Research classified by Journal of Economic Literature (JEL) codes

2014

• 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.

2013

• 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.
• Ansgar Belke & Jennifer Schneider, 2013, "Portfolio choice of financial investors and European business cycle convergence: a panel analysis for EU countries," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 40, issue 1, pages 175-196, February, DOI: 10.1007/s10663-011-9181-4.
• Iliya Markov & Rodrigue Oeuvray & Nils Tuchschmid, 2013, "Non-fully invested derivative-free bond index replication," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 27, issue 1, pages 101-124, March, DOI: 10.1007/s11408-012-0201-6.
• Asmerilda Hitaj & Lorenzo Mercuri, 2013, "Portfolio allocation using multivariate variance gamma models," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 27, issue 1, pages 65-99, March, DOI: 10.1007/s11408-012-0202-5.
• Laura Andreu & Laurens Swinkels & Liam Tjong-A-Tjoe, 2013, "Can exchange traded funds be used to exploit industry and country momentum?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 27, issue 2, pages 127-148, June, DOI: 10.1007/s11408-013-0207-8.
• Philipp Stephan & Rüdiger Nitzsch, 2013, "Do individual investors’ stock recommendations in online communities contain investment value?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 27, issue 2, pages 149-186, June, DOI: 10.1007/s11408-013-0208-7.
• Stefan Erdorf & Thomas Hartmann-Wendels & Nicolas Heinrichs & Michael Matz, 2013, "Corporate diversification and firm value: a survey of recent literature," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 27, issue 2, pages 187-215, June, DOI: 10.1007/s11408-013-0209-6.
• Erindi Allaj, 2013, "The Black–Litterman model: a consistent estimation of the parameter tau," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 27, issue 2, pages 217-251, June, DOI: 10.1007/s11408-013-0205-x.
• Benjamin Auer, 2013, "The low return distortion of the Sharpe ratio," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 27, issue 3, pages 299-306, September, DOI: 10.1007/s11408-013-0213-x.
• Alexander Franck & Andreas Walter & Johannes Witt, 2013, "Momentum strategies of German mutual funds," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 27, issue 3, pages 307-332, September, DOI: 10.1007/s11408-013-0211-z.
• Stan Miles, 2013, "Constant-collateral pyramiding trading strategies in futures markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 27, issue 4, pages 381-396, December, DOI: 10.1007/s11408-013-0216-7.
• Nelson Areal & Maria Cortez & Florinda Silva, 2013, "The conditional performance of US mutual funds over different market regimes: do different types of ethical screens matter?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 27, issue 4, pages 397-429, December, DOI: 10.1007/s11408-013-0218-5.
• Jinghan Cai & Hossein Kazemi & Jibao He & Weili Zhai, 2013, "Weekend Effect and Short Sales: International Evidence," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 19, issue 2, pages 209-211, May, DOI: 10.1007/s11294-013-9398-z.
• Mohamed Ayadi & Hatem Ben-Ameur & Skander Lazrak & Yue Wang, 2013, "Canadian Investors and the Discount on Closed-End Funds," Journal of Financial Services Research, Springer;Western Finance Association, volume 43, issue 1, pages 69-98, February, DOI: 10.1007/s10693-011-0125-8.
• Claudio Raddatz & Sergio Schmukler, 2013, "Deconstructing Herding: Evidence from Pension Fund Investment Behavior," Journal of Financial Services Research, Springer;Western Finance Association, volume 43, issue 1, pages 99-126, February, DOI: 10.1007/s10693-012-0155-x.
• Ann Yang, 2013, "Decision Making for Individual Investors: A Measurement of Latent Difficulties," Journal of Financial Services Research, Springer;Western Finance Association, volume 44, issue 3, pages 303-329, December, DOI: 10.1007/s10693-012-0144-0.
