Research classified by Journal of Economic Literature (JEL) codes

2014

• 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.
• Pagnoncelli, Bernardo K. & Cifuentes, Arturo, 2014, "Credit risk assessment of fixed income portfolios using explicit expressions," Finance Research Letters, Elsevier, volume 11, issue 3, pages 224-230, DOI: 10.1016/j.frl.2014.02.007.
• Leirvik, Thomas, 2014, "The bond–stock mix under time-varying interest rates and predictable stock returns," Finance Research Letters, Elsevier, volume 11, issue 3, pages 231-237, DOI: 10.1016/j.frl.2014.02.006.
• Kim, Soo-Hyun & Kang, Hyoung-Goo, 2014, "A new strategy using term-structure dynamics of commodity futures," Finance Research Letters, Elsevier, volume 11, issue 3, pages 282-288, DOI: 10.1016/j.frl.2013.11.007.
• Briec, Walter & Oms, Laurence & Paget-Blanc, Eric, 2014, "Shortage function and portfolio selection: On some special cases and extensions," Finance Research Letters, Elsevier, volume 11, issue 3, pages 295-302, DOI: 10.1016/j.frl.2013.11.001.
• Lindaas, Knut F. & Simlai, Prodosh, 2014, "The value premium, aggregate risk innovations, and average stock returns," Finance Research Letters, Elsevier, volume 11, issue 3, pages 303-317, DOI: 10.1016/j.frl.2014.06.001.
• Gürgün, Gözde & Ünalmış, İbrahim, 2014, "Is gold a safe haven against equity market investment in emerging and developing countries?," Finance Research Letters, Elsevier, volume 11, issue 4, pages 341-348, DOI: 10.1016/j.frl.2014.07.003.
• Loyola, Gino & Portilla, Yolanda, 2014, "Reward for failure and executive compensation in institutional investors," Finance Research Letters, Elsevier, volume 11, issue 4, pages 349-361, DOI: 10.1016/j.frl.2014.09.001.
• Guo, Biao & Luo, Xingguo & Zhang, Ziding, 2014, "Sell in May and Go Away: Evidence from China," Finance Research Letters, Elsevier, volume 11, issue 4, pages 362-368, DOI: 10.1016/j.frl.2014.10.001.
• Michis, Antonis A., 2014, "Investing in gold: Individual asset risk in the long run," Finance Research Letters, Elsevier, volume 11, issue 4, pages 369-374, DOI: 10.1016/j.frl.2014.07.008.
• Tsai, Hui-Ju & Wu, Yangru, 2014, "Optimal portfolio choice for investors with industry-specific labor income risks," Finance Research Letters, Elsevier, volume 11, issue 4, pages 429-436, DOI: 10.1016/j.frl.2014.07.004.
• Zhu, Yanjian & Zhu, Xiaoneng, 2014, "European business cycles and stock return predictability," Finance Research Letters, Elsevier, volume 11, issue 4, pages 446-453, DOI: 10.1016/j.frl.2014.10.002.
• Laborda, Ricardo & Olmo, Jose, 2014, "Investor sentiment and bond risk premia," Journal of Financial Markets, Elsevier, volume 18, issue C, pages 206-233, DOI: 10.1016/j.finmar.2013.05.008.
• Kaminski, Kathryn M. & Lo, Andrew W., 2014, "When do stop-loss rules stop losses?," Journal of Financial Markets, Elsevier, volume 18, issue C, pages 234-254, DOI: 10.1016/j.finmar.2013.07.001.
• Khurshed, Arif & Paleari, Stefano & Pande, Alok & Vismara, Silvio, 2014, "Transparent bookbuilding, certification and initial public offerings," Journal of Financial Markets, Elsevier, volume 19, issue C, pages 154-169, DOI: 10.1016/j.finmar.2013.12.001.
• Qian, Xiaolin, 2014, "Small investor sentiment, differences of opinion and stock overvaluation," Journal of Financial Markets, Elsevier, volume 19, issue C, pages 219-246, DOI: 10.1016/j.finmar.2014.03.005.
• Jacobs, Heiko & Müller, Sebastian & Weber, Martin, 2014, "How should individual investors diversify? An empirical evaluation of alternative asset allocation policies," Journal of Financial Markets, Elsevier, volume 19, issue C, pages 62-85, DOI: 10.1016/j.finmar.2013.07.004.
