Research classified by Journal of Economic Literature (JEL) codes

2014

• Khalifa, Ahmed A.A. & Hammoudeh, Shawkat & Otranto, Edoardo, 2014, "Patterns of volatility transmissions within regime switching across GCC and global markets," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 512-524, DOI: 10.1016/j.iref.2013.08.002.
• Chang, Guang-Di & Chen, Chia-Shih, 2014, "Evidence of contagion in global REITs investment," International Review of Economics & Finance, Elsevier, volume 31, issue C, pages 148-158, DOI: 10.1016/j.iref.2013.12.005.
• Vortelinos, Dimitrios I., 2014, "Non-parametric analysis of equity arbitrage," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 199-216, DOI: 10.1016/j.iref.2014.05.004.
• Kim, In Joon & Kim, So Jung & Yoon, Sun-Joong, 2014, "A dark side of international capital market integration: Domestic investors' view," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 238-256, DOI: 10.1016/j.iref.2014.05.007.
• Muñoz, Fernando & Vargas, María & Vicente, Ruth, 2014, "Fund flow bias in market timing skill. Evidence of the clientele effect," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 257-269, DOI: 10.1016/j.iref.2014.05.006.
• Valadkhani, Abbas, 2014, "Switching impacts of the output gap on inflation: Evidence from Canada, the UK and the US," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 270-285, DOI: 10.1016/j.iref.2014.06.001.
• Hueng, C. James, 2014, "Are global systematic risk and country-specific idiosyncratic risk priced in the integrated world markets?," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 28-38, DOI: 10.1016/j.iref.2014.03.005.
• Laborda, Juan & Laborda, Ricardo & Olmo, Jose, 2014, "Optimal currency carry trade strategies," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 52-66, DOI: 10.1016/j.iref.2014.03.007.
• Reboredo, Juan C. & Rivera-Castro, Miguel A., 2014, "Gold and exchange rates: Downside risk and hedging at different investment horizons," International Review of Economics & Finance, Elsevier, volume 34, issue C, pages 267-279, DOI: 10.1016/j.iref.2014.07.005.
• Fang, Jiali & Jacobsen, Ben & Qin, Yafeng, 2014, "Predictability of the simple technical trading rules: An out-of-sample test," Review of Financial Economics, Elsevier, volume 23, issue 1, pages 30-45, DOI: 10.1016/j.rfe.2013.05.004.
• Bossone, Biagio, 2014, "Liquidity and capital under uncertainty and changing market sentiment: A simple analysis," Review of Financial Economics, Elsevier, volume 23, issue 2, pages 98-105, DOI: 10.1016/j.rfe.2013.10.003.
• Aissia, Dorsaf Ben, 2014, "IPO first-day returns: Skewness preference, investor sentiment and uncertainty underlying factors," Review of Financial Economics, Elsevier, volume 23, issue 3, pages 148-154, DOI: 10.1016/j.rfe.2014.06.001.
• Mollet, Janick Christian & Ziegler, Andreas, 2014, "Socially responsible investing and stock performance: New empirical evidence for the US and European stock markets," Review of Financial Economics, Elsevier, volume 23, issue 4, pages 208-216, DOI: 10.1016/j.rfe.2014.08.003.
• Auer, Benjamin R., 2014, "Should hedge funds be cautious reporting high returns?," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 195-201, DOI: 10.1016/j.ribaf.2013.07.004.
• Leite, Paulo & Cortez, Maria Céu, 2014, "Style and performance of international socially responsible funds in Europe," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 248-267, DOI: 10.1016/j.ribaf.2013.09.007.
• Donadelli, Michael & Persha, Lauren, 2014, "Understanding emerging market equity risk premia: Industries, governance and macroeconomic policy uncertainty," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 284-309, DOI: 10.1016/j.ribaf.2013.09.008.
• Brandouy, Olivier & Delahaye, Jean-Paul & Ma, Lin & Zenil, Hector, 2014, "Algorithmic complexity of financial motions," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 336-347, DOI: 10.1016/j.ribaf.2012.08.001.
• Hahl, Teemu & Vähämaa, Sami & Äijö, Janne, 2014, "Value versus growth in IPOs: New evidence from Finland," Research in International Business and Finance, Elsevier, volume 31, issue C, pages 17-31, DOI: 10.1016/j.ribaf.2013.11.004.
• Oueslati, Abdelmonem & Hammami, Yacine & Jilani, Faouzi, 2014, "The timing ability and global performance of Tunisian mutual fund managers: A multivariate GARCH approach," Research in International Business and Finance, Elsevier, volume 31, issue C, pages 57-73, DOI: 10.1016/j.ribaf.2013.11.003.
• Jacobs, Michael & Karagozoglu, Ahmet K., 2014, "On the characteristics of dynamic correlations between asset pairs," Research in International Business and Finance, Elsevier, volume 32, issue C, pages 60-82, DOI: 10.1016/j.ribaf.2014.03.004.
• Sun, David & Chow, Da-Ching, 2014, "Forgive, or Award, Your Debtor? - A Barrier Option Approach," MPRA Paper, University Library of Munich, Germany, number 44826, Jan, revised 06 Jan 2014.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities," MPRA Paper, University Library of Munich, Germany, number 52697, Jan.
• Angelidis, Timotheos & Tessaromatis, Nikolaos, 2014, "Global Style Portfolios Based on Country Indices," MPRA Paper, University Library of Munich, Germany, number 53094, Jan.
• Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2014, "Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors," MPRA Paper, University Library of Munich, Germany, number 53347, Feb.
• Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra, 2014, "Pricing Default Risk: The Good, The Bad, and The Anomaly," MPRA Paper, University Library of Munich, Germany, number 53373, Feb.
• Pierucci, Eleonora & Pericoli, Filippo & Ventura, Luigi, 2014, "Reassessing international investment patterns: a revisitation of Lane and Milesi-Ferretti's evidence," MPRA Paper, University Library of Munich, Germany, number 53585, Feb.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "Strategies on initial public offering of company equity at stock exchanges in imperfect highly volatile global capital markets with induced nonlinearities," MPRA Paper, University Library of Munich, Germany, number 53769, Feb.
• Deuflhard, Florian & Georgarakos, Dimitris & Inderst, Roman, 2014, "Financial Literacy and Savings Account Returns," MPRA Paper, University Library of Munich, Germany, number 53857, Jan.
• Antonakakis, Nikolaos & Kizys, Renatas & Floros, Christos, 2014, "Dynamic Spillover Effects in Futures Markets," MPRA Paper, University Library of Munich, Germany, number 53876, Feb.
• Peter N, Bell, 2014, "Optimal Use of Put Options in a Stock Portfolio," MPRA Paper, University Library of Munich, Germany, number 54394, Mar.
• Heenkkenda, Shirantha, 2014, "Inequalities in the Financial Inclusion in Sri Lanka: An Assessment of the Functional Financial Literacy," MPRA Paper, University Library of Munich, Germany, number 54419, Feb.
• Chang, Bisharat & Iqbal, Javed, 2014, "Financial Analysis of Industrial Portfolios in Pakistan: A Comparative Analysis of Pre 9/11 and Post 9/11Period," MPRA Paper, University Library of Munich, Germany, number 55433, Apr.
• Tomić, Bojan & Sesar, Andrijana & Džaja, Tomislav, 2014, "Komparativna analiza europskog tržišta kapitala i Dow Jones Industrial Average indeksa
  [Comparative analysis of european capital market and Dow Jones Industrial Average Index]," MPRA Paper, University Library of Munich, Germany, number 55555, Jun.
• Bell, Peter Newton, 2014, "Properties of time averages in a risk management simulation," MPRA Paper, University Library of Munich, Germany, number 55803, May.
• Medovikov, Ivan, 2014, "Can Analysts Predict Rallies Better Than Crashes?," MPRA Paper, University Library of Munich, Germany, number 55942, May.
• Kim, Woochan & Sung, Taeyoon & Wei, Shang-Jin, 2014, "The Diffusion of Corporate Governance to Emerging Markets: Evaluating Two Dimensions of Investor Heterogeneity," MPRA Paper, University Library of Munich, Germany, number 56485, Apr.
• Kamil, Nazrol & Bacha, Obiyadulla & Masih, Mansur, 2014, "Is There A Diversification “Cost” of Shari’ah Compliance? Empirical Evidence from Malaysian Equities," MPRA Paper, University Library of Munich, Germany, number 56951, Jun.
• Najeeb, Syed Faiq & Bacha, Obiyathulla & Masih, Mansur, 2014, "Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis," MPRA Paper, University Library of Munich, Germany, number 56956, Jun.
• Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla & Masih, A. Mansur M., 2014, "Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model," MPRA Paper, University Library of Munich, Germany, number 56965, Jun.
• Abu Bakar, Norhidayah & Masih, Abul Mansur M., 2014, "The Dynamic Linkages between Islamic Index and the Major Stock Markets: New Evidence from Wavelet time-scale decomposition Analysis," MPRA Paper, University Library of Munich, Germany, number 56977, Jun.
• Mokhtar, Maznita & Masih, Mansur, 2014, "Are diversification benefits obtainable within the same asset class? New evidence from Malaysian Islamic REITS," MPRA Paper, University Library of Munich, Germany, number 56990, Jun.
• Callado Muñoz, Francisco Jose & González Chapela, Jorge & Utrero González, Natalia, 2014, "Analysis of deviance in household financial portfolio choice: evidence from Spain," MPRA Paper, University Library of Munich, Germany, number 57497, Jul.
• Melecky, Ales & Melecky, Martin, 2014, "The Checks of Czechs: Optimizing the Debt Portfolio of the Czech Government," MPRA Paper, University Library of Munich, Germany, number 57604, Jul.
• Ilhan, Bilal & Masih, Mansur, 2014, "Do Portfolio Diversification Opportunities exist across the Euro Zone Islamic Equity Markets? MGARCH-DCC and Wavelet Correlation Analysis," MPRA Paper, University Library of Munich, Germany, number 57688, Jul.
• Climent-Hernández, José Antonio & Venegas-Martínez, Francisco & Ortiz-Arango, Francisco, 2014, "Portafolio óptimo y productos estructurados en mercados alpha-estables: un enfoque de minimización de riesgo
  [Optimal Portfolio and Structured Notes in alpha-stable Markets: a Risk Minimization Approach]," MPRA Paper, University Library of Munich, Germany, number 57740, Aug.
• Zagaglia, Paolo, 2014, "International portfolio allocation with European fixed-income funds: What scope for Italian funds?," MPRA Paper, University Library of Munich, Germany, number 57878, Aug.
• Caporin, Massimiliano & Kolokolov, Aleksey & Renò, Roberto, 2014, "Multi-jumps," MPRA Paper, University Library of Munich, Germany, number 58175, Aug.
