Research classified by Journal of Economic Literature (JEL) codes

2016

• Andreas Fagereng & Luigi Guiso & Davide Malacrino & Luigi Pistaferri, 2016, "Heterogeneity and Persistence in Returns to Wealth," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1615, revised Nov 2016.
• Tiago Santos Telles & Alex Willhans Antonio Palludeto & Bastiaan Philip Reydon, 2016, "Evolução dos preços no mercado brasileiro de terras (1994-2010): uma análise à luz da teoria pós-keynesiana," Brazilian Journal of Political Economy, FGV EAESP, volume 36, issue 1, pages 109-129, March, DOI: 10.1590/0101-31572016v36n01a07.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016, "Applying exogenous variables and regime switching to multi-factor models on equity indices," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, volume 47, DOI: 10.17451/eko/47/2016/210.
• Lin Mi & Karen Benson & Robert Faff, 2016, "Further evidence on idiosyncratic risk and REIT pricing: a cross-country analysis," Accounting Research Journal, Emerald Group Publishing Limited, volume 29, issue 1, pages 34-58, May, DOI: 10.1108/ARJ-07-2013-0048.
• Oktay Tas & Kaya Tokmakcioglu & Umut Ugurlu & Murat Isiker, 2016, "Comparison of ethical and conventional portfolios with second-order stochastic dominance efficiency test," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 9, issue 4, pages 492-511, November, DOI: 10.1108/IMEFM-11-2015-0133.
• Dimitrios Kourtidis & Željko Šević & Prodromos Chatzoglou, 2016, "Mood and stock returns: evidence from Greece," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 2, pages 242-258, May, DOI: 10.1108/JES-09-2014-0158.
• Aasif Shah & Malabika Deo & Wayne King, 2016, "What econo-physics can tell us about Korean equity market co-movements?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 4, pages 549-573, September, DOI: 10.1108/JES-04-2015-0058.
• Axel Buchner, 2016, "Portfolio dynamics under illiquidity," Journal of Risk Finance, Emerald Group Publishing Limited, volume 17, issue 4, pages 405-427, August, DOI: 10.1108/JRF-01-2016-0002.
• Christian Fieberg & Thorsten Poddig & Armin Varmaz, 2016, "An investor’s perspective on risk-models and characteristic-models," Journal of Risk Finance, Emerald Group Publishing Limited, volume 17, issue 3, pages 262-276, May, DOI: 10.1108/JRF-02-2016-0026.
• Hunter Matthew Holzhauer & Xing Lu & Robert McLeod & Jun Wang, 2016, "RiskTRACK: the five-factor model for measuring risk tolerance," Journal of Risk Finance, Emerald Group Publishing Limited, volume 17, issue 4, pages 428-445, August, DOI: 10.1108/JRF-04-2016-0054.
• Theo Berger & Christian Fieberg, 2016, "On portfolio optimization," Journal of Risk Finance, Emerald Group Publishing Limited, volume 17, issue 3, pages 295-309, May, DOI: 10.1108/JRF-09-2015-0094.
• Vikash Ramiah & Thomas Morris & Imad Moosa & Michael Gangemi & Louise Puican, 2016, "The effects of announcement of green policies on equity portfolios," Managerial Auditing Journal, Emerald Group Publishing Limited, volume 31, issue 2, pages 138-155, February, DOI: 10.1108/MAJ-08-2014-1065.
• Martin Lally, 2016, "Optimal exit dates for members of the GSF," Pacific Accounting Review, Emerald Group Publishing Limited, volume 28, issue 2, pages 201-218, April, DOI: 10.1108/PAR-07-2015-0028.
• Bart Frijns & Alireza Tourani-Rad, 2016, "The long-run performance of the New Zealand stock markets: 1899-2013," Pacific Accounting Review, Emerald Group Publishing Limited, volume 28, issue 1, pages 59-70, February, DOI: 10.1108/PAR-11-2014-0039.
• Philip Blonski & Simon Christian Blonski, 2016, "Are individual investors dumb noise traders," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 8, issue 1, pages 45-69, February, DOI: 10.1108/QRFM-02-2015-0009.
