My JEL codes
Follow this JEL code
Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G11: Portfolio Choice; Investment Decisions
2025
- Eichfelder, Sebastian & Knaisch, Jonas David & Schneider, Kerstin, 2025. "Bonus depreciation as instrument for structural economic policy: Effects on investment and asset structure," arqus Discussion Papers in Quantitative Tax Research 288, arqus - Arbeitskreis Quantitative Steuerlehre.
- Carbone, Sante & Giuzio, Margherita & Kapadia, Sujit & Krämer, Johannes Sebastian & Nyholm, Ken & Vozian, Katia, 2025. "The low-carbon transition, climate commitments and firm credit risk," SAFE Working Paper Series 442, Leibniz Institute for Financial Research SAFE.
- Antonello Cirulli & Gianluca De Nard & Joshua Traut & Patrick Walker, 2025. "Low risk, high variability: practical guide for portfolio construction," ECON - Working Papers 463, Department of Economics - University of Zurich.
- Katharina Holzheu & Tobias Wekhof, 2025. "Bank-Advisor Certification and Willingness to Pay for Sustainable Finance Products," CER-ETH Economics working paper series 25/396, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
- Christopher Anderson, 2025. "Regulating Bank Portfolio Choice Under Asymmetric Information," Finance and Economics Discussion Series 2025-009, Board of Governors of the Federal Reserve System (U.S.).
- Mahyar Kargar & Benjamin Lester & Sébastien Plante & Pierre-Olivier Weill, 2025. "Sequential Search for Corporate Bonds," Working Papers 25-08, Federal Reserve Bank of Philadelphia.
- Alexander E. Abramov & Maria I. Chernova & Andrey G. Kosyrev, 2025. "Private and Collective Direct Investments in Popular Shares of Russian Companies," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 1, pages 8-26, February.
- Le blanc, Julia & Slacalek, Jiri & White, Matthew N., 2025. "Housing Wealth Across Countries: The Role of Expectations, Institutions and Preferences," JRC Working Papers in Economics and Finance 2025-01, Joint Research Centre, European Commission.
- Gopal K. Basak & Pranab Kumar Das & Allena Rohit, 2025. "A model of contagion without trading relations," International Economics and Economic Policy, Springer, vol. 22(1), pages 1-34, February.
- Jan Muckenhaupt & Martin Hoesli & Bing Zhu, 2025. "Listed Real Estate as an Inflation Hedge Across Regimes," The Journal of Real Estate Finance and Economics, Springer, vol. 70(2), pages 189-239, February.
- Sanjay Sehgal & Tarunika Jain Agrawal & Florent Deisting, 2025. "The tale of two tails and stock returns for two major emerging markets," Review of Quantitative Finance and Accounting, Springer, vol. 64(1), pages 163-189, January.
- Meng-Jou Lu & Matúš Horváth & Xingjia Wang & Wolfgang Karl Härdle, 2025. "Spectral risk for digital assets," Review of Quantitative Finance and Accounting, Springer, vol. 64(2), pages 537-574, February.
- Jian Chen & Ahmad Haboub & Ali Khan & Syed Mahmud, 2025. "Investor clientele and intraday patterns in the cross section of stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 64(2), pages 757-797, February.
- Valentin Haddad & Paul Huebner & Erik Loualiche, 2025. "How Competitive Is the Stock Market? Theory, Evidence from Portfolios, and Implications for the Rise of Passive Investing," American Economic Review, American Economic Association, vol. 115(3), pages 975-1018, March.
- Corina-Graziella BÂTCĂ-DUMITRU & Daniela-Nicoleta SAHLIAN & Cleopatra ȘENDROIU, 2025. "Budgetary Management of Investments," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), vol. 6(1), pages 16-26, January.
- Serkan Ünal & Yasemin Yurtoğlu, 2025. "BIST 100 Endeksi Borsa İstanbul’un Genel Performansını Yansıtıyor mu?," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 9(4), pages 832-853.
- Ranjan Kumar DASH & Anatolijs KRIVINS & Valters KAZE, 2025. "Economic Evaluation of Land in Agribusiness: Soil Fertility Factor," Access Journal, Access Press Publishing House, vol. 6(1), pages 25-45, November.
- Adil Haniev & Viktoriya V. Suhih, 2025. "Analysis of the Impact of ESG Initiatives on the Financial Performance of Shareholders in Russian Companies," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 24(1), pages 319-343.
- Dimiter Shalvardjiev, 2025. "Asset Hedging via Digital Asset Indices," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 63-88.
- Tasrim, Pahmi & Ansri Jayanti & Andi Irfan & Andi Alim, 2025. "Optimizing Capital Structure and Company Financial Performance: A Field Theory Approach," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 21-36.
- Cristina Angelico & Enrico Bernardini, 2025. "Banks' carbon pledges: amazing or a maze?," Questioni di Economia e Finanza (Occasional Papers) 906, Bank of Italy, Economic Research and International Relations Area.
- Federico Apicella & Andrea Colabella & Angelo Nunnari & Francesco Pipitone, 2025. "Households' portfolio composition 2010 – 2023: evidence from the Financial Accounts and from the Survey of Household Income and Wealth," Questioni di Economia e Finanza (Occasional Papers) 910, Bank of Italy, Economic Research and International Relations Area.
- Fabrizio Ferriani & Sabina Marchetti, 2025. "The micro-determinants of portfolio gyrations in mutual funds: evidence from machine learning models," Questioni di Economia e Finanza (Occasional Papers) 913, Bank of Italy, Economic Research and International Relations Area.
- Giulio Cornelli & Leonardo Gambacorta & Tommaso Oliviero & Koji Takahashi, 2025. "Mutual funds and climate news," BIS Working Papers 1243, Bank for International Settlements.
- Leanne Nam, 2025. "Intergenerational Spillovers: The Impact of Labor Market Risk on the Housing Market," CRC TR 224 Discussion Paper Series crctr224_2025_636, University of Bonn and University of Mannheim, Germany.
- Julia Le Blanc & Jiri Slacalek & Matthew N. White, 2025. "Housing Wealth Across Countries: The Role of Expectations, Institutions and Preferences," CESifo Working Paper Series 11621, CESifo.
- Peter Albrecht & Evžen Kočenda & Evžen Kocenda, 2025. "Event-Driven Changes in Return Connectedness Among Cryptocurrencies," CESifo Working Paper Series 11658, CESifo.
- Christian Fieberg & Lars Hornuf & Maximilian Meiler & David J. Streich, 2025. "Using Large Language Models for Financial Advice," CESifo Working Paper Series 11666, CESifo.
- Uluc Aysun, 2025. "Maturity mismatches and the transmission of term premium shocks through bank lending," Working Papers 2025-01, University of Central Florida, Department of Economics.
- Fabio Alessandrini & Eric Jondeau & Lou-Salomé Vallée, 2025. "From Pledges to Portfolios: Integrating Countries' Climate Commitments into Sovereign Bond Investments," Swiss Finance Institute Research Paper Series 25-22, Swiss Finance Institute.
- Francisco Javier González Pueyo, María José Pérez-Santamarina Atienzar, 2025. "Los mercados privados de capitales," CNMV Documentos de Trabajo CNMV Documentos de Trabaj, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas.
- Maria Debora Braga & Luigi Riso & Maria Grazia Zoia, 2025. "The Theoretical Properties of Novel Risk-Based Asset Allocation Strategies using Portfolio Volatility and Kurtosis," DISCE - Working Papers del Dipartimento di Politica Economica dipe0044, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Alexander Kriwoluzky & Christoph Schneider, 2025. "Bitcoin Is Not the New Gold," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, vol. 15(9), pages 55-60.
- Alexander Kriwoluzky & Christoph Schneider, 2025. "Bitcoin ist nicht das neue Gold," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 92(9), pages 119-124.
- Martijn Boermans & Tomás Carrera de Souza & Robert Vermeulen, 2025. "Quantitative easing and preferred habitat investors in the euro area bond market," Working Papers 826, DNB.
- Daniel Dimitrov, 2025. "Untangling Illiquidity: Optimal Asset Allocation with Private Asset Classes," Working Papers 827, DNB.
- Perras, Patrizia & Wagner, Niklas, 2025. "Give me a break: What does the equity premium compensate for?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 99(C).
- Hagenberg, Thomas C., 2025. "Transaction-level transparency and portfolio mimicking," Journal of Accounting and Economics, Elsevier, vol. 79(1).
- Argyropoulos, Christos & Panopoulou, Ekaterini & Vrontos, Spyridon, 2025. "Downside risk and hedge fund returns," Journal of Banking & Finance, Elsevier, vol. 171(C).
- Huang, Yichu & Bose, Udichibarna & Li, Zeguang & Liu, Frank Hong, 2025. "Trading without meeting friends: Empirical evidence from the wuhan lockdown in 2020," Journal of Banking & Finance, Elsevier, vol. 171(C).
- Ge, Shuyi & Li, Shaoran & Zheng, Hanyu, 2025. "Diamond cuts diamond: News co-mention momentum spillover prevails in China," Journal of Banking & Finance, Elsevier, vol. 171(C).
- Sheng, Jiliang & Yang, Yanyan & Yang, Jun, 2025. "Optimal delegation contract with portfolio risk," Journal of Banking & Finance, Elsevier, vol. 171(C).
- Fieberg, Christian & Liedtke, Gerrit & Zaremba, Adam & Cakici, Nusret, 2025. "A factor model for the cross-section of country equity risk premia," Journal of Banking & Finance, Elsevier, vol. 171(C).
- Deschamps, Bruno & Fei, Tianlun & Jiang, Ying & Liu, Xiaoquan, 2025. "Uncertainty and cross-sectional stock returns: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 171(C).
- Zhuang, Zhuang & Hsin-han Shen, Carl & Yao, Juan, 2025. "Conflict of interest to declare? A study of individual-controlled funds in China," Journal of Banking & Finance, Elsevier, vol. 171(C).
- Ulrych, Urban & Vasiljević, Nikola, 2025. "Global currency hedging with ambiguity," Journal of Banking & Finance, Elsevier, vol. 172(C).
- Cheng, Tzu-Chang Forrest & Huang, Hsuan-Hua & Lin, Tse-Chun & Yang, Tzu-Ting & Zhu, Jian-Da, 2025. "Windfall gains and stock market participation: Evidence from shopping receipt lottery," Journal of Banking & Finance, Elsevier, vol. 172(C).
- Beare, Brendan K. & Seo, Juwon & Zheng, Zhongxi, 2025. "Stochastic arbitrage with market index options," Journal of Banking & Finance, Elsevier, vol. 173(C).
- Lu, Zhongjin & Pyun, Chaehyun, 2025. "Dissecting the return-predicting power of risk-neutral variance," Journal of Banking & Finance, Elsevier, vol. 173(C).
- Guo, Naijia & Leung, Charles Ka Yui & Zhang, Shumeng, 2025. "From pandemics to portfolios: Long-term impacts of the 2009 H1N1 outbreak on household investment choices," Journal of Economic Behavior & Organization, Elsevier, vol. 231(C).
- Wasiuzzaman, Shaista & Pg Hj Ahmad, Ak Md Saiful Luqman, 2025. "Perception towards government advisory, perceived risk and willingness to invest in cryptocurrency," Journal of Economics and Business, Elsevier, vol. 133(C).
- Rodriguez, Harold & Colombo, Jefferson, 2025. "Is bitcoin an inflation hedge?," Journal of Economics and Business, Elsevier, vol. 133(C).
- Khorrami, Paymon & Zentefis, Alexander K., 2025. "Segmentation and beliefs: A theory of self-fulfilling idiosyncratic risk," Journal of Economic Theory, Elsevier, vol. 223(C).
- Perotti, Enrico & Terovitis, Spyros, 2025. "Achieving safety: Personal, private, and public provision," Journal of Economic Theory, Elsevier, vol. 224(C).
- Maenhout, Pascal J. & Vedolin, Andrea & Xing, Hao, 2025. "Robustness and dynamic sentiment," Journal of Financial Economics, Elsevier, vol. 163(C).
- Bonnefon, Jean-François & Landier, Augustin & Sastry, Parinitha & Thesmar, David, 2025.
"The moral preferences of investors: Experimental evidence,"
Journal of Financial Economics, Elsevier, vol. 163(C).
- Jean-François Bonnefon & Augustin Landier & Parinitha R. Sastry & David Thesmar, 2022. "The Moral Preferences of Investors: Experimental Evidence," NBER Working Papers 29647, National Bureau of Economic Research, Inc.
- Cosemans, Mathijs & Frehen, Rik, 2025. "Strategic insider trading and its consequences for outsiders: Evidence from the eighteenth century," Journal of Financial Economics, Elsevier, vol. 164(C).
- Edelen, Roger M. & Fong, Kingsley Y.L. & Han, Jingyi, 2025. "Regulating inattention in fee-based financial advice," Journal of Financial Economics, Elsevier, vol. 164(C).
- Chen, Huaizhi & Evans, Richard & Sun, Yang, 2025. "Self-Declared benchmarks and fund manager intent: “Cheating” or competing?," Journal of Financial Economics, Elsevier, vol. 165(C).
- Lou, Dong & Pinter, Gabor & Üslü, Semih & Walker, Danny, 2025. "Yield drifts when issuance comes before macro news," Journal of Financial Economics, Elsevier, vol. 165(C).
- Barroso, Pedro & Detzel, Andrew & Maio, Paulo, 2025. "The volatility puzzle of the beta anomaly," Journal of Financial Economics, Elsevier, vol. 165(C).
- Bryzgalova, Svetlana & Pavlova, Anna & Sikorskaya, Taisiya, 2025. "Strategic arbitrage in segmented markets," Journal of Financial Economics, Elsevier, vol. 166(C).
- Choi, Sangyup & Havel, Jiri, 2025.
"Geopolitical risk and U.S. foreign portfolio investment: A tale of advanced and emerging markets,"
Journal of International Money and Finance, Elsevier, vol. 151(C).
- Sangyup Choi & Jiri Havel, 2023. "Geopolitical Risk and Foreign Portfolio Investment: A Tale of Advanced and Emerging Markets," Working papers 2023rwp-221, Yonsei University, Yonsei Economics Research Institute.
- Xie, Qichang & Gong, Ruize & Yin, Lei & Xu, Xin, 2025. "Does extreme climate exacerbate the risk spillover in green finance markets? evidence from a multi-horizon investment perspective," Journal of International Money and Finance, Elsevier, vol. 151(C).
- An, Yunbi & Chen, Zhao & Yiu Liu, Clement Man & Liu, Qingfu & Wang, Chuanjie, 2025. "Compass guided: Northbound capital flow and investment clustering in China," Journal of International Money and Finance, Elsevier, vol. 153(C).
- Chi, Yeguang & El-Jahel, Lina & Vu, Thanh, 2025. "Media emotion intensity and commodity futures pricing," Journal of Commodity Markets, Elsevier, vol. 37(C).
- Mujcic, Redzo & Powdthavee, Nattavudh, 2025. "How do humans respond to large realized losses?," Journal of Economic Psychology, Elsevier, vol. 107(C).
- Živkov, Dejan & Kuzman, Boris & Japundžić, Miloš, 2025. "Using metals to hedge carbon emission allowances – Tail-risk and Omega ratio analysis," Resources Policy, Elsevier, vol. 100(C).
- Li, Jinguo & Kim, Youngmi, 2025. "Responsibility of the private sector to fossil fuels transition through ESG awareness," Resources Policy, Elsevier, vol. 102(C).
- Galindo Gil, Hamilton, 2025. "How to build and solve continuous-time heterogeneous agents models in asset pricing? The martingale approach and the finite difference method," Journal of Mathematical Economics, Elsevier, vol. 116(C).
- Christelis, Dimitris & Georgarakos, Dimitris & Jappelli, Tullio & Kenny, Geoff, 2025.
"Wealth shocks and portfolio choice,"
Journal of Monetary Economics, Elsevier, vol. 149(C).
- Dimitris Christelis & Dimitris Georgarakos & Tullio Jappelli & Geoff Kenny, 2022. "Wealth Shocks and Portfolio Choice," CSEF Working Papers 652, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Christelis, Dimitris & Georgarakos, Dimitris & Jappelli, Tullio & Kenny, Geoff, 2024. "Wealth Shocks and Portfolio Choice," CEPR Discussion Papers 19279, C.E.P.R. Discussion Papers.
- Shi, Qi, 2025. "Technical indicators and aggregate stock returns: An updated look," Journal of Multinational Financial Management, Elsevier, vol. 77(C).
- Zhou, Xiaozhou & Zhan, Feng & Chan, Chang, 2025. "How retail investors affect the stock market?," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
- Kim, Donghoon & Kang, Jangkoo & Roh, Soohyun, 2025. "Market participants' trading behavior toward anomalies: Evidence from the Korean market," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
- Chiu, I-Chan & Hung, Mao-Wei, 2025. "Finance-specific large language models: Advancing sentiment analysis and return prediction with LLaMA 2," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
- Yan, Sen & Guo, Yuqiao & Qiao, Wen, 2025. "Impact of perceived unlucky years on investment performance: Evidence from Chinese cultural beliefs," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
- He, Yuqian & Li, Lu & Li, Yihang & Liang, Yuehong & Ye, Yating, 2025. "Lexical diversity, soft information skills and hedge fund performance: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
- Fong, Joelle H., 2025. "Financial literacy and household financial behavior in Singapore," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
- Lai, Christine W. & Lien, Donald & Tsai, Shih-Chuan, 2025. "Competence and ambiguity aversion of heterogeneous investors," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
- Rabbani, Mustafa Raza & Hassan, M. Kabir & Billah, Syed Mabruk & Shaik, Muneer & Halim, Zairihan Abdul, 2025. "Religion vs. ethics: Tail dependence between Sukuk, green bond, Islamic Fintech, and fourth industrial revolution assets," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
- Ledoit, Olivier & Wolf, Michael, 2025. "Markowitz portfolios under transaction costs," The Quarterly Review of Economics and Finance, Elsevier, vol. 100(C).
- Lim, Yuree, 2025. "Disclosure in corporate pension plans using a regression discontinuity design," The Quarterly Review of Economics and Finance, Elsevier, vol. 99(C).
- Chen, Yanyun & Liu, XiangYu & Yao, Ziyan & Tang, Xiaoping, 2025. "Chinese household finance impacted by climate change - Evidence from stock investment," International Review of Economics & Finance, Elsevier, vol. 97(C).
- Billah, Mabruk & Enamul Hoque, Mohammad & Hadhri, Sinda & Do, Hung Xuan, 2025. "Tail risk connectedness between DeFi and Islamic assets and their determinants," International Review of Economics & Finance, Elsevier, vol. 97(C).
- Chen, Bing & Kazemi, Maziar M. & Yang, Xiaohui, 2025. "Do hedge fund clients of prime brokers front-run their analysts?," International Review of Economics & Finance, Elsevier, vol. 97(C).
- Duong, An Thi Thuy, 2025. "Resilience or returns: Assessing green equity index performance across market regimes," International Review of Economics & Finance, Elsevier, vol. 97(C).
- Gao, Yang & Zhou, Yueyi & Zhao, Wandi, 2025. "Liquidity spillover and investment strategy construction among Chinese green financial markets," International Review of Economics & Finance, Elsevier, vol. 98(C).
- Zhao, Zhiming & Qiu, Lingyan & Shu, Jianping, 2025. "The impact of write-down equity on bank stability under ambiguity aversion," International Review of Economics & Finance, Elsevier, vol. 98(C).
- Matallín-Sáez, Juan Carlos & de Mingo-López, Diego Víctor, 2025. "The components of tracking error, interim trading and mutual fund performance," International Review of Economics & Finance, Elsevier, vol. 98(C).
- Kumar, Satish & Rao, Amar & Dhochak, Monika, 2025. "Hybrid ML models for volatility prediction in financial risk management," International Review of Economics & Finance, Elsevier, vol. 98(C).
- Bouteska, Ahmed & Sharif, Taimur & Isskandarani, Layal & Abedin, Mohammad Zoynul, 2025. "Market efficiency and its determinants: Macro-level dynamics and micro-level characteristics of cryptocurrencies," International Review of Economics & Finance, Elsevier, vol. 98(C).
- Atree, Manish Kumar & Tripathy, Naliniprava, 2025. "Cryptocurrency research: Bibliometric review and content analysis," International Review of Economics & Finance, Elsevier, vol. 98(C).
- Jiang, Yifu & Olmo, Jose & Atwi, Majed, 2025. "High-dimensional multi-period portfolio allocation using deep reinforcement learning," International Review of Economics & Finance, Elsevier, vol. 98(C).
- Meehan, David & Corbet, Shaen, 2025. "Comparing the resilience of socially responsible and SIN investment during the COVID-19 pandemic," Research in International Business and Finance, Elsevier, vol. 73(PA).
- Sonenshine, Ralph & Aboulhosn, Aya, 2025. "Impact of political risk on emerging market risk premiums and risk adjusted returns," Research in International Business and Finance, Elsevier, vol. 73(PA).
- Lu, Jing & Ran, Rong & Ko, Kuan-Cheng & Yang, Nien-Tzu, 2025. "Asset pricing when social preference meets lottery preference: Evidence from China," Research in International Business and Finance, Elsevier, vol. 73(PA).
- An, Hui & Ran, Chenyang & Gao, Ya, 2025. "Does ESG information disclosure increase firm value? The mediation role of financing constraints in China," Research in International Business and Finance, Elsevier, vol. 73(PA).
- Li, Chang & Hua, Yongjun, 2025. "The effect of corporate executives’ academic experience on firm financialization — Evidence from listed manufacturing firms in China," Research in International Business and Finance, Elsevier, vol. 73(PA).
- Demirer, Riza & Polat, Onur & Sokhanvar, Amin, 2025. "Do oil price shocks drive systematic risk premia in stock markets? A novel investment application," Research in International Business and Finance, Elsevier, vol. 73(PA).
- Nguyen, Bao Khac Quoc & Pham, Dung Thi Ngoc, 2025. "Investing during a Fintech revolution: The hedge and safe haven properties of Bitcoin and Ethereum," Research in International Business and Finance, Elsevier, vol. 73(PA).
- Bouteska, Ahmed & Bhuiyan, Faruk & Sharif, Taimur & Miftah, Badir & Abedin, Mohammad Zoynul, 2025. "Impact of green bonds on traditional equity markets," Research in International Business and Finance, Elsevier, vol. 73(PA).
- Cini, Federico & Ferrari, Annalisa, 2025. "Towards the estimation of ESG ratings: A machine learning approach using balance sheet ratios," Research in International Business and Finance, Elsevier, vol. 73(PB).
- Fleta-Asín, Jorge & Muñoz, Fernando, 2025. "In the name of the law: How does legal distance affect US international mutual funds’ financial performance?," Research in International Business and Finance, Elsevier, vol. 74(C).
- Billah, Mabruk, 2025. "Unraveling financial interconnectedness: A quantile VAR model analysis of AI-based assets, sukuk, and islamic equity indices," Research in International Business and Finance, Elsevier, vol. 75(C).
- Chun, Dohyun & Cho, Hoon & Ryu, Doojin, 2025. "Volatility forecasting and volatility-timing strategies: A machine learning approach," Research in International Business and Finance, Elsevier, vol. 75(C).
- Han, SeungOh, 2025. "Dynamic risk and hedging strategies in post-COVID digital asset sectors," Research in International Business and Finance, Elsevier, vol. 75(C).
- Liu, Zhaoda & Hou, Wanyue & Li, Zixian & Shi, Peiyao, 2025. "Price limits, investor asset allocation, and price volatility: Evidence from China’s registration-based IPO reform," Research in International Business and Finance, Elsevier, vol. 75(C).
- Alnafisah, Hind & Almansour, Bashar Yaser & Elabed, Wajih & Jeribi, Ahmed, 2025. "Spillover dynamics of digital assets during economic and political crises," Research in International Business and Finance, Elsevier, vol. 75(C).
- Yusifzada, Leyla & Lončarski, Igor & Czupy, Gergely & Naffa, Helena, 2025. "Return trade-offs between environmental and social pillars of ESG scores," Research in International Business and Finance, Elsevier, vol. 75(C).
- Abakah, Emmanuel Joel Aikins & Odoom, Raphael & Abdullah, Mohammad & Lee, Chi-Chuan & Rehman, Mohd Ziaur, 2025. "Marketing tokens and marketing stocks: Tail risk connections with portfolio implications," Research in International Business and Finance, Elsevier, vol. 75(C).
- Ante, Lennart & Saggu, Aman, 2025. "Quantifying a firm's AI engagement: Constructing objective, data-driven, AI stock indices using 10-K filings," Technological Forecasting and Social Change, Elsevier, vol. 212(C).
- Ghosh, Anisha & Julliard, Christian & Taylor, Alex. P, 2025. "An information-theoretic asset pricing model," LSE Research Online Documents on Economics 126155, London School of Economics and Political Science, LSE Library.
- Aufiero, Sabrina & Forer, Preben & Vivo, Pierpaolo & Caccioli, Fabio & Bartolucci, Silvia, 2025. "Phase transitions in debt recycling," LSE Research Online Documents on Economics 127108, London School of Economics and Political Science, LSE Library.
- Noureddine Benlagha & Wael Hemrit, 2025. "Responses of stock market volatility to COVID-19 government interventions: evidence from Asian emerging stock markets," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 17(2), pages 342-364, March.
- Spyros Papathanasiou & Dimitrios Vasiliou & Anastasios Magoutas & Drosos Koutsokostas, 2025. "The dynamic connectedness between private equities and other high-demand financial assets: A portfolio hedging strategy during COVID-19," Australian Journal of Management, Australian School of Business, vol. 50(1), pages 200-219, February.
- Md. Bokhtiar Hasan & Md. Naiem Hossain & Juha Junttila & Gazi Salah Uddin & Mustafa Raza Rabbani, 2025. "Do commodity assets hedge uncertainties? What we learn from the recent turbulence period?," Annals of Operations Research, Springer, vol. 345(2), pages 1387-1420, February.
- Zubair Ahmad Parrey & Arif Billah Dar & Manas Paul, 2025. "Revisiting precious metal mining stocks and precious metals as hedge, diversifiers and safe-havens: a multidimensional scaling and wavelet quantile correlation perspective," Empirical Economics, Springer, vol. 68(2), pages 511-533, February.
- Viviana Fernandez, 2025. "Angel investments of small family business entrepreneurs: cross-country evidence," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-36, December.
- Muhammad Naveed & Shoaib Ali & Aviral Kumar Tiwari, 2025. "Tracing the ties that bind: navigating the static and dynamic connectedness between NFTs and equity markets in ASEAN based on QVAR-approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-29, December.
- Gábor Neszveda, 2025. "Aspiration level, probability of success, and stock returns: an empirical test," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-29, December.
- Oleksii Mostovyi & Pietro Siorpaes, 2025. "Pricing of contingent claims in large markets," Finance and Stochastics, Springer, vol. 29(1), pages 177-217, January.
- Jeremy Michels, 2025. "Retail investor trade and the pricing of earnings," Review of Accounting Studies, Springer, vol. 30(1), pages 575-610, March.
- Marianna Brunetti & Elena Giarda & Costanza Torricelli, 2025.
"Financial Fragility Across Europe: Is it the Household or the Country that Matters?,"
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 176(2), pages 799-850, January.
- Marianna Brunetti & Elena Giarda & Costanza Torricelli, 2020. "Financial Fragility across Europe and the US: The Role of Portfolio Choices, Household Features and Economic-institutional Setup," CEIS Research Paper 487, Tor Vergata University, CEIS, revised 28 May 2020.
- Marianna Brunetti & Elena Giarda & Costanza Torricelli, 2020. "Financial fragility across Europe and the US: The role of portfolio choices, household features and economic-institutional setup," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0081, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Georges Dionne, 2025.
"Causality in Empirical Analyses with Emphasis on Asymmetric Information and Risk Management,"
Springer Books, in: Georges Dionne (ed.), Handbook of Insurance, edition 0, pages 361-400,
Springer.
- Dionne, Georges, 2023. "Causality in empirical analyses with emphasis on asymmetric information and risk management," Working Papers 23-4, HEC Montreal, Canada Research Chair in Risk Management.
- Guangyun Deng & Hui-Chung Che & Yingwu Peng, 2025. "Exploring Valuable Indicators for Classifying Strong and Weak Patents Based on Invalidation Reexamination Decisions," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 15(1), pages 1-4.
- Han-Ching Huang & Yong-Yu Chen, 2025. "The Relationship between Investment Horizons and Signals of Insider Trading in Takeover," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 15(1), pages 1-8.
- Molestina Vivar, Luis, 2025. "Mitigating fragility in open-ended investment funds: the role of redemption restrictions," ESRB Working Paper Series 150, European Systemic Risk Board.
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"Unconventional monetary policy in the Euro area: Impacts on loans, employment, and investment,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(1), pages 190-220, January.
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2024
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"Finance in a Time of Disruptive Growth,"
2017 Meeting Papers
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"Why Survey-Based Subjective Expectations Are Meaningful and Important,"
Annual Review of Economics, Annual Reviews, vol. 16(1), pages 329-357, August.
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"A Housing Portfolio Channel of QE Transmission,"
CEPR Discussion Papers
18876, C.E.P.R. Discussion Papers.
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- Wenxin Du & Amy W. Huber, 2024. "Dollar Asset Holdings and Hedging Around the Globe," NBER Working Papers 32453, National Bureau of Economic Research, Inc.
- Schnorpfeil, Philip & Weber, Michael & Hackethal, Andreas, 2024.
"Inflation and trading,"
SAFE Working Paper Series
419, Leibniz Institute for Financial Research SAFE.
- Philip Schnorpfeil & Michael Weber & Andreas Hackethal, 2024. "Inflation and Trading," NBER Working Papers 32470, National Bureau of Economic Research, Inc.
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- Lawrence J. Jin & Cameron Peng, 2024. "The Law of Small Numbers in Financial Markets: Theory and Evidence," NBER Working Papers 32519, National Bureau of Economic Research, Inc.
- Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M., 2024.
"Creative Destruction, Stock Return Volatility, and the Number of Listed Firms,"
Working Paper Series
2024-09, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Söhnke M. Bartram & Gregory W. Brown & René M. Stulz, 2024. "Creative Destruction, Stock Return Volatility, and the Number of Listed Firms," NBER Working Papers 32568, National Bureau of Economic Research, Inc.
- Abramson, Boaz & Van Nieuwerburgh, Stijn, 2024.
"Rent Guarantee Insurance,"
CEPR Discussion Papers
19216, C.E.P.R. Discussion Papers.
- Boaz Abramson & Stijn Van Nieuwerburgh, 2024. "Rent Guarantee Insurance," NBER Working Papers 32582, National Bureau of Economic Research, Inc.
- William N. Goetzmann & Dasol Kim & Robert J. Shiller, 2024. "Emotions and Subjective Crash Beliefs," NBER Working Papers 32589, National Bureau of Economic Research, Inc.
- David Agorastos & Rowena Gray & Ronan Lyons & Allison Shertzer, 2024.
"The Price of Housing in the United States, 1890–2006,"
Working Papers
24-12, Federal Reserve Bank of Philadelphia.
- Ronan C. Lyons & Allison Shertzer & Rowena Gray & David N. Agorastos, 2024. "The Price of Housing in the United States, 1890-2006," NBER Working Papers 32593, National Bureau of Economic Research, Inc.
- Bram van der Kroft & Juan Palacios & Roberto Rigobon & Siqi Zheng, 2024. "Timing Sustainable Engagement in Real Asset Investments," NBER Working Papers 32646, National Bureau of Economic Research, Inc.
- Jonathan Reuter, 2024. "Plan Design and Participant Behavior in Defined Contribution Retirement Plans: Past, Present, and Future," NBER Working Papers 32653, National Bureau of Economic Research, Inc.
- Gorodnichenko, Yuriy & Yin, Xiao, 2024.
"Higher-Order Beliefs and Risky Asset Holdings,"
IZA Discussion Papers
17120, Institute of Labor Economics (IZA).
- Yuriy Gorodnichenko & Xiao Yin, 2024. "Higher-Order Beliefs and Risky Asset Holdings," NBER Working Papers 32680, National Bureau of Economic Research, Inc.
- Gorodnichenko, Yuriy & Yin, Xiao, 2024. "Higher-Order Beliefs and Risky Asset Holdings," CEPR Discussion Papers 19205, C.E.P.R. Discussion Papers.
- Jacob Boudoukh & Yukun Liu & Tobias J. Moskowitz & Matthew P. Richardson, 2024. "Identifying Shocks to Systematic Risk in Times of Crisis," NBER Working Papers 32693, National Bureau of Economic Research, Inc.
- Tobias J. Moskowitz & Chase P. Ross & Sharon Y. Ross & Kaushik Vasudevan, 2024. "Quantities and Covered-Interest Parity," NBER Working Papers 32707, National Bureau of Economic Research, Inc.
- Rey, Hélène & Rousset Planat, Adrien & Stavrakeva, Vania & Tang, Jenny, 2024.
"Elephants in Equity Markets,"
CEPR Discussion Papers
19284, C.E.P.R. Discussion Papers.
- Hélène Rey & Adrien Rousset Planat & Vania Stavrakeva & Jenny Tang, 2024. "Elephants in Equity Markets," NBER Working Papers 32756, National Bureau of Economic Research, Inc.
- Michael Gelman & David Hirshleifer & Yaron Levi & Liron Reiter-Gavish, 2024. "Social Interaction Intensity and Investor Behavior," NBER Working Papers 32772, National Bureau of Economic Research, Inc.
- Antoine Didisheim & Shikun (Barry) Ke & Bryan T. Kelly & Semyon Malamud, 2024. "APT or “AIPT”? The Surprising Dominance of Large Factor Models," NBER Working Papers 33012, National Bureau of Economic Research, Inc.
- Ruslan Goyenko & Bryan T. Kelly & Tobias J. Moskowitz & Yinan Su & Chao Zhang, 2024. "Trading Volume Alpha," NBER Working Papers 33037, National Bureau of Economic Research, Inc.
- Pierre Collin-Dufresne & Kent D. Daniel & Mehmet Sağlam, 2024. "Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands," NBER Working Papers 33058, National Bureau of Economic Research, Inc.
- Rui Da & Stefan Nagel & Dacheng Xiu, 2024. "The Statistical Limit of Arbitrage," NBER Working Papers 33070, National Bureau of Economic Research, Inc.
- Scott R. Baker & Justin Balthrop & Mark J. Johnson & Jason D. Kotter & Kevin Pisciotta, 2024. "Gambling Away Stability: Sports Betting’s Impact on Vulnerable Households," NBER Working Papers 33108, National Bureau of Economic Research, Inc.
- Agarwal, Isha & Chen, Wentong & Prasad, Eswar, 2024.
"Beyond the Fundamentals: How Media-Driven Narratives Influence Cross-Border Capital Flows,"
IZA Discussion Papers
17442, Institute of Labor Economics (IZA).
- Isha Agarwal & Wentong Chen & Eswar S. Prasad, 2024. "Beyond the Fundamentals: How Media-Driven Narratives Influence Cross-Border Capital Flows," NBER Working Papers 33159, National Bureau of Economic Research, Inc.
- Arthur Korteweg & Stavros Panageas & Anand Systla, 2024. "Private Equity for Pension Plans? Evaluating Private Equity Performance from an Investor's Perspective," NBER Working Papers 33194, National Bureau of Economic Research, Inc.
- Sebastian Bell & Ali Kakhbod & Martin Lettau & Abdolreza Nazemi, 2024. "Glass Box Machine Learning and Corporate Bond Returns," NBER Working Papers 33320, National Bureau of Economic Research, Inc.
- Kashirina, A., 2024. "Factors influencing the choice of savings and investment instruments by generation Z: The experimental study using neuroequipment," Journal of the New Economic Association, New Economic Association, vol. 63(2), pages 144-167.
- Mine Berra Doganer & Ibrahim Halil Eksi & Ahmet Sit & Berna Dogan Basar, 2024. "The Effect of Stock Market Literacy on Individual Investor’s Investment Decisions: Evidence from Borsa Istanbul," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 99-119, March.
- Radostina Stamenova, 2024. "Environmental, Social and Governance Ratings," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 119-129, June.
- Etienne Lepers & Annamaria De Crescenzio, 2024. "What drives capital to green companies in emerging markets: Evidence from investment funds," OECD Working Papers on International Investment 2024/02, OECD Publishing.
- Ștefan RUSU & Marcel BOLOȘ, 2024. "Machine Learning Clustering In Financial Markets: A Literature Review," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 33(1), pages 330-336, July.
- Ștefan RUSU & Marcel BOLOȘ, 2024. "Bridging Tradition And Innovation: A Literature Review On Portfolio Optimization," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 33(1), pages 337-344, July.
- Han Jiang & Aggey Simons, 2021.
"Charitable Giving and NPOs Investment Decision in a Stochastic Dynamic Economy,"
Working Papers
2113E Classification-H41., University of Ottawa, Department of Economics.
- Han Jiang & Aggey Simons, 2024. "Charitable Giving and NPOs Investment Decision in a Stochastic Dynamic Economy," Working Papers 2402E, University of Ottawa, Department of Economics.
- Gregory Connor & Robert A Korajczyk, 2024.
"Semi-Strong Factors in Asset Returns,"
Journal of Financial Econometrics, Oxford University Press, vol. 22(1), pages 70-93.
- Gregory Connor & Robert A. Korajczyk, 2019. "Semi-strong factors in asset returns," Economics Department Working Paper Series n294-19.pdf, Department of Economics, National University of Ireland - Maynooth.
- Fangquan Shi & Lianjie Shu & Xinhua Gu, 2024. "An Enhanced Factor Model for Portfolio Selection in High Dimensions," Journal of Financial Econometrics, Oxford University Press, vol. 22(1), pages 94-118.
- M Hashem Pesaran & Takashi Yamagata, 2024.
"Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities,"
Journal of Financial Econometrics, Oxford University Press, vol. 22(2), pages 407-460.
- M. Hashem Pesaran & Takashi Yamagata, 2017. "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," Discussion Papers 17/04, Department of Economics, University of York.
- M. Hashem Pesaran & Takashi Yamagata, 2017. "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," CESifo Working Paper Series 6432, CESifo.
- Tae-Hwy Lee & Ekaterina Seregina, 2024.
"Optimal Portfolio Using Factor Graphical Lasso,"
Journal of Financial Econometrics, Oxford University Press, vol. 22(3), pages 670-695.
- Tae-Hwy Lee & Ekaterina Seregina, 2020. "Optimal Portfolio Using Factor Graphical Lasso," Papers 2011.00435, arXiv.org, revised Apr 2023.
- Tae-Hwy Lee & Ekaterina Seregina, 2023. "Optimal Portfolio Using Factor Graphical Lasso," Working Papers 202302, University of California at Riverside, Department of Economics.
- Tae-Hwy Lee & Ekaterina Seregina, 2020. "Optimal Portfolio Using Factor Graphical Lasso," Working Papers 202025, University of California at Riverside, Department of Economics.
- Rafael P Alves & Diego S de Brito & Marcelo C Medeiros & Ruy M Ribeiro, 2024. "Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage," Journal of Financial Econometrics, Oxford University Press, vol. 22(3), pages 696-742.
- Leon Li & Carl R Chen, 2024. "When Safe-Haven Asset Is Less than a Safe-Haven Play," Journal of Financial Econometrics, Oxford University Press, vol. 22(4), pages 808-838.
- Marine Carrasco & N’Golo Koné, 2024.
"Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility,"
Journal of Financial Econometrics, Oxford University Press, vol. 22(4), pages 908-953.
- Marine Carrasco & N'Golo Koné, 2023. "Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility," CIRANO Working Papers 2023s-03, CIRANO.
- Anne-Florence Allard & Hamza Hanbali & Kristien Smedts, 2024. "COAALA: A Novel Approach to Understanding Extreme Stock–Bond Comovement," Journal of Financial Econometrics, Oxford University Press, vol. 22(5), pages 1532-1557.
- Anastasios Kagkadis & Ingmar Nolte & Sandra Nolte & Nikolaos Vasilas, 2024. "Factor Timing with Portfolio Characteristics," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 14(1), pages 84-118.
- Matteo Benetton & Giovanni Compiani, 2024. "Investors’ Beliefs and Cryptocurrency Prices," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 14(2), pages 197-236.
- Jordan Moore & Mihail Velikov, 2024. "Oil Price Exposure and the Cross-Section of Stock Returns," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 14(2), pages 274-309.
- Michael Hasler & Charles Martineau, 2024. "Equity Return Predictability with the ICAPM," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 14(3), pages 481-512.
- Paul Karehnke, 2024. "Systematic Skewness and Stock Returns," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 14(4), pages 578-612.
- Aleksandar Andonov, 2024. "Delegated Investment Management in Alternative Assets," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 13(1), pages 264-301.
- Nusret Cakici & Christian Fieberg & Daniel Metko & Adam Zaremba, 2024. "Do Anomalies Really Predict Market Returns? New Data and New Evidence," Review of Finance, European Finance Association, vol. 28(1), pages 1-44.
- Jack Favilukis & Terry Zhang, 2024. "Why momentum concentrates among overvalued stocks?," Review of Finance, European Finance Association, vol. 28(2), pages 389-412.
- Andreas G F Hoepner & Ioannis Oikonomou & Zacharias Sautner & Laura T Starks & Xiao Y Zhou, 2024.
"ESG shareholder engagement and downside risk,"
Review of Finance, European Finance Association, vol. 28(2), pages 483-510.
- Andreas G. F. Hoepner & Ioannis Oikonomou & Zacharias Sautner & Laura T. Starks & Xiaoyan Zhou, 2023. "ESG Shareholder Engagement and Downside Risk," Swiss Finance Institute Research Paper Series 23-77, Swiss Finance Institute.
- Pengjie Gao & Allen Hu & Peter Kelly & Cameron Peng & Ning Zhu, 2024. "Asset Complexity and the Return Gap," Review of Finance, European Finance Association, vol. 28(2), pages 511-550.
- Mengqiao Du & Alexandra Niessen-Ruenzi & Terrance Odean, 2024. "Stock repurchasing bias of mutual funds," Review of Finance, European Finance Association, vol. 28(2), pages 699-728.
- Lin Sun & Zheng Sun & Lu Zheng, 2024. "The start matters: time-varying investor demand, hedge fund inceptions, and performance," Review of Finance, European Finance Association, vol. 28(2), pages 729-768.
- Steffen Meyer & Michaela Pagel, 2024. "Fresh air eases work—the effect of air quality on individual investor activity," Review of Finance, European Finance Association, vol. 28(3), pages 1105-1149.
- Karamfil Todorov, 2024. "When passive funds affect prices: evidence from volatility and commodity ETFs," Review of Finance, European Finance Association, vol. 28(3), pages 831-863.
- Roni Michaely & Guillem Ordonez-Calafi & Silvina Rubio, 2024. "Mutual funds’ strategic voting on environmental and social issues," Review of Finance, European Finance Association, vol. 28(5), pages 1575-1610.
- Turan G. Bali & Florian Weigert, 2024. "Hedge funds and the positive idiosyncratic volatility effect," Review of Finance, European Finance Association, vol. 28(5), pages 1611-1661.
- Michail Anthropelos & Paul Schneider, 2024. "Optimal investment and equilibrium pricing under ambiguity," Review of Finance, European Finance Association, vol. 28(6), pages 1759-1805.
- Gjergji Cici & Pei (Alex) Zhang, 2024. "On the valuation skills of corporate bond mutual funds," Review of Finance, European Finance Association, vol. 28(6), pages 2017-2049.
- Francisco Gomes & Thomas Jansson & Yigitcan Karabulut, 2024. "Do Robots Increase Wealth Dispersion?," Review of Finance, European Finance Association, vol. 37(1), pages 119-160.
- Divya Kirti & Natasha Sarin, 2024. "What Private Equity Does Differently: Evidence from Life Insurance," Review of Finance, European Finance Association, vol. 37(1), pages 201-230.
- Adem Atmaz & Suleyman Basak & Fangcheng Ruan, 2024. "Dynamic Equilibrium with Costly Short-Selling and Lending Market," Review of Finance, European Finance Association, vol. 37(2), pages 444-506.
- Thummim Cho & Lukas Kremens & Dongryeol Lee & Christopher Polk, 2024. "Scale or Yield? A Present-Value Identity," Review of Finance, European Finance Association, vol. 37(3), pages 950-988.
- Walter Pohl & Karl Schmedders & Ole Wilms, 2024. "Existence of the Wealth-Consumption Ratio in Asset Pricing Models with Recursive Preferences," Review of Finance, European Finance Association, vol. 37(3), pages 989-1028.
- Olivier Darmouni & Lira Mota, 2024. "The Savings of Corporate Giants," The Review of Financial Studies, Society for Financial Studies, vol. 37(10), pages 3024-3049.
- Marta Khomyn & Tālis Putniņs̆Stockholm & Marius Zoican, 2024. "The Value of ETF Liquidity," The Review of Financial Studies, Society for Financial Studies, vol. 37(10), pages 3092-3148.
- Victor Duarte & Diogo Duarte & Dejanir H Silva, 2024. "Machine Learning for Continuous-Time Finance," The Review of Financial Studies, Society for Financial Studies, vol. 37(11), pages 3217-3271.
- Francisco Gomes & Thomas Jansson & Yigitcan Karabulut, 2024. "Do Robots Increase Wealth Dispersion?," The Review of Financial Studies, Society for Financial Studies, vol. 37(1), pages 119-160.
- Divya Kirti & Natasha Sarin, 2024. "What Private Equity Does Differently: Evidence from Life Insurance," The Review of Financial Studies, Society for Financial Studies, vol. 37(1), pages 201-230.
- Adem Atmaz & Suleyman Basak & Fangcheng Ruan, 2024.
"Dynamic Equilibrium with Costly Short-Selling and Lending Market,"
The Review of Financial Studies, Society for Financial Studies, vol. 37(2), pages 444-506.
- Atmaz, Adem & Basak, Suleyman & Ruan, Fangcheng, 2023. "Dynamic Equilibrium with Costly Short-Selling and Lending Market," CEPR Discussion Papers 18256, C.E.P.R. Discussion Papers.
- Thummim Cho & Lukas Kremens & Dongryeol Lee & Christopher Polk, 2024. "Scale or Yield? A Present-Value Identity," The Review of Financial Studies, Society for Financial Studies, vol. 37(3), pages 950-988.
- Walter Pohl & Karl Schmedders & Ole Wilms, 2024. "Existence of the Wealth-Consumption Ratio in Asset Pricing Models with Recursive Preferences," The Review of Financial Studies, Society for Financial Studies, vol. 37(3), pages 989-1028.
- Justin Birru & Sinan Gokkaya & Xi Liu & René Stulz, 2024. "Are Analyst “Top Picks” Informative?," The Review of Financial Studies, Society for Financial Studies, vol. 37(5), pages 1538-1583.
- Matthew O Jackson & Agathe Pernoud, 2024.
"Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks,"
The Review of Financial Studies, Society for Financial Studies, vol. 37(7), pages 2017-2062.
- Matthew O. Jackson & Agathe Pernoud, 2020. "Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks," Papers 2012.12861, arXiv.org, revised Jul 2023.
- Spencer J Couts & Andrei S Gonçalves & Andrea Rossi, 2024. "Unsmoothing Returns of Illiquid Funds," The Review of Financial Studies, Society for Financial Studies, vol. 37(7), pages 2110-2155.
- Edib Smolo & Ruslan Nagayev & Rashed Jahangir & Christo S. C. Tarazi, 2024. "Resilience amidst turmoil: a multi-resolution analysis of portfolio diversification in emerging markets during global financial and health crises," Journal of Asset Management, Palgrave Macmillan, vol. 25(1), pages 51-69, February.
- Pratish Patel & Andrew Raquel & Savannah Chadwick, 2024. "The cash-secured put-write strategy and the variance risk premium," Journal of Asset Management, Palgrave Macmillan, vol. 25(1), pages 31-50, February.
- Thomas M. Treptow, 2024. "CO2 investment risk analysis," Journal of Asset Management, Palgrave Macmillan, vol. 25(1), pages 19-30, February.
- Emon Kalyan Chowdhury, 2024. "Do weather patterns effect investment decisions in the stock market? A South Asian perspective," Journal of Asset Management, Palgrave Macmillan, vol. 25(2), pages 162-171, March.
- Jonas Zink, 2024. "Which investors support the transition toward a low-carbon economy? Exit and Voice in mutual funds," Journal of Asset Management, Palgrave Macmillan, vol. 25(2), pages 147-161, March.
- Vito Ciciretti & Alberto Pallotta, 2024. "Network Risk Parity: graph theory-based portfolio construction," Journal of Asset Management, Palgrave Macmillan, vol. 25(2), pages 136-146, March.
- Spyros Papathanasiou & Dimitris Kenourgios & Drosos Koutsokostas, 2024. "Do ESG fund managers pump and dump the stocks in their portfolios? European evidence," Journal of Asset Management, Palgrave Macmillan, vol. 25(3), pages 245-260, May.
- Immo Stadtmüller & Benjamin R. Auer & Frank Schuhmacher, 2024. "Core-satellite investing with commodity futures momentum," Journal of Asset Management, Palgrave Macmillan, vol. 25(3), pages 261-287, May.
- Kay Stankov & Dirk Schiereck & Volker Flögel, 2024. "Cost mitigation of factor investing in emerging equity markets," Journal of Asset Management, Palgrave Macmillan, vol. 25(3), pages 303-325, May.
- Björn Uhl, 2024. "Sharpe-optimal volatility futures carry," Journal of Asset Management, Palgrave Macmillan, vol. 25(3), pages 288-302, May.
- Tom Arnold & John H. Earl & Joseph Farizo & David North, 2024. "Endowment asset allocations: insights and strategies," Journal of Asset Management, Palgrave Macmillan, vol. 25(4), pages 349-368, July.
- Ivelina Pavlova & Ann Marie Hibbert, 2024. "Performance dispersion among target date funds," Journal of Asset Management, Palgrave Macmillan, vol. 25(4), pages 369-382, July.
- Mikhail Samonov & Nonna Sorokina, 2024. "A century of asset allocation crash risk," Journal of Asset Management, Palgrave Macmillan, vol. 25(4), pages 383-406, July.
- Valeriy Zakamulin & Javier Giner, 2024. "Optimal trend-following rules in two-state regime-switching models," Journal of Asset Management, Palgrave Macmillan, vol. 25(4), pages 327-348, July.
- Zhengnan Yin & Niall O’Sullivan & Meadhbh Sherman, 2024. "The market timing ability of bond mutual funds," Journal of Asset Management, Palgrave Macmillan, vol. 25(5), pages 508-527, September.
- Hilal Anwar Butt & James W. Kolari & Mohsin Sadaqat, 2024. "Market volatility, momentum, and reversal: a switching strategy," Journal of Asset Management, Palgrave Macmillan, vol. 25(5), pages 460-478, September.
- Andrew Grant & Oh Kang Kwon & Steve Satchell, 2024. "Properties of risk aversion estimated from portfolio weights," Journal of Asset Management, Palgrave Macmillan, vol. 25(5), pages 427-444, September.
- Monia Magnani & Massimo Guidolin & Ian Berk, 2024.
"Strong vs. stable: the impact of ESG ratings momentum and their volatility on the cost of equity capital,"
Journal of Asset Management, Palgrave Macmillan, vol. 25(7), pages 666-699, December.
- Ian Berk & Massimo Guidolin & Monia Magnani, 2023. "Strong vs. Stable: The Impact of ESG Ratings Momentum and their Volatility on the Cost of Equity Capital," BAFFI CAREFIN Working Papers 23202, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Gerasimos G. Rompotis, 2024. "The performance of anti-ESG ETFs in the United States," Journal of Asset Management, Palgrave Macmillan, vol. 25(7), pages 700-713, December.
- Martin B. Schmidt, 2024. "On the Incentive Structure of Tournaments: Evidence from the National Basketball Association’s Draft Lottery," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 50(3), pages 400-429, June.
- Christoph Sommer, 2024. "The Impact of Long-Term Finance on Job Quality, Investments and Firm Performance: Cross-Country Evidence," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 36(4), pages 747-776, August.
- Christian Gollier, 2024. "Evaluating sustainability actions under uncertainty: the role of improbable extreme scenarios," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 49(1), pages 59-74, March.
- Nadine Gatzert & Anna Kraus, 2024. "Do sustainability attributes play a role for individuals’ decisions regarding unit-linked life insurance? A survey research on German private investors," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 49(4), pages 719-746, October.
- Amanda Sanseverino & Jimena González-Ramírez & Kelly Cwik, 2024. "Do ESG progress disclosures influence investment decisions?," International Journal of Disclosure and Governance, Palgrave Macmillan, vol. 21(1), pages 107-126, March.
- Vismaya Gangadharan & Lakshmi Padmakumari, 2024. "Fogging the firm performance: an empirical examination of the annual report readability in India," International Journal of Disclosure and Governance, Palgrave Macmillan, vol. 21(2), pages 211-226, June.
- Elham Daadmehr, 2024. "Workplace sustainability or financial resilience? Composite-financial resilience index," Risk Management, Palgrave Macmillan, vol. 26(2), pages 1-35, May.
- Arianna Agosto & Alessandra Tanda, 2024. "Divergence and aggregation of ESG ratings: a survey," DEM Working Papers Series 225, University of Pavia, Department of Economics and Management.
- Lakatos, Artur Lóránd & Botos, Ákos, 2024. "Stock market decision-making in the light of prospect theory," Public Finance Quarterly, Corvinus University of Budapest, vol. 70(2), pages 63-89.
- Da Huo, Da, 2024. "Efficient Estimation of Stochastic Parameters: A GLS Approach," MPRA Paper 119731, University Library of Munich, Germany.
- Bonga-Bonga, Lumengo & Montshioa, Keitumetse, 2024. "Navigating extreme market fluctuations: asset allocation strategies in developed vs. emerging economies," MPRA Paper 119910, University Library of Munich, Germany.
- Lee, David, 2024. "Hedge Fund Investment Returns and Performance," MPRA Paper 120350, University Library of Munich, Germany.
- DiMaria, charles-henri, 2024. "ESG principles: the limits to green benchmarking," MPRA Paper 120410, University Library of Munich, Germany, revised 2024.
- Rodriguez, Harold & Colombo, Jefferson, 2024. "Is bitcoin an inflation hedge?," MPRA Paper 120477, University Library of Munich, Germany.
- Neifar, Malika & Hdider, Anis, 2024. "Role of Crude Oil, Natural Gas and Wheat Prices and the Impact of the Russian-Ukrainian War on the Investor Social Network Sentiment; Evidence from the US Stock Market," MPRA Paper 120920, University Library of Munich, Germany.
- Khanam, Rifat Binte & Rabeya, Jannatul Ferdous & Hasan, Amena, 2024. "Building Trust, Fueling Growth: The Cornerstone Role of Capital Market Governance in Bangladesh," MPRA Paper 121449, University Library of Munich, Germany, revised 08 May 2024.
- Massimo Arnone & Angelo Leogrande & Alberto Costantiello & Lucio Laureti, 2024.
"Banking Stability in the ESG Framework Across Italian Regions,"
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- Arnone, Massimo & Leogrande, Angelo & Costantiello, Alberto & Laureti, Lucio, 2024. "Banking Stability in the ESG Framework Across Italian Regions," MPRA Paper 121452, University Library of Munich, Germany.
- Ibanez, Francisco & Urga, Giovanni, 2024. "Incorporating Market Regimes into Large-Scale Stock Portfolios: A Hidden Markov Model Approach," MPRA Paper 121552, University Library of Munich, Germany.
- de Oliveira Souza, Thiago, 2024. "Model risk pricing and hedging," MPRA Paper 121827, University Library of Munich, Germany.
- Li, Chao & Keeley, Alexander Ryota & Takeda, Shutaro & Seki, Daikichi & Managi, Shunsuke, 2024. "Investor’s ESG Tendency Probed by Pre-trained Transformers," MPRA Paper 122756, University Library of Munich, Germany.
- Winkler, Julian, 2024. "Changing preferences as a source of stock return variation," MPRA Paper 122802, University Library of Munich, Germany.
- Katsafados, Apostolos G. & Leledakis, George N. & Panagiotou, Nikolaos P. & Pyrgiotakis, Emmanouil G., 2024. "Can central bankers’ talk predict bank stock returns? A machine learning approach," MPRA Paper 122899, University Library of Munich, Germany.
- Sokhombela, Andiswa Luncedo Lwandile & Bonga-Bonga, Lumengo & Manguzvane, Mathias Mandla, 2024. "Assessing the performance of safe haven assets during major crises," MPRA Paper 123066, University Library of Munich, Germany.
- Michal Vyletelka, 2024. "ESG Score Uncertainty and Excess Stock Returns: European Stock Market Case," Prague Economic Papers, Prague University of Economics and Business, vol. 2024(2), pages 137-163.
- Pavel Jankulár, 2024. "Risk-return Portfolio Level Trade-off for Czech Banks," Prague Economic Papers, Prague University of Economics and Business, vol. 2024(2), pages 187-219.
- Kryštof Tichý & Pavlína Petrová, 2024. "The Level of Awareness of Non-fungible Tokens as an Investment Tool in the Czech Republic," Prague Economic Papers, Prague University of Economics and Business, vol. 2024(3), pages 319-335.
- Ecem Demirhan & Ekin Tokat & Hakki Arda Tokat, 2024. "Assessing the Impact of Terrorist Attacks on Sovereign Risk Perception: Evidence from Turkey's CDS Market," Prague Economic Papers, Prague University of Economics and Business, vol. 2024(5), pages 645-661.
- Ngo Thai Hung, 2024. "Price Spillovers from Decentralized Finance to CEE Stock Markets," Politická ekonomie, Prague University of Economics and Business, vol. 2024(3), pages 565-596.
- Adriana Grasso & Juan Passadore & Facundo Piguillem, 2024.
"The Macroeconomics of Hedging Income Shares,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 54, October.
- Adriana Grasso & Juan Passadore & Facundo Piguillem, 2024. "Code and data files for "The Macroeconomics of Hedging Income Shares"," Computer Codes 20-335, Review of Economic Dynamics.
- Adriana Grasso & Juan Passadore & Facundo Piguillem, 2024.
"The Macroeconomics of Hedging Income Shares,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 54, October.
- Adriana Grasso & Juan Passadore & Facundo Piguillem, 2020. "The Macroeconomics of Hedging Income Shares," EIEF Working Papers Series 2009, Einaudi Institute for Economics and Finance (EIEF), revised May 2020.
- Adriana Grasso & Juan Passadore & Facundo Piguillem, 2020. "The macroeconomics of hedging income shares," Temi di discussione (Economic working papers) 1283, Bank of Italy, Economic Research and International Relations Area.
- Piguillem, Facundo & Grasso, Adriana & Passadore, Juan, 2020. "The Macroeconomics of Hedging Income Shares," CEPR Discussion Papers 14732, C.E.P.R. Discussion Papers.
- Adriana Grasso & Juan Passadore & Facundo Piguillem, 2024. "Code and data files for "The Macroeconomics of Hedging Income Shares"," Computer Codes 20-335, Review of Economic Dynamics.
- Bampinas, Georgios & Panagiotidis, Theodore, 2024.
"How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?,"
Research in International Business and Finance, Elsevier, vol. 70(PA).
- Bampinas, Georgios & Panagiotidis, Theodore, 2023. "How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?," MPRA Paper 117094, University Library of Munich, Germany.
- Georgios Bampinas & Theodore Panagiotidis, 2024. "How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?," Working Paper series 24-01, Rimini Centre for Economic Analysis.
- Raza, Muhammad Wajid & Said, Bahrawar & Hassan, Ijaz, 2024. "A Low-Risk vs. Market-Based Portfolio in Equity Market: Evidence from Global Financial Crisis and Global Pandemic Crisis in Pakistan," Audit and Accounting Review, University of Management and Technology, Lahore, Pakistan, vol. 4(2), pages 60-90.
- Gao, Zhenyu & Luo, Yan & Tian, Shu & Yang, Hao, 2024. "Green Preference, Green Investment," ADB Economics Working Paper Series 722, Asian Development Bank.
- Guo, Xiaomin & Dong, Huijian & Patterson, Gary A., 2024. "Equity Returns Around Extreme Loss: A Stochastic Event Approach," American Business Review, Pompea College of Business, University of New Haven, vol. 27(1), pages 207-220, May.
- Kamal, Javed Bin & Hossain, Akhand Akhtar & Al Farooque, Omar & Wohar, Mark, 2024. "Asset Returns and Economic Uncertainty: A Cross-Country Analysis," American Business Review, Pompea College of Business, University of New Haven, vol. 27(1), pages 244-276, May.
- Zeng, Hongjun & Ahmed, Abdullahi D., 2024. "Risk Transmission and Hedging Strategies Between Chinese Stock Market and Major Trading Partners Along the Belt and Road in COVID-19 Scenario," American Business Review, Pompea College of Business, University of New Haven, vol. 27(2), pages 372-400, November.
- Patlasov, Dmitry, 2024. "Assessment of the Russian stock market volatility impact on credit spreads of Russian corporate bonds," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 76, pages 29-50.
- Kusuma, Candra & Jayanti, Sri Delasmi, 2024. "Pengaruh Informasi Akuntansi Keuangan dan Pendanaan Syariah terhadap Keputusan Investasi pada Perusahaan Properti yang Baru Berdiri: Studi Kasus pada PT Dwika Raya Propertindo," Jurnal Bisnis Mahasiswa, Aksara Indo Rajawali, vol. 4(3), pages 226-236, July.
- Dadfar, Iman & Seyfipour, Roya & Mehrabiyan, Azadeh & Aminrashti, Narciss, 2024. "Introduction Determining the optimal portfolio of bank facilities with the Markowitz approach and meta-heuristic algorithms (Case study of Sina Bank)," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 11(2), pages 167-198, September.
- Robert-?tefan CONSTANTIN & Marina-Diana AGAFI?EI & Adriana AnaMaria DAVIDESCU, 2024. "Enhancing Portfolio Structure with Evolutionary Multi-Objective Optimisation," PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCES, Bucharest University of Economic Studies, Romania, vol. 6(1), pages 682-691, August.
- Fabian Moodley & Babatunde Lawrence & Surendran Pilla, 2024. "The Relationship between Macroeconomic Variables and South African Commercial Bank Performance," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, vol. 6(2), pages 109-119, December.
- Dimiter Nenkov, 2024. "“The Magnificent Seven” Technology Stocks and Their Impact on the S&P 500: A Review 4 Years Later," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, vol. 6(2), pages 180-195, December.
- Jeko Milev & Kremena Choutilova-Yochkolovska, 2024. "The Multifund System – Is It an Option for Raising the Sustainability of The Bulgarian Pension System?," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, vol. 6(2), pages 206-216, December.
- Rohan Kekre & Moritz Lenel, 2024.
"The Flight to Safety and International Risk Sharing,"
American Economic Review, American Economic Association, vol. 114(6), pages 1650-1691, June.
- Rohan Kekre & Moritz Lenel, 2021. "The Flight to Safety and International Risk Sharing," NBER Working Papers 29238, National Bureau of Economic Research, Inc.
- Marzena Rostek & Ji Hee Yoon, 2024. "Innovation in Decentralized Markets: Technology versus Synthetic Products," American Economic Journal: Microeconomics, American Economic Association, vol. 16(1), pages 63-109, February.
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- Serghei PETIGHIN, 2024. "Shifting Focus: The Role Of Environmental, Social, And Governance Factors In Investment Policy During A Pandemic," Eastern European Journal for Regional Studies (EEJRS), Center for Studies in European Integration (CSEI), Academy of Economic Studies of Moldova (ASEM), vol. 10(2), pages 85-96, December.
- Najwa AKERMI & Nadia Ben YEDDER & Sayef BAKARI, 2024.
"Impact of final consumption, domestic investment, exports, and imports on economic growth in Albania,"
Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(1(638), S), pages 231-252, Spring.
- Akermi, Najwa & Ben Yedder, Nadia & Bakari, Sayef, 2023. "Impact of Final Consumption, Domestic Investment, Exports, and Imports on Economic Growth in Albania," MPRA Paper 118308, University Library of Munich, Germany.
- Muhammad Muddasir & Gülşah Kulalı, 2024. "The Validity of CAPM and ICAPM in the Istanbul Stock Exchange," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 9(1), pages 26-42.
- Arif Sezgin & Sinan Aytekin & Şakir Sakarya, 2024. "Finansal Performansın Ölçülmesinde Piotroski F-Skoru Bileşenleri ve ÇKKV Yöntemlerinin Bağlantısı: MEREC Tabanlı MARCOS Uygulaması," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 9(2), pages 367-395.
- Almıla Burgaç Çil & Burhan Biçer, 2024. "Dynamics of Stock Prices and Exchange Rate with Structural Breaks and Asymmetry: Evidence From Türkiye," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 9(3), pages 438-461.
- Asiye Küçükosman & Sümeyye Uzun, 2024. "The Causality Relationship between Credit Default Swaps (CDS) and Portfolio Investments: The Case of Türkiye," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 9(3), pages 462-483.
- Selçuk Yalçın, 2024. "Piyasa Çarpanları ile Portföy Oluşturma: BİST’te Bir Uygulama," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 9(3), pages 610-627.
- Radovan KASTRATOVIC & Anatolijs KRIVINS & Ingrīda VEIKšA, 2024. "Economic and legal aspects of foreign direct investment patterns in Serbia and Latvia," Access Journal, Access Press Publishing House, vol. 5(3), pages 440-458, July.
- Ramin TSINARIDZE & Giorgi RIZHVADZE, 2024. "Renewable energies in the technological age and sustainable investment solutions for the "Smart future"," Access Journal, Access Press Publishing House, vol. 5(3), pages 493-510, July.
- Mirzat Ullah, 2024. "Dynamic Connectedness between Crypto and Conventional Financial Assets: Novel Findings from Russian Financial Market," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 23(1), pages 110-135.
- Adil Haniev, 2024. "Intangible Assets and US Stock Returns: An analysis using the Index Method, Panel Regression, and Machine Learning," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 23(3), pages 833-854.
- Cai, Zhaokun & Cui, Zhenyu & Lassance, Nathan & Simaan, Majeed, 2024. "The Economic Value of Mean Squared Error: Evidence from Portfolio Selection," LIDAM Discussion Papers LFIN 2024003, Université catholique de Louvain, Louvain Finance (LFIN).
- Vanderveken, Rodolphe & Lassance, Nathan & Vrins, Frédéric, 2024. "Optimal Portfolio Size under Parameter Uncertainty," LIDAM Discussion Papers LFIN 2024004, Université catholique de Louvain, Louvain Finance (LFIN).
- De Bondt, Werner & De Winne, Rudy & D’Hondt, Catherine, 2024.
"Measuring speculation beyond day trading and bets on lottery-like stocks,"
International Review of Financial Analysis, Elsevier, vol. 96(PA).
- De Bondt, Werner & De Winne, Rudy & D’Hondt, Catherine, 2024. "Measuring speculation beyond day trading and bets on lottery-like stocks," LIDAM Reprints LFIN 2024009, Université catholique de Louvain, Louvain Finance (LFIN).
- Leanne Nam, 2024. "Intergenerational Spillovers: The Impact of Labor Market Risk on the Housing Market," ECONtribute Discussion Papers Series 344, University of Bonn and University of Cologne, Germany.
- Nazare da Costa Cabral & Noemia Goulart, 2024. "The Social Security Financial Stabilisation Fund," CFP Occasional Papers 02/2024, Portuguese Public Finance Council.
- Furkan Göktaş, 2024. "A Novel Game-Theoretical Approach for The Possibilistic Mean - Variance Model," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 12(1), pages 1-12, July.
- Yeşim Deniz Özkan Özen & Ömer Öztürkoğlu & Yücel Öztürkoğlu, 2024. "A Proposed New Approach for The Single Machine Scheduling Problem: Dynamic Programming," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 12(1), pages 13-20, July.
- Erhan Orakçı & Ali Özdemir, 2024. "Using Social Choice Function for Multi Criteria Decision Making Problems," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 12(1), pages 21-38, July.
- Algın Okursoy & Didem Tezsürücü Çoşansu, 2024. "Zero Emission Electric Vehicle Selection Using the MEREC-Based CoCoSo Method," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 12(1), pages 39-58, July.
- Francesco D'Acunto & Michael Weber, 2024.
"Why Survey-Based Subjective Expectations Are Meaningful and Important,"
Annual Review of Economics, Annual Reviews, vol. 16(1), pages 329-357, August.
- Francesco D’Acunto & Michael Weber, 2024. "Why Survey-Based Subjective Expectations are Meaningful and Important," NBER Working Papers 32199, National Bureau of Economic Research, Inc.
- Ажгалиева Д. // Azhgaliyeva D. & Капсалямова З. // Kapsalyamova Z., 2024. "Государственная поддержка в продвижении зеленых облигаций в Азии: эмпирические данные // Policy support in promoting green bonds in Asia: empirical evidence," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 63-64.
- Яндиев М. // Yandiyev М., 2024. "Феномен недооценки при первичном размещении акций объясняется алчностью финансовых спекулянтов // The Phenomenon of Underpricing during Initial Public Offering is Explained by the Greed of Financial S," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 65-85.
- Michal Mec & Mikulas Zeman & Klara Cermakova, 2024. "Stock market prediction using Generative Adversarial Network (GAN) – Study case Germany stock market," International Journal of Economic Sciences, European Research Center, vol. 13(2), pages 87-103, December.
- Alexander E. Abramov & Maria I. Chernova, 2024. "Improving pension savings investing: The case of Russia," Russian Journal of Economics, ARPHA Platform, vol. 10(1), pages 34-59, March.
- Adam Korniejczuk & Robert Ślepaczuk, 2024.
"Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market,"
Working Papers
2024-09, Faculty of Economic Sciences, University of Warsaw.
- Adam Korniejczuk & Robert 'Slepaczuk, 2024. "Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market," Papers 2406.10695, arXiv.org.
- Zuzanna Kostecka & Robert Ślepaczuk, 2024.
"Improving Realized LGD approximation: A Novel Framework with XGBoost for handling missing cash-flow data,"
Working Papers
2024-12, Faculty of Economic Sciences, University of Warsaw.
- Zuzanna Kostecka & Robert 'Slepaczuk, 2024. "Improving Realized LGD Approximation: A Novel Framework with XGBoost for Handling Missing Cash-Flow Data," Papers 2406.17308, arXiv.org.
- Natalia Roszyk & Robert Ślepaczuk, 2024.
"The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models,"
Working Papers
2024-13, Faculty of Economic Sciences, University of Warsaw.
- Natalia Roszyk & Robert 'Slepaczuk, 2024. "The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models," Papers 2407.16780, arXiv.org.
- Kirtac, Kemal & Germano, Guido, 2024.
"Sentiment trading with large language models,"
Finance Research Letters, Elsevier, vol. 62(PB).
- Kirtac, Kemal & Germano, Guido, 2024. "Sentiment trading with large language models," LSE Research Online Documents on Economics 122592, London School of Economics and Political Science, LSE Library.
- Kemal Kirtac & Guido Germano, 2024. "Sentiment trading with large language models," Papers 2412.19245, arXiv.org.
- Feghhi Kashani, Mohammad & ziyaee, zahra, 2024. "Supply Side Implications of Ambiguity Aversion for Risk Premium and Risk-Free Rate Puzzles (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی و بودجه), Institute for Management and Planning studies, vol. 29(1), pages 51-78, May.
- Josko Maric & Mislav Sagovac & Luka Sikic, 2024. "The Effects Of Momentum And Contrarian Strategies On The Croatian Capital Market," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 33(1), pages 149-175, june.
- Mohammad Ashraful Ferdous Chowdhury & Mohammad Abdullah & Mansur Masih, 2024. "Risk Spillover of Russia-Ukraine War and Oil Price on Asian Islamic Stocks and Cryptocurrency - A Quantile Connectedness Approach," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 4(4), pages 1-8.
- Pradipta Kumar Sahoo & Badri Narayan Rath, 2024. "COVID-19 Pandemic and Bitcoin Returns - Evidence From Time and Frequency Domain Causality Analysis," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 5(2), pages 1-4.
- Norhidayah Abu Bakar & Nik Hazimi Mohammed Foziah, 2024. "The Impact of Cryptocurrency Volatility Dynamics on the Islamic Equity Market - The Case of Emerging Asia," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 5(2), pages 1-5.
- Seyed Alireza Athari & Ali Awais Khalid & Qasim Raza Syed, 2024. "Twitter-Based Economic Uncertainty and US Energy Market - An Investigation Using Wavelet Coherence," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 5(1), pages 1-7.
- Khadijat A. Azeez & Victor O. Hambolu & Andy T. Okwu & Bukunmi A. Agboola, 2024. "Russia-Ukraine War and Price Volatility of Global Commodities - The Role of Public Sentiments," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 5(2), pages 1-6.
- Aliyu Akorede Rufai & Kingsley Imandojemu & Tubobanimi Inoma Abbiyesuku, 2024. "Role of Climate Risk in the Oil Price Dynamics," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 5(2), pages 1-5.
- Massimo Guidolin & Monia Magnani, 2024.
"Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings,"
Risks, MDPI, vol. 12(2), pages 1-26, February.
- Massimo Guidolin & Monia Magnani, 2024. "Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings," BAFFI CAREFIN Working Papers 24220, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Monia Magnani, 2024. "Does Macroeconomic Predictability Enhance the Economic Value of Hedge Funds to Risk-Averse Investors?," BAFFI CAREFIN Working Papers 24232, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Massimo Guidolin, 2024.
"Machine Learning in Portfolio Decisions,"
World Scientific Book Chapters, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), Artificial Intelligence and Beyond for Finance, chapter 1, pages 1-72,
World Scientific Publishing Co. Pte. Ltd..
- Manuela Pedio & Massimo Guidolin & Giulia Panzeri, 2024. "Machine Learning in Portfolio Decisions," BAFFI CAREFIN Working Papers 24233, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Lis Sintha Oppusunggu & Ika Pratiwi Simbolon, 2024. "Analysis of Return on Asset for BUKU IV: Jakarta Interbank Spot Dollar Rate, Capital Adequacy Ratio and Loan To Deposit Ratio," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 166-182.
- Oleh Kolodiziev & Andrii Gukaliuk & Valeriia Shcherbak & Tetiana Riabovolyk & Ilona Androshchuk & Yaryna Pas, 2024. "The Impact of Refugee Startups on Host Country Economies: Business Models and Economic Adaptation," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 175-201.
- Stoyan Kirov & Milena Beneva, 2024. "Mean-Variance Environmental Investment Optimization of Bulgarian Private Pension Funds," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 88-112.
- Farah Amalia & Harjum Muharam & Irene Rini Demi Pangestuti, 2024. "Willingness to Sacrifice to Optimize Financial and Non-Financial Goals in Ethical Investing," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 8, pages 114-129.
- Radoslav Raykov, 2024. "Is This Normal? The Cost of Assuming that Derivatives Have Normal Returns," Staff Working Papers 24-46, Bank of Canada.
- Radoslav Raykov, 2024. "Decomposing Large Banks’ Systemic Trading Losses," Staff Working Papers 24-6, Bank of Canada.
- Patrick Aldridge & Jabir Sandhu & Sofia Tchamova, 2024. "How foreign central banks can affect liquidity in the Government of Canada bond market," Staff Analytical Notes 2024-26, Bank of Canada.
- Patrick Aldridge & Jabir Sandhu & Sofia Tchamova, 2024. "Le rôle des banques centrales étrangères sur la liquidité du marché des obligations du gouvernement du Canada," Staff Analytical Notes 2024-26fr, Bank of Canada.
- Dilara DEMIREZ & Serkan Yilmaz KANDIR, 2024. "Investigating the Relationship between Selected Risk Measures and Sustainability Index," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 18(1), pages 37-59.
- Lidia Cruces & Isabel Micó-Millán & Susana Párraga, 2024. "Female Financial Portfolio Choices and Marital Property Regimes," Working Papers 2434, Banco de España.
- Francesco Vercelli, 2024. "Financial wealth in Italy: evidence from Banking Supervisory Reports," Questioni di Economia e Finanza (Occasional Papers) 865, Bank of Italy, Economic Research and International Relations Area.
- Stefano Nobili & Mattia Persico & Rosario Romeo, 2024. "How Important Are Esg Factors For Banks’ Cost Of Debt? An Empirical Investigation," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems) 52, Bank of Italy, Directorate General for Markets and Payment System.
- Stefano Nobili & Mattia Persico & Rosario Romeo, 2024. "How Important Are Esg Factors For Banks’ Cost Of Debt? An Empirical Investigation," Temi di discussione (Economic working papers) 52, Bank of Italy, Economic Research and International Relations Area.
- Moro, Alessandro & Zaghini, Andrea, 2023.
"The green sin: How exchange rate volatility and financial openness affect green premia,"
CFS Working Paper Series
715, Center for Financial Studies (CFS).
- Alessandro Moro & Andrea Zaghini, 2024. "The green sin: how exchange rate volatility and financial openness affect green premia," Temi di discussione (Economic working papers) 1447, Bank of Italy, Economic Research and International Relations Area.
- Raffaele Santioni & Javier Gil-Bazo, 2024.
"Geographic Shareholder Dispersion and Mutual Fund Flow Risk,"
Working Papers
1440, Barcelona School of Economics.
- Javier Gil-Bazo & Alexander Kempf & Raffaele Santioni, 2024. "Geographic shareholder dispersion and mutual fund flow risk," Temi di discussione (Economic working papers) 1461, Bank of Italy, Economic Research and International Relations Area.
- Javier Gil-Bazo & Raffaele Santioni, 2024. "Geographic shareholder dispersion and mutual fund flow risk," Economics Working Papers 1886, Department of Economics and Business, Universitat Pompeu Fabra.
- Gabriel M. Ahlfeldt & Nikodem Szumilo & Jagdish Tripathy, 2024. "Housing-consumption channel of mortgage demand," Berlin School of Economics Discussion Papers 0044, Berlin School of Economics.
- Laurent Clerc & Elisabeth Fonteny & Delphine Irac & Aliette Dequet & Laudine Goumet, 2024. "Les assureurs français face aux risques liés à la perte de biodiversité : Enjeux et enseignements pour les organismes et leur supervision," Analyse et synthèse 159, Banque de France.
- Javier Gil-Bazo & Raffaele Santioni, 2024.
"Geographic shareholder dispersion and mutual fund flow risk,"
Economics Working Papers
1886, Department of Economics and Business, Universitat Pompeu Fabra.
- Raffaele Santioni & Javier Gil-Bazo, 2024. "Geographic Shareholder Dispersion and Mutual Fund Flow Risk," Working Papers 1440, Barcelona School of Economics.
- Javier Gil-Bazo & Alexander Kempf & Raffaele Santioni, 2024. "Geographic shareholder dispersion and mutual fund flow risk," Temi di discussione (Economic working papers) 1461, Bank of Italy, Economic Research and International Relations Area.
- Kristy Jansen & Hyun Song Shin & Goetz von Peter, 2024. "Which exchange rate matters to global investors?," BIS Working Papers 1210, Bank for International Settlements.
- Phạm Thu Hương & Hoàng Mạnh Hùng & Lê Đạt Chí, 2024. "Ứng dụng mô hình F-SCORE cho chiến lược đầu tư cổ phiếu tại Sở Giao dịch Chứng khoán Thành phố Hồ Chí Minh," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, vol. 19(5), pages 46-58.
- Paolo Manasse & Graziano Moramarco & Giulio Trigilia, 2024.
"Exchange rates and political uncertainty: the Brexit case,"
Economica, London School of Economics and Political Science, vol. 91(362), pages 621-652, April.
- P. Manasse & G. Moramarco & G. Trigilia, 2020. "Exchange Rates and Political Uncertainty: The Brexit Case," Working Papers wp1141, Dipartimento Scienze Economiche, Universita' di Bologna.
- Richard Mawulawoe Ahadzie & Dan Daugaard & Moses Kangogo & Faisal Khan & Joaquin Vespignani, 2024.
"COVID‐19, Mobility Restriction Policies and Stock Market Volatility: A Cross‐Country Empirical Study,"
Economic Papers, The Economic Society of Australia, vol. 43(2), pages 184-203, June.
- Ahadzie, Richard Mawulawoe & Daugaard, Dan & Kangogo, Moses & Khan, Faisal & Vespignani, Joaquin, 2023. "Covid-19, Mobility Restriction Policies and Stock Market Volatility: A Cross-Country Empirical Study," Working Papers 2023-03, University of Tasmania, Tasmanian School of Business and Economics.
- Richard Mawulawoea Ahadzie & Dan Daugaard & Moses Kangogo & Faisal Khan & Joaquin Vespignani, 2023. "COVID-19, Mobility Restriction Policies and Stock Market Volatility: A Cross-Country Empirical Study," CAMA Working Papers 2023-40, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hans K. Hvide & Tom G. Meling & Magne Mogstad & Ola L. Vestad, 2024.
"Broadband Internet and the Stock Market Investments of Individual Investors,"
Journal of Finance, American Finance Association, vol. 79(3), pages 2163-2194, June.
- Hans K. Hvide & Tom G. Meling & Magne Mogstad & Ola L. Vestad, 2021. "Broadband internet and the stock market investments of individual investors," Discussion Papers 946, Statistics Norway, Research Department.
- Hans K. Hvide & Tom G. Meling & Magne Mogstad & Ola L. Vestad, 2022. "Broadband Internet and the Stock Market Investments of Individual Investors," NBER Working Papers 30383, National Bureau of Economic Research, Inc.
- Hvide, Hans K. & Meling, Tom G. & Mogstad, Magne & Vestad, Ola, 2023. "Broadband Internet and the Stock Market Investments of Individual Investors," CEPR Discussion Papers 18067, C.E.P.R. Discussion Papers.
- Clemens Sialm & Qifei Zhu, 2024.
"Currency Management by International Fixed‐Income Mutual Funds,"
Journal of Finance, American Finance Association, vol. 79(6), pages 4037-4081, December.
- Clemens Sialm & Qifei Zhu, 2021. "Currency Management by International Fixed Income Mutual Funds," NBER Working Papers 29082, National Bureau of Economic Research, Inc.
- Dimitris Papadimitriou & Konstantinos Tokis & Georgios Vichos & Panos Mourdoukoutas, 2024.
"Managing other people's money: An agency theory in financial management industry,"
Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 47(1), pages 179-209, March.
- Papadimitriou, Dimitris & Tokis, Konstantinos & Vichos, Georgios & Mourdoukoutas, Panos, 2023. "Managing other people's money: an agency theory in financial management industry," LSE Research Online Documents on Economics 119872, London School of Economics and Political Science, LSE Library.
- Despina Gavresi & Anastasia Litina & Christos A. Makridis, 2024.
"Split personalities? Behavioral effects of temperature on financial decision‐making,"
Kyklos, Wiley Blackwell, vol. 77(3), pages 664-689, August.
- Despina Gavresi & Anastasia Litina & Christos A. Makridis, 2021. "Split Personalities? Behavioral Effects of Temperature on Financial Decision-making," Discussion Paper Series 2021_16, Department of Economics, University of Macedonia, revised Nov 2021.
- Mohamed Doukali & Xiaojun Song & Abderrahim Taamouti, 2024.
"Value‐at‐Risk under Measurement Error,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(3), pages 690-713, June.
- Mohamed Doukali & Xiaojun Song & Abderrahim Taamouti, 2022. "Value-at Risk under Measurement Error," Working Papers 202209, University of Liverpool, Department of Economics.
- Jing Xie, 2024. "Stock-Picking by Mutual Funds: Evidence from Trading in Family-Controlled Firms," Working Papers 202411, University of Macau, Faculty of Business Administration.
- Coen, Jamie & Coen, Patrick & Hüser, Anne-Caroline, 2024. "Collateral demand in wholesale funding markets," Bank of England working papers 1082, Bank of England.
- Ahlfeldt, Gabriel M & Szumilo, Nikodem & Tripathy, Jagdish, 2024. "Housing-consumption channel of mortgage demand," Bank of England working papers 1086, Bank of England.
- Gabor Pinter & Emil Siriwardane & Danny Walker, 2024.
"Fire sales of safe assets,"
BIS Working Papers
1233, Bank for International Settlements.
- Pinter, Gabor & Siriwardane, Emil & Walker, Danny, 2024. "Fire sales of safe assets," Bank of England working papers 1089, Bank of England.
- Ellora Derenoncourt & Chi Hyun Kim & Moritz Kuhn & Moritz Schularick, 2024. "Unemployment risk, portfolio choice, and the racial wealth gap," CRC TR 224 Discussion Paper Series crctr224_2024_508, University of Bonn and University of Mannheim, Germany.
- Katja M. Kaufmann & Yasemin Özdemir & Michaela Paffenholz, 2024. "Peer Effects in Financial Decisions: Evidence from Dutch Administrative Data," CRC TR 224 Discussion Paper Series crctr224_2024_553, University of Bonn and University of Mannheim, Germany.
- Andre, Peter & Schirmer, Philipp & Wohlfart, Johannes, 2023.
"Mental models of the stock market,"
SAFE Working Paper Series
406, Leibniz Institute for Financial Research SAFE.
- Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2024. "Mental Models of the Stock Market," CRC TR 224 Discussion Paper Series crctr224_2024_611, University of Bonn and University of Mannheim, Germany.
- Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2023. "Mental Models of the Stock Market," ECONtribute Discussion Papers Series 259, University of Bonn and University of Cologne, Germany.
- Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2024. "Mental Models of the Stock Market," CEBI working paper series 23-07, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
- Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2023. "Mental Models of the Stock Market," CESifo Working Paper Series 10691, CESifo.
- Enescu Adrian-Gabriel & Raileanu Szeles Monica, 2024. "Portfolio Allocation, Risk Aversion, and Digital Literacy Among the European Elderly," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, vol. 18(1), pages 1-16.
- Burda Martin & Schroeder Adrian K., 2024. "Recurrent Neural Network GO-GARCH Model for Portfolio Selection," Journal of Time Series Econometrics, De Gruyter, vol. 16(2), pages 67-81.
- Al Rahahleh Naseem, 2024. "The Influence of Anchoring and Overconfidence on Investment Decision-Making in the Saudi Stock Market: A Moderated Mediation Model," Review of Middle East Economics and Finance, De Gruyter, vol. 20(1), pages 45-75, April.
- Alesmaiel Abdullah & Fifield Suzanne G. M. & Hof Justin, 2024. "The Predictive Ability and Profitability of Moving Average Rules in the Saudi Stock Market," Review of Middle East Economics and Finance, De Gruyter, vol. 20(2), pages 203-238.
- Mohamed Riyath Mohamed Ismail & Aldabbous Nagham, 2024. "Long-Run Volatility Memory Dynamics and Inter-Market Linkages in GCC Equity Markets: Application of DCC-FIGARCH Models," Review of Middle East Economics and Finance, De Gruyter, vol. 20(3), pages 299-329.
- Ge, S. & Li, S. & Linton, O. B. & Liu, W. & Su, W., 2024.
"Should We Augment Large Covariance Matrix Estimation with Auxiliary Network Information?,"
Janeway Institute Working Papers
2416, Faculty of Economics, University of Cambridge.
- Ge, S. & Li, S. & Linton, O. B. & Liu, W. & Su, W., 2024. "Should We Augment Large Covariance Matrix Estimation with Auxiliary Network Information?," Cambridge Working Papers in Economics 2427, Faculty of Economics, University of Cambridge.
- Ge, S. & Li, S. & Linton, O. B. & Liu, W. & Su, W., 2024.
"Should We Augment Large Covariance Matrix Estimation with Auxiliary Network Information?,"
Cambridge Working Papers in Economics
2427, Faculty of Economics, University of Cambridge.
- Ge, S. & Li, S. & Linton, O. B. & Liu, W. & Su, W., 2024. "Should We Augment Large Covariance Matrix Estimation with Auxiliary Network Information?," Janeway Institute Working Papers 2416, Faculty of Economics, University of Cambridge.
- Edo Duran & Zoran Grubisic & Milena Lazic, 2024. "Volatility Spillover: Garch Analysis of S&P 500's Influence on Precious Metals," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 13(2), pages 187-211.
- Sudhir A. Shah, 2024. "Money-metric valuation of assets," Working papers 347, Centre for Development Economics, Delhi School of Economics.
- Gabriel M. Ahlfeldt & Nikodem Szumilo & Jagdish Tripathy & Gabriel Ahlfeldt, 2024. "Housing-Consumption Channel of Mortgage Demand," CESifo Working Paper Series 11255, CESifo.
- Gareth Campbell & Áine Gallagher & Richard S.Grossman, 2024.
"Living La Vida Loca? Remote Investing in Latin America, 1869-1929,"
Wesleyan Economics Working Papers
2024-013, Wesleyan University, Department of Economics.
- Gareth Campbell & Áine Gallagher & Richard S. Grossman, 2024. "Living La Vida Loca? Remote Investing in Latin America, 1869-1929," CESifo Working Paper Series 11562, CESifo.
- Philip Schnorpfeil & Michael Weber & Andreas Hackethal & Michael Weber, 2024. "Inflation and Trading," CESifo Working Paper Series 11580, CESifo.
- Paul Schüle, 2024. "Essays in Public Economics and on Equality of Opportunity," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 108, March.
- Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2024. "Sparse spanning portfolios and under-diversification with second-order stochastic dominance," Swiss Finance Institute Research Paper Series 24-08, Swiss Finance Institute.
- Roland Füss & Thorsten Glück & Christian Koeppel & Felix Miebs, 2024. "An averaging framework for minimum-variance portfolios: Optimal rules for combining portfolio weights," Swiss Finance Institute Research Paper Series 24-10, Swiss Finance Institute.
- Bräuer, Leonie & Hau, Harald, 2024.
"Fund-Level FX Hedging Redux,"
ESRB Working Paper Series
148, European Systemic Risk Board.
- Leonie Bräuer & Harald Hau, 2024. "Fund-Level FX Hedging Redux," Swiss Finance Institute Research Paper Series 24-103, Swiss Finance Institute.
- Martin Brown & Daniel Hoechle & Alejandra Perez & Markus Schmid, 2024. "How do Retail Investors Adapt to Exchange Rate Shocks?," Swiss Finance Institute Research Paper Series 24-108, Swiss Finance Institute.
- Vesa Pursiainen & Meichen Qian & Dragon Yongjun Tang, 2024. "Technology Entrepreneurs' Environmental Commitments and Crowdfunding Outcomes," Swiss Finance Institute Research Paper Series 24-25, Swiss Finance Institute.
- Jan Muckenhaupt & Martin Hoesli & Bing Zhu, 2024. "U.S. and European Listed Real Estate as an Inflation Hedge," Swiss Finance Institute Research Paper Series 24-34, Swiss Finance Institute.
- Damir Filipović & Paul Schneider, 2024. "Fundamental properties of linear factor models," Swiss Finance Institute Research Paper Series 24-42, Swiss Finance Institute.
- Soros Chitsiripanich & Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2024. "Smoothing Out Momentum and Reversal," Swiss Finance Institute Research Paper Series 24-47, Swiss Finance Institute.
- Martin Hoesli & Louis Johner & Zhaklin Krayushkina, 2024. "The Volatility of Listed Real Estate in Europe and Portfolio Implications," Swiss Finance Institute Research Paper Series 24-49, Swiss Finance Institute.
- Massimo Filippini & Markus Leippold & Tobias Wekhof, 2024. "The Impact of Sustainable Finance Literacy on Investment Decisions," Swiss Finance Institute Research Paper Series 24-57, Swiss Finance Institute.
- Louis Johner & Martin Hoesli, 2024. "Real Estate in Liability-Driven Investment: The Case of U.S. Pension Funds," Swiss Finance Institute Research Paper Series 24-62, Swiss Finance Institute.
- Erdinc Akyildirim & Matteo Gambara & Josef Teichmann & Syang Zhou, 2024. "Randomized Signature Methods in Optimal Portfolio Selection," Swiss Finance Institute Research Paper Series 24-79, Swiss Finance Institute.
- Carlo Zarattini & Andrew Aziz & Andrea Barbon, 2024. "Beat the Market An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)," Swiss Finance Institute Research Paper Series 24-97, Swiss Finance Institute.
- Carlo Zarattini & Andrea Barbon & Andrew Aziz, 2024. "A Profitable Day Trading Strategy For The U.S. Equity Market," Swiss Finance Institute Research Paper Series 24-98, Swiss Finance Institute.
- Fulvio Ortu & Pietro Reggiani & Federico Severino, 2024. "Persistence-based capital allocation along the FOMC cycle," CIRANO Working Papers 2024s-02, CIRANO.
- Penaranda, Francisco & Sentana, Enrique, 2024.
"Portfolio management with big data,"
CEPR Discussion Papers
19314, C.E.P.R. Discussion Papers.
- Francisco Peñaranda & Enrique Sentana, 2024. "Portfolio management with big data," Working Papers wp2024_2411, CEMFI.
- Montoya Morales, Alexa Juliana & Ladino Villegas, Yaneth & Rivera Quiguanás, Valeria, 2024. "Finanzas conductuales y finanzas clásicas, ¿Teorías opuestas o complementarias?," Revista Tendencias, Universidad de Narino, vol. 25(2), pages 278-301, July.
- Andersen, Steffen & Dimmock, Stephen & Meisner Nielsen, Kasper & Peijnenburg, Kim, 2024. "Extrapolators and Contrarians: Forecast Bias and Household Stock Trading," CEPR Discussion Papers 18810, C.E.P.R. Discussion Papers.
- Didisheim, Antoine & Ke, Barry & Kelly, Bryan & Malamud, Semyon, 2024. "Complexity in Factor Pricing Models," CEPR Discussion Papers 18812, C.E.P.R. Discussion Papers.
- Sebastian Doerr & Sebastian Egemen Eren & Semyon Malamud, 2023.
"Money market funds and the pricing of near-money assets,"
BIS Working Papers
1096, Bank for International Settlements.
- Doerr, Sebastian & Eren, Egemen & Malamud, Semyon, 2024. "Money Market Funds and the Pricing of Near-Money Assets," CEPR Discussion Papers 18813, C.E.P.R. Discussion Papers.
- Sebastian Doerr & Egemen Eren & Semyon Malamud, 2023. "Money Market Funds and the Pricing of Near-Money Assets," Swiss Finance Institute Research Paper Series 23-04, Swiss Finance Institute.
- Gourier, Elise & Mathurin, Hélène, 2024. "A Greenwashing Index," CEPR Discussion Papers 18831, C.E.P.R. Discussion Papers.
- Benink, Harald & Huizinga, Harry & Raes, Louis & Zhang, Lishu, 2024.
"International Trade in Brown Shares and Economic Development,"
Other publications TiSEM
2f31c2d5-58ef-4b23-b929-a, Tilburg University, School of Economics and Management.
- Benink, Harald & Huizinga, Harry & Raes, Louis & Zhang, Lishu, 2024. "International trade in brown shares and economic development," CEPR Discussion Papers 18856, C.E.P.R. Discussion Papers.
- Benink, Harald & Huizinga, Harry & Raes, Louis & Zhang, Lishu, 2024. "International Trade in Brown Shares and Economic Development," Discussion Paper 2024-002, Tilburg University, Center for Economic Research.
- Daniel Marcel te Kaat & Chang Ma & Alessandro Rebucci, 2024.
"Portfolio Flows and Household Portfolios,"
NBER Working Papers
32210, National Bureau of Economic Research, Inc.
- te Kaat, Daniel Marcel & Ma, Chang & Rebucci, Alessandro, 2024. "Portfolio Flows and Household Portfolios," CEPR Discussion Papers 18877, C.E.P.R. Discussion Papers.
- Spaans, Lara & Derwall, Jeroen & huij, joop & Koedijk, Kees, 2024. "The Sustainable Finance Disclosure Regulation: Voluntary Signaling or Mandatory Disclosure?," CEPR Discussion Papers 18881, C.E.P.R. Discussion Papers.
- Filippou, Ilias & Maurer, Thomas A. & Pezzo, Luca & Taylor, Mark P., 2024.
"Importance of transaction costs for asset allocation in foreign exchange markets,"
Journal of Financial Economics, Elsevier, vol. 159(C).
- Filippou, Ilias & Maurer, Thomas & Pezzo, Luca & Taylor, Mark, 2024. "Importance of Transaction Costs for Asset Allocation in Foreign Exchange Markets," CEPR Discussion Papers 19037, C.E.P.R. Discussion Papers.
- Jin, Lawrence & Peng, Cameron, 2024. "The Law of Small Numbers in Financial Markets: Theory and Evidence," CEPR Discussion Papers 19111, C.E.P.R. Discussion Papers.
- Yuriy Gorodnichenko & Xiao Yin, 2024.
"Higher-Order Beliefs and Risky Asset Holdings,"
NBER Working Papers
32680, National Bureau of Economic Research, Inc.
- Gorodnichenko, Yuriy & Yin, Xiao, 2024. "Higher-Order Beliefs and Risky Asset Holdings," CEPR Discussion Papers 19205, C.E.P.R. Discussion Papers.
- Gorodnichenko, Yuriy & Yin, Xiao, 2024. "Higher-Order Beliefs and Risky Asset Holdings," IZA Discussion Papers 17120, Institute of Labor Economics (IZA).
- Miles, David & Sefton, James, 2024. "Optimal risk for pension funds: the sustainability of the UK Universities pension scheme," CEPR Discussion Papers 19254, C.E.P.R. Discussion Papers.
- Peress, Joël & Schmidt, Daniel, 2024.
"Uncertainty about what is in the price,"
Journal of Financial Economics, Elsevier, vol. 161(C).
- Peress, Joël & Schmidt, Daniel, 2024. "Uncertainty about What's in the Price," CEPR Discussion Papers 19273, C.E.P.R. Discussion Papers.
- Christelis, Dimitris & Georgarakos, Dimitris & Jappelli, Tullio & Kenny, Geoff, 2025.
"Wealth shocks and portfolio choice,"
Journal of Monetary Economics, Elsevier, vol. 149(C).
- Dimitris Christelis & Dimitris Georgarakos & Tullio Jappelli & Geoff Kenny, 2022. "Wealth Shocks and Portfolio Choice," CSEF Working Papers 652, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Christelis, Dimitris & Georgarakos, Dimitris & Jappelli, Tullio & Kenny, Geoff, 2024. "Wealth Shocks and Portfolio Choice," CEPR Discussion Papers 19279, C.E.P.R. Discussion Papers.
- Hélène Rey & Adrien Rousset Planat & Vania Stavrakeva & Jenny Tang, 2024.
"Elephants in Equity Markets,"
NBER Working Papers
32756, National Bureau of Economic Research, Inc.
- Rey, Hélène & Rousset Planat, Adrien & Stavrakeva, Vania & Tang, Jenny, 2024. "Elephants in Equity Markets," CEPR Discussion Papers 19284, C.E.P.R. Discussion Papers.
- Francisco Peñaranda & Enrique Sentana, 2024.
"Portfolio management with big data,"
Working Papers
wp2024_2411, CEMFI.
- Penaranda, Francisco & Sentana, Enrique, 2024. "Portfolio management with big data," CEPR Discussion Papers 19314, C.E.P.R. Discussion Papers.
- Ahlfeldt, Gabriel & Szumilo, Nikodem & Tripathy, Jagdish, 2024. "Housing-Consumption Channel of Mortgage Demand," CEPR Discussion Papers 19370, C.E.P.R. Discussion Papers.
- Perotti, Enrico & Terovitis, Spyros, 2024. "Achieving Safety: Personal, Private and Public Provision," CEPR Discussion Papers 19405, C.E.P.R. Discussion Papers.
- Alessandrini, Fabio & Jondeau, Eric & Vallée, Lou-Salomé, 2024. "Performance and Challenges of Net-Zero Strategies in the Context of the EU Regulation," CEPR Discussion Papers 19421, C.E.P.R. Discussion Papers.
