Research classified by Journal of Economic Literature (JEL) codes

2013

• Gourieroux, Christian (ed.), 2013, "Stress-Test Exercises and the Pricing of Very Long-Term Bonds," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/11793.
• Campi, Luciano (ed.), 2013, "Investissement optimal et évaluation d'actifs sous certaines imperfections de marché," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/12887.
• Obizhaeva, Anna A. & Wang, Jiang, 2013, "Optimal trading strategy and supply/demand dynamics," Journal of Financial Markets, Elsevier, volume 16, issue 1, pages 1-32, DOI: 10.1016/j.finmar.2012.09.001.
• Cao, Charles & Simin, Timothy T. & Wang, Ying, 2013, "Do mutual fund managers time market liquidity?," Journal of Financial Markets, Elsevier, volume 16, issue 2, pages 279-307, DOI: 10.1016/j.finmar.2012.10.004.
• Blitz, David & Huij, Joop & Lansdorp, Simon & Verbeek, Marno, 2013, "Short-term residual reversal," Journal of Financial Markets, Elsevier, volume 16, issue 3, pages 477-504, DOI: 10.1016/j.finmar.2012.10.005.
• Berry, Thomas & Gamble, Keith Jacks, 2013, "Informed local trading prior to earnings announcements," Journal of Financial Markets, Elsevier, volume 16, issue 3, pages 505-525, DOI: 10.1016/j.finmar.2012.07.001.
• Benos, Evangelos & Jochec, Marek, 2013, "Patriotic name bias and stock returns," Journal of Financial Markets, Elsevier, volume 16, issue 3, pages 550-570, DOI: 10.1016/j.finmar.2012.10.002.
• Lee, Seung Hwan, 2013, "Systemic liquidity shortages and interbank network structures," Journal of Financial Stability, Elsevier, volume 9, issue 1, pages 1-12, DOI: 10.1016/j.jfs.2012.12.001.
• Trautmann, Stefan T. & Zeckhauser, Richard J., 2013, "Shunning uncertainty: The neglect of learning opportunities," Games and Economic Behavior, Elsevier, volume 79, issue C, pages 44-55, DOI: 10.1016/j.geb.2013.01.001.
• French, Joseph J. & Naka, Atsuyuki, 2013, "Dynamic relationships among equity flows, equity returns and dividends: Behavior of U.S. investors in China and India," Global Finance Journal, Elsevier, volume 24, issue 1, pages 13-29, DOI: 10.1016/j.gfj.2013.03.005.
• Hibbert, Ann Marie & Lawrence, Edward R. & Prakash, Arun J., 2013, "Does knowledge of finance mitigate the gender difference in financial risk-aversion?," Global Finance Journal, Elsevier, volume 24, issue 2, pages 140-152, DOI: 10.1016/j.gfj.2013.07.002.
• Benhima, Kenza, 2013, "A reappraisal of the allocation puzzle through the portfolio approach," Journal of International Economics, Elsevier, volume 89, issue 2, pages 331-346, DOI: 10.1016/j.jinteco.2012.08.003.
• Gupta, Pankaj & Mittal, Garima & Mehlawat, Mukesh Kumar, 2013, "Expected value multiobjective portfolio rebalancing model with fuzzy parameters," Insurance: Mathematics and Economics, Elsevier, volume 52, issue 2, pages 190-203, DOI: 10.1016/j.insmatheco.2012.12.002.
• Owadally, Iqbal & Landsman, Zinoviy, 2013, "A characterization of optimal portfolios under the tail mean–variance criterion," Insurance: Mathematics and Economics, Elsevier, volume 52, issue 2, pages 213-221, DOI: 10.1016/j.insmatheco.2012.12.004.
• Pézier, Jacques & Scheller, Johanna, 2013, "Best portfolio insurance for long-term investment strategies in realistic conditions," Insurance: Mathematics and Economics, Elsevier, volume 52, issue 2, pages 263-274, DOI: 10.1016/j.insmatheco.2013.01.001.
• Mao, Hong & Carson, James M. & Ostaszewski, Krzysztof M. & Wen, Zhongkai, 2013, "Optimal decision on dynamic insurance price and investment portfolio of an insurer," Insurance: Mathematics and Economics, Elsevier, volume 52, issue 2, pages 359-369, DOI: 10.1016/j.insmatheco.2013.01.007.
• He, Lin & Liang, Zongxia, 2013, "Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase," Insurance: Mathematics and Economics, Elsevier, volume 52, issue 2, pages 404-410, DOI: 10.1016/j.insmatheco.2013.02.005.
• Weng, Chengguo, 2013, "Constant proportion portfolio insurance under a regime switching exponential Lévy process," Insurance: Mathematics and Economics, Elsevier, volume 52, issue 3, pages 508-521, DOI: 10.1016/j.insmatheco.2013.03.001.
• Gajek, Lesław & Krajewska, Elżbieta, 2013, "A new immunization inequality for random streams of assets, liabilities and interest rates," Insurance: Mathematics and Economics, Elsevier, volume 53, issue 3, pages 624-631, DOI: 10.1016/j.insmatheco.2013.08.012.
• He, Lin & Liang, Zongxia, 2013, "Optimal investment strategy for the DC plan with the return of premiums clauses in a mean–variance framework," Insurance: Mathematics and Economics, Elsevier, volume 53, issue 3, pages 643-649, DOI: 10.1016/j.insmatheco.2013.09.002.
