Research classified by Journal of Economic Literature (JEL) codes

2013

• 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.
• Pochea Maria-Miruna & Filip Angela-Maria, 2013, "Significance of Volatility in Option Pricing," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1440-1444, May.
• Buºu Mihail & Cioacã Sorin, 2013, "An Application of the Kalman Filter for Market Studies," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 726-731, May.
• Margaret Meyer & Bruno Strulovici, 2013, "Beyond Correlation: Measuring Interdependence Through Complementarities," Economics Series Working Papers, University of Oxford, Department of Economics, number 655, May.
• Collin Raymond & Daniel J. Benjamin & Matthew Rabin, 2013, "A Model of Non-Belief in the Law of Large Numbers," Economics Series Working Papers, University of Oxford, Department of Economics, number 672, Sep.
• Belles-Sampera, Jaume & Santolino, Miguel, 2013, "Asignación óptima de capital en base al perfil de riesgo de las instituciones de inversión colectiva: una aplicación de las medidas de riesgo distorsionadas || Optimal Capital Allocation Based on the Risk Profile of Collective Investment Schemes: An ," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 15, issue 1, pages 65-86, June.
• Y Ito & S Managi & A Matsuda, 2013, "Performances of socially responsible investment and environmentally friendly funds," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 64, issue 11, pages 1583-1594, November.
• Marc Boissaux & Jang Schiltz, 2013, "Conditioned Higher-Moment Portfolio: Optimization Using Optimal Control," Palgrave Macmillan Books, Palgrave Macmillan, chapter 5, in: Virginie Terraza & Hery Razafitombo, "Understanding Investment Funds", DOI: 10.1057/9781137273611_6.
• B. Michael Gilroy & Heike Schreckenberg & Volker Seiler, 2013, "Water as an Asset Class (Revised Version)," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 55, Mar.
• Stanislav Skapa, 2013, "Commodities As A Tool Of Risk Diversification," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 8, issue 2, pages 65-77, June, DOI: 10.12775/EQUIL.2013.012.
• Charles Yuji Horioka & Akiko Terada-Hagiwara, 2013, "Corporate Cash Holding in Asia," UP School of Economics Discussion Papers, University of the Philippines School of Economics, number 201311, Oct.
• Da Costa Jr, Newton & Goulart, Marco & Cupertino, Cesar & Macedo Jr, Jurandir & Da Silva, Sergio, 2013, "The disposition effect and investor experience," MPRA Paper, University Library of Munich, Germany, number 43570.
• Fulbert, Tchana Tchana & Georges, Tsafack, 2013, "The Implications of VaR and Short-Selling Restrictions on the Portfolio Manager Performance," MPRA Paper, University Library of Munich, Germany, number 43797, May.
• Bai, Zhidong & Li, Hua & Wong, Wing-Keung, 2013, "The best estimation for high-dimensional Markowitz mean-variance optimization," MPRA Paper, University Library of Munich, Germany, number 43862, Jan.
• Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013, "Two-moment decision model for location-scale family with background asset," MPRA Paper, University Library of Munich, Germany, number 43864, Jan.
• Fan, Jianqing & Liao, Yuan & Shi, Xiaofeng, 2013, "Risks of large portfolios," MPRA Paper, University Library of Munich, Germany, number 44206, Feb.
• Du, Julan & Leung, Charles Ka Yui & Chu, Derek, 2013, "Return enhancing, cash-rich or simply empire-building? An empirical investigation of corporate real estate holdings," MPRA Paper, University Library of Munich, Germany, number 44253, Feb.
• Hassine, Marlène & Roncalli, Thierry, 2013, "Measuring Performance of Exchange Traded Funds," MPRA Paper, University Library of Munich, Germany, number 44298, Feb.
• Spataro, Luca & Corsini, Lorenzo, 2013, "Endogenous financial literacy, saving and stock market participation," MPRA Paper, University Library of Munich, Germany, number 44342, Feb.
• Guo, Xu & Zhu, Xuehu & Wong, Wing-Keung & Zhu, Lixing, 2013, "A Note on Almost Stochastic Dominance," MPRA Paper, University Library of Munich, Germany, number 44365, Feb.
• El-Khatib, Youssef & Hatemi-J, Abdulnasser, 2013, "On the pricing and hedging of options for highly volatile periods," MPRA Paper, University Library of Munich, Germany, number 45272, Mar.
• Moore, Kyle & Sun, Pengei & de Vries, Casper G. & Zhou, Chen, 2013, "The drivers of downside equity tail risk," MPRA Paper, University Library of Munich, Germany, number 45591, Feb.
• Moore, Kyle & Sun, Pengfei & de Vries, Casper G. & Zhou, Chen, 2013, "The cross-section of tail risks in stock returns," MPRA Paper, University Library of Munich, Germany, number 45592, Feb.
