Research classified by Journal of Economic Literature (JEL) codes

2016

• Mariya Gubareva & Maria Rosa Borges, 2016, "Governed by the Cycle: Direct and Inverted Interest-Rate Sensitivity of Emerging Market Corporate Debt," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2016/22, Oct.
• Jetter, Michael & Walker, Jay K., 2016, "Anchoring in Financial Decision-Making: Evidence from the Field," IZA Discussion Papers, IZA Network @ LISER, number 10151, Aug.
• Junankar, Pramod N. (Raja), 2016, "On Measuring Uncertainty: Snakes and Ladders," IZA Discussion Papers, IZA Network @ LISER, number 10244, Sep.
• Angelini, Viola & Bertoni, Marco & Stella, Luca & Weiss, Christoph T., 2016, "The Ant or the Grasshopper? The Long-term Consequences of Unilateral Divorce Laws on Savings of European Households," IZA Discussion Papers, IZA Network @ LISER, number 10363, Nov.
• Salamanca, Nicolás & de Grip, Andries & Fouarge, Didier & Montizaan, Raymond, 2016, "Locus of Control and Investment in Risky Assets," IZA Discussion Papers, IZA Network @ LISER, number 10407, Dec.
• Brown, Sarah & Gray, Daniel & Harris, Mark N. & Spencer, Christopher, 2016, "Portfolio Allocation, Income Uncertainty and Households' Flight from Risk," IZA Discussion Papers, IZA Network @ LISER, number 10408, Dec.
• Juan Carlos Matallín-Sáez & Amparo Soler-Domínguez & Emili Tortosa-Ausina, 2016, "Does socially responsible mutual fund performance vary over the business cycle? New insights on the role of ethical strategy focus and green industry idiosyncratic risk," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2016/03.
• Dehua Shen & Xiao Li & Andrea Teglio & Wei Zhang, 2016, "The impact of information-based familiarity on the stock market," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2016/08.
• Mária Bohdalová & Michal Greguš, 2016, "Estimating The Hedge Ratios," CBU International Conference Proceedings, ISE Research Institute, volume 4, issue 0, pages 229-234, September, DOI: 10.12955/cbup.v4.874.
• Bent Jesper Christensen & Rasmus T. Varneskov, 2016, "Dynamic Global Currency Hedging," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-03, Jan.
• Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg, 2016, "Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-10, Apr.
• Mikko S. Pakkanen & Jani Lukkarinen, 2016, "Arbitrage without borrowing or short selling?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-13, Apr.
• Hossein Asgharian & Charlotte Christiansen & Rangan Gupta & Ai Jun Hou, 2016, "Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-29, Oct.
• Valeriy ZHUK, 2016, "The Influence Of Institutional Changes On The Investment Attractiveness Of The Agricultural Sector Of Ukrainian Economy," Economy and Sociology, The Journal Economy and Sociology, issue 2, pages 18-23.
• Shabir Ahmad Hakim & Zarinah Hamid & Ahamed Kameel Mydin Meera, 2016, "Capital Asset Pricing Model and Pricing of Islamic Financial Instruments نموذج تسعير الأصول الرأسمالية وتسعير الأدوات المالية الإسلامية," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., volume 29, issue 1, pages 21-39, January, DOI: 10.4197/Islec.29-1.2.
• Serge Darolles & Gaëlle Le Fol & Christian Francq & Jean-Michel Zakoïan, 2016, "Intrinsic Liquidity in Conditional Volatility Models," Annals of Economics and Statistics, GENES, issue 123-124, pages 225-245, DOI: 10.15609/annaeconstat2009.123-124.0.
• Florian Schulz, 2016, "On the Timing and Pricing of Dividends: Comment," American Economic Review, American Economic Association, volume 106, issue 10, pages 3185-3223, October.
• Jules H. van Binsbergen & Ralph S. J. Koijen, 2016, "On the Timing and Pricing of Dividends: Reply," American Economic Review, American Economic Association, volume 106, issue 10, pages 3224-3237, October.
• Padmaja Ayyagari & Daifeng He, 2016, "Medicare Part D and Portfolio Choice," American Economic Review, American Economic Association, volume 106, issue 5, pages 339-342, May.
• Markus K. Brunnermeier & Yuliy Sannikov, 2016, "On the Optimal Inflation Rate," American Economic Review, American Economic Association, volume 106, issue 5, pages 484-489, May.
• Alex Imas, 2016, "The Realization Effect: Risk-Taking after Realized versus Paper Losses," American Economic Review, American Economic Association, volume 106, issue 8, pages 2086-2109, August.
