Research classified by Journal of Economic Literature (JEL) codes

2017

• Wendy Kiska & Jason Levine & Damien Moore, 2017, "Modeling the Costs of the Pension Benefit Guaranty Corporation’s Multiemployer Program: Working Paper 2017-04," Working Papers, Congressional Budget Office, number 52749, Jun.
• Jędrzej Białkowski & Huong Dieu Dang & Xiaopeng Wei, 2017, "Does the Tail Wag the Dog? Evidence from Fund Flow to VIX ETFs and ETNs," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 17/17, Dec.
• Matthijs Breugem & Adrian Buss, 2017, "Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 524.
• Nicholas Le Pan, 2017, "Opportunities for Better Systemic Risk Management in Canada," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 490, September.
• Ariane TICHIT & Pascal LAFOURCADE & Vincent MAZENOD, 2017, "Les monnaies virtuelles décentralisées sont-elles des outils d’avenir ?," Working Papers, CERDI, number 201704, Feb.
• Spiros Bougheas & Tim Worrall, 2017, "Portfolio Sales and Signaling," CESifo Working Paper Series, CESifo, number 6354.
• Harry Flam & Roine Vestman, 2017, "Swedish Equity Mutual Funds 1993-2013: Performance, Persistence and Presence of Skill," CESifo Working Paper Series, CESifo, number 6713.
• Harald Hau & Sandy Lai, 2017, "Local Asset Price Dynamics and Monetary Policy in the Eurozone," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 15, issue 01, pages 14-16, April.
• Jakob Kulawik & Felix Rösel & Marcel Thum, 2017, "Spare in der Zeit, so hast du … Geld im Wahljahr? Ein Überblick über die Beamten-Pensionsfonds der Länder," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 24, issue 04, pages 03-09, August.
• Roel Beetsma & Siert Vos & Christiaan Wanningen, 2017, "Systemic Aspects of Pension Funds and the Role of Supervision," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 17, issue 04, pages 54-67, January.
• Liliana Rojas-Suarez & Lucía Pacheco, 2017, "An Index of Regulatory Practices for Financial Inclusion in Latin America: Enablers, Promoters, and Preventers," Working Papers, Center for Global Development, number 468, Oct.
• Rajna Gibson & Philipp Krueger, 2017, "The Sustainability Footprint of Institutional Investors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-05, Feb.
• Magdalena Tywoniuk, 2017, "CDS Central Counterparty Clearing Liquidation: Road to Recovery or Invitation to Predation?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-45, Sep.
• Semyon Malamud & Alberto Teguia, 2017, "Asset Pricing with Large Investors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-57, Nov.
• Andrea Barbon & Marco Di Maggio & Francesco A. Franzoni & Augustin Landier, 2017, "Brokers and Order Flow Leakage: Evidence from Fire Sales," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-61, Jun, revised Jun 2018.
• Rafael Repullo, 2017, "Hierarchical Bank Supervision," Working Papers, CEMFI, number wp2017_1718, Nov.
• Adam Kucera & Michal Dvorak & Zlatuse Komarkova, 2017, "Decomposition of the Czech government bond yield curve," Occasional Publications - Chapters in Edited Volumes, Czech National Bank, Research and Statistics Department, chapter 0, "CNB Financial Stability Report 2016/2017".
• Adam Kucera & Michal Dvorak & Lubos Komarek & Zlatuse Komarkova, 2017, "Longer-term Yield Decomposition: An Analysis of the Czech Government Yield Curve," Working Papers, Czech National Bank, Research and Statistics Department, number 2017/12, Dec.
• Juan Pablo C√≥rdoba Garc√©s & EstefanÔøΩa Molina Ungar, 2017, "Elementos para alcanzar el mercado de capitales que Colombia necesita: hoja de ruta y desaf√≠os estructurales," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 15984, Dec.
• Susana Arango Luna-Ramírez & Diego A. Agudelo, 2017, "Does Black-Litterman Model adds value to a MILA portfolio?," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16940, Oct.
• Susana Luna-Ramírez & Diego A. Agudelo, 2017, "Agrega valor el modelo Black-Litterman en portafolios del Mercado Integrado Latinoamericano (MILA)?," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16959, Oct.
• Susana Luna-Ramírez & Diego A. Agudelo, 2017, "Agrega valor el modelo Black-Litterman en portafolios del Mercado Integrado Latinoamericano (MILA)?," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16960, Oct.
• M. Belén Guercio & Lisana B. Martinez & Hern�n Vigier, 2017, "Las limitaciones al financiamiento bancario de las Pymes de alta tecnología," Estudios Gerenciales, Universidad Icesi, volume 33, issue 142, pages 3-12.
• Mercedes Alda & Isabel Marco & Adri�n Marzo, 2017, "La reforma del sistema público de pensiones espanol: el factor de sostenibilidad," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 1, pages 25-43.
• Alda & Isabel Marco & Adri�n Marzo, 2017, "The reform of the Spanish public pension system: The sustainability factor," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 1, pages 45-63.
• Jason N. Harris & Jason Nassios & James A. Giesecke, 2017, "Determining agent-specific rates of return in a Financial CGE model of Australia," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-270, Apr.
• Remco Mocking & Benedikt Vogt & Wolter Hassink, 2017, "Collateral Damage? Decreasing House Prices and Entrepreneurial Lending," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 351, May.
