Research classified by Journal of Economic Literature (JEL) codes

2015

• Adam Zaremba & Przemys³aw Konieczka, 2015, "The Profitability Of Following Analyst Recommendations On The Polish Stock Market," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 11, issue 1, pages 22-31, August.
• Pawe³ Mer³o & Patryk Konarzewski, 2015, "The Momentum Effect Exemplifies The Influence Of Investors’ Irrational Behaviour On Changing Prices Of Shares And Stocks: An Analysis Of The Momentum Effect On The Warsaw Stock Exchange," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 11, issue 1, pages 56-64, August.
• Joanne K Earl & Paul Gerrans & Anthony Asher & Julia Woodside, 2015, "Financial literacy, financial judgement, and retirement self-efficacy of older trustees of self-managed superannuation funds," Australian Journal of Management, Australian School of Business, volume 40, issue 3, pages 435-458, August, DOI: 10.1177/0312896215572155.
• Martina K Linnenluecke & Cristyn Meath & Saphira Rekker & Baljit K Sidhu & Tom Smith, 2015, "Divestment from fossil fuel companies: Confluence between policy and strategic viewpoints," Australian Journal of Management, Australian School of Business, volume 40, issue 3, pages 478-487, August, DOI: 10.1177/0312896215569794.
• Su (Sally) Gan & Richard Heaney & Paul Gerrans, 2015, "Individual investor portfolio performance in retirement savings accounts," Australian Journal of Management, Australian School of Business, volume 40, issue 4, pages 652-671, November, DOI: 10.1177/0312896214528187.
• Prashant Das & Alan Ziobrowski, 2015, "The Relationship between Indian Realty Stocks and Online Searches," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 14, issue 1, pages 1-19, April, DOI: 10.1177/0972652714567994.
• Arun Kumar Misra & Sabyasachi Mohapatra, 2015, "Indexing CNX NIFTY 50 Momentum Effects," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 9, issue 2, pages 157-178, May, DOI: 10.1177/0973801014568143.
• Gagan Deep Sharma & Namish Mishra, 2015, "Return Linkages and Volatility Spillover Effect Between Stock Markets and Currency Markets," Review of Market Integration, India Development Foundation, volume 7, issue 3, pages 175-197, December, DOI: 10.1177/0974929216674377.
• Giovanni W. Puopolo, 2015, "Portfolio Selection with Transaction Costs and Default Risk," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 414, Sep.
• Sandra Rigot, 2015, "Does Regulation Matter? Riskiness in Pension Asset Allocation," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 1003259, May.
• James Estes, 2015, "Tobacco Settlement Bonds: A Look At The Effect Of Securitization on the Credit of Sttates Using Capital Appreciation Bonds," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2703037, Sep.
• Roengchai Tansuchat, 2015, "Portfolio Optimization of Global REITs Returns: High-Dimensional Copula-Based Approach," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2704838, Sep.
• R. REYTIER & A. Blanes & Q. Gaucher & S. Thiam & P. Debled, 2015, "Behavior of Covariance Matrices with Equi-Correlation Approach," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2805027, Oct.
• Ekaterini Panopoulou & Theologos Pantelidis & Spyridon Vrontos, 2015, "Hedge fund predictability and optimal asset allocation," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3105383, Nov.
• Sadaf Anwar & Shveta Singh & P K Jain, 2015, "Cash Dividend Announcements and Stock Return Volatility: Evidence from India," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2204432, Sep.
• osman kilic, 2015, "Hedge Funds and Market Timing: Evidence from Commodity Markets," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2204604, Sep.
• Mota Aragón, Martha Beatriz & Núñez Mora, José Antonio, 2015, "Estimación restringida de la distribución hiperbólica generalizada de los tipos de cambio del Euro, Yen, Libra esterlina y Dólar canadiense (2000-2014) / Restricted estimation of the hyperbolic generalized distribution for the exchange rates of the E," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 5, issue 1, pages 95-111, enero-jun.
• Marie Briere & Kim Oosterlinck & Ariane Szafarz, 2015, "Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoins," Post-Print CEB, ULB -- Universite Libre de Bruxelles, volume 16, issue 6, pages 365-373.
• Marie Briere & Ariane Szafarz, 2015, "Factor-Based v. Industry-Based Asset Allocation: The Contest," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 15-035, Sep.
• Marie Briere & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2015, "Towards Greater Diversification in Central Bank Reserves," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 15-051, Dec.
• Edoardo Otranto & Romana Gargano, 2015, "Financial clustering in presence of dominant markets," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), volume 9, issue 3, pages 315-339, September, DOI: 10.1007/s11634-014-0189-z.
• Jakša Cvitanić & Charles Plott & Chien-Yao Tseng, 2015, "Markets with random lifetimes and private values: mean reversion and option to trade," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 38, issue 1, pages 1-19, April, DOI: 10.1007/s10203-014-0155-4.
• Ryo Kinoshita, 2015, "Asset allocation under higher moments with the GARCH filter," Empirical Economics, Springer, volume 49, issue 1, pages 235-254, August, DOI: 10.1007/s00181-014-0871-1.
• Martín Egozcue & Xu Guo & Wing-Keung Wong, 2015, "Optimal output for the regret-averse competitive firm under price uncertainty," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 5, issue 2, pages 279-295, December, DOI: 10.1007/s40822-015-0030-9.
