Research classified by Journal of Economic Literature (JEL) codes

2015

• Amelie Brune & Thorsten Hens & Marc Rieger & Mei Wang, 2015, "The war puzzle: contradictory effects of international conflicts on stock markets," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 62, issue 1, pages 1-21, March, DOI: 10.1007/s12232-014-0215-7.
• Annamaria Lusardi, 2015, "Risk Literacy," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 1, issue 1, pages 5-23, March, DOI: 10.1007/s40797-015-0011-x.
• Terrance Grieb, 2015, "Mean and volatility transmission for commodity futures," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 1, pages 100-118, January, DOI: 10.1007/s12197-012-9245-8.
• Brian Payne & John Geppert, 2015, "Health care and the cross-section of US stock returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 1, pages 153-170, January, DOI: 10.1007/s12197-013-9255-1.
• Randy Anderson & Justin Benefield & Matthew Hurst, 2015, "Property-type diversification and REIT performance: an analysis of operating performance and abnormal returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 1, pages 48-74, January, DOI: 10.1007/s12197-012-9232-0.
• James DiLellio, 2015, "A Kalman filter control technique in mean-variance portfolio management," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 2, pages 235-261, April, DOI: 10.1007/s12197-012-9244-9.
• Unyong Pyo & Yong Shin & Howard Thompson, 2015, "Reducing agency conflicts with target debt ratios," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 3, pages 431-453, July, DOI: 10.1007/s12197-013-9256-0.
• Sharon Garyn-Tal, 2015, "Mutual fund fees and performance: new insights," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 3, pages 454-477, July, DOI: 10.1007/s12197-013-9257-z.
• Ding, Haoyuan & Zheng, Huanhuan & Zhu, Chenqi, 2015, "Equity funds in emerging Asia: Does size matter?," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 149-165, DOI: 10.1016/j.iref.2014.09.012.
• Lee, Bong Soo & Paek, Miyoun & Ha, Yeonjeong & Ko, Kwangsoo, 2015, "The dynamics of market volatility, market return, and equity fund flow: International evidence," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 214-227, DOI: 10.1016/j.iref.2014.10.001.
• Matallín-Sáez, Juan Carlos, 2015, "A note on market timing: Interim trading and the performance of holdings-based and return-based measures," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 90-99, DOI: 10.1016/j.iref.2014.09.004.
• Yang, Zhaojun & Zhang, Chunhong, 2015, "Two new equity default swaps with idiosyncratic risk," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 254-273, DOI: 10.1016/j.iref.2014.11.027.
• Chang, Chih-Hsiang & Lin, Shih-Jia, 2015, "The effects of national culture and behavioral pitfalls on investors' decision-making: Herding behavior in international stock markets," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 380-392, DOI: 10.1016/j.iref.2014.12.010.
• Li, Xiao-Lin & Chang, Tsangyao & Miller, Stephen M. & Balcilar, Mehmet & Gupta, Rangan, 2015, "The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains," International Review of Economics & Finance, Elsevier, volume 38, issue C, pages 220-233, DOI: 10.1016/j.iref.2015.02.028.
• Jeon, Haejun & Nishihara, Michi, 2015, "The effects of business cycle and debt maturity on a firm's investment and default decisions," International Review of Economics & Finance, Elsevier, volume 38, issue C, pages 326-351, DOI: 10.1016/j.iref.2015.02.031.
• Ni, Yensen & Liao, Yi-Ching & Huang, Paoyu, 2015, "MA trading rules, herding behaviors, and stock market overreaction," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 253-265, DOI: 10.1016/j.iref.2015.04.009.
• Arakelyan, Armen & Rubio, Gonzalo & Serrano, Pedro, 2015, "The reward for trading illiquid maturities in credit default swap markets," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 376-389, DOI: 10.1016/j.iref.2015.07.006.
• Sriananthakumar, Sivagowry & Narayan, Seema, 2015, "Are prolonged conflict and tension deterrents for stock market integration? The case of Sri Lanka," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 504-520, DOI: 10.1016/j.iref.2015.08.001.
• Böninghausen, Benjamin & Köhler, Matthias, 2015, "Diversification and determinants of international credit portfolios: Evidence from German banks," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 57-75, DOI: 10.1016/j.iref.2015.06.003.
• Li, Johnny Siu-Hang & Ng, Andrew C.Y. & Chan, Wai-Sum, 2015, "Managing financial risk in Chinese stock markets: Option pricing and modeling under a multivariate threshold autoregression," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 217-230, DOI: 10.1016/j.iref.2015.02.022.