• Liu, Yong-Jun & Zhang, Wei-Guo, 2013, "Fuzzy portfolio optimization model under real constraints," Insurance: Mathematics and Economics, Elsevier, volume 53, issue 3, pages 704-711, DOI: 10.1016/j.insmatheco.2013.09.005.
• Magni, Carlo Alberto, 2013, "Generalized Makeham’s formula and economic profitability," Insurance: Mathematics and Economics, Elsevier, volume 53, issue 3, pages 747-756, DOI: 10.1016/j.insmatheco.2013.09.014.
• Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2013, "Investor herds and regime-switching: Evidence from Gulf Arab stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 295-321, DOI: 10.1016/j.intfin.2012.09.007.
• Auer, Benjamin R. & Schuhmacher, Frank, 2013, "Robust evidence on the similarity of Sharpe ratio and drawdown-based hedge fund performance rankings," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 24, issue C, pages 153-165, DOI: 10.1016/j.intfin.2012.11.010.
• Durand, Robert B. & Koh, SzeKee & Limkriangkrai, Manapon, 2013, "Saints versus Sinners. Does morality matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 24, issue C, pages 166-183, DOI: 10.1016/j.intfin.2012.12.002.
• Das, Sougata & Kadapakkam, Palani-Rajan & Tse, Yiuman, 2013, "Is carry-trade a viable alternative asset class?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 24, issue C, pages 247-257, DOI: 10.1016/j.intfin.2012.12.004.
• Silvennoinen, Annastiina & Thorp, Susan, 2013, "Financialization, crisis and commodity correlation dynamics," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 24, issue C, pages 42-65, DOI: 10.1016/j.intfin.2012.11.007.
• Antonakakis, Nikolaos & Vergos, Konstantinos, 2013, "Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 258-272, DOI: 10.1016/j.intfin.2013.06.004.
• Marcelo, José Luis Miralles & Quirós, José Luis Miralles & Martins, José Luís, 2013, "The role of country and industry factors during volatile times," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 273-290, DOI: 10.1016/j.intfin.2013.06.005.
• Nartea, Gilbert V. & Wu, Ji & Liu, Zhentao, 2013, "Does idiosyncratic volatility matter in emerging markets? Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 137-160, DOI: 10.1016/j.intfin.2013.09.002.
• Mykhaylova, Olena & Mago, Shakun & Staveley-O’Carroll, James, 2013, "Housing prices and balance sheets effects: A classroom demonstration," International Review of Economics Education, Elsevier, volume 13, issue C, pages 50-66, DOI: 10.1016/j.iree.2013.04.014.
• Lawrence, Alastair, 2013, "Individual investors and financial disclosure," Journal of Accounting and Economics, Elsevier, volume 56, issue 1, pages 130-147, DOI: 10.1016/j.jacceco.2013.05.001.
• Zhang, Qi & Cai, Charlie X. & Keasey, Kevin, 2013, "Market reaction to earnings news: A unified test of information risk and transaction costs," Journal of Accounting and Economics, Elsevier, volume 56, issue 2, pages 251-266, DOI: 10.1016/j.jacceco.2013.08.002.
• Neely, Christopher J. & Weller, Paul A., 2013, "Lessons from the evolution of foreign exchange trading strategies," Journal of Banking & Finance, Elsevier, volume 37, issue 10, pages 3783-3798, DOI: 10.1016/j.jbankfin.2013.05.029.
• Narayan, Paresh Kumar & Narayan, Seema & Sharma, Susan Sunila, 2013, "An analysis of commodity markets: What gain for investors?," Journal of Banking & Finance, Elsevier, volume 37, issue 10, pages 3878-3889, DOI: 10.1016/j.jbankfin.2013.07.009.
• Stix, Helmut, 2013, "Why do people save in cash? Distrust, memories of banking crises, weak institutions and dollarization," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4087-4106, DOI: 10.1016/j.jbankfin.2013.07.015.
• Huang, Shiyang & Qiu, Zhigang & Shang, Qi & Tang, Ke, 2013, "Asset pricing with heterogeneous beliefs and relative performance," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4107-4119, DOI: 10.1016/j.jbankfin.2013.07.018.
• Zhu, Xiaoneng & Zhu, Jie, 2013, "Predicting stock returns: A regime-switching combination approach and economic links," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4120-4133, DOI: 10.1016/j.jbankfin.2013.07.016.
• Kellner, Ralf & Gatzert, Nadine, 2013, "Estimating the basis risk of index-linked hedging strategies using multivariate extreme value theory," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4353-4367, DOI: 10.1016/j.jbankfin.2013.07.043.
• Hagströmer, Björn & Hansson, Björn & Nilsson, Birger, 2013, "The components of the illiquidity premium: An empirical analysis of US stocks 1927–2010," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4476-4487, DOI: 10.1016/j.jbankfin.2013.01.029.
• Qin, Zhenjiang, 2013, "Speculations in option markets enhance allocation efficiency with heterogeneous beliefs and learning," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4675-4694, DOI: 10.1016/j.jbankfin.2013.07.045.
• Chen, Sheng-Syan & Chen, Hsien-Yi & Chang, Chong-Chuo & Yang, Shu-Ling, 2013, "How do sovereign credit rating changes affect private investment?," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4820-4833, DOI: 10.1016/j.jbankfin.2013.09.002.
• Chan, Kalok & Kot, Hung Wan & Tang, Gordon Y.N., 2013, "A comprehensive long-term analysis of S&P 500 index additions and deletions," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4920-4930, DOI: 10.1016/j.jbankfin.2013.08.027.