• Cristian Voicu & Michael Seiler, 2013, "Deriving Optimal Portfolios for Hedging Housing Risk," The Journal of Real Estate Finance and Economics, Springer, volume 46, issue 3, pages 379-396, April, DOI: 10.1007/s11146-011-9328-x.
• Martin Hoesli & Kustrim Reka, 2013, "Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, volume 47, issue 1, pages 1-35, July, DOI: 10.1007/s11146-011-9346-8.
• Liang Peng & Rainer Schulz, 2013, "Does the Diversification Potential of Securitized Real Estate Vary Over Time and Should Investors Care?," The Journal of Real Estate Finance and Economics, Springer, volume 47, issue 2, pages 310-340, August, DOI: 10.1007/s11146-011-9357-5.
• Elyès Jouini & Clotilde Napp & Diego Nocetti, 2013, "Economic consequences of Nth-degree risk increases and Nth-degree risk attitudes," Journal of Risk and Uncertainty, Springer, volume 47, issue 2, pages 199-224, October, DOI: 10.1007/s11166-013-9176-6.
• Valentina Galvani & Stuart Landon, 2013, "Riding the yield curve: a spanning analysis," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 1, pages 135-154, January, DOI: 10.1007/s11156-011-0267-7.
• Hooi Lean & Kok Phoon & Wing-Keung Wong, 2013, "Stochastic dominance analysis of CTA funds," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 1, pages 155-170, January, DOI: 10.1007/s11156-012-0284-1.
• Ephraim Clark & Konstantinos Kassimatis, 2013, "International equity flows, marginal conditional stochastic dominance and diversification," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 2, pages 251-271, February, DOI: 10.1007/s11156-012-0277-0.
• Chiuling Lu & Yiuman Tse & Michael Williams, 2013, "Returns transmission, value at risk, and diversification benefits in international REITs: evidence from the financial crisis," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 2, pages 293-318, February, DOI: 10.1007/s11156-012-0274-3.
• Paul Chiou & Cheng-Few Lee, 2013, "Do investors still benefit from culturally home-biased diversification? An empirical study of China, Hong Kong, and Taiwan," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 2, pages 341-381, February, DOI: 10.1007/s11156-011-0257-9.
• Vikash Ramiah, 2013, "Effects of the Boxing Day tsunami on the world capital markets," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 2, pages 383-401, February, DOI: 10.1007/s11156-012-0286-z.
• Malcolm Beynon & Mark Clatworthy, 2013, "A fuzzy-based approach to residual income equity valuation," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 4, pages 675-690, May, DOI: 10.1007/s11156-012-0293-0.
• María O González & Frank Skinner & Samuel Agyei-Ampomah, 2013, "Term structure information and bond strategies," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 1, pages 53-74, July, DOI: 10.1007/s11156-012-0300-5.
• Gregor Weiß, 2013, "Copula-GARCH versus dynamic conditional correlation: an empirical study on VaR and ES forecasting accuracy," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 2, pages 179-202, August, DOI: 10.1007/s11156-012-0311-2.
• Darren Duxbury & Robert Hudson & Kevin Keasey & Zhishu Yang & Songyao Yao, 2013, "How prior realized outcomes affect portfolio decisions," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 4, pages 611-629, November, DOI: 10.1007/s11156-012-0325-9.
• Greg Filbeck & Raymond Gorman & Xin Zhao, 2013, "Are the best of the best better than the rest? The effect of multiple rankings on company value," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 4, pages 695-722, November, DOI: 10.1007/s11156-012-0329-5.
• Dora Gicheva & Albert Link, 2013, "Leveraging entrepreneurship through private investments: does gender matter?," Small Business Economics, Springer, volume 40, issue 2, pages 199-210, February, DOI: 10.1007/s11187-011-9411-y.
• Saras Sarasvathy & Anil Menon & Graciela Kuechle, 2013, "Failing firms and successful entrepreneurs: serial entrepreneurship as a temporal portfolio," Small Business Economics, Springer, volume 40, issue 2, pages 417-434, February, DOI: 10.1007/s11187-011-9412-x.