• Timmermann, Allan & Schmidt, Lawrence & , & Wermers, Russ, 2017, "Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing during the 2011-12 Eurozone Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11895, Mar.
• Portes, Richard & , & D'Errico, Marco & Killeen, Neill & Luz, Vera & Peltonen, Tuomas & Urbano, Teresa, 2017, "Mapping the interconnectedness between EU banks and shadow banking entities," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11919, Mar.
• Malherbe, Frédéric & Bruche, Max & Meisenzahl, Ralf R, 2017, "Pipeline Risk in Leveraged Loan Syndication," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11956, Apr.
• Massa, Massimo & Cheng, Si & Zhang, Hong, 2017, "Inefficient Globalization of Finance: Evidence from Marketing-Oriented Overseas Expansions of Low-Skilled Mutual Fund Families," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11990, Apr.
• Massa, Massimo & Manconi, Alberto & Altieri, Michela, 2017, "Corporate Bond Guarantees and The Value of Financial Flexibility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11992, Apr.
• Massa, Massimo & Manconi, Alberto & Kempf, Elisabeth, 2017, "Canary in a Coalmine: Securities Lending Predicting the Performance of Securitized Bonds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11993, Apr.
• Van Nieuwerburgh, Stijn & Vestman, Roine & Kaniel, Ron & Ibert, Markus, 2017, "Are Mutual Fund Managers Paid For Investment Skill?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12010, Apr.
• Giannetti, Mariassunta & Yu, Xiaoyun, 2017, "Adapting to Radical Change: The Benefits of Short-Horizon Investors," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12021, May.
• Pástor, LuboÅ¡ & Stambaugh, Robert F. & Taylor, Lucian, 2017, "Portfolio Liquidity and Diversification: Theory and Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12195, Aug.
• Peijnenburg, Kim & Parise, Gianpaolo & Nefedova, Tamara & Eisele, Alexander, 2017, "Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12225, Aug.
• Faia, Ester & Pagel, Michaela, 2017, "P2P Lending: Information Externalities, Social Networks and Loans Substitution," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12235, Aug.
• Kaniel, Ron & Ibert, Markus & Van Nieuwerburgh, Stijn & Vestman, Roine, 2017, "Are Mutual Fund Managers Paid For Investment Skill?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12241, Aug.
• Repullo, Rafael, 2017, "Hierarchical Bank Supervision," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12475, Dec.
• van Wijnbergen, Sweder & Chen, Damiaan, 2017, "Redistributive Consequences of Abolishing Uniform Contribution Policies in Pension Funds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12497, Dec.
• Pástor, LuboÅ¡ & Stambaugh, Robert F. & Taylor, Lucian, 2017, "Fund Tradeoffs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12513, Dec.
• Espín-Sánchez, José-Antonio, 2017, "Institutional Inertia: Persistent Inefficient Institutions in Spain," The Journal of Economic History, Cambridge University Press, volume 77, issue 3, pages 692-723, September.
• Bütler, Monika & Peijnenburg, Kim & Staubli, Stefan, 2017, "How much do means-tested benefits reduce the demand for annuities?," Journal of Pension Economics and Finance, Cambridge University Press, volume 16, issue 4, pages 419-449, October.
• Mehmet AKYOL & Yýldýrým Beyazýt ÇÝÇEN, 2017, "The role of institutional factors when determining investment strategies of sovereign wealth funds in stock market," Turkish Economic Review, EconSciences Journals, volume 4, issue 3, pages 334-342, September.
• Oyakhilome IBHAGUI, 2017, "Optimal Asset Allocation of a Pension Fund: Does The Fear of Regret Matter?," Journal of Economics Library, EconSciences Journals, volume 4, issue 2, pages 130-159, June.
• Mehmet AKYOL & Bar YILDIZ, 2017, "Impact of size of the National Asset Funds on Economic Development: Panel Data Analysis on Select Nations," Journal of Economics Library, EconSciences Journals, volume 4, issue 2, pages 194-205, June.
• Philippe DESBRIERES, 2017, "L’investissement conforme à la Charia est-il socialement responsable ?,Is Shariah compliant investment socially responsible?," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1171001, Oct, DOI: 10.7202/1060893ar.
• Jo Seldeslachts & Melissa Newham & Albert Banal-Estanol, 2017, "Changes in Common Ownership of German Companies," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 7, issue 30, pages 303-311.
• Markus Demary, 2017, "Challenges for the European Capital Markets Union: Reviving Financial Integration and Safeguarding Financial Stability," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 86, issue 1, pages 55-68, DOI: 10.3790/vjh.86.1.55.
• Andreas Breitenfellner & Helene Schuberth, 2017, "Europe Needs More than a Capital Markets Union: Focus on the Integration of Euro Area Sovereign Debt Markets," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 86, issue 2, pages 9-20, DOI: 10.3790/vjh.86.2.9.
• Jan Friedrich & Matthias Thiemann, 2017, "Capital Markets Union: The Need for Common Laws and Common Supervision," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 86, issue 2, pages 61-75, DOI: 10.3790/vjh.86.2.61.
• Hans-Helmut Kotz & Dorothea Schäfer, 2017, "Can the Capital Markets Union Deliver?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 86, issue 2, pages 89-98, DOI: 10.3790/vjh.86.2.89.