• Yildirim, Ramazan & Masih, A. Mansur M., 2014, "The Effect of Recent Financial Crisis over Global Portfolio Diversification Opportunities – Empirical Evidence A Comparative Multivariate GARCH-DCC, MODWT and Wavelet Correlation Analysis," MPRA Paper, University Library of Munich, Germany, number 58269, Aug.
• Chang, Chia-Lin & Hu, Shing-Yang & Yu, Shih-Ti, 2014, "Recent Developments in Quantitative Finance: An Overview," MPRA Paper, University Library of Munich, Germany, number 58307, Sep.
• Bell, Peter Newton, 2014, "Choosing put option parameters based on quantiles from the distribution of portfolio value," MPRA Paper, University Library of Munich, Germany, number 58428, Sep.
• Batchuluun, Altantsetseg & Luo, Yulei & Young, Eric, 2014, "Portfolio Choice with Information-Processing Limits," MPRA Paper, University Library of Munich, Germany, number 58538.
• Golmohammadpoor Azar, Kamran, 2014, "Estimation of Fractal Parameters of Tehran Stock Market Groups Time Series Using Discrete Wavelet Transform," MPRA Paper, University Library of Munich, Germany, number 58597, Jun.
• Naseri, Marjan & Masih, Mansur, 2014, "Integration and Comovement of Developed and Emerging Islamic Stock Markets: A Case Study of Malaysia," MPRA Paper, University Library of Munich, Germany, number 58799, Aug.
• Ali, Mohsin & Masih, Mansur, 2014, "Does Indian Stock Market Provide Diversification Benefits Against Oil Price Shocks? A Sectoral Analysis," MPRA Paper, University Library of Munich, Germany, number 58828, Aug.
• Rahim, Adam Mohamed & Masih, Mansur, 2014, "Effects of Political Turmoil (Arab Spring) on Portfolio Diversification Benefits: Perspectives of the Moroccan Islamic Stock investors," MPRA Paper, University Library of Munich, Germany, number 58832, Aug.
• Omer, Gamal Salih & Masih, Mansur, 2014, "Estimating and Forecasting Conditional Volatility and Correlations of the Dow Jones Islamic Stock Market Index Using Multivariate GARCH-DCC," MPRA Paper, University Library of Munich, Germany, number 58862, Aug.
• Al Shugaa, Ameen & Masih, Mansur, 2014, "Uncertainty and Volatility in MENA Stock Markets During the Arab Spring," MPRA Paper, University Library of Munich, Germany, number 58867, Aug.
• Yusoff, Yuzlizawati & Masih, Mansur, 2014, "Comovement of East and West Stock Market Indexes," MPRA Paper, University Library of Munich, Germany, number 58872, Aug.
• Rahim, Adam Mohamed & Masih, Mansur, 2014, "Portfolio Diversification Benefits of Islamic Stocks and Malaysia’s Major Trading Partners:MGARCH-DCC and Wavelet Correlation Approaches," MPRA Paper, University Library of Munich, Germany, number 58903, Sep.
• Hakim, Idwan & Masih, Mansur, 2014, "Portfolio diversification strategy for Malaysia: International and sectoral perspectives," MPRA Paper, University Library of Munich, Germany, number 58909, Sep.
• Arif, Imtiaz & Suleman, Tahir, 2014, "Terrorism and Stock Market Linkages: An Empirical Study from Pakistan," MPRA Paper, University Library of Munich, Germany, number 58918, Aug.
• Aguilar-Juárez, Isabel Patricia & Venegas-Martínez, Francisco, 2014, "Una estrategia de inversión y cobertura mediante la combinación de notas estructuradas
  [An Investment and Hedging Strategy by Combining Structured Notes]," MPRA Paper, University Library of Munich, Germany, number 58928, Sep.
• Hirshleifer, David, 2014, "Behavioral Finance," MPRA Paper, University Library of Munich, Germany, number 59028, Aug.
• Lean, Hooi Hooi & Ang, Wei Rong & Smyth, Russell, 2014, "Performance and Performance Persistence of Socially Responsible Investment Funds in Europe and North America," MPRA Paper, University Library of Munich, Germany, number 59119, Oct.
• Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2014, "Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence," MPRA Paper, University Library of Munich, Germany, number 59760, Nov.
• Hameed, Abdullah, 2014, "Exploring the determinants of Pakistani Islamic Bank: Empirical Survey," MPRA Paper, University Library of Munich, Germany, number 59789, Feb, revised 07 Nov 2014.
• Hirshleifer, David & hsu, po-hsuan & li, dongmei, 2014, "Don’t Hide Your Light Under a Bushel: Innovative Originality and Stock Returns," MPRA Paper, University Library of Munich, Germany, number 59835, Oct.
• Ahmad, Tanveer & Shahzad, Syed Jawad Hussain & Rehman, Mobeen ur, 2014, "Industry Premiums and Systematic Risk under Terror: Empirical Evidence from Pakistan," MPRA Paper, University Library of Munich, Germany, number 60082, Dec.
• Shahzad, Syed Jawad Hussain & Zakaria, Muhammad & Raza, Naveed, 2014, "Sensitivity Analysis of CAPM Estimates: Data Frequency and Time Frame," MPRA Paper, University Library of Munich, Germany, number 60110, Nov.
