Research classified by Journal of Economic Literature (JEL) codes

2016

• 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 School of Business and Economics, number 99, Jan.
• Davide Pettenuzzo & Konstantinos Metaxoglou & Aaron Smith, 2016, "Option-Implied Equity Premium Predictions via Entropic TiltinG," Working Papers, Brandeis School of Business and Economics, 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.
• 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.
• Fagereng, Andreas & Guiso, Luigi & Pistaferri, Luigi, 2016, "Back to background risk?," CEPR Discussion Papers, Centre for Economic Policy Research, number 11051, Jan.
• Dahlquist, Magnus & Setty, Ofer & Vestman, Roine, 2016, "On the Asset Allocation of a Default Pension Fund," CEPR Discussion Papers, Centre for Economic Policy Research, number 11052, Jan.
• Brocas, Isabelle & Carrillo, Juan D & Giga, Aleksandar & Zapatero, Fernando, 2016, "Skewness Seeking in a Dynamic Portfolio Choice Experiment," CEPR Discussion Papers, Centre for Economic Policy Research, number 11056, Jan.
• Ungeheuer, Michael & Weber, Martin, 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.
• Götz, Martin & Laeven, Luc & Levine, Ross, 2016, "Does the Geographic Expansion of Banks Reduce Risk?," CEPR Discussion Papers, Centre for Economic Policy Research, number 11231, Apr.
• Anagol, Santosh & Balasubramaniam, Vimal, 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.
• Barattieri, Alessandro & Moretti, Laura & Quadrini, Vincenzo, 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 & Zhang, Tony, 2016, "Currency Manipulation," CEPR Discussion Papers, Centre for Economic Policy Research, number 11581, Oct.
• Ungeheuer, Michael & Weber, Martin, 2016, "The Perception of Dependence, Investment Decisions, and Stock Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 11585, Oct.
• Fagereng, Andreas & Guiso, Luigi & Malacrino, Davide & Pistaferri, Luigi, 2016, "Heterogeneity and Persistence in Returns to Wealth," CEPR Discussion Papers, Centre for Economic Policy Research, number 11635, Nov.
• Stephens, Thomas & Tyran, Jean-Robert, 2016, "Money Illusion and Household Finance," CEPR Discussion Papers, Centre for Economic Policy Research, number 11643, Nov.
• Sodini, Paolo & 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.
• Boero, Gianna & Mandalinci, Zeyyad & Taylor, Mark, 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.
• Bach, Laurent & Calvet, Laurent E. & Sodini, Paolo, 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.
• Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E., 2016, "Can commodity returns forecast Canadian sector stock returns?," International Review of Economics & Finance, Elsevier, volume 41, issue C, pages 172-188, DOI: 10.1016/j.iref.2015.08.013.
• Guo, Liang, 2016, "Are U.S. investors blindly chasing returns in foreign countries?," International Review of Economics & Finance, Elsevier, volume 41, issue C, pages 309-334, DOI: 10.1016/j.iref.2015.08.002.
• Escobar, Marcos & Ferrando, Sebastian & Rubtsov, Alexey, 2016, "Portfolio choice with stochastic interest rates and learning about stock return predictability," International Review of Economics & Finance, Elsevier, volume 41, issue C, pages 347-370, DOI: 10.1016/j.iref.2015.07.003.
• Lin, Chih-Yung & Ho, Po-Hsin & Shen, Chung-Hua & Wang, Yu-Chun, 2016, "Political connection, government policy, and investor trading: Evidence from an emerging market," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 153-166, DOI: 10.1016/j.iref.2015.09.008.
• Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2016, "Gold, oil, and stocks: Dynamic correlations," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 186-201, DOI: 10.1016/j.iref.2015.08.006.
• Huang, MeiChi & Wu, Chih-Chiang & Liu, Shih-Min & Wu, Chang-Che, 2016, "Facts or fates of investors' losses during crises? Evidence from REIT-stock volatility and tail dependence structures," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 54-71, DOI: 10.1016/j.iref.2015.10.046.
• Hao, Ying & Chu, Hsiang-Hui & Ho, Keng-Yu & Ko, Kuan-Cheng, 2016, "The 52-week high and momentum in the Taiwan stock market: Anchoring or recency biases?," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 121-138, DOI: 10.1016/j.iref.2015.10.035.
• Liu, Jiapeng & Tao, Qizhi & Hou, Wenxuan & Zhang, Ting, 2016, "Systematic risk, government policy intervention, and dynamic contrarian investments," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 334-343, DOI: 10.1016/j.iref.2015.12.006.
