Research classified by Journal of Economic Literature (JEL) codes

2015

• 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.
• Renneboog, Luc, 2015, "Investing in Diamonds," Other publications TiSEM, Tilburg University, School of Economics and Management, number 4144e181-d12f-4c6f-a3f8-6.
• Lars Hornuf & Matthias Neuenkirch, 2015, "Pricing Shares in Equity Crowdfunding," Research Papers in Economics, University of Trier, Department of Economics, number 2015-07.
• Lars Hornuf & Armin Schwienbacher, 2015, "Funding Dynamics in Crowdinvesting," Research Papers in Economics, University of Trier, Department of Economics, number 2015-09.
• Sanna Nivakoski, 2015, "Wealth and the Effect of Subjective Survival Probability," Working Papers, Geary Institute, University College Dublin, number 201509, Jun.
• 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?," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-16, Nov.
• David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2015, "Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-19, Nov.
• Sandra E. Black & Paul J. Devereux & Petter Lundborg & Kaveh Majleshi, 2015, "Learning to Take Risks? The Effect of Education on Risk-Taking in Financial Markets," Working Papers, School of Economics, University College Dublin, number 201509, Apr.
• Sandra E. Black & Paul J. Devereux & Petter Lundborg & Kaveh Majlesi, 2015, "Poor Little Rich Kids? - The Determinants of the Intergenerational Transmission of Wealth," Working Papers, School of Economics, University College Dublin, number 201516, Jul.
• Sandra E. Black & Paul J. Devereux & Petter Lundborg & Kaveh Majlesi, 2015, "On The Origins of Risk-Taking," Working Papers, School of Economics, University College Dublin, number 201517, Jun.
• Anne Haubo Dyhrberg, 2015, "Hedging Capabilities of Bitcoin. Is it the virtual gold?," Working Papers, School of Economics, University College Dublin, number 201521, Oct.
• Henrik Cronqvist & Stephan Siegel, 2015, "The Origins of Savings Behavior," Journal of Political Economy, University of Chicago Press, volume 123, issue 1, pages 123-169, DOI: 10.1086/679284.
• Tarek A. Hassan & Thomas M. Mertens, 2015, "Information Aggregation in a Dynamic Stochastic General Equilibrium Model," NBER Macroeconomics Annual, University of Chicago Press, volume 29, issue 1, pages 159-207, DOI: 10.1086/680621.
• Marie Briere & Kim Oosterlinck & Ariane Szafarz, 2015, "Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoins," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/226296.
• Lechman, Ewa & Marszk, Adam, 2015, "ICT technologies and financial innovations: The case of exchange traded funds in Brazil, Japan, Mexico, South Korea and the United States," Technological Forecasting and Social Change, Elsevier, volume 99, issue C, pages 355-376, DOI: 10.1016/j.techfore.2015.01.006.
• Brière, Marie & Szafarz, Ariane, 2015, "Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market," World Development, Elsevier, volume 67, issue C, pages 110-125, DOI: 10.1016/j.worlddev.2014.10.007.
• Alexandra Spicer & Olena Stavrunova & Susan Thorp, 2015, "How portfolios evolve after retirement: evidence from Australia," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-39, Nov.
• Renée Fry-McKibbin & Cody Yu-Ling Hsiao, 2015, "Extremal dependence tests for contagion," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-40, Nov.
• Bojan Tomic, 2015, "The Impact Of Macroeconomic Indicators On The Movement Of Crobex," FIP - Journal of Finance and Law, Effectus - University College for Law and Finance, volume 2, issue 1, pages 45-60.
• Sesar Andrijana & Tomic Bojan, 2015, "Basic Characteristics of Bonds and their Dynamics on the Croatian Secondary Market," FIP - Journal of Finance and Law, Effectus - University College for Law and Finance, volume 4, issue 1, pages 115-132.
• Pierre Matek & Marko Lukaè & Vedrana Repac, 2015, "Performance appraisal of Croatian mandatory pension funds," FIP - Journal of Finance and Law, Effectus - University College for Law and Finance, volume 4, issue 1, pages 7-30.
• Pierre Matek & Marko Lukač & Vedrana Repač, 2015, "Performance appraisal of Croatian mandatory pension funds," Effectus - Working Paper Series, Effectus - University College for Law and Finance, number 0004, Feb.