• P., Srinivasan & M., Kalaivani, 2013, "Stock Market Linkages in Emerging Asia-Pacific Markets," MPRA Paper, University Library of Munich, Germany, number 45871, Apr.
• Dominique, C-Rene, 2013, "Estimating investors' behavior and errors in probabilistic forecasts by the Kolmogorov entropy and noise colors of non-hyperbolic attractors," MPRA Paper, University Library of Munich, Germany, number 46451, Apr.
• Govori, Fadil, 2013, "The performance of commercial banks and the determinants of profitability: Evidence from Kosovo," MPRA Paper, University Library of Munich, Germany, number 46824, May.
• Blanchard, Michel & Bernard, philippe, 2013, "The performance of mutual funds on French stock market:Do star funds’ managers exist or do funds have to hire chimpanzees?," MPRA Paper, University Library of Munich, Germany, number 46896, May.
• Hannah, Lincoln, 2013, "Funding Cost and a New Capital Model," MPRA Paper, University Library of Munich, Germany, number 47111, May.
• Swamy, Vighneswara, 2013, "Euro Zone Debt Crisis: Implications for Indian Banking Sector," MPRA Paper, University Library of Munich, Germany, number 47658, Jun.
• Roncalli, Thierry, 2013, "Introduction to Risk Parity and Budgeting," MPRA Paper, University Library of Munich, Germany, number 47679, Jun.
• Hearn, Bruce, 2013, "Size and liquidity effects in Nigeria: an industrial sector study," MPRA Paper, University Library of Munich, Germany, number 47975, Jan.
• Sinha, Pankaj & Chandwani, Abhishek & Sinha, Tanmay, 2013, "Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm," MPRA Paper, University Library of Munich, Germany, number 48204, Jul.
• Cazalet, Zelia & Grison, Pierre & Roncalli, Thierry, 2013, "The Smart Beta Indexing Puzzle," MPRA Paper, University Library of Munich, Germany, number 48823, Jul.
• Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013, "Almost Stochastic Dominance and Moments," MPRA Paper, University Library of Munich, Germany, number 49205, Aug.
• Antoniades, Adonis, 2013, "Liquidity Risk and the Credit Crunch of 2007-2009: Evidence from Micro-Level Data on Mortgage Loan Applications," MPRA Paper, University Library of Munich, Germany, number 49270, Jul.
• Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013, "Almost Stochastic Dominance and Moments," MPRA Paper, University Library of Munich, Germany, number 49274, Aug.
• Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013, "Make Almost Stochastic Dominance really Almost," MPRA Paper, University Library of Munich, Germany, number 49745, Sep.
• Cantillo, Andres, 2013, "Survey of Literature on Portfolio Theory," MPRA Paper, University Library of Munich, Germany, number 49772, Aug.
• Roncalli, Thierry, 2013, "Introducing Expected Returns into Risk Parity Portfolios: A New Framework for Tactical and Strategic Asset Allocation," MPRA Paper, University Library of Munich, Germany, number 49821, Jul.
• Griveau-Billion, Théophile & Richard, Jean-Charles & Roncalli, Thierry, 2013, "A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios," MPRA Paper, University Library of Munich, Germany, number 49822, Sep.
• De Luca, Giovanni & Zuccolotto, Paola, 2013, "A Conditional Value-at-Risk Based Portfolio Selection With Dynamic Tail Dependence Clustering," MPRA Paper, University Library of Munich, Germany, number 50129, Aug.
• Charlin, Ventura & Cifuentes, Arturo, 2013, "A new financial metric for the art market," MPRA Paper, University Library of Munich, Germany, number 50186, Sep.
• Scorbureanu, Alexandrina Ioana, 2013, "Multi-Index Evaluation of Alternative Assets Funds. Time Lagged Effects and Linear Factors Capturing Non-linear Effects," MPRA Paper, University Library of Munich, Germany, number 50208, Sep.
• Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia, 2013, "Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises," MPRA Paper, University Library of Munich, Germany, number 50940, Oct, revised 23 Oct 2013.
• Mishra, Anil, 2013, "Measures of Equity Home Bias Puzzle," MPRA Paper, University Library of Munich, Germany, number 51223, Nov.
• Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013, "An analysis of portfolio selection with multiplicative background risk," MPRA Paper, University Library of Munich, Germany, number 51331, Nov.
• Nath, Golaka, 2013, "Repo Market – A Tool to Manage Liquidity in Financial Institutions," MPRA Paper, University Library of Munich, Germany, number 51590, Nov.
• Broll, Udo & Ergozue, Martin & Welzel, Peter & Wong, Wing-Keung, 2013, "Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty," MPRA Paper, University Library of Munich, Germany, number 51703, Nov.