• Jo Seldeslachts & Melissa Newham & Albert Banal-Estanol, 2017, "Veränderungen bei gemeinsamen Eigentümerstrukturen deutscher Unternehmen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 84, issue 30, pages 611-621.
• Amzallag, Adrien & Blau, Maximilian L., 2017, "Tracing European structured finance counterparty networks," Occasional Paper Series, European Central Bank, number 199, Nov.
• van der Veer, Koen & Levels, Anouk & Lambert, Claudia & Weistroffer, Christian & Chaudron, Raymond & van Stralen, René de Sousa & Molestina Vivar, Luis, 2017, "Developing macroprudential policy for alternative investment funds," Occasional Paper Series, European Central Bank, number 202, Nov.
• Kok, Christoffer & Pancaro, Cosimo & Berdin, Elia, 2017, "A stochastic forward-looking model to assess the profitability and solvency of European insurers," Working Paper Series, European Central Bank, number 2028, Feb.
• Corradin, Stefano & Maddaloni, Angela, 2017, "The importance of being special: repo markets during the crisis," Working Paper Series, European Central Bank, number 2065, May.
• Lim, Jongha & Schwert, Michael & Weisbech, Michael S., 2017, "The Economics of PIPEs," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2017-22, Feb.
• Rossi, Andrea, 2017, "Decreasing Returns or Mean-Reversion of Luck? The Case of Private Equity Fund Growth," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2017-26, Nov.
• Arif, Salman & Ben-Rephael, Azi & Lee, Charles M. C., 2017, "Mutual Funds and Short-Sellers: Why Does Short-Sale Volume Predict Stock Returns?," Research Papers, Stanford University, Graduate School of Business, number 3162, Feb.
• O. A. Sanyaolu & F. O. Iyoha & Stephen A. Ojeka, 2017, "International Financial Reporting Standards Adoption and Earnings of Quoted Banks in Nigeria," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 279-284.
• Sofi Mohd Fikri & Mohamed Hisham Yahya & Taufiq Hassan, 2017, "A Review on Agency Cost of Shariah Governance in Mutual Fund," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 530-538.
• Elisa Gambetti & Fiorella Giusberti, 2017, "Housing Loans: What about Personality Traits?," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 32-39.
• Makmun Syadullah & Benny Gunawan Ardiansyah, 2017, "Cost Benefit Analysis the Participation of Indonesia in Asia Region Funds Passport," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 128-134.
• Mohammad Reza Pourhosein & Ahmad Aghazadeh Kama Kol & Bahram Molaheidari Vishkaii & Fatemeh Pouraskari Jourshari, 2017, "Investigate the Relationship between Institutional Ownership in Tehran Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 276-285.
• Yaqoob Ahmad & Guangguo Sun & Waqas Bin Khidmat, 2017, "Fund-Specific Determinants of Performance: An Empirical Study of Islamic and Conventional Mutual Funds of Pakistan," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 359-370.
• Eric Joel Caro, 2017, "Effects of Macroeconomic Factors in the Performance of Micro Finance Institutions in Ecuador," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 547-551.
• Adam Abdullah & Rusni Hassan & Salina Kassim, 2017, "An Islamic Wealth Management Investment Appraisal of Oil Tankers," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 59-70.
• Du, Julan & Li, Chang & Wang, Yongqin, 2017, "A comparative study of shadow banking activities of non-financial firms in transition economies," China Economic Review, Elsevier, volume 46, issue S, pages 35-49, DOI: 10.1016/j.chieco.2016.09.001.
• Hammer, Benjamin & Knauer, Alexander & Pflücke, Magnus & Schwetzler, Bernhard, 2017, "Inorganic growth strategies and the evolution of the private equity business model," Journal of Corporate Finance, Elsevier, volume 45, issue C, pages 31-63, DOI: 10.1016/j.jcorpfin.2017.04.006.
• Ma, Chaoqun & Wang, Hailong & Cheng, Fengchao & Hu, Duni, 2017, "Asset pricing and institutional investors with disagreements," Economic Modelling, Elsevier, volume 64, issue C, pages 231-248, DOI: 10.1016/j.econmod.2017.03.018.
• Lahet, Delphine & Vaubourg, Anne-Gaël, 2017, "Bank ownership of multilateral trading facilities and implications for historical exchanges: An industrial economics approach," Economic Modelling, Elsevier, volume 65, issue C, pages 9-17, DOI: 10.1016/j.econmod.2017.04.014.
• Reddy, Krishna & Mirza, Nawazish & Naqvi, Bushra & Fu, Mingli, 2017, "Comparative risk adjusted performance of Islamic, socially responsible and conventional funds: Evidence from United Kingdom," Economic Modelling, Elsevier, volume 66, issue C, pages 233-243, DOI: 10.1016/j.econmod.2017.07.007.
• Ke, Wen-Chyan & Chen, Hueiling & Lin, Hsiou-Wei W. & Liu, Yo-Chia, 2017, "The impact of numerical superstition on the final digit of stock price," The North American Journal of Economics and Finance, Elsevier, volume 39, issue C, pages 145-157, DOI: 10.1016/j.najef.2016.10.003.
• Chan, Chia-Ying & Chen, Hsuan-Chi & Chiang, Yu Hsuan & Lai, Christine W., 2017, "Fund selection in target date funds," The North American Journal of Economics and Finance, Elsevier, volume 39, issue C, pages 197-209, DOI: 10.1016/j.najef.2016.10.006.