• Mohammed Abdellaoui & Han Bleichrodt & Hilda Kammoun, 2013, "Do financial professionals behave according to prospect theory? An experimental study," Theory and Decision, Springer, volume 74, issue 3, pages 411-429, March, DOI: 10.1007/s11238-011-9282-3.
• Cheng Wee Tan & Dogan Tirtiroglu & Ercan Tirtiroglu, 2013, "Reits' Growth Options and Asset Pricing Dynamics across Time," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1303, Feb.
• Turan G. Bali & Lin Peng & Yannan Shen & Yi Tang, 2013, "Liquidity Shocks and Stock Market Reactions," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1304, Feb.
• Turan G. Bali & Robert F. Engle & Yi Tang, 2013, "Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1305, Feb.
• Turan G. Bali & Hao Zhou, 2013, "Risk, Uncertainty, and Expected Returns," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1306, Feb.
• Milica Latinovic & Tijana Obradovic, 2013, "The Performance of Socially Responsible Investments," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., volume 1, issue 2, pages 29-40.
• Jelena Stankevičiene & Tatjana Sviderske & Algita Miečinskiene, 2013, "Relationship between Economic Security and Country Risk Indicators in EU Baltic Sea Region Countries," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., volume 1, issue 3, pages 21-33.
• Aleksandras Vytautas Rutkauskas & Alina Kvietkauskienė, 2013, "Implementation of Multi-Objective Evaluation Method in Public Debt Risk Management," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., volume 1, issue 4, pages 21-35.
• Jelena Stankevičienė & Sergej Rosov, 2013, "Implementation of Multi-Objective Evaluation Method in Public Debt Risk Management," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., volume 1, issue 4, pages 7-19.
• Chia-Lin Chang & David E Allen & Michael McAleer, 2013, "Recent Developments in Financial Economics and Econometrics:An Overview," KIER Working Papers, Kyoto University, Institute of Economic Research, number 842, Jan.
• David E Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J Powell & Abhay K Singh, 2013, "Financial Dependence Analysis: Applications of Vine Copulae," KIER Working Papers, Kyoto University, Institute of Economic Research, number 843, Jan.
• Masaaki Kijima & Yuan Tian, 2013, "Investment and capital structure decisions under time-inconsistent preferences　," KIER Working Papers, Kyoto University, Institute of Economic Research, number 858, Apr.
• Chiaki Hara, 2013, "Asset Prices, Trading Volumes, and Investor Welfare in Markets with Transaction Costs　," KIER Working Papers, Kyoto University, Institute of Economic Research, number 862, Apr.
• David E Allen & Michael McAleer & Robert J Powell & Abhay K Singh, 2013, "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," KIER Working Papers, Kyoto University, Institute of Economic Research, number 866, May.
• Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013, "Risk Modelling and Management: An Overview," KIER Working Papers, Kyoto University, Institute of Economic Research, number 872, Jul.
• Benjamin HAMIDI & Bertrand MAILLET & Jean-Luc PRIGENT, 2013, "A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 164.
• Udaibir S. Das & Yinqiu Lu & Michael G. Papaioannou & Iva Petrova, 2013, "Sovereign Risk and Asset and Liability Management—Conceptual Issues," Journal of Reviews on Global Economics, Lifescience Global, volume 2, pages 330-355.
• Nataliya Barasinska & Dorothea Schäfer, 2013, "Financial risk taking, gender and social identity - Evidence from national surveys of household finance," LWS Working papers, LIS Cross-National Data Center in Luxembourg, number 15, Nov.
• Bauernschuster, Stefan & Falck, Oliver & Große, Niels Daniel, 2013, "When trustors compete for the favour of a trustee - A laboratory experiment," Munich Reprints in Economics, University of Munich, Department of Economics, number 20115.
• Nipun Agarwal, 2013, "Risk weighted alpha index – analysis of the ASX50 index Patterns in Neighboring Areas," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 1, issue 1, pages 1-14, December.
