Research classified by Journal of Economic Literature (JEL) codes

2016

• 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," NBER Working Papers, National Bureau of Economic Research, Inc, number 21890, Jan.
• Kent Daniel & David Hirshleifer, 2016, "Overconfident Investors, Predictable Returns, and Excessive Trading," NBER Working Papers, National Bureau of Economic Research, Inc, number 21945, Jan.
• Grey Gordon & Aaron Hedlund, 2016, "Accounting for the Rise in College Tuition," NBER Working Papers, National Bureau of Economic Research, Inc, number 21967, Feb.
• Rajnish Mehra & Sunil Wahal & Daruo Xie, 2016, "Is Idiosyncratic Risk Conditionally Priced?," NBER Working Papers, National Bureau of Economic Research, Inc, number 22016, Feb.
• Zhiguo He & Arvind Krishnamurthy & Konstantin Milbradt, 2016, "What Makes US Government Bonds Safe Assets?," NBER Working Papers, National Bureau of Economic Research, Inc, number 22017, Feb.
• Cristian Badarinza & John Y. Campbell & Tarun Ramadorai, 2016, "International Comparative Household Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 22066, Mar.
• Richard G. Anderson & Michael Bordo & John V. Duca, 2016, "Money and Velocity During Financial Crises: From the Great Depression to the Great Recession," NBER Working Papers, National Bureau of Economic Research, Inc, number 22100, Mar.
• Itzhak Ben-David & Justin Birru & Andrea Rossi, 2016, "Industry Familiarity and Trading: Evidence from the Personal Portfolios of Industry Insiders," NBER Working Papers, National Bureau of Economic Research, Inc, number 22115, Mar.
• Campbell R. Harvey & Yan Liu, 2016, "Rethinking Performance Evaluation," NBER Working Papers, National Bureau of Economic Research, Inc, number 22134, Mar.
• Roger Farmer & Pawel Zabczyk, 2016, "The Theory of Unconventional Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 22135, Mar.
• William N. Goetzmann & Dasol Kim & Robert J. Shiller, 2016, "Crash Beliefs From Investor Surveys," NBER Working Papers, National Bureau of Economic Research, Inc, number 22143, Apr.
• Itzhak Ben-David & Justin Birru & Viktor Prokopenya, 2016, "Uninformative Feedback and Risk Taking: Evidence from Retail Forex Trading," NBER Working Papers, National Bureau of Economic Research, Inc, number 22146, Apr.
• Zhi Da & Borja Larrain & Clemens Sialm & José Tessada, 2016, "Coordinated Noise Trading: Evidence from Pension Fund Reallocations," NBER Working Papers, National Bureau of Economic Research, Inc, number 22161, Apr.
• Jeffrey Hoopes & Patrick Langetieg & Stefan Nagel & Daniel Reck & Joel Slemrod & Bryan Stuart, 2016, "Who Sold During the Crash of 2008-9? Evidence from Tax-Return Data on Daily Sales of Stock," NBER Working Papers, National Bureau of Economic Research, Inc, number 22209, Apr.
• Treb Allen & David Atkin, 2016, "Volatility and the Gains from Trade," NBER Working Papers, National Bureau of Economic Research, Inc, number 22276, May.
• Emmanuel Farhi & Matteo Maggiori, 2016, "A Model of the International Monetary System," NBER Working Papers, National Bureau of Economic Research, Inc, number 22295, May.
• Markus K. Brunnermeier & Yuliy Sannikov, 2016, "Macro, Money and Finance: A Continuous Time Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 22343, Jun.
• Monika Piazzesi & Martin Schneider, 2016, "Housing and Macroeconomics," NBER Working Papers, National Bureau of Economic Research, Inc, number 22354, Jun.
• Taylor D. Nadauld & Berk A. Sensoy & Keith Vorkink & Michael S. Weisbach, 2016, "The Liquidity Cost of Private Equity Investments: Evidence from Secondary Market Transactions," NBER Working Papers, National Bureau of Economic Research, Inc, number 22404, Jul.
• Valentin Haddad & Erik Loualiche & Matthew Plosser, 2016, "Buyout Activity: The Impact of Aggregate Discount Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 22414, Jul.
• David Huffman & Raimond Maurer & Olivia S. Mitchell, 2016, "Time Discounting and Economic Decision-making Among the Elderly," NBER Working Papers, National Bureau of Economic Research, Inc, number 22438, Jul.
• Söhnke M. Bartram & Gregory Brown & René M. Stulz, 2016, "Why Does Idiosyncratic Risk Increase with Market Risk?," NBER Working Papers, National Bureau of Economic Research, Inc, number 22492, Aug.