• Carlo Massironi & Giusy Chesini, 2016, "Kenneth Fisher’s heuristics," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 8, issue 2, pages 130-148, May, DOI: 10.1108/QRFM-07-2015-0026.
• Albert Rapp, 2016, "Private investor extrapolation bias – evidence through qualitative content analysis (QCA)," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 8, issue 2, pages 149-167, May, DOI: 10.1108/QRFM-08-2015-0033.
• Muhammad Zubair Tauni & Hong Xing Fang & Amjad Iqbal, 2016, "Information sources and trading behavior: does investor personality matter?," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 8, issue 2, pages 94-117, May, DOI: 10.1108/QRFM-08-2015-0031.
• Kunlapath Sukcharoen & David J. Leatham, 2016, "Dependence and extreme correlation among US industry sectors," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 1, pages 26-49, March, DOI: 10.1108/SEF-01-2015-0021.
• Bin Liu & Amalia Di Iorio, 2016, "Does idiosyncratic volatility predict future growth of the Australian economy?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 1, pages 69-90, March, DOI: 10.1108/SEF-08-2014-0160.
• Javier Rodríguez & Herminio Romero, 2016, "Assessing foreign funds geographical focus timing skill," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 2, pages 209-221, June, DOI: 10.1108/SEF-11-2013-0168.
• Owen Williams, 2016, "Foreign currency exposure within country exchange traded funds," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 2, pages 222-243, June, DOI: 10.1108/SEF-10-2014-0196.
• Gideon Becker & Thomas Dimpfl, 2016, "Labor income risk and households’ risky asset holdings," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 2, pages 262-280, June, DOI: 10.1108/SEF-09-2014-0168.
• Adam Zaremba, 2016, "Quality investing and the cross-section of country returns," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 2, pages 281-301, June, DOI: 10.1108/SEF-06-2014-0119.
• Guo, X. & McAleer, M.J. & Wong, W.-K. & Zhu, L., 2016, "A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-01, Jan.
• Chen, J. & Kobayashi, M. & McAleer, M.J., 2016, "Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-16, Feb.
• Bai, Z. & Li, H. & McAleer, M.J. & Wong, W.-K., 2016, "Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-20, Apr.
• Arturo Lorenzo Valdés & Leticia Armenta Fraire & Rocío Durán Vázquez, 2016, "A copula-TGARCH approach of conditional dependence between oil price and stock market index: the case of Mexico," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 31, issue 1, pages 47-63.
• Gabriel Chan & Laura Diaz Anadon, 2016, "Improving Decision Making for Public R&D Investment in Energy: Utilizing Expert Elicitation in Parametric Models," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1631, Dec.
• P.N. (Raja) Junankar, 2016, "On Measuring Uncertainty: Snakes and Ladders," Working Papers, eSocialSciences, number id:11420, Oct.
• Byrne, JP & Cao, S & Korobilis, D, 2016, "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 18195, Aug.
• Raúl De Jesús Gutiérrez., 2016, "Estrategias dinámicas de cobertura cruzada eficiente para el mercado del petróleo mexicano: Evidencia de dos modelos GARCH multivariados con término de corrección de error," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 44, issue 1, pages 115-146, Enero-Jun, DOI: 10.24275/ETYPUAM/NE/442016/DeJesus.
• Aleksandr Alekseev & Mikhail Sokolov, 2016, "Portfolio Return Relative to a Benchmark," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2016/04, Jul.
• Emmanuel I. MICHAEL & Joseph Michael ESSIEN & Uduak B. UBOM, 2016, "Bank Portfolio Structure and Economic Absorption Theory of Economic Development: A Theoretical Proposition," Expert Journal of Finance, Sprint Investify, volume 4, issue 1, pages 44-51.
• Uduak B. UBOM & Emmanuel I. MICHAEL & Joseph Michael ESSIEN, 2016, "Bank Portfolio Structure and Economic Absorption Theory of Economic Development: A Theoretical Proposition," Expert Journal of Finance, Sprint Investify, volume 4, issue , pages 44-51.
• Dogus EMIN, 2016, "Stock Market Co-Movement at the Disaggregated Level: Individual Stock Integration," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 2, pages 96-112, April.
