Research classified by Journal of Economic Literature (JEL) codes

2011

• Sebastian Essl & Alfred Stiglbauer, 2011, "Prevention and Correction of Macroeconomic Imbalances: the Excessive Imbalances Procedure," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 99-113.
• Franz Nauschnigg & Paul Schieder, 2011, "Crisis Financing in the EU," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 114-124.
• Andreas Neuhierl & Bernd Schlusche, 2011, "Data Snooping and Market-Timing Rule Performance," Journal of Financial Econometrics, Oxford University Press, volume 9, issue 3, pages 550-587, Summer.
• Ulrike Malmendier & Stefan Nagel, 2011, "Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 126, issue 1, pages 373-416.
• Mark Grinblatt & Juhani T. Linnainmaa, 2011, "Jensen's Inequality, Parameter Uncertainty, and Multi-period Investment," The Review of Asset Pricing Studies, Society for Financial Studies, volume 1, issue 1, pages 1-34.
• Viral V. Acharya & Jean Imbs & Jason Sturgess, 2011, "Finance and Efficiency: Do Bank Branching Regulations Matter?," Review of Finance, European Finance Association, volume 15, issue 1, pages 135-172.
• H. Henry Cao & Bing Han & David Hirshleifer & Harold H. Zhang, 2011, "Fear of the Unknown: Familiarity and Economic Decisions," Review of Finance, European Finance Association, volume 15, issue 1, pages 173-206.
• Dimitris Georgarakos & Giacomo Pasini, 2011, "Trust, Sociability, and Stock Market Participation," Review of Finance, European Finance Association, volume 15, issue 4, pages 693-725.
• Andreas Fuster & Paul S. Willen, 2011, "Insuring Consumption Using Income-Linked Assets," Review of Finance, European Finance Association, volume 15, issue 4, pages 835-873.
• Jaksa Cvitanic & Elyès Jouini & Semyon Malamud & Clotilde Napp, 2011, "Financial Markets Equilibrium with Heterogeneous Agents," Review of Finance, European Finance Association, volume 16, issue 1, pages 285-321.
• James S. Doran & Danling Jiang & David R. Peterson, 2011, "Gambling Preference and the New Year Effect of Assets with Lottery Features," Review of Finance, European Finance Association, volume 16, issue 3, pages 685-731.
• Joachim Inkmann & Paula Lopes & Alexander Michaelides, 2011, "How Deep Is the Annuity Market Participation Puzzle?," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 1, pages 279-319.
• Marco Bonomo & René Garcia & Nour Meddahi & Roméo Tédongap, 2011, "Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 1, pages 82-122.
• Jennifer Huang & Clemens Sialm & Hanjiang Zhang, 2011, "Risk Shifting and Mutual Fund Performance," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 8, pages 2575-2616.
• Nãchescu Miruna-Lucia & Barna Flavia- Mirela, 2011, "Exchange Traded Funds – A New Way of Dealing With Risk?," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1461-1466, May.
• Niþu Oana & Niþu Claudiu Valentin & Nicodim Liliana, 2011, "2005-2010 Sony Ericsson Financial Activity Analysis Abstract2005-2010 Sony Ericsson Financial Activity Analysis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1543-1548, May.
• ªargu Alina Camelia & Chirleºan Dan & Potlog Dorian, 2011, "The Necessity of the European Capital Markets Development in the Current Economic Environment," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 2027-2034, May.
• Serban Florentin & Buºu Mihail, 2011, "A Relationship between the Degree of Search and Evolution of Assets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 2052-2055, May.
• Caruntu Constantin & Lapadusi Mihaela Loredana, 2011, "Net Present Value Criterion - Important Factor in Validating the Efficiency of an Investment," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 327-331, May.
• Ciobotea Adina & Oaca Sorina Cristina, 2011, "Investment Decisions in the Romanian Pension Funds," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 359-362, May.
• Hagiu Alina, 2011, "Models of Credit Risk Measurement," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 912-917, May.
• Ionescu Alexandra, 2011, "Firm Decisions: Determinants of Investments," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 621-624, May.
• Lupaºc Adrian & Lupaºc Ioana & Zamfir Cristina Gabriela, 2011, "Actual Application of the Intelligent Systems and their Implications in Financial-Accounting Field," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 728-733, May.
• Murgea Aurora, 2011, "Mood and Investor Behavior," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 884-889, May.
• Rui Esteves, 2011, "The Belle Epoque of International Finance. French Capital Exports, 1880-1914," Economics Series Working Papers, University of Oxford, Department of Economics, number 534, Feb.
• Ian Jewitt & Sujoy Mukerji, 2011, "Ordering Ambiguous Acts," Economics Series Working Papers, University of Oxford, Department of Economics, number 553, Jun.
