Research classified by Journal of Economic Literature (JEL) codes

2014

• Gennaioli, N. & Shleifer, Andrei & Vishny, R., 2014, "Finance and the Preservation of Wealth," Scholarly Articles, Harvard University Department of Economics, number 27814562.
• Rishma Vedd & Paul Lazarony, 2014, "The Risk-Return Trade-Off Of Investing In Latin American Emerging Stock Markets," Accounting & Taxation, The Institute for Business and Finance Research, volume 6, issue 1, pages 93-104.
• Guilherme Vitolo & Flavio Cipparrone, 2014, "Strategic Implications Of Project Portfolio Selection," Accounting & Taxation, The Institute for Business and Finance Research, volume 6, issue 2, pages 11-20.
• Linda Yu, 2014, "Performance Of Socially Responsible Mutual Funds," Global Journal of Business Research, The Institute for Business and Finance Research, volume 8, issue 3, pages 9-17.
• Stoyu I. Ivanov & Kenneth Leong & Janis K. Zaima, 2014, "An Empirical Examination of Negative Economic Value Added Firms," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 1, pages 103-112.
• Rishma Vedd & Keji Chen & Nataliya Yassinski, 2014, "Country and Industry Factor Influence on Investment in Latin American Emerging Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 3, pages 47-57.
• Chin-Wen Huang, 2014, "Influence of External Factors on the Taiwan Stock Exchange," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 4, pages 109-120.
• Ya-Hui Want, 2014, "Does Online Trading Affect Investors' Trading Intention?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 5, pages 71-79.
• Lynda S. Livingston, 2014, "Finding The Discount Rate For A Private Firm Using Public Comparables," Review of Business and Finance Studies, The Institute for Business and Finance Research, volume 5, issue 1, pages 37-49.
• Gollier, Christian, 2014, "Gamma discounters are short-termist," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 828, Jun, revised Oct 2014.
• Bec, Frédérique & Gollier, Christian, 2014, "Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 835, Sep.
• Gantiah Wuryandani & Ramlan Ginting & Dudy Iskandar & Zulkarnain Sitompul, 2014, "Pengelolaan Dana dan Likuiditas Bank," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 16, issue 3, pages 247-276, January, DOI: https://doi.org/10.21098/bemp.v16i3.
• Gantiah Wuryandani & Ramlan Ginting & Dudy Iskandar & Zulkarnain Sitompul, 2014, "Fund Management and the Liquidity of The Bank," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 16, issue 3, pages 231-258, January, DOI: https://doi.org/10.21098/bemp.v16i3.
• Ron Bird & Krishna Reddy & Danny Yeung, 2014, "The relationship between uncertainty and the market reaction to information: Is it influenced by stock-specific characteristics?," International Journal of Behavioural Accounting and Finance, Inderscience Enterprises Ltd, volume 4, issue 2, pages 113-132.
• Tihana Skrinjaric, 2014, "Investment Strategy on the Zagreb Stock Exchange Based on Dynamic DEA," Croatian Economic Survey, The Institute of Economics, Zagreb, volume 16, issue 1, pages 129-160, April.
• Harun SENCAL & Mehmet ORHAN, 2014, "Risks of Turkish Industries During Financial Crisis," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 29, issue 343, pages 83-104.
• Tolgahan YILMAZ & Sema DUBE, 2014, "Asset allocation and stock selection: Evidence from static and dynamic strategies in Turkish markets," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 29, issue 344, pages 73-94.
• Kausik Gangopadhyay & Abhishek Jangir & Rudra Sensarma, 2014, "Forecasting the price of gold: An error correction approach," Working papers, Indian Institute of Management Kozhikode, number 155.
• Michael A. Goldstein & Abhinav Goyal & Brian M. Lucey & Carl B. Muckley, 2014, "The Global Preference for Dividends in Declining Markets," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp461, Nov.
• Oliver de Groot, 2014, "The Risk Channel of Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, volume 10, issue 2, pages 115-160, June.
• Abderrazak Dhaoui & Naceur Khraief, 2014, "Does Human Psychology Drive Financial Markets? Evidence from International Markets," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 2, issue 3, pages 100-108, March.
• Fernando López, 2014, "Financial Literacy and Investments in Higher Education," ILADES-UAH Working Papers, Universidad Alberto Hurtado/School of Economics and Business, number inv300, Sep.
• Andrew Ang & Dimitris Papanikolaou & Mark M. Westerfield, 2014, "Portfolio Choice with Illiquid Assets," Management Science, INFORMS, volume 60, issue 11, pages 2737-2761, November, DOI: 10.1287/mnsc.2014.1986.
• Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2014, "Forecasting the Equity Risk Premium: The Role of Technical Indicators," Management Science, INFORMS, volume 60, issue 7, pages 1772-1791, July, DOI: 10.1287/mnsc.2013.1838.
• Dennis Dlugosch & Kristian Horn & Mei Wang, 2014, "Behavioral determinants of home bias - theory and experiment," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2014-11, Apr.
• Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2014, "A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies," Working Papers, Department of Research, Ipag Business School, number 2014-131, Jan.
• Ikram Jebabli & Mohamed Arouri & Frédéric Teulon, 2014, "On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVPVAR models with stochastic volatility," Working Papers, Department of Research, Ipag Business School, number 2014-209, Jan.