• Kemp-Benedict, Eric, 2014, "Shifting to a Green Economy: Lock-in, Path Dependence, and Policy Options," MPRA Paper, University Library of Munich, Germany, number 60175, Nov.
• Mensah, Jones Odei & Premaratne, Gamini, 2014, "Exploring Diversification Benefits in Asia-Pacific Equity Markets," MPRA Paper, University Library of Munich, Germany, number 60180, Oct.
• Shahzad, Syed Jawad Hussain & Ahmed, Tanveer & Rehman, Mobeen Ur & Zakaria, Muhammad, 2014, "Relationship between Developed, Emerging and South Asian Equity Markets: Empirical Evidence with a Multivariate Framework Analysis," MPRA Paper, University Library of Munich, Germany, number 60398, Dec.
• Shahzad, Syed Jawad Hussain & Zakaria, Muhammad & Rehman, Mobeen ur & Ahmed, Tanveer & Khalid, Saniya, 2014, "Co-Movement of Pakistan Stock Exchange with India, S&P 500 and Nikkei 225: A Time-frequency (Wavelets) Analysis," MPRA Paper, University Library of Munich, Germany, number 60579, Dec.
• Wiafe, Emmanuel A. & Barnor, Charles & Quaidoo, Christopher, 2014, "Oil price shocks and domestic price investment in Ghana," MPRA Paper, University Library of Munich, Germany, number 60777.
• Hunjra, Ahmed Imran & Chani, Muhammad Irfan & Ijaz, Muhammad Shahzad & Farooq, Muhammad & Khan, Kamran, 2014, "The Impact of Macroeconomic Variables on Stock Prices in Pakistan," MPRA Paper, University Library of Munich, Germany, number 60791, Jan.
• Sinchugova, Regina, 2014, "Акции С Наибольшей Доходностью
  [Stocks with highest yield]," MPRA Paper, University Library of Munich, Germany, number 60902.
• Mellado, Cristhian & Escobari, Diego, 2014, "Virtual Integration of Financial Markets: A Dynamic Correlation Analysis of the Creation of the Latin American Integrated Market," MPRA Paper, University Library of Munich, Germany, number 60958, Dec.
• Fuinhas, José Alberto & Marques, António Cardoso & Nogueira, David Coito, 2014, "Análise VAR dos índices bolsistas SP500, FTSE100, PSI20, HSI e IBOVESPA
  [Integration of the indexes SP500, FTSE100, PSI20, HSI and IBOVESPA: A VAR approach]," MPRA Paper, University Library of Munich, Germany, number 62092, Oct, revised 10 Feb 2015.
• Bell, Peter N, 2014, "On the optimal use of put options under trade restrictions," MPRA Paper, University Library of Munich, Germany, number 62155, Oct.
• Jaffar, Yusuf & Masih, Mansur, 2014, "Exploring portfolio diversification opportunities through venture capital financing," MPRA Paper, University Library of Munich, Germany, number 62351, Aug.
• Wang, Gaowang, 2014, "Model Uncertainty, the Spirit of Capitalism and Asset Pricing," MPRA Paper, University Library of Munich, Germany, number 62421, Oct, revised 03 Mar 2015.
• Škatuĺárová, Ivana & Šoba, Oldřich & Širůček, Martin, 2014, "Využití metody value averaging při investicích na světových akciových trzích
  [Application the Value Averaging method on the global stock markets]," MPRA Paper, University Library of Munich, Germany, number 62821, revised 0204.
• Bebel, Arkadiusz, 2014, "Low Versus High Leverage (LVH)," MPRA Paper, University Library of Munich, Germany, number 62889, Nov, revised 08 Nov 2014.
• Koepke, Robin, 2014, "Fed Policy Expectations and Portfolio Flows to Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 63519, May, revised 07 Apr 2015.
• Degiannakis, Stavros & Floros, Christos, 2014, "Intra-Day Realized Volatility for European and USA Stock Indices," MPRA Paper, University Library of Munich, Germany, number 64940, Apr, revised Jan 2015.
• Gaustaroba, Gianfranco & Mansini, Renata & Ogryczak, Wlodzimierz & Speranza, M. Grazia, 2014, "Linear Programming Models based on Omega Ratio for the Enhanced Index Tracking Problem," MPRA Paper, University Library of Munich, Germany, number 67097, Dec.
• Raza, Muhammad Wajid & Mohsin, Hassan Mohammad, 2014, "Portfolio Tilting Hunt for Positive Alpha Through Style Tilts," MPRA Paper, University Library of Munich, Germany, number 70622, May, revised 01 Sep 2014.
• Arreola Hernandez, Jose & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Al Janabi, Mazin A. M. & Reboredo, Juan Carlos, 2014, "Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach," MPRA Paper, University Library of Munich, Germany, number 73399, Dec, revised Aug 2016.
• Goodness C. Aye & Frederick W. Deale & Rangan Gupta, 2014, "Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?," Working Papers, University of Pretoria, Department of Economics, number 201422, May.
• Vassilios Babalos & Mehmet Balcilar & Rangan Gupta, 2014, "Revisiting Herding Behavior in REITs: A Regime-Switching Approach," Working Papers, University of Pretoria, Department of Economics, number 201448, Sep.
• David Tison, 2014, "Impact of Non-cooperative Oligopoly of the Banking System on Its Pro-cyclicality in the Czech Republic," ACTA VSFS, University of Finance and Administration, volume 8, issue 1, pages 47-63.