• Lu, Jin-Ray & Hwang, Chih-Chiang & Lin, Chien-Yi, 2016, "Do shareholders appreciate capital investment policies of corporations?," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 344-353, DOI: 10.1016/j.iref.2015.12.007.
• Chen, An-Sing & Chang, Chong-Chuo & Cheng, Lee-Young & Tu, Hsing-Yu, 2016, "Do analysts cater to investor beliefs via target prices," International Review of Economics & Finance, Elsevier, volume 44, issue C, pages 232-252, DOI: 10.1016/j.iref.2016.04.005.
• Laborda, Ricardo & Muñoz, Fernando, 2016, "Optimal allocation of government bond funds through the business cycle. Is money smart?," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 46-67, DOI: 10.1016/j.iref.2016.04.008.
• Bhuyan, Rafiqul & Robbani, Mohammad G. & Talukdar, Bakhtear & Jain, Ajeet, 2016, "Information transmission and dynamics of stock price movements: An empirical analysis of BRICS and US stock markets," International Review of Economics & Finance, Elsevier, volume 46, issue C, pages 180-195, DOI: 10.1016/j.iref.2016.09.004.
• Fischer, Mario & Hanauer, Matthias X. & Heigermoser, Robert, 2016, "Synthetic hedge funds," Review of Financial Economics, Elsevier, volume 29, issue C, pages 12-22, DOI: 10.1016/j.rfe.2016.02.002.
• Aiken, Adam L. & Kilic, Osman & Reid, Sean, 2016, "Can hedge funds time global equity markets? Evidence from emerging markets," Review of Financial Economics, Elsevier, volume 29, issue C, pages 2-11, DOI: 10.1016/j.rfe.2015.05.002.
• Moll, Cliff R. & Huffman, Stephen P., 2016, "The incremental information content of innovations in implied idiosyncratic volatility," Review of Financial Economics, Elsevier, volume 30, issue C, pages 33-44, DOI: 10.1016/j.rfe.2016.04.001.
• Gutierrez, Jose, 2016, "Reversal of 3-day losers and continuation of 3-day winners on the NASDAQ," Review of Financial Economics, Elsevier, volume 30, issue C, pages 68-73, DOI: 10.1016/j.rfe.2016.07.001.
• Sclip, Alex & Dreassi, Alberto & Miani, Stefano & Paltrinieri, Andrea, 2016, "Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets," Review of Financial Economics, Elsevier, volume 31, issue C, pages 34-44, DOI: 10.1016/j.rfe.2016.06.005.
• Li, Bob & Ee, Mong Shan & Rashid, Mamunur, 2016, "Is momentum trading profitable from Shari'ah compliant stocks?," Review of Financial Economics, Elsevier, volume 31, issue C, pages 56-63, DOI: 10.1016/j.rfe.2016.08.002.
• Al Nasser, Omar M. & Hajilee, Massomeh, 2016, "Integration of emerging stock markets with global stock markets," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 1-12, DOI: 10.1016/j.ribaf.2015.09.025.
• Arjoon, Vaalmikki, 2016, "Microstructures, financial reforms and informational efficiency in an emerging market," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 112-126, DOI: 10.1016/j.ribaf.2015.09.016.
• Clare, Andrew & Sherman, Meadhbh Brid & Thomas, Steve, 2016, "Multi-asset class mutual funds: Can they time the market? Evidence from the US, UK and Canada," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 212-221, DOI: 10.1016/j.ribaf.2015.09.011.
• Alexakis, Panayotis D. & Kenourgios, Dimitris & Dimitriou, Dimitrios, 2016, "On emerging stock market contagion: The Baltic region," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 312-321, DOI: 10.1016/j.ribaf.2015.09.035.
• Urquhart, Andrew & Hudson, Robert, 2016, "Investor sentiment and local bias in extreme circumstances: The case of the Blitz," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 340-350, DOI: 10.1016/j.ribaf.2015.09.010.
• Charfeddine, Lanouar & Najah, Ahlem & Teulon, Frédéric, 2016, "Socially responsible investing and Islamic funds: New perspectives for portfolio allocation," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 351-361, DOI: 10.1016/j.ribaf.2015.09.031.
• McQuillan, William & Lucey, Brian, 2016, "The validity of Islamic art as an investment," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 388-401, DOI: 10.1016/j.ribaf.2015.02.010.
