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

2021

• Elisabete Neves & Vítor Oliveira & Joana Leite & Carla Henriques, 2021, "The global business cycle and speculative demand for crude oil," China Finance Review International, Emerald Group Publishing Limited, volume 11, issue 4, pages 502-521, September, DOI: 10.1108/CFRI-05-2021-0091.
• Yoshie Saito, 2021, "Valuation of short-lived firms following waves of new listings," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 18, issue 5, pages 920-943, October, DOI: 10.1108/IJMF-02-2021-0068.
• Janusz Brzeszczyński & Jerzy Gajdka & Tomasz Schabek & Ali M Kutan, 2021, "Central bank's communication and markets' reactions: Polish evidence," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 9, pages 2544-2580, September, DOI: 10.1108/IJOEM-09-2020-1061.
• Slah Bahloul & Mourad Mroua & Nader Naifar & nader naifar, 2021, "Are Islamic indexes, Bitcoin and gold, still “safe-haven” assets during the COVID-19 pandemic crisis?," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 15, issue 2, pages 372-385, September, DOI: 10.1108/IMEFM-06-2020-0295.
• Houcem Smaoui & Karim Mimouni & Ines Ben Salah, 2021, "Do sukuk spur infrastructure development?," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 14, issue 4, pages 655-670, February, DOI: 10.1108/IMEFM-06-2020-0301.
• Maha Elhini & Rasha Hammam, 2021, "The impact of COVID-19 on the standard & poor 500 index sectors: a multivariate generalized autoregressive conditional heteroscedasticity model," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing Limited, volume 14, issue 1, pages 18-43, February, DOI: 10.1108/JCEFTS-08-2020-0049.
• Doan Van Dinh, 2021, "Analyzed relationship between risks and expected returns," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 39, issue 4, pages 749-759, September, DOI: 10.1108/JEAS-05-2021-0088.
• Lucy F. Ackert & Li Qi & Wenbo Zou, 2021, "Do Tobin taxes help stop stock price bubbles?," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 14, issue 3, pages 269-282, June, DOI: 10.1108/JFEP-02-2021-0059.
• Peterson Kitakogelu Ozili, 2021, "Has financial inclusion made the financial sector riskier?," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 29, issue 3, pages 237-255, January, DOI: 10.1108/JFRC-08-2020-0074.
• Imron Mawardi & Tika Widiastuti & Muhammad Ubaidillah Al Mustofa, 2021, "Constraints and strategies for municipal Sukuk issuance in Indonesia," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 13, issue 3, pages 464-485, December, DOI: 10.1108/JIABR-03-2021-0082.
• Terence Tai-Leung Chong & Siqi Hou, 2021, "Will stock rise on Valentine’s Day?," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 14, issue 5, pages 646-667, May, DOI: 10.1108/RBF-02-2021-0015.
• Tonmoy Choudhury & Kevin Daly, 2021, "Systemic risk contagion within US states," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 4, pages 836-860, May, DOI: 10.1108/SEF-08-2020-0342.
• Yanika Gauci & Simon Grima & Yannis Thalassinos & Inna Romanova, 2021, "Training in the Financial Industry: An Effectiveness Study on a Small EU Island State," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 1258-1287.
• Izabela Pruchnicka-Grabias, 2021, "Silver in Equity Portfolio Risk Optimization: Polish Investor Perspective," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3 - Part , pages 716-728.
• Bertrand Achou & Hippolyte d'Albis & Eleni Iliopulos, 2021, "Real Estate and Rental Markets during Covid Times," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 21-02.
• Maggie Sklar, 2021, "“YOLOing the Market”: Market Manipulation? Implications for Markets and Financial Stability," Policy Discussion Paper Series, Federal Reserve Bank of Chicago, number PDP-2021-01, Mar, DOI: 10.21033/pdp-2021-01.
• Julian di Giovanni, 2021, "The International Spillover of U.S. Monetary Policy via Global Production Linkages," Liberty Street Economics, Federal Reserve Bank of New York, number 20210106, Jan.
• Charles Smith & Peter Van Tassel, 2021, "The Law of One Price in Equity Volatility Markets," Liberty Street Economics, Federal Reserve Bank of New York, number 20210201, Feb.
• Charles Smith & Peter Van Tassel, 2021, "Equity Volatility Term Premia," Liberty Street Economics, Federal Reserve Bank of New York, number 20210203, Feb.