• Dyakov, Teodor & Verbeek, Marno, 2013, "Front-running of mutual fund fire-sales," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4931-4942, DOI: 10.1016/j.jbankfin.2013.08.013.
• Maio, Paulo, 2013, "Return decomposition and the Intertemporal CAPM," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4958-4972, DOI: 10.1016/j.jbankfin.2013.08.021.
• Branger, Nicole & Larsen, Linda Sandris, 2013, "Robust portfolio choice with uncertainty about jump and diffusion risk," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5036-5047, DOI: 10.1016/j.jbankfin.2013.08.023.
• Karstanje, Dennis & Sojli, Elvira & Tham, Wing Wah & van der Wel, Michel, 2013, "Economic valuation of liquidity timing," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5073-5087, DOI: 10.1016/j.jbankfin.2013.09.010.
• Grauer, Robert R., 2013, "Limiting losses may be injurious to your wealth," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5088-5100, DOI: 10.1016/j.jbankfin.2013.07.047.
• Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo, 2013, "On the predictability of stock prices: A case for high and low prices," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5132-5146, DOI: 10.1016/j.jbankfin.2013.05.024.
• Corò, Filippo & Dufour, Alfonso & Varotto, Simone, 2013, "Credit and liquidity components of corporate CDS spreads," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5511-5525, DOI: 10.1016/j.jbankfin.2013.07.010.
• Brandtner, Mario, 2013, "Conditional Value-at-Risk, spectral risk measures and (non-)diversification in portfolio selection problems – A comparison with mean–variance analysis," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5526-5537, DOI: 10.1016/j.jbankfin.2013.02.009.
• Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2013, "Liquidity commonality in commodities," Journal of Banking & Finance, Elsevier, volume 37, issue 1, pages 11-20, DOI: 10.1016/j.jbankfin.2012.08.013.
• Harris, Richard D.F. & Mazibas, Murat, 2013, "Dynamic hedge fund portfolio construction: A semi-parametric approach," Journal of Banking & Finance, Elsevier, volume 37, issue 1, pages 139-149, DOI: 10.1016/j.jbankfin.2012.08.017.
• Hoffmann, Arvid O.I. & Post, Thomas & Pennings, Joost M.E., 2013, "Individual investor perceptions and behavior during the financial crisis," Journal of Banking & Finance, Elsevier, volume 37, issue 1, pages 60-74, DOI: 10.1016/j.jbankfin.2012.08.007.
• DiTraglia, Francis J. & Gerlach, Jeffrey R., 2013, "Portfolio selection: An extreme value approach," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 305-323, DOI: 10.1016/j.jbankfin.2012.08.022.
• Boubaker, Heni & Sghaier, Nadia, 2013, "Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 361-377, DOI: 10.1016/j.jbankfin.2012.09.006.
• Driessen, Joost & Maenhout, Pascal, 2013, "The world price of jump and volatility risk," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 518-536, DOI: 10.1016/j.jbankfin.2012.09.008.
• An, Heng & Huang, Zhaodan & Zhang, Ting, 2013, "What determines corporate pension fund risk-taking strategy?," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 597-613, DOI: 10.1016/j.jbankfin.2012.09.018.
• Namvar, Ethan & Phillips, Blake, 2013, "Commonalities in investment strategy and the determinants of performance in mutual fund mergers," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 625-635, DOI: 10.1016/j.jbankfin.2012.10.001.
• Jiang, Chonghui & Ma, Yongkai & An, Yunbi, 2013, "International portfolio selection with exchange rate risk: A behavioural portfolio theory perspective," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 648-659, DOI: 10.1016/j.jbankfin.2012.10.004.
• Cornett, Marcia Millon & Li, Lei & Tehranian, Hassan, 2013, "The performance of banks around the receipt and repayment of TARP funds: Over-achievers versus under-achievers," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 730-746, DOI: 10.1016/j.jbankfin.2012.10.012.
• Stoyanov, Stoyan V. & Rachev, Svetlozar T. & Fabozzi, Frank J., 2013, "CVaR sensitivity with respect to tail thickness," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 977-988, DOI: 10.1016/j.jbankfin.2012.11.010.
• Dutt, Tanuj & Humphery-Jenner, Mark, 2013, "Stock return volatility, operating performance and stock returns: International evidence on drivers of the ‘low volatility’ anomaly," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 999-1017, DOI: 10.1016/j.jbankfin.2012.11.001.
• Behr, Patrick & Guettler, Andre & Miebs, Felix, 2013, "On portfolio optimization: Imposing the right constraints," Journal of Banking & Finance, Elsevier, volume 37, issue 4, pages 1232-1242, DOI: 10.1016/j.jbankfin.2012.11.020.
• Gupta-Mukherjee, Swasti, 2013, "When active fund managers deviate from their peers: Implications for fund performance," Journal of Banking & Finance, Elsevier, volume 37, issue 4, pages 1286-1305, DOI: 10.1016/j.jbankfin.2012.12.003.
• Branger, Nicole & Larsen, Linda Sandris & Munk, Claus, 2013, "Robust portfolio choice with ambiguity and learning about return predictability," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1397-1411, DOI: 10.1016/j.jbankfin.2012.05.009.
