Research classified by Journal of Economic Literature (JEL) codes

2014

• Sheng Guo, 2014, "Margin Requirements and Portfolio Optimization: A Geometric Approach," Working Papers, Florida International University, Department of Economics, number 1406, Apr.
• Péter Kondor & Dimitri Vayanos, 2014, "Liquidity Risk and the Dynamics of Arbitrage Capital," FMG Discussion Papers, Financial Markets Group, number dp730.
• Erick W. Rengifo & Debra Emanuela Trifan & Debra Rossen Trendafilov, 2014, "Investors Facing Risk: Prospect Theory and Non-Expected Utility in Portfolio Selection," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2014-03.
• Milanesi, Gastón S. & Broz, Diego & Tohmé, Fernando & Rossit, Daniel, 2014, "Strategic Analysis Of Forest Investments Using Real Option: The Fuzzy Pay-Off Model (Fpom)," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 1, pages 33-44, May.
• Marc Busse & Michel Dacorogna & Marie Kratz, 2014, "The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio," Risks, MDPI, volume 2, issue 3, pages 1-17, July.
• Ewa Lechman & Adam Marszk, 2014, "Reshaping financial systems. New technologies and financial innovations - evidence from the United States, Mexico and Brazil," GUT FME Working Paper Series A, Faculty of Management and Economics, Gdansk University of Technology, number 20, Jan.
• Udichibarna Bose & Ronald MacDonald & Serafeim Tsoukas, 2014, "The role of education in equity portfolios during the recent financial crisis," Working Papers, Business School - Economics, University of Glasgow, number 2014_17, Oct.
• Paul Hallwood & Ronald MacDonald, 2014, "Picking The Right Budget Constraint For Scotland," Working Papers, Business School - Economics, University of Glasgow, number 2014_18, Oct.
• António Alberto Santos & Ana Margarida Monteiro & Rui Pascoal, 2014, "Portfolio Choice under Parameter Uncertainty: Bayesian Analysis and Robust Optimization Comparison," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2014-25, Dec.
• Guidi, Francesco & Ugur, Mehmet, 2014, "An analysis of South-Eastern European stock markets: evidence on cointegration and portfolio diversification benefits," Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre, number 11323, Feb.
• Kirsten L MacDonald & Robert J Bianchi & Michael E Drew, 2014, "Equity risk versus retirement adequacy: Asset allocation solutions for KiwiSaver," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201402, Feb.
• Gunther Capelle-Blancard & Stephanie Monjon, 2014, "The Performance of Socially Responsible Funds: Does the Screening Process Matter?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00802363, Jun, DOI: 10.1111/j.1468-036X.2012.00643.x.
• Stéphane Crépey & Raphaël Douady, 2014, "The Whys of the LOIS: Credit Skew and Funding Spread Volatility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01151315, Dec.
• Olivier Le Marois & Julia Mikhalevsky & Raphaël Douady, 2014, "Extreme Risk, excess return and leverage: the LP formula," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01151376, Dec.
• Meglena Jeleva & Jean-Marc Tallon, 2014, "Ambiguïté, comportements et marchés financiers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01109639, Jul.
• Milo Bianchi & Jean-Marc Tallon, 2014, "Ambiguity Preferences and Portfolio Choices: Evidence from the Field," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01109655, Sep.
• Gunther Capelle-Blancard & Stephanie Monjon, 2014, "The Performance of Socially Responsible Funds: Does the Screening Process Matter?," Post-Print, HAL, number hal-00802363, Jun, DOI: 10.1111/j.1468-036X.2012.00643.x.
• Julien Pénasse & Luc Renneboog & Christophe Spaenjers, 2014, "Sentiment and art prices," Post-Print, HAL, number hal-00982427, Mar, DOI: 10.1016/j.econlet.2014.01.008.
• Giorgio Fabbri & Salvatore Federico, 2014, "On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term," Post-Print, HAL, number hal-01038088, Jun, DOI: 10.1515/mel-2014-0011.