• Ali Shehadeh & Peter Erdos & Youwei Li & Michael Moore, 2016, "US Dollar Carry Trades in the Era of "Cheap Money"," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 5, pages 374-404, October.
• Francis Larson & John List & Robert Metcalfe, 2016, "Can Myopic Loss Aversion Explain the Equity Premium Puzzle? Evidence from a Natural Field Experiment with Professional Traders," Natural Field Experiments, The Field Experiments Website, number 00534.
• Santosh Anagol & Vimal Balasubramaniam & Tarun Ramadorai, 2016, "Endowment Effects in the Field: Evidence from India's IPO Lotteries," Natural Field Experiments, The Field Experiments Website, number 00551.
• Jiaping Qiu, 2016, "Precautionary Saving and Health Insurance: A Portfolio Choice Perspective," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 11, issue 2, pages 232-264, June.
• Kaiji Chen & Jue Ren & Tao Zha, 2016, "What we learn from China's rising shadow banking: exploring the nexus of monetary tightening and banks' role in entrusted lending," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2016-1, Jan.
• Anat Bracha, 2016, "Investment decisions and negative interest rates," Working Papers, Federal Reserve Bank of Boston, number 16-23, Nov.
• O. Emre Ergungor, 2016, "Where the Wild Things Are: Measuring Systemic Risk through Investor Sentiment," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1608, Feb.
• Rawley Heimer, 2016, "Peer Pressure: Social Interaction and the Disposition Effect," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1618, Jul.
• Roberto Pinheiro, 2016, "Venture Capital and Underpricing: Capacity Constraints and Early Sales," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1624, Nov.
• Margherita Giuzio & Sandra Paterlini, 2016, "Undiversifying during Crises: Is It a Good Idea?," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1628, Dec.
• Ricardo T. Fernholz & Christoffer Koch, 2016, "The rank effect for commodities," Working Papers, Federal Reserve Bank of Dallas, number 1607, Aug, DOI: 10.24149/wp1607.
• Jens H. E. Christensen & Signe Krogstrup, 2016, "A Portfolio Model of Quantitative Easing," Working Paper Series, Federal Reserve Bank of San Francisco, number 2016-12, Jul, DOI: 10.24148/wp2016-12.
• Tarek A. Hassan & Thomas M. Mertens & Tony Zhang, 2020, "A Risk-based Theory of Exchange Rate Stabilization," Working Paper Series, Federal Reserve Bank of San Francisco, number 2016-15, May, DOI: 10.24148/wp2016-15.
• Frederick T. Furlong & David Lang & Yelena Takhtamanova, 2019, "Mortgage Choice: Interactive Effects of House Price Appreciation and Mortgage Pricing Components," Working Paper Series, Federal Reserve Bank of San Francisco, number 2016-28, Mar, DOI: 10.24148/wp2016-28.
• Mathias S. Kruttli, 2016, "From Which Consumption-Based Asset Pricing Models Can Investors Profit? Evidence from Model-Based Priors," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-027, Mar, DOI: 10.17016/FEDS.2016.027r1.
• Nathan Foley-Fisher & Borghan N. Narajabad & Stéphane Verani, 2016, "Securities Lending as Wholesale Funding : Evidence from the U.S. Life Insurance Industry," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-050, May, DOI: 10.17016/FEDS.2016.050.
• Filippo De Marco & Marco Macchiavelli, 2016, "The Political Origin of Home Bias: The Case of Europe," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-060, Jul, DOI: 10.17016/FEDS.2016.060.
• Dobrislav Dobrev & Travis D. Nesmith & Dong Hwan Oh, 2016, "Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-065, DOI: 10.17016/FEDS.2016.065r1.
• Alyssa G. Anderson & John Kandrac, 2016, "Monetary Policy Implementation and Private Repo Displacement : Evidence from the Overnight Reverse Repurchase Facility," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-096, Oct, DOI: 10.17016/FEDS.2016.096.
• Viktoria Baklanova & Cecilia R. Caglio & Frank M. Keane & Burt Porter, 2016, "A pilot survey of agent securities lending activity," Staff Reports, Federal Reserve Bank of New York, number 790, Aug.