• Markus K. Brunnermeier & Yuliy Sannikov, 2016, "The I Theory of Money," NBER Working Papers, National Bureau of Economic Research, Inc, number 22533, Aug.
• Daniel R. Cavagnaro & Berk A. Sensoy & Yingdi Wang & Michael S. Weisbach, 2016, "Measuring Institutional Investors’ Skill from Their Investments in Private Equity," NBER Working Papers, National Bureau of Economic Research, Inc, number 22547, Aug.
• Francis Larson & John A. List & Robert D. Metcalfe, 2016, "Can Myopic Loss Aversion Explain the Equity Premium Puzzle? Evidence from a Natural Field Experiment with Professional Traders," NBER Working Papers, National Bureau of Economic Research, Inc, number 22605, Sep.
• Nicolae Gârleanu & Stavros Panageas & Jianfeng Yu, 2016, "Impediments to Financial Trade: Theory and Applications," NBER Working Papers, National Bureau of Economic Research, Inc, number 22697, Sep.
• Vanya Horneff & Raimond Maurer & Olivia S. Mitchell, 2016, "Putting the Pension Back in 401(k) Plans: Optimal versus Default Longevity Income Annuities," NBER Working Papers, National Bureau of Economic Research, Inc, number 22717, Oct.
• Samuel G. Hanson & David S. Scharfstein & Adi Sunderam, 2016, "Fiscal Risk and the Portfolio of Government Programs," NBER Working Papers, National Bureau of Economic Research, Inc, number 22763, Oct.
• Nathan Foley-Fisher & Borghan Narajabad & Stephane Verani, 2016, "Securities Lending as Wholesale Funding: Evidence from the U.S. Life Insurance Industry," NBER Working Papers, National Bureau of Economic Research, Inc, number 22774, Oct.
• Tarek A. Hassan & Thomas M. Mertens & Tony Zhang, 2016, "A Risk-based Theory of Exchange Rate Stabilization," NBER Working Papers, National Bureau of Economic Research, Inc, number 22790, Oct.
• Ari Levine & Yao Hua Ooi & Matthew Richardson, 2016, "Commodities for the Long Run," NBER Working Papers, National Bureau of Economic Research, Inc, number 22793, Nov.
• Andreas Fagereng & Luigi Guiso & Davide Malacrino & Luigi Pistaferri, 2016, "Heterogeneity and Persistence in Returns to Wealth," NBER Working Papers, National Bureau of Economic Research, Inc, number 22822, Nov.
• Paolo Sodini & Stijn Van Nieuwerburgh & Roine Vestman & Ulf von Lilienfeld-Toal, 2016, "Identifying the Benefits from Homeownership: A Swedish Experiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 22882, Dec.
• Andreas Fagereng & Luigi Guiso & Luigi Pistaferri, 2016, "Portfolio Choices, Firm Shocks and Uninsurable Wage Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 22883, Dec.
• Juhani T. Linnainmaa & Michael R. Roberts, 2016, "The History of the Cross Section of Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 22894, Dec.
• Raimond Maurer & Olivia S. Mitchell, 2016, "Older Peoples’ Willingness to Delay Social Security Claiming," NBER Working Papers, National Bureau of Economic Research, Inc, number 22942, Dec.
• Joseph Gerakos & Juhani T. Linnainmaa & Adair Morse, 2016, "Asset Managers: Institutional Performance and Smart Betas," NBER Working Papers, National Bureau of Economic Research, Inc, number 22982, Dec.
• Aleksandra Stankovska & Savica Dimitrieska, 2016, "Hedge Funds – Alternative Investment," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, volume 12, issue 2, pages 111-123.
• Valeriy ZHUK, 2016, "The Influence Of Institutional Changes On The Investment Attractiveness Of The Agricultural Sector Of Ukrainian Economy," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 2, pages 18-23.
• Valeriy ZHUK, 2016, "The Influence Of Institutional Changes On The Investment Attractiveness Of The Agricultural Sector Of Ukrainian Economy," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 2, pages 18-23.
• Linh Xuan Diep Nguyen & Simona Mateut & Thanaset Chevapatrakul, 2016, "Business-Linkage Volatility Spillover between US Industries," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 2016/05.
• Ando, Amy W. & Shah, Payal, 2016, "The Economics of Conservation and Finance: A Review of the Literature," International Review of Environmental and Resource Economics, now publishers, volume 8, issue 3-4, pages 321-357, June, DOI: 10.1561/101.00000072.