• Rhys Bidder & Ian Dew-Becker, 2016, "Long-Run Risk Is the Worst-Case Scenario," American Economic Review, American Economic Association, volume 106, issue 9, pages 2494-2527, September.
• Lawrence Schmidt & Allan Timmermann & Russ Wermers, 2016, "Runs on Money Market Mutual Funds," American Economic Review, American Economic Association, volume 106, issue 9, pages 2625-2657, September.
• Thomas Hintermaier & Winfried Koeniger, 2016, "Debt Portfolios and Homestead Exemptions," American Economic Journal: Macroeconomics, American Economic Association, volume 8, issue 4, pages 103-141, October.
• Ohad Kadan & Fang Liu & Suying Liu, 2016, "Generalized Systematic Risk," American Economic Journal: Microeconomics, American Economic Association, volume 8, issue 2, pages 86-127, May.
• Jiang, Jingze & Marsh, Thomas L., 2016, "Volatility Spillover Effects and Cross Hedging in the U.S. Oil Market and the Energy Pipeline Sector Index," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235066, Jul, DOI: 10.22004/ag.econ.235066.
• Luo, Rui & Fortenbery, T. Randall, 2016, "Corporate Hedging In Incomplete Markets: A Solution Under Price Transmission," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235444, DOI: 10.22004/ag.econ.235444.
• Bargain, Olivier & Cardebat, Jean-Marie & Vignolles, Alexandra, 2016, "Crowdfunding in Wine," Working Papers, American Association of Wine Economists, number 234638, Apr, DOI: 10.22004/ag.econ.234638.
• Fei, Chengcheng & Gao, Chen & Hardin, Erin M. & Dharmasena, Senarath, 2016, "Application of Demand Analysis Framework to Understand the Price and Volume Movements of Exchange Traded Funds (ETFs)," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas, Southern Agricultural Economics Association, number 229798, DOI: 10.22004/ag.econ.229798.
• Siddiqi, Hammad, 2016, "Anchoring and Adjustment Heuristic: A Unified Explanation for Asset-Return Puzzles," Risk and Sustainable Management Group Working Papers, University of Queensland, School of Economics, number 229607, Jan, DOI: 10.22004/ag.econ.229607.
• İbrahim YAĞLI, 2016, "Uluslararasi Portföy Çeşi̇tlendi̇rmesi̇ Kapsaminda Abd İle Brics Ve Türki̇ye Hi̇sse Senedi̇ Pi̇yasalari Arasindaki̇ Eşbütünleşme İli̇şki̇si̇ni̇n Anali̇zi̇," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 1, issue 1-2, pages 13-22.
• Dariusz Urban, 2016, "The Investment Attractiveness of Companies Listed on the Warsaw Stock Exchange to Sovereign Wealth Funds," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 66, issue 2, pages 333-350, June.
• Jakub Keller & Radoslaw Pastusiak, 2016, "The Psychology of Investing: Stock Market Recommendations and Their Impact on Investors’ Decisions (The Example of the Polish Stock Market)," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 66, issue 3, pages 419-437, September.
• Dewan Mostafizur Rahman, 2016, "Investor Sentiment, Executive Compensation, and Investment – Some International Evidence: A Pitch," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 15, issue 2, pages 428-433, June.
• Ralph Sonenshine, 2016, "Effect of Utility Deregulation and Mergers on Consumer Welfare," Working Papers, American University, Department of Economics, number 2016-08, DOI: 10.17606/z6qa-0089.
• S.P. Kothari & Eric So & Rodrigo Verdi, 2016, "Analysts’ Forecasts and Asset Pricing: A Survey," Annual Review of Financial Economics, Annual Reviews, volume 8, issue 1, pages 197-219, October.
• Wing Fung Chong & Ying Hu & Gechun Liang & Thaleia Zariphopoulou, 2016, "An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior," Papers, arXiv.org, number 1607.02289, Jul, revised Apr 2017.
• Ricardo T. Fernholz & Christoffer Koch, 2016, "The Rank Effect for Commodities," Papers, arXiv.org, number 1607.07510, Jul.
• Gregor Kastner, 2016, "Sparse Bayesian time-varying covariance estimation in many dimensions," Papers, arXiv.org, number 1608.08468, Aug, revised Nov 2017.
• Tim Leung & Jamie Kang, 2016, "Asynchronous ADRs: Overnight vs Intraday Returns and Trading Strategies," Papers, arXiv.org, number 1611.03110, Oct.
• Laurie Davies & Walter Kramer, 2016, "Stylized Facts and Simulating Long Range Financial Data," Papers, arXiv.org, number 1612.05229, Dec.
• Ulrike Malmendier & Demian Pouzo & Victoria Vanasco, 2016, "Investor Experiences and Financial Market Dynamics," Papers, arXiv.org, number 1612.09553, Dec, revised Feb 2019.
