Research classified by Journal of Economic Literature (JEL) codes

2013

• W. Briec & K. Kerstens & I. van de Woestyne, 2013, "Portfolio selection with skewness : a comparison of methods and a generalized one fund result," Post-Print, HAL, number hal-00837674.
• Mohammed Abdellaoui & Han Bleichrodt & Hilda Kammoun, 2013, "Do financial professionals behave according to prospect theory? An experimental study," Post-Print, HAL, number hal-01069185, Mar, DOI: 10.1007/s11238-011-9282-3.
• Christophe Boucher & Bertrand Maillet, 2013, "Learning by Failing: A Simple VaR Buffer," Post-Print, HAL, number hal-01243425, DOI: 10.1111/fmii.12006.
• Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2013, "Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky," Post-Print, HAL, number hal-01493323.
• Thomas Lagoarde-Segot, 2013, "Does stock market development always improve firm-level financing? Evidence from Tunisia," Post-Print, HAL, number hal-01500865, DOI: 10.1016/j.ribaf.2011.10.003.
• Nicolas Huck, 2013, "The high sensitivity of pairs trading returns," Post-Print, HAL, number hal-01514549, DOI: 10.1080/13504851.2013.802121.
• Yannick Malevergne & Alex Saichev & Didier Sornette, 2013, "Zipf's law and maximum sustainable growth," Post-Print, HAL, number hal-02313060, Jun.
• Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos, 2013, "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," Post-Print, HAL, number hal-03399472, Aug, DOI: 10.1093/rfs/hht013.
• Nicolas Coeurdacier & Hélène Rey, 2013, "Home Bias in Open Economy Financial Macroeconomics," Post-Print, HAL, number hal-03473901, Mar, DOI: 10.1257/jel.51.1.63.
• Jean-Luc Prigent & H. Ben Ameur & J.L. Prigent, 2013, "Optimal portfolio positioning under ambiguity," Post-Print, HAL, number hal-03679709, Aug, DOI: 10.1016/j.econmod.2012.12.005.
• Roy Mersland & Ludovic Urgeghe, 2013, "International Debt Financing and Performance of Microfinance Institutions," Post-Print, HAL, number hal-05220864, DOI: 10.1002/jsc.1919.
• Luc Arrondel & Vladimir Borgy & Frédérique Savignac, 2013, "L'épargnant au bord de la crise," Post-Print, HAL, number halshs-00833287, Jan.
• Luc Arrondel & Majdi Debbich & Frédérique Savignac, 2013, "Financial Literacy and Financial Planning in France," Post-Print, HAL, number halshs-00859682, Jun, DOI: 10.5038/1936-4660.6.2.8.
• Elyès Jouini & Paul Karehnke & Clotilde Napp, 2013, "On Portfolio Choice with Savoring and Disappointment," Post-Print, HAL, number halshs-00927267, Oct, DOI: 10.1287/mnsc.2013.1767.
• Elyès Jouini & Clotilde Napp & Diego Nocetti, 2013, "Economic Consequences of Nth-Degree Risk Increases and Nth-Degree Risk Attitudes," Post-Print, HAL, number halshs-00927270, Oct, DOI: 10.1007/s11166-013-9176-6.
• M. Merli & T. Roger, 2013, "What drives the herding behavior of individual investors?," Post-Print, HAL, number halshs-01026483.
• Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2013, "Entropy and the Value of Information for Investors," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00812682, Feb, DOI: 10.1257/aer.103.1.360.
• Luc Arrondel & Vladimir Borgy & Frédérique Savignac, 2013, "L'épargnant au bord de la crise," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00833287, Jan.
• Luc Arrondel & Majdi Debbich & Frédérique Savignac, 2013, "Financial Literacy and Financial Planning in France," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00859682, Jun, DOI: 10.5038/1936-4660.6.2.8.
• Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen & Kieu-Trang Nguyen, 2013, "Out of Sight, Out of Mind: The Value of Political Connections in Social Networks," Sciences Po Economics Publications (main), HAL, number hal-03460920, Mar.