• Kevin Clark & Adam Copeland & R. Jay Kahn & Antoine Martin & Matthew McCormick & Will Riordan & Timothy Wessel, 2021, "How Competitive are U.S. Treasury Repo Markets?," Liberty Street Economics, Federal Reserve Bank of New York, number 20210218, Feb.
• Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar, 2021, "Measuring the Forest through the Trees: The Corporate Bond Market Distress Index," Liberty Street Economics, Federal Reserve Bank of New York, number 20210222, Feb.
• Richard K. Crump & Nikolay Gospodinov & Desi Volker, 2021, "The Persistent Compression of the Breakeven Inflation Curve," Liberty Street Economics, Federal Reserve Bank of New York, number 20210333, Mar.
• Jiakai Chen & Haoyang Liu & David Rubio & Asani Sarkar & Zhaogang Song, 2021, "Did Dealers Fail to Make Markets during the Pandemic?," Liberty Street Economics, Federal Reserve Bank of New York, number 20210324, Mar.
• Nina Boyarchenko & Lars C. Larsen & Paul Whelan, 2021, "The Overnight Drift in U.S. Equity Returns," Liberty Street Economics, Federal Reserve Bank of New York, number 20210526, May.
• Marco Cipriani & Gabriele La Spada, 2021, "Sophisticated and Unsophisticated Runs," Liberty Street Economics, Federal Reserve Bank of New York, number 20210602, Jun.
• Stein Berre & Kristian S. Blickle & Rajashri Chakrabarti, 2021, "Banking the Unbanked: The Past and Future of the Free Checking Account," Liberty Street Economics, Federal Reserve Bank of New York, number 20210630a, Jun.
• Kevin Clark & Adam Copeland & R. Jay Kahn & Antoine Martin & Mark E. Paddrik & Benjamin Taylor, 2021, "Intraday Timing of General Collateral Repo Markets," Liberty Street Economics, Federal Reserve Bank of New York, number 20210714, Jul.
• Adam Copeland & Darrell Duffie & Yilin Yang, 2021, "What Quantity of Reserves Is Sufficient?," Liberty Street Economics, Federal Reserve Bank of New York, number 20210929, Sep.
• Jan J. J. Groen & Adam I. Noble, 2021, "Oil Prices, Global Demand Expectations, and Near-Term Global Inflation," Liberty Street Economics, Federal Reserve Bank of New York, number 20211004, Oct.
• Thomas M. Eisenbach & Gregory Phelan, 2021, "How Does Market Power Affect Fire-Sale Externalities?," Liberty Street Economics, Federal Reserve Bank of New York, number 20211110, Nov.
• Marco Cipriani & Gabriele La Spada, 2021, "Preemptive Runs and the Offshore U.S. Dollar Money Market Funds Industry," Liberty Street Economics, Federal Reserve Bank of New York, number 20211122, Nov.
• Jan J. J. Groen & Adam I. Noble, 2021, "Is Higher Financial Stress Lurking around the Corner for China?," Liberty Street Economics, Federal Reserve Bank of New York, number 20211123, Nov.

2020

• 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.
• José-Luis Peydró [AP BACKUP – NOW EXTERNAL] & 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.
• Feng, Guanhao & Giglio, Stefano & Xiu, Dacheng, 2020, "Taming the Factor Zoo: A Test of New Factors," CEPR Discussion Papers, Centre for Economic Policy Research, number 14266, Jan.
• Caballero, Ricardo & Farhi, Emmanuel & Gourinchas, Pierre-Olivier, 2020, "Global Imbalances and Policy Wars at the Zero Lower Bound," CEPR Discussion Papers, Centre for Economic Policy Research, number 14424, Feb.
• Adrian, Tobias & Xie, Peichu, 2020, "The Non-U.S. Bank Demand for U.S. Dollar Assets," CEPR Discussion Papers, Centre for Economic Policy Research, number 14437, Feb.
• Acharya, Sushant & Dogra, Keshav, 2020, "The Side Effects of Safe Asset Creation," CEPR Discussion Papers, Centre for Economic Policy Research, number 14440, Feb.
• Svensson, Lars E.O., 2020, "Macroprudential Policy and Household Debt: What is Wrong with Swedish Macroprudential Policy?," CEPR Discussion Papers, Centre for Economic Policy Research, number 14585, Apr.
