning," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 367-383, DOI: 10.1016/j.jbankfin.2015.05.011.
• Jenkinson, Tim & Sousa, Miguel, 2015, "What determines the exit decision for leveraged buyouts?," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 399-408, DOI: 10.1016/j.jbankfin.2015.06.007.
• Bessler, Wolfgang & Wolff, Dominik, 2015, "Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 1-20, DOI: 10.1016/j.jbankfin.2015.06.021.
• Borgers, Arian & Derwall, Jeroen & Koedijk, Kees & ter Horst, Jenke, 2015, "Do social factors influence investment behavior and performance? Evidence from mutual fund holdings," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 112-126, DOI: 10.1016/j.jbankfin.2015.07.001.
• Cai, Yu & Lau, Sie Ting, 2015, "Informed trading around earnings and mutual fund alphas," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 168-180, DOI: 10.1016/j.jbankfin.2015.08.008.
• Adam, Tim R. & Fernando, Chitru S. & Golubeva, Evgenia, 2015, "Managerial overconfidence and corporate risk management," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 195-208, DOI: 10.1016/j.jbankfin.2015.07.013.
• Escobar, Marcos & Ferrando, Sebastian & Rubtsov, Alexey, 2015, "Robust portfolio choice with derivative trading under stochastic volatility," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 142-157, DOI: 10.1016/j.jbankfin.2015.08.033.
• Magron, Camille & Merli, Maxime, 2015, "Repurchase behavior of individual investors, sophistication and regret," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 15-26, DOI: 10.1016/j.jbankfin.2015.08.021.
• Lu, Tsung-Hsun & Chen, Yi-Chi & Hsu, Yu-Chin, 2015, "Trend definition or holding strategy: What determines the profitability of candlestick charting?," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 172-183, DOI: 10.1016/j.jbankfin.2015.09.009.
• Ding, Xiaoya (Sara) & Ni, Yang & Rahman, Abdul & Saadi, Samir, 2015, "Housing price growth and the cost of equity capital," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 283-300, DOI: 10.1016/j.jbankfin.2015.09.017.
• Chen, An & Hentschel, Felix & Klein, Jakob K., 2015, "A utility- and CPT-based comparison of life insurance contracts with guarantees," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 327-339, DOI: 10.1016/j.jbankfin.2015.09.016.
• Doerrenberg, Philipp & Duncan, Denvil & Zeppenfeld, Christopher, 2015, "Circumstantial risk: Impact of future tax evasion and labor supply opportunities on risk exposure," Journal of Economic Behavior & Organization, Elsevier, volume 109, issue C, pages 85-100, DOI: 10.1016/j.jebo.2014.11.005.
• Beckmann, Elisabeth & Stix, Helmut, 2015, "Foreign currency borrowing and knowledge about exchange rate risk," Journal of Economic Behavior & Organization, Elsevier, volume 112, issue C, pages 1-16, DOI: 10.1016/j.jebo.2014.12.015.
• Spaenjers, Christophe & Spira, Sven Michael, 2015, "Subjective life horizon and portfolio choice," Journal of Economic Behavior & Organization, Elsevier, volume 116, issue C, pages 94-106, DOI: 10.1016/j.jebo.2015.04.006.
• Bauer, Rob & Smeets, Paul, 2015, "Social identification and investment decisions," Journal of Economic Behavior & Organization, Elsevier, volume 117, issue C, pages 121-134, DOI: 10.1016/j.jebo.2015.06.006.
• Cueva, Carlos & Rustichini, Aldo, 2015, "Is financial instability male-driven? Gender and cognitive skills in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, volume 119, issue C, pages 330-344, DOI: 10.1016/j.jebo.2015.08.014.
• Ladley, Daniel & Lensberg, Terje & Palczewski, Jan & Schenk-Hoppé, Klaus Reiner, 2015, "Fragmentation and stability of markets," Journal of Economic Behavior & Organization, Elsevier, volume 119, issue C, pages 466-481, DOI: 10.1016/j.jebo.2015.09.013.
• Wengner, Andreas & Burghof, Hans-Peter & Schneider, Johannes, 2015, "The impact of credit rating announcements on corporate CDS markets—Are intra-industry effects observable?," Journal of Economics and Business, Elsevier, volume 78, issue C, pages 79-91, DOI: 10.1016/j.jeconbus.2014.11.003.
• Spierdijk, Laura & Umar, Zaghum, 2015, "Stocks, bonds, T-bills and inflation hedging: From great moderation to great recession," Journal of Economics and Business, Elsevier, volume 79, issue C, pages 1-37, DOI: 10.1016/j.jeconbus.2014.12.002.