• 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," Post-Print, HAL, number hal-01070033, DOI: 10.1108/JPIF-02-2014-0010.
• Stéphane Crépey & Raphaël Douady, 2014, "The Whys of the LOIS: Credit Skew and Funding Spread Volatility," Post-Print, HAL, number hal-01151315, Dec.
• Olivier Le Marois & Julia Mikhalevsky & Raphaël Douady, 2014, "Extreme Risk, excess return and leverage: the LP formula," Post-Print, HAL, number hal-01151376, Dec.
• Christophe Boucher & Jón Daníelsson & Patrick Kouontchou & Bertrand Maillet, 2014, "Risk models-at-risk," Post-Print, HAL, number hal-01243413, DOI: 10.1016/j.jbankfin.2014.03.019.
• Christophe Boucher & Jon Danielsson & Patrick Kouontchou & Bertrand Maillet, 2014, "Risk Model-at-Risk," Post-Print, HAL, number hal-01386003.
• Eric André, 2014, "Optimal portfolio with vector expected utility," Post-Print, HAL, number hal-01474246, May, DOI: 10.1016/j.mathsocsci.2014.02.001.
• Marie Brière & Zvi Bodie, 2014, "Optimal Asset Allocation For Sovereign Wealth Funds: Theory And Practice," Post-Print, HAL, number hal-01492598, Jan.
• Eser Arisoy & Aslihan Altay-Salih & Mustafa Pinar, 2014, "Optimal Multi-Period Consumption and Investment with Short-Sale Constraints," Post-Print, HAL, number hal-01634168, Mar, DOI: 10.1016/j.frl.2013.05.007.
• Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2014, "A dynamic autoregressive expectile for time-invariant portfolio protection strategies," Post-Print, HAL, number hal-02312331, Sep, DOI: 10.1016/j.jedc.2014.05.005.
• Andreas Huesler & Yannick Malevergne & Didier Sornette, 2014, "Investors' expectations, management fees and the underperformance of mutual funds," Post-Print, HAL, number hal-02313203, Oct.
• Harjoat Bhamra & Nicolas Coeurdacier & Stéphane Guibaud, 2014, "A Dynamic Equilibrium Model of Imperfectly Integrated Financial Markets," Post-Print, HAL, number hal-03393013, Nov, DOI: 10.1016/j.jet.2014.09.011.
• Rudy de Winne & Carole Gresse & Isabelle Platten, 2014, "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print, HAL, number halshs-00997859, Dec, DOI: 10.1016/j.irfa.2014.04.003.
• Serge Darolles, 2014, "Evaluating UCITS Compliant Hedge Fund Performance," Post-Print, HAL, number halshs-01074495.
• Meglena Jeleva & Jean-Marc Tallon, 2014, "Ambiguïté, comportements et marchés financiers," Post-Print, HAL, number halshs-01109639, Jul.
• Milo Bianchi & Jean-Marc Tallon, 2014, "Ambiguity Preferences and Portfolio Choices: Evidence from the Field," Post-Print, HAL, number halshs-01109655, Sep.
• Nicolas Aubert & Guillaume Garnotel & André Lapied & Patrick Rousseau, 2014, "Employee ownership: A theoretical and empirical investigation of management entrenchment vs. reward management," Post-Print, HAL, number halshs-01256766, Feb, DOI: 10.1016/j.econmod.2013.12.011.
• Fabrice Hervé & Mohamed Zouaoui, 2014, "Quand la psychologie et la linguistique rencontrent la finance : le cas de la France," Post-Print, HAL, number halshs-01288095, Mar, DOI: 10.4000/fcs.1458.
• Helmi Hamdi & Nabila Boukef Jlassi, 2014, "Financial liberalization, disaggregated capital flows and banking crisis: Evidence from developing countries," Post-Print, HAL, number halshs-01902770, Aug, DOI: 10.1016/j.econmod.2014.05.010.
