Research classified by Journal of Economic Literature (JEL) codes

2014

• 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.
• Sandra Patricia Perea Murillo, 2014, "Deterioro del valor de activos a la luz de la Teoría del Valor Patterns in Neighboring Areas Colombia," Lúmina. Revista iberoamericana de Contabilidad, Administración y Economía, Facultad de Ciencias Contables, Económicas y Administrativas, Universidad de Manizales., volume 0, issue 15, pages 130-145, Diciembre.
• Costanza Torricelli & Maria Cesira Urzì Brancati & Luca Mirtoleni, 2014, "The impact of skill and management structure on Serie A Clubs’ performance," 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 0046, Jul.
• Chowdhury, Abdur, 2014, "Is Bitcoin the 'Paris Hilton' of the Currency World? Or Are the Early Investors onto Something That Will Make Them Rich?," Working Papers and Research, Marquette University, Center for Global and Economic Studies and Department of Economics, number 2014-01, Jan.
• Yi-Fang Liu & Wei Zhang & Chao Xu & Jørgen Vitting Andersen & Hai-Chuan Xu, 2014, "Impact of information cost and switching of trading strategies in an artificial stock market," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14031, Apr, DOI: 10.1016/j.physa.2014.04.004.
• Meglena Jeleva & Jean-Marc Tallon, 2014, "Ambiguïté, comportements et marchés financiers," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14064, Jul, DOI: 10.7202/1039881ar.
• Milo Bianchi & Jean-Marc Tallon, 2014, "Ambiguity Preferences and Portfolio Choices: Evidence from the Field," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14065, Sep, DOI: 10.1287/mnsc.2017.3006.
• Stéphane Crépey & Raphaël Douady, 2014, "The Whys of the LOIS: Credit Skew and Funding Spread Volatility," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14092, Dec.
• Olivier Le Marois & Julia Mikhalevski & Raphaël Douady, 2014, "Extreme Risk, excess return and leverage: the LP formula," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14094, Dec.
• Ercan Özen & Özdemir Letife & Simon Grima & Frank Bezzina, 2014, "Investigating Causality Effects in Return Volatility among Five Major Futures Markets in European Countries with a Mediterranean Connection," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 2, pages 207-220, December.
• Domenico De Marco & Riccardo Ferretti & Enrico Rubaltelli, 2014, "Affective labels and investment decision making: The effect of name on the subjective perception of mutual funds risk," Banca Impresa Società, Società editrice il Mulino, issue 1, pages 79-116.
• Mendoza Sandoval Sergio & Cruz Ake Salvador & Venegas Martínez Francisco, 2014, "Valuación con opciones reales de proyectos con flujos correlacionados con fundamentales económicos y con saltos extremos Viabilidad del caso COMERCI UCB," Contaduría y Administración, Accounting and Management, volume 59, issue 1, pages 63-93, enero-mar.
• Jeffrey R. Brown & Caroline M. Hoxby, 2014, "How the Financial Crisis and Great Recession Affected Higher Education," NBER Books, National Bureau of Economic Research, Inc, number brow12-2, May.
• Robert Clark & Joshua Rauh & Mark Duggan, 2014, "Retirement Benefits for State and Local Employees: Designing Pension Plans for the Twenty-First Century," NBER Books, National Bureau of Economic Research, Inc, number clar12-1, May.
• Jesse Bricker & Brian Bucks & Arthur Kennickell & Traci Mach & Kevin Moore, 2014, "Drowning or Weathering the Storm? Changes in Family Finances from 2007 to 2009," NBER Chapters, National Bureau of Economic Research, Inc, "Measuring Wealth and Financial Intermediation and Their Links to the Real Economy".
• Tarek A. Hassan & Thomas M. Mertens, 2014, "Information Aggregation in a Dynamic Stochastic General Equilibrium Model," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2014, Volume 29".
• Hyun-Soo Choi & Harrison Hong & Jeffrey Kubik & Jeffrey P. Thompson, 2014, "When Real Estate is the Only Game in Town," NBER Working Papers, National Bureau of Economic Research, Inc, number 19798, Jan.
• Xavier Gabaix & Matteo Maggiori, 2014, "International Liquidity and Exchange Rate Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 19854, Jan.