• John Quah & Bruno Strulovici, 2011, "Discounting, Patience, and Dynamic Decision Making," Economics Series Working Papers, University of Oxford, Department of Economics, number 555, Jun.
• Massimiliano Caporin & Angelo Ranaldo & Paolo Santucci de Magistris, 2011, "On the Predictability of Stock Prices: A Case for High and Low Prices," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0136, Jun.
• Francisco B. Galarza & Michael R. Carter, 2011, "Risk preferences and demand for insurance in Peru: a field experiment," Working Papers, Centro de Investigación, Universidad del Pacífico, number 11-08, Sep.
• Ron Bird & Lorenzo Casavecchia, 2011, "Conditional style rotation model on enhanced value and growth portfolios: The European experience," Journal of Asset Management, Palgrave Macmillan, volume 11, issue 6, pages 375-390, February, DOI: 10.1057/jam.2009.34.
• Simon Keel & David Ardia, 2011, "Generalized marginal risk," Journal of Asset Management, Palgrave Macmillan, volume 12, issue 2, pages 123-131, June, DOI: 10.1057/jam.2010.30.
• N Blasco & P Corredor & S Ferreruela, 2011, "Detecting intentional herding: what lies beneath intraday data in the Spanish stock market," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 62, issue 6, pages 1056-1066, June, DOI: 10.1057/jors.2010.34.
• Ben Tims & Ronald Mahieu, 2011, "International Portfolio Choice," Palgrave Macmillan Books, Palgrave Macmillan, chapter 4, in: Greg N. Gregoriou & Razvan Pascalau, "Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models", DOI: 10.1057/9780230295223_4.
• Maria Elvira Mancino & Simona Sanfelici, 2011, "Covariance Estimation and Dynamic Asset-Allocation under Microstructure Effects via Fourier Methodology," Palgrave Macmillan Books, Palgrave Macmillan, chapter 1, in: Greg N. Gregoriou & Razvan Pascalau, "Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures", DOI: 10.1057/9780230298101_1.
• Radoslaw Kurach, 2011, "Eurozone stock returns co-movement: Some findings for portfolio managers and central bankers," Business and Economic Horizons (BEH), Prague Development Center, volume 5, issue 2, pages 1-12, April.
• N. Geetha & M. Ramesh, 2011, "Investors’ Perception On Mutual Funds With Reference To Chidambaram Town," Perspectives of Innovation in Economics and Business (PIEB), Prague Development Center, volume 9, issue 3, pages 30-37, August.
• Kurt Mitman, 2011, "Macroeconomic Effects of Bankruptcy & Foreclosure Policies," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 11-015, Jun.
• Karsten Jeske & Dirk Krueger & Kurt Mitman, 2011, "Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 11-034, Oct.
• Ana Preda & Mirela Monea, 2011, "Impact of the Financial Crisis on Life Insurance in Romania," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 11, issue 4, pages 245-254.
• Dani, Ákos & Tőrös, Ágnes, 2011, "China’s Sovereign Wealth Funds: A path to sustained development?," Public Finance Quarterly, Corvinus University of Budapest, volume 56, issue 2, pages 241-256.
• Stefano Herzel & Marco Nicolosi & Catalin Starica, 2011, "The cost of sustainability on optimal portfolio choices," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 84/2011, Feb.
• Marco Nicolosi & Stefano Grassi & Elena Stanghellini, 2011, "How to measure Corporate Social Responsibility," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 96/2011, Oct.
• Nuno Soares & Andrew W. Stark, 2011, "Is there an accruals or a cash flow anomaly in UK stock returns?," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 1107, Dec.
• Benjamin Kauper & Karl-Kuno Kunze, 2011, "Modellierung von Aktienkursen im Lichte der Komplexitätsforschung," Statistische Diskussionsbeiträge, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number 49, Apr.
• Francois-Éric Racicot, 2011, "Low-frequency components and the Weekend effect revisited: Evidence from Spectral Analysis," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp052011, May.
• Funk, Matt, 2011, "On the evolutionary stability of the Uruguayan Savanna," MPRA Paper, University Library of Munich, Germany, number 27817, Jan.
• Piluso, Fabio & Amerise, Ilaria Lucrezia, 2011, "L’asset allocation dei fondi hedge durante la crisi finanziaria: un’analisi empirica
  [The asset allocation of hedge funds during the financial crisis: an empirical investigation]," MPRA Paper, University Library of Munich, Germany, number 28178, Jan.
• Pfau, Wade Donald, 2011, "Safe Savings Rates: A New Approach to Retirement Planning over the Lifecycle," MPRA Paper, University Library of Munich, Germany, number 28796, Feb.