• Levy, Ariel & Lieberman, Offer, 2013, "Overreaction of country ETFs to US market returns: Intraday vs. daily horizons and the role of synchronized trading," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1412-1421, DOI: 10.1016/j.jbankfin.2012.03.024.
• Da Costa, Newton & Goulart, Marco & Cupertino, Cesar & Macedo, Jurandir & Da Silva, Sergio, 2013, "The disposition effect and investor experience," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1669-1675, DOI: 10.1016/j.jbankfin.2012.12.007.
• Kremer, Stephanie & Nautz, Dieter, 2013, "Causes and consequences of short-term institutional herding," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1676-1686, DOI: 10.1016/j.jbankfin.2012.12.006.
• Jin, Xing & Zhang, Kun, 2013, "Dynamic optimal portfolio choice in a jump-diffusion model with investment constraints," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1733-1746, DOI: 10.1016/j.jbankfin.2013.01.017.
• Ramiah, Vikash & Martin, Belinda & Moosa, Imad, 2013, "How does the stock market react to the announcement of green policies?," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1747-1758, DOI: 10.1016/j.jbankfin.2013.01.012.
• Angelidis, Timotheos & Giamouridis, Daniel & Tessaromatis, Nikolaos, 2013, "Revisiting mutual fund performance evaluation," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1759-1776, DOI: 10.1016/j.jbankfin.2013.01.006.
• Gülpinar, Nalan & Pachamanova, Dessislava, 2013, "A robust optimization approach to asset-liability management under time-varying investment opportunities," Journal of Banking & Finance, Elsevier, volume 37, issue 6, pages 2031-2041, DOI: 10.1016/j.jbankfin.2013.01.025.
• Christelis, Dimitris & Georgarakos, Dimitris, 2013, "Investing at home and abroad: Different costs, different people?," Journal of Banking & Finance, Elsevier, volume 37, issue 6, pages 2069-2086, DOI: 10.1016/j.jbankfin.2013.01.019.
• Cui, Xueting & Zhu, Shushang & Sun, Xiaoling & Li, Duan, 2013, "Nonlinear portfolio selection using approximate parametric Value-at-Risk," Journal of Banking & Finance, Elsevier, volume 37, issue 6, pages 2124-2139, DOI: 10.1016/j.jbankfin.2013.01.036.
• Fedenia, Mark & Shafer, Sherrill & Skiba, Hilla, 2013, "Information immobility, industry concentration, and institutional investors’ performance," Journal of Banking & Finance, Elsevier, volume 37, issue 6, pages 2140-2159, DOI: 10.1016/j.jbankfin.2013.01.034.
• Thapa, Chandra & Paudyal, Krishna & Neupane, Suman, 2013, "Access to information and international portfolio allocation," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2255-2267, DOI: 10.1016/j.jbankfin.2013.01.011.
• Herrmann, Ulf & Scholz, Hendrik, 2013, "Short-term persistence in hybrid mutual fund performance: The role of style-shifting abilities," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2314-2328, DOI: 10.1016/j.jbankfin.2013.01.022.
• García-Herrero, Alicia & Vázquez, Francisco, 2013, "International diversification gains and home bias in banking," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2560-2571, DOI: 10.1016/j.jbankfin.2013.02.024.
• Nofsinger, John R. & Varma, Abhishek, 2013, "Availability, recency, and sophistication in the repurchasing behavior of retail investors," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2572-2585, DOI: 10.1016/j.jbankfin.2013.02.023.
• Franck, Alexander & Kerl, Alexander, 2013, "Analyst forecasts and European mutual fund trading," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2677-2692, DOI: 10.1016/j.jbankfin.2013.04.008.
• Bruhn, Kenneth & Steffensen, Mogens, 2013, "Optimal smooth consumption and annuity design," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2693-2701, DOI: 10.1016/j.jbankfin.2013.03.015.
• Ülkü, Numan & Weber, Enzo, 2013, "Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2733-2749, DOI: 10.1016/j.jbankfin.2013.03.021.
• Yao, Jing & Li, Duan, 2013, "Prospect theory and trading patterns," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2793-2805, DOI: 10.1016/j.jbankfin.2013.04.001.
• Baltzer, Markus & Stolper, Oscar & Walter, Andreas, 2013, "Is local bias a cross-border phenomenon? Evidence from individual investors’ international asset allocation," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2823-2835, DOI: 10.1016/j.jbankfin.2013.04.009.
• Nejadmalayeri, Ali & Nishikawa, Takeshi & Rao, Ramesh P., 2013, "Sarbanes-Oxley Act and corporate credit spreads," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2991-3006, DOI: 10.1016/j.jbankfin.2013.04.013.
• DeMiguel, Victor & Martin-Utrera, Alberto & Nogales, Francisco J., 2013, "Size matters: Optimal calibration of shrinkage estimators for portfolio selection," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 3018-3034, DOI: 10.1016/j.jbankfin.2013.04.033.
• Low, Rand Kwong Yew & Alcock, Jamie & Faff, Robert & Brailsford, Timothy, 2013, "Canonical vine copulas in the context of modern portfolio management: Are they worth it?," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 3085-3099, DOI: 10.1016/j.jbankfin.2013.02.036.
• Ding, Liang & Ma, Jun, 2013, "Portfolio reallocation and exchange rate dynamics," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 3100-3124, DOI: 10.1016/j.jbankfin.2013.02.035.
• Girardi, Giulio & Tolga Ergün, A., 2013, "Systemic risk measurement: Multivariate GARCH estimation of CoVaR," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 3169-3180, DOI: 10.1016/j.jbankfin.2013.02.027.
