Research classified by Journal of Economic Literature (JEL) codes

2015

• Erdal Özmen & Özge Doğanay Yaşar, 2015, "Emerging Markets Sovereign Bond Spreads, Credit Ratings and Global Financial Crisis," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1510, Nov, revised Nov 2015.
• Aftab Parvez Khan & Obiyathulla Ismath Bacha & Abul Mansur Mohammed Masih, 2015, "Performance and Trading Characteristics of Exchange Traded Funds: Developed vs Emerging Markets," Capital Markets Review, Malaysian Finance Association, volume 23, issue 1&2, pages 40-64.
• Lorne Switzer & Alan Picard, 2015, "Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets," Multinational Finance Journal, Multinational Finance Journal, volume 19, issue 3, pages 169-221, September.
• Carlo Alberto Magni, 2015, "Investment, financing and the role of ROA and WACC in value creation," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0050, Feb.
• Carlo Alberto Magni & Ken V. Peasnell, 2015, "The Term Structure of Capital Values:An accounting-based framework for measuring economic profitability," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0060, Sep.
• Enrico Rubaltelli & Sergio Agnoli & Michela Rancan & Tiziana Pozzoli, 2015, "Emotional Intelligence and risk taking in investment decision-making," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0053, Jul.
• Dean Altshuler & Carlo Alberto Magni, 2015, "Introducing Aggregate Return on Investment as a Solution to the Contradiction Between Some PME Metrics and IRR," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0056, Sep.
• Hideaki Miyajima & Takaaki Hoda, 2015, "Ownership Structure and Corporate Governance: Has an Increase in Institutional Investors f Ownership Improved Business Performance?," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 11, issue 3, pages 361-394, July.
• Matthias Lang, 2015, "First-Order and Second-Order Ambiguity Aversion," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2015_13, Sep.
• Catherine Bruneau & Alexis Flageollet & Zhun Peng, 2015, "Risk factors, Copula dependence and risk sensitivity of a large portfolio," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15040, Mar.
• Luc Renneboog, 2015, "Investing in Diamonds," Business and Economic Research, Macrothink Institute, volume 5, issue 1, pages 166-195, June.
• Skander BEN ABDALLAH & Pierre LASSERRE, 2015, "Optimum Forest Rotations of Alternative Tree Species," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 06-2015.
• Henriëtte Prast & Mariacristina Rossi & Costanza Torricelli & Dario Sansone, 2015, "Do Women Prefer Pink? The Effect of a Gender Stereotypical Stock Portfolio on Investing Decisions," Politica economica, Società editrice il Mulino, issue 3, pages 377-420.
• Martin Širůček & Lukáš Křen, 2015, "Application of Markowitz Portfolio Theory by Building Optimal Portfolio on the US Stock Market," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, volume 63, issue 4, pages 1375-1386, DOI: 10.11118/actaun201563041375.
• Georges Hübner & Thomas Lejeune, 2015, "Portfolio choice and investor preferences : A semi-parametric approach based on risk horizon," Working Paper Research, National Bank of Belgium, number 289, Oct.
• Marcin Kacperczyk & Jaromir Nosal & Luminita Stevens, 2015, "Investor sophistication and capital income inequality," NBP Working Papers, Narodowy Bank Polski, number 199.
• Charles R. Hulten & Marshall B. Reinsdorf, 2015, "Measuring Wealth and Financial Intermediation and Their Links to the Real Economy," NBER Books, National Bureau of Economic Research, Inc, number hult10-1.
• Lorenzo Bretscher & Christian Julliard & Carlo Rosa, 2016, "Human Capital and International Portfolio Diversification: A Reappraisal," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2015".
• Grey Gordon & Aaron Hedlund, 2017, "Accounting for the Rise in College Tuition," NBER Chapters, National Bureau of Economic Research, Inc, "Education, Skills, and Technical Change: Implications for Future US GDP Growth".
• Jeffrey R. Brown & Anne M. Farrell & Scott J. Weisbenner, 2015, "Decision-Making Approaches and the Propensity to Default: Evidence and Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 20949, Feb.
• Denis Gromb & Dimitri Vayanos, 2015, "The Dynamics of Financially Constrained Arbitrage," NBER Working Papers, National Bureau of Economic Research, Inc, number 20968, Feb.
• Jeffrey R. Brown & Joshua M. Pollet & Scott J. Weisbenner, 2015, "The In-State Equity Bias of State Pension Plans," NBER Working Papers, National Bureau of Economic Research, Inc, number 21020, Mar.