• Nicolas Coeurdacier & Hélène Rey, 2013, "Home Bias in Open Economy Financial Macroeconomics," Sciences Po Economics Publications (main), HAL, number hal-03473901, Mar, DOI: 10.1257/jel.51.1.63.
• Marc Busse & Michel Dacorogna & Marie Kratz, 2013, "The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio," Working Papers, HAL, number hal-00914844, Dec.
• Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen & Kieu-Trang Nguyen, 2013, "Out of Sight, Out of Mind: The Value of Political Connections in Social Networks," Working Papers, HAL, number hal-03460920, Mar.
• Eric André, 2013, "Optimal Portfolio with Vector Expected Utility," Working Papers, HAL, number halshs-00796482, Feb.
• Olivier Bruno & Alexandra Girod, 2013, "Procyclicality and Bank Portfolio Risk Level Under A Constant Leverage Ratio," Working Papers, HAL, number halshs-01295573.
• Anderson, Richard G. & Binner, Jane M. & Hagströmer, Björn & Nilsson, Birger, 2013, "Does Commonality in Illiquidity Matter to Investors?," Working Papers, Lund University, Department of Economics, number 2013:24, May.
• Lundtofte, Frederik & Leoni, Patrick, 2013, "Growth Forecasts, Belief Manipulation and Capital Markets," Knut Wicksell Working Paper Series, Lund University, Knut Wicksell Centre for Financial Studies, number 2013/15, Sep.
• Brännäs, Kurt, 2013, "The Number of Shareholders - Time Series Modelling and Some Empirical Result," Umeå Economic Studies, Umeå University, Department of Economics, number 855, Jan.
• Lundström, Christian, 2013, "Day trading returns across volatility states," Umeå Economic Studies, Umeå University, Department of Economics, number 861, Jun, revised 03 Mar 2017.
• Hellström, Jörgen & Zetterdahl, Emma & Hanes, Niklas, 2013, "Loved Ones Matter: Family Effects and Stock Market Participation," Umeå Economic Studies, Umeå University, Department of Economics, number 865, Sep.
• Gyllenram, André & Hanes, Niklas & Hellström, Jörgen, 2013, "The Influence of Non-Cognitive and Cognitive Ability on Individuals’ Stock Market Participation," Umeå Economic Studies, Umeå University, Department of Economics, number 866, Sep.
• Marina A. Oskolkova & Petr A. Parshakov, 2013, "Company intangibles: creation vs absorption," HSE Working papers, National Research University Higher School of Economics, number WP BRP 25/FE/2013.
• Harald Hau & Sandy Lai, 2013, "Asset Allocation and Monetary Policy: Evidence from the Eurozone," Working Papers, Hong Kong Institute for Monetary Research, number 222013, Nov.
• Bordalo, Pedro & Gennaioli, Nicola & Shleifer, Andrei, 2013, "Salience and Asset Prices," Scholarly Articles, Harvard University Department of Economics, number 11688793.
• Iulian Panait, 2013, "Statistical properties for European stock indices returns during 2007-2012," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 1, issue 2, pages 33-41, June.
• Deborah A. Cobb-Clark & Sonja C. Kassenboehmer & Mathias G. Sinning, 2013, "Locus of Control and Savings," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2013n42, Dec.
• Violeta Heraymovych, 2013, "Valuation of Agriculture Competitiveness and Investment Prospects of Agrarian Sector Industries in Kyiv Region Economy," Oblik i finansi, Institute of Accounting and Finance, issue 3, pages 69-75, September.
• Vichet Sum, 2013, "Employee Benefits And Stock Returns: A Look At Health Care Benefits," Accounting & Taxation, The Institute for Business and Finance Research, volume 5, issue 1, pages 1-8.
• Lynda S. Livingston, 2013, "Intraportfolio Correlation: An Application For Investments Students," Business Education and Accreditation, The Institute for Business and Finance Research, volume 5, issue 1, pages 91-105.
• Lynda S. Livingston, 2013, "Adding Markowitz And Sharpe To Portfolio Investment Projects," Business Education and Accreditation, The Institute for Business and Finance Research, volume 5, issue 2, pages 79-95.