• Branka Marasovic, 2016, "Portfolio Rebalancing Model With Transaction Costs And Lower Semi-Absolute Deviation Risk Measure," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 25, issue 2, pages 515-534, december.
• Christian M. Hafner & Oliver Linton & Haihan Tang, 2016, "Estimation of a multiplicative covariance structure in the large dimensional case," CeMMAP working papers, Institute for Fiscal Studies, number 52/16, Nov, DOI: 10.1920/wp.cem.2016.5216.
• Vitaliy Semenyuk, 2016, "Pragmatics Of Using A Modified Capm Model For Estimating Cost Of Equity On Emerging Markets," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 2, issue 2, DOI: 10.30525/2256-0742/2016-2-2-135-142.
• Valentyn Khokhlov, 2016, "Perold-Sharpe Rebalancing Strategies In Practice," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 2, issue 3, DOI: 10.30525/2256-0742/2016-2-3-127-133.
• Valentyn Khokhlov, 2016, "Alpha-Beta Separation Portfolio Strategies For Islamic Finance," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 2, issue 4, DOI: 10.30525/2256-0742/2016-2-4-90-96.
• Francesco Gangi & Ida Camminatiello & Nicola Varrone, 2016, "Analysis of Private Socially Responsible Investment: The Impact of Personal Concern with Corporate Social Responsibility," Review of Economics & Finance, Better Advances Press, Canada, volume 6, pages 47-62, November.
• Tonci Svilokos, 2016, "Heuristic approach for determining efficient frontier portfolios with more than two assets, the case of ZSE," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 99-115,116-.
• Simona Cociuba & Malik Shukayev & Alexander Ueberfeldt, 2016, "Managing Risk Taking with Interest Rate Policy and Macroprudential Regulations," Staff Working Papers, Bank of Canada, number 16-47, DOI: 10.34989/swp-2017-47.
• Christian Friedrich & Pierre Guérin, 2016, "The Dynamics of Capital Flow Episodes," Staff Working Papers, Bank of Canada, number 16-9, DOI: 10.34989/swp-2017-9.
• João Barata Ribeiro Blanco Barroso, 2016, "Quantitative Easing and United States Investor Portfolio Rebalancing Towards Foreign Assets," Working Papers Series, Central Bank of Brazil, Research Department, number 420, Mar.
• Rodrigo Pérez Artica & Lisana Martinez & Leandro Brufman, 2016, "A Study of Excess Savings at the Firm Level in Developed Countries. Three Hypotheses about its Causes," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 74, pages 57-104, December.
• Fructuoso Borrallo & Ignacio Hernando & Javier Vallés, 2016, "The effects of us unconventional monetary policies in Latin America," Working Papers, Banco de España, number 1606, Mar.
• Omar Rachedi, 2016, "Portfolio rebalancing and asset pricing with heterogeneous inattention," Working Papers, Banco de España, number 1633, Dec.
• Massimo Coletta & Raffaele Santioni, 2016, "Bank bonds in Italian households� portfolios," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 359, Oct.
• Francesco Potente & Antonio Scalia, 2016, "Market timing and performance attribution in the ECB reserve management framework," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1062, Apr.
• Laura Andrade-Pardo & Oscar Valencia-Arana & Diego Vásquez-Escobar & Mauricio Villamizar-Villegas, 2016, "Uncovering the Portfolio Balance Channel with the use of Sovereign Credit Ratings," Borradores de Economia, Banco de la Republica de Colombia, number 941, May, DOI: 10.32468/be.941.
• Jimmy Melo, 2016, "Precios de los activos bajo ambigüedad estructural: portafolios cautelosos, prudenciales y conservadores," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 34, issue 80, pages 91-102, June, DOI: 10.1016/j.espe.2016.02.003.
• Laura Andrade-Pardo & Oscar Valencia-Arana & Diego Vásquez-Escobar & Mauricio Villamizar-Villegas, 2016, "Uncovering the portfolio balance channel with the use of sovereign credit ratings," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 34, issue 81, pages 191-205, December, DOI: 10.1016/j.espe.2016.08.003.
• Bachellerie, A. & Charavel, C. & Pfister, C., 2016, "La destination finale des placements financiers des ménages avant et pendant la crise," Bulletin de la Banque de France, Banque de France, issue 205, pages 55-61.
• Hodeau, A., 2016, "Structure et évolution des portefeuilles-titres des personnes physiques : des comportements qui diffèrent selon l’âge, la catégorie socio-professionnelle et le montant des portefeuilles," Bulletin de la Banque de France, Banque de France, issue 207, pages 57-69.