• Sandra E. Black & Paul J. Devereux & Petter Lundborg & Kaveh Majlesi, 2015, "Learning to Take Risks? The Effect of Education on Risk-Taking in Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 21043, Mar.
• Clemens Sialm & Hanjiang Zhang, 2015, "Tax-Efficient Asset Management: Evidence from Equity Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 21060, Apr.
• Camelia M. Kuhnen & Andrei C. Miu, 2015, "Socioeconomic Status and Learning from Financial Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 21214, May.
• Erik Eyster & Matthew Rabin & Dimitri Vayanos, 2015, "Financial Markets where Traders Neglect the Informational Content of Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 21224, May.
• Geert Bekaert & Kenton Hoyem & Wei-Yin Hu & Enrichetta Ravina, 2015, "Who is Internationally Diversified? Evidence from 296 401(k)," NBER Working Papers, National Bureau of Economic Research, Inc, number 21236, Jun.
• Geetesh Bhardwaj & Gary Gorton & Geert Rouwenhorst, 2015, "Facts and Fantasies about Commodity Futures Ten Years Later," NBER Working Papers, National Bureau of Economic Research, Inc, number 21243, Jun.
• Robert Novy-Marx, 2015, "Backtesting Strategies Based on Multiple Signals," NBER Working Papers, National Bureau of Economic Research, Inc, number 21329, Jul.
• Sandra E. Black & Paul J. Devereux & Petter Lundborg & Kaveh Majlesi, 2015, "On the Origins of Risk-Taking," NBER Working Papers, National Bureau of Economic Research, Inc, number 21332, Jul.
• Steffen Andersen & John Y. Campbell & Kasper Meisner Nielsen & Tarun Ramadorai, 2015, "Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 21386, Jul.
• Sandra E. Black & Paul J. Devereux & Petter Lundborg & Kaveh Majlesi, 2015, "Poor Little Rich Kids? The Role of Nature versus Nurture in Wealth and Other Economic Outcomes and Behaviors," NBER Working Papers, National Bureau of Economic Research, Inc, number 21409, Jul.
• Mila Getmansky & Peter A. Lee & Andrew W. Lo, 2015, "Hedge Funds: A Dynamic Industry In Transition," NBER Working Papers, National Bureau of Economic Research, Inc, number 21449, Aug.
• Andrew B. Abel, 2015, "Crowding Out in Ricardian Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 21550, Sep.
• Ravi Jagannathan & Binying Liu, 2015, "Dividend Dynamics, Learning, and Expected Stock Index Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 21557, Sep.
• G. Andrew Karolyi & David T. Ng & Eswar S. Prasad, 2015, "The Coming Wave: Where Do Emerging Market Investors Put Their Money?," NBER Working Papers, National Bureau of Economic Research, Inc, number 21661, Oct.
• Joseph S. Briggs & David Cesarini & Erik Lindqvist & Robert Östling, 2015, "Windfall Gains and Stock Market Participation," NBER Working Papers, National Bureau of Economic Research, Inc, number 21673, Oct.
• Felipe S. Iachan & Plamen T. Nenov & Alp Simsek, 2015, "The Choice Channel of Financial Innovation," NBER Working Papers, National Bureau of Economic Research, Inc, number 21686, Oct.
• Francisco Barillas & Jay Shanken, 2015, "Which Alpha?," NBER Working Papers, National Bureau of Economic Research, Inc, number 21698, Nov.
• Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Andreas Weber, 2015, "Climate Change and Long-Run Discount Rates: Evidence from Real Estate," NBER Working Papers, National Bureau of Economic Research, Inc, number 21767, Nov.
• Francisco Barillas & Jay Shanken, 2015, "Comparing Asset Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 21771, Dec.
• Jonathan P. Beauchamp & Daniel J. Benjamin & Christopher F. Chabris & David I. Laibson, 2015, "Controlling for the Compromise Effect Debiases Estimates of Risk Preference Parameters," NBER Working Papers, National Bureau of Economic Research, Inc, number 21792, Dec.
• Andrea Eisfeldt & Andrew Demers, 2015, "Total Returns to Single Family Rentals," NBER Working Papers, National Bureau of Economic Research, Inc, number 21804, Dec.
• Travkin, A., 2015, "Estimating Pair-Copula Constructions Using Empirical Tail Dependence Functions: an Application to Russian Stock Market," Journal of the New Economic Association, New Economic Association, volume 25, issue 1, pages 39-55.
• Jin-Hyuk Kim & Peter Newberry & Calvin Qiu, 2015, "An Empirical Analysis of a Crowdfunding Platform," Working Papers, NET Institute, number 15-12, Sep.
