Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G10: General (includes Measurement and Data)
/ / / G11: Portfolio Choice; Investment Decisions
/ / / G12: Asset Pricing; Trading Volume; Bond Interest Rates
/ / / G13: Contingent Pricing; Futures Pricing
/ / / G14: Information and Market Efficiency; Event Studies; Insider Trading
/ / / G15: International Financial Markets
/ / / G17: Financial Forecasting and Simulation
/ / / G18: Government Policy and Regulation
/ / / G19: Other

2020

• Mohammad Sofie Abdul Hasan & Adler Haymans Manurung & Bahtiar Usman, 2020, "Determinants of Bank Profitability with Size as Moderating Variable," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 10, issue 3, pages 1-7.
• Satish Kumar & Aviral Kumar Tiwari & I. D. Raheem & Qiang Ji, 2020, "Dependence risk analysis in energy, agricultural and precious metals commodities: a pair vine copula approach," Applied Economics, Taylor & Francis Journals, volume 52, issue 28, pages 3055-3072, June, DOI: 10.1080/00036846.2019.1705240.
• Konstantinos Gkillas & Rangan Gupta & Chi Keung Marco Lau & Muhammad Tahir Suleman, 2020, "Jumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movements," Journal of Applied Statistics, Taylor & Francis Journals, volume 47, issue 6, pages 1109-1127, April, DOI: 10.1080/02664763.2019.1663157.
• Oguzhan Cepni & Ibrahim Ethem Guney & Doruk Kucuksarac & Muhammed Hasan Yilmaz, 2020, "Do Local and Global Factors Impact the Emerging Markets’s Sovereign Yield Curves? Evidence from a Data-Rich Environment," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2004.
• Dindo, Pietro & Massari, Filippo, 2020, "The wisdom of the crowd in dynamic economies," Theoretical Economics, Econometric Society, volume 15, issue 4, November.
• Stefan Muhl & Marc Oliver Rieger & Hung Ling Chen, 2020, "Sign Matters: Stock Movement Based Trading Decisions of Private Investors," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2020-01.
• Marc Oliver Rieger & Mei Wang & Daniel Hausmann, 2020, "Pre-Decisional Information Acquisition: Do We Pay TooMuch for Information?," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2020-02.
• Federico Esposito & Marcelo Bianconi & Marco Sammon, 2020, "Trade Policy Uncertainty and Stock Returns," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0834.
• Matteo Maggiori & Brent Neiman & Jesse Schreger, 2020, "International Currencies and Capital Allocation," Journal of Political Economy, University of Chicago Press, volume 128, issue 6, pages 2019-2066, DOI: 10.1086/705688.
• Ricardo J. Caballero & Alp Simsek, 2020, "A Model of Fickle Capital Flows and Retrenchment," Journal of Political Economy, University of Chicago Press, volume 128, issue 6, pages 2288-2328, DOI: 10.1086/705719.
• Bernard Herskovic & Bryan Kelly & Hanno Lustig & Stijn Van Nieuwerburgh, 2020, "Firm Volatility in Granular Networks," Journal of Political Economy, University of Chicago Press, volume 128, issue 11, pages 4097-4162, DOI: 10.1086/710345.
• Tae-Hwy Lee & Millie Yi Mao & Aman Ullah, 2020, "Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility," Working Papers, University of California at Riverside, Department of Economics, number 202015, Jul.
• Elena Andreou & Eric Ghysels, 2020, "Predicting the VIX and the Volatility Risk Premium: The Role of Short-run Funding Spreads Volatility Factors," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 04-2020, Mar.
• Asger Lau Andersen & Niels Johannesen & Mia Jørgensen & José-Luis Peydró, 2020, "Monetary policy and inequality," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1761, Dec, revised Mar 2021.
• Ana Carolina Cordilha, 2020, "How Financialization Reshapes Public Health Care Systems - The Case of Assurance Maladie," CEPN Working Papers, Centre d'Economie de l'Université de Paris Nord, number 2020-03, Mar.
• Snezhinka Konstantinova & Asen Konarev, 2020, "Total Factor Productivity And Intangible Assets Of Industrial Companies," Economic Science, education and the real economy: Development and interactions in the digital age, Publishing house Science and Economics Varna, issue 1, pages 381-390.