• Harjoat Bhamra & Nicolas Coeurdacier & Stéphane Guibaud, 2014, "A Dynamic Equilibrium Model of Imperfectly Integrated Financial Markets," Sciences Po Economics Publications (main), HAL, number hal-03393013, Nov, DOI: 10.1016/j.jet.2014.09.011.
• Radu Vranceanu & Damien Besancenot & Delphine Dubart, 2014, "Can Rumors and Other Uninformative Messages Cause Illiquidity ?," Working Papers, HAL, number hal-00841167, Jun.
• Edouard Challe & Edouard Chretien, 2014, "Market composition and price informativeness in a large market with endogenous order types," Working Papers, HAL, number hal-01060216, Sep.
• Sebastien Betermier & Laurent E. Calvet & Paolo Sodini, 2014, "Who Are the Value and Growth Investors?," Working Papers, HAL, number hal-02058282, Apr, DOI: 10.2139/ssrn.2426823.
• Virginie Coudert & Cyriac Guillaumin & Hélène Raymond, 2014, "Looking at the other side of carry trades: Are there any safe haven currencies?," Working Papers, HAL, number hal-04141355.
• Brian Hill & Michalski Tomasz, 2014, "Risk Versus Ambiguity and International Security Design," Working Papers, HAL, number halshs-00950551, Feb.
• Eric André, 2014, "Crisp Fair Gambles," Working Papers, HAL, number halshs-00984352, Mar.
• Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2014, "A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies," Working Papers, HAL, number halshs-01015390, Jun.
• Natacha Postel-Vinay, 2014, "Debt Dilution in 1920s America: Lighting the Fuse of a Mortgage Crisis," Working Papers, European Historical Economics Society (EHES), number 0053, Mar.
• Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun, 2014, "Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification," Working Papers, Lund University, Department of Economics, number 2014:37, Nov.
• Asgharian, Hossein & Liu, Lu & Lundtofte, Frederik, 2014, "Institutional Quality, Trust and Stock-Market Participation: Learning to Forget," Working Papers, Lund University, Department of Economics, number 2014:39, Nov.
• Asgharian, Hossein & Liu, Lu & Lundtofte, Frederik, 2014, "Institutional Quality, Trust and Stock Market Participation: Learning to Forget," Knut Wicksell Working Paper Series, Lund University, Knut Wicksell Centre for Financial Studies, number 2014/2, Apr.
• Zoutman, Floris T., 2014, "The Effect of Capital Taxes on Household's Portfolio Composition and Intertemporal Choice: Evidence from the Dutch 2001 Capital Income Tax Reform," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2014/23, Jun.
• Chronopoulos, Michail & Siddiqui, Afzal, 2014, "When is it Better to Wait for a New Version? Optimal Replacement of an Emerging Technology under Uncertainty," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2014/26, Jun.
• Framstad, Nils Chr., 2014, "The Effect of Small Intervention Costs on the Optimal Extraction of Dividends and Renewable Resources in a Jump-Diffusion Model," Memorandum, Oslo University, Department of Economics, number 25/2014, Nov.
• Haliassos, Michael & Jansson, Thomas & Karabulut, Yigitcan, 2014, "Incompatible European Partners? Cultural Predispositions and Household Financial Behavior," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 285, Jun, revised 01 Jan 2015.
• de Oliveira Souza, Thiago, 2014, "Discount rates, market frictions, and the mystery of the size premium," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 15/2014, Sep.
• Kvaløy, Ola & Eriksen, Kristoffer & Luzuriaga , Miguel, 2014, "Risk-taking with Other People’s Money," UiS Working Papers in Economics and Finance, University of Stavanger, number 2014/21, Nov.
• Lundström, Christian, 2014, "Money management with optimal stopping of losses for maximizing the returns of futures trading," Umeå Economic Studies, Umeå University, Department of Economics, number 884, May.
• Nikolay A. Andreev, 2014, "On Linearity Of Transaction Costs In Order Driven Market," HSE Working papers, National Research University Higher School of Economics, number WP BRP 38/FE/2014.