• Sui, Lu & Sun, Lijuan, 2016, "Spillover effects between exchange rates and stock prices: Evidence from BRICS around the recent global financial crisis," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 459-471, DOI: 10.1016/j.ribaf.2015.10.011.
• Aytaç, Beysül & Hoang, Thi-Hong-Van & Mandou, Cyrille, 2016, "Wine: To drink or invest in? A study of wine as an investment asset in French portfolios," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 591-614, DOI: 10.1016/j.ribaf.2015.03.001.
• Sila Alan, Nazli & Karagozoglu, Ahmet K. & Korkmaz, Sibel, 2016, "Growing pains: The evolution of new stock index futures in emerging markets," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 1-16, DOI: 10.1016/j.ribaf.2015.10.004.
• Venanzi, Daniela, 2016, "The performance of the Italian mutual funds: Does the metric matter?," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 406-421, DOI: 10.1016/j.ribaf.2016.01.002.
• Berggrun, Luis & Lizarzaburu, Edmundo & Cardona, Emilio, 2016, "Idiosyncratic volatility and stock returns: Evidence from the MILA," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 422-434, DOI: 10.1016/j.ribaf.2016.01.011.
• Tekçe, Bülent & Yılmaz, Neslihan & Bildik, Recep, 2016, "What factors affect behavioral biases? Evidence from Turkish individual stock investors," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 515-526, DOI: 10.1016/j.ribaf.2015.11.017.
• Yavas, Burhan F. & Dedi, Lidija, 2016, "An investigation of return and volatility linkages among equity markets: A study of selected European and emerging countries," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 583-596, DOI: 10.1016/j.ribaf.2016.01.025.
• Chkili, Walid, 2016, "Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 22-34, DOI: 10.1016/j.ribaf.2016.03.005.
• Baldi, Lucia & Peri, Massimo & Vandone, Daniela, 2016, "Stock markets’ bubbles burst and volatility spillovers in agricultural commodity markets," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 277-285, DOI: 10.1016/j.ribaf.2016.04.020.
• Roig Hernando, Jaume, 2016, "Crowdfunding: The collaborative economy for channelling institutional and household savings," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 326-337, DOI: 10.1016/j.ribaf.2016.03.004.
• Shank, Corey A. & Vianna, Andre C., 2016, "Are US-Dollar-Hedged-ETF investors aggressive on exchange rates? A panel VAR approach," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 430-438, DOI: 10.1016/j.ribaf.2016.05.002.
• Zaremba, Adam & Szyszka, Adam, 2016, "Is there momentum in equity anomalies? Evidence from the Polish emerging market," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 546-564, DOI: 10.1016/j.ribaf.2016.07.004.
• Insler, Michael & Compton, James & Schmitt, Pamela, 2016, "The investment decisions of young adults under relaxed borrowing constraints," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 64, issue C, pages 106-121, DOI: 10.1016/j.socec.2015.07.004.
• Bilbao-Terol, Amelia & Arenas-Parra, Mar & Cañal-Fernández, Verónica, 2016, "A model based on Copula Theory for sustainable and social responsible investments," Revista de Contabilidad - Spanish Accounting Review, Elsevier, volume 19, issue 1, pages 55-76, DOI: 10.1016/j.rcsar.2015.01.003.
• Hilbert, Martin, 2016, "Formal definitions of information and knowledge and their role in growth through structural change," Structural Change and Economic Dynamics, Elsevier, volume 38, issue C, pages 69-82, DOI: 10.1016/j.strueco.2016.03.004.
• Tsouknidis, Dimitris A., 2016, "Dynamic volatility spillovers across shipping freight markets," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 91, issue C, pages 90-111, DOI: 10.1016/j.tre.2016.04.001.
• Bojan Tomic & Andrijana Sesar, 2016, "Basic Characteristics of Bonds and their Dynamics on the Croatian Secondary Market," Effectus - Working Paper Series, Effectus - University College for Law and Finance, number 0015, Jan.
• Ibrahim BOZKURT, 2016, "Gunahkar Hisseler," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 16, issue 1, pages 1-12, DOI: 10.21121/eab.2016119950.
• Martin, Ian & Wagner, Christian, 2016, "What is the expected return on a stock?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118957, Nov.
• Ghosh, Anisha & Julliard, Christian & Taylor, Alex, 2016, "An information based one-factor asset pricing model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118978, Apr.
