Research classified by Journal of Economic Literature (JEL) codes

2012

• Michael D. Hurd & Susann Rohwedder, 2012, "Stock Price Expectations and Stock Trading," NBER Working Papers, National Bureau of Economic Research, Inc, number 17973, Apr.
• Martijn Cremers & Antti Petajisto & Eric Zitzewitz, 2012, "Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation," NBER Working Papers, National Bureau of Economic Research, Inc, number 18050, May.
• Kristin Forbes & Marcel Fratzscher & Thomas Kostka & Roland Straub, 2012, "Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls," NBER Working Papers, National Bureau of Economic Research, Inc, number 18052, May.
• Christopher T. Downing & Francis A. Longstaff & Michael A. Rierson, 2012, "Inflation Tracking Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 18135, Jun.
• André de Souza & Anthony W. Lynch, 2012, "Does Mutual Fund Performance Vary over the Business Cycle?," NBER Working Papers, National Bureau of Economic Research, Inc, number 18137, Jun.
• John Chalmers & Jonathan Reuter, 2012, "Is Conflicted Investment Advice Better than No Advice?," NBER Working Papers, National Bureau of Economic Research, Inc, number 18158, Jun.
• Kent Daniel & Ravi Jagannathan & Soohun Kim, 2012, "Tail Risk in Momentum Strategy Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 18169, Jun.
• Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny, 2012, "Money Doctors," NBER Working Papers, National Bureau of Economic Research, Inc, number 18174, Jun.
• Jonathan B. Berk & Jules H. van Binsbergen, 2012, "Measuring Managerial Skill in the Mutual Fund Industry," NBER Working Papers, National Bureau of Economic Research, Inc, number 18184, Jun.
• Leonardo Bursztyn & Florian Ederer & Bruno Ferman & Noam Yuchtman, 2012, "Understanding Peer Effects in Financial Decisions: Evidence from a Field Experiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 18241, Jul.
• Dimitri Vayanos & Jiang Wang, 2012, "Market Liquidity -- Theory and Empirical Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 18251, Jul.
• Florian Scheuer, 2012, "Adverse Selection In Credit Markets and Regressive Profit Taxation," NBER Working Papers, National Bureau of Economic Research, Inc, number 18406, Sep.
• Justine S. Hastings & Brigitte C. Madrian & William L. Skimmyhorn, 2012, "Financial Literacy, Financial Education and Economic Outcomes," NBER Working Papers, National Bureau of Economic Research, Inc, number 18412, Sep.
• Robert Novy-Marx & Joshua D. Rauh, 2012, "Linking Benefits to Investment Performance in US Public Pension Systems," NBER Working Papers, National Bureau of Economic Research, Inc, number 18491, Oct.
• Martin L. Weitzman, 2012, "Rare Disasters, Tail-Hedged Investments, and Risk-Adjusted Discount Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 18496, Oct.
• Harrison Hong & David Sraer, 2012, "Speculative Betas," NBER Working Papers, National Bureau of Economic Research, Inc, number 18548, Nov.
• Cary Frydman & Nicholas Barberis & Colin Camerer & Peter Bossaerts & Antonio Rangel, 2012, "Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility," NBER Working Papers, National Bureau of Economic Research, Inc, number 18562, Nov.
• John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian & Stephen P. Zeldes, 2012, "What Makes Annuitization More Appealing?," NBER Working Papers, National Bureau of Economic Research, Inc, number 18575, Nov.
• Fabian Duarte & Justine S. Hastings, 2012, "Fettered Consumers and Sophisticated Firms: Evidence from Mexico's Privatized Social Security Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 18582, Dec.
• Caroline M. Hoxby, 2012, "Endowment Management Based on a Positive Model of the University," NBER Working Papers, National Bureau of Economic Research, Inc, number 18626, Dec.
• Simeon Coleman Author name: Vitor Leone, 2012, "Time-series characteristics of UK commercial property returns: Testing for multiple changes in persistence," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2012/03, Jun.
• Semyon Malamud & Marzena Rostek, 2012, "Decentralized Exchange," Working Papers, NET Institute, number 12-18, Sep.
• Angel Marchev & Angel Marchev Jr., 2012, "Selecting and Simulating Models for Management of Investment Portfolios Using Cybernetic Approach," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 38-54, April.
• Martin Szydlowski, 2012, "Incentives, Project Choice and Dynamic Multitasking," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1525, Oct.