• Jack Favilukis & Sydney C. Ludvigson & Stijn Van Nieuwerburgh, 2014, "Foreign Ownership of U.S. Safe Assets: Good or Bad?," NBER Working Papers, National Bureau of Economic Research, Inc, number 19917, Feb.
• James M. Poterba, 2014, "Retirement Security in an Aging Society," NBER Working Papers, National Bureau of Economic Research, Inc, number 19930, Feb.
• Péter Kondor & Dimitri Vayanos, 2014, "Liquidity Risk and the Dynamics of Arbitrage Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 19931, Feb.
• Konstantin Milbradt & Martin Oehmke, 2014, "Maturity Rationing and Collective Short-Termism," NBER Working Papers, National Bureau of Economic Research, Inc, number 19946, Feb.
• Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2014, "Uncovered Equity Parity and Rebalancing in International Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 19963, Mar.
• John Y. Campbell & Tarun Ramadorai & Benjamin Ranish, 2014, "Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience," NBER Working Papers, National Bureau of Economic Research, Inc, number 20000, Mar.
• Robert F. Stambaugh, 2014, "Investment Noise and Trends," NBER Working Papers, National Bureau of Economic Research, Inc, number 20072, Apr.
• Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2014, "Very Long-Run Discount Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 20133, May.
• Jonathan B. Berk & Jules H. van Binsbergen & Binying Liu, 2014, "Matching Capital and Labor," NBER Working Papers, National Bureau of Economic Research, Inc, number 20138, May.
• Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2014, "No-Bubble Condition: Model-free Tests in Housing Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 20154, May.
• Stephen G. Dimmock & William C. Gerken & Zoran Ivković & Scott J. Weisbenner, 2014, "Capital Gains Lock-In and Governance Choices," NBER Working Papers, National Bureau of Economic Research, Inc, number 20176, May.
• Tarek A. Hassan & Thomas M. Mertens, 2014, "Information Aggregation in a DSGE Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 20193, Jun.
• Marcin Kacperczyk & Jaromir B. Nosal & Luminita Stevens, 2014, "Investor Sophistication and Capital Income Inequality," NBER Working Papers, National Bureau of Economic Research, Inc, number 20246, Jun.
• Tri Vi Dang & Gary Gorton & Bengt Holmström & Guillermo Ordoñez, 2014, "Banks as Secret Keepers," NBER Working Papers, National Bureau of Economic Research, Inc, number 20255, Jun.
• Itamar Drechsler & Qingyi Freda Drechsler, 2014, "The Shorting Premium and Asset Pricing Anomalies," NBER Working Papers, National Bureau of Economic Research, Inc, number 20282, Jul.
• YiLi Chien & Harold L. Cole & Hanno Lustig, 2014, "Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies for the Macroeconomy," NBER Working Papers, National Bureau of Economic Research, Inc, number 20328, Jul.
• Oliver D. Bunn & Robert J. Shiller, 2014, "Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013," NBER Working Papers, National Bureau of Economic Research, Inc, number 20370, Aug.
• David Chambers & Elroy Dimson & Justin Foo, 2014, "Keynes, King's and Endowment Asset Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 20421, Sep.
• Jonathan B. Berk & Jules H. van Binsbergen, 2014, "Assessing Asset Pricing Models Using Revealed Preference," NBER Working Papers, National Bureau of Economic Research, Inc, number 20435, Aug.
• Kent Daniel & Tobias J. Moskowitz, 2014, "Momentum Crashes," NBER Working Papers, National Bureau of Economic Research, Inc, number 20439, Aug.
• Javier Bianchi & Saki Bigio, 2014, "Banks, Liquidity Management and Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 20490, Sep.
• Jonathan Zinman, 2014, "Household Debt: Facts, Puzzles, Theories, and Policies," NBER Working Papers, National Bureau of Economic Research, Inc, number 20496, Sep.
• Michael B. Devereux & Changhua Yu, 2014, "International Financial Integration and Crisis Contagion," NBER Working Papers, National Bureau of Economic Research, Inc, number 20526, Sep.
• John D. Burger & Rajeswari Sengupta & Francis E. Warnock & Veronica Cacdac Warnock, 2014, "U.S. Investment in Global Bonds: As the Fed Pushes, Some EMEs Pull," NBER Working Papers, National Bureau of Economic Research, Inc, number 20571, Oct.
• Zhi Da & Ravi Jagannathan & Jianfeng Shen, 2014, "Growth Expectations, Dividend Yields, and Future Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 20651, Oct.
• Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2014, "Momentum Trading, Return Chasing, and Predictable Crashes," NBER Working Papers, National Bureau of Economic Research, Inc, number 20660, Nov.
• Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2014, "Which Factors?," NBER Working Papers, National Bureau of Economic Research, Inc, number 20682, Nov.
• Russell Cooper & Guozhong Zhu, 2014, "Household Finance over the Life-Cycle: What does Education Contribute?," NBER Working Papers, National Bureau of Economic Research, Inc, number 20684, Nov.
• Stephen Foerster & Juhani T. Linnainmaa & Brian T. Melzer & Alessandro Previtero, 2014, "Retail Financial Advice: Does One Size Fit All?," NBER Working Papers, National Bureau of Economic Research, Inc, number 20712, Nov.
• Laura Alfaro & Anusha Chari & Fabio Kanczuk, 2014, "The Real Effects of Capital Controls: Firm-Level Evidence from a Policy Experiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 20726, Dec.
• Martin Lettau & Sydney C. Ludvigson & Sai Ma, 2014, "Capital Share Risk in U.S. Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 20744, Dec.
• Martin Goetz & Luc Laeven & Ross Levine, 2014, "Does the Geographic Expansion of Bank Assets Reduce Risk?," NBER Working Papers, National Bureau of Economic Research, Inc, number 20758, Dec.
• Miguel Lebre de Freitas, 2014, "On inflation and money demand in a portfolio model with shopping costs," NIPE Working Papers, NIPE - Universidade do Minho, number 13/2014.
• Tsangyao Chang & Xiao-lin Li & Stephen M. Miller & Mehmet Balcilar & Rangan Gupta, 2014, "The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1402, Dec.
• Evgeniya Mikova & Tamara Teplova, 2014, "Seasonal Effect for Explaining Price Momentum Failure in the Japanese Stock Market," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 25-42, October.
• Stanislav Dimitrov, 2014, "Capital Pension Funds: the Changing Role in South and Eastern European Countries," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 110-118, December.
• Dimiter Nenkov, 2014, "The Recent Records on the US Stock Market – High Intrinsic Value or Just Another Bubble?," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 5-16, December.
• Maryam Sami & Sandro Brusco, 2014, "Reputational Concerns and Price Comovements," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 14-05.
• Raffaele Della Croce & Stefano Gatti, 2014, "Financing infrastructure – International trends," OECD Journal: Financial Market Trends, OECD Publishing, volume 2014, issue 1, pages 123-138, DOI: 10.1787/fmt-2014-5jxvpb4jfrf1.
• Ian Cochran & Romain Hubert & Virginie Marchal & Robert Youngman, 2014, "Public Financial Institutions and the Low-carbon Transition: Five Case Studies on Low-Carbon Infrastructure and Project Investment," OECD Environment Working Papers, OECD Publishing, number 72, Nov, DOI: 10.1787/5jxt3rhpgn9t-en.
• Elisabeth Beckmann & Helmut Stix, 2014, "Foreign currency borrowing and knowledge about exchange rate risk," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 188, Mar.
• Claudiu Botoc, 2014, "How Risky Are Sif'S Securities?," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 845-850, July.
• Kuti Monika & Szasz Erzsebet, 2014, "Challenges In Performance Metrics In Socially Responsible Investments," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 919-927, July.
• Domagoj Karacic & Ivana Bestvina Bukvic, 2014, "Research Of Investment Risk Using Beta Coefficient," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, volume 10, pages 521-530.
• Niccolò Battistini & Marco Pagano & Saverio Simonelli, 2014, "Systemic risk, sovereign yields and bank exposures in the euro crisis
  [Real effects of the sovereign debt crises in Europe: evidence from syndicated loans]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 29, issue 78, pages 203-251.
• Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2014, "Finance and the Preservation of Wealth," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 129, issue 3, pages 1221-1254.
• Mark J. Kamstra & Lisa A. Kramer & Maurice D. Levi & Tan Wang, 2014, "Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity," The Review of Asset Pricing Studies, Society for Financial Studies, volume 4, issue 1, pages 39-77.
• Thomas Gilbert & Christopher Hrdlicka & Jonathan Kalodimos & Stephan Siegel, 2014, "Daily Data is Bad for Beta: Opacity and Frequency-Dependent Betas," The Review of Asset Pricing Studies, Society for Financial Studies, volume 4, issue 1, pages 78-117.