• Daiva Jurevičienė & Božena Kostecka, 2014, "Peculiarities of selection of investment artworks," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2014, issue 5, pages 71-88, DOI: 10.18267/j.aop.453.
• Jacek Welc, 2014, "Impact of Earnings Smoothness on Stock Prices, Stock Returns and Future Earnings Changes - the Polish Experience," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2014, issue 3, pages 67-94, DOI: 10.18267/j.efaj.125.
• Ondřej Machek & Luboš Smrčka & Jiří Hnilica & Markéta Arltová & Dimitrios P. Tsomocos, 2014, "Analýza všeobecné rovnováhy pro český finanční trh a model finanční křehkosti
  [General Equilibrium Analysis of the Czech Financial Market and a Financial Fragility Model]," Politická ekonomie, Prague University of Economics and Business, volume 2014, issue 4, pages 437-458, DOI: 10.18267/j.polek.963.
• Maria Daniela BONDOC & Mihaela Iuliana DUMITRU, 2014, "Analysis Of The Indicators Specific To Entities Listed On The Capital Market And Their Role In Quantifying Company Performance," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 13, issue 1, pages 73-84.
• Mihaela GADOIU, 2014, "Advantages And Limitations Of The Financial Ratios Used In The Financial Diagnosis Of The Enterprise," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 13, issue 2, pages 87-95.
• Deborah A. Cobb-Clark & Sonja C. Kassenboehmer & Mathias G. Sinning, 2014, "Locus of Control and Savings," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 498, Jan.
• Francisco Venegas Martinez & Francisco Lopez Herrera & Ambrosio Ortiz Ramirez, 2014, "Decisiones de consumo y portafolio con un nivel de confianza sobre la riqueza final en un horizonte finito de planeacion: Evidencia empirica," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 11, issue 2, pages 100-147, Julio-Dic.
• Callan Windsor & Gianni La Cava & James Hansen, 2014, "Home Price Beliefs in Australia," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2014-04, May.
• Mendoza, Rodrigo, 2014, "Eficiencia financiera en los portafolios de inversión de las AFP en el Perú: Un enfoque robusto de Multifondos," Working Papers, Banco Central de Reserva del Perú, number 2014-005, Apr.
• Sébastien Pouget, 2014, "On the Financial Performance of Socially Responsible Investments," Bankers, Markets & Investors, ESKA Publishing, issue 128, pages 31-35, January-F.
• Theo Nijman, 2014, "Pension Reform in The Netherlands: Attractive Options for other Countries?," Bankers, Markets & Investors, ESKA Publishing, issue 128, pages 36-45, January-F.
• Zvi Bodie & Marie Brière, 2014, "Optimal Asset Allocation for Sovereign Wealth Funds: Theory and Practice," Bankers, Markets & Investors, ESKA Publishing, issue 128, pages 49-54, January.
• Gilles Criton & Olivier Scaillet, 2014, "Hedge Fund Managers: Luck and Dynamic Assessment," Bankers, Markets & Investors, ESKA Publishing, issue 129, pages 28-38, March-Apr.
• Hugues Pirotte & Nils S. Tuchschmid, 2014, "Alpha or not Alpha: The Case of the Hedge Fund Industry," Bankers, Markets & Investors, ESKA Publishing, issue 129, pages 4-16, March-Apr.
• Monica Billio & Lorenzon Frattarolo & Lauriana Pelizzon, 2014, "A Time-Varying Performance Evaluation of Hedge Fund Strategies through Aggregation," Bankers, Markets & Investors, ESKA Publishing, issue 129, pages 40-58, March-Apr.
• Abdou Kélani & François Quittard-Pinon, 2014, "Pricing, Hedging and Assessing Risk in a General Lévy Context," Bankers, Markets & Investors, ESKA Publishing, issue 131, pages 30-42, July-Augu.
• Lionel Martellini & Vincent Milhau & Andrea Tarelli, 2014, "Estimation Risk versus Optimality Risk: AN EX-ANTE EFFICIENCY ANALYSIS OF ALTERNATIVE EQUITY PORTFOLIO DIVERSIFICATION STRATEGIES," Bankers, Markets & Investors, ESKA Publishing, issue 132, pages 26-42, September.
• Camille Magron, 2014, "The Trading Performance of Individual Investors," Bankers, Markets & Investors, ESKA Publishing, issue 132, pages 43-52, September.
• Serges Darolles, 2014, "Evaluating UCITS Compliant Hedge Fund Performance," Bankers, Markets & Investors, ESKA Publishing, issue 133, pages 11-22, December.
• Chris Brooks & Adrian Fernandez-Perez & Joëlle Miffre & Ogonna Nneji, 2014, "Commodity Risk Factors and the Cross-Section of Equity Returns," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-09, Sep.
• Carol Alexander & Xi Chen, 2014, "Risk-adjusted Valuation of the Real Option to Invest," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-19, Dec.
• Alexis Akira Toda, 2014, "Code and data files for "Asset Prices and Efficiency in a Krebs Economy"," Computer Codes, Review of Economic Dynamics, number 13-196, revised .
• Doriana Ruffino, 2014, "Resuscitating Businessman Risk: A Rationale for Familiarity-Based Portfolios," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 17, issue 1, pages 107-130, January, DOI: 10.1016/j.red.2013.03.003.
• Hui Chen & Nengjiu Ju & Jianjun Miao, 2014, "Dynamic Asset Allocation with Ambiguous Return Predictability," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 17, issue 4, pages 799-823, October, DOI: 10.1016/j.red.2013.12.001.
