Research classified by Journal of Economic Literature (JEL) codes

2016

• Dragana Cvijanović & Amil Dasgupta & Konstantinos E. Zachariadis, 2016, "Ties That Bind: How Business Connections Affect Mutual Fund Activism," Journal of Finance, American Finance Association, volume 71, issue 6, pages 2933-2966, December, DOI: 10.1111/jofi.12425.
• Enrico Biffis & David Blake & Lorenzo Pitotti & Ariel Sun, 2016, "The Cost of Counterparty Risk and Collateralization in Longevity Swaps," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 83, issue 2, pages 387-419, June.
• Ulrich Atz & David Bholat, 2016, "Peer-to-peer lending and financial innovation in the United Kingdom - Ulrich Atz and David Bholat," Bank of England working papers, Bank of England, number 598, Apr.
• Sofia Anyfantaki, 2016, "The evolution of financial technology (FinTech)," Economic Bulletin, Bank of Greece, issue 44, pages 47-62, December.
• Kyoung-Soo Yoon & Jooyong Jun, 2016, "Liability, Information, and Anti-fraud Investment in a Layered Retail Payment Structure," Working Papers, Economic Research Institute, Bank of Korea, number 2016-12, Aug.
• Byoung-Ki Kim & Jun Gyu Min, 2016, "Loan Rate Differences across Financial Sectors: A Mechanism Design Approach," Working Papers, Economic Research Institute, Bank of Korea, number 2016-16, Nov.
• Oguz Ersan & Cumhur Ekinci, 2016, "Algorithmic and high-frequency trading in Borsa Istanbul," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 4, pages 233-248, December.
• Balgobin Yann & Bounie David & Quinn Martin & Waelbroeck Patrick, 2016, "Payment Instruments, Financial Privacy and Online Purchases," Review of Network Economics, De Gruyter, volume 15, issue 3, pages 147-168, September, DOI: 10.1515/rne-2016-0046.
• Rodica, PERCIUN & Viorica, POPA, 2016, "Strategies And Mechanisms For The Operation Of The Microfinance Sector At The International Level," Contemporary Economy Journal, Constantin Brancoveanu University, volume 1, issue 4, pages 5-14.
• Jean-François Boulier, 2016, "Comment gérer l’épargne en régime de taux très bas ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 225-234.
• Günter W. Beck & Hans-Helmut Kotz, 2016, "Les activités de shadow banking dans un contexte de bas taux d’intérêt : une perspective de flux financiers," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 235-256.
• Xavier Mahieux, 2016, "Choix du financement externe en fonds propres des PME et ETI : private equity ou Bourse ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 291-304.
• Bruno Latourrette, 2016, "Le risque de longévité pour les fonds de pension," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 113-128.
• David Blake & Andrew Cairns & Guy Coughlan & Kevin Dowd & Richard Macminn, 2016, "Le nouveau marché du risque de longévité," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 129-164.
• Anton Brender & Florence Pisani, 2016, "Le système financier chinois : un développement difficile à maîtriser," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 109-124.
• Jean Boissinot & Thomas Marx, 2016, "Le financement de marché des ETI : situation et déterminants," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 195-208.
• Sébastien Galanti & Françoise Le Quéré, 2016, "Quelles incidences d’un élargissement du rôle des fonds d’investissement collectifs ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 235-254.
• Jean-Marc Figuet, 2016, "Bitcoin et blockchain : quelles opportunités ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 325-338.
• Carlos Pardo & Jaime Pardo, 2016, "Fonds de pension au Chili : un système en pleine évolution après un tiers de siècle de vie," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 283-297.
• Tristan Dissaux & Camille Meyer, 2016, "L’apport des monnaies sociales à la microfinance : le cas des banques communautaires de développement brésiliennes," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 313-326.
• Afrasiab Mirza & Eric Stephens, 2016, "Securitization and Aggregate Investment Efficiency," Carleton Economic Papers, Carleton University, Department of Economics, number 16-05, Mar, revised 24 Jan 2017.
• Jędrzej Białkowski & Laura T. Starks, 2016, "SRI Funds: Investor Demand, Exogenous Shocks and ESG Profiles," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 16/11, Mar.
• John Jason, 2016, "Swimming with Whales: How to Encourage Competition from Small Banks," e-briefs, C.D. Howe Institute, number 248, Oct.
• Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016, "The sovereign-bank diabolic loop and ESBies," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1414, Mar.
• Vassilios Babalos & Guglielmo Maria Caporale & Nicola Spagnolo, 2016, "Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-in-mean Analysis," CESifo Working Paper Series, CESifo, number 5932.
• Marc Auboin & Harry Smythe & Robert Teh, 2016, "Supply Chain Finance and SMEs: Evidence from International Factoring Data," CESifo Working Paper Series, CESifo, number 6039.
• Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanosy, 2016, "The Sovereign-Bank Diabolic Loop and ESBies," Discussion Papers, Centre for Macroeconomics (CFM), number 1617, May.
• Albert S. Kyle & Anna Obizhaeva & Tugkan Tuzun, 2016, "Microstructure Invariance in U.S. Stock Market Trades," Working Papers, Center for Economic and Financial Research (CEFIR), number w0230, Apr.