• Kearney, Fearghal & Cummins, Mark & Murphy, Finbarr, 2014, "Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias," Journal of Financial Markets, Elsevier, volume 19, issue C, pages 86-109, DOI: 10.1016/j.finmar.2013.08.003.
• Clark, Ephraim & Kassimatis, Konstantinos, 2014, "Exploiting stochastic dominance to generate abnormal stock returns," Journal of Financial Markets, Elsevier, volume 20, issue C, pages 20-38, DOI: 10.1016/j.finmar.2014.05.002.
• Mária Bohdalová & Michal Greguš, 2014, "Cointegration Analysis Of The Foreign Exchange Rate Pairs," CBU International Conference Proceedings, ISE Research Institute, volume 2, issue 0, pages 147-153, July, DOI: 10.12955/cbup.v2.497.
• Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou, 2014, "Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-13, Apr.
• Massimiliano Caporin & Luca Corazzini & Michele Costola, 2014, "Measuring the Behavioral Component of Financial Fluctuations: An Analysis Based on the S&P 500," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-33, Sep.
• Søren Johansen & Lukasz Gatarek, 2014, "Optimal hedging with the cointegrated vector autoregressive model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-40, Sep.
• Tim Bollerslev & Sophia Zhengzi Li & Viktor Todorov, 2014, "Roughing up Beta: Continuous vs. Discontinuous Betas, and the Cross-Section of Expected Stock Returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-48, Dec.
• Katya Kartashova, 2014, "Private Equity Premium Puzzle Revisited," American Economic Review, American Economic Association, volume 104, issue 10, pages 3297-3334, October.
• V. V. Chari & Ali Shourideh & Ariel Zetlin-Jones, 2014, "Reputation and Persistence of Adverse Selection in Secondary Loan Markets," American Economic Review, American Economic Association, volume 104, issue 12, pages 4027-4070, December.
• Syngjoo Choi & Shachar Kariv & Wieland M?ller & Dan Silverman, 2014, "Who Is (More) Rational?," American Economic Review, American Economic Association, volume 104, issue 6, pages 1518-1550, June.
• Larry G. Epstein & Emmanuel Farhi & Tomasz Strzalecki, 2014, "How Much Would You Pay to Resolve Long-Run Risk?," American Economic Review, American Economic Association, volume 104, issue 9, pages 2680-2697, September.
• Jonathan Huntley & Valentina Michelangeli, 2014, "Can Tax Rebates Stimulate Consumption Spending in a Life-Cycle Model?," American Economic Journal: Macroeconomics, American Economic Association, volume 6, issue 1, pages 162-189, January.
• Felix Kubler & Larry Selden & Xiao Wei, 2014, "When Is a Risky Asset "Urgently Needed"?," American Economic Journal: Microeconomics, American Economic Association, volume 6, issue 2, pages 131-162, May.
• Laura Kawano, 2014, "The Dividend Clientele Hypothesis: Evidence from the 2003 Tax Act," American Economic Journal: Economic Policy, American Economic Association, volume 6, issue 1, pages 114-136, February, DOI: 10.1257/pol.6.1.114.
• Annamaria Lusardi & Olivia S. Mitchell, 2014, "The Economic Importance of Financial Literacy: Theory and Evidence," Journal of Economic Literature, American Economic Association, volume 52, issue 1, pages 5-44, March, DOI: 10.1257/jel.52.1.5.
• Spyridon D. Symeonides & Gerassimos Sapountzoglou, 2014, "On financial bubbles, investment decisions and investor’s utility," Working Papers, Athens University Of Economics and Business, Department of Economics, number 201406, Jun.
• Donoso, Guillermo, None, "A decision framework for a farmer who is risk averse in the Arrow-Pratt sense and downside risk averse," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, volume 14, issue 02, pages 1-22, DOI: 10.22004/ag.econ.195720.
• Grosche, Stephanie & Heckelei, Thomas, , "Directional Volatility Spillovers between Agricultural, Crude Oil, Real Estate and other Financial Markets," Discussion Papers, University of Bonn, Institute for Food and Resource Economics, number 166079, DOI: 10.22004/ag.econ.166079.
• Sun, Baojing & van Kooten, G. Cornelis, 2014, "Financial Weather Options for Crop Production," Working Papers, University of Victoria, Resource Economics and Policy, number 164323, Feb, DOI: 10.22004/ag.econ.164323.
• Dumitru BUCATARU & Mihail TABARA, 2014, "Changes In The Asset Structure Of Companies And Their Impact On The Global Value Of Companies," Journal of Public Administration, Finance and Law, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 0, issue Special i, pages 50-54, September.
