Mental accounting, loss aversion, and individual stock returns by Barberis, Nicholas, Huang, Ming

Have individual stocks become more volatilen an empirical exploration of idiosyncratic risk

Trading volume : definitions, data analysis, and implications of portfolio theory by Lo, Andrew W.

Robust-H forecasting and asset pricing anomalies by Tornell, Aaron

Excessive DGI flows under asymmetric information by Razin, Assaf

Comparing asset pricing models : an investment perspective by Pastor, Lubos

International asset allocation with time-varying correlations by Ang, Andrew

Who should buy long-term bonds? by Campbell, John Y.

Capital income taxation and risk-taking in a small open economy by Asea, Patrick K.

Click here to download the fulltext

Do nontraded goods explain in the home bias puzzlen by Pesenti, Paolo

Click here to download the fulltext