• Marc Gerritzen & Jens Carsten Jackwerth & Alberto Plazzi, 2016, "Birds of a Feather – Do Hedge Fund Managers Flock Together?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-10, Feb, revised Jul 2020.
• Michel A. Habib & D. Bruce Johnsen, 2016, "The Quality-Assuring Role of Mutual Fund Advisory Fees," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-16, Feb, revised Apr 2016.
• Claude Montmarquette & Nathalie Viennot-Briot, 2016, "The Gamma Factor and the Value of Financial Advice," CIRANO Working Papers, CIRANO, number 2016s-35, Aug.
• Ramiro Losada López, 2016, "Managerial ability, risk preferences and the incentives for active management," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 6.
• Marcela Eslava & Javier Freixas, 2016, "Public Development Banks and Credit Market Imperfections," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 14234, Jan.
• Michal Buszko & Dorota Krupa, 2016, "Discussion about developing securitisation in Poland with participation of securitisation investment funds," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, volume 15, issue 3, pages 279-294, September, DOI: 10.12775/EiP.2016.018.
• Dorota Krupa & Michal Buszko, 2016, "Characteristics and prospects of development of securitisation investment funds market in Poland," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, volume 15, issue 3, pages 357-370, September, DOI: 10.12775/EiP.2016.024.
• Eslava, Marcela, 2016, "Public Development Banks and Credit Market Imperfections," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11160, Mar.
• Malamud, Semyon, 2016, "A Dynamic Equilibrium Model of ETFs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11469, Aug.
• Massa, Massimo & Schumacher, David & wang, yan, 2016, "Who is afraid of BlackRock?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11471, Aug.
• Massa, Massimo & Ferreira, Miguel & Matos, Pedro Pinto, 2016, "Investor-Stock Decoupling in Mutual Funds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11476, Aug.
• Polk, Christopher & Lou, Dong & Huang, Shiyang, 2016, "The Booms and Busts of Beta Arbitrage," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11531, Sep.
• Vuillemey, Guillaume & Bignon, Vincent, 2016, "The Failure of a Clearinghouse: Empirical Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11630, Nov.
• José J. Massa, 2016, "Interoperability between Central Counterparties. Impact on the distribution of capital consumption among Member firms," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 39, issue 111, pages 127-137, Septiembr.
• Chen, Damiaan H. J. & Beetsma, Roel M. W. J. & Ponds, Eduard H. M. & Romp, Ward E., 2016, "Intergenerational risk-sharing through funded pensions and public debt," Journal of Pension Economics and Finance, Cambridge University Press, volume 15, issue 2, pages 127-159, April.
• Khalifa M. HASSANAIN, 2016, "Waqf for Poverty Alleviation: Challenges and Opportunities," Journal of Economic and Social Thought, EconSciences Journals, volume 3, issue 4, pages 509-520, December.
• Severin ZEILBECK, 2016, "An Investment Initiative for Fiscally Constrained EU Member States – The Role of Synergetic Financial Instruments," Journal of Economics Bibliography, EconSciences Journals, volume 3, issue 3, pages 380-408, September.
• Йордан Йорданов, 2016, "Социално-Икономически Потенциал На Осигуряването В Доброволен Пенсионен Фонд," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 11, issue 11 Year 2, pages 248-262.
• Мария Младенова, 2016, "Анализ На Финансовото Състояние На Небанковите Инвестиционните Посредници В България," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 11, issue 11 Year 2, pages 38-52.
• Vassilios Babalos & Guglielmo Maria Caporale & Nicola Spagnolo, 2016, "Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-In-Mean Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1583.
• Ruttenberg, Wiebe & Pinna, Andrea, 2016, "Distributed ledger technologies in securities post-trading - Revolution or evolution?," Occasional Paper Series, European Central Bank, number 172, Apr.
• Molitor, Philippe & Doyle, Nicola & Hermans, Lieven & Weistroffer, Christian, 2016, "Shadow banking in the euro area: risks and vulnerabilities in the investment fund sector," Occasional Paper Series, European Central Bank, number 174, Jun.
• Chernenko, Sergey & Sunderam, Adi, 2016, "Liquidity Transformation in Asset Management: Evidence form the Cash Holdings of Mutual Funds," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2016-05, Jul.
• Nadauld, Taylor & Sensoy, Berk A. & Vorkink, Keith & Weisbach, Michael S., 2016, "The Liquidity Cost of Private Equity Investments: Evidence from Secondary Market Transactions," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2016-11, Jun.
• Cavagnaro, Daniel R. & Sensoy, Berk A. & Wang, Yingdi & Weisbach, Michael S., 2016, "Measuring Institutional Investors' Skill from Their Investments in Private Equity," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2016-14, Aug.
• Minton, Bernadette A. & Schrand, Catherine M., 2016, "Institutional Investments in Pure Play Stocks and Implications for Hedging Decisions," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2016-3, Jan.
• Jagtiani, Julapa & Lemieux, Catharine, 2016, "Small Business Lending: Challenges and Opportunities for Community Banks," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 16-02, Mar.
• Mohammad Ahmar Uddin & Syed Ahsan Jamil & Khaliquzzaman Khan, 2016, "Private Equity and its Role in the Development of the Indian Manufacturing Sector," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 1, pages 361-364.