• Martin Boyer M. & Dumont Laurence & Martin Jérôme & Léger Pierre-Majorique, 2020, "Why Would Overconfidence Generate Lower Performance? Insights from an Experimental Study," International Review of Financial Consumers, Sciendo, volume 5, issue 2, pages 33-46, DOI: 10.36544/irfc.2020.5-2.5.
• Mhlanga David & Denhere Varaidzo, 2020, "Determinants of Financial Inclusion in Southern Africa," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, volume 65, issue 3, pages 39-52, December, DOI: 10.2478/subboec-2020-0014.
• Wilko Bolt & Maarten R.C. Van Oordt, 2020, "On the Value of Virtual Currencies," Journal of Money, Credit and Banking, Blackwell Publishing, volume 52, issue 4, pages 835-862, June, DOI: 10.1111/jmcb.12619.
• Stéphane Goutte & Khaled Guesmi (ed.), 2020, "Risk Factors and Contagion in Commodity Markets and Stocks Markets," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11549, ISBN: ARRAY(0x534a8110), March.
• John B Guerard & William T Ziemba (ed.), 2020, "Handbook of Applied Investment Research," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11727, ISBN: ARRAY(0x5481a208), March.
• Frank J Fabozzi & Francesco A Fabozzi, 2020, "Fundamentals of Institutional Asset Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11819, ISBN: ARRAY(0x54f42da8), March.
• George Xianzhi Yuan (ed.), 2020, "The CME Vulnerability:The Impact of Negative Oil Futures Trading," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11908, ISBN: ARRAY(0x547711e8), March.
• Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, 2020, "The World IT Project: A Long Journey in the Making," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Claudio Freijedo & Victor Veriansky & Alicia Cortagerena & Pablo Rota & Tim Jacks, 2020, "Information Technology Issues in Argentina," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Md. Rakibul Hoque & Prashant Palvia, 2020, "Information Technology Issues in Bangladesh," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Carlo Gabriel Porto Bellini & Valter Moreno Jr. & Alexandre Reis Graeml & Tim Jacks, 2020, "Information Technology Issues in Brazil," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Alexander Serenko & Nick Bontis & Prashant Palvia & Aykut Hamit Turan, 2020, "Information Technology Issues in Canada," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Jie Yu & Yue Guo & Prashant Palvia, 2020, "Information Technology Issues in China," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Myriam Raymond & ShiKui Wu & Alexander Serenko, 2020, "Information Technology Issues in Egypt," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Mikko Ruohonen & Nicholas Mavengere & A.K.M. Najmul Islam & Alexander Serenko & Ulla-Riitta Ahlfors & Aykut Hamit Turan, 2020, "Information Technology Issues in Finland," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Hajer Kefi & Michel Kalika & Prashant Palvia, 2020, "Information Technology Issues in France," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Elisabeth F. Mueller & Jaideep Ghosh & Prashant Palvia, 2020, "Information Technology Issues in Germany," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Jerry Godwin Diabor & Alexander Serenko & Jaideep Ghosh, 2020, "Information Technology Issues in Ghana," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Alexander Serenko & Gokul Bhandari, 2020, "Information Technology Issues in Greece," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Tamara Keszey & Ádám Katona & Prashant Palvia, 2020, "Information Technology Issues in Hungary," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Jaideep Ghosh & Dolphy Abraham & Prashant Palvia, 2020, "Information Technology Issues in India," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Jaideep Ghosh & Dolphy Abraham & Prashant Palvia & Hamid Nemati, 2020, "Information Technology Issues in Iran," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Chiara Frigerio & Marcello Martinez & Mario Pezzillo Iacono & Federico Rajola & Tim Jacks, 2020, "Information Technology Issues in Italy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Hiroshi Sasaki & Osam Sato & Prashant Palvia, 2020, "Information Technology Issues in Japan," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Aykut Hamit Turan & Naciye Güliz Uğur & Prashant Palvia, 2020, "Information Technology Issues in Jordan," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Eglė Vaičiukynaitė & Rimantas Gatautis & Elena Vitkauskaitė & Tim Jacks, 2020, "Information Technology Issues in Lithuania," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Nikola Levkov & Mijalche Santa & Tim Jacks & Aykut Hamit Turan, 2020, "Information Technology Issues in Republic of Macedonia," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Ainin Sulaiman & Noor Ismawati Jaafar & Prashant Palvia, 2020, "Information Technology Issues in Malaysia," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Gustavo Parés & Ricardo Luis Parés Arce & Vicente Cubells Nonell & Eder Espinos Diaz & Luis Humberto Rojas Pineda & Prashant Palvia, 2020, "Information Technology Issues in Mexico," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Jocelyn Cranefield & Mary Ellen Gordon & Zlatko Kovačić & Gillian Oliver & Alexander Serenko & Aykut Hamit Turan, 2020, "Information Technology Issues in New Zealand," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Olayinka David-West & Eugene Ohu & Prashant Palvia, 2020, "Information Technology Issues in Nigeria," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Ijaz A. Qureshi & Moazzam Hussain & Hassan Raza & Shaista Shahid & Prashant Palvia & Aykut Hamit Turan, 2020, "Information Technology Issues in Pakistan," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Rolando A. Gonzales & Eddy A. Morris & Tim Jacks, 2020, "Information Technology Issues in Peru," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Stanislaw Wrycza & Damian Gajda & Prashant Palvia, 2020, "Information Technology Issues in Poland," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Rui Dinis Sousa & João Álvaro Carvalho & Luis Alfredo Martins do Amaral & Prashant Palvia, 2020, "Information Technology Issues in Portugal," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 28, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Doina Fotache & Vasile-Daniel Pavaloaia & Luminiţa Hurbean & Octavian Dospinescu & Alexander Serenko & Tim Jacks, 2020, "Information Technology Issues in Romania," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 29, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Tim Jacks & Nikolay Kazantsev & Alexander Serenko, 2020, "Information Technology Issues in Russia," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 30, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Kennedy Njenga & Brenda Scholtz & Jean Paul van Belle & Alexander Serenko, 2020, "Information Technology Issues in South Africa," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 31, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Kyootai Lee & Youngkyun Kim & Prashant Palvia, 2020, "Information Technology Issues in South Korea," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 32, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Benjamin Yeo & Alexander Serenko & Tim Jacks, 2020, "Information Technology Issues in Taiwan," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 33, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Savanid Vatanasakdakul & Chadi Aoun & Wachara Chantatub, 2020, "Information Technology Issues in Thailand," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 34, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Aykut Hamit Turan & Naciye Güliz Uğur & Prashant Palvia, 2020, "Information Technology Issues in Turkey," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 35, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Anne Powell & Penny Hart & Tim Jacks, 2020, "Information Technology Issues in the UK," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 36, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Tim Jacks & Prashant Palvia, 2020, "Information Technology Issues in the US," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 37, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Prashant Palvia & Hao Wu & Tim Jacks, 2020, "Information Technology Issues in Vietnam," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 38, in: Prashant Palvia & Jaideep Ghosh & Tim Jacks & Alexander Serenko & Aykut Hamit Turan, "The World IT Project Global Issues in Information Technology".
• Dominique Guegan & Marius-Cristian Frunza, 2020, "Bubbles on Bitcoin Price: The Bitcoin Rush," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Stéphane Goutte & Khaled Guesmi, "Risk Factors and Contagion in Commodity Markets and Stocks Markets".
• Anupam Dutta & Timo Rothovius & Jussi Nikkinen, 2020, "Investigating the Association between Oil VIX and Equity VIX: Evidence from China," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Stéphane Goutte & Khaled Guesmi, "Risk Factors and Contagion in Commodity Markets and Stocks Markets".
• Leila Dagher & Ibrahim Jamali & Nasser Badra, 2020, "The Predictive Power of Oil and Commodity Prices for Equity Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Stéphane Goutte & Khaled Guesmi, "Risk Factors and Contagion in Commodity Markets and Stocks Markets".
• Beyza Mina Ordu-Akkaya & Adil Oran & Uğur Soytaş, 2020, "Time-Varying Linkage between Equities and Oil," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Stéphane Goutte & Khaled Guesmi, "Risk Factors and Contagion in Commodity Markets and Stocks Markets".
• Abdulnasser Hatemi-J & Youssef El-Khatib, 2020, "Has the Causal Nexus of Oil Prices and Consumer Prices Been Asymmetric in the US during the Last Fifteen Decades?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Stéphane Goutte & Khaled Guesmi, "Risk Factors and Contagion in Commodity Markets and Stocks Markets".