• Munir, Qaiser & Kok, Sook Ching & Teplova, Tamara & Li, Tongxia, 2017, "Powerful CEOs, debt financing, and leasing in Chinese SMEs: Evidence from threshold model," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 487-503, DOI: 10.1016/j.najef.2017.08.011.
• Alda, Mercedes & Andreu, Laura & Sarto, José Luis, 2017, "Learning about individual managers’ performance in UK pension funds: The importance of specialization," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 654-667, DOI: 10.1016/j.najef.2017.09.006.
• Cheng, Tingting & Yan, Cheng, 2017, "Evaluating the size of the bootstrap method for fund performance evaluation," Economics Letters, Elsevier, volume 156, issue C, pages 36-41, DOI: 10.1016/j.econlet.2017.03.028.
• Smaoui, Houcem & Grandes, Martin & Akindele, Akintoye, 2017, "The Determinants of Bond Market Development: Further Evidence from Emerging and Developed Countries," Emerging Markets Review, Elsevier, volume 32, issue C, pages 148-167, DOI: 10.1016/j.ememar.2017.06.003.
• Karolyi, G. Andrew & McLaren, Kirsty J., 2017, "Racing to the exits: International transmissions of funding shocks during the Federal Reserve's taper experiment," Emerging Markets Review, Elsevier, volume 32, issue C, pages 96-115, DOI: 10.1016/j.ememar.2017.05.009.
• Wagner, Moritz & Margaritis, Dimitris, 2017, "All about fun(ds) in emerging markets? The case of equity mutual funds," Emerging Markets Review, Elsevier, volume 33, issue C, pages 62-78, DOI: 10.1016/j.ememar.2017.08.004.
• Barinov, Alexander, 2017, "Institutional ownership and aggregate volatility risk," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 20-38, DOI: 10.1016/j.jempfin.2016.11.003.
• Jiang, George J. & Yuksel, H. Zafer, 2017, "What drives the “Smart-Money” effect? Evidence from investors’ money flow to mutual fund classes," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 39-58, DOI: 10.1016/j.jempfin.2016.11.005.
• Lee, Hoan Soo, 2017, "Peer networks in venture capital," Journal of Empirical Finance, Elsevier, volume 41, issue C, pages 19-30, DOI: 10.1016/j.jempfin.2016.12.006.
• Hwang, Inchang & Xu, Simon & In, Francis & Kim, Tong Suk, 2017, "Systemic risk and cross-sectional hedge fund returns," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 109-130, DOI: 10.1016/j.jempfin.2017.03.002.
• Siegmann, Arjen & Stefanova, Denitsa, 2017, "The evolving beta-liquidity relationship of hedge funds," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 286-303, DOI: 10.1016/j.jempfin.2017.04.002.
• Rinne, Kalle & Suominen, Matti, 2017, "How some bankers made a million by trading just two securities?," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 304-315, DOI: 10.1016/j.jempfin.2016.12.001.
• Rakowski, David & Shirley, Sara E. & Stark, Jeffrey R., 2017, "Tail-risk hedging, dividend chasing, and investment constraints: The use of exchange-traded notes by mutual funds," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 91-107, DOI: 10.1016/j.jempfin.2017.08.003.
• Alda, Mercedes, 2017, "The relationship between pension funds and the stock market: Does the aging population of Europe affect it?," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 83-97, DOI: 10.1016/j.irfa.2016.12.008.
• Smith, Deborah Drummond & Pennathur, Anita K. & Marciniak, Marek R., 2017, "Why do CEOs agree to the discipline of dividends?," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 38-48, DOI: 10.1016/j.irfa.2017.04.010.
• Lemeunier, Sebastien M., 2017, "Optimization of brokers’ commissions," Finance Research Letters, Elsevier, volume 20, issue C, pages 137-145, DOI: 10.1016/j.frl.2016.09.011.
• Bellavite Pellegrini, Carlo & Meoli, Michele & Urga, Giovanni, 2017, "Money market funds, shadow banking and systemic risk in United Kingdom," Finance Research Letters, Elsevier, volume 21, issue C, pages 163-171, DOI: 10.1016/j.frl.2017.02.002.
• Xu, Qing & Yang, Jinqiang, 2017, "Real option with liquidity constraints under secondary debt illiquidity risk market," Finance Research Letters, Elsevier, volume 21, issue C, pages 57-65, DOI: 10.1016/j.frl.2017.02.003.
• Huang, Hsin-Yi & Chiang, Min-Hsien & Lin, Jia-Hui & Lin, Yun, 2017, "Fixed-price, auction, and bookbuilding IPOs: Empirical evidence in Taiwan," Finance Research Letters, Elsevier, volume 22, issue C, pages 11-19, DOI: 10.1016/j.frl.2017.04.002.
• Cadoni, Marinella & Melis, Roberta & Trudda, Alessandro, 2017, "Pension funds rules: Paradoxes in risk control," Finance Research Letters, Elsevier, volume 22, issue C, pages 20-29, DOI: 10.1016/j.frl.2017.05.003.
• Mazur, Mieszko & Salganik-Shoshan, Galla & Zagonov, Maxim, 2017, "Comparing performance sensitivity of retail and institutional mutual funds’ investment flows," Finance Research Letters, Elsevier, volume 22, issue C, pages 66-73, DOI: 10.1016/j.frl.2016.12.031.