• Francesco Cerigioni, 2016, "Dual Decision Processes and Noise Trading," Working Papers, Barcelona School of Economics, number 925, Sep.
• Kristjan Liivamagi, 2016, "Investor education and trading activity on the stock market," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 16, issue 2, pages 114-131.
• Radoslaw Kurach & Daniel Papla, 2016, "Should pension funds hedge currency risk? The case of Poland," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 16, issue 2, pages 81-94.
• Marlene Amstad & Eli M Remolona & Jimmy Shek, 2016, "How do global investors differentiate between sovereign risks? The new normal versus the old," BIS Working Papers, Bank for International Settlements, number 541, Jan.
• Iñaki Aldasoro & Domenico Delli Gatti & Ester Faia, 2016, "Bank networks: contagion, systemic risk and prudential policy," BIS Working Papers, Bank for International Settlements, number 597, Dec.
• Rodrigo Lluberas, 2016, "Pension income indexation: a mean-variance approach," Documentos de trabajo, Banco Central del Uruguay, number 2016009.
• Alexandra Spicer & Olena Stavrunova & Susan Thorp, 2016, "How Portfolios Evolve after Retirement: Evidence from Australia," The Economic Record, The Economic Society of Australia, volume 92, issue 297, pages 241-267, June.
• Kees G. Koedijk & Alfred M.H. Slager & Philip A. Stork, 2016, "Investing in Systematic Factor Premiums," European Financial Management, European Financial Management Association, volume 22, issue 2, pages 193-234, March, DOI: 10.1111/eufm.12081.
• Filippo Brutti & Philip Sauré, 2016, "Repatriation Of Debt In The Euro Crisis," Journal of the European Economic Association, European Economic Association, volume 14, issue 1, pages 145-174, February.
• Daniel J. Benjamin & Matthew Rabin & Collin Raymond, 2016, "A Model Of Nonbelief In The Law Of Large Numbers," Journal of the European Economic Association, European Economic Association, volume 14, issue 2, pages 515-544, April.
• Jongha Lim & Berk A. Sensoy & Michael S. Weisbach, 2016, "Indirect Incentives of Hedge Fund Managers," Journal of Finance, American Finance Association, volume 71, issue 2, pages 871-918, April.
• Ralph S.J. Koijen & Stijn Nieuwerburgh & Motohiro Yogo, 2016, "Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice," Journal of Finance, American Finance Association, volume 71, issue 2, pages 957-1010, April.
• Veronika K. Pool & Clemens Sialm & Irina Stefanescu, 2016, "It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans," Journal of Finance, American Finance Association, volume 71, issue 4, pages 1779-1812, August.
• Harrison Hong & David A. Sraer, 2016, "Speculative Betas," Journal of Finance, American Finance Association, volume 71, issue 5, pages 2095-2144, October.
• Marianna Brunetti & Elena Giarda & Costanza Torricelli, 2016, "Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 62, issue 4, pages 628-649, December.
• Karen Braun-Munzinger & Zijun Liu & Arthur Turrell, 2016, "An agent-based model of dynamics in corporate bond trading," Bank of England Staff Working Paper series, Bank of England, number 592, Apr.
• Richard D F Harris & Evarist Stoja & Linzhi Tan, 2016, "The dynamic Black-Litterman approach to asset allocation," Bank of England Staff Working Paper series, Bank of England, number 596, Apr.
• Roger Farmer & Pawel Zabczyk, 2016, "The theory of unconventional monetary policy," Bank of England Staff Working Paper series, Bank of England, number 613, Sep.
• Arito Ono & Kosuke Aoki & Shinichi Nishioka & Kohei Shintani & Yosuke Yasui, 2016, "Long-term interest rates and bank loan supply: Evidence from firm-bank loan-level data," Bank of Japan Working Paper Series, Bank of Japan, number 16-E-2, Mar.
• Kosuke Aoki & Alexander Michaelides & Kalin Nikolov, 2016, "Household Portfolios in a Secular Stagnation World: Evidence from Japan," Bank of Japan Working Paper Series, Bank of Japan, number 16-E-4, Mar.
• Jaebeom Kim & Jung-Min Kim, 2016, "Stock Returns and Mutual Fund Flows in the Korean Financial Market: A System Approach," Working Papers, Economic Research Institute, Bank of Korea, number 2016-3, Mar.
• E. M. Cervellati & P. Pattitoni & M. Savioli, 2016, "Cognitive Biases and Entrepreneurial Under-Diversification," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1076, Sep.
• Zia-ur-Rehman Rao & Amjad Iqbal & Muhammad Zubair Tauni, 2016, "Performance persistence in institutional investment management: The case of Chinese equity funds," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 3, pages 146-156, September.