• Turan G. Bali & Nusret Cakici & Robert F. Whitelaw, 2014, "Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?," The Review of Asset Pricing Studies, Society for Financial Studies, volume 4, issue 2, pages 206-246.
• Peter O. Christensen & Kasper Larsen, 2014, "Incomplete Continuous-Time Securities Markets with Stochastic Income Volatility," The Review of Asset Pricing Studies, Society for Financial Studies, volume 4, issue 2, pages 247-285.
• Blake Phillips & Kuntara Pukthuanthong & P. Raghavendra Rau, 2014, "Detecting Superior Mutual Fund Managers: Evidence from Copycats," The Review of Asset Pricing Studies, Society for Financial Studies, volume 4, issue 2, pages 286-321.
• Tim A. Kroencke & Felix Schindler & Andreas Schrimpf, 2014, "International Diversification Benefits with Foreign Exchange Investment Styles," Review of Finance, European Finance Association, volume 18, issue 5, pages 1847-1883.
• Tabea Bucher-Koenen & Michael Ziegelmeyer, 2014, "Once Burned, Twice Shy? Financial Literacy and Wealth Losses during the Financial Crisis," Review of Finance, European Finance Association, volume 18, issue 6, pages 2215-2246.
• Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2014, "Optimal Life-Cycle Portfolios for Heterogeneous Workers," Review of Finance, European Finance Association, volume 18, issue 6, pages 2283-2323.
• Joel Peress, 2014, "Learning from Stock Prices and Economic Growth," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 10, pages 2998-3059.
• Harjoat S. Bhamra & Raman Uppal, 2014, "Asset Prices with Heterogeneity in Preferences and Beliefs," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 2, pages 519-580.
• Stefano Corradin & José L. Fillat & Carles Vergara-Alert, 2014, "Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 3, pages 823-880.
• Victor DeMiguel & Francisco J. Nogales & Raman Uppal, 2014, "Stock Return Serial Dependence and Out-of-Sample Portfolio Performance," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 4, pages 1031-1073.
• Dimitris Georgarakos & Michael Haliassos & Giacomo Pasini, 2014, "Household Debt and Social Interactions," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 5, pages 1404-1433.
• Morten Sorensen & Neng Wang & Jinqiang Yang, 2014, "Valuing Private Equity," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 7, pages 1977-2021.
• Cãruntu Constantin & Lãpãduºi Mihaela Loredana, 2014, "Base Criteria Used in the Evaluation of Investment Projects," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 574-579, May.
• Anton Sorin Gabriel, 2014, "Empirical Evidences on Systematic Risk for Central and Eastern European Shares," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 77-80, May.
• Rick Van der Ploeg & Ton van den Bremer, 2013, "The Elephant In The Ground: Managing Oil And Sovereign Wealth," OxCarre Working Papers, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford, number 129, Dec.
• Massimiliano Caporin & Aleksey Kolokolov & Roberto RenoÕ, 2014, "Multi-jumps," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0185, Sep.
• Francisco B. Galarza (ed.), 2014, "Economía aplicada: Ensayos de investigación económica 2013," Books, Fondo Editorial, Universidad del Pacífico, number 14-01, edition 1.
• Jessy Espinoza & Alejandro Torres, 2014, "Validez de las estrategias de momentum y value investment en la Bolsa de Valores de Lima," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 9, in: Francisco B. Galarza, "Economía aplicada: Ensayos de investigación económica 2013".
• Marina Pando & Melissa Villanueva, 2014, "¿Logra el modelo de Heston captar la dinámica de la volatilidad en los mercados de opciones sobre divisas mejor que el modelo de Garman y Kohlhagen? Un análisis para opciones sobre USD/EUR y PEN/USD," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 10, in: Francisco B. Galarza, "Economía aplicada: Ensayos de investigación económica 2013".
• Tamy Suzuki & Alida Valdivia, 2014, "Impacto del límite de inversión al exterior en la eficiencia financiera de las carteras administradas por las AFP peruanas," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 11, in: Francisco B. Galarza, "Economía aplicada: Ensayos de investigación económica 2013".