• Mario Ghossoub, 2012, "Vigilant Measures of Risk and the Demand for Contingent Claims," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1555, Oct.
• Rudiger Ahrend & Cyrille Schwellnus, 2012, "International Capital Mobility and Financial Fragility - Part 4. Which Structural Policies Stabilise Capital Flows When Investors Suddenly Change Their Mind?: Evidence from Bilateral Bank Data," OECD Economics Department Working Papers, OECD Publishing, number 967, Jun, DOI: 10.1787/5k97fmss637j-en.
• Oecd, 2012, "International Capital Mobility and Financial Fragility - Part 5. Do Investors Disproportionately Shed Assets of Distant Countries Under Increased Uncertainty?: Evidence from the Global Financial Crisis," OECD Economics Department Working Papers, OECD Publishing, number 968, Jun, DOI: 10.1787/5k97fmsjxkd5-en.
• Jan Corfee-Morlot & Virginie Marchal & Céline Kauffmann & Christopher Kennedy & Fiona Stewart & Christopher Kaminker & Geraldine Ang, 2012, "Towards a Green Investment Policy Framework: The Case of Low-Carbon, Climate-Resilient Infrastructure," OECD Environment Working Papers, OECD Publishing, number 48, Nov, DOI: 10.1787/5k8zth7s6s6d-en.
• Elisabeth Beckmann & Thomas Scheiber, 2012, "Not So Trustworthy Anymore? The Euro as a Safe Haven Asset in Central, Eastern and Southeastern Europe," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 65-71.
• Doris Ritzberger-Grünwald & Thomas Scheiber, 2012, "Euro Cash in Central, Eastern and Southeastern Europe," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 41-55.
• Michael Andreasch & Pirmin Fessler & Martin Schürz, 2012, "Savings Deposits in Austria – A Safety Net in Times of Crisis," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 81-95.
• Helmut Stix, 2012, "Why Do People Save in Cash? Distrust, Memories of Banking Crises, Weak Institutions and Dollarization," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 178, Jul.
• Javier Mencía, 2012, "Testing Nonlinear Dependence in the Hedge Fund Industry," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 3, pages 545-587, June.
• Edwin J. Elton & Martin J. Gruber & Christopher R. Blake, 2012, "Does Mutual Fund Size Matter? The Relationship Between Size and Performance," The Review of Asset Pricing Studies, Society for Financial Studies, volume 2, issue 1, pages 31-55.
• Stephen J. Brown & Greg N. Gregoriou & Razvan Pascalau, 2012, "Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify?," The Review of Asset Pricing Studies, Society for Financial Studies, volume 2, issue 1, pages 89-110.
• Jeffrey A. Busse & Qing Tong, 2012, "Mutual Fund Industry Selection and Persistence," The Review of Asset Pricing Studies, Society for Financial Studies, volume 2, issue 2, pages 245-274.
• Matti Keloharju & Samuli Knüpfer & Juhani Linnainmaa, 2012, "Do Investors Buy What They Know? Product Market Choices and Investment Decisions," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 10, pages 2921-2958.
• Suleyman Basak & Georgy Chabakauri, 2012, "Dynamic Hedging in Incomplete Markets: A Simple Solution," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 6, pages 1845-1896.
• Wioletta Dziuda & Jordi Mondria, 2012, "Asymmetric Information, Portfolio Managers, and Home Bias," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 7, pages 2109-2154.
• John Chalmers & Jonathan Reuter, 2012, "How Do Retirees Value Life Annuities? Evidence from Public Employees," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 8, pages 2601-2634.
• Serban Florentin & Busu Mihail & Tudorache Ana, 2012, "Building an Optimal Portfolio Using Fundamental Analysis of Stocks," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1672-1677, May.
• Adrian Lupaºc & Ioana Lupaºc & Cristina Gabriela Zamfir, 2012, "Impact of Intelligent Modern Technologies in Business," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 580-585, May.
• Drãgoi Cãtãlin & Piciu Gabriela Cornelia & Chiþiga Georgiana, 2012, "Optimal Portfolio Selection in a Value at Risk Framework," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1080-1084, Decembre.
• Pochea Maria-Miruna, 2012, "Testing for Sibex Market’s Long-Term Memory," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1312-1317, Decembre.
• ªtefea Petru & Pelin Andrei & Viasu Ioana, 2012, "Accounting Statements Information Relevance and Integrity in a Global Management Environment," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1372-1376, Decembre.