• Gollier, Christian, 2015, "Discounting, inequality and economic convergence," Journal of Environmental Economics and Management, Elsevier, volume 69, issue C, pages 53-61, DOI: 10.1016/j.jeem.2014.10.005.
• Lei, Zhen & Shcherbakova, Anastasia V., 2015, "Revealing climate change opinions through investment behavior: Evidence from Fukushima," Journal of Environmental Economics and Management, Elsevier, volume 70, issue C, pages 92-108, DOI: 10.1016/j.jeem.2015.01.004.
• Challe, Edouard & Chrétien, Edouard, 2015, "Market composition and price informativeness in a large market with endogenous order types," Journal of Economic Theory, Elsevier, volume 158, issue PB, pages 679-696, DOI: 10.1016/j.jet.2014.12.006.
• Ehling, Paul & Heyerdahl-Larsen, Christian, 2015, "Complete and incomplete financial markets in multi-good economies," Journal of Economic Theory, Elsevier, volume 160, issue C, pages 438-462, DOI: 10.1016/j.jet.2015.10.006.
• Easley, David & Yang, Liyan, 2015, "Loss aversion, survival and asset prices," Journal of Economic Theory, Elsevier, volume 160, issue C, pages 494-516, DOI: 10.1016/j.jet.2015.08.013.
• Hugonnier, Julien & Prieto, Rodolfo, 2015, "Asset pricing with arbitrage activity," Journal of Financial Economics, Elsevier, volume 115, issue 2, pages 411-428, DOI: 10.1016/j.jfineco.2014.10.001.
• Barroso, Pedro & Santa-Clara, Pedro, 2015, "Momentum has its moments," Journal of Financial Economics, Elsevier, volume 116, issue 1, pages 111-120, DOI: 10.1016/j.jfineco.2014.11.010.
• Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2015, "Scale and skill in active management," Journal of Financial Economics, Elsevier, volume 116, issue 1, pages 23-45, DOI: 10.1016/j.jfineco.2014.11.008.
• Lee, Charles M.C. & Ma, Paul & Wang, Charles C.Y., 2015, "Search-based peer firms: Aggregating investor perceptions through internet co-searches," Journal of Financial Economics, Elsevier, volume 116, issue 2, pages 410-431, DOI: 10.1016/j.jfineco.2015.02.003.
• Harris, Lawrence E. & Hartzmark, Samuel M. & Solomon, David H., 2015, "Juicing the dividend yield: Mutual funds and the demand for dividends," Journal of Financial Economics, Elsevier, volume 116, issue 3, pages 433-451, DOI: 10.1016/j.jfineco.2015.04.001.
• Schneider, Paul, 2015, "Generalized risk premia," Journal of Financial Economics, Elsevier, volume 116, issue 3, pages 487-504, DOI: 10.1016/j.jfineco.2015.03.003.
• Lyle, Matthew R. & Wang, Charles C.Y., 2015, "The cross section of expected holding period returns and their dynamics: A present value approach," Journal of Financial Economics, Elsevier, volume 116, issue 3, pages 505-525, DOI: 10.1016/j.jfineco.2015.03.001.
• Ball, Ray & Gerakos, Joseph & Linnainmaa, Juhani T. & Nikolaev, Valeri V., 2015, "Deflating profitability," Journal of Financial Economics, Elsevier, volume 117, issue 2, pages 225-248, DOI: 10.1016/j.jfineco.2015.02.004.
• Hendershott, Terrence & Livdan, Dmitry & Schürhoff, Norman, 2015, "Are institutions informed about news?," Journal of Financial Economics, Elsevier, volume 117, issue 2, pages 249-287, DOI: 10.1016/j.jfineco.2015.03.007.
• Cronqvist, Henrik & Siegel, Stephan & Yu, Frank, 2015, "Value versus growth investing: Why do different investors have different styles?," Journal of Financial Economics, Elsevier, volume 117, issue 2, pages 333-349, DOI: 10.1016/j.jfineco.2015.04.006.
• Fama, Eugene F. & French, Kenneth R., 2015, "Incremental variables and the investment opportunity set," Journal of Financial Economics, Elsevier, volume 117, issue 3, pages 470-488, DOI: 10.1016/j.jfineco.2015.05.001.
• Hvide, Hans K. & Östberg, Per, 2015, "Social interaction at work," Journal of Financial Economics, Elsevier, volume 117, issue 3, pages 628-652, DOI: 10.1016/j.jfineco.2015.06.004.