• 祝迫, 得夫 & 小野, 有人 & 齋藤, 周 & 徳田, 秀信, 2014, "日本の家計のポートフォリオ選択：居住用不動産が株式保有に及ぼす影響," HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University, number 17, Dec.
• Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert W., 2014, "Money Doctors," Scholarly Articles, Harvard University Department of Economics, number 12965657.
• Epstein, Larry G. & Farhi, Emmanuel & Strzalecki, Tomasz, 2014, "How Much Would You Pay to Resolve Long-Run Risk?," Scholarly Articles, Harvard University Department of Economics, number 12967842.
• Beshears, John Leonard & Choi, James J. & Laibson, David I. & Madrian, Brigitte & Zeldes, Stephen P., 2014, "What Makes Annuitization More Appealing?," Scholarly Articles, Harvard University Department of Economics, number 13382511.
• Andersen, Steffen & Campbell, John Y. & Meisner-Nielsen, Kasper & Ramadorai, Tarun, 2014, "Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market," Scholarly Articles, Harvard University Department of Economics, number 17492179.
• Gennaioli, N. & Shleifer, Andrei & Vishny, R., 2014, "Finance and the Preservation of Wealth," Scholarly Articles, Harvard University Department of Economics, number 27814562.
• Rishma Vedd & Paul Lazarony, 2014, "The Risk-Return Trade-Off Of Investing In Latin American Emerging Stock Markets," Accounting & Taxation, The Institute for Business and Finance Research, volume 6, issue 1, pages 93-104.
• Guilherme Vitolo & Flavio Cipparrone, 2014, "Strategic Implications Of Project Portfolio Selection," Accounting & Taxation, The Institute for Business and Finance Research, volume 6, issue 2, pages 11-20.
• Linda Yu, 2014, "Performance Of Socially Responsible Mutual Funds," Global Journal of Business Research, The Institute for Business and Finance Research, volume 8, issue 3, pages 9-17.
• Stoyu I. Ivanov & Kenneth Leong & Janis K. Zaima, 2014, "An Empirical Examination of Negative Economic Value Added Firms," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 1, pages 103-112.
• Rishma Vedd & Keji Chen & Nataliya Yassinski, 2014, "Country and Industry Factor Influence on Investment in Latin American Emerging Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 3, pages 47-57.
• Chin-Wen Huang, 2014, "Influence of External Factors on the Taiwan Stock Exchange," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 4, pages 109-120.
• Ya-Hui Want, 2014, "Does Online Trading Affect Investors' Trading Intention?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 5, pages 71-79.
• Lynda S. Livingston, 2014, "Finding The Discount Rate For A Private Firm Using Public Comparables," Review of Business and Finance Studies, The Institute for Business and Finance Research, volume 5, issue 1, pages 37-49.
• Gollier, Christian, 2014, "Gamma discounters are short-termist," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 828, Jun, revised Oct 2014.
• Bec, Frédérique & Gollier, Christian, 2014, "Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 835, Sep.
• Gantiah Wuryandani & Ramlan Ginting & Dudy Iskandar & Zulkarnain Sitompul, 2014, "Pengelolaan Dana dan Likuiditas Bank," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 16, issue 3, pages 247-276, January, DOI: https://doi.org/10.21098/bemp.v16i3.
• Gantiah Wuryandani & Ramlan Ginting & Dudy Iskandar & Zulkarnain Sitompul, 2014, "Fund Management and the Liquidity of The Bank," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 16, issue 3, pages 231-258, January, DOI: https://doi.org/10.21098/bemp.v16i3.
• Ron Bird & Krishna Reddy & Danny Yeung, 2014, "The relationship between uncertainty and the market reaction to information: Is it influenced by stock-specific characteristics?," International Journal of Behavioural Accounting and Finance, Inderscience Enterprises Ltd, volume 4, issue 2, pages 113-132.
• Tihana Skrinjaric, 2014, "Investment Strategy on the Zagreb Stock Exchange Based on Dynamic DEA," Croatian Economic Survey, The Institute of Economics, Zagreb, volume 16, issue 1, pages 129-160, April.