• Hasan Dinçer & Serhat Yüksel & Fatih Pınarbaşı & Mehmet Ali Alhan, 2020, "Risky Financial Assets in Financial Integration and the Impacts of Derivatives on Banking Returns," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Stéphane Goutte & Khaled Guesmi, "Risk Factors and Contagion in Commodity Markets and Stocks Markets".
• Jamel Boukhatem & Mouldi Djelassi, 2020, "The Risk-Sharing Paradigm in Islamic Financial System: Myth or Reality?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Stéphane Goutte & Khaled Guesmi, "Risk Factors and Contagion in Commodity Markets and Stocks Markets".
• Mazin A. M. Al Janabi, 2020, "Commodity Markets’ Asset Allocation with Robust Liquidity Risk Management Optimization Parameters," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Stéphane Goutte & Khaled Guesmi, "Risk Factors and Contagion in Commodity Markets and Stocks Markets".
• El Mehdi Ferrouhi, 2020, "Comovements and Integration in African Stock Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Stéphane Goutte & Khaled Guesmi, "Risk Factors and Contagion in Commodity Markets and Stocks Markets".
• Olfa Kaabia, 2020, "Interdependence or Contagion in Equity Markets? Evidence from Past Crises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Stéphane Goutte & Khaled Guesmi, "Risk Factors and Contagion in Commodity Markets and Stocks Markets".
• Dominique Guegan & Marius-Cristian Frunza & Rostislav Haliplii, 2020, "Impact of Contagion on Proxy-Hedging in Jet-Fuel Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Stéphane Goutte & Khaled Guesmi, "Risk Factors and Contagion in Commodity Markets and Stocks Markets".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Overview of Asset Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "The Different Types of Risks in Investing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Fundamentals of Equities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Fundamentals of Debt Instruments," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Collective Investment Vehicles and Alternative Assets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Basics of Financial Derivatives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Measuring Return and Risk," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Portfolio Theory: Mean-Variance Analysis and the Asset Allocation Decision," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Asset Pricing Theories," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Company Equity Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Equity Valuation Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Common Stock Beta Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Common Stock Alpha Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Using Equity Derivatives in Portfolio Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Bond Pricing and Yield Measures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Interest Rate Risk and Credit Risk Measures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Bond Portfolio Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Using Derivatives in Bond Portfolio Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "Fundamentals of Institutional Asset Management".
• Frank J. Fabozzi & Francesco A. Fabozzi, 2020, "Multi-asset Portfolio Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "Fundamentals of Institutional Asset Management".
• John B. Guerard Jr. & William T. Ziemba, 2020, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• William T. Ziemba, 2020, "The Five Investor Camps that Try to Beat the Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• M. Bloch & J. Guerard & H. Markowitz & P. Todd & G. Xu, 2020, "A comparison of some aspects of the U.S. and Japanese equity markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Leonard C. MacLean & Michael E. Foster & William T. Ziemba, 2020, "Covariance complexity and rates of return on assets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• J. B. Guerard Jr. & H. Markowitz & G. Xu, 2020, "The role of effective corporate decisions in the creation of efficient portfolios," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• John B. Guerard Jr. & Harry Markowitza & GanLin Xu, 2020, "Earnings forecasting in a global stock selection model and efficient portfolio construction and management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Bijan Beheshti & John B. Guerard Jr. & Chris Mercs, 2020, "Truly Active Management Requires a Commitment to Excellence: Portfolio Construction and Management with FactSet," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Brian Bruce & Douglas Stark, 2020, "The Hillcrest Management Sentiment Indicator," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• William T. Ziemba, 2020, "Seasonality Effects In Japanese Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Constantine Dzhabarov & William T. Ziemba, 2020, "Sell-in-May-and-Go-Away in the U.S. Equity Index Futures Markets, 1993–2019," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• William T. Ziemba, 2020, "Japanese security market regularities: Monthly, turn-of-the-month and year, holiday and golden week effects," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• William T. Ziemba, 2020, "World wide security market regularities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Constantine Dzhabarov & Alexandre Ziegler & William T. Ziemba, 2020, "Sell-in-May-and-Go-Away: The International Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Blair Hull & Petra Bakosova & Alexander Kment, 2020, "Seasonal Effects, Trends and Pre-Announcement Drifts: Turning Anomalies into Investment Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Sebastien Lleo & William T Ziemba, 2020, "Stock Market Crashes in 2006–2009: Were We Able to Predict Them?