Research classified by Journal of Economic Literature (JEL) codes

2014

• Taylor, Nick, 2014, "The rise and fall of technical trading rule success," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 286-302, DOI: 10.1016/j.jbankfin.2013.12.004.
• Mohan, Nancy & Zhang, Ting, 2014, "An analysis of risk-taking behavior for public defined benefit pension plans," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 403-419, DOI: 10.1016/j.jbankfin.2013.12.011.
• Agyei-Ampomah, Sam & Gounopoulos, Dimitrios & Mazouz, Khelifa, 2014, "Does gold offer a better protection against losses in sovereign debt bonds than other metals?," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 507-521, DOI: 10.1016/j.jbankfin.2013.11.014.
• Andres, Christian & Betzer, André & Limbach, Peter, 2014, "Underwriter reputation and the quality of certification: Evidence from high-yield bonds," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 97-115, DOI: 10.1016/j.jbankfin.2013.11.029.
• Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan Sivananthan, 2014, "An analysis of price discovery from panel data models of CDS and equity returns," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 167-177, DOI: 10.1016/j.jbankfin.2014.01.008.
• Walkshäusl, Christian, 2014, "The MAX effect: European evidence," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 1-10, DOI: 10.1016/j.jbankfin.2014.01.020.
• Bosch-Badia, Maria Teresa & Montllor-Serrats, Joan & Tarrazon-Rodon, Maria-Antonia, 2014, "Unveiling the embedded coherence in divergent performance rankings," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 154-165, DOI: 10.1016/j.jbankfin.2014.01.015.
• Bianchi, Robert J. & Bornholt, Graham & Drew, Michael E. & Howard, Michael F., 2014, "Long-term U.S. infrastructure returns and portfolio selection," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 314-325, DOI: 10.1016/j.jbankfin.2014.01.034.
• Corcuera, José Manuel & De Spiegeleer, Jan & Fajardo, José & Jönsson, Henrik & Schoutens, Wim & Valdivia, Arturo, 2014, "Close form pricing formulas for Coupon Cancellable CoCos," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 339-351, DOI: 10.1016/j.jbankfin.2014.01.025.
• Füss, Roland & Miebs, Felix & Trübenbach, Fabian, 2014, "A jackknife-type estimator for portfolio revision," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 14-28, DOI: 10.1016/j.jbankfin.2014.01.029.
• Zieling, Daniel & Mahayni, Antje & Balder, Sven, 2014, "Performance evaluation of optimized portfolio insurance strategies," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 212-225, DOI: 10.1016/j.jbankfin.2014.03.027.
• Loviscek, Anthony & Tang, Hongfei & Xu, Xiaoqing Eleanor, 2014, "Do leveraged exchange-traded products deliver their stated multiples?," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 29-47, DOI: 10.1016/j.jbankfin.2014.02.008.
• Breloer, Bernhard & Scholz, Hendrik & Wilkens, Marco, 2014, "Performance of international and global equity mutual funds: Do country momentum and sector momentum matter?," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 58-77, DOI: 10.1016/j.jbankfin.2014.01.041.
• In, Francis & Kim, Martin & Park, Raphael Jonghyeon & Kim, Sangbae & Kim, Tong Suk, 2014, "Competition of socially responsible and conventional mutual funds and its impact on fund performance," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 160-176, DOI: 10.1016/j.jbankfin.2014.03.030.
• Temesvary, Judit, 2014, "The determinants of U.S. banks’ international activities," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 233-247, DOI: 10.1016/j.jbankfin.2014.04.014.
• Boucher, Christophe M. & Daníelsson, Jón & Kouontchou, Patrick S. & Maillet, Bertrand B., 2014, "Risk models-at-risk," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 72-92, DOI: 10.1016/j.jbankfin.2014.03.019.
• Kim, Woo Chang & Kim, Jang Ho & Fabozzi, Frank J., 2014, "Deciphering robust portfolios," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 1-8, DOI: 10.1016/j.jbankfin.2014.04.021.
• Chou, Julia & Zaiats, Nataliya & Zhang, Bohui, 2014, "Does auditor choice matter to foreign investors? Evidence from foreign mutual funds worldwide," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 1-20, DOI: 10.1016/j.jbankfin.2014.04.005.
• Xing, Xin & Hu, Jinjin & Yang, Yaning, 2014, "Robust minimum variance portfolio with L-infinity constraints," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 107-117, DOI: 10.1016/j.jbankfin.2014.05.004.
• Fong, Wai Mun & Toh, Benjamin, 2014, "Investor sentiment and the MAX effect," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 190-201, DOI: 10.1016/j.jbankfin.2014.05.006.
• Caccioli, Fabio & Shrestha, Munik & Moore, Cristopher & Farmer, J. Doyne, 2014, "Stability analysis of financial contagion due to overlapping portfolios," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 233-245, DOI: 10.1016/j.jbankfin.2014.05.021.
• Guermat, Cherif, 2014, "Yes, the CAPM is testable," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 31-42, DOI: 10.1016/j.jbankfin.2014.05.001.
• Giofré, Maela, 2014, "Domestic investor protection and foreign portfolio investment," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 355-371, DOI: 10.1016/j.jbankfin.2014.05.027.
• Merkle, Christoph & Weber, Martin, 2014, "Do investors put their money where their mouth is? Stock market expectations and investing behavior," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 372-386, DOI: 10.1016/j.jbankfin.2014.03.042.