• Dorfleitner, Gregor & Priberny, Christopher & Röhe, Michaela, 2017, "Why do microfinance institutions fail socially? A global empirical examination," Finance Research Letters, Elsevier, volume 22, issue C, pages 81-89, DOI: 10.1016/j.frl.2016.12.027.
• Tang, Dragon Yongjun & Yan, Hong, 2017, "Understanding transactions prices in the credit default swaps market," Journal of Financial Markets, Elsevier, volume 32, issue C, pages 1-27, DOI: 10.1016/j.finmar.2016.09.005.
• Mazur, Mieszko & Salganik-Shoshan, Galla, 2017, "Teaming up and quiet intervention: The impact of institutional investors on executive compensation policies," Journal of Financial Markets, Elsevier, volume 35, issue C, pages 65-83, DOI: 10.1016/j.finmar.2016.12.001.
• Chiyachantana, Chiraphol & Jain, Pankaj K. & Jiang, Christine & Sharma, Vivek, 2017, "Permanent price impact asymmetry of trades with institutional constraints," Journal of Financial Markets, Elsevier, volume 36, issue C, pages 1-16, DOI: 10.1016/j.finmar.2017.07.005.
• Blake, David & Sarno, Lucio & Zinna, Gabriele, 2017, "The market for lemmings: The herding behavior of pension funds," Journal of Financial Markets, Elsevier, volume 36, issue C, pages 17-39, DOI: 10.1016/j.finmar.2017.03.001.
• Qian, Meijun & Tanyeri, Başak, 2017, "Litigation and mutual-fund runs," Journal of Financial Stability, Elsevier, volume 31, issue C, pages 119-135, DOI: 10.1016/j.jfs.2017.05.011.
• Sensoy, Ahmet, 2017, "Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market," Journal of Financial Stability, Elsevier, volume 31, issue C, pages 62-80, DOI: 10.1016/j.jfs.2017.06.007.
• Sayili, Koray & Yilmaz, Gokhan & Dyer, Douglas & Küllü, A. Melih, 2017, "Style investing and firm innovation," Journal of Financial Stability, Elsevier, volume 32, issue C, pages 17-29, DOI: 10.1016/j.jfs.2017.08.005.
• Marszalec, Daniel, 2017, "The impact of auction choice on revenue in treasury bill auctions – An empirical evaluation," International Journal of Industrial Organization, Elsevier, volume 53, issue C, pages 215-239, DOI: 10.1016/j.ijindorg.2017.05.005.
• Raddatz, Claudio & Schmukler, Sergio L. & Williams, Tomás, 2017, "International asset allocations and capital flows: The benchmark effect," Journal of International Economics, Elsevier, volume 108, issue C, pages 413-430, DOI: 10.1016/j.jinteco.2017.06.007.
• Chen, Damiaan H.J. & Beetsma, Roel M.W.J. & Broeders, Dirk W.G.A. & Pelsser, Antoon A.J., 2017, "Sustainability of participation in collective pension schemes: An option pricing approach," Insurance: Mathematics and Economics, Elsevier, volume 74, issue C, pages 182-196, DOI: 10.1016/j.insmatheco.2017.03.007.
• Boonen, Tim J. & De Waegenaere, Anja, 2017, "Intergenerational risk sharing in closing pension funds," Insurance: Mathematics and Economics, Elsevier, volume 74, issue C, pages 20-30, DOI: 10.1016/j.insmatheco.2017.02.002.
• Chen, Zheng & Li, Zhongfei & Zeng, Yan & Sun, Jingyun, 2017, "Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk," Insurance: Mathematics and Economics, Elsevier, volume 75, issue C, pages 137-150, DOI: 10.1016/j.insmatheco.2017.05.009.
• Bonizzi, Bruno, 2017, "Institutional investors’ allocation to emerging markets: A panel approach to asset demand," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 47, issue C, pages 47-64, DOI: 10.1016/j.intfin.2016.11.009.
• Schoenfeld, Jordan, 2017, "The effect of voluntary disclosure on stock liquidity: New evidence from index funds," Journal of Accounting and Economics, Elsevier, volume 63, issue 1, pages 51-74, DOI: 10.1016/j.jacceco.2016.10.007.
• Kumar, Praveen & Langberg, Nisan & Oded, Jacob & Sivaramakrishnan, K., 2017, "Voluntary disclosure and strategic stock repurchases," Journal of Accounting and Economics, Elsevier, volume 63, issue 2, pages 207-230, DOI: 10.1016/j.jacceco.2017.02.001.
• Garel, Alexandre & Petit-Romec, Arthur, 2017, "Bank capital in the crisis: It's not just how much you have but who provides it," Journal of Banking & Finance, Elsevier, volume 75, issue C, pages 152-166, DOI: 10.1016/j.jbankfin.2016.11.009.
• DeVault, Luke & Sias, Richard, 2017, "Hedge fund politics and portfolios," Journal of Banking & Finance, Elsevier, volume 75, issue C, pages 80-97, DOI: 10.1016/j.jbankfin.2016.10.011.
• Sherrill, D. Eli & Shirley, Sara E. & Stark, Jeffrey R., 2017, "Actively managed mutual funds holding passive investments: What do ETF positions tell us about mutual fund ability?," Journal of Banking & Finance, Elsevier, volume 76, issue C, pages 48-64, DOI: 10.1016/j.jbankfin.2016.11.025.