• Nikolas Topaloglou, 2015, "Minimizing bank liquidity risk: evidence from the Lehman crisis," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 5, issue 1, pages 23-44, June, DOI: 10.1007/s40821-014-0012-y.
• Caroline Hillairet & Ying Jiao, 2015, "Portfolio optimization with insider’s initial information and counterparty risk," Finance and Stochastics, Springer, volume 19, issue 1, pages 109-134, January, DOI: 10.1007/s00780-014-0246-7.
• Oleksii Mostovyi, 2015, "Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption," Finance and Stochastics, Springer, volume 19, issue 1, pages 135-159, January, DOI: 10.1007/s00780-014-0248-5.
• Pietro Siorpaes, 2015, "Optimal investment and price dependence in a semi-static market," Finance and Stochastics, Springer, volume 19, issue 1, pages 161-187, January, DOI: 10.1007/s00780-014-0245-8.
• David Hobson & Martin Klimmek, 2015, "Robust price bounds for the forward starting straddle," Finance and Stochastics, Springer, volume 19, issue 1, pages 189-214, January, DOI: 10.1007/s00780-014-0249-4.
• Andrey Krishenik & Andreea Minca & Johannes Wissel, 2015, "When do creditors with heterogeneous beliefs agree to run?," Finance and Stochastics, Springer, volume 19, issue 2, pages 233-259, April, DOI: 10.1007/s00780-015-0259-x.
• Jean-François Chassagneux & Romuald Elie & Idris Kharroubi, 2015, "When terminal facelift enforces delta constraints," Finance and Stochastics, Springer, volume 19, issue 2, pages 329-362, April, DOI: 10.1007/s00780-015-0260-4.
• Albert Altarovici & Johannes Muhle-Karbe & Halil Soner, 2015, "Asymptotics for fixed transaction costs," Finance and Stochastics, Springer, volume 19, issue 2, pages 363-414, April, DOI: 10.1007/s00780-015-0261-3.
• Salvatore Federico & Paul Gassiat & Fausto Gozzi, 2015, "Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation," Finance and Stochastics, Springer, volume 19, issue 2, pages 415-448, April, DOI: 10.1007/s00780-015-0257-z.
• Peter Bank & Dmitry Kramkov, 2015, "A model for a large investor trading at market indifference prices. I: Single-period case," Finance and Stochastics, Springer, volume 19, issue 2, pages 449-472, April, DOI: 10.1007/s00780-015-0258-y.
• Paolo Guasoni & Gu Wang, 2015, "Hedge and mutual funds’ fees and the separation of private investments," Finance and Stochastics, Springer, volume 19, issue 3, pages 473-507, July, DOI: 10.1007/s00780-015-0266-y.
• Romuald Elie & Emmanuel Lépinette, 2015, "Approximate hedging for nonlinear transaction costs on the volume of traded assets," Finance and Stochastics, Springer, volume 19, issue 3, pages 541-581, July, DOI: 10.1007/s00780-015-0262-2.
• Jin Choi & Kasper Larsen, 2015, "Taylor approximation of incomplete Radner equilibrium models," Finance and Stochastics, Springer, volume 19, issue 3, pages 653-679, July, DOI: 10.1007/s00780-015-0268-9.
• Fred Benth & Nils Detering, 2015, "Pricing and hedging Asian-style options on energy," Finance and Stochastics, Springer, volume 19, issue 4, pages 849-889, October, DOI: 10.1007/s00780-015-0270-2.
• Agostino Capponi & José Figueroa-López & Andrea Pascucci, 2015, "Dynamic credit investment in partially observed markets," Finance and Stochastics, Springer, volume 19, issue 4, pages 891-939, October, DOI: 10.1007/s00780-015-0272-0.
• Amelie Brune & Thorsten Hens & Marc Rieger & Mei Wang, 2015, "The war puzzle: contradictory effects of international conflicts on stock markets," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 62, issue 1, pages 1-21, March, DOI: 10.1007/s12232-014-0215-7.
• Annamaria Lusardi, 2015, "Risk Literacy," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 1, issue 1, pages 5-23, March, DOI: 10.1007/s40797-015-0011-x.
• Terrance Grieb, 2015, "Mean and volatility transmission for commodity futures," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 1, pages 100-118, January, DOI: 10.1007/s12197-012-9245-8.
• Brian Payne & John Geppert, 2015, "Health care and the cross-section of US stock returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 1, pages 153-170, January, DOI: 10.1007/s12197-013-9255-1.
• Randy Anderson & Justin Benefield & Matthew Hurst, 2015, "Property-type diversification and REIT performance: an analysis of operating performance and abnormal returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 1, pages 48-74, January, DOI: 10.1007/s12197-012-9232-0.
• James DiLellio, 2015, "A Kalman filter control technique in mean-variance portfolio management," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 2, pages 235-261, April, DOI: 10.1007/s12197-012-9244-9.
• Unyong Pyo & Yong Shin & Howard Thompson, 2015, "Reducing agency conflicts with target debt ratios," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 3, pages 431-453, July, DOI: 10.1007/s12197-013-9256-0.
• Sharon Garyn-Tal, 2015, "Mutual fund fees and performance: new insights," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 3, pages 454-477, July, DOI: 10.1007/s12197-013-9257-z.
• Florin Bidian & Camelia Bejan, 2015, "Martingale properties of self-enforcing debt," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 60, issue 1, pages 35-57, September, DOI: 10.1007/s00199-014-0832-0.