• Livan, Giacomo & Alfarano, Simone & Scalas, Enrico, 2011, "The fine structure of spectral properties for random correlation matrices: an application to financial markets," MPRA Paper, University Library of Munich, Germany, number 28964, Feb.
• Pfau, Wade Donald, 2011, "Revisiting the Fisher and Statman Study on Market Timing," MPRA Paper, University Library of Munich, Germany, number 29448, Mar.
• Ananth, A. & Swaminathan, J., 2011, "Impact of mutual fund investment in indian equity market," MPRA Paper, University Library of Munich, Germany, number 29481, Feb, revised 24 Feb 2011.
• Chandra, Abhijeet & Kumar, Ravinder, 2011, "Determinants of Individual Investor Behaviour: An Orthogonal Linear Transformation Approach," MPRA Paper, University Library of Munich, Germany, number 29722, Jan, revised 15 Mar 2011.
• Gavazza, Alessandro, 2011, "Demand Spillovers and Market Outcomes in the Mutual Fund Industry," MPRA Paper, University Library of Munich, Germany, number 30074, Mar.
• Petrushchak, Bohdan, 2011, "Календарні Закономірності Розподілу Дохідності Та Волатильності На Українському Фондовому Ринку
  [The calendar regularity of earnings and volatility distribution on the Ukrainian stock market]," MPRA Paper, University Library of Munich, Germany, number 30367, revised 2011.
• Bell, Peter, 2011, "Use of put options as insurance," MPRA Paper, University Library of Munich, Germany, number 30469, Apr.
• Rebonato, Riccardo & Denev, Alexander, 2011, "Coherent Asset Allocation and Diversification in the Presence of Stress Events," MPRA Paper, University Library of Munich, Germany, number 30534, Apr.
• Pfau, Wade Donald, 2011, "Can We Predict the Sustainable Withdrawal Rate for New Retirees?," MPRA Paper, University Library of Munich, Germany, number 30877, May.
• Corsini, Lorenzo & Spataro, Luca, 2011, "Optimal decisions on pension plans in the presence of financial literacy costs and income inequalities," MPRA Paper, University Library of Munich, Germany, number 30946.
• Meng, Channarith & Pfau, Wade Donald, 2011, "Safe withdrawal rates from retirement savings for residents of emerging market countries," MPRA Paper, University Library of Munich, Germany, number 31080, May.
• Petrushchak, Bohdan, 2011, "The calendar regularity of earnings and volatility distribution on the Ukrainian stock market," MPRA Paper, University Library of Munich, Germany, number 31115, revised 2011.
• Pfau, Wade Donald, 2011, "Retirement Withdrawal Rates and Portfolio Success Rates: What Can the Historical Record Teach Us?," MPRA Paper, University Library of Munich, Germany, number 31122, May.
• Pinto, Cristian F. & Acuña, Andres A., 2011, "Consistencia de la evaluación de desempeño de inversiones financieras: Pruebas de dominación estocástica versus índices media-varianza
  [Consistency in the evaluation of financial investment perform," MPRA Paper, University Library of Munich, Germany, number 31301, Jun.
• Kumara, Ajantha Sisira & Pfau, Wade Donald, 2011, "Lifecycle and fixed portfolio allocation strategies: a performance comparison for emerging market countries," MPRA Paper, University Library of Munich, Germany, number 31389, Jun, revised 10 Jun 2011.
• Kumara, Ajantha Sisira & Pfau, Wade Donald, 2011, "Would emerging market pension funds benefit from international diversification: investigating wealth accumulations for pension participants," MPRA Paper, University Library of Munich, Germany, number 31395, Jun, revised 10 Jun 2011.
• Meng, Channarith & Pfau, Wade Donald, 2011, "Retirement savings guidelines for residents of emerging market countries," MPRA Paper, University Library of Munich, Germany, number 31682, Jun.
• Kontek, Krzysztof, 2011, "What is the actual shape of perception utility?," MPRA Paper, University Library of Munich, Germany, number 31715, Jun.
• Pfau, Wade Donald, 2011, "Getting on Track for a Sustainable Retirement: A Reality Check on Savings and Work," MPRA Paper, University Library of Munich, Germany, number 31900, Jun.
• Pfau, Wade Donald, 2011, "Nearly optimal asset allocations in retirement," MPRA Paper, University Library of Munich, Germany, number 32506, Jul.
• Cannon, Susanne & Col, Rebel A., 2011, "How accurate are commercial-real-estate appraisals? evidence from 25 years of NCREIF sales data," MPRA Paper, University Library of Munich, Germany, number 32589, May.
• Syed ali, Raza & Syed tehseen, jawaid & Imtiaz, arif & Fahim, qazi, 2011, "Validity of capital asset pricing model: evidence from Karachi stock exchange," MPRA Paper, University Library of Munich, Germany, number 32737, Jun.