• Boubaker, Sabri & Gounopoulos, Dimitrios & Nguyen, Duc Khuong & Paltalidis, Nikos, 2017, "Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives," Journal of Banking & Finance, Elsevier, volume 77, issue C, pages 35-52, DOI: 10.1016/j.jbankfin.2016.12.007.
• El Ghoul, Sadok & Karoui, Aymen, 2017, "Does corporate social responsibility affect mutual fund performance and flows?," Journal of Banking & Finance, Elsevier, volume 77, issue C, pages 53-63, DOI: 10.1016/j.jbankfin.2016.10.009.
• Cao, Charles & Iliev, Peter & Velthuis, Raisa, 2017, "Style drift: Evidence from small-cap mutual funds," Journal of Banking & Finance, Elsevier, volume 78, issue C, pages 42-57, DOI: 10.1016/j.jbankfin.2017.01.009.
• Buchner, Axel & Wagner, Niklas F., 2017, "Rewarding risk-taking or skill? The case of private equity fund managers," Journal of Banking & Finance, Elsevier, volume 80, issue C, pages 14-32, DOI: 10.1016/j.jbankfin.2017.03.014.
• Aikman, David & Kiley, Michael & Lee, Seung Jung & Palumbo, Michael G. & Warusawitharana, Missaka, 2017, "Mapping heat in the U.S. financial system," Journal of Banking & Finance, Elsevier, volume 81, issue C, pages 36-64, DOI: 10.1016/j.jbankfin.2017.04.013.
• Brown, Stephen J. & Sotes-Paladino, Juan & Wang, Jiaguo(George) & Yao, Yaqiong, 2017, "Starting on the wrong foot: Seasonality in mutual fund performance," Journal of Banking & Finance, Elsevier, volume 82, issue C, pages 133-150, DOI: 10.1016/j.jbankfin.2017.05.013.
• Cuffe, Harold E. & Gibbs, Christopher G., 2017, "The effect of payday lending restrictions on liquor sales," Journal of Banking & Finance, Elsevier, volume 85, issue C, pages 132-145, DOI: 10.1016/j.jbankfin.2017.08.005.
• Andreu, Laura & Puetz, Alexander, 2017, "Choosing two business degrees versus choosing one: What does it tell about mutual fund managers' investment behavior?," Journal of Business Research, Elsevier, volume 75, issue C, pages 138-146, DOI: 10.1016/j.jbusres.2017.02.014.
• Buchner, Axel & Mohamed, Abdulkadir & Schwienbacher, Armin, 2017, "Diversification, risk, and returns in venture capital," Journal of Business Venturing, Elsevier, volume 32, issue 5, pages 519-535, DOI: 10.1016/j.jbusvent.2017.05.005.
• Di Maggio, Marco & Kacperczyk, Marcin, 2017, "The unintended consequences of the zero lower bound policy," Journal of Financial Economics, Elsevier, volume 123, issue 1, pages 59-80, DOI: 10.1016/j.jfineco.2016.09.006.
• Braun, Reiner & Jenkinson, Tim & Stoff, Ingo, 2017, "How persistent is private equity performance? Evidence from deal-level data," Journal of Financial Economics, Elsevier, volume 123, issue 2, pages 273-291, DOI: 10.1016/j.jfineco.2016.01.033.
• Kaniel, Ron & Parham, Robert, 2017, "WSJ Category Kings – The impact of media attention on consumer and mutual fund investment decisions," Journal of Financial Economics, Elsevier, volume 123, issue 2, pages 337-356, DOI: 10.1016/j.jfineco.2016.11.003.
• Barber, Brad M. & Yasuda, Ayako, 2017, "Interim fund performance and fundraising in private equity," Journal of Financial Economics, Elsevier, volume 124, issue 1, pages 172-194, DOI: 10.1016/j.jfineco.2017.01.001.
• Brogaard, Jonathan & Hendershott, Terrence & Riordan, Ryan, 2017, "High frequency trading and the 2008 short-sale ban," Journal of Financial Economics, Elsevier, volume 124, issue 1, pages 22-42, DOI: 10.1016/j.jfineco.2017.01.008.
• Bekaert, Geert & Hoyem, Kenton & Hu, Wei-Yin & Ravina, Enrichetta, 2017, "Who is internationally diversified? Evidence from the 401(k) plans of 296 firms," Journal of Financial Economics, Elsevier, volume 124, issue 1, pages 86-112, DOI: 10.1016/j.jfineco.2016.12.010.
• Schmidt, Cornelius & Fahlenbrach, Rüdiger, 2017, "Do exogenous changes in passive institutional ownership affect corporate governance and firm value?," Journal of Financial Economics, Elsevier, volume 124, issue 2, pages 285-306, DOI: 10.1016/j.jfineco.2017.01.005.
• Korteweg, Arthur & Sorensen, Morten, 2017, "Skill and luck in private equity performance," Journal of Financial Economics, Elsevier, volume 124, issue 3, pages 535-562, DOI: 10.1016/j.jfineco.2017.03.006.
• Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2017, "Volatility of aggregate volatility and hedge fund returns," Journal of Financial Economics, Elsevier, volume 125, issue 3, pages 491-510, DOI: 10.1016/j.jfineco.2017.06.015.