• Davide Pettenuzzo & Konstantinos Metaxoglou & Aaron Smith, 2016, "Option-Implied Equity Premium Predictions via Entropic TiltinG," Working Papers, Brandeis University, Department of Economics and International Business School, number 99, Jan.
• Davide Pettenuzzo & Konstantinos Metaxoglou & Aaron Smith, 2016, "Option-Implied Equity Premium Predictions via Entropic TiltinG," Working Papers, Brandeis University, Department of Economics and International Business School, number 99R, Jan, revised Aug 2016.
• Ricardo Pereira Câmara Leal & Carlos Heitor Campani, 2016, "Valor-Coppead Indices, Equally Weighed and Minimum Variance Portfolios," Brazilian Review of Finance, Brazilian Society of Finance, volume 14, issue 1, pages 45-64.
• Gyorgy Varga & Ricardo Dias de Oliveira Brito, 2016, "The Cross-Section of Expected Stock Returns in Brazil," Brazilian Review of Finance, Brazilian Society of Finance, volume 14, issue 2, pages 151-187.
• Walter Gonçalves Junior & William Eid Junior, 2016, "Determinants of Foreign Investment in the Brazilian Stock Market," Brazilian Review of Finance, Brazilian Society of Finance, volume 14, issue 2, pages 189-224.
• Hudson Chaves Costa & João Henrique Gonçalves Mazzeu & Newton Carneiro Affonso da Costa Jr., 2016, "The Behaviour of Volatility Components of Brazilian Stocks," Brazilian Review of Finance, Brazilian Society of Finance, volume 14, issue 2, pages 225-268.
• João Nascimento Nerasti & Claudio Ribeiro Lucinda, 2016, "Persistence in Mutual Fund Performance in Brazil," Brazilian Review of Finance, Brazilian Society of Finance, volume 14, issue 2, pages 269-297.
• Denys Braga, 2016, "Správanie Štátneho Globálneho Dôchodkového Fondu Nórska, Lekcie Pre Súkromných Investorov," Almanach (Actual Issues in World Economics and Politics), Ekonomická univerzita, Fakulta medzinárodných vzťahov, volume 11, issue 2, pages 18-27.
• Bernhard Dachs, 2016, "Techno-Globalisierung als Motor des Aufholprozesses imösterreichischen Innovationssystem," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei222, Oct.
• Günter W. Beck & Hans-Helmut Kotz, 2016, "Les activités de shadow banking dans un contexte de bas taux d’intérêt : une perspective de flux financiers," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 235-256.
• Hafner, C. M. & Linton, O., 2016, "Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1664, Nov.
• Chan, G. & Anadon, L-D., 2016, "Improving Decision Making for Public R&D Investment in Energy: Utilizing Expert Elicitation in Parametric Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1682, Dec.
• Gonçalo Faria & Fabio Verona, 2016, "Forecasting stock market returns by summing the frequency-decomposed parts," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 05, Oct.
• Gonçalo Faria & Fabio Verona, 2016, "Forecasting the equity risk premium with frequency-decomposed predictors," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 06, Dec.
• Barattieri, Alessandro & Moretti, Laura & Quadrini, Vincenzo, 2016, "Banks Interconnectivity and Leverage," Research Technical Papers, Central Bank of Ireland, number 07/RT/16, Sep.
• Glenn Boyle & Gerald Ward, 2016, "Do Better Informed Investors Always Do Better?," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 16/29, Nov.
• Elisa Luciano & Riccardo Giacomelli, 2016, "Equilibrium bid-ask spread and infrequent trade with outside options," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 445.
• Elisa Luciano & Antonella Tolomeo, 2016, "Are information and portfolio diversification substitutes or complements?," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 456.
• Alessandro Barattieri & Laura Moretti & Vincenzo Quadrini, 2016, "Banks Interconnectivity and Leverage," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 466.
• Elisa Luciano & Antonella Tolomeo, 2016, "Equilibrium bid-ask spreads and the effect of competitive trading delays," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 467.
• Elena Vigna, 2016, "On time consistency for mean-variance portfolio selection," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 476.
• Wong, Woon K., 2016, "A GMM Skewness and Kurtosis Ratio Test for Higher Moment Dependence," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2016/8, Aug.
• Jeremy Kronick & Alexandre Laurin, 2016, "The Bigger Picture: How the Fourth Pillar Impacts Retirement Preparedness," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 457, September.
• Thomas Michielsen & Remco Mocking & Sander van Veldhuizen, 2016, "Home Ownership and Household Portfolio Choice," CESifo Working Paper Series, CESifo, number 5705.