• Valentin Haddad & Marianne Andries, 2014, "Information Aversion," 2014 Meeting Papers, Society for Economic Dynamics, number 1091.
• Martin Szydlowski, 2014, "Incentives, Project Choice, and Dynamic Multitasking," 2014 Meeting Papers, Society for Economic Dynamics, number 1240.
• Matteo Maggiori & Johannes Stroebel & Stefano Giglio, 2014, "Very Long Run Discount Rates," 2014 Meeting Papers, Society for Economic Dynamics, number 1281.
• Weithing Zhang & Thomas Mertens & Tarek Hassan, 2014, "Currency Manipulation," 2014 Meeting Papers, Society for Economic Dynamics, number 401.
• Tomasz Strzalecki & Emmanuel Farhi & Larry Epstein, 2014, "How much would you pay to resolve long-run risk?," 2014 Meeting Papers, Society for Economic Dynamics, number 429.
• Saki Bigio & Javier Bianchi, 2014, "Banks, Liquidity Management and Monetary Policy," 2014 Meeting Papers, Society for Economic Dynamics, number 489.
• Stavros Panageas & Jianfeng Yu & Nicolae Garleanu, 2014, "Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion," 2014 Meeting Papers, Society for Economic Dynamics, number 711.
• Xavier Gabaix & Matteo Maggiori, 2014, "International Liquidity and Exchange Rate Dynamics," 2014 Meeting Papers, Society for Economic Dynamics, number 74.
• Dimitri Vayanos & Peter Kondor, 2014, "Liquidity Risk and the Dynamics of Arbitrage Capital," 2014 Meeting Papers, Society for Economic Dynamics, number 912.
• Srinivasan P., 2014, "Gold Price, Stock Price and Exchange rate Nexus: The Case of India," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 17, issue 52, pages 77-94, June.
• Baojing Sun & G. Cornelis van Kooten, 2014, "Financial Weather Options for Crop Production," Working Papers, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group, number 2014-03, Feb.
• Jiahan Li & Ilias Tsiakas & Wei Wang, 2014, "Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?," Working Paper series, Rimini Centre for Economic Analysis, number 05_14, Feb.
• Paolo Zagaglia, 2014, "International portfolio allocation with European fixed-income funds: What scope for Italian funds?," Working Paper series, Rimini Centre for Economic Analysis, number 18_14, Jul.
• Marcio Garcia & Marcelo Medeiros & Francisco Eduardo de Luna e Almeida Santos, 2014, "Economic gains of realized volatility in the Brazilian stock market," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 624, May.
• Cyn-Young Park & Rogelio V. Mercado, Jr., 2014, "Equity Home Bias, Financial Integration, and Regulatory Reforms: Implications for Emerging Asia," Working Papers on Regional Economic Integration, Asian Development Bank, number 133, May.
• Georges Dionne & Jingyuan Li, 2014, "When can expected utility handle first-order risk aversion?," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 11-1, Sep.
• Georges Dionne & Maria Pacurar & Xiaozhou Zhou, 2014, "Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 14-1, Feb.
• Maxim Popov & Reinhard Madlener, 2014, "Backtesting and Evaluation of Different Trading Schemes for the Portfolio Management of Natural Gas," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 5/2014, May.
• Peter Hwang & Romora Edward Sitorus, 2014, "A Study of Financial Integration and Optimal Diversification Strategy in ASEAN Equity Markets," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 29, pages 496-519.
• Peter Hwang & Romora Edward Sitorus, 2014, "A Study of Financial Integration and Optimal Diversification Strategy in ASEAN Equity Markets," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 29, pages 496-519.
• Rocío Durán-Vázquez & Arturo Lorenzo-Valdés & Claudia Castillo-Ramírez, 2014, "Effectiveness of corporate finance valuation methods: Piotroski score in an Ohlson model: the case of Mexico," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 19, issue 37, pages 104-107.
• Takao Kobayashi & Yasuhiro Iwanaga & Hideaki Kudoh, 2014, "Japanese patent index and stock performance," Journal of Financial Perspectives, EY Global FS Institute, volume 2, issue 2, pages 151-162.
• D Sykes WILFORD, 2014, "Risk management insights from Markowitz optimization for constructing portfolios with commodity futures," Journal of Financial Perspectives, EY Global FS Institute, volume 2, issue 2, pages 141-150.
• Bruce Jacobs & Kenneth Levy, 2014, "The unique risks of portfolio leverage: why modern portfolio theory fails and how to fix it," Journal of Financial Perspectives, EY Global FS Institute, volume 2, issue 3, pages 113-126.
• Kurach, Radosław & Stelmach, Jerzy, 2014, "Time-Varying Behaviour of Sector Beta Risk – The Case of Poland," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 139-159, March.
• Yongsung Chang & Jay H. Hong & Marios Karabarbounis, 2014, "Labor-Market Uncertainty and Portfolio Choice Puzzles," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 582, Jun.
• Erica Cristina BALEA, 2014, "Crude Oil Risk Management: the Optimal Hedge Ratio and Hedging Effectiveness Evolution," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 17, issue 1, pages 181-188, June.
• G. Elaut & M. Fr Mmel & J. Sj Din, 2014, "Crystallization the Hidden Dimension of Hedge Funds' Fee Structure," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 14/872, Jan.