• Mohamed Arouri & Duc Khuong Nguyen & Kuntara Pukthuanthong, 2014, "Diversification benefits and strategic portfolio allocation across asset classes: The case of the US markets," Working Papers, Department of Research, Ipag Business School, number 2014-294, Jan.
• Hooi Hooi Lean & Duc Khuong Nguyen, 2014, "Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis," Working Papers, Department of Research, Ipag Business School, number 2014-295, Jan.
• Farid Mkouar & Jean-Luc Prigent, 2014, "Long-Term Investment with Stochastic Interest and Inflation Rates Incompleteness and Compensating Variation," Working Papers, Department of Research, Ipag Business School, number 2014-301, Jan.
• Naceur Naguez & Jean-Luc Prigent, 2014, "Dynamic Portfolio Insurance Strategies: Risk Management under Johnson Distributions," Working Papers, Department of Research, Ipag Business School, number 2014-329, Jan.
• R. Hentati-Kaffel & J.L. Prigent, 2014, "Optimal Positioning in Financial Derivatives under Mixture Distributions," Working Papers, Department of Research, Ipag Business School, number 2014-347, Jan.
• Philippe Bertrand & Jean-luc Prigent, 2014, "On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds)," Working Papers, Department of Research, Ipag Business School, number 2014-348, Jan.
• Jean-Sebastien Lantz & Sophie Montandrau & Jean-Michel Sahut, 2014, "Activism of Institutional Investors, Corporate Governance Alerts and Financial Performance," Working Papers, Department of Research, Ipag Business School, number 2014-353, Jan.
• Khaled Guesmi & Frederic Teulon & Ahmed Taneem Muzaffar, 2014, "The Evolution of Risk Premium as a Measure for Intra-regional Equity Market Integration," Working Papers, Department of Research, Ipag Business School, number 2014-365, Jan.
• Takashi Kamihigashi & John Stachurski, 2014, "Partial Stochastic Dominance," Working Papers, Department of Research, Ipag Business School, number 2014-403, Jan.
• Bertrand Candelon & Jameel Ahmed & Stefan Straetmans, 2014, "Predicting and Capitalizing on Stock Market Bears in the U.S," Working Papers, Department of Research, Ipag Business School, number 2014-409, Jan.
• Rania Hentati-KAFFEL & Jean-Luc Prigent, 2014, "Structured portfolio analysis under SharpeOmega ratio," Working Papers, Department of Research, Ipag Business School, number 2014-425, Jan.
• Flores-Ortega, Miguel. & Flores-Castillo, Lilia Alejandra. & Paredes-Gómez, Angelica., 2014, "Selección de portafolios de inversión incluyendo el efecto de asimetría: evidencia con activos de la Bolsa Mexicana de Valores," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 19, pages 77-101, segundo s.
• António Afonso & Pedro Gomes & Abderrahim Taamouti, 2014, "Sovereign credit ratings, market volatility, and financial gains," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2014/06, Jan.
• Pyo, Dong-Jin, 2014, "A Multi-Factor Model of Heterogeneous Traders in a Dynamic Stock Market," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 37358, Mar.
• Michele Fratianni & Francesco Marchionne, 2014, "Bank asset reallocation and sovereign debt," Working Papers, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy, number 2014-09, Aug.
• Doerrenberg, Philipp & Duncan, Denvil & Zeppenfeld, Christopher, 2014, "Circumstantial Risk: Impact of Future Tax Evasion and Labor Supply Opportunities on Risk Exposure," IZA Discussion Papers, IZA Network @ LISER, number 7917, Jan.
• Doorley, Karina & Sierminska, Eva, 2014, "Cross-National Differences in Wealth Portfolios at the Intensive Margin: Is There a Role for Policy?," IZA Discussion Papers, IZA Network @ LISER, number 8306, Jul.
• Drerup, Tilman & Enke, Benjamin & Gaudecker, Hans-Martin von, 2014, "Measurement Error in Subjective Expectations and the Empirical Content of Economic Models," IZA Discussion Papers, IZA Network @ LISER, number 8535, Oct.
• Christelis, Dimitris & Georgarakos, Dimitris & Sanz-de-Galdeano, Anna, 2014, "The Impact of Health Insurance on Stockholding: A Regression Discontinuity Approach," IZA Discussion Papers, IZA Network @ LISER, number 8635, Nov.
• Juan Carlos Matallín-Sáez & Amparo Soler-Domínguez & Emili Tortosa-Ausina, 2014, "On the robustness of persistence in mutual fund performance," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2014/01.
• Daniela Di Cagno & Tibor Neugebauer & Carlos Rodriguez-Palmero & Abdolkarim Sadrieh, 2014, "Recall Searching with and without Recall," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2014/14.
• Bruce Hearn, 2014, "Size and liquidity effects in Nigeria: an industrial sector study," Journal of Developing Areas, Tennessee State University, College of Business, volume 48, issue 3, pages 1-30, July-Sept.
• L. Carassus & E. Temam, 2014, "Pricing and hedging basis risk under no good deal assumption," Annals of Finance, Springer, volume 10, issue 1, pages 127-170, February, DOI: 10.1007/s10436-013-0246-1.