• Ungureanu Mihaela, 2012, "Accounting Integration in Corporate Governance System – Factor to Attract Investments," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1398-1403, Decembre.
• Birãu Felicia Ramona, 2012, "Statistical Analysis of Emerging Capital Markets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 3, pages 1-61, Decembre.
• John Muellbauer & John Duca, 2012, "Tobin Lives: Integrating evolving credit market architecture into flow of funds based macro-models," Economics Series Working Papers, University of Oxford, Department of Economics, number 622, Sep.
• Francisco Galarza & Mauricio Power, 2012, "Aversión miope a las pérdidas en las decisiones de inversión : ¿cómo reaccionan los inversionistas ante cambios en la frecuencia de información, flexibilidad de inversión y perfiles de riesgo?," Working Papers, Centro de Investigación, Universidad del Pacífico, number 12-11, Dec.

2011

• Wade D. Pfau, 2011, "Emerging Market Pension Funds and International Diversification," Journal of Developing Areas, Tennessee State University, College of Business, volume 45, issue 1, pages 1-17, July-Dece.
• Hai-Ching Liu & Ying-Fen Fu, 2011, "Sources of Industry Momentum Effect - Weekly Data Evidence," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 7, issue 1, pages 23-42, January.
• Halbleib Roxana & Voev Valeri, 2011, "Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 1, pages 134-152, February, DOI: 10.1515/jbnst-2011-0109.
• Arnold Polanski & Evarist Stoja, 2011, "Dynamic density forecasts for multivariate asset returns," Journal of Forecasting, John Wiley & Sons, Ltd., volume 30, issue 6, pages 523-540, September.
• Sadefo Kamdem, 2011, "Businesses Risks Aggregation with Copula," Journal of Quantitative Economics, The Indian Econometric Society, volume 9, issue 2, pages 58-72, July.
• Linan Diao & Jörg Rieskamp, 2011, "Reinforcement Learning in Repeated Portfolio Decisions," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2011-009, Feb.
• Linan Diao, 2011, "Recognition-Based and Familiarity-Based Portfolio Strategies - An Experimental Study," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2011-010, Feb.
• Rustam Ibragimov & Johan Walden, 2011, "Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks," Annals of Finance, Springer, volume 7, issue 3, pages 285-318, August, DOI: 10.1007/s10436-010-0166-2.
• Winslow Strong & Jean-Pierre Fouque, 2011, "Diversity and arbitrage in a regulatory breakup model," Annals of Finance, Springer, volume 7, issue 3, pages 349-374, August, DOI: 10.1007/s10436-010-0175-1.
• Laurence Carassus & Miklós Rásonyi, 2011, "Risk-averse asymptotics for reservation prices," Annals of Finance, Springer, volume 7, issue 3, pages 375-387, August, DOI: 10.1007/s10436-010-0167-1.
• James Koch & Robert Fenili & Richard Cebula, 2011, "Do Investors Care if Steve Jobs is Healthy?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 39, issue 1, pages 59-70, March, DOI: 10.1007/s11293-010-9261-z.
• Larry Lawson & Catherine Lawson, 2011, "The Effect of Payment Methods on Risk Aversion," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 39, issue 3, pages 249-260, September, DOI: 10.1007/s11293-011-9278-y.
• Robin Grieves & Steven Mann, 2011, "The search for relative value in bonds," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 1, pages 95-106, March, DOI: 10.1007/s11408-010-0150-x.
• Christian Wildmann, 2011, "What drives portfolio investments of German banks in emerging capital markets?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 2, pages 197-231, June, DOI: 10.1007/s11408-011-0158-x.
• Andy Fodor & Kevin Krieger & James Doran, 2011, "Do option open-interest changes foreshadow future equity returns?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 3, pages 265-280, September, DOI: 10.1007/s11408-011-0164-z.
• Martin Wallmeier, 2011, "Beyond payoff diagrams: how to present risk and return characteristics of structured products," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 3, pages 313-338, September, DOI: 10.1007/s11408-011-0163-0.
• Stefan Erdorf & Nicolas Heinrichs, 2011, "Co-movement of revenue: structural changes in the business cycle," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 4, pages 411-433, December, DOI: 10.1007/s11408-011-0168-8.
• William Ziemba, 2011, "Investing in the turn-of-the-year effect," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 4, pages 455-472, December, DOI: 10.1007/s11408-011-0170-1.