• Zia-ur-Rehman Rao & Muhammad Zubair Tauni & Ajid ur Rehman, 2016, "Asymmetric Flow-performance Relationship: Case of Chinese Equity Funds," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 492-496.
• Karen A. Tumanyants & Eugenia V. Gulyaeva, 2016, "Individual Choice of a Pension Fund in Russia: Are the Investment Results of the Fund Important?," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1328-1337.
• Ihyaul Ulum & Rizqiyah & Ahmad Waluya Jati, 2016, "Intellectual Capital Performance: A Comparative Study between Financial and Non-Financial Industry of Indonesian Biggest Companies," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1436-1439.
• Bodnaruk, Andriy & O'Brien, William & Simonov, Andrei, 2016, "Captive finance and firm's competitiveness," Journal of Corporate Finance, Elsevier, volume 37, issue C, pages 210-228, DOI: 10.1016/j.jcorpfin.2015.12.018.
• Kryzanowski, Lawrence & Mohebshahedin, Mahmood, 2016, "Board governance, monetary interest, and closed-end fund performance," Journal of Corporate Finance, Elsevier, volume 38, issue C, pages 196-217, DOI: 10.1016/j.jcorpfin.2016.01.010.
• Buchner, Axel & Mohamed, Abdulkadir & Schwienbacher, Armin, 2016, "Does risk explain persistence in private equity performance?," Journal of Corporate Finance, Elsevier, volume 39, issue C, pages 18-35, DOI: 10.1016/j.jcorpfin.2016.05.003.
• Souza, Sergio Rubens Stancato de & Silva, Thiago Christiano & Tabak, Benjamin Miranda & Guerra, Solange Maria, 2016, "Evaluating systemic risk using bank default probabilities in financial networks," Journal of Economic Dynamics and Control, Elsevier, volume 66, issue C, pages 54-75, DOI: 10.1016/j.jedc.2016.03.003.
• Peijnenburg, Kim & Nijman, Theo & Werker, Bas J.M., 2016, "The annuity puzzle remains a puzzle," Journal of Economic Dynamics and Control, Elsevier, volume 70, issue C, pages 18-35, DOI: 10.1016/j.jedc.2016.05.023.
• Ewald, Christian-Oliver & Zhang, Hai, 2016, "Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk," Journal of Economic Dynamics and Control, Elsevier, volume 71, issue C, pages 45-59, DOI: 10.1016/j.jedc.2016.07.007.
• Akhtaruzzaman, Md & Shamsuddin, Abul, 2016, "International contagion through financial versus non-financial firms," Economic Modelling, Elsevier, volume 59, issue C, pages 143-163, DOI: 10.1016/j.econmod.2016.07.003.
• Chen, Hsuan-Chi & Lai, Christine W. & Wu, Sheng-Ching, 2016, "Mutual fund selection and performance persistence in 401(k) Plans," The North American Journal of Economics and Finance, Elsevier, volume 35, issue C, pages 78-100, DOI: 10.1016/j.najef.2015.10.004.
• Matallín-Sáez, Juan Carlos & Soler-Domínguez, Amparo & Tortosa-Ausina, Emili, 2016, "On the robustness of persistence in mutual fund performance," The North American Journal of Economics and Finance, Elsevier, volume 36, issue C, pages 192-231, DOI: 10.1016/j.najef.2016.01.002.
• Boermans, Martijn Adriaan & Frost, Jon & Steins Bisschop, Sophie, 2016, "European bond markets: Do illiquidity and concentration aggravate price shocks?," Economics Letters, Elsevier, volume 141, issue C, pages 143-146, DOI: 10.1016/j.econlet.2016.02.023.
• Yadav, Vijay, 2016, "Tax preferences of investors and fund investments," Economics Letters, Elsevier, volume 143, issue C, pages 90-93, DOI: 10.1016/j.econlet.2016.03.026.
• Dumitrescu, Ariadna & Gil-Bazo, Javier, 2016, "Information and investment under uncertainty," Economics Letters, Elsevier, volume 148, issue C, pages 17-22, DOI: 10.1016/j.econlet.2016.08.043.
• Haber, Stephen H. & Werfel, Seth H., 2016, "Patent trolls as financial intermediaries? Experimental evidence," Economics Letters, Elsevier, volume 149, issue C, pages 64-66, DOI: 10.1016/j.econlet.2016.10.002.
• De-la-Hoz, Maria Camila & Pombo, Carlos, 2016, "Institutional investor heterogeneity and firm valuation: Evidence from Latin America," Emerging Markets Review, Elsevier, volume 26, issue C, pages 197-221, DOI: 10.1016/j.ememar.2015.12.001.
• Ciarlone, Alessio & Miceli, Valeria, 2016, "Escaping financial crises? Macro evidence from sovereign wealth funds' investment behaviour," Emerging Markets Review, Elsevier, volume 27, issue C, pages 169-196, DOI: 10.1016/j.ememar.2016.05.004.
• Cumming, Douglas & Zhang, Yelin, 2016, "Alternative investments in emerging markets: A review and new trends," Emerging Markets Review, Elsevier, volume 29, issue C, pages 1-23, DOI: 10.1016/j.ememar.2016.08.022.
• Groh, Alexander Peter & Wallmeroth, Johannes, 2016, "Determinants of venture capital investments in emerging markets," Emerging Markets Review, Elsevier, volume 29, issue C, pages 104-132, DOI: 10.1016/j.ememar.2016.08.020.