• Ozge Uygur & Gulser Meric & Ilhan Meric, 2013, "The Financial Characteristics Of U.S. Companies Acquired By Foreign Companies," Global Journal of Business Research, The Institute for Business and Finance Research, volume 7, issue 1, pages 1-8.
• Myles E. Mangram, 2013, "A Simplified Perspective Of The Markowitz Portfolio Theory," Global Journal of Business Research, The Institute for Business and Finance Research, volume 7, issue 1, pages 59-70.
• Aldrin Herwany & Erie Febrian, 2013, "Global Stock Price Linkages Around The Us Financial Crisis: Evidence From Indonesia," Global Journal of Business Research, The Institute for Business and Finance Research, volume 7, issue 5, pages 35-45.
• Jason West, 2013, "This paper examines the structural components that characterize the price behavior and perceived arbitrage of the global thermal coal market. Index coal prices plus freight costs to India favor imports of Indonesian thermal coal however significant v," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 1, pages 101-120.
• Sandip Mukherji & Youngho Lee, 2013, "Explanatory Factors for Market Multiples and Expected Returns," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 1, pages 45-54.
• Hongtao Guo & Miranda S. Lam & Guojun Wu & Zhijie Xiao, 2013, "Risk Analysis Using Regression Quantiles: Evidence from International Equity Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 2, pages 1-15.
• Eloisa Perez-de Toledo & Evandro Bocatto, 2013, "Quality of Governance and the Market Value of Cash: Evidence from Spain," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 2, pages 91-104.
• Chun-Pin Hsu, 2013, "The Influence of Foreign Portfolio Investment on Domestic Stock Returns: Evidence from Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 3, pages 1-11.
• Chun-Pin Hsu & Chun-Wen Huang & Alfred Ntoko, 2013, "Does Foreign Investment Worsen the Domestic Stock Market During a Financial Crisis? Evidence from Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 4, pages 1-12.
• Steven Freund & Dev Prasad & Frank Andrews, 2013, "Security Selection Factors: Novice Versus Experienced Investors," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 4, pages 115-126.
• Eruc Asare, 2013, "The Impact of Financial Liberalization on Private Investment in Ghana," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 4, pages 77-90.
• Yoku Mimura, 2013, "Variations in Retirement Account Holdings: Evidence from Native and Immigrant Women in the U.S," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 5, pages 11-22.
• Xiaodong Qiu, 2013, "Corporate Philanthropic Disaster Response And Post Performance: Evidence From China," International Journal of Management and Marketing Research, The Institute for Business and Finance Research, volume 6, issue 2, pages 39-51.
• William P. Dukes, 2013, "Retirement Planning: New Faculty Orientation," Review of Business and Finance Studies, The Institute for Business and Finance Research, volume 4, issue 1, pages 79-93.
• Lynda S. Livingston, 2013, "Pac.Nw Travel Online," Review of Business and Finance Studies, The Institute for Business and Finance Research, volume 4, issue 2, pages 107-130.
• Randy Braidfoot & Andree C. Swanson, 2013, "Emotional Intelligence Of Financial Planners In Mediation," Review of Business and Finance Studies, The Institute for Business and Finance Research, volume 4, issue 2, pages 11-20.
• Eduardo Sandoval, 2013, "Effect On D&S Shareholdersâ´ Wealth And Chilean Retail Companies Due To The Announcement Of Public Offering Shares Adquisition, Efecto Sobre La Riqueza De Los Accionistas De D&S Y Empresas Del Sector Retail Chileno Producto Del Anuncio De Oferta Publ," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 6, issue 2, pages 1-13.
• Eduardo Sandoval, 2013, "Developed Stock Markets Performance During The Greek Crisis, Desempeno De Los Mercados Accionarios Desarrollados Durante La Crisis Griega," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 6, issue 3, pages 1-13.
• Linda Margarita Medina Herrera & Ernesto Armando Pacheco Velazquez, 2013, "Spectral Analysis And Networks In Financial Correlation Matrices, Analisis Espectral Y Redes En Matrices De Correlacion Financiera," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 6, issue 6, pages 15-28.