• Alon Kalay, 2015, "Investor sophistication and disclosure clienteles," Review of Accounting Studies, Springer, volume 20, issue 2, pages 976-1011, June, DOI: 10.1007/s11142-015-9317-z.
• Yuri Salazar & Wing Ng, 2015, "Nonparametric estimation of general multivariate tail dependence and applications to financial time series," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 24, issue 1, pages 121-158, March, DOI: 10.1007/s10260-014-0274-7.
• Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2015, "Long-run Heterogeneity in an Exchange Economy with Fixed-Mix Traders," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2015/29, 11.
• Pietro Dindo, 2015, "Survival in Speculative Markets," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2015/32, 12.
• Andreas Fagereng & Elin Halvorsen, 2015, "Imputing consumption from Norwegian income and wealth registry data," Discussion Papers, Statistics Norway, Research Department, number 831, Dec.
• Peter Schwendner & Martin Schuele & Thomas Ott & Martin Hillebrand, 2015, "European Government Bond Dynamics and Stability Policies: Taming Contagion Risks," Working Papers, European Stability Mechanism, number 8, Dec.
• Cristhian Mellado & Diego Escobari, 2015, "Virtual integration of financial markets: a dynamic correlation analysis of the creation of the Latin American Integrated Market," Applied Economics, Taylor & Francis Journals, volume 47, issue 19, pages 1956-1971, April, DOI: 10.1080/00036846.2014.1002892.
• Nicolas Huck, 2015, "Pairs trading: does volatility timing matter?," Applied Economics, Taylor & Francis Journals, volume 47, issue 57, pages 6239-6256, December, DOI: 10.1080/00036846.2015.1068923.
• Peter C. Dawson, 2015, "The capital asset pricing model in economic perspective," Applied Economics, Taylor & Francis Journals, volume 47, issue 6, pages 569-598, February, DOI: 10.1080/00036846.2014.975333.
• Nicolas Huck & Komivi Afawubo, 2015, "Pairs trading and selection methods: is cointegration superior?," Applied Economics, Taylor & Francis Journals, volume 47, issue 6, pages 599-613, February, DOI: 10.1080/00036846.2014.975417.
• Alexios Ghalanos & Eduardo Rossi & Giovanni Urga, 2015, "Independent Factor Autoregressive Conditional Density Model," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 5, pages 594-616, May, DOI: 10.1080/07474938.2013.808561.
• Renuka Sane & Susan Thomas, 2015, "In Search of Inclusion: Informal Sector Participation in a Voluntary, Defined Contribution Pension System," Journal of Development Studies, Taylor & Francis Journals, volume 51, issue 10, pages 1409-1424, October, DOI: 10.1080/00220388.2014.997220.
• Giannis Vardas & Anastasios Xepapadeas, 2015, "Uncertainty aversion, robust control and asset holdings," Quantitative Finance, Taylor & Francis Journals, volume 15, issue 3, pages 477-491, March, DOI: 10.1080/14697688.2011.637077.
• Ozcan Ceylan, 2015, "Limited information-processing capacity and asymmetric stock correlations," Quantitative Finance, Taylor & Francis Journals, volume 15, issue 6, pages 1031-1039, June, DOI: 10.1080/14697688.2013.808374.
• Vitali Alexeev & Mardi Dungey, 2015, "Equity portfolio diversification with high frequency data," Quantitative Finance, Taylor & Francis Journals, volume 15, issue 7, pages 1205-1215, July, DOI: 10.1080/14697688.2014.973898.
• Ozgur Ozel & Mustafa Utku Ozmen & Erdal Yilmaz, 2015, "Importance of Foreign Ownership and Staggered Adjustment of Capital Outflows," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1531.
• , & ,, 2015, "The Foster-Hart measure of riskiness for general gambles," Theoretical Economics, Econometric Society, volume 10, issue 1, January.
• Siem Jan Koopman & Rutger Lit & André Lucas, 2015, "Intraday Stock Price Dependence using Dynamic Discrete Copula Distributions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-037/III/DSF90, Mar.
• Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral, 2015, "A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-056/III, May.
• David E. Allen & Michael McAleer & Robert J. Powell & Abbay K. Singh, 2015, "Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-122/III, Nov.
• Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michel McAleer & Teodosio Pérez-Amaral, 2015, "Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-133/III, Dec.
• Prokudina, Elena & Renneboog, Luc & Tobler, Philippe, 2015, "Does Confidence Predict Out-of-Domain Effort?," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-055.
• Claus Michelsen & Karsten Neuhoff & Anne Schopp, 2015, "Beteiligungskapital als Option für mehr Investitionen in die Gebäudeenergieeffizienz?," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 82, issue 19, pages 463-470.
• Antonia Grohmann & Lukas Menkhoff, 2015, "Schule, Eltern und finanzielle Bildung bestimmen das Finanzverhalten," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 82, issue 28, pages 655-661.
• Corporate author, 2015, "Viele Menschen kennen sich auch mit einfachen finanziellen Konzepten zu wenig aus: Sieben Fragen an Antonia Grohmann," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 82, issue 28, pages 662-662.
• Antonia Grohmann & Roy Kouwenberg & Lukas Menkhoff, 2015, "Childhood Roots of Financial Literacy," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1504.
• Fredj Jawadi & Georges Prat, 2015, "Equity Prices and Fundamentals: a DDM-APT Mixed Approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-16.