• Kwak, Minsuk & Lim, Byung Hwa, 2014, "Optimal portfolio selection with life insurance under inflation risk," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 59-71, DOI: 10.1016/j.jbankfin.2014.04.019.
• Raffestin, Louis, 2014, "Diversification and systemic risk," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 85-106, DOI: 10.1016/j.jbankfin.2014.05.014.
• Levy, Haim & Levy, Moshe, 2014, "The home bias is here to stay," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 29-40, DOI: 10.1016/j.jbankfin.2014.06.020.
• Belghitar, Yacine & Clark, Ephraim & Deshmukh, Nitin, 2014, "Does it pay to be ethical? Evidence from the FTSE4Good," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 54-62, DOI: 10.1016/j.jbankfin.2014.06.027.
• Madan, Dilip B., 2014, "Modeling and monitoring risk acceptability in markets: The case of the credit default swap market," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 63-73, DOI: 10.1016/j.jbankfin.2014.05.024.
• Kalotychou, Elena & Staikouras, Sotiris K. & Zhao, Gang, 2014, "The role of correlation dynamics in sector allocation," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 1-12, DOI: 10.1016/j.jbankfin.2014.06.025.
• Pantzalis, Christos & Park, Jung Chul, 2014, "Too close for comfort? Geographic propinquity to political power and stock returns," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 57-78, DOI: 10.1016/j.jbankfin.2014.08.001.
• de Groot, Wilma & Karstanje, Dennis & Zhou, Weili, 2014, "Exploiting commodity momentum along the futures curves," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 79-93, DOI: 10.1016/j.jbankfin.2014.08.008.
• Jiao, Yawen & Ye, Pengfei, 2014, "Mutual fund herding in response to hedge fund herding and the impacts on stock prices," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 131-148, DOI: 10.1016/j.jbankfin.2014.09.001.
• Dias, Alexandra, 2014, "Semiparametric estimation of multi-asset portfolio tail risk," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 398-408, DOI: 10.1016/j.jbankfin.2014.05.033.
• Frey, Stefan & Herbst, Patrick, 2014, "The influence of buy-side analysts on mutual fund trading," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 442-458, DOI: 10.1016/j.jbankfin.2014.01.007.
• Roque, Vanda & Cortez, Maria Céu, 2014, "The determinants of international equity investment: Do they differ between institutional and noninstitutional investors?," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 469-482, DOI: 10.1016/j.jbankfin.2014.06.015.
• Cañón, Carlos & Margaretic, Paula, 2014, "Correlated bank runs, interbank markets and reserve requirements," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 515-533, DOI: 10.1016/j.jbankfin.2014.03.040.
• Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza, 2014, "Who holds the purse strings within the household? The determinants of intra-family decision making," Journal of Economic Behavior & Organization, Elsevier, volume 101, issue C, pages 65-86, DOI: 10.1016/j.jebo.2014.02.012.
• Chiarella, Carl & He, Xue-Zhong & Zwinkels, Remco C.J., 2014, "Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500," Journal of Economic Behavior & Organization, Elsevier, volume 105, issue C, pages 1-16, DOI: 10.1016/j.jebo.2014.03.003.
• Mugerman, Yevgeny & Sade, Orly & Shayo, Moses, 2014, "Long term savings decisions: Financial reform, peer effects and ethnicity," Journal of Economic Behavior & Organization, Elsevier, volume 106, issue C, pages 235-253, DOI: 10.1016/j.jebo.2014.07.002.
• Atalay, Kadir & Bakhtiar, Fayzan & Cheung, Stephen & Slonim, Robert, 2014, "Savings and prize-linked savings accounts," Journal of Economic Behavior & Organization, Elsevier, volume 107, issue PA, pages 86-106, DOI: 10.1016/j.jebo.2014.07.015.
• Hoffmann, Arvid O.I. & Shefrin, Hersh, 2014, "Technical analysis and individual investors," Journal of Economic Behavior & Organization, Elsevier, volume 107, issue PB, pages 487-511, DOI: 10.1016/j.jebo.2014.04.002.
• Frydman, Cary & Rangel, Antonio, 2014, "Debiasing the disposition effect by reducing the saliency of information about a stock's purchase price," Journal of Economic Behavior & Organization, Elsevier, volume 107, issue PB, pages 541-552, DOI: 10.1016/j.jebo.2014.01.017.
• Jacobsen, Ben & Lee, John B. & Marquering, Wessel & Zhang, Cherry Y., 2014, "Gender differences in optimism and asset allocation," Journal of Economic Behavior & Organization, Elsevier, volume 107, issue PB, pages 630-651, DOI: 10.1016/j.jebo.2014.03.007.
• Egan, Daniel & Merkle, Christoph & Weber, Martin, 2014, "Second-order beliefs and the individual investor," Journal of Economic Behavior & Organization, Elsevier, volume 107, issue PB, pages 652-666, DOI: 10.1016/j.jebo.2014.04.001.
• Pantzalis, Christos & Park, Jung Chul, 2014, "Exuberance out of left field: Do sports results cause investors to take their eyes off the ball?," Journal of Economic Behavior & Organization, Elsevier, volume 107, issue PB, pages 760-780, DOI: 10.1016/j.jebo.2014.04.017.
• Huber, Jürgen & Kirchler, Michael & Stefan, Matthias, 2014, "Experimental evidence on varying uncertainty and skewness in laboratory double-auction markets," Journal of Economic Behavior & Organization, Elsevier, volume 107, issue PB, pages 798-809, DOI: 10.1016/j.jebo.2014.04.004.
