Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G11: Portfolio Choice; Investment Decisions

2021

• Rojo-Ramírez, Alfonso A., 2021. "Rendimiento mínimo del inversor-propietario. El caso de la empresa pyme familiar," Small Business International Review, Asociación Española de Contabilidad y Administración de Empresas - AECA, vol. 5(1), pages 287-287, January.
• Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2021. "Five Facts about Beliefs and Portfolios," American Economic Review, American Economic Association, vol. 111(5), pages 1481-1522, May.
• Ralph Luetticke, 2021. "Transmission of Monetary Policy with Heterogeneity in Household Portfolios," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(2), pages 1-25, April.
• 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.
  • Felipe S. Iachan & Plamen T. Nenov & Alp Simsek, 2015. "The Choice Channel of Financial Innovation," NBER Working Papers 21686, National Bureau of Economic Research, Inc.
  • Iachan, Felipe Saraiva & Nenov, Plamen T. & Simsek, Alp, 2020. "The Choice Channel of Financial Innovation," CEPR Discussion Papers 14361, C.E.P.R. Discussion Papers.
• Hanan Morsy & Eman Moustafa & Tiguene Nabassaga & Mustafa Yenice, 2021. "Investor Herding and Spillovers in African Debt Markets," AEA Papers and Proceedings, American Economic Association, vol. 111, pages 607-610, May.
• Delia Andreea FLOREA & Diana Iulia OPRIȘ, 2021. "Stock Valuation Methods," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), vol. 2(1), pages 32-38, January.
• D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime, 2021. "Do retail investors bite off more than they can chew? A close look at their return objectives," LIDAM Discussion Papers LFIN 2021003, Université catholique de Louvain, Louvain Finance (LFIN).
• Desagre, Christophe & D’Hondt, Catherine, 2021. "Googlization and retail trading activity," LIDAM Reprints LFIN 2021001, Université catholique de Louvain, Louvain Finance (LFIN).
• De Winne, Rudy, 2021. "Measuring the disposition effect," LIDAM Reprints LFIN 2021002, Université catholique de Louvain, Louvain Finance (LFIN).
• D’Hondt, Catherine & McGowan, Richard & Roger, Patrick, 2021. "Trading leveraged Exchange-Traded products is hazardous to your wealth," LIDAM Reprints LFIN 2021004, Université catholique de Louvain, Louvain Finance (LFIN).
• Eduardo Levy-Yeyati & Nathan Converse & Tomas Williams, 2017. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," School of Government Working Papers 201702, Universidad Torcuato Di Tella.
  • Nathan Converse & Eduardo Levy Yeyati & Tomas Williams, 2021. "How ETFs amplify the global financial cycle in emerging markets," Working Papers 57, Red Nacional de Investigadores en Economía (RedNIE).
  • Eduardo Levy Yeyati, 2019. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," CID Working Papers 351, Center for International Development at Harvard University.
  • Nathan Converse & Eduardo Levy-Yeyati & Tomas Williams, 2018. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Documentos de Trabajo LACEA 016200, The Latin American and Caribbean Economic Association - LACEA.
  • , 2020. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," International Finance Discussion Papers 1268, Board of Governors of the Federal Reserve System (U.S.).
  • Tomas Williams & Nathan Converse & Eduardo Levy-Yeyati, 2018. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Working Papers 2018-1, The George Washington University, Institute for International Economic Policy, revised Sep 2018.
• Olkhov, Victor, 2021. "To VaR, or Not to VaR, That is the Question," MPRA Paper 105458, University Library of Munich, Germany.
  • Victor Olkhov, 2021. "To VaR, or Not to VaR, That is the Question," Papers 2101.08559, arXiv.org.
• Ben Amor, Souhir & Althof, Michael & Härdle, Wolfgang Karl, 2021. "FRM Financial Risk Meter for Emerging Markets," IRTG 1792 Discussion Papers 2021-002, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
  • Souhir Ben Amor & Michael Althof & Wolfgang Karl Hardle, 2021. "FRM Financial Risk Meter for Emerging Markets," Papers 2102.05398, arXiv.org.
• Jozef Barunik & Josef Kurka, 2021. "Frequency-Dependent Higher Moment Risks," Working Papers IES 2021/11, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2021.
  • Jozef Barunik & Josef Kurka, 2021. "Frequency-Dependent Higher Moment Risks," Papers 2104.04264, arXiv.org.
• Anirut Pisedtasalasai, 2021. "Hedging Stocks in Crises and Market Downturns with Gold and Bonds: Industry Analysis," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 11(1), pages 1-16, January.
• Syeda Hina Zaidi & Nousheen Tariq Bhutta, 2021. "Liquidity Synchronization and Asset Valuation in Selected Emerging Asian Economies," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 11(6), pages 488-500, June.
• Shweta Kundlia & Divya Verma, 2021. "Illiquidity Premium in the Indian Stock Market: An Empirical Study," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 11(6), pages 501-511, June.
• Daniel Fehrle, 2021. "Hedging Against Inflation: Housing vs. Equity," Discussion Paper Series 342, Universitaet Augsburg, Institute for Economics.
• Petar Peshev, 2021. "Analyzing CFD Retail Investors' Performance in a Post MiFID II Environment," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 53-73.
• Julien Ciccone & Luca Marchiori & Romuald Morhs, 2021. "The flow-performance relationship of global investment Funds," BCL working papers 151, Central Bank of Luxembourg.
• Carmela Aurora Attinà & Pierluigi Bologna, 2021. "TLAC-eligible debt: who holds it? A view from the euro area," Questioni di Economia e Finanza (Occasional Papers) 604, Bank of Italy, Economic Research and International Relations Area.
• 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.
• Claudia Maurini & Alessandro Schiavone, 2021. "The catalytic role of IMF programs," Temi di discussione (Economic working papers) 1331, Bank of Italy, Economic Research and International Relations Area.
• Mariela Dal Borgo, 2021. "Do Bankruptcy Protection Levels Affect Households' Demand for Stocks?," Working Papers 2021-03, Banco de México.
• Andrey Kudryavtsev, 2021. "The Correlation Between Stock Returns Before And After Analyst Recommendation Revisions," Economic Annals, Faculty of Economics, University of Belgrade, vol. 66(228), pages 69-100, January –.
• Mésonnier Jean-Stéphane & Nguyen Benoît, 2021. "Showing off cleaner hands: mandatory climate-related disclosure by financial institutions and the financing of fossil energy," Working papers 800, Banque de France.
• Karamfil Todorov, 2021. "The anatomy of bond ETF arbitrage," BIS Quarterly Review, Bank for International Settlements, March.
• Michael Ungeheuer & Martin Weber, 2021. "The Perception of Dependence, Investment Decisions, and Stock Prices," Journal of Finance, American Finance Association, vol. 76(2), pages 797-844, April.
  • Ungeheuer, Michael & Weber, Martin, 2016. "The Perception of Dependence, Investment Decisions, and Stock Prices," CEPR Discussion Papers 11585, C.E.P.R. Discussion Papers.
• Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla & Tatjana Schimetschek, 2021. "Optimal social security claiming behavior under lump sum incentives: Theory and evidence," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(1), pages 5-27, March.
  • Maurer, Raimond & Mitchell, Olivia S. & Rogalla, Ralph & Schimetschek, Tatjana, 2017. "Optimal social security claiming behavior under lump sum incentives: Theory and evidence," SAFE Working Paper Series 164, Leibniz Institute for Financial Research SAFE.
  • Maurer, Raimond & Mitchell, Olivia S. & Rogalla, Ralph & Schimetschek, Tatjana, 2019. "Optimal social security claiming behavior under lump sum incentives: Theory and evidence," CFS Working Paper Series 629, Center for Financial Studies (CFS).
  • Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla & Tatjana Schimetschek, 2017. "Optimal Social Security Claiming Behavior under Lump Sum Incentives: Theory and Evidence," NBER Working Papers 23073, National Bureau of Economic Research, Inc.
• MOROSAN Adrian, 2021. "Trading Stock Market Indices. A Simple Approach," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciencess, vol. 73(1), pages 64-73, March.
• Christian Zimpelmann, 2021. "Stock Market Beliefs and Portfolio Choice in the General Population," CRC TR 224 Discussion Paper Series crctr224_2020_258, University of Bonn and University of Mannheim, Germany.
• Yuliyan Mitkov & Ulrich Schüwer, 2021. "Unequal and Unstable: Income Inequality and Bank Risk," CRC TR 224 Discussion Paper Series crctr224_2020_261, University of Bonn and University of Mannheim, Germany.
• Christian Zimpelmann, 2021. "Stock Market Beliefs and Portfolio Choice in the General Population," CRC TR 224 Discussion Paper Series crctr224_2021_258, University of Bonn and University of Mannheim, Germany.
• Yuliyan Mitkov & Ulrich Schüwer, 2021. "Unequal and Unstable: Income Inequality and Bank Risk," CRC TR 224 Discussion Paper Series crctr224_2021_261, University of Bonn and University of Mannheim, Germany.
• Staveley-O’Carroll James & Staveley-O’Carroll Olena M., 2021. "International Welfare Spillovers of National Pension Schemes," The B.E. Journal of Macroeconomics, De Gruyter, vol. 21(1), pages 363-397, January.
• Dhaoui Abderrazak & Chevallier Julien & Ma Feng, 2021. "Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(2), pages 1-19, April.
• Harry ter Rele & Carolijn de Kok & Nicoleta Ciurila & Peter Zwaneveld, 2021. "Optimizing the life cycle path of pension premium payments and the pension ambition in the Netherlands," CPB Discussion Paper 421.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
• David Chambers & Christophe Spaenjers & Eva Maria Steiner, 2020. "The Rate of Return on Real Estate: Long-Run Micro-Level Evidence," Working Papers hal-02896386, HAL.
  • Chambers, David & Spaenjers, Christophe & Steiner, Eva, 2021. "The Rate of Return on Real Estate: Long-Run Micro-Level Evidence," CEPR Discussion Papers 15657, C.E.P.R. Discussion Papers.