• Florian Esterer & David Schröder, 2014, "Implied cost of capital investment strategies: evidence from international stock markets," Annals of Finance, Springer, volume 10, issue 2, pages 171-195, May, DOI: 10.1007/s10436-013-0236-3.
• Christian Flor & Linda Larsen, 2014, "Robust portfolio choice with stochastic interest rates," Annals of Finance, Springer, volume 10, issue 2, pages 243-265, May, DOI: 10.1007/s10436-013-0234-5.
• Francisco Azeredo, 2014, "The equity premium: a deeper puzzle," Annals of Finance, Springer, volume 10, issue 3, pages 347-373, August, DOI: 10.1007/s10436-014-0248-7.
• Claus Munk & Alexey Rubtsov, 2014, "Portfolio management with stochastic interest rates and inflation ambiguity," Annals of Finance, Springer, volume 10, issue 3, pages 419-455, August, DOI: 10.1007/s10436-013-0238-1.
• Michael Grabchak, 2014, "Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes?," Annals of Finance, Springer, volume 10, issue 4, pages 553-568, November, DOI: 10.1007/s10436-014-0249-6.
• Fabrice Hervé & Mohamed Zouaoui, 2014, "Quand la psychologie et la linguistique rencontrent la finance:le cas de la France," Revue Finance Contrôle Stratégie, revues.org, volume 17, issue 1, pages 25-46, March.
• Steffen Huck & Tobias Schmidt & Georg Weizsäcker, 2014, "The Standard Portfolio Choice Problem in Germany," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 650.
• Dirk Ulbricht, 2014, "John Doe's Old-Age Provision: Dollar Cost Averaging and Time Diversification," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1376.
• Franziska Bremus & Marcel Fratzscher, 2014, "Drivers of Structural Change in Cross-Border Banking since the Global Financial Crisis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1411.
• Virginie Coudert & Cyriac Guillaumin & Hélène Raymond, 2014, "Looking at the other side of carry trades: Are there any safe haven currencies?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-13.
• Selim Mankaï & Khaled Guesmi, 2014, "Robust Portfolio Protection: A Scenarios-Based Approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-35.
• Amédée-Manesme, Charles-Olivier & Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2014, "The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1413, Sep.
• Hill, Brian & Michalski, Tomasz, 2014, "Risk versus Ambiguity and International Security Design," HEC Research Papers Series, HEC Paris, number 1032, Feb.
• Lovo , Stefano & Spaenjers , Christophe, 2014, "Unique Durable Assets," HEC Research Papers Series, HEC Paris, number 1037, Apr.
• Calvet , Laurent & Betermier , Sebastien, 2014, "Who Are the Value and Growth Investors?," HEC Research Papers Series, HEC Paris, number 1043, Apr.
• Arjaliès , Diane-Laure, 2014, "Exploring the Role of Instruments in the Transformation of Logics: The Case of Socially Responsible Investment," HEC Research Papers Series, HEC Paris, number 1045, May.
• Loïc Berger, 2014, "The Impact of Ambiguity Prudence on Insurance and Prevention," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2014-08, Feb.
• Kok, Christoffer & Amzallag, Adrien & Kapp, Daniel, 2014, "The impact of regulating occupational pensions in Europe on investment and financial stability," Occasional Paper Series, European Central Bank, number 154, Jul.
• Ehrmann, Michael & Ampudia, Miguel, 2014, "Macroeconomic experiences and risk taking of euro area households," Working Paper Series, European Central Bank, number 1652, Mar.
• Afonso, António & Gomes, Pedro & Taamouti, Abderrahim, 2014, "Sovereign credit ratings, market volatility, and financial gains," Working Paper Series, European Central Bank, number 1654, Mar.
• Barth, Daniel, 2014, "The costs and beliefs impliedby direct stock ownership," Working Paper Series, European Central Bank, number 1657, Mar.
• Bussière, Matthieu & Hoerova, Marie & Klaus, Benjamin, 2014, "Commonality in hedge fund returns: driving factors and implications," Working Paper Series, European Central Bank, number 1658, Mar.
• Schaeck, Klaus & Kick, Thomas & Onali, Enrico & Ruprecht, Benedikt, 2014, "Wealth shocks, credit-supply shocks, and asset allocation: evidence from household and firm portfolios," Working Paper Series, European Central Bank, number 1662, Apr.
• Ahnert, Toni, 2014, "Rollover risk, liquidity, and macro-prudential regulation," Working Paper Series, European Central Bank, number 1667, Apr.
• Beirne, John & Friedrich, Christian, 2014, "Capital flows and macroprudential policies - A multilateral assessment of effectiveness and externalities," Working Paper Series, European Central Bank, number 1721, Aug.
• Kaplan, Steven N. & Sensoy, Berk A., 2014, "Private Equity Performance: A Survey," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2015-10, Oct.
• Lee, Charles M. C. & Ma, Paul & Wang, Charles C. Y., 2014, "Search Based Peer Firms: Aggregating Investor Perceptions through Internet Co-searches," Research Papers, Stanford University, Graduate School of Business, number 3062, May.
• Berk, Jonathan B. & van Binsbergen, Jules H., 2014, "Measuring Skill in the Mutual Fund Industry," Research Papers, Stanford University, Graduate School of Business, number 3131, Nov.