• Levy, Moshe & Roll, Richard, 2015, "(Im)Possible Frontiers: A Comment," Critical Finance Review, now publishers, volume 4, issue 1, pages 139-148, June, DOI: 10.1561/104.00000015.
• Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D., 2015, "Seasonal Variation in Treasury Returns," Critical Finance Review, now publishers, volume 4, issue 1, pages 45-115, June, DOI: 10.1561/104.00000021.
• Lewellen, Jonathan, 2015, "The Cross-section of Expected Stock Returns," Critical Finance Review, now publishers, volume 4, issue 1, pages 1-44, June, DOI: 10.1561/104.00000024.
• Greene, Jason T. & Rakowski, David, 2015, "A Note on the Sources of Portfolio Returns: Underlying Stock Returns and the Excess Growth Rate," Critical Finance Review, now publishers, volume 4, issue 1, pages 117-138, June, DOI: 10.1561/104.00000025.
• Brennan, Thomas J. & Lo, Andrew W., 2015, "Reply to “(Im)Possible Frontiers: A Commentâ€," Critical Finance Review, now publishers, volume 4, issue 1, pages 157-171, June, DOI: 10.1561/104.00000026.
• Ingersoll, Jr., Jonathan E., 2015, "Always Possible Frontiers," Critical Finance Review, now publishers, volume 4, issue 1, pages 149-155, June, DOI: 10.1561/104.00000027.
• J.-B. Bernard & L. Berthet, 2015, "French households financial wealth: which changes in 20 years?," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2015-18.
• Marius ACATRINEI, 2015, "Individual contributions to portfolio risk: risk decomposition for the BET-FI index," Computational Methods in Social Sciences (CMSS), "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, volume 3, issue 1, pages 75-80, June.
• Polina K. Kirilova, 2015, "Assessing the Creditworthiness of Patchwork Portfolio Entrepreneurs in Emerging Markets: an Investment Theory-Based Approach," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 53-65, March.
• Nadya Velinova-Sokolova, 2015, "Hedge Accounting According to the International Financial Reporting Standard 9," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 93-103, December.
• Stoimenka Tonova, 2015, "Application of Derivatives in Portfolio Management by the Insurance," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 64-80, Janyary.
• Pieleanu Florin Dan, 2015, "Quantifying Risk and Return in Different Scenarios [Cuantificarea rentabilităţii şi riscului activelor în diverse scenarii]," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 03, September.
• Dorisz Talas, 2015, "Valuation Methods- Literature Review," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 810-816, July.
• Droj Laurentiu, 2015, "Study Regarding The Profitability Indicators For The Romanian Companies Operating In The Tourism And Leisure Services Sector In The Period Of 2010-2013," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 817-824, July.
• Andreja Hascek, 2015, "Introducing And Management Of Investor Relations In A Company Whose Shares Are Admitted To Trading On The A Regulated Market In The Republic Of Croatia," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, volume 11, pages 1207-1222.
• John D. Burger & Rajeswari Sengupta & Francis E. Warnock & Veronica Cacdac Warnock, 2015, "US investment in global bonds: as the Fed pushes, some EMEs pull," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 30, issue 84, pages 729-766.
• Dilip B. Madan, 2015, "Recovering Statistical Theory in the Context of Model Calibrations," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 260-292.
• Jiahan Li & Ilias Tsiakas & Wei Wang, 2015, "Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 293-341.
• Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2015, "Editor's Choice Very Long-Run Discount Rates," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 130, issue 1, pages 1-53.
• Xavier Gabaix & Matteo Maggiori, 2015, "International Liquidity and Exchange Rate Dynamics," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 130, issue 3, pages 1369-1420.
• Saumitra Jha, 2015, "Financial Asset Holdings and Political Attitudes: Evidence from Revolutionary England," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 130, issue 3, pages 1485-1545.
• Kuntara Pukthuanthong & Richard Roll, 2015, "Internationally Correlated Jumps," The Review of Asset Pricing Studies, Society for Financial Studies, volume 5, issue 1, pages 92-111.
• Mathias S. Kruttli & Andrew J. Patton & Tarun Ramadorai, 2015, "The Impact of Hedge Funds on Asset Markets," The Review of Asset Pricing Studies, Society for Financial Studies, volume 5, issue 2, pages 185-226.
• Edwin J. Elton & Martin J. Gruber & Andre de Souza & Christopher R. Blake, 2015, "Target Date Funds: Characteristics and Performance," The Review of Asset Pricing Studies, Society for Financial Studies, volume 5, issue 2, pages 254-272.