• Almir Alihodzic, 2013, "Possibility of Applying Regional Diversification in Capital Markets of Bosnia and Herzegovina and Republic of Serbia," Economic Analysis, Institute of Economic Sciences, volume 46, issue 3-4, pages 52-71.
• Cortazar, Gonzalo & Beuermann, Diether & Bernales, Alejandro, 2013, "Risk Management with Thinly Traded Securities: Methodology and Implementation," IDB Publications (Working Papers), Inter-American Development Bank, number 4647, Oct.
• Moch Doddy Ariefianto & Soenartomo Soepomo, 2013, "Risk Taking Behavior Of Indonesian Banks: Analysis On The Impact Of Deposit Insurance Cooperation Establishment," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 15, issue 3, pages 3-25, January, DOI: https://doi.org/10.21098/bemp.v15i3.
• Moch Doddy Ariefianto & Soenartomo Soepomo, 2013, "Risk Taking Behavior of Indonesian Banks: Analysis on the Impact of Deposit Insurance Corporation Establishment," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 15, issue 3, pages 3-22, January, DOI: https://doi.org/10.21098/bemp.v15i3.
• Walter Briec & Kristiaan Kerstens & Ignace Van de Woestyne, 2013, "Portfolio Selection with Skewness: A Comparison of Methods and a Generalized One Fund Result," Working Papers, IESEG School of Management, number 2013-ECO-04, Apr.
• Massimo Guidolin & Hening Liu, 2013, "Ambiguity Aversion and Under-diversification," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 483.
• Emilio Bisetti & Carlo A. Favero & Giacomo Nocera & Claudio Tebaldi, 2013, "A Multivariate Model of Strategic Asset Allocation with Longevity Risk," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 503.
• K. Ozgur DEMİRTAS & Yigit ATILGAN, 2013, "Reward-to-Risk Ratios in Turkish Financial Markets," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 28, issue 323, pages 9-32.
• Belma ÖZTÜRKKAL, 2013, "Bireysel Yatırımcı Davranışı Analizi: Anket Çalışması," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 28, issue 326, pages 67-92.
• Begumhan ÖZDİNÇER & Cenktan ÖZYILDIRIM, 2013, "Doğrusal Olmayan Yumuşak Geçişli Modeller ile Türkiye Emeklilik Fonları için Piyasa Zamanlaması Analizi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 28, issue 330, pages 61-80.
• Abhilash S. Nair & Rani Ladha, 2013, "Investor Characteristics, Investment Goals And Choice- A Test Of The Mediating Effect Of Social Investment Efficacy On Socially Responsible Investing Behaviour In India," Working papers, Indian Institute of Management Kozhikode, number 124.
• Roger Su & Ronghua Yi & Keith Hooper & Amitabh Dutta, 2013, "Information Spillover, Profit Opportunities, and Return Deviations Analysis: The Case of Cross-Listed BHP Billiton," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 12, issue 2, pages 155-170, December.
• Robert E. Hall, 2013, "Financial Frictions," International Journal of Central Banking, International Journal of Central Banking, volume 9, issue 2, pages 155-163, June.
• Ila Patnaik & Ajay Shah, 2013, "The Investment Technology of Foreign and Domestic Institutional Investors in an Emerging Market," IMF Working Papers, International Monetary Fund, number 2013/090, Apr.
• María Isabel Martínez Torre-Enciso & Oscar V. De la Torre Torres, 2013, "¿Son los Índices IPC Mexicano e IBEX35 Español una Adecuada Definición de Cartera de Mercado? Una Revisión de este Supuesto Empleando el Estadístico de Kandel y Stambugh en un Contexto Muestral," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 8, issue 2, pages 227-247, Julio-Dic.
• Renuka Sane & Susan Thomas, 2013, "In search of inclusion: informal sector participation in a voluntary, defined contribution pension system," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2013-022, Oct.
• Sandra M. Leitner & Robert Stehrer, 2013, "Access to finance and funding composition during the crisis: A firm-level analysis of Latin American countries," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 50, issue 1, pages 1-47, May.
• Amélia Branco & João Carlos Lopes, 2013, "Vantagens da concentração geográfica da produção: o caso da indústria corticeira de Santa Maria da Feira," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2013/04, Feb.