• Lee, Charles M. C. & Ma, Paul & Wang, Charles C. Y., 2014, "The Search for Benchmarks: When Do Crowds Provide Wisdom?," Research Papers, Stanford University, Graduate School of Business, number 3249, Oct.
• Ogneva, Maria & Piotroski, Joseph D. & Zakolyukina, Anastasia A., 2014, "When Is Distress Risk Priced? Evidence from Recessionary Failure Prediction," Research Papers, Stanford University, Graduate School of Business, number 3252, Sep.
• Hatice Gaye GENCER & Erdem KILIC, 2014, "Conditional Correlations and Volatility Links Among Gold, Oil and Istanbul Stock Exchange Sector Returns," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 1, pages 170-182.
• Chin-Sheng Huang & Chun-Fan You & Hueh-Chen Lin, 2014, "Dividend-Yield Trading Strategies: Evidence from the Chinese Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 2, pages 382-399.
• Aomar Ibourk & Jabrane Amaghouss, 2014, "Impact of Migrant Remittances on Economic Empowerment of Women: A Macroeconomic Investigation," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 3, pages 597-611.
• Mustapha Chaffai & Imed Medhioub, 2014, "Behavioral Finance: An Empirical Study of the Tunisian Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 3, pages 527-538.
• Hatice Gaye Gencer & Zafer Musoglu, 2014, "Volatility Transmission and Spillovers among Gold, Bonds and Stocks: An Empirical Evidence from Turkey," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 4, pages 705-713.
• Ying-Fen Fu, 2014, "Individual Fund Manager Sentiment, Fund Performance and Performance Persistence," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 4, pages 870-885.
• Sercan Demiralay & Hatice Gaye Gencer, 2014, "Volatility Transmissions between Oil Prices and Emerging Market Sectors: Implications for Portfolio Management and Hedging Strategies," International Journal of Energy Economics and Policy, Econjournals, volume 4, issue 3, pages 442-447.
• Bose, Udichibarna & MacDonald, Ronald & Tsoukas, Serafeim, 2014, "The role of education in equity portfolios during the recent financial crisis," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-26.
• Fabio Filipozzi & Kersti Harkmann, 2014, "Currency hedge – walking on the edge?," Bank of Estonia Working Papers, Bank of Estonia, number wp2014-5, Oct, revised 10 Oct 2014.
• Wu, Wan-Ting, 2014, "The forward E/P ratio and earnings growth," Advances in accounting, Elsevier, volume 30, issue 1, pages 128-142, DOI: 10.1016/j.adiac.2014.04.002.
• Talpsepp, Tõnn & Vlcek, Martin & Wang, Mei, 2014, "Speculating in gains, waiting in losses: A closer look at the disposition effect," Journal of Behavioral and Experimental Finance, Elsevier, volume 2, issue C, pages 31-43, DOI: 10.1016/j.jbef.2014.04.001.
• Flores, Silvia Amélia Mendonça & Vieira, Kelmara Mendes, 2014, "Propensity toward indebtedness: An analysis using behavioral factors," Journal of Behavioral and Experimental Finance, Elsevier, volume 3, issue C, pages 1-10, DOI: 10.1016/j.jbef.2014.05.001.
• Michou, Maria & Mouselli, Sulaiman & Stark, Andrew, 2014, "On the differences in measuring SMB and HML in the UK – Do they matter?," The British Accounting Review, Elsevier, volume 46, issue 3, pages 281-294, DOI: 10.1016/j.bar.2014.03.004.
• Jared DeLisle, R. & Morscheck, J.D. & Nofsinger, John R., 2014, "Share repurchases and institutional supply," Journal of Corporate Finance, Elsevier, volume 27, issue C, pages 216-230, DOI: 10.1016/j.jcorpfin.2014.05.010.
• Pikulina, Elena & Renneboog, Luc & Ter Horst, Jenke & Tobler, Philippe N., 2014, "Bonus schemes and trading activity," Journal of Corporate Finance, Elsevier, volume 29, issue C, pages 369-389, DOI: 10.1016/j.jcorpfin.2014.09.010.
• Afonso, António & Gomes, Pedro & Taamouti, Abderrahim, 2014, "Sovereign credit ratings, market volatility, and financial gains," Computational Statistics & Data Analysis, Elsevier, volume 76, issue C, pages 20-33, DOI: 10.1016/j.csda.2013.09.028.
• Blake, David & Wright, Douglas & Zhang, Yumeng, 2014, "Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners," Journal of Economic Dynamics and Control, Elsevier, volume 38, issue C, pages 105-124, DOI: 10.1016/j.jedc.2013.11.001.
• Brumm, Johannes & Grill, Michael, 2014, "Computing equilibria in dynamic models with occasionally binding constraints," Journal of Economic Dynamics and Control, Elsevier, volume 38, issue C, pages 142-160, DOI: 10.1016/j.jedc.2013.09.007.
• Ding, Jie & Kingston, Geoffrey & Purcal, Sachi, 2014, "Dynamic asset allocation when bequests are luxury goods," Journal of Economic Dynamics and Control, Elsevier, volume 38, issue C, pages 65-71, DOI: 10.1016/j.jedc.2013.11.004.