• Yang, Tianna & Hou, Wenxuan, 2016, "Pay-performance sensitivity and risk-taking behaviors: Evidence from closed-end funds," Emerging Markets Review, Elsevier, volume 29, issue C, pages 274-288, DOI: 10.1016/j.ememar.2016.08.015.
• Cici, Gjergji & Rosenfeld, Claire, 2016, "A study of analyst-run mutual funds: The abilities and roles of buy-side analysts," Journal of Empirical Finance, Elsevier, volume 36, issue C, pages 8-29, DOI: 10.1016/j.jempfin.2015.12.004.
• Karagiannidis, Iordanis & Vozlyublennaia, Nadia, 2016, "Limits to mutual funds' ability to rely on mean/variance optimization," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 282-292, DOI: 10.1016/j.jempfin.2016.01.008.
• Xu, Li & Deng, Shi-Jie & Thomas, Valerie M., 2016, "Carbon emission permit price volatility reduction through financial options," Energy Economics, Elsevier, volume 53, issue C, pages 248-260, DOI: 10.1016/j.eneco.2014.06.001.
• Berger, Theo & Uddin, Gazi Salah, 2016, "On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes," Energy Economics, Elsevier, volume 56, issue C, pages 374-383, DOI: 10.1016/j.eneco.2016.03.024.
• Mason, Andrew & Agyei-Ampomah, Sam & Skinner, Frank, 2016, "Realism, skill, and incentives: Current and future trends in investment management and investment performance," International Review of Financial Analysis, Elsevier, volume 43, issue C, pages 31-40, DOI: 10.1016/j.irfa.2015.10.003.
• Reber, Beat & Vencappa, Dev, 2016, "Deliberate premarket underpricing and aftermarket mispricing: New insights on IPO pricing," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 18-33, DOI: 10.1016/j.irfa.2015.11.007.
• Mateus, Irina B. & Mateus, Cesario & Todorovic, Natasa, 2016, "UK equity mutual fund alphas make a comeback," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 98-110, DOI: 10.1016/j.irfa.2016.01.004.
• Oehler, Andreas & Horn, Matthias & Wendt, Stefan, 2016, "Benefits from social trading? Empirical evidence for certificates on wikifolios," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 202-210, DOI: 10.1016/j.irfa.2016.05.007.
• Hassan, Omaima A.G. & Skinner, Frank S., 2016, "Analyst coverage: Does the listing location really matter?," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 227-236, DOI: 10.1016/j.irfa.2016.05.008.
• El Kalak, Izidin & Azevedo, Alcino & Hudson, Robert, 2016, "Reviewing the hedge funds literature II: Hedge funds' returns and risk management characteristics," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 55-66, DOI: 10.1016/j.irfa.2016.09.006.
• El Kalak, Izidin & Azevedo, Alcino & Hudson, Robert, 2016, "Reviewing the hedge funds literature I: Hedge funds and hedge funds' managerial characteristics," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 85-97, DOI: 10.1016/j.irfa.2016.09.008.
• Wang, Zihe & Li, Johnny Siu-Hang, 2016, "A DCC-GARCH multi-population mortality model and its applications to pricing catastrophic mortality bonds," Finance Research Letters, Elsevier, volume 16, issue C, pages 103-111, DOI: 10.1016/j.frl.2015.10.004.
• Buchner, Axel, 2016, "Risk-adjusting the returns of private equity using the CAPM and multi-factor extensions," Finance Research Letters, Elsevier, volume 16, issue C, pages 154-161, DOI: 10.1016/j.frl.2015.10.023.
• Lesser, Kathrin & Rößle, Felix & Walkshäusl, Christian, 2016, "Socially responsible, green, and faith-based investment strategies: Screening activity matters!," Finance Research Letters, Elsevier, volume 16, issue C, pages 171-178, DOI: 10.1016/j.frl.2015.11.001.
• Soler-Domínguez, Amparo & Matallín-Sáez, Juan Carlos, 2016, "Socially (ir)responsible investing? The performance of the VICEX Fund from a business cycle perspective," Finance Research Letters, Elsevier, volume 16, issue C, pages 190-195, DOI: 10.1016/j.frl.2015.11.003.
• Guo, Biao & Xiao, Yugu, 2016, "A note on why doesn't the choice of performance measure matter?," Finance Research Letters, Elsevier, volume 16, issue C, pages 248-254, DOI: 10.1016/j.frl.2015.12.001.
• Energy Sonono, Masimba & Phillip Mashele, Hopolang, 2016, "Estimation of bid-ask prices for options on LIBOR based instruments," Finance Research Letters, Elsevier, volume 19, issue C, pages 33-41, DOI: 10.1016/j.frl.2016.05.013.
• Blocher, Jesse, 2016, "Network externalities in mutual funds," Journal of Financial Markets, Elsevier, volume 30, issue C, pages 1-26, DOI: 10.1016/j.finmar.2016.04.001.
• Jackwerth, Jens Carsten & Slavutskaya, Anna, 2016, "The total benefit of alternative assets to pension fund portfolios," Journal of Financial Markets, Elsevier, volume 31, issue C, pages 25-42, DOI: 10.1016/j.finmar.2016.06.002.
