Research Articles Further Publications Arismendi, Juan C., Simon Broda, 2017, Multivariate el- liptical truncated moments, in: Journal of Multivariate Analysis, 157, https://doi.org/10.1016/j.jmva.2017.02.011. Basten, Christoph, Maximilian von Ehrlich, Andrea Lassmann, 2017, Income taxes, sorting and the costs of housing: evidence from municipal boundaries in Swit- zerland, in: Economic Journal, 127(601), https://doi. org/10.1111/ecoj.12489. dence from Art Auctions, in: Financial Management, forthcoming, https://doi.org/10.1111/fima.12207. Gotthelf, Nina, and Matthias W. Uhl, 2018, News Senti- ment: A New Yield Curve Factor, in: Journal of Behavi- oral Finance, forthcoming, https://doi.org/10.1080/154275 60.2018.1432620. Habib, Michel, 2018, Multifaceted Transactions and Or- ganizational Ownership, in: The Review of Corporate Finance Studies, 7(1), https://doi.org/10.1093/rcfs/cfx019. 2525 Chesney, Marc, and Nikola Vasiljevic, 2018, Parisian Options with Jumps: A Maturity-Excursion Randomiza- tion Approach, in: Quantitative Finance, forthcoming, https://doi.org/10.1080/14697688.2018.1444785. Hens, Thorsten, János Mayer, 2017, Cumulative pros- pect theory and mean-variance analysis: a rigorous com- parison, in: Journal of Computational Finance, 21(3), ht- tps://doi.org/10.21314/JCF.2017.336. Chhaibi, Reda, Joseph Najnudel, Ashkan Nikeghbali, 2017, The circular unitary ensemble and the Riemann zeta function: the microscopic landscape and a new ap- proach to ratios, in: Inventiones Mathematicae, 207(1), https://doi.org/10.1007/s00222-016-0669-1. Dzhabarov, Constantine, Alexandre Ziegler, William T Ziemba, 2017, Sell in May and Go Away: The Evidence in the International Equity Index Futures Markets, in: Quantitative Finance, 18(2), https://doi.org/10.1080/14697 688.2017.1406232. Fuhrer, Lucas, 2018, Liquidity in the Repo Market, in: Journal of International Money and Finance, 84, https:// doi.org/10.1016/j.jimonfin.2018.02.005. Gao, Niushan, Denny Leung, Cosimo Munari, and Foi- vos Xanthos, 2018, Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces, in: Finance and Stochastics, 22(2), https:// doi.org/10.1007/s00780-018-0357-7. Garcia, Emilia, Brunella Bruno, and Giacomo Nocera, 2018, Experience and Brokerage in Asset Markets: Evi- Koch Medina, Pablo, Cosimo Munari, and Mario Šikić, 2018, A simple characterization of tightness for convex solid sets of positive random variables, in: Positivity, forthcoming, https://doi.org/10.1007/s11117-018-0556-7. Koch Medina, Pablo, and Jan Wenzelburger, 2018, Equi- libria in the CAPM with non-tradeable endowments, in: Journal of Mathematical Economics, 75, https://doi. org/10.1016/j.jmateco.2017.12.004. Leippold, Markus, Simone Bernardi, and Harald Lohre, 2018, Second-Order Risk of Alternative Risk Pa- rity Strategies, in: Journal of Risk, forthcoming, https:// doi.org/10.2139/ssrn.3090624. Meisser, Luzius, 2017, The Code is the Model, in: Inter- national Journal of Microsimulation, 10(3), http://www. microsimulation.org/IJM/V10_3/IJM_2017_10_3_6.pdf. Olsen, Richard, Stefano Battiston, Guido Caldarelli, Anton Golub, Mihail Nikulin, Sergey Ivliev, 2018, Case study of Lykke exchange: architecture and outlook, in: The Journal of Risk Finance, forthcoming, https://doi. org/10.1108/JRF-12-2016-0168. Newsletter No. 37 I Institut für Banking und Finance I Universität Zürich