• Simsek, Alp, 2021. "The Macroeconomics of Financial Speculation," CEPR Discussion Papers 15733, C.E.P.R. Discussion Papers.
• Breugem, Matthijs & Buss, Adrian & Peress, Joël, 2021. "What do Interest Rates Reveal about the Stock Market? A Noisy Rational Expectations Model of Stock and Bond Markets," CEPR Discussion Papers 15766, C.E.P.R. Discussion Papers.
• Fischer, Andreas M. & Greminger, Rafael P. & Grisse, Christian & Kaufmann, Sylvia, 2021. "Portfolio rebalancing in times of stress," Journal of International Money and Finance, Elsevier, vol. 113(C).
  • Andreas M. Fischer & Rafael Greminger & Christian Grisse, 2017. "Portfolio rebalancing in times of stress," Working Papers 2017-11, Swiss National Bank.
  • Fischer, Andreas M & Greminger, Rafael P. & Grisse, Christian & Kaufmann, Sylvia, 2021. "Portfolio rebalancing in times of stress," CEPR Discussion Papers 15777, C.E.P.R. Discussion Papers.
  • Andreas M. Fischer & Rafael Greminger & Christian Grisse, 2017. "Portfolio Rebalancing in Times of Stress," Globalization Institute Working Papers 322, Federal Reserve Bank of Dallas.
• Baron, Matthew & Laeven, Luc & Pénasse, Julien & Usenko, Yevhenii, 2021. "Investing in crises," Working Paper Series 2548, European Central Bank.
  • Baron, Matthew & Laeven, Luc & Penasse, Julien & Usenko, Yevhenii, 2021. "Investing in Crises," CEPR Discussion Papers 15858, C.E.P.R. Discussion Papers.
• Gantchev, Nick & Giannetti, Mariassunta & Li, Rachel, 2021. "Sustainability or Performance? Ratings and Fund Managers' Incentives," CEPR Discussion Papers 15945, C.E.P.R. Discussion Papers.
• Andonov, Aleksandar & Kräussl, Roman & Rauh, Joshua, 2021. "Institutional Investors and Infrastructure Investing," CEPR Discussion Papers 15946, C.E.P.R. Discussion Papers.
• Braggion, Fabio & Meyerinck, Felix & Schaub, Nic, 2021. "Inflation and Investors' Behavior: Evidence from the German Hyperinflation," CEPR Discussion Papers 15947, C.E.P.R. Discussion Papers.
• Gikas Hardouvelis & Georgios Karalas & Dimitri Vayanos, 2021. "The Distribution of Investor Beliefs, Stock Ownership and Stock Returns," NBER Working Papers 28697, National Bureau of Economic Research, Inc.
  • Hardouvelis, Gikas & Karalas, Georgios & Vayanos, Dimitri, 2021. "The Distribution of Investor Beliefs, Stock Ownership and Stock Returns," CEPR Discussion Papers 16029, C.E.P.R. Discussion Papers.
• Filippou, Ilias & Taylor, Mark & Wang, Zigan, 2021. "Media Sentiment and Currency Reversals," CEPR Discussion Papers 16049, C.E.P.R. Discussion Papers.
• William N. Goetzmann & Christophe Spaenjers & Stijn Van Nieuwerburgh, 2021. "Real and Private-Value Assets," NBER Working Papers 28580, National Bureau of Economic Research, Inc.
  • Goetzmann, William & Spaenjers, Christophe & van Nieuwerburgh, Stijn, 2021. "Real and Private Value Assets," CEPR Discussion Papers 16083, C.E.P.R. Discussion Papers.
• Laurent E. Calvet & John Y. Campbell & Francisco Gomes & Paolo Sodini, 2021. "The Cross-Section of Household Preferences," NBER Working Papers 28788, National Bureau of Economic Research, Inc.
  • Calvet, Laurent & Campbell, John Y & Gomes, Francisco J & Sodini, Paolo, 2021. "The Cross-Section of Household Preferences," CEPR Discussion Papers 16105, C.E.P.R. Discussion Papers.
• 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.
  • 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.
• Beber, Alessandro & Driessen, Joost & Neuberger, Anthony & Tuijp, Patrick, 2021. "Pricing Liquidity Risk with Heterogeneous Investment Horizons," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 56(2), pages 373-408, March.
  • Beber, Alessandro & Driessen, Joost & Tuijp, Patrick, 2011. "Pricing Liquidity Risk with Heterogeneous Investment Horizons," CEPR Discussion Papers 8710, C.E.P.R. Discussion Papers.
• 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.
• Samira Hellou, 2021. "Les effets de l’interaction entre les marchés financiers et la réglementation bancaire sur la structure des flux bancaires internationaux vers les pays émergents," EconomiX Working Papers 2021-5, University of Paris Nanterre, EconomiX.
• Giuzio, Margherita & Grill, Michael & Kryczka, Dominika & Weistroffer, Christian, 2021. "A theoretical model analysing investment funds’ liquidity management and policy measures," Macroprudential Bulletin, European Central Bank, vol. 12.
• Paz-Pardo, Gonzalo, 2021. "Homeownership and portfolio choice over the generations," Working Paper Series 2522, European Central Bank.
• 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.
• Baron, Matthew & Laeven, Luc & Penasse, Julien & Usenko, Yevhenii, 2021. "Investing in Crises," CEPR Discussion Papers 15858, C.E.P.R. Discussion Papers.
  • Baron, Matthew & Laeven, Luc & Pénasse, Julien & Usenko, Yevhenii, 2021. "Investing in crises," Working Paper Series 2548, European Central Bank.
• 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.
• Corradin, Stefano & Grimm, Niklas & Schwaab, Bernd, 2021. "Euro area sovereign bond risk premia during the Covid-19 pandemic," Working Paper Series 2561, European Central Bank.
• Ben-David, Itzhak & Li, Jiacui & Rossi, Andrea & Song, Yang, 2021. "Discontinued Positive Feedback Trading and the Decline of Momentum Profitability," Working Paper Series 2021-03, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• 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.
• Bennett, Benjamin & Stulz, Rene M. & Wang, Zexi, 2021. "Keeping Up with the Joneses and the Real Effects of S&P 500 Inclusion," Working Paper Series 2021-07, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Gu, R. & Peng, C. & Zhang, W., 2021. "The Gender Gap in Household Bargaining Power: A Portfolio-Choice Approach," Cambridge Working Papers in Economics 2130, Faculty of Economics, University of Cambridge.
• 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.
• Heinrich Ursprung, 2021. "Financial Returns to Collecting Rare Political Economy Books," CESifo Working Paper Series 8910, CESifo.
• Karl Schulz, 2021. "Redistribution of Return Inequality," CESifo Working Paper Series 8996, CESifo.
• Roxana Mihet, 2021. "Financial Technology and the Inequality Gap," Swiss Finance Institute Research Paper Series 21-04, Swiss Finance Institute.
• Lorenzo Bretscher & Lukas Schmid & Ishita Sen & Varun Sharma, 2021. "Institutional Corporate Bond Demand," Swiss Finance Institute Research Paper Series 21-07, Swiss Finance Institute.
• Philippe van der Beck & Coralie Jaunin, 2021. "The Equity Market Implications of the Retail Investment Boom," Swiss Finance Institute Research Paper Series 21-12, Swiss Finance Institute.
• Mirela Sandulescu & Paul Schneider, 2021. "Mispricing and Uncertainty in International Markets," Swiss Finance Institute Research Paper Series 21-14, Swiss Finance Institute.
• Tony Berrada, 2021. "Can the variance after-effect distort stock returns?," Swiss Finance Institute Research Paper Series 21-16, Swiss Finance Institute.
• Philipp Krueger & Daniel Metzger & Jiaxin Wu, 2021. "The Sustainability Wage Gap," Swiss Finance Institute Research Paper Series 21-17, Swiss Finance Institute.
• David Solo & Didier Sornette & Florian Ulmann, 2021. "Dynamical Internal Cost of Capital Driven by Cash Flow Growth," Swiss Finance Institute Research Paper Series 21-24, Swiss Finance Institute.
• Marc-Aurèle Divernois & Damir Filipović, 2021. "Event studies on investor sentiment," Swiss Finance Institute Research Paper Series 21-33, Swiss Finance Institute.
• Md. Tahidur Rahman & Syed Zabid Hossain & Md. Anwarul Haque, 2021. "Timing, Recurrence, and Effects of Fixed Asset Revaluation: Evidence from Bangladesh," International Journal of Economics and Financial Issues, Econjournals, vol. 11(2), pages 67-75.
• Francesco Carlier, 2021. "A Simple Options Trading Strategy based on Technical Indicators," International Journal of Economics and Financial Issues, Econjournals, vol. 11(2), pages 88-91.
• Jambotkar Mrunali Manohar & Guntur Anjana Raju, 2021. "Does Gold Retain its Hedge and Safe Haven Role for Energy Sector Indices During COVID-19 Pandemic? A Crossquantilogram Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 11(1), pages 233-240.
• Endri Endri & Muhamad Rinaldi & Dini Arifian & Bungaran Saing & Aminudin Aminudin, 2021. "Oil Price and Stock Return: Evidence of Mining Companies in Indonesia," International Journal of Energy Economics and Policy, Econjournals, vol. 11(2), pages 110-114.
• Tairi Room & Orsolya Soosaar, 2021. "The gender gap in pension wealth in Europe: Evidence from twenty countries," Bank of Estonia Working Papers wp2020-8, Bank of Estonia, revised 08 Apr 2021.
• Hope, Ole-Kristian & Li, Congcong & Lin, An-Ping & Rabier, MaryJane, 2021. "Happy analysts," Accounting, Organizations and Society, Elsevier, vol. 90(C).
• Guo, Shijun & Jiao, Yang & Xu, Zhiwei, 2021. "Trump’s Effect on the Chinese Stock Market," Journal of Asian Economics, Elsevier, vol. 72(C).