• Luis Armona & Andreas Fuster & Basit Zafar, 2016, "Home price expectations and behavior: evidence from a randomized information experiment," Staff Reports, Federal Reserve Bank of New York, number 798, Oct.
• Olga V. Bogacheva & Oleg V. Smorodinov, 2016, "Green Bonds as a Key Instrument for Financing Green Projects," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 70-81, April.
• Roman S. Gubanov & Larisa V. Zhuravleva & Olga V. Korableva, 2016, "Patent as a Form of Intangible Assets and its Use in the Implementation of the Program of Innovative Development," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 88-99, April.
• Alexander E. Abramov & Alexander D. Radygin & Maria I. Chernova, 2016, "Equity vs. Bonds for Long-term Investors," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 26-44, June.
• Victor À. Gorelik & Tatiana V. Zolotova, 2016, "Formation of an Optimum Portfolio of Russian Companies with Probabilistic Risk Function," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 45-54, June.
• Mircea Bahna & Cosmin-Octavian Cepoi, 2016, "Optimizarea selecției și gestiunii portofoliului folosind momentele de ordin," Journal of Financial Studies, Institute of Financial Studies, volume 1, issue 1, pages 40-50, June.
• Adam Marszk & Ewa Lechman & Harleen Kaur, 2016, "Financial Markets Diffusion Patterns. The Case Of Mexican Investment Funds," GUT FME Working Paper Series A, Faculty of Management and Economics, Gdansk University of Technology, number 34, Jun.
• Maria V. Sokolova, 2016, "Better More Than One: Portfolio Currency Pricing and Exchange Rate Hedging," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 03-2016, May.
• José Soares da Fonseca, 2016, "International portfolio selection on European stock markets based on time-varying betas," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2016-12, Jul.
• Rui Pedro Brito & Hélder Sebastião & Pedro Godinho, 2016, "Portfolio Choice with High Frequency Data: CRRA Preferences and the Liquidity Effect," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2016-13, Sep.
• Marcela Ibanez & Juanita Vasquez, 2016, "Can we fight drugs using communication campaigns? A framed field experiment," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 199, Feb.
• Augustine Conteh & Benjamin Liu & Eduardo Roca, 2016, "Yes, social housing in Australia desperately needs financial innovation!," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201605, May.
• Rania Hentati & Jean-Luc Prigent, 2016, "Optimal positioning in financial derivatives under mixture distributions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01299840, Jan, DOI: 10.1016/j.econmod.2015.02.021.
• Stefano Bosi & Pascal Fontaine & Cuong Le Van, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01302524, Jul, DOI: 10.1016/j.mathsocsci.2016.04.002.
• Gunther Capelle-Blancard & Patricia Crifo & Marc-Arthur Diaye & Rim Oueghlissi & Bert Scholtens, 2016, "Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01401718, Nov.
• Meglena Jeleva & Jean-Marc Tallon, 2016, "Ambiguïté, comportements et marchés financiers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01410661, Mar, DOI: 10.7202/1039881ar.
• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01391013, Apr.
• Rania Hentati & Jean-Luc Prigent, 2016, "Optimal positioning in financial derivatives under mixture distributions," Post-Print, HAL, number hal-01299840, Jan, DOI: 10.1016/j.econmod.2015.02.021.
• Stefano Bosi & Pascal Fontaine & Cuong Le Van, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Post-Print, HAL, number hal-01302524, Jul, DOI: 10.1016/j.mathsocsci.2016.04.002.
• François Legendre & Djibril Togola, 2016, "Explicit solutions to dynamic portfolio choice problems: A continuous-time detour," Post-Print, HAL, number hal-01342195, May, DOI: 10.1016/j.econmod.2016.03.029.
• Meglena Jeleva & Jean-Marc Tallon, 2016, "Ambiguïté, comportements et marchés financiers," Post-Print, HAL, number hal-01410661, Mar, DOI: 10.7202/1039881ar.
• Sofiane Aboura & Eser Arisoy, 2016, "Does Aggregate Uncertainty Explain Size and Value Anomalies?," Post-Print, HAL, number hal-01488305, DOI: 10.1080/00036846.2016.1257107.