• Jorge Beltrán & Ian Kishimoto, 2014, "Incorporación de ratios financieros en los modelos de estimación de retorno para activos de renta variable. Desempeño de la estrategia de value investing en las bolsas de valores de Lima, Santiago, Bogotá y Sao Paulo en el período 2005-2012.El impact," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 12, in: Francisco B. Galarza, "Economía aplicada: Ensayos de investigación económica 2013".
• Sheng Guo, 2014, "Margin requirements and portfolio optimization: A geometric approach," Journal of Asset Management, Palgrave Macmillan, volume 15, issue 3, pages 191-204, June, DOI: 10.1057/jam.2014.20.
• Mária Bohdalová & Michal Greguš, 2014, "Cointegration Analysis Of The Foreign Exchange Rate Pairs," CBU International Conference Proceedings, ISE Research Institute, volume 2, issue 0, pages 147-153, July, DOI: 10.12955/cbup.v2.497.
• Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou, 2014, "Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-13, Apr.
• Massimiliano Caporin & Luca Corazzini & Michele Costola, 2014, "Measuring the Behavioral Component of Financial Fluctuations: An Analysis Based on the S&P 500," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-33, Sep.
• Søren Johansen & Lukasz Gatarek, 2014, "Optimal hedging with the cointegrated vector autoregressive model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-40, Sep.
• Tim Bollerslev & Sophia Zhengzi Li & Viktor Todorov, 2014, "Roughing up Beta: Continuous vs. Discontinuous Betas, and the Cross-Section of Expected Stock Returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-48, Dec.
• Katya Kartashova, 2014, "Private Equity Premium Puzzle Revisited," American Economic Review, American Economic Association, volume 104, issue 10, pages 3297-3334, October.
• V. V. Chari & Ali Shourideh & Ariel Zetlin-Jones, 2014, "Reputation and Persistence of Adverse Selection in Secondary Loan Markets," American Economic Review, American Economic Association, volume 104, issue 12, pages 4027-4070, December.
• Syngjoo Choi & Shachar Kariv & Wieland M?ller & Dan Silverman, 2014, "Who Is (More) Rational?," American Economic Review, American Economic Association, volume 104, issue 6, pages 1518-1550, June.
• Larry G. Epstein & Emmanuel Farhi & Tomasz Strzalecki, 2014, "How Much Would You Pay to Resolve Long-Run Risk?," American Economic Review, American Economic Association, volume 104, issue 9, pages 2680-2697, September.
• Jonathan Huntley & Valentina Michelangeli, 2014, "Can Tax Rebates Stimulate Consumption Spending in a Life-Cycle Model?," American Economic Journal: Macroeconomics, American Economic Association, volume 6, issue 1, pages 162-189, January.
• Felix Kubler & Larry Selden & Xiao Wei, 2014, "When Is a Risky Asset "Urgently Needed"?," American Economic Journal: Microeconomics, American Economic Association, volume 6, issue 2, pages 131-162, May.
• Laura Kawano, 2014, "The Dividend Clientele Hypothesis: Evidence from the 2003 Tax Act," American Economic Journal: Economic Policy, American Economic Association, volume 6, issue 1, pages 114-136, February, DOI: 10.1257/pol.6.1.114.
• Annamaria Lusardi & Olivia S. Mitchell, 2014, "The Economic Importance of Financial Literacy: Theory and Evidence," Journal of Economic Literature, American Economic Association, volume 52, issue 1, pages 5-44, March, DOI: 10.1257/jel.52.1.5.
• Spyridon D. Symeonides & Gerassimos Sapountzoglou, 2014, "On financial bubbles, investment decisions and investor’s utility," Working Papers, Athens University Of Economics and Business, Department of Economics, number 201406, Jun.
• Donoso, Guillermo, None, "A decision framework for a farmer who is risk averse in the Arrow-Pratt sense and downside risk averse," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, volume 14, issue 02, pages 1-22, DOI: 10.22004/ag.econ.195720.
• Grosche, Stephanie & Heckelei, Thomas, , "Directional Volatility Spillovers between Agricultural, Crude Oil, Real Estate and other Financial Markets," Discussion Papers, University of Bonn, Institute for Food and Resource Economics, number 166079, DOI: 10.22004/ag.econ.166079.
• Sun, Baojing & van Kooten, G. Cornelis, 2014, "Financial Weather Options for Crop Production," Working Papers, University of Victoria, Resource Economics and Policy, number 164323, Feb, DOI: 10.22004/ag.econ.164323.