• Harun SENCAL & Mehmet ORHAN, 2014, "Risks of Turkish Industries During Financial Crisis," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 29, issue 343, pages 83-104.
• Tolgahan YILMAZ & Sema DUBE, 2014, "Asset allocation and stock selection: Evidence from static and dynamic strategies in Turkish markets," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 29, issue 344, pages 73-94.
• Kausik Gangopadhyay & Abhishek Jangir & Rudra Sensarma, 2014, "Forecasting the price of gold: An error correction approach," Working papers, Indian Institute of Management Kozhikode, number 155.
• Michael A. Goldstein & Abhinav Goyal & Brian M. Lucey & Carl B. Muckley, 2014, "The Global Preference for Dividends in Declining Markets," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp461, Nov.
• Oliver de Groot, 2014, "The Risk Channel of Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, volume 10, issue 2, pages 115-160, June.
• Abderrazak Dhaoui & Naceur Khraief, 2014, "Does Human Psychology Drive Financial Markets? Evidence from International Markets," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 2, issue 3, pages 100-108, March.
• Fernando López, 2014, "Financial Literacy and Investments in Higher Education," ILADES-UAH Working Papers, Universidad Alberto Hurtado/School of Economics and Business, number inv300, Sep.
• Luís Oliveira & João Vidal Nunes & Luís Malcato, 2014, "The performance of deterministic and stochastic interest rate risk measures:," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 13, issue 3, pages 141-165, December, DOI: 10.1007/s10258-014-0104-8.
• Cameron Truong & Charles Corrado, 2014, "Options trading volume and stock price response to earnings announcements," Review of Accounting Studies, Springer, volume 19, issue 1, pages 161-209, March, DOI: 10.1007/s11142-013-9243-x.
• William Ciconte & Marcus Kirk & Jennifer Wu Tucker, 2014, "Does the midpoint of range earnings forecasts represent managers’ expectations?," Review of Accounting Studies, Springer, volume 19, issue 2, pages 628-660, June, DOI: 10.1007/s11142-013-9259-2.
• Santhosh Ramalingegowda, 2014, "Evidence from impending bankrupt firms that long horizon institutional investors are informed about future firm value," Review of Accounting Studies, Springer, volume 19, issue 2, pages 1009-1045, June, DOI: 10.1007/s11142-013-9271-6.
• Maureen McNichols & Madhav V. Rajan & Stefan Reichelstein, 2014, "Conservatism correction for the market-to-book ratio and Tobin’s q," Review of Accounting Studies, Springer, volume 19, issue 4, pages 1393-1435, December, DOI: 10.1007/s11142-013-9275-2.
• Diana Barro & Elio Canestrelli, 2014, "Dynamic Tracking Error with Shortfall Control Using Stochastic Programming," Springer Books, Springer, in: Marco Corazza & Claudio Pizzi, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-3-319-02499-8_4.
• Rangan Gupta & Shawkat Hammoudeh & Beatrice D. Simo-Kengne & Soodabeh Sarafrazi, 2014, "Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 17, pages 1147-1157, September, DOI: 10.1080/09603107.2014.924296.
• Hooi Hooi Lean & Duc Khuong Nguyen, 2014, "Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 21, pages 1367-1373, November, DOI: 10.1080/09603107.2014.925063.
• Marco Nicolosi & Stefano Grassi & Elena Stanghellini, 2014, "Item response models to measure corporate social responsibility," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 22, pages 1449-1464, November, DOI: 10.1080/09603107.2014.925070.
• Richard Ochmann, 2014, "Differential income taxation and household asset allocation," Applied Economics, Taylor & Francis Journals, volume 46, issue 8, pages 880-894, March, DOI: 10.1080/00036846.2013.859381.
• Esti Van Wyk de Vries & Rangan Gupta & Reneé Van Eyden, 2014, "Intertemporal portfolio allocation and hedging demand: an application to South Africa," Journal of Business Economics and Management, Taylor & Francis Journals, volume 15, issue 4, pages 744-775, September, DOI: 10.3846/16111699.2012.688855.