• Serge Darolles & Christian Francq & Gaëlle Le Fol & Jean-Michel Zakoïan, 2016, "Intrinsic Liquidity in Conditional Volatility Models," Post-Print, HAL, number hal-01500747, DOI: 10.15609/annaeconstat2009.123-124.0.
• Elie I. Bouri & David Roubaud, 2016, "Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?," Post-Print, HAL, number hal-02009130, DOI: 10.1017/jwe.2015.10.
• Joscha Beckmann & Theo Berger & Robert Czudaj & Thi-Hong-Van Hoang, 2016, "Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification," Post-Print, HAL, number hal-02053864, Jun, DOI: 10.1007/s00181-017-1381-8.
• Diego Useche & Philippe Gorry, 2016, "Orphan Drug Designations as valuable Intangible assets for IPO Investors in Pharma-Biotech Companies," Post-Print, HAL, number hal-02195744, Jun.
• Marie Brière & Kim Oosterlinck & Ariane Szafarz & Valérie Mignon, 2016, "Towards Greater Diversification in Central Bank Reserves," Post-Print, HAL, number hal-02315436, DOI: 10.1057/jam.2016.14.
• Abdelbari El Khamlichi & Thi Hong Van Hoang & Wing‐keung Wong, 2016, "Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis," Post-Print, HAL, number hal-02964594, Jul.
• Abdelbari El Khamlichi & Thi Hong Van Hoang & Wing‐keung Wong, 2016, "Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis," Post-Print, HAL, number hal-02965765, Jun.
• Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2016, "When bonds matter: Home bias in goods and assets," Post-Print, HAL, number hal-03392947, DOI: 10.1016/j.jmoneco.2016.07.005.
• Antoine Bouet & Anne-Gael Vaubourg, 2016, "Financial constraints and international trade with endogenous mode of competition," Post-Print, HAL, number hal-03428485, DOI: 10.1016/j.jbankfin.2016.03.007.
• Eric Le Fur & Hachmi Ben Ameur & Benoit Faye, 2016, "Time-Varying Risk Premiums in the Framework of Wine Investment," Post-Print, HAL, number hal-03930353, Nov, DOI: 10.1017/jwe.2016.15.
• Claudiu Tiberiu Albulescu & Daniel Goyeau & Aviral Kumar Tiwaric, 2016, "Co-movements and contagion between international stock index futures markets," Post-Print, HAL, number halshs-01388618, DOI: 10.1007/s00181-016-1113-5.
• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Post-Print, HAL, number halshs-01391013, Apr.
• Stefano Bosi & Pascal Fontaine & Cuong Le Van, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01302524, Jul, DOI: 10.1016/j.mathsocsci.2016.04.002.
• Meglena Jeleva & Jean-Marc Tallon, 2016, "Ambiguïté, comportements et marchés financiers," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01410661, Mar, DOI: 10.7202/1039881ar.
• Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2016, "When bonds matter: Home bias in goods and assets," Sciences Po Economics Publications (main), HAL, number hal-03392947, DOI: 10.1016/j.jmoneco.2016.07.005.
• Albert Menkveld & Marius Andrei Zoican, 2016, "Need for Speed? Exchange Latency and Liquidity," Working Papers, HAL, number hal-01253615, Jan.
• Gunther Capelle-Blancard & Patricia Crifo & Marc-Arthur Diaye & Rim Oueghlissi & Bert Scholtens, 2016, "Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries," Working Papers, HAL, number hal-01401718, Nov.
• Lauren Stagnol, 2016, "The Risk Parity Principle applied on a Corporate Bond Index using Duration Times Spread," Working Papers, HAL, number hal-04141582.
• Jean-Yves Gnabo & Malik Kerkour & Christelle Lecourt & Hélène Raymond, 2016, "Understanding the Decision Making Process of Sovereign Wealth Funds: The Case of Temasek," Working Papers, HAL, number hal-04141594.
• Jamal Bouoiyour & Refk Selmi, 2016, "The responses of BRICS Equities to China's Slowdown: A Multi-Scale Causality Analysis," Working papers of CATT, HAL, number hal-01880323, May.