• Nguyen, James & Parsons, Richard & Argyle, Bronson, 2021. "An examination of diversification on bank profitability and insolvency risk in 28 financially liberalized markets," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
• Nguyen, Hung T. & Pham, Mia Hang, 2021. "Does investor attention matter for market anomalies?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
• Desagre, Christophe & D’Hondt, Catherine, 2021. "Googlization and retail trading activity," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
• da Silva, Paulo Pereira & Mendes, Victor, 2021. "Exchange-traded certificates, education and the disposition effect," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
• De Winne, Rudy, 2021. "Measuring the disposition effect," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
  • De Winne, Rudy, 2020. "Measuring the disposition effect," LIDAM Discussion Papers LFIN 2020001, Université catholique de Louvain, Louvain Finance (LFIN).
• Fuchs, Florian & Füss, Roland & Jenkinson, Tim & Morkoetter, Stefan, 2021. "Winning a deal in private equity: Do educational ties matter?," Journal of Corporate Finance, Elsevier, vol. 66(C).
• Block, Joern H. & Hirschmann, Mirko & Fisch, Christian, 2021. "Which criteria matter when impact investors screen social enterprises?," Journal of Corporate Finance, Elsevier, vol. 66(C).
• Brisley, Neil & Cai, Jay & Nguyen, Tu, 2021. "Required CEO stock ownership: Consequences for risk-taking and compensation," Journal of Corporate Finance, Elsevier, vol. 66(C).
• Alexandridis, George & Chen, Zhong & Zeng, Yeqin, 2021. "Financial hedging and corporate investment," Journal of Corporate Finance, Elsevier, vol. 67(C).
• Li, Kaifeng & Xia, Bobo & Guo, Zhaoxuan, 2021. "A consumption-based asset pricing model with disappointment aversion and uncertainty shocks," Economic Modelling, Elsevier, vol. 94(C), pages 235-243.
• Gao, Xiang & Sun, Li, 2021. "Modeling retirees’ investment behaviors in the presence of health expenditure risk and financial crisis risk," Economic Modelling, Elsevier, vol. 94(C), pages 442-454.
• Gregoriou, Greg N. & Racicot, François-Éric & Théoret, Raymond, 2021. "The response of hedge fund tail risk to macroeconomic shocks: A nonlinear VAR approach," Economic Modelling, Elsevier, vol. 94(C), pages 843-872.
• Shi, Huihong & Mu, Congming & Yang, Jinqiang & Huang, Wenli, 2021. "A Sino-US comparative analysis of the hi-tech entrepreneurial model," Economic Modelling, Elsevier, vol. 94(C), pages 953-966.
• Jiang, Yonghong & Lie, Jiayi & Wang, Jieru & Mu, Jinqi, 2021. "Revisiting the roles of cryptocurrencies in stock markets: A quantile coherency perspective," Economic Modelling, Elsevier, vol. 95(C), pages 21-34.
• Deng, Yang & Zhang, Ziqing & Zhu, Li, 2021. "A model-based index for systemic risk contribution measurement in financial networks," Economic Modelling, Elsevier, vol. 95(C), pages 35-48.
• Narayan, Seema & Rehman, Mobeen Ur, 2021. "Can home-biased investors diversify interregionally in the long run?," Economic Modelling, Elsevier, vol. 97(C), pages 167-181.
• Zaremba, Adam & Szyszka, Adam & Karathanasopoulos, Andreas & Mikutowski, Mateusz, 2021. "Herding for profits: Market breadth and the cross-section of global equity returns," Economic Modelling, Elsevier, vol. 97(C), pages 348-364.
• Singh, Amanjot, 2021. "Investigating the dynamic relationship between litigation funding, gold, bitcoin and the stock market: The case of Australia," Economic Modelling, Elsevier, vol. 97(C), pages 45-57.
• Chen, Xingjiang & Ruan, Xinfeng & Zhang, Wenjun, 2021. "Dynamic portfolio choice and information trading with recursive utility," Economic Modelling, Elsevier, vol. 98(C), pages 154-167.
• Li, Tongtong & Wang, Shibo & Yang, Jinqiang, 2021. "Robust consumption and portfolio choices with habit formation," Economic Modelling, Elsevier, vol. 98(C), pages 227-246.
• Su, Xiaoshan & Bai, Manying & Han, Yingwei, 2021. "Robust portfolio selection with regime switching and asymmetric dependence," Economic Modelling, Elsevier, vol. 99(C).
• Hsieh, Hui-Ching & Nguyen, Van Quoc Thinh, 2021. "Economic policy uncertainty and illiquidity return premium," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
• Yang, Bo & Gan, Liu, 2021. "Contingent capital, Tobin’s q and corporate capital structure," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
• Papadamou, Stephanos & Kyriazis, Nikolaos A. & Tzeremes, Panayiotis G., 2021. "Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
• Eom, Cheoljun & Kaizoji, Taisei & Livan, Giacomo & Scalas, Enrico, 2021. "Limitations of portfolio diversification through fat tails of the return Distributions: Some empirical evidence," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
• Będowska-Sójka, Barbara & Kliber, Agata, 2021. "Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
• Bagliano, Fabio C. & Fugazza, Carolina & Nicodano, Giovanna, 2021. "Life-cycle welfare losses from rules-of-thumb asset allocation," Economics Letters, Elsevier, vol. 198(C).
  • Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2020. "Life-Cycle Welfare Losses from Rules-of-Thumb Asset Allocation," Working papers 068, Department of Economics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
  • Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2020. "Life-Cycle Welfare Losses from Rules-of-Thumb Asset Allocation," Carlo Alberto Notebooks 616, Collegio Carlo Alberto.
• Gu, Ariel & Yoo, Hong Il, 2021. "Prospect Theory and Mutual Fund Flows," Economics Letters, Elsevier, vol. 201(C).
• Kouaissah, Noureddine, 2021. "Robust conditional expectation reward–risk performance measures," Economics Letters, Elsevier, vol. 202(C).
• Ding, Yi & Li, Yingying & Zheng, Xinghua, 2021. "High dimensional minimum variance portfolio estimation under statistical factor models," Journal of Econometrics, Elsevier, vol. 222(1), pages 502-515.
• Wang, Hanchao & Peng, Bin & Li, Degui & Leng, Chenlei, 2021. "Nonparametric estimation of large covariance matrices with conditional sparsity," Journal of Econometrics, Elsevier, vol. 223(1), pages 53-72.
• Kamil, Nazrol K.M. & Bacha, Obiyathulla I. & Masih, Mansur, 2021. "Is there a diversification “cost” of Shari’ah compliance? Empirical evidence from Malaysian equities," Economic Systems, Elsevier, vol. 45(1).
  • Kamil, Nazrol & Bacha, Obiyadulla & Masih, Mansur, 2014. "Is There A Diversification “Cost” of Shari’ah Compliance? Empirical Evidence from Malaysian Equities," MPRA Paper 56951, University Library of Munich, Germany.
• Geromichalos, Athanasios & Jung, Kuk Mo & Lee, Seungduck & Carlos, Dillon, 2021. "A model of endogenous direct and indirect asset liquidity," European Economic Review, Elsevier, vol. 132(C).
• Platanakis, Emmanouil & Sutcliffe, Charles & Ye, Xiaoxia, 2021. "Horses for courses: Mean-variance for asset allocation and 1/N for stock selection," European Journal of Operational Research, Elsevier, vol. 288(1), pages 302-317.
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• John H. Cochrane, 2021. "Portfolios for Long-Term Investors," NBER Working Papers 28513, National Bureau of Economic Research, Inc.
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  • Daniel L. Greenwald & Matteo Leombroni & Hanno Lustig & Stijn Van Nieuwerburgh, 2021. "Financial and Total Wealth Inequality with Declining Interest Rates," NBER Working Papers 28613, National Bureau of Economic Research, Inc.
• Itzhak Ben-David & Jiacui Li & Andrea Rossi & Yang Song, 2021. "Discontinued Positive Feedback Trading and the Decline of Momentum Profitability," NBER Working Papers 28624, National Bureau of Economic Research, Inc.
• 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.
• Hardouvelis, Gikas & Karalas, Georgios & Vayanos, Dimitri, 2021. "The Distribution of Investor Beliefs, Stock Ownership and Stock Returns," CEPR Discussion Papers 16029, C.E.P.R. Discussion Papers.
  • Gikas Hardouvelis & Georgios Karalas & Dimitri Vayanos, 2021. "The Distribution of Investor Beliefs, Stock Ownership and Stock Returns," NBER Working Papers 28697, National Bureau of Economic Research, Inc.
• Sean Cao & Wei Jiang & Junbo L. Wang & Baozhong Yang, 2021. "From Man vs. Machine to Man + Machine: The Art and AI of Stock Analyses," NBER Working Papers 28800, National Bureau of Economic Research, Inc.
• Nicolae B. Gârleanu & Stavros Panageas & Geoffery X. Zheng, 2021. "A Long and a Short Leg Make For a Wobbly Equilibrium," NBER Working Papers 28824, National Bureau of Economic Research, Inc.
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• 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.
• 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.
• 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.
• Christoph Huber & Jürgen Huber & Michael Kirchler, 2021. "Volatility Shocks and Investment Behavior," Working Papers 2021-06, Faculty of Economics and Statistics, University of Innsbruck.
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• 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.
• Narasimhan Jegadeesh & Chandra Sekhar Mangipudi & Stijn Van Nieuwerburgh, 2021. "What Do Fund Flows Reveal about Asset Pricing Models and Investor Sophistication?," Review of Financial Studies, Society for Financial Studies, vol. 34(1), pages 108-148.
• Christopher S Jones & Haitao Mo & Lauren Cohen, 2021. "Out-of-Sample Performance of Mutual Fund Predictors," Review of Financial Studies, Society for Financial Studies, vol. 34(1), pages 149-193.
• Andres Donangelo & Stijn Van Nieuwerburgh, 2021. "Untangling the Value Premium with Labor Shares," Review of Financial Studies, Society for Financial Studies, 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 Financial Studies, Society for Financial Studies, vol. 34(1), pages 67-107.
• 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.
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• Rama K. Malladi & Joshua D. Mean, 2021. "Is it a gender representation issue or a gender pay gap issue? A study of the replaced executives in the USA," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 56(2), pages 67-80, April.