• Bj�rn Fastrich & Sandra Paterlini & Peter Winker, 2014, "Cardinality versus q -norm constraints for index tracking," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 11, pages 2019-2032, November, DOI: 10.1080/14697688.2012.691986.
• Sergio Mayordomo & Maria Rodriguez-Moreno & Juan Ignacio Pe�a, 2014, "Portfolio choice with indivisible and illiquid housing assets: the case of Spain," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 11, pages 2045-2064, November, DOI: 10.1080/14697688.2013.843786.
• Carlo Alberto Magni, 2014, "Mathematical Analysis of Average Rates of Return and Investment Decisions: The Missing Link," The Engineering Economist, Taylor & Francis Journals, volume 59, issue 3, pages 175-206, July, DOI: 10.1080/0013791X.2014.881174.
• Gozde Gurgun & Ibrahim Unalmis, 2014, "Is Gold a Safe Haven Against Equity Market Investment in Emerging and Developing Countries ?," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1422.
• Yasemin Erduman & Neslihan Kaya, 2014, "Determinants of Bond Flows to Emerging Markets: How Do They Change Over Time?," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1428.
• Lukasz Gatarek & Søren Johansen, 2014, "Optimal Hedging with the Vector Autoregressive Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-022/III, Feb.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2014, "Risk Measurement and Risk Modelling using Applications of Vine Copulas," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-054/III, May.
• Victoria Atanasov, 2014, "Common Risk Factors in Equity Markets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-070/IV, Jun.
• Albert J. Menkveld & Marius A. Zoican, 2014, "Need for Speed? Exchange Latency and Liquidity," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-097/IV, Jul.
• David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2014, "European Market Portfolio Diversification Strategies across the GFC," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-134/III, Oct.
• Marcin Wojtowicz, 2014, "Capital Structure Arbitrage revisited," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-137/IV/DSF81, Oct.
• David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2014, "Hedge Fund Portfolio Diversification Strategies across the GFC," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-151/III, Dec.
• Elbert Dijkgraaf & Tom van Dorp & Emiel Maasland, 2014, "On the Effectiveness of Feed-in Tariffs in the Development of Photovoltaic Solar," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-156/VI, Dec.
• Pikulina, E.S. & Renneboog, L.D.R. & Tobler, P.N., 2014, "Overconfidence, Effort, and Investment (Revised version of CentER DP 2013-035)," Discussion Paper, Tilburg University, Center for Economic Research, number 2014-039.
• Uras, R.B., 2014, "Corporate financial structure, misallocation and total factor productivity," Other publications TiSEM, Tilburg University, School of Economics and Management, number 0638e300-174c-4521-b61f-3.
• Penasse, J.N.G. & Renneboog, L.D.R. & Spaenjers, C., 2014, "Sentiment and art prices," Other publications TiSEM, Tilburg University, School of Economics and Management, number 586e6ca3-e77e-43c8-8e95-c.
• Pikulina, E.S. & Renneboog, L.D.R. & ter Horst, J.R. & Tobler, P.N., 2014, "Bonus schemes and trading activity," Other publications TiSEM, Tilburg University, School of Economics and Management, number 834aee67-a175-4bc6-91e6-6.
• Karehnke, P., 2014, "Portfolio choice and asset pricing with endogenous beliefs and skewness preference," Other publications TiSEM, Tilburg University, School of Economics and Management, number d0a7843a-5bc8-4fa8-97d6-f.
• Prast, H.M. & Rossi, M. & Torricelli, C. & Druta, C., 2014, "Do Women Prefer Pink? : The Effect of a Gender Stereotypical Stock Portfolio on Investing Decisions," Other publications TiSEM, Tilburg University, School of Economics and Management, number f4256476-6503-4459-ba12-6.