• Dumitru BUCATARU & Mihail TABARA, 2014, "Changes In The Asset Structure Of Companies And Their Impact On The Global Value Of Companies," Journal of Public Administration, Finance and Law, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 0, issue Special i, pages 50-54, September.
• Éric André, 2014, "Crisp Fair Gambles," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1410, Mar, revised 15 Mar 2014.
• Acharya, Viral & Engle, Robert & Pierret, Diane, 2014, "Testing macroprudential stress tests: The risk of regulatory risk weights," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2014022, Jan.
• De Winne, Rudy & Platten, Isabelle & Gresse, Carole, 2014, "Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2014003, Jan.
• Godart, Camille & Petitjean, Mikael, 2014, "De la médiocrité des conseils d’investissement de Test-Achats invest sur actions individuelles," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2014008, Jan.
• Balázs Árpád Szűcs & Kata Váradi, 2014, "Measuring and managing liquidity risk in the Hungarian practice," Society and Economy, Akadémiai Kiadó, Hungary, volume 36, issue 4, pages 543-563, December.
• Laura Raisa MiloÛ & Marius Cristian MiloÅŸ, 2014, "Construction Of A Financial Portfolio On The Bucharest Stock Exchange Using Risk/Return Analysis," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 16, pages 1-19.
• Claudiu BoÅ£oc, 2014, "Does Volatility Respond Asymmetric To Past Shocks?," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 16, pages 1-5.
• Michele Fratianni & Francesco Marchionne, 2014, "Bank asset reallocation and sovereign debt," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 100, Sep.
• Kinga Jurek-Wasilewska, 2014, "Efektywnoœæ Inwestowania W Otwartych Funduszach Inwestycyjnych W Polsce W Latach 2001–2010/The Efficiency Of Investing In Open-End Mutual Funds In Poland In Years 2001–2010," Journal of Finance and Financial Law, University of Lodz, Faculty of Economics and Sociology, Faculty of Law and Administration, volume 1, issue 1, pages 20-33, February.
• João P. Romero, 2014, "Mr. Keynes and the neo-Schumpeterians: Contributions to the analysis of the determinants of innovation from a post-Keynesian perspective," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 15, issue 2, pages 189-205.
• Marco Antonio Laes & Marcos Eugênio da Silva, 2014, "Performance of mutual equity funds in Brazil – A bootstrap analysis," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 15, issue 3, pages 294-306.
• Fabricio De Assis Campos Vieira & Márcio Holland & Marco Flávio Da Cunha Resende, 2014, "Financial Dollarization And Systemicrisks: New Empirical Evidence," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 040.
• Susan E.K. Christoffersen & David K. Musto & Russ Wermers, 2014, "Investor Flows to Asset Managers: Causes and Consequences," Annual Review of Financial Economics, Annual Reviews, volume 6, issue 1, pages 289-310, December.
• Lans Bovenberg & Roel Mehlkopf, 2014, "Optimal Design of Funded Pension Schemes," Annual Review of Economics, Annual Reviews, volume 6, issue 1, pages 445-474, August.
• Ana Fostel & John Geanakoplos, 2014, "Endogenous Collateral Constraints and the Leverage Cycle," Annual Review of Economics, Annual Reviews, volume 6, issue 1, pages 771-799, August.
• Adrien Nguyen Huu & Oumar Mbodji & A Nguyen-Huu & Traian A. Pirvu, 2014, "Optimal Sharing Rule for a Household with a Portfolio Management Problem," Papers, arXiv.org, number 1402.1052, Feb, revised Jan 2019.
• Thierry Roncalli, 2014, "Introduction to Risk Parity and Budgeting," Papers, arXiv.org, number 1403.1889, Mar.
• Salil Mehta, 2014, "Sophisticated gamblers ruin and survival chances," Papers, arXiv.org, number 1403.5833, Mar.
• Vicky Henderson & Gechun Liang, 2014, "Pseudo Linear Pricing Rule for Utility Indifference Valuation," Papers, arXiv.org, number 1403.7830, Mar.
• Ivan Medovikov, 2014, "Can Analysts Predict Rallies Better Than Crashes?," Papers, arXiv.org, number 1405.3225, May.
• Claudia Ceci & Katia Colaneri & Alessandra Cretarola, 2014, "Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization," Papers, arXiv.org, number 1406.6902, Jun.