• Zhihui Lv & Amanda M. Y. Chu & Wing Keung Wong & Thomas C. Chiang, 2021. "The maximum-return-and-minimum-volatility effect: evidence from choosing risky and riskless assets to form a portfolio," Risk Management, Palgrave Macmillan, vol. 23(1), pages 97-122, June.
• Juan Carlos Matallín-Sáez & Amparo Soler-Domínguez & Diego Víctor Mingo-López, 2021. "On management risk and price in the mutual fund industry: style and performance distribution analysis," Risk Management, Palgrave Macmillan, vol. 23(1), pages 150-171, June.
• 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.
• 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.
• Victor Olkhov, 2021. "To VaR, or Not to VaR, That is the Question," Papers 2101.08559, arXiv.org.
  • Olkhov, Victor, 2021. "To VaR, or Not to VaR, That is the Question," MPRA Paper 105458, University Library of Munich, Germany.
• Nagano, Mamoru & Uchida, Yuki, 2021. "Online Banking Users vs. Branch Visitors: Why Are Their Portfolio Returns Different?," MPRA Paper 105531, University Library of Munich, Germany.
• Flores Sánchez, Edgar Mauricio & Rodríguez Batres, Axel & Varela Espidio, Joaquín Bernardo, 2021. "Risk assessment for micro companies belonging to selected economic branches of the professional, scientific and technical services sector in Mexico through the Beta coefficient," MPRA Paper 105727, 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.
  • 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.
• Montshioa, Keitumetse & Muteba Mwamba, John Weirstrass & Bonga-Bonga, Lumengo, 2021. "Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies," MPRA Paper 106248, University Library of Munich, Germany.
• Sapre, Nikhil, 2021. "Revisiting the Expected Utility Theory and the Consumption CAPM," MPRA Paper 106668, University Library of Munich, Germany.
• Kumar, Satish & Tiwari, Aviral & Raheem, Ibrahim & Hille, Erik, 2021. "Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach," MPRA Paper 106684, University Library of Munich, Germany.
• Svetlana Pashchenko & Ponpoje Porapakkarm, 2020. "Value of Life and Annuity Demand," Working Papers 2020-042, Human Capital and Economic Opportunity Working Group.
  • Pashchenko, Svetlana & Porapakkarm, Ponpoje, 2021. "Value of Life and Annuity Demand," MPRA Paper 107378, University Library of Munich, Germany.
  • Pashchenko, Svetlana & Porapakkarm, Ponpoje, 2020. "Value of Life and Annuity Demand," MPRA Paper 100794, University Library of Munich, Germany.
• Imran, Zulfiqar Ali & Ahad, Muhammad, 2021. "Safe Haven or Hedge: Diversification Abilities of Asset Classes in Pakistan," MPRA Paper 107613, University Library of Munich, Germany, revised 02 May 2021.
• N'Golo Kone, 2021. "Efficient mean-variance portfolio selection by double regularization," Working Paper 1453, Economics Department, Queen's University.
• Aksoy, Baris, 2021. "Predicting Direction of Stock Price Using Machine Learning Techniques: The Sample of Borsa Istanbul (Pay Senedi Fiyat Yönünün Makine Öğrenmesi Yöntemleri ile Tahmini: Borsa İstanbul Örneği)," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 12(1), pages 89-110, January.
• Avci, S. Burcu, 2021. "Long-Run Price and Operating Performance of Initial Public Offerings in Borsa Istanbul," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 12(2), pages 339-358, April.
• Seema REHMAN & Saqib SHARIF & Wali ULLAH, 2021. "Higher Realized Moments and Stock Return Predictability," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 48-70, December.
• Rafiqul Bhuyan & Mohammad Robbani & Bakhtear Talukder, 2021. "Oil Volatility Spillover into Oil Dependent Equity-Sector Stock Returns: Evidence from Major Oil Producing Countries," Bulletin of Applied Economics, Risk Market Journals, vol. 8(1), pages 149-165.
• David Ardia & Keven Bluteau & Kris Boudt & Koen Inghelbrecht, 2020. "Climate change concerns and the performance of green versus brown stocks," Working Paper Research 395, National Bank of Belgium.
  • David Ardia & Keven Bluteau & Kris Boudt & Koen Inghelbrecht, 2021. "Climate change concerns and the performance of green versus brown stocks," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1011, Ghent University, Faculty of Economics and Business Administration.
• Beutel, Johannes & Metiu, Norbert & Stockerl, Valentin, 2021. "Toothless tiger with claws? Financial stability communication, expectations, and risk-taking," Discussion Papers 05/2021, Deutsche Bundesbank.
• Fricke, Daniel, 2021. "Synthetic leverage and fund risk-taking," Discussion Papers 09/2021, Deutsche Bundesbank.
• 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.
• 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.
• 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.
• Bali, Turan G. & Weigert, Florian, 2021. "Hedge funds and the positive idiosyncratic volatility effect," CFR Working Papers 21-01, University of Cologne, Centre for Financial Research (CFR).
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• Zinovyev, Elizaveta & Reule, Raphael C. G. & Härdle, Wolfgang, 2021. "Understanding Smart Contracts: Hype or hope?," IRTG 1792 Discussion Papers 2021-004, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Britto, Anthony & Dehler-Holland, Joris & Fichtner, Wolf, 2021. "Optimal investment in energy efficiency as a problem of growth rate maximisation," Working Paper Series in Production and Energy 56, Karlsruhe Institute of Technology (KIT), Institute for Industrial Production (IIP).
• Hoang, Daniel & Silbereis, Fabian & Stengel, Raphael, 2021. "Do nonfinancial firms hold risky financial assets? Evidence from Germany," Working Paper Series in Economics 149, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
• Bu, Di & Hanspal, Tobin & Liao, Yin & Liu, Yong, 2021. "Risk taking, preferences, and beliefs: Evidence from Wuhan," SAFE Working Paper Series 301, Leibniz Institute for Financial Research SAFE.
• Bernard, Sabine & Loos, Benjamin & Weber, Martin, 2021. "The disposition effect in boom and bust markets," SAFE Working Paper Series 305, Leibniz Institute for Financial Research SAFE.
• Latino, Carmelo & Pelizzon, Loriana & Rzeźnik, Aleksandra, 2021. "The power of ESG ratings on stock markets," SAFE Working Paper Series 310, Leibniz Institute for Financial Research SAFE.
• Dilger, Alexander, 2021. "Kapitalwert bei Null- und Negativzinsen," Discussion Papers of the Institute for Organisational Economics 4/2021, University of Münster, Institute for Organisational Economics.
• Saad Azmat & Haiqa Ali & Kym Brown & Michael Skully, 2021. "Persuasion in Islamic finance," Australian Journal of Management, Australian School of Business, vol. 46(2), pages 272-286, May.
• Andrey Kudryavtsev, 2021. "Effect of Market-Wide Herding on the Next Day's Stock Return," Bulgarian Economic Papers bep-2021-04, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, revised Mar 2021.
• Marie Briere & Ariane Szafarz, 2021. "When it Rains, it Pours: Multifactor Asset Management in Good and Bad Times," Working Papers CEB 21-002, ULB -- Universite Libre de Bruxelles.
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• Gian Paolo Clemente & Rosanna Grassi & Asmerilda Hitaj, 2021. "Asset allocation: new evidence through network approaches," Annals of Operations Research, Springer, vol. 299(1), pages 61-80, April.
• Alessia Naccarato & Andrea Pierini & Giovanna Ferraro, 2021. "Markowitz portfolio optimization through pairs trading cointegrated strategy in long-term investment," Annals of Operations Research, Springer, vol. 299(1), pages 81-99, April.
• Andrea Flori & Fabrizio Lillo & Fabio Pammolli & Alessandro Spelta, 2021. "Better to stay apart: asset commonality, bipartite network centrality, and investment strategies," Annals of Operations Research, Springer, vol. 299(1), pages 177-213, April.
• 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.
• Alla Petukhina & Erin Sprünken, 2021. "Evaluation of multi-asset investment strategies with digital assets," Digital Finance, Springer, vol. 3(1), pages 45-79, March.
• 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.
• 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.
• 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.
• 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.
• 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.
• Jiří Šindelář & Michal Erben, 2021. "Does Distribution Growth Affect the Insurers' Asset Allocation in Life Insurance? The Case of Central Europe," Prague Economic Papers, Prague University of Economics and Business, vol. 2021(1), pages 20-36.
• 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.
• 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.
• 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.
• 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.
• Barbu, Alexandru & Fricke, Christoph & Moench, Emanuel, 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.
• 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.
• 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.
• 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).
• Remy Levin & Daniela Vidart, 2021. "Risk-Taking Adaptation to Macroeconomic Experiences: Theory and Evidence from Developing Countries," Working papers 2021-09, University of Connecticut, Department of Economics.
• 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.
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• 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.
• 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.
• Vikram Ghandeeswaran Narayanan & Gopakumar Kattiparambil Unni, 2021. "Determinants of Volume of IPOs in India: A Case of Count Model with Overdispersion," Economic Research Guardian, Weissberg Publishing, vol. 11(1), pages 27-46, June.
• Feixue Gong & Gregory Phelan, 2020. "Collateral Constraints, Tranching, and Price Bases," Department of Economics Working Papers 2020-03, Department of Economics, Williams College.
  • Feixue Gong & Gregory Phelan, 2021. "Collateral Constraints, Tranching, and Price Bases," Department of Economics Working Papers 2021-07, Department of Economics, Williams College.
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  • Hamish Low & Agnes Kovacs, 2020. "Estimating Temptation and Commitment Over the Life-Cycle," Economics Series Working Papers 796, University of Oxford, Department of Economics.
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  • Becker, Janis & Leschinski, Christian, 2018. "Estimating the Volatility of Asset Pricing Factors," Hannover Economic Papers (HEP) dp-631, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• 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.
  • Christelis, Dimitris & Ehrmann, Michael & 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.
• Peter Andre & Carlo Pizzinelli & Christopher Roth & Johannes Wohlfart, 2019. "Subjective Models of the Macroeconomy: Evidence from Experts and a Representative Sample," CESifo Working Paper Series 7850, CESifo.
  • 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, 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).