• Javier Prado-Dominguez & Carlos Fernández-Herráiz, 2015, "A Sharpe-ratio-based measure for currencies," European Journal of Government and Economics, Europa Grande, volume 4, issue 1, pages 67-75, June.
• Aymanns, Christoph & Caccioli, Fabio & Farmer, J. & Tan, Vincent, 2015, "Taming the Basel leverage cycle," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118989, Jul.
• Chabakauri, Georgy, 2015, "Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119001, Mar.
• Gromb, Denis & Vayanos, Dimitri, 2015, "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119012, Feb.
• Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2015, "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119454, Oct.
• Chabakauri, Georgy, 2015, "Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60737, Jan.
• Chabakauri, Georgy, 2015, "Dynamic equilibrium with rare events and heterogeneous epstein-zin investors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 62003, Mar.
• Aymanns, Christoph & Caccioli, Fabio & Farmer, J. Doyne & Tan, Vincent W.C., 2015, "Taming the Basel leverage cycle," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 65089, Jul.
• Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2015, "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 65091, Oct.
• Lleo, Sebastien & Ziemba, Bill, 2015, "The Swiss black swan bad scenario: is Switzerland another casualty of the Eurozone crisis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 65107, Aug.
• Perets, Gadi S. & Yashiv, Eran, 2015, "The fundamental nature of HARA utility," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86287, Sep.
• Janette Rutterford & Dimitris Sotiropoulos & Carry van Lieshout, 2015, "Individual investors and local bias in the UK, 1870-1935," Working Papers, Economic History Society, number 15009, Mar.
• Gabriele Foà & Leonardo Gambacorta & Luigi Guiso & Paolo Emilio Mistrulli, 2015, "The Supply Side of Household Finance," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1507, revised Jul 2015.
• S Coleman & K Sirichand, 2015, "Investigating Multiple Changes in Persistence in International Yields," Economic Issues Journal Articles, Economic Issues, volume 20, issue 1, pages 65-90, March.
• Fabrice Barthélémy & Charles-Olivier Amédée-Manesme & Jean-Luc Prigent, 2015, "Real Estate Investment: Market Volatility and Optimal Holding Period under Risk Aversion," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2015-21.
• Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2015, "The impact of lease structures on the optimal holding period for a commercial real estate portfolio," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 33, issue 2, pages 121-139, March, DOI: 10.1108/JPIF-02-2014-0010.
• Samsukri Glanville bin Mohamad Glanville bin Mohamad & Chad Perry, 2015, "How fund managers in Malaysia make decisions," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 7, issue 1, pages 72-87, February, DOI: 10.1108/QRFM-09-2013-0028.
• Omid Sabbaghi, 2015, "Volatility, distress risk, and the cross-section of portfolio returns," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 14, issue 2, pages 149-171, May, DOI: 10.1108/RAF-11-2012-0123.
• Maghsoud Solimanpur & Gholamreza Mansourfar & Farzad Ghayour, 2015, "Optimum portfolio selection using a hybrid genetic algorithm and analytic hierarchy process," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 32, issue 3, pages 379-394, August, DOI: 10.1108/SEF-08-2012-0085.
• Bodeutsch, D.S. & Franses, Ph.H.B.F., 2015, "Risk attitudes in company boardrooms in a developing country," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2015-04, Jan.
• Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2015, "A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-14, May.
• Allen, D.E. & McAleer, M.J. & Powell, R.J. & Singh, A.K., 2015, "Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-32, Nov.
• Chang, C-L. & Jiménez-Martín, J.A. & Maasoumi, E. & McAleer, M.J., 2015, "Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-38, Dec.
• Pablo Gasós & Ernest Gnan & Morten Balling (ed.), 2015, "Challenges in Securities Markets Regulation: Investor Protection and Corporate Governance," SUERF Studies, SUERF - The European Money and Finance Forum, number 2015/1, ISBN: ARRAY(0x7ead62f0), May.
• Christian Beer & Ernest Gnan (ed.), 2015, "Asset-Liability Management with Ultra-Low Interest Rates," SUERF Studies, SUERF - The European Money and Finance Forum, number 2015/2, ISBN: ARRAY(0x7c8fbd98), May.
• Samal Tursynbekovna Omarova, 2015, "Current Trends of Investment Climate in the Republic of Kazakhstan," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 261-274.
• François Legendre & Djibril Togola, 2015, "Explicit solution to dynamic portfolio choice problem: the continuous-time detour," Erudite Working Paper, Erudite, number 2015-01.