• Ching-Mei Chu, 2013, "Investigating smooth breaks in real exchange rates," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 1, issue 1, pages 20-28, December.
• Ruchika Gahlota, 2013, "Capturing volatility and its spillover in South Asian countries," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 1, issue 1, pages 46-60, December.
• Fabian Irek & Thorsten Lehnert, 2013, "Do Fund Investors Know that Risk is Sometimes not Priced?," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 13-1.
• Sylwia Hubar & Christos Koulovatianos & Jian Li, 2013, "Analytical Guidance for Fitting Parsimonious Household-Portfolio Models to Data," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 13-16.
• Jang Schiltz & Marc Boissaux, 2013, "A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 13-3.
• Fabian Irek, & Jan Jaap Hazenberg & Willem van der Scheer, 2013, "The Lure of the Brand: Evidence from the European Mutual Fund Industry," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 13-8.
• Anja Koebrich Leon, 2013, "Religion and Economic Outcomes – Household Savings Behavior in the USA," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 268, Apr.
• Anja Koebrich Leon & Christian Pfeifer, 2013, "Religious Activity, Risk Taking Preferences, and Financial Behaviour: Empirical Evidence from German Survey Data," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 269, Apr.
• Attilio Meucci & David Ardia & Simon Keel, 2013, "Fully Flexible Views in Multivariate Normal Markets," Cahiers de recherche, CIRPEE, number 1311.
• David Ardia & Kris Boudt, 2013, "Implied Expected Returns and the Choice of a Mean-Variance Efficient Portfolio Proxy," Cahiers de recherche, CIRPEE, number 1328.
• Sumit Agarwal & John C. Driscoll & David I. Laibson, 2013, "Optimal Mortgage Refinancing: A Closed-Form Solution," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 4, pages 591-622, June.
• Bucher-Koenen, Tabea & Kluth, Sebastian, 2013, "Subjective Life Expectancy and Private Pensions," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 201214, May.
• Anand B. Gulati & James W. Kolari & Johan Knif, 2013, "Exchange Rate Shocks and Firm Competitiveness in a Small, Export-Oriented Economy: The Case of Finland," Multinational Finance Journal, Multinational Finance Journal, volume 17, issue 1-2, pages 1-47, March - J.
• Marc Oliver Rieger & Thorsten Hens & Mei Wang, 2013, "International Evidence on the Equity Premium Puzzle and Time Discounting," Multinational Finance Journal, Multinational Finance Journal, volume 17, issue 3-4, pages 149-163, September.
• Fabio Bagliano & Carolina Fugazza & Giovanna Nicodano, 2013, "Optimal life-cycle portfolios for heterogeneous workers," Working Papers, University of Milano-Bicocca, Department of Economics, number 260, Dec, revised Dec 2013.
• Lucia BALDI & Massimo PERI & Daniela VANDONE, 2013, "Clean Energy Industries and Rare Earth Materials: Economic and Financial Issues," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2013-07, Mar.
• Guy Mayraz, 2013, "Wishful Thinking," Department of Economics - Working Papers Series, The University of Melbourne, number 1172.
• Pashkus, M., 2013, "Investments in art: opportunities and challenges," Annals of marketing-mba, Department of Marketing, Marketing MBA (RSconsult), volume 2, July.
• Pashkus, M., 2013, "Russian art-market: features of formation and basic problems," Annals of marketing-mba, Department of Marketing, Marketing MBA (RSconsult), volume 3, November.
• Akiko Kamesaka, 2013, "The Great East Japan Earthquake and Investor Behavior in Japan's Equity Markets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 9, issue 1, pages 71-86, January.
• Seiichiro Iwasawa & Tomonori Uchiyama, 2013, "A Behavioral Economics Exploration into the "Volatility Anomaly" ``," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 9, issue 3, pages 457-490, September.