• Mouakil, Tarik, 2014, "A “Minsky crisis” in a Stock-Flow Consistent model," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, volume 16.
• Adam Zaremba & Rados³aw ¯mudziñski, 2014, "The Low Price Effect On The Polish Market," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 10, issue 1, pages 69-85, June.
• Marek Kociñski, 2014, "Transaction Costs And Market Impact In Investment Management," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 10, issue 4, pages 28-35, May.
• Brett Govendir & Peter Wells, 2014, "The influence of the accruals generating process on earnings persistence," Australian Journal of Management, Australian School of Business, volume 39, issue 4, pages 593-614, November, DOI: 10.1177/0312896213512319.
• Sunil Poshakwale & Anandadeep Mandal, 2014, "Investor Behaviour and Herding: Evidence from the National Stock Exchange in India," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 13, issue 2, pages 197-216, August, DOI: 10.1177/0972652714541341.
• Saumya Ranjan Dash & Jitendra Mahakud, 2014, "Do Asset Pricing Models Explain Size, Value, Momentum and Liquidity Effects? The Case of an Emerging Stock Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 13, issue 3, pages 217-251, December, DOI: 10.1177/0972652714550927.
• Carmen AINA & Fernanda MAZZOTTA & Lavinia PARISI, 2014, "Bargaining or efficiency within the household? The case of Italy," CELPE Discussion Papers, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy, number 130, Dec.
• Alexandre Munoz, 2014, "Attractiveness and territorial promotion in the MENA region in regards with FDI: Toward a new governance of public policies?," Journal of Studies in Dynamics and Change (JSDC), ISSN: 2348-7038, Voices of Inclusive Change and Expressions- (VOICE) Trust, Dehradun, Uttarakhand, volume 1, issue 7, pages 280-294, November.
• Sergei Kovbasyuk & Marco Pagano, 2014, "Advertising Arbitrage," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 360, Apr, revised 02 Apr 2022.
• Andrew Ellul & Chotibhak Jotikasthira & Christian T. Lundblad & Yihui Wang, 2014, "Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 375, Oct.
• Dimitris Christelis & Dimitris Georgarakos & Anna Sanz-de-Galdeano, 2014, "The Impact of Health Insurance on Stockholding: A Regression Discontinuity Approach," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 382, Nov.
• Andrey Kudryavtsev, 2014, "Trying to Predict Opening Stock Returns," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0301306, Jul.
• Maxime Bonelli & Daniel Mantilla-Garcia, 2014, "Should a skeptical portfolio insurer use an optimal or a risk-based multiplier?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0802327, Oct.
• Timotheos Angelidis & Nikolaos Tessaromatis, 2014, "Global portfolio management under state dependent multiple risk premia," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 0400966, Jul.
• Pankaj Kumar Gupta & Jasjit Bhatia, 2014, "Investment Behavior in Post-Crisis Period ? Comparison of Indian Publics and Private Firms," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 0401660, Jul.
• Joanna Lizińska & Leszek Czapiewski, 2014, "Performance of Polish IPO Firms: Size and Profitability Effect," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 53-71.
• Doris Neuberger & Roger Rissi, 2014, "Macroprudential Banking Regulation: Does One Size Fit All?," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 1, pages 5-28, DOI: 10.7172/2353-6845.jbfe.2014.1.1.
• Emenike Kalu O., 2014, "Volatility Transmission Between Stock and Foreign Exchange Markets: Evidence from Nigeria," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 1, pages 59-72, DOI: 10.7172/2353-6845.jbfe.2014.1.4.
• Tsung-Hsun Lu & Yi-Chi Chen & Yu-Chin Hsu, 2014, "Trend Definition or Holding Strategy: What Determines the Profitability of Candlestick Technical Trading Strategies?," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 14-A010, Sep, revised Jul 2015.
• Veronika Pool & Clemens Sialm & Irina Stefanescu, 2014, "It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans," Discussion Papers, Stanford Institute for Economic Policy Research, number 13-021, Jan.
• Filippo Brutti & Philip U. Sauré, 2014, "Repatriation of Debt in the Euro Crisis: Evidence for the Secondary Market Theory," Working Papers, Swiss National Bank, number 2014-03.
• Chara Theodoraki, 2014, "The interpretative ability of coefficient R2 to calculate the firm value," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 64, issue 1, pages 29-41, January-M.
• Diana Barro & Elio Canestrelli, 2014, "Downside risk in multiperiod tracking error models," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 22, issue 2, pages 263-283, June, DOI: 10.1007/s10100-013-0290-y.
• Jörn Sass & Manfred Schäl, 2014, "Numeraire portfolios and utility-based price systems under proportional transaction costs," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 37, issue 2, pages 195-234, October, DOI: 10.1007/s10203-012-0132-8.
• Matteo Del Vigna, 2014, "A note on the existence of CAPM equilibria with homogeneous cumulative prospect theory preferences," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 37, issue 2, pages 341-348, October, DOI: 10.1007/s10203-012-0140-8.
• Xianzhe Chen & Weidong Tian, 2014, "Optimal portfolio choice and consistent performance," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 37, issue 2, pages 453-474, October, DOI: 10.1007/s10203-013-0154-x.
• Seokchin Kim & Cheolho Park & Youngjun Yun, 2014, "Hedging with mini gold futures: evidence from Korea," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 4, issue 2, pages 163-176, December, DOI: 10.1007/s40822-014-0012-3.