• Pfau, Wade Donald, 2011, "Capital market expectations, asset allocation, and safe withdrawal rates," MPRA Paper, University Library of Munich, Germany, number 32973, Aug.
• Le, Thai-Ha & Chang, Youngho, 2011, "Dynamic relationships between the price of oil, gold and financial variables in Japan: a bounds testing approach," MPRA Paper, University Library of Munich, Germany, number 33030, Aug.
• Kariastanto, Bayu, 2011, "Should the Indonesian pension funds invest abroad?," MPRA Paper, University Library of Munich, Germany, number 33581, Sep.
• Dicembrino, Claudio & Scandizzo, Pasquale Lucio, 2011, "Can portfolio diversification increase systemic risk? evidence from the U.S and European mutual funds market," MPRA Paper, University Library of Munich, Germany, number 33715, Nov.
• Petrushchak, Bohdan, 2011, "Концептуальні Помилки Багаторівневої Сек’Юритизації Іпотечних Кредитів
  [The conceptual failures of multi-stage securitization of mortgage securities]," MPRA Paper, University Library of Munich, Germany, number 33999, May.
• Blake, David & Wright, Douglas & Zhang, Yumeng, 2011, "Age dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners," MPRA Paper, University Library of Munich, Germany, number 34277, Sep.
• Blake, David & Wright, Douglas & Zhang, Yumeng, 2011, "Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion," MPRA Paper, University Library of Munich, Germany, number 34278, Sep.
• Blanchard, michel & Bernard, philippe, 2011, "The performance of amateur traders on a public internet site: a case of a stock-exchange contest," MPRA Paper, University Library of Munich, Germany, number 34304, Oct.
• Finke, Michael & Pfau, Wade Donald & Williams, Duncan, 2011, "Spending flexibility and safe withdrawal rates," MPRA Paper, University Library of Munich, Germany, number 34536, Nov.
• Cotter, John & Gabriel, Stuart & Roll, Richard, 2011, "Integration and contagion in US housing markets," MPRA Paper, University Library of Munich, Germany, number 34591.
• Petrushchak, Bohdan, 2011, "Календарні Ефекти Та Аномалії На Українському Фондовому Ринку: Теорія І Практика
  [The Calendar Effects and Anomalies on Ukrainian Stock Market: Theory and Empirical Evidence]," MPRA Paper, University Library of Munich, Germany, number 34948.
• Liu, Xiaochun & Jacobsen, Brian, 2011, "The Dynamic International Optimal Hedge Ratio," MPRA Paper, University Library of Munich, Germany, number 35260, Feb.
• Khorunzhina, Natalia, 2011, "Dynamic Stock Market Participation of Households," MPRA Paper, University Library of Munich, Germany, number 35310, Nov.
• Pfau, Wade Donald, 2011, "Withdrawal Rates, Savings Rates, and Valuation-Based Asset Allocation," MPRA Paper, University Library of Munich, Germany, number 35329, Dec.
• Massmiliano, Marzo & Daniele, Ritelli & Paolo, Zagaglia, 2011, "Optimal trading execution with nonlinear market impact: an alternative solution method," MPRA Paper, University Library of Munich, Germany, number 35393, Nov.
• Qian, Hang, 2011, "Bayesian Portfolio Selection in a Markov Switching Gaussian Mixture Model," MPRA Paper, University Library of Munich, Germany, number 35561, Dec.
• Foster, Jarred, 2011, "Target variation in a loss avoiding pension fund problem," MPRA Paper, University Library of Munich, Germany, number 36177, Nov.
• Modena, Matteo, 2011, "Agricultural commodities and financial markets," MPRA Paper, University Library of Munich, Germany, number 36416, Jul, revised 30 Sep 2011.
• Ciuiu, Daniel, 2011, "Homogeneity tests for Levy processes and applications," MPRA Paper, University Library of Munich, Germany, number 36457, Sep, revised Nov 2011.
• Bruder, Benjamin & Hereil, Pierre & Roncalli, Thierry, 2011, "Managing sovereign credit risk in bond portfolios," MPRA Paper, University Library of Munich, Germany, number 36673, Oct.
• Raza, Syed Ali & Raza, Syed Aoun & Zia, Abassi, 2011, "Equity mutual funds performance in Pakistan: risk & return analysis," MPRA Paper, University Library of Munich, Germany, number 36804, Aug.
• Dimitriou, Dimitrios & Mpitsios, Petros & Simos, Theodore, 2011, "Dynamic linkages and interdependence between Mediterranean region EMU markets during 2007 financial crisis," MPRA Paper, University Library of Munich, Germany, number 37476, Aug.
