TeX - LaTeX Asked by Edsel Flores on February 19, 2021
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bibitem{Agapova2011} Agapova,A.(2011). Conventional mutual index funds versus exchange-traded funds, Journal of Financial Markets, 14(2): 323-343.
bibitem{Aminetal2009} Amin, A., Shoukat, S., and Khan, Z. (2009). Gambler’s Fallacy and Behavioral Finance in the Financial Markets (A Case Study of Lahore Stock Exchange). Abasyn University Journal of Social Sciences, 3(2), 67-73.
bibitem{Anandetal2018} Anand, A., Jothikasthira, C.and K. Venkataraman.(2018). Do buy-side institutions supply liquidity in bond markets? Evidence from mutual funds, working paper, Southern Methodist University.
bibitem{AntoniewiczHeinrichs2015} Antoniewicz, R. and Heinrichs J.(2015). The role and activities of Authorized Participants of exchange-traded funds (March), Investment Company Institute, Washington DC.
bibitem{Antony2019}Anu, A. (2019). Behavioral finance and portfolio management: Review of
theory and literature
bibitem{AnagnostopoulosMamanis2010} Anagnostopoulos, K. P.,and Mamanis, G. (2010). A portfolio optimization model with three objectives and discrete variables. Computers and Operations Research, 37(7), 1285–1297. https://doi.org/10.1016/j.cor.2009.09.009.
bibitem{Aquilinaetal2020} Aquilina, M., Croxson, K., et.al. (2020). Fixed-income ETFs: Primary market participation and resilience of liquidity during periods of stress. Economic Letters, Volume 193.
bibitem{Arrow1952} Arrow.K.(1952).Alternative Approaches to the Theory of Choice in Risk-Taking Situations.Econometrica
Vol. 19, No. 4 (Oct., 1951), pp. 404-437 (34 pages)
Published By: The Econometric Society.DOI:10.2307/1907465. Retrieved from.https://www.jstor.org/stable/1907465
bibitem{AzracBawa1977} Arzac, E. R., and Bawa, V. S. (1977). Portfolio choice and equilibrium in capital markets with safety-first investors. Journal of Financial Economics, 4(3), 277–288. https://doi.org/10.1016/0304-405X(77)90003-4
bibitem{BaeKim2020} Bae, K.and Kim, D. (2020). Liquidity risk and exchange-traded fund returns, variances, and tracking errors. Journal of Financial Economics.
bibitem{Banerjee1992} Banerjee, A. (1992). A simple model of herd behavior. Quarterly Journal of Economics, 107, 797-817.
bibitem{BarberOdean2001} Barber, B. M.,and Odean, T. (2001). Boys will be boys: Gender, overconfidence, and common stock investment. The quarterly journal of economics, 116(1), 261-292
bibitem{Bessembinderetal2018} Bessembinder, H., Spatt, C., and K. Venkataraman.(2019). A survey of the microstructure of fixed income markets, Journal of Financial and Quantitative Analysis, forthcoming.
bibitem{Ben-Davidetal2017} Ben-David, Itzhak, Francesco Franzoni, and Rabih Moussawi, 2017. Exchange-traded funds (ETFs), Annual Review of Financial Economics, Vol. 9.
bibitem{Bergeretal2018} Berger, S., Feldhaus, C., and Ockenfels, A. (2018). A shared identity promotes herding in an information cascade game. Journal of the Economic Science Association, 4(1), 63-72.
bibitem{BhattacharyaOHara2017} Bhattacharya, A., and M. O’Hara.(2017). Can ETFs increase market fragility? The Effect of information linkages in ETF markets. Working paper. Cornell University
bibitem{Bikhchandietal1992} Bikhchandi, S., Hirschleifer, D., and Welch, I. (1992). A theory of fads, fashion, custom and cultural change as informational cascades. Journal of Political Economy, 100, 992-1026
bibitem{BlitzHuij2012} Blitz, D.and Huij, J.(2012). Evaluating the performance of global emerging markets equity exchange-traded funds. Emerging Markets Review, 13(2), pp.149-158.
bibitem{CampbellViciera2003} Campbell, J., and Viciera, L. (2003). Strategic Asset Allocation: Portfolio Choice for Long Term Investors. The Economic Journal. Retrieved from. DOI. 10.1093/0198296940.001.0001
bibitem{Changetal2015} Chang, K. H, Young, M. N, Hildawa, M. I, Santos, I. J.R and Pan, C.H. (2015) "Portfolio selection problem considering behavioral stocks," in Proc. the World Congress on Engineering.