• Hazik Mohamed, 2020. "Beyond Fintech:Technology Applications for the Islamic Economy," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11885, August.
• 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.
• 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, August.
• 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..

2020

• 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.
• Jetter, Michael & Magnusson, Leandro M. & Roth, Sebastian, 2020. "Becoming sensitive: Males’ risk and time preferences after the 2008 financial crisis," European Economic Review, Elsevier, vol. 128(C).
  • Jetter, Michael & Magnusson, Leandro & Roth, Sebastian, 2020. "Becoming Sensitive: Males' Risk and Time Preferences after the 2008 Financial Crisis," IZA Discussion Papers 13054, Institute of Labor Economics (IZA).
  • Michael Jetter & Leandro M. Magnusson & Sebastian Roth, 2020. "Becoming sensitive: Males’ risk and time preferences after the 2008 Financial Crisis," Economics Discussion / Working Papers 20-09, The University of Western Australia, Department of Economics.
• 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".
• 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.
  • 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".
• Diana Barro & Marco Corazza & Martina Nardon, 2020. "Cumulative Prospect Theory portfolio selection," Working Papers 2021:26, Department of Economics, University of Venice "Ca' Foscari".
• 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.
  • 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).
• 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.
• 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.
• 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.
• 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.
• 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?," Working Papers 2011, 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.
• 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, Weissberg 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.
  • Feixue Gong & Gregory Phelan, 2021. "Collateral Constraints, Tranching, and Price Bases," Department of Economics Working Papers 2021-07, Department of Economics, Williams College.
• 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.
• 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, 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.
• Andreas Fagereng & Luigi Guiso & Davide Malacrino & Luigi Pistaferri, 2020. "Heterogeneity and Persistence in Returns to Wealth," Econometrica, Econometric Society, vol. 88(1), pages 115-170, January.
  • Fagereng, Andreas & Guiso, Luigi & Malacrino, Davide & Pistaferri, Luigi, 2016. "Heterogeneity and Persistence in Returns to Wealth," CEPR Discussion Papers 11635, C.E.P.R. Discussion Papers.
  • 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.
  • Mr. Davide Malacrino & Andreas Fagereng & Luigi Guiso & Luigi Pistaferri, 2018. "Heterogeneity and Persistence in Returns to Wealth," IMF Working Papers 2018/171, International Monetary Fund.
  • Andreas Fagereng & Luigi Guiso & Davide Malacrino & Luigi Pistaferri, 2018. "Heterogeneity and Persistence in Returns to Wealth," CESifo Working Paper Series 7107, CESifo.
• Makoto Nakajima & Irina A. Telyukova, 2020. "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.
  • Irina A. Telyukova & Makoto Nakajima, 2011. "Home Equity in Retirement," NFI Working Papers 2011-WP-08B, Indiana State University, Scott College of Business, Networks Financial Institute, revised Aug 2011.
  • Makoto Nakajima & Irina A. Telyukova, 2019. "Home Equity in Retirement," Working Papers 19-50, Federal Reserve Bank of Philadelphia.
• Christian Friedrich & Pierre Guérin, 2020. "The Dynamics of Capital Flow Episodes," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(5), pages 969-1003, August.
  • Christian Friedrich & Pierre Guérin, 2016. "The Dynamics of Capital Flow Episodes," Staff Working Papers 16-9, Bank of Canada.
• John B Guerard & William T Ziemba (ed.), 2020. "Handbook of Applied Investment Research," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11727, August.
• Eliezer Prisman, 2020. "Lecture Notes in Investment:Investment Fundamentals," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11806, August.
• Frank J Fabozzi & Francesco A Fabozzi, 2020. "Fundamentals of Institutional Asset Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11819, August.
• Rajiv Aggarwal, 2020. "Fixed Coupon Note:High Returns and Low Risk," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11958, August.
• 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..
• Constantine Dzhabarov & William T. Ziemba, 2020. "Sell-in-May-and-Go-Away in the U.S. Equity Index Futures Markets, 1993–2019," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 10, pages 173-186, World Scientific Publishing Co. Pte. Ltd..
• 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..
• Constantine Dzhabarov & Alexandre Ziegler & William T. Ziemba, 2020. "Sell-in-May-and-Go-Away: The International Evidence," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 13, pages 247-280, World Scientific Publishing Co. Pte. Ltd..
• 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..
• J. B. Guerard Jr. & S. T. Rachev & B. P. Shao, 2020. "Efficient global portfolios: Big data and investment universes," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 16, pages 357-367, World Scientific Publishing Co. Pte. Ltd..
• Harry M. Markowitz & David Starer & Harvey Fram & Sander Gerber, 2020. "Avoiding the Downside: A Practical Review of the Critical Line Algorithm for Mean–Semivariance Portfolio Optimization," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 17, pages 369-415, World Scientific Publishing Co. Pte. Ltd..
• 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..
  • Tim Leung & Brian Ward, 2019. "Tracking VIX with VIX Futures: Portfolio Construction and Performance," Papers 1907.00293, arXiv.org.
• Barret Pengyuan Shao, 2020. "Long-Memory Processes in High-Frequency Foreign Exchange and U.S. Equity Market," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 22, pages 597-620, World Scientific Publishing Co. Pte. Ltd..
• 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..
• H. D. Vinod, 2020. "Econometric Tools for Stress Testing Using Time Heterogeneity and Maximum Entropy," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 25, pages 661-690, World Scientific Publishing Co. Pte. Ltd..
• H. D. Vinod & John B. Guerard Jr., 2020. "Causality Studies of Real GDP, Unemployment, and Leading Indicators," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 26, pages 691-724, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Gillam & Russell Read, 2020. "Investing on the “Far Side of the Moon”: Capturing Capital Market Inclusion Opportunity across MEASA (Middle East–Africa–South Asia)," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 27, pages 725-741, World Scientific Publishing Co. Pte. Ltd..
• Rajiv Aggarwal, 2020. "What Is Fixed Coupon Note (Fcn)," World Scientific Book Chapters, in: Fixed Coupon Note High Returns and Low Risk, chapter 1, pages 1-36, World Scientific Publishing Co. Pte. Ltd..
• Rajiv Aggarwal, 2020. "Options Basics," World Scientific Book Chapters, in: Fixed Coupon Note High Returns and Low Risk, chapter 2, pages 37-56, World Scientific Publishing Co. Pte. Ltd..
• Rajiv Aggarwal, 2020. "How To Construct A Fixed Coupon Note (Fcn)," World Scientific Book Chapters, in: Fixed Coupon Note High Returns and Low Risk, chapter 3, pages 57-94, World Scientific Publishing Co. Pte. Ltd..
• Rajiv Aggarwal, 2020. "Performance Evaluation And Remedies," World Scientific Book Chapters, in: Fixed Coupon Note High Returns and Low Risk, chapter 4, pages 95-110, World Scientific Publishing Co. Pte. Ltd..
• Rajiv Aggarwal, 2020. "Options — A Deeper Dive," World Scientific Book Chapters, in: Fixed Coupon Note High Returns and Low Risk, chapter 5, pages 111-121, World Scientific Publishing Co. Pte. Ltd..
• Rajiv Aggarwal, 2020. "Perspective Of The Issuer," World Scientific Book Chapters, in: Fixed Coupon Note High Returns and Low Risk, chapter 6, pages 123-136, World Scientific Publishing Co. Pte. Ltd..
• Rajiv Aggarwal, 2020. "Variants Of Fixed Coupon Notes (Fcns)," World Scientific Book Chapters, in: Fixed Coupon Note High Returns and Low Risk, chapter 7, pages 137-145, World Scientific Publishing Co. Pte. Ltd..
• Rajiv Aggarwal, 2020. "Impact Of Covid 19 Turmoil On Fixed Coupon Notes (Fcns)," World Scientific Book Chapters, in: Fixed Coupon Note High Returns and Low Risk, chapter 8, pages 147-153, World Scientific Publishing Co. Pte. Ltd..
• Fricke, Daniel & Wilke, Hannes, 2020. "Connected funds," Discussion Papers 48/2020, Deutsche Bundesbank.
  • Fricke, Daniel & Wilke, Hannes, 2020. "Connected Funds," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224511, Verein für Socialpolitik / German Economic Association.
• Gutsche, Gunnar & Wetzel, Heike & Ziegler, Andreas, 2020. "How relevant are economic preferences and personality traits for individual sustainable investment behavior? A framed field experiment," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224542, Verein für Socialpolitik / German Economic Association.
• Kaufmann, Christoph, 2020. "Investment funds, monetary policy, and the global financial cycle," Working Paper Series 2489, European Central Bank.
  • 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.
• Buhlmann, Florian & Doerrenberg, Philipp & Voget, Johannes & Loos, Benjamin, 2020. "How do taxes affect the trading behavior of private investors? Evidence from individual portfolio data," ZEW Discussion Papers 20-047, ZEW - Leibniz Centre for European Economic Research.
• Fey, Jan-Christian & Lerbs, Oliver & Schmidt, Carolin & Weber, Martin, 2020. "Risk attitude and capital market participation: Is there a gender investment gap in Germany?," ZEW Discussion Papers 20-080, ZEW - Leibniz Centre for European Economic Research.
• Gianluca De Nard & Robert F. Engle & Olivier Ledoit & Michael Wolf, 2020. "Large dynamic covariance matrices: enhancements based on intraday data," ECON - Working Papers 356, Department of Economics - University of Zurich.
• Ahrens, Steffen & Bitter, Lea & Bosch-Rosa, Ciril, 2020. "Coordination under Loss Contracts," Rationality and Competition Discussion Paper Series 256, CRC TRR 190 Rationality and Competition.
• Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2020. "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.
  • Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2020. "Code and data files for "Default, Bailouts and the Vertical Structure of Financial Intermediaries"," Computer Codes 18-105, Review of Economic Dynamics.
• Astebro, Thomas B. & Lovo, Stefano & Fernandez Sierra, Manuel & Vulkan, Nir, 2017. "Herding in Equity Crowdfunding," HEC Research Papers Series 1245, HEC Paris, revised 04 Jun 2018.