• Dimitriou, Dimitrios & Simos, Theodore, 2011, "Monetary Union effects on European stock market integration: An international CAPM approach with currency risk," MPRA Paper, University Library of Munich, Germany, number 37477, Nov.
• Dimitriou, Dimitrios & Simos, Theodore, 2011, "The relationship between stock returns and volatility in the seventeen largest international stock markets: A semi-parametric approach," MPRA Paper, University Library of Munich, Germany, number 37528, Jan.
• Babalos, Vassilios & Philippas, Nikolaos & Doumpos, Michael & Zompounidis, Constantin, 2011, "Mutual funds performance appraisal using stochastic multicriteria acceptability analysis," MPRA Paper, University Library of Munich, Germany, number 37953.
• Saturnino, Odilon & Saturnino, Valeria & Lucena, Pierre & Carmona, Charles & Araujo, Luiz Fernando, 2011, "Investimento em Valor Contrário no Brasil: Overreaction ou Efeito Tamanho?
  [Contrary Investment Value in Brazil: Overreaction or Size Effect?]," MPRA Paper, University Library of Munich, Germany, number 38106.
• Rossi, Francesco, 2011, "U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters," MPRA Paper, University Library of Munich, Germany, number 38303, Jul, revised Nov 2011.
• Astudillo, Alfonso & Braun, Matias & Castaneda, Pablo, 2011, "The Going Public Decision and the Structure of Equity Markets," MPRA Paper, University Library of Munich, Germany, number 38640, Jun.
• Faruque, Muhammad U, 2011, "An empirical investigation of the arbitrage pricing theory in a frontier stock market: evidence from Bangladesh," MPRA Paper, University Library of Munich, Germany, number 38675, Jun.
• Rossi, Francesco, 2011, "Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates," MPRA Paper, University Library of Munich, Germany, number 38682, Nov, revised 31 Mar 2012.
• Sirucek, Martin, 2011, "Impact of monetary policy on US stock market," MPRA Paper, University Library of Munich, Germany, number 40943, Sep.
• Ayala, Alfonso, 2011, "Algunos conceptos sobre la evaluación de portafolios de inversión
  [Some concepts on the assessment of investment portfolios]," MPRA Paper, University Library of Munich, Germany, number 42404, Apr.
• Sawada, Michiru, 2011, "How does the stock market value bank diversification? Empirical evidence from Japanese banks," MPRA Paper, University Library of Munich, Germany, number 45852, Nov, revised Nov 2012.
• Piasecki, Krzysztof, 2011, "Rozmyte zbiory probabilistyczne jako narzędzie finansów behawioralnych
  [Fuzzy Probabilistic Sets as a Tool for Behavioural Finance]," MPRA Paper, University Library of Munich, Germany, number 46218, Jun.
• Dai, Darong, 2011, "Wealth Martingale and Neighborhood Turnpike Property in Dynamically Complete Market with Heterogeneous Investors," MPRA Paper, University Library of Munich, Germany, number 46416, Nov.
• Zaytsev, Alexander, 2011, "Эконометрический Анализ Динамики Российских Паевых Инвестиционных Фондов В Кризисный И Посткризисный Периоды
  [Econometric analysis of Russian mutual funds in crisis and postcrisis periods]," MPRA Paper, University Library of Munich, Germany, number 46437, Sep.
• Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2011, "Asymmetric Loss Functions and the Rationality of Expected Stock Returns," MPRA Paper, University Library of Munich, Germany, number 47343.
• P., Srinivasan, 2011, "Price Discovery and Volatility Spillovers in Indian Spot-Futures Commodity Market," MPRA Paper, University Library of Munich, Germany, number 47412, May.
• Poshakwale, Sunil S. & Thapa, Chandra, 2011, "Investor protection and international equity portfolio investments," Global Finance Journal, Elsevier, volume 22, issue 2, pages 116-129, DOI: 10.1016/j.gfj.2011.10.003.
• Nguyen, Ha, 2011, "Valuation effects with transitory and trend productivity shocks," Journal of International Economics, Elsevier, volume 85, issue 2, pages 245-255, DOI: 10.1016/j.jinteco.2011.06.005.
• Truong, Cameron, 2011, "Post-earnings announcement abnormal return in the Chinese equity market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 21, issue 5, pages 637-661, DOI: 10.1016/j.intfin.2011.04.002.
• Chudek, Mark & Truong, Cameron & Veeraraghavan, Madhu, 2011, "Is trading on earnings surprises a profitable strategy? Canadian evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 21, issue 5, pages 832-850, DOI: 10.1016/j.intfin.2011.06.004.
• Högholm, Kenneth & Knif, Johan & Koutmos, Gregory & Pynnönen, Seppo, 2011, "Distributional asymmetry of loadings on market co-moments," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 21, issue 5, pages 851-866, DOI: 10.1016/j.intfin.2011.06.006.
• Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2011, "Asymmetric loss functions and the rationality of expected stock returns," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 413-437, DOI: 10.1016/j.ijforecast.2009.10.008.
• Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2011, "Asymmetric loss functions and the rationality of expected stock returns," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 413-437, April.
• Ng, Jeffrey, 2011, "The effect of information quality on liquidity risk," Journal of Accounting and Economics, Elsevier, volume 52, issue 2, pages 126-143, DOI: 10.1016/j.jacceco.2011.03.004.
• Hong, Gwangheon & Lee, Bong Soo, 2011, "The trading behavior and price impact of foreign, institutional, individual investors and government: Evidence from Korean equity market," Japan and the World Economy, Elsevier, volume 23, issue 4, pages 273-287, DOI: 10.1016/j.japwor.2011.10.002.
• Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza, 2011, "Marriage and other risky assets: A portfolio approach," Journal of Banking & Finance, Elsevier, volume 35, issue 11, pages 2902-2915, November.
• Fortin, Ines & Hlouskova, Jaroslava, 2011, "Optimal asset allocation under linear loss aversion," Journal of Banking & Finance, Elsevier, volume 35, issue 11, pages 2974-2990, November.
• Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A., 2011, "Optimizing international portfolios with options and forwards," Journal of Banking & Finance, Elsevier, volume 35, issue 12, pages 3188-3201, DOI: 10.1016/j.jbankfin.2011.05.003.
• Ferstl, Robert & Weissensteiner, Alex, 2011, "Asset-liability management under time-varying investment opportunities," Journal of Banking & Finance, Elsevier, volume 35, issue 1, pages 182-192, January.
• Memmel, Christoph, 2011, "Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure," Journal of Banking & Finance, Elsevier, volume 35, issue 2, pages 282-289, February.
• Christelis, Dimitris & Georgarakos, Dimitris & Haliassos, Michael, 2011, "Stockholding: Participation, location, and spillovers," Journal of Banking & Finance, Elsevier, volume 35, issue 8, pages 1918-1930, August.
• de Haan, Leo & Kakes, Jan, 2011, "Momentum or contrarian investment strategies: Evidence from Dutch institutional investors," Journal of Banking & Finance, Elsevier, volume 35, issue 9, pages 2245-2251, September.
• Abreu, Margarida & Mendes, Victor & Santos, João A.C., 2011, "Home country bias: Does domestic experience help investors enter foreign markets?," Journal of Banking & Finance, Elsevier, volume 35, issue 9, pages 2330-2340, September.
• Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2011, "Effects of background risks on cautiousness with an application to a portfolio choice problem," Journal of Economic Theory, Elsevier, volume 146, issue 1, pages 346-358, January.
• Franke, Guenter & Schlesinger, Harris & Stapleton, Richard C., 2011, "Risk taking with additive and multiplicative background risks," Journal of Economic Theory, Elsevier, volume 146, issue 4, pages 1547-1568, July.
• Ozsoylev, Han N. & Walden, Johan, 2011, "Asset pricing in large information networks," Journal of Economic Theory, Elsevier, volume 146, issue 6, pages 2252-2280, DOI: 10.1016/j.jet.2011.10.003.
• Cvitanic, Jaksa & Malamud, Semyon, 2011, "Price impact and portfolio impact," Journal of Financial Economics, Elsevier, volume 100, issue 1, pages 201-225, April.
• Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias, 2011, "Spot and forward volatility in foreign exchange," Journal of Financial Economics, Elsevier, volume 100, issue 3, pages 496-513, June.
• Cuoco, Domenico & Kaniel, Ron, 2011, "Equilibrium prices in the presence of delegated portfolio management," Journal of Financial Economics, Elsevier, volume 101, issue 2, pages 264-296, August.
• van Rooij, Maarten & Lusardi, Annamaria & Alessie, Rob, 2011, "Financial literacy and stock market participation," Journal of Financial Economics, Elsevier, volume 101, issue 2, pages 449-472, August.
• Guasoni, Paolo & Huberman, Gur & Wang, Zhenyu, 2011, "Performance maximization of actively managed funds," Journal of Financial Economics, Elsevier, volume 101, issue 3, pages 574-595, September.
• Kumar, Alok & Page, Jeremy K. & Spalt, Oliver G., 2011, "Religious beliefs, gambling attitudes, and financial market outcomes," Journal of Financial Economics, Elsevier, volume 102, issue 3, pages 671-708, DOI: 10.1016/j.jfineco.2011.07.001.
• Tu, Jun & Zhou, Guofu, 2011, "Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies," Journal of Financial Economics, Elsevier, volume 99, issue 1, pages 204-215, January.