• Kozo Omori, 2013, "The Risk Parity Portfolio and the Low-Risk Asset Anomaly," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 9, issue 3, pages 491-514, September.
• Toshiki Honda, 2013, "Risk and Return in Japanese Equity Market," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 9, issue 3, pages 515-530, September.
• Toru Yamada, 2013, "Long-term Verification of Low Volatility Stock Investment," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 9, issue 3, pages 553-574, September.
• Vanya Horneff & Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla, 2013, "Optimal Life Cycle Portfolio Choice with Variable Annuities Offering Liquidity and Investment Downside Protection," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp286, Jun.
• Andreas Hubener & Raimond Maurer & Olivia S. Mitchell, 2013, "How Family Status and Social Security Claiming Options Shape Optimal Life Cycle Portfolios," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp293, Oct.
• AMARANTE, Massimiliano, 2013, "A Representation of Risk Measures," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2013-08.
• Massimiliano AMARANTE, 2013, "A Representation of Risk Measures," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 11-2013.
• Andrea Buraschi & Andrea Carnelli, 2013, "The economic value of predictability in portfolio management," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 1, pages 5-22, January.
• De la Torre Torres Oscar Valdemar & Martínez Torre Enciso, María Isabel, 2013, "¿Han sido el IBEX35 y el IPC definiciones financieramente eficientes del portafolio de mercado?," Contaduría y Administración, Accounting and Management, volume 58, issue 4, pages 223-252, octubre-d.
• Rafał Sieradzki, 2013, "Does it pay to invest in IPOs? Evidence from the Warsaw Stock Exchange," NBP Working Papers, Narodowy Bank Polski, number 139.
• Caroline M. Hoxby, 2013, "Endowment Management Based on a Positive Model of the University," NBER Chapters, National Bureau of Economic Research, Inc, "How the Financial Crisis and Great Recession Affected Higher Education".
• David Chambers & Elroy Dimson & Justin Foo, 2013, "Keynes, King's, and Endowment Asset Management," NBER Chapters, National Bureau of Economic Research, Inc, "How the Financial Crisis and Great Recession Affected Higher Education".
• Konstantin Milbradt & Martin Oehmke, 2013, "Maturity Rationing and Collective Short-Termism," NBER Chapters, National Bureau of Economic Research, Inc, "New Perspectives on Corporate Capital Structure".
• Annamaria Lusardi & Pierre-Carl Michaud & Olivia S. Mitchell, 2013, "Optimal Financial Knowledge and Wealth Inequality," NBER Working Papers, National Bureau of Economic Research, Inc, number 18669, Jan.
• Claude B. Erb & Campbell R. Harvey, 2013, "The Golden Dilemma," NBER Working Papers, National Bureau of Economic Research, Inc, number 18706, Jan.
• Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, 2013, "Salience and Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 18708, Jan.
• Yongyang Cai & Kenneth L. Judd & Rong Xu, 2013, "Numerical Solution of Dynamic Portfolio Optimization with Transaction Costs," NBER Working Papers, National Bureau of Economic Research, Inc, number 18709, Jan.
• Yongyang Cai & Kenneth L. Judd & Greg Thain & Stephen J. Wright, 2013, "Solving Dynamic Programming Problems on a Computational Grid," NBER Working Papers, National Bureau of Economic Research, Inc, number 18714, Jan.
• Stephen G. Dimmock & Roy Kouwenberg & Olivia S. Mitchell & Kim Peijnenburg, 2013, "Ambiguity Aversion and Household Portfolio Choice: Empirical Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 18743, Jan.
• Jing Wu & Joseph Gyourko & Yongheng Deng, 2013, "Is There Evidence of a Real Estate Collateral Channel Effect on Listed Firm Investment in China?," NBER Working Papers, National Bureau of Economic Research, Inc, number 18762, Feb.
• Veronika K. Pool & Clemens Sialm & Irina Stefanescu, 2013, "It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans," NBER Working Papers, National Bureau of Economic Research, Inc, number 18764, Feb.