• Ling, Aifan & Sun, Jie & Yang, Xiaoguang, 2014, "Robust tracking error portfolio selection with worst-case downside risk measures," Journal of Economic Dynamics and Control, Elsevier, volume 39, issue C, pages 178-207, DOI: 10.1016/j.jedc.2013.11.011.
• Branger, Nicole & Kraft, Holger & Meinerding, Christoph, 2014, "Partial information about contagion risk, self-exciting processes and portfolio optimization," Journal of Economic Dynamics and Control, Elsevier, volume 39, issue C, pages 18-36, DOI: 10.1016/j.jedc.2013.10.005.
• Tille, Cédric & van Wincoop, Eric, 2014, "Solving DSGE portfolio choice models with dispersed private information," Journal of Economic Dynamics and Control, Elsevier, volume 40, issue C, pages 1-24, DOI: 10.1016/j.jedc.2014.01.014.
• Chen, Zhiping & Li, Gang & Zhao, Yonggan, 2014, "Time-consistent investment policies in Markovian markets: A case of mean–variance analysis," Journal of Economic Dynamics and Control, Elsevier, volume 40, issue C, pages 293-316, DOI: 10.1016/j.jedc.2014.01.011.
• Schied, Alexander, 2014, "Model-free CPPI," Journal of Economic Dynamics and Control, Elsevier, volume 40, issue C, pages 84-94, DOI: 10.1016/j.jedc.2013.12.010.
• Amaro de Matos, João & Silva, Nuno, 2014, "Consuming durable goods when stock markets jump: A strategic asset allocation approach," Journal of Economic Dynamics and Control, Elsevier, volume 42, issue C, pages 86-104, DOI: 10.1016/j.jedc.2014.02.013.
• Hainaut, Donatien & Deelstra, Griselda, 2014, "Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality," Journal of Economic Dynamics and Control, Elsevier, volume 44, issue C, pages 124-146, DOI: 10.1016/j.jedc.2014.04.008.
• Geyer, Alois & Hanke, Michael & Weissensteiner, Alex, 2014, "No-Arbitrage ROM simulation," Journal of Economic Dynamics and Control, Elsevier, volume 45, issue C, pages 66-79, DOI: 10.1016/j.jedc.2014.05.017.
• Hamidi, Benjamin & Maillet, Bertrand & Prigent, Jean-Luc, 2014, "A dynamic autoregressive expectile for time-invariant portfolio protection strategies," Journal of Economic Dynamics and Control, Elsevier, volume 46, issue C, pages 1-29, DOI: 10.1016/j.jedc.2014.05.005.
• Zhu, Shushang & Fan, Minjie & Li, Duan, 2014, "Portfolio management with robustness in both prediction and decision: A mixture model based learning approach," Journal of Economic Dynamics and Control, Elsevier, volume 48, issue C, pages 1-25, DOI: 10.1016/j.jedc.2014.08.015.
• Bottazzi, Giulio & Dindo, Pietro, 2014, "Evolution and market behavior with endogenous investment rules," Journal of Economic Dynamics and Control, Elsevier, volume 48, issue C, pages 121-146, DOI: 10.1016/j.jedc.2014.08.012.
• Gan, Quan, 2014, "Location-scale portfolio selection with factor-recentered skew normal asset returns," Journal of Economic Dynamics and Control, Elsevier, volume 48, issue C, pages 176-187, DOI: 10.1016/j.jedc.2014.09.002.
• Chun, Hyunbae & Ha, Joonkyung & Kim, Jung-Wook, 2014, "Firm heterogeneity, R&D, and economic growth," Economic Modelling, Elsevier, volume 36, issue C, pages 149-156, DOI: 10.1016/j.econmod.2013.09.028.
• Reboredo, Juan C., 2014, "Volatility spillovers between the oil market and the European Union carbon emission market," Economic Modelling, Elsevier, volume 36, issue C, pages 229-234, DOI: 10.1016/j.econmod.2013.09.039.
• Xie, Wen-Jie & Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2014, "Extreme value statistics and recurrence intervals of NYMEX energy futures volatility," Economic Modelling, Elsevier, volume 36, issue C, pages 8-17, DOI: 10.1016/j.econmod.2013.09.011.
• Sadorsky, Perry, 2014, "Modeling volatility and conditional correlations between socially responsible investments, gold and oil," Economic Modelling, Elsevier, volume 38, issue C, pages 609-618, DOI: 10.1016/j.econmod.2014.02.013.
• Narayan, S. & Sriananthakumar, S. & Islam, S.Z., 2014, "Stock market integration of emerging Asian economies: Patterns and causes," Economic Modelling, Elsevier, volume 39, issue C, pages 19-31, DOI: 10.1016/j.econmod.2014.02.012.
• Bahaji, Hamza, 2014, "Equity portfolio insurance against a benchmark: Setting, replication and optimality," Economic Modelling, Elsevier, volume 40, issue C, pages 382-391, DOI: 10.1016/j.econmod.2013.11.031.
• Aubert, Nicolas & Garnotel, Guillaume & Lapied, André & Rousseau, Patrick, 2014, "Employee ownership: A theoretical and empirical investigation of management entrenchment vs. reward management," Economic Modelling, Elsevier, volume 40, issue C, pages 423-434, DOI: 10.1016/j.econmod.2013.12.011.