• Vozlyublennaia, Nadia & Meshcheryakov, Artem, 2014, "Dynamic correlation structure and security risk," Journal of Economics and Business, Elsevier, volume 73, issue C, pages 48-64, DOI: 10.1016/j.jeconbus.2014.01.003.
• Papavassiliou, Vassilios G., 2014, "Cross-asset contagion in times of stress," Journal of Economics and Business, Elsevier, volume 76, issue C, pages 133-139, DOI: 10.1016/j.jeconbus.2014.02.002.
• Allen, Franklin & Vayanos, Dimitri & Vives, Xavier, 2014, "Introduction to financial economics," Journal of Economic Theory, Elsevier, volume 149, issue C, pages 1-14, DOI: 10.1016/j.jet.2013.10.007.
• Albuquerque, Rui & Miao, Jianjun, 2014, "Advance information and asset prices," Journal of Economic Theory, Elsevier, volume 149, issue C, pages 236-275, DOI: 10.1016/j.jet.2013.06.001.
• Chambers, Robert G. & Grant, Simon & Polak, Ben & Quiggin, John, 2014, "A two-parameter model of dispersion aversion," Journal of Economic Theory, Elsevier, volume 150, issue C, pages 611-641, DOI: 10.1016/j.jet.2013.08.004.
• Geromichalos, Athanasios & Simonovska, Ina, 2014, "Asset liquidity and international portfolio choice," Journal of Economic Theory, Elsevier, volume 151, issue C, pages 342-380, DOI: 10.1016/j.jet.2014.01.004.
• Heufer, Jan, 2014, "Nonparametric comparative revealed risk aversion," Journal of Economic Theory, Elsevier, volume 153, issue C, pages 569-616, DOI: 10.1016/j.jet.2014.07.015.
• Cui, Zhenyu, 2014, "Comment on “Modeling non-monotone risk aversion using SAHARA utility functions” [J. Econ. Theory 146 (2011) 2075–2092]," Journal of Economic Theory, Elsevier, volume 153, issue C, pages 703-705, DOI: 10.1016/j.jet.2014.03.011.
• Toda, Alexis Akira, 2014, "Incomplete market dynamics and cross-sectional distributions," Journal of Economic Theory, Elsevier, volume 154, issue C, pages 310-348, DOI: 10.1016/j.jet.2014.09.015.
• Dionne, Georges & Li, Jingyuan, 2014, "When can expected utility handle first-order risk aversion?," Journal of Economic Theory, Elsevier, volume 154, issue C, pages 403-422, DOI: 10.1016/j.jet.2014.09.019.
• Chabi-Yo, Fousseni & Leisen, Dietmar P.J. & Renault, Eric, 2014, "Aggregation of preferences for skewed asset returns," Journal of Economic Theory, Elsevier, volume 154, issue C, pages 453-489, DOI: 10.1016/j.jet.2014.09.020.
• Bhamra, Harjoat S. & Coeurdacier, Nicolas & Guibaud, Stéphane, 2014, "A dynamic equilibrium model of imperfectly integrated financial markets," Journal of Economic Theory, Elsevier, volume 154, issue C, pages 490-542, DOI: 10.1016/j.jet.2014.09.011.
• Frazzini, Andrea & Pedersen, Lasse Heje, 2014, "Betting against beta," Journal of Financial Economics, Elsevier, volume 111, issue 1, pages 1-25, DOI: 10.1016/j.jfineco.2013.10.005.
• Tahoun, Ahmed, 2014, "The role of stock ownership by US members of Congress on the market for political favors," Journal of Financial Economics, Elsevier, volume 111, issue 1, pages 86-110, DOI: 10.1016/j.jfineco.2013.10.008.
• Jorion, Philippe & Schwarz, Christopher, 2014, "Are hedge fund managers systematically misreporting? Or not?," Journal of Financial Economics, Elsevier, volume 111, issue 2, pages 311-327, DOI: 10.1016/j.jfineco.2013.10.001.
• Choi, Hyun-Soo & Hong, Harrison & Scheinkman, Jose, 2014, "Speculating on home improvements," Journal of Financial Economics, Elsevier, volume 111, issue 3, pages 609-624, DOI: 10.1016/j.jfineco.2013.11.011.
• Osili, Una Okonkwo & Paulson, Anna, 2014, "Crises and confidence: Systemic banking crises and depositor behavior," Journal of Financial Economics, Elsevier, volume 111, issue 3, pages 646-660, DOI: 10.1016/j.jfineco.2013.11.002.
• Hunter, David & Kandel, Eugene & Kandel, Shmuel & Wermers, Russ, 2014, "Mutual fund performance evaluation with active peer benchmarks," Journal of Financial Economics, Elsevier, volume 112, issue 1, pages 1-29, DOI: 10.1016/j.jfineco.2013.12.006.
• Nyborg, Kjell G. & Östberg, Per, 2014, "Money and liquidity in financial markets," Journal of Financial Economics, Elsevier, volume 112, issue 1, pages 30-52, DOI: 10.1016/j.jfineco.2013.12.003.
• Savov, Alexi, 2014, "The price of skill: Performance evaluation by households," Journal of Financial Economics, Elsevier, volume 112, issue 2, pages 213-231, DOI: 10.1016/j.jfineco.2013.11.005.
• Sensoy, Berk A. & Wang, Yingdi & Weisbach, Michael S., 2014, "Limited partner performance and the maturing of the private equity industry," Journal of Financial Economics, Elsevier, volume 112, issue 3, pages 320-343, DOI: 10.1016/j.jfineco.2014.02.006.