• Sumit Agarwal & Souphala Chomsisengphet & Chunlin Liu & Nicholas S. Souleles, 2015, "Do Consumers Choose the Right Credit Contracts?," The Review of Corporate Finance Studies, Society for Financial Studies, volume 4, issue 2, pages 239-257.
• Luigi Guiso & Eliana Viviano, 2015, "How Much Can Financial Literacy Help?," Review of Finance, European Finance Association, volume 19, issue 4, pages 1347-1382.
• James E. Hodder & Jens Carsten Jackwerth & Olga Kolokolova, 2015, "Improved Portfolio Choice Using Second-Order Stochastic Dominance," Review of Finance, European Finance Association, volume 19, issue 4, pages 1623-1647.
• Dashan Huang & Fuwei Jiang & Jun Tu & Guofu Zhou, 2015, "Investor Sentiment Aligned: A Powerful Predictor of Stock Returns," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 3, pages 791-837.
• John Cotter & Stuart Gabriel & Richard Roll, 2015, "Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 3, pages 913-936.

2014

• Andrew Ang & Dimitris Papanikolaou & Mark M. Westerfield, 2014, "Portfolio Choice with Illiquid Assets," Management Science, INFORMS, volume 60, issue 11, pages 2737-2761, November, DOI: 10.1287/mnsc.2014.1986.
• Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2014, "Forecasting the Equity Risk Premium: The Role of Technical Indicators," Management Science, INFORMS, volume 60, issue 7, pages 1772-1791, July, DOI: 10.1287/mnsc.2013.1838.
• Dennis Dlugosch & Kristian Horn & Mei Wang, 2014, "Behavioral determinants of home bias - theory and experiment," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2014-11, Apr.
• Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2014, "A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies," Working Papers, Department of Research, Ipag Business School, number 2014-131, Jan.
• Ikram Jebabli & Mohamed Arouri & Frédéric Teulon, 2014, "On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVPVAR models with stochastic volatility," Working Papers, Department of Research, Ipag Business School, number 2014-209, Jan.
• Mohamed Arouri & Duc Khuong Nguyen & Kuntara Pukthuanthong, 2014, "Diversification benefits and strategic portfolio allocation across asset classes: The case of the US markets," Working Papers, Department of Research, Ipag Business School, number 2014-294, Jan.
• Hooi Hooi Lean & Duc Khuong Nguyen, 2014, "Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis," Working Papers, Department of Research, Ipag Business School, number 2014-295, Jan.
• Farid Mkouar & Jean-Luc Prigent, 2014, "Long-Term Investment with Stochastic Interest and Inflation Rates Incompleteness and Compensating Variation," Working Papers, Department of Research, Ipag Business School, number 2014-301, Jan.
• Naceur Naguez & Jean-Luc Prigent, 2014, "Dynamic Portfolio Insurance Strategies: Risk Management under Johnson Distributions," Working Papers, Department of Research, Ipag Business School, number 2014-329, Jan.
• R. Hentati-Kaffel & J.L. Prigent, 2014, "Optimal Positioning in Financial Derivatives under Mixture Distributions," Working Papers, Department of Research, Ipag Business School, number 2014-347, Jan.
• Philippe Bertrand & Jean-luc Prigent, 2014, "On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds)," Working Papers, Department of Research, Ipag Business School, number 2014-348, Jan.
• Jean-Sebastien Lantz & Sophie Montandrau & Jean-Michel Sahut, 2014, "Activism of Institutional Investors, Corporate Governance Alerts and Financial Performance," Working Papers, Department of Research, Ipag Business School, number 2014-353, Jan.
• Khaled Guesmi & Frederic Teulon & Ahmed Taneem Muzaffar, 2014, "The Evolution of Risk Premium as a Measure for Intra-regional Equity Market Integration," Working Papers, Department of Research, Ipag Business School, number 2014-365, Jan.
• Takashi Kamihigashi & John Stachurski, 2014, "Partial Stochastic Dominance," Working Papers, Department of Research, Ipag Business School, number 2014-403, Jan.
• Bertrand Candelon & Jameel Ahmed & Stefan Straetmans, 2014, "Predicting and Capitalizing on Stock Market Bears in the U.S," Working Papers, Department of Research, Ipag Business School, number 2014-409, Jan.
• Rania Hentati-KAFFEL & Jean-Luc Prigent, 2014, "Structured portfolio analysis under SharpeOmega ratio," Working Papers, Department of Research, Ipag Business School, number 2014-425, Jan.