• Eichler, Stefan & Plaga, Timo, 2016, "The Political Determinants of Government Bond Holdings," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-573, Mar.
• James Staveley-O'Carroll & Olena M. Staveley-O'Carroll, 2016, "Impact of Pension System Structure on International Financial Capital Allocation," Working Papers, College of the Holy Cross, Department of Economics, number 1601, Jan.
• Feng, Xunan & Johansson, Anders C., 2016, "Judging a Book by Its Cover: Analysts and Attention-Driven Price Patterns in China’s IPO Market," Stockholm School of Economics Asia Working Paper Series, Stockholm School of Economics, Stockholm China Economic Research Institute, number 2016-39, Dec.
• Feng, Xunan & Johansson, Anders C., 2016, "Living through the Great Chinese Famine: Early-Life Experiences and Managerial Decisions," Stockholm School of Economics Asia Working Paper Series, Stockholm School of Economics, Stockholm China Economic Research Institute, number 2016-41, Nov.
• Kucheev, Yury O. & Sorensson, Tomas, 2016, "The origin of outperformance for stock recommendations by sell-side analysts," INDEK Working Paper Series, Royal Institute of Technology, Department of Industrial Economics and Management, number 2016/13, Apr.
• Zuijderduijn, Jaco, 2016, "The Ages of Women and Men : Life Cycles, Family and Investment in the Fifteenth-Century Low Countries," Lund Papers in Economic History, Lund University, Department of Economic History, number 150, Dec.
• Druedahl, Jeppe & Martinello, Alessandro, 2016, "Long-Run Saving Dynamics: Evidence from Unexpected Inheritances," Working Papers, Lund University, Department of Economics, number 2016:7, Apr, revised 08 May 2018.
• Nielsen, Caren Yinxia, 2016, "Banks' Credit-Portfolio Choices and Risk-Based Capital Regulation," Working Papers, Lund University, Department of Economics, number 2016:9, Jun.
• E. Black, Sandra & J. Devereux, Paul & Lundborg, Etter & Majlesi, Kaveh, 2016, "No. 2015/2 :Learning to Take Risks? The Effects of Education on Risk-Taking in Finacial Markets," Knut Wicksell Working Paper Series, Lund University, Knut Wicksell Centre for Financial Studies, number 2015/2, Mar.
• Sendstad, Lars Hegnes & Chronopoulos, Michail, 2016, "Sequential Investment in Emerging Technologies under Policy Uncertainty," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2016/10, Jun.
• Hultkrantz, Lars & Mantalos, Panagiotis, 2016, "Estimating “Gamma” for Tail-hedge Discount Rates When Project Returns Are Co-integrated with GDP," Working Papers, Örebro University, School of Business, number 2016:3, Sep.
• Hjort, Ingrid, 2016, "Potential Climate Risks in Financial Markets: A Literature Overview," Memorandum, Oslo University, Department of Economics, number 01/2016, Feb.
• Kristjánsson, Arnaldur Sölvi, 2016, "Optimal Taxation with Endogenous Return to Capital," Memorandum, Oslo University, Department of Economics, number 06/2016, Apr.
• Becker, Bo & Ivashina, Victoria, 2016, "Covenant-Light Contracts And Creditor Coordination," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 325, May.
• de Oliveira Souza, Thiago, 2016, "The size premium and intertemporal risk," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 3/2016, Jun.
• Liu, Yuna, 2016, "Trust and stock market correlation: a cross-country analysis," Umeå Economic Studies, Umeå University, Department of Economics, number 924, Mar.
• Liu, Yuna, 2016, "Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations," Umeå Economic Studies, Umeå University, Department of Economics, number 926, May.
• Alexander Chigodaev, 2016, "Recursive Method for Guaranteed Valuation of Options in Deterministic Game Theoretic Approach," HSE Working papers, National Research University Higher School of Economics, number WP BRP 53/FE/2016.
• Ono, Arito & Aoki, Kosuke & Nishioka, Shinichi & Shintani, Kohei & Yasui, Yosuke, 2018, "Long-term interest rates and bank loan supply: Evidence from firm-bank loan-level data," HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University, number 43, Feb.