• Kadan, Ohad & Liu, Fang, 2014, "Performance evaluation with high moments and disaster risk," Journal of Financial Economics, Elsevier, volume 113, issue 1, pages 131-155, DOI: 10.1016/j.jfineco.2014.03.006.
• Solomon, David H. & Soltes, Eugene & Sosyura, Denis, 2014, "Winners in the spotlight: Media coverage of fund holdings as a driver of flows," Journal of Financial Economics, Elsevier, volume 113, issue 1, pages 53-72, DOI: 10.1016/j.jfineco.2014.02.009.
• Grullon, Gustavo & Underwood, Shane & Weston, James P., 2014, "Comovement and investment banking networks," Journal of Financial Economics, Elsevier, volume 113, issue 1, pages 73-89, DOI: 10.1016/j.jfineco.2014.02.010.
• Previtero, Alessandro, 2014, "Stock market returns and annuitization," Journal of Financial Economics, Elsevier, volume 113, issue 2, pages 202-214, DOI: 10.1016/j.jfineco.2014.04.006.
• Cronqvist, Henrik & Siegel, Stephan, 2014, "The genetics of investment biases," Journal of Financial Economics, Elsevier, volume 113, issue 2, pages 215-234, DOI: 10.1016/j.jfineco.2014.04.004.
• Bonaparte, Yosef & Korniotis, George M. & Kumar, Alok, 2014, "Income hedging and portfolio decisions," Journal of Financial Economics, Elsevier, volume 113, issue 2, pages 300-324, DOI: 10.1016/j.jfineco.2014.05.001.
• Conrad, Jennifer & Kapadia, Nishad & Xing, Yuhang, 2014, "Death and jackpot: Why do individual investors hold overpriced stocks?," Journal of Financial Economics, Elsevier, volume 113, issue 3, pages 455-475, DOI: 10.1016/j.jfineco.2014.04.001.
• Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa O., 2014, "Macroeconomic risk and hedge fund returns," Journal of Financial Economics, Elsevier, volume 114, issue 1, pages 1-19, DOI: 10.1016/j.jfineco.2014.06.008.
• Lai, Sandy & Ng, Lilian & Zhang, Bohui, 2014, "Does PIN affect equity prices around the world?," Journal of Financial Economics, Elsevier, volume 114, issue 1, pages 178-195, DOI: 10.1016/j.jfineco.2014.06.005.
• So, Eric C. & Wang, Sean, 2014, "News-driven return reversals: Liquidity provision ahead of earnings announcements," Journal of Financial Economics, Elsevier, volume 114, issue 1, pages 20-35, DOI: 10.1016/j.jfineco.2014.06.009.
• Jiang, Hao & Sun, Zheng, 2014, "Dispersion in beliefs among active mutual funds and the cross-section of stock returns," Journal of Financial Economics, Elsevier, volume 114, issue 2, pages 341-365, DOI: 10.1016/j.jfineco.2014.06.003.
• Pettenuzzo, Davide & Timmermann, Allan & Valkanov, Rossen, 2014, "Forecasting stock returns under economic constraints," Journal of Financial Economics, Elsevier, volume 114, issue 3, pages 517-553, DOI: 10.1016/j.jfineco.2014.07.015.
• van Oordt, Maarten R.C., 2014, "Securitization and the dark side of diversification," Journal of Financial Intermediation, Elsevier, volume 23, issue 2, pages 214-231, DOI: 10.1016/j.jfi.2013.05.001.
• Fecht, Falko & Wedow, Michael, 2014, "The dark and the bright side of liquidity risks: Evidence from open-end real estate funds in Germany," Journal of Financial Intermediation, Elsevier, volume 23, issue 3, pages 376-399, DOI: 10.1016/j.jfi.2014.02.002.
• Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu, 2014, "Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books," Journal of International Money and Finance, Elsevier, volume 43, issue C, pages 107-130, DOI: 10.1016/j.jimonfin.2014.01.001.
• Liu, Tengdong & Hammoudeh, Shawkat & Santos, Paulo Araújo, 2014, "Downside risk and portfolio diversification in the euro-zone equity markets with special consideration of the crisis period," Journal of International Money and Finance, Elsevier, volume 44, issue C, pages 47-68, DOI: 10.1016/j.jimonfin.2014.01.006.
• Cimadomo, Jacopo & Hauptmeier, Sebastian & Zimmermann, Tom, 2014, "Fiscal consolidations and bank balance sheets," Journal of International Money and Finance, Elsevier, volume 45, issue C, pages 74-90, DOI: 10.1016/j.jimonfin.2014.02.007.
• Spierdijk, Laura & Umar, Zaghum, 2014, "Stocks for the long run? Evidence from emerging markets," Journal of International Money and Finance, Elsevier, volume 47, issue C, pages 217-238, DOI: 10.1016/j.jimonfin.2014.06.003.
• Hau, Harald, 2014, "The exchange rate effect of multi-currency risk arbitrage," Journal of International Money and Finance, Elsevier, volume 47, issue C, pages 304-331, DOI: 10.1016/j.jimonfin.2014.05.001.
• Curcuru, Stephanie E. & Thomas, Charles P. & Warnock, Francis E. & Wongswan, Jon, 2014, "Uncovered Equity Parity and rebalancing in international portfolios," Journal of International Money and Finance, Elsevier, volume 47, issue C, pages 86-99, DOI: 10.1016/j.jimonfin.2014.04.009.
• Ghossoub, Edgar A. & Reed, Robert R., 2014, "The cost of capital, asset prices, and the effects of monetary policy," Journal of Macroeconomics, Elsevier, volume 42, issue C, pages 211-228, DOI: 10.1016/j.jmacro.2014.08.004.