• Marrero, Gustavo A. & Puch, Luis A. & Ramos-Real, Francisco J., 2015, "Mean-variance portfolio methods for energy policy risk management," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 246-264, DOI: 10.1016/j.iref.2015.02.013.
• Paolella, Marc S. & Polak, Paweł, 2015, "ALRIGHT: Asymmetric LaRge-scale (I)GARCH with Hetero-Tails," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 282-297, DOI: 10.1016/j.iref.2015.02.025.
• Hobbs, Jeffrey & Singh, Vivek, 2015, "A comparison of buy-side and sell-side analysts," Review of Financial Economics, Elsevier, volume 24, issue C, pages 42-51, DOI: 10.1016/j.rfe.2014.12.004.
• Rutledge, John, 2015, "Economics as energy framework: Complexity, turbulence, financial crises, and protectionism," Review of Financial Economics, Elsevier, volume 25, issue C, pages 10-18, DOI: 10.1016/j.rfe.2015.02.003.
• Karagiannidis, Iordanis & Sykes Wilford, D., 2015, "Modeling fund and portfolio risk: A bi-modal approach to analyzing risk in turbulent markets," Review of Financial Economics, Elsevier, volume 25, issue C, pages 19-26, DOI: 10.1016/j.rfe.2015.02.005.
• Halbritter, Gerhard & Dorfleitner, Gregor, 2015, "The wages of social responsibility — where are they? A critical review of ESG investing," Review of Financial Economics, Elsevier, volume 26, issue C, pages 25-35, DOI: 10.1016/j.rfe.2015.03.004.
• Alhenawi, Yasser, 2015, "On the interaction between momentum effect and size effect," Review of Financial Economics, Elsevier, volume 26, issue C, pages 36-46, DOI: 10.1016/j.rfe.2015.03.005.
• Peláez, Rolando F., 2015, "Market-timing the business cycle," Review of Financial Economics, Elsevier, volume 26, issue C, pages 55-64, DOI: 10.1016/j.rfe.2015.03.003.
• Bock, Carolin & Schmidt, Maximilian, 2015, "Should I stay, or should I go? – How fund dynamics influence venture capital exit decisions," Review of Financial Economics, Elsevier, volume 27, issue C, pages 68-82, DOI: 10.1016/j.rfe.2015.09.002.
• Butt, Hilal Anwar, 2015, "A comparison among various dimensions of illiquidity effect: A case study of Finland," Research in International Business and Finance, Elsevier, volume 33, issue C, pages 204-220, DOI: 10.1016/j.ribaf.2014.09.002.
• Chen, XiaoHua & Lai, Yun-Ju, 2015, "On the concentration of mutual fund portfolio holdings: Evidence from Taiwan," Research in International Business and Finance, Elsevier, volume 33, issue C, pages 268-286, DOI: 10.1016/j.ribaf.2014.10.004.
• Miralles-Quirós, José Luis & Daza-Izquierdo, Julio, 2015, "Do DOW returns really influence the intraday Spanish stock market behavior?," Research in International Business and Finance, Elsevier, volume 33, issue C, pages 99-126, DOI: 10.1016/j.ribaf.2014.07.001.
• Makni, Rania & Benouda, Olfa & Delhoumi, Ezzedine, 2015, "Large scale analysis of Islamic equity funds using a meta-frontier approach with data envelopment analysis," Research in International Business and Finance, Elsevier, volume 34, issue C, pages 324-337, DOI: 10.1016/j.ribaf.2015.02.014.
• Sharma, Prateek & Vipul,, 2015, "Performance of risk-based portfolios under different market conditions: Evidence from India," Research in International Business and Finance, Elsevier, volume 34, issue C, pages 397-411, DOI: 10.1016/j.ribaf.2015.03.006.
• Tran-Dieu, Linh, 2015, "How do mutual funds transfer scale economies to investors? Evidence from France," Research in International Business and Finance, Elsevier, volume 34, issue C, pages 66-83, DOI: 10.1016/j.ribaf.2014.10.001.
• Teplova, Tamara & Mikova, Evgeniya, 2015, "New evidence on determinants of price momentum in the Japanese stock market," Research in International Business and Finance, Elsevier, volume 34, issue C, pages 84-109, DOI: 10.1016/j.ribaf.2014.12.001.
• Abramov, Alexander & Radygin, Alexander & Chernova, Maria, 2015, "Long-term portfolio investments: New insight into return and risk," Russian Journal of Economics, Elsevier, volume 1, issue 3, pages 273-293, DOI: 10.1016/j.ruje.2015.12.001.