• Flores-Ortega, Miguel. & Flores-Castillo, Lilia Alejandra. & Paredes-Gómez, Angelica., 2014, "Selección de portafolios de inversión incluyendo el efecto de asimetría: evidencia con activos de la Bolsa Mexicana de Valores," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 19, pages 77-101, segundo s.
• António Afonso & Pedro Gomes & Abderrahim Taamouti, 2014, "Sovereign credit ratings, market volatility, and financial gains," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2014/06, Jan.
• Pyo, Dong-Jin, 2014, "A Multi-Factor Model of Heterogeneous Traders in a Dynamic Stock Market," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 37358, Mar.
• Michele Fratianni & Francesco Marchionne, 2014, "Bank asset reallocation and sovereign debt," Working Papers, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy, number 2014-09, Aug.
• Doerrenberg, Philipp & Duncan, Denvil & Zeppenfeld, Christopher, 2014, "Circumstantial Risk: Impact of Future Tax Evasion and Labor Supply Opportunities on Risk Exposure," IZA Discussion Papers, IZA Network @ LISER, number 7917, Jan.
• Doorley, Karina & Sierminska, Eva, 2014, "Cross-National Differences in Wealth Portfolios at the Intensive Margin: Is There a Role for Policy?," IZA Discussion Papers, IZA Network @ LISER, number 8306, Jul.
• Drerup, Tilman & Enke, Benjamin & Gaudecker, Hans-Martin von, 2014, "Measurement Error in Subjective Expectations and the Empirical Content of Economic Models," IZA Discussion Papers, IZA Network @ LISER, number 8535, Oct.
• Christelis, Dimitris & Georgarakos, Dimitris & Sanz-de-Galdeano, Anna, 2014, "The Impact of Health Insurance on Stockholding: A Regression Discontinuity Approach," IZA Discussion Papers, IZA Network @ LISER, number 8635, Nov.
• Juan Carlos Matallín-Sáez & Amparo Soler-Domínguez & Emili Tortosa-Ausina, 2014, "On the robustness of persistence in mutual fund performance," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2014/01.
• Daniela Di Cagno & Tibor Neugebauer & Carlos Rodriguez-Palmero & Abdolkarim Sadrieh, 2014, "Recall Searching with and without Recall," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2014/14.
• Bruce Hearn, 2014, "Size and liquidity effects in Nigeria: an industrial sector study," Journal of Developing Areas, Tennessee State University, College of Business, volume 48, issue 3, pages 1-30, July-Sept.
• L. Carassus & E. Temam, 2014, "Pricing and hedging basis risk under no good deal assumption," Annals of Finance, Springer, volume 10, issue 1, pages 127-170, February, DOI: 10.1007/s10436-013-0246-1.
• Florian Esterer & David Schröder, 2014, "Implied cost of capital investment strategies: evidence from international stock markets," Annals of Finance, Springer, volume 10, issue 2, pages 171-195, May, DOI: 10.1007/s10436-013-0236-3.
• Christian Flor & Linda Larsen, 2014, "Robust portfolio choice with stochastic interest rates," Annals of Finance, Springer, volume 10, issue 2, pages 243-265, May, DOI: 10.1007/s10436-013-0234-5.
• Francisco Azeredo, 2014, "The equity premium: a deeper puzzle," Annals of Finance, Springer, volume 10, issue 3, pages 347-373, August, DOI: 10.1007/s10436-014-0248-7.
• Claus Munk & Alexey Rubtsov, 2014, "Portfolio management with stochastic interest rates and inflation ambiguity," Annals of Finance, Springer, volume 10, issue 3, pages 419-455, August, DOI: 10.1007/s10436-013-0238-1.
• Michael Grabchak, 2014, "Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes?," Annals of Finance, Springer, volume 10, issue 4, pages 553-568, November, DOI: 10.1007/s10436-014-0249-6.
• Boris Georgiev, 2014, "Constrained Mean-Variance Portfolio Optimization with Alternative Return Estimation," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 42, issue 1, pages 91-107, March, DOI: 10.1007/s11293-013-9400-4.
• Emilio Barucci & Marco Casna, 2014, "On the Market Selection Hypothesis in a Mean Reverting Environment," Computational Economics, Springer;Society for Computational Economics, volume 44, issue 1, pages 101-126, June, DOI: 10.1007/s10614-013-9400-0.
• M. Ritter & O. Mußhoff & M. Odening, 2014, "Minimizing Geographical Basis Risk of Weather Derivatives Using A Multi-Site Rainfall Model," Computational Economics, Springer;Society for Computational Economics, volume 44, issue 1, pages 67-86, June, DOI: 10.1007/s10614-013-9410-y.