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• J. B. Guerard Jr. & S. T. Rachev & B. P. Shao, 2020, "Efficient global portfolios: Big data and investment universes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Harry M. Markowitz & David Starer & Harvey Fram & Sander Gerber, 2020, "Avoiding the Downside: A Practical Review of the Critical Line Algorithm for Mean–Semivariance Portfolio Optimization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Chong Li & Edward Tower & Rhona Zhang, 2020, "Alternative Measures of Mutual Fund Performance: Ranking DFA, Fidelity, and Vanguard," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Boryana Racheva-Iotova, 2020, "Wealth Management Next Frontiers — The Inevitable Need to Meet Behavioral and Quantitative Approaches," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Foteini Kyriazi & Dimitrios D. Thomakos, 2020, "Foreign Exchange Rate Predictability: Seek and Ye Shall Find It," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Tim Leung & Brian Ward, 2020, "Tracking VIX with VIX Futures: Portfolio Construction and Performance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Barret Pengyuan Shao, 2020, "Long-Memory Processes in High-Frequency Foreign Exchange and U.S. Equity Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• William T. Ziemba, 2020, "Arbitrage and Risk Arbitrage in the Nikkei Put Warrant Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• William T. Ziemba & S. Lleo & M. Zhitlukhin, 2020, "A Stopping Rule Model for Exiting Bubble-like Markets with Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• H. D. Vinod, 2020, "Econometric Tools for Stress Testing Using Time Heterogeneity and Maximum Entropy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• H. D. Vinod & John B. Guerard Jr., 2020, "Causality Studies of Real GDP, Unemployment, and Leading Indicators," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Robert A. Gillam & Russell Read, 2020, "Investing on the “Far Side of the Moon”: Capturing Capital Market Inclusion Opportunity across MEASA (Middle East–Africa–South Asia)," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, in: John B Guerard & William T Ziemba, "HANDBOOK OF APPLIED INVESTMENT RESEARCH".
• Chern Lu, 2020, "The Overview of WTI Crude Oil Futures’ Epic Fall," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• Rongbing Huang & George Yuan, 2020, "The Better Way for CME’s Execution: Based on the Perspective of Industry’s Best Practice Rule," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• James Zhan, 2020, "Impact of Negative Oil Price on Risk Measuring," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• Duoqi Xu & Peiran Wang & Yicheng Wang, 2020, "Three Legal Reflections on the “Crude Oil Treasure” Incident: Starting with the CME Rule Change," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• Chenghu Ma & Xianzhen Wang, 2020, "Why Oil Prices Plunged and Settled Negative: A Game-Theoretical Perspective," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• Cong Sui & Mo Yang, 2020, "Tanker Shipping and Negative Oil Prices: More Than Just the Freight Rates," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• Henry Yang, 2020, "Option Pricing with Shifted Lognormal Model for Negative Oil Prices," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• Bin Zhu, 2020, "The Paradox of Negative Oil Prices," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• Michael Peng, 2020, "The Challenges of Negative Oil Future Price Posed to Risk Managers and Quants," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• Weiping Li, 2020, "Negative Asset Pricing and Moral Hazard," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• You Zhang & Lingtong (Stanley) Meng, 2020, "The Bachelier Model: Option Pricing with Negative Strike and Asset Price," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• Yali Chang & Jianwu Lin & Chengying He, 2020, "Blockchain-based Options for Physical Settlement of Commodity Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• Budish, Eric B. & Lee, Robin S. & Shim, John J., 2020, "A Theory of Stock Exchange Competition and Innovation: Will the Market Fix the Market?," Working Papers, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State, number 301.
• Brühl, Volker, 2020, "Mehr Nachhaltigkeit im deutschen Leitindex: DAX - Reformvorschläge im Lichte des Wirecard-Skandals," CFS Working Paper Series, Center for Financial Studies (CFS), number 643.
• Andersen, Asger Lau & Johannesen, Niels & Jørgensen, Mia & Peydró, José-Luis, 2021, "Monetary Policy and Inequality," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 227763.
• de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2021, "OTC discount," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 298, revised 2021, DOI: 10.2139/ssrn.3744758.
• Fuchs, Fabian U., 2020, "Macroeconomic determinants of foreign exchange rate exposure," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe, University of Passau, Faculty of Business and Economics, number B-42-20.