• Mohsen Ghobadi, Mitra Torabi, 2015, "Investment Rankings Based On Technical Analysis By Fuzzy Mcdm In Tehran Stock Exchange," Ekonomika, Journal for Economic Theory and Practice and Social Issues, „Ekonomika“ Society of Economists, Niš (Serbia), number 2015-02, Jun.
• Óscar V. De la Torre Torres. & Evaristo Galeana Figueroa. & Dora Aguilasocho Montoya., 2015, "An Actual Position Benchmark for Mexican Pension Funds Performance," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 43, issue 2, pages 133-154, Julio-Dic, DOI: 10.24275/ETYPUAM/NE/432015/DelaTorr.
• Petru POPESCU, 2015, "Business Environment and Business Company in Romania in the Current Financial Conditions," Economics of Sustainable Development.The Economic Impact of Climate Change. - Working papers, Ecological University of Bucharest, Department of Economics, number 04, Nov.
• Catherine Bruneau & Alexis Flageollet & Zhun Peng, 2015, "Risk Factors, Copula Dependence and Risk Sensitivity of a Large Portfolio," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 15-03.
• Ramzi FARHANI & Ghrissi MHAMDI & Abdelkader AGUIR & Mounir SMIDA, 2015, "Effect of Financial Liberalization on the Probability of Occurrence of Banking Crises," Expert Journal of Economics, Sprint Investify, volume 3, issue 1, pages 14-21.
• Nimet Varlık & Serdar Varlık, 2015, "Risk Algısındaki Ve Risk İştahındaki Değişmelerin Bankacılık Sisteminin Sağlamlığına Etkileri: Türkiye Örneği," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey, Ekonomik Yaklasim Association, number 219.
• Beatriz Martínez & Hipòlit Torró, 2015, "European Natural Gas Seasonal Effects on Futures Hedging," Working Papers, Fondazione Eni Enrico Mattei, number 2015.10, Feb.
• Loïc Berger, 2015, "The Impact of Ambiguity Prudence on Insurance and Prevention," Working Papers, Fondazione Eni Enrico Mattei, number 2015.15, Feb.
• Richard G. Anderson & Michael D. Bordo & John V. Duca, 2015, "Money and velocity during financial crises: from the Great Depression to the Great Recession," Working Papers, Federal Reserve Bank of Dallas, number 1503, May, DOI: 10.24149/wp1503.
• A. Ronald Gallant & Mohammad Jahan-Parvar & Hening Liu, 2015, "Measuring Ambiguity Aversion," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-105, Nov, DOI: 10.17016/FEDS.2015.105.
• Kartik B. Athreya & Felicia Ionescu & Urvi Neelakantan, 2015, "Stock Market Investment: The Role of Human Capital," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-65, Jun, DOI: 10.17016/FEDS.2015.065r1.
• Sirio Aramonte & Seung Jung Lee & Viktors Stebunovs, 2015, "Risk Taking and Low Longer-term Interest Rates: Evidence from the U.S. Syndicated Loan Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-68, Jul, DOI: 10.17016/FEDS.2015.068.
• Qi Liu & Lei Lu & Bo Sun & Hongjun Yan, 2015, "A Model of Anomaly Discovery," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1128, Jan, DOI: 10.17016/IFDP.2015.1128.
• YiLi Chien, 2015, "The Welfare Cost of Business Cycles with Heterogeneous Trading Technologies," Review, Federal Reserve Bank of St. Louis, volume 97, issue 1, pages 67-85.
• Michael W. McCracken & Serena Ng, 2015, "FRED-MD: A Monthly Database for Macroeconomic Research," Working Papers, Federal Reserve Bank of St. Louis, number 2015-12, Jun, DOI: 10.20955/wp.2015.012.
• William Dudley, 2015, "Welcoming remarks at The Evolving Structure of the U.S. Treasury Market conference," Speech, Federal Reserve Bank of New York, number 182, Oct.
• Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2015, "Heterogeneity in decentralized asset markets," Working Papers, Federal Reserve Bank of Philadelphia, number 15-22, May.
• Kartik B. Athreya & Felicia Ionescu & Urvi Neelakantan, 2015, "Stock Market Investment: The Role of Human Capital," Working Paper, Federal Reserve Bank of Richmond, number 15-7, Jul.