• Dannhauser, Caitlin D., 2017, "The impact of innovation: Evidence from corporate bond exchange-traded funds (ETFs)," Journal of Financial Economics, Elsevier, volume 125, issue 3, pages 537-560, DOI: 10.1016/j.jfineco.2017.06.002.
• Agarwal, Vikas & Ruenzi, Stefan & Weigert, Florian, 2017, "Tail risk in hedge funds: A unique view from portfolio holdings," Journal of Financial Economics, Elsevier, volume 125, issue 3, pages 610-636, DOI: 10.1016/j.jfineco.2017.06.006.
• Borochin, Paul & Yang, Jie, 2017, "The effects of institutional investor objectives on firm valuation and governance," Journal of Financial Economics, Elsevier, volume 126, issue 1, pages 171-199, DOI: 10.1016/j.jfineco.2017.06.013.
• Shi, Zhen, 2017, "The impact of portfolio disclosure on hedge fund performance," Journal of Financial Economics, Elsevier, volume 126, issue 1, pages 36-53, DOI: 10.1016/j.jfineco.2017.06.001.
• Boyson, Nicole M. & Gantchev, Nickolay & Shivdasani, Anil, 2017, "Activism mergers," Journal of Financial Economics, Elsevier, volume 126, issue 1, pages 54-73, DOI: 10.1016/j.jfineco.2017.06.008.
• Goldstein, Itay & Jiang, Hao & Ng, David T., 2017, "Investor flows and fragility in corporate bond funds," Journal of Financial Economics, Elsevier, volume 126, issue 3, pages 592-613, DOI: 10.1016/j.jfineco.2016.11.007.
• Da Rin, Marco & Phalippou, Ludovic, 2017, "The importance of size in private equity: Evidence from a survey of limited partners," Journal of Financial Intermediation, Elsevier, volume 31, issue C, pages 64-76, DOI: 10.1016/j.jfi.2016.07.001.
• Kim, Woochan & Sung, Taeyoon & Wei, Shang-Jin, 2017, "The diffusion of corporate governance to emerging markets: Evaluating two dimensions of investor heterogeneity," Journal of International Money and Finance, Elsevier, volume 70, issue C, pages 406-432, DOI: 10.1016/j.jimonfin.2016.10.002.
• Tzioumis, Konstantinos, 2017, "Mortgage (mis)pricing: The case of co-borrowers," Journal of Urban Economics, Elsevier, volume 99, issue C, pages 79-93, DOI: 10.1016/j.jue.2016.12.004.
• Adelino, Manuel & Scott Frame, W. & Gerardi, Kristopher, 2017, "The effect of large investors on asset quality: Evidence from subprime mortgage securities," Journal of Monetary Economics, Elsevier, volume 87, issue C, pages 34-51, DOI: 10.1016/j.jmoneco.2017.03.003.
• Morris, Stephen & Shim, Ilhyock & Shin, Hyun Song, 2017, "Redemption risk and cash hoarding by asset managers," Journal of Monetary Economics, Elsevier, volume 89, issue C, pages 71-87, DOI: 10.1016/j.jmoneco.2017.03.008.
• Li, Wei & Rhee, Ghon & Wang, Steven Shuye, 2017, "Differences in herding: Individual vs. institutional investors," Pacific-Basin Finance Journal, Elsevier, volume 45, issue C, pages 174-185, DOI: 10.1016/j.pacfin.2016.11.005.
• Kim, Young Jun & Lee, Joonil & Lee, Su Jeong & Sunwoo, Hee-Yeon, 2017, "Do mutual funds exploit the accrual anomaly?: Korean evidence," Pacific-Basin Finance Journal, Elsevier, volume 46, issue PB, pages 227-242, DOI: 10.1016/j.pacfin.2017.09.008.
• Peltomäki, Jarkko, 2017, "Beta as a determinant of investor activity in sector exchange-traded funds," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 137-145, DOI: 10.1016/j.qref.2016.06.006.
• Isik, Ihsan & Topuz, John C., 2017, "Meet the “born efficient” financial institutions: Evidence from the boom years of US REITs," The Quarterly Review of Economics and Finance, Elsevier, volume 66, issue C, pages 70-99, DOI: 10.1016/j.qref.2017.07.017.
• Reboredo, Juan C. & Quintela, Miguel & Otero, Luis A., 2017, "Do investors pay a premium for going green? Evidence from alternative energy mutual funds," Renewable and Sustainable Energy Reviews, Elsevier, volume 73, issue C, pages 512-520, DOI: 10.1016/j.rser.2017.01.158.
• Polzin, Friedemann, 2017, "Mobilizing private finance for low-carbon innovation – A systematic review of barriers and solutions," Renewable and Sustainable Energy Reviews, Elsevier, volume 77, issue C, pages 525-535, DOI: 10.1016/j.rser.2017.04.007.
• Wu, Hui & Ma, Chaoqun & Yue, Shengjie, 2017, "Momentum in strategic asset allocation," International Review of Economics & Finance, Elsevier, volume 47, issue C, pages 115-127, DOI: 10.1016/j.iref.2016.10.009.
• Huang, Ying Sophie & Chen, Carl R. & Kato, Isamu, 2017, "Different strokes by different folks: The dynamics of hedge fund systematic risk exposure and performance," International Review of Economics & Finance, Elsevier, volume 48, issue C, pages 367-388, DOI: 10.1016/j.iref.2017.01.001.