- Bach, Laurent & Girshina, Anastasia & Sodini, Paolo, 2024. "Soft Negotiators or Modest Builders? Why Women Earn Lower Real Estate Returns," CEPR Discussion Papers 19433, C.E.P.R. Discussion Papers.
- Irasema Alonso & Mauricio Prado, 2024. "Endogenous Aggregate Beliefs: Equity Trading under Heterogeneity in Ambiguity Aversion," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, vol. 2(4), pages 45-60, Abril.
- Julen Iglesias Tejedor, 2024. "Creación de una cartera de inversión que venza la inflación atendiendo a criterios ESG gestionada mediante machine learning," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, vol. 2(5), pages 79-100, Mayo.
- Yuming Li, 2024. "A Factor Model Comparison," Annals of Economics and Finance, Society for AEF, vol. 25(2), pages 663-674, November.
- Haoquan Zhao & Sheng Wang & Ziang Chen, 2024. "Uncertainty, Endogenous Asset Portfolio, and Credit Distortion," Annals of Economics and Finance, Society for AEF, vol. 25(2), pages 591-648, November.
- Filippou, Ilias & Taylor, Mark P. & Wang, Zigan, 2024.
"Media Sentiment and Currency Reversals,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 59(3), pages 1401-1429, May.
- Taylor, Mark & Filippou, Ilias & Wang, Zigan, 2021. "Media Sentiment and Currency Reversals," CEPR Discussion Papers 16049, C.E.P.R. Discussion Papers.
- Ben-David, Itzhak & Li, Jiacui & Rossi, Andrea & Song, Yang, 2024.
"Discontinued Positive Feedback Trading and the Decline of Return Predictability,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 59(7), pages 3062-3100, November.
- Itzhak Ben-David & Jiacui Li & Andrea Rossi & Yang Song, 2021. "Discontinued Positive Feedback Trading and the Decline of Return Predictability," NBER Working Papers 28624, National Bureau of Economic Research, Inc.
- Lukas Menkhoff & Jannis Westermann, 2024. "Determinants of Stock Market Participation," Discussion Papers of DIW Berlin 2078, DIW Berlin, German Institute for Economic Research.
- Nils Brouwer & Jakob de Haan, 2024. "What Drives Households’ Knowledge about Cryptocurrencies?," Working Papers 799, DNB.
- Madi Mangan & Mauro Mastrogiacomo & Hans Bloemen, 2024. "Residual Mortgage Debt, Insurance, and Defaults in the Netherlands," Working Papers 824, DNB.
- Gottschalg, Oliver, 2024. "Continuation Funds: Performance and Determinants, 2018-2022 Vintages," HEC Research Papers Series 1515, HEC Paris.
- Faria, Gonçalo & Verona, Fabio, 2024. "Unlocking predictive potential: the frequency-domain approach to equity premium forecasting," Bank of Finland Research Discussion Papers 10/2024, Bank of Finland.
- Faria, Gonçalo & Verona, Fabio, 2024. "Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators," Bank of Finland Research Discussion Papers 14/2024, Bank of Finland.
- Bednarek, Peter & Franke, Günter, 2024. "Dynamics of probabilities of default," Discussion Papers 32/2024, Deutsche Bundesbank.
- Fricke, Daniel & Meinerding, Christoph, 2024. "Who pays the greenium and why? A decomposition," Discussion Papers 41/2024, Deutsche Bundesbank.
- Metiu, Norbert & Stockerl, Valentin, 2024. "What moves households' expectations during a crisis? Evidence from a randomized information experiment," Discussion Papers 42/2024, Deutsche Bundesbank.
- Cici, Gjergji & Schuster, Philipp & Weishaupt, Franziska, 2024. "Once a trader, always a trader: The role of traders in fund management," CFR Working Papers 24-01, University of Cologne, Centre for Financial Research (CFR).
- Beyer, Victor & Bauckloh, Michael Tobias, 2024. "Non-standard errors in carbon premia," CFR Working Papers 24-06, University of Cologne, Centre for Financial Research (CFR).
- Auzepy, Alix & Bannier, Christina E. & Gärtner, Florian, 2024. "Looking beyond ESG preferences: The role of sustainable finance literacy in sustainable investing," CFS Working Paper Series 719, Center for Financial Studies (CFS).
- Schnorpfeil, Philip & Weber, Michael & Hackethal, Andreas, 2024. "Inflation and trading," CFS Working Paper Series 727, Center for Financial Studies (CFS).
- Khavari, Saeed Dehghan & Mirjalili, Seyed Hossein & Abdorrahimian, Mohammad Hossein & Khosh Sirat, Farida, 2024. "Adjustment Speed of Capital Structure: Effect of Organizational and Performance Characteristics (Comparison between Financial and Non-Financial Sectors)," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 16(2), pages 221-242.
- Tani, Massimiliano & Wen, Xin & Cheng, Zhiming, 2023.
"Daughters, Savings and Household Finances,"
IZA Discussion Papers
16440, Institute of Labor Economics (IZA).
- Wen, Xin & Cheng, Zhiming & Tani, Massimiliano, 2024. "Daughters, Savings and Household Finances," GLO Discussion Paper Series 1474, Global Labor Organization (GLO).
- Kick, Andreas & Rottmann, Horst, 2024. "On the protective effects of European sustainable stocks during the Russian invasion of Ukraine," Weidener Diskussionspapiere 88, University of Applied Sciences Amberg-Weiden (OTH).
- Coqueret, Guillaume & Filippin, Maria Elena & Laguerre, Martial & Weber, Christoph, 2024. "A Comment on Safe Assets by Barro et al. (2022)," I4R Discussion Paper Series 122, The Institute for Replication (I4R).
- Rosati, Nicoletta & Bomprezzi, Pietro & Martinez Cillero, Maria, 2024.
"Critical dimensions in the empirical measurement of common shareholding,"
Research in International Business and Finance, Elsevier, vol. 70(PA).
- Rosati, Nicoletta & Bomprezzi, Pietro & Martinez Cillero, Maria, 2024. "Critical dimensions in the empirical measurement of common shareholding," Open Access Publications from Kiel Institute for the World Economy 306566, Kiel Institute for the World Economy (IfW Kiel).
- Chaliasos, Michael, 2024. "Wealth accumulation: The role of others," IMFS Working Paper Series 211, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Dylla, Carolin & Ries, Dorothea & Schütt, Karolina, 2024. "Is there no women in investment?," IPE Working Papers 236/2024, Berlin School of Economics and Law, Institute for International Political Economy (IPE).
- Billio, Monica & Fitzpatrick, Aoife Claire & Latino, Carmelo & Pelizzon, Loriana, 2024. "Unpacking the ESG ratings: Does one size fit all?," SAFE Working Paper Series 415, Leibniz Institute for Financial Research SAFE.
- Fauvrelle, Thiago & Riedel, Max & Skrutkowski, Mathias, 2024. "Collateral pledgeability and asset manager portfolio choices during redemption waves," SAFE Working Paper Series 417, Leibniz Institute for Financial Research SAFE.
- Philip Schnorpfeil & Michael Weber & Andreas Hackethal, 2024.
"Inflation and Trading,"
NBER Working Papers
32470, National Bureau of Economic Research, Inc.
- Schnorpfeil, Philip & Weber, Michael & Hackethal, Andreas, 2024. "Inflation and trading," SAFE Working Paper Series 419, Leibniz Institute for Financial Research SAFE.
- Hackethal, Andreas & Hanspal, Tobin & Hartzmark, Samuel M. & Bräuer, Konstantin, 2024. "Educating investors about dividends," SAFE Working Paper Series 420, Leibniz Institute for Financial Research SAFE.
- Bagnara, Matteo, 2024. "The economic value of cross-predictability: A performance-based measure," SAFE Working Paper Series 424, Leibniz Institute for Financial Research SAFE.
- Laudenbach, Christine & Siegel, Stephan, 2024. "Personal communication in an automated world: Evidence from loan repayments," SAFE Working Paper Series 428, Leibniz Institute for Financial Research SAFE.
- Famulok, Jakob & Kormanyos, Emily & Worring, Daniel, 2024. "Do investors use sustainable assets as carbon offsets?," SAFE Working Paper Series 431, Leibniz Institute for Financial Research SAFE.
- Berg, Florian & Heeb, Florian & Kölbel, Julian, 2024. "The economic impact of ESG ratings," SAFE Working Paper Series 439, Leibniz Institute for Financial Research SAFE.
- Meister, Lorenz & Menkhoff, Lukas & Schröder, Carsten, 2024. "Work from Home, Stock Market Participation, and Inequality," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges 302335, Verein für Socialpolitik / German Economic Association.
- Li, Shasha & Yang, Biao, 2024. "Green Investing, Information Asymmetry, and Capital Structure," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges 302416, Verein für Socialpolitik / German Economic Association.
- Eiblmeier, Sebastian, 2024. "Differential Effects of Unconventional Monetary Policy," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges 302432, Verein für Socialpolitik / German Economic Association.
- Neupert-Zhuang, Menglu & Schenker, Oliver, 2024. "Regulated correlations - Climate policy and investment risks," ZEW Discussion Papers 24-064, ZEW - Leibniz Centre for European Economic Research.
- George Li & Ming Li & Shuming Liu, 2024. "Capital structure and momentum strategies," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 41(1), pages 28-45, January.
- Luca Pedini & Sabrina Severini, 2024. "Are there other fish in the sea? Exploring the hedge, diversifier and safe-haven features of ESG investments," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 42(1), pages 1-30, February.
- Maria Inês Sá & Paulo Leite & Maria Carmo Correia, 2024. "Can mutual fund characteristics predict future performance? Evidence from Portugal," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 41(5), pages 1106-1118, March.
- Pablo Agnese & Pedro Garcia del Barrio & Luis Alberiko Gil-Alana & Fernando Perez de Gracia, 2024.
"Precious metal prices: a tale of four US recessions,"
Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 41(5), pages 1012-1022, March.
- Agnese, Pablo & Garcia-del-Barrio, Pedro & Gil-Alana, Luis A. & de Gracia, Fernando Perez, 2023. "Precious Metal Prices: A Tale of Four U.S. Recessions," IZA Discussion Papers 16012, Institute of Labor Economics (IZA).
- Asad Ul Islam & William Bwando, 2024. "Are the Crypto Markets Shock Resilient to COVID-19? A Comparative Investigation of Trading Prices and Volumes," International Econometric Review (IER), Econometric Research Association, vol. 16(2), pages 148-171, December.
- Lenka Nechvatalova, 2024.
"Multi-Horizon Equity Returns Predictability via Machine Learning,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 74(2), pages 142-190, May.
- Lenka Nechvatalova, 2021. "Multi-Horizon Equity Returns Predictability via Machine Learning," Working Papers IES 2021/02, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2021.
- Tiago Coelho & Célia Oliveira & Ines Lisboa, 2024. "Optimal Working Capital Management and Stock Returns: Evidence from European Listed Firms," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 74(3), pages 292-312, August.
- Dejan Zivkov & Sanja Loncar & Biljana Stankov, 2024. "Hedging Extreme Risk of Wheat in Semiparametric CVaR Portfolios with Commodities," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 74(3), pages 342-365, August.
- Lenka Nechvatalova, 2024. "Autoencoder Asset Pricing Models and Economic Restrictions - International Evidence," Working Papers IES 2024/26, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2024.
- Aleksandra Jandric & Adam Gersl, 2024. "Exploring Institutional Determinants of Private Equity and Venture Capital Activity in Europe," Working Papers IES 2024/30, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2024.
- Colombo, Jéfferson Augusto & Yarovaya, Larisa, 2024.
"Are crypto and non-crypto investors alike? Evidence from a comprehensive survey in Brazil,"
Technology in Society, Elsevier, vol. 76(C).
- Colombo, Jéfferson Augusto & Yarovaya, Larisa, 2024. "Are crypto and non-crypto investors alike? Evidence from a comprehensive survey in Brazil," Textos para discussão 568, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Miroslav Gabrovski & Ioannis Kospentaris & Lucie Lebeau, 2024. "The Macroeconomics of Labor, Credit and Financial Market Imperfections," Working Papers 2409, Federal Reserve Bank of Dallas.
- Cisil Sarisoy & Bas J.M. Werker, 2024. "Linear Factor Models and the Estimation of Expected Returns," Finance and Economics Discussion Series 2024-014, Board of Governors of the Federal Reserve System (U.S.).
- Daniel Barth & R. Jay Kahn & Phillip J. Monin & Oleg Sokolinskiy, 2024. "Reaching for Duration and Leverage in the Treasury Market," Finance and Economics Discussion Series 2024-039, Board of Governors of the Federal Reserve System (U.S.).
- Benjamin Knox & Jakob Ahm Sørensen, 2024. "Insurers’ Investments and Insurance Prices," Finance and Economics Discussion Series 2024-058, Board of Governors of the Federal Reserve System (U.S.).
- Mateo Velásquez-Giraldo, 2024. "Life-Cycle Portfolio Choices and Heterogeneous Stock Market Expectations," Finance and Economics Discussion Series 2024-097, Board of Governors of the Federal Reserve System (U.S.).
- Daniel Barth & Phillip J. Monin & Emil N. Siriwardane & Adi Sunderam, 2024. "Hidden Risk," Finance and Economics Discussion Series 2024-098, Board of Governors of the Federal Reserve System (U.S.).
- Mohammad R. Jahan-Parvar & Yuriy Kitsul & Jamil Rahman & Beth Anne Wilson, 2024. "Foreign economic policy uncertainty and U.S. equity returns," International Finance Discussion Papers 1401, Board of Governors of the Federal Reserve System (U.S.).
- Anne Fournier & Ralf R. Meisenzahl & Andy Polacek, 2024. "Privately Placed Debt on Life Insurers’ Balance Sheets: Part 1—A Primer," Chicago Fed Letter, Federal Reserve Bank of Chicago, vol. 493, pages 1-9, May.
- Anne Fournier & Ralf R. Meisenzahl & Andy Polacek, 2024. "Privately Placed Debt on Life Insurers’ Balance Sheets: Part 2—Increasing Complexity," Chicago Fed Letter, Federal Reserve Bank of Chicago, vol. 494, pages 1-8, May.
- Anusha Chari & Karlye Dilts Stedman & Christian T. Lundblad, 2024. "Risk-on/Risk-off: Measuring Shifts in Investor Sentiment," Research Working Paper RWP 24-12, Federal Reserve Bank of Kansas City.
- Rodolfo E. Manuelli & Jose Martinez-Gutierrez, 2024. "Policy Instability and the Risk-Return Trade-Off," Review, Federal Reserve Bank of St. Louis, vol. 106(2), pages 106-128.
- Nabil Bouamara & Kris Boudt & S'ebastien Laurent & Christopher J. Neely, 2023.
"Sluggish news reactions: A combinatorial approach for synchronizing stock jumps,"
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- Massimo Guidolin & Monia Magnani, 2024.
"Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings,"
Risks, MDPI, vol. 12(2), pages 1-26, February.
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- Flavio Abanto Salcedo, 2024. "Is Foreign Exchange Intervention through derivative instruments effective? An analysis of the Peruvian case," IHEID Working Papers 17-2024, Economics Section, The Graduate Institute of International Studies.
- Dian Masita Dewi, 2024. "Cryptocurrency Investment in Indonesia ," GATR Journals afr233, Global Academy of Training and Research (GATR) Enterprise.
- Arisona Lestari Billah, 2024. "Advancing ESG Portfolio Optimization: Methods, Progress, and Future Directions," GATR Journals afr236, Global Academy of Training and Research (GATR) Enterprise.
- Nichanan Sakolvieng, 2024. "Optimizing Cryptocurrency Portfolios: A Comparative Study of Rebalancing Strategies," GATR Journals jfbr220, Global Academy of Training and Research (GATR) Enterprise.
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"Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments,"
Energy Economics, Elsevier, vol. 134(C).
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- Hervé, Fabrice & Marsat, Sylvain, 2024.
"Acting for good, being good or feeling good? Exploring factors influencing individual investors’ willingness to invest in green funds,"
Finance Research Letters, Elsevier, vol. 67(PA).
- Fabrice Hervé & Sylvain Marsat, 2024. "Acting for Good, Being Good or Feeling Good? Exploring Factors Influencing Individual Investors’ Willingness to Invest in Green Funds," Post-Print hal-04624853, HAL.
- Amine Ben Amar & Amir Hasnaoui & Nabil Boubrahimi & Ilham Dkhissi & Makram Bellalah, 2024.
"Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence,"
Journal of Risk Finance, Emerald Group Publishing Limited, vol. 25(4), pages 629-645, May.
- Amine Ben Amar & Amir Hasnaoui & Nabil Boubrahimi & Ilham Dkhissi & Makram Bellalah, 2024. "Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence," Post-Print hal-04643053, HAL.
- Bellalah, Makram & Ben Amar, Amine & Clark, Ephraim, 2024.
"Regret-aversion over different maturities: Application to energy futures markets,"
Economics Letters, Elsevier, vol. 241(C).
- Makram Bellalah & Amine Ben Amar & Ephraim Clark, 2024. "Regret-aversion over different maturities: Application to energy futures markets," Post-Print hal-04675525, HAL.
- Boukezata Salim, 2024. "Impact of Information and Communication Technology (ICT) on Foreign Direct Investment (FDI) in the OIC countries," Post-Print hal-04678750, HAL.
- I. Abid & R. Benkraiem & H. Mzoughi & C. Urom, 2024. "From black gold to financial fallout: Analyzing extreme risk spillovers in oil-exporting nations," Post-Print hal-04681726, HAL.
- Hervé, Fabrice & Marsat, Sylvain, 2024.
"Like daughter, like father: Female socialization and green equity investment,"
International Review of Financial Analysis, Elsevier, vol. 96(PA).
- Fabrice Hervé & Sylvain Marsat, 2024. "Like daughter, like father: Female socialization and green equity investment," Post-Print hal-04717594, HAL.
- Georges Prat & Remzi Uctum, 2024. "Risk premium, price of risk and expected volatility in the oil market: Evidence from survey data," Post-Print hal-04873466, HAL.
- Arnone, Massimo & Leogrande, Angelo & Costantiello, Alberto & Laureti, Lucio, 2024.
"Banking Stability in the ESG Framework Across Italian Regions,"
MPRA Paper
121452, University Library of Munich, Germany.
- Massimo Arnone & Angelo Leogrande & Alberto Costantiello & Lucio Laureti, 2024. "Banking Stability in the ESG Framework Across Italian Regions," Working Papers hal-04647121, HAL.
- Javier Gil-Bazo & Juan F. Imbet, 2022.
"Tweeting for money: Social media and mutual fund flows,"
Economics Working Papers
1846, Department of Economics and Business, Universitat Pompeu Fabra.
- Juan Imbet & Javier Gil-Bazo, 2024. "Tweeting for Money: Social Media and Mutual Fund Flows," Working Papers hal-04726330, HAL.
- Juan Imbet & Javier Gil-Bazo, 2023. "Tweeting for Money: Social Media and Mutual Fund Flows," Post-Print hal-04726546, HAL.
- Juan Imbet & Javier Gil-Bazo, 2022. "Tweeting for Money: Social Media and Mutual Fund Flows," Working Papers 1366, Barcelona School of Economics.
- Françoise Vasselin, 2024. "Crypto-Asset Market: Classification, Composition, and Competition," Working Papers hal-04827222, HAL.
- Goutte, Stéphane & Mhadhbi, Mayssa, 2024.
"Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments,"
Energy Economics, Elsevier, vol. 134(C).
- Stéphane Goutte & Mayssa Mhadhbi, 2024. "Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments," Post-Print hal-04616704, HAL.
- Stéphane Goutte & Mayssa Mhadhbi, 2024. "Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments," Working Papers halshs-04538021, HAL.
- Sanctuary, Mark & Lavenius, Axel & Parlato, Giorgio & Plue, Jan & Crona, Beatrice, 2024. "A study of green European equity fund portfolio allocations," Working Paper Series in Economics and Institutions of Innovation 499, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
- Gulliksson, Mårten & Mazur, Stepan & Oleynik, Anna, 2024. "Minimum VaR and minimum CVaR optimal portfolios: The case of singular covariance matrix," Working Papers 2024:9, Örebro University, School of Business.
- Bastani, Spencer & Karlsson, Kristina & Kolsrud, Jonas & Waldenström, Daniel, 2024. "The Capital Advantage: Comparing Returns to Ability in the Labor and Capital Markets," Working Papers in Economics and Statistics 1/2024, Linnaeus University, School of Business and Economics, Department of Economics and Statistics.
- Collins C. Ngwakwe, 2024. "The Effect of Earnings Announcement on the Market Value of Corporate Stock," Oblik i finansi, Institute of Accounting and Finance, issue 3, pages 96-102, September.
- Taicir Mezghani & Mustafa Raza Rabbani & Yousra Trichilli & Boujelbène Abbes, 2024. "Revisiting The Dynamic Connectedness, Spillover And Hedging Opportunities Among Cryptocurrency, Commodities, And Islamic Stock Markets," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 10(1), pages 35-92, March.
- Tabassum Riaz & Aslam Izah Selamat & Normaziah Mohd Nor & Ahmad Fahmi Sheikh Hassan, 2024. "Do Investors Get Benefits From Corporate Green Sukuk Issuance," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 10(3), pages 445-470, September.
- Rim El Khoury & Muneer M. Alshater & Huthaifa Alqaralleh, 2024. "Exchange Rates And Stock Market Dynamics: Islamic Versus Conventional Financial Systems," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 10(3), pages 551-586, September.
- Shobhit Goel & Pawan Kumar, 2024. "Indian Mutual Fund Industry: Is 2014 A Turning Point?," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 27(3), pages 527-556, July.
- Moretti,Matías & Pandolfi,Lorenzo & Schmukler,Sergio L. & Villegas Bauer,Germán & Williams,Tomás, 2024.
"Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds,"
Policy Research Working Paper Series
10735, The World Bank.
- Matías Moretti & Lorenzo Pandolfi & Mr. German Villegas Bauer & Mr. Sergio L. Schmukler & Tomás Williams, 2024. "Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds," IMF Working Papers 2024/227, International Monetary Fund.
- Matías Moretti & Lorenzo Pandolfi & Sergio L. Schmukler & Germán Villegas Bauer & Tomás Williams, 2024. "Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds," CSEF Working Papers 713, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 01 Oct 2024.
- Serghei PETIGHIN, 2024. "Pandemic-resilient investment policies: lessons learned from the COVID-19 crisis," Romanian Journal of Economics, Institute of National Economy, vol. 58(1(67)), pages 117-132, June.
- Justin Birru & Fernando Chague & Rodrigo De-Losso & Bruno Giovannetti, 2024.
"Attention and Biases: Evidence from Tax-Inattentive Investors,"
Management Science, INFORMS, vol. 70(10), pages 7101-7119, October.
- Birru, Justin & Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno, 2019. "Attention and Biases: Evidence from Tax-Inattentive Investors," Working Paper Series 2019-22, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Birru, Justin & Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno Cara, 2020. "Attention and biases: evidence from tax-inattentive investors," Textos para discussão 523, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Justin Birru & Fernando Chague, Rodrigo De-Losso, Bruno Giovannetti, 2019. "Attention and Biases: Evidence from Tax-Inattentive Investors," Working Papers, Department of Economics 2019_48, University of São Paulo (FEA-USP).
- Anantha Divakaruni & Peter Zimmerman, 2024.
"Uncovering Retail Trading in Bitcoin: The Impact of COVID-19 Stimulus Checks,"
Management Science, INFORMS, vol. 70(4), pages 2066-2085, April.
- Divakaruni, Anantha & Zimmerman, Peter, 2021. "Uncovering Retail Trading in Bitcoin: The Impact of COVID-19 Stimulus Checks," SocArXiv khw8a, Center for Open Science.
- Anantha Divakaruni & Peter Zimmerman, 2021. "Uncovering Retail Trading in Bitcoin: The Impact of COVID-19 Stimulus Checks," Working Papers 21-13, Federal Reserve Bank of Cleveland.
- Marc Gerritzen & Jens Jackwerth & Alberto Plazzi, 2024.
"Birds of a Feather: Do Hedge Fund Managers Flock Together?,"
Management Science, INFORMS, vol. 70(5), pages 2976-2998, May.
- Marc Gerritzen & Jens Carsten Jackwerth & Alberto Plazzi, 2016. "Birds of a Feather – Do Hedge Fund Managers Flock Together?," Swiss Finance Institute Research Paper Series 16-10, Swiss Finance Institute, revised Jul 2020.
- Rene Schwaiger & Markus Strucks & Stefan Zeisberger, 2024. "The Consequences of Narrow Framing for Risk-Taking: A Stress Test of Myopic Loss Aversion," Working Papers 2024-05, Faculty of Economics and Statistics, Universität Innsbruck.
- Carlos Alberto Piscarreta Pinto Ferreira, 2024. "The Drivers Of Us Banks’ Demand Of Government Securities," Working Papers REM 2024/0336, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Mikhail Anufriev & Frieder Neunhoeffer & Jan Tuinstra, 2024. "Time pressure reduces financial bubbles: Evidence from a forecasting experiment," Working Papers REM 2024/0351, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Wojciech Grabowski & Jakub Janus, 2024. "Tail dependence in European stock markets amidst the Russo-Ukrainian war: Shifting linkages and their determinants," Working Papers REM 2024/0360, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Barış Sancak & Dilek Demirbaş, 2024. "The Effect Of Financial Literacy On Participation In Investment Markets: A Study On University of Health Sciences Students," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 11(2), pages 204-225, July.
- Alberto Montagnoli & Karl Taylor, 2024.
"Who Cares about Investing Responsibly? Attitudes and Financial Decisions,"
Working Papers
2024010, The University of Sheffield, Department of Economics.
- Montagnoli, Alberto & Taylor, Karl, 2024. "Who Cares about Investing Responsibly? Attitudes and Financial Decisions," IZA Discussion Papers 16952, Institute of Labor Economics (IZA).
- Altmejd, Adam & Jansson, Thomas & Karabulut, Yigitcan, 2024. "Business Education and Portfolio Returns," IZA Discussion Papers 16976, Institute of Labor Economics (IZA).
- Yuriy Gorodnichenko & Xiao Yin, 2024.
"Higher-Order Beliefs and Risky Asset Holdings,"
NBER Working Papers
32680, National Bureau of Economic Research, Inc.
- Gorodnichenko, Yuriy & Yin, Xiao, 2024. "Higher-Order Beliefs and Risky Asset Holdings," IZA Discussion Papers 17120, Institute of Labor Economics (IZA).
- Gorodnichenko, Yuriy & Yin, Xiao, 2024. "Higher-Order Beliefs and Risky Asset Holdings," CEPR Discussion Papers 19205, C.E.P.R. Discussion Papers.
- Isha Agarwal & Wentong Chen & Eswar S. Prasad, 2024.
"Beyond the Fundamentals: How Media-Driven Narratives Influence Cross-Border Capital Flows,"
NBER Working Papers
33159, National Bureau of Economic Research, Inc.
- Agarwal, Isha & Chen, Wentong & Prasad, Eswar, 2024. "Beyond the Fundamentals: How Media-Driven Narratives Influence Cross-Border Capital Flows," IZA Discussion Papers 17442, Institute of Labor Economics (IZA).
- Abel, Martin & Bomfim, Emma & Cisneros, Izzy & Coyle, Jackson & Eraou, Song & Gebeyehu, Martha & Hernandez, Gerardo & Juantorena, Julian & Kaplan, Lizzy & Marquez, Danielle & Mullen, Jack & Mulhern, P, 2024. "Are Women Blamed More for Giving Incorrect Financial Advice?," IZA Discussion Papers 17537, Institute of Labor Economics (IZA).
- Heinisch Katja & Behrens Christoph & Döpke Jörg & Foltas Alexander & Fritsche Ulrich & Köhler Tim & Müller Karsten & Puckelwald Johannes & Reichmayr Hannes, 2024.
"The IWH Forecasting Dashboard: From Forecasts to Evaluation and Comparison,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 244(3), pages 277-288, June.
- Heinisch, Katja & Behrens, Christoph & Döpke, Jörg & Foltas, Alexander & Fritsche, Ulrich & Köhler, Tim & Müller, Karsten & Puckelwald, Johannes & Reichmayr, Hannes, 2023. "The IWH Forecasting Dashboard: From forecasts to evaluation and comparison," IWH Technical Reports 1/2023, Halle Institute for Economic Research (IWH).
- Zongwu Cai & Pixiong Chen, 2024. "Online Investor Sentiment via Machine Learning," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202411, University of Kansas, Department of Economics, revised Sep 2024.
- Matteo Benuzzi & Matteo Ploner, 2024.
"Skewness-seeking behavior and financial investments,"
Annals of Finance, Springer, vol. 20(1), pages 129-165, March.
- Matteo Benuzzi & Matteo Ploner, 2023. "Skewness-seeking behavior and financial investments," CEEL Working Papers 2301, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
- Yasuhiro Iwanaga & Takehide Hirose & Tomohiro Yoshida, 2024. "Decomposing the Momentum in the Japanese Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(2), pages 221-250, June.
- Yuta Hibiki & Takuya Kiriu & Norio Hibiki, 2024. "Optimal Currency Portfolio with Implied Return Distribution in the Mean-Variance Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(2), pages 251-283, June.
- Hasan F. Baklaci & William I-Wei Cheng & Jianing Zhang, 2024. "Performance Attributes of Environmental, Social, and Governance Exchange-Traded Funds," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(2), pages 307-334, June.
- Hiroaki Hata & Kazuhiro Yasuda, 2024. "Expected Power Utility Maximization of Insurers," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(3), pages 543-577, September.
- Emon Kalyan Chowdhury & Iffat Ishrat Khan, 2024. "Reactions of Global Stock Markets to the Russia–Ukraine War: An Empirical Evidence," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(3), pages 755-778, September.
- Anis Jarboui & Emna Mnif, 2024. "Can Clean Energy Stocks Predict Crude Oil Markets Using Hybrid and Advanced Machine Learning Models?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(4), pages 821-844, December.
- Sudipta Majumdar & Sayantan Kundu & Sankalp Bose & Abhijeet Chandra, 2024. "Network Nexus: Exploring the Impact of Alumni Connections of Managers on Mutual Fund Performance in India," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(4), pages 889-923, December.
- Peter J. Zeitsch, 2024. "Convertible Bond Arbitrage Smart Beta," Computational Economics, Springer;Society for Computational Economics, vol. 63(1), pages 159-192, January.
- Rama K. Malladi, 2024. "Application of Supervised Machine Learning Techniques to Forecast the COVID-19 U.S. Recession and Stock Market Crash," Computational Economics, Springer;Society for Computational Economics, vol. 63(3), pages 1021-1045, March.
- Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana, 2024.
"Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis,"
Computational Economics, Springer;Society for Computational Economics, vol. 64(6), pages 3543-3553, December.
- Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana, 2022. "Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis," CESifo Working Paper Series 9950, CESifo.
- Jie Cheng, 2024. "Evaluating Density Forecasts Using Weighted Multivariate Scores in a Risk Management Context," Computational Economics, Springer;Society for Computational Economics, vol. 64(6), pages 3617-3643, December.
- Jiaguo Peng & Lifei Huang & Jian Xu, 2024. "RETRACTED ARTICLE: Role of sustainability ethics in amplifying investments in common green properties and infrastructure in China," Economic Change and Restructuring, Springer, vol. 57(3), pages 1-17, June.
- Paulo Leite, 2024. "Performance and investment styles of international multi-asset funds during market crises," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 51(3), pages 783-805, August.
- Bogdan Dima & Ștefana Maria Dima, 2024. "The non-linear impact of monetary policy on shifts in economic policy uncertainty: evidence from the United States of America," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 51(3), pages 755-781, August.
- Guanming He & Yun Sun & April Zhichao Li, 2024. "Does analysts’ industrial concentration affect the quality of their forecasts?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 38(1), pages 37-91, March.
- Thomas Krabichler & Marcus Wunsch, 2024. "Hedging goals," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 38(1), pages 93-122, March.
- Hayden Brown, 2024. "Long-term returns estimation of leveraged indexes and ETFs," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 38(2), pages 165-190, June.
- David Gorzon & Marc Bormann & Ruediger Nitzsch, 2024. "Measuring costly behavioral bias factors in portfolio management: a review," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 38(2), pages 265-295, June.
- Andrea Rigamonti, 2024. "Can machine learning make technical analysis work?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 38(3), pages 399-412, September.
- Joon Chul James Ahn & Dragos Gorduza & Seonho Park, 2024. "Hidden neighbours: extracting industry momentum from stock networks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 38(4), pages 415-441, December.
- Zhengnan Yin & Niall O’Sullivan & Meadhbh Sherman, 2024. "The performance of asset allocation mutual funds," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 38(4), pages 465-514, December.
- Moritz Mosenhauer & Jakob Windisch, 2024. "National differences in gambling-driven stock trading behavior: evidence from a simulated trading game," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 38(4), pages 515-531, December.
- Victoria Gevorkova & Ivan Sangiorgi & Julia Vogt, 2024. "Cleansing Investor’s Conscience: The Effects of Incidental Guilt on Socially Responsible Investment Decisions," Journal of Business Ethics, Springer, vol. 193(1), pages 89-114, August.
- Davide Castellani & Elisa Giaretta, 2024. "Multimarket Banks, Local Economic Shocks, and Lending Behavior: When the Effect is on Cost but not on the Amount of Deposit Fundings," Journal of Financial Services Research, Springer;Western Finance Association, vol. 66(2), pages 193-225, October.
- Spencer J. Couts, 2024. "How do Non-Core Allocations Affect the Risk and Returns of Private Real Estate Funds?," The Journal of Real Estate Finance and Economics, Springer, vol. 68(4), pages 715-748, May.
- David J. Rapp & Andrea Rapp & Trevor Daher, 2024. "Opportunity discovery or judgment? Value investing’s incompatibility with Austrian economics revisited," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, vol. 37(2), pages 153-177, June.
- Maik Dierkes & Jan Krupski & Sebastian Schroen & Philipp Sibbertsen, 2024. "Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle," Review of Derivatives Research, Springer, vol. 27(1), pages 1-35, April.
- Alireza Rezaeian & Marie Racine, 2024. "The risk of SIN or socially irresponsible stocks," Review of Quantitative Finance and Accounting, Springer, vol. 62(2), pages 755-798, February.
- Shu-Fang Yuan, 2024. "Realized higher moments and trading activity," Review of Quantitative Finance and Accounting, Springer, vol. 62(3), pages 971-1005, April.
- Wei-Han Liu & Jow-Ran Chang & Guo-Jun Yang, 2024. "An improved criterion for almost marginal conditional stochastic dominance," Review of Quantitative Finance and Accounting, Springer, vol. 62(3), pages 1251-1290, April.
- Weihao Han & David Newton & Emmanouil Platanakis & Haoran Wu & Libo Xiao, 2024. "The diversification benefits of cryptocurrency factor portfolios: Are they there?," Review of Quantitative Finance and Accounting, Springer, vol. 63(2), pages 469-518, August.
- Ming-Che Hu & Alex YiHou Huang & Yanzhi Wang & Dan-Liou Yu, 2024. "Book-to-market effect and product life cycle," Review of Quantitative Finance and Accounting, Springer, vol. 63(2), pages 551-577, August.
- Jungshik Hur & Qing Yang, 2024. "The role of dividends and investor sentiment in the relation between idiosyncratic risk and expected returns," Review of Quantitative Finance and Accounting, Springer, vol. 63(3), pages 807-827, October.
- Zongrun Wang & Tangtang He & Xiaohang Ren & Luu Duc Toan Huynh, 2024. "Robust portfolio strategies based on reference points for personal experience and upward pacesetters," Review of Quantitative Finance and Accounting, Springer, vol. 63(3), pages 863-887, October.
- Jonathan Fletcher, 2024. "AN examination of linear factor models in U.K. stock returns in the presence of dynamic trading," Review of Quantitative Finance and Accounting, Springer, vol. 63(3), pages 1121-1147, October.
- Tian-Shyr Dai & Yi-Jen Luo & Hao-Han Chang & Chu-Lan Kao & Kuan-Lun Wang & Liang-Chih Liu, 2024. "Asymptotic analyses for trend-stationary pairs trading strategy in high-frequency trading," Review of Quantitative Finance and Accounting, Springer, vol. 63(4), pages 1391-1411, November.
- Jessica Jones & Christina Hymer & Ashley Roccapriore & Brett Smith, 2024. "Does religion matter to angels? Exploring the influence of religion in entrepreneurial investor decision-making," Small Business Economics, Springer, vol. 62(4), pages 1337-1360, April.
- Bethlendi, András, 2024. "Ágazati politika portfólióelméleti megközelítésben [Industry policy in a portfolio-theory approach]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 131-153.
- Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2023.
"Mental Models of the Stock Market,"
CESifo Working Paper Series
10691, CESifo.
- Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2024. "Mental Models of the Stock Market," CEBI working paper series 23-07, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
- Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2024. "Mental Models of the Stock Market," CRC TR 224 Discussion Paper Series crctr224_2024_611, University of Bonn and University of Mannheim, Germany.
- Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2023. "Mental Models of the Stock Market," ECONtribute Discussion Papers Series 259, University of Bonn and University of Cologne, Germany.
- Andre, Peter & Schirmer, Philipp & Wohlfart, Johannes, 2023. "Mental models of the stock market," SAFE Working Paper Series 406, Leibniz Institute for Financial Research SAFE.
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"Sentiment trading with large language models,"
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"The Distribution of Investor Beliefs, Stock Ownership and Stock Returns,"
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"Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence,"
Journal of Risk Finance, Emerald Group Publishing Limited, vol. 25(4), pages 629-645, May.
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"Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds,"
Policy Research Working Paper Series
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"Who Cares about Investing Responsibly? Attitudes and Financial Decisions,"
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"The importance of dynamic risk constraints for limited liability operators,"
Annals of Operations Research, Springer, vol. 336(1), pages 861-898, May.
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"Short-term volatility timing: a cross-country study,"
Annals of Operations Research, Springer, vol. 336(3), pages 1681-1706, May.
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- Giacomo Morelli, 2024. "Responsible investing and portfolio selection: a shapley - CVaR approach," Annals of Operations Research, Springer, vol. 342(3), pages 1991-2019, November.
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- Nils Bundi & Ching-Lin Wei & Khaldoun Khashanah, 2024. "Optimal trade execution in cryptocurrency markets," Digital Finance, Springer, vol. 6(2), pages 283-318, June.
- Nacira Agram & Bernt Øksendal & Jan Rems, 2024. "Deep learning for quadratic hedging in incomplete jump market," Digital Finance, Springer, vol. 6(3), pages 463-499, September.
- Werner Brönnimann & Pascal Egloff & Thomas Krabichler, 2024. "Automated market makers and their implications for liquidity providers," Digital Finance, Springer, vol. 6(3), pages 573-604, September.
- Fakhrul Hasan & Manaf Al-Okaily & Tonmoy Choudhury & Umar Kayani, 2024. "A comparative analysis between FinTech and traditional stock markets: using Russia and Ukraine war data," Electronic Commerce Research, Springer, vol. 24(1), pages 629-654, March.
- Hendrik Jöntgen & Nicholas Valentin Lingnau & Oliver Hinz & Roland Holten, 2024. "This is why we pay—Motivational factors for supporting subscription-based crowdfunding campaigns," Electronic Markets, Springer;IIM University of St. Gallen, vol. 34(1), pages 1-21, December.
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- Chong Guan & Ding Ding & Jing Ren & Jiancang Guo, 2024. "Unveiling the aesthetic “wow factor”: The role of aesthetic incongruity and image quality in NFT art valuation with computer vision," Electronic Markets, Springer;IIM University of St. Gallen, vol. 34(1), pages 1-16, December.
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- Zhikai Zhang & Yaojie Zhang & Yudong Wang, 2024. "Forecasting the equity premium using weighted regressions: Does the jump variation help?," Empirical Economics, Springer, vol. 66(5), pages 2049-2082, May.
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- Dohyun Chun & Jongho Kang & Jihun Kim, 2024. "Forecasting returns with machine learning and optimizing global portfolios: evidence from the Korean and U.S. stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-30, December.
- Jiahui Xi & Conghua Wen & Yifan Tang & Feifan Zhao, 2024. "A factor score clustering approach to analyze the biopharmaceutical sector in the Chinese market during COVID-19," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-28, December.
- Yike Wang & Jingzhen Liu & Tak Kuen Siu, 2024. "Investment–consumption–insurance optimisation problem with multiple habit formation and non-exponential discounting," Finance and Stochastics, Springer, vol. 28(1), pages 161-214, January.
- Sergei Egorov & Serguei Pergamenchtchikov, 2024. "Optimal investment and consumption for financial markets with jumps under transaction costs," Finance and Stochastics, Springer, vol. 28(1), pages 123-159, January.
- Andrew L. Allan & Chong Liu & David J. Prömel, 2024. "A càdlàg rough path foundation for robust finance," Finance and Stochastics, Springer, vol. 28(1), pages 215-257, January.
- Julien Guyon, 2024. "Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle," Finance and Stochastics, Springer, vol. 28(1), pages 27-79, January.
- Matteo Brachetta & Giorgia Callegaro & Claudia Ceci & Carlo Sgarra, 2024. "Optimal reinsurance via BSDEs in a partially observable model with jump clusters," Finance and Stochastics, Springer, vol. 28(2), pages 453-495, April.
- Junkee Jeon & Minsuk Kwak, 2024. "Optimal consumption and investment with welfare constraints," Finance and Stochastics, Springer, vol. 28(2), pages 391-451, April.
- Oleksii Mostovyi & Mihai Sîrbu, 2024. "Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model," Finance and Stochastics, Springer, vol. 28(2), pages 553-613, April.
- Blanka Horvath & Antoine Jacquier & Aitor Muguruza & Andreas Søjmark, 2024. "Functional central limit theorems for rough volatility," Finance and Stochastics, Springer, vol. 28(3), pages 615-661, July.
- Kexin Chen & Hoi Ying Wong, 2024. "Duality in optimal consumption–investment problems with alternative data," Finance and Stochastics, Springer, vol. 28(3), pages 709-758, July.
- Ulrich Horst & Evgueni Kivman, 2024. "Optimal trade execution under small market impact and portfolio liquidation with semimartingale strategies," Finance and Stochastics, Springer, vol. 28(3), pages 759-812, July.
- Julia Ackermann & Thomas Kruse & Mikhail Urusov, 2024. "Reducing Obizhaeva–Wang-type trade execution problems to LQ stochastic control problems," Finance and Stochastics, Springer, vol. 28(3), pages 813-863, July.
- Jonathan Ansari & Eva Lütkebohmert & Ariel Neufeld & Julian Sester, 2024. "Improved robust price bounds for multi-asset derivatives under market-implied dependence information," Finance and Stochastics, Springer, vol. 28(4), pages 911-964, October.
- Fred Espen Benth & Carlo Sgarra, 2024. "A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets," Finance and Stochastics, Springer, vol. 28(4), pages 1035-1076, October.
- Shubham Kakran & Nishant Sapra & Ashish Kumar & Arpit Sidhu, 2024. "Interrelationship dynamics between stock markets of nation under debt crisis and its major trading partners: evidence from Sri Lankan crisis," Future Business Journal, Springer, vol. 10(1), pages 1-15, December.
- Ahmed El Oubani, 2024. "Investor sentiment and sustainable investment: evidence from North African stock markets," Future Business Journal, Springer, vol. 10(1), pages 1-20, December.
- Hiroyuki Aman & Taizo Motonishi & Chisako Yamane, 2024. "Do financial ethics matter in risky asset investment of households? Evidence from Japan," International Journal of Economic Policy Studies, Springer, vol. 18(2), pages 387-414, August.
- Prince Bhatia & Rahul Kumar, 2024. "Do debt, and operating efficiency contributes to corporate performance?," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 15(3), pages 1203-1209, March.
- Andreas Oehler & Matthias Horn & Stefan Wendt, 2024. "Investment in risky assets and participation in the financial market: does financial literacy matter?," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 71(1), pages 19-45, March.
- Tobias Hiller, 2024. "Shapley-based risk rankings: some theoretical considerations," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 71(1), pages 67-74, March.
- Beatrice Bertelli & Costanza Torricelli, 2024. "The trade-off between ESG screening and portfolio diversification in the short and in the long run," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(2), pages 298-322, June.
- Marc W. Simpson & Axel Grossmann, 2024. "The role of industry membership and monetary policy in generating the size effect," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(2), pages 419-436, June.
- Matthew D. Crook & Andrew A. Lynch & Brian R. Walkup, 2024. "Retail and institutional trading during a COVID-19 presidential press conference," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(2), pages 544-562, June.
- Daniel Hofmann & Karl Ludwig Keiber & Adalbert Luczak, 2024. "On the linkage of momentum and reversal – evidence from the G7 stock markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(3), pages 798-833, September.
- Heeho Kim & Zhang Hongxia, 2024. "Herding behavior and digital trading during the crisis," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(4), pages 978-998, December.
- Eduardo G. Minuci & Zachary Rodriguez, 2024. "Does uniqueness matter for community banks?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(4), pages 947-977, December.
- Elias A. Udeaja & Jeremiah M. Tule & Seyi Saint Akadiri & Elijah O. Akanni & Peter F. Offum, 2024. "Do economic policy uncertainty and geopolitical risk impede economic transformation? Evidence from resource rich country," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(4), pages 1145-1165, December.
- Aissa Djedaiet & Hassan Guenichi & Hicham Ayad, 2024. "Do asymmetric oil shocks impact gold and Bitcoin returns symmetrically? A comparison between the COVID-19 pandemic and the Russo-Ukrainian war," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(4), pages 1187-1213, December.
- Michael Hatcher & Tim Hellmann, 2024. "Communication, networks and asset price dynamics: a survey," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 19(1), pages 1-58, January.
- Jlenia Di Noia, 2024. "When firms buy corporate bonds: an agent-based approach to credit within firms," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 19(4), pages 689-725, October.
- Andrea Bacchiocchi & Sebastian Ille & Germana Giombini, 2024.
"The effects of a green monetary policy on firms financing cost,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 19(4), pages 727-757, October.
- Andrea Bacchiocchi & Sebastian Ille & Germana Giombini, 2023. "The effects of a green monetary policy on firms financing costs," Working Papers 2301, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2023.
- Ramzi Boussaidi & Majed Ibrahim AlSaggaf, 2024. "Post-Earnings Announcement Drift, Momentum, and Contrarian Strategies in the Saudi Stock Market: Risk Explanation vs. Behavioral Explanation," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(3), pages 13622-13653, September.
- Jiliang Sheng & Yanyan Yang & Xiaoting Wang & Jun Yang, 2024. "How nonlinear benchmark in delegation contract can affect asset price and price informativeness," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 78(4), pages 1117-1168, December.
- Konstantinos D. Melas & Nektarios A. Michail, 2024. "Can commodity prices predict stock market returns? The case of dry bulk shipping companies," Journal of Shipping and Trade, Springer, vol. 9(1), pages 1-14, December.
- Christin Höge-Junge & Stefan Eckert, 2024. "Multinationality and systematic risk: a literature review and meta-analysis," Management Review Quarterly, Springer, vol. 74(1), pages 377-414, February.
- Nicole Bäuerle & Tamara Göll, 2024. "Nash equilibria for relative investors with (non)linear price impact," Mathematics and Financial Economics, Springer, volume 18, number 2, February.
- Ansgar Steland, 2024. "Are minimum variance portfolios in multi-factor models long in low-beta assets?," Mathematics and Financial Economics, Springer, volume 18, number 6, February.
- Andrea Modena & Luca Regis, 2024. "Capital risk, fiscal policy, and the distribution of wealth," Mathematics and Financial Economics, Springer, volume 18, number 8, February.
- Kentaro Kikuchi & Koji Kusuda, 2024. "Age-dependent robust strategic asset allocation with inflation–deflation hedging demand," Mathematics and Financial Economics, Springer, volume 18, number 4, February.
- Tim Leung & Hyungbin Park & Heejun Yeo, 2024. "Robust long-term growth rate of expected utility for leveraged ETFs," Mathematics and Financial Economics, Springer, volume 18, number 5, February.
- Weiwei Shen, 2024. "Optimal investment and reinsurance strategies for an insurer with regime-switching," Mathematics and Financial Economics, Springer, volume 18, number 1, February.
- Zhichao Lu & Peiyuan Pang & Yuhong Xu & Wenxin Zhang, 2024. "Portfolio Selection with Contrarian Strategy," Methodology and Computing in Applied Probability, Springer, vol. 26(2), pages 1-28, June.
- Jyotirmayee Behera & Pankaj Kumar, 2024. "Implementation of machine learning in $$\ell _{\infty }$$ ℓ ∞ -based sparse Sharpe ratio portfolio optimization: a case study on Indian stock market," Operational Research, Springer, vol. 24(4), pages 1-26, December.
- Marcos Escobar-Anel & Ben Spies & Rudi Zagst, 2024. "Optimal consumption and investment in general affine GARCH models," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 46(3), pages 987-1026, September.
- Yao-Tsung Wu & Chien-Hung Liu & Kuo-Hao Lin & Dun-Yao Ke, 2024. "Does media coverage matter for the performance of technical trading strategies? Evidence from Taiwan," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 23(1), pages 147-166, January.
- Maria-Laura Torrente & Pierpaolo Uberti, 2024. "Risk-adjusted geometric diversified portfolios," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(1), pages 35-55, February.
- Alexander Barinov & Shawn Saeyeul Park & Çelim Yıldızhan, 2024.
"Firm complexity and post-earnings announcement drift,"
Review of Accounting Studies, Springer, vol. 29(1), pages 527-579, March.
- Barinov, Alexander & Park, Shawn Saeyeul & Yildizhan, Celim, 2014. "Firm Complexity and Post-Earnings-Announcement Drift," MPRA Paper 53887, University Library of Munich, Germany.
- Barinov, Alexander & Park, Shawn Saeyeul & Yildizhan, Celim, 2016. "Firm Complexity and Post-Earnings-Announcement Drift," MPRA Paper 89919, University Library of Munich, Germany, revised 09 Nov 2018.
- Barinov, Alexander & Park, Shawn Saeyeul & Yildizhan, Celim, 2016. "Firm Complexity and Post-Earnings-Announcement Drift," MPRA Paper 91421, University Library of Munich, Germany, revised 14 Dec 2018.
- Thomas Bourveau & Alexandre Garel & Peter Joos & Arthur Petit-Romec, 2024. "When attention is away, analysts misplay: distraction and analyst forecast performance," Review of Accounting Studies, Springer, vol. 29(1), pages 916-958, March.
- Michelle Hutchens & Sonja O. Rego & Brian Williams, 2024. "The impact of standard setting on individual investors: evidence from SFAS 109," Review of Accounting Studies, Springer, vol. 29(2), pages 1407-1455, June.
- Feifei Wang & Xuemin Sterling Yan & Lingling Zheng, 2024. "Do sophisticated investors follow fundamental analysis strategies? Evidence from hedge funds and mutual funds," Review of Accounting Studies, Springer, vol. 29(2), pages 1097-1146, June.
- Martina Andreani & Diogo Palhares & Scott Richardson, 2024. "Computing corporate bond returns: a word (or two) of caution," Review of Accounting Studies, Springer, vol. 29(4), pages 3887-3906, December.
- Ryan J. Casey & George W. Ruch, 2024. "Are earnings better than cash flows at predicting future cash flows? Evidence from apples-to-apples comparisons," Review of Accounting Studies, Springer, vol. 29(4), pages 3218-3257, December.
- Amelia Bilbao-Terol & Mar Arenas-Parra & Raquel Quiroga-García & Celia Bilbao-Terol, 2024. "Is investing in the renewable energy stock market both financially and ESG efficient? A COVID-19 pandemic analysis," Review of Managerial Science, Springer, vol. 18(7), pages 1885-1916, July.
- Somayyeh Lotfi & Stavros A. Zenios, 2024. "Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance," Review of Managerial Science, Springer, vol. 18(7), pages 2115-2140, July.
- Rita Laura D’Ecclesia & Anoop Rai & Karen Watkins-Fassler & Onno Steenbeek, 2024. "Special Issue in memoriam Jacob Spronk: new developments in Financial Modelling and their impact on society beyond Finance," Review of Managerial Science, Springer, vol. 18(7), pages 1801-1806, July.
- Brendan Berthold, 2024. "The macro-financial effects of Climate Policy Risk: evidence from Switzerland," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 160(1), pages 1-13, December.
- Alfonso Valero, 2024. "Diversification strategies for indirect real estate. Intersection of business, economics, and society in shanghai mixed-use developments," SN Business & Economics, Springer, vol. 4(10), pages 1-26, October.
- Louis Logogye & Godfred Aawaar & Kwasi Poku, 2024. "Regional and global shock spillovers to Africa’s equity markets: evidence from the global financial crisis and COVID-19 pandemic," SN Business & Economics, Springer, vol. 4(12), pages 1-31, December.
- Anouar Ben Mabrouk & Majed S. Balalaa, 2024. "A Backward-Forward Non-uniform Wavelet Forecasting Quality of Life Model in Digital Media Framework," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 172(2), pages 393-427, March.
- Etienne Lepers, 2024. "Cross-border real estate investment: a different animal? Comparative evidence from bilateral flow data," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 160(2), pages 481-508, May.
- Ruike Wang, 2024. "ESG Integration into Venture Capital in the UK," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(1), pages 1-7.
- Hsiao-Peng Fu & Shu-Fan Hsieh, 2024. "Seasonality, Monetary Supply and Taiwanese Momentum," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(2), pages 1-2.
- Han-Ching Huang & Guan-Yu Chen, 2024. "The Performance Analysis of Trading Strategies Based on Insider Silence," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(2), pages 1-4.
- Frieder Meyer-Bullerdiek, 2024. "The Quality of Blume and Vasicek Betas for forecasting systematic risk: Evidence from a German stock portfolio," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(6), pages 1-1.
- Paolo Zagaglia, 2024. "Stocks, Gold and Crude Oil: How Valuable are Volatility and Correlation Timing?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(6), pages 1-5.
- Federico Cini & Annalisa Ferrari, 2024. "A Darwinian Approach via ML to the Analysis of Cryptocurrencies’ Returns," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(6), pages 1-6.
- Muñoz, Manuel A. & Soons, Oscar, 2024. "Public money as a store of value, heterogeneous beliefs and banks: implications of CBDC," ESRB Working Paper Series 146, European Systemic Risk Board.
- Leonie Bräuer & Harald Hau, 2024.
"Fund-Level FX Hedging Redux,"
Swiss Finance Institute Research Paper Series
24-103, Swiss Finance Institute.
- Bräuer, Leonie & Hau, Harald, 2024. "Fund-Level FX Hedging Redux," ESRB Working Paper Series 148, European Systemic Risk Board.
- Ondřej Peclinovský & Robin Kunju Mol Raj & Harinaraynan Kayathingal, 2024. "Investments in Industry 4.0," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 12(2), pages 243-261, December.
- Raslan Alzuabi & Sarah Brown & Daniel Gray & Mark N. Harris & Christopher Spencer, 2024.
"Portfolio allocation and borrowing constraints,"
The European Journal of Finance, Taylor & Francis Journals, vol. 30(9), pages 915-948, June.
- Raslan Alzuabi & Sarah Brown & Daniel Gray & Mark N Harris & Christopher Spencer, 2021. "Portfolio Allocation and Borrowing Constraints," Working Papers 2021009, The University of Sheffield, Department of Economics.
- Enzo D’Innocenzo & André Lucas & Bernd Schwaab & Xin Zhang, 2024.
"Modeling Extreme Events: Time-Varying Extreme Tail Shape,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 903-917, July.
- Schwaab, Bernd & Zhang, Xin & Lucas, André & D’Innocenzo, Enzo, 2020. "Modeling extreme events:time-varying extreme tail shape," Working Paper Series 399, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jun 2023.
- Bernd Schwaab & Xin Zhang & Andre Lucas, 2020. "Modeling extreme events: time-varying extreme tail shape," Tinbergen Institute Discussion Papers 20-076/III, Tinbergen Institute.
- Schwaab, Bernd & Zhang, Xin & Lucas, André, 2021. "Modeling extreme events: time-varying extreme tail shape," Working Paper Series 2524, European Central Bank.
- Farrukh Javed & Stepan Mazur & Erik Thorsén, 2024.
"Tangency portfolio weights under a skew-normal model in small and large dimensions,"
Journal of the Operational Research Society, Taylor & Francis Journals, vol. 75(7), pages 1395-1406, July.
- Javed, Farrukh & Mazur, Stepan & Thorsén, Erik, 2021. "Tangency portfolio weights under a skew-normal model in small and large dimensions," Working Papers 2021:13, Örebro University, School of Business.
- Gianluca De Nard & Robert F. Engle & Bryan Kelly, 2024.
"Factor-Mimicking Portfolios for Climate Risk,"
Financial Analysts Journal, Taylor & Francis Journals, vol. 80(3), pages 37-58, July.
- Gianluca De Nard & Robert F. Engle & Bryan Kelly, 2023. "Factor mimicking portfolios for climate risk," ECON - Working Papers 429, Department of Economics - University of Zurich, revised Mar 2024.
- Aleksi Pitkäjärvi & Matteo Vacca, 2024. "Striking Out: Biases and Losses of Retail Option Traders," Tinbergen Institute Discussion Papers 24-039/IV, Tinbergen Institute.
- Enzo D'Innocenzo & Andre Lucas & Bernd Schwaab & Xin Zhang, 2024. "Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter," Tinbergen Institute Discussion Papers 24-069/III, Tinbergen Institute.
- Goodhart, C. A. E. & Peiris, M. U. & Tsomocos, Dimitrios P & Wang, Xuan, 2021.
"Corporate legacy debt, inflation, and the efficacy of monetary policy,"
LSE Research Online Documents on Economics
112955, London School of Economics and Political Science, LSE Library.
- Charles A.E. Goodhart & M. Udara Peiris & Dimitrios P. Tsomocos & Xuan Wang, 2024. "Corporate Legacy Debt, Inflation, and the Efficacy of Monetary Policy," Tinbergen Institute Discussion Papers 24-071/VI, Tinbergen Institute.
- Goodhart, Charles & Peiris, M. Udara & Tsomocos, Dimitrios P & Wang, Xuan, 2022. "Corporate Legacy Debt, Inflation, and the Efficacy of Monetary Policy," CEPR Discussion Papers 16799, C.E.P.R. Discussion Papers.
- Benink, Harald & Huizinga, Harry & Raes, Louis & Zhang, Lishu, 2024.
"International Trade in Brown Shares and Economic Development,"
Other publications TiSEM
2f31c2d5-58ef-4b23-b929-a, Tilburg University, School of Economics and Management.
- Benink, Harald & Huizinga, Harry & Raes, Louis & Zhang, Lishu, 2024. "International Trade in Brown Shares and Economic Development," Discussion Paper 2024-002, Tilburg University, Center for Economic Research.
- Benink, Harald & Huizinga, Harry & Raes, Louis & Zhang, Lishu, 2024. "International trade in brown shares and economic development," CEPR Discussion Papers 18856, C.E.P.R. Discussion Papers.
- Benink, Harald & Huizinga, Harry & Raes, Louis & Zhang, Lishu, 2024.
"International Trade in Brown Shares and Economic Development,"
Discussion Paper
2024-002, Tilburg University, Center for Economic Research.
- Benink, Harald & Huizinga, Harry & Raes, Louis & Zhang, Lishu, 2024. "International Trade in Brown Shares and Economic Development," Other publications TiSEM 2f31c2d5-58ef-4b23-b929-a, Tilburg University, School of Economics and Management.
- Benink, Harald & Huizinga, Harry & Raes, Louis & Zhang, Lishu, 2024. "International trade in brown shares and economic development," CEPR Discussion Papers 18856, C.E.P.R. Discussion Papers.
- Gordon Anderson & Oliver Linton, 2024. "Should Expected or Most Likely Returns be the Focus in Investment Decisions? Introducing “Most Likely†Versions of Sharpe and Sortino Ratios," Working Papers tecipa-787, University of Toronto, Department of Economics.
- Yoram Halevy & Guy Mayraz, 2024.
"Identifying Rule-Based Rationality,"
The Review of Economics and Statistics, MIT Press, vol. 106(5), pages 1369-1380, September.
- Yoram Halevy & Guy Mayraz, 2020. "Identifying Rule-Based Rationality," Working Papers tecipa-677, University of Toronto, Department of Economics.
- Felix Haase, 2024. "Sum-of-the-Parts Revised: Economic Regimes and Flexible Probabilities," Research Papers in Economics 2024-10, University of Trier, Department of Economics.
- Zach Y. Brown & Mark L. Egan & Jihye Jeon & Chuqing Jin & Alex A. Wu, 2023.
"Why Do Index Funds Have Market Power? Quantifying Frictions in the Index Fund Market,"
NBER Working Papers
31778, National Bureau of Economic Research, Inc.
- Brown, Zach Y. & Egan, Mark & Jeon, Jihye & Jin, Chuqing & Wu, Alex A., 2024. "Why Do Index Funds Have Market Power? Quantifying Frictions in the Index Fund Market," TSE Working Papers 24-1542, Toulouse School of Economics (TSE).
- Andries, Marianne & Bianchi, Milo & Huynh, Karen & Pouget, Sébastien, 2024. "Return Predictability, Expectations, and Investment: Experimental Evidence," TSE Working Papers 1561, Toulouse School of Economics (TSE).
- Coen, Jamie & Coen, Patrick & Hüser, Anne-Caroline, 2024. "Collateral Demand in Wholesale Funding Markets," TSE Working Papers 130323, Toulouse School of Economics (TSE).
- Monti Maria Giovanna & Pellegrino Simone & Vernizzi Achille, 2024. "The Zenga Index Reveals More Than the Gini and the Bonferroni Indexes. An Analysis of Distributional Changes and Social Welfare Levels," Working papers 084, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
- Lorette DANILO & Fayssal JAMHAMED & Franck MARTIN, 2024. "Optimized pairs-trading strategies in the cryptocurrencies market using genetic algorithms and cointegration," Economics Working Paper Archive (University of Rennes & University of Caen) 2024-11, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
- Clément Landormy, 2024. "An inquiry of Bitcoin price formation: Evidence from Linear and Nonlinear ARDL Frameworks, 2017-2018," Working Papers of BETA 2024-31, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Raffaele Santioni & Javier Gil-Bazo, 2024.
"Geographic Shareholder Dispersion and Mutual Fund Flow Risk,"
Working Papers
1440, Barcelona School of Economics.
- Javier Gil-Bazo & Raffaele Santioni, 2024. "Geographic shareholder dispersion and mutual fund flow risk," Economics Working Papers 1886, Department of Economics and Business, Universitat Pompeu Fabra.
- Javier Gil-Bazo & Alexander Kempf & Raffaele Santioni, 2024. "Geographic shareholder dispersion and mutual fund flow risk," Temi di discussione (Economic working papers) 1461, Bank of Italy, Economic Research and International Relations Area.
- Monica Billio & Massimo Guidolin & Francesco Rocciolo, 2024. "Responsible Investing under Climate Change Uncertainty," Working Papers 2024: 15, Department of Economics, University of Venice "Ca' Foscari".
- BERISHVILI, Vakhtang & DIDMANIDZE, Monika, 2024. "The Impact Of The Georgian Real Estate Investment Trust On The Performance Of Various Portfolios," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 28(3), pages 6-25, September.
- Ivanov Illia, 2024. "Volatility Implications for Asset Returns Correlation," Central European Economic Journal, Sciendo, vol. 11(58), pages 424-446.
- Oubani Ahmed El, 2024. "Quantile connectedness between social network sentiment and sustainability index volatility: Evidence from the Moroccan financial market," Economics and Business Review, Sciendo, vol. 10(3), pages 163-196.
- Mallieswari R. & Palanisamy Varadharajan & Senthilnathan Arthi Thangavelu & Gurumurthy Suganya & Joshua Selvakumar J. & Pachiyappan Sathish, 2024. "A Stochastic Method for Optimizing Portfolios Using a Combined Monte Carlo and Markowitz Model: Approach on Python," Economics, Sciendo, vol. 12(2), pages 113-127.
- Kadiri Hamza & Oukhouya Hassan & Belkhoutout Khalid & Himdi Khalid El, 2024. "Dynamic Interconnections and Contagion Effects Among Global Stock Markets: A Vecm Analysis," Economics, Sciendo, vol. 12(3), pages 55-73.
- Potrykus Marcin & Augustynowicz Urszula, 2024. "The “autumn effect” in the gold market—does it contradict the Adaptive Market Hypothesis?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 60(3), pages 157-172.
- Ghosh Prosenjeet & Golder Uttam & Shanur Rahman Md. & Rumaly Nishat, 2024. "Mezzanine momentum: A cross-continental examination of corporate financing trends," Journal of Economics and Management, Sciendo, vol. 46(1), pages 387-423.
- Dittmann Iwona, 2024. "The Potential of Residential Property in Poland as an Inflation Hedge Investment," Real Estate Management and Valuation, Sciendo, vol. 32(1), pages 58-70, March.
- Zaimovic Azra & Arnaut-Berilo Almira & Bešlija Rijad, 2024. "International Portfolio Diversification Benefits: An Empirical Investigation of the 28 European Stock Markets During the Period 2014–2024," South East European Journal of Economics and Business, Sciendo, vol. 19(1), pages 96-112.
- Vlad Ioana Maria, 2024. "The Impact of Social Norms on Foreign Direct Investments," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 69(2), pages 13-25.
- Vodă Tudor-Ovidiu, 2024. "The Nexus Between Investors’ Sentiment and Hedge Funds Risk Premiums," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 69(2), pages 26-39.
- Riaz Tabassum & Selama Aslam Izah & Nor Normaziah Mohd & Hassan Ahmad Fahmi Sheikh, 2024. "Meaningful Review of Existing Trends, Expansion, and Future Directions of Green Bond Research: A Bibliometric Approach," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 34(1), pages 1-36, March.
- Kogler Michael & Malmendier Ulrike & Nöh Lukas & Schaffranka Claudia, 2024. "Kapitalmärkte stärken: Deutschland braucht mehr institutionelle Anleger," Wirtschaftsdienst, Sciendo, vol. 104(8), pages 539-542.
- Adam Korniejczuk & Robert 'Slepaczuk, 2024.
"Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market,"
Papers
2406.10695, arXiv.org.
- Adam Korniejczuk & Robert Ślepaczuk, 2024. "Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market," Working Papers 2024-09, Faculty of Economic Sciences, University of Warsaw.
- Zuzanna Kostecka & Robert 'Slepaczuk, 2024.
"Improving Realized LGD Approximation: A Novel Framework with XGBoost for Handling Missing Cash-Flow Data,"
Papers
2406.17308, arXiv.org.
- Zuzanna Kostecka & Robert Ślepaczuk, 2024. "Improving Realized LGD approximation: A Novel Framework with XGBoost for handling missing cash-flow data," Working Papers 2024-12, Faculty of Economic Sciences, University of Warsaw.
- Natalia Roszyk & Robert 'Slepaczuk, 2024.
"The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models,"
Papers
2407.16780, arXiv.org.
- Natalia Roszyk & Robert Ślepaczuk, 2024. "The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models," Working Papers 2024-13, Faculty of Economic Sciences, University of Warsaw.
- Stanisław Łaniewski & Robert Ślepaczuk, 2024. "Enhancing literature review with NLP methods Algorithmic investment strategies case," Working Papers 2024-16, Faculty of Economic Sciences, University of Warsaw.
- Matías Moretti & Lorenzo Pandolfi & Sergio L. Schmukler & Germán Villegas Bauer & Tomás Williams, 2024.
"Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds,"
CSEF Working Papers
713, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 01 Oct 2024.
- Moretti,Matías & Pandolfi,Lorenzo & Schmukler,Sergio L. & Villegas Bauer,Germán & Williams,Tomás, 2024. "Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds," Policy Research Working Paper Series 10735, The World Bank.
- Matías Moretti & Lorenzo Pandolfi & Mr. German Villegas Bauer & Mr. Sergio L. Schmukler & Tomás Williams, 2024. "Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds," IMF Working Papers 2024/227, International Monetary Fund.
- Anum Khan & Syed Muhammad Noaman Ahmed Shah & Muhammad Shujaat Mubarik, 2024. "Insights from Neuroscience towards Investment Decision Making," Economic Research Guardian, Mutascu Publishing, vol. 14(2), pages 88-109, December.
- Gareth Campbell & Áine Gallagher & Richard S. Grossman, 2024.
"Living La Vida Loca? Remote Investing in Latin America, 1869-1929,"
CESifo Working Paper Series
11562, CESifo.
- Gareth Campbell & Áine Gallagher & Richard S.Grossman, 2024. "Living La Vida Loca? Remote Investing in Latin America, 1869-1929," Wesleyan Economics Working Papers 2024-013, Wesleyan University, Department of Economics.
- Raslan Alzuabi & Sarah Brown & Mark N. Harris & Karl Taylor, 2024.
"Modelling the composition of household portfolios: A latent class approach,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 57(1), pages 243-275, February.
- Raslan Alzuabi & Sarah Brown & Mark N. Harris & Karl Taylor, 2022. "Modelling the composition of household portfolios: A latent class approach," Working Papers 2022019, The University of Sheffield, Department of Economics.
- Svetlana Pashchenko & Ponpoje Porapakkarm, 2024.
"Accounting For Social Security Claiming Behavior,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(1), pages 505-545, February.
- Svetlana Pashchenko & Ponpoje Porapakkarm, 2019. "Accounting for Social Security Claiming Behavior," Working Papers 2019-068, Human Capital and Economic Opportunity Working Group.
- Svetlana Pashchenko & Ponpoje Porapakkarm, 2023. "Accounting for Social Security claiming behavior," GRIPS Discussion Papers 23-05, National Graduate Institute for Policy Studies.
- Pashchenko, Svetlana & Porapakkarm, Ponpoje, 2019. "Accounting for Social Security claiming behavior," MPRA Paper 97958, University Library of Munich, Germany.
- Valentina Michelangeli & Eliana Viviano, 2024.
"Can Internet Banking Affect Households' Participation in Financial Markets and Financial Awareness?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(4), pages 705-739, June.
- Valentina Michelangeli & Eliana Viviano, 2021. "Can internet banking affect households' participation in financial markets and financial awareness?," Temi di discussione (Economic working papers) 1329, Bank of Italy, Economic Research and International Relations Area.
- Akbas, Ozan E. & Wang, Ao, 2024. "Portfolio Diversification and Complementarity in Asset Demand Systems," The Warwick Economics Research Paper Series (TWERPS) 1533, University of Warwick, Department of Economics.
- Christos Floros & Christos Kountzakis & Moawia Alghalith, 2024. "CAPM in Real World: Risk-Friendly Investments," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 19(02), pages 1-11, June.
- Hossein Dastkhan & Hossein Saber, 2024. "Does Bitcoin Add Any Value To The Investment Portfolios In Emerging Markets? A Case From Tehran Stock Exchange," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 19(03), pages 1-23, September.
- Tobias Hiller, 2024. "Varying weights of marginal contributions: One approach to solving the low-risk puzzle?," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 26(01), pages 1-9, March.
- Dhanraj Sharma & Ruchita Verma & Shiney Sam & Prince Godara, 2024. "Relationship between COVID-19 waves and stock market: An event study analysis," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(03), pages 1-16, September.
- Dilip B. Madan & King Wang, 2024. "Financial Finance," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 27(03n04), pages 1-27, May.
- Thomas C. Chiang, 2024. "Searching for Assets to Hedge Against Inflation in the U.S. Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 27(01), pages 1-18, March.
- Sarika Lohana & Miklesh Prasad Yadav & A. G. Rekha, 2024. "Volatility Spillover from the Chinese Stock Market to the G20 Stock Markets in the Wake of the Pandemic COVID-19," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 27(02), pages 1-19, June.
- Kingsley E. Dogah & Gamini Premaratne, 2024. "Dynamic Interconnectedness And Risk Contagion Among Asian Financial Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 69(08), pages 2475-2520, December.
- Imen Omri & Oguzhan Ozcelebi, 2024. "Examination Of The Impacts Of Cryptocurrency Uncertainty On Exchange-Traded Funds," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 69(08), pages 2687-2712, December.
- Cheng Few Lee & Alice C Lee & John C Lee (ed.), 2024. "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives:In 4 Volumes," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13051.
- Leonard MacLean & Sébastien Lleo (ed.), 2024. "Selected Works of William T Ziemba:A Memorial Volume," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13656.
- Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), 2024. "Artificial Intelligence and Beyond for Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0449.
- Massimo Guidolin, 2024.
"Machine Learning in Portfolio Decisions,"
World Scientific Book Chapters, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), Artificial Intelligence and Beyond for Finance, chapter 1, pages 1-72,
World Scientific Publishing Co. Pte. Ltd..
- Manuela Pedio & Massimo Guidolin & Giulia Panzeri, 2024. "Machine Learning in Portfolio Decisions," BAFFI CAREFIN Working Papers 24233, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Manuela Pedio, 2024. "Natural Language Processing and Stock Returns," World Scientific Book Chapters, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), Artificial Intelligence and Beyond for Finance, chapter 2, pages 73-102, World Scientific Publishing Co. Pte. Ltd..
- René Garcia & Alissa Marinenko, 2024. "Portfolio Allocation and Reinforcement Learning," World Scientific Book Chapters, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), Artificial Intelligence and Beyond for Finance, chapter 3, pages 103-148, World Scientific Publishing Co. Pte. Ltd..
- Silvio Andrae, 2024. "Explainable Artificial Intelligence in Risk Management: A Framework," World Scientific Book Chapters, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), Artificial Intelligence and Beyond for Finance, chapter 4, pages 149-206, World Scientific Publishing Co. Pte. Ltd..
- Abraham Itzhak Weinberg, 2024. "How Can Sentiment Analysis Contribute to Financial Markets and Services?," World Scientific Book Chapters, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), Artificial Intelligence and Beyond for Finance, chapter 5, pages 207-234, World Scientific Publishing Co. Pte. Ltd..
- Alessio Faccia, 2024. "Quantum Fintech," World Scientific Book Chapters, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), Artificial Intelligence and Beyond for Finance, chapter 6, pages 235-263, World Scientific Publishing Co. Pte. Ltd..
- Veni Arakelian & Roberto Savona & Marika Vezzoli, 2024. "Tail Dependence of Eurozone Bond Yields and Sovereign CDS Spreads," World Scientific Book Chapters, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), Artificial Intelligence and Beyond for Finance, chapter 7, pages 265-287, World Scientific Publishing Co. Pte. Ltd..
- Yuanyuan Zhang & Stephen Chan & Jeffrey Chu & Xin Liao & Min Helu, 2024. "Stylized Facts of Decentralized Finance (DeFi)," World Scientific Book Chapters, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), Artificial Intelligence and Beyond for Finance, chapter 8, pages 289-314, World Scientific Publishing Co. Pte. Ltd..
- Reem Abdulla Alkhalifa & Riadh Ksantini & Khaoula Tbarki, 2024. "Effective Systems for Bot Detection and Real-Time Stock Market Predictions," World Scientific Book Chapters, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), Artificial Intelligence and Beyond for Finance, chapter 9, pages 315-336, World Scientific Publishing Co. Pte. Ltd..
- Mazin A.M. Al Janabi, 2024. "Reinforcement Machine Learning Optimization Algorithms for the Computation of Downside Risk and Investable Portfolios in Post 2007–2009 Financial Meltdown," World Scientific Book Chapters, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), Artificial Intelligence and Beyond for Finance, chapter 10, pages 337-357, World Scientific Publishing Co. Pte. Ltd..
- Alaa Tareq Mohamed & Riadh Ksantini & Jihene Kaabi, 2024. "Deep Learning in Insurance: An Incremental Deep Learning Approach for Pricing Prediction Strategy in the Insurance Industry," World Scientific Book Chapters, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), Artificial Intelligence and Beyond for Finance, chapter 11, pages 359-391, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee, 2024. "Introduction to Investment Analysis, Portfolio Management, and Financial Derivatives," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 1, pages 1-68, World Scientific Publishing Co. Pte. Ltd..
- Yu-An Chen & Dan Palmon, 2024. "Analyst Characteristics-Based Consensus Forecasts," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 2, pages 69-115, World Scientific Publishing Co. Pte. Ltd..
- Jia Shao & Nathan Lael Joseph & Ahmed A. El-Masry, 2024. "Models of Option Pricing," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 3, pages 117-170, World Scientific Publishing Co. Pte. Ltd..
- Wan-Jiun Paul Chiou & Wen-Yi Lee & Jing-Rung Yu, 2024. "Realized Diversification Benefits of Risk Portfolio Models," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 4, pages 171-190, World Scientific Publishing Co. Pte. Ltd..
- Ehud I. Ronn, 2024. "VIX Implied Volatility as a Time-Invariant, Stationary Assessor of Market Nervousness/Uncertainty," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 5, pages 191-197, World Scientific Publishing Co. Pte. Ltd..
- Anastassios A. Drakos & Georgios P. Kouretas & Stavros Stavroyiannis & Leonidas Zarangas, 2024. "Investment and Saving in the European Union: Another Look at Feldstein–Horioka," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 6, pages 199-234, World Scientific Publishing Co. Pte. Ltd..
- Bharat Sarath & Yixun Zhou, 2024. "A Three-Stage Procedure for Predicting Stock Returns," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 7, pages 235-260, World Scientific Publishing Co. Pte. Ltd..
- Phillip A. Cartwright & Natalija Riabko, 2024. "Temporal Aggregation and the Estimation of Reverse Regressions for Commodities Market Models," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 8, pages 261-281, World Scientific Publishing Co. Pte. Ltd..
- Aviral Kumar Tiwari & Emmanuel Joel Aikins Abakah & Richard Adjei Dwumfour & Luis Alberiko Gil-Alana, 2024. "Correlation and Dependence between Oil Prices, Stock Returns, Policy Uncertainty, and Financial Stress During COVID-19 Pandemic: New Evidence from a Multicountry Analysis Using Cross-Quantilogram Meth," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 9, pages 283-320, World Scientific Publishing Co. Pte. Ltd..
- Charles Cao & Timothy Simin & Han Xiao, 2024. "Predicting the Equity Premium with the Implied Volatility Spread," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 10, pages 321-361, World Scientific Publishing Co. Pte. Ltd..
- Yang Zhao & Cheng Few Lee & Min-Teh Yu, 2024.
"Does Equity Market Timing have a Persistent Impact on Capital Structure? Evidence from China,"
World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 11, pages 363-397,
World Scientific Publishing Co. Pte. Ltd..
- Zhao, Yang & Lee, Cheng-Few & Yu, Min-Teh, 2020. "Does equity market timing have a persistent impact on capital structure? Evidence from China," The British Accounting Review, Elsevier, vol. 52(1).
- Hong-Yi Chen & Cheng Few Lee & Tzu Tai, 2024. "The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 12, pages 399-449, World Scientific Publishing Co. Pte. Ltd..
- Ivan E. Brick & Hong-Yi Chen & Chia-Hsun Hsieh & Cheng Few Lee, 2024. "Alternative Methods for Estimating Firm’s Growth Rate: Update and Extension," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 13, pages 451-481, World Scientific Publishing Co. Pte. Ltd..
- Hong-Yi Chen & Cheng Few Lee & Wei K. Shih, 2024. "Technical, Fundamental, and Combined Information for Separating Winners from Losers," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 14, pages 483-526, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee & Yibing Chen & John Lee, 2024. "Alternative Methods to Derive Option Pricing Models: Review and Comparison," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 15, pages 527-571, World Scientific Publishing Co. Pte. Ltd..
- Lie-Jane Kao & Po-Cheng Wu & Cheng Few Lee, 2024. "An Assessment of Copula Functions Approach in Conjunction with Factor Model in Portfolio Credit Risk Management," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 16, pages 573-591, World Scientific Publishing Co. Pte. Ltd..
- Deng-Yuan Ji & Hsiao-Yin Chen & Cheng Few Lee, 2024. "Forecast Performance of the Taiwan Weighted Stock Index: Update and Expansion," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 17, pages 593-612, World Scientific Publishing Co. Pte. Ltd..
- Hong-Yi Chen & Sheng-Syan Chen & Chin-Wen Hsin & Cheng Few Lee, 2024. "Does Revenue Momentum Drive or Ride Earnings or Price Momentum?," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 18, pages 613-666, World Scientific Publishing Co. Pte. Ltd..
- Paul W. Chiou & Cheng Few Lee, 2024. "Do Investors Still Benefit from Culturally Home-biased Diversification? An Empirical Study of China, Hong Kong, and Taiwan," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 19, pages 667-716, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee & Hao-Chang Sung, 2024. "Product Market Competition and Real Activities Manipulations: Theory, Implications, and Applications," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 20, pages 717-748, World Scientific Publishing Co. Pte. Ltd..
- Fu-Lai Lin & Sheng-Yung Yang & Yu-Fen Chen, 2024. "Gold in Portfolio: A Long-Term or Short-Term Diversifier?," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 21, pages 749-773, World Scientific Publishing Co. Pte. Ltd..
- Shin-Yun Wang & Cheng Few Lee, 2024. "Fuzzy Multicriteria Decision-Making for Evaluating Mutual Fund Strategies," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 22, pages 775-794, World Scientific Publishing Co. Pte. Ltd..
- Weifeng Hung & Chia-Chi Lu & Cheng Few Lee, 2024. "Mutual Fund Herding and Its Impact on Stock Returns: Evidence from the Taiwan Stock Market," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 23, pages 795-820, World Scientific Publishing Co. Pte. Ltd..
- Paul W. Chiou & Alice C. Lee & Cheng Few Lee, 2024. "Stock Return, Risk, and Legal Environment around the World," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 24, pages 821-846, World Scientific Publishing Co. Pte. Ltd..
- Dinh Tran Ngoc Huy & Vu Quynh Nam & Hoang Thanh Hanh & Nguyen Ngoc Thach, 2024. "Further Analysis of Bitcoin, Fintech, and P2P Lending: Perspectives and Recommendations from Industry 4.0," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 25, pages 847-859, World Scientific Publishing Co. Pte. Ltd..
- Julia Nasev & Dominik von der Emde, 2024. "Earnings Quality and the Coinsurance Effect," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 26, pages 861-891, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee & Zhaodong Zhong & Tzu Tai & Hongwei Chuang, 2024.
"Alternative Methods for Determining Option Bounds: A Review and Comparison,"
World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 27, pages 893-921,
World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee & Zhaodong Zhong & Tzu Tai & Hongwei Chuang, 2020. "Alternative Methods for Determining Option Bounds: A Review and Comparison," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 24, pages 917-945, World Scientific Publishing Co. Pte. Ltd..
- Andy C.W. Chui, 2024. "Economic Policy Uncertainty and Short-term Reversals," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 28, pages 923-949, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee & Fu-Lai Lin & Phillip Cartwright, 2024. "Time Aggregation and the Estimation of the Market Model: Revision and Extension," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 29, pages 951-978, World Scientific Publishing Co. Pte. Ltd..
- Peter Chinloy & Matthew Imes & Wendy Liu, 2024. "Leases on Balance Sheets," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 30, pages 979-1006, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee, 2024. "Financial Econometrics, Mathematics, Statistics, and Financial Technology: An Overall View," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 31, pages 1007-1075, World Scientific Publishing Co. Pte. Ltd..
- Tumellano Sebehela, 2024. "Entropic Two-Asset Option," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 32, pages 1077-1128, World Scientific Publishing Co. Pte. Ltd..
- Sheng-Syan Chen & Cheng Few Lee & Keshab Shrestha, 2024. "Joint Normality Test for the Returns on the Futures and Spot," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 33, pages 1129-1158, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee & Keshab Shrestha & Robert L. Welch, 2024. "Analysis of Theoretical and Empirical Relationships between the Treasury Bills and Eurodollar," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 34, pages 1159-1187, World Scientific Publishing Co. Pte. Ltd..
- Giulio Anselmi, 2024. "Volatility Risk Measures and Banks’ Leverage," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 35, pages 1189-1207, World Scientific Publishing Co. Pte. Ltd..
- Chaoshin Chiao & Tung-Ying Lin & Cheng Few Lee, 2024. "The Reactions to On-Air Stock Reports: Prices, Volume, and Order Submission Behavior," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 36, pages 1209-1252, World Scientific Publishing Co. Pte. Ltd..
- Thi Thanh Huyen Nguyen & Duc De Ngo & Mouloud Tensaout, 2024. "Mutual Fund Competition for Ranking: When Risk-Taking Comes with Managerial Effort," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 37, pages 1253-1276, World Scientific Publishing Co. Pte. Ltd..
- Sheng-Syan Chen & Cheng Few Lee & Fu-Lai Lin & Keshab Shrestha, 2024. "Hedge Ratios: Theory and Applications," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 38, pages 1277-1328, World Scientific Publishing Co. Pte. Ltd..
- Chin-Chen Chien & Cheng Few Lee & Andrew M. L. Wang, 2024. "A Note on Stock Market Seasonality: The Impact of Stock Price Volatility on the Application of Dummy Variable Regression Model," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 39, pages 1329-1338, World Scientific Publishing Co. Pte. Ltd..
- Lie-Jane Kao & Po-Cheng Wu & Cheng Few Lee, 2024. "Time-Changed GARCH versus GARJI Model for Extreme Events: An Empirical Study," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 40, pages 1339-1356, World Scientific Publishing Co. Pte. Ltd..
- Hany B. Ahmed & Yilmaz Guney, 2024. "Corporate Financial Hedging and the Cost of Equity Capital," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 41, pages 1357-1402, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee & Oliver M. Rui, 2024. "Does Trading Volume Contain Information to Predict Stock Returns? Evidence from China’s Stock Markets," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 42, pages 1403-1429, World Scientific Publishing Co. Pte. Ltd..
- Orla Lenihan, 2024. "Financial Statement Analysis," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 43, pages 1431-1460, World Scientific Publishing Co. Pte. Ltd..
- Alessandra Allini & Bikki Jaggi & Annamaria Zampella & Martina Prisco, 2024. "Expected Credit Losses under IFRS 9: Concept, Models, and Disclosures," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 44, pages 1461-1511, World Scientific Publishing Co. Pte. Ltd..
- Fu-Lai Lin & Cheng Few Lee & Win-Lin Chou & Dennis Kin-Keung Fan, 2024. "Hedging with the International Equity Index Futures: The Conventional Model versus the Error Correction Model," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 45, pages 1513-1524, World Scientific Publishing Co. Pte. Ltd..
- Cohen Gil, 2024. "Technical Analysis in Investing," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 46, pages 1525-1547, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee, 2024. "A Comparative Static Analysis Approach to Derive Greek Letters: Theory and Applications," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 47, pages 1549-1581, World Scientific Publishing Co. Pte. Ltd..
- Jonathan Ross & Joshua Madsen & Gordon Alexander, 2024. "A Correlation-Based Portfolio Choice Algorithm," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 48, pages 1583-1600, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee & Oliver M. Rui, 2024. "Stock Returns and Volatility on China’s Stock Markets," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 49, pages 1601-1627, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee & Hun Y. Park, 2024. "Value Line Investment Survey Rank Changes and Beta Coefficients," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 50, pages 1629-1635, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee & Fu-Lai Lin & Mei-Ling Chen, 2024. "International Hedge Ratios for Index Futures Market: A Simultaneous Equations Approach," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 51, pages 1637-1647, World Scientific Publishing Co. Pte. Ltd..
- Han-Hsing Lee & Ren-Raw Chen & Cheng Few Lee, 2024. "Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 52, pages 1649-1706, World Scientific Publishing Co. Pte. Ltd..
- Hanxin Hu & Ting Sun, 2024. "Predicting Stock Return Movement Directions with Sentiment Analysis of News Headlines: A Machine Learning Approach," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 53, pages 1707-1734, World Scientific Publishing Co. Pte. Ltd..
- Chunchi Wu & Xinyuan Tao, 2024. "Style Investing, Momentum, and Co-movement," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 54, pages 1735-1753, World Scientific Publishing Co. Pte. Ltd..
- Carsten Homburg & Laurens O. J. Lapp & Roman Schick, 2024. "Mining for “Green Diamonds” — Value Relevance of Greenhouse Gas Emissions," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 55, pages 1755-1794, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee, 2024. "Risk Estimation, Diversification, and Optimal Weights," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 56, pages 1795-1833, World Scientific Publishing Co. Pte. Ltd..
- Bin Srinidhi, 2024. "The Role of Founder Presence in Investment Analysis," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 57, pages 1835-1851, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee & Wen-Chi Yeh, 2024. "Financial Statement Analyses and Firm Valuation: Johnson & Johnson as a Case Study," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 58, pages 1853-1892, World Scientific Publishing Co. Pte. Ltd..
- Yufeng Han & Yang Liu & Guofu Zhou & Yingzi Zhu, 2024. "Technical Analysis in the Stock Market: A Review," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 59, pages 1893-1928, World Scientific Publishing Co. Pte. Ltd..
- Dimitris Georgoutsos & George Moratis, 2024. "The Sovereign Rating Channel in the European Debt Crisis: Spillover Effects on Sovereign CDS and Other Systemic Risk Indicators," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 60, pages 1929-1959, World Scientific Publishing Co. Pte. Ltd..
- Mark Iarovyi & Sasson Bar-Yosef & Itzhak Venezia, 2024. "Interest Rate Sensitivity and Investor Disagreement: How to Explain Bank Stock Turnover," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 61, pages 1961-1990, World Scientific Publishing Co. Pte. Ltd..
- Chun-Chong Fu & Chuan-Hsiang Han & Kun Wang, 2024. "A Novel Semi-Static Method for the Index Tracking Problem," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 62, pages 1991-2002, World Scientific Publishing Co. Pte. Ltd..
- Andreas G. Koutoupis & Leonidas G. Davidopoulos, 2024. "Fundamental Analysis: A Practical Approach," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 63, pages 2003-2021, World Scientific Publishing Co. Pte. Ltd..
- John M. Longo, 2024. "Lessons on Risk, Return, and Portfolio Construction from the Great Investors," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 64, pages 2023-2050, World Scientific Publishing Co. Pte. Ltd..
- Pin-Huang Chou & Kuan-Cheng Ko & K.C. John Wei, 2024. "Sources of Liquidity Premium: Risk or Mispricing?," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 65, pages 2051-2088, World Scientific Publishing Co. Pte. Ltd..
- Cristina Chueca Vergara & Luis Ferruz Agudo, 2024. "Analysis of IBEX-35 Listed Companies: Recent CSR Reports and Behavior of the Main Indicators. Existence of a Proportional Relationship between Greenwashing and Deficient CSR Reports," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 66, pages 2089-2120, World Scientific Publishing Co. Pte. Ltd..
- Alex YiHou Huang & Ming-Che Hu, 2024. "Return Volatility, Skewness, and Momentum Effects," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 67, pages 2121-2150, World Scientific Publishing Co. Pte. Ltd..
- Xinjie Wang & Ge Wu & Suyang Zhao, 2024. "Predicting Implied Volatility with Historical Volatility," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 68, pages 2151-2175, World Scientific Publishing Co. Pte. Ltd..
- LiJane Kao & John Lee & Cheng Few Lee, 2024. "Estimating Binomial and Black & Scholes Option Pricing Models: Excel, R Language, and SAS Program Approach," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 69, pages 2177-2195, World Scientific Publishing Co. Pte. Ltd..
- Peter Chinloy & Matthew Imes, 2024. "Value Contributions," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 70, pages 2197-2236, World Scientific Publishing Co. Pte. Ltd..
- David A. Ziebart & Mark Cheng & Sohee Kim & Wenyin Li & Anh Pham & Darren Woodward, 2024. "Using Computational Science Methods in Accounting and Finance Research," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 71, pages 2237-2264, World Scientific Publishing Co. Pte. Ltd..
- Foued Hamouda, 2024. "Stock Buybacks and Financial Turmoil: Pros and Cons for Investors," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 72, pages 2265-2292, World Scientific Publishing Co. Pte. Ltd..
- Guanming He & April Zhichao Li, 2024. "The Roles of Financial Analysts in the Stock Market," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 73, pages 2293-2308, World Scientific Publishing Co. Pte. Ltd..
- Xinjie Wang & Zhaodong (Ken) Zhong, 2024. "Funding Liquidity and CDS-Bond Basis: Evidence from the CDS Big Bang," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 74, pages 2309-2331, World Scientific Publishing Co. Pte. Ltd..
- G.V. Satya Sekhar, 2024. "Issues and Challenges of Weather and Freight Derivatives: Impact of Pandemic Situation," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 75, pages 2333-2348, World Scientific Publishing Co. Pte. Ltd..
- Guanming He & April Zhichao Li & Dongxiao Shen, 2024. "On a Long-Term Investment Strategy in a Stock Market," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 76, pages 2349-2391, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee, 2024. "European Option, American Option, and Option Bounds: Theory, Method, and Some Empirical Results," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 77, pages 2393-2429, World Scientific Publishing Co. Pte. Ltd..
- Xi Zhang & Philip S. Yu, 2024. "Improving the Stock Market Prediction with Social Media via Broad Learning," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 78, pages 2431-2500, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee, 2024. "Bond Portfolio Management, Swap Strategy, Duration, and Convexity," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 79, pages 2501-2539, World Scientific Publishing Co. Pte. Ltd..
- Yao Zheng & Eric Osmer, 2024. "Do CFA Charterholders Make Better Hedge Fund Managers?," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 80, pages 2541-2564, World Scientific Publishing Co. Pte. Ltd..
- Yu-Li Huang & Kun-Li Lin, 2024. "Impact of Bank Activity and Funding Strategies on Liquidity Management: International Evidence," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 81, pages 2565-2600, World Scientific Publishing Co. Pte. Ltd..
- Cathy Zishang Liu & Kai-Cheung Kenneth Chu & C. S. Agnes Cheng, 2024. "Accounting Information and Firm Valuation," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 82, pages 2601-2641, World Scientific Publishing Co. Pte. Ltd..
- Xingyi Hu & Zhaodong (Ken) Zhong, 2024. "Developments in CDS Markets: A Review on Recent CDS Studies," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 83, pages 2643-2681, World Scientific Publishing Co. Pte. Ltd..
- Jow-Ran Chang & John Lee, 2024. "Decision Tree and Microsoft Excel Approach for Option Pricing Model," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 84, pages 2683-2726, World Scientific Publishing Co. Pte. Ltd..
- Huei-Wen Teng, 2024. "Comparisons between the Markowitz Model and the Black–Litterman Model," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 85, pages 2727-2749, World Scientific Publishing Co. Pte. Ltd..
- Ren Raw Chen & Cheng Few Lee & Han-Hsing Lee, 2024. "Empirical Performance of the Constant Elasticity Variance Option Pricing Model," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 86, pages 2751-2793, World Scientific Publishing Co. Pte. Ltd..
- Han-Hsing Lee & Ken-Kuan Su, 2024. "Asset Allocation with Cryptocurrencies," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 87, pages 2795-2858, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee, 2024. "Market-Based, Accounting-Based, and Composite-Based Beta Forecasting," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 88, pages 2859-2899, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee, 2024. "Utility Theory, Capital Asset Allocation, and Markowitz Portfolio Selection Model," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 89, pages 2901-2943, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee, 2024. "Single-Index Model, Multiple-Index Model, and Portfolio Selection," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 90, pages 2945-2981, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee & Paul W. Chiou, 2024. "Sharpe Performance Measure and Treynor Performance Measure Approach to Portfolio Analysis," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 91, pages 2983-3018, World Scientific Publishing Co. Pte. Ltd..
- Tamala Amelia Manda, 2024. "Modeling Different REIT Cash Flows," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 92, pages 3019-3075, World Scientific Publishing Co. Pte. Ltd..
- Lie-Jane Kao & Huei Ching Soo & Cheng Few Lee, 2024. "Bayesian Portfolio Mean-Variance Efficiency Test with Sampling Error of Sharpe Ratio," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 93, pages 3077-3098, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee, 2024. "Fundamental Analysis, Technical Analysis, and Mutual Fund Performance," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 94, pages 3099-3157, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee, 2024. "Synthetic Options, Portfolio Insurance, and Contingent Immunization," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 95, pages 3159-3202, World Scientific Publishing Co. Pte. Ltd..
- Robert Snigaroff & David Wroblewski, 2024. "Global International ELM versus Momentum," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 96, pages 3203-3223, World Scientific Publishing Co. Pte. Ltd..
- Jow-Ran Chang & John Lee & Cheng Few Lee, 2024. "Estimating European and American Option Pricing Models: Excel and SAS Language Approach," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 97, pages 3225-3253, World Scientific Publishing Co. Pte. Ltd..
- Jacob Oded & Itzhak Venezia, 2024. "Estimating the Probabilities of Default under the Assumption of Unobserved Heterogeneity," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 98, pages 3255-3276, World Scientific Publishing Co. Pte. Ltd..
- Wei-Fang Niu & Henry Horng-Shing Lu, 2024. "A Factor Model for Graph Data," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 99, pages 3277-3298, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee & Chiung-Min Tsai & Alice C. Lee, 2024. "A Dynamic CAPM with Supply Effect: Theory and Empirical Results," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 100, pages 3299-3328, World Scientific Publishing Co. Pte. Ltd..
- Sibongile Zwane, 2024. "Indices Herding Behavior and Its Impact on Listed Real Estate and Two Other Asset Classes: A Case of Developed versus Emerging Markets," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 101, pages 3329-3368, World Scientific Publishing Co. Pte. Ltd..
- Christopher C. Geczy & John B. Guerard Jr., 2024. "Price Momentum, Earnings Forecasting, and Valuation: Implications for Inefficient Markets," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 102, pages 3369-3386, World Scientific Publishing Co. Pte. Ltd..
- Paul W. Chiou & Jing-Rung Yu, 2024. "Advancement of Optimal Portfolio Models with Short Sales and Transaction Costs: Methodology and Effectiveness," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 103, pages 3387-3410, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee & Yibing Chen & John Lee, 2024. "Implied Variance Estimates for Black–Scholes and CEV OPM: Review and Comparison," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 104, pages 3411-3444, World Scientific Publishing Co. Pte. Ltd..
- Philip Keejae Hong & Kyonghee Kim & Sukesh Patro, 2024. "On the Treatment of the Momentum Factor in Accounting-Based Anomalies: A Discussion," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 105, pages 3445-3461, World Scientific Publishing Co. Pte. Ltd..
- Y. L. Hsu & T. L. Lin & Cheng Few Lee, 2024. "Constant Elasticity of Variance Option Pricing Model: Integration and Detailed Derivation," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 106, pages 3463-3481, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee & Wen-Chi Yeh, 2024. "Options, Put–Call Parities, and Option Strategies: Theory and Empirical Results," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 107, pages 3483-3546, World Scientific Publishing Co. Pte. Ltd..
- Jungshik Hur, 2024. "A Cross-sectional Asset Pricing Test with More Power: An Instrumental Variable Approach," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 108, pages 3547-3581, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee & Hong-Yi Chen & Alice Lee & Yuhsin Tai, 2024. "Current vs. Permanent Earnings for Estimating Alternative Dividend Payment Behavioral Model: Theory, Methods, and Applications," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 109, pages 3583-3626, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee & Chengru Hu & Maggie Foley, 2024. "Differential Effect of Inside Debt, CEO Compensation Diversification, and Firm Investment," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 110, pages 3627-3680, World Scientific Publishing Co. Pte. Ltd..