• Bouët, Antoine & Vaubourg, Anne-Gaël, 2015, "Financial constraints and international trade with endogenous mode of competition," IFPRI discussion papers, International Food Policy Research Institute (IFPRI), number 1438.
• John Griffin, 2015, "Risk Premia and Knightian Uncertainty in an Experimental Market Featuring a Long-Lived Asset," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2015-01er:dp2015-01.
• Ravioli, Mario & Fabregat-Aibar, Laura, 2015, "Analysis Of Recommendations About Expected Prices Of Ibex 35 Using Fuzzy Numbers," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 1, pages 51-70, May.
• Sebastien Lleo & William T. Ziemba, 2015, "The Swiss Black Swan Bad Scenario: Is Switzerland Another Casualty of the Eurozone Crisis?," IJFS, MDPI, volume 3, issue 3, pages 1-30, August.
• Carlos Arango & Oscar Valencia, 2015, "Macro-prudential Policies, Moral Hazard and Financial Fragility," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 06-2015, Mar.
• Udichibarna Bose & Ronald MacDonald & Serafeim Tsoukas, 2015, "Education and the local equity bias around the world," Working Papers, Business School - Economics, University of Glasgow, number 2015_13, Jun.
• Alfred Duncan & Charles Nolan, 2015, "Objectives and Challenges of Macroprudential Policy," Working Papers, Business School - Economics, University of Glasgow, number 2015_22, Sep.
• Nuno Silva, 2015, "Time-Varying Stock Return Predictability: The Eurozone Case," Notas Económicas, Faculty of Economics, University of Coimbra, issue 41, pages 28-38, June.
• Mário Augusto & Rui Pascoal & Ana Margarida Monteiro, 2015, "Size Distribution of Portuguese Firms between 2006 and 2012," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2015-04, Feb.
• Rui Pedro Brito & Hélder Sebastião & Pedro Godinho, 2015, "Efficient Skewness/Semivariance Portfolios," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2015-05, Mar.
• Rui Pedro Brito & Hélder Sebastião & Pedro Godinho, 2015, "Portfolio Management With Higher Moments: The Cardinality Impact," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2015-15, Jul.
• Nuno Silva, 2015, "Industry based equity premium forecasts," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2015-19, Dec.
• Robert J Bianchi & Michael E Drew & John Hua Fan, 2015, "Microscopic momentum in commodity futures," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201510, Oct.
• Alain Chateauneuf & Ghizlane Lakhnati, 2015, "Increases in risk and demand for a risky asset," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01161663, DOI: 10.1016/j.mathsocsci.2015.02.005.
• Fredj Jawadi & Georges Prat, 2015, "Equity Prices and Fundamentals: a DDM-APT Mixed Approach," Working paper serie RMT - Grenoble Ecole de Management, HAL, number hal-04141411.
• Alain Chateauneuf & Ghizlane Lakhnati, 2015, "Increases in risk and demand for a risky asset," Post-Print, HAL, number hal-01161663, DOI: 10.1016/j.mathsocsci.2015.02.005.
• Michel Bernini & Sarah Guillou & Flora Bellone, 2015, "Financial leverage and export quality: Evidence from France," Post-Print, HAL, number hal-01238987, Oct, DOI: 10.1016/j.jbankfin.2015.06.014.
• Vikas Agarwal & Eser Arisoy & Narayan y Naik, 2015, "Volatility of Aggregate Volatility and Hedge Fund Returns," Post-Print, HAL, number hal-01412976, Jun, DOI: 10.2139/ssrn.2502352.
• Nicolas Huck, 2015, "Pairs trading: does volatility timing matter?," Post-Print, HAL, number hal-01507986, DOI: 10.1080/00036846.2015.1068923.
• Nicolas Huck & Komivi Afawubo, 2015, "Pairs trading and selection methods: Is cointegration superior?," Post-Print, HAL, number hal-01508010, DOI: 10.1080/00036846.2014.975417.
• Linh Tran Dieu, 2015, "A comparison of bank and non-bank funds in the French market," Post-Print, HAL, number hal-01698566, Jun.
• Linh Tran Dieu, 2015, "How do mutual funds transfer scale economies to investors? Evidence from France," Post-Print, HAL, number hal-01698612, May, DOI: 10.1016/j.ribaf.2014.10.001.
• Philippe Bertrand & Vincent Lapointe, 2015, "How performance of risk-based strategies is modified by socially responsible investment universe?," Post-Print, HAL, number hal-01833066, Mar, DOI: 10.1016/j.irfa.2014.11.009.