• Maher Asal, 2011, "The Impact of Euro on Sectoral Equity Returns and Portfolio Risk," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 17, issue 2, pages 119-133, May, DOI: 10.1007/s11294-011-9292-5.
• Francisco Climent & Pilar Soriano, 2011, "Green and Good? The Investment Performance of US Environmental Mutual Funds," Journal of Business Ethics, Springer, volume 103, issue 2, pages 275-287, October, DOI: 10.1007/s10551-011-0865-2.
• Jean-Paul Chavas, 2011, "On the microeconomics of diversification under learning," Journal of Economics, Springer, volume 104, issue 1, pages 25-47, September, DOI: 10.1007/s00712-011-0202-3.
• Thomas Rapp & Nicolas Aubert, 2011, "Bank Employee Incentives and Stock Purchase Plans Participation," Journal of Financial Services Research, Springer;Western Finance Association, volume 40, issue 3, pages 185-203, December, DOI: 10.1007/s10693-011-0104-0.
• Hsuan-Chi Chen & Robert Fok & Chiuling Lu, 2011, "An Analysis of Lockups in REIT IPOs," The Journal of Real Estate Finance and Economics, Springer, volume 43, issue 3, pages 359-384, October, DOI: 10.1007/s11146-009-9228-5.
• Khalid Sekkat & Ariane Szafarz, 2011, "Valuing Homeownership," The Journal of Real Estate Finance and Economics, Springer, volume 43, issue 4, pages 491-504, November, DOI: 10.1007/s11146-009-9212-0.
• Jeffrey Carpenter & Justin Garcia & J. Lum, 2011, "Dopamine receptor genes predict risk preferences, time preferences, and related economic choices," Journal of Risk and Uncertainty, Springer, volume 42, issue 3, pages 233-261, June, DOI: 10.1007/s11166-011-9115-3.
• Nicole Boyson & Robert Mooradian, 2011, "Corporate governance and hedge fund activism," Review of Derivatives Research, Springer, volume 14, issue 2, pages 169-204, July, DOI: 10.1007/s11147-011-9065-6.
• Yee Loon, 2011, "Model uncertainty, performance persistence and flows," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 2, pages 153-205, February, DOI: 10.1007/s11156-010-0177-0.
• Lan-chih Ho & John Cadle & Michael Theobald, 2011, "An analysis of risk-based asset allocation and portfolio insurance strategies," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 2, pages 247-267, February, DOI: 10.1007/s11156-010-0175-2.
• Chanwit Phengpis & Peggy Swanson, 2011, "Optimization, cointegration and diversification gains from international portfolios: an out-of-sample analysis," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 2, pages 269-286, February, DOI: 10.1007/s11156-010-0174-3.
• Pei-Gi Shu & Yin-Hua Yeh & Shean-Bii Chiu & Fu-Sheng Ho, 2011, "The reputation effect of venture capital," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 4, pages 533-554, May, DOI: 10.1007/s11156-010-0188-x.
• Huong Higgins, 2011, "Forecasting stock price with the residual income model," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 4, pages 583-604, May, DOI: 10.1007/s11156-010-0187-y.
• Travis Sapp, 2011, "The 52-week high, momentum, and predicting mutual fund returns," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 2, pages 149-179, August, DOI: 10.1007/s11156-010-0199-7.
• Anil Mishra, 2011, "Australia’s equity home bias and real exchange rate volatility," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 2, pages 223-244, August, DOI: 10.1007/s11156-010-0202-3.
• Yangru Wu, 2011, "Momentum trading, mean reversal and overreaction in Chinese stock market," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 3, pages 301-323, October, DOI: 10.1007/s11156-010-0206-z.
• Elyas Elyasiani & Jingyi Jia, 2011, "Performance persistence of closed-end funds," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 3, pages 381-408, October, DOI: 10.1007/s11156-010-0209-9.
• D. Johnstone & D. Lindley, 2011, "Elementary proof that mean–variance implies quadratic utility," Theory and Decision, Springer, volume 70, issue 2, pages 149-155, February, DOI: 10.1007/s11238-010-9194-7.
• George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov, 2011, "The Puzzle of Index Option Returns," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2011-17, May.
• Günter Franke & Ferdinand Graf, 2011, "Does Portfolio Optimization Pay?," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2011-19, May.
• Günter Franke & Harris Schlesinger & Richard C. Stapleton, 2011, "Risk Taking with Additive and Multiplicative Background Risks," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2011-25, Jun.