• Mariya Gubareva & Maria Rosa Borges, 2013, "Typological Classification, Diagnostics, and Measurement of Flights-to-Quality," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2013/15, Jul.
• Binswanger, Johannes & Salm, Martin, 2013, "Does Everyone Use Probabilities? Intuitive and Rational Decisions about Stockholding," IZA Discussion Papers, IZA Network @ LISER, number 7265, Mar.
• Bracke, Philippe & Hilber, Christian & Silva, Olmo, 2013, "Homeownership and Entrepreneurship: The Role of Commitment and Mortgage Debt," IZA Discussion Papers, IZA Network @ LISER, number 7417, May.
• Sierminska, Eva & Doorley, Karina, 2013, "To Own or Not to Own? Household Portfolios, Demographics and Institutions in a Cross-National Perspective," IZA Discussion Papers, IZA Network @ LISER, number 7734, Nov.
• Cobb-Clark, Deborah A. & de New, Sonja C. & Sinning, Mathias, 2013, "Locus of Control and Savings," IZA Discussion Papers, IZA Network @ LISER, number 7837, Dec.
• Andriana Putintica & Carmen Giorgiana Bonaci, 2013, "Does cash flow affect investment? Evidence from the romanian capital market," International Journal of Entrepreneurial Knowledge, Center for International Scientific Research of VSO and VSPP, volume 1, issue 1, pages 53-60, December.
• Renata Karkowska, 2013, "Instability In The Cee Banking System. Evidence From The Recent Financial Crisis," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, volume 5, issue 4, pages 535-547, December.
• Thiago de Oliveira Souza, 2013, "Discount rates, market frictions and the mystery of the size premium," 2013 Papers, Job Market Papers, number pde868, Nov.
• Siegfried K. Berninghaus & Werner Güth & Charlotte Klempt & Kerstin Pull, 2013, "Assessing Mental Models via Recording the Decision Deliberations of Pairs," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2013-012, Mar.
• Rabah Amir & Igor Evstigneev & Klaus Schenk-Hoppé, 2013, "Asset market games of survival: a synthesis of evolutionary and dynamic games," Annals of Finance, Springer, volume 9, issue 2, pages 121-144, May, DOI: 10.1007/s10436-012-0210-5.
• Grzegorz Andruszkiewicz & Mark Davis & Sébastien Lleo, 2013, "Taming animal spirits: risk management with behavioural factors," Annals of Finance, Springer, volume 9, issue 2, pages 145-166, May, DOI: 10.1007/s10436-012-0217-y.
• Ji Cao & Marc Rieger, 2013, "Risk classes for structured products: mathematical aspects and their implications on behavioral investors," Annals of Finance, Springer, volume 9, issue 2, pages 167-183, May, DOI: 10.1007/s10436-013-0223-8.
• Leonard MacLean & Yonggan Zhao & William Ziemba, 2013, "Currency returns, market regimes and behavioral biases," Annals of Finance, Springer, volume 9, issue 2, pages 249-269, May, DOI: 10.1007/s10436-012-0220-3.
• Miklós Rásonyi & Andrea Rodrigues, 2013, "Optimal portfolio choice for a behavioural investor in continuous-time markets," Annals of Finance, Springer, volume 9, issue 2, pages 291-318, May, DOI: 10.1007/s10436-012-0211-4.
• Ajantha Kumara & Wade Pfau, 2013, "Would emerging market pension funds benefit from international diversification: investigating wealth accumulations for pension participants," Annals of Finance, Springer, volume 9, issue 3, pages 319-335, August, DOI: 10.1007/s10436-011-0187-5.
• Katarzyna Romaniuk, 2013, "Pension fund taxation and risk-taking: should we switch from the EET to the TEE regime?," Annals of Finance, Springer, volume 9, issue 4, pages 573-588, November, DOI: 10.1007/s10436-012-0204-3.
• Alexander Ludwig & Alexander Zimper, 2013, "A decision-theoretic model of asset-price underreaction and overreaction to dividend news," Annals of Finance, Springer, volume 9, issue 4, pages 625-665, November, DOI: 10.1007/s10436-012-0208-z.