• John H. Cochrane, 2013, "A Mean-Variance Benchmark for Intertemporal Portfolio Theory," NBER Working Papers, National Bureau of Economic Research, Inc, number 18768, Feb.
• Berk A. Sensoy & Yingdi Wang & Michael S. Weisbach, 2013, "Limited Partner Performance and the Maturing of the Private Equity Industry," NBER Working Papers, National Bureau of Economic Research, Inc, number 18793, Feb.
• Martin Lettau & Matteo Maggiori & Michael Weber, 2013, "Conditional Risk Premia in Currency Markets and Other Asset Classes," NBER Working Papers, National Bureau of Economic Research, Inc, number 18844, Feb.
• Justine S. Hastings & Ali Hortaçsu & Chad Syverson, 2013, "Sales Force and Competition in Financial Product Markets: The Case Of Mexico’s Social Security Privatization," NBER Working Papers, National Bureau of Economic Research, Inc, number 18881, Mar.
• Julie Agnew & Joshua Hurwitz, 2013, "Financial Education and Choice in State Public Pension Systems," NBER Working Papers, National Bureau of Economic Research, Inc, number 18907, Mar.
• Bo Becker & Victoria Ivashina, 2013, "Reaching for Yield in the Bond Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 18909, Mar.
• Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos, 2013, "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," NBER Working Papers, National Bureau of Economic Research, Inc, number 18922, Mar.
• Viral V. Acharya & Robert Engle & Diane Pierret, 2013, "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," NBER Working Papers, National Bureau of Economic Research, Inc, number 18968, Apr.
• Andrew Ang & Bingxu Chen & Suresh Sundaresan, 2013, "Liability Investment with Downside Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 19030, May.
• Jingjing Chai & Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla, 2013, "Exchanging Delayed Social Security Benefits for Lump Sums: Could This Incentivize Longer Work Careers?," NBER Working Papers, National Bureau of Economic Research, Inc, number 19032, May.
• Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2013, "Flights to Safety," NBER Working Papers, National Bureau of Economic Research, Inc, number 19095, May.
• Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny, 2013, "Finance and the Preservation of Wealth," NBER Working Papers, National Bureau of Economic Research, Inc, number 19117, Jun.
• Emel Filiz-Ozbay & Jonathan Guryan & Kyle Hyndman & Melissa Schettini Kearney & Erkut Y. Ozbay, 2013, "Do Lottery Payments Induce Savings Behavior: Evidence from the Lab," NBER Working Papers, National Bureau of Economic Research, Inc, number 19130, Jun.
• Andrew Ang & Neil Nabar & Sam Wald, 2013, "Search for a Common Factor in Public and Private Real Estate Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 19194, Jul.
• Vanya Horneff & Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla, 2013, "Optimal Life Cycle Portfolio Choice with Variable Annuities Offering Liquidity and Investment Downside Protection," NBER Working Papers, National Bureau of Economic Research, Inc, number 19206, Jul.
• Luigi Guiso & Paola Sapienza & Luigi Zingales, 2013, "Time Varying Risk Aversion," NBER Working Papers, National Bureau of Economic Research, Inc, number 19284, Aug.
• Wayne E. Ferson & Jerchern Lin, 2013, "Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity," NBER Working Papers, National Bureau of Economic Research, Inc, number 19349, Aug.
• Nicolae Gârleanu & Stavros Panageas & Jianfeng Yu, 2013, "Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion," NBER Working Papers, National Bureau of Economic Research, Inc, number 19381, Aug.
• Andrew Ang & Dimitris Papanikolaou & Mark Westerfield, 2013, "Portfolio Choice with Illiquid Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 19436, Sep.
• Russell Cooper & Guozhong Zhu, 2013, "Household Finance: Education, Permanent Income and Portfolio Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 19455, Sep.
• Turan G. Bali & Nusret Cakici & Robert F. Whitelaw, 2013, "Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?," NBER Working Papers, National Bureau of Economic Research, Inc, number 19460, Sep.