• Baah A. Kusi & Elikplimi K. Agbloyor & Agyapomaa Gyeke-Dako & Simplice A. Asongu, 2020, "Financial Sector Transparency, Financial Crises and Market Power: A Cross-Country Evidence," Research Africa Network Working Papers, Research Africa Network (RAN), number 20/087, Jan.
• Baah A. Kusi & Elikplimi K. Agbloyor & Agyapomaa Gyeke-Dako & Simplice A. Asongu, 2020, "Financial Sector Transparency, Financial Crises and Market Power: A Cross-Country Evidence," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 20/087, Jan.
• Md. Saifur Rahman & Farihana Shahari, 2020, "Economic Integration And Investment Opportunities: A Study On Asean+3 Countries," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 25, pages 69-91, June, DOI: 10.1515/rebs-2020-0104.
• Tri Vi Dang & Gary Gorton & Bengt Holmström, 2020, "The Information View of Financial Crises," Annual Review of Financial Economics, Annual Reviews, volume 12, issue 1, pages 39-65, December, DOI: 10.1146/annurev-financial-110118-12.
• Mukdad Ibrahim, 2020, "Liquidity Analysis of UAE Banks," International Journal of Economics and Financial Research, Academic Research Publishing Group, volume 6, issue 5, pages 82-86, 05-2020.
• Anna Denkowska & Stanis{l}aw Wanat, 2020, "A tail dependence-based MST and their topological indicators in modelling systemic risk in the European insurance sector," Papers, arXiv.org, number 2001.06567, Jan, revised Mar 2020.
• Victor Olkhov, 2020, "Classical Option Pricing and Some Steps Further," Papers, arXiv.org, number 2004.13708, Apr, revised Feb 2021.
• Victor Olkhov, 2020, "Price, Volatility and the Second-Order Economic Theory," Papers, arXiv.org, number 2009.14278, Sep, revised Apr 2021.
• John M. Maheu & Thomas H. McCurdy & Yong Song, 2020, "Bull and Bear Markets During the COVID-19 Pandemic," Papers, arXiv.org, number 2012.01623, Dec.
• David Beers & Elliot Jones & John Walsh, 2020, "BoC–BoE Sovereign Default Database: Methodology, Assumptions and Sources," Technical Reports, Bank of Canada, number 117, DOI: 10.34989/tr-117.
• Jean-Sébastien Fontaine & Adrian Walton, 2020, "Contagion in Dealer Networks," Staff Working Papers, Bank of Canada, number 20-1, Jan, DOI: 10.34989/swp-2020-1.
• Bo Young Chang & Greg Orosi, 2020, "A Simple Method for Extracting the Probability of Default from American Put Option Prices," Staff Working Papers, Bank of Canada, number 20-15, Apr, DOI: 10.34989/swp-2020-15.
• Christian Friedrich & Pierre Guérin & Danilo Leiva-Leon, 2020, "Monetary Policy Independence and the Strength of the Global Financial Cycle," Staff Working Papers, Bank of Canada, number 20-25, Jun, DOI: 10.34989/swp-2020-25.
• Anneke Kosse & Zhentong Lu & Gabriel Xerri, 2020, "Predicting Payment Migration in Canada," Staff Working Papers, Bank of Canada, number 20-37, Sep, DOI: 10.34989/swp-2020-37.
• David Beers & Elliot Jones & John Walsh, 2020, "BoC-BoE Sovereign Default Database: What’s New in 2020?," Staff Analytical Notes, Bank of Canada, number 2020-13, Jun, DOI: 10.34989/san-2020-13.
• Alejandro García & Bena Lands & Xuezhi Liu & Joshua Slive, 2020, "The potential effect of a central bank digital currency on deposit funding in Canada," Staff Analytical Notes, Bank of Canada, number 2020-15, Jul, DOI: 10.34989/san-2020-15.
• Rohan Arora & Jean-Sébastien Fontaine & Corey Garriott & Guillaume Ouellet Leblanc, 2020, "Will exchange-traded funds shape the future of bond dealing?," Staff Analytical Notes, Bank of Canada, number 2020-16, Jul, DOI: 10.34989/san-2020-16.
• James Kyeong, 2020, "Is the stock market pricing in a V‑shaped recovery?," Staff Analytical Notes, Bank of Canada, number 2020-17, Jul, DOI: 10.34989/san-2020-17.
• Guillaume Ouellet Leblanc & Ryan Shotlander, 2020, "What COVID-19 revealed about the resilience of bond funds," Staff Analytical Notes, Bank of Canada, number 2020-18, Aug, DOI: 10.34989/san-2020-18.