• Marie Brière & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2015, "Towards Greater Diversification in Central Bank Reserves," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-34.
• Lauren Stagnol, 2015, "Designing a corporate bond index on solvency criteria," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-39.
• Catherine , Sylvain, 2015, "A Certainty Equivalent Valuation of Social Security Entitlements," HEC Research Papers Series, HEC Paris, number 1086, Feb.
• Thesmar , David & Landier , Augustin, 2015, "The Capacity of Trading Strategies," HEC Research Papers Series, HEC Paris, number 1089, Mar.
• Ovtchinnikov , Alexei & Cooper , Michael, 2015, "Geographical Vibrancy and Firm Performance," HEC Research Papers Series, HEC Paris, number 1090, Mar.
• Martin , Thorsten & Sonnenburg , Florian, 2015, "Managerial Ownership Changes and Mutual Fund Performance," HEC Research Papers Series, HEC Paris, number 1102, Aug.
• Mengus , Eric & Pancrazi , Roberto, 2015, "The Inequality Accelerator," HEC Research Papers Series, HEC Paris, number 1108, Sep.
• Habib, Maurizio Michael & Floreani, Vincent Arthur, 2015, "Financial exposure to the euro area before and after the crisis: home bias and institutions at home," Working Paper Series, European Central Bank, number 1799, Jun.
• Georgarakos, Dimitris & Inderst, Roman & Deuflhard, Florian, 2015, "Financial literacy and savings account returns," Working Paper Series, European Central Bank, number 1852, Sep.
• Birru, Justin, 2015, "Psychological Barriers, Expectational Errors, and Underreaction to News," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2014-03, Jan.
• Bollen, Nicolas P. B. & Sensoy, Berk A., 2015, "How Much for a Haircut? Illiquidity, Secondary Markets, and the Value of Private Equity," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2015-08, May.
• Bao, Jack & Chen, Jia & Hou, Kewei & Lu, Lei, 2015, "Prices and Volatilities in the Corporate Bond Market," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2015-18, Aug.
• Berk, Jonathan B. & van Binsbergen, Jules H., 2015, "Assessing Asset Pricing Models Using Revealed Preference," Research Papers, Stanford University, Graduate School of Business, number 3130, Mar.
• Israeli, Doron & Lee, Charles M. C. & Sridharan, Suhas A., 2015, "Is There a Dark Side to Exchange Traded Funds (ETFs)? An Information Perspective," Research Papers, Stanford University, Graduate School of Business, number 3322, Jul.
• Ogneva, Maria & Piotroski, Joseph D. & Zakolyukina, Anastasia A., 2015, "When Is Distress Risk Priced? Evidence from Recessionary Failure Prediction," Research Papers, Stanford University, Graduate School of Business, number 3333, May.
• Lee, Charles M. C. & Ma, Paul & Wang, Charles C. Y., 2015, "The Search for Benchmarks: When Do Crowds Provide Wisdom?," Research Papers, Stanford University, Graduate School of Business, number 3373, May.
• Adam, Tim R. & Fernando, Chitru S. & Salas, Jesus M., 2015, "Why Do Firms Engage in Selective Hedging? Evidence from the Gold Mining Industry," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 15-07, Jun.
• Alaaeddin Al-Tarawneh & Mohmmad Khataybeh, 2015, "Portfolio Behaviour of Commercial Banks: The Expected Utility Approach: Evidence from Jordan," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 2, pages 312-323.
• Kasilingam Lingaraja & Murugesan Selvam & Vinayagamoorthi Vasanth & Ramachandran Rajesh Ramkumar, 2015, "Long-run Overseas Portfolio Diversification Benefits and Opportunities of Asian Emerging Stock Markets and Developed Markets," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 2, pages 324-333.
• Mehmet Islamo lu & Mehmet Apan & Adem Ayvali, 2015, "Determination of Factors Affecting Individual Investor Behaviours: A Study on Bankers," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 2, pages 531-543.
• Rafiq Bhuyan & James Kuhle & Talla Mohammed Al-Deehani & Munir Mahmood, 2015, "Portfolio Diversification Benefits Using Real Estate Investment Trusts An Experiment with US Common Stocks, Equity Real Estate Investment Trusts, and Mortgage Real Estate Investment Trusts," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 4, pages 922-928.
• Téllez de Vettori, Giannio & Chávez-Bedoya, Luis & Loaiza Alamo, Carlos, 2015, "Precios de adjudicación y componentes del spread en la Bolsa de Valores de Lima," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
• Castro, Rubén & Fortunato, Andrés, 2015, "¿Se comporta el alfabetismo financiero como un bien económico?," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
• Téllez de Vettori, Giannio & Chávez-Bedoya, Luis & Loaiza Alamo, Carlos, 2015, "Pricing and spread components at the Lima Stock Exchange," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
• Castro, Rubén & Fortunato, Andrés, 2015, "Is financial literacy an economic good?," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
• P. Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015, "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-71.
• Bose, Udichibarna & MacDonald, Ronald & Tsoukas, Serafeim, 2015, "Education and the local equity bias around the world," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-76, Jun.
• Bachmann, Kremena & Hens, Thorsten, 2015, "Investment competence and advice seeking," Journal of Behavioral and Experimental Finance, Elsevier, volume 6, issue C, pages 27-41, DOI: 10.1016/j.jbef.2015.03.001.