  • Astebro, Thomas & Fernández, Manuel & Cadena-Silva, Carlos & Vulkan, Nir, 2020. "Herding in Equity Crowdfunding," Working papers 34, Red Investigadores de Economía.
• José Antonio Ocampo & Germán D. Orbegozo & Mauricio Villamizar-Villegas, 2020. "Post-graduation from the original sin problem The effects of market participation on sovereign debt markets," Borradores de Economia 1113, Banco de la Republica de Colombia.
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• Jose Vicente Romero & Hernando Vargas-Herrera & Pamela Cardozo & Andrés Murcia, 2020. "Effects of foreign participation in the colombian local public debt market on domestic financial conditions," Borradores de Economia 1115, Banco de la Republica de Colombia.
  • Vargas-Herrera, Hernando & Cardozo, Pamela & Romero, Jose Vicente & Murcia, Andrés, 2020. "Effects of foreign participation in the colombian local public debt market on domestic financial conditions," Working papers 44, Red Investigadores de Economía.
• Restrepo-Plaza, Lina & Villarreal, Jhon Sebastian, 2020. "Expertos, Pares y Galletas de la Fortuna: Evidencia Experimental del Rol del Consejo en la Toma de Decisiones de Inversión," Working papers 53, Red Investigadores de Economía.
• Mendoza, Freddy & Restrepo-Plaza, Lina, 2020. "Justicia de Mano Propia: Un Experimento de Castigos de Terceros," Working papers 61, Red Investigadores de Economía.
• Maurizio Daniele & Winfried Pohlmeier & Aygul Zagidullina, 2020. "Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices," Working Paper series 20-03, Rimini Centre for Economic Analysis.
• Tsiakas, Ilias & Li, Jiahan & Zhang, Haibin, 2020. "Equity premium prediction and the state of the economy," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 75-95.
  • Ilias Tsiakas & Jiahan Li & Haibin Zhang, 2020. "Equity Premium Prediction and the State of the Economy," Working Paper series 20-16, Rimini Centre for Economic Analysis.
• Sofronis Clerides & Styliani-Iris Krokida & Neophytos Lambertides & Dimitris Tsouknidis, 2020. "What matters for consumer sentiment? World oil price or retail gasoline price?," University of Cyprus Working Papers in Economics 05-2020, University of Cyprus Department of Economics.
  • Sofronis Clerides & Styliani-Iris Krokida & Neophytos Lambertides & Dimitris Tsouknidis, 2020. "What matters for consumer sentiment? World oil price or retail gasoline price?," Working Paper series 20-22, Rimini Centre for Economic Analysis.
• Yang, Junhong & Wu, Yu & Huang, Bihong, 2020. "Digital Finance and Financial Literacy: An Empirical Investigation of Chinese Households," ADBI Working Papers 1209, Asian Development Bank Institute.
• Artamonov, Nikita & Voronina, Anna & Emelyanov, Nikita & Kurbatskii, Aleksei, 2020. "Estimation of interest rates’ impact on mutual funds’ performance in the USA," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 58, pages 55-75.
• Yusuf, Ismaila Akanni & Mesagan, Ekundayo Peter & Amadi, Agatha Nkem, 2020. "Effect of financial deepening on stock market returns: The case of military and democratic post-SAP regimes in Nigeria," BizEcons Quarterly, Strides Educational Foundation, vol. 6, pages 3-21.
• Sengul Gunes, Gulnaz & Tanrivermis, Harun, 2020. "A Research on Real Estate Investment Fund Managers in Turkey," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 11(2), pages 431-444, April.
• Akhbari, Marlena & Ainina, M. Fall & Larsen, James E., 2020. "Another Look at the Relationship between Portfolio Returns and Market Multiples," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 11(3), pages 671-680, July.
• Ozkan, Oktay, 2020. "In Which Sectors Can Historical Prices Be Used for Return Predictability? An Empirical Study on Istanbul Stock Exchange with Automatic Portmanteau Test," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 11(3), pages 703-712, July.
• Bilodeau, Yann, 2020. "Deep limit order book events dynamics," Working Papers 20-4, HEC Montreal, Canada Research Chair in Risk Management.
• Selmi, Refk Selmi & Errami, Youssef Errami & Wohar, Mark E., 2020. "What Trump’s China Tariffs Have Cost U.S. Companies?," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 35(2), pages 282-295.
• Selmi, Refk & Bouoiyour, Jamal & Hammoudeh, Shawkat, 2020. "Common and Country-Specific Uncertainty Fluctuations in Major Oil-Producing Countries: A Comparative Study," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 35(4), pages 724-750.
• Merkle, Christoph, 2020. "Robo-advice and the future of delegated investment," Journal of Financial Transformation, Capco Institute, vol. 51, pages 20-27.
• Salathe, Tyler & McDonald, James, 2020. "Wealth management in the age of digital assets: How financial advisors can find opportunities amongst disruption," Journal of Financial Transformation, Capco Institute, vol. 51, pages 28-33.
• O'Leary, Luke & Hauman, Mindy, 2020. "Regulatory Implications of ESG Investment," Journal of Financial Transformation, Capco Institute, vol. 51, pages 163-171.
• Szapiro, Aron & Pettit, Andy, 2020. "Regulating ESG investing the E.U. way," Journal of Financial Transformation, Capco Institute, vol. 51, pages 180-188.
• Ferreira, José & Gama, Ana, 2020. "The Relationship Between The Factors Of Risk In Asset Evaluation Models And Future Economic Growth: Evidence From Three Regional Markets," Journal of Spatial and Organizational Dynamics, Cinturs - Research Centre for Tourism, Sustainability and Well-being, University of Algarve, vol. 8(4), pages 300-319.
• Argha, Leila & Mowlaei, Mohammad & Khezri, Mohsen, 2020. "Investigation of Dynamic Conditional Correlation between Selected Assets with Iran’s Return of Stock Price Index: DCC- FIAPARCH Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 6(4), pages 251-274, February.
• 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.
• Ebadi, Jafar & Elahi, Naser & Houshmand Gohar, Saeideh, 2020. "Systemic Risk and Mutual Fund," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 7(2), pages 199-222, August.
• zakeri, Zinat & Shakeri, Abbas & Mohammadi, Teimoor, 2020. "Selecting an Appropriate Model to Study the Transmission Volatility between the Financial Markets of Selected Islamic Oil Exporting Countries," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 7(3), pages 1-24, 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.
• Dariusz FILIP, 2020. "Are Fund Attributes Risk Drivers? Evidence for the Polish Mutual Funds," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 22-36, March.
• Abdul WAHID & Muhammad Zubair MUMTAZ & Edmund H. MANTELL, 2020. "Short-Run Pricing Performance of Local and Dual Class IPOs in Alternative Investment Market," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 57-74, March.
• Hao FANG & Joseph C. P. SHIEH & Tsang-Yao CHANG & Meng-Wen WU, 2020. "Which Types of Stocks Herded by Foreign Institutional Investors are Informational in the Emerging Stock Market?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 31-48, September.
• Zura Kakushadze & Willie Yu, 2020. "Machine Learning Treasury Yields," Bulletin of Applied Economics, Risk Market Journals, vol. 7(1), pages 1-65.
• Costas Siriopoulos & Maria Skaperda, 2020. "Investing in mutual funds: are you paying for performance or for the ties of the manager?," Bulletin of Applied Economics, Risk Market Journals, vol. 7(2), pages 153-164.
• Zura Kakushadze, 2020. "Option Pricing: Channels, Target Zones and Sideways Markets," Bulletin of Applied Economics, Risk Market Journals, vol. 7(2), pages 25-33.
• Andrey Kudryavtsev, 2020. "Stock Return Dynamics after Analyst Recommendation Revisions," Journal of Risk & Control, Risk Market Journals, vol. 7(1), pages 1-16.
• Redkin, Nikita (Редкин, Никита), 2020. "Optimization of Investment Portfolios Taking into Account the Behavioral Perception of Monetary Policy [Оптимизация Инвестиционных Портфелей С Учетом Поведенческого Восприятия Денежно-Кредитной Пол," Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 3, pages 44-73, June.
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• Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan & Wohar, Mark E., 2020. "The effect of global and regional stock market shocks on safe haven assets," Structural Change and Economic Dynamics, Elsevier, vol. 54(C), pages 297-308.
• Huynh, Toan Luu Duc & Hille, Erik & Nasir, Muhammad Ali, 2020. "Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies," Technological Forecasting and Social Change, Elsevier, vol. 159(C).
• Ma, Yechi & Ahmad, Ferhana & Liu, Miao & Wang, Zilong, 2020. "Portfolio optimization in the era of digital financialization using cryptocurrencies," Technological Forecasting and Social Change, Elsevier, vol. 161(C).
• Weifeng Liu & Phitawat Poonpolkul, 2020. "Demographic impacts on life cycle portfolios and financial market structures," CAMA Working Papers 2020-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Fricke, Daniel & Roukny, Tarik, 2020. "Generalists and specialists in the credit market," Journal of Banking & Finance, Elsevier, vol. 112(C).
  • Fricke, Daniel & Roukny, Tarik, 2020. "Generalists and specialists in the credit market," LSE Research Online Documents on Economics 87749, London School of Economics and Political Science, LSE Library.
• Luigi Guiso & Luigi Pistaferri, 2020. "The insurance role of the firm," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 45(1), pages 1-23, March.
  • Luigi Guiso & Luigi Pistaferri, 2020. "The insurance role of the firm," EIEF Working Papers Series 2001, Einaudi Institute for Economics and Finance (EIEF), revised Jan 2020.
• 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 May 2020.
  • 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.
  • Pagano, Marco & Wagner, Christian & Zechner, Josef, 2020. "Disaster Resilience and Asset Prices," CEPR Discussion Papers 14773, C.E.P.R. Discussion Papers.
• Grasso, Adriana & Passadore, Juan & Piguillem, Facundo, 2020. "The Macroeconomics of Hedging Income Shares," CEPR Discussion Papers 14732, C.E.P.R. Discussion Papers.
  • 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.