• Éric André, 2014, "Crisp Fair Gambles," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1410, Mar, revised 15 Mar 2014.
• Acharya, Viral & Engle, Robert & Pierret, Diane, 2014, "Testing macroprudential stress tests: The risk of regulatory risk weights," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2014022, Jan.
• De Winne, Rudy & Platten, Isabelle & Gresse, Carole, 2014, "Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2014003, Jan.
• Godart, Camille & Petitjean, Mikael, 2014, "De la médiocrité des conseils d’investissement de Test-Achats invest sur actions individuelles," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2014008, Jan.
• Balázs Árpád Szűcs & Kata Váradi, 2014, "Measuring and managing liquidity risk in the Hungarian practice," Society and Economy, Akadémiai Kiadó, Hungary, volume 36, issue 4, pages 543-563, December.
• Laura Raisa MiloÛ & Marius Cristian MiloÅŸ, 2014, "Construction Of A Financial Portfolio On The Bucharest Stock Exchange Using Risk/Return Analysis," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 16, pages 1-19.
• Claudiu BoÅ£oc, 2014, "Does Volatility Respond Asymmetric To Past Shocks?," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 16, pages 1-5.
• Michele Fratianni & Francesco Marchionne, 2014, "Bank asset reallocation and sovereign debt," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 100, Sep.
• Kinga Jurek-Wasilewska, 2014, "Efektywnoœæ Inwestowania W Otwartych Funduszach Inwestycyjnych W Polsce W Latach 2001–2010/The Efficiency Of Investing In Open-End Mutual Funds In Poland In Years 2001–2010," Journal of Finance and Financial Law, University of Lodz, Faculty of Economics and Sociology, Faculty of Law and Administration, volume 1, issue 1, pages 20-33, February.
• João P. Romero, 2014, "Mr. Keynes and the neo-Schumpeterians: Contributions to the analysis of the determinants of innovation from a post-Keynesian perspective," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 15, issue 2, pages 189-205.
• Marco Antonio Laes & Marcos Eugênio da Silva, 2014, "Performance of mutual equity funds in Brazil – A bootstrap analysis," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 15, issue 3, pages 294-306.
• Fabricio De Assis Campos Vieira & Márcio Holland & Marco Flávio Da Cunha Resende, 2014, "Financial Dollarization And Systemicrisks: New Empirical Evidence," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 040.
• Susan E.K. Christoffersen & David K. Musto & Russ Wermers, 2014, "Investor Flows to Asset Managers: Causes and Consequences," Annual Review of Financial Economics, Annual Reviews, volume 6, issue 1, pages 289-310, December.
• Lans Bovenberg & Roel Mehlkopf, 2014, "Optimal Design of Funded Pension Schemes," Annual Review of Economics, Annual Reviews, volume 6, issue 1, pages 445-474, August.
• Ana Fostel & John Geanakoplos, 2014, "Endogenous Collateral Constraints and the Leverage Cycle," Annual Review of Economics, Annual Reviews, volume 6, issue 1, pages 771-799, August.
• Adrien Nguyen Huu & Oumar Mbodji & A Nguyen-Huu & Traian A. Pirvu, 2014, "Optimal Sharing Rule for a Household with a Portfolio Management Problem," Papers, arXiv.org, number 1402.1052, Feb, revised Jan 2019.
• Thierry Roncalli, 2014, "Introduction to Risk Parity and Budgeting," Papers, arXiv.org, number 1403.1889, Mar.
• Salil Mehta, 2014, "Sophisticated gamblers ruin and survival chances," Papers, arXiv.org, number 1403.5833, Mar.
• Vicky Henderson & Gechun Liang, 2014, "Pseudo Linear Pricing Rule for Utility Indifference Valuation," Papers, arXiv.org, number 1403.7830, Mar.
• Ivan Medovikov, 2014, "Can Analysts Predict Rallies Better Than Crashes?," Papers, arXiv.org, number 1405.3225, May.
• Claudia Ceci & Katia Colaneri & Alessandra Cretarola, 2014, "Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization," Papers, arXiv.org, number 1406.6902, Jun.
• Christoph Aymanns & J. Doyne Farmer, 2014, "The dynamics of the leverage cycle," Papers, arXiv.org, number 1407.5305, Jul, revised Aug 2014.
• Patrick Beissner & Frank Riedel, 2014, "Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty," Papers, arXiv.org, number 1409.6940, Sep.
• Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2014, "Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas," DEOS Working Papers, Athens University of Economics and Business, number 1409, Sep.
• Ivana Tadic, 2014, "The Definition Of „Bundles“ Of Human Resource Management Function And Their Connection With The Financial Performance Of Companies," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 23, issue 1, pages 145-170, june.
• Tihana Skrinjaric & Nikola Sostaric, 2014, "The Complementarity Of Markov Chains Methodology And Markowitz Portfolio Optimization Model," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 23, issue 1, pages 353-370, june.
• Bojan Moric Milovanovic & Marko Curkovic, 2014, "The Impact Of Global Financial Crisis On Creation Of Multisectoral Diversificated Optimal Portfolios By Using Markowitz Theory On The Zagreb Stock Exchange," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 23, issue 1, pages 389-408, june.
• Mirjana Hladika & Marija Maric, 2014, "Analysis Of The Insurance Company Investment Portfolio In The Republic Of Croatia," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 23, issue 2, pages 509-540, december.
• Marco Navone & Fernando Zapatero, 2014, "Why Do Financial Analysts Strive to Be Irrelevant? Career Concerns and Endogenous Coverage Termination," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1507.
• Francesca Bartoli & Roberto Larotonda & Zeno Rotondi & Laura Marzorati & Marcello Calabrò, 2014, "Personal savings in Italy, channeling resources for growth," BANCARIA, Bancaria Editrice, volume 1, pages 25-38, January.
• Deyanira Bernal Dom¨ªnguez & Mar¨ªa Luisa Saavedra Garc¨ªa & Lydia Mar¨ªa L¨®pez Barraza, 2014, "Financial Analysis Management of Companies in a Region of Mexico: the Need of a Financial Ratios Annual Directory," Review of Economics & Finance, Better Advances Press, Canada, volume 4, pages 64-78, August.
• Farzad Alavi Fard, 2014, "Optimal Bid-Ask Spread in Limit-Order Books under Regime Switching Framework," Review of Economics & Finance, Better Advances Press, Canada, volume 4, pages 33-48, November.
• Miguel Ampudia & Michael Ehrmann, 2014, "Macroeconomic Experiences and Risk Taking of Euro Area Households," Staff Working Papers, Bank of Canada, number 14-10, DOI: 10.34989/swp-2014-10.
• Toni Ahnert, 2014, "Rollover Risk, Liquidity and Macroprudential Regulation," Staff Working Papers, Bank of Canada, number 14-23, DOI: 10.34989/swp-2014-23.
• John Beirne & Christian Friedrich, 2014, "Capital Flows and Macroprudential Policies - A Multilateral Assessment of Effectiveness and Externalities," Staff Working Papers, Bank of Canada, number 14-31, DOI: 10.34989/swp-2014-31.
• Katya Kartashova, 2014, "Improving Public Equity Markets? No Pain, No Gain," Staff Working Papers, Bank of Canada, number 14-41, DOI: 10.34989/swp-2014-41.
• Sarah Necker & Michael Ziegelmeyer, 2014, "Household Risk Taking after the Financial Crisis," BCL working papers, Central Bank of Luxembourg, number 85, Feb.
• Mustafa Kultur & Romuald Morhs, 2014, "The impact of the exchange rate on Luxembourg equity funds," BCL working papers, Central Bank of Luxembourg, number 86, Feb.
• Dmitry Khametshin & David López Rodríguez & Luis Pérez García, 2014, "El mercado del alquiler de vivienda residencial en España: evolución reciente, determinantes e indicadores de esfuerzo," Occasional Papers, Banco de España, number 2432, Oct, DOI: https://doi.org/10.53479/37872.
• Paul Ehling & Christian Heyerdahl-Larsen, 2014, "Correlations," Working Papers, Banco de España, number 1413, Jun.
• Javier Eliecer Pirateque Niño, 2014, "Uso de la Metodología Wavelets para la validación de la regla de la raíz del tiempo y su aplicación al riesgo de mercado," Borradores de Economia, Banco de la Republica de Colombia, number 809, Feb, DOI: 10.32468/be.809.
• Camilo González Sabogal, 2014, "Un mecanismo para lograr la participación de los bancos en los mercados interbancarios no colateralizados," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 32, issue 73, pages 17-35, July, DOI: 10.1016/S0120-4483(14)70017-X.