• Rohan Arora & Sébastien Betermier & Guillaume Ouellet Leblanc & Adriano Palumbo & Ryan Shotlander, 2020, "Concentration in the market of authorized participants of US fixed-income exchange-traded funds," Staff Analytical Notes, Bank of Canada, number 2020-27, Nov, DOI: 10.34989/san-2020-27.
• Antonio Diez de los Rios & Yu Zhu, 2020, "CBDC and Monetary Sovereignty," Staff Analytical Notes, Bank of Canada, number 2020-5, Feb, DOI: 10.34989/san-2020-5.
• Paolo Finaldi Russo & Fabio Parlapiano & Daniele Pianeselli & Ilaria Supino, 2020, "Firms’ listings: what is new? Italy versus the main European stock exchanges," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 555, Apr.
• Antonio Falato & Itay Goldstein & Ali Hortaçsu, 2020, "Financial Fragility in the COVID-19 Crisis: The Case of Investment Funds in Corporate Bond Markets," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-98.
• Mia Jørgensen & Niels Johannesen & Asger Lau Andersen & José-Luis Peydró, 2020, "Monetary Policy and Inequality," Working Papers, Barcelona School of Economics, number 1227, Dec.
• Morten Linnemann Bech & Jenny Hancock & Tara Rice & Amber Wadsworth, 2020, "On the future of securities settlement," BIS Quarterly Review, Bank for International Settlements, March.
• Hong Ru & Antoinette Schoar, 2020, "Do credit card companies screen for behavioural biases?," BIS Working Papers, Bank for International Settlements, number 842, Feb.
• Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph E. Stiglitz & Tania Treibich, 2020, "Rational Heuristics? Expectations And Behaviors In Evolving Economies With Heterogeneous Interacting Agents," Economic Inquiry, Western Economic Association International, volume 58, issue 3, pages 1487-1516, July, DOI: 10.1111/ecin.12897.
• Luigi Guiso & Tullio Jappelli, 2020, "Investment in Financial Information and Portfolio Performance," Economica, London School of Economics and Political Science, volume 87, issue 348, pages 1133-1170, October, DOI: 10.1111/ecca.12338.
• Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2020, "Taming the Factor Zoo: A Test of New Factors," Journal of Finance, American Finance Association, volume 75, issue 3, pages 1327-1370, June, DOI: 10.1111/jofi.12883.
• Marco Di Maggio & Amir Kermani & Kaveh Majlesi, 2020, "Stock Market Returns and Consumption," Journal of Finance, American Finance Association, volume 75, issue 6, pages 3175-3219, December, DOI: 10.1111/jofi.12968.
• Sofia Anyfantaki & Hiona Balfoussia & Dimitra Dimitropoulou & Heather Gibson & Dimitris Papageorgiou & Filippos Petroulakis & Anastasia Theofilakou & Melina Vasardani, 2020, "COVID-19 and other pandemics: a literature review for economists," Economic Bulletin, Bank of Greece, issue 51, pages 1-36, July.
• Hiona Balfoussia & Heather D. Gibson & Dimitris Malliaropulos & Dimitris Papageorgiou, 2020, "The economic impact of pandemics: real and financial transmission channels," Working Papers, Bank of Greece, number 283, Sep.
• Clarke Thomas, 2020, "The Contest on Corporate Purpose: Why Lynn Stout was Right and Milton Friedman was Wrong," Accounting, Economics, and Law: A Convivium, De Gruyter, volume 10, issue 3, pages 1-046, December, DOI: 10.1515/ael-2020-0145.
• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2020, "Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference," CIRANO Working Papers, CIRANO, number 2020s-30, May.
• De Pace, Pierangelo & Rao, Jayant, 2020, "Comovement and Instability in Cryptocurrency Markets," Economics Department, Working Paper Series, Economics Department, Pomona College, number 1012, Jan, revised 14 Jan 2020.
• Juan Manuel Gómez Romero & Jos� Alfredo Jim�nez Moscoso, 2020, "Selección óptima de portafolios basada en cadenas de Markov de primer y segundo orden," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue No. 92, pages 33-66.
• Jolanta Pasionek, 2020, "Countries of BRICS group on Forex market," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, volume 19, issue 1, pages 99-117, March, DOI: 10.12775/EiP.2020.008.