• Chalmers, John & Kaul, Aditya & Phillips, Blake, 2013, "The wisdom of crowds: Mutual fund investors’ aggregate asset allocation decisions," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3318-3333, DOI: 10.1016/j.jbankfin.2013.05.004.
• Nyberg, Henri, 2013, "Predicting bear and bull stock markets with dynamic binary time series models," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3351-3363, DOI: 10.1016/j.jbankfin.2013.05.008.
• Verbeek, Marno & Wang, Yu, 2013, "Better than the original? The relative success of copycat funds," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3454-3471, DOI: 10.1016/j.jbankfin.2013.04.024.
• Jang, Bong-Gyu & Park, Seyoung & Rhee, Yuna, 2013, "Optimal retirement with unemployment risks," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3585-3604, DOI: 10.1016/j.jbankfin.2013.05.017.
• Dreyer, Johannes K. & Schneider, Johannes & Smith, William T., 2013, "Saving-based asset-pricing," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3704-3715, DOI: 10.1016/j.jbankfin.2013.04.034.
• Giofré, Maela, 2013, "Investor protection rights and foreign investment," Journal of Comparative Economics, Elsevier, volume 41, issue 2, pages 506-526, DOI: 10.1016/j.jce.2012.07.002.
• Calice, Giovanni & Chen, Jing & Williams, Julian, 2013, "Liquidity spillovers in sovereign bond and CDS markets: An analysis of the Eurozone sovereign debt crisis," Journal of Economic Behavior & Organization, Elsevier, volume 85, issue C, pages 122-143, DOI: 10.1016/j.jebo.2011.10.013.
• Wisniewski, Tomasz Piotr & Lambe, Brendan, 2013, "The role of media in the credit crunch: The case of the banking sector," Journal of Economic Behavior & Organization, Elsevier, volume 85, issue C, pages 163-175, DOI: 10.1016/j.jebo.2011.10.012.
• Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu, 2013, "A comparison of the original and revised Basel market risk frameworks for regulating bank capital," Journal of Economic Behavior & Organization, Elsevier, volume 85, issue C, pages 249-268, DOI: 10.1016/j.jebo.2012.04.007.
• Chew, Soo Hong & Ebstein, Richard P. & Zhong, Songfa, 2013, "Sex-hormone genes and gender difference in ultimatum game: Experimental evidence from China and Israel," Journal of Economic Behavior & Organization, Elsevier, volume 90, issue C, pages 28-42, DOI: 10.1016/j.jebo.2013.03.008.
• Beshears, John & Choi, James J. & Laibson, David & Madrian, Brigitte C., 2013, "Simplification and saving," Journal of Economic Behavior & Organization, Elsevier, volume 95, issue C, pages 130-145, DOI: 10.1016/j.jebo.2012.03.007.
• Gong, Binglin & Lei, Vivian & Pan, Deng, 2013, "Before and after: The impact of a real bubble crash on investors’ trading behavior in the lab," Journal of Economic Behavior & Organization, Elsevier, volume 95, issue C, pages 186-196, DOI: 10.1016/j.jebo.2013.03.016.
• de Araújo, André da Silva & Garcia, Maria Teresa Medeiros, 2013, "Risk contagion in the north-western and southern European stock markets," Journal of Economics and Business, Elsevier, volume 69, issue C, pages 1-34, DOI: 10.1016/j.jeconbus.2013.04.005.
• Wahal, Sunil & Yavuz, M. Deniz, 2013, "Style investing, comovement and return predictability," Journal of Financial Economics, Elsevier, volume 107, issue 1, pages 136-154, DOI: 10.1016/j.jfineco.2012.08.005.
• He, Zhiguo & Xiong, Wei, 2013, "Delegated asset management, investment mandates, and capital immobility," Journal of Financial Economics, Elsevier, volume 107, issue 2, pages 239-258, DOI: 10.1016/j.jfineco.2012.08.010.
• Ramadorai, Tarun, 2013, "Capacity constraints, investor information, and hedge fund returns," Journal of Financial Economics, Elsevier, volume 107, issue 2, pages 401-416, DOI: 10.1016/j.jfineco.2012.08.020.
• Li, Yan & Yang, Liyan, 2013, "Prospect theory, the disposition effect, and asset prices," Journal of Financial Economics, Elsevier, volume 107, issue 3, pages 715-739, DOI: 10.1016/j.jfineco.2012.11.002.
• Bonaparte, Yosef & Kumar, Alok, 2013, "Political activism, information costs, and stock market participation," Journal of Financial Economics, Elsevier, volume 107, issue 3, pages 760-786, DOI: 10.1016/j.jfineco.2012.09.012.
• Avramov, Doron & Chordia, Tarun & Jostova, Gergana & Philipov, Alexander, 2013, "Anomalies and financial distress," Journal of Financial Economics, Elsevier, volume 108, issue 1, pages 139-159, DOI: 10.1016/j.jfineco.2012.10.005.
• Hau, Harald & Lai, Sandy, 2013, "Real effects of stock underpricing," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 392-408, DOI: 10.1016/j.jfineco.2012.11.001.
• Spiegel, Matthew & Zhang, Hong, 2013, "Mutual fund risk and market share-adjusted fund flows," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 506-528, DOI: 10.1016/j.jfineco.2012.05.018.