• Kim, Daehwan & Iwasawa, Seiichiro, 2017, "Hot money and cross-section of stock returns during the global financial crisis," International Review of Economics & Finance, Elsevier, volume 50, issue C, pages 8-22, DOI: 10.1016/j.iref.2017.03.022.
• Geranio, Manuela & Mazzoli, Camilla & Palmucci, Fabrizio, 2017, "The effects of affiliations on the initial public offering pricing," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 295-313, DOI: 10.1016/j.iref.2017.06.002.
• Karpavičius, Sigitas & Yu, Fan, 2017, "How institutional monitoring creates value: Evidence for the free cash flow hypothesis," International Review of Economics & Finance, Elsevier, volume 52, issue C, pages 127-146, DOI: 10.1016/j.iref.2017.10.016.
• Gao, Shenghao & Cao, Feng & Liu, Xiangqiang, 2017, "Seeing is not necessarily the truth: Do institutional investors' corporate site visits reduce hosting firms' stock price crash risk?," International Review of Economics & Finance, Elsevier, volume 52, issue C, pages 165-187, DOI: 10.1016/j.iref.2017.09.013.
• Berkowitz, Jason P. & Schorno, Patrick J. & Shapiro, Dmitry A., 2017, "Characteristics of mutual funds with extreme performance," Review of Financial Economics, Elsevier, volume 34, issue C, pages 50-60, DOI: 10.1016/j.rfe.2017.04.003.
• Smaoui, Houcem & Nechi, Salem, 2017, "Does sukuk market development spur economic growth?," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 136-147, DOI: 10.1016/j.ribaf.2017.04.018.
• Del Giudice, Alfonso & Paltrinieri, Andrea, 2017, "The impact of the Arab Spring and the Ebola outbreak on African equity mutual fund investor decisions," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 600-612, DOI: 10.1016/j.ribaf.2017.05.004.
• Stoforos, Chrysostomos E. & Degiannakis, Stavros & Palaskas, Theodosios B., 2017, "Hedge fund returns under crisis scenarios: A holistic approach," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1196-1207, DOI: 10.1016/j.ribaf.2017.07.056.
• Diallo, Boubacar & Al-Mansour, Abdullah, 2017, "Shadow banking, insurance and financial sector stability," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 224-232, DOI: 10.1016/j.ribaf.2017.04.024.
• Gromb, Denis & Vayanos, Dimitri, 2017, "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118954, Aug.
• Bruche, Max & Malherbe, Frederic & Meisenzahlimeon, Ralf, 2017, "Pipeline risk in leveraged loan syndication," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118977, Apr.
• Acharya, Viral & Plantin, Guillaume, 2017, "Monetary easing and financial instability," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 70715, Jan.
• Alda Fernández, Mercedes, 2017, "The abilities of managers in UK pension funds. Are socially responsible managers superior?," Cuadernos de Gestión, Universidad del País Vasco - Instituto de Economía Aplicada a la Empresa (IEAE).
• Beraza Garmendia, Ana & San José Ruiz de Aguirre, Leire & Retolaza Ávalos, José Luis, 2017, "Lankidetza ekonomia diruzaintza kudeaketan aplikatzea posible al da?," Revista de Dirección y Administración de Empresas, Universidad del País Vasco - Escuela Universitaria de Estudios Empresariales de San Sebastián.
• Andrew Ellul & Marco Pagano & Annalisa Scognamiglio, 2017, "Career Risk and Market Discipline in Asset Management," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1715, revised Feb 2019.
• Gerald P. Dwyer, 2017, "Blockchain: a primer," Chapters, Edward Elgar Publishing, chapter 2, in: Benton E. Gup, "The Most Important Concepts in Finance".
• Codrina Rada, 2017, "Pension funding in a Keynesian model of growth," Review of Keynesian Economics, Edward Elgar Publishing, volume 5, issue 1, pages 94-106, January.
• Rodríguez-Reyes, Luis Raúl, 2017, "El manejo del riesgo de longevidad en los sistemas públicos de pensiones. Una propuesta de uso de swaps de longevidad para México," El Trimestre Económico, Fondo de Cultura Económica, volume 0, issue 335, pages .681-706, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v84i.
• Galla Salganik-Shoshan, 2017, "Business cycle and investment flows of retail and institutional mutual funds," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 13, issue 5, pages 498-520, August, DOI: 10.1108/IJMF-02-2016-0023.
• Laura Fabregat-Aibar & Antonio Terceño & M. Glòria Barberà-Mariné, 2017, "Analysis of the survival capacity of mutual funds: a systematic review of the literature," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 13, issue 4, pages 440-474, August, DOI: 10.1108/IJMF-10-2016-0185.
• Ahmed Taha Al Ajlouni, 2017, "Interest free liquidity management scheme (time-weighted debt units)," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 10, issue 1, pages 60-76, April, DOI: 10.1108/IMEFM-05-2015-0060.
• Sanjay Sehgal & Sonal Babbar, 2017, "Evaluating alternative performance benchmarks for Indian mutual fund industry," Journal of Advances in Management Research, Emerald Group Publishing Limited, volume 14, issue 2, pages 222-250, May, DOI: 10.1108/JAMR-04-2016-0028.
• Halil Kiymaz & Koray D. Simsek, 2017, "The performance of US-based emerging market mutual funds," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 1, issue 1, pages 58-73, October, DOI: 10.1108/JCMS-10-2017-003.