• Jiye Hu, 2014, "An empirical approach on regulating China’s pension investment," European Journal of Law and Economics, Springer, volume 37, issue 3, pages 495-516, June, DOI: 10.1007/s10657-013-9427-7.
• Juliane Proelss & Denis Schweizer, 2014, "Polynomial goal programming and the implicit higher moment preferences of US institutional investors in hedge funds," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 1, pages 1-28, February, DOI: 10.1007/s11408-013-0221-x.
• Momtchil Pojarliev & Richard Levich, 2014, "Evaluating absolute return managers," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 1, pages 95-103, February, DOI: 10.1007/s11408-013-0224-7.
• Johannes Hauptmann & Anja Hoppenkamps & Aleksey Min & Franz Ramsauer & Rudi Zagst, 2014, "Forecasting market turbulence using regime-switching models," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 2, pages 139-164, May, DOI: 10.1007/s11408-014-0226-0.
• Hubert Dichtl & Wolfgang Drobetz & Martin Wambach, 2014, "Where is the value added of rebalancing? A systematic comparison of alternative rebalancing strategies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 3, pages 209-231, August, DOI: 10.1007/s11408-014-0231-3.
• Frederik König, 2014, "Reciprocal social influence on investment decisions: behavioral evidence from a group of mutual fund managers," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 3, pages 233-262, August, DOI: 10.1007/s11408-014-0232-2.
• Thomas Walker & Kerstin Lopatta & Thomas Kaspereit, 2014, "Corporate sustainability in asset pricing models and mutual funds performance measurement," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 4, pages 363-407, November, DOI: 10.1007/s11408-014-0237-x.
• Eduardo Ortas & José Moneva & Roger Burritt & Joanne Tingey-Holyoak, 2014, "Does Sustainability Investment Provide Adaptive Resilience to Ethical Investors? Evidence from Spain," Journal of Business Ethics, Springer, volume 124, issue 2, pages 297-309, October, DOI: 10.1007/s10551-013-1873-1.
• Fernando Muñoz & Maria Vargas & Isabel Marco, 2014, "Environmental Mutual Funds: Financial Performance and Managerial Abilities," Journal of Business Ethics, Springer, volume 124, issue 4, pages 551-569, November, DOI: 10.1007/s10551-013-1893-x.
• Helen Higgs & John Forster, 2014, "The auction market for artworks and their physical dimensions: Australia—1986 to 2009," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 38, issue 1, pages 85-104, February, DOI: 10.1007/s10824-012-9197-z.
• Matthew Hood & John Nofsinger & Abhishek Varma, 2014, "Conservation, Discrimination, and Salvation: Investors’ Social Concerns in the Stock Market," Journal of Financial Services Research, Springer;Western Finance Association, volume 45, issue 1, pages 5-37, February, DOI: 10.1007/s10693-013-0162-6.
• Jonathan Fletcher & Andrew Marshall, 2014, "Investor Heterogeneity and the Cross-section of U.K. Investment Trust Performance," Journal of Financial Services Research, Springer;Western Finance Association, volume 45, issue 1, pages 67-89, February, DOI: 10.1007/s10693-013-0159-1.
• Jin-Li Hu & Tzu-Pu Chang & Ray Chou, 2014, "Market conditions and the effect of diversification on mutual fund performance: should funds be more concentrative under crisis?," Journal of Productivity Analysis, Springer, volume 41, issue 1, pages 141-151, February, DOI: 10.1007/s11123-012-0331-x.
• Sheng Guo & William Hardin, 2014, "Wealth, Composition, Housing, Income and Consumption," The Journal of Real Estate Finance and Economics, Springer, volume 48, issue 2, pages 221-243, February, DOI: 10.1007/s11146-012-9390-z.
• Nusret Cakici & Isil Erol & Dogan Tirtiroglu, 2014, "Tracking the Evolution of Idiosyncratic Risk and Cross-Sectional Expected Returns for US REITs," The Journal of Real Estate Finance and Economics, Springer, volume 48, issue 3, pages 415-440, April, DOI: 10.1007/s11146-013-9410-7.
• Karsten Lieser & Alexander Groh, 2014, "The Determinants of International Commercial Real Estate Investment," The Journal of Real Estate Finance and Economics, Springer, volume 48, issue 4, pages 611-659, May, DOI: 10.1007/s11146-012-9401-0.
• Rainer Schulz & Martin Wersing & Axel Werwatz, 2014, "Renting versus Owning and the Role of Human Capital: Evidence from Germany," The Journal of Real Estate Finance and Economics, Springer, volume 48, issue 4, pages 754-788, May, DOI: 10.1007/s11146-013-9412-5.