• Philippe Bertrand & Jean-Luc Prigent, 2015, "On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds)," Post-Print, HAL, number hal-01833074.
• Philippe Bertrand & Jean-Luc Prigent, 2015, "French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing," Post-Print, HAL, number hal-01833084, DOI: 10.2139/ssrn.2513231.
• Thi-Hong-Van Hoang & Hooi Hooi Lean & Wing-Keung Wong, 2015, "Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange," Post-Print, HAL, number hal-02010725, Dec, DOI: 10.1016/j.irfa.2014.11.020.
• Thi-Hong-Van Hoang & Wing-Keung Wong & Zhenzhen Zhu, 2015, "Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange," Post-Print, HAL, number hal-02010732, Nov, DOI: 10.1016/j.econmod.2015.06.021.
• Diego Useche & Philippe Gorry, 2015, "Orphan Drug Designations as Valuable intangible assets for Ipo Investors in Pharma-biotech companies," Post-Print, HAL, number hal-02195963, Jun.
• Marie Brière & Kim Oosterlinck & Ariane Szafarz, 2015, "Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoin," Post-Print, HAL, number hal-02315410, DOI: 10.1057/jam.2015.5.
• Frédérique Bec, 2015, "Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup," Post-Print, HAL, number hal-02980012, Dec.
• Flora Bellone & Michel Bernini & Sarah Guillou, 2015, "Financial leverage and export quality: evidence from France," Post-Print, HAL, number hal-03470073, Oct, DOI: 10.1016/j.jbankfin.
• Jessica Fouilloux & Franck Moraux & Jean-Laurent Viviani, 2015, "Investing in finite-life carbon emissions reduction program under risk and idiosyncratic uncertainty," Post-Print, HAL, number halshs-01101996, DOI: 10.1016/j.enpol.2014.12.004.
• Ramzi Farhani & Ghrissi Mhamdi & Abdelkader Aguir & Mounir Smida, 2015, "Effect of Financial Liberalization on the Probability of Occurrence of Banking Crises," Post-Print, HAL, number halshs-01138430, Mar.
• Raphaël Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2015, "Hedging strategies in energy markets: The case of electricity retailers," Post-Print, HAL, number halshs-01194750, DOI: 10.1016/j.eneco.2015.06.021.
• Salem Boubakri & Cyriac Guillaumin, 2015, "Regional integration of the East Asian stock markets : an empirical assessment," Post-Print, HAL, number halshs-01195916, DOI: 10.1016/j.jimonfin.2015.07.011.
• Elyes Jouini & Clotilde Napp, 2015, "Live fast, die young," Post-Print, HAL, number halshs-01250247, DOI: 10.1007/s00199-015-0894-7.
• Alain Chateauneuf & Ghizlane Lakhnati, 2015, "Increases in risk and demand for a risky asset," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01161663, DOI: 10.1016/j.mathsocsci.2015.02.005.
• Fabrice Borel-Mathurin & Pierre-Emmanuel Darpeix & Quentin Guibert & Stéphane Loisel, 2015, "Main Determinants of Profit Sharing Policy in the French Life Insurance Industry," PSE Working Papers, HAL, number halshs-01165475, Jun.
• Michel Bernini & Sarah Guillou & Flora Bellone, 2015, "Financial leverage and export quality: Evidence from France," Sciences Po Economics Publications (main), HAL, number hal-01238987, Oct, DOI: 10.1016/j.jbankfin.2015.06.014.
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• Laurent Bach & Laurent E. Calvet & Paolo Sodini, 2015, "Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy," Working Papers, HAL, number hal-02002692, Dec.
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• Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2015, "When Bonds Matter: Home Bias in Goods and Assets," Working Papers, HAL, number hal-03470191, Mar.
• Lauren Stagnol, 2015, "Designing a corporate bond index on solvency criteria," Working Papers, HAL, number hal-04141378.
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• Fabrice Borel-Mathurin & Pierre-Emmanuel Darpeix & Quentin Guibert & Stéphane Loisel, 2015, "Main Determinants of Profit Sharing Policy in the French Life Insurance Industry," Working Papers, HAL, number halshs-01165475, Jun.
• Paul Gompers & Steven N. Kaplan & Vladimir Mukharlyamov, 2015, "What Do Private Equity Firms Say They Do?," Harvard Business School Working Papers, Harvard Business School, number 15-081, Apr.