• Hamdi, Helmi & Jlassi, Nabila Boukef, 2014, "Financial liberalization, disaggregated capital flows and banking crisis: Evidence from developing countries," Economic Modelling, Elsevier, volume 41, issue C, pages 124-132, DOI: 10.1016/j.econmod.2014.05.010.
• Zhang, Ran & Xu, Shuang, 2014, "Optimal stopping time with stochastic volatility," Economic Modelling, Elsevier, volume 41, issue C, pages 319-328, DOI: 10.1016/j.econmod.2014.05.016.
• Teulon, Frédéric & Guesmi, Khaled & Mankai, Selim, 2014, "Regional stock market integration in Singapore: A multivariate analysis," Economic Modelling, Elsevier, volume 43, issue C, pages 217-224, DOI: 10.1016/j.econmod.2014.07.045.
• Wang, Yuming & Ma, Jinpeng, 2014, "Excess volatility and the cross-section of stock returns," The North American Journal of Economics and Finance, Elsevier, volume 27, issue C, pages 1-16, DOI: 10.1016/j.najef.2013.10.003.
• Chan, Chia-Ying & Lo, Huai-Chun & Su, Yi-Ru, 2014, "Distribution of stock ratings and analyst recommendation revision," The North American Journal of Economics and Finance, Elsevier, volume 28, issue C, pages 273-286, DOI: 10.1016/j.najef.2014.03.004.
• Álvarez-Díaz, Marcos & Hammoudeh, Shawkat & Gupta, Rangan, 2014, "Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions," The North American Journal of Economics and Finance, Elsevier, volume 29, issue C, pages 22-35, DOI: 10.1016/j.najef.2014.05.001.
• Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2014, "What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors," The North American Journal of Economics and Finance, Elsevier, volume 29, issue C, pages 418-440, DOI: 10.1016/j.najef.2014.06.009.
• Majdoub, Jihed & Mansour, Walid, 2014, "Islamic equity market integration and volatility spillover between emerging and US stock markets," The North American Journal of Economics and Finance, Elsevier, volume 29, issue C, pages 452-470, DOI: 10.1016/j.najef.2014.06.011.
• Mittnik, Stefan, 2014, "VaR-implied tail-correlation matrices," Economics Letters, Elsevier, volume 122, issue 1, pages 69-73, DOI: 10.1016/j.econlet.2013.10.025.
• Kim, Woo Chang & Fabozzi, Frank J. & Cheridito, Patrick & Fox, Charles, 2014, "Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments," Economics Letters, Elsevier, volume 122, issue 2, pages 154-158, DOI: 10.1016/j.econlet.2013.11.024.
• Pénasse, Julien & Renneboog, Luc & Spaenjers, Christophe, 2014, "Sentiment and art prices," Economics Letters, Elsevier, volume 122, issue 3, pages 432-434, DOI: 10.1016/j.econlet.2014.01.008.
• Rau, Holger A., 2014, "The disposition effect and loss aversion: Do gender differences matter?," Economics Letters, Elsevier, volume 123, issue 1, pages 33-36, DOI: 10.1016/j.econlet.2014.01.020.
• Basu, Anup K. & Chen, En Te & Clements, Adam, 2014, "Are lifecycle funds appropriate as default options in participant-directed retirement plans?," Economics Letters, Elsevier, volume 124, issue 1, pages 51-54, DOI: 10.1016/j.econlet.2014.04.020.
• Guo, Xu & Post, Thierry & Wong, Wing-Keung & Zhu, Lixing, 2014, "Moment conditions for Almost Stochastic Dominance," Economics Letters, Elsevier, volume 124, issue 2, pages 163-167, DOI: 10.1016/j.econlet.2014.04.025.
• Wakai, Katsutoshi, 2014, "Observational equivalence and nonequivalence of subjective and robust mean–variance preferences," Economics Letters, Elsevier, volume 124, issue 2, pages 219-221, DOI: 10.1016/j.econlet.2014.05.019.
• Rabitsch, Katrin & Stepanchuk, Serhiy, 2014, "A two-period model with portfolio choice: Understanding results from different solution methods," Economics Letters, Elsevier, volume 124, issue 2, pages 239-242, DOI: 10.1016/j.econlet.2014.05.028.
• Cohen, Gil, 2014, "Why don’t you trade only four days a year? An empirical study into the abnormal returns of quarters first trading day," Economics Letters, Elsevier, volume 124, issue 3, pages 335-337, DOI: 10.1016/j.econlet.2014.06.018.
• Blake, David & Caulfield, Tristan & Ioannidis, Christos & Tonks, Ian, 2014, "Improved inference in the evaluation of mutual fund performance using panel bootstrap methods," Journal of Econometrics, Elsevier, volume 183, issue 2, pages 202-210, DOI: 10.1016/j.jeconom.2014.05.010.
• Ranjeeni, Kumari, 2014, "Sectoral and industrial performance during a stock market crisis," Economic Systems, Elsevier, volume 38, issue 2, pages 178-193, DOI: 10.1016/j.ecosys.2013.12.002.
• Che-Yahya, Norliza & Abdul-Rahim, Ruzita & Yong, Othman, 2014, "Influence of institutional investors' participation on flipping activity of Malaysian IPOs," Economic Systems, Elsevier, volume 38, issue 4, pages 470-486, DOI: 10.1016/j.ecosys.2014.03.002.