• So, Eric C., 2013, "A new approach to predicting analyst forecast errors: Do investors overweight analyst forecasts?," Journal of Financial Economics, Elsevier, volume 108, issue 3, pages 615-640, DOI: 10.1016/j.jfineco.2013.02.002.
• Banegas, Ayelen & Gillen, Ben & Timmermann, Allan & Wermers, Russ, 2013, "The cross section of conditional mutual fund performance in European stock markets," Journal of Financial Economics, Elsevier, volume 108, issue 3, pages 699-726, DOI: 10.1016/j.jfineco.2013.01.008.
• Cao, Charles & Chen, Yong & Liang, Bing & Lo, Andrew W., 2013, "Can hedge funds time market liquidity?," Journal of Financial Economics, Elsevier, volume 109, issue 2, pages 493-516, DOI: 10.1016/j.jfineco.2013.03.009.
• Edelman, Daniel & Fung, William & Hsieh, David A., 2013, "Exploring uncharted territories of the hedge fund Industry: Empirical characteristics of mega hedge fund firms," Journal of Financial Economics, Elsevier, volume 109, issue 3, pages 734-758, DOI: 10.1016/j.jfineco.2013.04.003.
• Roche, Hervé & Tompaidis, Stathis & Yang, Chunyu, 2013, "Why does junior put all his eggs in one basket? A potential rational explanation for holding concentrated portfolios," Journal of Financial Economics, Elsevier, volume 109, issue 3, pages 775-796, DOI: 10.1016/j.jfineco.2013.03.016.
• Green, T. Clifton & Jame, Russell, 2013, "Company name fluency, investor recognition, and firm value," Journal of Financial Economics, Elsevier, volume 109, issue 3, pages 813-834, DOI: 10.1016/j.jfineco.2013.04.007.
• Bakshi, Gurdip & Panayotov, George, 2013, "Predictability of currency carry trades and asset pricing implications," Journal of Financial Economics, Elsevier, volume 110, issue 1, pages 139-163, DOI: 10.1016/j.jfineco.2013.04.010.
• Dass, Nishant & Nanda, Vikram & Wang, Qinghai, 2013, "Allocation of decision rights and the investment strategy of mutual funds," Journal of Financial Economics, Elsevier, volume 110, issue 1, pages 254-277, DOI: 10.1016/j.jfineco.2013.06.004.
• Lan, Yingcong & Wang, Neng & Yang, Jinqiang, 2013, "The economics of hedge funds," Journal of Financial Economics, Elsevier, volume 110, issue 2, pages 300-323, DOI: 10.1016/j.jfineco.2013.05.004.
• Maheu, John M. & McCurdy, Thomas H. & Zhao, Xiaofei, 2013, "Do jumps contribute to the dynamics of the equity premium?," Journal of Financial Economics, Elsevier, volume 110, issue 2, pages 457-477, DOI: 10.1016/j.jfineco.2013.07.006.
• Chang, Sanders S., 2013, "Can cross-country portfolio rebalancing give rise to forward bias in FX markets?," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 1079-1096, DOI: 10.1016/j.jimonfin.2012.09.002.
• De Moor, Lieven & Sercu, Piet, 2013, "The smallest firm effect: An international study," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 129-155, DOI: 10.1016/j.jimonfin.2012.04.002.
• Pieterse-Bloem, Mary & Mahieu, Ronald J., 2013, "Factor decomposition and diversification in European corporate bond markets," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 194-213, DOI: 10.1016/j.jimonfin.2012.04.005.
• De Santis, Roberto A. & Favero, Carlo A. & Roffia, Barbara, 2013, "Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 377-404, DOI: 10.1016/j.jimonfin.2012.04.012.
• Abdioglu, Nida & Khurshed, Arif & Stathopoulos, Konstantinos, 2013, "Foreign institutional investment: Is governance quality at home important?," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 916-940, DOI: 10.1016/j.jimonfin.2012.08.001.
• Vermeulen, Robert, 2013, "International diversification during the financial crisis: A blessing for equity investors?," Journal of International Money and Finance, Elsevier, volume 35, issue C, pages 104-123, DOI: 10.1016/j.jimonfin.2013.01.003.
• Hamberg, Mattias & Mavruk, Taylan & Sjögren, Stefan, 2013, "Investment allocation decisions, home bias and the mandatory IFRS adoption," Journal of International Money and Finance, Elsevier, volume 36, issue C, pages 107-130, DOI: 10.1016/j.jimonfin.2013.04.001.
• Chen, Wei-Peng & Choudhry, Taufiq & Wu, Chih-Chiang, 2013, "The extreme value in crude oil and US dollar markets," Journal of International Money and Finance, Elsevier, volume 36, issue C, pages 191-210, DOI: 10.1016/j.jimonfin.2013.04.004.
• Patnaik, Ila & Shah, Ajay, 2013, "The investment technology of foreign and domestic institutional investors in an emerging market," Journal of International Money and Finance, Elsevier, volume 39, issue C, pages 65-88, DOI: 10.1016/j.jimonfin.2013.06.019.
• Bauernschuster, Stefan & Falck, Oliver & Große, Niels, 2013, "When trustors compete for the favour of a trustee – A laboratory experiment," Journal of Economic Psychology, Elsevier, volume 34, issue C, pages 133-147, DOI: 10.1016/j.joep.2012.09.004.