• Ryle Perera, 2013, "Optimal investment, consumption–leisure, insurance and retirement choice," Annals of Finance, Springer, volume 9, issue 4, pages 689-723, November, DOI: 10.1007/s10436-012-0214-1.
• Nataliya Barasinska & Dorothea Schäfer, 2013, "Is the Willingness to Take Financial Risk a Sex-Linked Trait?: Evidence from National Surveys of Household Finance," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1278.
• Vassilios Babalos & Guglielmo Maria Caporale & Nikolaos Philippas, 2013, "Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1300.
• Marcel Fratzscher & Marco Lo Duca & Roland Straub, 2013, "On the International Spillovers of US Quantitative Easing," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1304.
• Dirk Ulbricht, 2013, "Stock Investments for Old-Age: Less Return, More Risk, and Unexpected Timing," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1324.
• Christopher Boortz & Simon Jurkatis & Stephanie Kremer & Dieter Nautz, 2013, "Institutional Herding in Financial Markets: New Evidence through the Lens of a Simulated Model," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1336.
• Riadh Aloui & Mohamed Safouane Ben Aissa & Duc Khuong Nguyen, 2013, "A wavelet-based copula approach for modeling market risk in agricultural commodity markets," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 154.
• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2013, "Equilibrium existence in the international asset and good markets," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 166.
• Charles Yuji Horioka & Akiko Terada-Hagiwara, 2013, "Corporate Cash Holding in Asia," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0889, Oct.
• Bertrand Maillet & Sessi Tokpavi & Benoit Vaucher, 2013, "Minimum Variance Portfolio Optimisation under Parameter Uncertainty: A Robust Control Approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2013-28.
• Malte Sundkötter & Daniel Ziegler, 2013, "Perfect Competition vs. Riskaverse Agents: Technology Portfolio Choice in Electricity Markets," EWL Working Papers, University of Duisburg-Essen, Chair for Management Science and Energy Economics, number 1303, Apr, revised Apr 2013.
• Edward Tower & Heehyun Lim, 2013, "Enhanced Versus Traditional Indexation for International Mutual Funds: Evaluating DFA, WisdomTree and RAFI Powershares," Working Papers, Duke University, Department of Economics, number 13-15.
• Matthias Kruttli & Andrew J. Patton & Tarun Ramadorai, 2013, "The Impact of Hedge Funds on Asset Markets," Working Papers, Duke University, Department of Economics, number 13-27.
• Radu, Vranceanu & Besancenot, Damien & Dubart, Delphine, 2013, "Can Rumors and Other Uninformative Messages Cause Illiquidity ?," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1309, Jul, revised Jun 2014.
• Busse, Marc & Dacorogna, Michel & Kratz, Marie, 2013, "The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1321, Dec.
• Spaenjers , Christophe & Spira, Sven Michael, 2013, "Subjective Life Horizon and Portfolio Choice," HEC Research Papers Series, HEC Paris, number 985, Sep.
• Dimson, Elroy & Rousseau, Peter L. & Spaenjers, Christophe, 2013, "The Price of Wine," HEC Research Papers Series, HEC Paris, number 1019, Dec.
• Thiago De Oliveira Souza, 2013, "Discount Rates, Market Frictions and the Mystery of the Size Premium," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2013-43, Nov.
• De Santis, Roberto A. & Coeurdacier, Nicolas & Aviat, Antonin, 2009, "Cross-Border Mergers and acquisitions: Financial and institutional forces," Working Paper Series, European Central Bank, number 1018, Mar.
• de Bondt, Gabe, 2009, "Euro area money demand: empirical evidence on the role of equity and labour markets," Working Paper Series, European Central Bank, number 1086, Sep.
• Klaus, Benjamin & Rzepkowski, Bronka, 2009, "Risk spillover among hedge funds: The role of redemptions and fund failures," Working Paper Series, European Central Bank, number 1112, Nov.
• Beck, Roland & Weber, Sebastian, 2010, "Should larger reserve holdings be more diversified?," Working Paper Series, European Central Bank, number 1193, May.