• Afik, Zvika & Lahav, Yaron, 2015, "Thinking near and far: Modeling the formation of traders’ beliefs in asset markets using experimental data," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 57, issue C, pages 73-80, DOI: 10.1016/j.socec.2015.04.009.
• Simões Vieira, Elisabete F. & Valente Pereira, Márcia S., 2015, "Herding behaviour and sentiment: Evidence in a small European market," Revista de Contabilidad - Spanish Accounting Review, Elsevier, volume 18, issue 1, pages 78-86, DOI: 10.1016/j.rcsar.2014.06.003.
• Lechman, Ewa & Marszk, Adam, 2015, "ICT technologies and financial innovations: The case of exchange traded funds in Brazil, Japan, Mexico, South Korea and the United States," Technological Forecasting and Social Change, Elsevier, volume 99, issue C, pages 355-376, DOI: 10.1016/j.techfore.2015.01.006.
• Brière, Marie & Szafarz, Ariane, 2015, "Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market," World Development, Elsevier, volume 67, issue C, pages 110-125, DOI: 10.1016/j.worlddev.2014.10.007.
• Alexandra Spicer & Olena Stavrunova & Susan Thorp, 2015, "How portfolios evolve after retirement: evidence from Australia," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-39, Nov.
• Renée Fry-McKibbin & Cody Yu-Ling Hsiao, 2015, "Extremal dependence tests for contagion," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-40, Nov.
• Bojan Tomic, 2015, "The Impact Of Macroeconomic Indicators On The Movement Of Crobex," FIP - Journal of Finance and Law, Effectus - University College for Law and Finance, volume 2, issue 1, pages 45-60.
• Sesar Andrijana & Tomic Bojan, 2015, "Basic Characteristics of Bonds and their Dynamics on the Croatian Secondary Market," FIP - Journal of Finance and Law, Effectus - University College for Law and Finance, volume 4, issue 1, pages 115-132.
• Pierre Matek & Marko Lukaè & Vedrana Repac, 2015, "Performance appraisal of Croatian mandatory pension funds," FIP - Journal of Finance and Law, Effectus - University College for Law and Finance, volume 4, issue 1, pages 7-30.
• Pierre Matek & Marko Lukač & Vedrana Repač, 2015, "Performance appraisal of Croatian mandatory pension funds," Effectus - Working Paper Series, Effectus - University College for Law and Finance, number 0004, Feb.
• Javier Prado-Dominguez & Carlos Fernández-Herráiz, 2015, "A Sharpe-ratio-based measure for currencies," European Journal of Government and Economics, Europa Grande, volume 4, issue 1, pages 67-75, June.
• Aymanns, Christoph & Caccioli, Fabio & Farmer, J. & Tan, Vincent, 2015, "Taming the Basel leverage cycle," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118989, Jul.
• Chabakauri, Georgy, 2015, "Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119001, Mar.
• Gromb, Denis & Vayanos, Dimitri, 2015, "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119012, Feb.
• Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2015, "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119454, Oct.
• Chabakauri, Georgy, 2015, "Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60737, Jan.
• Chabakauri, Georgy, 2015, "Dynamic equilibrium with rare events and heterogeneous epstein-zin investors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 62003, Mar.
• Aymanns, Christoph & Caccioli, Fabio & Farmer, J. Doyne & Tan, Vincent W.C., 2015, "Taming the Basel leverage cycle," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 65089, Jul.
• Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2015, "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 65091, Oct.
• Lleo, Sebastien & Ziemba, Bill, 2015, "The Swiss black swan bad scenario: is Switzerland another casualty of the Eurozone crisis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 65107, Aug.
• Perets, Gadi S. & Yashiv, Eran, 2015, "The fundamental nature of HARA utility," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86287, Sep.
• Janette Rutterford & Dimitris Sotiropoulos & Carry van Lieshout, 2015, "Individual investors and local bias in the UK, 1870-1935," Working Papers, Economic History Society, number 15009, Mar.
• Gabriele Foà & Leonardo Gambacorta & Luigi Guiso & Paolo Emilio Mistrulli, 2015, "The Supply Side of Household Finance," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1507, revised Jul 2015.
• S Coleman & K Sirichand, 2015, "Investigating Multiple Changes in Persistence in International Yields," Economic Issues Journal Articles, Economic Issues, volume 20, issue 1, pages 65-90, March.
• Fabrice Barthélémy & Charles-Olivier Amédée-Manesme & Jean-Luc Prigent, 2015, "Real Estate Investment: Market Volatility and Optimal Holding Period under Risk Aversion," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2015-21.
• Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2015, "The impact of lease structures on the optimal holding period for a commercial real estate portfolio," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 33, issue 2, pages 121-139, March, DOI: 10.1108/JPIF-02-2014-0010.
• Samsukri Glanville bin Mohamad Glanville bin Mohamad & Chad Perry, 2015, "How fund managers in Malaysia make decisions," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 7, issue 1, pages 72-87, February, DOI: 10.1108/QRFM-09-2013-0028.
• Omid Sabbaghi, 2015, "Volatility, distress risk, and the cross-section of portfolio returns," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 14, issue 2, pages 149-171, May, DOI: 10.1108/RAF-11-2012-0123.
• Maghsoud Solimanpur & Gholamreza Mansourfar & Farzad Ghayour, 2015, "Optimum portfolio selection using a hybrid genetic algorithm and analytic hierarchy process," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 32, issue 3, pages 379-394, August, DOI: 10.1108/SEF-08-2012-0085.
• Bodeutsch, D.S. & Franses, Ph.H.B.F., 2015, "Risk attitudes in company boardrooms in a developing country," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2015-04, Jan.
• Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2015, "A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-14, May.
• Allen, D.E. & McAleer, M.J. & Powell, R.J. & Singh, A.K., 2015, "Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-32, Nov.
• Chang, C-L. & Jiménez-Martín, J.A. & Maasoumi, E. & McAleer, M.J., 2015, "Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-38, Dec.
• Pablo Gasós & Ernest Gnan & Morten Balling (ed.), 2015, "Challenges in Securities Markets Regulation: Investor Protection and Corporate Governance," SUERF Studies, SUERF - The European Money and Finance Forum, number 2015/1, ISBN: ARRAY(0x8c1673f8), January-J.
• Christian Beer & Ernest Gnan (ed.), 2015, "Asset-Liability Management with Ultra-Low Interest Rates," SUERF Studies, SUERF - The European Money and Finance Forum, number 2015/2, ISBN: ARRAY(0x90ceeb20), January-J.
• Samal Tursynbekovna Omarova, 2015, "Current Trends of Investment Climate in the Republic of Kazakhstan," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 261-274.
• François Legendre & Djibril Togola, 2015, "Explicit solution to dynamic portfolio choice problem: the continuous-time detour," Erudite Working Paper, Erudite, number 2015-01.
• Mohsen Ghobadi, Mitra Torabi, 2015, "Investment Rankings Based On Technical Analysis By Fuzzy Mcdm In Tehran Stock Exchange," Ekonomika, Journal for Economic Theory and Practice and Social Issues, „Ekonomika“ Society of Economists, Niš (Serbia), number 2015-02, Jun.
• Óscar V. De la Torre Torres. & Evaristo Galeana Figueroa. & Dora Aguilasocho Montoya., 2015, "An Actual Position Benchmark for Mexican Pension Funds Performance," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 43, issue 2, pages 133-154, Julio-Dic, DOI: 10.24275/ETYPUAM/NE/432015/DelaTorr.
• Petru POPESCU, 2015, "Business Environment and Business Company in Romania in the Current Financial Conditions," Economics of Sustainable Development.The Economic Impact of Climate Change. - Working papers, Ecological University of Bucharest, Department of Economics, number 04, Nov.
• Catherine Bruneau & Alexis Flageollet & Zhun Peng, 2015, "Risk Factors, Copula Dependence and Risk Sensitivity of a Large Portfolio," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 15-03.
• Ramzi FARHANI & Ghrissi MHAMDI & Abdelkader AGUIR & Mounir SMIDA, 2015, "Effect of Financial Liberalization on the Probability of Occurrence of Banking Crises," Expert Journal of Economics, Sprint Investify, volume 3, issue 1, pages 14-21.
• Nimet Varlık & Serdar Varlık, 2015, "Risk Algısındaki Ve Risk İştahındaki Değişmelerin Bankacılık Sisteminin Sağlamlığına Etkileri: Türkiye Örneği," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey, Ekonomik Yaklasim Association, number 219.
• Beatriz Martínez & Hipòlit Torró, 2015, "European Natural Gas Seasonal Effects on Futures Hedging," Working Papers, Fondazione Eni Enrico Mattei, number 2015.10, Feb.
• Loïc Berger, 2015, "The Impact of Ambiguity Prudence on Insurance and Prevention," Working Papers, Fondazione Eni Enrico Mattei, number 2015.15, Feb.
• Richard G. Anderson & Michael D. Bordo & John V. Duca, 2015, "Money and velocity during financial crises: from the Great Depression to the Great Recession," Working Papers, Federal Reserve Bank of Dallas, number 1503, May, DOI: 10.24149/wp1503.