• Berk, Jonathan B. & van Binsbergen, Jules H., 2015, "Measuring skill in the mutual fund industry," Journal of Financial Economics, Elsevier, volume 118, issue 1, pages 1-20, DOI: 10.1016/j.jfineco.2015.05.002.
• Amaya, Diego & Christoffersen, Peter & Jacobs, Kris & Vasquez, Aurelio, 2015, "Does realized skewness predict the cross-section of equity returns?," Journal of Financial Economics, Elsevier, volume 118, issue 1, pages 135-167, DOI: 10.1016/j.jfineco.2015.02.009.
• Jordan, Bradford D. & Riley, Timothy B., 2015, "Volatility and mutual fund manager skill," Journal of Financial Economics, Elsevier, volume 118, issue 2, pages 289-298, DOI: 10.1016/j.jfineco.2015.06.012.
• Akbas, Ferhat & Armstrong, Will J. & Sorescu, Sorin & Subrahmanyam, Avanidhar, 2015, "Smart money, dumb money, and capital market anomalies," Journal of Financial Economics, Elsevier, volume 118, issue 2, pages 355-382, DOI: 10.1016/j.jfineco.2015.07.003.
• Sen, Rik & Tumarkin, Robert, 2015, "Stocking up: Executive optimism, option exercise, and share retention," Journal of Financial Economics, Elsevier, volume 118, issue 2, pages 399-430, DOI: 10.1016/j.jfineco.2015.08.001.
• Dimson, Elroy & Rousseau, Peter L. & Spaenjers, Christophe, 2015, "The price of wine," Journal of Financial Economics, Elsevier, volume 118, issue 2, pages 431-449, DOI: 10.1016/j.jfineco.2015.08.005.
• Milbradt, Konstantin & Oehmke, Martin, 2015, "Maturity rationing and collective short-termism," Journal of Financial Economics, Elsevier, volume 118, issue 3, pages 553-570, DOI: 10.1016/j.jfineco.2014.08.009.
• Trani, Tommaso, 2015, "Asset pledgeability and international transmission of financial shocks," Journal of International Money and Finance, Elsevier, volume 50, issue C, pages 49-77, DOI: 10.1016/j.jimonfin.2014.09.002.
• Becker, Christoph & Schmidt, Wolfgang M., 2015, "How past market movements affect correlation and volatility," Journal of International Money and Finance, Elsevier, volume 50, issue C, pages 78-107, DOI: 10.1016/j.jimonfin.2014.09.003.
• Bremus, Franziska & Fratzscher, Marcel, 2015, "Drivers of structural change in cross-border banking since the global financial crisis," Journal of International Money and Finance, Elsevier, volume 52, issue C, pages 32-59, DOI: 10.1016/j.jimonfin.2014.11.012.
• Temesvary, Judit, 2015, "Foreign activities of U.S. banks since 1997: The roles of regulations and market conditions in crises and normal times," Journal of International Money and Finance, Elsevier, volume 56, issue C, pages 202-222, DOI: 10.1016/j.jimonfin.2014.09.008.
• Boubakri, Salem & Guillaumin, Cyriac, 2015, "Regional integration of the East Asian stock markets: An empirical assessment," Journal of International Money and Finance, Elsevier, volume 57, issue C, pages 136-160, DOI: 10.1016/j.jimonfin.2015.07.011.
• Ghironi, Fabio & Lee, Jaewoo & Rebucci, Alessandro, 2015, "The valuation channel of external adjustment," Journal of International Money and Finance, Elsevier, volume 57, issue C, pages 86-114, DOI: 10.1016/j.jimonfin.2015.06.004.
• Bucciol, Alessandro & Zarri, Luca, 2015, "The shadow of the past: Financial risk taking and negative life events," Journal of Economic Psychology, Elsevier, volume 48, issue C, pages 1-16, DOI: 10.1016/j.joep.2015.02.006.
• Lepori, Gabriele M., 2015, "Investor mood and demand for stocks: Evidence from popular TV series finales," Journal of Economic Psychology, Elsevier, volume 48, issue C, pages 33-47, DOI: 10.1016/j.joep.2015.02.003.
• Merkle, Christoph & Egan, Daniel P. & Davies, Greg B., 2015, "Investor happiness," Journal of Economic Psychology, Elsevier, volume 49, issue C, pages 167-186, DOI: 10.1016/j.joep.2015.05.007.
• Lucarelli, Caterina & Uberti, Pierpaolo & Brighetti, Gianni & Maggi, Mario, 2015, "Risky choices and emotion-based learning," Journal of Economic Psychology, Elsevier, volume 49, issue C, pages 59-73, DOI: 10.1016/j.joep.2015.04.004.