• José E. Gómez-González & Luis Fernando Melo Velandia, 2014, "Efectos de «ángeles caídos» en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 32, issue 75, pages 23-27, December, DOI: 10.1016/j.espe.2014.07.001.
• Vuillemey, G. & R gis Breton, 2014, "Endogenous Derivative Networks," Working papers, Banque de France, number 483.
• Fourel, G. & Lecourt, S., 2014, "L’actif net des organismes de placement collectif français non monétaires augmente en 2013 en dépit de retraits nets," Bulletin de la Banque de France, Banque de France, issue 196, pages 101-116.
• Lin, Qian & Riedel, Frank, 2014, "Optimal consumption and portfolio choice with ambiguity," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 497, May.
• Riedel, Frank & Beißner, Patrick, 2016, "Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 527, Mar.
• Hellmann, Tobias & Riedel, Frank, 2014, "A Dynamic Extension of the Foster-Hart Measure of Riskiness," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 528, Oct.
• Ken Miyajima & Ilhyock Shim, 2014, "Asset managers in emerging market economies," BIS Quarterly Review, Bank for International Settlements, September.
• Miguel Mello & Jorge Ponce, 2014, "The determinants Uruguayan households' indebtedness," Documentos de trabajo, Banco Central del Uruguay, number 2014010.
• Charles Yuji Horioka & Akiko Terada-Hagiwara, 2014, "Corporate Cash Holding in Asia," Asian Economic Journal, East Asian Economic Association, volume 28, issue 4, pages 323-345, December.
• Vicki L. Bogan, 2014, "Savings Incentives And Investment Management Fees: A Study Of The 529 College Savings Plan Market," Contemporary Economic Policy, Western Economic Association International, volume 32, issue 4, pages 826-842, October.
• Ahmad K. Naimzada & Giorgio Ricchiuti, 2014, "Complexity with Heterogeneous Fundamentalists and a Multiplicative Price Mechanism," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 43, issue 3, pages 233-247, November.
• Gunther Capelle†Blancard & Stéphanie Monjon, 2014, "The Performance of Socially Responsible Funds: Does the Screening Process Matter?," European Financial Management, European Financial Management Association, volume 20, issue 3, pages 494-520, June, DOI: 10.1111/j.1468-036X.2012.00643.x.
• Alexander Kempf & Christoph Merkle & Alexandra Niessen†Ruenzi, 2014, "Low Risk and High Return – Affective Attitudes and Stock Market Expectations," European Financial Management, European Financial Management Association, volume 20, issue 5, pages 995-1030, November, DOI: 10.1111/eufm.12001.
• John H. Cochrane, 2014, "A Mean-Variance Benchmark for Intertemporal Portfolio Theory," Journal of Finance, American Finance Association, volume 69, issue 1, pages 1-49, February.
• Suleyman Basak & Dmitry Makarov, 2014, "Strategic Asset Allocation in Money Management," Journal of Finance, American Finance Association, volume 69, issue 1, pages 179-217, February.
• Laurent E. Calvet & Paolo Sodini, 2014, "Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios," Journal of Finance, American Finance Association, volume 69, issue 2, pages 867-906, April.
• Cary Frydman & Nicholas Barberis & Colin Camerer & Peter Bossaerts & Antonio Rangel, 2014, "Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility," Journal of Finance, American Finance Association, volume 69, issue 2, pages 907-946, April.
• Frederic Malherbe, 2014, "Self-Fulfilling Liquidity Dry-Ups," Journal of Finance, American Finance Association, volume 69, issue 2, pages 947-970, April.
• Marcin Kacperczyk & Stijn Van Nieuwerburgh & Laura Veldkamp, 2014, "Time-Varying Fund Manager Skill," Journal of Finance, American Finance Association, volume 69, issue 4, pages 1455-1484, August.
• Byeong-Je An & Andrew Ang & Turan G. Bali & Nusret Cakici, 2014, "The Joint Cross Section of Stocks and Options," Journal of Finance, American Finance Association, volume 69, issue 5, pages 2279-2337, October.
• Andrew S. Duncan & Alain Kabundi, 2014, "Global Financial Crises and Time-Varying Volatility Comovement in World Equity Markets," South African Journal of Economics, Economic Society of South Africa, volume 82, issue 4, pages 531-550, December.
• Davide Pettenuzzo & Francesco Ravazzolo, 2014, "Optimal portfolio choice under decision-based model combinations," Working Paper, Norges Bank, number 2014/15, Nov.