• G. Andrew Karolyi & David T. Ng & Eswar S. PrasadAuthor-Workplace-Name: Cornell University, 2016, "The Coming Wave: Where Do Emerging Market Investors Put Their Money?," Working Papers, Hong Kong Institute for Monetary Research, number 042016, Mar.
• Xavier Aleksander Andonov & Xavier Yael V. Hochberg & Joshua D. Rauh, 2016, "Pension Fund Board Composition and Investment Performance: Evidence from Private Equity," Economics Working Papers, Hoover Institution, Stanford University, number 16104, Mar.
• Richard G. Anderson & Michael Bordo & John V. Duca, 2016, "Money and Velocity During Financial Crises: From the Great Depression to the Great Recession," Economics Working Papers, Hoover Institution, Stanford University, number 16111, May.
• Badarinza, Cristian & Campbell, John Y. & Ramadorai, Tarun, 2016, "International Comparative Household Finance," Scholarly Articles, Harvard University Department of Economics, number 27535132.
• Melis Ercan & Emrah Onder, 2016, "Determining the Importance Level of Accounting Information for Investors’ Decision Making," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, volume 6, issue 2, pages 136-152, February.
• Oleksandr Somchenkov, 2016, "Individual Investors in the Formation of the Resource Potential of the Stock Market of Ukraine," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 137-145, March.
• Jeffry Haber, 2016, "Spliced Correlation: Theory Development," Global Journal of Business Research, The Institute for Business and Finance Research, volume 10, issue 1, pages 65-69.
• Jo-Ting Wei & Iou-Ming Wang, 2016, "Environmental Disclosure, Investors’ Investment Decisions And Their Perceptions Of The Credibility Of Management," Global Journal of Business Research, The Institute for Business and Finance Research, volume 10, issue 4, pages 17-25.
• Maria Veronica Irine Herdjiono & Maemunah Soeharto & Fitri Ismiyanti & Made Narsa, 2016, "Investor’S Order Aggressiveness: An Experimental Study Of The Impact Of Regret," Review of Business and Finance Studies, The Institute for Business and Finance Research, volume 7, issue 2, pages 1-10.
• John Dairo Ramirez Aristizabal & Eduardo Alexander Duque Grisales, 2016, "Design Of A Investment Portfolio Using Non-Linear Programming: Case Of Colombia 2013-2014, Diseno De Un Portafolio De Inversion A Partir De Un Modelo De Programacion No Lineal: Caso Colombia 2013-2014," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 9, issue 2, pages 31-47.
• Philipp Kallerhoff, 2016, "Style Investing with Machine Learning," International Business Research, Canadian Center of Science and Education, volume 9, issue 12, pages 13-22, December.
• Perraudin, William & Powell, Andrew & Yang, Peng, 2016, "Multilateral Development Bank Ratings and Preferred Creditor Status," IDB Publications (Working Papers), Inter-American Development Bank, number 7686, Jul, DOI: http://dx.doi.org/10.18235/0011741.
• De la Torre, Oscar & Galeana, Evaristo & Aguilasocho, Dora, 2016, "The Use Of The Sustainable Investment Against The Broad Market One. A First Test In The Mexican Stock Market / El Uso De La Inversión Sustentable En Comparación De La Inversión Convencional. Una Primera Revisión Para El Mercado De Valores Mexicano," European Research on Management and Business Economics (ERMBE), Academia Europea de Dirección y Economía de la Empresa (AEDEM), volume 22, issue 3, pages 117-123.
• Sudharshan Reddy Paramati & Rakesh Gupta & Kishore Tandon, 2016, "Dynamic analysis of time-varying correlations and cointegration relationship between Australia and frontier equity markets," International Journal of Business and Emerging Markets, Inderscience Enterprises Ltd, volume 8, issue 2, pages 121-145.
• Iulia Monica Oehler-Sincai, 2016, "The EU-China bilateral investment treaty: objectives, actual stage of negotiations and possible risks," Revista de Economie Mondiala / The Journal of Global Economics, Institute for World Economy, Romanian Academy, volume 8, issue 3.
• Christian M. Hafner & Oliver Linton & Haihan Tang, 2016, "Estimation of a multiplicative covariance structure in the large dimensional case," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP52/16, Nov.