• Yan Dolinsky & H. Soner, 2014, "Robust hedging with proportional transaction costs," Finance and Stochastics, Springer, volume 18, issue 2, pages 327-347, April, DOI: 10.1007/s00780-014-0227-x.
• Fred Benth & Jukka Lempa, 2014, "Optimal portfolios in commodity futures markets," Finance and Stochastics, Springer, volume 18, issue 2, pages 407-430, April, DOI: 10.1007/s00780-013-0224-5.
• Claudio Fontana & Monique Jeanblanc & Shiqi Song, 2014, "On arbitrages arising with honest times," Finance and Stochastics, Springer, volume 18, issue 3, pages 515-543, July, DOI: 10.1007/s00780-014-0231-1.
• Tomas Björk & Agatha Murgoci, 2014, "A theory of Markovian time-inconsistent stochastic control in discrete time," Finance and Stochastics, Springer, volume 18, issue 3, pages 545-592, July, DOI: 10.1007/s00780-014-0234-y.
• Vicky Henderson & Gechun Liang, 2014, "Pseudo linear pricing rule for utility indifference valuation," Finance and Stochastics, Springer, volume 18, issue 3, pages 593-615, July, DOI: 10.1007/s00780-014-0235-x.
• Takashi Kato, 2014, "An optimal execution problem with market impact," Finance and Stochastics, Springer, volume 18, issue 3, pages 695-732, July, DOI: 10.1007/s00780-014-0232-0.
• Jörn Sass & Martin Smaga, 2014, "FTAP in finite discrete time with transaction costs by utility maximization," Finance and Stochastics, Springer, volume 18, issue 4, pages 805-823, October, DOI: 10.1007/s00780-014-0241-z.
• Maxim Bichuch & Stephan Sturm, 2014, "Portfolio optimization under convex incentive schemes," Finance and Stochastics, Springer, volume 18, issue 4, pages 873-915, October, DOI: 10.1007/s00780-014-0236-9.
• Irene Klein & Emmanuel Lépinette & Lavinia Perez-Ostafe, 2014, "Asymptotic arbitrage with small transaction costs," Finance and Stochastics, Springer, volume 18, issue 4, pages 917-939, October, DOI: 10.1007/s00780-014-0242-y.
• Gökçe Soydemir & Jan Smolarski & Sangheon Shin, 2014, "Hedge funds, fund attributes and risk adjusted returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 1, pages 133-149, January, DOI: 10.1007/s12197-011-9217-4.
• Omid Sabbaghi & Navid Sabbaghi, 2014, "An empirical analysis of the Carbon Financial Instrument," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 2, pages 209-234, April, DOI: 10.1007/s12197-011-9208-5.
• Luís Oliveira & João Vidal Nunes & Luís Malcato, 2014, "The performance of deterministic and stochastic interest rate risk measures:," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 13, issue 3, pages 141-165, December, DOI: 10.1007/s10258-014-0104-8.
• Cameron Truong & Charles Corrado, 2014, "Options trading volume and stock price response to earnings announcements," Review of Accounting Studies, Springer, volume 19, issue 1, pages 161-209, March, DOI: 10.1007/s11142-013-9243-x.
• William Ciconte & Marcus Kirk & Jennifer Wu Tucker, 2014, "Does the midpoint of range earnings forecasts represent managers’ expectations?," Review of Accounting Studies, Springer, volume 19, issue 2, pages 628-660, June, DOI: 10.1007/s11142-013-9259-2.
• Santhosh Ramalingegowda, 2014, "Evidence from impending bankrupt firms that long horizon institutional investors are informed about future firm value," Review of Accounting Studies, Springer, volume 19, issue 2, pages 1009-1045, June, DOI: 10.1007/s11142-013-9271-6.
• Maureen McNichols & Madhav V. Rajan & Stefan Reichelstein, 2014, "Conservatism correction for the market-to-book ratio and Tobin’s q," Review of Accounting Studies, Springer, volume 19, issue 4, pages 1393-1435, December, DOI: 10.1007/s11142-013-9275-2.
• Diana Barro & Elio Canestrelli, 2014, "Dynamic Tracking Error with Shortfall Control Using Stochastic Programming," Springer Books, Springer, in: Marco Corazza & Claudio Pizzi, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-3-319-02499-8_4.
• Rangan Gupta & Shawkat Hammoudeh & Beatrice D. Simo-Kengne & Soodabeh Sarafrazi, 2014, "Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 17, pages 1147-1157, September, DOI: 10.1080/09603107.2014.924296.
• Hooi Hooi Lean & Duc Khuong Nguyen, 2014, "Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 21, pages 1367-1373, November, DOI: 10.1080/09603107.2014.925063.
• Marco Nicolosi & Stefano Grassi & Elena Stanghellini, 2014, "Item response models to measure corporate social responsibility," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 22, pages 1449-1464, November, DOI: 10.1080/09603107.2014.925070.
• Richard Ochmann, 2014, "Differential income taxation and household asset allocation," Applied Economics, Taylor & Francis Journals, volume 46, issue 8, pages 880-894, March, DOI: 10.1080/00036846.2013.859381.
• Esti Van Wyk de Vries & Rangan Gupta & Reneé Van Eyden, 2014, "Intertemporal portfolio allocation and hedging demand: an application to South Africa," Journal of Business Economics and Management, Taylor & Francis Journals, volume 15, issue 4, pages 744-775, September, DOI: 10.3846/16111699.2012.688855.