• Aspara, Jaakko & Hoffmann, Arvid O.I., 2015, "Cut your losses and let your profits run: How shifting feelings of personal responsibility reverses the disposition effect," Journal of Behavioral and Experimental Finance, Elsevier, volume 8, issue C, pages 18-24, DOI: 10.1016/j.jbef.2015.10.002.
• Babalos, Vassilios & Balcilar, Mehmet & Gupta, Rangan, 2015, "Herding behavior in real estate markets: Novel evidence from a Markov-switching model," Journal of Behavioral and Experimental Finance, Elsevier, volume 8, issue C, pages 40-43, DOI: 10.1016/j.jbef.2015.10.004.
• Bernile, Gennaro & Sulaeman, Johan & Wang, Qin, 2015, "Institutional trading during a wave of corporate scandals: “Perfect Payday”?," Journal of Corporate Finance, Elsevier, volume 34, issue C, pages 191-209, DOI: 10.1016/j.jcorpfin.2015.07.004.
• Aymanns, Christoph & Farmer, J. Doyne, 2015, "The dynamics of the leverage cycle," Journal of Economic Dynamics and Control, Elsevier, volume 50, issue C, pages 155-179, DOI: 10.1016/j.jedc.2014.09.015.
• Colwell, David B. & Feldman, David & Hu, Wei, 2015, "Non-transferable non-hedgeable executive stock option pricing," Journal of Economic Dynamics and Control, Elsevier, volume 53, issue C, pages 161-191, DOI: 10.1016/j.jedc.2015.02.002.
• Lei, Yaoting & Xu, Jing, 2015, "Costly arbitrage through pairs trading," Journal of Economic Dynamics and Control, Elsevier, volume 56, issue C, pages 1-19, DOI: 10.1016/j.jedc.2015.04.006.
• Branger, Nicole & Mahayni, Antje & Zieling, Daniel, 2015, "Robustness of stable volatility strategies," Journal of Economic Dynamics and Control, Elsevier, volume 60, issue C, pages 134-151, DOI: 10.1016/j.jedc.2015.08.007.
• Isaenko, Sergey, 2015, "Equilibrium theory of stock market crashes," Journal of Economic Dynamics and Control, Elsevier, volume 60, issue C, pages 73-94, DOI: 10.1016/j.jedc.2015.08.004.
• Shi, Yun & Cui, Xiangyu & Li, Duan, 2015, "Discrete-time behavioral portfolio selection under cumulative prospect theory," Journal of Economic Dynamics and Control, Elsevier, volume 61, issue C, pages 283-302, DOI: 10.1016/j.jedc.2015.10.002.
• Branger, Nicole & Schlag, Christian & Wu, Lue, 2015, "‘Nobody is perfect’: Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors," Journal of Economic Dynamics and Control, Elsevier, volume 61, issue C, pages 303-333, DOI: 10.1016/j.jedc.2015.08.005.
• Beckmann, Joscha & Berger, Theo & Czudaj, Robert, 2015, "Does gold act as a hedge or a safe haven for stocks? A smooth transition approach," Economic Modelling, Elsevier, volume 48, issue C, pages 16-24, DOI: 10.1016/j.econmod.2014.10.044.
• Hoang, Thi-Hong-Van & Wong, Wing-Keung & Zhu, Zhenzhen, 2015, "Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange," Economic Modelling, Elsevier, volume 50, issue C, pages 200-211, DOI: 10.1016/j.econmod.2015.06.021.
• Broll, Udo & Guo, Xu & Welzel, Peter & Wong, Wing-Keung, 2015, "The banking firm and risk taking in a two-moment decision model," Economic Modelling, Elsevier, volume 50, issue C, pages 275-280, DOI: 10.1016/j.econmod.2015.06.016.
• Kim, Hyeongwoo & Ryu, Deockhyun, 2015, "Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach," Economic Modelling, Elsevier, volume 51, issue C, pages 227-241, DOI: 10.1016/j.econmod.2015.07.009.
• Miralles-Marcelo, José Luis & Miralles-Quirós, María del Mar & Miralles-Quirós, José Luis, 2015, "Improving international diversification benefits for US investors," The North American Journal of Economics and Finance, Elsevier, volume 32, issue C, pages 64-76, DOI: 10.1016/j.najef.2015.01.005.
• Arnold, Stephan & Auer, Benjamin R., 2015, "What do scientists know about inflation hedging?," The North American Journal of Economics and Finance, Elsevier, volume 34, issue C, pages 187-214, DOI: 10.1016/j.najef.2015.08.005.
• Lean, Hooi Hooi & Ang, Wei Rong & Smyth, Russell, 2015, "Performance and performance persistence of socially responsible investment funds in Europe and North America," The North American Journal of Economics and Finance, Elsevier, volume 34, issue C, pages 254-266, DOI: 10.1016/j.najef.2015.09.011.
• Billio, Monica & Caporin, Massimiliano & Costola, Michele, 2015, "Backward/forward optimal combination of performance measures for equity screening," The North American Journal of Economics and Finance, Elsevier, volume 34, issue C, pages 63-83, DOI: 10.1016/j.najef.2015.08.002.
• Bernasconi, Michele & Levaggi, Rosella & Menoncin, Francesco, 2015, "Tax evasion and uncertainty in a dynamic context," Economics Letters, Elsevier, volume 126, issue C, pages 171-175, DOI: 10.1016/j.econlet.2014.12.013.