• Jin, Dawei & Wang, Haizhi & Wang, Peng & Yin, Desheng, 2016, "Social trust and foreign ownership: Evidence from qualified foreign institutional investors in China," Journal of Financial Stability, Elsevier, volume 23, issue C, pages 1-14, DOI: 10.1016/j.jfs.2016.01.007.
• Sedunov, John, 2016, "What is the systemic risk exposure of financial institutions?," Journal of Financial Stability, Elsevier, volume 24, issue C, pages 71-87, DOI: 10.1016/j.jfs.2016.04.005.
• Kaschützke, B. & Maurer, R., 2016, "Investing and Portfolio Allocation for Retirement," Handbook of the Economics of Population Aging, Elsevier, chapter 0, in: Piggott, John & Woodland, Alan, "Handbook of the Economics of Population Aging", DOI: 10.1016/bs.hespa.2016.09.007.
• Wei, Li & Yuan, Zhongyi, 2016, "The loss given default of a low-default portfolio with weak contagion," Insurance: Mathematics and Economics, Elsevier, volume 66, issue C, pages 113-123, DOI: 10.1016/j.insmatheco.2015.10.005.
• Shen, Yang & Sherris, Michael & Ziveyi, Jonathan, 2016, "Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options," Insurance: Mathematics and Economics, Elsevier, volume 69, issue C, pages 127-137, DOI: 10.1016/j.insmatheco.2016.04.006.
• Platanakis, Emmanouil & Sutcliffe, Charles, 2016, "Pension scheme redesign and wealth redistribution between the members and sponsor: The USS rule change in October 2011," Insurance: Mathematics and Economics, Elsevier, volume 69, issue C, pages 14-28, DOI: 10.1016/j.insmatheco.2016.04.001.
• Liang, Zongxia & Sheng, Wenlong, 2016, "Valuing inflation-linked death benefits under a stochastic volatility framework," Insurance: Mathematics and Economics, Elsevier, volume 69, issue C, pages 45-58, DOI: 10.1016/j.insmatheco.2016.03.014.
• Buchner, Axel, 2016, "Dealing with non-normality when estimating abnormal returns and systematic risk of private equity: A closed-form solution," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 45, issue C, pages 60-78, DOI: 10.1016/j.intfin.2016.06.001.
• Murtinu, Samuele & Scalera, Vittoria G., 2016, "Sovereign Wealth Funds' Internationalization Strategies: The Use of Investment Vehicles," Journal of International Management, Elsevier, volume 22, issue 3, pages 249-264, DOI: 10.1016/j.intman.2016.03.003.
• Habib, Michel A. & Johnsen, D. Bruce, 2016, "The quality-assuring role of mutual fund advisory fees," International Review of Law and Economics, Elsevier, volume 46, issue C, pages 1-19, DOI: 10.1016/j.irle.2015.11.003.
• Akbas, Ferhat & Meschke, Felix & Wintoki, M. Babajide, 2016, "Director networks and informed traders," Journal of Accounting and Economics, Elsevier, volume 62, issue 1, pages 1-23, DOI: 10.1016/j.jacceco.2016.03.003.
• Brown, Lawrence D. & Call, Andrew C. & Clement, Michael B. & Sharp, Nathan Y., 2016, "The activities of buy-side analysts and the determinants of their stock recommendations," Journal of Accounting and Economics, Elsevier, volume 62, issue 1, pages 139-156, DOI: 10.1016/j.jacceco.2016.06.002.
• Cho, Jin-Wan & Choi, Joung Hwa & Kim, Taeyong & Kim, Woojin, 2016, "Flight-to-quality and correlation between currency and stock returns," Journal of Banking & Finance, Elsevier, volume 62, issue C, pages 191-212, DOI: 10.1016/j.jbankfin.2014.09.003.
• Racicot, François-Éric & Théoret, Raymond, 2016, "Macroeconomic shocks, forward-looking dynamics, and the behavior of hedge funds," Journal of Banking & Finance, Elsevier, volume 62, issue C, pages 41-61, DOI: 10.1016/j.jbankfin.2015.10.004.
• Jacob, Martin & Johan, Sofia & Schweizer, Denis & Zhan, Feng, 2016, "Corporate finance and the governance implications of removing government support programs," Journal of Banking & Finance, Elsevier, volume 63, issue C, pages 35-47, DOI: 10.1016/j.jbankfin.2015.11.005.
• Namvar, Ethan & Phillips, Blake & Pukthuanthong, Kuntara & Raghavendra Rau, P., 2016, "Do hedge funds dynamically manage systematic risk?," Journal of Banking & Finance, Elsevier, volume 64, issue C, pages 1-15, DOI: 10.1016/j.jbankfin.2015.11.014.
• Firth, Michael & Gao, Jin & Shen, Jianghua & Zhang, Yuanyuan, 2016, "Institutional stock ownership and firms’ cash dividend policies: Evidence from China," Journal of Banking & Finance, Elsevier, volume 65, issue C, pages 91-107, DOI: 10.1016/j.jbankfin.2016.01.009.
• De Genaro, Alan, 2016, "Systematic multi-period stress scenarios with an application to CCP risk management," Journal of Banking & Finance, Elsevier, volume 67, issue C, pages 119-134, DOI: 10.1016/j.jbankfin.2015.12.011.