- Cheng Few Lee & Manak C. Gupta & Hong-Yi Chen & Alice C. Lee, 2024. "Optimal Payout Ratio under Uncertainty and the Flexibility Hypothesis: Theory, Empirical Evidence, and Implications," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 111, pages 3681-3731, World Scientific Publishing Co. Pte. Ltd..
- Hong-Yi Chen & Manak C. Gupta & Alice C. Lee & Cheng Few Lee, 2024. "Sustainable Growth Rate, Optimal Growth Rate, and Optimal Payout Ratio: A Joint Optimization Approach," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 112, pages 3733-3779, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2024. "Solving Nonlinear Programming Problems With Stochastic Objective Functions," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 2, pages 25-43, World Scientific Publishing Co. Pte. Ltd..
- C. C. Huang & W. T. Ziemba & A. Ben-Tal, 2024. "Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 3, pages 45-55, World Scientific Publishing Co. Pte. Ltd..
- N. C. P. Edirisinghe & W. T. Ziemba, 2024. "Bounds For Two-Stage Stochastic Programs With Fixed Recourse," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 4, pages 57-78, World Scientific Publishing Co. Pte. Ltd..
- J. A. Ohlson & W. T. Ziemba, 2024. "Portfolio Selection In A Lognormal Market When The Investor Has A Power Utility Function," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 5, pages 81-95, World Scientific Publishing Co. Pte. Ltd..
- J. G. Kallberg & W. T. Ziemba, 2024. "Comparison Of Alternative Utility Functions In Portfolio Selection Problems," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 6, pages 97-116, World Scientific Publishing Co. Pte. Ltd..
- Vijay K. Chopra & William T. Ziemba, 2024. "The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 7, pages 117-122, World Scientific Publishing Co. Pte. Ltd..
- Yonggan Zhao & Ulrich Haussmann & William T. Ziemba, 2024. "A Dynamic Investment Model With Control On The Portfolio’S Worst Case Outcome," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 8, pages 123-143, World Scientific Publishing Co. Pte. Ltd..
- M. I. Kusy & W. T. Ziemba, 2024. "A Bank Asset And Liability Management Model," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 9, pages 147-167, World Scientific Publishing Co. Pte. Ltd..
- David R. Cariño & William T. Ziemba, 2024. "Formulation Of The Russell-Yasuda Kasai Financial Planning Model," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 10, pages 169-185, World Scientific Publishing Co. Pte. Ltd..
- David R. Cariño & David H. Myers & William T. Ziemba, 2024. "Concepts, Technical Issues, And Uses Of The Russell-Yasuda Kasai Financial Planning Model," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 11, pages 187-199, World Scientific Publishing Co. Pte. Ltd..
- Alois Geyer & William T Ziemba, 2024. "The Innovest Austrian Pension Fund Financial Planning Model InnoALM: OR PRACTICE," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 12, pages 201-214, World Scientific Publishing Co. Pte. Ltd..
- L. C. Maclean & W. T. Ziemba & G. Blazenko, 2024. "Growth Versus Security In Dynamic Investment Analysis," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 13, pages 217-240, World Scientific Publishing Co. Pte. Ltd..
- Leonard C. Maclean & William T. Ziemba & Yuming Li, 2024. "Time to wealth goals in capital accumulation," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 14, pages 241-253, World Scientific Publishing Co. Pte. Ltd..
- Leonard C. Maclean & Edward O. Thorp & William T. Ziemba, 2024. "Long-term capital growth: the good and bad properties of the Kelly and fractional Kelly capital growth criteria," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 15, pages 255-261, World Scientific Publishing Co. Pte. Ltd..
- Donald B. Hausch & William T. Ziemba & Mark Rubinstein, 2024. "Efficiency Of The Market For Racetrack Betting," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 16, pages 265-282, World Scientific Publishing Co. Pte. Ltd..
- Donald B. Hausch & William T. Ziemba, 2024. "Arbitrage Strategies for Cross-Track Betting on Major Horse Races," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 17, pages 283-300, World Scientific Publishing Co. Pte. Ltd..
- Sébastien Lleo & William T. Ziemba, 2024. "Stock market crashes in 2007–2009: were we able to predict them?," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 18, pages 303-329, World Scientific Publishing Co. Pte. Ltd..
- A. N. Shiryaev & M. V. Zhitlukhin & W. T Ziemba, 2024. "Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 19, pages 331-351, World Scientific Publishing Co. Pte. Ltd..
2023
- Irina Gemmo & Pierre-Carl Michaud & Olivia S. Mitchell, 2023.
"Selection into Financial Education and Effects on Portfolio Choice,"
NBER Working Papers
31682, National Bureau of Economic Research, Inc.
- Irina Gemmo & Pierre-Carl Michaud & Olivia S. Mitchell, 2023. "Selection into Financial Education and Effects on Portfolio Choice," Cahiers de recherche / Working Papers 16, Institut sur la retraite et l'épargne / Retirement and Savings Institute.
- Irina Gemmo & Pierre-Carl Michaud & Olivia S. Mitchell, 2023. "Selection into Financial Education and Effects on Portfolio Choice," CIRANO Working Papers 2023s-21, CIRANO.
- Dedhy Sulistiawan & Felizia Arni Rudiawarni & Bruno S. Sergi, 2023. "Intangible Assets and Crash Risk: The Case of Low Intellectual Capital Firms in Indonesia," The American Economist, Sage Publications, vol. 68(2), pages 216-232, October.
- Lei Xu & Bin Li & Chen Ma & Jingyu Liu, 2023. "Supply chain finance and firm diversification: Evidence from China," Australian Journal of Management, Australian School of Business, vol. 48(2), pages 408-435, May.
- David J Johnstone, 2023. "Capital budgeting and Kelly betting," Australian Journal of Management, Australian School of Business, vol. 48(3), pages 625-651, August.
- Vinod Kumar, 2023. "Is the Beta Anomaly Real? A Correction in Existing Theories of Cost of Capital and Asset Pricing," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 22(2), pages 135-163, June.
- Pradiptarathi Panda & Wasim Ahmad & M. Thiripalraju, 2023. "Better to Give than to Receive: A Study of BRICS Countries Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 22(2), pages 164-188, June.
- Jains P. Chacko & Lakshmi Padmakumari, 2023. "The Effect of Investment Inefficiency on Expected Returns," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 22(3), pages 272-296, September.
- Meng-Shiuh Chang & Meng-Wei Chen & Peijie Ju, 2023. "Asymmetry in Hedges, Safe Havens, Flights and Contagion: Unconditional Quantile Regression Approach," SAGE Open, , vol. 13(4), pages 21582440231, November.
- Yen-Chang Chen & Ying-Sing Liu, 2023. "Market Efficiency and Stock Investment Loss Aversion Guide During COVID-19 Pandemic Events: The Case for Applying Data Mining," SAGE Open, , vol. 13(4), pages 21582440231, December.
- Oguzhan Cepni & Tarik Dogru & Ozgur Ozdemir, 2023. "The contagion effect of COVID-19-induced uncertainty on US tourism sector: Evidence from time-varying granger causality test," Tourism Economics, , vol. 29(4), pages 906-928, June.
- Lopes, Fernando & Leite, Paulo & Carmo Correia, Maria & Durán-Santomil, Pablo, 2023. "Market crises and benchmark-adjusted fund alphas in a small market context," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., vol. 32(3), pages 1-17.
- Sarah Brown & Alexandros Kontonikas & Alberto Montagnoli & Harry Pickard & Karl Taylor, 2023. "Household portfolios and financial literacy: The flight to delegation," Working Papers 2023005, The University of Sheffield, Department of Economics.
- Niepelt, Dirk, 2023.
"Payments and Prices,"
CEPR Discussion Papers
18291, C.E.P.R. Discussion Papers.
- Dirk Niepelt, 2023. "Payments and prices," Working Papers 2023-03, Swiss National Bank.
- Brière, Marie & Simar, Léopold & Szafarz, Ariane & Vanhems, Anne, 2023.
"Sensitivity to measurement errors of the distance to the efficient frontier,"
LIDAM Discussion Papers ISBA
2023017, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Marie Briere & Léopold Simar & Ariane Szafarz & Anne Vanhems, 2023. "Sensitivity to measurement errors of the distance to the efficient frontier," Working Papers CEB 23-004, ULB -- Universite Libre de Bruxelles.
- Mike G. Tsionas & Dionisis Philippas, 2023. "Measures of global sensitivity in linear programming: applications in banking sector," Annals of Operations Research, Springer, vol. 330(1), pages 585-607, November.
- Sabri Boubaker & Xuyuan Han & Zhenya Liu & Yaosong Zhan, 2023.
"Optimal filter rules for selling stocks in the emerging stock markets,"
Annals of Operations Research, Springer, vol. 330(1), pages 211-242, November.
- Sabri Boubaker & Xuyuan Han & Zhenya Liu & Yaosong Zhan, 2021. "Optimal filter rules for selling stocks in the emerging stock markets," Post-Print hal-03511438, HAL.
- Emawtee Bissoondoyal-Bheenick & Robert Brooks & Hung Do, 2023. "Asset allocation of Australian superannuation funds: a markov regime switching approach," Annals of Operations Research, Springer, vol. 330(1), pages 485-515, November.
- Linh Xuan Diep Nguyen & Thanaset Chevapatrakul & Simona Mateut, 2023. "Shock transmissions and business linkages among US sectors," Annals of Operations Research, Springer, vol. 330(1), pages 517-552, November.
- Dávid Zoltán Szabó & Zsolt Bihary, 2023. "The riskiness of stock versus money market investment with stochastic rates," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 31(2), pages 393-415, June.
- Mohammad Enamul Hoque & Faik Bilgili & Sourav Batabyal, 2023. "What do we know about spillover between the climate change futures market and the carbon futures market?," Climatic Change, Springer, vol. 176(12), pages 1-23, December.
- Yumo Zhang, 2023. "Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 46(1), pages 97-128, June.
- Thepdanai Danswasvong & Sira Suchintabandid, 2023. "Heterogeneity-adjusted management of pension funds using adaptive representative agents," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 46(2), pages 545-567, December.
- Marcos Escobar-Anel & Lorenz Theilacker & Rudi Zagst, 2023. "Revisiting the 1/N-strategy: a neural network framework for optimal strategies," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 46(2), pages 505-542, December.
- Hélène Halconruy, 2023. "The insider trading problem in a jump-binomial model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 46(2), pages 379-413, December.
- Xiaofei Shi & Daran Xu & Zhanhao Zhang, 2023. "Deep learning algorithms for hedging with frictions," Digital Finance, Springer, vol. 5(1), pages 113-147, March.
- Leonardo Ieracitano Vieira & Márcio Poletti Laurini, 2023. "Time-varying higher moments in Bitcoin," Digital Finance, Springer, vol. 5(2), pages 231-260, June.
- Felix Reichenbach & Martin Walther, 2023. "Financial recommendations on Reddit, stock returns and cumulative prospect theory," Digital Finance, Springer, vol. 5(2), pages 421-448, June.
- Jürgen E. Schatzmann & Bernhard Haslhofer, 2023. "Exploring investor behavior in Bitcoin: a study of the disposition effect," Digital Finance, Springer, vol. 5(3), pages 581-612, December.
- Indrajit Saha & Veeraruna Kavitha, 2023. "Systemic-Risk and Evolutionary Stable Strategies in a Financial Network," Dynamic Games and Applications, Springer, vol. 13(3), pages 897-928, September.
- Riccardo De Bonis & Giuseppe Marinelli & Francesco Vercelli, 2023. "Bank lending in the Great Recession and in the Great Depression," Empirical Economics, Springer, vol. 64(2), pages 567-602, February.
- Jiawen Xu & Yixuan Li & Kai Liu & Tao Chen, 2023. "Portfolio selection: from under-diversification to concentration," Empirical Economics, Springer, vol. 64(4), pages 1539-1557, April.
- Michael Jetter & Kieran Stockley, 2023. "Gender match and negotiation: evidence from angel investment on Shark Tank," Empirical Economics, Springer, vol. 64(4), pages 1947-1977, April.
- Asgar Ali & K. N. Badhani, 2023. "Tail risk, beta anomaly, and demand for lottery: what explains cross-sectional variations in equity returns?," Empirical Economics, Springer, vol. 65(2), pages 775-804, August.
- Jie Cheng, 2023. "Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies," Empirical Economics, Springer, vol. 65(2), pages 899-924, August.
- Senthil Kumar Muthusamy & Ramadevi Kannan, 2023. "Profits crisis: evolving patterns of firm size and performance in traditional U.S. industries," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 50(3), pages 575-603, September.
- Mariem Gaies & Walid Chkili, 2023. "Dynamic correlation and hedging strategy between Bitcoin prices and stock market during the Russo-Ukrainian war," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 13(2), pages 307-319, June.
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- Guoli Mo & Chunzhi Tan & Weiguo Zhang & Xuezeng Yu, 2023. "Dynamic spatiotemporal correlation coefficient based on adaptive weight," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-43, December.
- Jyh-Bang Jou & Charlene Tan Lee, 2023. "Design of the contingent royalty rate as related to the type of investment," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-25, December.
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- Roman Mestre, 2023.
"Stock profiling using time–frequency-varying systematic risk measure,"
Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-29, December.
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- Wujun Lv & Tao Pang & Xiaobao Xia & Jingzhou Yan, 2023. "Dynamic portfolio choice with uncertain rare-events risk in stock and cryptocurrency markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-28, December.
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"Store of value or speculative investment? Market reaction to corporate announcements of cryptocurrency acquisition,"
Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-31, December.
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- Xiao Chen & Jin Hyuk Choi & Kasper Larsen & Duane J. Seppi, 2023. "Price impact in Nash equilibria," Finance and Stochastics, Springer, vol. 27(2), pages 305-340, April.
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- Graziella Bertocchi & Marianna Brunetti & Anzelika Zaiceva, 2023.
"The Financial Decisions of Immigrant and Native Households: Evidence from Italy,"
Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 9(1), pages 117-174, March.
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- Md Mahbubur Rahman & Md. Azad Uddin & Ichihashi Masaru, 2023. "Decomposition analysis of entrepreneurial activities in Japan: An international comparison," Journal of Global Entrepreneurship Research, Springer;UNESCO Chair in Entrepreneurship, vol. 13(1), pages 1-16, December.
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"Asset market equilibrium under rational inattention,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(1), pages 1-30, January.
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"Collateral constraints, tranching, and price bases,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(2), pages 317-340, February.
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- Feixue Gong & Gregory Phelan, 2021. "Collateral Constraints, Tranching, and Price Bases," Department of Economics Working Papers 2021-07, Department of Economics, Williams College.
- V. Filipe Martins-da-Rocha & Rafael Mouallem Rosa, 2023. "Complete markets with bankruptcy risk and pecuniary default punishments," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(3), pages 625-640, April.
- Valentina Dimitrova-Grajzl & Peter Grajzl & A. Joseph Guse & Michou Kokodoko & Laurel Wheeler, 2023. "When the Lender Extends a Helping Hand: Native CDFI Client Counseling and Loan Performance in Indian Country," Journal of Economics, Race, and Policy, Springer, vol. 6(4), pages 258-267, December.
- Gu Wang & Jiaxuan Ye, 2023. "Fund Managers’ Competition for Investment Flows Based on Relative Performance," Journal of Optimization Theory and Applications, Springer, vol. 198(2), pages 605-643, August.
- M. Maheen & S. Resia Beegam, 2023. "Application of Nonparametric Stochastic Dominance Approach in the Performance Evaluation of Indian Mutual Funds," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(3), pages 663-680, September.
- Sujata Kundu & Archana Dilip, 2023. "Changing Risk Appetite and Price Dynamics of Gold Vis-a-Vis Real and Financial Assets: Perspective from the Indian Market," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(4), pages 899-923, December.
- Benoît Carmichael & Gilles Boevi Koumou & Kevin Moran, 2023.
"Unifying Portfolio Diversification Measures Using Rao’s Quadratic Entropy,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(4), pages 769-802, December.
- Benoît Carmichael & Gilles Boevi Koumou & Kevin Moran, 2015. "Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy," Cahiers de recherche 1508, CIRPEE.
- Gilles Boevi Koumou & Kevin Moran, 2015. "Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy," Cahiers de recherche 1502, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
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- Carlos Madeira, 2023.
"Use of Financial Instruments Among the Chilean Households,"
Lecture Notes in Operations Research, in: Pascal Alphonse & Karima Bouaiss & Pascal Grandin & Constantin Zopounidis (ed.), Essays on Financial Analytics, pages 63-86,
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- Carlos Madeira, 2023. "Use of Financial Instruments among the Chilean households," Working Papers Central Bank of Chile 974, Central Bank of Chile.
- Nicole Branger & An Chen & Antje Mahayni & Thai Nguyen, 2023. "Optimal collective investment: an analysis of individual welfare," Mathematics and Financial Economics, Springer, volume 17, number 5, February.
- Fangyuan Zhang, 2023. "Non-concave portfolio optimization with average value-at-risk," Mathematics and Financial Economics, Springer, volume 17, number 3, February.
- Zongxia Liang & Xiaodong Luo & Fengyi Yuan, 2023. "Consumption-investment decisions with endogenous reference point and drawdown constraint," Mathematics and Financial Economics, Springer, volume 17, number 6, February.
- Julian Sester, 2023. "On intermediate marginals in martingale optimal transportation," Mathematics and Financial Economics, Springer, volume 17, number 2, February.
- Erdinc Akyildirim & Ahmet Goncu & Alper Hekimoglu & Duc Khuong Nguyen & Ahmet Sensoy, 2023.
"Statistical arbitrage: factor investing approach,"
OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 45(4), pages 1295-1331, December.
- Akyildirim, Erdinc & Goncu, Ahmet & Hekimoglu, Alper & Nguyen, Duc Khuong & Sensoy, Ahmet, 2021. "Statistical arbitrage: Factor investing approach," MPRA Paper 105766, University Library of Munich, Germany.
- Erdinc Akyildirim & Ahmet Goncu & Alper Hekimoglu & Duc Khuong Nguyen & Ahmet Sensoy, 2021. "Statistical Arbitrage: Factor Investing Approach," Working Papers 2021-003, Department of Research, Ipag Business School.
- Nektarios A. Michail & Konstantinos D. Melas, 2023. "Commodity Prices and Dry Bulk Shipping Stock Returns," Springer Proceedings in Business and Economics, in: Nicholas Tsounis & Aspasia Vlachvei (ed.), Advances in Empirical Economic Research, chapter 0, pages 517-526, Springer.
- Aktham Maghyereh & Hussein Abdoh & Marcin Wątorek, 2023. "The impact of COVID-19 pandemic on the dynamic correlations between gold and U.S. equities: evidence from multifractal cross-correlation analysis," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(2), pages 1889-1903, April.
- Afees A. Salisu & Abdulsalam Abidemi Sikiru & Philip C. Omoke, 2023. "COVID-19 pandemic and financial innovations," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(4), pages 3885-3904, August.
- Tim Martens, 2023. "The disclosure function of the U.S. patent system: evidence from the PTDL program and extreme snowfall," Review of Accounting Studies, Springer, vol. 28(1), pages 237-264, March.
- Paul Demeré, 2023. "Is tax return information useful to equity investors?," Review of Accounting Studies, Springer, vol. 28(3), pages 1413-1465, September.
- Mia Hang Pham & Yulia Merkoulova & Chris Veld, 2023. "Credit risk assessment and executives’ legal expertise," Review of Accounting Studies, Springer, vol. 28(4), pages 2361-2400, December.
- Andreas Oehler & Julian Schneider, 2023. "Social trading: do signal providers trigger gambling?," Review of Managerial Science, Springer, vol. 17(4), pages 1269-1331, May.
- Matthias Horn, 2023. "The Influence of ESG Ratings On Idiosyncratic Stock Risk: The Unrated, the Good, the Bad, and the Sinners," Schmalenbach Journal of Business Research, Springer, vol. 75(3), pages 415-442, September.
- Parthajit Kayal & Moinak Maiti, 2023. "Examining the asymmetric information flow between pairs of gold, silver, and oil: a transfer entropy approach," SN Business & Economics, Springer, vol. 3(10), pages 1-22, October.
- Ploypailin Kijkasiwat & Hamza Almustafa & Pongsutti Phuensane, 2023. "Initial coin offerings for business: a systematic literature review and bibliometric analysis," SN Business & Economics, Springer, vol. 3(1), pages 1-31, January.
- Cristiane Gea & Marcelo Cabus Klotzle & Luciano Vereda & Antonio Carlos Figueiredo Pinto, 2023. "Pricing uncertainty in the Brazilian stock market: do size and sustainability matter?," SN Business & Economics, Springer, vol. 3(1), pages 1-37, January.
- Kwadwo Boateng Prempeh & Joseph Magnus Frimpong & Newman Amaning, 2023. "Determining the return volatility of the Ghana stock exchange before and during the COVID-19 pandemic using the exponential GARCH model," SN Business & Economics, Springer, vol. 3(1), pages 1-20, January.
- Hassan Zada & Huma Maqsood & Shakeel Ahmed & Muhammad Zeb Khan, 2023. "Information shocks, market returns and volatility: a comparative analysis of developed equity markets in Asia," SN Business & Economics, Springer, vol. 3(1), pages 1-22, January.
- Naga Pillada & Sangeetha Rangasamy, 2023. "An empirical investigation of investor sentiment and volatility of realty sector market in India: an application of the DCC–GARCH model," SN Business & Economics, Springer, vol. 3(2), pages 1-16, February.
- Siddhartha P. Chakrabarty & Suryadeepto Nag, 2023. "Risk measures and portfolio analysis in the paradigm of climate finance: a review," SN Business & Economics, Springer, vol. 3(3), pages 1-22, March.
- Mutaju Isaack Marobhe & Jonathan Mukiza Peter Kansheba, 2023. "High frequency volatility spillover between oil and non-energy commodities during crisis and tranquil periods," SN Business & Economics, Springer, vol. 3(4), pages 1-27, April.
- Jonathan Ross, 2023. "Does prior stock return correlation predict future stock return correlation?," SN Business & Economics, Springer, vol. 3(9), pages 1-15, September.
- Frans Dreyer & André Heymans & Chris Heerden, 2023. "Analyzing White Maize Hedging Strategies in South Africa," Springer Books, in: Pieter W. Buys & Merwe Oberholzer (ed.), Business Research, chapter 0, pages 137-155, Springer.
- Maela Giofré & Oleksandra Sokolenko, 2023. "Cross-border investment and the decline of exchange rate volatility: implications for Euro area bilateral investments," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 159(3), pages 595-627, August.
- Luqi Yuan & Shihong Zeng, 2023. "The Comparison and Analysis of Exchange Traded Funds (ETFs) Return Rates," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(2), pages 1-4.
- Massimiliano Kaucic & Filippo Piccotto & Gabriele Sbaiz & Giorgio Valentinuz, 2023. "Optimal Portfolio with Sustainable Attitudes under Cumulative Prospect Theory," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(4), pages 1-4.
- Jacob H Schmidt & Bianca Hutton Chimes, 2023. "Do Female Fund Managers outperform their Male Counterparts? A Quantitative Analysis of UK Retail Funds," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(5), pages 1-2.
- Chih-Wei Peng & Huei-Ru Tsai & Kuo-Chih Cheng & Tsung-Fu Chuang, 2023. "Do the Choices of Family Business CEOs Affect Investment Decisions?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(6), pages 1-3.
- Ziang Zhou, 2023. "Research on Small-Cap Value Rotation Investment Strategy Based on "Size Effect" - Evidence from the Chinese Stock Market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(6), pages 1-5.
- Guizhou Wang & Kjell Hausken, 2023. "Comparing Growth Models with Other Investment Methods," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 12(1), pages 1-1.
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- Johan Knif & James W. Kolari & Gregory Koutmos & Seppo Pynonen, 2023. "Modeling the Time Variation in Factor Exposures," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 12(2), pages 1-2.
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"Market selection and learning under model misspecification,"
Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
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- Agnieszka Majewska & Patrycja Bełtowska, 2023. "Socially responsible investing (SRI) as a factor of competitiveness and sustainable development of organizations in young consumers' opinion," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 10(4), pages 245-262, June.
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"Optimal asset allocation for commodity sovereign wealth funds,"
Quantitative Finance, Taylor & Francis Journals, vol. 23(3), pages 471-495, March.
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"Hedging cryptos with Bitcoin futures,"
Quantitative Finance, Taylor & Francis Journals, vol. 23(5), pages 819-841, May.
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- Paulo Rotella Junior & Luiz Célio Souza Rocha & Rogério Santana Peruchi & Giancarlo Aquila & Edson de Oliveira Pamplona & Karel Janda & Arthur Leandro Guerra Pires, 2023.
"Robust portfolio optimization: a stochastic evaluation of worst-case scenarios,"
Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 36(3), pages 2165525-216, December.
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"COVID‐19, Mobility Restriction Policies and Stock Market Volatility: A Cross‐Country Empirical Study,"
Economic Papers, The Economic Society of Australia, vol. 43(2), pages 184-203, June.
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"Skewness-seeking behavior and financial investments,"
Annals of Finance, Springer, vol. 20(1), pages 129-165, March.
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- Samuel Tabot ENOW, 2023. "A Non-linear Dependency Test for Market Efficiency: Evidence from International Stock Markets," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 7(1), pages 1-12.
- Damien KUNJAL, 2023. "The Role of Investor Attention in ETF Liquidity," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 7(2), pages 45-64.
- Hege, Ulrich & Pouget, Sébastien & Zhang, Yifei, 2023. "Climate Patents and Financial Markets," TSE Working Papers 23-1400, Toulouse School of Economics (TSE), revised Dec 2024.
- Saki Bigio & Galo Nuño & Juan Passadore, 2023.
"Debt-Maturity Management with Liquidity Costs,"
Journal of Political Economy Macroeconomics, University of Chicago Press, vol. 1(1), pages 119-190.
- Saki Bigio & Galo Nuño & Juan Passadore, 2019. "Debt-Maturity Management with Liquidity Costs," NBER Working Papers 25808, National Bureau of Economic Research, Inc.
- Luigi Bocola & Guido Lorenzoni, 2023.
"Risk-Sharing Externalities,"
Journal of Political Economy, University of Chicago Press, vol. 131(3), pages 595-632.
- Luigi Bocola & Guido Lorenzoni, 2020. "Risk Sharing Externalities," NBER Working Papers 26985, National Bureau of Economic Research, Inc.
- Andrea Bacchiocchi & Sebastian Ille & Germana Giombini, 2024.
"The effects of a green monetary policy on firms financing cost,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 19(4), pages 727-757, October.
- Andrea Bacchiocchi & Sebastian Ille & Germana Giombini, 2023. "The effects of a green monetary policy on firms financing costs," Working Papers 2301, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2023.
- DEVITA, Febrina & WILANDARI, Yuciana & MARUDDANI, Di Asih I, 2023. "Constant Correlation Model For Optimal Portfolio Formation And Expected Shortfall Risk Measurement: Empirical Evidence From Indonesian Stock Market," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 27(3), pages 25-39, September.
- KUNJAL, Damien, 2023. "Investor Attention And Exchange Traded Fund Returns In South Africa: The Role Of Investors’ Internet Search Activity," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 27(3), pages 40-56, September.
- Diana Barro & Antonella Basso & Stefania Funari & Guglielmo Alessandro Visentin, 2023. "A Bibliometric Analysis of Art in Financial Markets," Working Papers 05, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.
- Diana Barro & Antonella Basso & Stefania Funari & Guglielmo Alessandro Visentin, 2023. "Portfolio Diversification Including Art as an Alternative Asset," Working Papers 06, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.
- Mukhtar Shakira & Jan Anisa & Zahoor Adil, 2023. "Beyond the Big Five: How Dynamic Personality Traits Predict Financial Risk Tolerance?," Acta Universitatis Sapientiae, Economics and Business, Sciendo, vol. 11(1), pages 93-114, October.
- Oktaba Paweł & Grzywińska-Rąpca Małgorzata, 2023. "Modification of technical analysis indicators and increasing the rate of return on investment," Central European Economic Journal, Sciendo, vol. 10(57), pages 148-162, January.
- Skwarek Mateusz, 2023. "Is Bitcoin an emerging market? A market efficiency perspective," Central European Economic Journal, Sciendo, vol. 10(57), pages 219-236, January.
- Masuhr Andreas & Trede Mark, 2023. "Mutual volatility transmission between assets and trading places," Dependence Modeling, De Gruyter, vol. 11(1), pages 1-15.
- Buks Andrew G. & Sobański Konrad, 2023. "Divest or engage? Effective paths to net zero from the U.S. perspective," Economics and Business Review, Sciendo, vol. 9(1), pages 65-93, April.
- Kaczmarek Tomasz & Grobelny Przemysław, 2023. "How to fly to safety without overpaying for the ticket," Economics and Business Review, Sciendo, vol. 9(2), pages 160-183, April.
- Pilch Bartłomiej, 2023. "Is value investing based on scoring models effective? The verification of F-Score-based strategy in the Polish stock market," Economics and Business Review, Sciendo, vol. 9(4), pages 121-152, December.
- Bousbia Salah Rahima & Beggat Hanane & Debbar Abdelkerim, 2023. "The Dollar and Gold: Which is the Safest Haven? COVID-19 Evidence," Economics and Business, Sciendo, vol. 37(1), pages 104-118, January.
- Petrović Ružica & Jocić Dragana Radenković & Kerković Tamara Milenković, 2023. "The Impact of Bilateral Investment Agreements on Attracting Foreign Direct Investments," Economic Themes, Sciendo, vol. 61(2), pages 145-170, June.
- Vasić Aleksandra S. & Jakšić Milena & Todorović Violeta, 2023. "Traditional and Behavioural Approach to Risk in Finance," Economic Themes, Sciendo, vol. 61(4), pages 497-513, December.
- Bouchra El Akraoui & Daoui Cherki, 2023. "Solving Finite-Horizon Discounted Non-Stationary MDPS," Folia Oeconomica Stetinensia, Sciendo, vol. 23(1), pages 1-15, June.
- Iwanicz-Drozdowska Małgorzata & Rogowicz Karol & Smaga Paweł, 2023. "Market-moving events and their role in portfolio optimization of generations X, Y, and Z," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 59(4), pages 371-397, December.
- Wolski Rafal, 2023. "Residential Real Estate as a Potential Hedge of Capital Against Inflation," Real Estate Management and Valuation, Sciendo, vol. 31(1), pages 36-42, March.
- Victor Elsa Sapphira & Razali Muhammad Najib & Ali Hishamuddin Mohd., 2023. "The Dynamics of the Impact of the Covid-19 Pandemic on Pan-Asia’s Real Estate Investment Trusts," Real Estate Management and Valuation, Sciendo, vol. 31(4), pages 11-22, December.
- Socaciu Erzsébet-Mirjám, 2023. "The Nexus Between Foreign Portfolio Diversification and Kinship," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 68(2), pages 1-16, August.
- Deari Fitim & Ulu Yasemin, 2023. "The Turn-of-the-Month Effect: Evidence from Macedonian Stock Exchange," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 33(3), pages 86-100, September.
- Paweł Jakubowski & Robert Ślepaczuk & Franciszek Windorbski, 2023. "REnsembling ARIMAX Model in Algorithmic Investment Strategies on Commodities Market," Working Papers 2023-20, Faculty of Economic Sciences, University of Warsaw.
- Jesús Fernández‐Villaverde & Samuel Hurtado & Galo Nuño, 2023.
"Financial Frictions and the Wealth Distribution,"
Econometrica, Econometric Society, vol. 91(3), pages 869-901, May.
- Jesus Fernandez-Villaverde & Samuel Hurtado & Galo Nuno, 2019. "Financial Frictions and the Wealth Distribution," PIER Working Paper Archive 19-015, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jesús Fernández-Villaverde & Samuel Hurtado & Galo Nuño, 2020. "Financial frictions and the wealth distribution," Working Papers 2013, Banco de España.
- Jesús Fernández-Villaverde & Samuel Hurtado & Galo Nuño, 2019. "Financial Frictions and the Wealth Distribution," NBER Working Papers 26302, National Bureau of Economic Research, Inc.
- Fernández-Villaverde, Jesús & Hurtado, Samuel & Nuño, Galo, 2019. "Financial Frictions and the Wealth Distribution," CEPR Discussion Papers 14002, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & Samuel Hurtado & Galo Nuño, 2020. "Financial Frictions and the Wealth Distribution," CESifo Working Paper Series 8482, CESifo.
- Michele Manna & Stefano Nobili, 2023.
"Banks' holdings of and trading in government bonds,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 257-283, January.
- Michele Manna & Stefano Nobili, 2018. "Banks' holdings of and trading in government bonds," Temi di discussione (Economic working papers) 1166, Bank of Italy, Economic Research and International Relations Area.
- Oliver Borgards & Robert L. Czudaj, 2023.
"Long‐short speculator sentiment in agricultural commodity markets,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 3511-3528, October.
- Oliver Borgards & Robert L. Czudaj, 2022. "Long-short speculator sentiment in agricultural commodity markets," Chemnitz Economic Papers 055, Department of Economics, Chemnitz University of Technology, revised Jan 2022.
- Xiaoxi Liu & Jinming Xie, 2023.
"Forecasting swap rate volatility with information from swaptions,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(4), pages 455-479, April.
- Xiaoxi Liu & Jinming Xie, 2023. "Forecasting swap rate volatility with information from swaptions," BIS Working Papers 1068, Bank for International Settlements.
- Lise Clain‐Chamosset‐Yvrard & Xavier Raurich & Thomas Seegmuller, 2023.
"Are the Liquidity and Collateral Roles of Asset Bubbles Different?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(6), pages 1443-1473, September.
- Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2020. "Are the liquidity and collateral roles of asset bubbles different?," Working Papers 2013, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Lise Clain‐chamosset‐yvrard & Xavier Raurich & Thomas Seegmuller, 2023. "Are the Liquidity and Collateral Roles of Asset Bubbles Different?," Post-Print hal-04069774, HAL.
- Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2020. "Are the liquidity and collateral roles of asset bubbles different?," Working Papers halshs-02536396, HAL.
- Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2020. "Are the liquidity and collateral roles of asset bubbles different?," Working Papers halshs-02538704, HAL.
- Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2023. "Are the liquidity and collateral roles of asset bubbles different?," Post-Print halshs-04345738, HAL.
- Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2020. "Are the liquidity and collateral roles of asset bubbles different?," AMSE Working Papers 2010, Aix-Marseille School of Economics, France.
- Wing-Keung Wong & David Yeung & Richard Lu, 2023. "The Mean-Variance Rule for Investors with Reverse S-Shaped Utility," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 18(01), pages 1-16, March.
- Marc S. Paolella & Paweł Polak, 2023. "Density and Risk Prediction with Non-Gaussian COMFORT Models," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 18(01), pages 1-37, March.
- Turker Acikgoz & Ozge Sezgin Alp & Nazlan Belemir Alkan, 2023. "Dynamics of a Newly Established Agricultural Commodities Market: Financialization, Hedging and Portfolio Diversification in Turkey," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 18(03), pages 1-33, September.
- Ali Matar, 2023. "The Co-Movement between Emerging Stock Markets Using DCC-GARCH Model: Evidence from GCC and Amman Stock Exchange," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 18(04), pages 1-35, December.
- Amritkant Mishra & Ajit Kumar Dash & Shri Narayan Pandey & Amba Agarwal, 2023. "Dynamic spillover among the sectoral indices: Evidence from first and second waves of COVID-19," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 10(03), pages 1-22, September.
- Min-Yuh Day & Paoyu Huang & Yirung Cheng & Yensen Ni, 2023. "Can Investors Profit from Utilizing Technical Trading Rules During the COVID-19 Pandemic?," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 22(06), pages 1893-1921, November.
- Hans-Peter Bermin & Magnus Holm, 2023. "Kelly Trading And Market Equilibrium," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 26(01), pages 1-33, February.
- Kuniyoshi Saito, 2023. "Religiousness, Portfolio Choice, and Gambling in Japan," Journal of Economics, Management and Religion (JEMAR), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 1-19, July.
- Emanuele Maria Carluccio & Paolo Antonio Cucurachi & Ugo Pomante, 2023. "Absolute Or Relative: The Dark Side Of Fund Rating Systems," Journal of Financial Management, Markets and Institutions (JFMMI), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 1-30, June.
- Victoria Atanasov, 2023. "Consumption Risk, Stock Returns, and Economic Cycles," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 13(01), pages 1-36, March.
- Claudio Zara & Luca Bellardini & Margherita Gobbi, 2023. "Circular Economy, Stock Volatility, and Resilience to the COVID-19 Shock: Evidence from European Companies," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 1-48, June.
- Andreas Oehler & Matthias Horn & Stefan Wendt, 2023. "The Trust Risk Puzzle: The Impact of Trust on the Willingness to Take Financial Risk," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 13(03), pages 1-32, September.
- Hong-Yi Chen & Hsuan-Chi Chen & Christine W. Lai & Pei-Ling Yang, 2023. "Investor Attention, Fee Structure, and Newly Issued Funds," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 26(02), pages 1-23, June.
- Xiong Xiong & Jinyi Zhang & Zhenwei Lv & Gaofeng Zou, 2023. "How Does Investor Sentiment Influence Ipo Initial Return And Long-Term Performance? An Agent-Based Computational Finance Approach," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 68(03), pages 899-915, June.
- Liangbo Zhai & Wei Wang, 2023. "Can Winners Keep Winning? An Analysis Of Performance Persistence Of Mutual Funds And Hedge Funds In China," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 68(06), pages 2029-2050, December.
- David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), 2023. "Options — 45 Years since the Publication of the Black–Scholes–Merton Model:The Gershon Fintech Center Conference," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12822.
- Obiyathulla Ismath Bacha, 2023. "Financial Derivatives:Markets and Applications," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12999.
- Mark Haynes Daniell & Tom McCullough, 2023. "Family Wealth Management:Seven Imperatives for Successful Investing," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13129.
- Gueorgui S Konstantinov & Frank J Fabozzi & Joseph S Simonian, 2023. "Quantitative Global Bond Portfolio Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13313.
- Graham L Giller, 2023. "Essays on Trading Strategy," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13413.
- Cheng Few Lee & John Lee & Alice Lee, 2023. "Intermediate Futures and Options:An Active Learning Approach," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13515.
- M. S. Scholes, 2023. "Using Option Pricing Information to Time Diversify Portfolio Returns," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 1, pages 1-15, World Scientific Publishing Co. Pte. Ltd..
- P. Wilmott, 2023. "How Good is Black–Scholes–Merton, Really?," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 2, pages 17-27, World Scientific Publishing Co. Pte. Ltd..
- P. Carr & L. Wu & Y. Zhang, 2023. "Probabilistic Interpretation of Black Implied Volatility," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 3, pages 29-46, World Scientific Publishing Co. Pte. Ltd..
- D. Brigo, 2023.
"Probability-Free Models in Option Pricing: Statistically Indistinguishable Dynamics and Historical vs Implied Volatility,"
World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 4, pages 47-61,
World Scientific Publishing Co. Pte. Ltd..
- Damiano Brigo, 2019. "Probability-free models in option pricing: statistically indistinguishable dynamics and historical vs implied volatility," Papers 1904.01889, arXiv.org, revised Aug 2021.
- M. Brenner, 2023. "VIX and Derivatives," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 5, pages 63-72, World Scientific Publishing Co. Pte. Ltd..
- M. Musiela, 2023. "Multivariate Fractional Brownian Motion and Generalizations of SABR Model," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 6, pages 73-87, World Scientific Publishing Co. Pte. Ltd..
- P. Glasserman & P. He, 2023. "Buy Rough, Sell Smooth," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 7, pages 89-125, World Scientific Publishing Co. Pte. Ltd..
- J. Gatheral & T. Jaisson & M. Rosenbaum, 2023. "Volatility is Rough," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 8, pages 127-172, World Scientific Publishing Co. Pte. Ltd..
- L.C.G. Rogers, 2023. "Things We Think We Know," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 9, pages 173-184, World Scientific Publishing Co. Pte. Ltd..
- R. Lee, 2023. "Cumulant Formulas for Implied Volatility," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 10, pages 185-193, World Scientific Publishing Co. Pte. Ltd..
- P. Tankov, 2023. "Implied Volatility Asymptotics: Black–Scholes and Beyond," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 11, pages 195-212, World Scientific Publishing Co. Pte. Ltd..
- J. Guyon, 2023. "The Smile of Stochastic Volatility Models," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 12, pages 213-233, World Scientific Publishing Co. Pte. Ltd..
- J. Cao & J. Chen & J. Hull, 2023. "A Neural Network Approach to Understanding Implied Volatility Movements," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 13, pages 235-256, World Scientific Publishing Co. Pte. Ltd..
- D. Dobi & M. Avellaneda, 2023. "Modeling Volatility Risk in Equity Options Market: A Statistical Approach," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 14, pages 257-292, World Scientific Publishing Co. Pte. Ltd..
- D. Gershon, 2023. "A General Theory of Option Pricing," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 15, pages 293-330, World Scientific Publishing Co. Pte. Ltd..
- A. Lipton, 2023. "Old Problems, Classical Methods, New Solutions," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 16, pages 331-375, World Scientific Publishing Co. Pte. Ltd..
- B. Dupire, 2023. "25 Years of Local Volatility and Beyond," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 17, pages 377-391, World Scientific Publishing Co. Pte. Ltd..
- D. Gatarek & J. Jabłecki, 2023. "Swap Rate à la Stock: Bermudan Swaptions Made Easy," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 18, pages 393-412, World Scientific Publishing Co. Pte. Ltd..
- N. El Karoui, 2023. "Thirty Years of Derivatives Market: Originality of the French Experience," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 19, pages 413-432, World Scientific Publishing Co. Pte. Ltd..
- E. I. Ronn, 2023. "Option Prices in the Equity, Index and Commodity Markets: The “Message from Markets”," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 20, pages 433-449, World Scientific Publishing Co. Pte. Ltd..
- H. Li & Q. Wang, 2023. "Options Markets in China: The New Frontier," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 21, pages 451-468, World Scientific Publishing Co. Pte. Ltd..
- D. B. Madan, 2023. "Risk Exposure Valuation Using Measure Distortions: An Overview," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 22, pages 469-482, World Scientific Publishing Co. Pte. Ltd..
- P. Protter, 2023. "Insider Trading," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 23, pages 483-493, World Scientific Publishing Co. Pte. Ltd..
- M. Crouhy & D. Galai & Z. Wiener, 2023. "Contingent Claims Analysis in Corporate Finance," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 24, pages 495-520, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Derivatives: Introduction and Overview," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 1, pages 1-18, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Derivative Markets and Trading," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 2, pages 19-42, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Forward and Futures Markets: Pricing and Analysis," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 3, pages 43-80, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Stock Index Futures Contracts: Analysis and Applications," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 4, pages 81-137, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Interest Rate Futures Contracts and Currency Futures Contracts," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 5, pages 139-200, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Introduction to Options," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 6, pages 201-229, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Equity, Equity Index, and Currency Options," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 7, pages 231-277, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Option Strategies and Payoffs," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 8, pages 279-321, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Option Pricing," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 9, pages 323-379, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Replication, Synthetics, and Arbitrage," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 10, pages 381-404, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Options in Corporate Finance and Real Options," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 11, pages 405-432, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Interest Rate Swaps, Credit, and Other Derivatives," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 12, pages 433-470, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Derivative Instruments and Islamic Finance," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 13, pages 471-502, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Answers to Select End-of-Chapter Questions," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 14, pages 503-519, World Scientific Publishing Co. Pte. Ltd..
- Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Quantifying Risks and the Role of Quantitative Management," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 1, pages 3-25, World Scientific Publishing Co. Pte. Ltd..
- Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Global Markets and Bond Benchmarks," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 2, pages 27-66, World Scientific Publishing Co. Pte. Ltd..
- Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Currency Management," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 3, pages 67-101, World Scientific Publishing Co. Pte. Ltd..
- Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Yield Curve Management," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 4, pages 103-150, World Scientific Publishing Co. Pte. Ltd..
- Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Factors in Global Bond Portfolios," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 5, pages 153-173, World Scientific Publishing Co. Pte. Ltd..
- Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Top-Down Portfolio Allocation," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 6, pages 175-203, World Scientific Publishing Co. Pte. Ltd..
- Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Bond Selection," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 7, pages 205-228, World Scientific Publishing Co. Pte. Ltd..
- Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Bond Trading, Portfolio Rebalancing, and Electronic Exchanges," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 8, pages 229-257, World Scientific Publishing Co. Pte. Ltd..
- Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Portfolio Risk Management," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 9, pages 259-298, World Scientific Publishing Co. Pte. Ltd..
- Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Factor Models in Performance Analysis," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 10, pages 301-328, World Scientific Publishing Co. Pte. Ltd..
- Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Performance Analysis," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 11, pages 329-348, World Scientific Publishing Co. Pte. Ltd..
- Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Yield Curve Attribution for Global Bond Portfolios," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 12, pages 349-379, World Scientific Publishing Co. Pte. Ltd..
- Graham L. Giller, 2023. "Mean–Variance Optimization and the Sharpe Ratio," World Scientific Book Chapters, in: Essays on Trading Strategy, chapter 1, pages 1-25, World Scientific Publishing Co. Pte. Ltd..
- Graham L. Giller, 2023. "Analytical Framework," World Scientific Book Chapters, in: Essays on Trading Strategy, chapter 2, pages 27-49, World Scientific Publishing Co. Pte. Ltd..
- Graham L. Giller, 2023. "Utility Theory-Based Portfolio Choice," World Scientific Book Chapters, in: Essays on Trading Strategy, chapter 3, pages 51-71, World Scientific Publishing Co. Pte. Ltd..
- Graham L. Giller, 2023. "Thinking about How to Solve Trading Problems," World Scientific Book Chapters, in: Essays on Trading Strategy, chapter 4, pages 73-94, World Scientific Publishing Co. Pte. Ltd..
- Graham L. Giller, 2023. "Barrier Trading Algorithms," World Scientific Book Chapters, in: Essays on Trading Strategy, chapter 5, pages 95-127, World Scientific Publishing Co. Pte. Ltd..
- Graham L. Giller, 2023. "Ex Post Analysis," World Scientific Book Chapters, in: Essays on Trading Strategy, chapter 6, pages 129-164, World Scientific Publishing Co. Pte. Ltd..
- Choi, Sangyup & Havel, Jiri, 2025.
"Geopolitical risk and U.S. foreign portfolio investment: A tale of advanced and emerging markets,"
Journal of International Money and Finance, Elsevier, vol. 151(C).
- Sangyup Choi & Jiri Havel, 2023. "Geopolitical Risk and Foreign Portfolio Investment: A Tale of Advanced and Emerging Markets," Working papers 2023rwp-221, Yonsei University, Yonsei Economics Research Institute.
- Eichfelder, Sebastian & Knaisch, Jonas & Schneider, Kerstin, 2023. "How does bonus depreciation affect real investment? Effect size, asset structure, and tax planning," arqus Discussion Papers in Quantitative Tax Research 278, arqus - Arbeitskreis Quantitative Steuerlehre.
- McCully, Tuuli, 2023. "Drivers of portfolio flows into Chinese debt securities amidst China's bond market development," BOFIT Discussion Papers 8/2023, Bank of Finland Institute for Emerging Economies (BOFIT).
- Faria, Gonçalo & Verona, Fabio, 2023. "Forecast combination in the frequency domain," Bank of Finland Research Discussion Papers 1/2023, Bank of Finland.
- Goodarzi, Milad & Meinerding, Christoph, 2023. "Asset allocation with recursive parameter updating and macroeconomic regime identifiers," Discussion Papers 06/2023, Deutsche Bundesbank.
- Bednarek, Peter & Dinger, Valeriya & Schultz, Alison & von Westernhagen, Natalja, 2023. "Banks of a feather: The informational advantage of being alike," Discussion Papers 09/2023, Deutsche Bundesbank.
- Frankovic, Ivan & Kolb, Benedikt, 2024.
"The role of emission disclosure for the low-carbon transition,"
European Economic Review, Elsevier, vol. 167(C).
- Frankovic, Ivan & Kolb, Benedikt, 2023. "The role of emission disclosure for the low-carbon transition," Discussion Papers 33/2023, Deutsche Bundesbank.
- Simon, Frederik & Weibels, Sebastian & Zimmermann, Tom, 2025. "Deep parametric portfolio policies," CFR Working Papers 23-01, University of Cologne, Centre for Financial Research (CFR), revised 2025.
- Dörries, Julian & Korn, Olaf & Power, Gabriel J., 2023. "How should the long-term investor harvest variance risk premiums?," CFR Working Papers 23-06, University of Cologne, Centre for Financial Research (CFR).
- Braun, Alexander & Braun, Julia & Weigert, Florian, 2023. "Extreme weather risk and the cost of equity," CFR Working Papers 23-08, University of Cologne, Centre for Financial Research (CFR).
- Moro, Alessandro & Zaghini, Andrea, 2023.
"The green sin: How exchange rate volatility and financial openness affect green premia,"
CFS Working Paper Series
715, Center for Financial Studies (CFS).
- Alessandro Moro & Andrea Zaghini, 2024. "The green sin: how exchange rate volatility and financial openness affect green premia," Temi di discussione (Economic working papers) 1447, Bank of Italy, Economic Research and International Relations Area.
- Vanya Horneff & Raimond Maurer & Olivia S. Mitchell, 2023.
"Fixed and Variable Longevity Annuities in Defined Contribution Plans: Optimal Retirement Portfolios Taking Social Security into Account,"
NBER Working Papers
30853, National Bureau of Economic Research, Inc.
- Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2023. "Fixed and variable longevity annuities in defined contribution plans: Optimal retirement portfolios taking social security into account," CFS Working Paper Series 684, Center for Financial Studies (CFS).
- Whitaker, Amy & Kräussl, Roman, 2023. "Art collectors as venture capitalists," CFS Working Paper Series 696, Center for Financial Studies (CFS).
- Fridgen, Gilbert & Kräussl, Roman & Papageorgiou, Orestis & Tugnetti, Alessandro, 2023. "The fundamental value of art NFTs," CFS Working Paper Series 709, Center for Financial Studies (CFS).
- Zarifhonarvar, Ali, 2023. "The Capital Asset Pricing Model: A New Empirical Investigation," EconStor Preprints 268396, ZBW - Leibniz Information Centre for Economics.
- Nitzan, Jonathan & Bichler, Shimshon, 2023. "המהפכה המשטרית" וקבוצות ההון הדומיננטיות" [Regime Change and Dominant Capital]," EconStor Preprints 279828, ZBW - Leibniz Information Centre for Economics.
- Heidorn, Thomas & Watermeyer, Timo & Haar, Patrick, 2023. "Retail investors' perspective on ESG investments," Frankfurt School - Working Paper Series 234, Frankfurt School of Finance and Management.
- Beyer, Marcel, 2023. "Gambling for recovery? Exploring the riskiness of European insurers' assets during the Covid-19 crisis 2020," ICIR Working Paper Series 46/23, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), revised 2023.
- Mukashov, A., 2023.
"Parameter uncertainty in policy planning models: Using portfolio management methods to choose optimal policies under world market volatility,"
Economic Analysis and Policy, Elsevier, vol. 77(C), pages 187-202.
- Mukashov, Askar, 2021. "Parameter uncertainty in policy planning models: Using portfolio management methods to choose optimal policies under world market volatility," Working Papers of Agricultural Policy WP2021-01, University of Kiel, Department of Agricultural Economics, Chair of Agricultural Policy.
- Mukashov, A., 2023. "Parameter uncertainty in policy planning models: Using portfolio management methods to choose optimal policies under world market volatility," Open Access Publications from Kiel Institute for the World Economy 307023, Kiel Institute for the World Economy (IfW Kiel).
- Li, Shasha & Yang, Biao, 2023. "Green investing, information asymmetry, and capital structure," IWH Discussion Papers 20/2023, Halle Institute for Economic Research (IWH).
- Heinisch Katja & Behrens Christoph & Döpke Jörg & Foltas Alexander & Fritsche Ulrich & Köhler Tim & Müller Karsten & Puckelwald Johannes & Reichmayr Hannes, 2024.
"The IWH Forecasting Dashboard: From Forecasts to Evaluation and Comparison,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 244(3), pages 277-288, June.
- Heinisch, Katja & Behrens, Christoph & Döpke, Jörg & Foltas, Alexander & Fritsche, Ulrich & Köhler, Tim & Müller, Karsten & Puckelwald, Johannes & Reichmayr, Hannes, 2023. "The IWH Forecasting Dashboard: From forecasts to evaluation and comparison," IWH Technical Reports 1/2023, Halle Institute for Economic Research (IWH).
- Lavko, Matus & Klein, Tony & Walther, Thomas, 2023. "Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods," QBS Working Paper Series 2023/01, Queen's University Belfast, Queen's Business School.
- Sheenan, Lisa, 2023.
"Green bonds, conventional bonds and geopolitical risk,"
Finance Research Letters, Elsevier, vol. 58(PC).
- Sheenan, Lisa, 2023. "Green Bonds, Conventional Bonds and Geopolitical Risk," QBS Working Paper Series 2023/05, Queen's University Belfast, Queen's Business School.
- Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2023.
"Mental Models of the Stock Market,"
CESifo Working Paper Series
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- Andre, Peter & Schirmer, Philipp & Wohlfart, Johannes, 2023. "Mental models of the stock market," SAFE Working Paper Series 406, Leibniz Institute for Financial Research SAFE.
- Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2024. "Mental Models of the Stock Market," CEBI working paper series 23-07, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
- Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2024. "Mental Models of the Stock Market," CRC TR 224 Discussion Paper Series crctr224_2024_611, University of Bonn and University of Mannheim, Germany.
- Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2023. "Mental Models of the Stock Market," ECONtribute Discussion Papers Series 259, University of Bonn and University of Cologne, Germany.
- Grossmann, Max & Hackethal, Andreas & Laudi, Marten & Pauls, Thomas, 2023. "Conform to the norm. Peer information and sustainable investments," SAFE Working Paper Series 412, Leibniz Institute for Financial Research SAFE.
- Latino, Carmelo, 2023. "Surfing the green wave: What's in a "green" name change?," SAFE Working Paper Series 410, Leibniz Institute for Financial Research SAFE.
- Bernard, Sabine Esther & Weber, Martin & Loos, Benjamin, 2023. "How speculative asset characteristics shape retail investors' selling behavior," SAFE Working Paper Series 378, Leibniz Institute for Financial Research SAFE.
- Hillert, Alexander & Niessen-Ruenzi, Alexandra & Ruenzi, Stefan, 2023. "Mutual fund shareholder letters: Flows, performance, and managerial behavior," SAFE Working Paper Series 380, Leibniz Institute for Financial Research SAFE.
- Alt, Marius & Berger, Marius & Bersch, Johannes, 2023. "Investor responses to information updates on peer behavior and public investment policy: The case of green investments," ZEW Discussion Papers 23-024, ZEW - Leibniz Centre for European Economic Research.
- Bührle, Anna Theresa & Yen, Chia-Yi, 2023. "Too much "skin in the game" ruins the game: Evidence from managerial capital gains taxes," ZEW Discussion Papers 23-028, ZEW - Leibniz Centre for European Economic Research, revised 2023.
- Gianluca De Nard & Robert F. Engle & Bryan Kelly, 2024.
"Factor-Mimicking Portfolios for Climate Risk,"
Financial Analysts Journal, Taylor & Francis Journals, vol. 80(3), pages 37-58, July.
- Gianluca De Nard & Robert F. Engle & Bryan Kelly, 2023. "Factor mimicking portfolios for climate risk," ECON - Working Papers 429, Department of Economics - University of Zurich, revised Mar 2024.
- Dinabandhu Bag & Saurabh Goel, 2023. "Weak Form of Call Auction Prices: Simulation Using Monte Carlo Variants," Capital Markets Review, Malaysian Finance Association, vol. 31(1), pages 59-71.
- Gerasimos G. Rompotis, 2023. "The Performance of ESG ETFs in the U.S," Capital Markets Review, Malaysian Finance Association, vol. 31(2), pages 89-101.
- Nuno Cassola & Claudio Morana & Elisa Ossola, 2023.
"Green risk in Europe,"
Working Paper series
23-14, Rimini Centre for Economic Analysis, revised Jun 2024.
- Nuno Cassola & Claudio Morana & Elisa Ossola, 2023. "Green risk in Europe," Working Papers 526, University of Milano-Bicocca, Department of Economics.
- Peter Csoka & Judit Hever, 2023. "The Effect of Regulatory Requirements and ESG Promotion on Market Liquidity," MNB Working Papers 2023/1, Magyar Nemzeti Bank (Central Bank of Hungary).
- Ewa Feder-Sempach & Piotr Szczepocki & Wiesław Dębski, 2023. "What if beta is not stable? Applying the Kalman filter to risk estimates of top US companies over the long time horizon," Bank i Kredyt, Narodowy Bank Polski, vol. 54(1), pages 25-44.
- Benjamin Jones & Josh Lerner, 2023. "Entrepreneurship and Innovation Policy and the Economy, volume 2," NBER Books, National Bureau of Economic Research, Inc, number lern-15.
- John B. Shoven & Daniel B. Walton, 2023. "Target Retirement Fund: A Variant on Target Date Funds that uses Deferred Life Annuities rather than Bonds to Reduce Risk as Retirement Approaches," NBER Working Papers 30817, National Bureau of Economic Research, Inc.
- James J. Li & Olivia S. Mitchell & Christina Zhu, 2023. "Suboptimal Household Investment and Information-Processing Frictions: Evidence from 529 College Savings Plans," NBER Working Papers 30848, National Bureau of Economic Research, Inc.
- Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2023.
"Fixed and variable longevity annuities in defined contribution plans: Optimal retirement portfolios taking social security into account,"
CFS Working Paper Series
684, Center for Financial Studies (CFS).
- Vanya Horneff & Raimond Maurer & Olivia S. Mitchell, 2023. "Fixed and Variable Longevity Annuities in Defined Contribution Plans: Optimal Retirement Portfolios Taking Social Security into Account," NBER Working Papers 30853, National Bureau of Economic Research, Inc.
- David Hirshleifer & Lin Peng & Qiguang Wang, 2023. "News Diffusion in Social Networks and Stock Market Reactions," NBER Working Papers 30860, National Bureau of Economic Research, Inc.
- Goldberg, Linda S. & Krogstrup, Signe, 2023.
"International capital flow pressures and global factors,"
Journal of International Economics, Elsevier, vol. 146(C).
- Linda S. Goldberg & Signe Krogstrup, 2022. "International Capital Flow Pressures and Global Factors," NBER Chapters, in: NBER International Seminar on Macroeconomics 2022, National Bureau of Economic Research, Inc.
- Krogstrup, Signe & Goldberg, Linda S., 2023. "International Capital Flow Pressures and Global Factors," CEPR Discussion Papers 17833, C.E.P.R. Discussion Papers.
- Linda S. Goldberg & Signe Krogstrup, 2023. "International Capital Flow Pressures and Global Factors," NBER Working Papers 30887, National Bureau of Economic Research, Inc.
- Linda S. Goldberg & Signe Krogstrup, 2023. "International Capital Flow Pressures and Global Factors," Staff Reports 1051, Federal Reserve Bank of New York.
- Cong, Lin William & George, Nathan Darden & Wang, Guojun, 2023.
"RIM-based value premium and factor pricing using value-price divergence,"
Journal of Banking & Finance, Elsevier, vol. 149(C).
- Lin William Cong & Nathan Darden George & Guojun Wang, 2023. "RIM-Based Value Premium and Factor Pricing Using Value-Price Divergence," NBER Working Papers 30967, National Bureau of Economic Research, Inc.
- Caroline Flammer & Thomas Giroux & Geoffrey Heal, 2023. "Biodiversity Finance," NBER Working Papers 31022, National Bureau of Economic Research, Inc.
- Zhengyang Jiang & Cameron Peng & Hongjun Yan, 2023. "Personality Differences and Investment Decision-Making," NBER Working Papers 31041, National Bureau of Economic Research, Inc.
- James R. Hines, Jr. & Daniel Schaffa, 2023. "Capital Gains Realizations," NBER Working Papers 31059, National Bureau of Economic Research, Inc.
- Nicholas C. Barberis & Lawrence J. Jin, 2023. "Model-free and Model-based Learning as Joint Drivers of Investor Behavior," NBER Working Papers 31081, National Bureau of Economic Research, Inc.
- Stefano Giglio & Bryan T. Kelly & Serhiy Kozak, 2023. "Equity Term Structures without Dividend Strips Data," NBER Working Papers 31119, National Bureau of Economic Research, Inc.
- Vadim Elenev & Tim Landvoigt, 2023. "Asset Pricing with Optimal Under-Diversification," NBER Working Papers 31121, National Bureau of Economic Research, Inc.
- Stefano Giglio & Theresa Kuchler & Johannes Stroebel & Xuran Zeng, 2023. "Biodiversity Risk," NBER Working Papers 31137, National Bureau of Economic Research, Inc.
- Anusha Chari, 2023.
"Global Risk, Non-Bank Financial Intermediation, and Emerging Market Vulnerabilities,"
Annual Review of Economics, Annual Reviews, vol. 15(1), pages 549-572, September.
- Anusha Chari, 2023. "Global Risk, Non-Bank Financial Intermediation, and Emerging Market Vulnerabilities," NBER Working Papers 31143, National Bureau of Economic Research, Inc.
- David Hirshleifer & Dat Y. Mai & Kuntara Pukthuanthong, 2023. "War Discourse and Disaster Premia: 160 Years of Evidence from Stock and Bond Markets," NBER Working Papers 31204, National Bureau of Economic Research, Inc.
- Serhiy Kozak & Stefan Nagel, 2023. "When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor?," NBER Working Papers 31275, National Bureau of Economic Research, Inc.
- Alexander P. Frankel & Joshua L. Krieger & Danielle Li & Dimitris Papanikolaou, 2023. "Evaluation and Learning in R&D Investment," NBER Working Papers 31290, National Bureau of Economic Research, Inc.
- Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2023.
"Green Tilts,"
CEPR Discussion Papers
18219, C.E.P.R. Discussion Papers.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2023. "Green Tilts," NBER Working Papers 31320, National Bureau of Economic Research, Inc.
- David Hirshleifer & Dat Mai & Kuntara Pukthuanthong, 2023. "War Discourse and the Cross Section of Expected Stock Returns," NBER Working Papers 31348, National Bureau of Economic Research, Inc.
- Kaiji Chen & Yiqing Xiao & Tao Zha, 2023. "The Impact of Monetary Policy on Bank Funding Composition: The Role of Deposit Market Regulation," NBER Working Papers 31396, National Bureau of Economic Research, Inc.
- Lin William Cong & Guanhao Feng & Jingyu He & Junye Li, 2023. "Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing," NBER Working Papers 31424, National Bureau of Economic Research, Inc.
- Bryan T. Kelly & Dacheng Xiu, 2023. "Financial Machine Learning," NBER Working Papers 31502, National Bureau of Economic Research, Inc.
- Gregory W. Brown & Celine Yue Fei & David T. Robinson, 2023. "Portfolio Management in Private Equity," NBER Working Papers 31664, National Bureau of Economic Research, Inc.
- Irina Gemmo & Pierre-Carl Michaud & Olivia S. Mitchell, 2023.
"Selection into Financial Education and Effects on Portfolio Choice,"
CIRANO Working Papers
2023s-21, CIRANO.
- Irina Gemmo & Pierre-Carl Michaud & Olivia S. Mitchell, 2023. "Selection into Financial Education and Effects on Portfolio Choice," NBER Working Papers 31682, National Bureau of Economic Research, Inc.
- Irina Gemmo & Pierre-Carl Michaud & Olivia S. Mitchell, 2023. "Selection into Financial Education and Effects on Portfolio Choice," Cahiers de recherche / Working Papers 16, Institut sur la retraite et l'épargne / Retirement and Savings Institute.
- Mihir Gandhi & Niels Joachim Gormsen & Eben Lazarus, 2023. "Forward Return Expectations," NBER Working Papers 31687, National Bureau of Economic Research, Inc.
- Zach Y. Brown & Mark L. Egan & Jihye Jeon & Chuqing Jin & Alex A. Wu, 2023.
"Why Do Index Funds Have Market Power? Quantifying Frictions in the Index Fund Market,"
NBER Working Papers
31778, National Bureau of Economic Research, Inc.
- Brown, Zach Y. & Egan, Mark & Jeon, Jihye & Jin, Chuqing & Wu, Alex A., 2024. "Why Do Index Funds Have Market Power? Quantifying Frictions in the Index Fund Market," TSE Working Papers 24-1542, Toulouse School of Economics (TSE).
- Kahn, Matthew E. & Matsusaka, John G. & Shu, Chong, 2023.
"Divestment and Engagement: The Effect of Green Investors on Corporate Carbon Emissions,"
IZA Discussion Papers
16518, Institute of Labor Economics (IZA).
- Matthew E. Kahn & John Matsusaka & Chong Shu, 2023. "Divestment and Engagement: The Effect of Green Investors on Corporate Carbon Emissions," NBER Working Papers 31791, National Bureau of Economic Research, Inc.
- Raymond Fisman & Pulak Ghosh & Arkodipta Sarkar & Jian Zhang, 2023. "Dirty Air and Green Investments: The Impact of Pollution Information on Portfolio Allocations," NBER Working Papers 31813, National Bureau of Economic Research, Inc.
- Ian Dew-Becker & Stefano Giglio, 2023. "Risk Preferences Implied by Synthetic Options," NBER Working Papers 31833, National Bureau of Economic Research, Inc.
- Darren Aiello & Scott R. Baker & Tetyana Balyuk & Marco Di Maggio & Mark J. Johnson & Jason D. Kotter, 2023. "Who Invests in Crypto? Wealth, Financial Constraints, and Risk Attitudes," NBER Working Papers 31856, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Toomas Laarits, 2023. "When do Treasuries Earn the Convenience Yield? — A Hedging Perspective," NBER Working Papers 31863, National Bureau of Economic Research, Inc.
- Briggs, Joseph & Cesarini, David & Chanwook Lee, Sean & Lindqvist, Erik & Östling, Robert, 2023.
"Financial Windfalls, Portfolio Allocations, and Risk Preferences,"
Working Paper Series
15/2023, Stockholm University, Swedish Institute for Social Research.
- Joseph S. Briggs & David Cesarini & Sean Chanwook Lee & Erik Lindqvist & Robert Östling, 2023. "Financial Windfalls, Portfolio Allocations, and Risk Preferences," NBER Working Papers 31864, National Bureau of Economic Research, Inc.
- Robin Greenwood & Samuel Hanson & Dimitri Vayanos, 2023.
"Supply and Demand and the Term Structure of Interest Rates,"
NBER Working Papers
31879, National Bureau of Economic Research, Inc.
- Greenwood, Robin & Hanson, Samuel & Vayanos, Dimitri, 2024. "Supply and demand and the term structure of interest rates," LSE Research Online Documents on Economics 126107, London School of Economics and Political Science, LSE Library.
- Shawn Cole & Leslie Jeng & Josh Lerner & Natalia Rigol & Benjamin N. Roth, 2023. "What Do Impact Investors Do Differently?," NBER Working Papers 31898, National Bureau of Economic Research, Inc.
- Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2023. "Risk-On Risk-Off: A Multifaceted Approach to Measuring Global Investor Risk Aversion," NBER Working Papers 31907, National Bureau of Economic Research, Inc.
- Randall Morck & M. Deniz Yavuz, 2023. "Indexing and the Incorporation of Exogenous Information Shocks to Stock Prices," NBER Working Papers 31975, National Bureau of Economic Research, Inc.
- Xiao Cen & Winston Wei Dou & Leonid Kogan & Wei Wu, 2023. "Fund Flows and Income Risk of Fund Managers," NBER Working Papers 31986, National Bureau of Economic Research, Inc.
- Bryan Kelly & Semyon Malamud & Mohammad Pourmohammadi & Fabio Trojani, 2023.
"Universal Portfolio Shrinkage,"
Swiss Finance Institute Research Paper Series
23-119, Swiss Finance Institute.
- Bryan T. Kelly & Semyon Malamud & Mohammad Pourmohammadi & Fabio Trojani, 2023. "Universal Portfolio Shrinkage," NBER Working Papers 32004, National Bureau of Economic Research, Inc.
- Svetlana Pashchenko & Ponpoje Porapakkarm, 2024.
"Accounting For Social Security Claiming Behavior,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(1), pages 505-545, February.
- Svetlana Pashchenko & Ponpoje Porapakkarm, 2019. "Accounting for Social Security Claiming Behavior," Working Papers 2019-068, Human Capital and Economic Opportunity Working Group.
- Svetlana Pashchenko & Ponpoje Porapakkarm, 2023. "Accounting for Social Security claiming behavior," GRIPS Discussion Papers 23-05, National Graduate Institute for Policy Studies.
- Pashchenko, Svetlana & Porapakkarm, Ponpoje, 2019. "Accounting for Social Security claiming behavior," MPRA Paper 97958, University Library of Munich, Germany.
- Andrew Detzel & Jefferson Duarte & Avraham Kamara & Stephan Siegel & Celine Sun, 2023. "The Cross-Section of Volatility and Expected Returns: Then and Now," Critical Finance Review, now publishers, vol. 12(1-4), pages 9-56, August.
- Markus Leippold & Michal Svatoň, 2023. "Trend and Reversal of Idiosyncratic Volatility Revisited," Critical Finance Review, now publishers, vol. 12(1-4), pages 171-202, August.
- Russell P. Robins & Geoffrey Peter Smith, 2023. "A New Look at Expected Stock Returns and Volatility," Critical Finance Review, now publishers, vol. 12(1-4), pages 225-270, August.
- Juan Carlos MatallÃn-Sáez, 2023. "Better Performance of Mutual Funds with Lower R2’s Does Not Suggest that Active Management Pays," Critical Finance Review, now publishers, vol. 12(1-4), pages 367-387, August.
- Haimanot Kassa & Feifei Wang & Yan Xuemin (Sterling), 2023. "Expected Stock Market Returns and Volatility: Three Decades Later," Critical Finance Review, now publishers, vol. 12(1-4), pages 271-307, August.
- Hans Lööf & Maziar Sahamkhadam & Andreas Stephan, 2023.
"Incorporating ESG into Optimal Stock Portfolios for the Global Timber & Forestry Industry,"
Journal of Forest Economics, now publishers, vol. 38(2), pages 133-157, June.
- Lööf, Hans & Sahamkhadam, Maziar & Stephan, Andreas, 2022. "Incorporating ESG into optimal stock portfolios for the global timber & forestry industry," Working Paper Series in Economics and Institutions of Innovation 490, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
- John W. Goodell & Andrea Paltrinieri & Stefano PiserÃ, 2023. "Comparing Search-Engine Intensity and Regulatory Attention Impacts on Cryptocurrencies: Uncovering Important Heterogeneities," Review of Corporate Finance, now publishers, vol. 3(4), pages 571-595, September.
- Hamid Reza Izadi, 2023. "Measuring the Effects of Risk Aversion Change on Households’ Performance Using Endogenous Discount Factor Model," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 374-383, June.
- Petar Rangelov, 2023. "Application of Fractal Geometry in Studies of the Bulgarian Financial Market," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 81-98, June.
- Ibrahim M. I. KHARIS & Adriana GIURGIU, 2023. "The Evolution Of Central Bank Digital Currencies And Their Affect On The Global Economy," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 32(1), pages 479-486, July.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Zhenhao Tan & Stephen Utkus & Xiao Xu, 2023.
"Four Facts About ESG Beliefs and Investor Portfolios,"
NBER Working Papers
31114, National Bureau of Economic Research, Inc.
- Giglio, Stefano & Maggiori, Matteo & Stroebel, Johannes & Tan, Zhenhao & Utkus, Stephen & Xu, Xiao, 2023. "Four Facts About Esg Beliefs And Investor Portfolios," SocArXiv dcb93, Center for Open Science.
- Giglio, Stefano & Maggiori, Matteo & Ströbel, Johannes & Tan, Zhenhao & Utkus, Stephen & Xu, Xiao, 2023. "Four Facts about ESG Beliefs and Investor Portfolios," CEPR Discussion Papers 18052, C.E.P.R. Discussion Papers.
- Martin Holmén & Felix Holzmeister & Michael Kirchler & Matthias Stefan & Erik Wengström, 2023.
"Economic Preferences and Personality Traits Among Finance Professionals and the General Population,"
The Economic Journal, Royal Economic Society, vol. 133(656), pages 2949-2977.
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"International Portfolio Choice with Frictions: Evidence from Mutual Funds,"
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"Fortune's Formula or the Road to Ruin? The Generalized Kelly Criterion With Multiple Outcomes,"
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"Impact of final consumption, domestic investment, exports, and imports on economic growth in Albania,"
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"Identifying the emergence of academic entrepreneurship within the technology transfer literature,"
The Journal of Technology Transfer, Springer, vol. 48(5), pages 1800-1812, October.
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"Is There Too Much Benchmarking in Asset Management?,"
American Economic Review, American Economic Association, vol. 113(4), pages 1112-1141, April.
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"Understanding the Ownership Structure of Corporate Bonds,"
American Economic Review: Insights, American Economic Association, vol. 5(1), pages 73-92, March.
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- Gladys A. A. Nabieu & Amoah T. Kwabena & James D. Ntiamoah, 2023. "Financial Inclusion, Investments and Economic Growth: Does Investment Mediate Financial Inclusion for Economic Growth in Africa?," The African Finance Journal, Africagrowth Institute, vol. 25(1), pages 63-84.
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- Dorina PLESCACI, 2023. "Entities Assessment Methods Based on the Notion of Goodwill," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), vol. 4(1), pages 10-18, January.
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- Harshit GURANI, 2023. "Predicting Stock Performance in Indian Mid-Cap and Small-Cap Firms: An Exploration of Financial Ratios Through Logistic Regression Analysis," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), vol. 4(9), pages 56-63, September.
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"Sensitivity to measurement errors of the distance to the efficient frontier,"
Working Papers CEB
23-004, ULB -- Universite Libre de Bruxelles.
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"Portfolio selection: A target-distribution approach,"
European Journal of Operational Research, Elsevier, vol. 310(1), pages 302-314.
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- Lassance, Nathan & Vrins, Frédéric, 2023. "Portfolio selection: A target-distribution approach," LIDAM Reprints LFIN 2023004, Université catholique de Louvain, Louvain Finance (LFIN).
- Lassance, Nathan & Martín-Utrera, Alberto & Simaan, Majeed, 2023. "The Risk of Expected Utility under Parameter Uncertainty," LIDAM Reprints LFIN 2023011, Université catholique de Louvain, Louvain Finance (LFIN).
- Lassance, Nathan & Vanderveken, Rodolphe & Vrins, Frédéric, 2023. "On the Combination of Naive and Mean-Variance Portfolio Strategies," LIDAM Reprints LFIN 2023012, Université catholique de Louvain, Louvain Finance (LFIN).
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"Target return as efficient driver of risk-taking,"
Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 16(1), pages 130-166, May.
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"The Effects of Monetary Policy: Theory with Measured Expectations,"
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- Christopher Roth & Mirko Wiederholt & Johannes Wohlfart, 2023. "The Effects of Monetary Policy: Theory with Measured Expectations," ECONtribute Discussion Papers Series 217, University of Bonn and University of Cologne, Germany.
- Christopher Roth & Mirko Wiederholt & Johannes Wohlfart, 2023. "The Effects of Monetary Policy: Theory with Measured Expectations," CESifo Working Paper Series 10216, CESifo.
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"Information transmission between banks and the market for corporate control,"
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"Mental models of the stock market,"
SAFE Working Paper Series
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- Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2024. "Mental Models of the Stock Market," CEBI working paper series 23-07, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
- Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2024. "Mental Models of the Stock Market," CRC TR 224 Discussion Paper Series crctr224_2024_611, University of Bonn and University of Mannheim, Germany.
- Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2023. "Mental Models of the Stock Market," CESifo Working Paper Series 10691, CESifo.
- Gasparini, Matteo, 2023. "Are financial markets pricing the net zero carbon transition? A reconsideration of the carbon premium," INET Oxford Working Papers 2023-23, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
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"Global Risk, Non-Bank Financial Intermediation, and Emerging Market Vulnerabilities,"
Annual Review of Economics, Annual Reviews, vol. 15(1), pages 549-572, September.
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- Утжанова А.Г. // Utzhanova A.G. & Еркиналиев М.М. // Yerkinaliyev M.M., 2023. "Суверенные фонды благосостояния: инвестиционные цели и стратегическая аллокация активов // Sovereign wealth funds: investment objectives and strategic asset allocation," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 3, pages 41-50.
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"NPV, IRR, PI, PP, and DPP: A unified view,"
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"Factor exposure heterogeneity in green and brown stocks,"
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"A classical model of speculative asset price dynamics,"
Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
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"Sluggish news reactions: A combinatorial approach for synchronizing stock jumps,"
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"Optimal fees in hedge funds with first-loss compensation,"
Journal of Banking & Finance, Elsevier, vol. 118(C).
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- Lada Vejmelkova, 2023. "Characteristics Of Informal Venture Capital In The Czech Republic: Quantitative Approach," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 32(1), pages 19-51, june.
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"Strong vs. stable: the impact of ESG ratings momentum and their volatility on the cost of equity capital,"
Journal of Asset Management, Palgrave Macmillan, vol. 25(7), pages 666-699, December.
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- Massimo Guidolin & Erwin Hansen & Gabriel Cabrera, 2023. "Time-Varying Risk Aversion and International Stock Returns," BAFFI CAREFIN Working Papers 23203, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Dmytro Riznyk, 2023. "Systemic And Structural Characteristics Of Investment Activity In Ukraine," Three Seas Economic Journal, Publishing house "Baltija Publishing", vol. 4(1).
- Myroslava Khutorna & Alina Herasymenko, 2023. "Structural Approach To The Formation Of The Bank'S Industrial Loan Portfolio On The Basis Of Sustainable Development," Green, Blue & Digital Economy Journal, Publishing house "Baltija Publishing", vol. 4(4).
- Anton Gerunov, 2023. "Stock Returns Under Different Market Regimes: An Application of Markov Switching Models to 24 European Indices," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 18-35.
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- Fabiana Fragnito, 2023. "Copytrading, a New Phenomenon: Comparative Economic and Legal Overview," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 431-445.
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- Eduardo Corso & Maximo Sangiacomo, 2023. "Financial De-Dollarization in Argentina. When the Wind Always Blows from the East," BCRA Working Paper Series 2023106, Central Bank of Argentina, Economic Research Department.
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- Aynur COSKUN & Ali Osman GURBUZ, 2023. "Factors Influencing Banks’ Foreign Exchange Derivatives Usage," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 17(2), pages 165-183.
- Alberto Fuertes Mendoza, 2023. "La efectividad de los distintos tipos de activos como cobertura frente a la inflación," Boletín Económico, Banco de España, issue 2023/T1.
- Clara I. González & Elena Triebskorn, 2023. "El camino hacia el cero neto, el papel de los planes de transición y los indicadores prospectivos en la gestión de carteras," Boletín Económico, Banco de España, issue 2023/T3.
- Alberto Fuertes Mendoza, 2023. "The effectiveness of different asset types as a hedge against inflation," Economic Bulletin, Banco de España, issue 2023/Q1.
- Clara I. González & Elena Triebskorn, 2023. "The road to net zero: the role of transition plans and forward-looking indicators in portfolio management," Economic Bulletin, Banco de España, issue 2023/Q3.
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- Onofrio Panzarino, 2023. "Investor behavior under market stress:evidence from the Italian sovereign bond market," Temi di discussione (Economic working papers) 33, Bank of Italy, Economic Research and International Relations Area.
- Nicola Branzoli & Raffaele Gallo & Antonio Ilari & Dario Portioli, 2023. "Financial fragilities and risk-taking of corporate bond funds in the aftermath of central bank policy interventions," Temi di discussione (Economic working papers) 1404, Bank of Italy, Economic Research and International Relations Area.
- Jorge Hernán Toro-Córdoba & Fredy Gamboa-Estrada & Laura Viviana León-Díaz & Martha López & Lucía Arango-Lozano & Diego Alejandro Martínez-Cruz & Luis Fernando Melo-Velandia & Carlos Andrés Quicazán-M, 2023. "Flujos de Capital de Portafolio en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, issue 105, pages 1-103, July.
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- Said Kaawach & Oskar Kowalewski & Oleksandr Talavera, 2023. "Automatic vs Manual Investing: Role of Past Performance," Discussion Papers 23-04, Department of Economics, University of Birmingham.
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"Forecasting swap rate volatility with information from swaptions,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(4), pages 455-479, April.
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"Climate tech 2.0: social efficiency versus private returns,"
CEPR Discussion Papers
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"Money Market Funds and the Pricing of Near-Money Assets,"
Swiss Finance Institute Research Paper Series
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"Who Holds Sovereign Debt and Why It Matters,"
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"Ownership concentration and firm risk: The moderating role of mid‐sized blockholders,"
Journal of Business Finance & Accounting, Wiley Blackwell, vol. 50(1-2), pages 377-410, January.
- Silvia Rossetto & Nassima Selmane & Raffaele Stagliano, 2022. "Ownership concentration and firm risk: the moderating role of mid-sized blockholders," Post-Print hal-04067634, HAL.
- Rossetto, Silvia & Selmane, Nassima & Staglianò, Raffaele, 2022. "Ownership concentration and firm risk: The moderating role of mid-sized blockholders," TSE Working Papers 22-1346, Toulouse School of Economics (TSE).
- Brian H. Boyer & Taylor D. Nadauld & Keith P. Vorkink & Michael S. Weisbach, 2023.
"Discount‐Rate Risk in Private Equity: Evidence from Secondary Market Transactions,"
Journal of Finance, American Finance Association, vol. 78(2), pages 835-885, April.
- Brian Boyer & Taylor D. Nadauld & Keith P. Vorkink & Michael S. Weisbach, 2021. "Discount Rate Risk in Private Equity: Evidence from Secondary Market Transactions," NBER Working Papers 28691, National Bureau of Economic Research, Inc.
- Boyer, Brian & Nadauld, Taylor D. & Vorkink, Keith P. & Weisbach, Michael S., 2021. "Discount Rate Risk in Private Equity: Evidence from Secondary Market Transactions," Working Paper Series 2021-04, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Vimal Balasubramaniam & John Y. Campbell & Tarun Ramadorai & Benjamin Ranish, 2023.
"Who Owns What? A Factor Model for Direct Stockholding,"
Journal of Finance, American Finance Association, vol. 78(3), pages 1545-1591, June.
- Vimal Balasubramaniam & John Y. Campbell & Tarun Ramadorai & Benjamin Ranish, 2021. "Who Owns What? A Factor Model for Direct Stock Holding," NBER Working Papers 29065, National Bureau of Economic Research, Inc.
- Balasubramaniam, Vimal & Campbell, John Y & Ranish, Benjamin, 2021. "Who Owns What? A Factor Model for Direct Stockholding," CEPR Discussion Papers 16378, C.E.P.R. Discussion Papers.
- Bing Han & David Hirshleifer & Johan Walden, 2023.
"Visibility Bias in the Transmission of Consumption Beliefs and Undersaving,"
Journal of Finance, American Finance Association, vol. 78(3), pages 1647-1704, June.
- Bing Han & David Hirshleifer & Johan Walden, 2019. "Visibility Bias in the Transmission of Consumption Beliefs and Undersaving," NBER Working Papers 25566, National Bureau of Economic Research, Inc.
- John Gathergood & David Hirshleifer & David Leake & Hiroaki Sakaguchi & Neil Stewart, 2023.
"Naïve Buying Diversification and Narrow Framing by Individual Investors,"
Journal of Finance, American Finance Association, vol. 78(3), pages 1705-1741, June.
- John Gathergood & David Hirshleifer & David Leake & Hiroaki Sakaguchi & Neil Stewart, 2019. "Naïve *Buying* Diversification and Narrow Framing by Individual Investors," NBER Working Papers 25567, National Bureau of Economic Research, Inc.
- Ran Sun Lyng & Jie Zhou, 2023.
"Household portfolio choice before and after a house purchase,"
Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(6), pages 1376-1398, November.
- Ran S. Lyng & Jie Zhou, 2019. "Household Portfolio Choice Before and After a House Purchase," Departmental Working Papers 2019-04, The University of Winnipeg, Department of Economics.
- Pinter, Gabor, 2023. "An anatomy of the 2022 gilt market crisis," Bank of England working papers 1019, Bank of England.
- Pinter, Gabor & Uslu, Semih, 2023. "Price formation in markets with trading delays," Bank of England working papers 1023, Bank of England.
- Khetan, Umang & Neamțu, Ioana & Sen, Ishita, 2023. "The market for sharing interest rate risk: quantities behind prices," Bank of England working papers 1031, Bank of England.
- Marianthi Anastasatou & Hiona Balfoussia & Zacharias Bragoudakis & Dimitris Malliaropulos & Petros Migiakis & Dimitris Papageorgiou & Pavlos Petroulas, 2023. "Effects of a sovereign credit rating upgrade to investment grade on the Greek economy," Economic Bulletin, Bank of Greece, issue 58, pages 7-28, December.
- Michele Costa, 2023. "The evaluation of the effects of ESG scores on financial markets," Working Papers wp1189, Dipartimento Scienze Economiche, Universita' di Bologna.
- Francesco Menoncin & Andrea Modena, 2023. "Dynamic Tax Evasion and Growth With Heterogeneous Agents," CRC TR 224 Discussion Paper Series crctr224_2023_393, University of Bonn and University of Mannheim, Germany.
- Andrea Modena & Luca Regis, 2023. "Capital Risk, Fiscal Policy, and the Distribution of Wealth," CRC TR 224 Discussion Paper Series crctr224_2023_454, University of Bonn and University of Mannheim, Germany.
- Voica Daniel C., 2023. "Subsidized Crop Insurance under Limited Access to Incomplete Financial Markets," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 23(1), pages 165-189, January.
- Lamadrid-Contreras Arturo & Ramírez-Rondán Nelson R., 2023. "Panel data models with two threshold variables," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 27(3), pages 315-333, June.
- Ayala Astrid & Blazsek Szabolcs & Licht Adrian, 2023. "Comparison of Score-Driven Equity-Gold Portfolios During the COVID-19 Pandemic Using Model Confidence Sets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 27(5), pages 705-731, December.
- Radu Burlacu & Patrice Fontaine & Sonia Jimenez-Garces, 2023. "Why Do Investors Buy Shares of Actively Managed Equity Mutual Funds? Considering the Correct Reference Portfolio from an Uninformed Investor’s Perspective," Finance, Presses universitaires de Grenoble, vol. 44(2), pages 69-111.
- Yann Ferrat, 2023. "Le label ISR français : gage de qualité extra-financière sans coût financier," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 295-308.
- Webbe-Wood, D. & Nuttall, W. J. & Kazantzis, N. K. & Chyong C. K., 2023. "The Options Value of Blue Hydrogen in a Low Carbon Energy System," Cambridge Working Papers in Economics 2338, Faculty of Economics, University of Cambridge.
- Nikola Fabris & Milutin Ješić, 2023. "Are Gold and Bitcoin a Safe Haven for European Indices?," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 12(1), pages 27-44.
- Soraya BEN SOUISSI & Mahmoud Sami NABI, 2023. "Could the Issuance of CBDC Reduce the Likelihood of Banking Panic?," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 12(2), pages 83-101.
- Helen Mussell, 2023. "Investigating the Fiduciary using Social Positioning Theory: An In-depth Analysis," Working Papers wp536, Centre for Business Research, University of Cambridge.
- Warwick Anderson & Jędrzej Białkowski & Moritz Wagner, 2023. "The midterm election effect on US stock returns: Some practical considerations for investors," Working Papers in Economics 23/05, University of Canterbury, Department of Economics and Finance.
- Jędrzej Białkowski & Moritz Wagner & Xiaopeng Wei, 2023. "Differences between NZ and U.S. individual investor sentiment: More noise or more information?," Working Papers in Economics 23/11, University of Canterbury, Department of Economics and Finance.
- Bauwens, Luc & Xu, Yongdeng, 2023.
"The contribution of realized covariance models to the economic value of volatility timing,"
LIDAM Discussion Papers CORE
2023018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Bauwens, Luc & Xu, Yongdeng, 2023. "The contribution of realized covariance models to the economic value of volatility timing," Cardiff Economics Working Papers E2023/20, Cardiff University, Cardiff Business School, Economics Section.
- Christopher Roth & Mirko Wiederholt & Johannes Wohlfart, 2022.
"The Effects of Monetary Policy: Theory with Measured Expectations,"
Working Papers
hal-03878711, HAL.
- Christopher Roth & Mirko Wiederholt & Johannes Wohlfart, 2023. "The Effects of Monetary Policy: Theory with Measured Expectations," CESifo Working Paper Series 10216, CESifo.
- Christopher Roth & Mirko Wiederholt & Johannes Wohlfart, 2023. "The Effects of Monetary Policy: Theory with Measured Expectations," ECONtribute Discussion Papers Series 217, University of Bonn and University of Cologne, Germany.
- Christopher Roth & Mirko Wiederholt & Johannes Wohlfart, 2022. "The Effects of Monetary Policy: Theory with Measured Expectations," SciencePo Working papers Main hal-03878711, HAL.
- Bauer, Michael & Huber, Daniel & Rudebusch, Glenn & Wilms, Ole, 2022.
"Where is the carbon premium? Global performance of green and brown stocks,"
Other publications TiSEM
6b117156-316d-440a-9fa5-b, Tilburg University, School of Economics and Management.
- Michael D. Bauer & Daniel Huber & Glenn D. Rudebusch & Ole Wilms, 2023. "Where Is the Carbon Premium? Global Performance of Green and Brown Stocks," CESifo Working Paper Series 10246, CESifo.
- Bauer, Michael & Huber, Daniel & Rudebusch, Glenn & Wilms, Ole, 2023. "Where is the Carbon Premium? Global Performance of Green and Brown Stocks," CEPR Discussion Papers 17824, C.E.P.R. Discussion Papers.
- Björn Bos & Moritz A. Drupp & Jasper N. Meya & Martin F. Quaas, 2023. "Financial Risk-Taking under Health Risk," CESifo Working Paper Series 10387, CESifo.
- Christian Fieberg & Lars Hornuf & David J. Streich, 2023. "Using GPT-4 for Financial Advice," CESifo Working Paper Series 10529, CESifo.
- Andre, Peter & Schirmer, Philipp & Wohlfart, Johannes, 2023.
"Mental models of the stock market,"
SAFE Working Paper Series
406, Leibniz Institute for Financial Research SAFE.
- Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2023. "Mental Models of the Stock Market," CESifo Working Paper Series 10691, CESifo.
- Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2024. "Mental Models of the Stock Market," CEBI working paper series 23-07, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
- Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2024. "Mental Models of the Stock Market," CRC TR 224 Discussion Paper Series crctr224_2024_611, University of Bonn and University of Mannheim, Germany.
- Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2023. "Mental Models of the Stock Market," ECONtribute Discussion Papers Series 259, University of Bonn and University of Cologne, Germany.
- Guiso, Luigi & Zaccaria, Luana, 2023.
"From patriarchy to partnership: Gender equality and household finance,"
Journal of Financial Economics, Elsevier, vol. 147(3), pages 573-595.
- Luigi Guiso & Luana Zaccaria, 2021. "From Patriarchy to Partnership: Gender Equality and Household Finance," EIEF Working Papers Series 2101, Einaudi Institute for Economics and Finance (EIEF), revised Jan 2021.
- Luigi Guiso & Luana Zaccaria, 2023. "From Patriarchy to Partnership: Gender Equality and Household Finance," Working Papers Central Bank of Chile 968, Central Bank of Chile.
- Carlos Madeira, 2023.
"Use of Financial Instruments Among the Chilean Households,"
Lecture Notes in Operations Research, in: Pascal Alphonse & Karima Bouaiss & Pascal Grandin & Constantin Zopounidis (ed.), Essays on Financial Analytics, pages 63-86,
Springer.
- Carlos Madeira, 2023. "Use of Financial Instruments among the Chilean households," Working Papers Central Bank of Chile 974, Central Bank of Chile.
- Sebastian Doerr & Sebastian Egemen Eren & Semyon Malamud, 2023.
"Money market funds and the pricing of near-money assets,"
BIS Working Papers
1096, Bank for International Settlements.
- Doerr, Sebastian & Eren, Egemen & Malamud, Semyon, 2024. "Money Market Funds and the Pricing of Near-Money Assets," CEPR Discussion Papers 18813, C.E.P.R. Discussion Papers.
- Sebastian Doerr & Egemen Eren & Semyon Malamud, 2023. "Money Market Funds and the Pricing of Near-Money Assets," Swiss Finance Institute Research Paper Series 23-04, Swiss Finance Institute.
- Martin Hoesli & Louis Johner & Jon Lekander, 2023. "The Role of Multi-Family Properties in Hedging Pension Liability Risk: Long-Run Evidence," Swiss Finance Institute Research Paper Series 23-08, Swiss Finance Institute.
- Turan G. Bali & Heiner Beckmeyer & Amit Goyal, 2023. "A Joint Factor Model for Bonds, Stocks, and Options," Swiss Finance Institute Research Paper Series 23-106, Swiss Finance Institute.
- Amit Goyal & Sunil Wahal, 2023. "R&D, Innovation, and the Stock Market," Swiss Finance Institute Research Paper Series 23-107, Swiss Finance Institute.
- Bryan T. Kelly & Semyon Malamud & Mohammad Pourmohammadi & Fabio Trojani, 2023.
"Universal Portfolio Shrinkage,"
NBER Working Papers
32004, National Bureau of Economic Research, Inc.
- Bryan Kelly & Semyon Malamud & Mohammad Pourmohammadi & Fabio Trojani, 2023. "Universal Portfolio Shrinkage," Swiss Finance Institute Research Paper Series 23-119, Swiss Finance Institute.
- Jan Muckenhaupt & Martin Hoesli & Bing Zhu, 2023. "Listed Real Estate as an Inflation Hedge across Regimes," Swiss Finance Institute Research Paper Series 23-13, Swiss Finance Institute.
- Antoine Didisheim & Shikun Ke & Bryan T. Kelly & Semyon Malamud, 2023. "Complexity in Factor Pricing Models," Swiss Finance Institute Research Paper Series 23-19, Swiss Finance Institute.
- Markus Leippold & Hanlin Yang, 2023. "Mixed-Frequency Predictive Regressions with Parameter Learning," Swiss Finance Institute Research Paper Series 23-39, Swiss Finance Institute, revised Jun 2023.
- Vesa Pursiainen & Jan Toczynski, 2023. "Retail Investors’ Cryptocurrency Investments," Swiss Finance Institute Research Paper Series 23-51, Swiss Finance Institute.
- Thorsten Hens & Ester Trutwin, 2023. "Modelling Sustainable Investing in the CAPM," Swiss Finance Institute Research Paper Series 23-56, Swiss Finance Institute.
- Alexander Cochardt & Stephan Heller & Vitaly Orlov, 2023. "Do Mutual Funds Greenwash? Evidence from Fund Name Changes," Swiss Finance Institute Research Paper Series 23-64, Swiss Finance Institute.
- Roland Füss & Stefan Morkoetter & Maria Oliveira, 2023. "Investing in Your Alumni: Endowments' Investment Choices in Private Equity," Swiss Finance Institute Research Paper Series 23-65, Swiss Finance Institute.
- Igor V. Evstigneev & Thorsten Hens & Mohammad Javad Vanaei & Mohammad Mikhail Zhitlukhin, 2023. "Behavioral Finance through the Lens of Evolution: "Survival of the Fittest" for Portfolio Rules," Swiss Finance Institute Research Paper Series 23-72, Swiss Finance Institute.
- Jörn Debener & Arved Fenner & Philipp Klein & Steven Ongena, 2023. "Textual Disclosure in Prospectuses and Investors’ Security Pricing," Swiss Finance Institute Research Paper Series 23-93, Swiss Finance Institute.
- Alberto Plazzi & Andrea Tamoni & Marco Zanotti, 2023. "Financial Intermediaries and Demand for Duration," Swiss Finance Institute Research Paper Series 23-94, Swiss Finance Institute.
- Marine Carrasco & N’Golo Koné, 2024.
"Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility,"
Journal of Financial Econometrics, Oxford University Press, vol. 22(4), pages 908-953.
- Marine Carrasco & N'Golo Koné, 2023. "Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility," CIRANO Working Papers 2023s-03, CIRANO.
- Irina Gemmo & Pierre-Carl Michaud & Olivia S. Mitchell, 2023.
"Selection into Financial Education and Effects on Portfolio Choice,"
NBER Working Papers
31682, National Bureau of Economic Research, Inc.
- Irina Gemmo & Pierre-Carl Michaud & Olivia S. Mitchell, 2023. "Selection into Financial Education and Effects on Portfolio Choice," CIRANO Working Papers 2023s-21, CIRANO.
- Irina Gemmo & Pierre-Carl Michaud & Olivia S. Mitchell, 2023. "Selection into Financial Education and Effects on Portfolio Choice," Cahiers de recherche / Working Papers 16, Institut sur la retraite et l'épargne / Retirement and Savings Institute.
- Martin Vesely, 2023. "Finding the Optimal Currency Composition of Foreign Exchange Reserves with a Quantum Computer," Working Papers 2023/1, Czech National Bank.
- Dominika Ehrenbergerova & Simona Malovana & Caterina Mendicino, 2023. "How Do Climate Policies Affect Holdings of Green and Brown Firms' Securities?," Working Papers 2023/11, Czech National Bank.
- Milan Szabo, 2023. "Cyclical Investment Behavior of Investment Funds: Its Heterogeneity and Drivers," Working Papers 2023/5, Czech National Bank.
- Ricardo Crisósotomo, 2023. "Medición del riesgo de transición en fondos de inversión," CNMV Documentos de Trabajo CNMV Documentos de Trabaj, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas.
- Ramiro Losada, Albert Martínez Pastor, 2023. "Emisores de valores españoles y su relación con el cambio climático," CNMV Documentos de Trabajo CNMV Documentos de Trabaj, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas.
- Ricardo Crisostomo, 2022.
"Measuring Transition Risk in Investment Funds,"
Papers
2210.15329, arXiv.org, revised Dec 2022.
- Ricardo Crisóstomo, 2023. "Measuring Transition Risk in Investment Funds," CNMV Working Papers CNMV Working Papers no. 8, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
- Ramiro Losada, Albert Martínez Pastor, 2023. "Spanish securities issuers and their relstionship with climate change," CNMV Working Papers CNMV Working Papers no. 8, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
- Melo-Velandia, Luis Fernando & Orozco-Vanegas, Camilo Andrés & Parra-Amado, Daniel, 2023. "Ofertas públicas de adquisición y su efecto sobre la rentabilidad de los mercados accionarios: el caso de Nutresa y sura en Colombia," Revista de Economía del Rosario, Universidad del Rosario, vol. 26(1), pages 1-37, June.
- Sánchez Arévalo, Jorge Luis & Ferreira de Andrade, Alisson Maxwell & de Oliveira Vendramin, Elisabeth, 2023. "Ibovespa’s response to the behavior of oil and ore prices during the international crisis caused by COVID-19," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 15(1), pages 21-43, January.
- Isidore, Renu & Arun, C. Joe, 2023. "The Moderating Effect of Financial Literacy on the Relationship Between Decision-Making Tools and Equity Returns in the Indian Secondary Equity Market," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 15(1), pages 185-211, January.
- Bauwens, Luc & Xu, Yongdeng, 2023.
"The contribution of realized covariance models to the economic value of volatility timing,"
Cardiff Economics Working Papers
E2023/20, Cardiff University, Cardiff Business School, Economics Section.