• Marie Scholer & Lazaro Cuesta Barbera, 2020. "The EU sustainable finance taxonomy from the perspective of the insurance and reinsurance sector," EIOPA Financial Stability Report - Thematic Articles 17, EIOPA, Risks and Financial Stability Department.
• Petr Jakubik, 2020. "The impact of EIOPA statement on insurers dividends: evidence from equity market," EIOPA Financial Stability Report - Thematic Articles 18, EIOPA, Risks and Financial Stability Department.
• Alistair Hunt & Filippo Fraschini, 2020. "Portfolio analysis as a means of managing uncertainties in climate change adaptation: some initial reflections," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 97(01), pages 63-81.
• Lan Sun, 2020. "Accrual mispricing in the era of corporate governance reforms," Asian Review of Accounting, Emerald Group Publishing, vol. 28(3), pages 373-394, May.
• Xiyang Li & Bin Li & Tarlok Singh & Kan Shi, 2020. "Predicting stock market returns in the US: evidence from an average correlation approach," Accounting Research Journal, Emerald Group Publishing, vol. 33(2), pages 411-433, February.
• Imran Yousaf & Shoaib Ali, 2020. "Integration between real estate and stock markets: new evidence from Pakistan," International Journal of Housing Markets and Analysis, Emerald Group Publishing, vol. 13(5), pages 887-900, April.
• Manuchehr Irandoust, 2020. "The causality between house prices and stock prices: evidence from seven European countries," International Journal of Housing Markets and Analysis, Emerald Group Publishing, vol. 14(1), pages 137-156, May.
• Osman Gulseven & Ozgun Ekici, 2020. "The role of real estate and gold as inflation hedges: the Islamic influence," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing, vol. 14(2), pages 391-408, December.
• Md. Bokhtiar Hasan Aarif & Muhammad Rafiqul Islam Rafiq & Abu N.M. Wahid, 2020. "Do ‘Shariah’ indices surpass conventional indices? A study on Dhaka Stock Exchange," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing, vol. 14(1), pages 94-113, August.
• Nadia Anjum & Suresh Kumar Oad Rajput, 2020. "Forecasting Islamic equity indices alpha," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing, vol. 14(1), pages 183-203, September.
• Zaghum Umar & Dimitrios Kenourgios & Muhammad Naeem & Khadija Abdulrahman & Salma Al Hazaa, 2020. "The inflation hedging capacity of Islamic and conventional equities," Journal of Economic Studies, Emerald Group Publishing, vol. 47(6), pages 1377-1399, May.
• Kozo Omori & Tomoki Kitamura, 2020. "Effect of debt tax benefits on corporate pension funding and risk-taking," Journal of Economic Studies, Emerald Group Publishing, vol. 47(6), pages 1327-1337, May.
• Giuseppe Munda & Agata Matarazzo, 2020. "On the impossibility of using “the correct” cost–benefit aggregation rule," Journal of Economic Studies, Emerald Group Publishing, vol. 47(5), pages 1119-1136, April.
• Hechem Ajmi & Nadia Arfaoui, 2020. "Effects of the political risk on Bitcoin return and volatility: evidence from the 2016 US presidential election," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 13(1), pages 94-115, August.
• Aron Gottesman & Iuliana Ismailescu, 2020. "Student selectivity and higher education institutions credit ratings," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 13(1), pages 136-159, June.
• Aviral Kumar Tiwari & Christophe André & Rangan Gupta, 2020. "Spillovers between US real estate and financial assets in time and frequency domains," Journal of Property Investment & Finance, Emerald Group Publishing, vol. 38(6), pages 525-537, April.
  • Aviral Kumar Tiwari & Christophe Andre & Rangan Gupta, 2019. "Spillovers between US Real Estate and Financial Assets in Time and Frequency Domains," Working Papers 201947, University of Pretoria, Department of Economics.
• Savva Shanaev & Nikita Shimkus & Binam Ghimire & Satish Sharma, 2020. "Children’s toy or grown-ups’ gamble? LEGO sets as an alternative investment," Journal of Risk Finance, Emerald Group Publishing, vol. 21(5), pages 577-620, November.
• Ivan Mugarura Tusiime & Man Wang, 2020. "Are Islamic stocks subject to oil price risk exposure?," Journal of Risk Finance, Emerald Group Publishing, vol. 21(2), pages 181-200, April.
• Julia S. Mehlitz & Benjamin R. Auer, 2020. "A Monte Carlo evaluation of non-parametric estimators of expected shortfall," Journal of Risk Finance, Emerald Group Publishing, vol. 21(4), pages 355-397, October.
• Benjamin Schellinger, 2020. "Optimization of special cryptocurrency portfolios," Journal of Risk Finance, Emerald Group Publishing, vol. 21(2), pages 127-157, May.
• Xiang Gao & John Topuz, 2020. "Firm location and systematic risk: the real estate channel," Review of Accounting and Finance, Emerald Group Publishing, vol. 19(3), pages 387-409, August.
• Hanxiong Zhang & Andrew Urquhart, 2020. "Do momentum and reversal strategies work in commodity futures? A comprehensive study," Review of Behavioral Finance, Emerald Group Publishing, vol. 12(4), pages 375-409, April.
• Spyros Spyrou, 2020. "Momentum return volatility, uncertainty, and energy prices: evidence from major international equity markets," Review of Behavioral Finance, Emerald Group Publishing, vol. 12(4), pages 411-433, April.
• 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, 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, 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, vol. 38(1), pages 32-49, June.
• 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, Higher Education Press, vol. 15(1), pages 124-139, March.

2019

• Lagoarde-Segot, Thomas, 2019. "Sustainable finance. A critical realist perspective," Research in International Business and Finance, Elsevier, vol. 47(C), pages 1-9.
• Alijani, Sharam & Karyotis, Catherine, 2019. "Coping with impact investing antagonistic objectives: A multistakeholder approach," Research in International Business and Finance, Elsevier, vol. 47(C), pages 10-17.
• Abreu, Margarida, 2019. "How biased is the behavior of the individual investor in warrants?," Research in International Business and Finance, Elsevier, vol. 47(C), pages 139-149.
• Chiang, Thomas C., 2019. "Empirical analysis of intertemporal relations between downside risks and expected returns—Evidence from Asian markets," Research in International Business and Finance, Elsevier, vol. 47(C), pages 264-278.
• Zaremba, Adam & Okoń, Szymon & Asyngier, Roman & Schroeter, Lucia, 2019. "Reverse splits in international stock markets: Reconciling the evidence on long-term returns," Research in International Business and Finance, Elsevier, vol. 47(C), pages 552-562.
• Marcelin, Isaac & Stephen, Sheryl-Ann K. & Fanta, Fassil & Tecklezion, Mussie, 2019. "Political regimes, investment and electoral uncertainty," Research in International Business and Finance, Elsevier, vol. 47(C), pages 580-599.
• Yang, Yunlin & Gebka, Bartosz & Hudson, Robert, 2019. "Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies," Research in International Business and Finance, Elsevier, vol. 47(C), pages 78-101.
• Kusen, Alex & Rudolf, Markus, 2019. "Feedback trading: Strategies during day and night with global interconnectedness," Research in International Business and Finance, Elsevier, vol. 48(C), pages 438-463.
• Sakaki, Hamid, 2019. "Oil price shocks and the equity market: Evidence for the S&P 500 sectoral indices," Research in International Business and Finance, Elsevier, vol. 49(C), pages 137-155.
• Swamy, Vighneswara & Dharani, M. & Takeda, Fumiko, 2019. "Investor attention and Google Search Volume Index: Evidence from an emerging market using quantile regression analysis," Research in International Business and Finance, Elsevier, vol. 50(C), pages 1-17.
• Grimm, Stefan, 2019. "Effects of choice observability on risk taking: The role of norms," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 80(C), pages 34-46.
• Landini, S. & Uberti, M. & Casellina, S., 2019. "Credit risk migration rates modelling as open systems II: A simulation model and IFRS9-baseline principles," Structural Change and Economic Dynamics, Elsevier, vol. 50(C), pages 175-189.
• Victor Pontines, 2019. "A Provincial View of Consumption Risk Sharing: Asset Classes as Shock Absorbers," Working Papers wp37, South East Asian Central Banks (SEACEN) Research and Training Centre.
  • Victor Pontines, 2019. "A provincial view of consumption risk sharing: Asset classes as shock absorbers," CAMA Working Papers 2019-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2019. "Absolute momentum, sustainable withdrawal rates and glidepath investing in US retirement portfolios from 1925," CAMA Working Papers 2019-31, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Liao, Jingchi & Peng, Cheng & Zhu, Ning, 2019. "Price and volume dynamics in bubbles," LSE Research Online Documents on Economics 102057, London School of Economics and Political Science, LSE Library.
• Petr Jakubik & Sibel Uguz, 2021. "Impact of green bond policies on insurers: evidence from the European equity market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(2), pages 381-393, April.
  • Petr Jakubik & Sibel Uguz, 2019. "Impact of Green Bond Policies on Insurers: Evidence from the European Equity Market," EIOPA Financial Stability Report - Thematic Articles 14, EIOPA, Risks and Financial Stability Department.
• Stefano Battiston & Petr Jakubik & Irene Monasterolo & Keywan Riahi & Bas van Ruijven, 2019. "Climate Risk Assessment of the Sovereign Bond Portfolio of European Insurers," EIOPA Financial Stability Report - Thematic Articles 15, EIOPA, Risks and Financial Stability Department.
• Alexandra de Jong & Alin Draghiciu & Linda Fache Rousová & Alessandro Fontana & Elisa Letizia, 2019. "Impact of Variation Margining on EU Insurers’ Liquidity: An Analysis of Interest Rate Swaps Positions," EIOPA Financial Stability Report - Thematic Articles 16, EIOPA, Risks and Financial Stability Department.
• Srinivas Thiruvadanthai, 2019. "Hoarding, saving, and the paradox of thrift in a financial economy," Review of Keynesian Economics, Edward Elgar Publishing, vol. 7(2), pages 263-267, April.