• Henke, Hans-Martin, 2016, "The effect of social screening on bond mutual fund performance," Journal of Banking & Finance, Elsevier, volume 67, issue C, pages 69-84, DOI: 10.1016/j.jbankfin.2016.01.010.
• Prevost, Andrew K. & Wongchoti, Udomsak & Marshall, Ben R., 2016, "Does institutional shareholder activism stimulate corporate information flow?," Journal of Banking & Finance, Elsevier, volume 70, issue C, pages 105-117, DOI: 10.1016/j.jbankfin.2016.06.009.
• Chang, Kiyoung & Kang, Eun & Li, Ying, 2016, "Effect of institutional ownership on dividends: An agency-theory-based analysis," Journal of Business Research, Elsevier, volume 69, issue 7, pages 2551-2559, DOI: 10.1016/j.jbusres.2015.10.088.
• Dutta, Supradeep & Folta, Timothy B., 2016, "A comparison of the effect of angels and venture capitalists on innovation and value creation," Journal of Business Venturing, Elsevier, volume 31, issue 1, pages 39-54, DOI: 10.1016/j.jbusvent.2015.08.003.
• El-Masry, Ahmed A. & de Mingo-López, Diego Víctor & Matallín-Sáez, Juan Carlos & Tortosa-Ausina, Emili, 2016, "Environmental conditions, fund characteristics, and Islamic orientation: An analysis of mutual fund performance for the MENA region," Journal of Economic Behavior & Organization, Elsevier, volume 132, issue S, pages 174-197, DOI: 10.1016/j.jebo.2016.10.015.
• Sato, Yuki, 2016, "Delegated portfolio management, optimal fee contracts, and asset prices," Journal of Economic Theory, Elsevier, volume 165, issue C, pages 360-389, DOI: 10.1016/j.jet.2016.05.002.
• Gârleanu, Nicolae & Pedersen, Lasse Heje, 2016, "Dynamic portfolio choice with frictions," Journal of Economic Theory, Elsevier, volume 165, issue C, pages 487-516, DOI: 10.1016/j.jet.2016.06.001.
• Berk, Jonathan B. & van Binsbergen, Jules H., 2016, "Assessing asset pricing models using revealed preference," Journal of Financial Economics, Elsevier, volume 119, issue 1, pages 1-23, DOI: 10.1016/j.jfineco.2015.08.010.
• Ivashina, Victoria & Iverson, Benjamin & Smith, David C., 2016, "The ownership and trading of debt claims in Chapter 11 restructurings," Journal of Financial Economics, Elsevier, volume 119, issue 2, pages 316-335, DOI: 10.1016/j.jfineco.2015.09.002.
• Edelen, Roger M. & Ince, Ozgur S. & Kadlec, Gregory B., 2016, "Institutional investors and stock return anomalies," Journal of Financial Economics, Elsevier, volume 119, issue 3, pages 472-488, DOI: 10.1016/j.jfineco.2016.01.002.
• Degeorge, Francois & Martin, Jens & Phalippou, Ludovic, 2016, "On secondary buyouts," Journal of Financial Economics, Elsevier, volume 120, issue 1, pages 124-145, DOI: 10.1016/j.jfineco.2015.08.007.
• Bodnaruk, Andriy & Rossi, Marco, 2016, "Dual ownership, returns, and voting in mergers," Journal of Financial Economics, Elsevier, volume 120, issue 1, pages 58-80, DOI: 10.1016/j.jfineco.2016.01.021.
• Johnson, Timothy C., 2016, "Rethinking reversals," Journal of Financial Economics, Elsevier, volume 120, issue 2, pages 211-228, DOI: 10.1016/j.jfineco.2016.01.026.
• Hau, Harald & Lai, Sandy, 2016, "Asset allocation and monetary policy: Evidence from the eurozone," Journal of Financial Economics, Elsevier, volume 120, issue 2, pages 309-329, DOI: 10.1016/j.jfineco.2016.01.014.
• Cremers, Martijn & Ferreira, Miguel A. & Matos, Pedro & Starks, Laura, 2016, "Indexing and active fund management: International evidence," Journal of Financial Economics, Elsevier, volume 120, issue 3, pages 539-560, DOI: 10.1016/j.jfineco.2016.02.008.

2015

• Lucia Švábová, 2015, "Estimating The Parameter Delta In The Black Model Using The Finite Difference Method For Futures Options," CBU International Conference Proceedings, ISE Research Institute, volume 3, issue 0, pages 109-114, September, DOI: 10.12955/cbup.v3.591.
• Marek Ďurica, 2015, "Modification Of Delta For Chooser Options," CBU International Conference Proceedings, ISE Research Institute, volume 3, issue 0, pages 123-128, September, DOI: 10.12955/cbup.v3.593.
• Ivan LUCHIAN & Cristina POTLOG, 2015, "Investment Portfolio Management Peculiarities Of Non-State Pension Funds," Economy and Sociology, The Journal Economy and Sociology, issue 2, pages 138-142.
• Jacinta C. Nwachukwu & Simplice A. Asongu, 2015, "The Determinants of Interest Rates in Microbanks: Age and Scale," Research Africa Network Working Papers, Research Africa Network (RAN), number 15/004, Feb.