• Ingrid Groessl & Artur Tarassow, 2015, "A Microfounded Model of Money Demand Under Uncertainty, and some Empirical Evidence," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201504, May, revised Jan 2018.
• Mohammadi, Ali & Shafi, Kourosh, 2015, "The contribution patterns of equity-crowdfunding investors: Gender, Risk aversion and Observational learning," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 419, Aug.
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• Black, Sandra E. & Devereux, Paul J. & Lundborg, Petter & Majlesi, Kaveh, 2015, "On The Origins of Risk-Taking," Working Papers, Lund University, Department of Economics, number 2015:20, Jun.
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• Yinxia Nielsen, Caren, 2015, "Banks’ credit-portfolio choices and riskbased capital regulation," Knut Wicksell Working Paper Series, Lund University, Knut Wicksell Centre for Financial Studies, number 2015/8, Oct.
• Chronopoulos, Michail & Hagspiel, Verena & Fleten, Stein–Erik, 2015, "Stepwise Investment and Capacity Sizing under Uncertainty," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2015/10, Feb.
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• Han, Jungsuk & Sangiorgi, Francesco, 2015, "Searching for Information," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 300, May.
• Zetterdahl, Emma & Hellström, Jörgen, 2015, "Who’s listening? Heterogeneous Impact of Social Interaction on Individuals’ Stock Market Participation," Umeå Economic Studies, Umeå University, Department of Economics, number 904, Mar.
• Zetterdahl, Emma & Hellström, Jörgen, 2015, "Ladies and Gentlemen: Gender Identity and Financial Risk-Taking," Umeå Economic Studies, Umeå University, Department of Economics, number 905, Apr.
• Zetterdahl, Emma, 2015, "Scenes from a Marriage: Divorce and Financial Behavior," Umeå Economic Studies, Umeå University, Department of Economics, number 907, Apr.
• Zetterdahl, Emma, 2015, "Take a Risk - Social Interaction, Gender Identity, and the Role of Family Ties in Financial Decision-Making," Umeå Economic Studies, Umeå University, Department of Economics, number 908, May.
• Iuliia N. Naidenova & Petr A. Parshakov & Marina A. Zavertiaeva & Eduardo Tome, 2015, "Look For People, Not For Alpha: Mutual Funds Success And Managerial Intellectual Capital," HSE Working papers, National Research University Higher School of Economics, number WP BRP 42/FE/2015.
• Marina A. Zavertiaeva, 2015, "Portfolio Forming Decisions: The Role of Intangibles," HSE Working papers, National Research University Higher School of Economics, number WP BRP 44/FE/2015.
• Nikolay A. Andreev, 2015, "Worst-Case Approach To Strategic Optimal Portfolio Selection Under Transaction Costs And Trading Limits," HSE Working papers, National Research University Higher School of Economics, number WP BRP 45/FE/2015.
• Dmitrii Timofeev, 2015, "Non-Keynesian Savings of Russians," HSE Working papers, National Research University Higher School of Economics, number WP BRP 49/FE/2015.
• Iwaisako, Tokuo & Ono, Arito & Saito, Amane & Tokuda, Hidenobu, 2015, "Residential Property and Household Stock Holdings: Evidence from Japanese Micro Data," Economic Review, Hitotsubashi University, volume 66, issue 3, pages 242-264, July, DOI: 10.15057/27516.
• Kim, Soo-Hyun & Kang, Hyoung-Goo, 2015, "Tactical Asset Allocation Using Investors' Sentiment," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 56, issue 2, pages 177-195, December, DOI: 10.15057/27601.
• Camelia Kuhnen & Andrei Mui, 2015, "Socioeconomic Status and Learning from Financial Information," Working Papers, Human Capital and Economic Opportunity Working Group, number 2015-018, Dec.
• Claudio Raddatz & Sergio L. Schmukler & Tomas Williams, 2015, "International Asset Allocations and Capital Flows: The Benchmark Effect," Working Papers, Hong Kong Institute for Monetary Research, number 042015, Feb.
• Francesco Menoncin & Luca Regis, 2015, "Longevity assets and pre-retirement consumption/portfolio decisions," Working Papers, IMT School for Advanced Studies Lucca, number 2/2015, May, revised May 2015.
• H. Swint Friday & Nhung Hoang, 2015, "Seasonality in the Vietnam Stock Index," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 1, pages 103-112.