• Reza Hesarzadeh & Javad Rajabalizadeh, 2019. "The impact of corporate reporting readability on informational efficiency," Asian Review of Accounting, Emerald Group Publishing, vol. 27(4), pages 489-507, December.
• Hee-Joon Ahn & Jun Cai & Yan-Leung Cheung, 2019. "Execution costs, investability, and actual foreign investment in emerging markets," China Finance Review International, Emerald Group Publishing, vol. 10(2), pages 143-167, February.
• Yifan Chen & Zilin Chen & Huoqing Tang, 2019. "High-order moments in stock pricing: evidence from the Chinese and US markets," China Finance Review International, Emerald Group Publishing, vol. 10(3), pages 323-346, November.
• Thomas C. Chiang, 2019. "Financial risk, uncertainty and expected returns: evidence from Chinese equity markets," China Finance Review International, Emerald Group Publishing, vol. 9(4), pages 425-454, November.
• Ronghua Luo & Yi Liu & Wei Lan, 2019. "A penalized expected risk criterion for portfolio selection," China Finance Review International, Emerald Group Publishing, vol. 9(3), pages 386-400, August.
• Margarita Kaprielyan & Md Miran Hossain & Charles Armah Danso, 2019. "Mutual fund trading around mergers and fund performance," International Journal of Managerial Finance, Emerald Group Publishing, vol. 16(1), pages 1-20, June.
• Fadillah Mansor & Naseem Al Rahahleh & M. Ishaq Bhatti, 2019. "New evidence on fund performance in extreme events," International Journal of Managerial Finance, Emerald Group Publishing, vol. 15(4), pages 511-532, August.
• Ofer Arbaa & Eva Varon, 2019. "Behavior of investor flows in Israeli provident funds," International Journal of Managerial Finance, Emerald Group Publishing, vol. 16(3), pages 333-355, December.
• Salman Ahmed Shaikh & Mohd Adib Ismail & Abdul Ghafar Ismail & Shahida Shahimi & Muhammad Hakimi Mohd. Shafiai, 2019. "Cross section of stock returns onShari’ah -compliant stocks: evidence from Pakistan," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing, vol. 12(2), pages 282-302, April.
• Rofikoh Rokhim & Irma Octaviani, 2019. "Is there a Ramadhan effect onSharia mutual funds? Evidence from Indonesia and Malaysia," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing, vol. 13(1), pages 135-146, November.
• Julien Chevallier & Dinh-Tri Vo, 2019. "Portfolio allocation across variance risk premia," Journal of Risk Finance, Emerald Group Publishing, vol. 20(5), pages 556-593, November.
• Christian Fieberg & Armin Varmaz & Thorsten Poddig, 2019. "Risk models vs characteristic models from an investor’s perspective: Make use of the best of both worlds," Journal of Risk Finance, Emerald Group Publishing, vol. 20(2), pages 201-222, March.
• Jaclyn J. Beierlein & James Nelson, 2019. "Do IPO filing prices reflect firm quality?," Managerial Finance, Emerald Group Publishing, vol. 45(4), pages 499-512, April.
• Krishna Reddy & Muhammad Ali Jibran Qamar & Marriam Rao, 2019. "Return reversal effect in Shanghai A share market," Managerial Finance, Emerald Group Publishing, vol. 45(6), pages 698-715, June.
• Ghadi Saad & Taoufik Bouraoui, 2019. "Currency returns during democratic transition: evidence from Tunisia," Managerial Finance, Emerald Group Publishing, vol. 45(7), pages 966-979, July.
• Gisung Moon & Hongbok Lee & Doug Waggle, 2019. "Long-run equity performance of firms that restate financial statements," Managerial Finance, Emerald Group Publishing, vol. 46(1), pages 92-108, November.
• Thomas Heine Felix & Henk von Eije, 2019. "Underpricing in the cryptocurrency world: evidence from initial coin offerings," Managerial Finance, Emerald Group Publishing, vol. 45(4), pages 563-578, April.
• Carmen Bachmann & Lars Tegtmeier & Johannes Gebhardt & Marcel Steinborn, 2019. "The “sell in May” effect: an empirical investigation of globally listed private equity markets," Managerial Finance, Emerald Group Publishing, vol. 45(6), pages 793-808, June.
• Daniel Huerta & Mark Pyles, 2019. "A dual portfolio approach to a student managed fund," Managerial Finance, Emerald Group Publishing, vol. 46(5), pages 675-684, February.
• Thomas Shohfi, 2019. "RPI’s James Fund: ETFs, decision making, & manager transitions," Managerial Finance, Emerald Group Publishing, vol. 46(5), pages 662-674, March.
• Chun-Wen Liu & Chao Deng, 2019. "Stated preferences of Taiwanese investors for financial products," Qualitative Research in Financial Markets, Emerald Group Publishing, vol. 11(4), pages 411-428, November.
• Syed Aliya Zahera & Rohit Bansal, 2019. "A study of prominence for disposition effect: a systematic review," Qualitative Research in Financial Markets, Emerald Group Publishing, vol. 11(1), pages 2-21, February.
• Rifki Ismal & Nurul Izzati Septiana, 2019. "Islamic hedging for pilgrimage funds: case of Indonesia," Qualitative Research in Financial Markets, Emerald Group Publishing, vol. 11(3), pages 328-341, August.
• Gerasimos Rompotis, 2019. "Large-cap vs small-cap portfolio performance: new empirical evidence from ETFs," Review of Accounting and Finance, Emerald Group Publishing, vol. 18(1), pages 71-94, February.
• Javeria Farooqi & Surendranath Jory & Thanh Ngo, 2019. "Active fund managers and earnings management at portfolio companies," Review of Accounting and Finance, Emerald Group Publishing, vol. 19(1), pages 48-82, June.
• Vadim S. Balashov & Zhanel B. DeVides, 2019. "Can analysts predict breaks in earnings strings?," Review of Accounting and Finance, Emerald Group Publishing, vol. 18(4), pages 613-634, November.
• Tommy Gärling & Dawei Fang & Martin Holmen, 2019. "Review of behavioral explanations of how rank-based incentives influence risk taking by investment managers in mutual fund companies," Review of Behavioral Finance, Emerald Group Publishing, vol. 12(2), pages 136-150, August.
• Ahmed Bouteska & Boutheina Regaieg, 2019. "Earnings forecast revisions and securities prices evolution in the Tunisian stock market," Review of Behavioral Finance, Emerald Group Publishing, vol. 11(2), pages 165-187, June.
• Vighneswara Swamy & Munusamy Dharani, 2019. "Investor attention using the Google search volume index – impact on stock returns," Review of Behavioral Finance, Emerald Group Publishing, vol. 11(1), pages 55-69, June.
• Neema Mori, 2019. "Determinants of individual savings among Tanzanians," Review of Behavioral Finance, Emerald Group Publishing, vol. 11(3), pages 352-370, August.
• Josine Uwilingiye & Esin Cakan & Riza Demirer & Rangan Gupta, 2019. "A note on the technology herd: evidence from large institutional investors," Review of Behavioral Finance, Emerald Group Publishing, vol. 11(3), pages 294-308, August.
  • Esin Cakan & Rıza Demirer & Rangan Gupta & Josine Uwilingiye, 2017. "A Note on the Technology Herd: Evidence from Large Institutional Investors," Working Papers 201761, University of Pretoria, Department of Economics.
• Mariya Gubareva, 2019. "Excess liquidity premia of single-name CDS vs iTraxx/CDX spreads: 2007-2017," Studies in Economics and Finance, Emerald Group Publishing, vol. 37(1), pages 18-27, September.
• Deepak Jadhav & T.V. Ramanathan, 2019. "Portfolio optimization based on modified expected shortfall," Studies in Economics and Finance, Emerald Group Publishing, vol. 36(3), pages 440-463, July.
• Giulio Palomba & Luca Riccetti, 2019. "Asset management with TEV and VaR constraints: the constrained efficient frontiers," Studies in Economics and Finance, Emerald Group Publishing, vol. 36(4), pages 492-516, October.
• Guy Kaplanski & Haim Levy, 2019. "Investment performance and emotions: an international study," Studies in Economics and Finance, Emerald Group Publishing, vol. 36(1), pages 32-50, May.
• Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer, 2019. "Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets," Documentos de Trabajo del ICAE 2019-07, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chang, C-L. & Ilomäki, J. & Laurila, H. & McAleer, M.J., 2019. "Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets," Econometric Institute Research Papers EI2019-07, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020. "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.
  • Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir & Mark E. Wohar, 2019. "Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets," Working Papers 15-47, Eastern Mediterranean University, Department of Economics.
• Newbery, D. & Pollitt, M. & Reiner, D. & Taylor, S., 2019. "Financing low-carbon generation in the UK: The hybrid RAB model," Cambridge Working Papers in Economics 1969, Faculty of Economics, University of Cambridge.
  • David Newbery & Michael Pollitt & David M Reiner & Simon Taylor, 2019. "Financing low-carbon generation in the UK: The hybrid RAB model," Working Papers EPRG1926, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• Selmi, Refk & Bouoiyour, Jamal, 2020. "Arab geopolitics in turmoil: Implications of Qatar-Gulf crisis for business," International Economics, Elsevier, vol. 161(C), pages 100-119.
  • Jamal Bouoiyour & Refk Selmi, 2019. "Arab Geopolitics in Turmoil: Implications Of Qatar-Gulf Crisis for Business," Working Papers 1337, Economic Research Forum, revised 21 Aug 2019.
  • Refk Selmi & Jamal Bouoiyour, 2020. "Arab geopolitics in turmoil: Implications of Qatar-Gulf crisis for business," Post-Print hal-01879682, HAL.
• Beata Swiecka & Simon Grima, 2019. "Factors Affecting the Consumers’ Choice of Payment Instrument in Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 179-198.
• Hanewald, Katja & Bateman, Hazel & Fang, Hanming & Wu, Shang, 2020. "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.
  • Katja Hanewald & Hazel Bateman & Hanming Fang & Shang Wu, 2019. "Is There a Demand for Reverse Mortgages in China? Evidence from Two Online Surveys," NBER Working Papers 25491, National Bureau of Economic Research, Inc.
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