• Palomino, Frederic & Sadrieh, Abdolkarim, 2011, "Overconfidence and delegated portfolio management," Journal of Financial Intermediation, Elsevier, volume 20, issue 2, pages 159-177, April.
• Coeurdacier, Nicolas & Guibaud, Stéphane, 2011, "International portfolio diversification is better than you think," Journal of International Money and Finance, Elsevier, volume 30, issue 2, pages 289-308, March.
• Astudillo, Alfonso & Braun, Matías & Castañeda, Pablo, 2011, "The going public decision and the structure of equity markets," Journal of International Money and Finance, Elsevier, volume 30, issue 7, pages 1451-1470, DOI: 10.1016/j.jimonfin.2011.06.019.
• Kapteyn, Arie & Teppa, Federica, 2011, "Subjective measures of risk aversion, fixed costs, and portfolio choice," Journal of Economic Psychology, Elsevier, volume 32, issue 4, pages 564-580, August.
• van Winden, Frans & Krawczyk, Michal & Hopfensitz, Astrid, 2011, "Investment, resolution of risk, and the role of affect," Journal of Economic Psychology, Elsevier, volume 32, issue 6, pages 918-939, DOI: 10.1016/j.joep.2011.07.007.
• Hara, Chiaki, 2011, "Pareto improvement and agenda control of sequential financial innovations," Journal of Mathematical Economics, Elsevier, volume 47, issue 3, pages 336-345, DOI: 10.1016/j.jmateco.2010.12.013.
• Werner, Jan, 2011, "Risk aversion for variational and multiple-prior preferences," Journal of Mathematical Economics, Elsevier, volume 47, issue 3, pages 382-390, DOI: 10.1016/j.jmateco.2010.08.020.
• Diyarbakirlioglu, Erkin, 2011, "Domestic and foreign country bias in international equity portfolios," Journal of Multinational Financial Management, Elsevier, volume 21, issue 5, pages 301-329, DOI: 10.1016/j.mulfin.2011.07.002.
• Sabbaghi, Omid & Sabbaghi, Navid, 2011, "Carbon Financial Instruments, thin trading, and volatility: Evidence from the Chicago Climate Exchange," The Quarterly Review of Economics and Finance, Elsevier, volume 51, issue 4, pages 399-407, DOI: 10.1016/j.qref.2011.07.004.
• Fugazza, Carolina & Giofré, Maela & Nicodano, Giovanna, 2011, "International diversification and industry-related labor income risk," International Review of Economics & Finance, Elsevier, volume 20, issue 4, pages 764-783, October.
• Kourtidis, Dimitrios & Šević, Željko & Chatzoglou, Prodromos, 2011, "Investors’ trading activity: A behavioural perspective and empirical results," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 40, issue 5, pages 548-557, DOI: 10.1016/j.socec.2011.04.008.
• Yao, Rui & Sharpe, Deanna L. & Wang, Feifei, 2011, "Decomposing the age effect on risk tolerance," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 40, issue 6, pages 879-887, DOI: 10.1016/j.socec.2011.08.023.
• Keef, Stephen P. & Khaled, Mohammed S., 2011, "A review of the seasonal affective disorder hypothesis," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 40, issue 6, pages 959-967, DOI: 10.1016/j.socec.2011.08.012.
• James Crotty, 2011, "The Realism of Assumptions Does Matter: Why Keynes-Minsky Theory Must Replace Efficient Market Theory as the Guide to Financial Regulation Policy," Working Papers, Political Economy Research Institute, University of Massachusetts at Amherst, number wp255.
• James Crotty, 2011, "The Realism of Assumptions Does Matter: Why Keynes-Minsky Theory Must Replace Efficient Market Theory as the Guide to Financial Regulation Policy," UMASS Amherst Economics Working Papers, University of Massachusetts Amherst, Department of Economics, number 2011-05, Mar.
• Candelon, B. & Hurlin, C. & Tokpavi, S., 2011, "Sampling error and double shrinkage estimation of minimum variance portfolios," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 002, Jan, DOI: 10.26481/umamet.2011002.
• Nancy Mohan & Ting Zhang, 2011, "An Analysis of Risk-Taking Behavior for Public Defined Benefit Pension Plans," Upjohn Working Papers, W.E. Upjohn Institute for Employment Research, number 12-179, Nov.
• Aslanidis, Nektarios & Christiansen, Charlotte, 2011, "Quantiles of the Realized Stock-Bond Correlation," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/151809.
• Aslanidis, Nektarios & Christiansen, Charlotte, 2011, "Smooth Transition Patterns in the Realized Stock- Bond Correlation," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/152138.
• Jack Gray & Ron Bird, 2011, "A Brief Critical Review of Australia's Retirement Savings System," Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2011-4, Jan.