• Ingersoll, Jonathan E., 2016, "Cumulative Prospect Theory, Aggregation, and Pricing," Critical Finance Review, now publishers, volume 5, issue 2, pages 305-350, December, DOI: 10.1561/104.00000018.
• Sujan Adhikari & Pawan Kumar Jha, Ph.D., 2016, "Applicability of Portfolio Theory in Nepali Stock Market," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 28, issue 1, pages 65-92, April.
• Peiran Jiao & Heinrich H. Nax, 2016, "When is Market the Benchmark? Reinforcement Evidence from Repurchase Decisions," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2016-W01, Jun.
• Viktoria Baklanova & Cecilia Caglio & Frank Keane & Burt Porter, 2016, "A Pilot Survey of Agent Securities Lending Activity," Working Papers, Office of Financial Research, US Department of the Treasury, number 16-08, Aug.
• Matthias Raddant & Dror Y. Kenett, 2016, "Interconnectedness in the Global Financial Market," Working Papers, Office of Financial Research, US Department of the Treasury, number 16-09, Sep.
• Panna Miskolczi, 2016, "Differences Between Mean-Variance And Mean-Cvar Portfolio Optimization Models," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 548-557, July.
• Dumitru-Nicusor Carausu, 2016, "European Integration And Capital Market Efficiency In Cee Countries," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 661-670, July.
• Laurentiu Droj & Elena - Ana Iancu (Nechita) & Ioana Florina Popovici - Coita, 2016, "Premises Of Behavioral Finance In Rational Decision-Making," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 671-681, July.
• Margherita Fort & Francesco Manaresi & Serena Trucchi, 2016, "Adult financial literacy and households’ financial assets: the role of bank information policies," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 31, issue 88, pages 743-782.
• Adina Claici & Georges Siotis & Obhi Chatterjee & Oliver Stehmann, 2016, "The Market Economy Investor Principle: Lessons Learned From The Ciudad De La Luz Case," Journal of Competition Law and Economics, Oxford University Press, volume 12, issue 1, pages 181-208.
• 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.
• 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.
• Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou, 2016, "Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification," Journal of Financial Econometrics, Oxford University Press, volume 14, issue 3, pages 617-642.
• Bruno Solnik & Thaisiri Watewai, 2016, "International Correlation Asymmetries: Frequent-but-Small and Infrequent-but-Large Equity Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 6, issue 2, pages 221-260.
• Mark Rachwalski & Quan Wen, 2016, "Idiosyncratic Risk Innovations and the Idiosyncratic Risk-ReturnRelation," The Review of Asset Pricing Studies, Society for Financial Studies, volume 6, issue 2, pages 303-328.
• Salvatore Piccolo & Giovanni W. Puopolo & Luis Vasconcelos, 2016, "Non-Exclusive Financial Advice," Review of Finance, European Finance Association, volume 20, issue 6, pages 2079-2123.
• Brad M. Barber & Xing Huang & Terrance Odean, 2016, "Which Factors Matter to Investors? Evidence from Mutual Fund Flows," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 10, pages 2600-2642.
• Cary Frydman & Colin Camerer, 2016, "Neural Evidence of Regret and Its Implications for Investor Behavior," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 11, pages 3108-3139.
• Andriy Bodnaruk & Andrei Simonov, 2016, "Loss-Averse Preferences, Performance, and Career Success of Institutional Investors," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 11, pages 3140-3176.
• Rawley Z. Heimer, 2016, "Peer Pressure: Social Interaction and the Disposition Effect," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 11, pages 3177-3209.
• Ji-Woong Chung & Byoung Uk Kang, 2016, "Prime Broker-Level Comovement in Hedge Fund Returns: Information or Contagion?," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 12, pages 3321-3353.
• Jawad M. Addoum & Alok Kumar, 2016, "Political Sentiment and Predictable Returns," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 12, pages 3471-3518.
• Christopher G. Schwarz & Mark E. Potter, 2016, "Revisiting Mutual Fund Portfolio Disclosure," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 12, pages 3519-3544.
• Arthur Korteweg & Roman Kräussl & Patrick Verwijmeren, 2016, "Does it Pay to Invest in Art? A Selection-Corrected Returns Perspective," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 4, pages 1007-1038.
• Andreas Hubener & Raimond Maurer & Olivia S. Mitchell, 2016, "How Family Status and Social Security Claiming Options Shape Optimal Life Cycle Portfolios," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 4, pages 937-978.
• Aytek Malkhozov & Philippe Mueller & Andrea Vedolin & Gyuri Venter, 2016, "Mortgage Risk and the Yield Curve," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 5, pages 1220-1253.
• 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, September.
• 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.