• Dijk, Oege & Holmen, Martin & Kirchler, Michael, 2014, "Rank matters–The impact of social competition on portfolio choice," European Economic Review, Elsevier, volume 66, issue C, pages 97-110, DOI: 10.1016/j.euroecorev.2013.11.010.
• Lundtofte, Frederik & Leoni, Patrick, 2014, "Growth forecasts, belief manipulation and capital markets," European Economic Review, Elsevier, volume 70, issue C, pages 108-125, DOI: 10.1016/j.euroecorev.2014.04.003.
• Di Giacinto, Marina & Federico, Salvatore & Gozzi, Fausto & Vigna, Elena, 2014, "Income drawdown option with minimum guarantee," European Journal of Operational Research, Elsevier, volume 234, issue 3, pages 610-624, DOI: 10.1016/j.ejor.2013.10.026.
• Hacıbedel, Burcu, 2014, "Does investor recognition matter for asset pricing?," Emerging Markets Review, Elsevier, volume 21, issue C, pages 1-20, DOI: 10.1016/j.ememar.2014.07.002.
• Hammoudeh, Shawkat & Nguyen, Duc Khuong & Reboredo, Juan Carlos & Wen, Xiaoqian, 2014, "Dependence of stock and commodity futures markets in China: Implications for portfolio investment," Emerging Markets Review, Elsevier, volume 21, issue C, pages 183-200, DOI: 10.1016/j.ememar.2014.09.002.
• Hung, Chi-Hsiou D. & Banerjee, Anurag N., 2014, "How do momentum strategies ‘score’ against individual investors in Taiwan, Hong Kong and Korea?," Emerging Markets Review, Elsevier, volume 21, issue C, pages 67-81, DOI: 10.1016/j.ememar.2014.08.001.
• Liu, Kelly & Daly, Kevin & Varua, Maria Estela, 2014, "Analysing China's foreign direct investment in manufacturing from a high–low technology perspective," Emerging Markets Review, Elsevier, volume 21, issue C, pages 82-95, DOI: 10.1016/j.ememar.2014.08.003.
• Kim, Soon-Ho & Lee, Kuan-Hui, 2014, "Pricing of liquidity risks: Evidence from multiple liquidity measures," Journal of Empirical Finance, Elsevier, volume 25, issue C, pages 112-133, DOI: 10.1016/j.jempfin.2013.11.008.
• Xiang, Ju & Zhu, Xiaoneng, 2014, "Intraday asymmetric liquidity and asymmetric volatility in FTSE-100 futures market," Journal of Empirical Finance, Elsevier, volume 25, issue C, pages 134-148, DOI: 10.1016/j.jempfin.2013.10.008.
• Dahlquist, Magnus & Robertsson, Göran & Rydqvist, Kristian, 2014, "Direct evidence of dividend tax clienteles," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 1-12, DOI: 10.1016/j.jempfin.2014.05.003.
• Kourtis, Apostolos, 2014, "On the distribution and estimation of trading costs," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 104-117, DOI: 10.1016/j.jempfin.2014.06.005.
• Hur, Jungshik & Pettengill, Glenn & Singh, Vivek, 2014, "Market states and the risk-based explanation of the size premium," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 139-150, DOI: 10.1016/j.jempfin.2014.06.006.
• Clifford, Christopher P. & Jordan, Bradford D. & Riley, Timothy B., 2014, "Average funds versus average dollars: Implications for mutual fund research," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 249-260, DOI: 10.1016/j.jempfin.2014.07.005.
• Aslanidis, Nektarios & Christiansen, Charlotte, 2014, "Quantiles of the realized stock–bond correlation and links to the macroeconomy," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 321-331, DOI: 10.1016/j.jempfin.2014.03.007.
• Mao, Mike Qinghao & Wei, K.C. John, 2014, "Price and earnings momentum: An explanation using return decomposition," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 332-351, DOI: 10.1016/j.jempfin.2014.04.003.
• Moorman, Theodore, 2014, "An empirical investigation of methods to reduce transaction costs," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 230-246, DOI: 10.1016/j.jempfin.2014.09.004.
• Yamamoto, Ryuichi, 2014, "An empirical analysis of non-execution and picking-off risks on the Tokyo Stock Exchange," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 369-383, DOI: 10.1016/j.jempfin.2014.09.003.
• Gillen, Benjamin J., 2014, "An empirical Bayesian approach to stein-optimal covariance matrix estimation," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 402-420, DOI: 10.1016/j.jempfin.2014.09.006.
• Jain, Shashi & Roelofs, Ferry & Oosterlee, Cornelis W., 2014, "Decision-support tool for assessing future nuclear reactor generation portfolios," Energy Economics, Elsevier, volume 44, issue C, pages 99-112, DOI: 10.1016/j.eneco.2014.03.021.
• Jebabli, Ikram & Arouri, Mohamed & Teulon, Frédéric, 2014, "On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVP-VAR models with stochastic volatility," Energy Economics, Elsevier, volume 45, issue C, pages 66-98, DOI: 10.1016/j.eneco.2014.06.008.