• Dorn, Daniel, 2010, "Investors with too many options?," Working Paper Series, European Central Bank, number 1197, May.
• Manganelli, Simone & Popov, Alexander, 2010, "Finance and diversification," Working Paper Series, European Central Bank, number 1259, Oct.
• Bucher-Koenen, Tabea & Ziegelmeyer, Michael, 2011, "Who lost the most? Financial literacy, cognitive abilities, and the financial crisis," Working Paper Series, European Central Bank, number 1299, Feb.
• Gropp, Reint & Corradin, Stefano & Huizinga, Harry & Laeven, Luc, 2011, "Who invests in home equity to exempt wealth from bankruptcy?," Working Paper Series, European Central Bank, number 1337, May.
• Ramb, Fred & Scharnagl, Michael, 2011, "Household's portfolio structure in Germany - analysis of financial accounts data 1959-2009," Working Paper Series, European Central Bank, number 1355, Jun.
• Fratzscher, Marcel, 2011, "Capital flows, push versus pull factors and the global financial crisis," Working Paper Series, European Central Bank, number 1364, Jul.
• Sahel, Benjamin & Scalia, Antonio, 2011, "Ranking, risk-taking and effort: an analysis of the ECB's foreign reserves management," Working Paper Series, European Central Bank, number 1377, Sep.
• Bonci, Riccardo, 2011, "Monetary policy and the flow of funds in the euro area," Working Paper Series, European Central Bank, number 1402, Dec.
• Pukthuanthong, Kuntara & Roll, Richard, 2012, "Internationally correlated jumps," Working Paper Series, European Central Bank, number 1436, May.
• Lo Duca, Marco, 2012, "Modelling the time varying determinants of portfolio flows to emerging markets," Working Paper Series, European Central Bank, number 1468, Sep.
• Corradin, Stefano & Fillat, José L. & Vergara-Alert, Carles, 2012, "Optimal portfolio choice with predictability in house prices and transaction costs," Working Paper Series, European Central Bank, number 1470, Sep.
• Hauptmeier, Sebastian & Cimadomo, Jacopo & Zimmermann, Tom, 2013, "Fiscal consolidations and bank balance sheets," Working Paper Series, European Central Bank, number 1511, Feb.
• Fratzscher, Marcel & Straub, Roland & Lo Duca, Marco, 2013, "On the international spillovers of US quantitative easing," Working Paper Series, European Central Bank, number 1557, Jun.
• Sousa, João & Sousa, Ricardo M., 2013, "Asset returns under model uncertainty: evidence from the euro area, the U.S. and the U.K," Working Paper Series, European Central Bank, number 1575, Aug.
• Duca, John & Muellbauer, John, 2013, "Tobin LIVES: Integrating evolving credit market architecture into flow of funds based macro-models," Working Paper Series, European Central Bank, number 1581, Aug.
• Stracca, Livio & Habib, Maurizio Michael, 2013, "Foreign investors and risk shocks: seeking a safe haven or running for the exit?," Working Paper Series, European Central Bank, number 1609, Nov.
• Jordi Mondria & Climent Quintana‐Domeque, 2013, "Financial Contagion and Attention Allocation," Economic Journal, Royal Economic Society, volume 123, issue 568, pages 429-454, May.
• Sensoy, Berk A. & Wang, Yingdi & Weisbach, Michael S., 2013, "Limited Partner Performance and the Maturing of the Private Equity Industry," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2013-01, Jan.
• Lim, Jongha & Sensoy, Berk A. & Weisbach, Michael S., 2013, "Indirect Incentives of Hedge Fund Managers," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2013-06, Mar.
• Andrew B. Abel & Janice C. Eberly & Stavros Panageas, 2013, "Optimal Inattention to the Stock Market With Information Costs and Transactions Costs," Econometrica, Econometric Society, volume 81, issue 4, pages 1455-1481, July, DOI: ECTA7624.
• Md. Shahadath Hossain & A.B.M. Munibur Rahman & Md. Salah Uddin Rajib, 2013, "Dynamics of Mutual Funds in Relation to Stock Market: A Vector Autoregressive Causality Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 1, pages 191-201.