• Branko Uroševic & Ivana Rajkovic, 2016, "Dollarization of Deposits in the Short and Long Run: Evidence from CESE Countries," CESifo Working Paper Series, CESifo, number 5745.
• Laurie Davies & Walter Kraemer, 2016, "Stylized Facts and Simulating Long Range Financial Data," CESifo Working Paper Series, CESifo, number 5796.
• Martin G. Kocher & Konstantin E. Lucks & David Schindler, 2016, "Unleashing Animal Spirits - Self-Control and Overpricing in Experimental Asset Markets," CESifo Working Paper Series, CESifo, number 5812.
• Benjamin R. Auer & Benjamin Mögel, 2016, "How Accurate are Modern Value-at-Risk Estimators Derived from Extreme Value Theory?," CESifo Working Paper Series, CESifo, number 6288.
• Nadjeschda Katharina Arnold, 2016, "The Sovereign Default Problem in the Eurozone - Why Limited Liability Resulted in Excessive Debt Accumulation and How Insurance Can Counteract," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 66, April.
• Roger Farmer & Pawel Zabczyk, 2016, "The Theory of Unconventional Monetary Policy," Discussion Papers, Centre for Macroeconomics (CFM), number 1611, Mar.
• Paul Schneider, 2015, "An Anatomy of the Equity Premium," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-61, Dec.
• Marc Gerritzen & Jens Carsten Jackwerth & Alberto Plazzi, 2016, "Birds of a Feather – Do Hedge Fund Managers Flock Together?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-10, Feb, revised Jul 2020.
• Florent Gallien & Serge Kassibrakis & Semyon Malamud & Filippo Passerini, 2016, "Managing Inventory with Proportional Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-48, Jun.
• Alberto Plazzi & Walter N. Torous, 2016, "Does Corporate Governance Matter? Evidence from the AGR Governance Rating," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-54, Sep.
• Walter Farkas & Alexander Smirnow, 2016, "Intrinsic Risk Measures," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-65, Oct.
• Peter Bank & Halil Mete Soner & Moritz Voss, 2016, "Hedging with Temporary Price Impact," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-72, Mar.
• Johannes Muhle-Karbe & Max Reppen & Halil Mete Soner, 2016, "A Primer on Portfolio Choice with Small Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-74, Dec.
• Claude Montmarquette & Nathalie Viennot-Briot, 2016, "The Gamma Factor and the Value of Financial Advice," CIRANO Working Papers, CIRANO, number 2016s-35, Aug.
• Skander Ben Abdallah & Pierre Lasserre, 2016, "Asset Retirement with Infinitely Repeated Alternative Replacements: Harvest Age and Species Choice in Forestry," CIRANO Working Papers, CIRANO, number 2016s-37, Aug.
• Jim Engle-Warnick & Diego Pulido & Marine de Montaignac, 2016, "A Comparison of Survey and Incentivized-Based Risk Attitude Elicitation," CIRANO Working Papers, CIRANO, number 2016s-40, Aug.
• Jim Engle-Warnick & Diego Pulido & Marine de Montaignac, 2016, "Trust, ambiguity, and financial decision-making," CIRANO Working Papers, CIRANO, number 2016s-44, Aug.
• Ramiro Losada López, 2016, "Managerial ability, risk preferences and the incentives for active management," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 6.
• Jimmy Melo, 2016, "Precios de los activos bajo ambiguedad estructural: portafolios cautelosos, prudenciales y conservadores," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 34, issue 80, pages 91-102, DOI: 10.1016/j.espe.2016.02.003.
• Laura Andrade-Pardo & Oscar Valencia-Arana & Diego V�squez-Escobar & Mauricio Villamizar-Villegas, 2016, "Uncovering the portfolio balance channel with the use of sovereign credit ratings," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 34, issue 81, pages 191-205, DOI: 10.1016/j.espe.2016.08.003.
• Jimmy Saravia & Carlos Garcia & Paula Almonacid, 2016, "The Determinants of Systematic Risk: A Firm Lifecycle Perspective," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 15299, Dec.
• Alfredo Trespalacios Carrasquilla & Juan Fernando Rend�n Garc�a & Javier Orlando Pantoja Robayo, 2016, "Efecto de Restricciones VaR sobre coberturas en mercados eléctricos," Revista de Economía del Rosario, Universidad del Rosario, volume 19, issue 2, pages 201-220.
• Uribe Gil Jorge Mario, 2016, "Regímenes de riesgo en el mercado de acciones colombiano," Revista Sociedad y Economía, Universidad del Valle, CIDSE, volume 0, issue 30, pages 11-404.