• González-Pedraz, Carlos & Moreno, Manuel & Peña, Juan Ignacio, 2014, "Tail risk in energy portfolios," Energy Economics, Elsevier, volume 46, issue C, pages 422-434, DOI: 10.1016/j.eneco.2014.05.004.
• Baldi, Lucia & Peri, Massimo & Vandone, Daniela, 2014, "Clean energy industries and rare earth materials: Economic and financial issues," Energy Policy, Elsevier, volume 66, issue C, pages 53-61, DOI: 10.1016/j.enpol.2013.10.067.
• de-Llano Paz, Fernando & Antelo, Susana Iglesias & Calvo Silvosa, Anxo & Soares, Isabel, 2014, "The technological and environmental efficiency of the EU-27 power mix: An evaluation based on MPT," Energy, Elsevier, volume 69, issue C, pages 67-81, DOI: 10.1016/j.energy.2014.02.036.
• Annaert, Jan & Mensah, Lord, 2014, "Cross-sectional predictability of stock returns, evidence from the 19th century Brussels Stock Exchange (1873–1914)," Explorations in Economic History, Elsevier, volume 52, issue C, pages 22-43, DOI: 10.1016/j.eeh.2013.10.002.
• Beracha, Eli & Fedenia, Mark & Skiba, Hilla, 2014, "Culture's impact on institutional investors' trading frequency," International Review of Financial Analysis, Elsevier, volume 31, issue C, pages 34-47, DOI: 10.1016/j.irfa.2013.10.002.
• Berger, T. & Missong, M., 2014, "Financial crisis, Value-at-Risk forecasts and the puzzle of dependency modeling," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 33-38, DOI: 10.1016/j.irfa.2013.07.006.
• Bredin, Don & Cuthbertson, Keith & Nitzsche, Dirk & Thomas, Dylan C., 2014, "Performance and performance persistence of UK closed-end equity funds," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 189-199, DOI: 10.1016/j.irfa.2014.05.011.
• Lin, Mei-Chen & Wu, Chu-Hua & Chiang, Ming-Ti, 2014, "Investor attention and information diffusion from analyst coverage," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 235-246, DOI: 10.1016/j.irfa.2014.03.006.
• De Winne, Rudy & Gresse, Carole & Platten, Isabelle, 2014, "Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 31-43, DOI: 10.1016/j.irfa.2014.04.003.
• Guesmi, Khaled & Teulon, Frederic & Muzaffar, Ahmed Taneem, 2014, "The evolution of risk premium as a measure for intra-regional equity market integration," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 13-19, DOI: 10.1016/j.irfa.2014.07.003.
• Foran, Jason & O'Sullivan, Niall, 2014, "Liquidity risk and the performance of UK mutual funds," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 178-189, DOI: 10.1016/j.irfa.2014.09.001.
• Anderson, Keith & Brooks, Chris, 2014, "Speculative bubbles and the cross-sectional variation in stock returns," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 20-31, DOI: 10.1016/j.irfa.2014.07.004.
• Zhong, Angel & Limkriangkrai, Manapon & Gray, Philip, 2014, "Anomalies, risk adjustment and seasonality: Australian evidence," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 207-218, DOI: 10.1016/j.irfa.2014.09.004.
• Lien, Donald & Yu, Chia-Feng (Jeffrey), 2014, "Time-inconsistent investment, financial constraints, and cash flow hedging," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 72-79, DOI: 10.1016/j.irfa.2014.07.009.
• Arısoy, Yakup Eser & Altay-Salih, Aslıhan & Pınar, Mustafa Ç, 2014, "Optimal multi-period consumption and investment with short-sale constraints," Finance Research Letters, Elsevier, volume 11, issue 1, pages 16-24, DOI: 10.1016/j.frl.2013.05.007.
• Bosquet, Katrien & de Goeij, Peter & Smedts, Kristien, 2014, "Gender heterogeneity in the sell-side analyst recommendation issuing process," Finance Research Letters, Elsevier, volume 11, issue 2, pages 104-111, DOI: 10.1016/j.frl.2013.11.004.
• Dichtl, Hubert & Drobetz, Wolfgang, 2014, "Are stock markets really so inefficient? The case of the “Halloween Indicator”," Finance Research Letters, Elsevier, volume 11, issue 2, pages 112-121, DOI: 10.1016/j.frl.2013.10.001.
• Smales, Lee A., 2014, "News sentiment and the investor fear gauge," Finance Research Letters, Elsevier, volume 11, issue 2, pages 122-130, DOI: 10.1016/j.frl.2013.07.003.
• Magron, Camille, 2014, "Investors’ aspirations and portfolio performance," Finance Research Letters, Elsevier, volume 11, issue 2, pages 153-160, DOI: 10.1016/j.frl.2013.09.001.
• Broihanne, M.H. & Merli, M. & Roger, P., 2014, "Overconfidence, risk perception and the risk-taking behavior of finance professionals," Finance Research Letters, Elsevier, volume 11, issue 2, pages 64-73, DOI: 10.1016/j.frl.2013.11.002.
• Bonilla, Claudio A. & Ruiz, Jose L., 2014, "Insurance demand and first order risk increases under (μ,σ)-preferences," Finance Research Letters, Elsevier, volume 11, issue 3, pages 219-223, DOI: 10.1016/j.frl.2014.04.002.