• Bianchi, Daniele & Tamoni, Andrea, 2016, "The dynamics of expected returns: evidence from multi-scale time series modelling," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118992, Mar.
• Ziemba, William, 2016, "A response to Professor Paul A. Samuelson's objections to Kelly capital growth investing," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119002, Jan.
• Czichowsky, Christoph & Schachermayer, Walter, 2016, "Duality theory for portfolio optimisation under transaction costs," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 63362, Jun.
• Malkhozov, Aytek & Mueller, Philippe & Vedolin, Andrea & Venter, Gyuri, 2016, "Mortgage risk and the yield curve," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 64915, May.
• Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas & Samartzis, Panagiotis, 2016, "Factor models of stock returns: GARCH errors versus time-varying betas," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 65548, Jan.
• Aymanns, Christoph & Caccioli, Fabio & Farmer, J. Doyne & Tan, Vincent W.C., 2016, "Taming the Basel leverage cycle," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 65676, Mar.
• Andreas Fagereng & Luigi Guiso & Luigi Pistaferri, 2016, "Back to Background Risk," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1602, revised Jan 2016.
• Andreas Fagereng & Luigi Guiso & Davide Malacrino & Luigi Pistaferri, 2016, "Heterogeneity and Persistence in Returns to Wealth," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1615, revised Nov 2016.
• Tiago Santos Telles & Alex Willhans Antonio Palludeto & Bastiaan Philip Reydon, 2016, "Evolução dos preços no mercado brasileiro de terras (1994-2010): uma análise à luz da teoria pós-keynesiana," Brazilian Journal of Political Economy, FGV EAESP, volume 36, issue 1, pages 109-129, March, DOI: 10.1590/0101-31572016v36n01a07.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016, "Applying exogenous variables and regime switching to multi-factor models on equity indices," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, volume 47, DOI: 10.17451/eko/47/2016/210.
• Lin Mi & Karen Benson & Robert Faff, 2016, "Further evidence on idiosyncratic risk and REIT pricing: a cross-country analysis," Accounting Research Journal, Emerald Group Publishing Limited, volume 29, issue 1, pages 34-58, May, DOI: 10.1108/ARJ-07-2013-0048.
• Oktay Tas & Kaya Tokmakcioglu & Umut Ugurlu & Murat Isiker, 2016, "Comparison of ethical and conventional portfolios with second-order stochastic dominance efficiency test," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 9, issue 4, pages 492-511, November, DOI: 10.1108/IMEFM-11-2015-0133.
• Dimitrios Kourtidis & Željko Šević & Prodromos Chatzoglou, 2016, "Mood and stock returns: evidence from Greece," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 2, pages 242-258, May, DOI: 10.1108/JES-09-2014-0158.
• Aasif Shah & Malabika Deo & Wayne King, 2016, "What econo-physics can tell us about Korean equity market co-movements?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 4, pages 549-573, September, DOI: 10.1108/JES-04-2015-0058.
• Axel Buchner, 2016, "Portfolio dynamics under illiquidity," Journal of Risk Finance, Emerald Group Publishing Limited, volume 17, issue 4, pages 405-427, August, DOI: 10.1108/JRF-01-2016-0002.
• Christian Fieberg & Thorsten Poddig & Armin Varmaz, 2016, "An investor’s perspective on risk-models and characteristic-models," Journal of Risk Finance, Emerald Group Publishing Limited, volume 17, issue 3, pages 262-276, May, DOI: 10.1108/JRF-02-2016-0026.
• Hunter Matthew Holzhauer & Xing Lu & Robert McLeod & Jun Wang, 2016, "RiskTRACK: the five-factor model for measuring risk tolerance," Journal of Risk Finance, Emerald Group Publishing Limited, volume 17, issue 4, pages 428-445, August, DOI: 10.1108/JRF-04-2016-0054.
• Theo Berger & Christian Fieberg, 2016, "On portfolio optimization," Journal of Risk Finance, Emerald Group Publishing Limited, volume 17, issue 3, pages 295-309, May, DOI: 10.1108/JRF-09-2015-0094.
• Vikash Ramiah & Thomas Morris & Imad Moosa & Michael Gangemi & Louise Puican, 2016, "The effects of announcement of green policies on equity portfolios," Managerial Auditing Journal, Emerald Group Publishing Limited, volume 31, issue 2, pages 138-155, February, DOI: 10.1108/MAJ-08-2014-1065.