• Goedde-Menke, Michael & Lehmensiek-Starke, Moritz & Nolte, Sven, 2014, "An empirical test of competing hypotheses for the annuity puzzle," Journal of Economic Psychology, Elsevier, volume 43, issue C, pages 75-91, DOI: 10.1016/j.joep.2014.04.001.
• André, Eric, 2014, "Optimal portfolio with vector expected utility," Mathematical Social Sciences, Elsevier, volume 69, issue C, pages 50-62, DOI: 10.1016/j.mathsocsci.2014.02.001.
• Acharya, Viral & Engle, Robert & Pierret, Diane, 2014, "Testing macroprudential stress tests: The risk of regulatory risk weights," Journal of Monetary Economics, Elsevier, volume 65, issue C, pages 36-53, DOI: 10.1016/j.jmoneco.2014.04.014.
• Sarwar, Ghulam, 2014, "U.S. stock market uncertainty and cross-market European stock returns," Journal of Multinational Financial Management, Elsevier, volume 28, issue C, pages 1-14, DOI: 10.1016/j.mulfin.2014.07.001.
• Huang, Yu Chuan & Chan, Shu Hui, 2014, "The house money and break-even effects for different types of traders: Evidence from Taiwan futures markets," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 1-13, DOI: 10.1016/j.pacfin.2013.10.008.
• Kim, Sangbae & In, Francis & Ji, Philip Inyeob & Park, Raphael Jonghyeon, 2014, "False discoveries in the performance of Australian managed funds," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 244-256, DOI: 10.1016/j.pacfin.2013.09.005.
• Lu, Tsung-Hsun, 2014, "The profitability of candlestick charting in the Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 65-78, DOI: 10.1016/j.pacfin.2013.10.006.
• Ho, Catherine Soke Fun & Abd Rahman, Nurul Afiqah & Yusuf, Noor Hafizha Muhamad & Zamzamin, Zaminor, 2014, "Performance of global Islamic versus conventional share indices: International evidence," Pacific-Basin Finance Journal, Elsevier, volume 28, issue C, pages 110-121, DOI: 10.1016/j.pacfin.2013.09.002.
• Ashraf, Dawood & Mohammad, Nazeeruddin, 2014, "Matching perception with the reality—Performance of Islamic equity investments," Pacific-Basin Finance Journal, Elsevier, volume 28, issue C, pages 175-189, DOI: 10.1016/j.pacfin.2013.12.005.
• Al-Khazali, Osamah & Lean, Hooi Hooi & Samet, Anis, 2014, "Do Islamic stock indexes outperform conventional stock indexes? A stochastic dominance approach," Pacific-Basin Finance Journal, Elsevier, volume 28, issue C, pages 29-46, DOI: 10.1016/j.pacfin.2013.09.003.
• Kamil, Nazrol K.M. & Alhabshi, Syed O. & Bacha, Obiyathulla I. & Masih, Mansur, 2014, "Heads we win, tails you lose: Is there equity in Islamic equity funds?," Pacific-Basin Finance Journal, Elsevier, volume 28, issue C, pages 7-28, DOI: 10.1016/j.pacfin.2013.09.004.
• Chan, Kam Fong & Powell, John G. & Treepongkaruna, Sirimon, 2014, "Currency jumps and crises: Do developed and emerging market currencies jump together?," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 132-157, DOI: 10.1016/j.pacfin.2014.08.001.
• Cheema, Muhammad A. & Nartea, Gilbert V., 2014, "Momentum returns and information uncertainty: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 173-188, DOI: 10.1016/j.pacfin.2014.10.002.
• Gerrans, Paul & Yap, Ghialy, 2014, "Retirement savings investment choices: Sophisticated or naive?," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 233-250, DOI: 10.1016/j.pacfin.2014.10.005.
• Narayan, Paresh Kumar & Ahmed, Huson Ali & Sharma, Susan Sunila & K.P., Prabheesh, 2014, "How profitable is the Indian stock market?," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 44-61, DOI: 10.1016/j.pacfin.2014.07.001.
• León, Carlos & Leiton, Karen & Pérez, Jhonatan, 2014, "Extracting the sovereigns’ CDS market hierarchy: A correlation-filtering approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 415, issue C, pages 407-420, DOI: 10.1016/j.physa.2014.08.020.
• Beshears, John & Choi, James J. & Laibson, David & Madrian, Brigitte C. & Zeldes, Stephen P., 2014, "What makes annuitization more appealing?," Journal of Public Economics, Elsevier, volume 116, issue C, pages 2-16, DOI: 10.1016/j.jpubeco.2013.05.007.
• Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian, 2014, "The international business cycle and gold-price fluctuations," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 2, pages 292-305, DOI: 10.1016/j.qref.2014.01.002.
• Canepa, Alessandra & Ibnrubbian, Abdullah, 2014, "Does faith move stock markets? Evidence from Saudi Arabia," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 4, pages 538-550, DOI: 10.1016/j.qref.2014.04.002.
• Atewamba, Calvin & Gaudet, Gérard, 2014, "Prices of durable nonrenewable natural resources under stochastic investment opportunities," Resource and Energy Economics, Elsevier, volume 36, issue 2, pages 528-541, DOI: 10.1016/j.reseneeco.2013.07.003.
• Kucsera, Dénes & Rammerstorfer, Margarethe, 2014, "Regulation and grid expansion investment with increased penetration of renewable generation," Resource and Energy Economics, Elsevier, volume 37, issue C, pages 184-200, DOI: 10.1016/j.reseneeco.2013.11.016.