• Ron Bird & Paolo Pellizzari & Danny Yeung, 2011, "Performance Implications of Active Management of Institutional Mutual Funds," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney, number 13, Sep.
• Ron Bird & Krishna Reddy & Danny Yeung, 2011, "The Relationship Between Uncertainty and the Market Reaction to Information: How is it Influenced by Market and Stock-Specific Characteristics?," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney, number 14, Sep.
• Eylem Ersal Kiziler, 2011, "Growth Shocks and Portfolio Flows," Working Papers, UW-Whitewater, Department of Economics, number 11-02, May.
• Carmen LIPARA, 2011, "Investment Recommendations Made by Financial Analysts and Their Impact upon the Price Evolution of the Shares Listed on the Bucharest Stock Exchange," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 6, issue 2, pages 100-123.
• Marco Corazza & Giovanni Fasano & Riccardo Gusso, 2011, "Particle Swarm Optimization with non-smooth penalty reformulation for a complex portfolio selection problem," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2011_10.
• Alessandro Bucciol & Raffaele Miniaci, 2011, "Household Portfolios and Risk Bearing over Age and Time," Working Papers, University of Verona, Department of Economics, number 15/2011, Oct.
• Manolescu, Gheorghe, 2011, "Appetite For Risk Of The Bank (I)," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 15, issue 2, pages 209-223.
• Manolescu, Gheorghe, 2011, "Appetite For Risk Of The Bank (Ii)," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 15, issue 3, pages 140-155.
• Didier, Tatiana & Rigobon, Roberto & Schmukler, Sergio L., 2011, "Unexploited gains from international diversification : patterns of portfolio holdings around the world," Policy Research Working Paper Series, The World Bank, number 5524, Jan.
• Raddatz, Claudio & Schmukler, Sergio L., 2011, "Deconstructing herding : evidence from pension fund investment behavior," Policy Research Working Paper Series, The World Bank, number 5700, Jun.
• Anginer, Deniz & Demirguc-Kunt, Asli, 2011, "Has the global banking system become more fragile over time ?," Policy Research Working Paper Series, The World Bank, number 5849, Oct.
• Orazio P. Attanasio & Monica Paiella, 2011, "Intertemporal consumption choices, transaction costs and limited participation in financial markets: reconciling data and theory," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 2, pages 322-343, March.
• Michael Hurd & Maarten Van Rooij & Joachim Winter, 2011, "Stock market expectations of Dutch households," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 3, pages 416-436, April.
• Adeline Delavande & Susann Rohwedder, 2011, "Individuals' uncertainty about future social security benefits and portfolio choice," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 3, pages 498-519, April.
• Roxana Chiriac & Valeri Voev, 2011, "Modelling and forecasting multivariate realized volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 6, pages 922-947, September.
• D. E. Allen & R. J. Powell & A. K. Singh, 2011, "Quantile Regression As A Tool For Portfolio Investment Decisions During Times Of Financial Distress," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 01, pages 1-19, DOI: 10.1142/S2010495211500035.
• Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), 2011, "The Kelly Capital Growth Investment Criterion:Theory and Practice," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7598, ISBN: ARRAY(0x5385c9a8), March.
• Michael CS Wong (ed.), 2011, "The Risk of Investment Products:From Product Innovation to Risk Compliance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8170, ISBN: ARRAY(0x540c4e98), March.
• Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide (ed.), 2011, "Recent Advances in Financial Engineering 2010," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8236, ISBN: ARRAY(0x5501ffa8), March.
• Daniel Bernoulli, 2011, "Exposition Of A New Theory On The Measurement Of Risk," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• J. L. Kelly Jr., 2011, "A New Interpretation of Information Rate," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Henry Allen Latané, 2011, "Criteria For Choice Among Risky Ventures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• L. Breiman, 2011, "Optimal Gambling Systems For Favorable Games," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• E. O. Thorp, 2011, "Optimal Gambling Systems For Favorable Games," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Edward. O. Thorp, 2011, "Portfolio Choice And The Kelly Criterion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Nils H. Hakansson, 2011, "Optimal Investment And Consumption Strategies Under Risk For A Class Of Utility Functions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Nils H. Hakansson, 2011, "On Optimal Myopic Portfolio Policies, With And Without Serial Correlation Of Yields," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Richard Roll, 2011, "Evidence On The “Growth-Optimum” Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Robert M. Bell & Thomas M. Cover, 2011, "Competitive Optimality Of Logarithmic Investment," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• ANDREW R. BARRON & Thomas M. Cover, 2011, "A Bound on the Financial Value of Information," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
• Paul H. Algoet & Thomas M. Cover, 2011, "Asymptotic Optimality And Asymptotic Equipartition Properties Of Log-Optimum Investment," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".