• A. Ronald Gallant & Mohammad Jahan-Parvar & Hening Liu, 2015, "Measuring Ambiguity Aversion," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-105, Nov, DOI: 10.17016/FEDS.2015.105.
• Kartik B. Athreya & Felicia Ionescu & Urvi Neelakantan, 2015, "Stock Market Investment: The Role of Human Capital," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-65, Jun, DOI: 10.17016/FEDS.2015.065r1.
• Sirio Aramonte & Seung Jung Lee & Viktors Stebunovs, 2015, "Risk Taking and Low Longer-term Interest Rates: Evidence from the U.S. Syndicated Loan Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-68, Jul, DOI: 10.17016/FEDS.2015.068.
• Qi Liu & Lei Lu & Bo Sun & Hongjun Yan, 2015, "A Model of Anomaly Discovery," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1128, Jan, DOI: 10.17016/IFDP.2015.1128.
• YiLi Chien, 2015, "The Welfare Cost of Business Cycles with Heterogeneous Trading Technologies," Review, Federal Reserve Bank of St. Louis, volume 97, issue 1, pages 67-85, DOI: 10.20955/r.97.67-86.
• Michael W. McCracken & Serena Ng, 2015, "FRED-MD: A Monthly Database for Macroeconomic Research," Working Papers, Federal Reserve Bank of St. Louis, number 2015-12, Jun, DOI: 10.20955/wp.2015.012.
• William Dudley, 2015, "Welcoming remarks at The Evolving Structure of the U.S. Treasury Market conference," Speech, Federal Reserve Bank of New York, number 182, Oct.
• Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2015, "Heterogeneity in decentralized asset markets," Working Papers, Federal Reserve Bank of Philadelphia, number 15-22, May.
• Kartik B. Athreya & Felicia Ionescu & Urvi Neelakantan, 2015, "Stock Market Investment: The Role of Human Capital," Working Paper, Federal Reserve Bank of Richmond, number 15-7, Jul.
• Bouët, Antoine & Vaubourg, Anne-Gaël, 2015, "Financial constraints and international trade with endogenous mode of competition," IFPRI discussion papers, International Food Policy Research Institute (IFPRI), number 1438, Apr.
• John Griffin, 2015, "Risk Premia and Knightian Uncertainty in an Experimental Market Featuring a Long-Lived Asset," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2015-01er:dp2015-01.
• Ravioli, Mario & Fabregat-Aibar, Laura, 2015, "Analysis Of Recommendations About Expected Prices Of Ibex 35 Using Fuzzy Numbers," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 1, pages 51-70, May.
• Sebastien Lleo & William T. Ziemba, 2015, "The Swiss Black Swan Bad Scenario: Is Switzerland Another Casualty of the Eurozone Crisis?," IJFS, MDPI, volume 3, issue 3, pages 1-30, August.
• Carlos Arango & Oscar Valencia, 2015, "Macro-prudential Policies, Moral Hazard and Financial Fragility," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 06-2015, Mar.
• Udichibarna Bose & Ronald MacDonald & Serafeim Tsoukas, 2015, "Education and the local equity bias around the world," Working Papers, Business School - Economics, University of Glasgow, number 2015_13, Jun.
• Alfred Duncan & Charles Nolan, 2015, "Objectives and Challenges of Macroprudential Policy," Working Papers, Business School - Economics, University of Glasgow, number 2015_22, Sep.
• Nuno Silva, 2015, "Time-Varying Stock Return Predictability: The Eurozone Case," Notas Económicas, Faculty of Economics, University of Coimbra, issue 41, pages 28-38, June.
• Mário Augusto & Rui Pascoal & Ana Margarida Monteiro, 2015, "Size Distribution of Portuguese Firms between 2006 and 2012," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2015-04, Feb.
• Rui Pedro Brito & Hélder Sebastião & Pedro Godinho, 2015, "Efficient Skewness/Semivariance Portfolios," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2015-05, Mar.
• Rui Pedro Brito & Hélder Sebastião & Pedro Godinho, 2015, "Portfolio Management With Higher Moments: The Cardinality Impact," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2015-15, Jul.
• Nuno Silva, 2015, "Industry based equity premium forecasts," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2015-19, Dec.
• Robert J Bianchi & Michael E Drew & John Hua Fan, 2015, "Microscopic momentum in commodity futures," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201510, Oct.
• Alain Chateauneuf & Ghizlane Lakhnati, 2015, "Increases in risk and demand for a risky asset," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01161663, DOI: 10.1016/j.mathsocsci.2015.02.005.