• Fabio Pizzutilo, 2013, "A Note on the Effectiveness of Pairs Trading For Individual Investors," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 3, pages 763-771.
• Akron, Sagi & Benninga, Simon, 2013, "Production and hedging implications of executive compensation schemes," Journal of Corporate Finance, Elsevier, volume 19, issue C, pages 119-139, DOI: 10.1016/j.jcorpfin.2012.10.004.
• Levaggi, Rosella & Menoncin, Francesco, 2013, "Optimal dynamic tax evasion," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 11, pages 2157-2167, DOI: 10.1016/j.jedc.2013.06.007.
• Fischer, Marcel & Kraft, Holger & Munk, Claus, 2013, "Asset allocation over the life cycle: How much do taxes matter?," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 11, pages 2217-2240, DOI: 10.1016/j.jedc.2013.05.012.
• Khorunzhina, Natalia, 2013, "Structural estimation of stock market participation costs," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 12, pages 2928-2942, DOI: 10.1016/j.jedc.2013.08.011.
• Bouaddi, Mohammed & Taamouti, Abderrahim, 2013, "Portfolio selection in a data-rich environment," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 12, pages 2943-2962, DOI: 10.1016/j.jedc.2013.08.010.
• Das, Sanjiv R. & Statman, Meir, 2013, "Options and structured products in behavioral portfolios," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 1, pages 137-153, DOI: 10.1016/j.jedc.2012.07.004.
• Yao, Jing & Li, Duan, 2013, "Bounded rationality as a source of loss aversion and optimism: A study of psychological adaptation under incomplete information," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 1, pages 18-31, DOI: 10.1016/j.jedc.2012.07.002.
• Blake, David & Wright, Douglas & Zhang, Yumeng, 2013, "Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 1, pages 195-209, DOI: 10.1016/j.jedc.2012.08.001.
• Chauveau, Th. & Subbotin, A., 2013, "Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 5, pages 1040-1065, DOI: 10.1016/j.jedc.2013.01.011.
• Lioui, Abraham, 2013, "Time consistent vs. time inconsistent dynamic asset allocation: Some utility cost calculations for mean variance preferences," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 5, pages 1066-1096, DOI: 10.1016/j.jedc.2013.01.007.
• Marekwica, Marcel & Schaefer, Alexander & Sebastian, Steffen, 2013, "Life cycle asset allocation in the presence of housing and tax-deferred investing," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 6, pages 1110-1125, DOI: 10.1016/j.jedc.2013.01.008.
• Malevergne, Y. & Saichev, A. & Sornette, D., 2013, "Zipf's law and maximum sustainable growth," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 6, pages 1195-1212, DOI: 10.1016/j.jedc.2013.02.004.
• Dunbar, Geoffrey, 2013, "Returns-to-scale and the equity premium puzzle," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 9, pages 1736-1754, DOI: 10.1016/j.jedc.2013.04.007.
• Liang, Hueimei & Lee, Kuo-Jung & Huang, Jen-Tsung & Lei, Hsien-Wei, 2013, "The optimal decisions in franchising under profit uncertainty," Economic Modelling, Elsevier, volume 31, issue C, pages 128-137, DOI: 10.1016/j.econmod.2012.11.044.
• Lemelin, André & Robichaud, Véronique & Decaluwé, Bernard, 2013, "Endogenous current account balances in a world CGE model with international financial assets," Economic Modelling, Elsevier, volume 32, issue C, pages 146-160, DOI: 10.1016/j.econmod.2013.01.046.
• Prat, Georges, 2013, "Equity risk premium and time horizon: What do the U.S. secular data say?," Economic Modelling, Elsevier, volume 34, issue C, pages 76-88, DOI: 10.1016/j.econmod.2012.12.004.
• Ameur, H. Ben & Prigent, J.L., 2013, "Optimal portfolio positioning under ambiguity," Economic Modelling, Elsevier, volume 34, issue C, pages 89-97, DOI: 10.1016/j.econmod.2012.12.005.
• Hammoudeh, Shawkat & McAleer, Michael, 2013, "Risk management and financial derivatives: An overview," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 109-115, DOI: 10.1016/j.najef.2012.06.014.