• Daniele Bianchi & Massimo Guidolin, 2014, "Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios," The Journal of Real Estate Finance and Economics, Springer, volume 49, issue 1, pages 116-164, July, DOI: 10.1007/s11146-013-9411-6.
• Jonathan Wiley, 2014, "Illiquidity Risk in Non-Listed Funds: Evidence from REIT Fund Exits and Redemption Suspensions," The Journal of Real Estate Finance and Economics, Springer, volume 49, issue 2, pages 205-236, August, DOI: 10.1007/s11146-013-9422-3.
• Massimo Guidolin & Francesco Ravazzolo & Andrea Tortora, 2014, "Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate," The Journal of Real Estate Finance and Economics, Springer, volume 49, issue 4, pages 477-523, November, DOI: 10.1007/s11146-013-9404-5.
• Alexander Moore & Stéphane Straub & Jean-Jacques Dethier, 2014, "Regulation, renegotiation and capital structure: theory and evidence from Latin American transport concessions," Journal of Regulatory Economics, Springer, volume 45, issue 2, pages 209-232, April, DOI: 10.1007/s11149-013-9243-6.
• Richard Sweeney, 2014, "Equivalent valuations in cash flow and accounting models," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 1, pages 29-49, January, DOI: 10.1007/s11156-012-0332-x.
• Marie-Anne Cam & Vikash Ramiah, 2014, "The influence of systematic risk factors and econometric adjustments in catastrophic event studies," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 2, pages 171-189, February, DOI: 10.1007/s11156-012-0338-4.
• Jin-Ray Lu & Chih-Ming Chan, 2014, "Optimal portfolio choice of gold assets in the differential market and differential game structures," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 2, pages 309-325, February, DOI: 10.1007/s11156-013-0343-2.
• Yi-Cheng Shih & Sheng-Syan Chen & Cheng-Few Lee & Po-Jung Chen, 2014, "The evolution of capital asset pricing models," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 3, pages 415-448, April, DOI: 10.1007/s11156-013-0348-x.
• Tobias Schlueter & Soenke Sievers, 2014, "Determinants of market beta: the impacts of firm-specific accounting figures and market conditions," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 3, pages 535-570, April, DOI: 10.1007/s11156-013-0352-1.
• Pervaiz Alam & Min Liu & Xiaofeng Peng, 2014, "R&D expenditures and implied equity risk premiums," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 3, pages 441-462, October, DOI: 10.1007/s11156-013-0381-9.
• Stefano Gubellini, 2014, "Conditioning information and cross-sectional anomalies," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 3, pages 529-569, October, DOI: 10.1007/s11156-013-0384-6.
• Qi Zhang & Charlie Cai & Kevin Keasey, 2014, "The profitability, costs and systematic risk of the post-earnings-announcement-drift trading strategy," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 3, pages 605-625, October, DOI: 10.1007/s11156-013-0386-4.
• Tienyu Hwang & Simon Gao & Heather Owen, 2014, "Markowitz efficiency and size effect: evidence from the UK stock market," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 4, pages 721-750, November, DOI: 10.1007/s11156-013-0390-8.
• Shlomo Yitzhaki & Peter Lambert, 2014, "Is higher variance necessarily bad for investment?," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 4, pages 855-860, November, DOI: 10.1007/s11156-013-0395-3.
• Daniela Cagno & Tibor Neugebauer & Carlos Rodriguez-Palmero & Abdolkarim Sadrieh, 2014, "Recall searching with and without recall," Theory and Decision, Springer, volume 77, issue 3, pages 297-311, October, DOI: 10.1007/s11238-014-9444-1.
• Sorin Claudiu Radu, 2014, "Testing the Market Model – A Case Study of Fondul Proprietatea (FP)," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 6, issue 1, pages 126-131, March.
• Sarmiza Pencea & Iulia Monica Oehler-Sincai, 2014, "Chinese Outward Direct Investment in Central and Eastern European Countries: a Comparative Analysis," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 6, issue 2, pages 34-43, June.
• Maria Dimitriu & Maria-Ramona Dinu & Razvan Constantin Caracota, 2014, "Modelling the Efficent Frontier of Investments Portfolio," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 6, issue 3, pages 35-40, September.
• Mirela Niculae & Beatrice-Tanta Strat, 2014, "Management in the Field of Insolvency. The Recovery Need of a Bank Company in the Field of The Contemporary Crisis," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 6, issue 4, pages 75-80, December.