• Hultkrantz, Lars & A. Krüger, Niclas & Mantalos, Panagiotis, 2014, "Risk-adjusted long-term social rates of discount for transportation infrastructure investment," Research in Transportation Economics, Elsevier, volume 47, issue C, pages 70-81, DOI: 10.1016/j.retrec.2014.09.020.
• Abugri, Benjamin A. & Dutta, Sandip, 2014, "Are we overestimating REIT idiosyncratic risk? Analysis of pricing effects and persistence," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 249-259, DOI: 10.1016/j.iref.2013.05.019.
• Fletcher, Jonathan, 2014, "Benchmark models of expected returns in U.K. portfolio performance: An empirical investigation," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 30-46, DOI: 10.1016/j.iref.2013.04.001.
• Khalifa, Ahmed A.A. & Hammoudeh, Shawkat & Otranto, Edoardo, 2014, "Patterns of volatility transmissions within regime switching across GCC and global markets," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 512-524, DOI: 10.1016/j.iref.2013.08.002.
• Chang, Guang-Di & Chen, Chia-Shih, 2014, "Evidence of contagion in global REITs investment," International Review of Economics & Finance, Elsevier, volume 31, issue C, pages 148-158, DOI: 10.1016/j.iref.2013.12.005.
• Vortelinos, Dimitrios I., 2014, "Non-parametric analysis of equity arbitrage," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 199-216, DOI: 10.1016/j.iref.2014.05.004.
• Kim, In Joon & Kim, So Jung & Yoon, Sun-Joong, 2014, "A dark side of international capital market integration: Domestic investors' view," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 238-256, DOI: 10.1016/j.iref.2014.05.007.
• Muñoz, Fernando & Vargas, María & Vicente, Ruth, 2014, "Fund flow bias in market timing skill. Evidence of the clientele effect," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 257-269, DOI: 10.1016/j.iref.2014.05.006.
• Valadkhani, Abbas, 2014, "Switching impacts of the output gap on inflation: Evidence from Canada, the UK and the US," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 270-285, DOI: 10.1016/j.iref.2014.06.001.
• Hueng, C. James, 2014, "Are global systematic risk and country-specific idiosyncratic risk priced in the integrated world markets?," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 28-38, DOI: 10.1016/j.iref.2014.03.005.
• Laborda, Juan & Laborda, Ricardo & Olmo, Jose, 2014, "Optimal currency carry trade strategies," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 52-66, DOI: 10.1016/j.iref.2014.03.007.
• Reboredo, Juan C. & Rivera-Castro, Miguel A., 2014, "Gold and exchange rates: Downside risk and hedging at different investment horizons," International Review of Economics & Finance, Elsevier, volume 34, issue C, pages 267-279, DOI: 10.1016/j.iref.2014.07.005.
• Fang, Jiali & Jacobsen, Ben & Qin, Yafeng, 2014, "Predictability of the simple technical trading rules: An out-of-sample test," Review of Financial Economics, Elsevier, volume 23, issue 1, pages 30-45, DOI: 10.1016/j.rfe.2013.05.004.
• Bossone, Biagio, 2014, "Liquidity and capital under uncertainty and changing market sentiment: A simple analysis," Review of Financial Economics, Elsevier, volume 23, issue 2, pages 98-105, DOI: 10.1016/j.rfe.2013.10.003.
• Aissia, Dorsaf Ben, 2014, "IPO first-day returns: Skewness preference, investor sentiment and uncertainty underlying factors," Review of Financial Economics, Elsevier, volume 23, issue 3, pages 148-154, DOI: 10.1016/j.rfe.2014.06.001.
• Mollet, Janick Christian & Ziegler, Andreas, 2014, "Socially responsible investing and stock performance: New empirical evidence for the US and European stock markets," Review of Financial Economics, Elsevier, volume 23, issue 4, pages 208-216, DOI: 10.1016/j.rfe.2014.08.003.
• Auer, Benjamin R., 2014, "Should hedge funds be cautious reporting high returns?," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 195-201, DOI: 10.1016/j.ribaf.2013.07.004.
• Leite, Paulo & Cortez, Maria Céu, 2014, "Style and performance of international socially responsible funds in Europe," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 248-267, DOI: 10.1016/j.ribaf.2013.09.007.
• Donadelli, Michael & Persha, Lauren, 2014, "Understanding emerging market equity risk premia: Industries, governance and macroeconomic policy uncertainty," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 284-309, DOI: 10.1016/j.ribaf.2013.09.008.
• Brandouy, Olivier & Delahaye, Jean-Paul & Ma, Lin & Zenil, Hector, 2014, "Algorithmic complexity of financial motions," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 336-347, DOI: 10.1016/j.ribaf.2012.08.001.
• Hahl, Teemu & Vähämaa, Sami & Äijö, Janne, 2014, "Value versus growth in IPOs: New evidence from Finland," Research in International Business and Finance, Elsevier, volume 31, issue C, pages 17-31, DOI: 10.1016/j.ribaf.2013.11.004.
• Oueslati, Abdelmonem & Hammami, Yacine & Jilani, Faouzi, 2014, "The timing ability and global performance of Tunisian mutual fund managers: A multivariate GARCH approach," Research in International Business and Finance, Elsevier, volume 31, issue C, pages 57-73, DOI: 10.1016/j.ribaf.2013.11.003.