• Bilson, John F.O. & Kang, Sang Baum & Luo, Hong, 2015, "The term structure of implied dividend yields and expected returns," Economics Letters, Elsevier, volume 128, issue C, pages 9-13, DOI: 10.1016/j.econlet.2015.01.003.
• Sauter, Nicolas, 2015, "Social networks as a catalyst of economic change," Economics Letters, Elsevier, volume 134, issue C, pages 45-48, DOI: 10.1016/j.econlet.2015.06.010.
• Sims, Theodore S., 2015, "Income taxation, wealth effects, and uncertainty: Portfolio adjustments with isoelastic utility and discrete probability," Economics Letters, Elsevier, volume 135, issue C, pages 52-54, DOI: 10.1016/j.econlet.2015.07.006.
• Shamsuddin, Abul & Kim, Jae H., 2015, "Market sentiment and the Fama–French factor premia," Economics Letters, Elsevier, volume 136, issue C, pages 129-132, DOI: 10.1016/j.econlet.2015.09.021.
• Gao, Ming & Fok, Robert (Chi-Wing), 2015, "Demographics, family/social interaction, and household finance," Economics Letters, Elsevier, volume 136, issue C, pages 194-196, DOI: 10.1016/j.econlet.2015.09.027.
• Almenberg, Johan & Dreber, Anna, 2015, "Gender, stock market participation and financial literacy," Economics Letters, Elsevier, volume 137, issue C, pages 140-142, DOI: 10.1016/j.econlet.2015.10.009.
• Stark, Oded & Zawojska, Ewa, 2015, "Gender differentiation in risk-taking behavior: On the relative risk aversion of single men and single women," Economics Letters, Elsevier, volume 137, issue C, pages 83-87, DOI: 10.1016/j.econlet.2015.09.023.
• Bekaert, Geert & Engstrom, Eric & Ermolov, Andrey, 2015, "Bad environments, good environments: A non-Gaussian asymmetric volatility model," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 258-275, DOI: 10.1016/j.jeconom.2014.06.021.
• Wachter, Jessica A. & Warusawitharana, Missaka, 2015, "What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 74-93, DOI: 10.1016/j.jeconom.2014.05.018.
• Chang, Chia-Lin & Jiménez-Martín, Juan-Ángel & Maasoumi, Esfandiar & Pérez-Amaral, Teodosio, 2015, "A stochastic dominance approach to financial risk management strategies," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 472-485, DOI: 10.1016/j.jeconom.2015.02.032.
• Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2015, "The long and the short of the risk-return trade-off," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 580-592, DOI: 10.1016/j.jeconom.2015.02.040.
• Paolella, Marc S. & Polak, Paweł, 2015, "COMFORT: A common market factor non-Gaussian returns model," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 593-605, DOI: 10.1016/j.jeconom.2015.02.041.
• Lyócsa, Štefan & Baumöhl, Eduard, 2015, "Similarity of emerging market returns under changing market conditions: Markets in the ASEAN-4, Latin America, Middle East, and BRICs," Economic Systems, Elsevier, volume 39, issue 2, pages 253-268, DOI: 10.1016/j.ecosys.2014.08.001.
• Zhang, Tao & Zhou, Hongfeng & Li, Larry & Gu, Feng, 2015, "Optimal rebalance rules for the constant proportion portfolio insurance strategy – Evidence from China," Economic Systems, Elsevier, volume 39, issue 3, pages 413-422, DOI: 10.1016/j.ecosys.2015.02.001.
• Zhang, Linwan & Wu, Weixing & Wei, Ying & Pan, Rulu, 2015, "Stock holdings over the life cycle: Who hesitates to join the market?," Economic Systems, Elsevier, volume 39, issue 3, pages 423-438, DOI: 10.1016/j.ecosys.2015.05.001.
• Maillet, Bertrand & Tokpavi, Sessi & Vaucher, Benoit, 2015, "Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach," European Journal of Operational Research, Elsevier, volume 244, issue 1, pages 289-299, DOI: 10.1016/j.ejor.2015.01.010.
• Mink, Mark, 2015, "Measuring stock market contagion: Local or common currency returns?," Emerging Markets Review, Elsevier, volume 22, issue C, pages 18-24, DOI: 10.1016/j.ememar.2014.11.003.
• Park, Hyuna, 2015, "Emerging market hedge funds in the United States," Emerging Markets Review, Elsevier, volume 22, issue C, pages 25-42, DOI: 10.1016/j.ememar.2014.11.004.
• Saad, Mohsen & Samet, Anis, 2015, "Pricing, dynamics, and determinants of illiquidity risks: International evidence," Emerging Markets Review, Elsevier, volume 23, issue C, pages 124-147, DOI: 10.1016/j.ememar.2014.11.005.
• Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2015, "Regional and global spillovers and diversification opportunities in the GCC equity sectors," Emerging Markets Review, Elsevier, volume 24, issue C, pages 160-187, DOI: 10.1016/j.ememar.2015.06.002.
• Wang, Kevin Q. & Xu, Jianguo, 2015, "Market volatility and momentum," Journal of Empirical Finance, Elsevier, volume 30, issue C, pages 79-91, DOI: 10.1016/j.jempfin.2014.11.009.
• Prono, Todd, 2015, "Market proxies as factors in linear asset pricing models: Still living with the roll critique," Journal of Empirical Finance, Elsevier, volume 31, issue C, pages 36-53, DOI: 10.1016/j.jempfin.2015.02.001.