• Felix Reichling & Kent Smetters, 2015, "Optimal Annuitization with Stochastic Mortality and Correlated Medical Costs," American Economic Review, American Economic Association, volume 105, issue 11, pages 3273-3320, November.
• Clemens Sialm & Laura Starks & Hanjiang Zhang, 2015, "Defined Contribution Pension Plans: Mutual Fund Asset Allocation Changes," American Economic Review, American Economic Association, volume 105, issue 5, pages 432-436, May.
• Dragos Ilie, 2015, "Credits and Bank Guarantee Letters in Entrepreneurship Development During Crisis," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 17, issue 38, pages 212-212, February.
• Andy Mullineux, 2015, "Implications Of The Eurozone Crisis For Monetary Unions In Sub-Saharan Africa," The African Finance Journal, Africagrowth Institute, volume 17, issue 1, pages 21-40.
• Jacinta C. Nwachukwu & Simplice Asongu, 2015, "The Determinants of Interest Rates in Microbanks: Age and Scale," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 15/004, Feb.
• Karlis, Alexandros & Galanis, Giorgos & Terovitis, Spyridon & Turner, Matthew, , "Hedging against Risk in a Heterogeneous Leveraged Market," Economic Research Papers, University of Warwick - Department of Economics, number 270010, DOI: 10.22004/ag.econ.270010.
• Iulia-Oana BELCIC-STEFAN, 2015, "The Diversity of Financial Instruments Traded on the Stock Exchange," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 17, pages 122-132, December.
• Jenica POPESCU & Nela Loredana MEITA, 2015, "Study on the Credit Risk in Societies with Agricultural Profile," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 17, pages 45-57, December.
• Silviu CÂRSTINA & Marian SIMINICA, 2015, "Mathematical and Economic Modeling of the Results of Correlation Between Indicators of Profitability and Asset Management," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 17, pages 68-73, December.
• Adair Morse, 2015, "Peer-to-Peer Crowdfunding: Information and the Potential for Disruption in Consumer Lending," Annual Review of Financial Economics, Annual Reviews, volume 7, issue 1, pages 463-482, December, DOI: 10.1146/annurev-financial-111914-04.
• Alon Brav & Hyunseob Kim & Wei Jiang, 2015, "Recent Advances in Research on Hedge Fund Activism: Value Creation and Identification," Annual Review of Financial Economics, Annual Reviews, volume 7, issue 1, pages 579-595, December, DOI: 10.1146/annurev-financial-111914-04.
• Jonathan Zinman, 2015, "Household Debt: Facts, Puzzles, Theories, and Policies," Annual Review of Economics, Annual Reviews, volume 7, issue 1, pages 251-276, August.
• Javier Olivera, 2015, "Efectos fiscales y distributivos de un sistema de pensiones multi-pilar en Perú," Working Papers, Peruvian Economic Association, number 56, Dec.
• Tobias Berg & Daniel Streitz & Michael Wedow, 2015, "Real Effects of Securitization," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1514.
• Valeriy Dudnyk & Ludmila Lozovska, 2015, "Indicator System For Measurement Of Financial And Economic Activities In Public Institutions," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 1, issue 1, DOI: 10.30525/2256-0742/2015-1-1-81-85.
• Vasiliki Bazdekidu, 2015, "Trends on the Capital Market in Greece before and after the State Debt Crisis," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 66-89.
• Raphaël Janssen & Romuald Morhs, 2015, "The interest rate sensitivity of Luxembourg bond funds: results from a time-varying model," BCL working papers, Central Bank of Luxembourg, number 98, Aug.
• Verónica Balzarotti & Alejandra Anastasi, 2015, "Does Competition for Novice Borrowers Hurt Access to Finance? An Analysis in a Context of High Risk and Low Outreach," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201562, Jan.
• Patricia Gómez-González, 2015, "Financial innovation in sovereign borrowing and public provision of liquidity," Working Papers, Banco de España, number 1511, Apr.
• Nicola Branzoli & Giovanni Guazzarotti, 2015, "The market for corporate debt private placements," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 262, Mar.
• Matteo Accornero & Paolo Finaldi Russo & Giovanni Guazzarotti & Valentina Nigro, 2015, "First-time corporate bond issuers in Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 269, Apr.
• Freddy Cepeda L. & Fabio Ortega C., 2015, "A dynamic approach to intraday liquidity needs," Borradores de Economia, Banco de la Republica de Colombia, number 877, Mar, DOI: 10.32468/be.877.
• Ariadna Dumitrescu & Javier Gil-Bazo, 2015, "Familiarity and Competition: The Case of Mutual Funds," Working Papers, Barcelona School of Economics, number 815, Sep.
• Ariadna Dumitrescu & Javier Gil-Bazo, 2015, "Market Frictions, Investor Heterogeneity, and Persistence in Mutual Fund Performance," Working Papers, Barcelona School of Economics, number 816, Sep.
• Uri Benzion & Eyal Lahav & Koresh Galil, 2015, "Debt composition and lax screening in the Israel corporate bond market," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 1504.
• Ingo Fender & Ulf Lewrick, 2015, "Shifting tides - market liquidity and market-making in fixed income instruments," BIS Quarterly Review, Bank for International Settlements, March.