• Matthias W. Uhl, 2011, "Reuters Sentiment and Stock Returns," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 11-288, Sep, DOI: 10.3929/ethz-a-006620590.
• Badics, Tamás, 2011, "Az arbitrázs preferenciákkal történő karakterizációjáról
  [On the characterization of arbitrage in terms of preferences]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 727-742.
• Ormos, Mihály & Joó, István, 2011, "Diszpozíciós hatás a magyar tőkepiacon
  [Disposition effect in the Hungarian capital market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 743-758.
• Szüle, Borbála, 2011, "Portfólióelméleti modell szerinti optimális nyugdíjrendszer
  [The optimal pension system according to a portfolio theory model]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 792-805.
• Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011, "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," KIER Working Papers, Kyoto University, Institute of Economic Research, number 757, Jan.
• Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2011, "Modelling and Forecasting Noisy Realized Volatility," KIER Working Papers, Kyoto University, Institute of Economic Research, number 758, Jan.
• Chia-Lin Chang & Juan-à ngel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011, "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," KIER Working Papers, Kyoto University, Institute of Economic Research, number 761, Mar.
• Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011, "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," KIER Working Papers, Kyoto University, Institute of Economic Research, number 767, Apr.
• Michael McAleer & Paulo Araújo Santos & Juan-à ngel Jiménez-Martín & Teodosio Pérez Amaral, 2011, "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," KIER Working Papers, Kyoto University, Institute of Economic Research, number 782, Jul.
• Maxime Merli & Tristan Roger, 2011, "What drives the herding behavior of individual investors?," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2011-03.
• Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2011, "Regulating Asset Price Risk," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 11.02, Jan.
• Michele Dell'Era & Luis Santos-Pinto, 2011, "Entrepreneurial Overconfidence, Self-Financing and Capital Market Efficiency," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 11.06, Oct, revised Nov 2012.
• Mehreen Mahmud & Nawazish Mirza, 2011, "An Evaluation of Mutual Fund Performance in an Emerging Economy: The Case of Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 16, issue Special E, pages 301-316, September.
• Irfan ul Haque, 2011, "The Capital Account and Pakistani Rupee Convertibility: Macroeconomic Policy Challenges," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 16, issue Special E, pages 95-121, September.
• Hurd, Michael & Rooij, Maarten van & Winter, Joachim, 2011, "Stock market expectations of dutch households," Munich Reprints in Economics, University of Munich, Department of Economics, number 19458.
• Pelger, Ines, 2011, "Gender, Investment Financing and Credit Constraints," Discussion Papers in Economics, University of Munich, Department of Economics, number 12524, Dec.
• Pelger, Ines, 2011, "Male vs. female business owners: Are there differences in investment behavior?," Discussion Papers in Economics, University of Munich, Department of Economics, number 12526, Dec.
• Jang Schiltz & Marc Boissaux, 2011, "Practical weight-constrained conditioned portfolio optimization using risk aversion indicator signals," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 11-12.
• Hassanzadeh, Ali & Nazarian, Rafik & Kianvand, Mehran, 2011, "The Impact of Monetary Policy Shocks on the Fluctuation of Stock Price Index in Iran," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 4, issue 9, pages 1-44, December.
• Bucher-Koenen, Tabea & Ziegelmeyer, Michael, 2011, "Who lost the most? Financial Literacy, Cognitive Abilities, and the Financial Crisis," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 11234, Jan.
• von Gaudecker, Hans-Martin, 2011, "How does household portfolio diversification vary with financial sophistication and advice?," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 11238, Mar.
• Magdalena Morgese Borys & Petr ZemÄÂik, 2011, "Size and Value Effects in the Visegrad Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 47, issue 3, pages 50-68, May.
• Rafi Eldor & Shmuel Hauser & Uzi Yaari, 2011, "Safer Margins for Option Trading: How Accuracy Promotes Efficiency," Multinational Finance Journal, Multinational Finance Journal, volume 15, issue 3-4, pages 217-234, September.
• Bjöern Fastrich & Sandra Paterlini & Peter Winker, 2011, "Cardinality versus q-Norm Constraints for Index Tracking," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0642, Jan.
• Bjoern Fastrich & Sandra Paterlini & Peter Winker, 2011, "Cardinality versus q-Norm Constraints for Index Tracking," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 056, Jan.