• Iglesias, Emma M., 2015, "Value at Risk of the main stock market indexes in the European Union (2000–2012)," Journal of Policy Modeling, Elsevier, volume 37, issue 1, pages 1-13, DOI: 10.1016/j.jpolmod.2015.01.006.
• Ntantamis, Christos & Zhou, Jun, 2015, "Bull and bear markets in commodity prices and commodity stocks: Is there a relation?," Resources Policy, Elsevier, volume 43, issue C, pages 61-81, DOI: 10.1016/j.resourpol.2014.10.002.
• Sensoy, Ahmet & Hacihasanoglu, Erk & Nguyen, Duc Khuong, 2015, "Dynamic convergence of commodity futures: Not all types of commodities are alike," Resources Policy, Elsevier, volume 44, issue C, pages 150-160, DOI: 10.1016/j.resourpol.2015.03.001.
• Chateauneuf, A. & Lakhnati, G., 2015, "Increases in risk and demand for a risky asset," Mathematical Social Sciences, Elsevier, volume 75, issue C, pages 44-48, DOI: 10.1016/j.mathsocsci.2015.02.005.
• Campanale, Claudio & Fugazza, Carolina & Gomes, Francisco, 2015, "Life-cycle portfolio choice with liquid and illiquid financial assets," Journal of Monetary Economics, Elsevier, volume 71, issue C, pages 67-83, DOI: 10.1016/j.jmoneco.2014.11.008.
• Daugherty, Mary Schmid & Jithendranathan, Thadavillil, 2015, "A study of linkages between frontier markets and the U.S. equity markets using multivariate GARCH and transfer entropy," Journal of Multinational Financial Management, Elsevier, volume 32, issue , pages 95-115, DOI: 10.1016/j.mulfin.2015.10.003.
• Frino, Alex & Lepone, Grace & Wright, Danika, 2015, "Investor characteristics and the disposition effect," Pacific-Basin Finance Journal, Elsevier, volume 31, issue C, pages 1-12, DOI: 10.1016/j.pacfin.2014.10.009.
• Chen, Hung-Ling & Chow, Edward H. & Shiu, Cheng-Yi, 2015, "The informational role of individual investors in stock pricing: Evidence from large individual and small retail investors," Pacific-Basin Finance Journal, Elsevier, volume 31, issue C, pages 36-56, DOI: 10.1016/j.pacfin.2014.12.001.
• Yilmaz, Mustafa K. & Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk, 2015, "Cross-sectoral interactions in Islamic equity markets," Pacific-Basin Finance Journal, Elsevier, volume 32, issue C, pages 1-20, DOI: 10.1016/j.pacfin.2014.12.008.
• Chen, Chun-Da & Demirer, Riza & Jategaonkar, Shrikant P., 2015, "Risk and return in the Chinese stock market: Does equity return dispersion proxy risk?," Pacific-Basin Finance Journal, Elsevier, volume 33, issue C, pages 23-37, DOI: 10.1016/j.pacfin.2015.03.005.
• Mohammad, Nazeeruddin & Ashraf, Dawood, 2015, "The market timing ability and return performance of Islamic equities: An empirical study," Pacific-Basin Finance Journal, Elsevier, volume 34, issue C, pages 169-183, DOI: 10.1016/j.pacfin.2015.07.001.
• Ghazali, Mohd Fahmi & Lean, Hooi Hooi & Bahari, Zakaria, 2015, "Sharia compliant gold investment in Malaysia: Hedge or safe haven?," Pacific-Basin Finance Journal, Elsevier, volume 34, issue C, pages 192-204, DOI: 10.1016/j.pacfin.2014.12.005.
• Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla Ismath & Masih, A. Mansur. M., 2015, "Combining momentum, value, and quality for the Islamic equity portfolio: Multi-style rotation strategies using augmented Black Litterman factor model," Pacific-Basin Finance Journal, Elsevier, volume 34, issue C, pages 205-232, DOI: 10.1016/j.pacfin.2014.12.006.
• Merdad, Hesham Jamil & Kabir Hassan, M. & Hippler, William J., 2015, "The Islamic risk factor in expected stock returns: an empirical study in Saudi Arabia," Pacific-Basin Finance Journal, Elsevier, volume 34, issue C, pages 293-314, DOI: 10.1016/j.pacfin.2015.04.001.
• Kim, Min-Su & Kim, Woojin & Lee, Dong Wook, 2015, "Stock return commonality within business groups: Fundamentals or sentiment?," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PA, pages 198-224, DOI: 10.1016/j.pacfin.2015.01.001.