• Fredj Jawadi & Georges Prat, 2015, "Equity Prices and Fundamentals: a DDM-APT Mixed Approach," Working paper serie RMT - Grenoble Ecole de Management, HAL, number hal-04141411.
• Alain Chateauneuf & Ghizlane Lakhnati, 2015, "Increases in risk and demand for a risky asset," Post-Print, HAL, number hal-01161663, DOI: 10.1016/j.mathsocsci.2015.02.005.
• Vikas Agarwal & Eser Arisoy & Narayan y Naik, 2015, "Volatility of Aggregate Volatility and Hedge Fund Returns," Post-Print, HAL, number hal-01412976, Jun, DOI: 10.2139/ssrn.2502352.
• Nicolas Huck, 2015, "Pairs trading: does volatility timing matter?," Post-Print, HAL, number hal-01507986, DOI: 10.1080/00036846.2015.1068923.
• Nicolas Huck & Komivi Afawubo, 2015, "Pairs trading and selection methods: Is cointegration superior?," Post-Print, HAL, number hal-01508010, DOI: 10.1080/00036846.2014.975417.
• Linh Tran Dieu, 2015, "A comparison of bank and non-bank funds in the French market," Post-Print, HAL, number hal-01698566, Jun.
• Linh Tran Dieu, 2015, "How do mutual funds transfer scale economies to investors? Evidence from France," Post-Print, HAL, number hal-01698612, May, DOI: 10.1016/j.ribaf.2014.10.001.
• Philippe Bertrand & Vincent Lapointe, 2015, "How performance of risk-based strategies is modified by socially responsible investment universe?," Post-Print, HAL, number hal-01833066, Mar, DOI: 10.1016/j.irfa.2014.11.009.
• Philippe Bertrand & Jean-Luc Prigent, 2015, "On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds)," Post-Print, HAL, number hal-01833074.
• Philippe Bertrand & Jean-Luc Prigent, 2015, "French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing," Post-Print, HAL, number hal-01833084, DOI: 10.2139/ssrn.2513231.
• Thi-Hong-Van Hoang & Hooi Hooi Lean & Wing-Keung Wong, 2015, "Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange," Post-Print, HAL, number hal-02010725, Dec, DOI: 10.1016/j.irfa.2014.11.020.
• Thi-Hong-Van Hoang & Wing-Keung Wong & Zhenzhen Zhu, 2015, "Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange," Post-Print, HAL, number hal-02010732, Nov, DOI: 10.1016/j.econmod.2015.06.021.
• Diego Useche & Philippe Gorry, 2015, "Orphan Drug Designations as Valuable intangible assets for Ipo Investors in Pharma-biotech companies," Post-Print, HAL, number hal-02195963, Jun.
• Marie Brière & Kim Oosterlinck & Ariane Szafarz, 2015, "Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoin," Post-Print, HAL, number hal-02315410, DOI: 10.1057/jam.2015.5.
• Frédérique Bec, 2015, "Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup," Post-Print, HAL, number hal-02980012, Dec.
• Flora Bellone & Michel Bernini & Sarah Guillou, 2015, "Financial leverage and export quality: evidence from France," Post-Print, HAL, number hal-03470073, Oct, DOI: 10.1016/j.jbankfin.
• Jessica Fouilloux & Franck Moraux & Jean-Laurent Viviani, 2015, "Investing in finite-life carbon emissions reduction program under risk and idiosyncratic uncertainty," Post-Print, HAL, number halshs-01101996, DOI: 10.1016/j.enpol.2014.12.004.
• Ramzi Farhani & Ghrissi Mhamdi & Abdelkader Aguir & Mounir Smida, 2015, "Effect of Financial Liberalization on the Probability of Occurrence of Banking Crises," Post-Print, HAL, number halshs-01138430, Mar.
• Raphaël Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2015, "Hedging strategies in energy markets: The case of electricity retailers," Post-Print, HAL, number halshs-01194750, DOI: 10.1016/j.eneco.2015.06.021.
• Salem Boubakri & Cyriac Guillaumin, 2015, "Regional integration of the East Asian stock markets : an empirical assessment," Post-Print, HAL, number halshs-01195916, DOI: 10.1016/j.jimonfin.2015.07.011.
• Elyes Jouini & Clotilde Napp, 2015, "Live fast, die young," Post-Print, HAL, number halshs-01250247, DOI: 10.1007/s00199-015-0894-7.
• Alain Chateauneuf & Ghizlane Lakhnati, 2015, "Increases in risk and demand for a risky asset," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01161663, DOI: 10.1016/j.mathsocsci.2015.02.005.