• Robert Argento & Victoria L. Bryant & John Sabelhaus, 2015, "Early Withdrawals From Retirement Accounts During The Great Recession," Contemporary Economic Policy, Western Economic Association International, volume 33, issue 1, pages 1-16, January.
• Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2015, "Money Doctors," Journal of Finance, American Finance Association, volume 70, issue 1, pages 91-114, February.
• Clemens Sialm & Laura T. Starks & Hanjiang Zhang, 2015, "Defined Contribution Pension Plans: Sticky or Discerning Money?," Journal of Finance, American Finance Association, volume 70, issue 2, pages 805-838, April.
• Andrew J. Patton & Tarun Ramadorai & Michael Streatfield, 2015, "Change You Can Believe In? Hedge Fund Data Revisions," Journal of Finance, American Finance Association, volume 70, issue 3, pages 963-999, June.
• Andrew J. Patton & Tarun Ramadorai & Michael Streatfield, 2015, "Change You Can Believe In? Hedge Fund Data Revisions: Erratum," Journal of Finance, American Finance Association, volume 70, issue 4, pages 1862-1862, August.
• Jakub W. Jurek & Erik Stafford, 2015, "The Cost of Capital for Alternative Investments," Journal of Finance, American Finance Association, volume 70, issue 5, pages 2185-2226, October.
• Marco Belmonte Fagalde & Martín Villegas Tufiño, 2015, "Regulación del crédito y tasas máximas: un análisis de sus efectos sobre las entidades de intermediación financiera," Serie de Documentos de Trabajo, Banco Central de Bolivia, number 2015/05, Dec.
• Jung-Min KIM, 2015, "Failure Risk and the Cross-Section of Hedge Fund Returns," Working Papers, Economic Research Institute, Bank of Korea, number 2015-13, May.
• Jong-Ku Kang & Hosung Lim, 2015, "An Analysis on Factors Affecting Loan Demand and Supply in Korea (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2015-17, Jun.
• Jooyong Jun, 2015, "Entry of Non-financial Firms and Competition in the Retail Payments Market," Working Papers, Economic Research Institute, Bank of Korea, number 2015-19, Jul.
• Elif Sisli Ciamarra & Abigail Hornstein, 2015, "Board Overlaps in Mutual Fund Families," Working Papers, Brandeis University, Department of Economics and International Business School, number 92, Sep.
• Paulo Rogério Faustino Matos & Wandermon Silva & Felipe Silva, 2015, "Do Brazilian mutual stock fund managers have sufficient skill?," Brazilian Review of Finance, Brazilian Society of Finance, volume 13, issue 2, pages 325-366.
• Nicolas Lesur, 2015, "Les défis posés par le crowdfunding," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 103-112.
• Carlos Pardo & Thomas Valli, 2015, "Rôle des sociétés de gestion dans le financement de l’économie de la zone euro : changement de paradigme ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 147-158.
• Philippe Weber, 2015, "L’impact d’un environnement de taux bas et de politiques monétaires non conventionnelles sur l’industrie de la gestion d’actifs," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 171-182.
• Marie-Laure Barut-Etherington & Denis Beau, 2015, "Liquidité des marchés obligataires et innovation technologique," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 127-142.
• Gerard Hartsink, 2015, "La technologie est le meilleur garant de la gestion des risques sur les marchés financiers," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 143-154.
• José Gabriel Palma, 2015, "Why corporations in developing countries are likely to be even more susceptible to the vicissitudes of international finance than their counterparts in the developed world: A Tribute to Ajit Singh," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1539, Dec.
• Davies, Ronald B. & Killeen, Neill, 2015, "Location Decisions of Non-Bank Financial Foreign Direct Investment: Firm-Level Evidence from Europe," Research Technical Papers, Central Bank of Ireland, number 04/RT/15, Oct.
• Yuki SATO, 2015, "Innovation, Delegation, and Asset Price Swings," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-03, Feb, revised Mar 2015.
• Yuki SATO, 2015, "Delegated Portfolio Management, Optimal Fee Contracts, and Asset Prices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-06, Feb.
• Giovanni BARONE-ADESI & Kostas GIANNOPOULOS & Les VOSPER, 2015, "Estimating the Joint Tail Risk Under the Filtered Historical Simulation. An Application to the CCP's Default and Waterfall Fund," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-12, Feb.
• Itzhak Ben-DAVID & Francesco A. FRANZONI & Rabih MOUSSAWI & John SEDUNOV III, 2015, "The Granular Nature of Large Institutional Investors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-67, Jun, revised Apr 2016.
• David Martinez-Miera & Rafael Repullo, 2015, "Search for Yield," Working Papers, CEMFI, number wp2015_1507, Sep.
• Carmen BOGHEAN, 2015, "The Shadow Banking System And Its Role In Triggering The Global Crisis," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 7, pages 103-108, April.
• Maria José Roa, 2015, "Financial Inclusion in Latin America and the Caribbean: Access, Usage and Quality," Documentos de Investigación - Research Papers, CEMLA, number 19, Apr.
• P. Gottardo & M. Murgia & A. Pinna & L. Bosetti, 2015, "The Impact of Large Orders in Electronic Markets," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201510.
• Maria Camila De-La-Hoz & Carlos Pombo, 2015, "Institutional Investors and Firm Valuation: Evidence from Latin America," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 12849, Apr.