- Bauwens, Luc & Xu, Yongdeng, 2023. "The contribution of realized covariance models to the economic value of volatility timing," LIDAM Discussion Papers CORE 2023018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Bauwens, Luc & Otranto, Edoardo, 2023. "Realized Covariance Models with Time-varying Parameters and Spillover Effects," LIDAM Discussion Papers CORE 2023019, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Clayton, Christopher & Dos Santos, Amanda & Maggiori, Matteo & Schreger, Jesse, 2022.
"Internationalizing Like China,"
Research Papers
4019, Stanford University, Graduate School of Business.
- Clayton, Christopher & Dos Santos, Amanda & Maggiori, Matteo & Schreger, Jesse, 2023. "Internationalizing Like China," CEPR Discussion Papers 17781, C.E.P.R. Discussion Papers.
- Clayton, Christopher & Santos, Amanda Dos & Maggiori, Matteo & Schreger, Jesse, 2022. "Internationalizing Like China," SocArXiv r2msa, Center for Open Science.
- Christopher Clayton & Amanda Dos Santos & Matteo Maggiori & Jesse Schreger, 2022. "Internationalizing Like China," NBER Working Papers 30336, National Bureau of Economic Research, Inc.
- Fagereng, Andreas & Guiso, Luigi & Ring, Marius, 2023. "How much and how fast do investors respond to equity premium changes? Evidence from wealth taxation," CEPR Discussion Papers 17792, C.E.P.R. Discussion Papers.
- Bauer, Michael & Huber, Daniel & Rudebusch, Glenn & Wilms, Ole, 2022.
"Where is the carbon premium? Global performance of green and brown stocks,"
Other publications TiSEM
6b117156-316d-440a-9fa5-b, Tilburg University, School of Economics and Management.
- Bauer, Michael & Huber, Daniel & Rudebusch, Glenn & Wilms, Ole, 2023. "Where is the Carbon Premium? Global Performance of Green and Brown Stocks," CEPR Discussion Papers 17824, C.E.P.R. Discussion Papers.
- Michael D. Bauer & Daniel Huber & Glenn D. Rudebusch & Ole Wilms, 2023. "Where Is the Carbon Premium? Global Performance of Green and Brown Stocks," CESifo Working Paper Series 10246, CESifo.
- Goldberg, Linda S. & Krogstrup, Signe, 2023.
"International capital flow pressures and global factors,"
Journal of International Economics, Elsevier, vol. 146(C).
- Linda S. Goldberg & Signe Krogstrup, 2022. "International Capital Flow Pressures and Global Factors," NBER Chapters, in: NBER International Seminar on Macroeconomics 2022, National Bureau of Economic Research, Inc.
- Linda S. Goldberg & Signe Krogstrup, 2023. "International Capital Flow Pressures and Global Factors," NBER Working Papers 30887, National Bureau of Economic Research, Inc.
- Krogstrup, Signe & Goldberg, Linda S., 2023. "International Capital Flow Pressures and Global Factors," CEPR Discussion Papers 17833, C.E.P.R. Discussion Papers.
- Linda S. Goldberg & Signe Krogstrup, 2023. "International Capital Flow Pressures and Global Factors," Staff Reports 1051, Federal Reserve Bank of New York.
- Katarzyna A. Bilicka & Irem Guceri & Evangelos Koumanakos, 2022.
"Dividend Taxation and Firm Performance with Heterogeneous Payout Responses,"
NBER Working Papers
30808, National Bureau of Economic Research, Inc.
- Bilicka, Katarzyna & Güçeri, Irem & Koumanakos, Evangelos, 2023. "Dividend Taxation and Firm Performance with Heterogeneous Payout Responses," CEPR Discussion Papers 17871, C.E.P.R. Discussion Papers.
- Katarzyna Bilicka & Irem Güçeri & Evangelos Koumanakos & Katarzyna Anna Bilicka & Irem Guceri, 2022. "Dividend Taxation and Firm Performance with Heterogeneous Payout Responses," CESifo Working Paper Series 10185, CESifo.
- Marco Angrisani & Marco Cipriani & Antonio Guarino, 2022.
"Strategic Sophistication and Trading Profits: An Experiment with Professional Traders,"
Staff Reports
1044, Federal Reserve Bank of New York.
- Angrisani, Marco & Cipriani, Marco & Guarino, Antonio, 2023. "Strategic Sophistication and Trading Profits: An Experiment with Professional Traders," CEPR Discussion Papers 17983, C.E.P.R. Discussion Papers.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Zhenhao Tan & Stephen Utkus & Xiao Xu, 2023.
"Four Facts About ESG Beliefs and Investor Portfolios,"
NBER Working Papers
31114, National Bureau of Economic Research, Inc.
- Giglio, Stefano & Maggiori, Matteo & Ströbel, Johannes & Tan, Zhenhao & Utkus, Stephen & Xu, Xiao, 2023. "Four Facts about ESG Beliefs and Investor Portfolios," CEPR Discussion Papers 18052, C.E.P.R. Discussion Papers.
- Giglio, Stefano & Maggiori, Matteo & Stroebel, Johannes & Tan, Zhenhao & Utkus, Stephen & Xu, Xiao, 2023. "Four Facts About Esg Beliefs And Investor Portfolios," SocArXiv dcb93, Center for Open Science.
- Hans K. Hvide & Tom G. Meling & Magne Mogstad & Ola L. Vestad, 2024.
"Broadband Internet and the Stock Market Investments of Individual Investors,"
Journal of Finance, American Finance Association, vol. 79(3), pages 2163-2194, June.
- Hans K. Hvide & Tom G. Meling & Magne Mogstad & Ola L. Vestad, 2021. "Broadband internet and the stock market investments of individual investors," Discussion Papers 946, Statistics Norway, Research Department.
- Hvide, Hans K. & Meling, Tom G. & Mogstad, Magne & Vestad, Ola, 2023. "Broadband Internet and the Stock Market Investments of Individual Investors," CEPR Discussion Papers 18067, C.E.P.R. Discussion Papers.
- Hans K. Hvide & Tom G. Meling & Magne Mogstad & Ola L. Vestad, 2022. "Broadband Internet and the Stock Market Investments of Individual Investors," NBER Working Papers 30383, National Bureau of Economic Research, Inc.
- Huning, Thilo & Wahl, Fabian, 2023. "Does Regional Identity Guide Investments? Evidence from German license plates," CEPR Discussion Papers 18074, C.E.P.R. Discussion Papers.
- Belo, Frederico & Deng, Yao & Salomao, Juliana, 2023. "Estimating and Testing Investment-based Asset Pricing Models," CEPR Discussion Papers 18094, C.E.P.R. Discussion Papers.
- Kaniel, Ron & Lin, Zihan & Pelger, Markus & Van Nieuwerburgh, Stijn, 2023.
"Machine-learning the skill of mutual fund managers,"
Journal of Financial Economics, Elsevier, vol. 150(1), pages 94-138.
- Ron Kaniel & Zihan Lin & Markus Pelger & Stijn Van Nieuwerburgh, 2022. "Machine-Learning the Skill of Mutual Fund Managers," NBER Working Papers 29723, National Bureau of Economic Research, Inc.
- Kaniel, Ron & Lin, Zihan & Pelger, Markus & Van Nieuwerburgh, Stijn, 2023. "Machine-Learning the Skill of Mutual Fund Managers," CEPR Discussion Papers 18129, C.E.P.R. Discussion Papers.
- Giulio Cornelli & Jon Frost & Leonardo Gambacorta & Ouarda Merrouche, 2023.
"Climate tech 2.0: social efficiency versus private returns,"
BIS Working Papers
1072, Bank for International Settlements.
- Cornelli, Giulio & Frost, Jon & Gambacorta, Leonardo & Merrouche, Ouarda, 2023. "Climate tech 2.0: social efficiency versus private returns," CEPR Discussion Papers 18174, C.E.P.R. Discussion Papers.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2023.
"Green Tilts,"
NBER Working Papers
31320, National Bureau of Economic Research, Inc.
- Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2023. "Green Tilts," CEPR Discussion Papers 18219, C.E.P.R. Discussion Papers.
- Toni Ahnert & Co-Pierre Georg & Gideon DuRand, 2019.
"Anticipated Financial Contagion,"
2019 Meeting Papers
1312, Society for Economic Dynamics.
- Ahnert, Toni & DuRand, Gideon & Georg, Co-Pierre, 2023. "Anticipated Financial Contagion," CEPR Discussion Papers 18223, C.E.P.R. Discussion Papers.
- Adem Atmaz & Suleyman Basak & Fangcheng Ruan, 2024.
"Dynamic Equilibrium with Costly Short-Selling and Lending Market,"
The Review of Financial Studies, Society for Financial Studies, vol. 37(2), pages 444-506.
- Atmaz, Adem & Basak, Suleyman & Ruan, Fangcheng, 2023. "Dynamic Equilibrium with Costly Short-Selling and Lending Market," CEPR Discussion Papers 18256, C.E.P.R. Discussion Papers.
- Parise, Gianpaolo & Rubin, Mirco, 2023. "Green Window Dressing," CEPR Discussion Papers 18270, C.E.P.R. Discussion Papers.
- Degryse, Hans & Di Giuli, Alberta & Sekerci, Naciye & Stradi, Francesco, 2023. "Sustainable investments: One for the money, two for the show," CEPR Discussion Papers 18285, C.E.P.R. Discussion Papers.
- Giannetti, Mariassunta & Jasova, Martina & Loumioti, Maria & Mendicino, Caterina, 2023. "“Glossy Green†Banks: The Disconnect Between Environmental Disclosures and Lending Activities," CEPR Discussion Papers 18286, C.E.P.R. Discussion Papers.
- Dirk Niepelt, 2023.
"Payments and prices,"
Working Papers
2023-03, Swiss National Bank.
- Niepelt, Dirk, 2023. "Payments and Prices," CEPR Discussion Papers 18291, C.E.P.R. Discussion Papers.
- Georgarakos, Dimitris & Popov, Alexander, 2023.
"I (Don't) Owe You: Sovereign Default and Borrowing Behavior,"
CEPR Discussion Papers
18300, C.E.P.R. Discussion Papers.
- Georgarakos, Dimitris & Popov, Alexander, 2024. "I (don’t) owe you: sovereign default and borrowing behavior," Working Paper Series 2893, European Central Bank.
- Andonov, Aleksandar, 2023. "Delegated Investment Management in Alternative Assets," CEPR Discussion Papers 18352, C.E.P.R. Discussion Papers.
- Bittner, Christian & Fecht, Falko & Pala, Melissa & Saidi, Farzad, 2022.
"Information transmission between banks and the market for corporate control,"
Discussion Papers
29/2022, Deutsche Bundesbank.
- Bittner, Christian & Fecht, Falko & Pala, Melissa & Saidi, Farzad, 2023. "Information Transmission between Banks and the Market for Corporate Control," CEPR Discussion Papers 18362, C.E.P.R. Discussion Papers.
- Christian Bittner & Falko Fecht & Melissa Pala & Farzad Saidi, 2023. "Information Transmission between Banks and the Market for Corporate Control," ECONtribute Discussion Papers Series 250, University of Bonn and University of Cologne, Germany.
- Leonie Bräuer & Harald Hau, 2022.
"Can Time-Varying Currency Risk Hedging Explain Exchange Rates?,"
Swiss Finance Institute Research Paper Series
22-77, Swiss Finance Institute.
- Bräuer, Leonie & Hau, Harald, 2023. "Can Time-Varying Currency Risk Hedging Explain Exchange Rates?," CEPR Discussion Papers 18516, C.E.P.R. Discussion Papers.
- Leonie Bräuer & Harald Hau, 2022. "Can Time-Varying Currency Risk Hedging Explain Exchange Rates?," CESifo Working Paper Series 10065, CESifo.
- Kaniel, Ron & Li, Jennifer & Shi, Donghui & Qi, Zhang, 2023. "Benefits of Partial vs Full Mandatory Mutual Fund Disclosure," CEPR Discussion Papers 18565, C.E.P.R. Discussion Papers.
- Ivashchenko, Alexey & Kosowski, Robert, 2023. "Transaction costs and capacity of systematic corporate bond strategies," CEPR Discussion Papers 18569, C.E.P.R. Discussion Papers.
- Acharya, Viral & Laarits, Toomas, 2023. "When do Treasuries Earn the Convenience Yield? — A Hedging Perspective," CEPR Discussion Papers 18584, C.E.P.R. Discussion Papers.
- Mueller-Dethard, Jan & Reinhardt, Niklas & Weber, Martin, 2023. "Reinvesting Dividends," CEPR Discussion Papers 18657, C.E.P.R. Discussion Papers.
- Antonio Pérez Cambriles & Sonia Benito Muela, 2023. "Assessing the structure dependence between the Spanish stock market and some international financial markets. A time-varying copula analysis," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, vol. 1(1), pages 87-122, Enero.
- Yuming Li, 2023. "Asset Pricing and Microcaps," Annals of Economics and Finance, Society for AEF, vol. 24(1), pages 119-140, May.
- Jie Li & Sheng Li & Alice Y. Ouyang, 2023. "Housing and Wealth Inequality: The Role of Financial Market Participation," Annals of Economics and Finance, Society for AEF, vol. 24(1), pages 141-170, May.
- Fuwei Jiang & Wei Ning & Hao Xue, 2023. "Factor Timing with Investor Sentiment," Annals of Economics and Finance, Society for AEF, vol. 24(2), pages 401-437, November.
- Filippou, Ilias & Taylor, Mark P., 2023.
"Forward-Looking Policy Rules and Currency Premia,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 58(1), pages 449-483, February.
- Taylor, Mark & Filippou, Ilias, 2019. "Forward-Looking Policy Rules and Currency Premia," CEPR Discussion Papers 13835, C.E.P.R. Discussion Papers.
- Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2023.
"How would 401(k) ‘Rothification’ alter saving, retirement security, and inequality?,"
Journal of Pension Economics and Finance, Cambridge University Press, vol. 22(3), pages 265-283, July.
- Vanya Horneff & Raimond Maurer & Olivia S. Mitchell, 2019. "How Would 401(k) ‘Rothification’ Alter Saving, Retirement Security, and Inequality?," NBER Working Papers 26437, National Bureau of Economic Research, Inc.
- Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2022. "How would 401(k) "Rothification" alter saving, retirement security, and inequality?," SAFE Working Paper Series 368, Leibniz Institute for Financial Research SAFE.
- Ouhinou Amine & Elhachimi Zineb & Kartobi Eddine, 2023. "Study Of The Behavioural Determinants Of Investment In The Era Of The Covid-19 Pandemic Among Socially Responsible Investors In Morocco," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 2 Year 20, pages 31-47.
- Ухинон Амин & Елхашими Зайнеб & Картоби Един, 2023. "Изследване на поведенческите детерминанти на инвестициите от социално отговорни инвеститори от Мароко в периода на пандемията от Covid-19," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 2 Year 20, pages 34-52.
- Lorenz Meister & Lukas Menkhoff, 2023. "Working from Home Facilitates Stock Ownership," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, vol. 13(12/13), pages 103-109.
- Franziska Bremus & Malte Rieth, 2023. "Internationale Finanzmarktintegration stärkt Abwehrkräfte einer Volkswirtschaft gegen Folgen von Naturkatastrophen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 90(11), pages 127-134.
- Lorenz Meister & Lukas Menkhoff, 2023. "Homeoffice erleichtert den Einstieg in den Aktienmarkt," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 90(13), pages 151-157.
- Franziska Bremus & Malte Rieth, 2023. "Integrating Out Natural Disaster Shocks," Discussion Papers of DIW Berlin 2063, DIW Berlin, German Institute for Economic Research.
- Rob Bauer & Dirk Broeders & Annick van Ool, 2023. "Walk the green talk? A textual analysis of pension funds’ disclosures of sustainable investing," Working Papers 770, DNB.
- Martijn Boermans, 2023. "Preferred habitat investors in the green bond market," Working Papers 773, DNB.
- Martijn Boermans & Rients Galema, 2023. "Carbon home bias of European investors," Working Papers 786, DNB.
- Vuillemey, Guillaume, 2023. "Household Finance at the Origin: Home Ownership as a Cultural Heritage from Agriculture," HEC Research Papers Series 1477, HEC Paris.
- Bruno Biais & Hans Gersbach & Jean Charles Rochet & Ernst-Ludwig von Thadden & Stéphane Villeneuve, 2023.
"Money and Taxes Implement Dynamic Optimal Mechanisms,"
Working Papers
hal-04414219, HAL.
- Biais, Bruno & Gersbach, Hans & Rochet, Jean Charles & von Thadden, Ernst-Ludwig & Villeneuve, Stéphane, 2023. "Money and Taxes Implement Dynamic Optimal Mechanisms," HEC Research Papers Series 1490, HEC Paris.
- Bonelli, Maxime & Foucault, Thierry, 2023. "Displaced by Big Data: Evidence from Active Fund Managers," HEC Research Papers Series 1491, HEC Paris.
- Stoja, Evarist & Polanski, Arnold & Nguyen, Linh H. & Pereverzin, Aleksandr, 2023. "Does systematic tail risk matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
- Dai, Yingtong & Harris, Richard D.F., 2023. "Average tail risk and aggregate stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
- Hertrich, Daniel, 2023. "Carry and conditional value at risk trend: Capturing the short-, intermediate-, and long-term trends of left-tail risk forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
- Attig, Najah & Guedhami, Omrane & Nazaire, Gregory & Sy, Oumar, 2023. "What explains the benefits of international portfolio diversification?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 83(C).
- Sarwar, Ghulam, 2023. "Market risks that change US-European equity correlations," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 83(C).
- Onuk, Cagri Berk & Fodor, Andrew, 2023. "Turkish currency crunch: Examining behavior across investor types," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).
- Zhang, Junsheng & Peng, Zezhi & Zeng, Yamin & Yang, Haisheng, 2023. "Do big data mutual funds outperform?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
- Almaghrabi, Khadija S., 2023. "Local product market competition and investment home bias," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
- Zhou, Lu Jolly & Kong, Weimin & Li, Yunshen, 2023. "Cross-listing and predation risk in product markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 89(C).
- Yousaf, Imran & Abrar, Afsheen & Yarovaya, Larisa, 2023. "Decentralized and centralized exchanges: Which digital tokens pose a greater contagion risk?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 89(C).
- Haase, Felix & Neuenkirch, Matthias, 2023.
"Predictability of bull and bear markets: A new look at forecasting stock market regimes (and returns) in the US,"
International Journal of Forecasting, Elsevier, vol. 39(2), pages 587-605.
- Felix Haase & Matthias Neuenkirch, 2020. "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," Working Paper Series 2020-03, University of Trier, Research Group Quantitative Finance and Risk Analysis.
- Felix Haase & Matthias Neuenkirch, 2021. "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," CESifo Working Paper Series 8828, CESifo.
- Felix Haase & Matthias Neuenkirch, 2020. "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," Research Papers in Economics 2020-01, University of Trier, Department of Economics.
- deHaan, Ed & Li, Jiacui & Watts, Edward M., 2023. "Retail bond investors and credit ratings," Journal of Accounting and Economics, Elsevier, vol. 76(1).
- Cohen, Shira & Kadach, Igor & Ormazabal, Gaizka, 2023. "Institutional investors, climate disclosure, and carbon emissions," Journal of Accounting and Economics, Elsevier, vol. 76(2).
- Aduba, Joseph Jr. & Harimaya, Kozo, 2023. "Impact of international expansion strategy on the performance of Japanese banks," Japan and the World Economy, Elsevier, vol. 65(C).
- Guo, Laite, 2023. "Two faces of the size effect," Journal of Banking & Finance, Elsevier, vol. 146(C).
- Aretz, Kevin & Eser Arisoy, Y., 2023. "The Pricing of Skewness Over Different Return Horizons," Journal of Banking & Finance, Elsevier, vol. 148(C).
- Cao, Ji & Muhl, Stefan & Rieger, Marc Oliver & Chen, Hung-Ling, 2023. "Sign matters: Stock-movement-based trading decisions of individual investors," Journal of Banking & Finance, Elsevier, vol. 148(C).
- Caglayan, Mustafa O. & Lawrence, Edward & Reyes-Peña, Robinson, 2023. "Hot potatoes: Underpricing of stocks following extreme negative returns," Journal of Banking & Finance, Elsevier, vol. 149(C).
- Cakici, Nusret & Zaremba, Adam, 2023. "Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns," Journal of Banking & Finance, Elsevier, vol. 149(C).
- Neupane, Suman & Thapa, Chandra & Vithanage, Kulunu, 2023. "Context‐specific experience and institutional investors’ performance," Journal of Banking & Finance, Elsevier, vol. 149(C).
- Hsieh, Jim & Ng, Lilian & Wang, Qinghai, 2023. "How informative are insider trades and analyst recommendations?," Journal of Banking & Finance, Elsevier, vol. 149(C).
- Bonaparte, Yosef & Khalaf, Sarah & Korniotis, George M., 2023. "Financial decisions of minorities post-2008," Journal of Banking & Finance, Elsevier, vol. 149(C).
- Cong, Lin William & George, Nathan Darden & Wang, Guojun, 2023.
"RIM-based value premium and factor pricing using value-price divergence,"
Journal of Banking & Finance, Elsevier, vol. 149(C).
- Lin William Cong & Nathan Darden George & Guojun Wang, 2023. "RIM-Based Value Premium and Factor Pricing Using Value-Price Divergence," NBER Working Papers 30967, National Bureau of Economic Research, Inc.
- Shang, Longfei & Saffar, Walid, 2023. "Employment Protection and Household Mortgage Debt," Journal of Banking & Finance, Elsevier, vol. 149(C).
- LIN, Fengjiao & QIU, Zhigang & ZHENG, Weinan, 2023. "Cranes among chickens: The general-attention‐grabbing effect of daily price limits in China's stock market," Journal of Banking & Finance, Elsevier, vol. 150(C).
- Li, Jianwen & Zhang, Bo & Jiang, Mingming & Hu, Jinyan, 2023. "Homophilous intensity in the online lending market: Bidding behavior and economic effects," Journal of Banking & Finance, Elsevier, vol. 152(C).
- Kling, Luisa & König-Kersting, Christian & Trautmann, Stefan T., 2023. "Investment preferences and risk perception: Financial agents versus clients," Journal of Banking & Finance, Elsevier, vol. 154(C).
- Brunner, Fabian & Gamm, Fabian & Mill, Wladislaw, 2023.
"MyPortfolio: The IKEA effect in financial investment decisions,"
Journal of Banking & Finance, Elsevier, vol. 154(C).
- Fabian Brunner & Fabian Gamm & Wladislaw Mill, 2022. "MyPortfolio: The IKEA Effect in Financial Investment Decisions," CRC TR 224 Discussion Paper Series crctr224_2022_349, University of Bonn and University of Mannheim, Germany.
- Bernard, Carole & Cui, Xuecan, 2023. "Impact of systemic risk regulation on optimal policies and asset prices," Journal of Banking & Finance, Elsevier, vol. 154(C).
- Ahrens, Steffen & Bosch-Rosa, Ciril, 2023. "Motivated beliefs, social preferences, and limited liability in financial decision-Making," Journal of Banking & Finance, Elsevier, vol. 154(C).
- Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun, 2023. "The effect of uncertainty on stock market volatility and correlation," Journal of Banking & Finance, Elsevier, vol. 154(C).
- Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2023.
"Do required minimum distribution 401(k) rules matter, and for whom? Insights from a lifecycle model,"
Journal of Banking & Finance, Elsevier, vol. 154(C).
- Vanya Horneff & Raimond Maurer & Olivia S. Mitchell, 2021. "Do Required Minimum Distribution 401(k) Rules Matter, and For Whom? Insights from a Lifecycle Model," NBER Working Papers 28490, National Bureau of Economic Research, Inc.
- Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2021. "Do Required Minimum Distribution 401(k) Rules Matter, and for Whom? Insights from a Lifecylce Model," LawFin Working Paper Series 17, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
- Allen, Kyle & Saha, Pritam & Whitledge, Matthew & Winters, Drew, 2023. "Money market reforms:The effect on the commercial paper market," Journal of Banking & Finance, Elsevier, vol. 154(C).
- Khim, Veasna & Razafitombo, Hery, 2023. "Scale and skills in European active management: Impact of a new regulatory context," Journal of Banking & Finance, Elsevier, vol. 154(C).
- Firoozye, Nikan & Tan, Vincent & Zohren, Stefan, 2023.
"Canonical portfolios: Optimal asset and signal combination,"
Journal of Banking & Finance, Elsevier, vol. 154(C).
- Nikan Firoozye & Vincent Tan & Stefan Zohren, 2022. "Canonical Portfolios: Optimal Asset and Signal Combination," Papers 2202.10817, arXiv.org, revised Jul 2023.
- Hambel, Christoph & Kraft, Holger & Meyer-Wehmann, André, 2023. "When should retirees tap their home equity?," Journal of Banking & Finance, Elsevier, vol. 154(C).
- Gan, Hongwu & Lu, Shengfeng & Lu, Weijie & Niu, Geng & Zhou, Yang, 2023. "Beauty and stock market participation," Journal of Banking & Finance, Elsevier, vol. 155(C).
- Yang, Junhong & Wu, Yu & Huang, Bihong, 2023. "Digital finance and financial literacy: Evidence from Chinese households," Journal of Banking & Finance, Elsevier, vol. 156(C).
- Ling, Yun & Satchell, Stephen & Yao, Juan, 2023. "Decreasing returns to scale and skill in hedge funds," Journal of Banking & Finance, Elsevier, vol. 156(C).
- Liang, Quanxi & Jin, Qi & Lu, Meiting & Shan, Yaowen, 2023. "When school ties meet geography: Education-province bias in mutual fund portfolios," Journal of Banking & Finance, Elsevier, vol. 157(C).
- Berggrun, Luis & Cardona, Emilio & Lizarzaburu, Edmundo, 2023. "Industry momentum in Latin America," Journal of Business Research, Elsevier, vol. 158(C).
- Balyuk, Tetyana & Fedyk, Anastassia, 2023. "Divesting under Pressure: U.S. firms’ exit in response to Russia’s war against Ukraine," Journal of Comparative Economics, Elsevier, vol. 51(4), pages 1253-1273.
- Packham, N. & Woebbeking, F., 2023. "Correlation scenarios and correlation stress testing," Journal of Economic Behavior & Organization, Elsevier, vol. 205(C), pages 55-67.
- Courtois, Olivier Le & Xu, Xia, 2023. "Semivariance below the maximum: Assessing the performance of economic and financial prospects," Journal of Economic Behavior & Organization, Elsevier, vol. 209(C), pages 185-199.
- Meyer, Steffen & Uhr, Charline & Loos, Benjamin & Hackethal, Andreas, 2023. "Switching from commissions on mutual funds to flat-fees: How are advisory clients affected?," Journal of Economic Behavior & Organization, Elsevier, vol. 209(C), pages 423-449.
- Gutsche, Gunnar & Wetzel, Heike & Ziegler, Andreas, 2023.
"Determinants of individual sustainable investment behavior - A framed field experiment,"
Journal of Economic Behavior & Organization, Elsevier, vol. 209(C), pages 491-508.
- Gunnar Gutsche & Heike Wetzel & Andreas Ziegler, 2020. "Determinants of individual sustainable investment behavior - A framed field experiment," MAGKS Papers on Economics 202033, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Lenz, Guido & Mayer, Maximilian, 2023. "Hollywood, Wall Street, and Mistrusting Individual Investors," Journal of Economic Behavior & Organization, Elsevier, vol. 210(C), pages 117-138.
- Ali, Sara & Badshah, Ihsan & Demirer, Riza, 2023. "Anti-herding by hedge funds and its implications for expected returns," Journal of Economic Behavior & Organization, Elsevier, vol. 211(C), pages 31-48.
- Cao, Ji & Rieger, Marc Oliver & Zhao, Lei, 2023. "Safety first, loss probability, and the cross section of expected stock returns," Journal of Economic Behavior & Organization, Elsevier, vol. 211(C), pages 345-369.
- Sun, Rui & Guo, Junfei & Yu, Wensong, 2023. "Sponsor, institutional investor, and quotation behavior: Theory and evidence from China," Journal of Economic Behavior & Organization, Elsevier, vol. 211(C), pages 411-428.
- Saggese, Pietro & Belmonte, Alessandro & Dimitri, Nicola & Facchini, Angelo & Böhme, Rainer, 2023. "Arbitrageurs in the Bitcoin ecosystem: Evidence from user-level trading patterns in the Mt. Gox exchange platform," Journal of Economic Behavior & Organization, Elsevier, vol. 213(C), pages 251-270.
- Abid, Ilyes & Benlemlih, Mohammed & El Ouadghiri, Imane & Peillex, Jonathan & Urom, Christian, 2023. "Fossil fuel divestment and energy prices: Implications for economic agents," Journal of Economic Behavior & Organization, Elsevier, vol. 214(C), pages 1-16.
- Vasudevan, Ellapulli V., 2023. "Some gains are riskier than others: Volatility changes and the disposition effect," Journal of Economic Behavior & Organization, Elsevier, vol. 214(C), pages 68-81.
- Dlugosch, Dennis & Horn, Kristian & Wang, Mei, 2023. "New experimental evidence on the relationship between home bias, ambiguity aversion and familiarity heuristics," Journal of Economics and Business, Elsevier, vol. 125.
- Gollier, Christian & van der Ploeg, Frederick & Zheng, Jiakun, 2023.
"The discounting premium puzzle: Survey evidence from professional economists,"
Journal of Environmental Economics and Management, Elsevier, vol. 122(C).
- Christian Gollier & Frederick van der Ploeg & Jiakun Zheng, 2022. "The discounting premium puzzle: survey evidence from professional economists," Economics Series Working Papers 976, University of Oxford, Department of Economics.
- Christian Gollier & Frederick van der Ploeg & Jiakun Zheng, 2023. "The discounting premium puzzle: Survey evidence from professional economists," Post-Print hal-04227459, HAL.
- Gollier, Christian & Zheng, Jiakun & van der Ploeg, Frederick, 2022. "The Discounting Premium Puzzle: Survey evidence from professional economists," TSE Working Papers 22-1345, Toulouse School of Economics (TSE).
- Andrei, Daniel & Carlin, Bruce I., 2023. "Schumpeterian competition in a Lucas economy," Journal of Economic Theory, Elsevier, vol. 208(C).
- Hori, Takeo & Im, Ryonghun, 2023. "Asset bubbles, entrepreneurial risks, and economic growth," Journal of Economic Theory, Elsevier, vol. 210(C).
- Nezafat, Mahdi & Schroder, Mark, 2023. "The negative value of private information in illiquid markets," Journal of Economic Theory, Elsevier, vol. 210(C).
- Engle, Robert F. & Campos-Martins, Susana, 2023. "What are the events that shake our world? Measuring and hedging global COVOL," Journal of Financial Economics, Elsevier, vol. 147(1), pages 221-242.
- Buffa, Andrea M. & Hodor, Idan, 2023. "Institutional investors, heterogeneous benchmarks and the comovement of asset prices," Journal of Financial Economics, Elsevier, vol. 147(2), pages 352-381.
- Gonçalves, Andrei S. & Leonard, Gregory, 2023. "The fundamental-to-market ratio and the value premium decline," Journal of Financial Economics, Elsevier, vol. 147(2), pages 382-405.
- van Binsbergen, Jules H. & Boons, Martijn & Opp, Christian C. & Tamoni, Andrea, 2023. "Dynamic asset (mis)pricing: Build-up versus resolution anomalies," Journal of Financial Economics, Elsevier, vol. 147(2), pages 406-431.
- Guiso, Luigi & Zaccaria, Luana, 2023.
"From patriarchy to partnership: Gender equality and household finance,"
Journal of Financial Economics, Elsevier, vol. 147(3), pages 573-595.
- Luigi Guiso & Luana Zaccaria, 2021. "From Patriarchy to Partnership: Gender Equality and Household Finance," EIEF Working Papers Series 2101, Einaudi Institute for Economics and Finance (EIEF), revised Jan 2021.
- Luigi Guiso & Luana Zaccaria, 2023. "From Patriarchy to Partnership: Gender Equality and Household Finance," Working Papers Central Bank of Chile 968, Central Bank of Chile.
- Sias, Richard & Starks, Laura T. & Turtle, H.J., 2023. "The negativity bias and perceived return distributions: Evidence from a pandemic," Journal of Financial Economics, Elsevier, vol. 147(3), pages 627-657.
- Dannhauser, Caitlin D. & Spilker, Harold D., 2023. "The Modern Mutual Fund Family," Journal of Financial Economics, Elsevier, vol. 148(1), pages 1-20.
- Korevaar, Matthijs, 2023. "Reaching for yield and the housing market: Evidence from 18th-century Amsterdam," Journal of Financial Economics, Elsevier, vol. 148(3), pages 273-296.
- Huang, Xing & Ivković, Zoran & Jiang, John Xuefeng & Wang, Isabel Yanyan, 2023. "Angel investment and first impressions," Journal of Financial Economics, Elsevier, vol. 149(2), pages 161-178.
- Huber, Amy Wang, 2023. "Market power in wholesale funding: A structural perspective from the triparty repo market," Journal of Financial Economics, Elsevier, vol. 149(2), pages 235-259.
- Bao, Jack & Hou, Kewei & Zhang, Shaojun, 2023.
"Systematic default and return predictability in the stock and bond markets,"
Journal of Financial Economics, Elsevier, vol. 149(3), pages 349-377.
- Bao, Jack & Hou, Kewei & Zhang, Shaojun A., 2016. "Systemic Default and Return Predictability in the Stock and Bond Markets," Working Paper Series 2016-2, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Bao, Jack & Hou, Kewei & Zhang, Shaojun, 2023. "Systematic Default and Return Predictability in the Stock and Bond Markets," Working Paper Series 2023-13, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Aragon, George O. & Kim, Min S., 2023. "Fire sale risk and expected stock returns," Journal of Financial Economics, Elsevier, vol. 149(3), pages 578-609.
- Escobar, Laura & Pedraza, Alvaro, 2023. "Active trading and (poor) performance: The social transmission channel," Journal of Financial Economics, Elsevier, vol. 150(1), pages 139-165.
- Kaniel, Ron & Lin, Zihan & Pelger, Markus & Van Nieuwerburgh, Stijn, 2023.
"Machine-learning the skill of mutual fund managers,"
Journal of Financial Economics, Elsevier, vol. 150(1), pages 94-138.
- Ron Kaniel & Zihan Lin & Markus Pelger & Stijn Van Nieuwerburgh, 2022. "Machine-Learning the Skill of Mutual Fund Managers," NBER Working Papers 29723, National Bureau of Economic Research, Inc.
- Kaniel, Ron & Lin, Zihan & Pelger, Markus & Van Nieuwerburgh, Stijn, 2023. "Machine-Learning the Skill of Mutual Fund Managers," CEPR Discussion Papers 18129, C.E.P.R. Discussion Papers.
- Pagano, Marco & Wagner, Christian & Zechner, Josef, 2023.
"Disaster resilience and asset prices,"
Journal of Financial Economics, Elsevier, vol. 150(2).
- Marco Pagano & Christian Wagner & Josef Zechner, 2020. "Disaster Resilience and Asset Prices," Papers 2005.08929, arXiv.org, revised May 2020.
- Marco Pagano & Christian Wagner & Josef Zechner, 2020. "Disaster Resilience and Asset Prices," EIEF Working Papers Series 2008, Einaudi Institute for Economics and Finance (EIEF), revised Nov 2021.
- Marco Pagano & Christian Wagner & Josef Zechner, 2020. "Disaster Resilience and Asset Prices," CSEF Working Papers 563, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Zechner, Josef & Pagano, Marco & Wagner, Christian, 2020. "Disaster Resilience and Asset Prices," CEPR Discussion Papers 14773, C.E.P.R. Discussion Papers.
- Pagano, Marco & Wagner, Christian & Zechner, Josef, 2021. "Disaster resilience and asset prices," CFS Working Paper Series 673, Center for Financial Studies (CFS).
- Bali, Turan G. & Gunaydin, A. Doruk & Jansson, Thomas & Karabulut, Yigitcan, 2023. "Do the rich gamble in the stock market? Low risk anomalies and wealthy households," Journal of Financial Economics, Elsevier, vol. 150(2).
- Yan, Jingda & Yu, Jialin, 2023. "Cross-stock momentum and factor momentum," Journal of Financial Economics, Elsevier, vol. 150(2).
- DeMiguel, Victor & Gil-Bazo, Javier & Nogales, Francisco J. & Santos, André A.P., 2023. "Machine learning and fund characteristics help to select mutual funds with positive alpha," Journal of Financial Economics, Elsevier, vol. 150(3).
- Ibert, Markus, 2023. "What do mutual fund managers’ private portfolios tell us about their skills?," Journal of Financial Intermediation, Elsevier, vol. 53(C).
- Sinclair, Andrew J., 2023. "Do prime brokers intermediate capital?," Journal of Financial Intermediation, Elsevier, vol. 53(C).
- Kok, Christoffer & Müller, Carola & Ongena, Steven & Pancaro, Cosimo, 2023.
"The disciplining effect of supervisory scrutiny in the EU-wide stress test,"
Journal of Financial Intermediation, Elsevier, vol. 53(C).
- Kok, Christoffer & Müller, Carola & Ongena, Steven & Pancaro, Cosimo, 2021. "The disciplining effect of supervisory scrutiny in the EU-wide stress test," Working Paper Series 2551, European Central Bank.
- Cosimo Pancaro & Christoffer Kok & Carola Müller & Steven Ongena, 2022. "The Disciplining Effect of Supervisory Scrutiny in the EU-Wide Stress Test," Swiss Finance Institute Research Paper Series 22-59, Swiss Finance Institute.
- Ongena, Steven & Kok, Christoffer & Müller, Carola & Pancaro, Cosimo, 2021. "The disciplining effect of supervisory scrutiny in the EU-wide stress test," CEPR Discussion Papers 16157, C.E.P.R. Discussion Papers.
- Lugo, Stefano, 2023. "Cost of monitoring and risk taking in the money market funds industry," Journal of Financial Intermediation, Elsevier, vol. 53(C).
- Felici, Marco & Fuerst, Franz, 2023.
"The heterogeneous relationship of owner-occupied and investment property with household portfolio choice,"
Journal of Housing Economics, Elsevier, vol. 62(C).
- Marco Felici & Franz Fuerst, 2021. "The Heterogenous Relationship of Owner-Occupied and Investment Property with Household Portfolio Choice," ERES eres2021_193, European Real Estate Society (ERES).
- Beetsma, Roel & Busse, Matthias & Germinetti, Lorenzo & Giuliodori, Massimo & Larch, Martin, 2023.
"Is the road to hell paved with good intentions? An empirical analysis of budgetary follow-up in the EU,"
Journal of International Money and Finance, Elsevier, vol. 135(C).
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"Target return as efficient driver of risk-taking,"
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"NPV, IRR, PI, PP, and DPP: A unified view,"
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"Store of value or speculative investment? Market reaction to corporate announcements of cryptocurrency acquisition,"
Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-31, December.
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"International capital flow pressures and global factors,"
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"Stock profiling using time–frequency-varying systematic risk measure,"
Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-29, December.
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"Portfolio instability and socially responsible investment: Experiments with financial professionals and students,"
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"Dissecting the idiosyncratic volatility puzzle: A fundamental analysis approach,"
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"The discounting premium puzzle: Survey evidence from professional economists,"
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"Realized semi variance quantile connectedness between oil prices and stock market: Spillover from Russian-Ukraine clash,"
Resources Policy, Elsevier, vol. 85(PA).
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"Does green improve portfolio optimisation?,"
Energy Economics, Elsevier, vol. 124(C).
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"Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices,"
Research in International Business and Finance, Elsevier, vol. 64(C).
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"Tweeting for money: Social media and mutual fund flows,"
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"Are the Liquidity and Collateral Roles of Asset Bubbles Different?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(6), pages 1443-1473, September.
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- Lise Clain‐chamosset‐yvrard & Xavier Raurich & Thomas Seegmuller, 2023. "Are the Liquidity and Collateral Roles of Asset Bubbles Different?," Post-Print hal-04069774, HAL.
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"Money and Taxes Implement Dynamic Optimal Mechanisms,"
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"Financial Windfalls, Portfolio Allocations, and Risk Preferences,"
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"Effects of Us Interest Rate Hike and Global Risk on Daily Capital Flows in Emerging Market Countries,"
Hitotsubashi Journal of commerce and management, Hitotsubashi University, vol. 57(1), pages 1-31, October.
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"Delegation Decisions in Finance,"
Management Science, INFORMS, vol. 69(8), pages 4828-4844, August.
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"Portfolio Performance of European Target Prices,"
JRFM, MDPI, vol. 16(8), pages 1-28, July.
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"Precious metal prices: a tale of four US recessions,"
Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 41(5), pages 1012-1022, March.
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"Downward Revision of Investment Decisions after Corporate Tax Hikes,"
American Economic Journal: Economic Policy, American Economic Association, vol. 16(4), pages 194-222, November.
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"Divestment and Engagement: The Effect of Green Investors on Corporate Carbon Emissions,"
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"Uncertainty in firm valuation and a cross-sectional misvaluation measure,"
Annals of Finance, Springer, vol. 19(1), pages 63-93, March.
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"Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach,"
Computational Economics, Springer;Society for Computational Economics, vol. 61(1), pages 197-231, January.
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"Skewness expectations and portfolio choice,"
Experimental Economics, Springer;Economic Science Association, vol. 26(1), pages 107-144, March.
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"Identifying the emergence of academic entrepreneurship within the technology transfer literature,"
The Journal of Technology Transfer, Springer, vol. 48(5), pages 1800-1812, October.
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"Hedging cryptocurrency options,"
Review of Derivatives Research, Springer, vol. 26(1), pages 91-133, April.
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"The impact of monetary and fiscal stimulus on stock returns during the COVID-19 Pandemic,"
Journal of Asian Economics, Elsevier, vol. 90(C).
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"A classical model of speculative asset price dynamics,"
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"Fickle emerging market flows, stable euros, and the dollar risk factor,"
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"Differential treatment in the bond market: Sovereign risk and mutual fund portfolios,"
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2022
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- Boucinha, Miguel & Burlon, Lorenzo & Corsi, Marco & della Valle, Guido & Eisenschmidt, Jens & Pool, Sebastiaan & Schumacher, Julian & Vergote, Olivier & Marmara, Iwona, 2022. "Two-tier system for remunerating excess reserve holdings," Occasional Paper Series 302, European Central Bank.
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"Voluntary support and ring-fencing in cross-border banks,"
Temi di discussione (Economic working papers)
1373, Bank of Italy, Economic Research and International Relations Area.
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"Are ethical and green investment funds more resilient?,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistics for Sustainable Finance, volume 56,
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"Internationalizing Like China,"
NBER Working Papers
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- Joseph Barberio & Jacob Becraft & Zied Ben Chaouch & Dimitris Bertsimas & Tasuku Kitada & Michael L. Li & Andrew W. Lo & Kevin Shi & Qingyang Xu, 2022.
"Accelerating Vaccine Innovation for Emerging Infectious Diseases via Parallel Discovery,"
NBER Chapters, in: Entrepreneurship and Innovation Policy and the Economy, volume 2, pages 9-39,
National Bureau of Economic Research, Inc.
- Joseph Barberio & Jacob Becraft & Zied Ben Chaouch & Dimitris Bertsimas & Tasuku Kitada & Michael Lingzhi Li & Andrew W. Lo & Kevin Shi & Qingyang Xu, 2022. "Accelerating Vaccine Innovation for Emerging Infectious Diseases via Parallel Discovery," NBER Working Papers 30126, National Bureau of Economic Research, Inc.
- Goldberg, Linda S. & Krogstrup, Signe, 2023.
"International capital flow pressures and global factors,"
Journal of International Economics, Elsevier, vol. 146(C).
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- Linda S. Goldberg & Signe Krogstrup, 2023. "International Capital Flow Pressures and Global Factors," NBER Working Papers 30887, National Bureau of Economic Research, Inc.
- Linda S. Goldberg & Signe Krogstrup, 2023. "International Capital Flow Pressures and Global Factors," Staff Reports 1051, Federal Reserve Bank of New York.
- Krogstrup, Signe & Goldberg, Linda S., 2023. "International Capital Flow Pressures and Global Factors," CEPR Discussion Papers 17833, C.E.P.R. Discussion Papers.
- Markus K. Brunnermeier & Sebastian, Sannikov, Yuliy Merkel & Sebastian Merkel, 2021.
"Debt as Safe Asset,"
CESifo Working Paper Series
9500, CESifo.
- Markus K. Brunnermeier & Sebastian A. Merkel & Yuliy Sannikov, 2022. "Debt as Safe Asset," NBER Working Papers 29626, National Bureau of Economic Research, Inc.
- Markus K. Brunnermeier & Sebastian Merkel & Yuliy Sannikov, 2021. "Debt as Safe Asset," Working Papers 2021-30, Princeton University. Economics Department..
- Bonnefon, Jean-François & Landier, Augustin & Sastry, Parinitha & Thesmar, David, 2025.
"The moral preferences of investors: Experimental evidence,"
Journal of Financial Economics, Elsevier, vol. 163(C).
- Jean-François Bonnefon & Augustin Landier & Parinitha R. Sastry & David Thesmar, 2022. "The Moral Preferences of Investors: Experimental Evidence," NBER Working Papers 29647, National Bureau of Economic Research, Inc.
- Isaac Ehrlich & Yong Yin, 2022.
"A Cross-Country Comparison of Old-Age Financial Readiness in Asian Countries versus the United States: The Case of Japan and the Republic of Korea,"
Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., vol. 39(01), pages 5-49, March.
- Isaac Ehrlich & Yong Yin, 2022. "A Cross-Country Comparison of Old-Age Financial Readiness in Asian Countries versus the United States: The Case of Japan and the Republic of Korea," NBER Working Papers 29649, National Bureau of Economic Research, Inc.
- Katja Hanewald & Hazel Bateman & Hanming Fang & Tin Long Ho, 2022. "Long-Term Care Insurance Financing Using Home Equity Release: Evidence from an Online Experimental Survey," NBER Working Papers 29689, National Bureau of Economic Research, Inc.
- Kaniel, Ron & Lin, Zihan & Pelger, Markus & Van Nieuwerburgh, Stijn, 2023.
"Machine-learning the skill of mutual fund managers,"
Journal of Financial Economics, Elsevier, vol. 150(1), pages 94-138.
- Ron Kaniel & Zihan Lin & Markus Pelger & Stijn Van Nieuwerburgh, 2022. "Machine-Learning the Skill of Mutual Fund Managers," NBER Working Papers 29723, National Bureau of Economic Research, Inc.
- Kaniel, Ron & Lin, Zihan & Pelger, Markus & Van Nieuwerburgh, Stijn, 2023. "Machine-Learning the Skill of Mutual Fund Managers," CEPR Discussion Papers 18129, C.E.P.R. Discussion Papers.
- Min Dai & Cong Qin & Neng Wang, 2022. "Dynamic Trading with Realization Utility," NBER Working Papers 29821, National Bureau of Economic Research, Inc.
- Francesco D'Acunto & Ulrike M. Malmendier & Michael Weber & Michael Weber, 2022.
"What Do the Data Tell Us about Inflation Expectations?,"
CESifo Working Paper Series
9602, CESifo.
- Francesco D’Acunto & Ulrike Malmendier & Michael Weber, 2022. "What Do the Data Tell Us About Inflation Expectations?," NBER Working Papers 29825, National Bureau of Economic Research, Inc.
- D'Acunto, Francesco & Malmendier, Ulrike M. & Weber, Michael, 2022. "What Do the Data Tell Us About Inflation Expectations?," CEPR Discussion Papers 17094, C.E.P.R. Discussion Papers.
- Gourinchas, Pierre-Olivier & Ray, Walker & Vayanos, Dimitri, 2022.
"A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers,"
CEPR Discussion Papers
17119, C.E.P.R. Discussion Papers.
- Pierre-Olivier Gourinchas & Walker D. Ray & Dimitri Vayanos, 2022. "A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers," NBER Working Papers 29875, National Bureau of Economic Research, Inc.
- Jonathan A. Parker & Antoinette Schoar & Allison T. Cole & Duncan Simester, 2022. "Household Portfolios and Retirement Saving over the Life Cycle," NBER Working Papers 29881, National Bureau of Economic Research, Inc.
- Juliane Begenau & Emil Siriwardane, 2022. "How do Private Equity Fees vary across Public Pensions?," NBER Working Papers 29887, National Bureau of Economic Research, Inc.
- Maryam Farboodi & Dhruv Singal & Laura Veldkamp & Venky Venkateswaran, 2022. "Valuing Financial Data," NBER Working Papers 29894, National Bureau of Economic Research, Inc.
- Joseph Kopecky & Alan M. Taylor, 2022. "The Savings Glut of the Old: Population Aging, the Risk Premium, and the Murder-Suicide of the Rentier," NBER Working Papers 29944, National Bureau of Economic Research, Inc.
- Fang, Xiang & Hardy, Bryan & Lewis, Karen K., 2022.
"Who Holds Sovereign Debt and Why It Matters,"
CEPR Discussion Papers
17338, C.E.P.R. Discussion Papers.
- Xiang Fang & Bryan Hardy & Karen K. Lewis, 2022. "Who Holds Sovereign Debt and Why It Matters," NBER Working Papers 30087, National Bureau of Economic Research, Inc.
- Xiang Fang & Bryan Hardy & Karen Lewis, 2023. "Who holds sovereign debt and why it matters," BIS Working Papers 1099, Bank for International Settlements.
- Joseph Barberio & Jacob Becraft & Zied Ben Chaouch & Dimitris Bertsimas & Tasuku Kitada & Michael L. Li & Andrew W. Lo & Kevin Shi & Qingyang Xu, 2022.
"Accelerating Vaccine Innovation for Emerging Infectious Diseases via Parallel Discovery,"
NBER Chapters, in: Entrepreneurship and Innovation Policy and the Economy, volume 2, pages 9-39,
National Bureau of Economic Research, Inc.
- Joseph Barberio & Jacob Becraft & Zied Ben Chaouch & Dimitris Bertsimas & Tasuku Kitada & Michael Lingzhi Li & Andrew W. Lo & Kevin Shi & Qingyang Xu, 2022. "Accelerating Vaccine Innovation for Emerging Infectious Diseases via Parallel Discovery," NBER Working Papers 30126, National Bureau of Economic Research, Inc.
- William N. Goetzmann & Dasol Kim & Robert J. Shiller, 2022. "Crash Narratives," NBER Working Papers 30195, National Bureau of Economic Research, Inc.
- Winston Wei Dou & Leonid Kogan & Wei Wu, 2022. "Common Fund Flows: Flow Hedging and Factor Pricing," NBER Working Papers 30234, National Bureau of Economic Research, Inc.
- Jonathan Reuter & David P. Richardson, 2022. "New Evidence on the Demand for Advice within Retirement Plans," NBER Working Papers 30261, National Bureau of Economic Research, Inc.
- Nicolas Crouzet & Janice C. Eberly & Andrea L. Eisfeldt & Dimitris Papanikolaou, 2022. "A Model of Intangible Capital," NBER Working Papers 30376, National Bureau of Economic Research, Inc.
- Hans K. Hvide & Tom G. Meling & Magne Mogstad & Ola L. Vestad, 2024.
"Broadband Internet and the Stock Market Investments of Individual Investors,"
Journal of Finance, American Finance Association, vol. 79(3), pages 2163-2194, June.
- Hans K. Hvide & Tom G. Meling & Magne Mogstad & Ola L. Vestad, 2021. "Broadband internet and the stock market investments of individual investors," Discussion Papers 946, Statistics Norway, Research Department.
- Hans K. Hvide & Tom G. Meling & Magne Mogstad & Ola L. Vestad, 2022. "Broadband Internet and the Stock Market Investments of Individual Investors," NBER Working Papers 30383, National Bureau of Economic Research, Inc.
- Hvide, Hans K. & Meling, Tom G. & Mogstad, Magne & Vestad, Ola, 2023. "Broadband Internet and the Stock Market Investments of Individual Investors," CEPR Discussion Papers 18067, C.E.P.R. Discussion Papers.
- James J. Choi, 2022.
"Popular Personal Financial Advice versus the Professors,"
Journal of Economic Perspectives, American Economic Association, vol. 36(4), pages 167-192, Fall.
- James J. Choi, 2022. "Popular Personal Financial Advice versus the Professors," NBER Working Papers 30395, National Bureau of Economic Research, Inc.
- Chari, Anusha & Dilts Stedman, Karlye & Lundblad, Christian, 2022.
"Global Fund Flows and Emerging Market Tail Risk,"
CEPR Discussion Papers
17697, C.E.P.R. Discussion Papers.
- Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2022. "Global Fund Flows and Emerging Market Tail Risk," NBER Working Papers 30577, National Bureau of Economic Research, Inc.
- Georgij Alekseev & Stefano Giglio & Quinn Maingi & Julia Selgrad & Johannes Stroebel, 2022. "A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios," NBER Working Papers 30703, National Bureau of Economic Research, Inc.
- Malcolm Baker & Mark L. Egan & Suproteem K. Sarkar, 2022. "Demand for ESG," NBER Working Papers 30708, National Bureau of Economic Research, Inc.
- Veronika K. Pool & Clemens Sialm & Irina Stefanescu, 2022. "Mutual Fund Revenue Sharing in 401(k) Plans," NBER Working Papers 30721, National Bureau of Economic Research, Inc.
- Alexandra M. Tabova & Francis E. Warnock, 2022. "Preferred Habitats and Timing in the World’s Safe Asset," NBER Working Papers 30722, National Bureau of Economic Research, Inc.
- Felipe E. Aldunate & Zhi Da & Borja Larrain & Clemens Sialm, 2022. "Non-Fundamental Flows and Foreign Exchange Rates," NBER Working Papers 30753, National Bureau of Economic Research, Inc.
- Lin William Cong & Guanhao Feng & Jingyu He & Xin He, 2022. "Growing the Efficient Frontier on Panel Trees," NBER Working Papers 30805, National Bureau of Economic Research, Inc.
- Katarzyna Bilicka & Irem Güçeri & Evangelos Koumanakos & Katarzyna Anna Bilicka & Irem Guceri, 2022.
"Dividend Taxation and Firm Performance with Heterogeneous Payout Responses,"
CESifo Working Paper Series
10185, CESifo.
- Bilicka, Katarzyna & Güçeri, Irem & Koumanakos, Evangelos, 2023. "Dividend Taxation and Firm Performance with Heterogeneous Payout Responses," CEPR Discussion Papers 17871, C.E.P.R. Discussion Papers.
- Katarzyna A. Bilicka & Irem Guceri & Evangelos Koumanakos, 2022. "Dividend Taxation and Firm Performance with Heterogeneous Payout Responses," NBER Working Papers 30808, National Bureau of Economic Research, Inc.
- Fedorova, E. & Pyltsin, I. & Kovalchuk, Yu. & Drogovoz, P., 2022. "News and social networks of Russian companies: Degree of influence on the securities market," Journal of the New Economic Association, New Economic Association, vol. 53(1), pages 32-52.
- Teplova, T. & Sokolova, T. & Tomtosov, A. & Buchko, D. & Nikulin, D., 2022. "The sentiment of private investors in explaining the differences in the trade characteristics of the Russian market stocks," Journal of the New Economic Association, New Economic Association, vol. 53(1), pages 53-84.
- Xing Han, 2022. "Understanding the Performance of Components in Betting Against Beta," Critical Finance Review, now publishers, vol. 11(1), pages 1-36, February.
- Ivo Welch, 2022.
"Simply Better Market Betas,"
Critical Finance Review, now publishers, vol. 11(1), pages 37-64, February.
- Ivo Welch, 2019. "Simpler Better Market Betas," NBER Working Papers 26105, National Bureau of Economic Research, Inc.
- Andrea L. Eisfeldt & Edward T. Kim & Dimitris Papanikolaou, 2022.
"Intangible Value,"
Critical Finance Review, now publishers, vol. 11(2), pages 299-332, May.
- Andrea L. Eisfeldt & Edward Kim & Dimitris Papanikolaou, 2020. "Intangible Value," NBER Working Papers 28056, National Bureau of Economic Research, Inc.
- Baruch Lev & Srivastava Anup, 2022. "Explaining the Recent Failure of Value Investing," Critical Finance Review, now publishers, vol. 11(2), pages 333-360, May.
- Thiago de Oliveira Souza, 2022. "Dissecting Market Expectations in the Cross-Section of Book-to-Market Ratios," Critical Finance Review, now publishers, vol. 11(2), pages 361-373, May.
- John Adams & Darren Hayunga & Sattar Mansi, 2022. "Scale and Performance in Active Management are Not Negatively Related," Critical Finance Review, now publishers, vol. 11(3-4), pages 541-592, August.
- Luboš Pástor & Robert F. Stambaugh & Lucian A. Taylor & Min Zhu, 2022.
"Diseconomies of Scale in Active Management: Robust Evidence,"
Critical Finance Review, now publishers, vol. 11(3-4), pages 593-611, August.
- Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian & Zhu, Min, 2021. "Diseconomies of Scale in Active Management: Robust Evidence," CEPR Discussion Papers 16376, C.E.P.R. Discussion Papers.
- Jake Gorman & Farida Akhtar & Robert B. Durand & John Gould, 2022. "It Could Be Overreaction, Not Lottery Seeking, That Is Behind Bali, Cakici and Whitelaw’s Max Effect," Critical Finance Review, now publishers, vol. 11(3-4), pages 647-675, August.
- Minxia Chen & Joseph Cherian & Ziyun Li & Yuping Shao & Marti G. Subrahmanyam, 2022. "Clientele Effect in Sovereign Bonds: Evidence From Islamic Sukuk Bonds in Malaysia," Critical Finance Review, now publishers, vol. 11(3-4), pages 677-745, August.
- Florian Fuchs & Roland Füss & Tim Jenkinson & Stefan Morkoetter, 2022. "Should Investors Care Where Private Equity Managers Went to School?," Review of Corporate Finance, now publishers, vol. 2(3), pages 451-449, December.
- Erin E. Smith & Janet Kiholm Smith & Richard L. Smith, 2022. "Bias in the Reporting of Venture Capital Performance: The Disciplinary Role of FOIA," Review of Corporate Finance, now publishers, vol. 2(3), pages 493-525, December.
- Lukas Koenig & Hans-Peter Burghof, 2022. "The Investment Style Drift Puzzle and Risk-Taking in Venture Capital," Review of Corporate Finance, now publishers, vol. 2(3), pages 527-585, December.
- Ronald Anderson & Nan Li & David M. Reeb & Masud Karim, 2022. "The Family Firm Ownership Puzzle," Review of Corporate Finance, now publishers, vol. 2(4), pages 679-720, December.
- L. Bloch & B. Favetto & A. Lagouge & F. Sã‰Dillot, 2022. "Inégalités de rendements et de patrimoine en France en 2017," Documents de Travail de l'Insee - INSEE Working Papers 2022-14, Institut National de la Statistique et des Etudes Economiques.
- Anton Gerunov, 2022. "Risk Management for Crypto Assets: Towards Volume-Adjusted Metrics," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 111-131, March.
- Zlatko Zlatkov, 2022. "Investment in Cyclic Economy and Investment Growth," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 18-32, September.
- Dimiter Nenkov, 2022. "The “New Normality†and the Lessons of Stock-Market History," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 11-40, July.
- Anton Schautzer & Helmut Stix, 2022. "Past and future development of euro cash in Austria – resilience in light of technological change and economic crises," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 21-46.
- Anton Schautzer & Helmut Stix, 2022. "Past and future development of euro cash in Austria – resilience in light of technological change and economic crises," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 22/Q1-Q2, pages 21-46.
- Anton Schautzer & Helmut Stix, 2022. "Past and future development of euro cash in Austria – resilience in light of technological change and economic crises," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1-Q2/22, pages 21-46.
- Pavel Ciaian & Andrej Cupak & Pirmin Fessler & d'Artis Kancs, 2022.
"Environmental-Social-Governance Preferences and the Holding of Crypto-Assets,"
EERI Research Paper Series
EERI RP 2022/07, Economics and Econometrics Research Institute (EERI), Brussels.
- Pavel Ciaian & Andrej Cupak & Pirmin Fessler & d'Artis Kancs, 2022. "Environmental-Social-Governance Preferences and Investments in Crypto-Assets (Pavel Ciaian, Andrej Cupak, Pirmin Fessler, d’Artis Kancs)," Working Papers 243, Oesterreichische Nationalbank (Austrian Central Bank).
- Pavel Ciaian & Andrej Cupak & Pirmin Fessler & d'Artis Kancs, 2022. "Environmental-Social-Governance Preferences and Investments in Crypto-Assets," Papers 2206.14548, arXiv.org.
- Pavel Ciaian & Andrej Cupak & Pirmin Fessler & d’Artis Kancs, 2022. "Environmental and Social Preferences and Investments in Crypto-Assets," JRC Research Reports JRC129919, Joint Research Centre.
- Ion FRECAUTAN & Andreea NITA (DANILA), 2022. "Who Is Going To Win: The Eu Esg Regulation Or The Rest Of The World? €“ A Critical Review," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 2(2), pages 109-120, December.
- Clayton, Christopher & Dos Santos, Amanda & Maggiori, Matteo & Schreger, Jesse, 2022.
"Internationalizing Like China,"
Research Papers
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- Clayton, Christopher & Santos, Amanda Dos & Maggiori, Matteo & Schreger, Jesse, 2022. "Internationalizing Like China," SocArXiv r2msa, Center for Open Science.
- Clayton, Christopher & Dos Santos, Amanda & Maggiori, Matteo & Schreger, Jesse, 2023. "Internationalizing Like China," CEPR Discussion Papers 17781, C.E.P.R. Discussion Papers.
- Christopher Clayton & Amanda Dos Santos & Matteo Maggiori & Jesse Schreger, 2022. "Internationalizing Like China," NBER Working Papers 30336, National Bureau of Economic Research, Inc.
- Julien Hugonnier & Florian Pelgrin & Pascal St-Amour, 2022.
"Valuing Life as an Asset, as a Statistic and at Gunpoint,"
The Economic Journal, Royal Economic Society, vol. 132(643), pages 1095-1122.
- Julien Hugonnier & Florian Pelgrin & Pascal St-Amour, 2018. "Valuing Life as an Asset, as a Statistic and at Gunpoint," Swiss Finance Institute Research Paper Series 18-27, Swiss Finance Institute.
- Hugonnier, J.; & Pelgrin, F.; & St-Amour, P.;, 2018. "Valuing Life as an Asset, as a Statistic and at Gunpoint," Health, Econometrics and Data Group (HEDG) Working Papers 18/20, HEDG, c/o Department of Economics, University of York.
- David A Bogle & Christopher Coyle & John D Turner, 2022.
"Capital market development over the long run: the portfolios of UK life assurers over two centuries [Corporate ownership and control in Victorian Britain],"
European Review of Economic History, European Historical Economics Society, vol. 26(3), pages 370-398.
- Bogle, David & Coyle, Christopher & Turner, John D., 2020. "Capital Market Development Over the Long Run: The Portfolios of UK Life Assurers Over Two Centuries," QBS Working Paper Series 2020/11, Queen's University Belfast, Queen's Business School.
- Bogle, David A. & Coyle, Christopher & Turner, John D., 2020. "Capital market development over the long run: The portfolios of UK life assurers over two centuries," QUCEH Working Paper Series 2020-09, Queen's University Belfast, Queen's University Centre for Economic History.
- Amar Anwar & Ichiro Iwasaki & Utz Dornberger, 2022. "Investment Motives in Africa: What Does the Meta-Analytic Review Tell?," Journal of African Economies, Centre for the Study of African Economies, vol. 31(1), pages 1-52.
- Wei Cui, 2022.
"Macroeconomic Effects of Delayed Capital Liquidation,"
Journal of the European Economic Association, European Economic Association, vol. 20(4), pages 1683-1742.
- Wei Cui, 2017. "Macroeconomic Effects of Delayed Capital Liquidation," Discussion Papers 1719, Centre for Macroeconomics (CFM).
- Cui, Wei, 2017. "Macroeconomic effects of delayed capital liquidation," LSE Research Online Documents on Economics 86156, London School of Economics and Political Science, LSE Library.
- Olivier Ledoit & Michael Wolf, 2022. "The Power of (Non-)Linear Shrinking: A Review and Guide to Covariance Matrix Estimation [Design-Free Estimation of Variance Matrices]," Journal of Financial Econometrics, Oxford University Press, vol. 20(1), pages 187-218.
- Tim Bollerslev, 2022. "Realized Semi(co)variation: Signs That All Volatilities are Not Created Equal [Vulnerable Growth]," Journal of Financial Econometrics, Oxford University Press, vol. 20(2), pages 219-252.
- Ricardo Laborda & Jose Olmo, 2022. "Hedging Demand in Long-Term Asset Allocation with an Application to Carry Trade Strategies [Variable Selection for Portfolio Choice]," Journal of Financial Econometrics, Oxford University Press, vol. 20(3), pages 472-504.
- Mathias S Kruttli, 2022. "From Which Consumption-Based Asset Pricing Models Can Investors Profit? Evidence from Model-Based Priors [Are Stocks Riskier over the Long Run? Taking Cues from Economic Theory]," Journal of Financial Econometrics, Oxford University Press, vol. 20(3), pages 539-567.
- Gianluca De Nard, 2022. "Oops! I Shrunk the Sample Covariance Matrix Again: Blockbuster Meets Shrinkage [Eigenvalue Ratio Test for the Number of Factors]," Journal of Financial Econometrics, Oxford University Press, vol. 20(4), pages 569-611.
- Raslan Alzuabi & Sarah Brown & Daniel Gray & Mark N Harris & Christopher Spencer, 2022.
"Household saving, health, and healthcare utilization in Japan [Stature, obesity, and portfolio choice],"
Oxford Economic Papers, Oxford University Press, vol. 74(2), pages 473-497.
- Alzuabi, Raslan & Brown, Sarah & Gray, Daniel & Harris, Mark N. & Spencer, Christopher, 2019. "Household Saving, Health, and Healthcare Utilisation in Japan," CEI Working Paper Series 2018-17, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
- Andrea Frazzini & Lasse Heje Pedersen, 2022.
"Embedded Leverage [Asset pricing with liquidity risk],"
The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(1), pages 1-52.
- Andrea Frazzini & Lasse H. Pedersen, 2012. "Embedded Leverage," NBER Working Papers 18558, National Bureau of Economic Research, Inc.
- Huafeng (Jason) Chen & Jason V Chen & Feng Li & Pengfei Li, 2022. "Measuring Operating Leverage [Measuring economic policy uncertainty]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(1), pages 112-154.
- Sangmin S Oh & Jessica A Wachter, 2022. "Cross-Sectional Skewness [Endogenous information flows and the clustering of announcements]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(1), pages 155-198.
- Bastian von Beschwitz & Sandro Lunghi & Daniel Schmidt, 2022. "Fundamental Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data [Leverage, moral hazard, and liquidity]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(1), pages 199-242.
- Te-Feng Chen & Tarun Chordia & San-Lin Chung & Ji-Chai Lin, 2022. "Volatility-of-Volatility Risk in Asset Pricing [Stock returns and volatility: Pricing the short-run and long-run components of market risk]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(1), pages 289-335.
- Steffen Windmüller, 2022. "Firm Characteristics and Global Stock Returns: A Conditional Asset Pricing Model [Illiquidity and stock returns: Cross-section and time-series effects]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(2), pages 447-499.
- Sudheer Chava & Soohun Kim & Daniel Weagley, 2022. "Revealed Heuristics: Evidence from Investment Consultants’ Search Behavior [Which factors matter to investors? Evidence from mutual fund flows]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(2), pages 543-592.
- Pekka Honkanen & Daniel Schmidt, 2022. "Learning from Noise? Price and Liquidity Spillovers around Mutual Fund Fire Sales [A noisy rational expectations equilibrium for multi-asset securities markets]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(2), pages 593-637.
- Alexander K Zentefis, 2022. "Self-Fulfilling Asset Prices [Limited market participation and volatility of asset prices]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(4), pages 886-917.
- Qi Lin, 2022. "Is Economic Uncertainty a Valid Intertemporal CAPM State Variable? [Basis assets]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(4), pages 999-1040.
- Jongsub Lee & Tao Li & Donghwa Shin, 2022. "The Wisdom of Crowds in FinTech: Evidence from Initial Coin Offerings," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 11(1), pages 1-46.
- Marco Pagano & Josef Zechner, 2022.
"COVID-19 and Corporate Finance [The risk of being a fallen angel and the corporate dash for cash in the midst of COVID],"
The Review of Corporate Finance Studies, Society for Financial Studies, vol. 11(4), pages 849-879.
- Marco Pagano & Josef Zechner, 2022. "COVID-19 and Corporate Finance," CSEF Working Papers 651, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Adam Jørring & Andrew W Lo & Tomas J Philipson & Manita Singh & Richard T Thakor, 2022.
"Sharing R&D Risk in Healthcare via FDA Hedges [Bank lines of credit as contingent liquidity: Covenant violations and their implications],"
The Review of Corporate Finance Studies, Society for Financial Studies, vol. 11(4), pages 880-922.
- Adam Jørring & Andrew W. Lo & Tomas J. Philipson & Manita Singh & Richard T. Thakor, 2017. "Sharing R&D Risk in Healthcare via FDA Hedges," NBER Working Papers 23344, National Bureau of Economic Research, Inc.
- Mark Egan & Alexander MacKay & Hanbin Yang, 2022.
"Recovering Investor Expectations from Demand for Index Funds,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(5), pages 2559-2599.
- Mark L. Egan & Alexander MacKay & Hanbin Yang, 2020. "Recovering Investor Expectations from Demand for Index Funds," NBER Working Papers 26608, National Bureau of Economic Research, Inc.
- John H Cochrane, 2022. "Portfolios for Long-Term Investors [Rare disasters and asset markets in the twentieth century]," Review of Finance, European Finance Association, vol. 26(1), pages 1-42.
- James Brugler & Carole Comerton-Forde & J Spencer Martin, 2022. "Secondary Market Transparency and Corporate Bond Issuing Costs [Asset pricing and the bid–ask spread]," Review of Finance, European Finance Association, vol. 26(1), pages 43-77.
- Christopher Hrdlicka, 2022. "Trading Volume and Time Varying Betas [Alpha or beta in the eye of the beholder: what drives hedge fund flows?]," Review of Finance, European Finance Association, vol. 26(1), pages 79-116.
- Andy C W Chui & Avanidhar Subrahmanyam & Sheridan Titman, 2022.
"Momentum, Reversals, and Investor Clientele [Illiquidity and stock returns: Cross-section and time-series effects],"
Review of Finance, European Finance Association, vol. 26(2), pages 217-255.
- Andy C.W. Chui & Avanidhar Subrahmanyam & Sheridan Titman, 2021. "Momentum, Reversals, and Investor Clientele," NBER Working Papers 29453, National Bureau of Economic Research, Inc.
- Trond Døskeland & Jens Soerlie Kvaerner, 2022. "Cancer and Portfolio Choice: Evidence from Norwegian Register Data [The age of reason: financial decisions over the life cycle and implications for regulation]," Review of Finance, European Finance Association, vol. 26(2), pages 407-442.
- Sergey Kovbasyuk & Marco Pagano, 2022.
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"What Do Mutual Fund Investors Really Care About?,"
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"Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach,"
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"A Bayesian perspective on commodity style integration,"
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"Estimation of green bond premiums On the Chinese secondary market,"
Politická ekonomie, Prague University of Economics and Business, vol. 2022(6), pages 684-710.
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"Intertemporal consumption and debt aversion: a replication and extension,"
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- Kuznetsova, Mariya (Кузнецова, Мария) & Sinelnikova-Muryleva, Elena (Синельникова-Мурылева, Елена) & Shilov, Kirill (Шилов, Кирилл), 2022. "Factor models of cryptocurrency return within homogeneous groups [Факторные Модели Доходности Однородных Групп Криптовалют]," Working Papers w20220112, Russian Presidential Academy of National Economy and Public Administration.
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- Abramov, Alexander (Абрамов, Александр) & Radygin, Alexander (Радыгин, Александр) & Chernova, Maria (Чернова, Мария), 2022. "Mandatory Pension Savings In Russia: Experience And Prospects [Обязательные Пенсионные Накопления В России: Опыт И Перспективы]," Working Papers w20220182, Russian Presidential Academy of National Economy and Public Administration.
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- Cristian Bricicaru & Ioana Natalia Beleiu, 2022. "Cost-Benefit Analysis of Road Infrastructure Projects," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 23(1), pages 150-162, March.
- Yasin Kursat Onder, 2023.
"Optimal GDP-indexed Bonds,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 747-777, December.
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- Geoffrey J Warren, 2022. "Design of comprehensive income products for retirement using utility functions," Australian Journal of Management, Australian School of Business, vol. 47(1), pages 105-134, February.
- Hui Zeng & Ben R Marshall & Nhut H Nguyen & Nuttawat Visaltanachoti, 2022. "Are individual stock returns predictable?," Australian Journal of Management, Australian School of Business, vol. 47(1), pages 135-162, February.
- Andrew Grant & David Johnstone & Oh Kang Kwon, 2022. "How an idiosyncratic (zero-beta) risk can greatly increase the firm’s cost of capital," Australian Journal of Management, Australian School of Business, vol. 47(4), pages 664-685, November.
- Rui Ma & Ben R Marshall & Nhut H Nguyen & Nuttawat Visaltanachoti, 2022. "Does bitcoin liquidity resemble the liquidity of other financial assets?," Australian Journal of Management, Australian School of Business, vol. 47(4), pages 729-748, November.
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"COVID-19 and Corporate Finance [The risk of being a fallen angel and the corporate dash for cash in the midst of COVID],"
The Review of Corporate Finance Studies, Society for Financial Studies, vol. 11(4), pages 849-879.
- Marco Pagano & Josef Zechner, 2022. "COVID-19 and Corporate Finance," CSEF Working Papers 651, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
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"Wealth shocks and portfolio choice,"
Journal of Monetary Economics, Elsevier, vol. 149(C).
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- Christelis, Dimitris & Georgarakos, Dimitris & Jappelli, Tullio & Kenny, Geoff, 2024. "Wealth Shocks and Portfolio Choice," CEPR Discussion Papers 19279, C.E.P.R. Discussion Papers.
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"Modelling the composition of household portfolios: A latent class approach,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 57(1), pages 243-275, February.
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"CDS market structure and bond spreads,"
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24/2022, Deutsche Bundesbank.
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"Gold, bitcoin, and portfolio diversification: Lessons from the Ukrainian war,"
Resources Policy, Elsevier, vol. 83(C).
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- Alejandro Balbás & Beatriz Balbás & Raquel Balbás, 2022. "Pareto efficient buy and hold investment strategies under order book linked constraints," Annals of Operations Research, Springer, vol. 311(2), pages 945-965, April.
- Syed Jawad Hussain Shahzad & Elie Bouri & Mobeen Ur Rehman & Muhammad Abubakr Naeem & Tareq Saeed, 2022. "Oil price risk exposure of BRIC stock markets and hedging effectiveness," Annals of Operations Research, Springer, vol. 313(1), pages 145-170, June.
- Qiang Ji & Dayong Zhang & Yuqian Zhao, 2022. "Intra-day co-movements of crude oil futures: China and the international benchmarks," Annals of Operations Research, Springer, vol. 313(1), pages 77-103, June.
- Lu Wang & Ferhana Ahmad & Gong-li Luo & Muhammad Umar & Dervis Kirikkaleli, 2022. "Portfolio optimization of financial commodities with energy futures," Annals of Operations Research, Springer, vol. 313(1), pages 401-439, June.
- Syed Kumail Abbas Rizvi & Bushra Naqvi & Nawazish Mirza, 2022. "Is green investment different from grey? Return and volatility spillovers between green and grey energy ETFs," Annals of Operations Research, Springer, vol. 313(1), pages 495-524, June.
- Mondher Bellalah & Xu Guo & Shuo Wu & Detao Zhang, 2022. "General equilibrium with heterogeneous participants and continuous consumption with information costs and short selling constraints," Annals of Operations Research, Springer, vol. 313(2), pages 713-732, June.
- Charles-Olivier Amédée-Manesme & Fabrice Barthélémy, 2022. "Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion," Annals of Operations Research, Springer, vol. 313(2), pages 691-712, June.
- Erdinc Akyildirim & Frank J. Fabozzi & Ahmet Goncu & Ahmet Sensoy, 2022. "Statistical arbitrage in jump-diffusion models with compound Poisson processes," Annals of Operations Research, Springer, vol. 313(2), pages 1357-1371, June.
- Mariya Gubareva & Maria Rosa Borges, 2022. "Governed by the cycle: interest rate sensitivity of emerging market corporate debt," Annals of Operations Research, Springer, vol. 313(2), pages 991-1019, June.
- Aviral Kumar Tiwari & Sangram Keshari Jena & Satish Kumar & Erik Hille, 2022. "Is oil price risk systemic to sectoral equity markets of an oil importing country? Evidence from a dependence-switching copula delta CoVaR approach," Annals of Operations Research, Springer, vol. 315(1), pages 429-461, August.
- Ravi Kashyap, 2022. "Options as Silver Bullets: Valuation of Term Loans, Inventory Management, Emissions Trading and Insurance Risk Mitigation using Option Theory," Annals of Operations Research, Springer, vol. 315(2), pages 1175-1215, August.
- Petr Fiala & Adam Borovička, 2022. "Stock portfolio selection using aspiration level-oriented procedure: real case on the RM-SYSTEM Czech stock exchange," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 30(2), pages 781-805, June.
- Adam Borovička, 2022. "Stock portfolio selection under unstable uncertainty via fuzzy mean-semivariance model," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 30(2), pages 595-616, June.
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- Christos E. Kountzakis & Damiano Rossello, 2022. "Monetary risk measures for stochastic processes via Orlicz duality," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 45(1), pages 35-56, June.
- Michael Heinrich Baumann, 2022. "Beating the market? A mathematical puzzle for market efficiency," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 45(1), pages 279-325, June.
- Damiano Rossello, 2022. "Performance measurement with expectiles," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 45(1), pages 343-374, June.
- Charl Maree & Christian W. Omlin, 2022. "Reinforcement learning with intrinsic affinity for personalized prosperity management," Digital Finance, Springer, vol. 4(2), pages 241-262, September.
- Judith Avrahami & Werner Güth & Yaakov Kareev & Matteo Ploner, 2022. "Impulse balancing versus equilibrium learning an experimental study of competitive portfolio selection," Evolutionary and Institutional Economics Review, Springer, vol. 19(2), pages 587-610, September.
- Francesca Battaglia & Francesco Busato & Maria Manganiello, 2022. "A cross-platform analysis of the equity crowdfunding Italian context: the role of intellectual capital," Electronic Commerce Research, Springer, vol. 22(2), pages 649-689, June.
- Zaghum Umar & Dennis Olson, 2022. "Strategic asset allocation and the demand for real estate: international evidence," Empirical Economics, Springer, vol. 62(5), pages 2461-2513, May.
- Hasan Fehmi Baklaci & Tezer Yelkenci, 2022. "Cross-time-frequency analysis of volatility linkages in global currency markets: an extended framework," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(2), pages 267-314, June.
- Yudistira Permana & Saiqa Akbar & Anisa Nurpita, 2022. "Systemic risk and the financial network system: an experimental investigation," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(4), pages 631-651, December.
- Rocco Caferra & Pasquale Marcello Falcone & Andrea Morone & Piergiuseppe Morone, 2022. "Is COVID-19 anticipating the future? Evidence from investors’ sustainable orientation," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 12(1), pages 177-196, March.
- François-Éric Racicot & Raymond Théoret, 2022. "Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios: a nonlinear VAR approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-56, December.
- Paresh Kumar Narayan & Syed Aun R. Rizvi & Ali Sakti, 2022. "Did green debt instruments aid diversification during the COVID-19 pandemic?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-15, December.
- Thorsten Lehnert, 2022. "Corporate managers, price noise and the investment factor," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-18, December.
- Xuejun Jin & Jiawei Yu, 2022. "Does communication increase investors’ trading frequency? Evidence from a Chinese social trading platform," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-32, December.
- Yang Gao & Chengjie Zhao & Bianxia Sun & Wandi Zhao, 2022. "Effects of investor sentiment on stock volatility: new evidences from multi-source data in China’s green stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-30, December.
- Sebastian Jaimungal, 2022. "Reinforcement learning and stochastic optimisation," Finance and Stochastics, Springer, vol. 26(1), pages 103-129, January.
- Asaf Cohen & Yan Dolinsky, 2022. "A scaling limit for utility indifference prices in the discretised Bachelier model," Finance and Stochastics, Springer, vol. 26(2), pages 335-358, April.
- Alain Bensoussan & Guiyuan Ma & Chi Chung Siu & Sheung Chi Phillip Yam, 2022. "Dynamic mean–variance problem with frictions," Finance and Stochastics, Springer, vol. 26(2), pages 267-300, April.
- Shuoqing Deng & Xun Li & Huyên Pham & Xiang Yu, 2022. "Optimal consumption with reference to past spending maximum," Finance and Stochastics, Springer, vol. 26(2), pages 217-266, April.
- Tahir Choulli & Sina Yansori, 2022. "Log-optimal and numéraire portfolios for market models stopped at a random time," Finance and Stochastics, Springer, vol. 26(3), pages 535-585, July.
- Mikhail Zhitlukhin, 2022. "A continuous-time asset market game with short-lived assets," Finance and Stochastics, Springer, vol. 26(3), pages 587-630, July.
- Henryk Zähle, 2022. "A concept of copula robustness and its applications in quantitative risk management," Finance and Stochastics, Springer, vol. 26(4), pages 825-875, October.
- Elizabeth Nedumparambil & Anup Kumar Bhandari, 2022. "Risk factors, uncertainty, and investment decision: evidence from mutual fund flows from India," Indian Economic Review, Springer, vol. 57(2), pages 349-372, December.
- Gülcan Erkilet & Gerrit Janke & Rainer Kasperzak, 2022. "How valuation approach choice affects financial analysts’ target price accuracy," Journal of Business Economics, Springer, vol. 92(5), pages 741-779, July.
- Alessandro Leardi, 2022. "Fuelling fire sales? Prudential regulation and crises: evidence from the Italian market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(1), pages 121-144, January.
- Barry R. Cobb & Tim Murray & Jeffrey S. Smith, 2022. "Adjustable consumption model for retirees to balance spending and risk," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(2), pages 420-451, April.
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- Hung-Wen Lin & Jing-Bo Huang & Kun-Ben Lin & Shu-Heng Chen, 2022. "The competitions of time-varying and constant loadings in asset pricing models: empirical evidence and agent-based simulations," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(2), pages 577-612, April.
- Steffen Ahrens & Ciril Bosch-Rosa & Thomas Meissner, 2022.
"Intertemporal consumption and debt aversion: a replication and extension,"
Journal of the Economic Science Association, Springer;Economic Science Association, vol. 8(1), pages 56-84, December.
- Steffen Ahrens & Ciril Bosch-Rosa & Thomas Meissner, 2022. "Intertemporal Consumption and Debt Aversion: A Replication and Extension," Papers 2201.06006, arXiv.org, revised Jun 2022.
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- Ahrens, Steffen & Bosch-Rosa, Ciril & Meissner, Thomas, 2022. "Intertemporal consumption and debt aversion: A replication and extension," Discussion Papers 2022/1, Free University Berlin, School of Business & Economics.
- Rabah Amir & Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2022.
"An evolutionary finance model with short selling and endogenous asset supply,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 655-677, April.
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"Submodular financial markets with frictions,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 721-744, April.
- Alain Chateauneuf & Bernard Cornet, 2022. "Submodular financial markets with frictions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03722920, HAL.
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- Kirti Sood & Simarjeet Singh, 2022. "Marin Laboure and Nicolas Deffrennes (2022): Democratizing finance – the Radical promises of Fintech," Journal of Evolutionary Economics, Springer, vol. 32(5), pages 1581-1586, November.
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- Luca Bernardinelli & Paolo Guasoni & Eberhard Mayerhofer, 2022. "Informational efficiency and welfare," Mathematics and Financial Economics, Springer, volume 16, number 2, February.
- Moritz Voß, 2022. "A two-player portfolio tracking game," Mathematics and Financial Economics, Springer, volume 16, number 6, February.
- Dipankar Mondal & N. Selvaraju, 2022. "Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 44(1), pages 225-248, March.
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- Benjamin R. Auer, 2022. "On false discoveries of standard t-tests in investment management applications," Review of Managerial Science, Springer, vol. 16(3), pages 751-768, April.
- Jorma J. Schäublin, 2022. "Swiss pension funds: funding ratio, discount rate, and asset allocation," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 158(1), pages 1-23, December.
- Mohamad Hassan Abou Daya & Carole Bernard, 2022. "What matters in the annuitization decision?," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 158(1), pages 1-12, December.
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- Robiyanto Robiyanto & Fanny Yunitaria, 2022. "Dividend announcement effect analysis before and during the COVID-19 pandemic in the Indonesia Stock Exchange," SN Business & Economics, Springer, vol. 2(2), pages 1-20, February.
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- Mohammad Tariqul Islam Khan, 2022. "Prior perceived losses and investment objectives after stock market crisis: a moderated-mediation model of risk tolerance and loss aversion," SN Business & Economics, Springer, vol. 2(7), pages 1-22, July.
- Wilton Bernardino & João B. Amaral & Nelson L. Paes & Raydonal Ospina & José L. Távora, 2022. "A statistical investigation of a stock valuation model," SN Business & Economics, Springer, vol. 2(8), pages 1-25, August.
- Liu Min Shirley, 2022. "Accrual Accounting and Risk: Abnormal Sales Growth, Accruals Quality, and Returns," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 103, pages 2501-2537, Springer.
- Matthew Brigida & Chin W. Yang & Ken Hung, 2022. "How Consistent Are the Judges of Portfolio Performance?," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 107, pages 2627-2631, Springer.
- Richard E. Kihlstrom, 2022. "Risk Aversion and the Value of Information for Investors," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 108, pages 2633-2653, Springer.
- Jonathan Fletcher, 2022. "Evaluating Fund Performance Within the Stochastic Discount Factor Framework," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 13, pages 667-680, Springer.
- Fernando Gómez-Bezares & Fernando R. Gómez-Bezares, 2022. "An Analysis of Risk Treatment in the Field of Finance," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 60, pages 1397-1409, Springer.
- Rachel Calipha & Itzhak Venezia, 2022. "A Global Comparative Study of Impact Investments Research in Academic Institutions," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 84, pages 1963-1982, Springer.
- Matthew Muntifering, 2022. "Air Pollution, Investor Sentiment and Excessive Returns," Springer Books, in: Marielle de Jong & Dan diBartolomeo (ed.), Risks Related to Environmental, Social and Governmental Issues (ESG), pages 35-44, Springer.
- Chin-Yi Chen & Ching-Lin Chu & Hui-Chung Che & Hong-Wen Tsai & Bo Bai, 2022. "Using Patent Drawings to Differentiate Stock Return Rate of China Listed Companies. A Study on China Patent Species of Invention Grant," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 12(3), pages 1-4.
- Han-Ching Huang & Shan-He Huang, 2022. "The Difference Between Conditional and Unconditional Insider Silence Effect: Evidence from China," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 12(3), pages 1-5.
- Chin-Yi Chen & Ching-Lin Chu & Hui-Chung Che & Hong-Wen Tsai, 2022. "Using Patent Drawings to Differentiate Stock Return Rate of China Listed Companies. A Study on China Patent Species of Utility Model Grant," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 12(4), pages 1-1.
- Mahfuza Khatun & K. M. Zahidul Islam, 2022. "“Beta†with “Size Premium†an Augmented Approach in the Frontier Equity Market: Evidence from Dhaka Stock Exchange," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(1), pages 1-5.
- Jacob H. Schmidt PhD & Charlie McCann, 2022. "ESG Challenges in the Construction of UK Balanced Portfolios for Private Investors: An Analysis of the Availability and Performance of ESG Funds Across Various Asset Classes," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(1), pages 1-6.
- Shihong Zeng & Fan Li & Zhen Zhong, 2022. "Research on Influencing Factors of the Leverage Ratio of Non-financial Enterprises in the GBA," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(1), pages 1-7.
- Han-Ching Huang & William Indajang, 2022. "The Information Content of Indirect Insider Trading: Empirical Evidence from Vietnam Security Market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(3), pages 1-2.
- Jingya Hou & Daoguo Wang, 2022. "International Fund Allocation under Economic Policy Uncertainty Shock," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(5), pages 1-5.
- Frieder Meyer-Bullerdiek, 2022. "Selected Methods of optimized Sampling for Index Tracking – Evidence from German Stocks," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(6), pages 1-8.
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- Damonte Marco & Cardullo Gabriele, 2022. "The end of the Equity Premium Puzzle? An analysis of the European Financial Markets," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 11(2), pages 1-2.
- Claudio Boido & Paolo Ceccherini & Alessia D'Imperio, 2022. "ESG Scores - Is it the new way to build a European portfolio?," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 11(3), pages 1-1.
- Ryan, Ellen, 2022. "Are fund managers rewarded for taking cyclical risks?," ESRB Working Paper Series 134, European Systemic Risk Board.
- Tomáš Krulický & Veronika Machová & Ondřej Dvorák, 2022. "Actual paid cost of equity in construction," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 10(1), pages 408-419, September.
- Jiří Kučera & Eva Kalinová & Lenka Divoká, 2022. "Profitability of current investments in stock indexes," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 10(1), pages 420-434, September.
- Fernando García & Tsvetelina Gankova-Ivanova & Jairo González-Bueno & Javier Oliver & Rima Tamošiūnienė, 2022. "What is the cost of maximizing ESG performance in the portfolio selection strategy? The case of The Dow Jones Index average stocks," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 9(4), pages 178-192, June.
- Pavel Ciaian & Andrej Cupak & Pirmin Fessler & d’Artis Kancs, 2022.
"Environmental and Social Preferences and Investments in Crypto-Assets,"
JRC Research Reports
JRC129919, Joint Research Centre.
- Pavel Ciaian & Andrej Cupák & Pirmin Fessler & d’Artis Kancs, 2022. "Environmental and Social Preferences and Investments in Crypto-Assets," Working and Discussion Papers WP 3/2022, Research Department, National Bank of Slovakia.
- Paulo Pereira da Silva & Victor Mendes & Margarida Abreu, 2022.
"The disposition effect among mutual fund participants: a re-examination,"
The European Journal of Finance, Taylor & Francis Journals, vol. 28(12), pages 1237-1256, August.
- Paulo Silva & Victor Mendes & Margarida Abreu, 2020. "The Disposition Effect Among Mutual Fund Participants: A Re-Examination," Working Papers REM 2020/0126, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Jing Zhang & Wei Zhang & Youwei Li & Xu Feng, 2022.
"The role of hedge funds in the asset pricing: evidence from China,"
The European Journal of Finance, Taylor & Francis Journals, vol. 28(2), pages 219-243, January.
- Zhang, Jing & Zhang, Wei & Li, Youwei & Feng, Xu, 2021. "The Role of Hedge Funds in the Asset Pricing: Evidence from China," MPRA Paper 105377, University Library of Munich, Germany.
- Dimitris Christopoulos & Stefan Koeppl & Monika Köppl-Turyna, 2022.
"Syndication networks and company survival: evidence from European venture capital deals,"
Venture Capital, Taylor & Francis Journals, vol. 24(2), pages 105-135, April.
- Christopoulos, Dimitris & Köppl, Stefan & Köppl-Turyna, Monika, 2020. "Syndication networks and company survival: Evidence from European venture-capital deals," Working Papers 21, Agenda Austria.
- Christopoulos, Dimitris & Köppl, Stefan & Köppl-Turyna, Monika, 2021. "Syndication networks and company survival: Evidence from European venture-capital deals," Research Papers 16, EcoAustria – Institute for Economic Research.
- Oliver Borgards & Robert L. Czudaj, 2023.
"Long‐short speculator sentiment in agricultural commodity markets,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 3511-3528, October.
- Oliver Borgards & Robert L. Czudaj, 2022. "Long-short speculator sentiment in agricultural commodity markets," Chemnitz Economic Papers 055, Department of Economics, Chemnitz University of Technology, revised Jan 2022.
- Hong-Wen Tsai & Hui-Chung Che, 2022. "Patent Claim's Impact on Stock Return Rate Based on China Stock Market's Empirical Study," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 15(1), pages 27-46, July.
- Jan Nokkala, 2022. "High and Low Credit Risk in SME Portfolios: Evidence from Regulatory Risk Grade Dissemination," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 15(2), pages 25-34, December.
- Catherine Georgiou, 2022. "Modifications on Book-Valued Ratios," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 15(3), pages 24-37, December.
- Fulton, Chad, 2022. "Choosing what to pay attention to," Theoretical Economics, Econometric Society, vol. 17(1), January.
- Lester, Benjamin & Weill, Pierre-Olivier & Hugonnier, Julien, 2022.
"Heterogeneity in decentralized asset markets,"
Theoretical Economics, Econometric Society, vol. 17(3), July.
- Julien HUGONNIER & Benjamin LESTER & Pierre-Olivier WEILL, 2014. "Heterogeneity in Decentralized Asset Markets," Swiss Finance Institute Research Paper Series 14-67, Swiss Finance Institute.
- Weill, Pierre-Olivier & Hugonnier, Julien & Lester, Benjamin, 2020. "Heterogeneity in Decentralized Asset Markets," CEPR Discussion Papers 14274, C.E.P.R. Discussion Papers.
- Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2019. "Heterogeneity in Decentralized Asset Markets," Working Papers 19-44, Federal Reserve Bank of Philadelphia.
- Pierre-Olivier Weill & Benjamin Lester & Julien Hugonnier, 2016. "Heterogeneity in decentralized asset markets," 2016 Meeting Papers 1014, Society for Economic Dynamics.
- Hugonnier, Julien & Lester, Ben & Weill, Pierre-Olivier, 2019. "Heterogeneity in Decentralized Asset Markets," CEPR Discussion Papers 14014, C.E.P.R. Discussion Papers.
- Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2015. "Heterogeneity in decentralized asset markets," Working Papers 15-22, Federal Reserve Bank of Philadelphia.
- Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2014. "Heterogeneity in Decentralized Asset Markets," NBER Working Papers 20746, National Bureau of Economic Research, Inc.
- Fatouh, Mahmoud & Neamtu, Ioana & van Wijnbergen, Sweder, 2022.
"Risk-Taking, Competition and Uncertainty: Do Contingent Convertible (CoCo) Bonds Increase the Risk Appetite of Banks?,"
CEPR Discussion Papers
17062, C.E.P.R. Discussion Papers.
- Mahmoud Fatouh & Ioana Neamtu & Sweder van Wijnbergen, 2022. "Risk-Taking, Competition and Uncertainty: Do Contingent Convertible (CoCo) Bonds Increase the Risk Appetite of Banks?," Tinbergen Institute Discussion Papers 22-017/IV, Tinbergen Institute.
- Daniel Dimitrov, 2022. "Intergenerational Risk Sharing with Market Liquidity Risk," Tinbergen Institute Discussion Papers 22-028/VI, Tinbergen Institute.
- Chen, Damiaan H.J. & Beetsma, Roel M.W.J. & van Wijnbergen, Sweder J.G., 2023.
"Intergenerational sharing of unhedgeable inflation risk,"
Insurance: Mathematics and Economics, Elsevier, vol. 113(C), pages 140-160.
- Chen, Damiaan & Beetsma, Roel & van Wijnbergen, Sweder, 2022. "Intergenerational Sharing of Unhedgeable Inflation Risk," CEPR Discussion Papers 17720, C.E.P.R. Discussion Papers.
- Damiaan H.J. Chen & Roel M.W.J. Beetsma & Sweder J.G. van Wijnbergen, 2022. "Intergenerational Sharing ofUnhedgeable Inflation Risk," Tinbergen Institute Discussion Papers 22-088/IV, Tinbergen Institute.
- Huber, Stefanie J. & Schmidt, Tobias, 2022.
"Nevertheless, they persist: Cross-country differences in homeownership behavior,"
Journal of Housing Economics, Elsevier, vol. 55(C).
- Stefanie Huber & Tobias Schmidt, 2022. "Nevertheless, they persist: Cross-Country Differences in Homeownership Behavior," Tinbergen Institute Discussion Papers 22-009/II, Tinbergen Institute.
- Bauer, Michael & Huber, Daniel & Rudebusch, Glenn & Wilms, Ole, 2022.
"Where is the carbon premium? Global performance of green and brown stocks,"
Other publications TiSEM
6b117156-316d-440a-9fa5-b, Tilburg University, School of Economics and Management.
- Bauer, Michael & Huber, Daniel & Rudebusch, Glenn & Wilms, Ole, 2023. "Where is the Carbon Premium? Global Performance of Green and Brown Stocks," CEPR Discussion Papers 17824, C.E.P.R. Discussion Papers.
- Michael D. Bauer & Daniel Huber & Glenn D. Rudebusch & Ole Wilms, 2023. "Where Is the Carbon Premium? Global Performance of Green and Brown Stocks," CESifo Working Paper Series 10246, CESifo.
- Ma, Marshall Xiaoyin & Noussair, Charles N. & Renneboog, Luc, 2022.
"Colors, Emotions, and the Auction Value of Paintings,"
European Economic Review, Elsevier, vol. 142(C).
- Ma, Marshall (Xiaoyin) & Noussair, Charles & Renneboog, Luc, 2019. "Colors, Emotions, and the Auction Value of Paintings," Discussion Paper 2019-006, Tilburg University, Center for Economic Research.
- Ma, X. & Noussair, C.N. & Renneboog, Luc, 2022. "Colors, emotions, and the auction value of paintings," Other publications TiSEM 6e02bd92-e90d-4b93-a066-4, Tilburg University, School of Economics and Management.
- Ma, Marshall (Xiaoyin) & Noussair, Charles & Renneboog, Luc, 2019. "Colors, Emotions, and the Auction Value of Paintings," Other publications TiSEM b628fa65-83cf-41c8-b321-d, Tilburg University, School of Economics and Management.
- Compernolle, Tine & Kort, Peter M. & Thijssen, Jacco J.J., 2022.
"The effectiveness of carbon pricing: The role of diversification in a firm’s investment decision,"
Energy Economics, Elsevier, vol. 112(C).
- Compernolle, Tine & Kort, Peter M. & Thijssen, Jacco J. J., 2022. "The effectiveness of carbon pricing : The role of diversification in a firm's investment decision?," Other publications TiSEM abf6597c-1ba5-4816-a46e-8, Tilburg University, School of Economics and Management.
- Andrew Lilley & Matteo Maggiori & Brent Neiman & Jesse Schreger, 2022.
"Exchange Rate Reconnect,"
The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 845-855, October.
- Andrew Lilley & Matteo Maggiori & Brent Neiman & Jesse Schreger, 2019. "Exchange Rate Reconnect," NBER Working Papers 26046, National Bureau of Economic Research, Inc.
- Maggiori, Matteo & Lilley, Andrew & Neiman, Brent & Schreger, Jesse, 2020. "Exchange Rate Reconnect," CEPR Discussion Papers 13869, C.E.P.R. Discussion Papers.
- Jeppe Druedahl & Alessandro Martinello, 2022.
"Long-Run Saving Dynamics: Evidence from Unexpected Inheritances,"
The Review of Economics and Statistics, MIT Press, vol. 104(5), pages 1079-1095, December.
- Druedahl, Jeppe & Martinello, Alessandro, 2016. "Long-Run Saving Dynamics: Evidence from Unexpected Inheritances," Working Papers 2016:7, Lund University, Department of Economics, revised 08 May 2018.