• Jacobs, Michael & Karagozoglu, Ahmet K., 2014, "On the characteristics of dynamic correlations between asset pairs," Research in International Business and Finance, Elsevier, volume 32, issue C, pages 60-82, DOI: 10.1016/j.ribaf.2014.03.004.
• Hoffmann, Arvid O.I. & Post, Thomas, 2014, "Self-attribution bias in consumer financial decision-making: How investment returns affect individuals’ belief in skill," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 52, issue C, pages 23-28, DOI: 10.1016/j.socec.2014.05.005.
• Renée Fry-McKibbin & Cody Yu-Ling Hsiao, 2014, "Extremal Dependence and Contagion," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-38, May.
• Ton van den Bremer & Frederick van der Ploeg & Samuel Wills, 2014, "The Elephant in the Ground: Managing Oil and Sovereign Wealth," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-62, Oct.
• Bojan Tomic, 2014, "The Application Of The Capital Asset Pricing Model On The Croatian Capital Market," FIP - Journal of Finance and Law, Effectus - University College for Law and Finance, volume 1, issue 1, pages 105-123.
• Mine AKSOY, 2014, "The Effects of Terrorism on Turkish Stock Market," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 14, issue 1, pages 31-41.
• Rifat KARAKUS & Israfil ZOR, 2014, "IMKB’de Islem Goren Araci Kurulus Varantlari icin Etkin Fiyatlama Modelinin Belirlenmesi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 14, issue 1, pages 63-71.
• Berna AYDOGAN & Gulin VARDAR & Gokce TUNC, 2014, "The Interaction of Mutual Fund Flows and Stock Returns: Evidence From The Turkish Capital Market," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 14, issue 2, pages 163-173.
• Hwang, Byoung-Hyoung & Lou, Dong & Yin, Chengxi, 2014, "Offsetting disagreement and security prices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119022, Nov.
• Bustamante, Maria Cecilia & Donangelo, Andrés, 2014, "Product market competition and industry returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119031, Feb.
• Freeman, Mark C. & Groom, Ben, 2014, "Using equity premium survey data to estimate future wealth," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 57161, Apr.
• Boucher, Christophe M. & Danielsson, Jon & Kouontchou, Patrick S. & Maillet, Bertrand B., 2014, "Risk models–at–risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 59299, Jan.
• Lleo, Sebastien & Ziemba, Bill, 2014, "Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60960, Sep.
• Sergei Kovbasyuk & Marco Pagano, 2014, "Advertising Arbitrage," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1401, revised Feb 2022.
• Victor Mendes & Margarida Abreu, 2014, "The Investor in Structured Retail Products: Marketing Driven or Gambling Oriented?," EcoMod2014, EcoMod, number 6621, Jul.
• Cyn-Young Park & Rogelio V. Mercado, 2014, "Equity home bias, financial integration, and regulatory reforms: implications for emerging Asia," Chapters, Edward Elgar Publishing, chapter 9, in: Iwan J. Azis & Hyun S. Shin, "Global Shock, Risks, and Asian Financial Reform".
• Moin A. Yahya, 2014, "Dodd-Frank, Fiduciary Duties, and the Entangled Political Economy of Federalism and Agency Rule-Making," Advances in Austrian Economics, Emerald Group Publishing Limited, "Entangled Political Economy", DOI: 10.1108/S1529-213420140000018006.
• Guillaume Weisang, 2014, "Factor Selection in Dynamic Hedge Fund Replication Models: A Bayesian Approach," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Model Comparison", DOI: 10.1108/S0731-905320140000034009.
• Valeria Martinez, 2014, "Carbon Emissions Trading: What it Means for Individual Investors," Frontiers of Economics and Globalization, Emerald Group Publishing Limited, "International Financial Markets", DOI: 10.1108/S1574-8715(2013)0000013014.
• Konstantinos Drakos & Ekaterini Kyriazidou & Ioannis Polycarpou, 2014, "A Dynamic Gravity Model for Global Bilateral Investment Holdings," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Macroeconomic Analysis and International Finance", DOI: 10.1108/S1571-038620140000023005.
• Debasish Maitra, 2014, "Do volume and open interest explain volatility?," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 6, issue 3, pages 226-243, July, DOI: 10.1108/JFEP-04-2013-0012.
• Annie Claire Zhang, 2014, "Financial advice and asset allocation of individual investors," Pacific Accounting Review, Emerald Group Publishing Limited, volume 26, issue 3, pages 226-247, November, DOI: 10.1108/PAR-04-2013-0030.
• Gregor Dorfleitner & Sebastian Utz, 2014, "Profiling German-speaking socially responsible investors," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 6, issue 2, pages 118-156, July, DOI: 10.1108/QRFM-07-2012-0024.
• Ann-Kristin Achleitner & Christian Figge & Eva Lutz, 2014, "Value creation drivers in a secondary buyout – the acquisition of Brenntag by BC Partners," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 6, issue 3, pages 278-301, November, DOI: 10.1108/QRFM-06-2012-0018.
• Carlo Massironi, 2014, "Philip Fisher’s sense of numbers," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 6, issue 3, pages 302-331, November, DOI: 10.1108/QRFM-01-2013-0004.
• Karina Doorley & Eva Sierminska, 2014, "Cross-National Differences in Wealth Portfolios at the Intensive Margin: Is there a Role for Policy?," Research on Economic Inequality, Emerald Group Publishing Limited, "Economic Well-Being and Inequality: Papers from the Fifth ECINEQ Meeting", DOI: 10.1108/S1049-258520140000022000.
• Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014, "Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-10.