• Chowdhury, Abdur, 2011, "Do Stock Market Risk Premiums Respond to Consumer Confidence?," Working Papers and Research, Marquette University, Center for Global and Economic Studies and Department of Economics, number 2011-06, Aug.
• Jingjing Chai & Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla, 2011, "Lifecycle Impacts of the Financial and Economic Crisis on Household Optimal Consumption, Portfolio Choice, and Labor Supply," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp246, Sep.
• Christophe Boucher & Bertrand Maillet, 2011, "The Riskiness of Risk Models," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11020, Mar.
• Massimo Belcredi & Ettore Croci & Alfonso Del Giudice, 2011, "The Silence of the Lambs. Retail Investors and Bank Bonds in Italy," Mercato Concorrenza Regole, Società editrice il Mulino, issue 1, pages 93-116.
• Alberto Burchi, 2011, "VaR models and the capital requirement for market risks," Banca Impresa Società, Società editrice il Mulino, issue 1, pages 75-104.
• Gavira Durón Nora & Venegas Martínez Francisco, 2011, "Decisiones óptimas de consumo y portafolio. Un enfoque de precios de estado de Arrow-Debreu," Contaduría y Administración, Accounting and Management, volume 56, issue 2, pages 151-172, mayo - ag.
• P. Stinglhamber & Ch. Van Nieuwenhuyze & M.-D. Zachary, 2011, "The impact of low interest rates on household financial behaviour," Economic Review, National Bank of Belgium, issue ii, pages 77-91, September.
• Łukasz Delong, 2011, "Practical and theoretical aspects of market-consistent valuation and hedging of insurance liabilities," Bank i Kredyt, Narodowy Bank Polski, volume 42, issue 1, pages 49-78.
• John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2011, "How Does Simplified Disclosure Affect Individuals' Mutual Fund Choices?," NBER Chapters, National Bureau of Economic Research, Inc, "Explorations in the Economics of Aging".
• Marcel Fratzscher, 2011, "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," NBER Chapters, National Bureau of Economic Research, Inc, "Global Financial Crisis".
• Claudio Raddatz & Sergio L. Schmukler, 2011, "On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios," NBER Chapters, National Bureau of Economic Research, Inc, "Global Financial Crisis".
• Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2011, "U.S. International Equity Investment and Past and Prospective Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 16677, Jan.
• Pierre-André Chiappori & Krislert Samphantharak & Sam Schulhofer-Wohl & Robert M. Townsend, 2011, "Heterogeneity and Risk Sharing in Village Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 16696, Jan.
• Bernard Dumas & Karen K. Lewis & Emilio Osambela, 2011, "Differences of Opinion and International Equity Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 16726, Jan.
• Justine S. Hastings & Olivia S. Mitchell, 2011, "How Financial Literacy and Impatience Shape Retirement Wealth and Investment Behaviors," NBER Working Papers, National Bureau of Economic Research, Inc, number 16740, Jan.
• Yingcong Lan & Neng Wang & Jinqiang Yang, 2011, "The Economics of Hedge Funds: Alpha, Fees, Leverage, and Valuation," NBER Working Papers, National Bureau of Economic Research, Inc, number 16842, Mar.
• Chong Wang & Neng Wang & Jinqiang Yang, 2011, "A Unified Model of Entrepreneurship Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 16843, Mar.
• John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2011, "Does Aggregated Returns Disclosure Increase Portfolio Risk-Taking?," NBER Working Papers, National Bureau of Economic Research, Inc, number 16868, Mar.
• Yosef Bonaparte & Russell Cooper & Guozhong Zhu, 2011, "Consumption Smoothing and Portfolio Rebalancing: The Effects of Adjustment Costs," NBER Working Papers, National Bureau of Economic Research, Inc, number 16957, Apr.
• G. William Schwert, 2011, "Stock Volatility During the Recent Financial Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 16976, Apr.
• Jesse Bricker & Brian K. Bucks & Arthur Kennickell & Traci L. Mach & Kevin Moore, 2011, "Drowning or Weathering the Storm? Changes in Family Finances from 2007 to 2009," NBER Working Papers, National Bureau of Economic Research, Inc, number 16985, Apr.
• Jialun Li & Kent Smetters, 2011, "Optimal Portfolio Choice with Wage-Indexed Social Security," NBER Working Papers, National Bureau of Economic Research, Inc, number 17025, May.