• Urs Fischbacher & Gerson Hoffmann & Simeon Schudy, 2014, "The Causal Effect of Stop-Loss and Take-Gain Orders on the Disposition Effect," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2014-10, Jan.
• Takashi Kamihigashi & John Stachurski, 2014, "Partial Stochastic Dominance," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2014-23, May.
• Takashi Kamihigashi & Kevin Reffett & Masayuki Yao, 2014, "An Application of Kleene's Fixed Point Theorem to Dynamic Programming: A Note," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2014-24, May, revised Jul 2014.
• Takashi Kamihigashi & John Stachurski, 2014, "An Axiomatic Approach to Measuring Degree of Stochastic Dominance," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2014-36, Nov.
• Alina Kvietkauskienė, 2014, "Real Time Investments with Adequate Portfolio Theory," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., volume 2, issue 4, pages 85-100.
• Lukasz Gatarek & Søren Johansen, 2014, "Optimal hedging with the cointegrated vector autoregressive model," Discussion Papers, University of Copenhagen. Department of Economics, number 14-22, Sep.
• Kim Kaivanto, 2014, "Visceral emotions, within-community communication, and (ill-judged) endorsement of financial propositions," Working Papers, Lancaster University Management School, Economics Department, number 69123498.
• Simeon Coleman & Kavita Sirichand, 2014, "Investigating Multiple Changes in Persistence in International Yields," Discussion Paper Series, Department of Economics, Loughborough University, number 2014_04, Jul, revised Jul 2014.
• Marisol Valencia & Alejandro Bedoya, 2014, "A skew test on financial returns in the Colombian market," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 80, pages 79-102, Enero-Jun, DOI: 10.17533/udea.le.n80a3.
• Galkiewicz, Dominika Paula, 2014, "Loss Potential and Disclosures Related to Credit Derivatives - A Cross-Country Comparison of Corporate Bond Funds under U.S. and German Regulation," Discussion Papers in Economics, University of Munich, Department of Economics, number 24444, Aug.
• Camilla Mazzoli & Nicoletta Marinellib, 2014, "Determinants of Risk-Suitable Investment Portfolios: Evidence from A Sample of Italian Householders," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 2, issue 1, pages 50-63, February.
• Ugur Ergun & Zehra Mahmutović, 2014, "Financial crises and volatility spillovers among emerging European equity markets," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 2, issue 4, pages 63-68, August.
• Tobias Olweny, 2014, "Evidences of investors’ risk tolerance in Nairobi securities exchange: Does education or specialization matter?," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 2, issue 5, pages 50-58, October.
• Harlan Platt, Licheng Cai & Licheng Cai & Marjorie Platt, 2014, "Mutual fund flows: Where does the money go?," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 2, issue 5, pages 59-69, October.
• Georges Dionne & Maria Pacurar & Xiaozhou Zhou, 2014, "Liquidity-adjusted Intraday Value at Risk modeling and Risk Management: an Application to Data from Deutsche Börse," Cahiers de recherche, CIRPEE, number 1414.
• Tolga Cenesizoglu & Georges Dionne & Xiaozhou Zhou, 2014, "Effects of the Limit Order Book on Price Dynamics," Cahiers de recherche, CIRPEE, number 1426.
• Thomas J. Flavin & Ciara E. Morley & Ekaterini Panopoulou, 2014, "Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n249-14.pdf.
• Adabi firouzjaee, Bagher & Mehrara, Mohsen & Mohammadi, Shapour, 2014, "Optimal Portfolio Selection for Tehran Stock Exchange Using Conditional, Partitioned and Worst-case Value at Risk Measures," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 9, issue 1, pages 1-30, October.
• Jalali-Naini, Ahmad-Reza & Naderian, Mohammad-Amin, 2014, "Social Value of Information and Optimal Communication Policy of Central Banks," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 9, issue 3, pages 31-57, April.
• Necker, Sarah & Ziegelmeyer, Michael, 2014, "Household Risk Taking after the Financial Crisis," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 201402, Feb.
• Drerup, Tilman & Enke, Benjamin & von Gaudecker, Hans-Martin, 2014, "Measurement Error in Subjective Expectation and the Empirical Content of Economic Models," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 201414, Oct.
• Bucher-Koenen, Tabea & Lusardi, Annamaria & Alessie, Rob J. M. & Van Rooij, Maarten C. J., 2014, "How Financially Literate are Women? An Overview and New Insights," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 201419, Dec.
• Massimo PERI & Daniela VANDONE & Lucia BALDI, 2014, "Water, Food, Energy: Searching for the Economic Nexus," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2014-03, Apr.