• Muehlfeld, Katrin & Weitzel, Utz & van Witteloostuijn, Arjen, 2013, "Fight or freeze? Individual differences in investors’ motivational systems and trading in experimental asset markets," Journal of Economic Psychology, Elsevier, volume 34, issue C, pages 195-209, DOI: 10.1016/j.joep.2012.09.014.
• Duxbury, Darren & Summers, Barbara & Hudson, Robert & Keasey, Kevin, 2013, "How people evaluate defined contribution, annuity-based pension arrangements: A behavioral exploration," Journal of Economic Psychology, Elsevier, volume 34, issue C, pages 256-269, DOI: 10.1016/j.joep.2012.10.008.
• Blaufus, Kay & Bob, Jonathan & Hundsdoerfer, Jochen & Kiesewetter, Dirk & Weimann, Joachim, 2013, "Decision heuristics and tax perception – An analysis of a tax-cut-cum-base-broadening policy," Journal of Economic Psychology, Elsevier, volume 35, issue C, pages 1-16, DOI: 10.1016/j.joep.2012.12.004.
• Kliger, Doron & Kudryavtsev, Andrey, 2013, "Volatility expectations and the reaction to analyst recommendations," Journal of Economic Psychology, Elsevier, volume 37, issue C, pages 1-6, DOI: 10.1016/j.joep.2013.04.003.
• Sensoy, Ahmet, 2013, "Dynamic relationship between precious metals," Resources Policy, Elsevier, volume 38, issue 4, pages 504-511, DOI: 10.1016/j.resourpol.2013.08.004.
• Chang, Chia-Lin & González-Serrano, Lydia & Jimenez-Martin, Juan-Angel, 2013, "Currency hedging strategies using dynamic multivariate GARCH," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 94, issue C, pages 164-182, DOI: 10.1016/j.matcom.2012.02.008.
• Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio & Santos, Paulo Araújo, 2013, "GFC-robust risk management under the Basel Accord using extreme value methodologies," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 94, issue C, pages 223-237, DOI: 10.1016/j.matcom.2013.08.010.
• Chae, Joon & Yang, Cheol-Won, 2013, "Commonality in individuals' trading: A systematic path between behavioral bias and expected returns," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 1008-1023, DOI: 10.1016/j.pacfin.2012.07.003.
• Hsu, Yuan-Lin & Chow, Edward H., 2013, "The house money effect on investment risk taking: Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 1102-1115, DOI: 10.1016/j.pacfin.2012.08.005.
• Tsai, Shih-Chuan, 2013, "Investors' information advantage and order choices in an order-driven market," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 932-951, DOI: 10.1016/j.pacfin.2012.07.001.
• Docherty, Paul & Chan, Howard & Easton, Steve, 2013, "Can we treat empirical regularities as state variables in the ICAPM? Evidence from Australia," Pacific-Basin Finance Journal, Elsevier, volume 22, issue C, pages 107-124, DOI: 10.1016/j.pacfin.2012.10.004.
• Nartea, Gilbert V. & Wu, Ji, 2013, "Is there a volatility effect in the Hong Kong stock market?," Pacific-Basin Finance Journal, Elsevier, volume 25, issue C, pages 119-135, DOI: 10.1016/j.pacfin.2013.07.004.
• Sawada, Michiru, 2013, "How does the stock market value bank diversification? Empirical evidence from Japanese banks," Pacific-Basin Finance Journal, Elsevier, volume 25, issue C, pages 40-61, DOI: 10.1016/j.pacfin.2013.08.001.
• Salaber, Julie, 2013, "Religion and returns in Europe," European Journal of Political Economy, Elsevier, volume 32, issue C, pages 149-160, DOI: 10.1016/j.ejpoleco.2013.07.002.
• Pashchenko, Svetlana, 2013, "Accounting for non-annuitization," Journal of Public Economics, Elsevier, volume 98, issue C, pages 53-67, DOI: 10.1016/j.jpubeco.2012.11.005.
• Kero, Afroditi, 2013, "Banks’ risk taking, financial innovation and macroeconomic risk," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 2, pages 112-124, DOI: 10.1016/j.qref.2013.01.001.
• Klein, Rudolf F. & Chow, Victor K., 2013, "Orthogonalized factors and systematic risk decomposition," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 2, pages 175-187, DOI: 10.1016/j.qref.2013.02.003.
• Guidolin, Massimo & Ravazzolo, Francesco & Tortora, Andrea Donato, 2013, "Alternative econometric implementations of multi-factor models of the U.S. financial markets," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 2, pages 87-111, DOI: 10.1016/j.qref.2013.01.004.
• Ibarra, Raul, 2013, "A spatial dominance approach to evaluate the performance of stocks and bonds: Does the investment horizon matter?," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 4, pages 429-439, DOI: 10.1016/j.qref.2013.03.001.
• Ling, Leng & Arias, J.J., 2013, "Mutual fund flows and window-dressing," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 4, pages 440-449, DOI: 10.1016/j.qref.2013.05.003.
• Chen, Chun-nan, 2013, "The predictability of opening returns for the returns of the trading day: Evidence from Taiwan futures market," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 272-281, DOI: 10.1016/j.iref.2012.07.012.
• Erdogan, Oral & Tata, Kenan & Karahasan, B. Can & Sengoz, M. Hakan, 2013, "Dynamics of the co-movement between stock and maritime markets," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 282-290, DOI: 10.1016/j.iref.2012.07.007.
• Hueng, C. James & Yau, Ruey, 2013, "Country-specific idiosyncratic risk and global equity index returns," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 326-337, DOI: 10.1016/j.iref.2012.07.014.