• Giglio, Stefano & Feng, Guanhao & Xiu, Dacheng, 2020, "Taming the Factor Zoo: A Test of New Factors," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14266, Jan.
• Gourinchas, Pierre-Olivier & Farhi, Emmanuel & Caballero, Ricardo, 2020, "Global Imbalances and Policy Wars at the Zero Lower Bound," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14424, Feb.
• Adrian, Tobias & Xie, Peichu, 2020, "The Non-U.S. Bank Demand for U.S. Dollar Assets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14437, Feb.
• Acharya, Sushant & Dogra, Keshav, 2020, "The Side Effects of Safe Asset Creation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14440, Feb.
• Svensson, Lars E.O., 2020, "Macroprudential Policy and Household Debt: What is Wrong with Swedish Macroprudential Policy?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14585, Apr.
• Croce, Mariano & Farroni, Paolo & Wolfskeil, Isabella, 2020, "When the Markets Get COVID: COntagion, Viruses, and Information Diffusion," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14674, Apr.
• Werner, Ingrid M & Heath, Davidson & Ringgenberg, Matthew & Samadi, Mehrdad, 2020, "Reusing Natural Experiments," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14710, May.
• Koijen, Ralph & Richmond, Robert & Yogo, Motohiro, 2020, "Which Investors Matter for Equity Valuations and Expected Returns?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14890, Jun.
• Calvet, Laurent E. & Célérier, Claire & Vallee, Boris, 2020, "Can Security Design Foster Household Risk-Taking?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14955, Jun.
• Boyarchenko, Nina & Eisenbach, Thomas & Gupta, Pooja & Shachar, Or & Van Tassel, Peter, 2020, "Bank-Intermediated Arbitrage," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15097, Jul.
• Dumas, Bernard & Gabuniya, Tymur & Marston, Richard C, 2020, "Firms' Exposures to Geographic Risks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15503, Nov.
• Peydró, José-Luis & Andersen, Asger Lau & Johannesen, Niels & Jørgensen, Mia, 2021, "Monetary Policy and Inequality," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15599, Aug.
• Casas Villalba, Maria Isabel & Mao, Xiuping & Lopes Moreira da Veiga, María Helena, 2020, "Adaptative predictability of stock market returns," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 31648, Dec.
• Brolley, Michael & Cimon, David A., 2020, "Order-Flow Segmentation, Liquidity, and Price Discovery: The Role of Latency Delays," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 55, issue 8, pages 2555-2587, December.
• Lei Wu & Kuan Xu & Qingbin Meng, 2020, "Information Flow and Price Discovery Dynamics," Working Papers, Dalhousie University, Department of Economics, number daleconwp2020-02, May.
• Yao Axel Ehouman, 2020, "Dependence structure between oil price volatility and sovereign credit risk of oil exporters: Evidence using a Copula Approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2020-31.
• Bruno Thiago Tomio, 2020, "Carry trade in developing and developed countries: A Granger causality analysis with the Toda-Yamamoto appr," Economics Bulletin, AccessEcon, volume 40, issue 3, pages 2154-2164.
• Heni Boubaker & Hichem Rezgui, 2020, "Co-movement between some commodities and the Dow Jones Islamic Index: A Wavelet analysis," Economics Bulletin, AccessEcon, volume 40, issue 1, pages 574-586.
• Benjamin Blau & Todd Griffith & Ryan Whitby, 2020, "Comovement in the Cryptocurrency Market," Economics Bulletin, AccessEcon, volume 40, issue 1, pages 448-455.
• Maxim Zagonov & Bernd Hanke, 2020, "Investor Attention, Lottery Stocks and the Cross-Section of Expected Returns," Economics Bulletin, AccessEcon, volume 40, issue 1, pages 18-34.
• Nawazish Mirza & Amir Hasnaoui & Birjees Rahat, 2020, "Credit Quality and Stock Returns of Commercial Banks," Economics Bulletin, AccessEcon, volume 40, issue 1, pages 1-17.
• Stefano Alderighi, 2020, "Cross-listing in the European ETP market," Economics Bulletin, AccessEcon, volume 40, issue 1, pages 35-40.
• Liqun Liu & Zijun Wang, 2020, "Tax avoidance and asset returns: some theoretical results on the tax clientele effects," Economics Bulletin, AccessEcon, volume 40, issue 1, pages 41-49.