• Mainik, Georg & Mitov, Georgi & Rüschendorf, Ludger, 2015, "Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 115-134, DOI: 10.1016/j.jempfin.2015.03.003.
• Sun, Baojing & van Kooten, G. Cornelis, 2015, "Financial weather derivatives for corn production in Northern China: A comparison of pricing methods," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 201-209, DOI: 10.1016/j.jempfin.2015.03.014.
• Chiang, I-Hsuan Ethan, 2015, "Modern portfolio management with conditioning information," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 114-134, DOI: 10.1016/j.jempfin.2015.05.003.
• Brown, Sarah & Ghosh, Pulak & Su, Li & Taylor, Karl, 2015, "Modelling household finances: A Bayesian approach to a multivariate two-part model," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 190-207, DOI: 10.1016/j.jempfin.2015.03.017.
• Moneta, Fabio, 2015, "Measuring bond mutual fund performance with portfolio characteristics," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 223-242, DOI: 10.1016/j.jempfin.2015.03.012.
• Conlin, Andrew & Kyröläinen, Petri & Kaakinen, Marika & Järvelin, Marjo-Riitta & Perttunen, Jukka & Svento, Rauli, 2015, "Personality traits and stock market participation," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 34-50, DOI: 10.1016/j.jempfin.2015.06.001.
• Kim, Daehwan, 2015, "Beta vs. characteristics: Comparison of risk model performances," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 156-171, DOI: 10.1016/j.jempfin.2015.10.002.
• Schauten, Marc B.J. & Willemstein, Robin & Zwinkels, Remco C.J., 2015, "A tale of feedback trading by hedge funds," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 239-259, DOI: 10.1016/j.jempfin.2015.05.006.
• Mishra, Anil V., 2015, "Measures of equity home bias puzzle," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 293-312, DOI: 10.1016/j.jempfin.2015.08.001.
• Nolte, Ingmar & Xu, Qi, 2015, "The economic value of volatility timing with realized jumps," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 45-59, DOI: 10.1016/j.jempfin.2015.03.019.
• Liu, Li & Ma, Feng & Wang, Yudong, 2015, "Forecasting excess stock returns with crude oil market data," Energy Economics, Elsevier, volume 48, issue C, pages 316-324, DOI: 10.1016/j.eneco.2014.12.006.
• Demirer, Rıza & Jategaonkar, Shrikant P. & Khalifa, Ahmed A.A., 2015, "Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries," Energy Economics, Elsevier, volume 49, issue C, pages 132-140, DOI: 10.1016/j.eneco.2015.02.010.
• Block, Alexander Souza & Righi, Marcelo Brutti & Schlender, Sérgio Guilherme & Coronel, Daniel Arruda, 2015, "Investigating dynamic conditional correlation between crude oil and fuels in non-linear framework: The financial and economic role of structural breaks," Energy Economics, Elsevier, volume 49, issue C, pages 23-32, DOI: 10.1016/j.eneco.2015.01.011.
• Ben Ammar, Semir & Eling, Martin, 2015, "Common risk factors of infrastructure investments," Energy Economics, Elsevier, volume 49, issue C, pages 257-273, DOI: 10.1016/j.eneco.2015.01.021.
• Khalfaoui, R. & Boutahar, M. & Boubaker, H., 2015, "Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis," Energy Economics, Elsevier, volume 49, issue C, pages 540-549, DOI: 10.1016/j.eneco.2015.03.023.
• Martínez, Beatriz & Torró, Hipòlit, 2015, "European natural gas seasonal effects on futures hedging," Energy Economics, Elsevier, volume 50, issue C, pages 154-168, DOI: 10.1016/j.eneco.2015.04.002.
• Avdulaj, Krenar & Barunik, Jozef, 2015, "Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data," Energy Economics, Elsevier, volume 51, issue C, pages 31-44, DOI: 10.1016/j.eneco.2015.05.018.
• Du, Limin & He, Yanan, 2015, "Extreme risk spillovers between crude oil and stock markets," Energy Economics, Elsevier, volume 51, issue C, pages 455-465, DOI: 10.1016/j.eneco.2015.08.007.
• Boroumand, Raphaël Homayoun & Goutte, Stéphane & Porcher, Simon & Porcher, Thomas, 2015, "Hedging strategies in energy markets: The case of electricity retailers," Energy Economics, Elsevier, volume 51, issue C, pages 503-509, DOI: 10.1016/j.eneco.2015.06.021.
• Fouilloux, Jessica & Moraux, Franck & Viviani, Jean-Laurent, 2015, "Investing in finite-life carbon emissions reduction program under risk and idiosyncratic uncertainty," Energy Policy, Elsevier, volume 82, issue C, pages 310-320, DOI: 10.1016/j.enpol.2014.12.004.
• Khalifa, Ahmed & Caporin, Massimiliano & Hammoudeh, Shawkat, 2015, "Spillovers between energy and FX markets: The importance of asymmetry, uncertainty and business cycle," Energy Policy, Elsevier, volume 87, issue C, pages 72-82, DOI: 10.1016/j.enpol.2015.08.039.
• Cotter, John & Sullivan, Niall O' & Rossi, Francesco, 2015, "The conditional pricing of systematic and idiosyncratic risk in the UK equity market," International Review of Financial Analysis, Elsevier, volume 37, issue C, pages 184-193, DOI: 10.1016/j.irfa.2014.10.002.