• Yael V. Hochberg & Joshua D. Rauh, 2011, "Local Overweighting and Underperformance: Evidence from Limited Partner Private Equity Investments," NBER Working Papers, National Bureau of Economic Research, Inc, number 17122, Jun.
• Jingjing Chai & Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla, 2011, "Lifecycle Impacts of the Financial and Economic Crisis on Household Optimal Consumption, Portfolio Choice, and Labor Supply," NBER Working Papers, National Bureau of Economic Research, Inc, number 17134, Jun.
• Andrew Ang & Allan Timmermann, 2011, "Regime Changes and Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 17182, Jun.
• Karen K. Lewis, 2011, "Global Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 17261, Jul.
• Clemens Sialm & T. Mandy Tham, 2011, "Spillover Effects in Mutual Fund Companies," NBER Working Papers, National Bureau of Economic Research, Inc, number 17292, Aug.
• Marcin Kacperczyk & Philipp Schnabl, 2011, "Implicit Guarantees and Risk Taking: Evidence from Money Market Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 17321, Aug.
• Stephen A. Ross, 2011, "The Recovery Theorem," NBER Working Papers, National Bureau of Economic Research, Inc, number 17323, Aug.
• Ralph Koijen & Stijn Van Nieuwerburgh & Motohiro Yogo, 2011, "Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 17325, Aug.
• Athanasios Geromichalos & Ina Simonovska, 2011, "Asset Liquidity and International Portfolio Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 17331, Aug.
• Jessica A. Wachter & Missaka Warusawitharana, 2011, "What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio," NBER Working Papers, National Bureau of Economic Research, Inc, number 17334, Aug.
• Marcel Fratzscher, 2011, "Capital Flows, Push versus Pull Factors and the Global Financial Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 17357, Aug.
• Claudio Raddatz & Sergio L. Schmukler, 2011, "On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 17358, Aug.
• David T. Robinson & Berk A. Sensoy, 2011, "Cyclicality, Performance Measurement, and Cash Flow Liquidity in Private Equity," NBER Working Papers, National Bureau of Economic Research, Inc, number 17428, Sep.
• Ravi Jagannathan & Srikant Marakani, 2011, "Price Dividend Ratio Factors : Proxies for Long Run Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 17484, Oct.
• Vasily Kartashov & Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla, 2011, "Lifecycle Portfolio Choice with Systematic Longevity Risk and Variable Investment-Linked Deferred Annuities," NBER Working Papers, National Bureau of Economic Research, Inc, number 17505, Oct.
• Alp Simsek, 2011, "Speculation and Risk Sharing with New Financial Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 17506, Oct.
• Karsten Jeske & Dirk Krueger & Kurt Mitman, 2011, "Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises," NBER Working Papers, National Bureau of Economic Research, Inc, number 17537, Oct.
• Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2011, "When Bonds Matter: Home Bias in Goods and Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 17560, Nov.
• Marcin Kacperczyk & Stijn Van Nieuwerburgh & Laura Veldkamp, 2011, "Time-Varying Fund Manager Skill," NBER Working Papers, National Bureau of Economic Research, Inc, number 17615, Nov.
• Kristopher Gerardi & Lauren Lambie-Hanson & Paul S. Willen, 2011, "Do Borrower Rights Improve Borrower Outcomes? Evidence from the Foreclosure Process," NBER Working Papers, National Bureau of Economic Research, Inc, number 17666, Dec.
• Nicolas Coeurdacier & Hélène Rey, 2011, "Home Bias in Open Economy Financial Macroeconomics," NBER Working Papers, National Bureau of Economic Research, Inc, number 17691, Dec.
• M. Kabir Hassan & Eric Girard, 2011, "Faith-Based Ethical Investing: The Case of Dow Jones Islamic Indexes," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2011-WP-05, Apr.
• Irina A. Telyukova & Makoto Nakajima, 2011, "Home Equity in Retirement," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2011-WP-08B, May, revised Aug 2011.
• João Sousa & Ricardo M. Sousa, 2011, "Asset Returns Under Model Uncertainty: Eveidence from the euro area, the U.K and the U.S," NIPE Working Papers, NIPE - Universidade do Minho, number 21/2011.
• Margaret Meyer & Bruno Strulovici, 2011, "Increasing Interdependence of Multivariate Distributions," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1523, Mar.
• Elisabeth Beckmann & Sandra Dvorsky & Thomas Scheiber, 2011, "OeNB Euro Survey: Growing Uncertainty, but Overall Euroization Not Affected," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 88-99.
• 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.