- Jeppe Druedahl & Alessandro Martinello, 2018. "Long-Run Saving Dynamics: Evidence from Unexpected Inheritances," CEBI working paper series 17-02, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
- Jeppe Druedahl & Alessandro Martinello, 2018. "Long-Run Saving Dynamics: Evidence from Unexpected Inheritances," 2018 Meeting Papers 390, Society for Economic Dynamics.
- Bianchi, Milo & Liu, Zhengkai & Wang, Gang, 2022. "Are We Becoming Greener? Life-time Experiences and Responsible Investment," TSE Working Papers 22-1382, Toulouse School of Economics (TSE).
- Gollier, Christian & van der Ploeg, Frederick & Zheng, Jiakun, 2023.
"The discounting premium puzzle: Survey evidence from professional economists,"
Journal of Environmental Economics and Management, Elsevier, vol. 122(C).
- Christian Gollier & Frederick van der Ploeg & Jiakun Zheng, 2022. "The discounting premium puzzle: survey evidence from professional economists," Economics Series Working Papers 976, University of Oxford, Department of Economics.
- Christian Gollier & Frederick van der Ploeg & Jiakun Zheng, 2023. "The discounting premium puzzle: Survey evidence from professional economists," Post-Print hal-04227459, HAL.
- Gollier, Christian & Zheng, Jiakun & van der Ploeg, Frederick, 2022. "The Discounting Premium Puzzle: Survey evidence from professional economists," TSE Working Papers 22-1345, Toulouse School of Economics (TSE).
- Silvia Rossetto & Nassima Selmane & Raffaele Staglianò, 2023.
"Ownership concentration and firm risk: The moderating role of mid‐sized blockholders,"
Journal of Business Finance & Accounting, Wiley Blackwell, vol. 50(1-2), pages 377-410, January.
- Silvia Rossetto & Nassima Selmane & Raffaele Stagliano, 2022. "Ownership concentration and firm risk: the moderating role of mid-sized blockholders," Post-Print hal-04067634, HAL.
- Rossetto, Silvia & Selmane, Nassima & Staglianò, Raffaele, 2022. "Ownership concentration and firm risk: The moderating role of mid-sized blockholders," TSE Working Papers 22-1346, Toulouse School of Economics (TSE).
- Campanale Claudio & Fugazza Carolina, 2022. "Preference for Wealth and Life Cycle Portfolio Choice," Working papers 075, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
- Virgilio Gianluca P. M. & Nixon Luis Más Caro & Rolando Nolverthy Minga Sarmiento & Jhanely Dávila Rivera & à talo Reátegui DÃaz, 2022. "Credit risk and profitability of short-term deposit at Savings and Credit Cooperatives. The case of Peru [Riesgo crediticio y rentabilidad de depósitos a corto plazo en las cooperativas de ahorro ," REVESCO: Revista de estudios cooperativos, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Escuela de Estudios Cooperativos, issue 142, pages 84396-84396.
- Yuriy Kleban & Tetiana Stasiuk, 2022. "Crypto Currency Price Forecast: Neural Network Perspectives," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 254, pages 29-42.
- André Schmitt & Sandrine Spaeter, 2022. "Providing Pandemic Business Interruption Coverage with Double Trigger Cat Bonds," Working Papers of BETA 2022-05, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- André Schmitt & Sandrine Spaeter, 2022. "Pandémie et couverture des pertes d’exploitation : l’investisseur aux côtés de l’assureur et de l’Etat," Working Papers of BETA 2022-07, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Urom, C. & Ndubuisi, Gideon & Guesmi, K., 2022. "Quantile return and volatility connectedness among Non-Fungible Tokens (NFTs) and (un)conventional asset," MERIT Working Papers 2022-017, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
- Shukina Polina, 2022. "Factors of formation of dividend payment strategies," Working Papers 0043, Moscow State University, Faculty of Economics.
- Juan Imbet & Javier Gil-Bazo, 2022.
"Tweeting for Money: Social Media and Mutual Fund Flows,"
Working Papers
1366, Barcelona School of Economics.
- Javier Gil-Bazo & Juan F. Imbet, 2022. "Tweeting for money: Social media and mutual fund flows," Economics Working Papers 1846, Department of Economics and Business, Universitat Pompeu Fabra.
- Juan Imbet & Javier Gil-Bazo, 2023. "Tweeting for Money: Social Media and Mutual Fund Flows," Post-Print hal-04726546, HAL.
- Juan Imbet & Javier Gil-Bazo, 2024. "Tweeting for Money: Social Media and Mutual Fund Flows," Working Papers hal-04726330, HAL.
- Wenchao Li & Changcheng Song & Shu Xu & Junjian Yi, 2022. "High Sex Ratios and Household Portfolio Choice in China," Journal of Human Resources, University of Wisconsin Press, vol. 57(2), pages 465-490.
- Rinaldo Naci, 2022. "Market Participation:comparing the second generation of migrants fromEU countries and East Europe," Working Papers 2022:06, Department of Economics, University of Venice "Ca' Foscari".
- Michael Curran & Patrick O'Sullivan & Ryan Zalla, 2020.
"Can Volatility Solve the Naive Portfolio Puzzle?,"
Papers
2005.03204, arXiv.org, revised Feb 2022.
- Michael Curran & Patrick O'Sullivan & Ryan Zalla, 2022. "Can Volatility Solve the Naive Portfolio Puzzle?," Villanova School of Business Department of Economics and Statistics Working Paper Series 52, Villanova School of Business Department of Economics and Statistics.
- László PáL, 2022. "Asset Allocation Strategies Using Covariance Matrix Estimators," Acta Universitatis Sapientiae, Economics and Business, Sciendo, vol. 10(1), pages 133-144, September.
- Kedžo Margareta Gardijan, 2022. "COVID-19 pandemic impact on investment prospective in selected CEE stock markets: A stochastic dominance approach," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 8(2), pages 28-42, December.
- Barbu Teodora Cristina & Boitan Iustina Alina & Cepoi Cosmin-Octavian, 2022. "Are cryptocurrencies safe havens during the COVID-19 pandemic? A threshold regression perspective with pandemic-related benchmarks," Economics and Business Review, Sciendo, vol. 8(2), pages 29-49, July.
- Marchewka-Bartkowiak Kamilla & Wiśniewski Marcin, 2022. "Energy tokens as digital instruments of financial investment," Economics and Business Review, Sciendo, vol. 8(3), pages 109-125, October.
- Williams Zach, 2022. "The Materiality Challenge of ESG Ratings," Economics and Culture, Sciendo, vol. 19(2), pages 97-108, December.
- Gibilaro Lucia & Mattarocci Gianluca, 2022. "Supply chain dynamics after the COVID-19 pandemic and stock market performance: Evidence from the US," Economics, Sciendo, vol. 10(2), pages 45-62, December.
- Daniluk Katarzyna, 2022. "Effectiveness of Investing in the Stocks of Renewable Energy Companies in Poland," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Sciendo, vol. 15(1), pages 47-55, March.
- Trzebiński Artur A., 2022. "Mutual Funds’ Cost Persistence," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 18(2), pages 13-20, June.
- Waliszewski Krzysztof, 2022. "The impact of the COVID-19 pandemic on the personal finance - a comparative analysis of Poles and Slovaks," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 18(3), pages 80-87, September.
- Adaramola Anthony Olugbenga & Oyedeko Yusuf Olatunji, 2022. "Effect of Drawdown Strategy on Risk and Return in Nigerian Stock Market," Financial Markets, Institutions and Risks, Sciendo, vol. 6(3), pages 71-82, September.
- Jabłoński Bartłomiej & Kika Dorota, 2022. "The Impact of Macroeconomic Indicators on the Share Prices of Dividend Companies – A Comparative Analysis of Polish and US Issuers for the Period 2016–2020," Folia Oeconomica Stetinensia, Sciendo, vol. 22(2), pages 78-96, December.
- Nuhiu Artor & Aliu Florin & Peci Bedri, 2022. "Assessing the diversification risk of a single equity market: evidence from the largest European stock indexes," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 58(1), pages 3-16, March.
- Prusak Błażej & Potrykus Marcin, 2022. "Stock price reaction to an arrangement approval in restructuring proceedings – the case of Poland," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 58(3), pages 279-298, September.
- Śliwiński Paweł & Ablewski Szymon & Gemra Kamil & Łukowski Michał, 2022. "Where is the missing value? Evidence from the game industry IPOs underpricing in Poland," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 58(4), pages 335-350, December.
- Łęt Blanka & Sobański Konrad & Świder Wojciech & Włosik Katarzyna, 2022. "Is the cryptocurrency market efficient? Evidence from an analysis of fundamental factors for Bitcoin and Ethereum," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 58(4), pages 351-370, December.
- Dumiter Florin Cornel & Turcaș Florin Marius, 2022. "Theoretical and empirical underpinnings regarding stock market forecasts and predictions," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 32(1), pages 1-19, March.
- Kuveždić Marko & Dedi Lidija, 2022. "Insider Trading at Zagreb Stock Exchange," Zagreb International Review of Economics and Business, Sciendo, vol. 25(1), pages 79-94.
- Malik Amina & Din Shahab Ud & Shafi Khuram & Butt Babar Zaheer & Aziz Haroon, 2022. "Accounting Discretion, Loan Loss Provision in Financial Distress: Evidence from Commercial Banks," Zagreb International Review of Economics and Business, Sciendo, vol. 25(2), pages 1-18.
- Kurnoga Nataša & Šimurina Nika & Fučkan Filip, 2022. "Performance Differences between ESG Indices and Conventional Market Indices: a Multivariate Analysis of Indices," Zagreb International Review of Economics and Business, Sciendo, vol. 25(s1), pages 85-103.
- Maciej Wysocki & Paweł Sakowski, 2022. "Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models," Working Papers 2022-12, Faculty of Economic Sciences, University of Warsaw.
- Szymon Lis, 2022. "Investor Sentiment in Asset Pricing Models: A Review," Working Papers 2022-14, Faculty of Economic Sciences, University of Warsaw.
- Treb Allen & David Atkin, 2022.
"Volatility and the Gains From Trade,"
Econometrica, Econometric Society, vol. 90(5), pages 2053-2092, September.
- Treb Allen & David Atkin, 2016. "Volatility and the Gains from Trade," NBER Working Papers 22276, National Bureau of Economic Research, Inc.
- Isaac Ehrlich & Yong Yin, 2022.
"A Cross-Country Comparison of Old-Age Financial Readiness in Asian Countries versus the United States: The Case of Japan and the Republic of Korea,"
Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., vol. 39(01), pages 5-49, March.
- Isaac Ehrlich & Yong Yin, 2022. "A Cross-Country Comparison of Old-Age Financial Readiness in Asian Countries versus the United States: The Case of Japan and the Republic of Korea," NBER Working Papers 29649, National Bureau of Economic Research, Inc.
- Aktham Maghyereh & Hussein Abdoh, 2022. "Connectedness Between Crude Oil And Us Equities: The Impact Of The Covid-19 Pandemic," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 17(04), pages 1-30, December.
- Yousaf Ali Khan & Muneeb Ahmad, 2022. "Application from South Korea on the decomposition of the strategic procedure of IPO proceeds," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 9(04), pages 1-15, December.
- Dilip B. Madan & King Wang, 2022. "Option Surface Statistics With Applications," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 25(06), pages 1-16, September.
- Massimo Guidolin & Alexei G. Orlov, 2022.
"Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence,"
Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 1-61, September.
- Massimo Guidolin & Alexei G. Orlov, 2018. "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," BAFFI CAREFIN Working Papers 1887, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Massimo Guidolin & Alexei Orlov, 2018. "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," BAFFI CAREFIN Working Papers 1890, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Greg Filbeck & Xin Zhao, 2022. "Glassdoor: Are the Top CEOs Representing the Best Investments," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 1-22, September.
- Jens H. E. Christensen & Signe Krogstrup, 2022.
"A Portfolio Model of Quantitative Easing,"
Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 12(04), pages 1-39, December.
- Jens H. E. Christensen & Signe Krogstrup, 2016. "A Portfolio Model of Quantitative Easing," Working Paper Series WP16-7, Peterson Institute for International Economics.
- Jens H. E. Christensen & Signe Krogstrup, 2016. "A Portfolio Model of Quantitative Easing," Working Papers 2016-19, Swiss National Bank.
- Jens H. E. Christensen & Signe Krogstrup, 2016. "A Portfolio Model of Quantitative Easing," Working Paper Series 2016-12, Federal Reserve Bank of San Francisco.
- Jaden Jonghyuk Kim & Jung Hoon Lee & Shyam Venkatesan, 2022. "Why do Funds Make More When They Trade More?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 12(04), pages 1-52, December.
- Haim Levy, 2022. "Stocks, Bonds, and the Investment Horizon:Decision-Making for the Long Run," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12665.
- Paulo Joquiño, 2022. "Backing the Bold:A Primer on Early-Stage Venture Capital in Southeast Asia," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13095 edited by Yinglan Tan.
- Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), 2022. "Modern Finance and Risk Management:Festschrift in Honour of Hermann Locarek-Junge," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0351.
- Richard D Bateson, 2022. "Quantitative Hedge Funds:Discretionary, Systematic, AI, ESG and Quantamental," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0358.
- Günter Bamberg & Sebastian Heiden, 2022. "Confounding the Return Notions Could Be Dangerous," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 2, pages 9-25, World Scientific Publishing Co. Pte. Ltd..
- Ralf Trost & Alexander Fox, 2022. "Emotionally Involved Investors — Is There Any Finance Theory Fitting to Ethical, Crowdfunding and Fan Bond Investors?," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 3, pages 27-53, World Scientific Publishing Co. Pte. Ltd..
- Friedrich Thießen & Jörg Müller, 2022. "How Did Risk-Reduced Investment Strategies Perform During the Corona Crash? Lessons Learned from the Crisis for the Asset Management Industry," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 4, pages 55-77, World Scientific Publishing Co. Pte. Ltd..
- Susanne Homölle & Nikolas Höhnke & Ulf Hübenbecker & Philipp Winskowski, 2022. "The Growth of Social Banks, Investment Restrictions, and Excess Liquidity Risk," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 5, pages 79-101, World Scientific Publishing Co. Pte. Ltd..
- Ulrike Stopka, 2022. "Comparative Analysis of Determining the Risk-Adequate Cost of Capital for Regulated Network Operators in Network Industries," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 6, pages 103-135, World Scientific Publishing Co. Pte. Ltd..
- Benjamin Hammer & Nils Härtel & Suleiman Naiem & Bernhard Schwetzler, 2022. "Private Equity Investments and Value Creation in Small and Medium-Sized Enterprises," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 7, pages 137-170, World Scientific Publishing Co. Pte. Ltd..
- Steffi Höse & Stefan Huschens, 2022. "The Risk of the Unseen," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 8, pages 173-196, World Scientific Publishing Co. Pte. Ltd..
- Kerstin Bergk & Mario Brandtner & Wolfgang Kürsten, 2022. "Tail Nonlinearly Transformed Risk Measure as a Capital Constraint — A Better Choice for Bank Regulation Than Conditional Value-at-Risk?," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 9, pages 197-218, World Scientific Publishing Co. Pte. Ltd..
- Lars Hengmith & Sophia Licht, 2022. "Objectification of Subjective Risk Assessments," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 10, pages 219-245, World Scientific Publishing Co. Pte. Ltd..
- Stefan Huschens & Gerhard Stahl, 2022. "Model Risk as Multiplicative Risk Factor," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 11, pages 247-267, World Scientific Publishing Co. Pte. Ltd..
- Krzysztof Jajuga, 2022. "Model Risk in Option Pricing — Estimation Risk of Volatility Parameter," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 12, pages 269-287, World Scientific Publishing Co. Pte. Ltd..
- Rainer Lasch & Karl Dietrich, 2022. "Reference Framework for Success Factors of Resilient Supply Chains and Practical Application on a Supply Chain Disruption," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 13, pages 289-312, World Scientific Publishing Co. Pte. Ltd..
- Katarzyna Kuziak & Krzysztof Piontek, 2022. "Assessment of the Systemic Risk in the German Banking Industry," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 14, pages 313-332, World Scientific Publishing Co. Pte. Ltd..
- Harald Kinateder & Niklas Wagner, 2022. "Oil and Stock Market Returns: Direction, Volatility or Liquidity?," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 15, pages 335-351, World Scientific Publishing Co. Pte. Ltd..
- Sven Loßagk, 2022. "Risk Reduction by Law: An Assessment of the German Renewable Energy Sources Act," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 16, pages 353-377, World Scientific Publishing Co. Pte. Ltd..
- Andreas Horsch & Steffen Hundt, 2022. "Corporate Risk Management with Power Purchase Agreements," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 17, pages 379-400, World Scientific Publishing Co. Pte. Ltd..
- Thomas Burkhardt & Dominik Möhring, 2022. "The Christenson Gold Price Model Reconsidered," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 18, pages 401-415, World Scientific Publishing Co. Pte. Ltd..
- Siegfried Köstlmeier & Klaus Röder, 2022. "In Gold We Trust: Should German Investors Consider Gold in Stock Portfolios?," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 19, pages 417-436, World Scientific Publishing Co. Pte. Ltd..
- Tony Klein & Thomas Walther, 2022. "Dynamic Correlation of Precious Metals and Equity Markets: A Mixed Data Sampling Approach," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 20, pages 437-452, World Scientific Publishing Co. Pte. Ltd..
- Mario Straßberger, 2022. "Cryptocurrencies as an Asset Class — Holding Bitcoin in German Equities Portfolios," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 21, pages 453-474, World Scientific Publishing Co. Pte. Ltd..
- Richard D. Bateson, 2022. "Efficient Markets," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 1, pages 1-19, World Scientific Publishing Co. Pte. Ltd..
- Richard D. Bateson, 2022. "Real Markets," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 2, pages 21-38, World Scientific Publishing Co. Pte. Ltd..
- Richard D. Bateson, 2022. "Discretionary Adventures," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 3, pages 39-96, World Scientific Publishing Co. Pte. Ltd..
- Richard D. Bateson, 2022. "Systematic Profits," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 4, pages 97-132, World Scientific Publishing Co. Pte. Ltd..
- Richard D. Bateson, 2022. "The Factor Game," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 5, pages 133-147, World Scientific Publishing Co. Pte. Ltd..
- Richard D. Bateson, 2022. "AI Again," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 6, pages 149-172, World Scientific Publishing Co. Pte. Ltd..
- Richard D. Bateson, 2022. "ESG Investing," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 7, pages 173-186, World Scientific Publishing Co. Pte. Ltd..
- Richard D. Bateson, 2022. "Towards Quantamental," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 8, pages 187-201, World Scientific Publishing Co. Pte. Ltd..
- Richard D. Bateson, 2022. "Appendices," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 9, pages 203-249, World Scientific Publishing Co. Pte. Ltd..
- Paulo Joquiño & Yinglan Tan, 2022. "Introduction," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 1, pages 1-10, World Scientific Publishing Co. Pte. Ltd..
- Paulo Joquiño & Yinglan Tan, 2022. "Rule #1: Southeast Asia is Not Silicon Valley," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 2, pages 11-36, World Scientific Publishing Co. Pte. Ltd..
- Paulo Joquiño & Yinglan Tan, 2022. "Rule #2: If You Think You are Aiming Big, You Need to Go Bigger," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 3, pages 37-67, World Scientific Publishing Co. Pte. Ltd..
- Paulo Joquiño & Yinglan Tan, 2022. "Rule #3: Diversify, Diversify, Diversify," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 4, pages 69-91, World Scientific Publishing Co. Pte. Ltd..
- Paulo Joquiño & Yinglan Tan, 2022. "Rule #4: Finding the Next Billion-Dollar Company Starts with Asking the Right Questions," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 5, pages 93-129, World Scientific Publishing Co. Pte. Ltd..
- Paulo Joquiño & Yinglan Tan, 2022. "Rule #5: Always Have a Fresh Approach to Due Diligence," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 6, pages 131-163, World Scientific Publishing Co. Pte. Ltd..
- Paulo Joquiño & Yinglan Tan, 2022. "Rule #6: Don’t Just Invest, Build Companies," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 7, pages 165-199, World Scientific Publishing Co. Pte. Ltd..
- Paulo Joquiño & Yinglan Tan, 2022. "Rule #7: Growth is All About De-risking Failure," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 8, pages 201-237, World Scientific Publishing Co. Pte. Ltd..
- Paulo Joquiño & Yinglan Tan, 2022. "Rule #8: Culture is a Leading Indicator of Startup Success," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 9, pages 239-276, World Scientific Publishing Co. Pte. Ltd..
- Paulo Joquiño & Yinglan Tan, 2022. "Rule #9: Scaling is Growing by Doing More with Less," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 10, pages 277-305, World Scientific Publishing Co. Pte. Ltd..
- Paulo Joquiño & Yinglan Tan, 2022. "Rule #10: Always Be Fundraising," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 11, pages 307-329, World Scientific Publishing Co. Pte. Ltd..
- Paulo Joquiño & Yinglan Tan, 2022. "Rule #11: Building a Strong Board of Directors is about Balance, Not Control," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 12, pages 331-348, World Scientific Publishing Co. Pte. Ltd..
- Paulo Joquiño & Yinglan Tan, 2022. "Rule #12: Finding Exits is an Exercise in Creativity," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 13, pages 349-398, World Scientific Publishing Co. Pte. Ltd..
- Paulo Joquiño & Yinglan Tan, 2022. "Rule #13: There are Rules to Being Good, but No Rules to Being Great," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 14, pages 399-428, World Scientific Publishing Co. Pte. Ltd..
- Chen, An & Hieber, Peter & Sureth, Caren, 2022. "Pay for tax certainty? Advance tax rulings for risky investment under multi-dimensional tax uncertainty," arqus Discussion Papers in Quantitative Tax Research 273, arqus - Arbeitskreis Quantitative Steuerlehre.
- Andrada Bilan & Yalin Gündüz, 2022.
"CDS market structure and bond spreads,"
Working Papers
2022-09, Swiss National Bank.
- Bilan, Andrada & Gündüz, Yalın, 2022. "CDS market structure and bond spreads," Discussion Papers 24/2022, Deutsche Bundesbank.
- Bittner, Christian & Fecht, Falko & Pala, Melissa & Saidi, Farzad, 2022.
"Information transmission between banks and the market for corporate control,"
Discussion Papers
29/2022, Deutsche Bundesbank.
- Christian Bittner & Falko Fecht & Melissa Pala & Farzad Saidi, 2023. "Information Transmission between Banks and the Market for Corporate Control," ECONtribute Discussion Papers Series 250, University of Bonn and University of Cologne, Germany.
- Bittner, Christian & Fecht, Falko & Pala, Melissa & Saidi, Farzad, 2023. "Information Transmission between Banks and the Market for Corporate Control," CEPR Discussion Papers 18362, C.E.P.R. Discussion Papers.
- Fricke, Daniel & Jank, Stephan & Wilke, Hannes, 2022. "Who creates and who bears flow externalities in mutual funds?," Discussion Papers 41/2022, Deutsche Bundesbank.
- Geiger, Sebastian, 2022. "Systemic risk buffer and residential real estate loans: The steering effect of sectoral buffer application," Technical Papers 04/2022, Deutsche Bundesbank.
- Lesmeister, Simon & Limbach, Peter & Rau, P. Raghavendra & Sonnenburg, Florian, 2022. "Indexing and the performance-flow relation of actively managed mutual funds," CFR Working Papers 22-02, University of Cologne, Centre for Financial Research (CFR).
- Ammann, Manuel & Cochardt, Alexander Elmar & Straumann, Simon & Weigert, Florian, 2022. "Back to the roots: Ancestral origin and mutual fund manager portfolio choice," CFR Working Papers 22-04, University of Cologne, Centre for Financial Research (CFR).
- Gehde-Trapp, Monika & Klingler, Linda, 2022. "The effect of sentiment on institutional investors: A gender analysis," CFR Working Papers 22-08, University of Cologne, Centre for Financial Research (CFR).
- Agarwal, Vikas & Cochardt, Alexander Elmar & Orlov, Vitaly, 2022. "Birth order and fund manager's trading behavior: Role of sibling rivalry," CFR Working Papers 22-12, University of Cologne, Centre for Financial Research (CFR).
- Burger, Eric & Grba, Fabian & Heidorn, Thomas, 2022. "The impact of ESG ratings on implied and historical volatility," Frankfurt School - Working Paper Series 230, Frankfurt School of Finance and Management.
- Heidorn, Thomas & Schlamann, Sara, 2022. "The dynamics of rating based credit benchmark curves," Frankfurt School - Working Paper Series 231, Frankfurt School of Finance and Management.
- Heidorn, Thomas & Pavicic, Tim & Sieber, Antje, 2022. "Corporate FX hedging: An introduction for the corporate treasury," Frankfurt School - Working Paper Series 233, Frankfurt School of Finance and Management.
- Steffen Ahrens & Ciril Bosch-Rosa & Thomas Meissner, 2022.
"Intertemporal consumption and debt aversion: a replication and extension,"
Journal of the Economic Science Association, Springer;Economic Science Association, vol. 8(1), pages 56-84, December.
- Steffen Ahrens & Ciril Bosch-Rosa & Thomas Meissner, 2022. "Intertemporal Consumption and Debt Aversion: A Replication and Extension," Papers 2201.06006, arXiv.org, revised Jun 2022.
- Ahrens, Steffen & Bosch-Rosa, Ciril & Meissner, Thomas, 2022. "Intertemporal consumption and debt aversion: A replication and extension," Discussion Papers 2022/1, Free University Berlin, School of Business & Economics.
- Ahrens, Steffen & Bosch-Rosa, Ciril & Meissner, Thomas, 2022. "Intertemporal Consumption and Debt Aversion: A Replication and Extension," Rationality and Competition Discussion Paper Series 312, CRC TRR 190 Rationality and Competition.
- Ahrens, Steffen & Bosch-Rosa, Ciril, 2022. "Motivated beliefs, social preferences, and limited liability in financial decision-making," Discussion Papers 2022/8, Free University Berlin, School of Business & Economics.
- Schlütter, Sebastian & Fianu, Emmanuel Senyo & Gründl, Helmut, 2022. "Responsible investments in life insurers' optimal portfolios under solvency constraints," ICIR Working Paper Series 45/22, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Müller, Carola, 2022. "Capital requirements, market structure, and heterogeneous banks," IWH Discussion Papers 15/2022, Halle Institute for Economic Research (IWH).
- Neuhierl, Andreas & Tang, Xiaoxiao & Varneskov, Rasmus Tangsgaard & Zhou, Guofu, 2022. "Option characteristics as cross-sectional predictors," LawFin Working Paper Series 37, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
- Huning, Thilo R. & Wahl, Fabian, 2022.
"Identity, instability, and investors: An empirical investigation of the home bias,"
Working Papers
35, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
- Huning, Thilo R. & Wahl, Fabian, 2023. "Identity, Instability, and Investors. An Empirical Investigation of the Home Bias," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277595, Verein für Socialpolitik / German Economic Association.
- Bogle, David A. & Campbell, Gareth & Coyle, Christopher & Turner, John D., 2024.
"Why did shareholder liability disappear?,"
Journal of Financial Economics, Elsevier, vol. 152(C).
- Bogle, David A. & Campbell, Gareth & Coyle, Christopher & Turner, John D., 2022. "Why did shareholder liability disappear?," QUCEH Working Paper Series 22-12, Queen's University Belfast, Queen's University Centre for Economic History.
- Billio, Monica & Costola, Michele & Hristova, Iva & Latino, Carmelo & Pelizzon, Loriana, 2022. "Sustainable finance: A journey toward ESG and climate risk," SAFE Working Paper Series 349, Leibniz Institute for Financial Research SAFE.
- Olga Balakina & Claes Bäckman & Andreas Hackethal & Tobin Hanspal & Dominique M. Lammer, 2022.
"Good Peers, Good Apples? Peer Effects in Portfolio Quality,"
Economics Working Papers
2022-02, Department of Economics and Business Economics, Aarhus University.
- Balakina, Olga & Bäckman, Claes & Hackethal, Andreas & Hanspal, Tobin & Lammer, Dominique Marcel, 2022. "Good peers, good apples? Peer effects in portfolio quality," SAFE Working Paper Series 353, Leibniz Institute for Financial Research SAFE.
- Bucher-Koenen, Tabea & Hackethal, Andreas & Kasinger, Johannes & Laudenbach, Christine, 2022. "Disparities in financial literacy, pension planning, and saving behavior," SAFE Working Paper Series 362, Leibniz Institute for Financial Research SAFE.
- Pollastri, Alessandro & Rodrigues, Paulo Jorge Maurício & Schlag, Christian & Seeger, Norman, 2022. "A jumping index of jumping stocks? An MCMC analysis of continuous-time models for individual stocks," SAFE Working Paper Series 372, Leibniz Institute for Financial Research SAFE.
- Kormanyos, Emily & Hanspal, Tobin & Hackethal, Andreas, 2023. "Do gamblers invest in lottery stocks?," SAFE Working Paper Series 373, Leibniz Institute for Financial Research SAFE, revised 2023.
- Heinke, Steve & Olschewski, Sebastian & Rieskamp, Jörg, 2022. "Experiences and Asset Price Dynamics," VfS Annual Conference 2022 (Basel): Big Data in Economics 264017, Verein für Socialpolitik / German Economic Association.
- Tischer, Johannes, 2022. "Quantitative Easing, Safe Asset Scarcity and Bank Lending," VfS Annual Conference 2022 (Basel): Big Data in Economics 264035, Verein für Socialpolitik / German Economic Association.
- Daniel Fehrle, 2021.
"Hedging Against Inflation: Housing vs. Equity,"
Discussion Paper Series
342, Universitaet Augsburg, Institute for Economics.
- Fehrle, Daniel, 2022. "Hedging Against Inflation: Housing vs. Equity," VfS Annual Conference 2022 (Basel): Big Data in Economics 264044, Verein für Socialpolitik / German Economic Association.
- Bucher-Koenen, Tabea & Hackethal, Andreas & Kasinger, Johannes & Laudenbach, Christine, 2022. "Disparities in financial literacy, pension planning, and saving behavior," ZEW Discussion Papers 22-037, ZEW - Leibniz Centre for European Economic Research.
- Olivier Ledoit & Michael Wolf, 2022. "Markowitz portfolios under transaction costs," ECON - Working Papers 420, Department of Economics - University of Zurich, revised Sep 2024.
- Ghulame Rubbaniy & Ali Awais Khalid & Abiot Tessema & Abdelrahman Baqrain, 2022. "Do stock market fear and economic policy uncertainty co-move with COVID-19 fear? Evidence from the US and UK," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 40(1), pages 192-212, June.
- Thibaut G. Morillon & Ryan G. Chacon, 2022. "Dissecting the stock to flow model for Bitcoin," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 39(3), pages 506-523, February.
- Renu Jonwall & Seema Gupta & Shuchi Pahuja, 2022. "A comparison of investment behavior, attitudes, and demographics of socially responsible and conventional investors in India," Social Responsibility Journal, Emerald Group Publishing Limited, vol. 19(6), pages 1123-1141, July.
- Muhammad Muddasir & Saad Ullah Mughal, 2022. "Reviewing the Relationship between Dividend and Free Cash Flow of NonFinancial Firms of KSE 100," International Econometric Review (IER), Econometric Research Association, vol. 14(4), pages 107-123, December.
- Maen F. Nsour & Ph.D. & Samer AM Al-Rjoub & Ph.D., 2022. "How Would Investing in Equities Have Affected the Social Security Investment Fund in an Emerging Market? Can Governance Help?," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(4), pages 55-72.
- Musa Ilias Biala & A.K. Oladejo, 2022. "On the Nexus between Exchange Rate and Stock Price in Nigeria," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 12(1), pages 80-99.
- Augustine C. Arize & John Malindretos & Ikechukwu Ndu & Demetri Tsanacas & Neirouz Watad, 2022. "A Survey of Multinational Company Accounting Foreign Exchange Exposure," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 12(2), pages 128-135.
- Augustine C. Arize & John Malindretos & Ikechukwu Ndu & Demetri Tsanacas & Neirouz Watad, 2022. "A Survey of Multinational Company Accounting Foreign Exchange Exposure," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 12(2), pages 142-149.
- Laxman Tandan & Ananta Raj Kafle & Khageshyor Khanal, 2022. "An Econometric Analysis on Interest Rate Reforms and Financial Deepening," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 12(3), pages 3-22.
- Dejan Zivkov & Jelena Damnjanovic & Natasa Papic-Blagojevic, 2022. "Energy Commodity Price Risk Minimization with Precious Metals in a Multivariate Portfolio," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 72(1), pages 50-70, March.
- Paulo Rotella Junior & Luiz Célio Souza Rocha & Rogério Santana Peruchi & Giancarlo Aquila & Edson de Oliveira Pamplona & Karel Janda & Arthur Leandro Guerra Pires, 2023.
"Robust portfolio optimization: a stochastic evaluation of worst-case scenarios,"
Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 36(3), pages 2165525-216, December.
- Paulo Rotella Junior & Luiz Celio Souza Rocha & Rogerio Santana Peruchi & Giancarlo Aquila & Karel Janda & Edson de Oliveira Pamplona, 2022. "Robust Portfolio Optimization: A Stochastic Evaluation of Worst-Case Scenarios," Working Papers IES 2022/03, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2022.
- Golub, Alexander & Anda, Jon & Markandya, Anil & Brody, Michael & Celovic, Aldin & Kedaitiene, Angele, 2022.
"Climate alpha and the global capital market,"
FEEM Working Papers
322792, Fondazione Eni Enrico Mattei (FEEM).
- Alexander Golub & Jon Anda & Anil Markandya & Michael Brody & Aldin Celovic & Angele Kedaitiene, 2022. "Climate alpha and the global capital market," Working Papers 2022.19, Fondazione Eni Enrico Mattei.
- Pietro De Ponti & Matteo Romagnoli, 2022. "Financial implications of the EU Emission Trading System: an analysis of wavelet coherence and volatility spillovers," Working Papers 2022.22, Fondazione Eni Enrico Mattei.
- Laura Starks, 2022. "Considerations on ESG Investment Implementation," Policy Hub, Federal Reserve Bank of Atlanta, vol. 2022(7), June.
- Amit Goyal & Alessio Saretto, 2022. "Are Equity Option Returns Abnormal? IPCA Says No," Working Papers 2214, Federal Reserve Bank of Dallas.
- John V. Duca & Mark Walker, 2022. "Why Has U.S. Stock Ownership Doubled Since the Early 1980s? Equity Participation Over the Past Half Century," Working Papers 2222, Federal Reserve Bank of Dallas.
- Inês Xavier, 2022. "Bubbles and Stagnation," Finance and Economics Discussion Series 2022-033, Board of Governors of the Federal Reserve System (U.S.).
- Marcelo Ochoa & Matthias Paustian & Laura Wilcox, 2022. "Do Sustainable Investment Strategies Hedge Climate Change Risks? Evidence from Germany's Carbon Tax," Finance and Economics Discussion Series 2022-073, Board of Governors of the Federal Reserve System (U.S.).
- John Ammer & John H. Rogers & Gang Wang & Yang Yu, 2022. "Visible Hands: Professional Asset Managers' Expectations and the Stock Market in China," International Finance Discussion Papers 1362, Board of Governors of the Federal Reserve System (U.S.).
- Pekka Honkanen & Daniel Schmidt & Bastian von Beschwitz, 2022. "Passive Ownership and Short Selling," International Finance Discussion Papers 1365, Board of Governors of the Federal Reserve System (U.S.).
- Filippo Ferroni, 2022. "How Interconnected Are Cryptocurrencies and What Does This Mean for Risk Management," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue 466, pages 1-5, March.
- Kenechukwu E. Anadu & Marco Cipriani & Ryan M. Craver & Gabriele La Spada, 2022.
"The Money Market Mutual Fund Liquidity Facility,"
Economic Policy Review, Federal Reserve Bank of New York, vol. 28(1), July.
- Anadu, Kenechukwu & Cipriani, Marco & La Spada, Gabriele, 2022. "The Money Market Mutual Fund Liquidity Facility," CEPR Discussion Papers 17161, C.E.P.R. Discussion Papers.
- Marco Angrisani & Marco Cipriani & Antonio Guarino, 2022.
"Strategic Sophistication and Trading Profits: An Experiment with Professional Traders,"
Staff Reports
1044, Federal Reserve Bank of New York.
- Angrisani, Marco & Cipriani, Marco & Guarino, Antonio, 2023. "Strategic Sophistication and Trading Profits: An Experiment with Professional Traders," CEPR Discussion Papers 17983, C.E.P.R. Discussion Papers.
- Natee Amornsiripanitch & Zeqiong Huang & David Kwon & Jinjie Lin, 2022. "Net Income Measurement, Investor Inattention, and Firm Decisions," Working Papers 22-05, Federal Reserve Bank of Philadelphia.
- Elena Yu. Makushina, 2022. "Disclosure by Venture Capital Funds Formed Under Investment Partnership Agreement," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 113-129, April.
- Hasmik V. Khachatryan, 2022. "Divergence of ESG Ratings: Foreign Regulatory Trends," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 5, pages 89-104, October.
- Alexander E. Abramov & Andrey G. Kosyrev & Alexander D. Radygin & Maria I. Chernova, 2022. "Russia’s Shares Market in 2021 and in Early 2022 [Российский Рынок Акций В 2021 Г. И В Начале 2022 Г]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 1, pages 36-42, January.
- Alexander E. Abramov & Alexander D. Radygin & Maria I. Chernova & Andrey G. Kosyrev, 2022. "Factor Investing amid Increased Volatility of Financial Markets [Факторное Инвестирование В Условиях Повышенной Волатильности Финансовых Рынков]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 2, February.
- Alexander E. Abramov & Andrey G. Kosyrev & Alexander D. Radygin & Maria I. Chernova, 2022. "Российский Рынок Акций В 2021 Г. И В Начале 2022 Г," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 1, pages 36-42, January.
- Alexander E. Abramov & Alexander D. Radygin & Maria I. Chernova & Andrey G. Kosyrev, 2022. "Факторное Инвестирование В Условиях Повышенной Волатильности Финансовых Рынков," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 2, February.
- Martien Lamers & Thomas Present & Rudi Vander Vennet, 2022.
"Sovereign Exposures of European Banks: It Is Not All Doom,"
JRFM, MDPI, vol. 15(2), pages 1-24, February.
- Martien Lamers & Thomas Present & Rudi Vander Vennet, 2019. "Sovereign exposures of European banks: it is not all doom," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 19/989, Ghent University, Faculty of Economics and Business Administration.
- David E. Allen, 2022.
"Cryptocurrencies, Diversification and the COVID-19 Pandemic,"
JRFM, MDPI, vol. 15(3), pages 1-25, February.
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"Submodular financial markets with frictions,"
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"Better lucky than good: The Simon-Ehrlich bet through the lens of financial economics,"
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"An evolutionary finance model with short selling and endogenous asset supply,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 655-677, April.
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"Efficiency of Dynamic Portfolio Choices: An Experiment,"
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"Higher order risk attitudes of financial experts,"
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"Performance Participation Strategies: OBPP versus CPPP,"
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"The impact of the Ukraine–Russia war on world stock market returns,"
Economics Letters, Elsevier, vol. 215(C).
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"Performance Participation Strategies: OBPP versus CPPP,"
Finance, Presses universitaires de Grenoble, vol. 43(1), pages 123-150.
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"Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market,"
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"Submodular financial markets with frictions,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 721-744, April.
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"Risk-taking and skewness-seeking behavior in a demographically diverse population,"
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"How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets?,"
Technological Forecasting and Social Change, Elsevier, vol. 185(C).
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"Multi-Time and Multi-Moment Nonparametric Frontier-Based Fund Rating: Proposal and Buy-and-Hold Backtesting Strategy,"
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"The strategic allocation to style-integrated portfolios of commodity futures,"
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"Factor investing in Brazil: Diversifying across factor tilts and allocation strategies,"
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"Does disinvestment from fossil fuels reduce the financial performance of responsible sovereign wealth funds?,"
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"The fluctuations of insurers’ risk appetite,"
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"Ownership concentration and firm risk: The moderating role of mid‐sized blockholders,"
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"Better lucky than good: The Simon-Ehrlich bet through the lens of financial economics,"
Ecological Economics, Elsevier, vol. 193(C).
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"Short-term volatility timing: a cross-country study,"
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"Working from home and corporate real estate,"
Regional Science and Urban Economics, Elsevier, vol. 99(C).
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"The impact of the Ukraine–Russia war on world stock market returns,"
Economics Letters, Elsevier, vol. 215(C).
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"The impact of the Ukraine–Russia war on world stock market returns,"
Economics Letters, Elsevier, vol. 215(C).
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"The impact of the Ukraine–Russia war on world stock market returns,"
Economics Letters, Elsevier, vol. 215(C).
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"The Effects of Monetary Policy: Theory with Measured Expectations,"
SciencePo Working papers Main
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"Portfolio instability and socially responsible investment: Experiments with financial professionals and students,"
Journal of Economic Dynamics and Control, Elsevier, vol. 153(C).
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"Inflation Targeting and Developing countries’ Performance: Evidence from Firm-Level Data,"
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2941, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
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"Algorithmic vs. Human Portfolio Choice,"
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"Portfolio instability and socially responsible investment: Experiments with financial professionals and students,"
Journal of Economic Dynamics and Control, Elsevier, vol. 153(C).
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"Risk transmission between green markets and commodities,"
CAMA Working Papers
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"Incorporating ESG into Optimal Stock Portfolios for the Global Timber & Forestry Industry,"
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"Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models,"
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"Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows,"
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"Downward Revision of Investment Decisions after Corporate Tax Hikes,"
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"Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis,"
Computational Economics, Springer;Society for Computational Economics, vol. 64(6), pages 3543-3553, December.
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"Determinants of stock market correlations. Accounting for model uncertainty and reverse causality in a large panel setting,"
Working Papers REM
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"Capital outflow restrictions and dollar drainage,"
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"Sustainable finance literacy and the determinants of sustainable investing,"
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"Infrequent Random Portfolio Decisions in an Open Economy Model,"
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"Asset pricing with costly short sales,"
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"Deconstructing ESG scores: how to invest with your own criteria,"
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"The disciplining effect of supervisory scrutiny in the EU-wide stress test,"
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"Building portfolios of sovereign securities with decreasing carbon footprints,"
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"Can Time-Varying Currency Risk Hedging Explain Exchange Rates?,"
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"Risk-Taking, Competition and Uncertainty: Do Contingent Convertible (CoCo) Bonds Increase the Risk Appetite of Banks?,"
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"What Do the Data Tell Us About Inflation Expectations?,"
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"Asset pricing with costly short sales,"
Swiss Finance Institute Research Paper Series
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"Is the road to hell paved with good intentions? An empirical analysis of budgetary follow-up in the EU,"
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"The Money Market Mutual Fund Liquidity Facility,"
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"Who Holds Sovereign Debt and Why It Matters,"
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"Cultural Origins of Investment Behavior,"
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"Tax wedges, financial frictions and misallocation,"
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"Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows,"
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"Global Fund Flows and Emerging Market Tail Risk,"
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- Aharon, David Y. & Demir, Ender & Lau, Chi Keung Marco & Zaremba, Adam, 2022. "Twitter-Based uncertainty and cryptocurrency returns," Research in International Business and Finance, Elsevier, vol. 59(C).
- Mokni, Khaled & Youssef, Manel & Ajmi, Ahdi Noomen, 2022. "COVID-19 pandemic and economic policy uncertainty: The first test on the hedging and safe haven properties of cryptocurrencies," Research in International Business and Finance, Elsevier, vol. 60(C).
- Tachibana, Minoru, 2022. "Safe haven assets for international stock markets: A regime-switching factor copula approach," Research in International Business and Finance, Elsevier, vol. 60(C).
- Ben Amor, Souhir & Althof, Michael & Härdle, Wolfgang Karl, 2022. "Financial Risk Meter for emerging markets," Research in International Business and Finance, Elsevier, vol. 60(C).
- Andreu, Laura & Gimeno, Ruth & Ortiz, Cristina, 2022. "Diversification and manager autonomy in fund families: Implications for investors," Research in International Business and Finance, Elsevier, vol. 60(C).
- Kaczmarek, Tomasz & Będowska-Sójka, Barbara & Grobelny, Przemysław & Perez, Katarzyna, 2022. "False Safe Haven Assets: Evidence From the Target Volatility Strategy Based on Recurrent Neural Network," Research in International Business and Finance, Elsevier, vol. 60(C).
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- Rababa’a, Abdel Razzaq Al & Alomari, Mohammad & Rehman, Mobeen Ur & McMillan, David & Hendawi, Raed, 2022. "Multiscale relationship between economic policy uncertainty and sectoral returns: Implications for portfolio management," Research in International Business and Finance, Elsevier, vol. 61(C).
- Bastías, Jaime & Ruiz, José L., 2022. "Equity fire sales and herding behavior in pension funds," Research in International Business and Finance, Elsevier, vol. 62(C).
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- BRIK, Hatem & El OUAKDI, Jihene & FTITI, Zied, 2022. "Roles of stable versus nonstable cryptocurrencies in Bitcoin market dynamics," Research in International Business and Finance, Elsevier, vol. 62(C).
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- Echaust, Krzysztof & Just, Małgorzata, 2022. "Is gold still a safe haven for stock markets? New insights through the tail thickness of portfolio return distributions," Research in International Business and Finance, Elsevier, vol. 63(C).
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"Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models,"
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"How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets?,"
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- Pavel Ciaian & Andrej Cupak & Pirmin Fessler & d’Artis Kancs, 2022. "Environmental and Social Preferences and Investments in Crypto-Assets," JRC Research Reports JRC129919, Joint Research Centre.
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"Return and volatility spillovers between Chinese and U.S. clean energy related stocks,"
Energy Economics, Elsevier, vol. 108(C).
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- Naeem, Muhammad Abubakr & Karim, Sitara & Jamasb, Tooraj & Nepal, Rabindra, 2022.
"Risk Transmission between Green Markets and Commodities,"
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- An, Li & Lou, Dong & Shi, Donghui, 2022. "Wealth redistribution in bubbles and crashes," LSE Research Online Documents on Economics 113766, London School of Economics and Political Science, LSE Library.
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"Sentiment and Speculation in a Market with Heterogeneous Beliefs,"
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- Martin, Ian & Papadimitriou, Dimitris, 2019. "Sentiment and speculation in a market with heterogeneous beliefs," LSE Research Online Documents on Economics 118936, London School of Economics and Political Science, LSE Library.
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"Working from home and corporate real estate,"
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- Antonin Bergeaud & Jean Benoit Eymeoud & Thomas Garcia & Dorian Henricot, 2022. "Working from home and corporate real estate," CEP Discussion Papers dp1831, Centre for Economic Performance, LSE.
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- Lumengo Bonga-Bonga & Maphelane Palesa Phume, 2022.
"Return and volatility spillovers between South African and Nigerian equity markets,"
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- Phume, Maphelane Palesa & Bonga-Bonga, Lumengo, 2018. "Return and volatility spillovers between South African and Nigerian equity markets," MPRA Paper 87638, University Library of Munich, Germany.
- Quanxi Liang & Jiangshan Liao & Leng Ling, 2022. "Social interactions and mutual fund portfolios: the role of alumni networks in China," China Finance Review International, Emerald Group Publishing Limited, vol. 12(3), pages 433-450, January.
- Lehlohonolo Letho & Grieve Chelwa & Abdul Latif Alhassan, 2022. "Cryptocurrencies and portfolio diversification in an emerging market," China Finance Review International, Emerald Group Publishing Limited, vol. 12(1), pages 20-50, January.
- Quanxi Liang & Jiangshan Liao & Leng Ling, 2022. "Social interactions and mutual fund portfolios: the role of alumni networks in China," China Finance Review International, Emerald Group Publishing Limited, vol. 12(3), pages 433-450, January.
- Turan G. Bali & Stephen J. Brown & Yi Tang, 2022. "Disagreement in economic forecasts and equity returns: risk or mispricing?," China Finance Review International, Emerald Group Publishing Limited, vol. 13(3), pages 309-341, August.
- Lehlohonolo Letho & Grieve Chelwa & Abdul Latif Alhassan, 2022. "Cryptocurrencies and portfolio diversification in an emerging market," China Finance Review International, Emerald Group Publishing Limited, vol. 12(1), pages 20-50, January.
- Sutap Kumar Ghosh & Md. Naiem Hossain & Hosneara Khatun, 2022. "The hedging role of US and Chinese stock markets against economic and trade policy uncertainty: lessons from recent turbulences," China Finance Review International, Emerald Group Publishing Limited, vol. 13(3), pages 444-470, December.
- Slah Bahloul & Fatma Mathlouthi, 2022. "DoṢukūkand Islamic indexes act as safe refuge to conventional stock markets? Evidence from Markov-switching CAPM approach," Islamic Economic Studies, Emerald Group Publishing Limited, vol. 30(1), pages 64-83, November.
- Zulfiqar Ali Imran & Muhammad Ahad, 2022. "Safe-haven investments against stock returns in Pakistan: a role of real estate, gold, oil and US dollar," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 16(1), pages 167-189, February.
- Robert Martin Hull & Sungkyu Kwak & Rosemary Walker, 2022. "Stock derivatives and seasoned equity offerings," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 19(1), pages 88-107, January.
- Robert Martin Hull & Sungkyu Kwak & Rosemary Walker, 2022. "Stock derivatives and seasoned equity offerings," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 19(1), pages 88-107, January.
- Diogo Corso Kruk & Rene Coppe Pimentel, 2022. "Performance evaluation models applied to the Brazilian mutual funds market," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 19(8), pages 2134-2151, November.
- Szymon Stereńczak, 2022. "Illiquidity and stock returns: the moderating role of investors' holding period in Central and Eastern European markets," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 19(7), pages 2025-2045, October.
- Mwangele Kaluba & Yudhvir Seetharam, 2022. "Can market state and market volatility explain time-varying momentum profits in South Africa?," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 18(10), pages 4363-4382, January.
- Shuyi Yao & Jianing Zhang, 2022. "The informativeness of the top holdings of Chinese equity mutual funds," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 19(10), pages 3441-3458, December.
- Pablo Durán Santomil & Pablo Crisanto Lombardero Fernández & Luis Otero González, 2022. "Do performance measures matter for stock mutual funds? An international analysis," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 19(7), pages 1860-1878, October.
- Andrea Delle Foglie & J.S. Keshminder, 2022. "Challenges and opportunities of SRI sukuk toward financial system sustainability: a bibliometric and systematic literature review," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 19(10), pages 3202-3225, December.
- Stefano Piserà & Helen Chiappini, 2022. "Are ESG indexes a safe-haven or hedging asset? Evidence from the COVID-19 pandemic in China," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 19(1), pages 56-75, May.
- Fatma Mathlouthi & Slah Bahloul, 2022. "Co-movement and causal relationships between conventional and Islamic stock market returns under regime-switching framework," Journal of Capital Markets Studies, Emerald Group Publishing Limited, vol. 6(2), pages 166-184, June.
- Fatma Mathlouthi & Slah Bahloul, 2022. "Co-movement and causal relationships between conventional and Islamic stock market returns under regime-switching framework," Journal of Capital Markets Studies, Emerald Group Publishing Limited, vol. 6(2), pages 166-184, June.
- Soumaya Ben Khelifa & Sonia Arsi, 2022. "Islamic equity funds and stock market: dynamic relation and market timing during the COVID-19 outbreak," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, vol. 40(4), pages 837-850, July.
- Hock Tsen Wong, 2022. "The impact of real exchange rates on real stock prices," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, vol. 27(54), pages 262-276, May.
- Sana Tauseef & Philippe Dupuy, 2022. "Pakistan: a study of market's returns and anomalies," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, vol. 27(54), pages 344-363, March.
- Ali Yavuz Polat, 2022. "Investor bias, risk and price volatility," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 50(7), pages 1317-1335, November.
- Opeoluwa Adeniyi Adeosun & Olumide Adeola Adeosun & Mosab I. Tabash & Suhaib Anagreh, 2022. "News-based uncertainty measures and returns on prices of precious metals: evidence from regime switching and time-varying causality approach," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 50(2), pages 173-200, February.
- Pragati Priya & Chandan Sharma, 2022. "COVID-19 related stringencies and financial market volatility: sectoral evidence from India," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 15(1), pages 16-34, December.
- Pragati Priya & Chandan Sharma, 2022. "COVID-19 related stringencies and financial market volatility: sectoral evidence from India," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 15(1), pages 16-34, December.
- Safaa Alsmadi & Ahmad Alkhataybeh & Mohammad Ziad Shakhatreh, 2022. "Corporate cash holdings and disclosure violations: an empirical investigation of Jordanian listed companies," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, vol. 13(3), pages 568-580, January.
- Afees Salisu & Jean Paul Tchankam, 2022. "Uncertainty due to pandemics and epidemics and the behavior of Travel & Leisure stocks in the UK, the USA and Europe," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(5), pages 619-638, July.
- Anja Vinzelberg & Benjamin Rainer Auer, 2022. "A comparison of minimum variance and maximum Sharpe ratio portfolios for mainstream investors," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(1), pages 55-84, January.
- Ahmed Ghorbel & Mohamed Fakhfekh & Ahmed Jeribi & Amine Lahiani, 2022. "Extreme dependence and risk spillover across G7 and China stock markets before and during the COVID-19 period," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(2), pages 206-244, February.
- Afees Salisu & Jean Paul Tchankam, 2022. "Uncertainty due to pandemics and epidemics and the behavior of Travel & Leisure stocks in the UK, the USA and Europe," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(5), pages 619-638, July.
- Anja Vinzelberg & Benjamin Rainer Auer, 2022. "A comparison of minimum variance and maximum Sharpe ratio portfolios for mainstream investors," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(1), pages 55-84, January.
- Ahmed Ghorbel & Mohamed Fakhfekh & Ahmed Jeribi & Amine Lahiani, 2022. "Extreme dependence and risk spillover across G7 and China stock markets before and during the COVID-19 period," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(2), pages 206-244, February.
- Redhwan Aldhamari & Ku Nor Izah Ku Ismail & Haithm Mohammed Hamood Al-Sabri & Mousa Sharaf Adin Hezam Saleh, 2022. "Stock market reactions of Malaysian firms and industries towards events surrounding COVID-19 announcements and number of confirmed cases," Pacific Accounting Review, Emerald Group Publishing Limited, vol. 35(3), pages 390-411, June.
- Pratheepkanth Puwanenthiren, 2022. "National development level effects on capital budgeting practices: a comparative study of nature vs nurture," PSU Research Review, Emerald Group Publishing Limited, vol. 8(1), pages 227-247, January.
- Daniel Gilcher, 2022. "Heuristics in the wild: exploring fund manager decisions through the COVID pandemic," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 16(5), pages 833-859, November.
- Mayank Joshipura & Sangeeta Wats, 2022. "Decoding momentum returns: an integrated bibliometric and content analysis approach," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 15(2), pages 254-277, September.
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- John Galakis & Ioannis Vrontos & Panos Xidonas, 2022. "On tree-structured linear and quantile regression-based asset pricing," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 21(3), pages 204-245, May.
- Dave Berger, 2022. "Investor sentiment: a retail trader activity approach," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 21(2), pages 61-82, April.
- John Galakis & Ioannis Vrontos & Panos Xidonas, 2022. "On tree-structured linear and quantile regression-based asset pricing," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 21(3), pages 204-245, May.
- Kingstone Nyakurukwa & Yudhvir Seetharam, 2022. "Household stock market participation in South Africa: the role of financial literacy and social interactions," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 16(1), pages 186-201, August.
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- Hans Philipp Wanger & Andreas Oehler, 2022. "Can downside-risk measures help to explain the reluctance of households to invest in XTFs? An empirical study using the SHS-base," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 15(3), pages 309-339, August.
- Johannes Hagen & Amedeus Malisa & Thomas Post, 2022. "Trading behavior of Swedish retirement investors during the COVID-19 pandemic," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 15(5), pages 694-708, March.
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2021
- Dyer, Travis A., 2021. "The demand for public information by local and nonlocal investors: Evidence from investor-level data," Journal of Accounting and Economics, Elsevier, vol. 72(1).
- Ohk, Seungbin & Ju, Biung-Ghi, 2021. "Capitalizing on prospect theory value: The Asian developed stock markets," Japan and the World Economy, Elsevier, vol. 57(C).
- Jain, Pawan & Upadhyay, Arun, 2021. "Are REITs more resilient than non-REITs? Evidence from natural experiments," Japan and the World Economy, Elsevier, vol. 58(C).
- Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2021. "Country governance and international equity returns," Journal of Banking & Finance, Elsevier, vol. 122(C).
- Çela, Eranda & Hafner, Stephan & Mestel, Roland & Pferschy, Ulrich, 2021. "Mean-variance portfolio optimization based on ordinal information," Journal of Banking & Finance, Elsevier, vol. 122(C).
- Levy, Haim & Levy, Moshe, 2021. "The cost of diversification over time, and a simple way to improve target-date funds," Journal of Banking & Finance, Elsevier, vol. 122(C).
- Chen, An & Nguyen, Thai & Rach, Manuel, 2021. "Optimal collective investment: The impact of sharing rules, management fees and guarantees," Journal of Banking & Finance, Elsevier, vol. 123(C).
- Branger, Nicole & Herold, Michael & Muck, Matthias, 2021. "International stochastic discount factors and covariance risk," Journal of Banking & Finance, Elsevier, vol. 123(C).
- Campani, Carlos Heitor & Garcia, René & Lewin, Marcelo, 2021. "Optimal portfolio strategies in the presence of regimes in asset returns," Journal of Banking & Finance, Elsevier, vol. 123(C).
- Becker, Janis & Hollstein, Fabian & Prokopczuk, Marcel & Sibbertsen, Philipp, 2021. "The memory of beta," Journal of Banking & Finance, Elsevier, vol. 124(C).
- Changwony, Frederick Kibon & Campbell, Kevin & Tabner, Isaac T., 2021. "Savings goals and wealth allocation in household financial portfolios," Journal of Banking & Finance, Elsevier, vol. 124(C).
- Betzer, André & Limbach, Peter & Rau, P. Raghavendra & Schürmann, Henrik, 2021.
"Till death (or divorce) do us part: Early-life family disruption and investment behavior,"
Journal of Banking & Finance, Elsevier, vol. 124(C).
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- Papailias, Fotis & Liu, Jiadong & Thomakos, Dimitrios D., 2021.
"Return signal momentum,"
Journal of Banking & Finance, Elsevier, vol. 124(C).
- Papailias, Fotis & Liu, Jiadong & Thomakos, Dimitrios D., 2019. "Return Signal Momentum," QBS Working Paper Series 2019/04, Queen's University Belfast, Queen's Business School.
- Paolella, Marc S. & Polak, Paweł & Walker, Patrick S., 2021. "A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs," Journal of Banking & Finance, Elsevier, vol. 125(C).
- Blöchlinger, Andreas, 2021. "Interest rate risk in the banking book: A closed-form solution for non-maturity deposits," Journal of Banking & Finance, Elsevier, vol. 125(C).
- Jiang, George J. & Zaynutdinova, Gulnara R. & Zhang, Huacheng, 2021. "Stock-selection timing," Journal of Banking & Finance, Elsevier, vol. 125(C).
- DeLisle, R. Jared & Ferguson, Michael F. & Kassa, Haimanot & Zaynutdinova, Gulnara R., 2021. "Hazard stocks and expected returns," Journal of Banking & Finance, Elsevier, vol. 125(C).
- Humphrey, Jacquelyn E. & Li, Yong, 2021. "Who goes green: Reducing mutual fund emissions and its consequences," Journal of Banking & Finance, Elsevier, vol. 126(C).
- Carpio, Ronaldo & Guo, Meixin & Liu, Yuan & Pyun, Ju Hyun, 2021. "Wealth heterogeneity, information acquisition and equity home bias: Evidence from U.S. household surveys of consumer finance," Journal of Banking & Finance, Elsevier, vol. 126(C).
- Liu, Clark & Wang, Shujing & Wei, K.C. John, 2021. "Demand shock, speculative beta, and asset prices: Evidence from the Shanghai-Hong Kong Stock Connect program," Journal of Banking & Finance, Elsevier, vol. 126(C).
- Anghel, Dan Gabriel, 2021. "Data Snooping Bias in Tests of the Relative Performance of Multiple Forecasting Models," Journal of Banking & Finance, Elsevier, vol. 126(C).
- Lin, Qi, 2021. "The q5 model and its consistency with the intertemporal CAPM," Journal of Banking & Finance, Elsevier, vol. 127(C).
- Bergbrant, Mikael & Kassa, Haimanot, 2021. "Is idiosyncratic volatility related to returns? Evidence from a subset of firms with quality idiosyncratic volatility estimates," Journal of Banking & Finance, Elsevier, vol. 127(C).
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"Analysis of Systematic Risk around Firm-specific News in an Emerging Market using High Frequency Data,"
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"Sustainability in a Risky World,"
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"From patriarchy to partnership: Gender equality and household finance,"
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"The Geography of Investor Attention,"
CSEF Working Papers
630, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
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"Impact of Brexit on Islamic stock markets: employing MGARCH-DCC and wavelet correlation analysis,"
International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 15(1), pages 179-202, August.
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- Rifki Ismal, 2021. "Assessing the application of Islamic and conventional hedgings in Indonesia," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 15(1), pages 32-47, July.
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- Harjum Muharam & Aditya Dharmawan & Najmudin Najmudin & Robiyanto Robiyanto, 2021. "Herding Behavior: Evidence from Southeast Asian Stock Markets," International Symposia in Economic Theory and Econometrics, in: Recent Developments in Asian Economics International Symposia in Economic Theory and Econometrics, volume 28, pages 207-220, Emerald Group Publishing Limited.
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"Climate change concerns and the performance of green versus brown stocks,"
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"The Anatomy of Index Rebalancings : Evidence from Transaction Data,"
Policy Research Working Paper Series
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"The Geography of Investor Attention,"
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"Portfolio allocation and borrowing constraints,"
The European Journal of Finance, Taylor & Francis Journals, vol. 30(9), pages 915-948, June.
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"When it rains, it pours: Multifactor asset management in good and bad times,"
Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 44(3), pages 641-669, September.
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"Better to stay apart: asset commonality, bipartite network centrality, and investment strategies,"
Annals of Operations Research, Springer, vol. 299(1), pages 177-213, April.
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- Chinnadurai Kathiravan & Murugesan Selvam & Sankaran Venkateswar & S. Balakrishnan, 2021. "Investor behavior and weather factors: evidences from Asian region," Annals of Operations Research, Springer, vol. 299(1), pages 349-373, April.
- Emilio Barucci & Daniele Marazzina & Elisa Mastrogiacomo, 2021. "Optimal investment strategies with a minimum performance constraint," Annals of Operations Research, Springer, vol. 299(1), pages 215-239, April.
- Mario Maggi & Pierpaolo Uberti, 2021. "Google search volumes for portfolio management: performances and asset concentration," Annals of Operations Research, Springer, vol. 299(1), pages 163-175, April.
- An Chen & Thai Nguyen & Manuel Rach, 2021. "A collective investment problem in a stochastic volatility environment: The impact of sharing rules," Annals of Operations Research, Springer, vol. 302(1), pages 85-109, July.
- Giovanni Bonaccolto, 2021. "Quantile– based portfolios: post– model– selection estimation with alternative specifications," Computational Management Science, Springer, vol. 18(3), pages 355-383, July.
- Margareta Gardijan Kedžo & Boško Šego, 2021. "The relative efficiency of option hedging strategies using the third-order stochastic dominance," Computational Management Science, Springer, vol. 18(4), pages 477-504, October.
- Tahereh Khodamoradi & Maziar Salahi & Ali Reza Najafi, 2021. "Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(1), pages 197-214, June.
- Giuseppe Buccheri & Davide Pirino & Luca Trapin, 2021. "Managing liquidity with portfolio staleness," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(1), pages 215-239, June.
- Jihed Majdoub & Salim Ben Sassi & Azza Bejaoui, 2021. "Can fiat currencies really hedge Bitcoin? Evidence from dynamic short-term perspective," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 789-816, December.
- Giovanni Campisi & Silvia Muzzioli & Fabio Tramontana, 2021. "Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 707-726, December.
- Roberto Dieci & Xue-Zhong He, 2021. "Cross-section instability in financial markets: impatience, extrapolation, and switching," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 727-754, December.
- Nikolaos A. Kyriazis, 2021. "Investigating the diversifying or hedging nexus of cannabis cryptocurrencies with major digital currencies," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 845-861, December.
- Alla Petukhina & Erin Sprünken, 2021. "Evaluation of multi-asset investment strategies with digital assets," Digital Finance, Springer, vol. 3(1), pages 45-79, March.
- Min Dai & Hanqing Jin & Steven Kou & Yuhong Xu, 2021. "Robo-advising: a dynamic mean-variance approach," Digital Finance, Springer, vol. 3(2), pages 81-97, June.
- Yingying Xu & Chi-Wei Su & Jaime Ortiz, 2021. "Is gold a useful hedge against inflation across multiple time horizons?," Empirical Economics, Springer, vol. 60(3), pages 1175-1189, March.
- Jiro Hodoshima, 2021. "Evaluation of performance of stock and real estate investment trust markets in Japan," Empirical Economics, Springer, vol. 61(1), pages 101-120, July.
- Jens J. Krüger, 2021. "Nonparametric portfolio efficiency measurement with higher moments," Empirical Economics, Springer, vol. 61(3), pages 1435-1459, September.
- Doron Nisani & Amit Shelef, 2021. "A statistical analysis of investor preferences for portfolio selection," Empirical Economics, Springer, vol. 61(4), pages 1883-1915, October.
- Walid Chkili, 2021. "Modeling Bitcoin price volatility: long memory vs Markov switching," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 11(3), pages 433-448, September.
- Carmen López-Martín & Sonia Benito Muela & Raquel Arguedas, 2021. "Efficiency in cryptocurrency markets: new evidence," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 11(3), pages 403-431, September.
- Helder Sebastião & Pedro Godinho, 2021. "Forecasting and trading cryptocurrencies with machine learning under changing market conditions," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-30, December.
- Roman Mestre, 2021.
"A wavelet approach of investing behaviors and their effects on risk exposures,"
Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-37, December.
- Roman Mestre, 2021. "A wavelet approach of investing behaviors and their effects on risk exposures," Post-Print hal-03195190, HAL.
- Afees A. Salisu & Kingsley Obiora, 2021. "COVID-19 pandemic and the crude oil market risk: hedging options with non-energy financial innovations," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-19, December.
- Boubekeur Baba & Güven Sevil, 2021. "Bayesian analysis of time-varying interactions between stock returns and foreign equity flows," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-25, December.
- Xun Zhang & Fengbin Lu & Rui Tao & Shouyang Wang, 2021. "The time-varying causal relationship between the Bitcoin market and internet attention," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-19, December.
- Melisa Ozdamar & Levent Akdeniz & Ahmet Sensoy, 2021. "Lottery-like preferences and the MAX effect in the cryptocurrency market," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-27, December.
- Daehan Kim & Mehmet Huseyin Bilgin & Doojin Ryu, 2021. "Are suspicious activity reporting requirements for cryptocurrency exchanges effective?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-17, December.
- Emmanuel Lépinette & Ilya Molchanov, 2021. "Risk arbitrage and hedging to acceptability under transaction costs," Finance and Stochastics, Springer, vol. 25(1), pages 101-132, January.
- Cosimo Munari, 2021. "Multi-utility representations of incomplete preferences induced by set-valued risk measures," Finance and Stochastics, Springer, vol. 25(1), pages 77-99, January.
- Julien Grépat & Yuri Kabanov, 2021. "On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs," Finance and Stochastics, Springer, vol. 25(1), pages 167-187, January.
- Paolo Guasoni & Yuliya Mishura & Miklós Rásonyi, 2021. "High-frequency trading with fractional Brownian motion," Finance and Stochastics, Springer, vol. 25(2), pages 277-310, April.
- Anna Jaśkiewicz & Andrzej S. Nowak, 2021. "Markov decision processes with quasi-hyperbolic discounting," Finance and Stochastics, Springer, vol. 25(2), pages 189-229, April.
- Moris S. Strub & Xun Yu Zhou, 2021. "Evolution of the Arrow–Pratt measure of risk-tolerance for predictable forward utility processes," Finance and Stochastics, Springer, vol. 25(2), pages 331-358, April.
- Martin Herdegen & Johannes Muhle-Karbe & Dylan Possamaï, 2021. "Equilibrium asset pricing with transaction costs," Finance and Stochastics, Springer, vol. 25(2), pages 231-275, April.
- Daniel Bartl & Michael Kupper & Ariel Neufeld, 2021. "Duality theory for robust utility maximisation," Finance and Stochastics, Springer, vol. 25(3), pages 469-503, July.
- Bingyan Han & Chi Seng Pun & Hoi Ying Wong, 2021. "Robust state-dependent mean–variance portfolio selection: a closed-loop approach," Finance and Stochastics, Springer, vol. 25(3), pages 529-561, July.
- Julia Ackermann & Thomas Kruse & Mikhail Urusov, 2021. "Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models," Finance and Stochastics, Springer, vol. 25(4), pages 757-810, October.
- Kazuyuki Sasakura, 2021. "Calculating a Giffen Good," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 7(3), pages 349-369, November.
- Söhnke M. Bartram & Harald Lohre & Peter F. Pope & Ananthalakshmi Ranganathan, 2021. "Navigating the factor zoo around the world: an institutional investor perspective," Journal of Business Economics, Springer, vol. 91(5), pages 655-703, July.
- Rama K. Malladi & Prakash L. Dheeriya, 2021. "Time series analysis of Cryptocurrency returns and volatilities," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(1), pages 75-94, January.
- Jose I. Alvarado & Lindsay C. Clark & Jose A. Gutierrez, 2021. "Stock performance subsequent to combinations in quarterly revenue surprise, earnings surprise, guidance, valuation, and report time," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(1), pages 95-117, January.
- Imhotep Paul Alagidede & Gideon Boako & Bo Sjo, 2021. "African equity markets’ exposure to oil and other commodities - implications for global portfolio diversification," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(2), pages 288-315, April.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2021.
"Persistence in the market risk premium: evidence across countries,"
Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(3), pages 413-427, July.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2020. "Persistence in the Market Risk Premium: Evidence across Countries," CESifo Working Paper Series 8211, CESifo.
- Bing Zhu & René-Ojas Woltering, 2021. "Is fund performance driven by flows into connected funds? spillover effects in the mutual fund industry," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(3), pages 544-571, July.
- Faruk Balli & Hassan Ghassan & Essam H. Jeefri, 2021.
"Sukuk and bond spreads,"
Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(3), pages 529-543, July.
- Balli, Faruk & Ghassan, Hassan B. & Al-Jefri, Essam H., 2020. "Sukuk and bond spreads," MPRA Paper 106729, University Library of Munich, Germany, revised 20 Jan 2021.
- Laleh Samarbakhsh & Meet Shah, 2021. "Fixed income mutual fund performance during and after a crisis: a Canadian case," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(4), pages 654-676, October.
- Stefani Milovanska-Farrington & Stephen Farrington, 2021. "Discipline, risk, and the endogeneity between financial decisionmaking and health," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(4), pages 596-636, October.
- David Lagziel & Ehud Lehrer, 2021.
"Transferable deposits as a screening mechanism,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(2), pages 483-504, March.
- David Lagziel & Ehud Lehrer, 2018. "Transferable Deposits as a Screening Mechanism," Working Papers 1808, Ben-Gurion University of the Negev, Department of Economics.
- Arthur Beddock & Elyès Jouini, 2021. "Live fast, die young: equilibrium and survival in large economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(3), pages 961-996, April.
- Qian Lin & Frank Riedel, 2021. "Optimal consumption and portfolio choice with ambiguous interest rates and volatility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(3), pages 1189-1202, April.
- Daniele Giachini, 2021. "Rationality and asset prices under belief heterogeneity," Journal of Evolutionary Economics, Springer, vol. 31(1), pages 207-233, January.
- Hari Venkatesh & Jyoti Kumari & Gourishankar S. Hiremath & Hiranmoy Roy, 2021. "Foreign Institutional Investors: Fair-Weather Friends or Smart Traders?," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(2), pages 291-316, June.
- Shromona Ganguly, 2021. "Financialization of the Real Economy: New Empirical Evidence from the Non-financial Firms in India Using Conditional Logistic Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(3), pages 493-523, September.
- Farina Weiss, 2021. "A numerical approach to solve consumption-portfolio problems with predictability in income, stock prices, and house prices," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 93(1), pages 33-81, February.
- Marco Bade & Martin Walther, 2021. "Local preferences and the allocation of attention in equity-based crowdfunding," Review of Managerial Science, Springer, vol. 15(8), pages 2501-2533, November.
- Fredrik Armerin & Han-Suck Song, 2021. "A framework for modelling cash flow lags," SN Business & Economics, Springer, vol. 1(10), pages 1-13, October.
- Emmanuel Uche & Lionel Effiom, 2021. "Fighting capital flight in Nigeria: have we considered global uncertainties and exchange rate volatilities? Fresh insights via quantile ARDL model," SN Business & Economics, Springer, vol. 1(6), pages 1-22, June.
- Pablo López Sarabia & Silvia Rojas Padilla & Ricardo González Díaz, 2021. "How Covid-19 Has Accelerated the Garment and Financial Investment Industries’ Adoption of Environmental, Social and Corporate Governance (ESG) Standards," Springer Books, in: Griselda Dávila-Aragón & Salvador Rivas-Aceves (ed.), The Future of Companies in the Face of a New Reality, pages 37-62, Springer.
- Prabir Kumar Das, 2021. "Risk Modeling by Coherent Measure Using Family of Generalized Hyperbolic Distributions," Springer Books, in: Pooja Lakhanpal & Jaydeep Mukherjee & Biswajit Nag & Divya Tuteja (ed.), Trade, Investment and Economic Growth, chapter 0, pages 169-176, Springer.
- Han-Ching Huang & Chien-Sheng Wen, 2021. "The Performance of Trading Strategies Based on Deviations from Put-Call Parity of Stock Options," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 11(2), pages 1-3.
- Hong-Wen Tsai & Hui-Chung Che & Bo Bai, 2021. "Innovation Continuity as Indicator for Observing Stock Return Rate in China Stock Market," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 11(5), pages 1-2.
- Hsiang-Hsi Liu & Pi-Hsia Hung & Po-Hung Luo Cho, 2021. "Nonlinear Interactions and Volatility Spillovers between Stock and Foreign Exchange Markets: The STVEC-STGARCH-DCC Approach," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 11(4), pages 1-3.
- Frieder Meyer-Bullerdiek, 2021. "Out-of-sample performance of the Black-Litterman model," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 10(2), pages 1-2.
- Guido Abate & Tommaso Bonafini & Pierpaolo Ferrari, 2021. "Fundamentals-weighting vs. Capitalization-weighting: An Empirical Comparison," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 10(2), pages 1-3.
- Barbu, Alexandru & Fricke, Christoph & ,, 2020.
"Procyclical Asset Management and Bond Risk Premia,"
CEPR Discussion Papers
15123, C.E.P.R. Discussion Papers.
- Barbu, Alexandru & Fricke, Christoph & Moench, Emanuel, 2021. "Procyclical asset management and bond risk premia," ESRB Working Paper Series 116, European Systemic Risk Board.
- Barbu, Alexandru & Fricke, Christoph & Mönch, Emanuel, 2020. "Procyclical asset management and bond risk premia," Discussion Papers 38/2020, Deutsche Bundesbank.
- Christoph Kaufmann, 2023.
"Investment Funds, Monetary Policy, and the Global Financial Cycle,"
Journal of the European Economic Association, European Economic Association, vol. 21(2), pages 593-636.
- Kaufmann, Christoph, 2020. "Investment funds, monetary policy, and the global financial cycle," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224573, Verein für Socialpolitik / German Economic Association.
- Kaufmann, Christoph, 2021. "Investment funds, monetary policy, and the global financial cycle," ESRB Working Paper Series 119, European Systemic Risk Board.
- Kaufmann, Christoph, 2020. "Investment funds, monetary policy, and the global financial cycle," Working Paper Series 2489, European Central Bank.
- Fricke, Daniel, 2021.
"Synthetic leverage and fund risk-taking,"
Discussion Papers
09/2021, Deutsche Bundesbank.
- Fricke, Daniel, 2021. "Synthetic Leverage and Fund Risk-Taking," ESRB Working Paper Series 126, European Systemic Risk Board.
- Bagliano, Fabio C. & Fugazza, Carolina & Nicodano, Giovanna, 2024.
"Life-cycle risk-taking with personal disaster risk,"
International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 378-396.
- Nicodano, Giovanna & Bagliano, Fabio-Cesare & Fugazza, Carolina, 2021. "Life-Cycle Risk-Taking with Personal Disaster Risk," CEPR Discussion Papers 16234, C.E.P.R. Discussion Papers.
- Bagliano, Fabio C. & Fugazza, Carolina & Nicodano, Giovanna, 2021. "Life-cycle risk-taking with personal disaster risk," ESRB Working Paper Series 132, European Systemic Risk Board.
- Hans K. Hvide & Tom G. Meling & Magne Mogstad & Ola L. Vestad, 2024.
"Broadband Internet and the Stock Market Investments of Individual Investors,"
Journal of Finance, American Finance Association, vol. 79(3), pages 2163-2194, June.
- Hans K. Hvide & Tom G. Meling & Magne Mogstad & Ola L. Vestad, 2021. "Broadband internet and the stock market investments of individual investors," Discussion Papers 946, Statistics Norway, Research Department.
- Hans K. Hvide & Tom G. Meling & Magne Mogstad & Ola L. Vestad, 2022. "Broadband Internet and the Stock Market Investments of Individual Investors," NBER Working Papers 30383, National Bureau of Economic Research, Inc.
- Hvide, Hans K. & Meling, Tom G. & Mogstad, Magne & Vestad, Ola, 2023. "Broadband Internet and the Stock Market Investments of Individual Investors," CEPR Discussion Papers 18067, C.E.P.R. Discussion Papers.
- Maxime Merli & Antoine Parent & Cécile Edlinger, 2021.
"Portfolio advice before modern portfolio theory: The Belle Epoque of French analyst Alfred Neymarck,"
Business History, Taylor & Francis Journals, vol. 63(7), pages 1197-1221, September.
- Maxime Merli & Antoine Parent & Cécile Edlinger, 2021. "Portfolio advice before modern portfolio theory : the Belle Époque for french analyst Alfred Neymarck," Post-Print hal-03403339, HAL.
- Maxime Merli & Antoine Parent & Cécile Edlinger, 2021. "Portfolio advice before modern portfolio theory : the Belle Époque for french analyst Alfred Neymarck," SciencePo Working papers Main hal-03403339, HAL.
- Alla A. Petukhina & Raphael C. G. Reule & Wolfgang Karl Härdle, 2021.
"Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies,"
The European Journal of Finance, Taylor & Francis Journals, vol. 27(1-2), pages 8-30, January.
- Petukhina, Alla A. & Reule, Raphael C. G. & Härdle, Wolfgang Karl, 2019. "Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies," IRTG 1792 Discussion Papers 2019-020, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Alla A. Petukhina & Raphael C. G. Reule & Wolfgang Karl Hardle, 2020. "Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies," Papers 2009.04200, arXiv.org.
- Marian W. Moszoro, 2021.
"Political Cognitive Biases Effects on Fund Managers’ Performance,"
Journal of Behavioral Finance, Taylor & Francis Journals, vol. 22(3), pages 235-253, July.
- Moszoro, Marian, 2020. "Political Cognitive Biases Effects on Fund Managers' Performance," MPRA Paper 101572, University Library of Munich, Germany.
- Gonçalo Faria & Fabio Verona, 2021.
"Time-frequency forecast of the equity premium,"
Quantitative Finance, Taylor & Francis Journals, vol. 21(12), pages 2119-2135, December.
- Faria, Gonçalo & Verona, Fabio, 2020. "Time-frequency forecast of the equity premium," Bank of Finland Research Discussion Papers 6/2020, Bank of Finland.
- Junko Koeda & Yosuke Kimura, 2021.
"Government Debt Maturity in Japan: 1965 to the Present,"
Working Papers
2103, Waseda University, Faculty of Political Science and Economics.
- Junko Koeda & Yosuke Kimura, 2021. "Government Debt Maturity in Japan: 1965 to the Present," Working Papers e163, Tokyo Center for Economic Research.
- Terri van der Zwan & Erik Hennink & Patrick Tuijp, 2021. "Equity Risk Factors for the Long and Short Run: Pricing and Performance at Different Frequencies," Tinbergen Institute Discussion Papers 21-062/III, Tinbergen Institute.
- David, Géraldine & Li, Yuexin & Oosterlinck, Kim & Renneboog, Luc, 2021.
"Art in Times of Crisis,"
Other publications TiSEM
34925083-7378-4691-ba63-6, Tilburg University, School of Economics and Management.
- David, Géraldine & Li, Yuexin & Oosterlinck, Kim & Renneboog, Luc, 2021. "Art in Times of Crisis," Discussion Paper 2021-026, Tilburg University, Center for Economic Research.
- David, Géraldine & Li, Yuexin & Oosterlinck, Kim & Renneboog, Luc, 2022. "Art in Times of Crisis," CEPR Discussion Papers 16575, C.E.P.R. Discussion Papers.
- David, Géraldine & Li, Yuexin & Oosterlinck, Kim & Renneboog, Luc, 2021.
"Art in Times of Crisis,"
Discussion Paper
2021-026, Tilburg University, Center for Economic Research.
- David, Géraldine & Li, Yuexin & Oosterlinck, Kim & Renneboog, Luc, 2021. "Art in Times of Crisis," Other publications TiSEM 34925083-7378-4691-ba63-6, Tilburg University, School of Economics and Management.
- David, Géraldine & Li, Yuexin & Oosterlinck, Kim & Renneboog, Luc, 2022. "Art in Times of Crisis," CEPR Discussion Papers 16575, C.E.P.R. Discussion Papers.
- Jeffrey R. Brown & Arie Kapteyn & Erzo F. P. Luttmer & Olivia S. Mitchell & Anya Samek, 2021.
"Behavioral Impediments to Valuing Annuities: Complexity and Choice Bracketing,"
The Review of Economics and Statistics, MIT Press, vol. 103(3), pages 533-546, July.
- Brown, Jeffrey R. & Kapteyn, Arie & Luttmer, Erzo F.P. & Mitchell, Olivia S. & Samek, Anya, 2019. "Behavioral Impediments to Valuing Annuities: Complexity and Choice Bracketing," IZA Discussion Papers 12263, Institute of Labor Economics (IZA).
- Sonia Di TOMASO & Denis Marco MONTAGNA & Antonio AMENDOLA, 2021. "Stock Returns and Cash Flows: A New Asset Pricing Approach," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 5(2), pages 85-120.
- Pouget, Sébastien & Brière, Marie & Ureche-Rangau, Loredana, 2021. "Les votes des investisseurs institutionnels sur les externalités produites par les entreprises : Le cas de deux investisseurs emblématiques," TSE Working Papers 21-1178, Toulouse School of Economics (TSE).
- Bianchi, Milo & Brière, Marie, 2021. "Human-Robot Interactions in Investment Decisions," TSE Working Papers 21-1251, Toulouse School of Economics (TSE), revised Mar 2024.
- Thomas Conlon & John Cotter & Iason Kynigakis, 2021.
"Machine Learning and Factor-Based Portfolio Optimization,"
Papers
2107.13866, arXiv.org.
- Thomas Conlon & John Cotter & Iason Kynigakis, 2021. "Machine Learning and Factor-Based Portfolio Optimization," Working Papers 202111, Geary Institute, University College Dublin.
- Remy Levin & Daniela Vidart, 2021. "Risk-Taking Adaptation to Macroeconomic Experiences," Working papers 2021-09, University of Connecticut, Department of Economics, revised Nov 2023.
- Sandrine Spaeter, 2021. "How to Reconcile Pandemic Business Interruption Risk With Insurance Coverage," Working Papers of BETA 2021-18, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Pietro Saggese & Alessandro Belmonte & Nicola Dimitri & Angelo Facchini & Rainer Bohme, 2021.
"Who are the arbitrageurs? Empirical evidence from Bitcoin traders in the Mt. Gox exchange platform,"
Papers
2109.10958, arXiv.org.
- Pietro Saggese & Alessandro Belmonte & Nicola Dimitri & Angelo Facchini & Rainer Böhme, 2021. "Who are the arbitrageurs? Empirical evidence from Bitcoin traders in the Mt. Gox exchange platform," Department of Economics University of Siena 860, Department of Economics, University of Siena.
- Doguhan Sundal, 2021. "Not your average firm: a quantile regression approach to the firm level investment," Working Paper Series, Department of Economics, University of Utah 2021_02, University of Utah, Department of Economics.
- Lo Prete, Anna, 2022.
"Digital and financial literacy as determinants of digital payments and personal finance,"
Economics Letters, Elsevier, vol. 213(C).
- Lo Prete, Anna, 2021. "Digital and Financial Literacy as Determinants of Digital Payments and Personal Finance," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202120, University of Turin.
- DIONISIJEV, Ivan, 2021. "The Audit Opinion In The Role Of Stock Prices Fluctuations On The Macedonian Stock Exchange," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 25(3), pages 29-43, September.
- ÇELİK, İsmail, 2021. "Optimal Hedge Ratio In Turkish Stock Index Futures Market: A Deco-Fiaparch Approach," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 25(4), pages 17-33, December.
- Courage Ose Eburajolo & Sunday Oseiweh Ogbeide, 2021. "An Empirical Analysis of Stochastic Dominance and Portfolio Selection in the Stock Market: Evidence from Nigeria," Business & Management Compass, University of Economics Varna, issue 4, pages 412-428.
- Siemaszkiewicz Karolina, 2021. "Safe Haven Instruments – A Comparison Between the Global Financial Crisis and the Covid-19 Pandemic," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 25(4), pages 1-16, December.
- Gaspars-Wieloch Helena, 2021. "On some analogies between one-criterion decision making under uncertainty and multi-criteria decision making under certainty," Economics and Business Review, Sciendo, vol. 7(2), pages 17-36, June.
- Kądziołka Kinga, 2021. "Comparison of Selected Portfolio Strategies Based on the Example of Cryptocurrency Portfolios," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Sciendo, vol. 14(1), pages 44-60, March.
- Daniluk Katarzyna, 2021. "Profitability and Risk of Selected Forms of Investment on the Polish Capital Market," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Sciendo, vol. 14(2), pages 209-219, June.
- Radojković Ivan & Ranđelović Branislav & Ilić Ivana, 2021. "Modelling Development of Voluntary Pension Fund Using Mathematical Model of Approximation with Lagrange Interpolation Polynomials," Economic Themes, Sciendo, vol. 59(2), pages 243-257, June.
- Urbański Stanisław, 2021. "The Cost of Capital for Investment in the Warsaw Stock Exchange Indexes – Versus Djia," Folia Oeconomica Stetinensia, Sciendo, vol. 21(1), pages 122-143, June.
- Giemza Dawid, 2021. "Ranking of optimal stock portfolios determined on the basis of expected utility maximization criterion," Journal of Economics and Management, Sciendo, vol. 43(1), pages 154-178, January.
- Dzicher Mateusz, 2021. "Sampling methods for investment portfolio formulation procedure at increased market volatility," Journal of Economics and Management, Sciendo, vol. 43(1), pages 70-89, January.
- Valentina Djakona & Stanislav Perminov, 2021. "Modern Trends of Development of The Global Market of Trust Management Services," Management Theory and Studies for Rural Business and Infrastructure Development, Sciendo, vol. 43(4), pages 475-483, December.
- Valentina Djakona & Stanislav Perminov, 2021. "Modern Trends of Development of The Global Market of Trust Management Services," Management Theory and Studies for Rural Business and Infrastructure Development, Sciendo, vol. 43(4), pages 475-483, December.
- Malik M Asad Saleem & Zafar Muhammad & Ullah Saif & Ullah Atta, 2021. "Role of Behavioral Biases in Real Estate Prices in Pakistan," Real Estate Management and Valuation, Sciendo, vol. 29(1), pages 41-53, March.
- Catan Daniela, 2021. "The Nexus Between Hedge Fund Size and Risk-Adjusted Performance," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 66(3), pages 40-56, December.
- Ceylan Nesrin & Münyas Turgay, 2021. "An Empirical Investigation on the Relationship Between the Eurozone Zew Index and the Eurozone Stock Markets," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 31(4), pages 1-17, December.
- Junko Koeda & Yosuke Kimura, 2021.
"Government Debt Maturity in Japan: 1965 to the Present,"
Working Papers
e163, Tokyo Center for Economic Research.
- Junko Koeda & Yosuke Kimura, 2021. "Government Debt Maturity in Japan: 1965 to the Present," Working Papers 2103, Waseda University, Faculty of Political Science and Economics.
- Gunnar Gutsche & Miwa Nakai & Toshi H. Arimura, 2021. "Individual Sustainable Investment in Japan," RIEEM Discussion Paper Series 2006, Research Institute for Environmental Economics and Management, Waseda University.
- Mariana Escobar & Lorenzo Pandolfi & Alvaro Pedraza & Tomas Williams, 2021.
"The Anatomy of Index Rebalancings: Evidence from Transaction Data,"
CSEF Working Papers
621, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 12 2021.
- Escobar,Mariana & Pandolfi,Lorenzo & Pedraza Morales,Alvaro Enrique & Williams,Tomas, 2021. "The Anatomy of Index Rebalancings : Evidence from Transaction Data," Policy Research Working Paper Series 9770, The World Bank.
- Vikram Ghandeeswaran Narayanan & Gopakumar Kattiparambil Unni, 2021. "Determinants of Volume of IPOs in India: A Case of Count Model with Overdispersion," Economic Research Guardian, Mutascu Publishing, vol. 11(1), pages 27-46, June.
- Feixue Gong & Gregory Phelan, 2021. "Collateral Constraints, Tranching, and Price Bases," Department of Economics Working Papers 2021-07, Department of Economics, Williams College.
- Stephen Sheppard, 2021. "Image Content, Complexity, and the Market Value of Art," Department of Economics Working Papers 2021-08, Department of Economics, Williams College.
- Monica Billio & Michele Costola & Iva Hristova & Carmelo Latino & Loriana Pelizzon, 2021.
"Inside the ESG ratings: (Dis)agreement and performance,"
Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 28(5), pages 1426-1445, September.
- Monica Billio & Michele Costola & Iva Histova & Carmelo Latino & Loriana Pelizzon, 2020. "Inside the ESG Ratings: (Dis)agreement and performance," Working Papers 2020:17, Department of Economics, University of Venice "Ca' Foscari".
- Billio, Monica & Costola, Michele & Hristova, Iva & Latino, Carmelo & Pelizzon, Loriana, 2020. "Inside the ESG ratings: (Dis)agreement and performance," SAFE Working Paper Series 284, Leibniz Institute for Financial Research SAFE.
- Marc‐André Luik & Amelia Guha Thakurta & Dennis Wesselbaum, 2021.
"Child health, human capital, and adult financial behavior,"
Health Economics, John Wiley & Sons, Ltd., vol. 30(11), pages 2722-2750, November.
- Luik, Marc-André, 2016. "Child Health, Human Capital and Adult Financial Behavior," Working Paper 174/2013, Helmut Schmidt University, Hamburg.
- Agnes Kovacs & Hamish Low & Patrick Moran, 2021.
"Estimating Temptation And Commitment Over The Life Cycle,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(1), pages 101-139, February.
- Agnes Kovacs & Hamish Low & Patrick Moran, 2020. "Estimating temptation and commitment over the life-cycle," IFS Working Papers W20/24, Institute for Fiscal Studies.
- Hamish Low & Agnes Kovacs, 2020. "Estimating Temptation and Commitment Over the Life-Cycle," Economics Series Working Papers 796, University of Oxford, Department of Economics.
- Jimmy A. Saravia & Carlos S. García & Paula M. Almonacid, 2021.
"The determinants of systematic risk: A firm lifecycle perspective,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1037-1049, January.
- Jimmy Saravia & Carlos Garcia & Paula Almonacid, 2016. "The Determinants of Systematic Risk: A Firm Lifecycle Perspective," Documentos de Trabajo de Valor Público 15299, Universidad EAFIT.
- Janis Becker & Christian Leschinski, 2021.
"Estimating the volatility of asset pricing factors,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(2), pages 269-278, March.
- Becker, Janis & Leschinski, Christian, 2018. "Estimating the Volatility of Asset Pricing Factors," Hannover Economic Papers (HEP) dp-631, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Afees A. Salisu & Juncal Cuñado & Kazeem Isah & Rangan Gupta, 2021.
"Stock markets and exchange rate behavior of the BRICS,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(8), pages 1581-1595, December.
- Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020. "Stock Markets and Exchange Rate Behaviour of the BRICS," Working Papers 202086, University of Pretoria, Department of Economics.
- Dimitris Christelis & Michael Ehrmann & Dimitris Georgarakos, 2021.
"Exploring Differences in Household Debt across the United States and Euro Area Countries,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(2-3), pages 477-501, March.
- Dimitris Christelis & Michael Ehrmann & Dimitris Georgarakos, 2017. "Exploring Differences in Household Debt Across the United States and Euro Area Countries," CSEF Working Papers 465, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Ehrmann, Michael & Christelis, Dimitris & Georgarakos, Dimitris, 2020. "Exploring Differences in Household Debt Across the United States and Euro Area Countries," CEPR Discussion Papers 15368, C.E.P.R. Discussion Papers.
- Rajnish Mehra & Sunil Wahal & Daruo Xie, 2021.
"Is idiosyncratic risk conditionally priced?,"
Quantitative Economics, Econometric Society, vol. 12(2), pages 625-646, May.
- Rajnish Mehra & Sunil Wahal & Daruo Xie, 2016. "Is Idiosyncratic Risk Conditionally Priced?," NBER Working Papers 22016, National Bureau of Economic Research, Inc.
- Peter Andrebriq & Carlo Pizzinelli & Christopher Roth & Johannes Wohlfart, 2022.
"Subjective Models of the Macroeconomy: Evidence From Experts and Representative Samples,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(6), pages 2958-2991.
- Peter Andre & Carlo Pizzinelli & Christopher Roth & Johannes Wohlfart, 2019. "Subjective Models Of The Macroeconomy: Evidence From Experts And A Representative Sample," CEBI working paper series 19-11, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
- Andre, Peter & Pizzinelli, Carlo & Roth, Christopher & Wohlfart, Johannes, 2021. "Subjective Models of the Macroeconomy : Evidence from Experts and a Representative Sample," The Warwick Economics Research Paper Series (TWERPS) 1342, University of Warwick, Department of Economics.
- Peter Andre & Carlo Pizzinelli & Christopher Roth & Johannes Wohlfart, 2021. "Subjective Models of the Macroeconomy: Evidence From Experts and Representative Samples," ECONtribute Discussion Papers Series 119, University of Bonn and University of Cologne, Germany.
- Peter Andre & Carlo Pizzinelli & Christopher Roth & Johannes Wohlfart, 2019. "Subjective Models of the Macroeconomy: Evidence from Experts and Representative Samples," CESifo Working Paper Series 7850, CESifo.
- Dimitrios Zormpas & Rossella Agliardi, 2021. "The Effect of Vertical Relationships on Investment Timing," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 23(03), pages 1-10, September.
- Hazik Mohamed, 2020. "Beyond Fintech:Technology Applications for the Islamic Economy," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11885.
- Frank J Fabozzi & Francesco A Fabozzi & Marcos López de Prado & Stoyan V Stoyanov, 2021. "Asset Management:Tools and Issues," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11901, February.
- Karen Wong & Daryl Guppy, 2021. "Stocks and Forex Trading:How to Win," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12274.
- Anatoly B Schmidt, 2021. "Modern Equity Investing Strategies," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12347.
- Stéphane Goutte & Khaled Guesmi & Samir Saadi (ed.), 2021. "Cryptofinance:A New Currency for a New Economy," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12353.
- Romain Deguest & Lionel Martellini & Vincent Milhau, 2021. "Goal-based Investing:Theory and Practice," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12386.
- Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), 2021. "Financial and Economic Systems:Transformations and New Challenges," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0279.
- Elias Bengtsson, 2021. "Macroprudential Policy in the EU — Policy Reflections on Institutional Contexts and Governance Arrangements," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 1, pages 3-25, World Scientific Publishing Co. Pte. Ltd..
- Xiaofei Ma, 2021. "The Effect of Austerity Measures Under Sovereign Risk and Financial Frictions," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 2, pages 27-55, World Scientific Publishing Co. Pte. Ltd..
- Abir Abid, 2021. "How Do Financial Markets Listen to the Economic Policy Uncertainty?," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 3, pages 57-85, World Scientific Publishing Co. Pte. Ltd..
- Zaineb Hlioui & Sonia Boukattaya & Zyed Achour, 2021. "Regulation, Ethics, and Economic Stability Evidence from Eastern European Countries," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 4, pages 87-119, World Scientific Publishing Co. Pte. Ltd..
- Jean-François Boulier, 2021. "Beyond the Myths: Questions for Post Modern Finance," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 5, pages 123-134, World Scientific Publishing Co. Pte. Ltd..
- Eric Le Fur, 2021. "Contagion Effect Between Financial Markets and Collectibles Markets: A Review of Empirical Research," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 6, pages 135-159, World Scientific Publishing Co. Pte. Ltd..
- Mazin A. M. Al Janabi, 2021. "Machine Learning, Computational Techniques, and Reporting Processes: Risk Exposure in GCC Markets in the Wake of the 2007–2009 Global Financial Meltdown," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 7, pages 161-186, World Scientific Publishing Co. Pte. Ltd..
- Saker Sabkha, 2021. "On the Performances of Dynamic Conditional Correlation Models in the Sovereign CDS Market and the Corresponding Bond Market," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 8, pages 187-212, World Scientific Publishing Co. Pte. Ltd..
- Warwick Anderson & Jȩdrzej Białkowski & Moritz Wagner, 2021. "Development of Socially Responsible Investing (SRI) — Evidence from the Mutual Funds Industry," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 9, pages 213-249, World Scientific Publishing Co. Pte. Ltd..
- Lan-Phuong Nguyen & Lionel Touchais & Jean-Laurent Viviani, 2021. "The Relationship Between CSR Disclosure and CSR Performance: A Western European Sample," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 10, pages 253-284, World Scientific Publishing Co. Pte. Ltd..
- Rania Béji & Ouidad Yousfi & Abdelwahed Omri, 2021. "Corporate Social Responsibility and Corporate Governance: A Cognitive Approach," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 11, pages 285-326, World Scientific Publishing Co. Pte. Ltd..
- Anissa Naouar, 2021. "ESG Performance and ESG Rating: A Critical Review of the Screening Methodologies and the Way Forward," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 12, pages 327-359, World Scientific Publishing Co. Pte. Ltd..
- Zyed Achour & Zaineb Hlioui & Sonia Boukattaya, 2021. "Corporate Social Responsibility and Firm Risk: Evidence from France," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 13, pages 361-383, World Scientific Publishing Co. Pte. Ltd..
- Meriam Attia & Ouidad Yousfi & Abdelwahed Omri, 2021. "Does Board Structure Matter for Innovation?," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 14, pages 385-424, World Scientific Publishing Co. Pte. Ltd..
- Assen Slim & Fernanda Arreola & Éric Magnin, 2021. "Blockchain Technology: Beyond Cryptocurrencies," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 15, pages 427-449, World Scientific Publishing Co. Pte. Ltd..