bibitem{Changetal2016} Chang, K.H, Young, M.N, and Lin, W.K. ( 2016).” Portfolio Selection Problem Considering Behavioral Stocks under Holding Periods”, International Journal of Modeling and Optimization, Volume 6, No.4.
bibitem{Changetal2018} Chang, K.-H., Young, M. N., and Diaz, J. F. T. (2018). Portfolio Optimization Utilizing the Framework of Behavioral Portfolio Theory. International Journal of Operations Research, 15(1), 1–13. https://doi.org/10.6886/IJOR.201803_15(1).0001
newpage
bibitem{Chen2020} Chen,J.(2020). Exchange-Traded Funds.Retrieved from from.https://www.investopedia.com/terms/e/etf.as
bibitem{Chen2018} Chen, J. (2018). Safety-First Rule. Retrieved from.https://www.investopedia.com/terms/s/safety-first-rule.asp
bibitem{ChernenkoSunderam2016} Chernenko, S., and A. Sunderam. (2016) , Liquidity transformation in asset management: Evidence from the cash holdings of mutual funds, working paper, Purdue University.
bibitem{Chopra1993}Chopra, V .(1993). The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice. The Journal of Portfolio Management, Vol. 19, no.2 pp. 6-11. Retrieved from. DOI: 10.3905/jpm.1993.409440
bibitem{CoxPeterson1994} Cox, D. R and. Peterson D.R. (1994). "Stock returns following large one-day declines: Evidence on short-term reversals and longer-term performance," The Journal of Finance, vol. 49, no. 1
bibitem{DaShive2017} Da, Z., and S. Shive, (2017), Exchange-traded funds and asset return correlations, Financial Management, Vol. 24, 136-168.
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bibitem{DalthineDonaldson2015} Dalthine, J.P., and Donaldson, J. (2015). The Arbitrage Pricing Theory. Intermediate Financial Theory 3rd edition Pp. 417-442.
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Your references contain quite a few syntax errors, e.g., unescaped &
characters. Moreover, the URL strings aren't encased in url
directives. You must have been getting a ton of error messages. What did you do with them? Your thebibliography
environments also contains several newpage
directives: Why?
Anyway, once I fixed these issues and changed begin{thebibliography}{9}
to begin{thebibliography}{99}
(since the environment contains more than 9 but fewer than 100 entries), the bibliography compiles without further issues. There may be factual errors and formatting mistakes left, but no further syntax errors (I think...).
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bibitem{Agapova2011} Agapova, A. (2011). Conventional mutual index funds versus exchange-traded funds, Journal of Financial Markets, 14(2): 323-343.
bibitem{Aminetal2009} Amin, A., Shoukat, S., and Khan, Z. (2009). Gambler's Fallacy and Behavioral Finance in the Financial Markets (A Case Study of Lahore Stock Exchange). Abasyn University Journal of Social Sciences, 3(2), 67-73.
bibitem{Anandetal2018} Anand, A., Jothikasthira, C.and K. Venkataraman.(2018). Do buy-side institutions supply liquidity in bond markets? Evidence from mutual funds, working paper, Southern Methodist University.
bibitem{AntoniewiczHeinrichs2015} Antoniewicz, R. and Heinrichs J.(2015). The role and activities of Authorized Participants of exchange-traded funds (March), Investment Company Institute, Washington DC.
bibitem{Antony2019}Anu, A. (2019). Behavioral finance and portfolio management: Review of theory and literature
bibitem{AnagnostopoulosMamanis2010} Anagnostopoulos, K. P.,and Mamanis, G. (2010). A portfolio optimization model with three objectives and discrete variables. Computers and Operations Research, 37(7), 1285–1297. url{https://doi.org/10.1016/j.cor.2009.09.009}.
bibitem{Aquilinaetal2020} Aquilina, M., Croxson, K., et.al. (2020). Fixed-income ETFs: Primary market participation and resilience of liquidity during periods of stress. Economic Letters, Volume 193.
bibitem{Arrow1952} Arrow.K.(1952).Alternative Approaches to the Theory of Choice in Risk-Taking Situations.Econometrica
Vol. 19, No. 4 (Oct., 1951), pp. 404-437 (34 pages)
Published By: The Econometric Society.DOI:10.2307/1907465. Retrieved from url{https://www.jstor.org/stable/1907465}
bibitem{AzracBawa1977} Arzac, E. R., and Bawa, V. S. (1977). Portfolio choice and equilibrium in capital markets with safety-first investors. Journal of Financial Economics, 4(3), 277–288. url{https://doi.org/10.1016/0304-405X(77)90003-4}
bibitem{BaeKim2020} Bae, K.and Kim, D. (2020). Liquidity risk and exchange-traded fund returns, variances, and tracking errors. Journal of Financial Economics.