• Croce, Mariano & Farroni, Paolo & Wolfskeil, Isabella, 2020, "When the Markets Get COVID: COntagion, Viruses, and Information Diffusion," CEPR Discussion Papers, Centre for Economic Policy Research, number 14674, Apr.
• Heath, Davidson & Ringgenberg, Matthew & Samadi, Mehrdad & Werner, Ingrid, 2020, "Reusing Natural Experiments," CEPR Discussion Papers, Centre for Economic Policy Research, number 14710, May.
• Koijen, Ralph & Richmond, Robert & Yogo, Motohiro, 2020, "Which Investors Matter for Equity Valuations and Expected Returns?," CEPR Discussion Papers, Centre for Economic Policy Research, number 14890, Jun.
• Calvet, Laurent E. & Celerier, Claire & Sodini, Paolo & Vallee, Boris, 2020, "Can Security Design Foster Household Risk-Taking?," CEPR Discussion Papers, Centre for Economic Policy Research, number 14955, Jun.
• Boyarchenko, Nina & Eisenbach, Thomas & Gupta, Pooja & Shachar, Or & Van Tassel, Peter, 2020, "Bank-Intermediated Arbitrage," CEPR Discussion Papers, Centre for Economic Policy Research, number 15097, Jul.
• Dumas, Bernard & Gabuniya, Tymur & Marston, Richard C, 2020, "Firms' Exposures to Geographic Risks," CEPR Discussion Papers, Centre for Economic Policy Research, number 15503, Nov.
• Andersen, Asger Lau & Johannesen, Niels & Jørgensen, Mia & Peydro, Jose-Luis, 2020, "Monetary Policy and Inequality," CEPR Discussion Papers, Centre for Economic Policy Research, number 15599, Dec.
• Casas Villalba, Maria Isabel & Mao, Xiuping & Veiga, 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.
• Willy Kamdem & Jules Sadefo Kamdem & David Kamdem & Louis aimé Fono, 2020, "Risk Aversion and Optimal Hedge Ratio in Commodities Futures Markets," Economics Bulletin, AccessEcon, volume 40, issue 1, pages 587-600.
• Artem Meshcheryakov & Stoyu Ivanov, 2020, "Ethereum as a Hedge: The intraday analysis," Economics Bulletin, AccessEcon, volume 40, issue 1, pages 101-108.
• Hichem Saidi, 2020, "Threshold effect of institutions on finance-growth nexus in MENA region: New evidence from panel simultaneous equation model," Economics Bulletin, AccessEcon, volume 40, issue 1, pages 699-715.
• Cuiyuan Wang & Tao Wang & Changhe Yuan, 2020, "Does Applying Deep Learning in Financial Sentiment Analysis Lead to Better Classification Performance?," Economics Bulletin, AccessEcon, volume 40, issue 2, pages 1091-1105.
• Alcide Bennet & Brandon Renfro, 2020, "Valuation, Dividend Yield, and the Expenditure Savings Multiple," Economics Bulletin, AccessEcon, volume 40, issue 1, pages 96-100.
• Claude Bergeron & Tov Assogbavi & Jean-pierre Gueyie, 2020, "Conditional capital asset pricing model, long-run risk, and stock valuation," Economics Bulletin, AccessEcon, volume 40, issue 1, pages 77-86.
• Isoé N. Schneider & Daniel Knebel Baggio & João S. Tusi da Silveira & Maria M. Baccin Brizolla, 2020, "Assessing Market Timing Performance of Brazilian Multi-Asset Pension Funds using the Battese and Coelli's Stochastic Frontier Model (1995)," Economics Bulletin, AccessEcon, volume 40, issue 1, pages 50-60.
• Ana Brochado & Margarida Abreu & Victor Mendes, 2020, "Correlates of Gambling," Economics Bulletin, AccessEcon, volume 40, issue 1, pages 456-462.
• Guillaume Coqueret & Bertrand Tavin, 2020, "A note on implied correlation for bivariate contracts," Economics Bulletin, AccessEcon, volume 40, issue 2, pages 1388-1396.
• Jessica Paule-Vianez & Raúl Gómez-Martínez & Camilo Prado-Román, 2020, "Effect of Economic and Monetary Policy Uncertainty on stock markets. Evidence on return, volatility and liquidity," Economics Bulletin, AccessEcon, volume 40, issue 2, pages 1261-1271.