- Teresa Schützeichel, 2021. "FinTech Development, Digital Infrastructure and Institutions in the SSA Zone," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 16, pages 451-480, World Scientific Publishing Co. Pte. Ltd..
- Youssra Ben Romdhane Loukil & Souhaila Kammoun & Sahar Loukil, 2021. "Fintech Development, Digital Infrastructure and Institutions in the MENA Zone," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 17, pages 481-506, World Scientific Publishing Co. Pte. Ltd..
- Firas Batnini & Florian Bercaut, 2021. "Banks vs FinTech in the French Market," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 18, pages 507-536, World Scientific Publishing Co. Pte. Ltd..
- Małgorzata Pawłowska & Aleksandra Staniszewska, 2021. "Impact of Fintech on the Level of Competition in the EU Banking Sector," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 19, pages 537-560, World Scientific Publishing Co. Pte. Ltd..
- Hazik Mohamed, 2020. "Introduction," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 1, pages 1-19, World Scientific Publishing Co. Pte. Ltd..
- Hazik Mohamed, 2020. "An Ai-Driven And Blockchain-Based Islamic Capital Market," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 2, pages 21-42, World Scientific Publishing Co. Pte. Ltd..
- Hazik Mohamed, 2020. "Digital Sukuk Issuance For Business Financing," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 3, pages 43-67, World Scientific Publishing Co. Pte. Ltd..
- Hazik Mohamed, 2020. "Smart Islamic Asset And Wealth Management," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 4, pages 69-88, World Scientific Publishing Co. Pte. Ltd..
- Hazik Mohamed, 2020. "Digitalized Takāful Claims Processing," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 5, pages 89-103, World Scientific Publishing Co. Pte. Ltd..
- Hazik Mohamed, 2020. "Digitizing Medical Records And Healthcare Management," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 6, pages 105-119, World Scientific Publishing Co. Pte. Ltd..
- Hazik Mohamed, 2020. "Rethinking Supply Chain Management Through New Digital Applications," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 7, pages 121-142, World Scientific Publishing Co. Pte. Ltd..
- Hazik Mohamed, 2020. "Smart Manufacturing And The Factory Of The Future," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 8, pages 143-163, World Scientific Publishing Co. Pte. Ltd..
- Hazik Mohamed, 2020. "Central Bank Digital Currency (Cbdc) Formats And Their Implications," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 9, pages 165-176, World Scientific Publishing Co. Pte. Ltd..
- Hazik Mohamed, 2020. "Modernizing Fara’Id, Waqf, And Zakat," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 10, pages 193-208, World Scientific Publishing Co. Pte. Ltd..
- Hazik Mohamed, 2020. "Enhancing Legal And Regulatory Framework For Digital Transformation," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 11, pages 209-226, World Scientific Publishing Co. Pte. Ltd..
- Hazik Mohamed, 2020. "Managing Regulatory Change For Financial Institutions," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 12, pages 227-246, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Asset Management Companies," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 1, pages 1-28, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Fundamentals of Financial Statements," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 2, pages 29-75, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Securitization and the Creation of Residential Mortgage-Related Securities," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 3, pages 77-105, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Financial Econometrics Tools for Asset Management," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 4, pages 107-145, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Monte Carlo Applications to Asset Management," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 5, pages 147-172, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Optimization Models for Asset Management," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 6, pages 173-191, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Machine Learning and its Applications to Asset Management," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 7, pages 193-228, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Risk Measures and Asset Allocation Problems," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 8, pages 229-259, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Securities Lending and its Alternatives in the Equity Market," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 9, pages 261-276, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Repurchase Agreements for Financing Positions and Shorting in the Bond Market," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 10, pages 277-293, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Implementable Quantitative Research," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 11, pages 295-313, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Quantitative Equity Strategies," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 12, pages 315-343, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Challenges in Implementing Equity Factor Investing Strategies," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 13, pages 345-358, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Transaction and Trading Costs," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 14, pages 359-385, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Managing a Common Stock Portfolio with a Multifactor Risk Model Using Fundamental Factor," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 15, pages 387-416, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Managing a Bond Portfolio Using a Multifactor Risk Model," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 16, pages 417-434, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Backtesting Investment Strategies," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 17, pages 435-461, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Monte Carlo Backtesting Method," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 18, pages 463-474, World Scientific Publishing Co. Pte. Ltd..
- Karen Wong & Daryl Guppy, 2021. "Ten Thousand Hours," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 1, pages 3-9, World Scientific Publishing Co. Pte. Ltd..
- Karen Wong & Daryl Guppy, 2021. "Battle Planning," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 2, pages 11-18, World Scientific Publishing Co. Pte. Ltd..
- Karen Wong & Daryl Guppy, 2021. "Not Just a Game," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 3, pages 19-27, World Scientific Publishing Co. Pte. Ltd..
- Karen Wong & Daryl Guppy, 2021. "Trading Trading Recommendations," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 4, pages 29-37, World Scientific Publishing Co. Pte. Ltd..
- Karen Wong & Daryl Guppy, 2021. "Child’s Play," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 5, pages 39-44, World Scientific Publishing Co. Pte. Ltd..
- Karen Wong & Daryl Guppy, 2021. "Trading Between the Lines," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 6, pages 45-54, World Scientific Publishing Co. Pte. Ltd..
- Karen Wong & Daryl Guppy, 2021. "Big, Round, and Probable," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 7, pages 55-59, World Scientific Publishing Co. Pte. Ltd..
- Karen Wong & Daryl Guppy, 2021. "Double Dipping," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 8, pages 61-67, World Scientific Publishing Co. Pte. Ltd..
- Karen Wong & Daryl Guppy, 2021. "Rise of the Mid-trend Trade," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 9, pages 69-72, World Scientific Publishing Co. Pte. Ltd..
- Karen Wong & Daryl Guppy, 2021. "The Long and the Short of It," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 10, pages 73-76, World Scientific Publishing Co. Pte. Ltd..
- Karen Wong & Daryl Guppy, 2021. "Three Trade Bites Make Up a Whole," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 11, pages 77-81, World Scientific Publishing Co. Pte. Ltd..
- Karen Wong & Daryl Guppy, 2021. "Trade Management — A Comparison of Three Ways to Profit," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 12, pages 83-86, World Scientific Publishing Co. Pte. Ltd..
- Karen Wong & Daryl Guppy, 2021. "Tale of a GUD Trade Gone Bad," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 13, pages 87-90, World Scientific Publishing Co. Pte. Ltd..
- Karen Wong & Daryl Guppy, 2021. "Defend Your Position," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 14, pages 93-98, World Scientific Publishing Co. Pte. Ltd..
- Karen Wong & Daryl Guppy, 2021. "Milking the Trade," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 15, pages 99-103, World Scientific Publishing Co. Pte. Ltd..
- Karen Wong & Daryl Guppy, 2021. "The Ultimate Question," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 16, pages 105-108, World Scientific Publishing Co. Pte. Ltd..
- Karen Wong & Daryl Guppy, 2021. "“LOV” Gone Wrong," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 17, pages 111-113, World Scientific Publishing Co. Pte. Ltd..
- Karen Wong & Daryl Guppy, 2021. "Don’t Show Me the Money," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 18, pages 115-119, World Scientific Publishing Co. Pte. Ltd..
- Karen Wong & Daryl Guppy, 2021. "Listen to Your Chart," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 19, pages 121-124, World Scientific Publishing Co. Pte. Ltd..
- Karen Wong & Daryl Guppy, 2021. "Greener Pastures," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 20, pages 127-131, World Scientific Publishing Co. Pte. Ltd..
- Karen Wong & Daryl Guppy, 2021. "Stepping Up to FX," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 21, pages 133-139, World Scientific Publishing Co. Pte. Ltd..
- Karen Wong & Daryl Guppy, 2021. "High Probability FX," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 22, pages 141-147, World Scientific Publishing Co. Pte. Ltd..
- Karen Wong & Daryl Guppy, 2021. "Guppy FX," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 23, pages 149-153, World Scientific Publishing Co. Pte. Ltd..
- Karen Wong & Daryl Guppy, 2021. "FX Protection," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 24, pages 155-160, World Scientific Publishing Co. Pte. Ltd..
- Karen Wong & Daryl Guppy, 2021. "Home on the Range," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 25, pages 161-168, World Scientific Publishing Co. Pte. Ltd..
- Karen Wong & Daryl Guppy, 2021. "Scurry with the Ants," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 26, pages 169-171, World Scientific Publishing Co. Pte. Ltd..
- Karen Wong & Daryl Guppy, 2021. "Best Time to Forex," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 27, pages 173-176, World Scientific Publishing Co. Pte. Ltd..
- Karen Wong & Daryl Guppy, 2021. "Pip Fiction," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 28, pages 177-180, World Scientific Publishing Co. Pte. Ltd..
- Karen Wong & Daryl Guppy, 2021. "Larger Piece of the Pie," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 29, pages 181-188, World Scientific Publishing Co. Pte. Ltd..
- Karen Wong & Daryl Guppy, 2021. "Time Matters as Trend Shatters," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 30, pages 189-194, World Scientific Publishing Co. Pte. Ltd..
- Karen Wong & Daryl Guppy, 2021. "Bitcoin Boom or Bust!," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 31, pages 195-198, World Scientific Publishing Co. Pte. Ltd..
- Anatoly B. Schmidt, 2021. "Equity Markets: Traders, Orders, and Structures," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 1, pages 3-24, World Scientific Publishing Co. Pte. Ltd..
- Anatoly B. Schmidt, 2021. "Models of Dealer Markets," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 2, pages 25-42, World Scientific Publishing Co. Pte. Ltd..
- Anatoly B. Schmidt, 2021. "Models of the Limit-Order Markets," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 3, pages 43-64, World Scientific Publishing Co. Pte. Ltd..
- Anatoly B. Schmidt, 2021. "Dynamics of Returns," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 4, pages 67-86, World Scientific Publishing Co. Pte. Ltd..
- Anatoly B. Schmidt, 2021. "Price Volatility," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 5, pages 87-99, World Scientific Publishing Co. Pte. Ltd..
- Anatoly B. Schmidt, 2021. "Agent-Based Modeling of Financial Markets," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 6, pages 101-117, World Scientific Publishing Co. Pte. Ltd..
- Anatoly B. Schmidt, 2021. "Mean–Variance Portfolio Theory," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 7, pages 121-148, World Scientific Publishing Co. Pte. Ltd..
- Anatoly B. Schmidt, 2021. "Portfolio Optimization," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 8, pages 149-155, World Scientific Publishing Co. Pte. Ltd..
- Anatoly B. Schmidt, 2021. "Risk-Based Asset Allocation," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 9, pages 157-163, World Scientific Publishing Co. Pte. Ltd..
- Anatoly B. Schmidt, 2021. "Factor Models," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 10, pages 165-176, World Scientific Publishing Co. Pte. Ltd..
- Anatoly B. Schmidt, 2021. "Technical Analysis-Based Strategies," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 11, pages 179-196, World Scientific Publishing Co. Pte. Ltd..
- Anatoly B. Schmidt, 2021. "Arbitrage Strategies," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 12, pages 197-216, World Scientific Publishing Co. Pte. Ltd..
- Anatoly B. Schmidt, 2021. "News and Sentiment-Based Strategies," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 13, pages 217-236, World Scientific Publishing Co. Pte. Ltd..
- Anatoly B. Schmidt, 2021. "Back-Testing of Trading Strategies," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 14, pages 237-252, World Scientific Publishing Co. Pte. Ltd..
- Anatoly B. Schmidt, 2021. "Execution Strategies," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 15, pages 253-269, World Scientific Publishing Co. Pte. Ltd..
- Anatoly B. Schmidt, 2021. "Appendices," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 16, pages 271-291, World Scientific Publishing Co. Pte. Ltd..
- Octavian Nica & Karolina Piotrowska & Klaus Reiner Schenk-Hoppé, 2021. "Cryptocurrencies: Concept and Current Market Structure," World Scientific Book Chapters, in: Stéphane Goutte & Khaled Guesmi & Samir Saadi (ed.), Cryptofinance A New Currency for a New Economy, chapter 1, pages 1-28, World Scientific Publishing Co. Pte. Ltd..
- Devinder Gandhi & Shaista Jaffer & Sahar Shabani, 2021. "The Impact of Coronavirus Pandemic on Bitcoin: A Literary Overview," World Scientific Book Chapters, in: Stéphane Goutte & Khaled Guesmi & Samir Saadi (ed.), Cryptofinance A New Currency for a New Economy, chapter 2, pages 29-47, World Scientific Publishing Co. Pte. Ltd..
- Usman W. Chohan, 2021. "Cryptocurrencies and Inequality," World Scientific Book Chapters, in: Stéphane Goutte & Khaled Guesmi & Samir Saadi (ed.), Cryptofinance A New Currency for a New Economy, chapter 3, pages 49-62, World Scientific Publishing Co. Pte. Ltd..
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- Ralf Wandmacher, 2021. "Tokenization Disrupts ETFs," World Scientific Book Chapters, in: Stéphane Goutte & Khaled Guesmi & Samir Saadi (ed.), Cryptofinance A New Currency for a New Economy, chapter 5, pages 87-103, World Scientific Publishing Co. Pte. Ltd..
- Usman W. Chohan, 2021. "Oversight and Regulation of Cryptocurrencies: BitLicense," World Scientific Book Chapters, in: Stéphane Goutte & Khaled Guesmi & Samir Saadi (ed.), Cryptofinance A New Currency for a New Economy, chapter 6, pages 105-120, World Scientific Publishing Co. Pte. Ltd..
- Sonia Arsi & Soumaya Ben Khelifa & Yosra Ghabri & Hela Mzoughi, 2021. "Cryptocurrencies: Key Risks and Challenges," World Scientific Book Chapters, in: Stéphane Goutte & Khaled Guesmi & Samir Saadi (ed.), Cryptofinance A New Currency for a New Economy, chapter 7, pages 121-145, World Scientific Publishing Co. Pte. Ltd..
- Khouloud Senda Bennani & Ibrahim Arpaci, 2021. "Factors Influencing Individual and Organizational Adoption of Cryptocurrencies," World Scientific Book Chapters, in: Stéphane Goutte & Khaled Guesmi & Samir Saadi (ed.), Cryptofinance A New Currency for a New Economy, chapter 8, pages 147-169, World Scientific Publishing Co. Pte. Ltd..
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"Homeownership and Portfolio Choice over the Generations,"
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"Modeling Extreme Events: Time-Varying Extreme Tail Shape,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 903-917, July.
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"Investing in Crises,"
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"The disciplining effect of supervisory scrutiny in the EU-wide stress test,"
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"Discount‐Rate Risk in Private Equity: Evidence from Secondary Market Transactions,"
Journal of Finance, American Finance Association, vol. 78(2), pages 835-885, April.
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- Yacine Aït-Sahalia & Felix Matthys & Emilio Osambela & Ronnie Sircar, 2021.
"When Uncertainty and Volatility Are Disconnected: Implications for Asset Pricing and Portfolio Performance,"
Finance and Economics Discussion Series
2021-063, Board of Governors of the Federal Reserve System (U.S.).
- Yacine Aït-Sahalia & Felix Matthys & Emilio Osambela & Ronnie Sircar, 2021. "When Uncertainty and Volatility Are Disconnected: Implications for Asset Pricing and Portfolio Performance," NBER Working Papers 29195, National Bureau of Economic Research, Inc.
- Itzhak Ben-David & Mark J. Johnson & René M. Stulz, 2021. "Models Behaving Badly: The Limits of Data-Driven Lending," NBER Working Papers 29205, National Bureau of Economic Research, Inc.
- Kempf, Elisabeth & Luo, Mancy & Schäfer, Larissa & Tsoutsoura, Margarita, 2023.
"Political ideology and international capital allocation,"
Journal of Financial Economics, Elsevier, vol. 148(2), pages 150-173.
- Elisabeth Kempf & Mancy Luo & Larissa Schäfer & Margarita Tsoutsoura, 2021. "Political Ideology and International Capital Allocation," NBER Working Papers 29280, National Bureau of Economic Research, Inc.
- Kempf, Elisabeth & Luo, Mancy & Schäfer, Larissa & Tsoutsoura, Margarita, 2022. "Political Ideology and International Capital Allocation," CEPR Discussion Papers 16533, C.E.P.R. Discussion Papers.
- Jacquelyn Humphrey & Shimon Kogan & Jacob Sagi & Laura Starks, 2021. "The Asymmetry in Responsible Investing Preferences," NBER Working Papers 29288, National Bureau of Economic Research, Inc.
- Alexandra M. Tabova & Francis E. Warnock, 2021. "Foreign Investors and US Treasuries," NBER Working Papers 29313, National Bureau of Economic Research, Inc.
- Ulrike Malmendier, 2021. "Exposure, Experience, and Expertise: Why Personal Histories Matter in Economics," NBER Working Papers 29336, National Bureau of Economic Research, Inc.
- Nicholas Z. Muller, 2021. "Measuring Firm Environmental Performance to Inform ESG Investing," NBER Working Papers 29454, National Bureau of Economic Research, Inc.
- Victor Duarte & Julia Fonseca & Aaron S. Goodman & Jonathan A. Parker, 2021. "Simple Allocation Rules and Optimal Portfolio Choice Over the Lifecycle," NBER Working Papers 29559, National Bureau of Economic Research, Inc.
- Mark L. Egan & Alexander MacKay & Hanbin Yang, 2021. "What Drives Variation in Investor Portfolios? Estimating the Roles of Beliefs and Risk Preferences," NBER Working Papers 29604, National Bureau of Economic Research, Inc.
- Anna Hlazova, 2021. "Researching the problems of digital economy development as an indicator of the information society: potential threats and prospects," Technology audit and production reserves, Socionet;Technology audit and production reserves, vol. 6(4(62)), pages 37-39.
- Constantinides, George M. & Lian, Lei, 2021.
"The Supply and Demand of S&P 500 Put Options,"
Critical Finance Review, now publishers, vol. 10(1), pages 1-20, April.
- George M. Constantinides & Lei Lian, 2015. "The Supply and Demand of S&P 500 Put Options," NBER Working Papers 21161, National Bureau of Economic Research, Inc.
- Wallmeier, Martin, 2021. "Mispricing of Index Options with Respect to Stochastic Dominance Bounds?," Critical Finance Review, now publishers, vol. 10(1), pages 21-55, April.
- Constantinides, George M. & Czerwonko, Michal & Jackwerth, Jens Carsten & Perrakis, Stylianos, 2021. "Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply," Critical Finance Review, now publishers, vol. 10(1), pages 57-63, April.
- Andreou, Panayiotis C. & Kagkadis, Anastasios & Maio, Paulo & Philip, Dennis, 2021. "Dispersion in Options Investors’ Versus Analysts’ Expectations: Predictive Inference for Stock Returns," Critical Finance Review, now publishers, vol. 10(1), pages 65-81, April.
- Samuel Kruger, 2021. "High Aversion to Stochastic Time Preference Shocks and Counterfactual Long-Run Risk in the Albuquerque et al., Valuation Risk Model," Critical Finance Review, now publishers, vol. 10(3), pages 383-408, August.
- Chaehyun Pyun, 2021. "Documenting the Post-2000 Decline in the Idiosyncratic Volatility Effect," Critical Finance Review, now publishers, vol. 10(3), pages 419-427, August.
- Philip Gray & Thanh Huynh, 2021. "Treasury Rates No Longer Predict Returns: A Reappraisal of Breen, Glosten and Jagannathan (1989)," Critical Finance Review, now publishers, vol. 10(3), pages 429-444, August.
- Stephan Philippi & Monika C. Schuhmacher & Nicolai Bastian, 2021. "Attracting Investors in Initial Coin Offerings: The Relevance of Specific Technological Capabilities for Fundraising Success," Review of Corporate Finance, now publishers, vol. 1(3-4), pages 455-485, July.
- Knut Anton Mork & Vegard Skonseng Bjerketvedt, 2021. "Soft habits," Working Paper Series 18921, Department of Economics, Norwegian University of Science and Technology.
- Valentin Burca, 2021. "Portfolio Optimization Using an Alternative Approach. Towards Data Mining Techniques Way," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 113-133, March.
- Vasil Marchev, 2021. "Self-Perfecting Model for Managing Individualized Investment Portfolios," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 86-97, December.
- Dimiter Nenkov, 2021. "The S&P 500 Index and the “Super 6†Technology Stocks in the Pandemic Crisis," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 169-187, April.
- Jeko Milev, 2021. "The Pandemic Crisis and the Resulted Risks for the Fully Funded Pension Funds in Central and Eastern Europe," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 203-216, April.
- Dimiter Nenkov, 2021. "The S&P 500 Index and the “Super 6†Technology Stocks in the Pandemic Crisis," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 169-187, April.
- Jeko Milev, 2021. "The Pandemic Crisis and the Resulted Risks for the Fully Funded Pension Funds in Central and Eastern Europe," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 203-216, April.
- Laurentiu DROJ & Goran KARANOVIC & Ioan Gheorghe TARA, 2021. "The Impact Of The Covid-19 Pandemics Over The Financial Performance At The Level Of The Main Pharmaceutical Operating In Central And Eastern Europe," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 30(2), pages 283-290, December.
- Iulian-Cornel LOLEA & Ioan-Radu PETRARIU & Adriana GIURGIU, 2021. "ARIMA vs. MACHINE LEARNING IN TERMS OF EQUITY MARKET FORECASTING," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 30(2), pages 299-308, December.
- Huber, Christoph & Huber, Jürgen & Kirchler, Michael, 2022.
"Volatility shocks and investment behavior,"
Journal of Economic Behavior & Organization, Elsevier, vol. 194(C), pages 56-70.
- Christoph Huber & Jürgen Huber & Michael Kirchler, 2021. "Volatility Shocks and Investment Behavior," Working Papers 2021-06, Faculty of Economics and Statistics, Universität Innsbruck.
- Huber, Christoph & Huber, Juergen & Kirchler, Michael, 2021. "Volatility shocks and investment behavior," OSF Preprints jr4eb, Center for Open Science.
- Anantha Divakaruni & Peter Zimmerman, 2024.
"Uncovering Retail Trading in Bitcoin: The Impact of COVID-19 Stimulus Checks,"
Management Science, INFORMS, vol. 70(4), pages 2066-2085, April.
- Anantha Divakaruni & Peter Zimmerman, 2021. "Uncovering Retail Trading in Bitcoin: The Impact of COVID-19 Stimulus Checks," Working Papers 21-13, Federal Reserve Bank of Cleveland.
- Divakaruni, Anantha & Zimmerman, Peter, 2021. "Uncovering Retail Trading in Bitcoin: The Impact of COVID-19 Stimulus Checks," SocArXiv khw8a, Center for Open Science.
- Takuro Hidaka & Jun Sakamoto, 2021. "Predictability of market returns for the UK's former colonies, protectorates, and mandates," Discussion Papers in Economics and Business 21-08, Osaka University, Graduate School of Economics.
- Takuro Hidaka & Yuta Saito & Jun Sakamoto, 2021. "Historical Relationships and International Market Return Predictability: The Role of the UK in the Former British Colonies, Protectorates and Mandates," Discussion Papers in Economics and Business 21-08-Rev., Osaka University, Graduate School of Economics, revised Oct 2023.
- Han Jiang & Aggey Simons, 2021.
"Charitable Giving and NPOs Investment Decision in a Stochastic Dynamic Economy,"
Working Papers
2113E Classification-H41., University of Ottawa, Department of Economics.
- Han Jiang & Aggey Simons, 2024. "Charitable Giving and NPOs Investment Decision in a Stochastic Dynamic Economy," Working Papers 2402E, University of Ottawa, Department of Economics.
- Martin Flodén & Matilda Kilström & Jósef Sigurdsson & Roine Vestman, 2021.
"Household Debt and Monetary Policy: Revealing the Cash-Flow Channel,"
The Economic Journal, Royal Economic Society, vol. 131(636), pages 1742-1771.
- Roine Vestman & Matilda Kilström & Josef Sigurdsson & Martin Floden, 2016. "Household Debt and Monetary Policy: Revealing the Cash-Flow Channel," 2016 Meeting Papers 1015, Society for Economic Dynamics.
- Flodén, Martin & Kilström, Matilda & Sigurdsson, Jósef & Vestman, Roine, 2017. "Household Debt and Monetary Policy: Revealing the Cash-Flow Channel," Working Paper Series 342, Sveriges Riksbank (Central Bank of Sweden).
- Floden, Martin & Kilström, Matilda & Sigurdsson, Jósef & Vestman, Roine, 2017. "Household Debt and Monetary Policy: Revealing the Cash-Flow Channel," CEPR Discussion Papers 12270, C.E.P.R. Discussion Papers.
- Breunig, Christoph & Huck, Steffen & Schmidt, Tobias & Weizsäcker, Georg, 2021.
"The Standard Portfolio Choice Problem in Germany,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 131(638), pages 2413-2446.
- Christoph Breunig & Steffen Huck & Tobias Schmidt & Georg Weizsäcker, 2021. "The Standard Portfolio Choice Problem in Germany," The Economic Journal, Royal Economic Society, vol. 131(638), pages 2413-2446.
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- Steffen Huck & Tobias Schmidt & Georg Weizsäcker, 2015. "The Standard Portfolio Choice Problem in Germany," CESifo Working Paper Series 5441, CESifo.
- Breunig, Christoph & Huck, Steffen & Schmidt, Tobias & Weizsäcker, Georg, 2019. "The Standard Portfolio Choice Problem in Germany," Rationality and Competition Discussion Paper Series 171, CRC TRR 190 Rationality and Competition.
- Steffen Huck & Tobias Schmidt & Georg Weizsäcker, 2014. "The Standard Portfolio Choice Problem in Germany," SOEPpapers on Multidisciplinary Panel Data Research 650, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Bent Jesper Christensen & Rasmus Tangsgaard Varneskov, 2021.
"Dynamic Global Currency Hedging [Arbitrage in the Foreign Exchange Market: Turning on the Microscope],"
Journal of Financial Econometrics, Oxford University Press, vol. 19(1), pages 97-127.
- Bent Jesper Christensen & Rasmus T. Varneskov, 2016. "Dynamic Global Currency Hedging," CREATES Research Papers 2016-03, Department of Economics and Business Economics, Aarhus University.
- Gianluca De Nard & Olivier Ledoit & Michael Wolf, 2021. "Factor Models for Portfolio Selection in Large Dimensions: The Good, the Better and the Ugly [Using Principal Component Analysis to Estimate a High Dimensional Factor Model with High-frequency Data," Journal of Financial Econometrics, Oxford University Press, vol. 19(2), pages 236-257.
- Humoud Alsabah & Agostino Capponi & Octavio Ruiz Lacedelli & Matt Stern, 2021. "Robo-Advising: Learning Investors’ Risk Preferences via Portfolio Choices [Mean-variance versus Full-scale Optimisation: In and out of Sample]," Journal of Financial Econometrics, Oxford University Press, vol. 19(2), pages 369-392.
- P Gagliardini & C Gourieroux & M Rubin, 2021. "Positional Portfolio Management," Journal of Financial Econometrics, Oxford University Press, vol. 19(4), pages 650-706.
- Eugene F Fama & Kenneth R French, 2021. "The Value Premium [Fundamentals and stock returns in Japan]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(1), pages 105-121.
- Jeffrey A Busse & Lei Jiang & Yuehua Tang, 2021. "Double-Adjusted Mutual Fund Performance [Mutual fund’s R2 as predictor of performance]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(1), pages 169-208.
- Robert A Connolly & David Dubofsky & Chris Stivers, 2021. "Economic-State Variation in Uncertainty-Yield Dynamics [Do macro variables, asset markets, or surveys forecast inflation better?]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(1), pages 60-104.
- Christopher C Geczy & Robert F Stambaugh & David Levin, 2021. "Investing in Socially Responsible Mutual Funds [Should investors avoid all actively managed mutual funds? A study in Bayesian performance evaluation]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(2), pages 309-351.
- Joshua D Coval & David Hirshleifer & Tyler Shumway, 2021.
"Can Individual Investors Beat the Market?,"
The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(3), pages 552-579.
- JOSHUA D. COVAL & David Hirshleifer & TYLER G. SHUMWAY, 2004. "Can Individual Investors Beat the Market?," Finance 0412005, University Library of Munich, Germany.
- Steven Malliaris & Hongjun Yan, 2021. "Reputation Concerns and Slow-Moving Capital," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(3), pages 580-609.
- Wayne Ferson & Junbo L Wang, 2021. "A Panel Regression Approach to Holdings-Based Fund Performance Measures [Multiperiod performance persistence analysis of hedge funds]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(4), pages 695-734.
- Jussi Keppo & Tyler Shumway & Daniel Weagley, 2021. "Are Monthly Market Returns Predictable? [Conditional market timing with benchmark investors]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(4), pages 806-836.
- Lei Shi & Yajun Xiao, 2021. "Dynamic Asset Pricing with Interactions between Short-Sale and Borrowing Constraints [Multiplicity in general financial equilibrium with portfolio constraints]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(4), pages 886-923.
- Kathleen Weiss Hanley & Stanislava Nikolova, 2021. "Rethinking the Use of Credit Ratings in Capital Regulations: Evidence From the Insurance Industry [Causes of the financial crisis]," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 10(2), pages 347-401.
- Narasimhan Jegadeesh & Chandra Sekhar Mangipudi & Stijn Van Nieuwerburgh, 2021. "What Do Fund Flows Reveal about Asset Pricing Models and Investor Sophistication?," Review of Economic Studies, Oxford University Press, vol. 34(1), pages 108-148.
- Christopher S Jones & Haitao Mo & Lauren Cohen, 2021. "Out-of-Sample Performance of Mutual Fund Predictors," Review of Economic Studies, Oxford University Press, vol. 34(1), pages 149-193.
- Andres Donangelo & Stijn Van Nieuwerburgh, 2021. "Untangling the Value Premium with Labor Shares," Review of Economic Studies, Oxford University Press, vol. 34(1), pages 451-508.
- Richard B Evans & Yang Sun & Lauren Cohen, 2021. "Models or Stars: The Role of Asset Pricing Models and Heuristics in Investor Risk Adjustment," Review of Economic Studies, Oxford University Press, vol. 34(1), pages 67-107.
- Juha Joenväärä & Robert Kosowski, 2021.
"The Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds [Large sample properties of matching estimators for average treatment effects],"
Review of Finance, European Finance Association, vol. 25(1), pages 189-233.
- Kosowski, Robert & Joenväärä, Juha, 2015. "Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds," CEPR Discussion Papers 10577, C.E.P.R. Discussion Papers.
- Michael J Cooper & Michael Halling & Wenhao Yang, 2021. "The Persistence of Fee Dispersion among Mutual Funds [The emerging landscape of retail e-commerce]," Review of Finance, European Finance Association, vol. 25(2), pages 365-402.
- Fahiz Baba Yara & Martijn Boons & Andrea Tamoni, 2021. "Value Return Predictability across Asset Classes and Commonalities in Risk Premia [Financial intermediaries and the cross-section of asset returns]," Review of Finance, European Finance Association, vol. 25(2), pages 449-484.
- George Andrew Karolyi & Ying Wu, 2021. "Is Currency Risk Priced in Global Equity Markets? [Exposure to currency risk: definition and measurement]," Review of Finance, European Finance Association, vol. 25(3), pages 863-902.
- Matthias M M Buehlmaier & Josef Zechner, 2021. "Financial Media, Price Discovery, and Merger Arbitrage [Who writes the news? Corporate press releases during merger negotiations]," Review of Finance, European Finance Association, vol. 25(4), pages 997-1046.
- Ulrike Malmendier, 2021. "Experience Effects in Finance: Foundations, Applications, and Future Directions [X-capm: an extrapolative capital asset pricing model]," Review of Finance, European Finance Association, vol. 25(5), pages 1339-1363.
- David Easley & David Michayluk & Maureen O’Hara and Tālis & J Putniņš, 2021. "The Active World of Passive Investing [Mutual fund’s R2 as predictor of performance]," Review of Finance, European Finance Association, vol. 25(5), pages 1433-1471.
- Lifang Li & Valentina Galvani, 2021. "Informed Trading and Momentum in the Corporate Bond Market [Asset pricing with liquidity risk]," Review of Finance, European Finance Association, vol. 25(6), pages 1773-1816.
- Narasimhan Jegadeesh & Chandra Sekhar Mangipudi, 2021. "What Do Fund Flows Reveal about Asset Pricing Models and Investor Sophistication? [Alpha or beta in the eye of the beholder: What drives hedge fund flows?]," The Review of Financial Studies, Society for Financial Studies, vol. 34(1), pages 108-148.
- Christopher S Jones & Haitao Mo, 2021. "Out-of-Sample Performance of Mutual Fund Predictors [Has U.S. corporate bond market liquidity deteriorated?]," The Review of Financial Studies, Society for Financial Studies, vol. 34(1), pages 149-193.
- Andres Donangelo, 2021. "Untangling the Value Premium with Labor Shares [A unified model of investment under uncertainty]," The Review of Financial Studies, Society for Financial Studies, vol. 34(1), pages 451-508.
- Richard B Evans & Yang Sun, 2021. "Models or Stars: The Role of Asset Pricing Models and Heuristics in Investor Risk Adjustment [Which factors matter to investors? evidence from mutual fund flows]," The Review of Financial Studies, Society for Financial Studies, vol. 34(1), pages 67-107.
- Marcin Kacperczyk & Savitar Sundaresan & Tianyu Wang & Wei Jiang, 2021. "Do Foreign Institutional Investors Improve Price Efficiency? [Does governance travel around the world? Evidence from institutional investors]," The Review of Financial Studies, Society for Financial Studies, vol. 34(3), pages 1317-1367.
- Anthony Neuberger & Richard Payne & Stijn Van Nieuwerburgh, 2021. "The Skewness of the Stock Market over Long Horizons [Does realized skewness predict the cross-section of equity returns?]," The Review of Financial Studies, Society for Financial Studies, vol. 34(3), pages 1572-1616.
- Charles M C Lee & Eric C So & Charles C Y Wang & Wei Jiang, 2021. "Evaluating Firm-Level Expected-Return Proxies: Implications for Estimating Treatment Effects [The cross-section of volatility and expected returns]," The Review of Financial Studies, Society for Financial Studies, vol. 34(4), pages 1907-1951.
- Massimo Massa & David Schumacher & Yan Wang, 2021. "Who Is Afraid of BlackRock? [Connected stocks]," The Review of Financial Studies, Society for Financial Studies, vol. 34(4), pages 1987-2044.
- Yakov Amihud & Joonki Noh & Andrew Karolyi, 2021. "Illiquidity and Stock Returns II: Cross-section and Time-series Effects [A simple estimation of bid-ask spreads from daily close, high and low prices]," The Review of Financial Studies, Society for Financial Studies, vol. 34(4), pages 2101-2123.
- Nikolai Roussanov & Hongxun Ruan & Yanhao Wei & Stijn Van Nieuwerburgh, 2021.
"Marketing Mutual Funds,"
The Review of Financial Studies, Society for Financial Studies, vol. 34(6), pages 3045-3094.
- Nikolai Roussanov & Hongxun Ruan & Yanhao Wei, 2018. "Marketing Mutual Funds," NBER Working Papers 25056, National Bureau of Economic Research, Inc.
- William N Goetzmann & Christophe Spaenjers & Stijn Van Nieuwerburgh, 2021.
"Real and Private-Value Assets [Gendered prices],"
The Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3497-3526.
- Goetzmann, William N. & Spaenjers, Christophe & Van Nieuwerburgh, Stijn, 2021. "Real and Private-Value Assets," HEC Research Papers Series 1421, HEC Paris.
- William Goetzmann & Christophe Spaenjers & Stijn van Nieuwerburgh, 2021. "Real and Private-Value Assets," Working Papers hal-03501704, HAL.
- William N. Goetzmann & Christophe Spaenjers & Stijn Van Nieuwerburgh, 2021. "Real and Private-Value Assets," NBER Working Papers 28580, National Bureau of Economic Research, Inc.
- Van Nieuwerburgh, Stijn & Goetzmann, William & Spaenjers, Christophe, 2021. "Real and Private Value Assets," CEPR Discussion Papers 16083, C.E.P.R. Discussion Papers.
- Stefano Giglio & Matteo Maggiori & Krishna Rao & Johannes Stroebel & Andreas Weber & Stijn Van Nieuwerburgh, 2021.
"Climate Change and Long-Run Discount Rates: Evidence from Real Estate [Abrupt climate change],"
The Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3527-3571.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Andreas Weber, 2015. "Climate Change and Long-Run Discount Rates: Evidence from Real Estate," NBER Working Papers 21767, National Bureau of Economic Research, Inc.
- Giglio, Stefano & Ströbel, Johannes & Maggiori, Matteo & Weber, Andreas, 2015. "Climate Change and Long-Run Discount Rates: Evidence from Real Estate," CEPR Discussion Papers 10958, C.E.P.R. Discussion Papers.
- Matteo Maggiori & Stefano Giglio & Johannes Stroebel & Andreas Weber, 2015. "Climate Change and Long-Run Discount Rates: Evidence from Real Estate," Working Paper 323746, Harvard University OpenScholar.
- Stefano Giglio & Matteo Maggiori & Johannes Ströbel & Andreas Weber, 2015. "Climate Change and Long-Run Discount Rates: Evidence from Real Estate," CESifo Working Paper Series 5608, CESifo.
- David Chambers & Christophe Spaenjers & Eva Steiner & Stijn Van Nieuwerburgh, 2021. "The Rate of Return on Real Estate: Long-Run Micro-Level Evidence [Inflation protection from homeownership: Long-run evidence, 1814–2008]," The Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3572-3607.
- Piet Eichholtz & Matthijs Korevaar & Thies Lindenthal & Ronan Tallec & Stijn Van Nieuwerburgh, 2021. "The Total Return and Risk to Residential Real Estate [House prices and fundamentals: 355 years of evidence]," The Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3608-3646.
- Aleksandar Andonov & Roman Kräussl & Joshua Rauh & Stijn Van Nieuwerburgh, 2021.
"Institutional Investors and Infrastructure Investing [Pension fund asset allocation and liability discount rates],"
The Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3880-3934.
- Andonov, Aleksandar & Kräussl, Roman & Rauh, Joshua, 2021. "Institutional Investors and Infrastructure Investing," CEPR Discussion Papers 15946, C.E.P.R. Discussion Papers.
- Rob Bauer & Tobias Ruof & Paul Smeets & Stijn Van Nieuwerburgh, 2021. "Get Real! Individuals Prefer More Sustainable Investments [Explaining the discrepancy between intentions and actions: The case of hypothetical gap in contingent valuation]," The Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3976-4043.
- Stephen G Dimmock & Roy Kouwenberg & Olivia S Mitchell & Kim Peijnenburg, 2021.
"Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field,"
The Review of Financial Studies, Society for Financial Studies, vol. 34(9), pages 4524-4563.
- Peijnenburg, Kim & Dimmock, Steve & Kouwenberg, Roy & Mitchell, Olivia S, 2018. "Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field," CEPR Discussion Papers 13109, C.E.P.R. Discussion Papers.
- Stephen G. Dimmock & Roy Kouwenberg & Olivia S. Mitchell & Kim Peijnenburg, 2018. "Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field," NBER Working Papers 24928, National Bureau of Economic Research, Inc.
- Cristi Spulbar & Ramona Birau & Jatin Trivedi, 2021. "Is There a Necessary Prerequisite to Follow Ethical Issues in Entrepreneurship and Business ?," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 426-428, August.
- Ramona Birau & Jatin Trivedi & Cristi Spulbar, 2021. "Estimating Volatility and Investment Risk: An Empirical Case Study for NIFTY MIDCAP 50 Index of National Stock Exchange (NSE) in India," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 691-696, August.
- Martínez Patiño, Manuel Andrés & Ariza Garzón, Miller Janny & Cadena Lozano, Javier Bernardo, 2021. "Relevancia del patrón de persistencia de Hurst en la gestión de portafolios de renta variable|| Relevance of Hurst's pattern in equity portfolio management," 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, vol. 32(1), pages 66-82, December.
- Martin Zurek & Lars Heinrich, 2021. "Bottom-up versus top-down factor investing: an alpha forecasting perspective," Journal of Asset Management, Palgrave Macmillan, vol. 22(1), pages 11-29, February.
- Alexander Swade & Gerrit Köchling & Peter N. Posch, 2021. "Managerial behavior in fund tournaments—the impact of TrueSkill," Journal of Asset Management, Palgrave Macmillan, vol. 22(1), pages 62-75, February.
- Matthew Muntifering, 2021. "Air pollution, investor sentiment and excessive returns," Journal of Asset Management, Palgrave Macmillan, vol. 22(2), pages 110-119, March.
- Edouard Nouvellon & Hugues Pirotte, 2021. "Can an equity structure dominate the risk-return profile of corporate bonds?," Journal of Asset Management, Palgrave Macmillan, vol. 22(4), pages 277-290, July.
- David Blitz & Matthias X. Hanauer & Pim Vliet, 2021. "The Volatility Effect in China," Journal of Asset Management, Palgrave Macmillan, vol. 22(5), pages 338-349, September.
- David Blitz & Laurens Swinkels, 2021. "Who owns tobacco stocks?," Journal of Asset Management, Palgrave Macmillan, vol. 22(5), pages 311-325, September.
- Damien Kunjal & Faeezah Peerbhai & Paul-Francois Muzindutsi, 2021. "The performance of South African exchange traded funds under changing market conditions," Journal of Asset Management, Palgrave Macmillan, vol. 22(5), pages 350-359, September.
- Jamila Abaidi Hasnaoui & Syed Kumail Abbas Rizvi & Krishna Reddy & Nawazish Mirza & Bushra Naqvi, 2021. "Human capital efficiency, performance, market, and volatility timing of asian equity funds during COVID-19 outbreak," Journal of Asset Management, Palgrave Macmillan, vol. 22(5), pages 360-375, September.
- Wolfgang Bessler & Georgi Taushanov & Dominik Wolff, 2021. "Factor investing and asset allocation strategies: a comparison of factor versus sector optimization," Journal of Asset Management, Palgrave Macmillan, vol. 22(6), pages 488-506, October.
- Lars Heinrich & Antoniya Shivarova & Martin Zurek, 2021. "Factor investing: alpha concentration versus diversification," Journal of Asset Management, Palgrave Macmillan, vol. 22(6), pages 464-487, October.
- Wolfgang Drobetz & Tizian Otto, 2021. "Empirical asset pricing via machine learning: evidence from the European stock market," Journal of Asset Management, Palgrave Macmillan, vol. 22(7), pages 507-538, December.
- Manish Bansal & Asgar Ali, 2021. "Differential impact of earnings management on the accrual anomaly," Journal of Asset Management, Palgrave Macmillan, vol. 22(7), pages 559-572, December.
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"Systemic instability of the interbank credit market: A contribution to a resilient financial system,"
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"The role of hedge funds in the asset pricing: evidence from China,"
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"Statistical arbitrage: factor investing approach,"
OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 45(4), pages 1295-1331, December.
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- Kumar, Satish & Tiwari, Aviral Kumar & Raheem, Ibrahim Dolapo & Hille, Erik, 2021.
"Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach,"
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"Value of life and annuity demand,"
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- Pashchenko, Svetlana & Porapakkarm, Ponpoje, 2021. "Value of Life and Annuity Demand," MPRA Paper 108886, University Library of Munich, Germany.
- Pashchenko, Svetlana & Porapakkarm, Ponpoje, 2020. "Value of Life and Annuity Demand," MPRA Paper 100794, University Library of Munich, Germany.
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"Value of life and annuity demand,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 89(2), pages 371-396, June.
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- Pashchenko, Svetlana & Porapakkarm, Ponpoje, 2021. "Value of Life and Annuity Demand," MPRA Paper 108886, University Library of Munich, Germany.
- Pashchenko, Svetlana & Porapakkarm, Ponpoje, 2020. "Value of Life and Annuity Demand," MPRA Paper 100794, University Library of Munich, Germany.
- Pashchenko, Svetlana & Porapakkarm, Ponpoje, 2021. "Value of Life and Annuity Demand," MPRA Paper 107378, University Library of Munich, Germany.
- Kekelidze, Lia, 2021. "Инвестиционната Среда И Проблемите На Придобиването На Собственост Върху Недвижими Имоти В Грузия От Инвеститори [The investment environment and the problems of origination of Investors’ ownership ," MPRA Paper 109051, University Library of Munich, Germany.
- Borsboom, Charlotte & Füllbrunn, Sascha, 2021. "Stock Price Level Effect," MPRA Paper 109286, University Library of Munich, Germany.
- R, Sreelakshmi & Sinha, Apra & Mandal, Sabuj Kumar, 2021. "COVID-19 related uncertainty, investor sentiment and stock returns in India," MPRA Paper 109549, University Library of Munich, Germany.
- Khalid Ahmed Al-Ansari & Ahmet Faruk Aysan, 2021.
"More than ten years of Blockchain creation: How did we use the technology and which direction is the research heading? [Plus de dix ans de création Blockchain : Comment avons-nous utilisé la techno,"
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- Le, Tuan Anh & Dao, Thi Thanh Binh, 2021. "Portfolio optimization under mean-CVaR simulation with copulas on the Vietnamese stock exchange," MPRA Paper 111105, University Library of Munich, Germany.
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"Cryptocurrencies, Diversification and the COVID-19 Pandemic,"
JRFM, MDPI, vol. 15(3), pages 1-25, February.
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- Kombarov, Sayan, 2021. "Action in Economics: Mathematical Derivation of Laws of Economics from the Principle of Least Action in Physics," MPRA Paper 112474, University Library of Munich, Germany.
- Appelbaum, Elie, 2021. "Implicit Trade in Risk and Risk Aversion," MPRA Paper 113000, University Library of Munich, Germany.
- Appelbaum, Elie, 2021. "Asset Demand: A Simple Dual Approach," MPRA Paper 113085, University Library of Munich, Germany.
- Raifu, Isiaka Akande & Ogbonna, Ahamuefula E, 2021. "Safe-haven Effectiveness of Cryptocurrency: Evidence from Stock Markets of COVID-19 worst-hit African Countries," MPRA Paper 113139, University Library of Munich, Germany.
- Bradrania, Reza & Pirayesh Neghab, Davood, 2021. "State-dependent asset allocation using neural networks," MPRA Paper 115254, University Library of Munich, Germany.
- Rangan Gupta & Xin Sheng & Christian Pierdzioch & Qiang Ji, 2021. "Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries," Working Papers 202106, University of Pretoria, Department of Economics.
- Geoffrey M. Ngene & Rangan Gupta, 2021. "Impact of Housing Policy Uncertainty on Herding Behavior: Evidence from UK's Regional Housing Markets," Working Papers 202115, University of Pretoria, Department of Economics.
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"Relative risk taking and social curiosity,"
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"Risk-taking and skewness-seeking behavior in a demographically diverse population,"
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"Stock Market Participation: The Role of Human Capital,"
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"Stock Market Participation: The Role of Human Capital,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 47, pages 1-18, January.
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"Manufacturing Decline and House Price Volatility,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 45, pages 264-281, July.
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"A Rational Theory for Disposition Effects,"
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"Equilibrium foreign currency mortgages,"
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"International high-frequency arbitrage for cross-listed stocks,"
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- Rafiqul Bhuyan & Mohammad Sogir Hossain Khandoker & Mahjuja Taznin & Md. Shanur Rahman & Lamia Akter, 2021. "Determining Stock Return movements of Banking Sector during Global Financial Crisis: An Examination on Emerging Markets of Bangladesh," Bulletin of Applied Economics, Risk Market Journals, vol. 8(2), pages 111-123.
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- Yue Xu, 2021. "Spillovers of Senior Mutual Fund Managers’ Capital Raising Ability," CREATES Research Papers 2022-03, Department of Economics and Business Economics, Aarhus University.
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"Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing,"
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"Five Facts about Beliefs and Portfolios,"
American Economic Review, American Economic Association, vol. 111(5), pages 1481-1522, May.
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"Transmission of Monetary Policy with Heterogeneity in Household Portfolios,"
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- Ralph Luetticke, 2018. "Transmission of Monetary Policy with Heterogeneity in Household Portfolios," Discussion Papers 1819, Centre for Macroeconomics (CFM).
- Felipe S. Iachan & Plamen T. Nenov & Alp Simsek, 2021.
"The Choice Channel of Financial Innovation,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 13(2), pages 333-372, April.
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"Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models,"
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 97(C).
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"Commodities price cycles and their interdependence with equity markets,"
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- Charles Raoul Tchuinkam Djemo & John Weirstrass Muteba Mwamba & Mathias Mandla Manguzvane, 2021.
"Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective,"
The African Finance Journal, Africagrowth Institute, vol. 23(2), pages 36-49.
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"Oil Price Shocks and Economic Growth in Oil-Exporting Countries,"
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"Diversification potential in real estate portfolios,"
International Economics, Elsevier, vol. 166(C), pages 126-139.
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"Do retail investors bite off more than they can chew? A close look at their return objectives,"
Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 879-902.
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"Diversification potential in real estate portfolios,"
International Economics, Elsevier, vol. 166(C), pages 126-139.
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"Do retail investors bite off more than they can chew? A close look at their return objectives,"
Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 879-902.
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CEPR Discussion Papers
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"Uncertainty and Information Acquisition: Evidence from Firms and Households,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 16(2), pages 375-405, April.
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"Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models,"
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 97(C).
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"Social Finance,"
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"Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation,"
Risks, MDPI, vol. 10(11), pages 1-19, October.
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"How ETFs Amplify the Global Financial Cycle in Emerging Markets,"
The Review of Financial Studies, Society for Financial Studies, vol. 36(9), pages 3423-3462.
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"To VaR, or Not to VaR, That is the Question,"
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IRTG 1792 Discussion Papers
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"Understanding Smart Contracts: Hype or hope?,"
IRTG 1792 Discussion Papers
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"Machine Learning and Factor-Based Portfolio Optimization,"
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"Net buying pressure and the information in bitcoin option trades,"
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"Risk-adjusted valuation for real option decisions,"
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"Who are the arbitrageurs? Empirical evidence from Bitcoin traders in the Mt. Gox exchange platform,"
Department of Economics University of Siena
860, Department of Economics, University of Siena.
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"Star-shaped acceptability indexes,"
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"Decrease of capital guarantees in life insurance products: Can reinsurance stop it?,"
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"Hedging cryptocurrency options,"
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"Hedging Against Inflation: Housing vs. Equity,"
Discussion Paper Series
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"The flow-performance relationship of global investment funds,"
Journal of International Money and Finance, Elsevier, vol. 127(C).
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"Benchmark effects from the inclusion of Chinese A-shares in the MSCI EM index,"
Economics Letters, Elsevier, vol. 216(C).
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"Can Internet Banking Affect Households' Participation in Financial Markets and Financial Awareness?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(4), pages 705-739, June.
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"Do bankruptcy protection levels affect households' demand for stocks?,"
CAGE Online Working Paper Series
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"Foreign direct investment and domestic private investment in Sub-Saharan African countries: crowding-in or out?,"
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"Institutional Investors and Infrastructure Investing [Pension fund asset allocation and liability discount rates],"
The Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3880-3934.
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"The Distribution of Investor Beliefs, Stock Ownership and Stock Returns,"
NBER Working Papers
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"Media Sentiment and Currency Reversals,"
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The Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3497-3526.
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NBER Working Papers
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"Life-cycle risk-taking with personal disaster risk,"
International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 378-396.
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"Is There Too Much Benchmarking in Asset Management?,"
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"The salience of ESG ratings for stock pricing: Evidence from (potentially) confused investors,"
SAFE Working Paper Series
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"Equity premium predictability over the business cycle,"
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"Diseconomies of Scale in Active Management: Robust Evidence,"
Critical Finance Review, now publishers, vol. 11(3-4), pages 593-611, August.
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"Who Owns What? A Factor Model for Direct Stockholding,"
Journal of Finance, American Finance Association, vol. 78(3), pages 1545-1591, June.
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"Pricing ethics in the foreign exchange market: Environmental, Social and Governance ratings and currency premia,"
Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 66-77.
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"Distrust or speculation? The socioeconomic drivers of U.S. cryptocurrency investments,"
Journal of Financial Stability, Elsevier, vol. 62(C).
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"Art in Times of Crisis,"
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"The Effects of Forward Guidance: Theory with Measured Expectations,"
CEBI working paper series
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- Christopher Roth & Mirko Wiederholt & Johannes Wohlfart, 2021. "The Effects of Forward Guidance: Theory with Measured Expectations," ECONtribute Discussion Papers Series 126, University of Bonn and University of Cologne, Germany.
- Stefano Mengoli & Marco Pagano & Pierpaolo Pattitoni, 2021.
"The Geography of Investor Attention,"
CSEF Working Papers
630, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
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"Uncertainty and Information Acquisition: Evidence from Firms and Households,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 16(2), pages 375-405, April.
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- Heiner Mikosch & Christopher Roth & Samad Sarferaz & Johannes Wohlfart, 2021. "Uncertainty and Information Acquisition: Evidence from Firms and Households," ECONtribute Discussion Papers Series 129, University of Bonn and University of Cologne, Germany.
- Heiner Mikosch & Christoher Roth & Samad Sarferaz & Johannes Wohlfart & Christopher Roth, 2021. "Uncertainty and Information Acquisition: Evidence from Firms and Households," CESifo Working Paper Series 9462, CESifo.
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"Financial conditions, local competition, and local market leaders: The case of real estate developers,"
Pacific Economic Review, Wiley Blackwell, vol. 27(2), pages 131-193, May.
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"Pricing Liquidity Risk with Heterogeneous Investment Horizons,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 56(2), pages 373-408, March.
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"FinTechs and the Market for Financial Analysis,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 56(6), pages 1877-1907, September.
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"Older peoples' willingness to delay social security claiming,"
Journal of Pension Economics and Finance, Cambridge University Press, vol. 20(3), pages 410-425, July.
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"Financial conditions, local competition, and local market leaders: The case of real estate developers,"
Pacific Economic Review, Wiley Blackwell, vol. 27(2), pages 131-193, May.
- Fan, Ying & Leung, Charles Ka Yui & Yang, Zan, 2021. "Financial Conditions, Local Competition, and Local Market Leaders: The Case of Real Estate Developers," GRU Working Paper Series GRU_2021_007, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Ying Fan & Charles Ka Yui Leung & Zan Yang, 2021. "Financial Conditions, Local Competition, and Local Market Leaders: The Case of Real Estate Developers," ISER Discussion Paper 1130, Institute of Social and Economic Research, Osaka University.
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"Risk misperceptions of structured financial products with worst-of payout characteristics revisited,"
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"Real and Private-Value Assets [Gendered prices],"
The Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3497-3526.
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- William N. Goetzmann & Christophe Spaenjers & Stijn Van Nieuwerburgh, 2021. "Real and Private-Value Assets," NBER Working Papers 28580, National Bureau of Economic Research, Inc.
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"Stock Ownership of Federal Judges and its Impact on Corporations,"
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"Toothless tiger with claws? Financial stability communication, expectations, and risk-taking,"
Journal of Monetary Economics, Elsevier, vol. 120(C), pages 53-69.
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"Synthetic Leverage and Fund Risk-Taking,"
ESRB Working Paper Series
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"Banks fearing the drought? Liquidity hoarding as a response to idiosyncratic interbank funding dry-ups,"
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"Equity premium predictability over the business cycle,"
CEPR Discussion Papers
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"Parameter uncertainty in policy planning models: Using portfolio management methods to choose optimal policies under world market volatility,"
Economic Analysis and Policy, Elsevier, vol. 77(C), pages 187-202.
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- Jin, Ding, 2021. "Metamodeling: A useful tool for applying innovative simulation techniques in agricultural economics," Working Papers of Agricultural Policy WP2021-02, University of Kiel, Department of Agricultural Economics, Chair of Agricultural Policy.
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- Stefano Mengoli & Marco Pagano & Pierpaolo Pattitoni, 2021.
"The Geography of Investor Attention,"
CSEF Working Papers
630, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Mengoli, Stefano & Pagano, Marco & Pattitoni, Pierpaolo, 2021. "The geography of investor attention," CFS Working Paper Series 671, Center for Financial Studies (CFS).
- Pagano, Marco & mengoli, stefano & Pattitoni, Pierpaolo, 2021. "The Geography of Investor Attention," CEPR Discussion Papers 16747, C.E.P.R. Discussion Papers.
- Stefano Mengoli & Marco Pagano & Pierpaolo Pattitoni, 2021. "The Geography of Investor Attention," EIEF Working Papers Series 2114, Einaudi Institute for Economics and Finance (EIEF), revised Nov 2021.
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"Disaster resilience and asset prices,"
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- Marco Pagano & Christian Wagner & Josef Zechner, 2020. "Disaster Resilience and Asset Prices," CSEF Working Papers 563, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
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"The Salience of ESG Ratings for Stock Pricing: Evidence From (Potentially) Confused Investors,"
CEPR Discussion Papers
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"Risky Financial Collateral, Firm Heterogeneity, and the Impact of Eligibility Requirements,"
ECONtribute Discussion Papers Series
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"Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach,"
Computational Economics, Springer;Society for Computational Economics, vol. 61(1), pages 197-231, January.
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"When Uncertainty and Volatility Are Disconnected: Implications for Asset Pricing and Portfolio Performance,"
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"Do People View Housing as a Good Investment and Why?,"
Liberty Street Economics
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"Do People View Housing as a Good Investment and Why?,"
Liberty Street Economics
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"Insurance Companies and the Growth of Corporate Loan Securitization,"
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"Long-run equilibrium in international assets and goods markets: Why is the law of one price required?,"
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"“Taking Diversity Into Account”: Real effects of accounting measurement on asset allocation,"
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"“Taking Diversity Into Account”: Real effects of accounting measurement on asset allocation,"
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"Evolution in pecunia,"
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- Christoph Huber & Jürgen Huber & Michael Kirchler, 2021. "Volatility Shocks and Investment Behavior," Working Papers 2021-06, Faculty of Economics and Statistics, Universität Innsbruck.
- Rene Schwaiger & Laura Hueber, 2021. "Do MTurkers Exhibit Myopic Loss Aversion?," Working Papers 2021-12, Faculty of Economics and Statistics, Universität Innsbruck.
- Sebastian Bachler & Felix Holzmeister & Michael Razen & Matthias Stefan, 2021. "The Impact of Presentation Format and Choice Architecture on Portfolio Allocations: Experimental Evidence," Working Papers 2021-15, Faculty of Economics and Statistics, Universität Innsbruck.
- Eva Horvat & Mladen Latkovic, 2021. "Long-term cash flows of mandatory and voluntary pension funds in Croatia and their impact on asset allocation," Public Sector Economics, Institute of Public Finance, vol. 45(2), pages 229-255.
- Tinic, Murat & Sensoy, Ahmet & Demir, Muge & Nguyen, Duc Khuong, 2020.
"Broker Network Connectivity and the Cross-Section of Expected Stock Returns,"
MPRA Paper
104719, University Library of Munich, Germany.
- Murat Tiniç & Ahmet Sensoy & Muge Demir & Duc Khuong Nguyen, 2021. "Broker Network Connectivity and the Cross-Section of Expected Stock Returns," Working Papers 2021-002, Department of Research, Ipag Business School.
- Erdinc Akyildirim & Ahmet Goncu & Alper Hekimoglu & Duc Khuong Nguyen & Ahmet Sensoy, 2023.
"Statistical arbitrage: factor investing approach,"
OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 45(4), pages 1295-1331, December.
- Akyildirim, Erdinc & Goncu, Ahmet & Hekimoglu, Alper & Nguyen, Duc Khuong & Sensoy, Ahmet, 2021. "Statistical arbitrage: Factor investing approach," MPRA Paper 105766, University Library of Munich, Germany.
- Erdinc Akyildirim & Ahmet Goncu & Alper Hekimoglu & Duc Khuong Nguyen & Ahmet Sensoy, 2021. "Statistical Arbitrage: Factor Investing Approach," Working Papers 2021-003, Department of Research, Ipag Business School.
- Macías-Trejo, L. Guadalupe & Valdemar, Oscar & López-Herrera, Francisco, 2021. "Beneficios de la inversión socialmente responsable sobre las SIEFORES tipo cuatro: análisis con el algoritmo de optimización de Martin," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 16(54), pages 9-32, Primer se.
- Jorge M. Uribe & Montserrat Guillen & Xenxo Vidal-Llana, 2021. ""Rethinking Asset Pricing with Quantile Factor Models"," IREA Working Papers 202104, University of Barcelona, Research Institute of Applied Economics, revised Mar 2021.
- Carlos Alberto Piscarreta Pinto Ferreira, 2021. "Does Public Debt Ownership Structure Matter for a Borrowing Country?," Working Papers REM 2021/0190, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Hongwei Chuang, 2021. "How Much Does Nominal Share Price Matter?," Working Papers EMS_2021_01, Research Institute, International University of Japan.
- Hongwei Chuang, 2021. "Momentum Has Its Own Values," Working Papers EMS_2021_02, Research Institute, International University of Japan.
- Tamás Peragovics, 2021. "China’s Mergers & Acquisitions Activity in the United States – The Case of TikTok," IWE Working Papers 264, Institute for World Economics - Centre for Economic and Regional Studies.
- Jetter, Michael & Stockley, Kieran, 2021. "Gender Match and the Gender Gap in Venture Capital Financing: Evidence from Shark Tank," IZA Discussion Papers 14069, Institute of Labor Economics (IZA).
- Sarah Brown & Alessandro Bucciol & Alberto Montagnoli & Karl Taylor, 2020.
"Financial Advice and Household Financial Portfolios,"
Working Papers
15/2020, University of Verona, Department of Economics.
- Brown, Sarah & Bucciol, Alessandro & Montagnoli, Alberto & Taylor, Karl, 2021. "Financial Advice and Household Financial Portfolios," IZA Discussion Papers 14301, Institute of Labor Economics (IZA).
- Sarah Brown & Alessandro Bucciol & Alberto Montagnoli & Karl Taylor, 2020. "Financial Advice and Household Financial Portfolios," Working Papers 2020009, The University of Sheffield, Department of Economics.
- Agnese, Pablo & Thoss, Jonathan, 2021. "New Moneys under the New Normal? Bitcoin and Gold Interdependence during COVID Times," IZA Discussion Papers 14323, Institute of Labor Economics (IZA).
- Sangwon Suh, 2021. "A Filtering Strategy for Improving Charateristics-Based Portfolios," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 46(2), pages 119-153, June.
- Muhammad Istiqlal JERICO & Wiwik UTAMI, 2021. "The effect of profitability, capital structure, and forward-looking information on investment risk," JOURNAL OF LIFE ECONOMICS, Holistence Publications, vol. 8(2), pages 147-156, April.
- Alessi, Lucia & Battiston, Stefano & Kvedaras, Virmantas, 2021. "Over with carbon? Investors' reaction to the Paris Agreement and the US withdrawal," JRC Working Papers in Economics and Finance 2021-12, Joint Research Centre, European Commission.
- Alessi, Lucia & Elisa, Ossola & Panzica, Roberto, 2021. "When do investors go green? Evidence from a time-varying asset-pricing model," JRC Working Papers in Economics and Finance 2021-13, Joint Research Centre, European Commission.
- Haim Shalit, 2021.
"The Shapley value decomposition of optimal portfolios,"
Annals of Finance, Springer, vol. 17(1), pages 1-25, March.
- Haim Shalit, 2017. "The Shapley Value Decomposition Of Optimal Portfolios," Working Papers 1701, Ben-Gurion University of the Negev, Department of Economics.
- Joel M. Vanden, 2021. "Equilibrium asset pricing and the cross section of expected returns," Annals of Finance, Springer, vol. 17(2), pages 153-186, June.
- Junhe Chen & Marcos Escobar-Anel, 2021. "Model uncertainty on commodity portfolios, the role of convenience yield," Annals of Finance, Springer, vol. 17(4), pages 501-528, December.
- Takayuki Ogawa & Jun Sakamoto, 2021. "Welfare implications of mitigating investment uncertainty," Annals of Finance, Springer, vol. 17(4), pages 559-582, December.
- Bhaskar Chhimwal & Varadraj Bapat, 2021. "Comparative Study of Momentum and Contrarian Behavior of Different Investors: Evidence from the Indian Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(1), pages 19-53, March.
- Asgar Ali & K. N. Badhani, 2021. "Beta-Anomaly: Evidence from the Indian Equity Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(1), pages 55-78, March.
- Jose Arreola Hernandez & Sang Hoon Kang & Ron P. McIver & Seong-Min Yoon, 2021. "Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(4), pages 613-647, December.
- Ladd Kochman & David Bray, 2021. "Teacher Retirement Pension or 401(k) Alternative?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 49(2), pages 255-257, June.
- Aida Karmous & Heni Boubaker & Lotfi Belkacem, 2021. "Forecasting Volatility for an Optimal Portfolio with Stylized Facts Using Copulas," Computational Economics, Springer;Society for Computational Economics, vol. 58(2), pages 461-482, August.
- Milena Dinkova & Adriaan Kalwij & Rob Alessie, 2021.
"Know More, Spend More? The Impact of Financial Literacy on Household Consumption,"
De Economist, Springer, vol. 169(4), pages 469-498, November.
- M. Dinkova & A.S. Kalwij & Rob Alessie, 2019. "Know more, spend more?: The impact of financial literacy on household consumption," Working Papers 1914, Utrecht School of Economics.
- Laurentiu-Cristian Ciobotaru & Sul Kim & Arthur Soest, 2021. "Household Preferences for Investing in Crowdfunding," De Economist, Springer, vol. 169(4), pages 499-522, November.
- Helmut Stix, 2021.
"Ownership and purchase intention of crypto-assets: survey results,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(1), pages 65-99, February.
- Helmut Stix, 2019. "Ownership and purchase intention of crypto-assets – survey results," Working Papers 226, Oesterreichische Nationalbank (Austrian Central Bank).
- Gabriella Chiesa & José Manuel Mansilla-Fernández, 2021. "The dynamic effects of non-performing loans on banks’ cost of capital and lending supply in the Eurozone," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(2), pages 397-427, May.
- Chen Su, 2021. "A comprehensive investigation into style momentum strategies in China," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(1), pages 101-144, March.
- Scott Li, 2021. "Product market competition and intermediate-term momentum," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(2), pages 255-267, June.
- Daniel Hofmann & Karl Ludwig Keiber, 2021. "Seasonalities in the German stock market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(2), pages 151-192, June.
- Sven Husmann & Antoniya Shivarova & Rick Steinert, 2021. "Cross-validated covariance estimators for high-dimensional minimum-variance portfolios," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(3), pages 309-352, September.
- Eduard Baitinger & Samuel Flegel, 2021. "The better turbulence index? Forecasting adverse financial markets regimes with persistent homology," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(3), pages 277-308, September.
- Giovanni Campisi & Silvia Muzzioli, 2021. "Designing volatility indices for Austria, Finland and Spain," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(3), pages 369-455, September.
- Francesco Menoncin & Sergio Vergalli, 2021.
"Optimal stopping time, consumption, labour, and portfolio decision for a pension scheme,"
Journal of Economics, Springer, vol. 132(1), pages 67-98, January.
- Menoncin, Francesco & Vergalli, Sergio, 2019. "Optimal Stopping Time, Consumption, Labour, and Portfolio Decision for a Pension Scheme," ETA: Economic Theory and Applications 288459, Fondazione Eni Enrico Mattei (FEEM).
- Francesco Menoncin & Sergio Vergalli, 2019. "Optimal Stopping Time, Consumption, Labour, and Portfolio Decision for a Pension Scheme," Working Papers 2019.09, Fondazione Eni Enrico Mattei.
- Yingjie Niu & Jinqiang Yang & Zhentao Zou, 2021. "Investment decisions under incomplete markets in the presence of wealth effects," Journal of Economics, Springer, vol. 133(2), pages 167-189, July.
- Tong-yob Nam, 2021. "Geographic Heterogeneity in Housing Market Risk and Portfolio Choice," The Journal of Real Estate Finance and Economics, Springer, vol. 62(4), pages 508-547, May.
- Chongyu Wang & Tingyu Zhou, 2021. "Trade-offs between Asset Location and Proximity to Home: Evidence from REIT Property Sell-offs," The Journal of Real Estate Finance and Economics, Springer, vol. 63(1), pages 82-121, July.
- Liqun Liu & Jack Meyer, 2021. "Stochastic superiority," Journal of Risk and Uncertainty, Springer, vol. 62(3), pages 225-246, June.
- Valerio Nispi Landi & Alessandro Schiavone, 2021.
"The Effectiveness of Capital Controls,"
Open Economies Review, Springer, vol. 32(1), pages 183-211, February.
- Valerio Nispi Landi & Alessandro Schiavone, 2018. "The effectiveness of capital controls," Temi di discussione (Economic working papers) 1200, Bank of Italy, Economic Research and International Relations Area.
- Shuonan Yuan & Marc Oliver Rieger, 2021. "Diversification with options and structured products," Review of Derivatives Research, Springer, vol. 24(1), pages 55-77, April.
- Nusret Cakici & Sris Chatterjee & Yi Tang & Lin Tong, 2021. "Alternative profitability measures and cross-section of expected stock returns: international evidence," Review of Quantitative Finance and Accounting, Springer, vol. 56(1), pages 369-391, January.
- Alex YiHou Huang & Ming-Che Hu & Quang Thai Truong, 2021. "Asymmetrical impacts from overnight returns on stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 56(3), pages 849-889, April.
- Mohamed S. Ahmed & John A. Doukas, 2021. "Revisiting disposition effect and momentum: a quantile regression perspective," Review of Quantitative Finance and Accounting, Springer, vol. 56(3), pages 1087-1128, April.
- Juwon Jang & Eunju Lee, 2021. "Do record earnings affect market reactions to earnings news?," Review of Quantitative Finance and Accounting, Springer, vol. 56(4), pages 1259-1287, May.
- Jeffrey Hobbs & Vivek Singh & Madhumita Chakraborty, 2021. "Institutional underperformance: Should managers listen to the sell-side before trading?," Review of Quantitative Finance and Accounting, Springer, vol. 57(1), pages 389-410, July.
- Gil Cohen, 2021. "Optimizing candlesticks patterns for Bitcoin's trading systems," Review of Quantitative Finance and Accounting, Springer, vol. 57(3), pages 1155-1167, October.
- Prodosh Simlai, 2021. "Accrual mispricing, value-at-risk, and expected stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 57(4), pages 1487-1517, November.
- Albert N. Link & Martijn Hasselt & Silvio Vismara, 2021.
"Going public with public money,"
Small Business Economics, Springer, vol. 57(3), pages 1419-1426, October.
- Link, Albert & van Hasselt, Martijn & Vismara, Silvio, 2020. "Going Public with Public Money," UNCG Economics Working Papers 20-4, University of North Carolina at Greensboro, Department of Economics.
- Meg Adachi-Sato, 2021. "Contract Duration and Socially Responsible Investment," Discussion Paper Series DP2021-14, Research Institute for Economics & Business Administration, Kobe University.
- Meg Adachi-Sato, 2021. "Socially Responsible Investment: Ex-ante Contracting or Ex-post Bargaining?," Discussion Paper Series DP2021-20, Research Institute for Economics & Business Administration, Kobe University, revised Feb 2023.
- Cem Cakmakli & Verda Ozturk, 2021. "Economic Value of Modeling the Joint Distribution of Returns and Volatility: Leverage Timing," Koç University-TUSIAD Economic Research Forum Working Papers 2110, Koc University-TUSIAD Economic Research Forum.
- Neszveda, Gábor & Vágó, Ákos, 2021. "A likviditásnyújtás kereskedési stratégiájának hozamvizsgálata a magyar részvénypiacon [Examining trade-strategy results of liquidity provision on the Hungarian stock market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 794-814.
- Till, Gábor, 2021. "Az árfolyam-nyereség arány szerepe a német tőzsdei kereskedésben [The role of the P/E ratio in trading on the German stock exchange]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 815-846.
- Wiederholt, Mirko & Roth, Christopher & Wohlfart, Johannes, 2021.
"The Effects of Forward Guidance: Theory with Measured Expectations,"
CEPR Discussion Papers
16710, C.E.P.R. Discussion Papers.
- Mirko Wiederholt & Christopher Roth & Johannes Wohlfart, 2021. "The Effects of Forward Guidance: Theory with Measured Expectations," CEBI working paper series 21-16, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
- Christopher Roth & Mirko Wiederholt & Johannes Wohlfart, 2021. "The Effects of Forward Guidance: Theory with Measured Expectations," ECONtribute Discussion Papers Series 126, University of Bonn and University of Cologne, Germany.
- Rüdiger Weber & Annika Weber & Christine Laudenbach & Johannes Wohlfart, 2021. "Beliefs About the Stock Market and Investment Choices: Evidence from a Field Experiment," CEBI working paper series 21-17, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
- Heiner Mikosch & Christopher Roth & Samad Sarferaz & Johannes Wohlfart, 2024.
"Uncertainty and Information Acquisition: Evidence from Firms and Households,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 16(2), pages 375-405, April.
- Roth, Christopher & Mikosch, Heiner & Sarferaz, Samad & Wohlfart, Johannes, 2021. "Uncertainty and Information Acquisition: Evidence from Firms and Households," CEPR Discussion Papers 16765, C.E.P.R. Discussion Papers.
- Heiner Mikosch & Christopher Roth & Samad Sarferaz & Johannes Wohlfart, 2021. "Uncertainty and Information Acquisition: Evidence from Firms and Households," CEBI working paper series 21-20, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
- Heiner Mikosch & Christopher Roth & Samad Sarferaz & Johannes Wohlfart, 2021. "Uncertainty and Information Acquisition: Evidence from Firms and Households," ECONtribute Discussion Papers Series 129, University of Bonn and University of Cologne, Germany.
- Heiner Mikosch & Christoher Roth & Samad Sarferaz & Johannes Wohlfart & Christopher Roth, 2021. "Uncertainty and Information Acquisition: Evidence from Firms and Households," CESifo Working Paper Series 9462, CESifo.
- Enrico Miersch & Nils Schäfer, 2021. "Every Cloud has a Silver Lining: On the Relation between Bank-Affiliated Asset Manager Bias and Mutual Fund Fees," Credit and Capital Markets, Credit and Capital Markets, vol. 54(1), pages 79-116.
- Thorsten Polleit, 2021. "Modern Financial Market Theory – A Critique Based on the Logic of Human Action," Credit and Capital Markets, Credit and Capital Markets, vol. 54(3), pages 447-467.
- Ann-Kristin Achleitner & Dmitry Bazhutov & André Betzer & Henry Keppler, 2021. "Foreign Direct Investments in the German Stock Market from China and the Gulf States," Credit and Capital Markets, Credit and Capital Markets, vol. 54(4), pages 563-587.
- Takeo Hori & Ryonghun Im, 2021. "Asset Bubbles, Entrepreneurial Risks, and Economic Growth," KIER Working Papers 1052, Kyoto University, Institute of Economic Research.
- Marie-Hélène BROIHANNE, 2021. "Testing the gender gap in subjective financial literacy of spouses," Working Papers of LaRGE Research Center 2021-08, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Askandarou Diallo, & Jacolin Luc, & Isabelle Rabaud., 2021.
"Foreign Direct Investment and Domestic Private Investment in Sub-Saharan African Countries: Crowding-In or Out ?,"
Working papers
816, Banque de France.
- Isabelle RABAUD & Askandarou Cheik DIALLO & Luc JACOLIN, 2021. "Foreign direct investment and domestic private investment in Sub-Saharan African countries: crowding-in or out?," LEO Working Papers / DR LEO 2879, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Askandarou Diallo & Luc Jacolin & Isabelle Rabaud, 2021. "Foreign direct investment and domestic private investment in Sub-Saharan African countries: crowding-in or out?," Working Papers hal-03259551, HAL.
- Askandarou Cheik Diallo & Luc Jacolin & Isabelle Rabaud, 2021. "Foreign direct investment and domestic private investment in Sub-Saharan African countries: crowding-in or out?," Working Papers hal-03232985, HAL.
- Muhammad Zubair Mumtaz, 2021. "Predicting Stock Indices Trends using Neuro-fuzzy Systems in COVID-19," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 26(2), pages 1-18, July-Dec.
- Luik Marc-André & Salland Jan, 2021. "Inheritance and Stockholding: The Role of Expectations," Review of Economics, De Gruyter, vol. 72(1), pages 1-28, April.
- Benoit Carmichael & Gilles Boevi Koumou & Kevin Moran, 2021. "The political reception of innovations," Cahiers de recherche 2107, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
- Isil Erol & Umut Unal & Yener Coskun, 2021. "ESG Investing and the Financial Performance: A Panel Data Analysis of Developed REIT Markets," MAGKS Papers on Economics 202123, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Tehrani , Reza & Veisizadeh , Vahid, 2021. "Dynamic Cross Hedging Effectiveness between Gold and Stock Market Based on Downside Risk Measures: Evidence from Iran Emerging Capital Market," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 16(1), pages 43-70, March.
- Feghhi Kashani , Mohammad & Mohebimajd , Ahmadreza, 2021. "Outperformance Testing of a Dynamic Assets Portfolio Selection Supplemented with a Continuous Paths Levy Process," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 16(2), pages 253-282, June.
- Ariannejad , Aghil & Tehrani , Reza, 2021. "Study on Gold as a Hedge or Safe Haven for the Stock Market by a Markov Switching Approach," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 16(3), pages 377-398, September.
- Despina Gavresi & Anastasia Litina & Christos A. Makridis, 2024.
"Split personalities? Behavioral effects of temperature on financial decision‐making,"
Kyklos, Wiley Blackwell, vol. 77(3), pages 664-689, August.
- Despina Gavresi & Anastasia Litina & Christos A. Makridis, 2021. "Split Personalities? Behavioral Effects of Temperature on Financial Decision-making," Discussion Paper Series 2021_16, Department of Economics, University of Macedonia, revised Nov 2021.
- Beate Monika Philipps, 2021. "Commercial Real Estate Loans - Categorization of an Investment Segment," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 7(1), pages 5-26.
2020
- Tim Alexander Herberger & Felix Reinle, 2020. "A framework for screening and portfolio selection in corporate venture capital," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 37(3), pages 475-495, April.
- Florin Aliu & Artor Nuhiu & Besnik A. Krasniqi & Gent Jusufi, 2020. "Modeling the optimal diversification opportunities: the case of crypto portfolios and equity portfolios," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 38(1), pages 50-66, November.
- Corey A. Shank & Brice Dupoyet & Robert Durand & Fernando Patterson, 2020. "The relationship between psychopathy and financial risk and time preferences," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 38(1), pages 32-49, June.
- Chyong, C K. & Li, C. & Reiner, D. & Roques, F., 2020.
"A Portfolio approach to wind and solar deployment in Australia,"
Cambridge Working Papers in Economics
2077, Faculty of Economics, University of Cambridge.
- Chi Kong Chyong & Carmen Li & David Reiner & Fabien Roques, 2020. "A Portfolio approach to wind and solar deployment in Australia," Working Papers EPRG2022, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
- Godfrey Marozva, 2020. "Stock Market Liquidity and Monetary Policy," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 265-275.
- Halil Kukaj & Fisnik Morina & Valdrin Misiri, 2020. "Profitability Analysis of Banks: Comparative Study of Domestic and Foreign Banks in Kosovo," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 87-99.
- Jamaluddin Ahmad & Nurjannah Nonci & Achmad Nurmandi & Eko Priyo Purnomo & Agustiyara, 2020. "What Factors Affect Financial Transparency Reports? A Study of Regional Government Financial Reports in South Sulawesi Province, Indonesia," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(4), pages 525-544.
- Godfrey Marozva, 2020. "Liquidity Mismatch Index and Banks’ Stock Returns," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(4), pages 930-945.
- Beata Zofia Filipiak & Marek Dylewski & Marcin Kalinowski & Grzegorz Krzykowski, 2020. "Do European Union Funds Have an Impact on the Volume of Corporate Lending? The Case of the Czech Republic, Slovakia and Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 3-22.
- Ioannis N. Kallianiotis & Karen Bianchi & Augustine C. Arize & John Malindretos & Ikechukwu Ndu, 2020. "Financial Assets, Expected Return and Risk, Speculation, Uncertainty, and Exchange Rate Determination," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 3-30.
- Katarzyna Kubiszewska & Marcin Potrykus, 2020. "Balkan Stock Exchanges – Consideration of the Length of the Estimation Window in Similar Markets," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 1047-1067.
- Blazej Prusak & Marcin Potrykus, 2020. "Short-term Price Reaction to Involuntary Bankruptcies Filed in Bad Faith: Empirical Evidence from Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 873-889.
- Bartlomiej H. Toszek, 2020. "Innovative Arrangements of Waste Management Environment Strategy: The Case of London," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 1024-1032.
- Grzegorz Przekota, 2020. "Application of the Surface Division Method to Segregate Investments in Capital Markets for Shares‘ Portfolio," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 883-896.
- Anna Warchlewska & Krzysztof Waliszewski, 2020. "Who uses Robo-Advisors? The Polish Case," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 97-114.
- Katarzyna Witczynska, 2020. "The Impact of the Electronic Commerce Market in the Supply Chain during COVID-19 Pandemic in Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 2), pages 648-658.
- Krzysztof Waliszewski & Anna Warchlewska, 2020. "Socio-Demographic Factors Determining Expectation Experienced while Using Modern Technologies in Personal Financial Management (PFM and robo-advice): A Polish Case," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 2), pages 893-904.
- Eduardo Sánchez Ruenes & José Antonio Núñez Mora & Martha Beatriz Mota Aragón, 2020. "VaR and CVaR estimates in BRIC’s Oil Sector: A Normal Inverse Gaussian Distribution Approach," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, vol. 52(1), pages 207-236, Enero-Jun.
- Roberto J. Santillán-Salgado & Luis Jacob Escobar & Francisco López-Herrera, 2020. "Optimal Hedge Ratios for the Mexican Stock Market Index Futures Contract: A Multivariate GARCH Approach," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, vol. 53(2), pages 201-238, Julio-Dic.
- Jose Soares Da Fonseca, 2020. "Performance Ratios for Selecting International Portfolios: A Comparative Analysis Using Stock Market Indices in the Euro Area," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 70(1), pages 26-41, February.
- José Luis Miralles-Quiros & María Mar Miralles-Quiros & Jose Manuel Nogueira, 2020. "Two-Stage Asset Allocation with Data Envelopment Analysis: The Case of Emerging Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 70(5), pages 386-406, November.
- Blanka Let & Karolina Siemaszkiewicz, 2020. "Looking for Alternatives in Times of Market Stress: A Tail Dependence between the European Stock Markets and Bitcoin, Gold and Fine Wine Market," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 70(5), pages 407-430, November.
- Silvo Dajcman, 2020. "Households Expectations and Investing in Safe and Risky Financial Assets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 70(5), pages 431-460, November.
- Periklis Brakatsoulas & Jiri Kukacka, 2020. "Credit Rating Downgrade Risk on Equity Returns," Working Papers IES 2020/13, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised May 2020.
- Yifan Liu & Shi-Dong Liang, 2020. "A Global-Optimal Portfolio Theory beyond the R-s Model," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 15(1), pages 124-139, March.
- Justin Birru & Fernando Chague & Rodrigo De-Losso & Bruno Giovannetti, 2024.
"Attention and Biases: Evidence from Tax-Inattentive Investors,"
Management Science, INFORMS, vol. 70(10), pages 7101-7119, October.
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- Birru, Justin & Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno Cara, 2020. "Attention and biases: evidence from tax-inattentive investors," Textos para discussão 523, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
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"Modeling Extreme Events: Time-Varying Extreme Tail Shape,"
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"Value of life and annuity demand,"
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"Estimating Temptation And Commitment Over The Life Cycle,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(1), pages 101-139, February.
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"Regulating the Doom Loop,"
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"Measuring the Liquidity Profile of Mutual Funds,"
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"Do FX interventions lead to higher FX debt? Evidence from firm-level data,"
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"Investment Decisions and Negative Interest Rates,"
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"Market shocks and professionals’ investment behavior – Evidence from the COVID-19 crash,"
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"Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets,"
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"Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach,"
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"The Impact of Air Pollution on Attributable Risks and Economic Costs of Hospitalization for Mental Disorders,"
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"Becoming sensitive: Males’ risk and time preferences after the 2008 financial crisis,"
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"Artificial Intelligence in Asset Management,"
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"Portfolio efficiency with high-dimensional data as conditioning information,"
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"Optimal trading of a basket of futures contracts,"
Annals of Finance, Springer, vol. 16(2), pages 253-280, June.
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"Optimal Portfolio Positioning on Multiple Assets Under Ambiguity,"
Computational Economics, Springer;Society for Computational Economics, vol. 56(1), pages 21-57, June.
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"The effects of income taxation on entrepreneurial investment: A puzzle?,"
International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 27(6), pages 1321-1363, December.
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"Career or Flexible Work Arrangements? Gender Differences in Self-employment in a Young Market Economy,"
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- Dimitris Christelis & Dimitris Georgarakos & Tullio Jappelli, 2020.
"Financial Risk-taking and Differential Bargaining Power within Households,"
Working Papers
2020_32, Business School - Economics, University of Glasgow.
- Dimitris Christelis & Dimitris Georgarakos & Tullio Jappelli, 2020. "Financial Risk Taking and Differential Bargaining Power Within the Household," CSEF Working Papers 594, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Hazar Altinbas, 2020. "Examining Time-Varying Integrity And Interrelationships Among Global Stock Markets," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, vol. 9(1), pages 1-24, June.
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- Sarah Brown & Alessandro Bucciol & Alberto Montagnoli & Karl Taylor, 2020.
"Financial Advice and Household Financial Portfolios,"
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15/2020, University of Verona, Department of Economics.
- Sarah Brown & Alessandro Bucciol & Alberto Montagnoli & Karl Taylor, 2020. "Financial Advice and Household Financial Portfolios," Working Papers 2020009, The University of Sheffield, Department of Economics.
- Brown, Sarah & Bucciol, Alessandro & Montagnoli, Alberto & Taylor, Karl, 2021. "Financial Advice and Household Financial Portfolios," IZA Discussion Papers 14301, Institute of Labor Economics (IZA).
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"Unskilled fund managers: Replicating active fund performance with few ETFs,"
International Review of Financial Analysis, Elsevier, vol. 78(C).
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- Takao Asano & Yusuke Osaki, 2020. "Portfolio allocation problems between risky and ambiguous assets," Annals of Operations Research, Springer, vol. 284(1), pages 63-79, January.
- Giorgio Consigli & Vittorio Moriggia & Sebastiano Vitali, 2020. "Long-term individual financial planning under stochastic dominance constraints," Annals of Operations Research, Springer, vol. 292(2), pages 973-1000, September.
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"Spectral risk measure of holding stocks in the long run,"
Annals of Operations Research, Springer, vol. 295(1), pages 75-89, December.
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- Richard J. Arend, 2020. "Strategic decision-making under ambiguity: a new problem space and a proposed optimization approach," Business Research, Springer;German Academic Association for Business Research, vol. 13(3), pages 1231-1251, November.
- Erindi Allaj, 2020. "The Black–Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation," Computational Management Science, Springer, vol. 17(3), pages 465-492, October.
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- Katarzyna Romaniuk, 2020. "Does surplus/deficit sharing increase risk-taking in a corporate defined benefit pension plan?," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(1), pages 229-249, June.
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"Adaptive weights clustering of research papers,"
Digital Finance, Springer, vol. 2(3), pages 169-187, December.
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- Erhan Bayraktar & Leonid Dolinskyi & Yan Dolinsky, 2020.
"Extended weak convergence and utility maximisation with proportional transaction costs,"
Finance and Stochastics, Springer, vol. 24(4), pages 1013-1034, October.
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"Debt collateralization, capital structure, and maximal leverage,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 579-605, September.
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- Feixue Gong & Gregory Phelan, 2019. "Debt Collateralization, Capital Structure, and Maximal Leverage," Department of Economics Working Papers 2019-07, Department of Economics, Williams College, revised Jul 2019.
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- Xiaoyu Wu & Jianmei Zhao, 2020. "Risk sharing, siblings, and household equity investment: evidence from urban China," Journal of Population Economics, Springer;European Society for Population Economics, vol. 33(2), pages 461-482, April.
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- Rohan Chinchwadkar, 2020. "Political Business Cycles, Elections and Entrepreneurial Finance: A Framework," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(4), pages 941-954, December.
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- Giulio Bottazzi & Francesco Cordoni & Giulia Livieri & Stefano Marmi, 2023.
"Uncertainty in firm valuation and a cross-sectional misvaluation measure,"
Annals of Finance, Springer, vol. 19(1), pages 63-93, March.
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"What can we learn about household consumption expenditure from data on income and assets?,"
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- Igor Varyash & Alexey Mikhaylov & Nikita Moiseev & Kirill Aleshin, 2020. "Triple bottom line and corporate social responsibility performance indicators for Russian companies," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 8(1), pages 313-329, September.
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- Rafał Buła, 2020. "Transition matrix and stochastic kernel for repeatability assessment of performance of Polish open pension funds," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 8(2), pages 984-1005, December.
- Andrej Cupák & Pirmin Fessler & Joanne W. Hsu & Piotr R. Paradowski, 2020.
"Confidence, Financial Literacy and Investment in Risky Assets: Evidence from the Survey of Consumer Finances,"
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"Stock returns and mutual fund flows in the korean financial markets: a system approach,"
Applied Economics, Taylor & Francis Journals, vol. 52(33), pages 3588-3599, June.
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- Dante Amengual & Enrique Sentana, 2020.
"Is a Normal Copula the Right Copula?,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 350-366, April.
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"Heterogeneity in Expectations, Risk Tolerance, and Household Stock Shares: The Attenuation Puzzle,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(3), pages 633-646, July.
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"The dynamics of ex-ante weighted spread: an empirical analysis,"
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"The Murder-Suicide of the Rentier: Population Aging and the Risk Premium,"
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- Taylor, Alan M. & Kopecky, Joseph V., 2020. "The Murder-Suicide of the Rentier: Population Aging and the Risk Premium," CEPR Discussion Papers 14576, C.E.P.R. Discussion Papers.
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"Who adopts crypto assets in Japan? Evidence from the 2019 financial literacy survey,"
Journal of the Japanese and International Economies, Elsevier, vol. 58(C).
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- Catherine Georgiou, 2020. "The British Stock Market under the Structure of Market Capitalization Value: New Evidence on its Predictive Content," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 13(3), pages 56-69, December.
- Mark Mink & Rodney Ramcharan & Iman van Lelyveld, 2020. "How Banks Respond to Distress: Shifting Risks in Europe’s Banking Union," Tinbergen Institute Discussion Papers 20-006/IV, Tinbergen Institute.
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"Modeling Extreme Events: Time-Varying Extreme Tail Shape,"
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"Identifying Rule-Based Rationality,"
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- Christopher Roth & Johannes Wohlfart, 2020.
"How Do Expectations about the Macroeconomy Affect Personal Expectations and Behavior?,"
The Review of Economics and Statistics, MIT Press, vol. 102(4), pages 731-748, October.
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- Stefan Muhl & Marc Oliver Rieger & Hung Ling Chen, 2020. "Sign Matters: Stock Movement Based Trading Decisions of Private Investors," Working Paper Series 2020-01, University of Trier, Research Group Quantitative Finance and Risk Analysis.
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"Predictability of bull and bear markets: A new look at forecasting stock market regimes (and returns) in the US,"
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- Felix Haase & Matthias Neuenkirch, 2021. "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," CESifo Working Paper Series 8828, CESifo.
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- Marc Oliver Rieger & Mei Wang & Thorsten Hens, 2020. "Universal Time Preference," Working Paper Series 2020-07, University of Trier, Research Group Quantitative Finance and Risk Analysis.
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"Predictability of bull and bear markets: A new look at forecasting stock market regimes (and returns) in the US,"
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- Felix Haase & Matthias Neuenkirch, 2021. "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," CESifo Working Paper Series 8828, CESifo.
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"Life-cycle welfare losses from rules-of-thumb asset allocation,"
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"Financial contagion and the wealth effect: An experimental study,"
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"Genetic Endowments and Wealth Inequality,"
Journal of Political Economy, University of Chicago Press, vol. 128(4), pages 1474-1522.
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"Information Aversion,"
Journal of Political Economy, University of Chicago Press, vol. 128(5), pages 1901-1939.
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"International Currencies and Capital Allocation,"
Journal of Political Economy, University of Chicago Press, vol. 128(6), pages 2019-2066.
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"Optimal Portfolio Using Factor Graphical Lasso,"
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- Tae-Hwy Lee & Ekaterina Seregina, 2023. "Optimal Portfolio Using Factor Graphical Lasso," Working Papers 202302, University of California at Riverside, Department of Economics.
- Tae-Hwy Lee & Ekaterina Seregina, 2020. "Optimal Portfolio Using Factor Graphical Lasso," Working Papers 202025, University of California at Riverside, Department of Economics.
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"Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities: Evidence from clean energy and oil and gas companies,"
Resources Policy, Elsevier, vol. 71(C).
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"What matters for consumer sentiment? World oil price or retail gasoline price?,"
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- Michela Borghesi, 2020. "Metodi statistici per il confronto di serie storiche con applicazioni finanziarie," Working Papers 2020049, University of Ferrara, Department of Economics.
- Viktor P. Ivanitsk & Larisa D. Petrenko, 2020. "Development of responsible investment within the concept of sustainable finance," Journal of New Economy, Ural State University of Economics, vol. 21(4), pages 63-78, December.
- Antonio Roma, 2020. "Is the Value Effect due to M&A Deals?: Evidence from the Italian Stock Market," Department of Economics University of Siena 832, Department of Economics, University of Siena.
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"Becoming sensitive: Males’ risk and time preferences after the 2008 financial crisis,"
European Economic Review, Elsevier, vol. 128(C).
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- Girardi, Giulio & Hanley, Kathleen W. & Nikolova, Stanislava & Pelizzon, Loriana & Sherman, Mila Getmansky, 2021.
"Portfolio similarity and asset liquidation in the insurance industry,"
Journal of Financial Economics, Elsevier, vol. 142(1), pages 69-96.
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- Monica Billio & Michele Costola & Iva Hristova & Carmelo Latino & Loriana Pelizzon, 2021.
"Inside the ESG ratings: (Dis)agreement and performance,"
Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 28(5), pages 1426-1445, September.
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- Monica Billio & Michele Costola & Iva Histova & Carmelo Latino & Loriana Pelizzon, 2020. "Inside the ESG Ratings: (Dis)agreement and performance," Working Papers 2020:17, Department of Economics, University of Venice "Ca' Foscari".
- Diana Barro & Marco Corazza & Martina Nardon, 2020. "Cumulative Prospect Theory portfolio selection," Working Papers 2020:26, Department of Economics, University of Venice "Ca' Foscari".
- Andrea Albarea & Michele Bernasconi & Anna Marenzi & Dino Rizzi, 2023.
"Tax Evasion, Behavioral Microsimulation Models and Flat-Rate Tax Reforms: Analysis for Italy,"
Public Finance Review, , vol. 51(2), pages 262-310, March.
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- Sarah Brown & Alessandro Bucciol & Alberto Montagnoli & Karl Taylor, 2020.
"Financial Advice and Household Financial Portfolios,"
Working Papers
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- Georgi Hristov, 2020. "“Risk Premium” Or “Sentiment Premium”," Economic Science, education and the real economy: Development and interactions in the digital age, Publishing house Science and Economics Varna, issue 1, pages 494-506.
- Yordan Petkov, 2020. "One Approach For Finding An Optimalportfolio Of Multiple Risky Assets," Economic Science, education and the real economy: Development and interactions in the digital age, Publishing house Science and Economics Varna, issue 1, pages 590-598.
- Kleszcz Klaudia & Nehrebecka Natalia, 2020.
"Financial liability stress tests: an approach based on the use of a rating migration matrix,"
Central European Economic Journal, Sciendo, vol. 7(54), pages 12-32, January.
- Kleszcz Klaudia & Nehrebecka Natalia, 2020. "Financial liability stress tests: an approach based on the use of a rating migration matrix," Central European Economic Journal, Sciendo, vol. 7(54), pages 12-32, January.
- Kleszcz Klaudia & Nehrebecka Natalia, 2020. "Financial liability stress tests: an approach based on the use of a rating migration matrix," Central European Economic Journal, Sciendo, vol. 7(54), pages 12-32, January.
- Holovatiuk Olha, 2020. "Cryptocurrencies as an asset class in portfolio optimisation," Central European Economic Journal, Sciendo, vol. 7(54), pages 33-55, January.
- Holovatiuk Olha, 2020. "Cryptocurrencies as an asset class in portfolio optimisation," Central European Economic Journal, Sciendo, vol. 7(54), pages 33-55, January.
- Vuković Marija & Pivac Snježana & Babić Zoran, 2020. "Comparative analysis of stock selection using a hybrid MCDM approach and modern portfolio theory," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 6(2), pages 58-68, December.
- Vuković Marija & Pivac Snježana & Babić Zoran, 2020. "Comparative analysis of stock selection using a hybrid MCDM approach and modern portfolio theory," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 6(2), pages 58-68, December.
- Krężołek Dominik & Trzpiot Grażyna, 2020. "Risk Management on the Metals Market," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 24(2), pages 86-97, June.
- Savićević Marko & Kostić Milan, 2020. "The Impact Analysis of Foreign Direct Investment on Export: The Case of the Western Balkan Countries," Economic Themes, Sciendo, vol. 58(2), pages 171-186, June.
- Bashir Zahid & Arshad Muhammad Usman & Asif Muhammad & Abbas Muhammad & Ali Hasnain, 2020. "Role of Business Age, Scale & Risk in Debt Financing Choices for the Pakistani Textile & Apparel Industry," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 16(3), pages 119-136, September.
- Machnik Jadwiga, 2020. "Performance Persistence and Gamma Convergence in Absolute Return Funds in Poland Over the Period 2011-2018," Financial Sciences. Nauki o Finansach, Sciendo, vol. 25(2-3), pages 41-54, September.
- Jabłoński Bartłomiej, 2020. "Dividend Aristocrats – A Comparative Analysis of Polish and American Dividend Companies During the Period of 2009–2017," Folia Oeconomica Stetinensia, Sciendo, vol. 20(1), pages 190-205, June.
- Krupa Tadeusz, 2020. "Virtual Center for the Paradigmatic Studies," Foundations of Management, Sciendo, vol. 12(1), pages 181-192, January.
- Krupa Tadeusz, 2020. "Virtual Center for the Paradigmatic Studies," Foundations of Management, Sciendo, vol. 12(1), pages 181-192, January.
- Tratkowski Grzegorz, 2020. "Identification of nonlinear determinants of stock indices derived by Random Forest algorithm," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 56(3), pages 209-217, September.
- Niewińska Katarzyna, 2020. "Factors affecting stock return volatility in the banking sector in the euro zone," Journal of Economics and Management, Sciendo, vol. 39(1), pages 132-148, March.
- Onisanwa Idowu Daniel & Adaji Mercy Ojochegbe, 2020. "Stock market development and investment growth in Nigeria," Journal of Economics and Management, Sciendo, vol. 42(4), pages 99-117, December.
- Wolski Rafal, 2020. "Co-Integration Test of Selected Indexes on the Share Market and Index of Housing Real Estate Prices," Real Estate Management and Valuation, Sciendo, vol. 28(1), pages 100-111, March.
- Szreder Jarosław & Walentynowicz Piotr, 2020. "Factors for Development Investment Successes in the Holiday Property Sector," Real Estate Management and Valuation, Sciendo, vol. 28(2), pages 1-12, June.
- İskenderoglu Ömer & Akdag Saffet, 2020. "Comparison of the Effect of Vix Fear Index on Stock Exchange Indices of Developed and Developing Countries: the G20 Case," South East European Journal of Economics and Business, Sciendo, vol. 15(1), pages 105-121, June.