• Geng Li, 2014, "Information Sharing and Stock Market Participation: Evidence from Extended Families," The Review of Economics and Statistics, MIT Press, volume 96, issue 1, pages 151-160, March.
• 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 Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 494, Aug.
• Burcu Erdogan, 2014, "The Role of Uncertainty Avoidance in Foreign Investment Bias," Research Papers in Economics, University of Trier, Department of Economics, number 2014-15.
• Gollier, Christian, 2014, "Gamma discounters are short-termist," TSE Working Papers, Toulouse School of Economics (TSE), number 14-499, Jun, revised Oct 2014.
• Bec, Frédérique & Gollier, Christian, 2014, "Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup," TSE Working Papers, Toulouse School of Economics (TSE), number 14-523, Sep.
• Urs Fischbacher & Gerson Hoffmann & Simeon Schudy, 2014, "The causal effect of stop-loss and take-gain orders on the disposition effect," TWI Research Paper Series, Thurgauer Wirtschaftsinstitut, Universität Konstanz, number 89.
• John Cotter & Davide Avino, 2014, "Sovereign and bank CDS spreads: two sides of the same coin?," Working Papers, Geary Institute, University College Dublin, number 201402, Feb.
• John Cotter & Niall O'Sullivan & Francesco Rossi, 2014, "The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market," Working Papers, Geary Institute, University College Dublin, number 201403, Feb.
• John Cotter & Stuart Gabriel & Richard Roll, 2014, "Can housing risk be diversified? A cautionary tale from the housing boom and bust," Working Papers, Geary Institute, University College Dublin, number 201412, Oct.
• Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Teodosio Pérez Amaral, 2014, "A Stochastic Dominance Approach to Financial Risk Management Strategies," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-08, revised Apr 2014.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2014, "Risk Measurement and risk modelling using applications of Vine Copulas," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-09, May.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2014, "Volatility Spillovers from Australia's major trading partners across the GFC," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-26.
• David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2014, "European Market Portfolio Diversification Strategies across the GFC," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-27.
• David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2014, "Hedge Fund Portfolio Diversification Strategies Across the GFC," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-32.
• Alejandro Bernales & Diether W. Beuermann & Gonzalo Cortazar, 2014, "Thinly traded securities and risk management," Estudios de Economia, University of Chile, Department of Economics, volume 41, issue 1 Year 20, pages 5-48, June.
• Hugues Pirotte & Nils Tuchschmid, 2014, "Alpha or Not Alpha: The Case of the Hedge Fund Industry," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/191828, Mar.
• Aaron Hedlund, 2014, "The Cyclical Dynamics of Illiquid Housing, Debt, and Foreclosures," Working Papers, Department of Economics, University of Missouri, number 1416, Aug.
• Aaron Hedlund, 2014, "Illiquidity and its Discontents: Trading Delays and Foreclosures in the Housing Market," Working Papers, Department of Economics, University of Missouri, number 1417, Sep.
• Dahlquist, Magnus & Martinez, Jose Vincente & Soderlind, Paul, 2014, "Individual Investor Activity and Performance," Working Papers on Finance, University of St. Gallen, School of Finance, number 1408, Mar, revised Sep 2016.
• Trojani, Fabio & Wiehenkamp, Christian & Wrampelmeyer, Jan, 2014, "Ambiguity and Reality," Working Papers on Finance, University of St. Gallen, School of Finance, number 1418, Dec.
• Hoechle, Daniel & Ruenzi, Stefan & Schaub, Nic & Schmid, Markus, 2014, "The Impact of Financial Advice on Trade Performance and Behavioral Biases," Working Papers on Finance, University of St. Gallen, School of Finance, number 1419, Dec, revised Dec 2015.
• Carl Chiarella & Xue-Zhong He & Remco C.J. Zwinkels, 2014, "Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 344, Mar.
• Marco Corazza & Francesco Bertoluzzo, 2014, "Q-Learning-based financial trading systems with applications," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:15.