• Michael Joyce & Zhuoshi Liu & Ian Tonks, 2014, "Institutional investor portfolio allocation, quantitative easing and the global financial crisis," Bank of England working papers, Bank of England, number 510, Sep.
• Masashi Saito & Yoshihiko Hogen, 2014, "Portfolio Rebalancing Following the Bank of Japan's Government Bond Purchases: Empirical Analysis Using Data on Bank Loans and Investment Flows," Bank of Japan Research Papers, Bank of Japan, number 14-06-19, Jun.
• Fabian Kuehnhausen, 2014, "The Impact of Financial Innovation on Firm Stability," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, volume 1, issue 2, pages 211-239, March.
• Buerhan Saiti & Obiyathulla I. Bacha & Mansur Masih, 2014, "The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 14, issue 4, pages 196-211, December.
• Espino Emilio, 2014, "Optimal portfolios with wealth-varying risk aversion in the neoclassical growth model," The B.E. Journal of Macroeconomics, De Gruyter, volume 14, issue 1, pages 1-26, January, DOI: 10.1515/bejm-2012-0044.
• Fabbri Giorgio & Federico Salvatore, 2014, "On the Infinite-Dimensional Representation of Stochastic Controlled Systems with Delayed Control in the Diffusion Term," Mathematical Economics Letters, De Gruyter, volume 2, issue 3-4, pages 33-43, November, DOI: 10.1515/mel-2014-0011.
• Davide Pettenuzzo & Antonio Gargano & Allan Timmermann, 2014, "Bond Return Predictability: Economic Value and Links to the Macroeconomy," Working Papers, Brandeis University, Department of Economics and International Business School, number 75, Jul.
• Davide Pettenuzzo & Antonio Gargano & Allan Timmermann, 2014, "Bond Return Predictability: Economic Value and Links to the Macroeconomy," Working Papers, Brandeis University, Department of Economics and International Business School, number 75R, Jul, revised Jul 2016.
• Davide Pettenuzzo & Francesco Ravazzolo, 2014, "Optimal Portfolio Choice under Decision-Based Model Combinations," Working Papers, Brandeis University, Department of Economics and International Business School, number 80, Oct.
• Rafael Falcão Noda & Roy Martelanc & José Roberto Securato, 2014, "Mean-Variance Efficiency of the Market Portfolio," Brazilian Review of Finance, Brazilian Society of Finance, volume 12, issue 1, pages 67-88.
• Leonardo Riegel Sant'Anna & Tiago Pascoal Filomena & Denis Borenstein, 2014, "Index Tracking with Control on the Number of Assets," Brazilian Review of Finance, Brazilian Society of Finance, volume 12, issue 1, pages 89-119.
• Maria Alcina Rodrigues Batista Sanfins & Antonio Marcos Duarte Júnior, 2014, "Indexing Pension Funds with Exchange-Traded Funds," Brazilian Review of Finance, Brazilian Society of Finance, volume 12, issue 2, pages 201-227.
• Marcelo C. Medeiros & Artur M. Passos & Gabriel F. R. Vasconcelos, 2014, "Parametric Portfolio Selection: Evaluating and Comparing to Markowitz Portfolios," Brazilian Review of Finance, Brazilian Society of Finance, volume 12, issue 2, pages 257-284.
• Márcio Gomes Pinto Garcia & Marcelo Cunha Medeiros & Francisco Eduardo de Luna e Almeida Santos, 2014, "Economic gains of realized volatility in the Brazilian stock market," Brazilian Review of Finance, Brazilian Society of Finance, volume 12, issue 3, pages 319-349.
• Gabriel Godofredo Fiuza de Bragança & Marcelo de Sales Pessoa & Katia Rocha, 2014, "Brazilian Regulatory Interventions, Volatility and Contagion: A VIRF analysis," Brazilian Review of Finance, Brazilian Society of Finance, volume 12, issue 3, pages 385-409.
• Pedro Luiz Albertin Bono Milan & William Eid Junior, 2014, "High Portfolio Turnover And Performance Of Equity Mutual Funds," Brazilian Review of Finance, Brazilian Society of Finance, volume 12, issue 4, pages 469-497.
• Elena Asparouhova & Peter Bossaerts & Jon Eguia & William Zame, 2014, "Asset Prices and Asymmetric Reasoning," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 14/640, May.
• Camille Godart & Mikael Petitjean, 2014, "De La Mediocrite Des Conseils D’Investissement De Test-Achats Invest Sur Actions Individuelles," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 57, issue 3, pages 399-421.