• Fabrice Borel-Mathurin & Pierre-Emmanuel Darpeix & Quentin Guibert & Stéphane Loisel, 2015, "Main Determinants of Profit Sharing Policy in the French Life Insurance Industry," PSE Working Papers, HAL, number halshs-01165475, Jun.
• Flora Bellone & Michel Bernini & Sarah Guillou, 2015, "Financial leverage and export quality: evidence from France," Sciences Po Economics Publications (main), HAL, number hal-03470073, Oct, DOI: 10.1016/j.jbankfin.
• Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2015, "When Bonds Matter: Home Bias in Goods and Assets," Sciences Po Economics Publications (main), HAL, number hal-03470191, Mar.
• René Aïd & Pierre Gruet & Huyên Pham, 2015, "An optimal trading problem in intraday electricity markets," Working Papers, HAL, number hal-01104829, Jan.
• François Legendre & Djibril Togola, 2015, "Explicit solutions to dynamic portfolio choice problems: A continuous-time detour," Working Papers, HAL, number hal-01117787, May, DOI: 10.13140/2.1.4715.3449.
• Laurent Bach & Laurent E. Calvet & Paolo Sodini, 2015, "Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy," Working Papers, HAL, number hal-02002692, Dec.
• Michael Cooper & Alexei Ovtchinnikov, 2015, "Geographical Vibrancy and Firm Performance," Working Papers, HAL, number hal-02002786, Mar.
• Augustin Landier & Guillaume Simon & David Thesmar, 2015, "The Capacity of Trading Strategies," Working Papers, HAL, number hal-02011394, Mar.
• Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2015, "When Bonds Matter: Home Bias in Goods and Assets," Working Papers, HAL, number hal-03470191, Mar.
• Lauren Stagnol, 2015, "Designing a corporate bond index on solvency criteria," Working Papers, HAL, number hal-04141378.
• Marie Brière & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2015, "Towards Greater Diversification in Central Bank Reserves," Working Papers, HAL, number hal-04141383.
• Fredj Jawadi & Georges Prat, 2015, "Equity Prices and Fundamentals: a DDM-APT Mixed Approach," Working Papers, HAL, number hal-04141411.
• Fabrice Borel-Mathurin & Pierre-Emmanuel Darpeix & Quentin Guibert & Stéphane Loisel, 2015, "Main Determinants of Profit Sharing Policy in the French Life Insurance Industry," Working Papers, HAL, number halshs-01165475, Jun.
• Paul Gompers & Steven N. Kaplan & Vladimir Mukharlyamov, 2015, "What Do Private Equity Firms Say They Do?," Harvard Business School Working Papers, Harvard Business School, number 15-081, Apr.
• Ingrid Groessl & Artur Tarassow, 2015, "A Microfounded Model of Money Demand Under Uncertainty, and some Empirical Evidence," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201504, May, revised Jan 2018.
• Mohammadi, Ali & Shafi, Kourosh, 2015, "The contribution patterns of equity-crowdfunding investors: Gender, Risk aversion and Observational learning," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 419, Aug.
• Briggs, Joseph & Cesarini, David & Lindqvist, Erik & Östling, Robert, 2015, "Windfall Gains and Stock Market Participation," Working Paper Series, Research Institute of Industrial Economics, number 1092, Oct.
• Lindbeck, Assar & Weibull, Jörgen, 2015, "Pay Schemes, Bargaining, and Competition for Talent," Working Paper Series, Research Institute of Industrial Economics, number 1100, Dec.
• Black, Sandra E. & Devereux, Paul J. & Lundborg, Petter & Majlesi, Kaveh, 2015, "Learning to Take Risks? The Effect of Education on Risk-Taking in Financial Markets," Working Papers, Lund University, Department of Economics, number 2015:8, Mar.
• Black, Sandra E. & Devereux, Paul J. & Lundborg, Petter & Majlesi, Kaveh, 2015, "On The Origins of Risk-Taking," Working Papers, Lund University, Department of Economics, number 2015:20, Jun.
• Black, Sandra E. & Devereux, Paul J. & Lundborg, Petter & Majlesi, Kaveh, 2015, "Poor Little Rich Kids? The Determinants of the Intergenerational Transmission of Wealth," Working Papers, Lund University, Department of Economics, number 2015:21, Aug.
• E. Black , Sandra & Devereux, Paul & Lundborg, Petter & Majlesi, Kaveh, 2015, "Poor Little Rich Kids? The Determinants of the Intergenerational Transmission of Wealth," Knut Wicksell Working Paper Series, Lund University, Knut Wicksell Centre for Financial Studies, number 2015/6, Jul.