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• FETINIUC, Valentina & IVAN, Luchian & GHERBOVEŢ, Sergiu, 2014, "Speculative Bubbles And Financial Crises," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 1, issue 1, pages 153-162.
• TKACENKO, Alexandra, 2014, "Linear Programming Methods For Solving The Portfolio’S Problems," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 1, issue 1, pages 216-221.
• Rizwan Mushtaq & Syed Zulfiqar Ali Shah, 2014, "International Portfolio Diversification: United States and South Asian Equity Markets," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 61, issue 2, pages 241-252.
• Francisco López-Herrera & Roberto J. Santillán-Salgado & Edgar Ortiz, 2014, "Interdependence of NAFTA Capital Markets: A Minimum Variance Portfolio Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 61, issue 6, pages 691-707.
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• Węgrzyn Tomasz, 2014, "The TMAI Model – Performance Of Portfolios Constructed On The Base Of Correlated And Uncorrelated Financial Ratios," Folia Oeconomica Stetinensia, Paradigm, volume 14, issue 2, pages 125-139, December, DOI: 10.1515/foli-2015-0002.
• Wiśniewska Marta, 2014, "Eurusd Intraday Price Reversal," Folia Oeconomica Stetinensia, Paradigm, volume 14, issue 2, pages 152-162, December, DOI: 10.1515/foli-2015-0014.
• Urbański Stanisław & Jawor Paweł & Urbański Kacper, 2014, "The Impact Of Penny Stocks On The Pricing Of Companies Listed On The Warsaw Stock Exchange In Light Of The CAPM," Folia Oeconomica Stetinensia, Paradigm, volume 14, issue 2, pages 163-178, December, DOI: 10.1515/foli-2015-0015.
• Perez Katarzyna, 2014, "Polish Absolute Return Funds And Stock Funds. Short And Long Term Performance Comparison," Folia Oeconomica Stetinensia, Paradigm, volume 14, issue 2, pages 179-197, December, DOI: 10.1515/foli-2015-0016.
• Al-Augby Salam & Majewski Sebastian & Majewska Agnieszka & Nermend Kesra, 2014, "A Comparison Of K-Means And Fuzzy C-Means Clustering Methods For A Sample Of Gulf Cooperation Council Stock Markets," Folia Oeconomica Stetinensia, Paradigm, volume 14, issue 2, pages 19-36, December, DOI: 10.1515/foli-2015-0001.
• Dębski Wiesław & Feder-Sempach Ewa & Świderski Bartosz, 2014, "Intervalling Effect On Estimating The Beta Parameter For The Largest Companies On The WSE," Folia Oeconomica Stetinensia, Paradigm, volume 14, issue 2, pages 270-286, December, DOI: 10.1515/foli-2015-0018.
• Śmietana Katarzyna & Konowalczuk Jan & Maszczyk Anna, 2014, "Rating in the Assessment of Investment Property," Real Estate Management and Valuation, Paradigm, volume 22, issue 2, pages 98-107, July, DOI: 10.2478/remav-2014-0021.
• Wolski Rafał, 2014, "Application of the Beta Coefficient in the Market of Direct residential Real Estate Investments," Real Estate Management and Valuation, Paradigm, volume 22, issue 2, pages 13-21, July, DOI: 10.2478/remav-2014-0013.
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• Rabitsch, Katrin & Stepanchuk, Serhiy, 2014, "A Two Period Model with Portfolio Choice: Understanding Results from Different Solution Methods," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 162, Jan.
• Huber, Florian & Krisztin, Tamás & Piribauer, Philipp, 2014, "Forecasting Global Equity Indices Using Large Bayesian VARs," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 184, Oct.
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• Pierre Six, 2014, "On The Shape Of Risk Aversion And Asset Allocation," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 08, pages 1-27, DOI: 10.1142/S021902491450054X.
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• Junya Jiang & Weidong Tian, 2014, "Equilibrium analysis of one aggressive investment strategy," Journal of Financial Engineering (JFE), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 04, pages 1-29, DOI: 10.1142/S2345768614500366.
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