• Juan David Monsalve & Nicolas Arango Toro, 2016, "¿Crean valor los fondos de inversión colectiva colombianos enfocados en acciones?," Revista Ecos de Economía, Universidad EAFIT, volume 20, issue 42, pages 90-110.
• Julio César Riascos & Jesus Enrique Molina Munoz, 2016, "Breves consideraciones acerca de la importancia de los árboles de decisión en el análisis de carteras," Revista Tendencias, Universidad de Narino, volume 17, issue 1, pages 11-33, DOI: 10.22267/rtend.161701.11.
• Jason Nassios & James A. Giesecke & Peter B. Dixon & Maureen T. Rimmer, 2016, "A modelling framework for analysing the role of superannuation in Australia's financial system," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-266, Nov.
• HAFNER, Christian & LINTON, Oliver B. & TANG, Haihan, 2016, "Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016044, Nov.
• Krzysztof Kompa & Dorota Witkowska, 2016, "Performance of pension funds and stable growth open investment funds during the changes in the Polish retirement system," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 16, pages 117-131.
• Michal Polasik & Dariusz Piotrowski, 2016, "Payment innovations in Poland: a new approach of the banking sector to introducing payment solutions," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, volume 15, issue 1, pages 103-131, March, DOI: 10.12775/EiP.2016.007.
• Mitman, Kurt, 2016, "Macroeconomic Effects of Bankruptcy and Foreclosure Policies," CEPR Discussion Papers, Centre for Economic Policy Research, number 11043, Jan.
• Guiso, Luigi & Pistaferri, Luigi & Fagereng, Andreas, 2016, "Back to background risk?," CEPR Discussion Papers, Centre for Economic Policy Research, number 11051, Jan.
• Dahlquist, Magnus & Vestman, Roine & Setty, Ofer, 2016, "On the Asset Allocation of a Default Pension Fund," CEPR Discussion Papers, Centre for Economic Policy Research, number 11052, Jan.
• Carrillo, Juan & Brocas, Isabelle & Giga, Aleksandar & Zapatero, Fernando, 2016, "Skewness Seeking in a Dynamic Portfolio Choice Experiment," CEPR Discussion Papers, Centre for Economic Policy Research, number 11056, Jan.
• Weber, Martin & Ungeheuer, Michael, 2016, "The Perception of Dependence and Investment Decisions," CEPR Discussion Papers, Centre for Economic Policy Research, number 11188, Mar.
• Farmer, Roger & Zabczyk, Pawel, 2016, "The Theory of Unconventional Monetary Policy," CEPR Discussion Papers, Centre for Economic Policy Research, number 11196, Mar.
• Laeven, Luc & Levine, Ross & Götz, Martin, 2016, "Does the Geographic Expansion of Banks Reduce Risk?," CEPR Discussion Papers, Centre for Economic Policy Research, number 11231, Apr.
• Balasubramaniam, Vimal & Anagol, Santosh, 2016, "Endowment Effects in the Field: Evidence from India's IPO Lotteries," CEPR Discussion Papers, Centre for Economic Policy Research, number 11328, Jun.
• Brunnermeier, Markus & Sannikov, Yuliy, 2016, "Macro, Money and Finance: A Continuous Time Approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 11329, Jun.
• Hazan, Moshe & Weiss, David & Zoabi, Hosny, 2016, "Women's Liberation as a Financial Innovation," CEPR Discussion Papers, Centre for Economic Policy Research, number 11371, Jul.
• Brunnermeier, Markus & Sannikov, Yuliy, 2016, "The I Theory of Money," CEPR Discussion Papers, Centre for Economic Policy Research, number 11444, Aug.
• Massa, Massimo & Schumacher, David & wang, yan, 2016, "Who is afraid of BlackRock?," CEPR Discussion Papers, Centre for Economic Policy Research, number 11471, Aug.
• Quadrini, Vincenzo & Barattieri, Alessandro & Moretti, Laura, 2016, "Banks Interconnectivity and Leverage," CEPR Discussion Papers, Centre for Economic Policy Research, number 11502, Sep.
• Andersen, Steffen & Hanspal, Tobin & Nielsen, Kasper Meisner, 2016, "Once Bitten, Twice Shy: The Role of Inertia and Personal Experiences in Risk Taking," CEPR Discussion Papers, Centre for Economic Policy Research, number 11504, Sep.
• Hassan, Tarek & Mertens, Thomas M. & Zhang, Tony, 2016, "Currency Manipulation," CEPR Discussion Papers, Centre for Economic Policy Research, number 11581, Oct.
• Weber, Martin & Ungeheuer, Michael, 2016, "The Perception of Dependence, Investment Decisions, and Stock Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 11585, Oct.