• O'Hagan-Luff, Martha & Berrill, Jenny, 2015, "Why stay-at-home investing makes sense," International Review of Financial Analysis, Elsevier, volume 38, issue C, pages 1-14, DOI: 10.1016/j.irfa.2015.01.002.
• Auer, Benjamin R., 2015, "Does the choice of performance measure influence the evaluation of commodity investments?," International Review of Financial Analysis, Elsevier, volume 38, issue C, pages 142-150, DOI: 10.1016/j.irfa.2014.10.003.
• Bertrand, Philippe & Lapointe, Vincent, 2015, "How performance of risk-based strategies is modified by socially responsible investment universe?," International Review of Financial Analysis, Elsevier, volume 38, issue C, pages 175-190, DOI: 10.1016/j.irfa.2014.11.009.
• Dichtl, Hubert & Drobetz, Wolfgang, 2015, "Sell in May and Go Away: Still good advice for investors?," International Review of Financial Analysis, Elsevier, volume 38, issue C, pages 29-43, DOI: 10.1016/j.irfa.2014.09.007.
• Kim, Woo Chang & Kim, Jang Ho & Mulvey, John M. & Fabozzi, Frank J., 2015, "Focusing on the worst state for robust investing," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 19-31, DOI: 10.1016/j.irfa.2015.02.001.
• Syriopoulos, Theodore & Makram, Beljid & Boubaker, Adel, 2015, "Stock market volatility spillovers and portfolio hedging: BRICS and the financial crisis," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 7-18, DOI: 10.1016/j.irfa.2015.01.015.
• Lee, Boram & Rosenthal, Leonard & Veld, Chris & Veld-Merkoulova, Yulia, 2015, "Stock market expectations and risk aversion of individual investors," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 122-131, DOI: 10.1016/j.irfa.2015.05.011.
• Leite, Paulo & Cortez, Maria Céu, 2015, "Performance of European socially responsible funds during market crises: Evidence from France," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 132-141, DOI: 10.1016/j.irfa.2015.05.012.
• Hudson, Robert & Urquhart, Andrew, 2015, "War and stock markets: The effect of World War Two on the British stock market," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 166-177, DOI: 10.1016/j.irfa.2015.05.015.
• Bohl, Martin T. & Kaufmann, Philipp & Siklos, Pierre L., 2015, "What drove the mid-2000s explosiveness in alternative energy stock prices? Evidence from U.S., European and global indices," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 194-206, DOI: 10.1016/j.irfa.2015.05.018.
• Jenwittayaroje, Nattawut & Charoenwong, Charlie & Ding, David K. & Yang, Yung Chiang, 2015, "Trading costs on the Stock Exchange of Thailand," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 31-40, DOI: 10.1016/j.irfa.2015.05.008.
• Bredin, Don & Conlon, Thomas & Potì, Valerio, 2015, "Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 320-328, DOI: 10.1016/j.irfa.2015.01.010.
• Białkowski, Jędrzej & Bohl, Martin T. & Stephan, Patrick M. & Wisniewski, Tomasz P., 2015, "The gold price in times of crisis," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 329-339, DOI: 10.1016/j.irfa.2014.07.001.
• Ramiah, Vikash & Xu, Xiaoming & Moosa, Imad A., 2015, "Neoclassical finance, behavioral finance and noise traders: A review and assessment of the literature," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 89-100, DOI: 10.1016/j.irfa.2015.05.021.
• Palaiodimos, George & Tzavalis, Elias, 2015, "The EMU effects on asset market holdings and the recent financial crisis," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 153-161, DOI: 10.1016/j.irfa.2015.04.003.
• Echterling, F. & Eierle, B. & Ketterer, S., 2015, "A review of the literature on methods of computing the implied cost of capital," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 235-252, DOI: 10.1016/j.irfa.2015.08.001.
• López, Raquel, 2015, "Do stylized facts of equity-based volatility indices apply to fixed-income volatility indices? Evidence from the US Treasury market," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 292-303, DOI: 10.1016/j.irfa.2015.08.005.
• Switzer, Lorne N. & Tahaoglu, Cagdas, 2015, "The benefits of international diversification: market development, corporate governance, market cap, and structural change effects," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 76-97, DOI: 10.1016/j.irfa.2014.11.010.
• Hoang, Thi-Hong-Van & Lean, Hooi Hooi & Wong, Wing-Keung, 2015, "Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 98-108, DOI: 10.1016/j.irfa.2014.11.020.
• Eun, Cheol S. & Kim, Soo-Hyun & Lee, Kyuseok, 2015, "Currency competition between the dollar and euro: Evidence from exchange rate behaviors," Finance Research Letters, Elsevier, volume 12, issue C, pages 100-108, DOI: 10.1016/j.frl.2014.11.003.
• Chow, Victor & Lai, Christine W., 2015, "Conditional Sharpe Ratios," Finance Research Letters, Elsevier, volume 12, issue C, pages 117-133, DOI: 10.1016/j.frl.2014.11.001.
• Peltomäki, Jarkko & Äijö, Janne, 2015, "Cross-sectional anomalies and volatility risk in different economic and market cycles," Finance Research Letters, Elsevier, volume 12, issue C, pages 17-22, DOI: 10.1016/j.frl.2014.12.004.