bibitem{Banerjee1992} Banerjee, A. (1992). A simple model of herd behavior. Quarterly Journal of Economics, 107, 797-817.
bibitem{BarberOdean2001} Barber, B. M.,and Odean, T. (2001). Boys will be boys: Gender, overconfidence, and common stock investment. The quarterly journal of economics, 116(1), 261-292
bibitem{Bessembinderetal2018} Bessembinder, H., Spatt, C., and K. Venkataraman.(2019). A survey of the microstructure of fixed income markets, Journal of Financial and Quantitative Analysis, forthcoming.
bibitem{Ben-Davidetal2017} Ben-David, Itzhak, Francesco Franzoni, and Rabih Moussawi, 2017. Exchange-traded funds (ETFs), Annual Review of Financial Economics, Vol. 9.
bibitem{Bergeretal2018} Berger, S., Feldhaus, C., and Ockenfels, A. (2018). A shared identity promotes herding in an information cascade game. Journal of the Economic Science Association, 4(1), 63-72.
bibitem{BhattacharyaOHara2017} Bhattacharya, A., and M. O'Hara.(2017). Can ETFs increase market fragility? The Effect of information linkages in ETF markets. Working paper. Cornell University
bibitem{Bikhchandietal1992} Bikhchandi, S., Hirschleifer, D., and Welch, I. (1992). A theory of fads, fashion, custom and cultural change as informational cascades. Journal of Political Economy, 100, 992-1026
bibitem{BlitzHuij2012} Blitz, D.and Huij, J.(2012). Evaluating the performance of global emerging markets equity exchange-traded funds. Emerging Markets Review, 13(2), pp.149-158.
bibitem{CampbellViciera2003} Campbell, J., and Viciera, L. (2003). Strategic Asset Allocation: Portfolio Choice for Long Term Investors. The Economic Journal. Retrieved from. DOI. 10.1093/0198296940.001.0001
bibitem{Changetal2015} Chang, K. H, Young, M. N, Hildawa, M. I, Santos, I. J.R and Pan, C.H. (2015) ``Portfolio selection problem considering behavioral stocks,'' in Proc. the World Congress on Engineering.
bibitem{Changetal2016} Chang, K.H, Young, M.N, and Lin, W.K. ( 2016).” Portfolio Selection Problem Considering Behavioral Stocks under Holding Periods”, International Journal of Modeling and Optimization, Volume 6, No.4.
bibitem{Changetal2018} Chang, K.-H., Young, M. N., and Diaz, J. F. T. (2018). Portfolio Optimization Utilizing the Framework of Behavioral Portfolio Theory. International Journal of Operations Research, 15(1), 1–13. url{https://doi.org/10.6886/IJOR.201803_15(1).0001}
bibitem{Chen2020} Chen,J.(2020). Exchange-Traded Funds. Retrieved from url{https://www.investopedia.com/terms/e/etf.as}
bibitem{Chen2018} Chen, J. (2018). Safety-First Rule. Retrieved from url{https://www.investopedia.com/terms/s/safety-first-rule.asp}
bibitem{ChernenkoSunderam2016} Chernenko, S., and A. Sunderam. (2016) , Liquidity transformation in asset management: Evidence from the cash holdings of mutual funds, working paper, Purdue University.
bibitem{Chopra1993}Chopra, V .(1993). The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice. The Journal of Portfolio Management, Vol. 19, no.2 pp. 6-11. Retrieved from. DOI: 10.3905/jpm.1993.409440
bibitem{CoxPeterson1994} Cox, D. R and. Peterson D.R. (1994). ``Stock returns following large one-day declines: Evidence on short-term reversals and longer-term performance,'' The Journal of Finance, vol. 49, no. 1
bibitem{DaShive2017} Da, Z., and S. Shive, (2017), Exchange-traded funds and asset return correlations, Financial Management, Vol. 24, 136-168.
bibitem{DalthineDonaldson2015a} Dalthine, J.P., and Donaldson, J. (2015). Risk Aversion and Investment Decisions, Part II: Modern Portfolio Theory. Intermediate Financial Theory( 3rd edition) Pp. 143-179.
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