• Vassilios Babalos & Mehmet Balcilar & Rangan Gupta & Nikolaos Philippas, 2014, "Revisiting Herding Behavior in REITs: A RegimeSwitching Approach," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-15.
• Riza Demirer & Shrikant P. Jategaonka & Ahmed Khalifa, 2014, "Oil Price Risk Exposure and the Cross-section of Stock Returns: The Case of Net Exporting Countries," Working Papers, Economic Research Forum, number 858, Nov, revised Nov 2014.
• Apostolos Xanthopoulos Ph.D, 2014, "Financial Crisis, Intervention and Performance Measurement," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 14-35.
• Apostolos G. Christopoulos & Spyros Papathanasiou & Petros Kalantonis & Andreas Chouliaras & Savvas Katsikides, 2014, "An Investigation of Cointegration and Casualty Relationships between the PIIGS’ Stock Markets," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 109-123.
• Lukas Macijauskas & Dimitrios I. Maditinos, 2014, "Looking for Synergy with Momentum in Main Asset Classes," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 3-16.
• Alfredas Lukasevicius & Indre Lapinskaite, 2014, "Strategy of Sustainable Development in Investment Portfolio Case," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 3-18.
• Malek Khojasteh Nejad, 2014, "Clustering Stock Exchange data by Using Evolutionary Algorithms for Portfolio Management," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 55-66.
• Giorgio Fabbri & Salvatore Federico, 2014, "On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 14-06.
• Anita CEH CASNI & Maruska VIZEK, 2014, "Interactions between Real Estate and Equity Markets: an Investigation of Linkages in Developed and Emerging Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 64, issue 2, pages 100-119, March.
• Anna CZAPKIEWICZ & Pawel MAJDOSZ, 2014, "Grouping Stock Markets with Time-Varying Copula-GARCH Model," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 64, issue 2, pages 144-159, March.
• Yen-Hsien Lee & Hao Fang & Wei-Fan SU, 2014, "Effectiveness of Portfolio Diversification and the Dynamic Relationship between Stock and Currency Markets in the Emerging Eastern European and Russian Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 64, issue 4, pages 296-311, September.
• Eduard Baumöhl & Štefan Lyócsa, 2014, "Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 64, issue 5, pages 352-373, November.
• Jaroslava Hlouskova & Jana Mikocziova & Rudolf Sivak & Peter Tsigaris, 2014, "Capital Income Taxation and Risk-Taking under Prospect Theory: The Continuous Distribution Case," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 64, issue 5, pages 374-391, November.
• Hana Dzmuranova & Petr Teply, 2014, "Risk management of savings accounts," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/09, Apr, revised Apr 2014.
• Hirbod Assa & Nikolay Gospodinov, 2014, "Hedging and Pricing in Imperfect Markets under Non-Convexity," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2014-13, Aug.
• Rawley Heimer, 2014, "Can Leverage Constraints Help Investors?," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1433, Dec, DOI: 10.26509/frbc-wp-201433.
• Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2014, "Very long-run discount rates," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 182, May, DOI: 10.24149/gwp182.
• Michael B. Devereux & Changhua Yu, 2014, "International financial integration and crisis contagion," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 197, Sep, DOI: 10.24149/gwp197.
• Frederick T. Furlong & David Lang & Yelena Takhtamanova, 2014, "Mortgage Choice in the Housing Boom: Impacts of House Price Appreciation and Borrower Type," Working Paper Series, Federal Reserve Bank of San Francisco, number 2014-5, Jan, DOI: 10.24148/wp2014-05.
• Jonathan Goldberg, 2014, "Idiosyncratic Investment Risk and Business Cycles," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-05, Jan.
• Oliver DeGroot, 2014, "The Risk Channel of Monetary Policy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-31, Apr.
• Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2014, "Flights to Safety," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-46, Jun.
• Veronika K. Pool & Clemens Sialm & Irina Stefanescu, 2014, "It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) plans," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-96, Aug.
• Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2014, "Uncovered Equity Parity and Rebalancing in International Portfolios," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1103, May.
• Ergys Islamaj & Maziar Kazemi, 2014, "Returns to Active Management: The Case of Hedge Funds," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1112, Aug.
• Carol C. Bertaut & Alexandra M. Tabova & Vivian Wong, 2014, "The Replacement of Safe Assets: Evidence from the U.S. Bond Portfolio," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1123, Oct.
• Ellen A. Merry & Logan Thomas, 2014, "Asset Holdings of Young Households: Trends and Patterns," Review, Federal Reserve Bank of St. Louis, volume 96, issue 4, pages 391-411, DOI: 10.20955/r.96.391-411.
• YiLi Chien, 2014, "The cost of business cycles with heterogeneous trading technologies," Working Papers, Federal Reserve Bank of St. Louis, number 2014-15, Jun, DOI: 10.20955/wp.2014.015.
• Matthew Famiglietti & Yuliya Ivanova & Christopher J. Neely & Paul A. Weller, 2014, "Can risk explain the profitability of technical trading in currency markets?," Working Papers, Federal Reserve Bank of St. Louis, number 2014-033, Oct, revised 12 Jun 2020, DOI: 10.20955/wp.2014.033.
• Ralph S. J. Koijen & Stijn Van Nieuwerburgh & Motohiro Yogo, 2014, "Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice," Staff Report, Federal Reserve Bank of Minneapolis, number 499, Jun.
• Lee Cohen & Marcia Millon Cornette & Hamid Mehran & Hassan Tehranian, 2014, "The effect of state pension cut legislation on bank values," Staff Reports, Federal Reserve Bank of New York, number 679, Jun.