• Guo, Xu & Post, Thierry & Wong, Wing-Keung & Zhu, Lixing, 2013, "Moment Conditions for Almost Stochastic Dominance," MPRA Paper, University Library of Munich, Germany, number 51725, Nov.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013, "Venture capital optimal investment portfolio strategies selection in diffusion - type financial systems in global capital markets with nonlinearities," MPRA Paper, University Library of Munich, Germany, number 51741, Nov.
• Xu, Guo & Wing-Keung, Wong & Lixing, Zhu, 2013, "Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors," MPRA Paper, University Library of Munich, Germany, number 51744, Nov.
• Xu, Guo & Wing-Keung, Wong & Lixing, Zhu, 2013, "Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk," MPRA Paper, University Library of Munich, Germany, number 51827, Dec.
• Alghalith, Moawia & Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013, "Input Demand under Joint Energy and Output Prices Uncertainties," MPRA Paper, University Library of Munich, Germany, number 52368, Dec.
• Evans, Olaniyi, 2013, "Growth Effects of Financial Integration and Financial Deepening in Selected Sub-Saharan African Economies: a Panel-Data Approach," MPRA Paper, University Library of Munich, Germany, number 52458, Dec.
• So, Leh-chyan, 2013, "Are Real Options “Real”? Isolating Uncertainty from Risk in Real Options Analysis," MPRA Paper, University Library of Munich, Germany, number 52493.
• Chiny, Faycal, 2013, "Le Processus d’Investissement En Présence Du Risque : Quel Enchainement Suivre ?
  [The Investment Process In The Presence On Risk : Choosing A Sequence]," MPRA Paper, University Library of Munich, Germany, number 52527, Dec, revised 29 Dec 2013.
• Fung, Ka Wai Terence & Wan, Wilson, 2013, "The Impact of Merger and Acquisition on Value at Risk (VaR): A Case Study of China Eastern Airline," MPRA Paper, University Library of Munich, Germany, number 52568.
• Luo, Yulei & Young, Eric, 2013, "Long-run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention," MPRA Paper, University Library of Munich, Germany, number 52904, Jul.
• Jarraya, Bilel & Bouri, Abdelfettah, 2013, "Multiobjective optimization for the asset allocation of European nonlife insurance companies," MPRA Paper, University Library of Munich, Germany, number 53697, revised 2013.
• Jarraya, Bilel, 2013, "Asset allocation and portfolio optimization problems with metaheuristics: a literature survey," MPRA Paper, University Library of Munich, Germany, number 53698, revised 2013.
• Shaikh, Salman, 2013, "Investment Decisions by Analysts: A Case Study of KSE," MPRA Paper, University Library of Munich, Germany, number 53802, Dec.
• Shaikh, Salman, 2013, "Micro Foundations of Savings Behavior in Urban Pakistan," MPRA Paper, University Library of Munich, Germany, number 53805, Dec.
• Glushetskiy, Andrey & Minasyan, Vigen, 2013, "Special Legal Instruments for Placement of Shares in the Course of a Joint Stock Company Reorganization: «Stock Conversion Procedure»," MPRA Paper, University Library of Munich, Germany, number 54380.
• Mehta, Salil, 2013, "Sophisticated gambler’s ruin and survival chances," MPRA Paper, University Library of Munich, Germany, number 54731, Nov.
• Tomić, Bojan, 2013, "The application of the capital asset pricing model on the Croatian capital market," MPRA Paper, University Library of Munich, Germany, number 55764, revised 2013.
• Boukef Jlassi, Nabila & Hamdi, Helmi, 2013, "Financial liberalization, disaggregated capital flows and banking crisis: Evidence from developing countries," MPRA Paper, University Library of Munich, Germany, number 55779, revised 2014.
• Nagayev, Ruslan & Masih, Mansur, 2013, "The Role of Gold as a Hedge and Safe Haven in Shariah-Compliant Portfolios," MPRA Paper, University Library of Munich, Germany, number 58852, Aug.
• Masih, Mansur & Majid, Hamdan Abdul, 2013, "The Volatility and Correlations of Stock Returns of Some Crisis-Hit Countries: US, Greece, Thailand and Malaysia: Evidence from MGARCH-DCC applications," MPRA Paper, University Library of Munich, Germany, number 58946, Aug.
• Kariastanto, Bayu, 2013, "Small Share of the Islamic Banks in Indonesia, Supply-side Problems?," MPRA Paper, University Library of Munich, Germany, number 61248, Jul.
• Shafaai, Shafizal & Masih, Mansur, 2013, "Determinants of cost of equity: The case of Shariah-compliant Malaysian firms," MPRA Paper, University Library of Munich, Germany, number 62364, Aug.