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- Takashi Nishiwaki, 2020. "Optimal Consumption Under Different Resolution Times of Uncertainty," Working Papers 2009, Waseda University, Faculty of Political Science and Economics.
- Takashi Nishiwaki, 2020.
"Does Ambiguity Generate Demand for Options?,"
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- Takashi Nishiwaki, 2021. "Does Ambiguity Generate Demand for Options?," Working Papers 2102, Waseda University, Faculty of Political Science and Economics.
- Illya Barziy & Marcin Chlebus, 2020. "HRP performance comparison in portfolio optimization under various codependence and distance metrics," Working Papers 2020-21, Faculty of Economic Sciences, University of Warsaw.
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"Nvidia's Stock Returns Prediction Using Machine Learning Techniques for Time Series Forecasting Problem,"
Central European Economic Journal, Sciendo, vol. 8(55), pages 44-62, January.
- Marcin Chlebus & Michał Dyczko & Michał Woźniak, 2020. "Nvidia’s stock returns prediction using machine learning techniques for time series forecasting problem," Working Papers 2020-22, Faculty of Economic Sciences, University of Warsaw.
- Quynh Bui & Robert Ślepaczuk, 2020. "Applying Hurst Exponent in Pair Trading Strategies," Working Papers 2020-39, Faculty of Economic Sciences, University of Warsaw.
- Tchoffo Tameko Gautier & Nembot Ndeffo Luc, 2020. "Capital Flight and Economic Growth: The Case of ECCAS, ECOWAS and SADC Countries," Economic Research Guardian, Mutascu Publishing, vol. 10(1), pages 2-11, June.
- Feixue Gong & Gregory Phelan, 2020. "Collateral Constraints, Tranching, and Price Bases," Department of Economics Working Papers 2020-03, Department of Economics, Williams College.
- Dietrich Earnhart & Sarah Jacobson & Yusuke Kuwayama & Richard T. Woodward, 2020. "Discretionary Exemptions from Environmental Regulation: Flexibility for Good or for Ill," Department of Economics Working Papers 2020-04, Department of Economics, Williams College.
- Cupák, Andrej & Fessler, Pirmin & Schneebaum, Alyssa, 2021.
"Gender differences in risky asset behavior: The importance of self-confidence and financial literacy,"
Finance Research Letters, Elsevier, vol. 42(C).
- Cupák, Andrej & Fessler, Pirmin & Schneebaum, Alyssa, 2020. "Gender differences in risky asset behavior: the importance of self-confidence and financial literacy," Department of Economics Working Paper Series 301, WU Vienna University of Economics and Business.
- Andrej Cupák & Pirmin Fessler & Alyssa Schneebaum, 2020. "Gender differences in risky asset behavior: the importance of self-confidence and financial literacy," Department of Economics Working Papers wuwp301, Vienna University of Economics and Business, Department of Economics.
- Cupák, Andrej & Fessler, Pirmin & Schneebaum, Alyssa, 2021.
"Gender differences in risky asset behavior: The importance of self-confidence and financial literacy,"
Finance Research Letters, Elsevier, vol. 42(C).
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- Cupák, Andrej & Fessler, Pirmin & Schneebaum, Alyssa, 2020. "Gender differences in risky asset behavior: the importance of self-confidence and financial literacy," Department of Economics Working Paper Series 301, WU Vienna University of Economics and Business.
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"Heterogeneity and Persistence in Returns to Wealth,"
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"Home Equity In Retirement,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(2), pages 573-616, May.
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- Christian Friedrich & Pierre Guérin, 2020.
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- John B Guerard & William T Ziemba (ed.), 2020. "Handbook of Applied Investment Research," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11727.
- Eliezer Prisman, 2020. "Lecture Notes in Investment:Investment Fundamentals," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11806.
- Frank J Fabozzi & Francesco A Fabozzi, 2020. "Fundamentals of Institutional Asset Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11819.
- Rajiv Aggarwal, 2020. "Fixed Coupon Note:High Returns and Low Risk," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11958.
- Eliezer Prisman, 2020. "Introduction," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 1, pages 1-13, World Scientific Publishing Co. Pte. Ltd..
- Eliezer Prisman, 2020. "A Basic Model of Bond Markets," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 2, pages 15-28, World Scientific Publishing Co. Pte. Ltd..
- Eliezer Prisman, 2020. "No Arbitrage Condition and the Term Structure, its Estimation and Smoothing," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 3, pages 29-65, World Scientific Publishing Co. Pte. Ltd..
- Eliezer Prisman, 2020. "Duration and Immunization," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 4, pages 67-80, World Scientific Publishing Co. Pte. Ltd..
- Eliezer Prisman, 2020. "Portfolio Choice Under Uncertainty: The Mean–Variance Framework," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 5, pages 81-119, World Scientific Publishing Co. Pte. Ltd..
- Eliezer Prisman, 2020. "The Feasible Set: A General Formulation," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 6, pages 121-146, World Scientific Publishing Co. Pte. Ltd..
- Eliezer Prisman, 2020. "The Capital Asset Pricing Model: CAPM," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 7, pages 147-191, World Scientific Publishing Co. Pte. Ltd..
- Eliezer Prisman, 2020. "The Security Market Line, Estimations and Single Index Models," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 8, pages 193-239, World Scientific Publishing Co. Pte. Ltd..
- Eliezer Prisman, 2020. "Multi-Index Models and Arbitrage Pricing Theory," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 9, pages 241-261, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Overview of Asset Management," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 1, pages 3-26, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "The Different Types of Risks in Investing," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 2, pages 27-42, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Fundamentals of Equities," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 3, pages 45-75, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Fundamentals of Debt Instruments," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 4, pages 77-116, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Collective Investment Vehicles and Alternative Assets," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 5, pages 117-141, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Basics of Financial Derivatives," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 6, pages 143-168, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Measuring Return and Risk," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 7, pages 171-204, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Portfolio Theory: Mean-Variance Analysis and the Asset Allocation Decision," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 8, pages 205-232, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Asset Pricing Theories," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 9, pages 233-261, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Company Equity Analysis," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 10, pages 265-301, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Equity Valuation Models," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 11, pages 303-330, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Common Stock Beta Strategies," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 12, pages 331-360, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Common Stock Alpha Strategies," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 13, pages 361-394, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Using Equity Derivatives in Portfolio Management," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 14, pages 395-424, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Bond Pricing and Yield Measures," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 15, pages 427-464, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Interest Rate Risk and Credit Risk Measures," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 16, pages 465-489, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Bond Portfolio Strategies," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 17, pages 491-517, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Using Derivatives in Bond Portfolio Management," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 18, pages 519-551, World Scientific Publishing Co. Pte. Ltd..
- Frank J. Fabozzi & Francesco A. Fabozzi, 2020. "Multi-asset Portfolio Strategies," World Scientific Book Chapters, in: Fundamentals of Institutional Asset Management, chapter 19, pages 555-568, World Scientific Publishing Co. Pte. Ltd..
- John B. Guerard Jr. & William T. Ziemba, 2020. "Introduction," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 1, pages xxix-lii, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2020. "The Five Investor Camps that Try to Beat the Stock Market," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 2, pages 3-16, World Scientific Publishing Co. Pte. Ltd..
- M. Bloch & J. Guerard & H. Markowitz & P. Todd & G. Xu, 2020.
"A comparison of some aspects of the U.S. and Japanese equity markets,"
World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 3, pages 17-40,
World Scientific Publishing Co. Pte. Ltd..
- Bloch, M. & Guerard, J. & Markowitz, H. & Todd, P. & Xu, G., 1993. "A comparison of some aspects of the U.S. and Japanese equity markets," Japan and the World Economy, Elsevier, vol. 5(1), pages 3-26, May.
- Leonard C. MacLean & Michael E. Foster & William T. Ziemba, 2020. "Covariance complexity and rates of return on assets," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 4, pages 41-61, World Scientific Publishing Co. Pte. Ltd..
- J. B. Guerard Jr. & H. Markowitz & G. Xu, 2020. "The role of effective corporate decisions in the creation of efficient portfolios," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 5, pages 63-73, World Scientific Publishing Co. Pte. Ltd..
- John B. Guerard Jr. & Harry Markowitza & GanLin Xu, 2020. "Earnings forecasting in a global stock selection model and efficient portfolio construction and management," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 6, pages 75-85, World Scientific Publishing Co. Pte. Ltd..
- Bijan Beheshti & John B. Guerard Jr. & Chris Mercs, 2020. "Truly Active Management Requires a Commitment to Excellence: Portfolio Construction and Management with FactSet," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 7, pages 87-126, World Scientific Publishing Co. Pte. Ltd..
- Brian Bruce & Douglas Stark, 2020. "The Hillcrest Management Sentiment Indicator," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 8, pages 127-140, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2020. "Seasonality Effects In Japanese Futures Markets," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 9, pages 143-171, World Scientific Publishing Co. Pte. Ltd..
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- William T. Ziemba, 2020. "Japanese security market regularities: Monthly, turn-of-the-month and year, holiday and golden week effects," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 11, pages 187-214, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba, 2020. "World wide security market regularities," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 12, pages 215-246, World Scientific Publishing Co. Pte. Ltd..
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- Blair Hull & Petra Bakosova & Alexander Kment, 2020. "Seasonal Effects, Trends and Pre-Announcement Drifts: Turning Anomalies into Investment Strategies," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 14, pages 281-321, World Scientific Publishing Co. Pte. Ltd..
- Sebastien Lleo & William T Ziemba, 2020. "Stock Market Crashes in 2006–2009: Were We Able to Predict Them?," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 15, pages 323-353, World Scientific Publishing Co. Pte. Ltd..
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- Chong Li & Edward Tower & Rhona Zhang, 2020. "Alternative Measures of Mutual Fund Performance: Ranking DFA, Fidelity, and Vanguard," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 18, pages 417-476, World Scientific Publishing Co. Pte. Ltd..
- Boryana Racheva-Iotova, 2020. "Wealth Management Next Frontiers — The Inevitable Need to Meet Behavioral and Quantitative Approaches," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 19, pages 479-509, World Scientific Publishing Co. Pte. Ltd..
- Foteini Kyriazi & Dimitrios D. Thomakos, 2020. "Foreign Exchange Rate Predictability: Seek and Ye Shall Find It," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 20, pages 511-556, World Scientific Publishing Co. Pte. Ltd..
- Tim Leung & Brian Ward, 2020.
"Tracking VIX with VIX Futures: Portfolio Construction and Performance,"
World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 21, pages 557-596,
World Scientific Publishing Co. Pte. Ltd..
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- William T. Ziemba, 2020. "Arbitrage and Risk Arbitrage in the Nikkei Put Warrant Market," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 23, pages 621-633, World Scientific Publishing Co. Pte. Ltd..
- William T. Ziemba & S. Lleo & M. Zhitlukhin, 2020.
"A Stopping Rule Model for Exiting Bubble-like Markets with Applications,"
World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 24, pages 635-659,
World Scientific Publishing Co. Pte. Ltd..
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"A Machine Learning Based Regulatory Risk Index for Cryptocurrencies,"
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"Momentum and the Cross-section of Stock Volatility,"
Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
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"Capital market development over the long run: the portfolios of UK life assurers over two centuries [Corporate ownership and control in Victorian Britain],"
European Review of Economic History, European Historical Economics Society, vol. 26(3), pages 370-398.
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- Bogle, David & Coyle, Christopher & Turner, John D., 2020. "Capital Market Development Over the Long Run: The Portfolios of UK Life Assurers Over Two Centuries," QBS Working Paper Series 2020/11, Queen's University Belfast, Queen's Business School.
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"Capital market development over the long run: the portfolios of UK life assurers over two centuries [Corporate ownership and control in Victorian Britain],"
European Review of Economic History, European Historical Economics Society, vol. 26(3), pages 370-398.
- Bogle, David & Coyle, Christopher & Turner, John D., 2020. "Capital Market Development Over the Long Run: The Portfolios of UK Life Assurers Over Two Centuries," QBS Working Paper Series 2020/11, Queen's University Belfast, Queen's Business School.
- Bogle, David A. & Coyle, Christopher & Turner, John D., 2020. "Capital market development over the long run: The portfolios of UK life assurers over two centuries," QUCEH Working Paper Series 2020-09, Queen's University Belfast, Queen's University Centre for Economic History.
- Laudenbach, Christine & Loos, Benjamin & Pirschel, Jenny & Wohlfart, Johannes, 2020. "The trading response of individual investors to local bankruptcies," SAFE Working Paper Series 272, Leibniz Institute for Financial Research SAFE.
- Lammer, Dominique Marcel & Hanspal, Tobin & Hackethal, Andreas, 2020. "Who are the Bitcoin investors? Evidence from indirect cryptocurrency investments," SAFE Working Paper Series 277, Leibniz Institute for Financial Research SAFE.
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- Monica Billio & Michele Costola & Iva Hristova & Carmelo Latino & Loriana Pelizzon, 2021.
"Inside the ESG ratings: (Dis)agreement and performance,"
Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 28(5), pages 1426-1445, September.
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- Billio, Monica & Costola, Michele & Hristova, Iva & Latino, Carmelo & Pelizzon, Loriana, 2020. "Inside the ESG ratings: (Dis)agreement and performance," SAFE Working Paper Series 284, Leibniz Institute for Financial Research SAFE.
- Hambel, Christoph & Kraft, Holger & Meyer-Wehmann, André, 2020. "When should retirees tap their home equity?," SAFE Working Paper Series 293, Leibniz Institute for Financial Research SAFE.
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"Connected funds,"
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- Fricke, Daniel & Wilke, Hannes, 2020. "Connected Funds," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224511, Verein für Socialpolitik / German Economic Association.
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"Investment Funds, Monetary Policy, and the Global Financial Cycle,"
Journal of the European Economic Association, European Economic Association, vol. 21(2), pages 593-636.
- Kaufmann, Christoph, 2020. "Investment funds, monetary policy, and the global financial cycle," Working Paper Series 2489, European Central Bank.
- Kaufmann, Christoph, 2021. "Investment funds, monetary policy, and the global financial cycle," ESRB Working Paper Series 119, European Systemic Risk Board.
- Kaufmann, Christoph, 2020. "Investment funds, monetary policy, and the global financial cycle," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224573, Verein für Socialpolitik / German Economic Association.
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- De Nard, Gianluca & Engle, Robert F. & Ledoit, Olivier & Wolf, Michael, 2022.
"Large dynamic covariance matrices: Enhancements based on intraday data,"
Journal of Banking & Finance, Elsevier, vol. 138(C).
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- Felicity K. Mathye & Collins C. Ngwakwe, 2020. "Women in Top Management and Corporate Share Price: The Mediating Role of Management Learning," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 18(2 (Summer), pages 111-126.
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"Financial Fragility Across Europe: Is it the Household or the Country that Matters?,"
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 176(2), pages 799-850, January.
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"Climate change concerns and the performance of green versus brown stocks,"
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- Hoseeini Ebrahimabad, S.A & Jahangiri, Kh & Ghaemi Asl, M & Heydari, H, 2020. "Investigation of the volatility spillover effect and dynamic conditional correlations in Tehran Stock Exchange using wavelet-based Bayesian conditional variance heteroscedasticity," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 7(1), pages 149-184, May.
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"Going public with public money,"
Small Business Economics, Springer, vol. 57(3), pages 1419-1426, October.
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- Zura Kakushadze, 2020. "Option Pricing: Channels, Target Zones and Sideways Markets," Bulletin of Applied Economics, Risk Market Journals, vol. 7(2), pages 25-33.
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"Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions,"
Advances in Decision Sciences, Asia University, Taiwan, vol. 24(3), pages 142-217, September.
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"Optimal asset allocation for commodity sovereign wealth funds,"
Quantitative Finance, Taylor & Francis Journals, vol. 23(3), pages 471-495, March.
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"Optimal control of investment, premium and deductible for a non-life insurance company,"
Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 384-405.
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- Charlotte Christiansen & Ran Xing & Yue Xu, 2020. "Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies," CREATES Research Papers 2020-14, Department of Economics and Business Economics, Aarhus University.
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"Advertising Arbitrage [Synchronization risk and delayed arbitrage],"
Review of Finance, European Finance Association, vol. 26(4), pages 799-827.
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"Evaluation Indicators for Investment Projects (II),"
CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), vol. 1(8), pages 41-44, August.
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- Elena Valentina ȚILICĂ & Radu CIOBANU, 2020.
"Evaluation Indicators for Investment Projects (I),"
CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), vol. 1(7), pages 39-47, July.
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- Fausto Corradin & Domenico Sartore, 2020.
"Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions,"
Advances in Decision Sciences, Asia University, Taiwan, vol. 24(3), pages 142-217, September.
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"Summary of Advances in Decision Sciences (ADS) - 2020,"
Advances in Decision Sciences, Asia University, Taiwan, vol. 24(4), pages 89-100, December.
- Michael McAleer, 2020. "Summary of Advances in Decision Sciences (ADS) - 2020," International Association of Decision Sciences, Asia University, Taiwan, vol. 24(4), pages 89-100, December.
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"Are the Liquidity and Collateral Roles of Asset Bubbles Different?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(6), pages 1443-1473, September.
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"Measuring the disposition effect,"
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"What leads people to tolerate negative interest rates on their savings?,"
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 93(C).
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"Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach,"
International Review of Financial Analysis, Elsevier, vol. 71(C).
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- Yuliyan Mitkov & Ulrich Schüwer, 2021. "Unequal andunstable: income inequality and bank risk," ECONtribute Discussion Papers Series 012, University of Bonn and University of Cologne, Germany.
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"Limited Awareness and Financial Intermediation,"
CRC TR 224 Discussion Paper Series
crctr224_2020_252, University of Bonn and University of Mannheim, Germany.
- Sarah Auster & Nicola Pavoni, 2022. "Limited Awareness and Financial Intermediation," CRC TR 224 Discussion Paper Series crctr224_2022_252, University of Bonn and University of Mannheim, Germany.
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"Search for Yield in Large International Corporate Bonds: Investor Behavior and Firm Responses,"
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"Stranded Assets in the Transition to a Carbon-Free Economy,"
Annual Review of Resource Economics, Annual Reviews, vol. 12(1), pages 281-298, October.
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"Portfolio selection in quantile decision models,"
Annals of Finance, Springer, vol. 18(2), pages 133-181, June.
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"Permutation-weighted portfolios and the efficiency of commodity futures markets,"
Annals of Finance, Springer, vol. 18(1), pages 81-108, March.
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"Investor experiences and international capital flows,"
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"Sharing of longevity basis risk in pension schemes with income-drawdown guarantees,"
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"Numerical Solution of Dynamic Portfolio Optimization with Transaction Costs,"
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"Inside the Mind of a Stock Market Crash,"
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"A Dynamic Conditional Approach to Portfolio Weights Forecasting,"
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"Can Volatility Solve the Naive Portfolio Puzzle?,"
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"Disaster resilience and asset prices,"
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"Asset Prices and Capital Share Risks: Theory and Evidence,"
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"Common short selling and excess comovement: Evidence from a sample of LSE stocks,"
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"A Portfolio approach to wind and solar deployment in Australia,"
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"Life-cycle welfare losses from rules-of-thumb asset allocation,"
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"Industrial specialization matters: A new angle on equity home Bias,"
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"Deep Learning, Predictability, and Optimal Portfolio Returns,"
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"Gender Roles and the Gender Expectations Gap,"
CEPR Discussion Papers
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"Persistence in the market risk premium: evidence across countries,"
Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(3), pages 413-427, July.
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"Are sustainability-oriented investors different? Evidence from equity crowdfunding,"
The Journal of Technology Transfer, Springer, vol. 47(6), pages 1662-1689, December.
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"Financial Frictions and the Wealth Distribution,"
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"Risk Exposure and Acquisition of Macroeconomic Information,"
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The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 48(1), pages 1-30, March.
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"Financial returns to household inventory management,"
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"Spanning analysis of stock market anomalies under prospect stochastic dominance,"
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"Behavioral equilibrium and evolutionary dynamics in asset markets,"
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"Decomposition of optimal dynamic portfolio choice with wealth-dependent utilities in incomplete markets,"
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"Do Household Finances Constrain Unconventional Fiscal Policy?,"
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"Excess Sensitivity of High-Income Consumers,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 133(4), pages 1693-1751.
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"Evolution in pecunia,"
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"International Portfolio Choice with Frictions: Evidence from Mutual Funds,"
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"Principal Portfolios,"
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"Financial returns to household inventory management,"
Journal of Financial Economics, Elsevier, vol. 151(C).
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"Is it alpha or beta? Decomposing hedge fund returns when models are misspecified,"
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"Tail dependence structures between economic policy uncertainty and foreign exchange markets: Nonparametric quantiles methods,"
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"Oil price jumps and the uncertainty of oil supplies in a geopolitical perspective: The role of OPEC’s spare capacity,"
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"Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference,"
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"Comovement and instability in cryptocurrency markets,"
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"Crédito y efectos reales en Colombia 2000-2017: evidencia con microdatos,"
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"The Murder-Suicide of the Rentier: Population Aging and the Risk Premium,"
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"Inside the Mind of a Stock Market Crash,"
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"Debt De-risking,"
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"Informative social interactions,"
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"The search theory of OTC markets,"
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"International Portfolio Choice with Frictions: Evidence from Mutual Funds,"
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"Gender Roles and the Gender Expectations Gap,"
CESifo Working Paper Series
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- Malmendier, Ulrike M. & Steiny Wellsjo, Alex, 2020. "Rent or Buy? The Role of Lifetime Experiences on Homeownership within and across Countries," CEPR Discussion Papers 14935, C.E.P.R. Discussion Papers.
- Malmendier, Ulrike M. & Laudenbach, Christine & Niessen-Ruenzi, Alexandra, 2020. "The Long-lasting Effects of Experiencing Communism on Attitudes towards Financial Markets," CEPR Discussion Papers 14939, C.E.P.R. Discussion Papers.
- Weber, Martin & Mueller-Dethard, Jan, 2020. "The Portfolio Composition Effect," CEPR Discussion Papers 15012, C.E.P.R. Discussion Papers.
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"Mutual Fund Performance and Flows during the COVID-19 Crisis,"
The Review of Asset Pricing Studies, Society for Financial Studies, vol. 10(4), pages 791-833.
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- Taylor, Mark & Filippou, Ilias & Gozluklu, Arie & Nguyen, My, 2020. "U.S. Populist Rhetoric and Currency Returns," CEPR Discussion Papers 15054, C.E.P.R. Discussion Papers.
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"Advertising Arbitrage [Synchronization risk and delayed arbitrage],"
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- Sergey Kovbasyuk & Marco Pagano, 2022. "Advertising Arbitrage," Working Papers w0287, New Economic School (NES).
- Sergey Kovbasyuk & Marco Pagano, 2020. "Advertising Arbitrage," Working Papers w0277, New Economic School (NES).
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- Kovbasyuk, Sergey & Pagano, Marco, 2020. "Advertising arbitrage," CFS Working Paper Series 641, Center for Financial Studies (CFS).
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- Buss, Adrian & Vilkov, Grigory & Uppal, Raman, 2020. "Investor Sophistication and Portfolio Dynamics," CEPR Discussion Papers 15116, C.E.P.R. Discussion Papers.
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"Procyclical asset management and bond risk premia,"
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- Baker, Scott R. & Johnson, Stephanie & Kueng, Lorenz, 2024.
"Financial returns to household inventory management,"
Journal of Financial Economics, Elsevier, vol. 151(C).
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- Scott R. Baker & Stephanie Johnson & Lorenz Kueng, 2020. "Financial Returns to Household Inventory Management," Swiss Finance Institute Research Paper Series 20-70, Swiss Finance Institute.
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"Corporate Governance in the Presence of Active and Passive Delegated Investment,"
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- Taylor, Mark & Filippou, Ilias & Rapach, David & Zhou, Guofu, 2020. "Exchange Rate Prediction with Machine Learning and a Smart Carry Trade Portfolio," CEPR Discussion Papers 15305, C.E.P.R. Discussion Papers.
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"Exploring Differences in Household Debt across the United States and Euro Area Countries,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(2-3), pages 477-501, March.
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- Korniotis, George & Bonaparte, Yosef & Kumar, Alok, 2020. "Income Risk and Stock Market Entry/Exit Decisions," CEPR Discussion Papers 15370, C.E.P.R. Discussion Papers.
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"Tracking biased weights: asset pricing implications of value-weighted indexing,"
LSE Research Online Documents on Economics
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"Global Portfolio Rebalancing and Exchange Rates,"
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"Bet against the trend and cash in profits,"
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"Reconsidering Risk Aversion,"
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"Anything but gold - The golden constant revisited,"
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- Pablo Perelló-Fons & Salvador Climent-Serrano, 2020. "Gestión eficiente de carteras: Modelo de Markowitz y el Ibex-35," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 43(121), pages 91-103, Enero.
- Johannes K. Dreyer & Johannes Schneider & William T. Smith, 2020. "Saving-Based Asset Pricing and Leisure," Annals of Economics and Finance, Society for AEF, vol. 21(2), pages 507-526, November.
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"Good Carry, Bad Carry,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 55(4), pages 1063-1094, June.
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- Karolyi, G. Andrew & Ng, David T. & Prasad, Eswar S., 2020.
"The Coming Wave: Where Do Emerging Market Investors Put Their Money?,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 55(4), pages 1369-1414, June.
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"How financial literacy and impatience shape retirement wealth and investment behaviors,"
Journal of Pension Economics and Finance, Cambridge University Press, vol. 19(1), pages 1-20, January.
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"Behind the success of dominated personal pension plans: sales force and financial literacy factors,"
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"Recursive Preferences, the Value of Life, and Household Finance,"
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- Antoine Bommier & Daniel Harenberg & François Le Grand & Cormac O'Dea, 2020.
"Recursive Preferences, the Value of Life, and Household Finance,"
Cowles Foundation Discussion Papers
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- Стоян Проданов, 2020. "Инвестиции И Инвестиционни Решения: Методико-Приложни Аспекти," "Economic World" Library, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 142 Year , pages 9-165.
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- Steffen Günther & Christian Fieberg & Thorsten Poddig, 2020. "The Cross-Section of Cryptocurrency Risk and Return," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 89(4), pages 7-28.
- Caterina Forti Grazzini & Chi Hyun Kim, 2020. "Is Monetary Policy Gender Neutral? Evidence from the Stock Market," Discussion Papers of DIW Berlin 1841, DIW Berlin, German Institute for Economic Research.
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"Fickle emerging market flows, stable euros, and the dollar risk factor,"
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2019
- Esin Cakan & Riza Demirer & Rangan Gupta & Josine Uwilingiye, 2019.
"Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market,"
Advances in Decision Sciences, Asia University, Taiwan, vol. 23(1), pages 88-113, March.
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"The economic value of VIX ETPs,"
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"Wealth Inequality and Homeownership in Europe,"
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"The Social Value of Financial Expertise,"
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"Do the Rich Get Richer in the Stock Market? Evidence from India,"
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"Optimal stopping time, consumption, labour, and portfolio decision for a pension scheme,"
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"Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market,"
Advances in Decision Sciences, Asia University, Taiwan, vol. 23(1), pages 88-113, March.
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- Tung Dang-Thanh Nguyen & Anh The Vo & Duc Hong Vo, 2019.
"The Determinants Of Systematic Risk In Vietnam,"
Advances in Decision Sciences, Asia University, Taiwan, vol. 23(2), pages 15-36, June.
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"Summary of Advances in Decision Sciences (ADS) - 2019,"
Advances in Decision Sciences, Asia University, Taiwan, vol. 23(4), pages 81-93, December.
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"Estimation of a multiplicative correlation structure in the large dimensional case,"
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"A framework for debt-maturity management,"
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"Probability-Free Models in Option Pricing: Statistically Indistinguishable Dynamics and Historical vs Implied Volatility,"
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"Two resolutions of the margin loan pricing puzzle,"
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"Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices,"
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"Tracking VIX with VIX Futures: Portfolio Construction and Performance,"
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"Stability of equilibrium asset pricing models: A necessary and sufficient condition,"
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"Optimal trading of a basket of futures contracts,"
Annals of Finance, Springer, vol. 16(2), pages 253-280, June.
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"Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market,"
The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
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"Risk of Bitcoin Market: Volatility, Jumps, and Forecasts,"
IRTG 1792 Discussion Papers
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"Extended weak convergence and utility maximisation with proportional transaction costs,"
Finance and Stochastics, Springer, vol. 24(4), pages 1013-1034, October.
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"Peer effects in stock market participation: evidence from immigration,"
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"A Framework for Debt-Maturity Management,"
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"Investor experiences and international capital flows,"
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"Looking through cross-border positions in investment funds: evidence from Italy,"
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"Re‐vitalizing money demand in the Euro area. Still valid at the zero‐lower bound,"
Bulletin of Economic Research, Wiley Blackwell, vol. 71(4), pages 599-615, October.
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"Managing Risk Taking With Interest Rate Policy And Macroprudential Regulations,"
Economic Inquiry, Western Economic Association International, vol. 57(2), pages 1056-1081, April.
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"Financial Markets Where Traders Neglect the Informational Content of Prices,"
Journal of Finance, American Finance Association, vol. 74(1), pages 371-399, February.
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"Dividend Dynamics, Learning, and Expected Stock Index Returns,"
Journal of Finance, American Finance Association, vol. 74(1), pages 401-448, February.
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"Liquidity Risk and the Dynamics of Arbitrage Capital,"
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"Capital Share Risk in U.S. Asset Pricing,"
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"Women's Liberation as a Financial Innovation,"
Journal of Finance, American Finance Association, vol. 74(6), pages 2915-2956, December.
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"On Social Preferences and the Intensity of Risk Aversion,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 86(3), pages 807-826, September.
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"High Leverage and Willingness to Pay: Evidence from the Residential Housing Market,"
Real Estate Economics, American Real Estate and Urban Economics Association, vol. 47(3), pages 643-684, September.
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"Bubble on real estate: the role of altruism and fiscal policy,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(4), pages 1-18, September.
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"Optimism in Financial Markets: Stock Market Returns and Investor Sentiments,"
JRFM, MDPI, vol. 12(2), pages 1-14, May.
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"L’aversion au risque, composante essentielle du prix du risque, est-elle stable dans le temps ?,"
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"Informative social interactions,"
Journal of Economic Behavior & Organization, Elsevier, vol. 203(C), pages 246-263.
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"Financing low-carbon generation in the UK: The hybrid RAB model,"
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"Investor sentiment and the economic policy uncertainty premium,"
Pacific-Basin Finance Journal, Elsevier, vol. 64(C).
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"Asset Liquidity in Monetary Theory and Finance: A Unified Approach,"
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"Private bank deposits and macro/fiscal risk in the euro-area,"
CESifo Working Paper Series
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"Private bank deposits and macro/fiscal risk in the euro-area,"
Cardiff Economics Working Papers
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"On the preferences of CoCo bond buyers and sellers,"
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"Hedging Climate Change News,"
The Review of Financial Studies, Society for Financial Studies, vol. 33(3), pages 1184-1216.
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"The risk of policy tipping and stranded carbon assets,"
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"Stranded Assets in the Transition to a Carbon-Free Economy,"
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"FinTechs and the Market for Financial Analysis,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 56(6), pages 1877-1907, September.
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"Puzzling exchange rate dynamics and delayed portfolio adjustment,"
Journal of International Economics, Elsevier, vol. 131(C).
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"ICO investors,"
Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(1), pages 1-59, March.
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"How ETFs Amplify the Global Financial Cycle in Emerging Markets,"
The Review of Financial Studies, Society for Financial Studies, vol. 36(9), pages 3423-3462.
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"China's “New normal”: Will China's growth slowdown derail the BRICS stock markets?,"
International Economics, Elsevier, vol. 159(C), pages 121-139.
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"Tax-Sheltered Retirement Accounts: Can Financial Education Improve Decisions?,"
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- Germán Eduardo González, 2019. "Análisis de sentimientos de noticias e inversionistas en el mercado bursátil," Documentos CEDE 17375, Universidad de los Andes, Facultad de Economía, CEDE.
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"Money and price dynamics under the gold standard in the neoclassical theory of growth,"
Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 90, pages 45-69, Enero - J.
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"Pension Income Indexation: A Mean-Variance Approach,"
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"Making a Difference: European Mutual Funds Distinctiveness and Peers’ Performance,"
Finance, Presses universitaires de Grenoble, vol. 41(2), pages 7-51.
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"Good Carry, Bad Carry,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 55(4), pages 1063-1094, June.
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"Currency Factors,"
Management Science, INFORMS, vol. 68(6), pages 4042-4064, June.
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"Gravity, counterparties, and foreign investment,"
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Journal of Monetary Economics, Elsevier, vol. 117(C), pages 671-688.
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"Five Facts about Beliefs and Portfolios,"
American Economic Review, American Economic Association, vol. 111(5), pages 1481-1522, May.
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"The maturity of sovereign debt issuance in the euro area,"
Journal of International Money and Finance, Elsevier, vol. 110(C).
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"Hedging Climate Change News,"
The Review of Financial Studies, Society for Financial Studies, vol. 33(3), pages 1184-1216.
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"Unhedgeable inflation risk within pension schemes,"
Insurance: Mathematics and Economics, Elsevier, vol. 90(C), pages 7-24.
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"Affordable Housing and City Welfare,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(1), pages 293-330.
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"A Risk-Centric Model of Demand Recessions and Speculation,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 135(3), pages 1493-1566.
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"Prudential Monetary Policy,"
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"Externalities and financial crisis – enough to cause collapse?,"
The Warwick Economics Research Paper Series (TWERPS)
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"Forward-Looking Policy Rules and Currency Premia,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 58(1), pages 449-483, February.
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"Puzzling exchange rate dynamics and delayed portfolio adjustment,"
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"Sentiment and Speculation in a Market with Heterogeneous Beliefs,"
American Economic Review, American Economic Association, vol. 112(8), pages 2465-2517, August.
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"Exchange Rate Reconnect,"
The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 845-855, October.
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"Inspecting the mechanism of quantitative easing in the euro area,"
Journal of Financial Economics, Elsevier, vol. 140(1), pages 1-20.
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"Financial Frictions and the Wealth Distribution,"
Econometrica, Econometric Society, vol. 91(3), pages 869-901, May.
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"Heterogeneity in decentralized asset markets,"
Theoretical Economics, Econometric Society, vol. 17(3), July.
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"Taxation and the external wealth of nations: Evidence from bilateral portfolio holdings,"
Journal of International Money and Finance, Elsevier, vol. 122(C).
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"The Leverage Factor: Credit Cycles and Asset Returns,"
Management Science, INFORMS, vol. 68(10), pages 7350-7361, October.
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"Sustainable investing in equilibrium,"
Journal of Financial Economics, Elsevier, vol. 142(2), pages 550-571.
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"Global Risk Sharing Through Trade in Goods and Assets: Theory and Evidence,"
VfS Annual Conference 2016 (Augsburg): Demographic Change
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"Global market inefficiencies,"
Journal of Financial Economics, Elsevier, vol. 139(1), pages 234-259.
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"Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing,"
American Economic Review, American Economic Association, vol. 111(11), pages 3575-3610, November.
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"Who Is Successful in Foreign Exchange Margin Trading? New Survey Evidence from Japan,"
Sustainability, MDPI, vol. 14(18), pages 1-14, September.
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"Portfolio Choice with Information-Processing Limits,"
Annals of Economics and Finance, Society for AEF, vol. 20(1), pages 137-162, May.
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"The Gamma Factors and the Value of Financial Advice,"
Annals of Economics and Finance, Society for AEF, vol. 20(1), pages 387-411, May.
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"The Effect of Investment Constraints on Hedge Fund Investor Returns,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 54(4), pages 1539-1571, August.
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"Risk Aversion in a Dynamic Asset Allocation Experiment,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 54(5), pages 2209-2232, October.
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"Investment Commonality across Insurance Companies: Fire Sale Risk and Corporate Yield Spreads,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 54(6), pages 2543-2574, December.
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"How will persistent low expected returns shape household economic behavior?,"
Journal of Pension Economics and Finance, Cambridge University Press, vol. 18(4), pages 612-622, October.
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"Should You Invest in an Old Bottle of Whisky or in a Bottle of Old Whisky? A Hedonic Analysis of Vintage Single Malt Scotch Whisky Prices,"
Journal of Wine Economics, Cambridge University Press, vol. 14(2), pages 145-163, May.
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"Global Collateral and Capital Flows,"
NBER Working Papers
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"Dynamics and Heterogeneity of Subjective Stock Market Expectations,"
Rationality and Competition Discussion Paper Series
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"Default, Bailouts and the Vertical Structure of Financial Intermediaries,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 154-180, October.
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"Portfolio allocation across variance risk premia,"
Journal of Risk Finance, Emerald Group Publishing, vol. 20(5), pages 556-593, November.
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"Currency returns during democratic transition: evidence from Tunisia,"
Managerial Finance, Emerald Group Publishing, vol. 45(7), pages 966-979, July.
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"A note on the technology herd: evidence from large institutional investors,"
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"Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets,"
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2019-07, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
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"Fed’s unconventional monetary policy and risk spillover in the US financial markets,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 42-52.
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"Financing low-carbon generation in the UK: The hybrid RAB model,"
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"Arab geopolitics in turmoil: Implications of Qatar-Gulf crisis for business,"
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"Is there a demand for reverse mortgages in China? Evidence from two online surveys,"
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"Determinants and Impacts of Financial Literacy in the Lao PDR,"
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"Disentangling the effect of home ownership on household stockholdings: Evidence from Japanese micro data,"
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"Effects of Us Interest Rate Hike and Global Risk on Daily Capital Flows in Emerging Market Countries,"
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"The Czech Government Yield Curve Decomposition at the Lower Bound,"
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"Optimal stopping time, consumption, labour, and portfolio decision for a pension scheme,"
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"Bayesian nonparametric learning of how skill is distributed across the mutual fund industry,"
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"Reach for Yield by U.S. Public Pension Funds,"
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"Trends in Household Portfolio Composition,"
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"The effect of possible EU diversification requirements on the risk of banks' sovereign bond portfolios,"
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"Who Values Access to College?,"
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"Reach for Yield by U.S. Public Pension Funds,"
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"Measuring the Liquidity Profile of Mutual Funds,"
International Journal of Central Banking, International Journal of Central Banking, vol. 16(5), pages 143-178, October.
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"Trends in household portfolio composition,"
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"Differential treatment in the bond market: Sovereign risk and mutual fund portfolios,"
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"How ETFs Amplify the Global Financial Cycle in Emerging Markets,"
The Review of Financial Studies, Society for Financial Studies, vol. 36(9), pages 3423-3462.
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"Consumption in the Great Recession: The Financial Distress Channel,"
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"The Real Term Premium in a Stationary Economy with Segmented Asset Markets,"
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"Complexity in Large U.S. Banks,"
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"Frictional Intermediation in Over-the-Counter Markets,"
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Theoretical Economics, Econometric Society, vol. 17(3), July.
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"Home Equity In Retirement,"
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"Who Values Access to College?,"
Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue 20-03, pages 1-5, March.
- Kartik B. Athreya & Felicia Ionescu & Urvi Neelakantan & Jessie Romero & Ivan Vidangos, 2020. "Who Values Access to College?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 20(03), March.
- Kartik B. Athreya & Felicia Ionescu & Urvi Neelakantan & Ivan Vidangos, 2019. "Who Values Access to College?," Finance and Economics Discussion Series 2019-015, Board of Governors of the Federal Reserve System (U.S.).
- Kartik B. Athreya & Felicia Ionescu & Urvi Neelakantan & Ivan Vidangos, 2019. "Who Values Access to College?," Working Paper 19-5, Federal Reserve Bank of Richmond.
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"Consumption in the Great Recession: The Financial Distress Channel,"
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"Accounting For Social Security Claiming Behavior,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(1), pages 505-545, February.
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- Roberto Joaquín Santillán-Salgado & Humberto Valencia-Herrera, 2019. "The Real Estate Investment Trust Industry and the Financial Crisis: Modeling Volatility (1985-2016)," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 14(2), pages 169-188, Abril-Jun.
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"Costo de generación eléctrica incorporando externalidades ambientales: Mezcla óptima de tecnologías de carga base,"
Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 14(3), pages 353-377, Julio - S.
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"The Bull of Wall Street: Experimental Analysis of Testosterone and Asset Trading,"
Management Science, INFORMS, vol. 64(9), pages 4032-4051, September.
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"Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation,"
Management Science, INFORMS, vol. 65(11), pages 5268-5289, November.
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"Bond Return Predictability: Economic Value and Links to the Macroeconomy,"
Management Science, INFORMS, vol. 65(2), pages 508-540, February.
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"Ambiguity Preferences and Portfolio Choices: Evidence from the Field,"
Management Science, INFORMS, vol. 65(4), pages 1486-1501, April.
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- Milo Bianchi & Jean-Marc Tallon, 2019. "Ambiguity Preferences and Portfolio Choices," PSE-Ecole d'économie de Paris (Postprint) hal-02923452, HAL.
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- Christoph Huber & Julia Rose, 2019.
"Do individual attitudes towards imprecision survive in experimental asset markets?,"
Working Papers
2019-06, Faculty of Economics and Statistics, Universität Innsbruck.
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"Social Motives and Risk-Taking in Investment Decisions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
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"Cognitive Skills and Economic Preferences in the Fund Industry,"
OSF Preprints
964ba, Center for Open Science.
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"Delegation Decisions in Finance,"
Management Science, INFORMS, vol. 69(8), pages 4828-4844, August.
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- Raquel M. Gaspar & Paulo M. Silva, 2019. "Investors’ Perspective on Portfolio InsuranceExpected Utility vs Prospect Theories," Working Papers REM 2019/92, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Jeffrey R. Brown & Arie Kapteyn & Erzo F. P. Luttmer & Olivia S. Mitchell & Anya Samek, 2021.
"Behavioral Impediments to Valuing Annuities: Complexity and Choice Bracketing,"
The Review of Economics and Statistics, MIT Press, vol. 103(3), pages 533-546, July.
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"Early health, risk aversion and stock market participation,"
Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
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"On Social Preferences and the Intensity of Risk Aversion,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 86(3), pages 807-826, September.
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"Career or Flexible Work Arrangements? Gender Differences in Self-employment in a Young Market Economy,"
Journal of Family and Economic Issues, Springer, vol. 41(1), pages 70-95, March.
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"Differences in Euro-Area Household Finances and their Relevance for Monetary-Policy Transmission,"
Economics Working Paper Series
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- Adewale Atanda Oyerinde, 2019. "Foreign Portfolio Investment and srock market development in Nigeria," Journal of Developing Areas, Tennessee State University, College of Business, vol. 53(3), pages 1-10, Summer.
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- Liyan Yang, 2019. "Loss Aversion in Financial Markets," The Journal of Mechanism and Institution Design, Society for the Promotion of Mechanism and Institution Design, University of York, vol. 4(1), pages 119-137, November.
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"The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices,"
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- Tim Leung & Zheng Wang, 2019. "Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics," Annals of Finance, Springer, vol. 15(1), pages 1-28, March.
- Mark Whitmeyer, 2019. "Relative performance concerns among investment managers," Annals of Finance, Springer, vol. 15(2), pages 205-231, June.
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"Optimal dynamic basis trading,"
Annals of Finance, Springer, vol. 15(3), pages 307-335, September.
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- Marcos Escobar-Anel & Harold A. Moreno-Franco, 2019. "Dynamic portfolio strategies under a fully correlated jump-diffusion process," Annals of Finance, Springer, vol. 15(3), pages 421-453, September.
- Qiang Kang, 2019. "Business-cycle pattern of asset returns: a general equilibrium explanation," Annals of Finance, Springer, vol. 15(4), pages 539-561, December.
- Mei-Ling Tang & Trung K. Do, 2019. "In search of robust methods for multi-currency portfolio construction by value at risk," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 26(1), pages 107-126, March.
- Toru Igarashi, 2019. "An Analytic Market Condition for Mutual Fund Separation: Demand for the Non-Sharpe Ratio Maximizing Portfolio," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 26(2), pages 169-185, June.
- Sudipta Das, 2019. "Asset Pricing Test Using Alternative Sets of Portfolios: Evidence from India," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 26(3), pages 339-354, September.
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- João M. Sousa & Ricardo M. Sousa, 2019.
"Asset Returns Under Model Uncertainty: Evidence from the Euro Area, the US and the UK,"
Computational Economics, Springer;Society for Computational Economics, vol. 54(1), pages 139-176, June.
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"A Diffusion Model for Long-Term Optimization in the Presence of Stochastic Interest and Inflation Rates,"
Computational Economics, Springer;Society for Computational Economics, vol. 54(1), pages 367-417, June.
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- Raphaele Chappe & Willi Semmler, 2019. "Financial Market as Driver for Disparity in Wealth Accumulation—A Receding Horizon Approach," Computational Economics, Springer;Society for Computational Economics, vol. 54(3), pages 1231-1261, October.
- Adeola Oyenubi, 2019. "Diversification Measures and the Optimal Number of Stocks in a Portfolio: An Information Theoretic Explanation," Computational Economics, Springer;Society for Computational Economics, vol. 54(4), pages 1443-1471, December.
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- Christoph Huber & Jürgen Huber, 2019.
"Scale matters: risk perception, return expectations, and investment propensity under different scalings,"
Experimental Economics, Springer;Economic Science Association, vol. 22(1), pages 76-100, March.
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- Samuel Xin Liang, 2019. "What drives stock returns in Japan?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 33(1), pages 39-69, March.
- Carlos Castro-Iragorri, 2019. "Does the market model provide a good counterfactual for event studies in finance?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 33(1), pages 71-91, March.
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- Lars Heinrich & Martin Zurek, 2019. "Alpha forecasting in factor investing: discriminating between the informational content of firm characteristics," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 33(3), pages 243-275, September.
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- Gunnar Gutsche, 2019. "Individual and Regional Christian Religion and the Consideration of Sustainable Criteria in Consumption and Investment Decisions: An Exploratory Econometric Analysis," Journal of Business Ethics, Springer, vol. 157(4), pages 1155-1182, July.
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"Ethnic and racial disparities in saving behavior,"
The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 17(2), pages 253-283, June.
- Mariela Dal Borgo, 2019. "Ethnic and racial disparities in saving behavior," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 17(2), pages 253-283, June.
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- Nafeesa Yunus, 2019. "Dynamic Linkages Among U.S. Real Estate Sectors Before and After the Housing Crisis," The Journal of Real Estate Finance and Economics, Springer, vol. 58(2), pages 264-289, February.
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- Mei-Chen Lin & Po-Hsin Ho & Hsiang-Lin Chih, 2019. "Effects of managerial overconfidence on analyst recommendations," Review of Quantitative Finance and Accounting, Springer, vol. 53(1), pages 73-99, July.
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"China's “New normal”: Will China's growth slowdown derail the BRICS stock markets?,"
International Economics, CEPII research center, issue 159, pages 121-139.
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"Long-term asset allocation, risk tolerance and market sentiment,"
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"Forecast ranked tailored equity portfolios,"
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"Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 63(C).
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"The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices,"
JRC Working Papers in Economics and Finance
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"Behind the success of dominated personal pension plans: sales force and financial literacy factors,"
Journal of Pension Economics and Finance, Cambridge University Press, vol. 19(4), pages 532-547, October.
- Giuseppe Marotta, 2019. "Behind the success of dominated personal pension plans: sales force and financial literacy factors," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0077, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Francesca Arnaboldi, Francesca Gioia, 2019. "Portfolio choice: Evidence from new-borns," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0078, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
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- Malmendier, Ulrike & Pouzo, Demian & Vanasco, Victoria, 2020.
"Investor experiences and international capital flows,"
Journal of International Economics, Elsevier, vol. 124(C).
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- Maurer, Raimond & Mitchell, Olivia S., 2021.
"Older peoples' willingness to delay social security claiming,"
Journal of Pension Economics and Finance, Cambridge University Press, vol. 20(3), pages 410-425, July.
- Raimond Maurer & Olivia S. Mitchell, 2019. "Older Peoples’ Willingness to Delay Social Security Claiming," NBER Chapters, in: Incentives and Limitations of Employment Policies on Retirement Transitions: Comparisons of Public and Private Sectors, National Bureau of Economic Research, Inc.
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"Good Carry, Bad Carry,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 55(4), pages 1063-1094, June.
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- Arash Aloosh & Geert Bekaert, 2022.
"Currency Factors,"
Management Science, INFORMS, vol. 68(6), pages 4042-4064, June.
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"Is there a demand for reverse mortgages in China? Evidence from two online surveys,"
Journal of Economic Behavior & Organization, Elsevier, vol. 169(C), pages 19-37.
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- Sina Ehsani & Juhani T. Linnainmaa, 2019. "Factor Momentum and the Momentum Factor," NBER Working Papers 25551, National Bureau of Economic Research, Inc.
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"Visibility Bias in the Transmission of Consumption Beliefs and Undersaving,"
Journal of Finance, American Finance Association, vol. 78(3), pages 1647-1704, June.
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"Naïve Buying Diversification and Narrow Framing by Individual Investors,"
Journal of Finance, American Finance Association, vol. 78(3), pages 1705-1741, June.
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"Global Collateral and Capital Flows,"
Cowles Foundation Discussion Papers
2169, Cowles Foundation for Research in Economics, Yale University.
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"The role of financial conditions in portfolio choices: The case of insurers,"
Journal of Financial Economics, Elsevier, vol. 142(2), pages 803-830.
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- Ben-David, Itzhak & Palvia, Ajay A. & Stulz, Rene M., 2019.
"Do Distressed Banks Really Gamble for Resurrection?,"
Working Paper Series
2019-10, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
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"Debt-Maturity Management with Liquidity Costs,"
Journal of Political Economy Macroeconomics, University of Chicago Press, vol. 1(1), pages 119-190.
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- Yosef Bonaparte & Russell Cooper & Mengli Sha, 2019. "Rationalizing Trading Frequency and Returns: Maybe Trading is Good for You," NBER Working Papers 25838, National Bureau of Economic Research, Inc.
- Jack Favilukis & Pierre Mabille & Stijn Van Nieuwerburgh, 2023.
"Affordable Housing and City Welfare,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(1), pages 293-330.
- Jack Favilukis & Pierre Mabille & Stijn Van Nieuwerburgh, 2018. "Affordable Housing and City Welfare," 2018 Meeting Papers 867, Society for Economic Dynamics.
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"What’s wrong with Pittsburgh? Delegated investors and liquidity concentration,"
Journal of Financial Economics, Elsevier, vol. 139(2), pages 337-358.
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"Prudential Monetary Policy,"
CEPR Discussion Papers
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"Search for Yield in Large International Corporate Bonds: Investor Behavior and Firm Responses,"
Working Papers
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- Charles W. Calomiris & Mauricio Larrain & Sergio L. Schmukler & Tomas Williams, 2020. "Search for Yield in Large International Corporate Bonds: Investor Behavior and Firm Responses," Mo.Fi.R. Working Papers 165, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
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- Jennie Bai & Turan G. Bali & Quan Wen, 2019. "Is There a Risk-Return Tradeoff in the Corporate Bond Market? Time-Series and Cross-Sectional Evidence," NBER Working Papers 25995, National Bureau of Economic Research, Inc.
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- Andrew Lilley & Matteo Maggiori & Brent Neiman & Jesse Schreger, 2022.
"Exchange Rate Reconnect,"
The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 845-855, October.
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"The Transmission of Shocks in EndogenousFinancial Networks: A Structural Approach,"
CEPR Discussion Papers
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"Are Analyst Trade Ideas Valuable?,"
Working Paper Series
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- Ivo Welch, 2022.
"Simply Better Market Betas,"
Critical Finance Review, now publishers, vol. 11(1), pages 37-64, February.
- Ivo Welch, 2019. "Simpler Better Market Betas," NBER Working Papers 26105, National Bureau of Economic Research, Inc.
- Joshua Schwartzstein & Adi Sunderam, 2021.
"Using Models to Persuade,"
American Economic Review, American Economic Association, vol. 111(1), pages 276-323, January.
- Joshua Schwartzstein & Adi Sunderam, 2019. "Using Models to Persuade," NBER Working Papers 26109, National Bureau of Economic Research, Inc.
- M. Martin Boyer & Philippe d’Astous & Pierre-Carl Michaud, 2019.
"Tax-Sheltered Retirement Accounts: Can Financial Education Improve Decisions?,"
Cahiers de recherche
1902, Chaire de recherche Industrielle Alliance sur les enjeux économiques des changements démographiques.
- M. Martin Boyer & Philippe d'Astous & Pierre-Carl Michaud, 2019. "Tax-Sheltered Retirement Accounts: Can Financial Education Improve Decisions?," NBER Working Papers 26128, National Bureau of Economic Research, Inc.
- M. Martin Boyer & Philippe d’Astous & Pierre-Carl Michaud, 2019. "Tax-Sheltered Retirement Accounts: Can Financial Education Improve Decisions?," CIRANO Working Papers 2019s-10, CIRANO.
- Koijen, Ralph S.J. & Koulischer, François & Nguyen, Benoît & Yogo, Motohiro, 2021.
"Inspecting the mechanism of quantitative easing in the euro area,"
Journal of Financial Economics, Elsevier, vol. 140(1), pages 1-20.
- Koijen, Ralph & Koulischer, Francois & Nguyen, Benoît & Yogo, Motohiro, 2019. "Inspecting the Mechanism of Quantitative Easing in the Euro Area," CEPR Discussion Papers 13906, C.E.P.R. Discussion Papers.
- Ralph S. J. Koijen & Francois Koulischer & Benoit Nguyen & Motohiro Yogo, 2019. "Inspecting the Mechanism of Quantitative Easing in the Euro Area," NBER Working Papers 26152, National Bureau of Economic Research, Inc.
- Zheng Tracy Ke & Bryan T. Kelly & Dacheng Xiu, 2019. "Predicting Returns With Text Data," NBER Working Papers 26186, National Bureau of Economic Research, Inc.
- Jessica A. Wachter & Michael Jacob Kahana, 2019. "A Retrieved-Context Theory Of Financial Decisions," NBER Working Papers 26200, National Bureau of Economic Research, Inc.
- Francesco D'Acunto & Ulrike M. Malmendier & Juan Ospina & Michael Weber & Michael Weber, 2019.
"Exposure to Daily Price Changes and Inflation Expectations,"
CESifo Working Paper Series
7798, CESifo.
- Francesco D’Acunto & Ulrike Malmendier & Juan Ospina & Michael Weber, 2019. "Exposure to Daily Price Changes and Inflation Expectations," NBER Working Papers 26237, National Bureau of Economic Research, Inc.
- Bacchetta, Philippe & van Wincoop, Eric, 2021.
"Puzzling exchange rate dynamics and delayed portfolio adjustment,"
Journal of International Economics, Elsevier, vol. 131(C).
- Philippe Bacchetta & Eric van Wincoop, 2018. "Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment," 2018 Meeting Papers 675, Society for Economic Dynamics.
- Philippe Bacchetta & Eric van Wincoop, 2019. "Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment," NBER Working Papers 26259, National Bureau of Economic Research, Inc.
- Bacchetta, Philippe & van Wincoop, Eric, 2019. "Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment," CEPR Discussion Papers 13839, C.E.P.R. Discussion Papers.
- Philippe Bacchetta & Eric van Wincoop, 2019. "Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment," Swiss Finance Institute Research Paper Series 19-35, Swiss Finance Institute.
- Jesús Fernández‐Villaverde & Samuel Hurtado & Galo Nuño, 2023.
"Financial Frictions and the Wealth Distribution,"
Econometrica, Econometric Society, vol. 91(3), pages 869-901, May.
- Jesus Fernandez-Villaverde & Samuel Hurtado & Galo Nuno, 2019. "Financial Frictions and the Wealth Distribution," PIER Working Paper Archive 19-015, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jesús Fernández-Villaverde & Samuel Hurtado & Galo Nuño, 2020. "Financial frictions and the wealth distribution," Working Papers 2013, Banco de España.
- Jesús Fernández-Villaverde & Samuel Hurtado & Galo Nuño, 2019. "Financial Frictions and the Wealth Distribution," NBER Working Papers 26302, National Bureau of Economic Research, Inc.
- Fernández-Villaverde, Jesús & Hurtado, Samuel & Nuño, Galo, 2019. "Financial Frictions and the Wealth Distribution," CEPR Discussion Papers 14002, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & Samuel Hurtado & Galo Nuño, 2020. "Financial Frictions and the Wealth Distribution," CESifo Working Paper Series 8482, CESifo.
- Thomas Philippon, 2019. "On Fintech and Financial Inclusion," NBER Working Papers 26330, National Bureau of Economic Research, Inc.
- Vanya Horneff & Daniel Liebler & Raimond Maurer & Olivia S. Mitchell, 2019. "Money-Back Guarantees in Individual Retirement Accounts: Are They Good Policy?," NBER Working Papers 26406, National Bureau of Economic Research, Inc.
- Huaizhi Chen & Lauren Cohen & Umit Gurun, 2019. "Don’t Take Their Word For It: The Misclassification of Bond Mutual Funds," NBER Working Papers 26423, National Bureau of Economic Research, Inc.
- Josh Davis & Alan M. Taylor, 2022.
"The Leverage Factor: Credit Cycles and Asset Returns,"
Management Science, INFORMS, vol. 68(10), pages 7350-7361, October.
- Taylor, Alan M. & Davis, Josh, 2019. "The Leverage Factor: Credit Cycles and Asset Returns," CEPR Discussion Papers 14115, C.E.P.R. Discussion Papers.
- Josh Davis & Alan M. Taylor, 2019. "The Leverage Factor: Credit Cycles and Asset Returns," NBER Working Papers 26435, National Bureau of Economic Research, Inc.
- Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2023.
"How would 401(k) ‘Rothification’ alter saving, retirement security, and inequality?,"
Journal of Pension Economics and Finance, Cambridge University Press, vol. 22(3), pages 265-283, July.
- Vanya Horneff & Raimond Maurer & Olivia S. Mitchell, 2019. "How Would 401(k) ‘Rothification’ Alter Saving, Retirement Security, and Inequality?," NBER Working Papers 26437, National Bureau of Economic Research, Inc.
- Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2022. "How would 401(k) "Rothification" alter saving, retirement security, and inequality?," SAFE Working Paper Series 368, Leibniz Institute for Financial Research SAFE.
- Chinco, Alex & Neuhierl, Andreas & Weber, Michael, 2021.
"Estimating the anomaly base rate,"
Journal of Financial Economics, Elsevier, vol. 140(1), pages 101-126.
- Alexander M. Chinco & Andreas Neuhierl & Michael Weber, 2019. "Estimating The Anomaly Base Rate," NBER Working Papers 26493, National Bureau of Economic Research, Inc.
- Van Nieuwerburgh, Stijn & Gupta, Arpit, 2019.
"Valuing Private Equity Strip by Strip,"
CEPR Discussion Papers
14241, C.E.P.R. Discussion Papers.
- Arpit Gupta & Stijn Van Nieuwerburgh, 2019. "Valuing Private Equity Strip by Strip," NBER Working Papers 26514, National Bureau of Economic Research, Inc.
- Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2021.
"Sustainable investing in equilibrium,"
Journal of Financial Economics, Elsevier, vol. 142(2), pages 550-571.
- Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2019. "Sustainable Investing in Equilibrium," CEPR Discussion Papers 14171, C.E.P.R. Discussion Papers.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2020. "Sustainable Investing in Equilibrium," Working Papers 2020-23, Becker Friedman Institute for Research In Economics.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2019. "Sustainable Investing in Equilibrium," NBER Working Papers 26549, National Bureau of Economic Research, Inc.
- Barber, Brad M. & Morse, Adair & Yasuda, Ayako, 2021.
"Impact investing,"
Journal of Financial Economics, Elsevier, vol. 139(1), pages 162-185.
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"Optimal Taxation, Environment Quality, Socially Responsible Firms and Investors,"
International Review of Environmental and Resource Economics, now publishers, vol. 13(3-4), pages 339-373, September.
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"Ownership and purchase intention of crypto-assets: survey results,"
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Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 9(2), pages 132-146, May.
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"Option-Implied Equity Premium Predictions via Entropic Tilting,"
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"Downside Risk Timing by Mutual Funds,"
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"Historical Antisemitism, Ethnic Specialization, and Financial Development,"
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"Home Price Expectations and Behaviour: Evidence from a Randomized Information Experiment,"
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"Can Creditor Bail-in Trigger Contagion? The Experience of an Emerging Market,"
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"The Supply Side of Household Finance,"
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"Unleashing Animal Spirits: Self-Control and Overpricing in Experimental Asset Markets,"
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"Does Smooth Ambiguity Matter for Asset Pricing?,"
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"Stranded Assets in the Transition to a Carbon-Free Economy,"
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"Trends everywhere? The case of hedge fund styles,"
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"Financial Frictions and the Wealth Distribution,"
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"Getting on and Moving Up the Property Ladder: Real Hedging in the U.S. Housing Market Before and After the Crisis,"
Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(4), pages 1201-1237, December.
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"Oil price volatility forecasts: What do investors need to know?,"
Journal of International Money and Finance, Elsevier, vol. 123(C).
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"Power generation portfolios: A parametric formulation of the efficient frontier,"
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"Forecasting aluminum prices with commodity currencies,"
Resources Policy, Elsevier, vol. 73(C).
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"Accounting For Social Security Claiming Behavior,"
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"Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market,"
Advances in Decision Sciences, Asia University, Taiwan, vol. 23(1), pages 88-113, March.
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"Spillovers between US real estate and financial assets in time and frequency domains,"
Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 38(6), pages 525-537, April.
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"Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation,"
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"Asset Liquidity in Monetary Theory and Finance: A Unified Approach,"
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"Good diversification is never wasted: How to tilt factor portfolios with sectors,"
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"Attention and Biases: Evidence from Tax-Inattentive Investors,"
Management Science, INFORMS, vol. 70(10), pages 7101-7119, October.
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"Portfolio advice before modern portfolio theory: The Belle Epoque of French analyst Alfred Neymarck,"
Business History, Taylor & Francis Journals, vol. 63(7), pages 1197-1221, September.
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- Javier Vidal-García & Marta Vidal & Sabri Boubaker & Riadh Manita, 2019. "Idiosyncratic risk and mutual fund performance," Annals of Operations Research, Springer, vol. 281(1), pages 349-372, October.
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- Mondher Bellalah & Detao Zhang, 2019. "An intertemporal capital asset pricing model under incomplete information and short sales," Annals of Operations Research, Springer, vol. 281(1), pages 143-159, October.
- Makram Bellalah & Fredj Amine Dammak, 2019. "International capital asset pricing model: the case of asymmetric information and short-sale," Annals of Operations Research, Springer, vol. 281(1), pages 161-173, October.
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- N. Banholzer & S. Heiden & D. Schneller, 2019. "Exploiting investor sentiment for portfolio optimization," Business Research, Springer;German Academic Association for Business Research, vol. 12(2), pages 671-702, December.
- Sergio Ortobelli Lozza & Enrico Angelelli & Alda Ndoci, 2019. "Timing portfolio strategies with exponential Lévy processes," Computational Management Science, Springer, vol. 16(1), pages 97-127, February.
- Margherita Giuzio & Sandra Paterlini, 2019.
"Un-diversifying during crises: Is it a good idea?,"
Computational Management Science, Springer, vol. 16(3), pages 401-432, July.
- Margherita Giuzio & Sandra Paterlini, 2016. "Undiversifying during Crises: Is It a Good Idea?," Working Papers (Old Series) 1628, Federal Reserve Bank of Cleveland.
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- Kefan Xie & Zimei Liu & Long Chen & Weiyong Zhang & Sishi Liu & Sohail S. Chaudhry, 2019. "Success factors and complex dynamics of crowdfunding: An empirical research on Taobao platform in China," Electronic Markets, Springer;IIM University of St. Gallen, vol. 29(2), pages 187-199, June.
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"Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification,"
Empirical Economics, Springer, vol. 56(3), pages 1117-1144, March.
- Joscha Beckmann & Theo Berger & Robert Czudaj & Thi-Hong-Van Hoang, 2016. "Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification," Post-Print hal-02053864, HAL.
- Joscha Beckmann & Theo Berger & Robert Czudaj & Thi-Hong-Van Hoang, 2017. "Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication," Chemnitz Economic Papers 012, Department of Economics, Chemnitz University of Technology, revised Jul 2017.
- Peter N. Posch & Daniel Ullmann & Dominik Wied, 2019. "Detecting structural changes in large portfolios," Empirical Economics, Springer, vol. 56(4), pages 1341-1357, April.
- Xunan Feng & Kam C. Chan, 2019. "Mutual funds’ selective participation and subsequent performance of seasoned equity offerings," Empirical Economics, Springer, vol. 56(6), pages 1797-1822, June.
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"An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior,"
Finance and Stochastics, Springer, vol. 23(1), pages 239-273, January.
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- Charles-Albert Lehalle & Eyal Neuman, 2019.
"Incorporating signals into optimal trading,"
Finance and Stochastics, Springer, vol. 23(2), pages 275-311, April.
- Charles-Albert Lehalle & Eyal Neuman, 2017. "Incorporating Signals into Optimal Trading," Papers 1704.00847, arXiv.org, revised Jun 2018.
- Oleksii Mostovyi & Mihai Sîrbu, 2019. "Sensitivity analysis of the utility maximisation problem with respect to model perturbations," Finance and Stochastics, Springer, vol. 23(3), pages 595-640, July.
- Huy N. Chau & Miklós Rásonyi, 2019. "Robust utility maximisation in markets with transaction costs," Finance and Stochastics, Springer, vol. 23(3), pages 677-696, July.
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- Maximilian Sturm & Stephan Nüesch, 2019. "Diversification and organizational environment: the effect of resource scarcity and complexity on the valuation of multi-segment firms," Journal of Business Economics, Springer, vol. 89(3), pages 251-272, April.
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- Mariela Dal Borgo, 2019.
"Ethnic and racial disparities in saving behavior,"
The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 17(2), pages 253-283, June.
- Mariela Dal Borgo, 2019. "Ethnic and racial disparities in saving behavior," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 17(2), pages 253-283, June.
- Dal Borgo Mariela, 2018. "Ethnic and Racial Disparities in Saving Behavior," Working Papers 2018-02, Banco de México.
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- Marek Weretka, 2019.
"Normative inference in efficient markets,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 68(4), pages 787-810, November.
- Marek Weretka, 2018. "Normative Inference in Efficient Markets," GRAPE Working Papers 29, GRAPE Group for Research in Applied Economics.
- Doron Nisani, 2019. "Ranking Investments Using the Lorenz Curve," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(1), pages 1-9, March.
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"Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(4), pages 885-912, December.
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- Thomas Holtfort, 2019. "From standard to evolutionary finance: a literature survey," Management Review Quarterly, Springer, vol. 69(2), pages 207-232, June.
- Grażyna Trzpiot, 2019. "Application Quantile-Based Risk Measures in Sector Portfolio Analysis—Warsaw Stock Exchange Approach," Springer Proceedings in Business and Economics, in: Waldemar Tarczyński & Kesra Nermend (ed.), Effective Investments on Capital Markets, chapter 0, pages 215-224, Springer.
- Maximilian Sturm & Stephan Nüesch, 2019. "Strong shareholder rights, internal capital allocation efficiency, and the moderating role of market competition and external financing needs," Review of Managerial Science, Springer, vol. 13(1), pages 93-111, February.
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- Smile Dube, 2019. "GARCH Modelling of Conditional Correlations and Volatility of Exchange rates in BRICS Countries," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 9(1), pages 1-7.
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"The Effect of Possible EU Diversification Requirements on the Risk of Banks’ Sovereign Bond Portfolios,"
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"Heterogeneity and Persistence in Returns to Wealth,"
Econometrica, Econometric Society, vol. 88(1), pages 115-170, January.
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- Andreas Fagereng & Luigi Guiso & Luigi Pistaferri & Davide Malacrino, 2019. "Heterogeneity and persistence in returns to wealth," Discussion Papers 912, Statistics Norway, Research Department.
- Andreas Fagereng & Luigi Guiso & Davide Malacrino & Luigi Pistaferri, 2016. "Heterogeneity and Persistence in Returns to Wealth," NBER Working Papers 22822, National Bureau of Economic Research, Inc.
- Andreas Fagereng & Luigi Guiso & Davide Malacrino & Luigi Pistaferri, 2016. "Heterogeneity and Persistence in Returns to Wealth," EIEF Working Papers Series 1615, Einaudi Institute for Economics and Finance (EIEF), revised Nov 2016.
- Andreas Fagereng & Luigi Guiso & Mr. Davide Malacrino & Luigi Pistaferri, 2018. "Heterogeneity and Persistence in Returns to Wealth," IMF Working Papers 2018/171, International Monetary Fund.
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- Sergejs Hilkevics & Valentina Semakina, 2019. "The classification and comparison of business ratios analysis methods," Insights into Regional Development, VsI Entrepreneurship and Sustainability Center, vol. 1(1), pages 48-57, March.
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"Dynamic Incentives for Buy-Side Analysts,"
Working Papers
19-01, New York University, Leonard N. Stern School of Business, Department of Economics.
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"Institutional trading in volatile markets: Evidence from Chinese stock markets,"
Pacific-Basin Finance Journal, Elsevier, vol. 65(C).
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- Johann Pfitzinger & Nico Katzke, 2019. "A constrained hierarchical risk parity algorithm with cluster-based capital allocation," Working Papers 14/2019, Stellenbosch University, Department of Economics.
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"Disentangling the transmission channel NPLs-cost of capital-lending supply,"
Applied Economics Letters, Taylor & Francis Journals, vol. 26(16), pages 1333-1338, September.
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"Predicting the equity market with option-implied variables,"
The European Journal of Finance, Taylor & Francis Journals, vol. 25(10), pages 937-965, July.
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"Modelling systemic risk in the South African banking sector using CoVaR,"
International Review of Applied Economics, Taylor & Francis Journals, vol. 33(5), pages 624-641, September.
- Mathias Manguzvane, 2017. "Modelling Systemic Risk in the South African Banking Sector Using CoVar," Working Papers 709, Economic Research Southern Africa.
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"Large Dynamic Covariance Matrices,"
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- Stelios Arvanitis & Mark Hallam & Thierry Post & Nikolas Topaloglou, 2019.
"Stochastic Spanning,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(4), pages 573-585, October.
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- Stelios Arvanitis & Mark Hallam & Thierry Post, 2015. "Stochastic Spanning," Koç University-TUSIAD Economic Research Forum Working Papers 1505, Koc University-TUSIAD Economic Research Forum.
- Dirk Schoenmaker & Willem Schramade, 2019.
"Investing for long-term value creation,"
Journal of Sustainable Finance & Investment, Taylor & Francis Journals, vol. 9(4), pages 356-377, October.
- Schoenmaker, Dirk & Schramade, Willem, 2018. "Investing for Long-Term Value Creation," CEPR Discussion Papers 13175, C.E.P.R. Discussion Papers.
- Joscha Beckmann & Theo Berger & Robert Czudaj, 2019.
"Gold price dynamics and the role of uncertainty,"
Quantitative Finance, Taylor & Francis Journals, vol. 19(4), pages 663-681, April.
- Joscha Beckmann & Theo Berger & Robert Czudaj, 2017. "Gold Price Dynamics and the Role of Uncertainty," Chemnitz Economic Papers 006, Department of Economics, Chemnitz University of Technology, revised May 2017.
- Rigas Ioannis & Theodossiou George & Rigas Nikolaos & Karelakis Christos & Pantos Nikolaos & Goulas Αpostolos, 2019. "Analysis and critical investigation of the financial statements of food sector companies in Thessaly Region (Greece) that were included in the investment development programs the period 2013-2016," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 12(2), pages 52-71, December.
- Huizinga, Harry & Todtenhaupt, Maximilian & Voget, Johannes & Wagner, Wolf, 2022.
"Taxation and the external wealth of nations: Evidence from bilateral portfolio holdings,"
Journal of International Money and Finance, Elsevier, vol. 122(C).
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- Huizinga, Harry & Todtenhaupt, Maximilian & Voget, Johannes & Wagner, W.B., 2019. "Taxation and the External Wealth of Nations : Evidence from Bilateral Portfolio Holdings," Discussion Paper 2019-029, Tilburg University, Center for Economic Research.
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"Colors, Emotions, and the Auction Value of Paintings,"
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- Ma, X. & Noussair, C.N. & Renneboog, Luc, 2022. "Colors, emotions, and the auction value of paintings," Other publications TiSEM 6e02bd92-e90d-4b93-a066-4, Tilburg University, School of Economics and Management.
- Ma, Marshall (Xiaoyin) & Noussair, Charles & Renneboog, Luc, 2019. "Colors, Emotions, and the Auction Value of Paintings," Discussion Paper 2019-006, Tilburg University, Center for Economic Research.
- Huizinga, Harry & Todtenhaupt, Maximilian & Voget, Johannes & Wagner, Wolf, 2022.
"Taxation and the external wealth of nations: Evidence from bilateral portfolio holdings,"
Journal of International Money and Finance, Elsevier, vol. 122(C).
- Huizinga, Harry & Todtenhaupt, Maximilian & Voget, Johannes & Wagner, W.B., 2019. "Taxation and the External Wealth of Nations : Evidence from Bilateral Portfolio Holdings," Discussion Paper 2019-029, Tilburg University, Center for Economic Research.
- Huizinga, Harry & Todtenhaupt, Maximilian & Voget, Johannes & Wagner, W.B., 2019. "Taxation and the External Wealth of Nations : Evidence from Bilateral Portfolio Holdings," Other publications TiSEM 98e2405a-8b3f-4c10-a47b-b, Tilburg University, School of Economics and Management.
- Huizinga, Harry & Todtenhaupt, Maximilian & Voget, Johannes & Wagner, Wolf, 2019. "Taxation and the External Wealth of Nations: Evidence from Bilateral Portfolio Holdings," CEPR Discussion Papers 14096, C.E.P.R. Discussion Papers.
- Ma, Marshall Xiaoyin & Noussair, Charles N. & Renneboog, Luc, 2022.
"Colors, Emotions, and the Auction Value of Paintings,"
European Economic Review, Elsevier, vol. 142(C).
- Ma, Marshall (Xiaoyin) & Noussair, Charles & Renneboog, Luc, 2019. "Colors, Emotions, and the Auction Value of Paintings," Discussion Paper 2019-006, Tilburg University, Center for Economic Research.
- Ma, X. & Noussair, C.N. & Renneboog, Luc, 2022. "Colors, emotions, and the auction value of paintings," Other publications TiSEM 6e02bd92-e90d-4b93-a066-4, Tilburg University, School of Economics and Management.
- Ma, Marshall (Xiaoyin) & Noussair, Charles & Renneboog, Luc, 2019. "Colors, Emotions, and the Auction Value of Paintings," Other publications TiSEM b628fa65-83cf-41c8-b321-d, Tilburg University, School of Economics and Management.
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"More competition in delegated portfolio management: A win-win situation? An experimental analysis,"
Journal of Economic Behavior & Organization, Elsevier, vol. 178(C), pages 777-800.
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- Mustafa Dilber & Lokman Incirkus, 2017. "Message Oriented Approach to WOM Effects in Service Industries," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 1(2), pages 17-47.
- Akhilesh Maewal & Joel R. Bock, 2019. "A Modified Risk Parity Method for Asset Allocation," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 3(1), pages 71-85.
- Peter Nderitu GITHAIGA, 2019. "Income Diversification, Market Power and Performance," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 3(2), pages 1-21.
- Martin Ewen & Marc Oliver Rieger, 2019. "Systemic Impact of the Risk Based Fund Classification and Implications for Fund Management," Working Paper Series 2019-01, University of Trier, Research Group Quantitative Finance and Risk Analysis.
- Ji Cao & Marc Oliver Rieger & Lei Zhao, 2019. "Safety First, Loss Probability, and the Cross Section of Expected Stock Returns," Working Paper Series 2019-02, University of Trier, Research Group Quantitative Finance and Risk Analysis.
- Christoph Belak & Lukas Mich & Frank T. Seifried, 2019. "Optimal Investment for Retail Investors with Flooredand Capped Costs," Working Paper Series 2019-06, University of Trier, Research Group Quantitative Finance and Risk Analysis.
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"Life-cycle portfolios, unemployment and human capital loss,"
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"Housing Decision With Divorce Risk,"
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- Thomas Gries & Alexandra Mitschke, 2021. "Systemic Instability of the Interbank Credit Market - A Contribution to a Resilient Financial System," Working Papers Dissertations 75, Paderborn University, Faculty of Business Administration and Economics.
- Calisse, Frank, 2019. "The impact of long-range dependence in the capital stock on interest rate and wealth distribution," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203591, Verein für Socialpolitik / German Economic Association.
- Müting, Miriam, 2019. "Multinational banking: The crisis and its policy response," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203647, Verein für Socialpolitik / German Economic Association.
- Goldfayn-Frank, Olga & Wohlfart, Johannes, 2019. "How Do Consumers Adapt to a New Environment in their economic forecasting? Evidence from the German Reunification," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203668, Verein für Socialpolitik / German Economic Association.
- Błażej Prusak & Magdalena Kusowska, 2019. "The analysis of the efficiency of selected contrarian strategies on the Warsaw Stock Exchange in the years 2014–2018," Zeszyty Naukowe Małopolskiej Wyższej Szkoły Ekonomicznej w Tarnowie / The Malopolska School of Economics in Tarnow Research Papers Collection, Malopolska School of Economics in Tarnow, vol. 44(4), pages 25-38, December.
- Olivier Ledoit & Michael Wolf, 2019. "The power of (non-)linear shrinking: a review and guide to covariance matrix estimation," ECON - Working Papers 323, Department of Economics - University of Zurich, revised Feb 2020.
- Zhao Zhao & Olivier Ledoit & Hui Jiang, 2019. "Risk reduction and efficiency increase in large portfolios: leverage and shrinkage," ECON - Working Papers 328, Department of Economics - University of Zurich, revised Jan 2020.
2018
- Sung Jun Park & Ki Young Park, 2018. "Can Investors Profit from Security Analyst Recommendations?," Working papers 2018rwp-131, Yonsei University, Yonsei Economics Research Institute.
- Julien Hugonnier & Florian Pelgrin & Pascal St-Amour, 2022.
"Valuing Life as an Asset, as a Statistic and at Gunpoint,"
The Economic Journal, Royal Economic Society, vol. 132(643), pages 1095-1122.
- Julien Hugonnier & Florian Pelgrin & Pascal St-Amour, 2018. "Valuing Life as an Asset, as a Statistic and at Gunpoint," Swiss Finance Institute Research Paper Series 18-27, Swiss Finance Institute.
- Hugonnier, J.; & Pelgrin, F.; & St-Amour, P.;, 2018. "Valuing Life as an Asset, as a Statistic and at Gunpoint," Health, Econometrics and Data Group (HEDG) Working Papers 18/20, HEDG, c/o Department of Economics, University of York.
- Olga Almabekova Roman Kuzmich Elena Antosik, 2018. "Income Approach to Business Valuation: Russian Perspective," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 21(2), pages 115-128, November.
- Davor Zorièiæ Denis Dolinar Zrinka Lovretin Golubiæ, 2018. "Performance Analysis of Fundamentally-Weighted Indices in the Croatian Capital Market," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 21(SCI), pages 43-53, December.
- Eichfelder, Sebastian & Schneider, Kerstin, 2018. "How do tax incentives affect business investment? Evidence from German bonus depreciation," arqus Discussion Papers in Quantitative Tax Research 231, arqus - Arbeitskreis Quantitative Steuerlehre.
- Korkeamäki, Timo & Virk, Nader & Wang, Haizhi & Wang, Peng, 2018. "Learning Chinese? The changing investment behavior of foreign institutions in the Chinese stock market," BOFIT Discussion Papers 19/2018, Bank of Finland Institute for Emerging Economies (BOFIT).
- Faria, Gonçalo & Verona, Fabio, 2018. "The equity risk premium and the low frequency of the term spread," Bank of Finland Research Discussion Papers 7/2018, Bank of Finland.
- Klein, Arne C. & Pliszka, Kamil, 2018. "The time-varying impact of systematic risk factors on corporate bond spreads," Discussion Papers 14/2018, Deutsche Bundesbank.
- Tischer, Johannes, 2018. "Quantitative easing, portfolio rebalancing and credit growth: Micro evidence from Germany," Discussion Papers 20/2018, Deutsche Bundesbank.
- Gündüz, Yalin, 2018. "Mitigating counterparty risk," Discussion Papers 35/2018, Deutsche Bundesbank.
- Luu, Duc Thi & Lux, Thomas, 2018. "Multilayer overlaps and correlations in the bank-firm credit network of Spain," Economics Working Papers 2018-04, Christian-Albrechts-University of Kiel, Department of Economics.
- Gábor-Tóth, Enikő & Georgarakos, Dimitris, 2018. "Economic policy uncertainty and stock market participation," CFS Working Paper Series 590, Center for Financial Studies (CFS).
- Aleksandar Andonov & Roman Kräussl & Joshua Rauh, 2018.
"The Subsidy to Infrastructure as an Asset Class,"
NBER Working Papers
25045, National Bureau of Economic Research, Inc.
- Andonov, Aleksandar & Kräussl, Roman & Rauh, Joshua, 2018. "The subsidy to infrastructure as an asset class," CFS Working Paper Series 599, Center for Financial Studies (CFS).
- Andonov, Aleksandar & Kraussl, Roman & Rauh, Joshua D., 2018. "The Subsidy to Infrastructure as an Asset Class," Research Papers 3737, Stanford University, Graduate School of Business.
- Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2018. "Putting the pension back in 401(k) retirement plans: Optimal versus default longevity income annuities," CFS Working Paper Series 607, Center for Financial Studies (CFS).
- Christian Leuz & Steffen Meyer & Maximilian Muhn & Eugene Soltes & Andreas Hackethal, 2017.
"Who Falls Prey to the Wolf of Wall Street? Investor Participation in Market Manipulation,"
NBER Working Papers
24083, National Bureau of Economic Research, Inc.
- Leuz, Christian & Meyer, Steffen & Muhn, Maximilian & Soltes, Eugene & Hackethal, Andreas, 2018. "Who falls prey to the Wolf of Wall Street? Investor participation in market manipulation," CFS Working Paper Series 609, Center for Financial Studies (CFS).
- Das, Nandita & Chatterje, Swarn & Ruf, Bernadette & Sunder, Aman, 2018. "ESG Ratings and the Performance of Socially Responsible Mutual Funds: A Panel Study," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 17(1), pages 49-57.
- Khan, Kanwal Iqbal & Ghafoor, Muhammad Mudassar & Sheeraz, Muhammad & Mahmood, Shahid, 2018. "Pay or not to Pay Dividends: Company Policy and Investor Expectations," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 7(1), pages 137-157.
- Mause, Karsten, 2018. "Investitionen," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, pages 1039-1048.
- Baumöhl, Eduard, 2019.
"Are cryptocurrencies connected to forex? A quantile cross-spectral approach,"
Finance Research Letters, Elsevier, vol. 29(C), pages 363-372.
- Baumöhl, Eduard, 2018. "Are cryptocurrencies connected to forex? A quantile cross-spectral approach," EconStor Preprints 174884, ZBW - Leibniz Information Centre for Economics.
- Li, Jianbiao & Niu, Xiaofei & Li, Dahui & Cao, Qian, 2018. "Using Non-Invasive Brain Stimulation to Test the Role of Self-Control in Investor Behavior," EconStor Preprints 177890, ZBW - Leibniz Information Centre for Economics.
- Výrost, Tomas & Lyócsa, Štefan & Baumöhl, Eduard, 2019.
"Network-based asset allocation strategies,"
The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 516-536.
- Výrost, Tomas & Lyócsa, Štefan & Baumöhl, Eduard, 2018. "Network-based asset allocation strategies," EconStor Preprints 180063, ZBW - Leibniz Information Centre for Economics.
- Saha, Kunal, 2018. "An investigation into the dependence structure of major cryptocurrencies," EconStor Preprints 181878, ZBW - Leibniz Information Centre for Economics.
- Gangwar, Rachna & Singh, Ritvik, 2018. "Analyzing Factors Affecting Financial Literacy and its Impact on Investment Behavior among Adults in India," EconStor Preprints 183168, ZBW - Leibniz Information Centre for Economics.
- Chen, Xi, 2018.
"Smog, Cognition and Real-World Decision Making,"
IZA Discussion Papers
11921, Institute of Labor Economics (IZA).
- Chen, Xi, 2018. "Smog, Cognition and Real-World Decision Making," GLO Discussion Paper Series 266, Global Labor Organization (GLO).
- Graziella Bertocchi & Marianna Brunetti & Anzelika Zaiceva, 2023.
"The Financial Decisions of Immigrant and Native Households: Evidence from Italy,"
Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 9(1), pages 117-174, March.
- Graziella Bertocchi & Marianna Brunetti & Anzelika Zaiceva, 2018. "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," Center for Economic Research (RECent) 137, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Bertocchi, Graziella & Brunetti, Marianna & Zaiceva, Anzelika, 2020. "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," CEPR Discussion Papers 13339, C.E.P.R. Discussion Papers.
- Bertocchi, Graziella & Brunetti, Marianna & Zaiceva, Anzelika, 2018. "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," GLO Discussion Paper Series 280, Global Labor Organization (GLO).
- Bertocchi, Graziella & Brunetti, Marianna & Zaiceva, Anzelika, 2018. "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," IZA Discussion Papers 11979, Institute of Labor Economics (IZA).
- Graziella Bertocchi & Marianna Brunetti & Anzelika Zaiceva, 2018. "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," CHILD Working Papers Series 67 JEL Classification: F2, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA.
- Graziella Bertocchi & Marianna Brunetti & Anzelika Zaiceva, 2019. "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," CEIS Research Paper 449, Tor Vergata University, CEIS, revised 12 May 2020.
- Graziella Bertocchi & Marianna Brunetti & Anzelika Zaiceva, 2018. "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0073, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Jonas Löher & Stefan Schneck & Arndt Werner, 2018.
"A research note on entrepreneurs’ financial commitment and crowdfunding success,"
Venture Capital, Taylor & Francis Journals, vol. 20(3), pages 309-322, July.
- Löher, Jonas & Schneck, Stefan & Werner, Arndt, 2018. "A research note on entrepreneurs' financial commitment and crowdfunding success," Working Papers 03/18, Institut für Mittelstandsforschung (IfM) Bonn.
- Chaliasos, Michael & Jansson, Thomas & Karabulut, Yigitcan, 2018. "Financial literacy externalities," IMFS Working Paper Series 127, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Christopher Roth & Johannes Wohlfart, 2020.
"How Do Expectations about the Macroeconomy Affect Personal Expectations and Behavior?,"
The Review of Economics and Statistics, MIT Press, vol. 102(4), pages 731-748, October.
- Christopher Roth & Johannes Wohlfart, 2018. "How Do Expectations About the Macroeconomy Affect Personal Expectations and Behavior?," CESifo Working Paper Series 7154, CESifo.
- Roth, Christopher & Wohlfart, Johannes, 2018. "How do expectations about the macroeconomy affect personal expectations and behavior?," IMFS Working Paper Series 128, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Goldfayn-Frank, Olga & Wohlfart, Johannes, 2018. "How do consumers adapt to a new environment in their economic forecasting? Evidence from the German reunification," IMFS Working Paper Series 129, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Klein, Tony & Pham Thu, Hien & Walther, Thomas, 2018.
"Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance,"
International Review of Financial Analysis, Elsevier, vol. 59(C), pages 105-116.
- Thomas Walther & Tony Klein & Hien Pham Thu, 2018. "Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance," Working Papers on Finance 1812, University of St. Gallen, School of Finance.
- Klein, Tony & Thu, Hien Pham & Walther, Thomas, 2018. "Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance," IRTG 1792 Discussion Papers 2018-015, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Klein, Tony & Hien, Pham Thu & Walther, Thomas, 2018. "Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance," QBS Working Paper Series 2018/01, Queen's University Belfast, Queen's Business School.
- Packham, Natalie & Papenbrock, Jochen & Schwendner, Peter & Woebbeking, Fabian, 2018. "Tail-Risk Protection Trading Strategies," IRTG 1792 Discussion Papers 2018-038, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Chiu, Hsin-Yu & Chiang, Mi-Hsiu & Kuo, Wei-Yu, 2018. "Predicative Ability of Similarity-based Futures Trading Strategies," IRTG 1792 Discussion Papers 2018-045, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Petukhina, Alla & Trimborn, Simon & Härdle, Wolfgang Karl & Elendner, Hermann, 2018. "Investing with cryptocurrencies - evaluating the potential of portfolio allocation strategies," IRTG 1792 Discussion Papers 2018-058, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Littke, Helge C. N., 2018. "Channeling the Iron Ore Super-Cycle: The role of regional bank branch networks in emerging markets," IWH Discussion Papers 11/2018, Halle Institute for Economic Research (IWH).
- Littke, Helge C.N. & Ossandon Busch, Matias, 2021.
"Banks fearing the drought? Liquidity hoarding as a response to idiosyncratic interbank funding dry-ups,"
Journal of International Money and Finance, Elsevier, vol. 119(C).
- Littke, Helge C. N. & Ossandon Busch, Matias, 2018. "Banks fearing the drought? Liquidity hoarding as a response to idiosyncratic interbank funding dry-ups," IWH Discussion Papers 12/2018, Halle Institute for Economic Research (IWH).
- Littke, Helge & Ossandon Busch, Matias, 2021. "Banks fearing the drought? Liquidity hoarding as a response to idiosyncratic interbank funding dry-ups," Discussion Papers 16/2021, Deutsche Bundesbank.
- Müller, Carola, 2018. "Basel III capital requirements and heterogeneous banks," IWH Discussion Papers 14/2018, Halle Institute for Economic Research (IWH), revised 2018.
- Voigtländer, Michael, 2018. "Die Modernisierungsumlage zwischen Investitionshemmnis und Mieterüberforderung," IW policy papers 11/2018, Institut der deutschen Wirtschaft (IW) / German Economic Institute.
- Demary, Markus & Neligan, Adriana, 2018. "Are green bonds a viable way to finance environmental goals? An analysis of chances and risks of green bonds," IW-Reports 28/2018, Institut der deutschen Wirtschaft (IW) / German Economic Institute.
- Voigtländer, Michael, 2018. "Balance halten in der Mietpreisregulierung: Stellungnahme zum Mietrechtsanpassungsgesetz (Drucksache 19/4672) sowie zu weiteren Anträgen zur Mietpreisregulierung (Drucksachen 19/2976, 19/4829, 19/4885," IW-Reports 43/2018, Institut der deutschen Wirtschaft (IW) / German Economic Institute.
- Klein, Tony & Pham Thu, Hien & Walther, Thomas, 2018.
"Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance,"
International Review of Financial Analysis, Elsevier, vol. 59(C), pages 105-116.
- Thomas Walther & Tony Klein & Hien Pham Thu, 2018. "Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance," Working Papers on Finance 1812, University of St. Gallen, School of Finance.
- Klein, Tony & Hien, Pham Thu & Walther, Thomas, 2018. "Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance," QBS Working Paper Series 2018/01, Queen's University Belfast, Queen's Business School.
- Klein, Tony & Thu, Hien Pham & Walther, Thomas, 2018. "Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance," IRTG 1792 Discussion Papers 2018-015, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Walther, Thomas & Klein, Tony & Bouri, Elie, 2019.
"Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 63(C).
- Walther, Thomas & Klein, Tony & Bouri, Elie, 2018. "Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting," QBS Working Paper Series 2018/02, Queen's University Belfast, Queen's Business School.
- Hackethal, Andreas & Laudenbach, Christine & Meyer, Steffen & Weber, Annika, 2018. "Client involvement in expert advice: Antibiotics in finance?," SAFE Working Paper Series 219, Leibniz Institute for Financial Research SAFE.
- Girardi, Giulio & Hanley, Kathleen W. & Nikolova, Stanislava & Pelizzon, Loriana & Sherman, Mila Getmansky, 2021.
"Portfolio similarity and asset liquidation in the insurance industry,"
Journal of Financial Economics, Elsevier, vol. 142(1), pages 69-96.
- Girardi, Giulio & Hanley, Kathleen Weiss & Nikolova, Stanislava & Pelizzon, Loriana & Getmansky, Mila, 2018. "Portfolio similarity and asset liquidation in the insurance industry," SAFE Working Paper Series 224, Leibniz Institute for Financial Research SAFE.
- Giulio Girardi & Kathleen W. Hanley & Stanislava Nikolova & Loriana Pelizzon & Mila Getmansky Sherman, 2020. "Portfolio Similarity and Asset Liquidation in the Insurance Industry," Working Papers 2020:13, Department of Economics, University of Venice "Ca' Foscari".
- Oded Stark, 2019.
"On Social Preferences and the Intensity of Risk Aversion,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 86(3), pages 807-826, September.
- Stark, Oded, 2018. "On social preferences and the intensity of risk aversion," Discussion Papers 273146, University of Bonn, Center for Development Research (ZEF).
- Stark, Oded, 2018. "On social preferences and the intensity of risk aversion," University of Tübingen Working Papers in Business and Economics 105, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
- Stark, Oded, 2019. "On Social Preferences and the Intensity of Risk Aversion," IZA Discussion Papers 12423, Institute of Labor Economics (IZA).
- Jaspersen, Stefan & Limbach, Peter, 2018. "Knowing Me, Knowing You? Similarity to the CEO and Fund Managers' Investment Decisions," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181501, Verein für Socialpolitik / German Economic Association.
- Fehr, Hans & Hofmann, Maurice, 2020.
"Tenure choice, portfolio structure and long-term care – Optimal risk management in retirement,"
The Journal of the Economics of Ageing, Elsevier, vol. 17(C).
- Hofmann, Maurice & Fehr, Hans, 2018. "Tenure Choice, Portfolio Structure and Long-term Care - Optimal Risk Management in Retirement," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181517, Verein für Socialpolitik / German Economic Association.
- Hans Fehr & Maurice Hofmann, 2019. "Tenure Choice, Portfolio Structure and Long-Term Care - Optimal Risk Management in Retirement," CESifo Working Paper Series 7783, CESifo.
- Baumann, Michael Heinrich & Herz, Bernhard & Baumann, Michaela, 2018. "Exchange-traded Funds, Investment Strategies, and Financial Stability," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181542, Verein für Socialpolitik / German Economic Association.
- Avdiu, Besart & Gruhle, Tobias, 2018. "Contagion and Information Frictions in Emerging Markets: The Role of Joint Signals," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181570, Verein für Socialpolitik / German Economic Association.
- Eidam, Frederik, 2018. "Gap-filling government debt maturity choice," ZEW Discussion Papers 18-025, ZEW - Leibniz Centre for European Economic Research.
- Wojciech Świder, 2018. "The momentum effect on selected stock indices of Central and Eastern Europe," Zeszyty Naukowe Małopolskiej Wyższej Szkoły Ekonomicznej w Tarnowie / The Malopolska School of Economics in Tarnow Research Papers Collection, Malopolska School of Economics in Tarnow, vol. 39(3), pages 129-147, September.
- Gianluca De Nard & Olivier Ledoit & Michael Wolf, 2018. "Factor models for portfolio selection in large dimensions: the good, the better and the ugly," ECON - Working Papers 290, Department of Economics - University of Zurich, revised Dec 2018.
- Thomas Emmerling & Robert Jarrow & Yildiray Yildirim, 2018. "Portfolio balance effects and the Federal Reserve’s large-scale asset purchases," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 35(1), pages 2-24, March.
- En Te Chen & Yunieta Anny Nainggolan, 2018. "Distance bias of socially responsible investment," Social Responsibility Journal, Emerald Group Publishing Limited, vol. 14(1), pages 96-110, March.
- Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018. "Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018," Econometric Institute Research Papers EI2018-40, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018.
"Research Ideas For Advances In Decision Sciences (Ads): 22nd Anniversary Special Issue In 2018,"
Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 23-35, December.
- Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018. "Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018," Econometric Institute Research Papers EI2018-41, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2019. "Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018," Documentos de Trabajo del ICAE 2019-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Eugenio Cerutti & Sylvester Eijffinger & Serafín Frache & Javier García-Cicco & Ernest Gnan & David Martinez-Miera & Donato Masciandaro & Athanasios Orphanides & Jorge Ponce & Paola Profeta & Davide R, 2017. "New Challenges in Central Banking:Monetary Policy Governance and Macroprudential Issues," SUERF Studies, SUERF - The European Money and Finance Forum, number 2017/2 edited by Ernest Gnan and Donato Masciandaro, May.
- Tobias Adrian & Edouard Chrétien & Michael Chui & Saskia de Vries-van Ewijk & Christoph Fricke & Daniel Fricke & Seppo Honkapohja & Jiasun Li & Victor Lyonnet & Stan Maes & Patrizio Morganti & Daniéle, 2018. "Shadow Banking: Financial Intermediation beyond Banks," SUERF Studies, SUERF - The European Money and Finance Forum, number 2018/1 edited by Esa Jokivuolle, May.
- Moutanabbir, Khouzeima & Noureldin, Diaa, 2020.
"Optimal asset allocation and consumption rules for commodity-based sovereign wealth funds,"
International Review of Economics & Finance, Elsevier, vol. 69(C), pages 708-730.
- Diaa Noureldin & Khouzeima Moutanabbir, 2018. "Optimal Asset Allocation and Consumption Rules for Commodity-Based Sovereign Wealth Funds," Working Papers 1172, Economic Research Forum, revised 25 Mar 2008.
- Rangga Handika & Sania Ashraf, 2018. "Financialized Commodities and Stock Indices Volatilities," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 153-164.
- I.Khajar & H. Hersugondo & U. Udin, 2018. "Antecedents and Outcomes of Corporate Governance: Evidence from Indonesia," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 480-492.
- D.A. Milenkova, 2018. "Risk Management: Comprehensive Analysis of Key Approaches on Academic Literature and Professional Certifications," European Research Studies Journal, European Research Studies Journal, vol. 0(Special1), pages 273-286.
- Rosa María Domínguez Gijón & Francisco Venegas Martínez & Reyna Susana García Ruíz, 2018. "Un modelo microeconómico estocástico del comportamiento de una jefa de familia como único participante en el ingreso familiar: el caso mexicano, 2005-2016," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, vol. 49(2), pages 119-142, Julio-Dic.
- Vasile BRÄ‚TIAN, 2018. "Portfolio Optimization. Application of the Markowitz Model Using Lagrange and Profitability Forecast," Expert Journal of Economics, Sprint Investify, vol. 6(1), pages 26-34.
- Elena Beccalli & Saverio Bozzolan & Enrico Laghi & Marco Mattei, 2018. "Do letters to shareholders inform or mislead? Insights from insider trading," FINANCIAL REPORTING, FrancoAngeli Editore, vol. 2018(2), pages 73-109.
- Anna Czapkiewicz & Pawel Jamer & Joanna Landmesser, 2018. "Effects of Macroeconomic Indicators on the Financial Markets Interrelations," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 68(3), pages 268-293, July.
- Adam Zaremba, 2018. "Country Risk and Expected Returns Across Global Equity Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 68(4), pages 374-398, September.
- Matej Opatrny, 2018. "Extent of Irrationality of the Consumer: Combining the Critical Cost Eciency and Houtman Maks Indices," Working Papers IES 2018/11, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2018.
- Karel Janda, 2018. "Earnings Stability and Peer Selection for Indirect Valuation," Working Papers IES 2018/14, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2018.
- Onrej Tobek & Martin Hronec, 2018. "Does the Source of Fundamental Data Matter?," Working Papers IES 2018/15, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2018.
- Luu, Duc Thi & Napoletano, Mauro & Barucca, Paolo & Battiston, Stefano, 2021.