• E. Black, Sandra & Devereux, Paul & Lundborg, Petter & Majlesi, Kaveh, 2015, "On The Origins of Risk-Taking in Financial Markets," Knut Wicksell Working Paper Series, Lund University, Knut Wicksell Centre for Financial Studies, number 2015/7, Aug.
• Yinxia Nielsen, Caren, 2015, "Banks’ credit-portfolio choices and riskbased capital regulation," Knut Wicksell Working Paper Series, Lund University, Knut Wicksell Centre for Financial Studies, number 2015/8, Oct.
• Chronopoulos, Michail & Hagspiel, Verena & Fleten, Stein–Erik, 2015, "Stepwise Investment and Capacity Sizing under Uncertainty," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2015/10, Feb.
• De Rezende, Rafael B., 2015, "Risks in macroeconomic fundamentals and excess bond returns predictability," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 295, Feb.
• Han, Jungsuk & Sangiorgi, Francesco, 2015, "Searching for Information," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 300, May.
• Zetterdahl, Emma & Hellström, Jörgen, 2015, "Who’s listening? Heterogeneous Impact of Social Interaction on Individuals’ Stock Market Participation," Umeå Economic Studies, Umeå University, Department of Economics, number 904, Mar.
• Zetterdahl, Emma & Hellström, Jörgen, 2015, "Ladies and Gentlemen: Gender Identity and Financial Risk-Taking," Umeå Economic Studies, Umeå University, Department of Economics, number 905, Apr.
• Zetterdahl, Emma, 2015, "Scenes from a Marriage: Divorce and Financial Behavior," Umeå Economic Studies, Umeå University, Department of Economics, number 907, Apr.
• Zetterdahl, Emma, 2015, "Take a Risk - Social Interaction, Gender Identity, and the Role of Family Ties in Financial Decision-Making," Umeå Economic Studies, Umeå University, Department of Economics, number 908, May.
• Iuliia N. Naidenova & Petr A. Parshakov & Marina A. Zavertiaeva & Eduardo Tome, 2015, "Look For People, Not For Alpha: Mutual Funds Success And Managerial Intellectual Capital," HSE Working papers, National Research University Higher School of Economics, number WP BRP 42/FE/2015.
• Marina A. Zavertiaeva, 2015, "Portfolio Forming Decisions: The Role of Intangibles," HSE Working papers, National Research University Higher School of Economics, number WP BRP 44/FE/2015.
• Nikolay A. Andreev, 2015, "Worst-Case Approach To Strategic Optimal Portfolio Selection Under Transaction Costs And Trading Limits," HSE Working papers, National Research University Higher School of Economics, number WP BRP 45/FE/2015.
• Dmitrii Timofeev, 2015, "Non-Keynesian Savings of Russians," HSE Working papers, National Research University Higher School of Economics, number WP BRP 49/FE/2015.
• Iwaisako, Tokuo & Ono, Arito & Saito, Amane & Tokuda, Hidenobu, 2015, "Residential Property and Household Stock Holdings: Evidence from Japanese Micro Data," Economic Review, Hitotsubashi University, volume 66, issue 3, pages 242-264, July, DOI: 10.15057/27516.
• Kim, Soo-Hyun & Kang, Hyoung-Goo, 2015, "Tactical Asset Allocation Using Investors' Sentiment," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 56, issue 2, pages 177-195, December, DOI: 10.15057/27601.
• Camelia Kuhnen & Andrei Mui, 2015, "Socioeconomic Status and Learning from Financial Information," Working Papers, Human Capital and Economic Opportunity Working Group, number 2015-018, Dec.
• Claudio Raddatz & Sergio L. Schmukler & Tomas Williams, 2015, "International Asset Allocations and Capital Flows: The Benchmark Effect," Working Papers, Hong Kong Institute for Monetary Research, number 042015, Feb.
• Francesco Menoncin & Luca Regis, 2015, "Longevity assets and pre-retirement consumption/portfolio decisions," Working Papers, IMT School for Advanced Studies Lucca, number 2/2015, May, revised May 2015.
• H. Swint Friday & Nhung Hoang, 2015, "Seasonality in the Vietnam Stock Index," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 1, pages 103-112.
• Ya-Hui Wang & Chien-Chih Lai, 2015, "The Effect of Limit Order Book Information on Investors with Different Risk Attitudes," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 1, pages 113-120.
• Mark Schaub & Todd A. Brown, 2015, "Long Term Adr Performance: How Do Regional Issues Listed On The Nyse Compare To Us And Regional Index Returns?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 3, pages 45-58.
• Terrance Jalbert, 2015, "Currency-Adjusted Stock Index Causality," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 5, pages 83-91.