• Kais Tissaoui & Taha Zaghdoudi & Khaled issa Alfreahat, 2020, "Can intraday public information explain Bitcoin Returns and Volatility? A PGARCH-Based Approach," Economics Bulletin, AccessEcon, volume 40, issue 3, pages 2085-2092.
• Noureddine Kouaissah & Sergio Ortobelli lozza, 2020, "Multivariate Stochastic Dominance: A Parametric Approach," Economics Bulletin, AccessEcon, volume 40, issue 2, pages 1380-1387.
• Ilyes Abid & Abderrazak Dhaoui & Khaled Guesmi & Olfa Kaabia, 2020, "Hedging strategy for financial variables and commodities," Economics Bulletin, AccessEcon, volume 40, issue 2, pages 1368-1379.
• Garry L. Shelley & Anca Traian & William J. Trainor Jr., 2020, "Stock market "prediction" models," Economics Bulletin, AccessEcon, volume 40, issue 2, pages 1548-1556.
• Elyes Jouini, 2020, "Equilibrium pricing and market completion: a counterexample," Economics Bulletin, AccessEcon, volume 40, issue 3, pages 1963-1969.
• Soonho Kim, 2020, "Effect of Short Selling on Market Liquidity, Price, and Volatility: A Dynamic Perspective," Economics Bulletin, AccessEcon, volume 40, issue 4, pages 3140-3146.
• Andreas Humpe & David McMillan, 2020, "The Covid-19 stock market puzzle and money supply in the US," Economics Bulletin, AccessEcon, volume 40, issue 4, pages 3104-3110.
• Juanjuan Zhuo & Masao Kumamoto, 2020, "Stock market reactions to COVID-19 and containment policies: A panel VAR approach," Economics Bulletin, AccessEcon, volume 40, issue 4, pages 3296-3305.
• Al-Haschimi, Alexander & Apostolou, Apostolos & Ricci, Martino, 2020, "China’s path to normalisation in the aftermath of the COVID-19 pandemic," Economic Bulletin Articles, European Central Bank, volume 6.
• Persi, Gianluca, 2020, "US dollar funding tensions and central bank swap lines during the COVID-19 crisis," Economic Bulletin Boxes, European Central Bank, volume 5.
• Bindseil, Ulrich, 2020, "Tiered CBDC and the financial system," Working Paper Series, European Central Bank, number 2351, Jan.
• Checherita-Westphal, Cristina & Domingues Semeano, João, 2020, "Interest rate-growth differentials on government debt: an empirical investigation for the euro area," Working Paper Series, European Central Bank, number 2486, Nov.
• Mirza, Harun & Moccero, Diego & Palligkinis, Spyros & Pancaro, Cosimo, 2020, "Fire sales by euro area banks and funds: what is their asset price impact?," Working Paper Series, European Central Bank, number 2491, Nov.
• Zhang, Shaojun, 2020, "Dissecting Currency Momentum," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-15, Jul.
• Zaher Abdel Fattah Al-Slehat, 2020, "Financial Performance as Mediator on the Impact of Investment and Financial Decisions on Stock Price and Future Profit: The Case of the Jordanian Financial Sector," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 10, issue 2, pages 242-247.
• Norhazlina Ibrahim & Obiyathulla Ismath Bacha & Mansor H. Ibrahim & Hishamuddin Abdul Wahab, 2020, "The Impact of Depositary Receipts on Stock Market Development: Evidence from Organization of Islamic Cooperation Stock Markets," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 10, issue 3, pages 130-138.
• G l ah Gen er elik, 2020, "Volatility Modelling for Tourism Sector Stocks in Borsa Istanbul," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 10, issue 3, pages 158-165.
• Shireen Mahmoud Al-Ali, 2020, "The Effect of Dividends on the Market Share Price: An Applied Study on Jordanian Islamic Financial Companies for the 2010-2018," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 10, issue 3, pages 24-28.
• Naveed Hussain Shah & Waqar Khalid & Saifullah Khan & Muhammad Arif & Muhammad Asad Khan, 2020, "An Empirical Analysis of Financial Risk Tolerance and Demographic Factors of Business Graduates in Pakistan," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 10, issue 4, pages 220-234.
• Anita Mirchandani & Namrata Gupta & Esinath Ndiweni, 2020, "Understanding the Fintech Wave: A Search for a Theoretical Explanation," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 10, issue 5, pages 331-343.