"Collateral Unchained: Rehypothecation networks, concentration and systemic effects,"
Journal of Financial Stability, Elsevier, vol. 52(C).
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018. "Collateral Unchained : Rehypothecation networkd, concentration and systemic effects," SciencePo Working papers Main hal-03607817, HAL.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2021. "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Post-Print halshs-03046219, HAL.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2021. "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," SciencePo Working papers Main halshs-03046219, HAL.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stafano Battiston, 2018. "Collateral Unchained : Rehypothecation networks, concentration and systemic effects," Documents de Travail de l'OFCE 2018-07, Observatoire Francais des Conjonctures Economiques (OFCE).
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018. "Collateral Unchained : Rehypothecation networkd, concentration and systemic effects," Working Papers hal-03607817, HAL.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018. "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Papers 1802.02127, arXiv.org.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018. "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," LEM Papers Series 2018/05, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018. "Collateral Unchained: Rehypothecation Networks, Concentration and Systemic Effects," GREDEG Working Papers 2018-05, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Claudio, Morana & Giacomo, Sbrana, 2017.
"Some Financial Implications of Global Warming: An Empirical Assessment,"
Working Papers
377, University of Milano-Bicocca, Department of Economics, revised 25 Dec 2017.
- Claudio Morana & Giacomo Sbrana, 2018. "Some Financial Implications of Global Warming: an Empirical Assessment," Working Papers 2018.01, Fondazione Eni Enrico Mattei.
- Claudio Morana & Giacomo Sbrana, 2018. "Some financial implications of global warming: An empirical assessment," Working Paper series 18-09, Rimini Centre for Economic Analysis.
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"Main Determinants of Profit-Sharing Policy in the French Life Insurance Industry,"
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"Statistical Arbitrage Strategies under Different Market Conditions: The Case of the Greek Banking Sector,"
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"Heterogeneity and Persistence in Returns to Wealth,"
Econometrica, Econometric Society, vol. 88(1), pages 115-170, January.
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"What a Difference a Stochastic Process Makes: Epidemiological-Based Real Options Models of Optimal Treatment of Disease,"
Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 70(3), pages 691-711, July.
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"Price Signals and Uncertainty in Commercial Real Estate Transactions,"
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- Bihary, Zsolt & Víg, Attila András, 2018. "Portfólióallokáció csődveszély esetén, korlátolt felelősség mellett [Portfolio allocation in case of failure risk in the presence of limited liability]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 711-725.
- Jeppe Druedahl & Alessandro Martinello, 2022.
"Long-Run Saving Dynamics: Evidence from Unexpected Inheritances,"
The Review of Economics and Statistics, MIT Press, vol. 104(5), pages 1079-1095, December.
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- Jeppe Druedahl & Alessandro Martinello, 2018. "Long-Run Saving Dynamics: Evidence from Unexpected Inheritances," CEBI working paper series 17-02, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
- Jeppe Druedahl & Alessandro Martinello, 2018. "Long-Run Saving Dynamics: Evidence from Unexpected Inheritances," 2018 Meeting Papers 390, Society for Economic Dynamics.
- Michael Ludwig, 2018. "The Time Variation of Liquidity Risk in US Stock Markets," Credit and Capital Markets, Credit and Capital Markets, vol. 51(2), pages 205-225.
- Prof. Dr. Christoph Schmidhammer, 2018. "Performance of Bond Ladder Strategies: Evidence from a Period of Low Interest Rates," Credit and Capital Markets, Credit and Capital Markets, vol. 51(3), pages 421-444.
- Chiaki Hara & Toshiki Honda, 2018. "ImpliedAmbiguity:Mean-Variance Efficiency andPricingErrors," KIER Working Papers 1004, Kyoto University, Institute of Economic Research.
- Chiaki Hara, 2018. "Equilibrium Prices of the Market Portfolio in the CAPM with Incomplete Financial Markets," KIER Working Papers 1005, Kyoto University, Institute of Economic Research.
- Yu-Jui Huang & Adrien Nguyen-Huu & Xun Yu Zhou, 2018. "General stopping behaviors of naïve and non-committed sophisticated agents, with application to probability distortion," CEE-M Working Papers 18-16, CEE-M, Universitiy of Montpellier, CNRS, INRA, Montpellier SupAgro.
- Cécile EDLINGER & Maxime MERLI & Antoine PARENT, 2018. "Financial Diversification before WW1 : A Risk/Return Analysis of Portfolio’s Advice of French Financial Analyst Alfred Neymarck," Working Papers of LaRGE Research Center 2018-03, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Sunanda Sen, 2018. "Investment Decisions under Uncertainty," Economics Working Paper Archive wp_918, Levy Economics Institute.
- Raheel Gohar & Syed Zulfiqar Ali Shah & Habib Ahmad, 2018. "Economic Integration and Stock Market Comovement: An Empirical Study Pairing Pakistan’s Stock Exchange with 21 other Markets," Journal of Reviews on Global Economics, Lifescience Global, vol. 7, pages 28-36.
- Urbschat, Florian, 2018. "The Good, the Bad, and the Ugly: Impact of Negative Interest Rates and QE on the Profitability and Risk-Taking of 1600 German Banks," Discussion Papers in Economics 56535, University of Munich, Department of Economics.
- H.R.A. Chamini Thilanka & J.G. Sri Ranjith, 2018. "The Impact of Public Debt on Private Investment: Sri Lankan Experience," International Journal of Business and Social Research, LAR Center Press, vol. 8(8), pages 1-20, August.
- E. Babaei & I.V. Evstigneev & K.R. Schenk-Hoppé & M.V. Zhitlukhin, 2018. "Von Neumann-Gale Dynamics and Capital Growth in Financial Markets with Frictions," Economics Discussion Paper Series 1815, Economics, The University of Manchester.
- Carlos Manuel Pinheiro & Hugo Hilário Varela, 2018. "Do Exchange Traded Funds (ETFs) Outperform the Market? Evidence from the Portuguese Stock Index," GEE Papers 0109, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Sep 2018.
- Olha Zadorozhna & Bogna Gawronska-Nowak, 2018. "Home Bias: Evidence From The Stock Exchange," CBU International Conference Proceedings, ISE Research Institute, vol. 6(0), pages 503-509, September.
- Michael McAleer, 2018. "22nd Anniversary Special Issue Of Advances In Decision Sciences (Ads), 1997-2018," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 1-12, December.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 13-22, December.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018.
"Research Ideas For Advances In Decision Sciences (Ads): 22nd Anniversary Special Issue In 2018,"
Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 23-35, December.
- Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018. "Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018," Econometric Institute Research Papers EI2018-41, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2019. "Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018," Documentos de Trabajo del ICAE 2019-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Jukka Ilomäki & Hannu Laurila, 2018. "The Noise Trader Effect In A Walrasian Financial Market," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 405-419, December.
- Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2018.
"Is Wine A Safe-Haven? Evidence From A Nonparametric Causality-In-Quantiles Test,"
Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 95-114, December.
- Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2017. "Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers 201708, University of Pretoria, Department of Economics.
- Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou, 2017. "Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation," CREATES Research Papers 2018-12, Department of Economics and Business Economics, Aarhus University.
- Sepideh Dolatabadi & Paresh Kumar Narayan & Morten Ørregaard Nielsen & Ke Xu, 2018.
"Economic significance of commodity return forecasts from the fractionally cointegrated VAR model,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(2), pages 219-242, February.
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- Sepideh Dolatabadi & Paresh Kumar Narayan & Morten Ørregaard Nielsen & Ke Xu, 2017. "Economic significance of commodity return forecasts from the fractionally cointegrated VAR model," CREATES Research Papers 2018-35, Department of Economics and Business Economics, Aarhus University.
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"Mutual fund selection for realistically short samples,"
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- Niels S. Grønborg & Asger Lunde & Kasper V. Olesen & Harry Vander Elst, 2018. "Realizing Correlations Across Asset Classes," CREATES Research Papers 2018-37, Department of Economics and Business Economics, Aarhus University.
- Jihed Majdoub & Walid Mansour & Islem Arrak, 2018. "Volatility Spillover among Equity Indices and Crude Oil Prices: Evidence from Islamic Markets امتداد التقلب بين مؤشرات الأسهم وأسعار النفط الخام: شواهد من الأسواق الإسلامية," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 31(1), pages 27-45, January.
- Jean-David Fermanian & Hassan Malongo, 2018. "On the Link between Volatilities, Regime Switching Probabilities and Correlation Dynamics," Annals of Economics and Statistics, GENES, issue 131, pages 1-24.
- Philippe Jehiel, 2018.
"Investment Strategy and Selection Bias: An Equilibrium Perspective on Overoptimism,"
American Economic Review, American Economic Association, vol. 108(6), pages 1582-1597, June.
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"Wealth Shocks and Health Outcomes: Evidence from Stock Market Fluctuations,"
American Economic Journal: Applied Economics, American Economic Association, vol. 10(4), pages 349-377, October.
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- Yongsung Chang & Jay H. Hong & Marios Karabarbounis, 2018.
"Labor Market Uncertainty and Portfolio Choice Puzzles,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 10(2), pages 222-262, April.
- Yongsung Chang & Jay H. Hong & Marios Karabarbounis, 2014. "Labor-Market Uncertainty and Portfolio Choice Puzzles," RCER Working Papers 582, University of Rochester - Center for Economic Research (RCER).
- Yongsung Chang & Jay H. Hong & Marios Karabarbounis, 2014. "Labor-Market Uncertainty and Portfolio Choice Puzzles," Working Paper 14-13, Federal Reserve Bank of Richmond.
- John Laitner & Dan Silverman & Dmitriy Stolyarov, 2018. "The Role of Annuitized Wealth in Post-retirement Behavior," American Economic Journal: Macroeconomics, American Economic Association, vol. 10(3), pages 71-117, July.
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"Some Financial Implications of Global Warming: An Empirical Assessment,"
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"Some Financial Implications of Global Warming: An Empirical Assessment,"
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"The investment-uncertainty relationship in the oil and gas industry,"
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"On Social Preferences and the Intensity of Risk Aversion,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 86(3), pages 807-826, September.
- Stark, Oded, 2018. "On social preferences and the intensity of risk aversion," University of Tübingen Working Papers in Business and Economics 105, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
- Stark, Oded, 2018. "On social preferences and the intensity of risk aversion," Discussion Papers 273146, University of Bonn, Center for Development Research (ZEF).
- Stark, Oded, 2019. "On Social Preferences and the Intensity of Risk Aversion," IZA Discussion Papers 12423, Institute of Labor Economics (IZA).
- Ferran Camprubí i Baiges & Manuela Bosch Príncep, 2018. "The investments of the Spanish insurance Companies, 1984-2015," Documentos de Trabajo (DT-AEHE) 1804, Asociación Española de Historia Económica.
- Michael McAleer, 2018.
"22nd Anniversary Special Issue Of Advances In Decision Sciences (Ads), 1997-2018,"
Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 1-12, December.
- Michael McAleer, 2018. "22nd Anniversary Special Issue Of Advances In Decision Sciences (Ads), 1997-2018," International Association of Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 1-12, December.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018," International Association of Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 13-22, December.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018.
"Research Ideas For Advances In Decision Sciences (Ads): 22nd Anniversary Special Issue In 2018,"
Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 23-35, December.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Research Ideas For Advances In Decision Sciences (Ads): 22nd Anniversary Special Issue In 2018," International Association of Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 23-35, December.
- Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018. "Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018," Econometric Institute Research Papers EI2018-41, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2019. "Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018," Documentos de Trabajo del ICAE 2019-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Jukka Ilomäki & Hannu Laurila, 2018.
"The Noise Trader Effect In A Walrasian Financial Market,"
Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 405-419, December.
- Jukka Ilomäki & Hannu Laurila, 2018. "The Noise Trader Effect In A Walrasian Financial Market," International Association of Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 405-419, December.
- Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2018.
"Is Wine A Safe-Haven? Evidence From A Nonparametric Causality-In-Quantiles Test,"
Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 95-114, December.
- Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2018. "Is Wine A Safe-Haven? Evidence From A Nonparametric Causality-In-Quantiles Test," International Association of Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 95-114, December.
- Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2017. "Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers 201708, University of Pretoria, Department of Economics.
- Liliana Eva Donath & Roxana Ioan & Tatenda Mandimutsira, 2018. "Evaluating the Performance of Socially Responsible Investment Funds," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 65(2), pages 139-158, June.
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- Ekaterina Dubova & Sergey Volodin & Irina Borenko, 2018. "High-Dividend Portfolios with Filters on the Financial Performance and an Optimization of Assets Weights in a Portfolio," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 65(3), pages 347-363, September.
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"On the Gains of Using High Frequency Data in Portfolio Selection,"
Scientific Annals of Economics and Business, Sciendo, vol. 65(4), pages 365-383, December.
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- Philip Z. MAYMIN, 2018. "The Conventional Past, Behavioral Present, and Algorithmic Future of Risk and Finance," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(20), pages 74-84, November.
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"The disposition effect does not survive disclosure of expected price trends,"
Journal of Behavioral and Experimental Finance, Elsevier, vol. 20(C), pages 80-91.
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"Subjective financial literacy and retail investors’ behavior,"
Journal of Banking & Finance, Elsevier, vol. 92(C), pages 168-181.
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- Кизатов Г.Ф. // Kizatov G.F. & Бойко Б.Б. // Boyko B.B., 2018. "Современные методы управления инвестиционным портфелем. Подход Reference portfolio. // Modern methods of investment portfolio management. Reference portfolio approach," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 3-4, pages 24-30.
- Arturo Lamadrid-Contreras & N.R. Ramírez-Rondán, 2018. "Panel Models with Two Threshold Variables: The Case of Financial Constraints," Working Papers 128, Peruvian Economic Association.
- Akmal Hidayah Halim* & Nor Azlina Mohd Noor & Azhani Arshad, 2018. "Administration of Unclaimed Estates in Malaysia: The Peculiarities of Unclaimed Money, Undistributed Fund and Bona Vacantia," The Journal of Social Sciences Research, Academic Research Publishing Group, pages 1075-1079:6.
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"Collateral Unchained: Rehypothecation networks, concentration and systemic effects,"
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"The Determinants of Home Bias in Stock Portfolio: An Emerging and Developed Markets Study,"
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"Measuring the response of gold prices to uncertainty: An analysis beyond the mean,"
Economic Modelling, Elsevier, vol. 75(C), pages 105-116.
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"Incremental Sharpe and other performance ratios,"
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"Connecting Sharpe ratio and Student t-statistic, and beyond,"
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"Optimal dynamic basis trading,"
Annals of Finance, Springer, vol. 15(3), pages 307-335, September.
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"Better to stay apart: asset commonality, bipartite network centrality, and investment strategies,"
Annals of Operations Research, Springer, vol. 299(1), pages 177-213, April.
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"Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures,"
Energy Economics, Elsevier, vol. 80(C), pages 132-152.
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"Portfolio performance of linear SDF models: an out-of-sample assessment,"
Quantitative Finance, Taylor & Francis Journals, vol. 18(8), pages 1425-1436, August.
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"Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence,"
Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 1-61, September.
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"Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence,"
BAFFI CAREFIN Working Papers
1889, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
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"Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence,"
BAFFI CAREFIN Working Papers
1888, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Massimo Guidolin & Andrea Ricci, 2018. "Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence," BAFFI CAREFIN Working Papers 1889, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Massimo Guidolin & Alexei G. Orlov, 2022.
"Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence,"
Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 1-61, September.
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- Massimo Guidolin & Alexei Orlov, 2018. "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," BAFFI CAREFIN Working Papers 1890, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
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- Claudio D’Auria, 2018. "The new Regulation on Loan Portfolios Public Guarantee," BANCARIA, Bancaria Editrice, vol. 11, pages 72-81, November.
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"Looking through cross-border positions in investment funds: evidence from Italy,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Are post-crisis statistical initiatives completed?, volume 49,
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"Banks' holdings of and trading in government bonds,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 257-283, January.
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"The Effectiveness of Capital Controls,"
Open Economies Review, Springer, vol. 32(1), pages 183-211, February.
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"Ethnic and racial disparities in saving behavior,"
The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 17(2), pages 253-283, June.
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"Transferable deposits as a screening mechanism,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(2), pages 483-504, March.
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"The role of household debt heterogeneity on consumption: Evidence from Japanese household data,"
Economic Analysis and Policy, Elsevier, vol. 65(C), pages 186-197.
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"Optimal Employee Ownership Contracts Under Ambiguity Aversion,"
Economic Inquiry, Western Economic Association International, vol. 56(1), pages 238-251, January.
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"Do Better Informed Investors Always Do Better? A Buyback Puzzle,"
Economic Inquiry, Western Economic Association International, vol. 56(4), pages 2137-2157, October.
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"Negative bubbles: What happens after a crash,"
European Financial Management, European Financial Management Association, vol. 24(2), pages 171-191, March.
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"Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence,"
German Economic Review, De Gruyter, vol. 19(3), pages 330-350, August.
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"Cross‐Sectional and Time Series Momentum Returns and Market States,"
International Review of Finance, International Review of Finance Ltd., vol. 18(4), pages 705-715, December.
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"Comparing Asset Pricing Models,"
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"Efficiently Inefficient Markets for Assets and Asset Management,"
Journal of Finance, American Finance Association, vol. 73(4), pages 1663-1712, August.
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"The Dynamics of Financially Constrained Arbitrage,"
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"On the Asset Allocation of a Default Pension Fund,"
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"Rankings and Risk‐Taking in the Finance Industry,"
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"Beyond Home Bias: Portfolio Holdings and Information Heterogeneity,"
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"Non-Performing Loans, Cost of Capital, and Lending Supply: Lessons from the Eurozone Banking Crisis,"
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"Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence,"
German Economic Review, Verein für Socialpolitik, vol. 19(3), pages 330-350, August.
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"A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables,"
Journal of Econometrics, Elsevier, vol. 212(1), pages 155-176.
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"Estimation of a multiplicative correlation structure in the large dimensional case,"
Journal of Econometrics, Elsevier, vol. 217(2), pages 431-470.
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"Forced retirement risk and portfolio choice,"
Journal of Empirical Finance, Elsevier, vol. 58(C), pages 293-315.
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"How effective are sovereign bond-backed securities as a spillover prevention device?,"
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Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 9(1), pages 117-174, March.
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"Differences in Euro-Area Household Finances and their Relevance for Monetary-Policy Transmission,"
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"How Do Expectations about the Macroeconomy Affect Personal Expectations and Behavior?,"
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"Oligopoly, Macroeconomic Performance, and Competition Policy,"
CEPR Discussion Papers
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"The Effect of Investment Constraints on Hedge Fund Investor Returns,"
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"Tactical Target Date Funds,"
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"Inequality Aversion, Populism, and the Backlash against Globalization,"
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"Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field,"
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"Do the Rich Get Richer in the Stock Market? Evidence from India,"
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"Frictional Intermediation in Over-the-Counter Markets,"
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"Investing for long-term value creation,"
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"The Financial Decisions of Immigrant and Native Households: Evidence from Italy,"
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"The benchmark inclusion subsidy,"
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"Some Financial Implications of Global Warming: An Empirical Assessment,"
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"Simplifying choices in defined contribution retirement plan design: a case study,"
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"Crowdfunding in the Wine Industry,"
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"Speculation and Price Indeterminacy in Financial Markets: An Experimental Study,"
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"Benchmark selection and performance,"
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"Sovereign debt ratings and the country composition of cross-border holdings of euro area sovereign debt,"
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"Term structure of interest rates: Modelling the risk premium using a two horizons framework,"
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"“Taking Diversity Into Account”: Real effects of accounting measurement on asset allocation,"
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"Bid-to-cover and yield changes around public debt auctions in the euro area,"
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"Public health insurance and household portfolio Choices: Unravelling financial “Side Effects” of Medicare,"
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- Qi Deng, 2018. "A generalized VECM/VAR-DCC/ADCC framework and its application in the Black-Litterman model," China Finance Review International, Emerald Group Publishing Limited, vol. 8(4), pages 453-467, March.
- Xiaoping Li & Chunyang Zhou, 2018. "Dynamic asset allocation with asymmetric jump distribution," China Finance Review International, Emerald Group Publishing Limited, vol. 8(4), pages 387-398, March.
- Juan DU, 2018. "Empirical differences between the overnight and day trading hour returns," China Finance Review International, Emerald Group Publishing Limited, vol. 8(3), pages 315-331, May.
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"Can Creditor Bail-in Trigger Contagion? The Experience of an Emerging Market,"
Review of Finance, European Finance Association, vol. 23(6), pages 1155-1180.
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- Tiffany Hutcheson & Graeme Newell, 2018. "Decision-making in the management of property investment by Australian superannuation funds," Australian Journal of Management, Australian School of Business, vol. 43(3), pages 404-420, August.
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"Statistical Arbitrage Strategies under Different Market Conditions: The Case of the Greek Banking Sector,"
Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(2), pages 159-185, August.
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"Bilateral capital flows: Transaction patterns and gravity,"
International Review of Economics & Finance, Elsevier, vol. 84(C), pages 39-54.
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- Zandri Koekemoer, 2018. "The influence of demograhic factors on risk tolerance for South African investors," Proceedings of International Academic Conferences 6408640, International Institute of Social and Economic Sciences.
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- Cristiana Tudor, 2018. "Implications of Extreme Value Theory for stock market investments," Proceedings of International Academic Conferences 7508377, International Institute of Social and Economic Sciences.
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- Ivo Speranda, 2018. "A New Perspective on Valuating of Common Stocks," Proceedings of Economics and Finance Conferences 6908849, International Institute of Social and Economic Sciences.
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- Jukka Ilomäki, 2018. "Animal Spirits and Risk in Financial Markets," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 1(9), pages 52-59, May.
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- Monika Klimontowicz & Anna Pyka, 2018. "The Hedging of Interest Rate Risk in Enterprises’ Loans (Zabezpieczenie ryzyka stopy procentowej w kredytowaniu dzialalnosci przedsiebiorstw)," Research Reports, University of Warsaw, Faculty of Management, vol. 1(27), pages 54-64.
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"Current account adjustment and retained earnings,"
Journal of International Money and Finance, Elsevier, vol. 94(C), pages 246-259.
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- Andreas M. Fischer & Henrike Groeger & Philip Saure & Pinar Yesin, 2018. "Current Account Adjustment and Retained Earnings," Globalization Institute Working Papers 345, Federal Reserve Bank of Dallas.
- Andreas M. Fischer & Henrike Groeger & Philip Sauré & Pinar Yesin, 2018. "Current account adjustment and retained earnings," Working Papers 1809, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
- Marie Briere & Ariane Szafarz, 2018. "Factors and Sectors in Asset Allocation: Stronger Together?," Working Papers CEB 18-016, ULB -- Universite Libre de Bruxelles.
- Fernando Chague & Rodrigo De Losso, Bruno Giovannetti, 2018. "Individual Investors Look at Price Tags," Working Papers, Department of Economics 2018_17, University of São Paulo (FEA-USP).
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"Collateral Unchained: Rehypothecation networks, concentration and systemic effects,"
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- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2021. "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," SciencePo Working papers Main halshs-03046219, HAL.
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- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018. "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Papers 1802.02127, arXiv.org.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2021. "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Post-Print halshs-03046219, HAL.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018. "Collateral Unchained: Rehypothecation Networks, Concentration and Systemic Effects," GREDEG Working Papers 2018-05, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stafano Battiston, 2018. "Collateral Unchained : Rehypothecation networks, concentration and systemic effects," Documents de Travail de l'OFCE 2018-07, Observatoire Francais des Conjonctures Economiques (OFCE).
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018. "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," LEM Papers Series 2018/05, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Naceur Naguez, 2018. "Dynamic portfolio insurance strategies: risk management under Johnson distributions," Annals of Operations Research, Springer, vol. 262(2), pages 605-629, March.
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"On the robustness of portfolio allocation under copula misspecification,"
Annals of Operations Research, Springer, vol. 262(2), pages 631-652, March.
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- Donatien Hainaut & Yang Shen & Yan Zeng, 2018. "How do capital structure and economic regime affect fair prices of bank’s equity and liabilities?," Annals of Operations Research, Springer, vol. 262(2), pages 519-545, March.
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- Javier Vidal-García & Marta Vidal & Sabri Boubaker & Majdi Hassan, 2018. "The efficiency of mutual funds," Annals of Operations Research, Springer, vol. 267(1), pages 555-584, August.
- Marko Volker Krause, 2018. "Effects of a capital gains tax on asset pricing," Business Research, Springer;German Academic Association for Business Research, vol. 11(1), pages 115-148, February.
- Bàrbara Llacay & Gilbert Peffer, 2018. "Using realistic trading strategies in an agent-based stock market model," Computational and Mathematical Organization Theory, Springer, vol. 24(3), pages 308-350, September.
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- Giorgio Consigli & Vittorio Moriggia & Sebastiano Vitali & Lorenzo Mercuri, 2018. "Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming," Computational Management Science, Springer, vol. 15(3), pages 599-632, October.
- Marco Nicolosi, 2018. "Optimal strategy for a fund manager with option compensation," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(1), pages 1-17, May.
- Hirbod Assa & Nikolay Gospodinov, 2018. "Market consistent valuations with financial imperfection," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(1), pages 65-90, May.
- P. Lakshmi & M. Thenmozhi, 2018. "Impact of foreign institutional investor trades in Indian equity and debt market: a three-dimensional analysis," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 45(3), pages 225-233, September.
- Neharika Sobti, 2018. "Domestic intermarket linkages: measuring dynamic return and volatility connectedness among Indian financial markets," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 45(4), pages 325-344, December.
- Carlo Cristiano & Maria Cristina Marcuzzo & Eleonora Sanfilippo, 2018. "Taming the great depression: Keynes’s personal investments in the US stock market, 1931–1939," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 35(1), pages 13-40, April.
- Leonardo Becchetti & Davide Bellucci & Fiammetta Rossetti, 2018.
"Gamblers, scratchers and their financial education,"
Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 35(1), pages 127-162, April.
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- Selma Izadi & M. Kabir Hassan, 2018. "Portfolio and hedging effectiveness of financial assets of the G7 countries," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 8(2), pages 183-213, August.
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- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018.
"Long-run heterogeneity in an exchange economy with fixed-mix traders,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(2), pages 407-447, August.
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"Performance and Persistence in Performance of Actively Managed Chinese Equity Funds,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(3), pages 727-747, September.
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- I. Antoniadis & N. Sariannidis & S. Kontsas, 2018. "The Effect of Bitcoin Prices on US Dollar Index Price," Springer Proceedings in Business and Economics, in: Nicholas Tsounis & Aspasia Vlachvei (ed.), Advances in Time Series Data Methods in Applied Economic Research, chapter 0, pages 511-521, Springer.
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"On the rewards to international investing: a safe haven currency perspective,"
Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 154(1), pages 1-12, December.
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"A research note on entrepreneurs’ financial commitment and crowdfunding success,"
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"Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance,"
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"Fee structure and mutual fund choice: An experiment,"
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"Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions,"
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"On the Gains of Using High Frequency Data in Portfolio Selection,"
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"Belief Disagreement and Portfolio Choice,"
Journal of Finance, American Finance Association, vol. 77(6), pages 3191-3247, December.
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"How will persistent low expected returns shape household economic behavior?,"
Journal of Pension Economics and Finance, Cambridge University Press, vol. 18(4), pages 612-622, October.
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"Shared analyst coverage: Unifying momentum spillover effects,"
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"Private Equity Indices Based on Secondary Market Transactions,"
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"Do Household Finances Constrain Unconventional Fiscal Policy?,"
Tax Policy and the Economy, University of Chicago Press, vol. 33(1), pages 1-32.
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"Heterogeneity in Expectations, Risk Tolerance, and Household Stock Shares: The Attenuation Puzzle,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(3), pages 633-646, July.
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"Expectations Uncertainty and Household Economic Behavior,"
Working Paper Series
2018-25, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
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"Monetary Policy and Reaching for Income,"
Journal of Finance, American Finance Association, vol. 76(3), pages 1145-1193, June.
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"Characteristics of Mutual Fund Portfolios: Where Are the Value Funds?,"
CEPR Discussion Papers
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"Empirical Asset Pricing via Machine Learning,"
The Review of Financial Studies, Society for Financial Studies, vol. 33(5), pages 2223-2273.
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- Iliya Ploshtakov, 2018. "The Role of the Alternative Investments in the Management of Wealth," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 131-142, February.
- Bozhidar Nedev, 2018. "Short-term Predictability on the International Capital Markets – Momentum Effect," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 121-135, April.
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- Mihir Dash, 2018. "Modelling the Efficient Frontier: An Empirical Study in the Indian Stock Market," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, vol. 7(2), pages 83-94, May.
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- Tibor Hanappi, 2018. "Loss carryover provisions: Measuring effects on tax symmetry and automatic stabilisation," OECD Taxation Working Papers 35, OECD Publishing.
- Luisa Dressler & Tibor Hanappi & Kurt van Dender, 2018. "Unintended technology-bias in corporate income taxation: The case of electricity generation in the low-carbon transition," OECD Taxation Working Papers 37, OECD Publishing.
- Pedro Cruz & Fatos Koc, 2018. "The liquidity buffer practices of public debt managers in OECD countries," OECD Working Papers on Sovereign Borrowing and Public Debt Management 9, OECD Publishing.
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- Thomas Scheiber & Julia Wörz, 2018. "How are reduced interest rate differentials affecting euroization in Southeastern Europe? Evidence from the OeNB Euro Survey," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1-18, pages 48-60.
- Helmut Elsinger & Pirmin Fessler & Judith Feyrer & Konrad Richter & Maria Antoinette Silgoner & Andreas Timel, 2018. "Digitalization in financial services and household finance: fintech, financial literacy and financial stability," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 35, pages 50-58.
- Aleksandra Pieloch-Babiarz & Tomasz Sosnowski, 2018. "TIMING OF DIVIDEND INITIATIONS OF POLISH IPOs. DOES THE ORIGINAL SHAREHOLDERS STRUCTURE MATTER?," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 204-213, July.
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- Laurențiu Droj, 2018. "Considerations Regarding The Evolution Of The Liquidity And Solvency Indicators Of The Most Important Romanian Production Companies In The Period 2014-2017," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 94-101, December.
- Takayuki Ogawa & Jun Sakamoto, 2018. "Welfare Implications of Mitigating Investment Uncertainty," Discussion Papers in Economics and Business 18-33, Osaka University, Graduate School of Economics.
- Takayuki Ogawa & Jun Sakamoto, 2018. "Welfare Implications of Mitigating Investment Uncertainty," Discussion Papers in Economics and Business 18-33-Rev., Osaka University, Graduate School of Economics, revised Dec 2018.
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"On the International Spillovers of US Quantitative Easing,"
Economic Journal, Royal Economic Society, vol. 128(608), pages 330-377, February.
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- Marcel Fratzscher & Marco Lo Duca & Roland Straub, 2013. "On the International Spillovers of US Quantitative Easing," Discussion Papers of DIW Berlin 1304, DIW Berlin, German Institute for Economic Research.
- Marcel Fratzscher & Marco Lo Duca & Roland Straub, 2015. "On the International Spillovers of US Quantitative Easing," IMES Discussion Paper Series 15-E-07, Institute for Monetary and Economic Studies, Bank of Japan.
- Katarína Lučivjanská, 2018. "Is Imperfection Better? Evidence from Predicting Stock and Bond Returns," Journal of Financial Econometrics, Oxford University Press, vol. 16(2), pages 244-270.
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"Excess Sensitivity of High-Income Consumers,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 133(4), pages 1693-1751.
- Lorenz Kueng, 2020. "Excess Sensitivity of High-Income Consumers," Swiss Finance Institute Research Paper Series 20-33, Swiss Finance Institute.
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"Portfolio Choices, Firm Shocks, and Uninsurable Wage Risk,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 437-474.
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"Endowment Effects in the Field: Evidence from India’s IPO Lotteries,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(4), pages 1971-2004.
- Santosh Anagol & Vimal Balasubramaniam & Tarun Ramadorai, 2016. "Endowment Effects in the Field: Evidence from India's IPO Lotteries," Natural Field Experiments 00551, The Field Experiments Website.
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"Is There a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross-section of Equity Returns [The risk-adjusted cost of financial distress],"
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"Learning to Take Risks? The Effect of Education on Risk-Taking in Financial Markets,"
Review of Finance, European Finance Association, vol. 22(3), pages 951-975.
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"Uninformative Feedback and Risk Taking: Evidence from Retail Forex Trading [Two methods of reducing overconfidence],"
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"Capital Inflows, Sovereign Debt and Bank Lending: Micro-Evidence from an Emerging Market,"
The Review of Financial Studies, Society for Financial Studies, vol. 31(12), pages 4958-4994.
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"Are Mutual Fund Managers Paid for Investment Skill?,"
The Review of Financial Studies, Society for Financial Studies, vol. 31(2), pages 715-772.
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"US stocks in the presence of oil price risk: Large cap vs. Small cap,"
Economics and Business Letters, Oviedo University Press, vol. 6(4), pages 116-124.
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- Rick Van der Ploeg & Armon Rezai, 2018. "Climate Policy and Stranded Carbon Assets: A Financial Perspective," OxCarre Working Papers 206, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- David Gill & Daniel Sgroi & Churchill College and Department of Applied Economics & University of Cambridge, 2004. "The Superiority of Biased Reviewers in a Model of Simultaneous Sales," Economics Series Working Papers 206, University of Oxford, Department of Economics.
- Solórzano-Taborga, Pablo & Alonso-Conde, Ana Belén & Rojo-Suárez, Javier, 2018. "Efficiency and Persistence of Spanish Absolute Return Funds || Eficiencia y persistencia de los fondos de retorno absolutos españoles," 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, vol. 25(1), pages 186-214, Junio.
- El Jebari, Ouael & Hakmaoui, Abdelati, 2018. "GARCH Family Models vs EWMA: Which is the Best Model to Forecast Volatility of the Moroccan Stock Exchange Market? || Modelos de la familia GARCH vs EWMA: ¿cuál es el mejor modelo para pronosticar la ," 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, vol. 26(1), pages 237-249, Diciembre.
- Samaniego, Ángel & Rodríguez-Reyes, Luis Raúl, 2018. "Passive Portfolio Management by Indexing: A Performance Analysis of High, Medium and Low Capitalization Indices in Mexico || Administración pasiva de portafolios mediante indexación: un análisis del d," 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, vol. 26(1), pages 269-293, Diciembre.
- Demir Bektić & Tobias Regele, 2018. "Exploiting uncertainty with market timing in corporate bond markets," Journal of Asset Management, Palgrave Macmillan, vol. 19(2), pages 79-92, March.
- Golam Sarwar & Cesario Mateus & Natasa Todorovic, 2018. "US sector rotation with five-factor Fama–French alphas," Journal of Asset Management, Palgrave Macmillan, vol. 19(2), pages 116-132, March.
- Kyre Dane Lahtinen & Chris M. Lawrey & Kenneth J. Hunsader, 2018. "Beta dispersion and portfolio returns," Journal of Asset Management, Palgrave Macmillan, vol. 19(3), pages 156-161, May.
- Marielle Jong, 2018. "Portfolio optimisation in an uncertain world," Journal of Asset Management, Palgrave Macmillan, vol. 19(4), pages 216-221, July.
- Thierry Roncalli, 2018. "Keep up the momentum," Journal of Asset Management, Palgrave Macmillan, vol. 19(5), pages 351-361, September.
- Yang Gao & Henry Leung & Stephen Satchell, 2018. "A critique of momentum strategies," Journal of Asset Management, Palgrave Macmillan, vol. 19(5), pages 341-350, September.
- Marc Desban & Souad Lajili Jarjir, 2018. "Corporate ownership structure, market anomalies and asset pricing," Journal of Asset Management, Palgrave Macmillan, vol. 19(5), pages 316-340, September.
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- Jarno Tikkanen & Janne Äijö, 2018. "Does the F-score improve the performance of different value investment strategies in Europe?," Journal of Asset Management, Palgrave Macmillan, vol. 19(7), pages 495-506, December.
- Fabrice Borel-Mathurin & Pierre-Emmanuel Darpeix & Quentin Guibert & Stéphane Loisel, 2018.
"Main Determinants of Profit-Sharing Policy in the French Life Insurance Industry,"
The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 43(3), pages 420-455, July.
- Fabrice Borel-Mathurin & Pierre-Emmanuel Darpeix & Quentin Guibert & Stéphane Loisel, 2015. "Main Determinants of Profit Sharing Policy in the French Life Insurance Industry," Working Papers halshs-01165475, HAL.
- Fabrice Borel-Mathurin & Pierre-Emmanuel Darpeix & Quentin Guibert & Stéphane Loisel, 2018. "Main Determinants of Profit-Sharing Policy in the French Life Insurance Industry," PSE-Ecole d'économie de Paris (Postprint) hal-01955047, HAL.
- Fabrice Borel-Mathurin & Pierre-Emmanuel Darpeix & Quentin Guibert & Stéphane Loisel, 2018. "Main Determinants of Profit-Sharing Policy in the French Life Insurance Industry," Post-Print hal-01955047, HAL.
- F. Borel-Mathurin & P.-E. Darpeix & Q. Guibert & S. Loisel, 2015. "Main determinants of profit sharing policy in the French life insurance industry," Débats économiques et financiers 17, Banque de France.
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- John D. Burger & Francis E. Warnock & Veronica Cacdac Warnock, 2018.
"Benchmarking Portfolio Flows,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 66(3), pages 527-563, September.
- John D. Burger & Francis E. Warnock & Veronica Cacdac Warnock, 2018. "Benchmarking Portfolio Flows," NBER Working Papers 24761, National Bureau of Economic Research, Inc.
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- Nugroho Sasikirono & Sumiati Sumiati & Nur Khusniyah Indrawati, 2018. "Underpricing and long-term market performance of initial public offerings in Indonesia: A quantile regression approach," Business and Economic Horizons (BEH), Prague Development Center, vol. 14(1), pages 152-167, January.
- David Dillenberger & Daniel Gottlieb & Pietro Ortoleva, 2017.
"Stochastic Impatience and the Separation of Time and Risk Preferences,"
PIER Working Paper Archive
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- David Dillenberger & Daniel Gottlieb & Pietro Ortoleva, 2018. "Stochastic Impatience and the Separation of Time and Risk Preferences," PIER Working Paper Archive 18-020, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 08 Sep 2018.
- David Dillenberger & Daniel Gottlieb & Pietro Ortoleva, 2020. "Stochastic Impatience and the Separation of Time and Risk Preferences," Working Papers 2020-54, Princeton University. Economics Department..
- Adam Marszk, 2018. "Exchange-traded products in Germany: development and substitution of exchange-traded funds, exchange-traded commodities and exchange-traded notes," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 13(4), pages 643-665, December.
- Tomasz L. Nawrocki, 2018. "Opportunities and threats associated with an investment in shares of innovative companies — evidence from Polish capital market," Oeconomia Copernicana, Institute of Economic Research, vol. 9(2), pages 225-244, June.
- Alicja Fras, 2018. "The relation between management fees and the mutual funds` performance in Poland in 2015," Oeconomia Copernicana, Institute of Economic Research, vol. 9(2), pages 245-259, June.
- Darko B. Vukovic & Victor Prosin, 2018. "The prospective low risk hedge fund capital allocation line model: evidence from the debt market," Oeconomia Copernicana, Institute of Economic Research, vol. 9(3), pages 419-439, September.
- Renström, Thomas I. & Spataro, Luca & Marsiliani, Laura, 2019.
"Optimal Taxation, Environment Quality, Socially Responsible Firms and Investors,"
International Review of Environmental and Resource Economics, now publishers, vol. 13(3-4), pages 339-373, September.
- Thomas Renström & Luca Spataro, 2018. "Optimal taxation, environment quality, socially responsible firms and investors," Discussion Papers 2018/232, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
- Mukrim, Syahirah & Masih, Mansur, 2018. "Do islamic indices help portfolio diversification ? application of multivariate GARCH and wavelet coherence," MPRA Paper 112099, University Library of Munich, Germany.
- Harashima, Taiji, 2018. "Bubbles and Bluffs: Risk Lovers Can Survive Economically," MPRA Paper 83615, University Library of Munich, Germany.
- TAWIL, Dima & LIU, Xiyang & HU, Baoyuan, 2018. "Research on optimization strategy of CPPI," MPRA Paper 84624, University Library of Munich, Germany.
- Fauzi, Achmad, 2018. "The Role of Ratio Profits as The Improvement of Realization of KPR BTN Credit on PT. BTN (Persero) Tbk," MPRA Paper 84677, University Library of Munich, Germany.
- Avdiu, Besart & Gruhle, Tobias, 2018. "Contagion and information frictions in emerging markets: the role of joint signals," MPRA Paper 84872, University Library of Munich, Germany.
- Covarrubias-Sánchez, Claudia Ivett & Téllez-León, Isela-Elizabeth & Venegas-Martínez, Francisco, 2018. "Portafolios del mercado bursátil mexicano que minimizan una medida coherente de riesgo sujeto a restricciones de rendimientos esperados y ventas en corto [Optimal portfolios in the Mexican stock ma," MPRA Paper 85446, University Library of Munich, Germany.
- Mario Tirelli, 2017.
"Optimal Financial Contracts With Unobservable Investments,"
Departmental Working Papers of Economics - University 'Roma Tre'
0230, Department of Economics - University Roma Tre.
- Tirelli, Mario, 2018. "Optimal financial contracts with unobservable investments," MPRA Paper 86444, University Library of Munich, Germany.
- Suen, Richard M.H., 2018.
"Standard risk aversion and efficient risk sharing,"
Economics Letters, Elsevier, vol. 173(C), pages 23-26.
- Suen, Richard M. H., 2018. "Standard Risk Aversion and Efficient Risk Sharing," MPRA Paper 88881, University Library of Munich, Germany.
- Suen, Richard M. H., 2018. "Standard Risk Aversion and Efficient Risk Sharing," MPRA Paper 86499, University Library of Munich, Germany.
- Silvio John Camilleri & Ritienne Farrugia, 2018.
"The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis,"
International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(7), pages 1-23, July.
- Camilleri, Silvio John & Farrugia, Ritienne, 2018. "The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis," MPRA Paper 87070, University Library of Munich, Germany.
- Sonntag, Dominik, 2018. "Die Theorie der fairen geometrischen Rendite [The Theory of Fair Geometric Returns]," MPRA Paper 87082, University Library of Munich, Germany.
- Ripamonti, Alexandre & Silva, Diego & Moreira Neto, Eurico, 2018. "Asset Pricing and Asymmetric Information," MPRA Paper 87403, University Library of Munich, Germany.
- Morema, Kgotso & Bonga-Bonga, Lumengo, 2018. "The impact of oil and gold price fluctuations on the South African equity market: volatility spillovers and implications for portfolio management," MPRA Paper 87637, University Library of Munich, Germany.
- Lumengo Bonga-Bonga & Maphelane Palesa Phume, 2022.
"Return and volatility spillovers between South African and Nigerian equity markets,"
African Journal of Economic and Management Studies, Emerald Group Publishing Limited, vol. 13(2), pages 205-218, January.
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- Suen, Richard M.H., 2018.
"Standard risk aversion and efficient risk sharing,"
Economics Letters, Elsevier, vol. 173(C), pages 23-26.
- Suen, Richard M. H., 2018. "Standard Risk Aversion and Efficient Risk Sharing," MPRA Paper 86499, University Library of Munich, Germany.
- Suen, Richard M. H., 2018. "Standard Risk Aversion and Efficient Risk Sharing," MPRA Paper 88881, University Library of Munich, Germany.
- Cesteros, Santiago Rodrigo, 2018. "Sobre volatilidad macroeconómica y dolarización de la riqueza: el caso argentino [On macroeconomic volatility and wealth dollarization: the Argentine case]," MPRA Paper 88968, University Library of Munich, Germany.
- Richard Lu & Chen-Chen Yang & Wing-Keung Wong, 2018.
"Time Diversification: Perspectives From The Economic Index Of Riskiness,"
Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(03), pages 1-15, September.
- Lu, Richard & Yang, Chen-Chen & Wong, Wing-Keung, 2018. "Time Diversification: Perspectives from the Economic Index of Riskiness," MPRA Paper 89167, University Library of Munich, Germany, revised 02 Oct 2018.
- Gangwar, Rachna & Singh, Ritvik, 2018. "Analyzing Factors Affecting Financial Literacy and its Impact on Investment Behavior among Adults in India," MPRA Paper 89452, University Library of Munich, Germany.
- MESTRE, Roman & Terraza, Michel, 2018. "Regression Forward avec fenêtres Tempo-Frequentielles roulantes par ondelettes discretes et continues -Une application à la Droite de Marché - [Forward Regression with Discrete and Continuous Wavel," MPRA Paper 89682, University Library of Munich, Germany.
- María del Carmen Gómez-Ríos & David Juárez-Luna, 2019.
"Costo de generación eléctrica incorporando externalidades ambientales: Mezcla óptima de tecnologías de carga base,"
Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 14(3), pages 353-377, Julio - S.
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- Marcel Fischer & Natalia Khorunzhina, 2019.
"Housing Decision With Divorce Risk,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 60(3), pages 1263-1290, August.
- Fischer, Marcel & Khorunzhina, Natalia, 2018. "Housing Decision with Divorce Risk," MPRA Paper 90090, University Library of Munich, Germany.
- Chin, Leong Choong & Sek, Siok Kun & Tan, Yee Theng, 2018. "A Sectorial Performance Analysis of Kuala Lumpur Stock Exchange (KLSE, Bursa Malaysia)," MPRA Paper 90148, University Library of Munich, Germany.
- Yildirim, Ramazan & Ilhan, Bilal, 2018. "Shari'ah Screening Methodology- New Shari'ah Compliant Approach," MPRA Paper 90277, University Library of Munich, Germany.
- Yildirim, Ramazan & Masih, Mansur, 2018. "Investigating International Portfolio Diversification Opportunities for the Asian Islamic Stock Market Investors," MPRA Paper 90281, University Library of Munich, Germany.
- Buncic, Daniel & Stern, Cord, 2019.
"Forecast ranked tailored equity portfolios,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 63(C).
- Buncic, Daniel & Stern, Cord, 2018. "Forecast ranked tailored equity portfolios," MPRA Paper 90382, University Library of Munich, Germany.
- Yildirim, Ramazan & Ilhan, Bilal, 2018. "Fıkhi Filtreleme Metodolojisi - Yeni Bir Fıkhi Yaklaşım [Shari’ah Screening Methodology - New Shari’ah Compliant Approach”]," MPRA Paper 90417, University Library of Munich, Germany.
- Yaya, OlaOluwa S & Gil-Alana, Luis A., 2018. "High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach," MPRA Paper 90518, University Library of Munich, Germany.
- Yaya, OlaOluwa & Ogbonna, Ahamuefula, 2018. "Modelling crude oil-petroleum products’ price nexus using dynamic conditional correlation GARCH models," MPRA Paper 91227, University Library of Munich, Germany.
- Sabry, Saajid & Masih, Mansur, 2018. "Is gold a hedge against equity risk? Malaysian experience based on NARDL approach," MPRA Paper 91584, University Library of Munich, Germany.
- Marginean, Mihai, 2018. "Fundamentarea deciziei de finantare a activitatii unui IMM [The foundation of the decision to financing the activity of an SME]," MPRA Paper 91738, University Library of Munich, Germany.
- Chong, Terence Tai-Leung & Lee, Nayoung & Sio, Chan-Ip, 2020.
"Threshold effect of scale and skill in active mutual fund management,"
The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Chong, Terence Tai Leung & Lee, Nayoung & Sio, Chan-Ip, 2018. "Threshold Effect of Scale and Skill in Active Mutual Fund Management," MPRA Paper 92075, University Library of Munich, Germany.
- Moradia, Abha & Mehta, Ashish C., 2018. "Analyzing gold returns: Indian perspective," MPRA Paper 92989, University Library of Munich, Germany.
- Suwanhirunkul, Suwijak & Masih, Mansur, 2018. "Islamic equity as an alternative investment from the perspective of the Southeast Asian investors: evidence from MGARCH-DCC and Wavelet Coherence," MPRA Paper 93542, University Library of Munich, Germany.
- Hou, Yang & Meng, Jiayin, 2018. "The momentum effect in the Chinese market and its relationship with the simultaneous and the lagged investor sentiment," MPRA Paper 94838, University Library of Munich, Germany.
- Degiannakis, Stavros, 2018.
"Multiple days ahead realized volatility forecasting: Single, combined and average forecasts,"
Global Finance Journal, Elsevier, vol. 36(C), pages 41-61.
- Degiannakis, Stavros, 2018. "Multiple Days Ahead Realized Volatility Forecasting: Single, Combined and Average Forecasts," MPRA Paper 96272, University Library of Munich, Germany.
- Rangan Gupta, 2018. "Manager Sentiment and Stock Market Volatility," Working Papers 201853, University of Pretoria, Department of Economics.
- Fang, Libing & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2019.
"Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?,"
International Review of Financial Analysis, Elsevier, vol. 61(C), pages 29-36.
- Libing Fang & Elie Bouri & Rangan Gupta & David Roubaud, 2018. "Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?," Working Papers 201858, University of Pretoria, Department of Economics.
- Tamara Ajrapetova, 2018. "Cross-Section of Asset Returns: Emerging Markets and Market Integration," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2018(1), pages 41-60.
- Jan Bastin, 2018. "Risk-Based Investing in the German Stock Market," Prague Economic Papers, Prague University of Economics and Business, vol. 2018(1), pages 55-72.
- Umut Ugurlu & Oktay Tas & Celal Barkan Guran & Aysun Guran, 2018. "SSD Efficiency at Multiple Data Frequencies: Application on the OECD Countries," Prague Economic Papers, Prague University of Economics and Business, vol. 2018(2), pages 169-195.
- Lukáš Frýd, 2018. "Asymetrie během finančních krizí: asymetrická volatilita převyšuje důležitost asymetrické korelace [Asymmetry of Financial Time Series During the Financial Crisis: Asymmetric Volatility Outperforms," Politická ekonomie, Prague University of Economics and Business, vol. 2018(3), pages 302-329.
- Peerapong Dhangwatnotai & Sampan Nettayanun, 2018. "Value Investing with Quality in the US Public Insurance Companies," PIER Discussion Papers 93, Puey Ungphakorn Institute for Economic Research.
- Roongkiat Ratanabanchuen & Kanis Saengchote, 2018. "Chasing Returns with High-Beta Stocks," PIER Discussion Papers 96, Puey Ungphakorn Institute for Economic Research.
- Roongkiat Ratanabanchuen & Kanis Saengchote, 2018. "Institutional Capital Allocation and Equity Returns: Evidence from Thai Mutual Funds' Holdings," PIER Discussion Papers 97, Puey Ungphakorn Institute for Economic Research.
- Céspedes, Nikita, 2018.
"La heterogeneidad de la dolarización de créditos a nivel de personas,"
Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 35, pages 9-28.
- Céspedes Reynaga, Nikita, 2017. "La heterogeneidad de la dolarización de créditos a nivel de personas," Working Papers 2017-008, Banco Central de Reserva del Perú.
- Nikita Céspedes Reynaga, 2017. "La heterogeneidad de la dolarización de créditos a nivel de personas," Working Papers 108, Peruvian Economic Association.
- Grimm, Stefan, 2018. "Show What You Risk - Norms for Risk Taking," Rationality and Competition Discussion Paper Series 119, CRC TRR 190 Rationality and Competition.
- Martin G Kocher & Konstantin E Lucks & David Schindler, 2019.
"Unleashing Animal Spirits: Self-Control and Overpricing in Experimental Asset Markets,"
The Review of Financial Studies, Society for Financial Studies, vol. 32(6), pages 2149-2178.
- Kocher, Martin G. & Lucks, Konstantin E. & Schindler, David, 2016. "Unleashing Animal Spirits - Self-Control and Overpricing in Experimental Asset Markets," Discussion Papers in Economics 27572, University of Munich, Department of Economics.
- Kocher, Martin & Lucks, Konstantin & Schindler, David, 2018. "Unleashing Animal Spirits - Self-Control and Overpricing in Experimental Asset Markets," Rationality and Competition Discussion Paper Series 81, CRC TRR 190 Rationality and Competition.
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"Why Prices Don't Respond Sooner to a Prospective Sovereign Debt Crisis,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 29, pages 235-255, July.
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- Sewon Hur, 2018.
"The Lost Generation of the Great Recession,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 30, pages 179-202, October.
- Sewon Hur, 2018. "Code and data files for "The Lost Generation of the Great Recession"," Computer Codes 18-178, Review of Economic Dynamics.
- R. Anton Braun & Tomoyuki Nakajima, 2018.
"Why Prices Don't Respond Sooner to a Prospective Sovereign Debt Crisis,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 29, pages 235-255, July.
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- R. Anton Braun & Tomoyuki Nakajima, 2012. "Why Prices Don't Respond Sooner to a Prospective Sovereign Debt Crisis," IMES Discussion Paper Series 12-E-02, Institute for Monetary and Economic Studies, Bank of Japan.
- R. Anton Braun & Tomoyuki Nakajima, 2018. "Code and data files for "Why Prices Don't Respond Sooner to a Prospective Sovereign Debt Crisis"," Computer Codes 16-80, Review of Economic Dynamics.
- Sewon Hur, 2018.
"The Lost Generation of the Great Recession,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 30, pages 179-202, October.
- Sewon Hur, 2018. "Code and data files for "The Lost Generation of the Great Recession"," Computer Codes 18-178, Review of Economic Dynamics.
- Matt Darst & Ehraz Refayet, 2017.
"A Model of Endogenous Debt Maturity with Heterogeneous Beliefs,"
Finance and Economics Discussion Series
2017-057, Board of Governors of the Federal Reserve System (U.S.).
- Matthew Darst & Ehraz Refayet, 2018. "A Model of Endogenous Debt Maturity with Heterogeneous Beliefs," 2018 Meeting Papers 1004, Society for Economic Dynamics.
- Jaroslav Borovička & John Stachurski, 2020.
"Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities,"
Journal of Finance, American Finance Association, vol. 75(3), pages 1457-1493, June.
- Jaroslav Borovicka & John Stachurski, 2017. "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," Papers 1710.06526, arXiv.org, revised Apr 2019.
- Jaroslav Borovicka & John Stachurski, 2018. "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," 2018 Meeting Papers 1275, Society for Economic Dynamics.
- Jaroslav Borovička & John Stachurski, 2017. "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," NBER Working Papers 24162, National Bureau of Economic Research, Inc.
- Ryan Chahrour & Rosen Valchev, 2017.
"International Medium of Exchange: Privilege and Duty,"
Boston College Working Papers in Economics
934, Boston College Department of Economics.
- Ryan Chahrour & Rosen Valchev, 2018. "International Medium of Exchange: Privilege and Duty," 2018 Meeting Papers 317, Society for Economic Dynamics.
- Jeppe Druedahl & Alessandro Martinello, 2022.
"Long-Run Saving Dynamics: Evidence from Unexpected Inheritances,"
The Review of Economics and Statistics, MIT Press, vol. 104(5), pages 1079-1095, December.
- Druedahl, Jeppe & Martinello, Alessandro, 2016. "Long-Run Saving Dynamics: Evidence from Unexpected Inheritances," Working Papers 2016:7, Lund University, Department of Economics, revised 08 May 2018.
- Jeppe Druedahl & Alessandro Martinello, 2018. "Long-Run Saving Dynamics: Evidence from Unexpected Inheritances," 2018 Meeting Papers 390, Society for Economic Dynamics.
- Jeppe Druedahl & Alessandro Martinello, 2018. "Long-Run Saving Dynamics: Evidence from Unexpected Inheritances," CEBI working paper series 17-02, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
- Hintermaier, Thomas & Koeniger, Winfried, 2018.
"Differences in Euro-Area Household Finances and their Relevance for Monetary-Policy Transmission,"
Economics Working Paper Series
1806, University of St. Gallen, School of Economics and Political Science, revised Nov 2019.
- Thomas Hintermaier & Winfried Koeniger, 2018. "Differences in Euro-Area Household Finances and their Relevance for Monetary-Policy Transmission," 2018 Meeting Papers 405, Society for Economic Dynamics.
- Hintermaier, Thomas & Koeniger, Winfried, 2019. "Differences in Euro-Area Household Finances and their Relevance for Monetary-Policy Transmission," IZA Discussion Papers 12743, Institute of Labor Economics (IZA).
- Thomas Hintermaier & Winfried Koeniger, 2018. "Differences in Euro-Area Household Finances and their Relevance for Monetary-Policy Transmission," CESifo Working Paper Series 7088, CESifo.
- Hintermaier, Thomas & Koeniger, Winfried, 2019. "Differences in euro-area household finances and their relevance for monetary-policy transmission," CFS Working Paper Series 637, Center for Financial Studies (CFS).
- Bacchetta, Philippe & van Wincoop, Eric, 2021.
"Puzzling exchange rate dynamics and delayed portfolio adjustment,"
Journal of International Economics, Elsevier, vol. 131(C).
- Philippe Bacchetta & Eric van Wincoop, 2018. "Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment," 2018 Meeting Papers 675, Society for Economic Dynamics.
- Philippe Bacchetta & Eric van Wincoop, 2019. "Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment," Swiss Finance Institute Research Paper Series 19-35, Swiss Finance Institute.
- Philippe Bacchetta & Eric van Wincoop, 2019. "Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment," NBER Working Papers 26259, National Bureau of Economic Research, Inc.
- Bacchetta, Philippe & van Wincoop, Eric, 2019. "Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment," CEPR Discussion Papers 13839, C.E.P.R. Discussion Papers.
- Jack Favilukis & Pierre Mabille & Stijn Van Nieuwerburgh, 2023.
"Affordable Housing and City Welfare,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(1), pages 293-330.
- Jack Favilukis & Pierre Mabille & Stijn Van Nieuwerburgh, 2018. "Affordable Housing and City Welfare," 2018 Meeting Papers 867, Society for Economic Dynamics.
- Van Nieuwerburgh, Stijn & Favilukis, Jack & ,, 2019. "Affordable Housing and City Welfare," CEPR Discussion Papers 13758, C.E.P.R. Discussion Papers.
- Jack Favilukis & Pierre Mabille & Stijn Van Nieuwerburgh, 2019. "Affordable Housing and City Welfare," NBER Working Papers 25906, National Bureau of Economic Research, Inc.
- John Ammer & Stijn Claessens & Alexandra M. Tabova & Caleb Wroblewski, 2018.
"Searching for Yield Abroad : Risk-Taking Through Foreign Investment in U.S. Bonds,"
International Finance Discussion Papers
1224, Board of Governors of the Federal Reserve System (U.S.).
- John Ammer & Alexandra Tabova & Stijn Claessens, 2018. "Searching for Yield Abroad: Risk-Taking through Foreign Investment in U.S. Bonds," 2018 Meeting Papers 960, Society for Economic Dynamics.
- Dariusz Filip, 2018. "The impact of fund attributes on performance: Empirical evidence for Polish equity funds," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 36(2), pages 465-488.
- Claudio, Morana & Giacomo, Sbrana, 2017.
"Some Financial Implications of Global Warming: An Empirical Assessment,"
Working Papers
377, University of Milano-Bicocca, Department of Economics, revised 25 Dec 2017.
- Claudio Morana & Giacomo Sbrana, 2018. "Some financial implications of global warming: An empirical assessment," Working Paper series 18-09, Rimini Centre for Economic Analysis.
- Claudio Morana & Giacomo Sbrana, 2018. "Some Financial Implications of Global Warming: an Empirical Assessment," Working Papers 2018.01, Fondazione Eni Enrico Mattei.
- Claudio Morana & Giacomo Sbrana, 2018. "“Some financial implications of global warming: An empirical assessment"," CeRP Working Papers 175, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Morana, Claudio & Sbrana, Giacomo, 2018. "Some Financial Implications of Global Warming: an Empirical Assessment," CSI: Climate and Sustainable Innovation 268728, Fondazione Eni Enrico Mattei (FEEM).
- Fisher, Mark & Jensen, Mark J., 2019.
"Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors,"
Journal of Econometrics, Elsevier, vol. 210(1), pages 187-202.
- Mark Fisher & Mark J. Jensen, 2018. "Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors," FRB Atlanta Working Paper 2018-2, Federal Reserve Bank of Atlanta.
- Mark Fisher & Mark J. Jensen, 2018. "Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors," Working Paper series 18-12, Rimini Centre for Economic Analysis.
- Georgios Bampinas & Theodore Panagiotidis & Christina Rouska, 2019.
"Volatility persistence and asymmetry under the microscope: the role of information demand for gold and oil,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(1), pages 180-197, February.
- Georgios Bampinas & Theodore Panagiotidis & Christina Rouska, 2018. "Volatility persistence and asymmetry under the microscope: The role of information demand for gold and oil," Working Paper series 18-13, Rimini Centre for Economic Analysis.
- Park, Donghyun & Taniguchi, Kiyoshi & Tian, Shu, 2018. "Foreign and Domestic Investment in Global Bond Markets," ADB Economics Working Paper Series 535, Asian Development Bank.
- Galvani, Valentina & Li, Lifang, 2018. "The Momentum Effect for Canadian Corporate Bonds," Working Papers 2018-16, University of Alberta, Department of Economics.
- Varlı, Yusuf, 2018. "Who Are the Market Beaters: Lucky Investors, Insiders or Who Else?," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 9(1), pages 87-107, January.
- Öztürk, Hakkı, 2018. "Cointegration Analysis of BIST 30 Index and MSCI Emerging Markets Index: Pre and Post Global Financial Crisis," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 9(1), pages 109-121, January.
- Arslanturk Collu, Duygu, 2018. "Invidual Investors’ Behaviour on Stock Selection Decision: A Case of BIST," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 9(3), pages 559-578, July.
- Dionne, Georges & Koumou, Gilles Boevi, 2018. "Machine Learning and Risk Management: SVDD Meets RQE," Working Papers 18-6, HEC Montreal, Canada Research Chair in Risk Management.
- BONGA-BONGA, Lumengo & NLEYA, Lebogang, 2018.
"Assessing Portfolio Market Risk in the BRICS Economies: Use of Multivariate GARCH Models,"
Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 71(2), pages 87-128.
- Bonga-Bonga, Lumengo & Nleya, Lebogang, 2016. "Assessing portfolio market risk in the BRICS economies: use of multivariate GARCH models," MPRA Paper 75809, University Library of Munich, Germany.
- Prasojo, Prasojo & Hadinata, Sofyan & Shalihin, Muhammad Yusuf, 2018. "Corporate Social Responsibility dan Kinerja Keuangan Bank Umum Syariah," EkBis: Jurnal Ekonomi dan Bisnis, UIN Sunan Kalijaga Yogyakarta, vol. 2(2), pages 151-170, April.
- Khan, Vina Javed & Saeed, Muhammad & Ibrahim, Tella Oluwatoba & Rizwan, Muhammad, 2018. "Financial Cointegration of Emerging Economies: Evidence from Bivariate Cointegration and Granger Causality," Empirical Economic Review, Department of Economics and Statistics, Dr Hassan Murad School of Management, University of Management and Technology, Lahore, vol. 1(1), pages 49-70.
- Ejaz, Maham & Tashfeen, Rubeena & Younas, Kinza & Naeem, Abubaker, 2018. "Economic Value Added or Earnings per Share? An Incremental Content Analysis," Empirical Economic Review, Department of Economics and Statistics, Dr Hassan Murad School of Management, University of Management and Technology, Lahore, vol. 1(2), pages 63-90.
- Bouoiyour, Jamal & Selmi, Refk, 2018.
"Heterogeneous Responses to China and Oil Shocks: the G7 Stock Markets,"
Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 33(3), pages 488-513.
- Jamal Bouoiyour & Refk Selmi, 2018. "Heterogeneous Responses to China and Oil Shocks: the G7 Stock Markets," Post-Print hal-02409120, HAL.
- Khaled, Shafi A., 2018. "Risk, Return, and Profit-Loss Shared Lending under a Zero-Interest Financial System," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 26, pages 1-30.
- Karagiannidis, Iordanis & Wilford, D. Sykes, 2018. "Household deformation trumps demand management policy in the 21st century," Journal of Financial Transformation, Capco Institute, vol. 47, pages 67-78.
- OKORO, Cyprian Okey, 2018. "Analysis Of The Determinants Of Dividend Payout Of Consumer Goods Companies In Nigeria," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, vol. 9(1), pages 141-165.
- Baresa, Suzana & Bogdan, Sinisa & Ivanovic, Zoran, 2018. "The Performance Of Minimum Variance Portfolios In The Croatian Tourism Sector," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 9(1), pages 63-72.
- Yonghong JIANG & Juan MENG & He NIE, 2018. "Visiting the Economic Policy Uncertainty Shocks - Economic Growth Relationship: Wavelet-based Granger-Causality in Quantiles Approac," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 80-94, December.
- Anoshkina, Ekaterina S. (Аношкина, Екатерина) & Markovskaya, Elizaveta I. (Марковская, Елизавета), 2018. "Empirical Analysis of Capital Structure Determinants of Russian Oil and Gas Companies [Анализ Структуры Капитала Российских Компаний Нефтегазового Сектора]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 5, pages 80-109, October.
2017
- Shahrin Saaid Shaharuddin & Wee-Yeap Lau & Tien-Ming Yip, 2017. "Dynamic Linkages between Newly Developed Islamic Equity Style Indices: Is Growth Style More Influential Than Value Style?," Capital Markets Review, Malaysian Finance Association, vol. 25(2), pages 49-64.
- Jyri Kinnunen & Minna Martikainen, 2017. "Dynamic Autocorrelation and International Portfolio Allocation," Multinational Finance Journal, Multinational Finance Journal, vol. 21(1), pages 21-48, March.
- Luca Spataro & Lorenzo Corsini, 2017.
"Endogenous Financial Literacy, Saving, and Stock Market Participation,"
FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 73(2), pages 135-162, June.
- Spataro, Luca & Corsini, Lorenzo, 2013. "Endogenous financial literacy, saving and stock market participation," MPRA Paper 44342, University Library of Munich, Germany.
- Christoph Anders & Max Groneck, 2017. "The Optimal Portfolio of PAYG Benefits and Funded Pensions in Germany," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 73(3), pages 255-291, September.
- Seung C. Ahn & Alex R. Horenstein, 2017. "Asset Pricing and Excess Returns over the Market Return," Working Papers 2017-12, University of Miami, Department of Economics.
- Claudio, Morana & Giacomo, Sbrana, 2017.
"Some Financial Implications of Global Warming: An Empirical Assessment,"
Working Papers
377, University of Milano-Bicocca, Department of Economics, revised 25 Dec 2017.
- Claudio Morana & Giacomo Sbrana, 2018. "Some financial implications of global warming: An empirical assessment," Working Paper series 18-09, Rimini Centre for Economic Analysis.
- Claudio Morana & Giacomo Sbrana, 2018. "Some Financial Implications of Global Warming: an Empirical Assessment," Working Papers 2018.01, Fondazione Eni Enrico Mattei.
- Claudio Morana & Giacomo Sbrana, 2018. "“Some financial implications of global warming: An empirical assessment"," CeRP Working Papers 175, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Morana, Claudio & Sbrana, Giacomo, 2018. "Some Financial Implications of Global Warming: an Empirical Assessment," CSI: Climate and Sustainable Innovation 268728, Fondazione Eni Enrico Mattei (FEEM).
- Khalil, Makram, 2019.
"Cross-border portfolio diversification under trade linkages,"
Journal of Monetary Economics, Elsevier, vol. 104(C), pages 114-128.
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"Orphan Drug Designations as Valuable Intangible Assets for IPO Investors in Pharma-Biotech Companies,"
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"The Nexus of Monetary Policy and Shadow Banking in China,"
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"A Risk-Centric Model of Demand Recessions and Speculation,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 135(3), pages 1493-1566.
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"Mispriced index option portfolios,"
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"Historical Antisemitism, Ethnic Specialization, and Financial Development,"
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"Negative bubbles: What happens after a crash,"
European Financial Management, European Financial Management Association, vol. 24(2), pages 171-191, March.
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"Financial Crises, Dollarization, and Lending of Last Resort in Open Economies,"
American Economic Review, American Economic Association, vol. 110(8), pages 2524-2557, August.
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"Orphan Drug Designations as Valuable Intangible Assets for IPO Investors in Pharma-Biotech Companies,"
NBER Chapters, in: Economic Dimensions of Personalized and Precision Medicine, pages 305-334,
National Bureau of Economic Research, Inc.
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"Who Falls Prey to the Wolf of Wall Street? Investor Participation in Market Manipulation,"
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"House Price Beliefs And Mortgage Leverage Choice,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(6), pages 2403-2452.
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"Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities,"
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"Sovereign default resolution through maturity extension,"
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"Investor Concentration, Flows, and Cash Holdings : Evidence from Hedge Funds,"
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"The Role of Equity Funds in the Financial Crisis Propagation,"
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"The Impact of Financial Advice on Trade Performance and Behavioral Biases,"
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"What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models,"
The Review of Financial Studies, Society for Financial Studies, vol. 30(2), pages 442-504.
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"Differences of Opinion and International Equity Markets,"
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"Individual Investor Activity and Performance,"
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"Need for Speed? Exchange Latency and Liquidity,"
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"Which Alpha?,"
The Review of Financial Studies, Society for Financial Studies, vol. 30(4), pages 1316-1338.
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"Does Aggregated Returns Disclosure Increase Portfolio Risk Taking?,"
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"Impact of Brexit on Islamic stock markets: employing MGARCH-DCC and wavelet correlation analysis,"
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"Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach,"
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"Push factors and capital flows to emerging markets: why knowing your lender matters more than fundamentals,"
Journal of International Economics, Elsevier, vol. 119(C), pages 133-149.
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"The role of liquidity in asset pricing: the special case of the Portuguese Stock Market,"
Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, vol. 22(43), pages 191-206, November.
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"The role of cointegration for optimal hedging with heteroscedastic error term,"
Discussion Papers
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- Niels S. Grønborg & Asger Lunde & Allan Timmermann & Russ Wermers, 2017. "Picking Funds with Confidence," CREATES Research Papers 2017-13, Department of Economics and Business Economics, Aarhus University.
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"Flight to Safety from European Stock Markets,"
CREATES Research Papers
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"Correlation Misperception in Choice,"
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"Economic significance of commodity return forecasts from the fractionally cointegrated VAR model,"
Journal of Futures Markets,
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"La heterogeneidad de la dolarización de créditos a nivel de personas,"
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"Optimal mean-reverting spread trading: nonlinear integral equation approach,"
Annals of Finance, Springer, vol. 13(2), pages 181-203, May.
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Finance and Stochastics, Springer, vol. 23(2), pages 275-311, April.
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"Interconnectedness in the global financial market,"
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"Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves,"
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"Investing for the Long Run,"
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"Market Efficiency and the Growth Optimal Portfolio,"
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"Large-scale portfolio allocation under transaction costs and model uncertainty,"
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"Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities,"
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"Risk apportionment: The dual story,"
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"Economic Rationality under Cognitive Load,"
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"Linear and nonlinear predictability in investment style factors: multivariate evidence,"
Journal of Asset Management, Palgrave Macmillan, vol. 18(6), pages 476-509, October.
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"Information contagion and systemic risk,"
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"Credit Market Quality, Innovation and Trade,"
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"Household Investments through Italian Asset Management Products,"
Politica economica, Società editrice il Mulino, issue 2, pages 165-194.
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"Social Ties and the Demand for Financial Services,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 52(1), pages 35-88, October.
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"Young Innovative Firms, Investment-Cash Flow Sensitivities and Technological Misallocation,"
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"The Shapley value decomposition of optimal portfolios,"
Annals of Finance, Springer, vol. 17(1), pages 1-25, March.
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"Redemption risk and cash hoarding by asset managers,"
Journal of Monetary Economics, Elsevier, vol. 89(C), pages 71-87.
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"Scarcity effects of QE: A transaction-level analysis in the Bund market,"
Discussion Papers
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"Effects of capital controls on foreign exchange liquidity,"
Journal of International Money and Finance, Elsevier, vol. 93(C), pages 201-222.
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"Forecasting Global Equity Indices Using Large Bayesian Vars,"
Bulletin of Economic Research, Wiley Blackwell, vol. 69(3), pages 288-308, July.
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"How Financially Literate Are Women? An Overview and New Insights,"
Journal of Consumer Affairs, Wiley Blackwell, vol. 51(2), pages 255-283, July.
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"Buyout Activity: The Impact of Aggregate Discount Rates,"
Journal of Finance, American Finance Association, vol. 72(1), pages 371-414, February.
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"Who Are the Value and Growth Investors?,"
Journal of Finance, American Finance Association, vol. 72(1), pages 5-46, February.
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"Asset Market Participation and Portfolio Choice over the Life-Cycle,"
Journal of Finance, American Finance Association, vol. 72(2), pages 705-750, April.
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"The Effect of Housing on Portfolio Choice,"
Journal of Finance, American Finance Association, vol. 72(3), pages 1171-1212, June.
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"Retail Financial Advice: Does One Size Fit All?,"
Journal of Finance, American Finance Association, vol. 72(4), pages 1441-1482, August.
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"On the Origins of Risk-Taking in Financial Markets,"
Journal of Finance, American Finance Association, vol. 72(5), pages 2229-2278, October.
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"Matching Capital and Labor,"
Journal of Finance, American Finance Association, vol. 72(6), pages 2467-2504, December.
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"Why Do Investors Hold Socially Responsible Mutual Funds?,"
Journal of Finance, American Finance Association, vol. 72(6), pages 2505-2550, December.
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- BRATIAN Vasile, 2017. "Portfolio Optimization - Application Of Sharpe Model Using Lagrange," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 69(5), pages 8-21, December.
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"International Medium of Exchange: Privilege and Duty,"
Boston College Working Papers in Economics
934, Boston College Department of Economics.
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- Rosen Valchev, 2017. "Dynamic Information Acquisition and Portfolio Bias," Boston College Working Papers in Economics 941, Boston College Department of Economics.
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"Investor behaviour and reaching for yield: Evidence from the sterling corporate bond market,"
Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 28(5), pages 347-379, December.
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"Forecasting the equity risk premium with frequency-decomposed predictors,"
Working Papers de Economia (Economics Working Papers)
06, Católica Porto Business School, Universidade Católica Portuguesa.
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- Yuichiro Ito & Yasutaka Takizuka & Shigeaki Fujiwara, 2017. "Portfolio Selection by Japanese Households: Investigation Using Japanese and US Households Questionnaire Survey," Bank of Japan Research Laboratory Series 17-E-5, Bank of Japan.
- Yuichiro Ito & Yasutaka Takizuka & Shigeaki Fujiwara, 2017. "Portfolio Selection by Households: An Empirical Analysis Using Dynamic Panel Data Models," Bank of Japan Working Paper Series 17-E-6, Bank of Japan.
- Kyungkeun Kim & Dongwon Lee, 2017. "Equity Market Globalization and Portfolio Rebalancing," Working Papers 2017-17, Economic Research Institute, Bank of Korea.
- Kyungkeun Kim & Soyoung Kim, 2017. "Demographic Change and Current Account (in Korean)," Working Papers 2017-23, Economic Research Institute, Bank of Korea.
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"Adaptive hierarchical priors for high-dimensional vector autoregressions,"
Journal of Econometrics, Elsevier, vol. 212(1), pages 241-271.
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"Forecasting stock returns: A predictor-constrained approach,"
Journal of Empirical Finance, Elsevier, vol. 55(C), pages 200-217.
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- Davide Pettenuzzo & Zhiyuan Pan & Yudong Wang, 2017. "Forecasting Stock Returns: A Predictor-Constrained Approach," Working Papers 116, Brandeis University, Department of Economics and International Business School.
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"Forecasting stock returns: A predictor-constrained approach,"
Journal of Empirical Finance, Elsevier, vol. 55(C), pages 200-217.
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"Timing strategy performance in the crude oil futures market,"
Energy Economics, Elsevier, vol. 66(C), pages 480-492.
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"La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ?,"
Revue économique, Presses de Sciences-Po, vol. 68(6), pages 1033-1062.
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"A Life-Cycle Model with Unemployment Traps,"
Working papers
041, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
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"Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities,"
Journal of Financial Econometrics, Oxford University Press, vol. 22(2), pages 407-460.
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"Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests,"
Discussion Papers of DIW Berlin
1669, DIW Berlin, German Institute for Economic Research.
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"Wealth Taxation, Non-listed Firms, and the Risk of Entrepreneurial Investment,"
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"Why Does Idiosyncratic Risk Increase with Market Risk?,"
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"Historical Antisemitism, Ethnic Specialization, and Financial Development,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(3), pages 1170-1206.
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- Inga Heiland, 2017. "Five Essays on International Trade, Factor Flows and the Gains from Globalization," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 74, March.
- Harald Hau & Sandy Lai, 2017. "Local Asset Price Dynamics and Monetary Policy in the Eurozone," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 15(01), pages 14-16, April.
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"Macroeconomic Effects of Delayed Capital Liquidation,"
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"Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns,"
CEPR Discussion Papers
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- Philippe Bacchetta & Eric van Wincoop, 2017. "Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns," NBER Working Papers 23363, National Bureau of Economic Research, Inc.
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- Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2017. "Evolutionary Finance Models with Short Selling and Endogenous Asset Supply," Swiss Finance Institute Research Paper Series 17-26, Swiss Finance Institute.
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- Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2017. "An Evolutionary Finance Model with a Risk-Free Asset," Swiss Finance Institute Research Paper Series 17-28, Swiss Finance Institute.
- Martin Schweizer & Danijel Zivoi & Mario Sikic, 2017. "Dynamic Mean-Variance Optimisation Problems with Deterministic Information," Swiss Finance Institute Research Paper Series 17-29, Swiss Finance Institute, revised Feb 2018.
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"Asset-Liability Management for Long-Term Insurance Business,"
Swiss Finance Institute Research Paper Series
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"The Effects of US Unconventional Monetary Policies in Latin America,"
Investigación Conjunta-Joint Research, in: Ángel Estrada García & Alberto Ortiz Bolaños (ed.), International Spillovers of Monetary Policy, edition 1, chapter 5, pages 111-154,
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"Quantitative Easing and United States Investor Portfolio Rebalancing towards Foreign Assets,"
Investigación Conjunta-Joint Research, in: Ángel Estrada García & Alberto Ortiz Bolaños (ed.), International Spillovers of Monetary Policy, edition 1, chapter 8, pages 225-285,
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"The Czech Government Yield Curve Decomposition at the Lower Bound,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(1), pages 2-36, February.
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"The Czech Government Yield Curve Decomposition at the Lower Bound,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(1), pages 2-36, February.
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"Young Innovative Firms, Investment-Cash Flow Sensitivities and Technological Misallocation,"
Borradores de Economia
1004, Banco de la Republica de Colombia.
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"Agrega valor el modelo Black-Litterman en portafolios del Mercado Integrado Latinoamericano (MILA)?,"
Documentos de Trabajo de Valor Público
16960, Universidad EAFIT.
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"Agrega valor el modelo Black-Litterman en portafolios del Mercado Integrado Latinoamericano (MILA)?,"
Documentos de Trabajo de Valor Público
16959, Universidad EAFIT.
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"Bid-to-cover and yield changes around public debt auctions in the euro area,"
Journal of Banking & Finance, Elsevier, vol. 87(C), pages 118-134.
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"Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns,"
Cahiers de Recherches Economiques du Département d'économie
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"On the rewards to international investing: a safe haven currency perspective,"
Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 154(1), pages 1-12, December.
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"Financial Literacy Externalities,"
The Review of Financial Studies, Society for Financial Studies, vol. 33(2), pages 950-989.
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"Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects,"
NBER Working Papers
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"Trading out of sight: An analysis of cross-trading in mutual fund families,"
Journal of Financial Economics, Elsevier, vol. 135(2), pages 359-378.
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"Sovereign bond prices, haircuts and maturity,"
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"Household Debt and Monetary Policy: Revealing the Cash-Flow Channel,"
The Economic Journal, Royal Economic Society, vol. 131(636), pages 1742-1771.
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"Out‐of‐Town Home Buyers and City Welfare,"
Journal of Finance, American Finance Association, vol. 76(5), pages 2577-2638, October.
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"Does Household Finance Matter? Small Financial Errors with Large Social Costs,"
American Economic Review, American Economic Association, vol. 109(3), pages 1116-1154, March.
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"Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy?,"
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Journal of Economic Theory, Elsevier, vol. 170(C), pages 266-288.
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"Parallel Bayesian Inference for High-Dimensional Dynamic Factor Copulas,"
Journal of Financial Econometrics, Oxford University Press, vol. 17(1), pages 118-151.
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"US stocks in the presence of oil price risk: Large cap vs. Small cap,"
Economics and Business Letters, Oviedo University Press, vol. 6(4), pages 116-124.
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Economic Modelling, Elsevier, vol. 74(C), pages 105-123.
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"Seasonal Asset Allocation: Evidence from Mutual Fund Flows,"
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"Information Characteristics and Errors in Expectations: Experimental Evidence,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(2), pages 737-750, April.
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"Expected Business Conditions and Bond Risk Premia,"
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"A Multivariate Model of Strategic Asset Allocation with Longevity Risk,"
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"Long-Term versus Short-Term Contingencies in Asset Allocation,"
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"Optimal Savings For Retirement: The Role Of Individual Accounts,"
Macroeconomic Dynamics, Cambridge University Press, vol. 21(6), pages 1361-1388, September.
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- Пламен Пътев & Калоян Петков, 2017. "Значението На Обхвата На Портфейла За Подобряване Резултатите От Активния Портфейлен Мениджмънт – По Примера На Нововъзникналите Фондови Пазари От Югоизточна Азия," Business Management, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 16-35.
- Gérard CHARREAUX, 2017. "Gestion de portefeuille et politique:existe-t-il une prime partisane sur le marché français ?, Portfolio management and politics:is there a presidential premium on the French market ?," Working Papers CREGO 1170201, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
- Philippe DESBRIERES, 2017. "L’investissement conforme à la Charia est-il socialement responsable ?,Is Shariah compliant investment socially responsible?," Working Papers CREGO 1171001, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
- Steiner, Viktor & Fossen, Frank & Rees, Ray & Rostam-Afschar, Davud, 2017.
"How Do Entrepreneurial Portfolios Respond to Income Taxation?,"
VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking
168302, Verein für Socialpolitik / German Economic Association.
- Frank M. Fossen & Ray Rees & Davud Rostam-Afschar & Viktor Steiner, 2017. "How Do Entrepreneurial Portfolios Respond to Income Taxation?," SOEPpapers on Multidisciplinary Panel Data Research 922, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Fossen, Frank M. & Rees, Ray & Rostam-Afschar, Davud & Steiner, Viktor, 2017. "How do entrepreneurial portfolios respond to income taxation?," Discussion Papers 2017/19, Free University Berlin, School of Business & Economics.
- Frank M. Fossen & Ray Rees & Davud Rostam-Afschar & Viktor Steiner, 2017. "How Do Entrepreneurial Portfolios Respond to Income Taxation?," Discussion Papers of DIW Berlin 1673, DIW Berlin, German Institute for Economic Research.
- Fossen, Frank M. & Rees, Ray & Rostam-Afschar, Davud & Steiner, Viktor, 2017. "How do entrepreneurial portfolios respond to income taxation?," Hohenheim Discussion Papers in Business, Economics and Social Sciences 12-2017, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
- Tobias Schmidt & Panagiota Tzamourani, 2017. "Zur finanziellen Bildung der privaten Haushalte in Deutschland: Ausgewählte Ergebnisse aus der Studie „Private Haushalte und ihre Finanzen (PHF)“," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 86(4), pages 31-49.
- Tobias Aufenanger & Matthias Wrede, 2017. "Schützt finanzielle Bildung vor der Unsicherheitsfalle?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 86(4), pages 51-56.
- Michael Walter & Lydia Welbers, 2017. "Wie „ticken“ Kleinanleger auf dem Finanzmarkt? Einblicke in ein qualitatives Forschungsprojekt," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 86(4), pages 67-82.
- Guglielmo Maria Caporale & Kefei You, 2017.
"Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests,"
CESifo Working Paper Series
6494, CESifo.
- Guglielmo Maria Caporale & Kefei You, 2017. "Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests," Discussion Papers of DIW Berlin 1669, DIW Berlin, German Institute for Economic Research.
- Steiner, Viktor & Fossen, Frank & Rees, Ray & Rostam-Afschar, Davud, 2017.
"How Do Entrepreneurial Portfolios Respond to Income Taxation?,"
VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking
168302, Verein für Socialpolitik / German Economic Association.
- Frank M. Fossen & Ray Rees & Davud Rostam-Afschar & Viktor Steiner, 2017. "How Do Entrepreneurial Portfolios Respond to Income Taxation?," Discussion Papers of DIW Berlin 1673, DIW Berlin, German Institute for Economic Research.
- Frank M. Fossen & Ray Rees & Davud Rostam-Afschar & Viktor Steiner, 2017. "How Do Entrepreneurial Portfolios Respond to Income Taxation?," SOEPpapers on Multidisciplinary Panel Data Research 922, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Fossen, Frank M. & Rees, Ray & Rostam-Afschar, Davud & Steiner, Viktor, 2017. "How do entrepreneurial portfolios respond to income taxation?," Discussion Papers 2017/19, Free University Berlin, School of Business & Economics.
- Fossen, Frank M. & Rees, Ray & Rostam-Afschar, Davud & Steiner, Viktor, 2017. "How do entrepreneurial portfolios respond to income taxation?," Hohenheim Discussion Papers in Business, Economics and Social Sciences 12-2017, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
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"Financial literacy and financial behavior: Evidence from the emerging Asian middle class,"
Pacific-Basin Finance Journal, Elsevier, vol. 48(C), pages 129-143.
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"Contingent convertible bonds: Who invests in European CoCos?,"
Applied Economics Letters, Taylor & Francis Journals, vol. 25(4), pages 234-238, February.
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- Martijn Boermans & Rients Galema, 2017. "Pension funds carbon footprint and investment trade-offs," DNB Working Papers 554, Netherlands Central Bank, Research Department.
- Dirk Broeders & Kristy Jansen & Bas Werker, 2017. "Pension fund's illiquid assets allocation under liquidity and capital constraints," DNB Working Papers 555, Netherlands Central Bank, Research Department.
- Broeders, Dirk W.G.A. & van Oord, Arco & Rijsbergen, David R., 2019.
"Does it pay to pay performance fees? Empirical evidence from Dutch pension funds,"
Journal of International Money and Finance, Elsevier, vol. 93(C), pages 299-312.
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"Herding behaviour of Dutch pension funds in sovereign bond investments,"
Working Papers
17-15, Utrecht School of Economics.
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- Nadine Levratto & Maarouf Ramadan & Luc Tessier, 2017. "Les business angels, révélateurs, plus que moteurs, de l’engagement des entreprises dans l’innovation," EconomiX Working Papers 2017-1, University of Paris Nanterre, EconomiX.
- Pierre Bui Quang & Jonas Heipertz & Natacha Valla, 2017. "International equity portfolio diversification: a sectoral and security-by-security analysis," EconomiX Working Papers 2017-2, University of Paris Nanterre, EconomiX.
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"Introducing global term structure in a risk parity framework,"
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"Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries,"
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hal-01401718, HAL.
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- Gunther Capelle-Blancard & Patricia Crifo & Marc-Arthur Diaye & Rim Oueghlissi & Bert Scholtens, 2017. "Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries," Working Papers hal-04141666, HAL.
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- Gunther Capelle-Blancard & Patricia Crifo & Marc-Arthur Diaye & Rim Oueghlissi & Bert Scholtens, 2016. "Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01401718, HAL.
- M. Caridad SEVILLANO & Francisco JAREÑO, 2017. "The Impact of Relevant International Factors on the Returns of IBEX 35 Companies, 2000-2016," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 17(1), pages 37-56.
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- Stefano Lovo & Christophe Spaenjers, 2018.
"A Model of Trading in the Art Market,"
American Economic Review, American Economic Association, vol. 108(3), pages 744-774, March.
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"Herding in Equity Crowdfunding,"
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- Nandini Vijayaraghavan & Umesh Desai, 2017. "Curtain Raiser," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 1, pages 1-6, World Scientific Publishing Co. Pte. Ltd..
- Nandini Vijayaraghavan & Umesh Desai, 2017. "Temasek Holdings," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 2, pages 7-18, World Scientific Publishing Co. Pte. Ltd..
- Nandini Vijayaraghavan & Umesh Desai, 2017. "Agri-Business Companies: An Overview," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 3, pages 19-20, World Scientific Publishing Co. Pte. Ltd..
- Nandini Vijayaraghavan & Umesh Desai, 2017. "Golden Agri Resources," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 4, pages 21-29, World Scientific Publishing Co. Pte. Ltd..
- Nandini Vijayaraghavan & Umesh Desai, 2017. "Wilmar International," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 5, pages 31-36, World Scientific Publishing Co. Pte. Ltd..
- Nandini Vijayaraghavan & Umesh Desai, 2017. "Olam International," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 6, pages 37-51, World Scientific Publishing Co. Pte. Ltd..
- Nandini Vijayaraghavan & Umesh Desai, 2017. "Investing In Agri Business Companies: Takeaways," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 7, pages 53-55, World Scientific Publishing Co. Pte. Ltd..
- Nandini Vijayaraghavan & Umesh Desai, 2017. "The Banking Troika," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 8, pages 57-79, World Scientific Publishing Co. Pte. Ltd..
- Nandini Vijayaraghavan & Umesh Desai, 2017. "The Singapore Exchange," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 9, pages 81-89, World Scientific Publishing Co. Pte. Ltd..
- Nandini Vijayaraghavan & Umesh Desai, 2017. "Keppel Corporation," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 10, pages 91-104, World Scientific Publishing Co. Pte. Ltd..
- Nandini Vijayaraghavan & Umesh Desai, 2017. "Fraser & Neave," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 11, pages 105-113, World Scientific Publishing Co. Pte. Ltd..
- Nandini Vijayaraghavan & Umesh Desai, 2017. "Sembcorp Industries," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 12, pages 115-123, World Scientific Publishing Co. Pte. Ltd..
- Nandini Vijayaraghavan & Umesh Desai, 2017. "Singapore Technologies Engineering Limited," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 13, pages 125-132, World Scientific Publishing Co. Pte. Ltd..
- Nandini Vijayaraghavan & Umesh Desai, 2017. "Sia Engineering Company," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 14, pages 133-141, World Scientific Publishing Co. Pte. Ltd..
- Nandini Vijayaraghavan & Umesh Desai, 2017. "The Gaming Duopoly," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 15, pages 143-157, World Scientific Publishing Co. Pte. Ltd..
- Nandini Vijayaraghavan & Umesh Desai, 2017. "The Singapore Property Sector: An Overview," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 16, pages 159-170, World Scientific Publishing Co. Pte. Ltd..
- Nandini Vijayaraghavan & Umesh Desai, 2017. "Capitaland," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 17, pages 171-181, World Scientific Publishing Co. Pte. Ltd..
- Nandini Vijayaraghavan & Umesh Desai, 2017. "THE TALE OF TWO REITs," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 18, pages 183-193, World Scientific Publishing Co. Pte. Ltd..
- Nandini Vijayaraghavan & Umesh Desai, 2017. "Global Logistic Properties," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 19, pages 195-203, World Scientific Publishing Co. Pte. Ltd..
- Nandini Vijayaraghavan & Umesh Desai, 2017. "Singapore Telecoms: An Overview," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 20, pages 205-208, World Scientific Publishing Co. Pte. Ltd..
- Nandini Vijayaraghavan & Umesh Desai, 2017. "Starhub," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 21, pages 209-217, World Scientific Publishing Co. Pte. Ltd..
- Nandini Vijayaraghavan & Umesh Desai, 2017. "Singapore Telecommunications," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 22, pages 219-229, World Scientific Publishing Co. Pte. Ltd..
- Nandini Vijayaraghavan & Umesh Desai, 2017. "Investing In Singapore Telecoms: Takeaways," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 23, pages 231-232, World Scientific Publishing Co. Pte. Ltd..
- Nandini Vijayaraghavan & Umesh Desai, 2017. "Comfortdelgro," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 24, pages 233-241, World Scientific Publishing Co. Pte. Ltd..
- Nandini Vijayaraghavan & Umesh Desai, 2017. "Singapore Airlines," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 25, pages 243-254, World Scientific Publishing Co. Pte. Ltd..
- Nandini Vijayaraghavan & Umesh Desai, 2017. "And The Curtains Fall…For Now," World Scientific Book Chapters, in: THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates, chapter 26, pages 255-264, World Scientific Publishing Co. Pte. Ltd..
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"Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities,"
Journal of Financial Econometrics, Oxford University Press, vol. 22(2), pages 407-460.
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- Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2017. "Decumulation, Sequencing Risk and the Safe Withdrawal Rate: Why the 4% Withdrawal Rule leaves Money on the Table," Discussion Papers 17/06, Department of Economics, University of York.
- Zhechun He, 2017. "Housing and Financial Asset Allocations of Heterogeneous Homeowners," Discussion Papers 17/07, Department of Economics, University of York.
- Denis Dolinar Davor Zorièiæ Antonija Kožul, 2017. "Towards the Estimation of an Efficient Benchmark Portfolio: The Case of Croatian Emerging Market," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 20(SCI), pages 13-23, April.
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"Forecasting the equity risk premium with frequency-decomposed predictors,"
Working Papers de Economia (Economics Working Papers)
06, Católica Porto Business School, Universidade Católica Portuguesa.
- Faria, Gonçalo & Verona, Fabio, 2017. "Forecasting the equity risk premium with frequency-decomposed predictors," Bank of Finland Research Discussion Papers 1/2017, Bank of Finland.
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"Scarcity effects of QE: A transaction-level analysis in the Bund market,"
BIS Working Papers
625, Bank for International Settlements.
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- Axel Möhlmann, 2021.
"Interest rate risk of life insurers: Evidence from accounting data,"
Financial Management, Financial Management Association International, vol. 50(2), pages 587-612, June.
- Möhlmann, Axel, 2017. "Interest rate risk of life insurers: Evidence from accounting data," Discussion Papers 10/2017, Deutsche Bundesbank.
- Podlich, Natalia & Schnabel, Isabel & Tischer, Johannes, 2017.
"Banks' trading after the Lehman crisis: The role of unconventional monetary policy,"
Discussion Papers
19/2017, Deutsche Bundesbank.
- Isabel Schnabel & Johannes Tischer, 2018. "Banks' Trading After the Lehman Crisis - The Role of Unconventional Monetary Policy," CRC TR 224 Discussion Paper Series crctr224_2018_036, University of Bonn and University of Mannheim, Germany.
- Darracq Pariès, Matthieu & Kühl, Michael, 2016.
"The optimal conduct of central bank asset purchases,"
Working Paper Series
1973, European Central Bank.
- Darracq-Pariès, Matthieu & Kühl, Michael, 2017. "The optimal conduct of central bank asset purchases," Discussion Papers 22/2017, Deutsche Bundesbank.
- Fricke, Christoph & Fricke, Daniel, 2021.
"Vulnerable asset management? The case of mutual funds,"
Journal of Financial Stability, Elsevier, vol. 52(C).
- Fricke, Christoph & Fricke, Daniel, 2017. "Vulnerable asset management? The case of mutual funds," Discussion Papers 32/2017, Deutsche Bundesbank.
- Ohls, Jana, 2017. "Moral suasion in regional government bond markets," Discussion Papers 33/2017, Deutsche Bundesbank.
- Agarwal, Vikas & Green, Tracy Clifton & Ren, Honglin, 2017. "Alpha or beta in the eye of the beholder: What drives hedge fund flows?," CFR Working Papers 15-08, University of Cologne, Centre for Financial Research (CFR), revised 2017.
- Korn, Olaf & Kuntz, Laura-Chloé, 2017. "Low-beta strategies," CFR Working Papers 15-17 [rev.], University of Cologne, Centre for Financial Research (CFR), revised 2017.
- Jaspersen, Stefan & Limbach, Peter, 2020. "Screening Discrimination in Financial Markets: Evidence from CEO-Fund Manager Dyads," CFR Working Papers 17-02, University of Cologne, Centre for Financial Research (CFR), revised 2020.
- Keim, Donald B. & Mitchell, Olivia S., 2018.
"Simplifying choices in defined contribution retirement plan design: a case study,"
Journal of Pension Economics and Finance, Cambridge University Press, vol. 17(3), pages 363-384, July.
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- Hautsch, Nikolaus & Voigt, Stefan, 2019.
"Large-scale portfolio allocation under transaction costs and model uncertainty,"
Journal of Econometrics, Elsevier, vol. 212(1), pages 221-240.
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- Hautsch, Nikolaus & Voigt, Stefan, 2017. "Large-scale portfolio allocation under transaction costs and model uncertainty," CFS Working Paper Series 582, Center for Financial Studies (CFS).
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- Prencipe, Dario, 2017. "The European venture capital landscape: an EIF perspective. Volume III: Liquidity events and returns of EIF-backed VC investments," EIF Working Paper Series 2017/41, European Investment Fund (EIF).
- Heidorn, Thomas & Maier, F. & Winker, M., 2017. "The effectiveness of seasonal investments in European Share Portfolios," Frankfurt School - Working Paper Series 224, Frankfurt School of Finance and Management.
- Fossen, Frank M. & Rees, Ray & Rostam-Afschar, Davud & Steiner, Viktor, 2017.
"How do entrepreneurial portfolios respond to income taxation?,"
Hohenheim Discussion Papers in Business, Economics and Social Sciences
12-2017, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
- Fossen, Frank M. & Rees, Ray & Rostam-Afschar, Davud & Steiner, Viktor, 2017. "How do entrepreneurial portfolios respond to income taxation?," Discussion Papers 2017/19, Free University Berlin, School of Business & Economics.
- Steiner, Viktor & Fossen, Frank & Rees, Ray & Rostam-Afschar, Davud, 2017. "How Do Entrepreneurial Portfolios Respond to Income Taxation?," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168302, Verein für Socialpolitik / German Economic Association.
- Frank M. Fossen & Ray Rees & Davud Rostam-Afschar & Viktor Steiner, 2017. "How Do Entrepreneurial Portfolios Respond to Income Taxation?," SOEPpapers on Multidisciplinary Panel Data Research 922, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Frank M. Fossen & Ray Rees & Davud Rostam-Afschar & Viktor Steiner, 2017. "How Do Entrepreneurial Portfolios Respond to Income Taxation?," Discussion Papers of DIW Berlin 1673, DIW Berlin, German Institute for Economic Research.
- Sharma, Chanchal Kumar, 2017. "Federalism and Foreign Direct Investment: How Political Affiliation Determines the Spatial Distribution of FDI – Evidence from India," GIGA Working Papers 307, GIGA German Institute of Global and Area Studies.
- Tennert, Julius & Lambert, Marie & Burghof, Hans-Peter, 2017. "Moral hazard in VC finance: More expensive than you thought," Hohenheim Discussion Papers in Business, Economics and Social Sciences 02-2017, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
- Steiner, Viktor & Fossen, Frank & Rees, Ray & Rostam-Afschar, Davud, 2017.
"How Do Entrepreneurial Portfolios Respond to Income Taxation?,"
VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking
168302, Verein für Socialpolitik / German Economic Association.
- Fossen, Frank M. & Rees, Ray & Rostam-Afschar, Davud & Steiner, Viktor, 2017. "How do entrepreneurial portfolios respond to income taxation?," Hohenheim Discussion Papers in Business, Economics and Social Sciences 12-2017, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
- Frank M. Fossen & Ray Rees & Davud Rostam-Afschar & Viktor Steiner, 2017. "How Do Entrepreneurial Portfolios Respond to Income Taxation?," SOEPpapers on Multidisciplinary Panel Data Research 922, DIW Berlin, The German Socio-Economic Panel (SOEP).
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