• Chen, Yi-Hsuan & Tu, Anthony H., 2013, "Estimating hedged portfolio value-at-risk using the conditional copula: An illustration of model risk," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 514-528, DOI: 10.1016/j.iref.2013.01.006.
• McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio, 2013, "GFC-robust risk management strategies under the Basel Accord," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 97-111, DOI: 10.1016/j.iref.2012.09.006.
• Konermann, Patrick & Meinerding, Christoph & Sedova, Olga, 2013, "Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations," Review of Financial Economics, Elsevier, volume 22, issue 1, pages 36-46, DOI: 10.1016/j.rfe.2012.08.001.
• Demirer, Rıza & Jategaonkar, Shrikant P., 2013, "The conditional relation between dispersion and return," Review of Financial Economics, Elsevier, volume 22, issue 3, pages 125-134, DOI: 10.1016/j.rfe.2013.04.004.
• Giovannetti, Bruno C., 2013, "Asset pricing under quantile utility maximization," Review of Financial Economics, Elsevier, volume 22, issue 4, pages 169-179, DOI: 10.1016/j.rfe.2013.05.008.
• Walkshäusl, Christian, 2013, "The high returns to low volatility stocks are actually a premium on high quality firms," Review of Financial Economics, Elsevier, volume 22, issue 4, pages 180-186, DOI: 10.1016/j.rfe.2013.06.001.
• Baur, Dirk G., 2013, "The autumn effect of gold," Research in International Business and Finance, Elsevier, volume 27, issue 1, pages 1-11, DOI: 10.1016/j.ribaf.2012.05.001.
• Pattitoni, Pierpaolo & Petracci, Barbara & Potì, Valerio & Spisni, Massimo, 2013, "Cost of entrepreneurial capital and under-diversification: A Euro-Mediterranean perspective," Research in International Business and Finance, Elsevier, volume 27, issue 1, pages 12-27, DOI: 10.1016/j.ribaf.2012.04.004.
• Lagoarde-Segot, Thomas, 2013, "Does stock market development always improve firm-level financing? Evidence from Tunisia," Research in International Business and Finance, Elsevier, volume 27, issue 1, pages 183-208, DOI: 10.1016/j.ribaf.2011.10.003.
• Brière, Marie & Signori, Ombretta, 2013, "Hedging inflation risk in a developing economy: The case of Brazil," Research in International Business and Finance, Elsevier, volume 27, issue 1, pages 209-222, DOI: 10.1016/j.ribaf.2012.04.003.
• Samson, Lucie, 2013, "Asset prices and exchange risk: Empirical evidence from Canada," Research in International Business and Finance, Elsevier, volume 28, issue C, pages 35-44, DOI: 10.1016/j.ribaf.2012.09.006.
• Vidal-García, Javier, 2013, "The persistence of European mutual fund performance," Research in International Business and Finance, Elsevier, volume 28, issue C, pages 45-67, DOI: 10.1016/j.ribaf.2012.09.004.
• Hammami, Yacine & Jilani, Faouzi & Oueslati, Abdelmonem, 2013, "Mutual fund performance in Tunisia: A multivariate GARCH approach," Research in International Business and Finance, Elsevier, volume 29, issue C, pages 35-51, DOI: 10.1016/j.ribaf.2013.02.001.
• Demirer, Riza, 2013, "Can advanced markets help diversify risks in frontier stock markets? Evidence from Gulf Arab stock markets," Research in International Business and Finance, Elsevier, volume 29, issue C, pages 77-98, DOI: 10.1016/j.ribaf.2013.04.001.
• Khaled, Mohammed S. & Keef, Stephen P., 2013, "Seasonal affective disorder: onset and recovery," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 42, issue C, pages 136-139, DOI: 10.1016/j.socec.2012.11.018.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2013, "The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-24, May.
• Alexandra Spicer & Olena Stavrunova & Susan Thorp, 2013, "How Portfolios Evolve After Retirement: Evidence from Australia," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-40, Jun.
• Jiang, Hao & Verardo, Michela, 2013, "Does herding behavior reveal skill? An analysis of mutual fund performance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119034, Mar.
• Cella, Cristina & Ellul, Andrew & Giannetti, Mariassunta, 2013, "Investors' horizons and the amplification of market shocks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119037, Feb.
• Ellul, Andrew & Jotikasthira, Chotibhak & Lundblad, Christian T. & Wang, Yihui, 2013, "Mark-to-market accounting and systemic risk: evidence from the insurance industry," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60968, Oct.
• Luigi Guiso & Paola Sapienza & Luigi Zingales, 2013, "Time Varying Risk Aversion," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1322, revised Sep 2013.
• Luigi Guiso & Eliana Viviano, 2013, "How Much Can Financial Literacy Help?," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1325, revised Sep 2013.
• Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2013, "Asset Market Participation and Portfolio Choice over the Life-Cycle," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1326, revised Oct 2013.
• Dora Gicheva & Albert N. Link, 2013, "Leveraging entrepreneurship through private investments: does gender matter?," Chapters, Edward Elgar Publishing, chapter 10, "Public Support of Innovation in Entrepreneurial Firms".
• Chirinos, Miguel, 2013, "Medición de contagio e interdependencia financieros mediante cópulas y eventos extremos en los países de la América Latina," El Trimestre Económico, Fondo de Cultura Económica, volume 80, issue 317, pages 169-206, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v80i.