• Koh, SzeKee & Durand, Robert B. & Limkriangkrai, Manapon, 2015, "The value of Saints and the price of Sin," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PA, pages 56-72, DOI: 10.1016/j.pacfin.2014.10.003.
• Hurst, Gareth & Docherty, Paul, 2015, "Trend salience, investor behaviours and momentum profitability," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PB, pages 471-484, DOI: 10.1016/j.pacfin.2015.08.001.
• Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2015, "Global risk exposures and industry diversification with Shariah-compliant equity sectors," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PB, pages 499-520, DOI: 10.1016/j.pacfin.2015.09.002.
• Humphrey, Jacquelyn E. & Benson, Karen L. & Low, Rand K.Y. & Lee, Wei-Lun, 2015, "Is diversification always optimal?," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PB, pages 521-532, DOI: 10.1016/j.pacfin.2015.09.003.
• Wang, Hao & Yue, Mengqi & Zhao, Hua, 2015, "Cojumps in China's spot and stock index futures markets," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PB, pages 541-557, DOI: 10.1016/j.pacfin.2015.10.002.
• Gambaro, Marco & Puglisi, Riccardo, 2015, "What do ads buy? Daily coverage of listed companies on the Italian press," European Journal of Political Economy, Elsevier, volume 39, issue C, pages 41-57, DOI: 10.1016/j.ejpoleco.2015.03.008.
• Magni, Carlo Alberto, 2015, "Aggregate Return On Investment for investments under uncertainty," International Journal of Production Economics, Elsevier, volume 165, issue C, pages 29-37, DOI: 10.1016/j.ijpe.2015.03.010.
• Stucchi, Patrizia, 2015, "A unified approach to portfolio selection in a tracking error framework with additional constraints on risk," The Quarterly Review of Economics and Finance, Elsevier, volume 56, issue C, pages 165-174, DOI: 10.1016/j.qref.2014.09.008.
• Shen, Chung-Hua & Lin, Chih-Yung, 2015, "Betting on presidential elections: Should we buy stocks connected with the winning party?," The Quarterly Review of Economics and Finance, Elsevier, volume 56, issue C, pages 98-109, DOI: 10.1016/j.qref.2014.09.007.
• Guven, Cahit & Hoxha, Indrit, 2015, "Rain or shine: Happiness and risk-taking," The Quarterly Review of Economics and Finance, Elsevier, volume 57, issue C, pages 1-10, DOI: 10.1016/j.qref.2014.10.004.
• Rahman, M. Arifur & Chowdhury, Shah Saeed Hassan & Shibley Sadique, M., 2015, "Herding where retail investors dominate trading: The case of Saudi Arabia," The Quarterly Review of Economics and Finance, Elsevier, volume 57, issue C, pages 46-60, DOI: 10.1016/j.qref.2015.01.002.
• Lee, Huai-I & Hsieh, Tsung-Yu & Kuo, Wen-Hsiu & Hsu, Hsinan, 2015, "Can a path-dependent strategy outperform a path-independent strategy?," The Quarterly Review of Economics and Finance, Elsevier, volume 58, issue C, pages 119-127, DOI: 10.1016/j.qref.2015.01.004.
• Zheng, Yao, 2015, "The linkage between aggregate investor sentiment and metal futures returns: A nonlinear approach," The Quarterly Review of Economics and Finance, Elsevier, volume 58, issue C, pages 128-142, DOI: 10.1016/j.qref.2015.02.008.
• Ding, Haoyuan & Zheng, Huanhuan & Zhu, Chenqi, 2015, "Equity funds in emerging Asia: Does size matter?," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 149-165, DOI: 10.1016/j.iref.2014.09.012.
• Lee, Bong Soo & Paek, Miyoun & Ha, Yeonjeong & Ko, Kwangsoo, 2015, "The dynamics of market volatility, market return, and equity fund flow: International evidence," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 214-227, DOI: 10.1016/j.iref.2014.10.001.
• Matallín-Sáez, Juan Carlos, 2015, "A note on market timing: Interim trading and the performance of holdings-based and return-based measures," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 90-99, DOI: 10.1016/j.iref.2014.09.004.
• Yang, Zhaojun & Zhang, Chunhong, 2015, "Two new equity default swaps with idiosyncratic risk," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 254-273, DOI: 10.1016/j.iref.2014.11.027.
• Chang, Chih-Hsiang & Lin, Shih-Jia, 2015, "The effects of national culture and behavioral pitfalls on investors' decision-making: Herding behavior in international stock markets," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 380-392, DOI: 10.1016/j.iref.2014.12.010.