• Walter Beckert & Kate Collyer, 2016, "Choice in the presence of experts: the role of general practitioners in patients' hospital choice," IFS Working Papers, Institute for Fiscal Studies, number W16/21, Nov.
• Fortin, Ines & Hlouskova, Jaroslava & Tsigaris, Panagiotis, 2016, "The Consumption-Investment Decision of a Prospect Theory Household," Economics Series, Institute for Advanced Studies, number 322, Jun.
• Jens H. E. Christensen & Signe Krogstrup, 2016, "A Portfolio Model of Quantitative Easing," Working Paper Series, Peterson Institute for International Economics, number WP16-7, Apr.
• Richard Lu, 2016, "The Returns and Risk of Dynamic Investment Strategies: A Simulation Comparison," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 15, issue 1, pages 79-83, June.
• Muhammad Aftab & Ijaz Ur Rehman & Abolaji Daniel Anifowose, 2016, "Disposition Effect and Asset Pricing in an Emerging Stock Market," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 4, issue 6, pages 320-332, June.
• Arturo Lorenzo-Valdés, 2016, "Dependencia Condicional entre los Mercados Bursátiles de México y Estados Unidos," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 31, issue 1, pages 3-14, April.
• Daniel Lara & Fernando López & Andrés Morgado, 2016, "Fondos de Pensiones: ¿Existe un líder en rentabilidad?," ILADES-UAH Working Papers, Universidad Alberto Hurtado/School of Economics and Business, number inv315, Jul.
• Deniz Anginer & Mr. Eugenio M Cerutti & Maria Soledad Martinez Peria, 2016, "Foreign Bank Subsidiaries’ Default Risk during the Global Crisis: What Factors Help Insulate Affiliates from their Parents?," IMF Working Papers, International Monetary Fund, number 2016/109, Jun.
• Mauricio Cervantes & Miguel Ángel Montoya & L. Arturo Bernal Ponce, 2016, "Effect of the Business Cycle on Investment Strategies: Evidence from Mexico," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 11, issue 2, pages 39-49, Julio-Sep.
• Markku Kaustia & Samuli Knüpfer & Sami Torstila, 2016, "Stock Ownership and Political Behavior: Evidence from Demutualizations," Management Science, INFORMS, volume 62, issue 4, pages 945-963, April, DOI: 10.1287/mnsc.2014.2135.
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• Michael Kirchler & Florian Lindner & Utz Weitzel, 2016, "Rankings and Risk-Taking in the Finance Industry," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2016-02, Jan, revised Mar 2018.
• Jieshuang He, 2016, "Endogenous Bank Networks and Contagion," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2016-005, Nov.
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• Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2013, "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers, Department of Research, Ipag Business School, number 2013-20, Jan.
• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2013, "Equilibrium existence in the international asset and good markets," Working Papers, Department of Research, Ipag Business School, number 2013-3, Jan.
• Ahdi Noomen Ajmi & Shawkat Hammoudeh & Duc Khuong Nguyen & Soodabeh Sarafrazi, 2013, "How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests," Working Papers, Department of Research, Ipag Business School, number 2013-35, Jan.
• Sabri Boubaker & Dimitrios Gounopoulos & Duc Khuong Nguyen & Nikos Paltalidis, 2016, "Assessing the Effects of Unconventional Monetary Policy on Pension Funds Risk Incentives," Working Papers, Department of Research, Ipag Business School, number 2016-005, Jan.
• Mota-Aragón, Martha Beatriz & Mata-Mata, Leovardo, 2016, "Caracterización Paramétrica de los Rendimientos de los Precios del Petróleo 2010-2015," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 22, pages 63-74, primer se.
• Mota-Aragón, Martha Beatriz & Mata-Mata, Leovardo, 2016, "Elasticidad entre los precios internacionales del petróleo y el tipo de cambio peso-dólar de 2010 a 2015," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 44, pages 125-135, primer se.
• Mariya Gubareva & Maria Rosa Borges, 2016, "Interest Rate (In)sensitivity of Emerging Market Corporate Debt: Economic Analysis based on 2002-2015 Empirical Evidence," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2016/21, Oct.