• Guiso, Luigi & Pistaferri, Luigi & Fagereng, Andreas & Malacrino, Davide, 2016, "Heterogeneity and Persistence in Returns to Wealth," CEPR Discussion Papers, Centre for Economic Policy Research, number 11635, Nov.
• Tyran, Jean-Robert & Thomas, Thomas, 2016, "Money Illusion and Household Finance," CEPR Discussion Papers, Centre for Economic Policy Research, number 11643, Nov.
• Van Nieuwerburgh, Stijn & Vestman, Roine & von Lilienfeld-Toal , Ulf, 2016, "Identifying the Benefits from Home Ownership: A Swedish Experiment," CEPR Discussion Papers, Centre for Economic Policy Research, number 11656, Nov.
• Taylor, Mark & Boero, Gianna & Mandalinci, Zeyyad, 2016, "Modelling Portfolio Capital Flows in a Global Framework: Multilateral Implications of Capital Controls," CEPR Discussion Papers, Centre for Economic Policy Research, number 11689, Dec.
• Calvet, Laurent E. & Bach, Laurent, 2016, "Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy," CEPR Discussion Papers, Centre for Economic Policy Research, number 11734, Dec.
• Riccardo Calcagno & Maela Giofré & Maria Cesira Urzì-Brancati, 2016, "To trust is good, but to control is better: how investors discipline financial advisors’ activity," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 157, Mar.
• Balbás, Alejandro & Garrido, José & Okhrati, Ramin, 2016, "Good deal measurement in asset pricing: Actuarial and financial implications," IC3JM - Estudios = Working Papers, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM), number 23546, Sep.
• Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2016, "VaR as the CVaR sensitivity : applications in risk optimization," IC3JM - Estudios = Working Papers, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM), number id-16-01, Feb.
• Mico Apostolov, 2016, "Effects of foreign direct investments. Evidence from Southeast Europe," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 39, issue 110, pages 99-111, Mayo.
• Eymen Errais & Dhikra Bahri, 2016, "Is Standard Deviation a Good Measure of Volatility? the Case of African Markets with Price Limits," Annals of Economics and Finance, Society for AEF, volume 17, issue 1, pages 145-165, May.
• van Oordt, Maarten R. C. & Zhou, Chen, 2016, "Systematic Tail Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 51, issue 2, pages 685-705, April.
• Guidolin, Massimo & Liu, Hening, 2016, "Ambiguity Aversion and Underdiversification," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 51, issue 4, pages 1297-1323, August.
• Bouri, Elie I. & Roubaud, David, 2016, "Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?," Journal of Wine Economics, Cambridge University Press, volume 11, issue 2, pages 233-248, August.
• Le Fur, Eric & Ben Ameur, Hachmi & Faye, Benoit, 2016, "Time-Varying Risk Premiums in the Framework of Wine Investment," Journal of Wine Economics, Cambridge University Press, volume 11, issue 3, pages 355-378, December.
• Szüle, Borbála, 2016, "Solvency risk minimizing guaranteed returns in life insurance," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2016/02, Jan.
• Jaydip SEN & Tamal DATTA CHAUDHURI, 2016, "An Alternative Framework for Time Series Decomposition and Forecastingand its Relevance for Portfolio Choice A Comparative Study of the Indian Consumer Durable and Small Cap Sectors," Journal of Economics Library, EconSciences Journals, volume 3, issue 2, pages 303-326, June.
• Tai-Yuen HON, 2016, "The 11th Biennial Conference of Asian Consumer and Family Economics Association (ACFEA)," Journal of Economics Library, EconSciences Journals, volume 3, issue 3, pages 551-553, September.
• Severin ZEILBECK, 2016, "An Investment Initiative for Fiscally Constrained EU Member States – The Role of Synergetic Financial Instruments," Journal of Economics Bibliography, EconSciences Journals, volume 3, issue 3, pages 380-408, September.
• Florin Turcaş & Florin Dumiter & Alexandra Braica & Petre Brezeanu & Anca Opreţ, 2016, "Using Technical Analysis for Portfolio Selection and Post-Investment Analysis," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 1, pages 197-214.
• Vergil Voineagu & Simona Nicoleta Vasilache & Daniela Şerban & Silvia Elena Cristache & Liviu Stelian Begu, 2016, "An Analysis of the Romanian E-Commerce Trade Trends in European Perspective," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 1, pages 235-252.
• ShouHeng Tuo, 2016, "A Modified Harmony Search Algorithm For Portfolio Optimization Problems," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 1, pages 311-326.
• Иван Иванов, 2016, "Алтернативни Инвестиции В Зелена Енергия," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 11, issue 11 Year 2, pages 705-714.
• 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.