• Enny Kartini & Milawati Milawati, 2020, "How Sukuk and Conventional Bond Affect Economic Growth? Evidence from Indonesia," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 10, issue 5, pages 77-83.
• Bhagavatula Aruna & H. Rajesh Acharya, 2020, "Do Different Types of Oil Price Shocks Affect the Indian Stock Returns Differently at Firm-level? A Panel Structural Vector Autoregression Approach," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 2, pages 238-249.
• Lee, Inho & Yoo, Shiyong, 2020, "Does peace boost stock prices? Evidence from the Korean stock market," Journal of Asian Economics, Elsevier, volume 71, issue C, DOI: 10.1016/j.asieco.2020.101247.
• Zhao, Yang & Lee, Cheng-Few & Yu, Min-Teh, 2020, "Does equity market timing have a persistent impact on capital structure? Evidence from China," The British Accounting Review, Elsevier, volume 52, issue 1, DOI: 10.1016/j.bar.2019.100838.
• Bose, Udichibarna & Mallick, Sushanta & Tsoukas, Serafeim, 2020, "Does easing access to foreign financing matter for firm performance?," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101639.
• Raykov, Radoslav & Silva-Buston, Consuelo, 2020, "Holding company affiliation and bank stability: Evidence from the US banking sector," Journal of Corporate Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.jcorpfin.2020.101739.
• Paul, Pascal, 2020, "A macroeconomic model with occasional financial crises," Journal of Economic Dynamics and Control, Elsevier, volume 112, issue C, DOI: 10.1016/j.jedc.2019.103830.
• Alfeus, Mesias & Grasselli, Martino & Schlögl, Erik, 2020, "A consistent stochastic model of the term structure of interest rates for multiple tenors," Journal of Economic Dynamics and Control, Elsevier, volume 114, issue C, DOI: 10.1016/j.jedc.2020.103861.
• Kabundi, Alain & De Simone, Francisco Nadal, 2020, "Monetary policy and systemic risk-taking in the euro area banking sector," Economic Modelling, Elsevier, volume 91, issue C, pages 736-758, DOI: 10.1016/j.econmod.2019.10.020.
• Anagnostidis, Panagiotis & Fontaine, Patrice & Varsakelis, Christos, 2020, "Are high–frequency traders informed?," Economic Modelling, Elsevier, volume 93, issue C, pages 365-383, DOI: 10.1016/j.econmod.2020.08.013.
• Mirza, Harun & Moccero, Diego & Palligkinis, Spyros & Pancaro, Cosimo, 2020, "Fire sales by euro area banks and funds: What is their asset price impact?," Economic Modelling, Elsevier, volume 93, issue C, pages 430-444, DOI: 10.1016/j.econmod.2020.07.020.
• Lee, Chia-Hao & Chou, Pei-I, 2020, "Structural breaks in the correlations between Asian and US stock markets," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101087.
• Lee, Kevin K. & Miller, Scott A., 2020, "Did covenants distort risk signals from bank subordinated debt yields before the financial crisis?," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.10.008.
• Kirikkaleli, Dervis, 2020, "The effect of domestic and foreign risks on an emerging stock market: A time series analysis," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.11.005.
• Shum, Wai Yan, 2020, "Modelling conditional skewness: Heterogeneous beliefs, short sale restrictions and market declines," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101070.
• He, Feng & Wang, Ziwei & Yin, Libo, 2020, "Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101084.
• Charlin, Ventura & Cifuentes, Arturo, 2020, "An options-based approach to analyze auction guarantees in the art market," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101094.
• Anjum, Hassan & Malik, Farooq, 2020, "Forecasting risk in the US Dollar exchange rate under volatility shifts," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101257.
• Das, Debojyoti & Dutta, Anupam, 2020, "Bitcoin’s energy consumption: Is it the Achilles heel to miner’s revenue?," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108530.
• Dergiades, Theologos & Milas, Costas & Panagiotidis, Theodore, 2020, "A mixed frequency approach for stock returns and valuation ratios," Economics Letters, Elsevier, volume 187, issue C, DOI: 10.1016/j.econlet.2019.108861.
• Huang, Ta-Cheng & Li, Hongjun & Li, Zheng, 2020, "A modified bootstrap for kernel-based specification test with heavy-tailed data," Economics Letters, Elsevier, volume 189, issue C, DOI: 10.1016/j.econlet.2020.108986.
• Białkowski, Jędrzej, 2020, "Cryptocurrencies in institutional investors’ portfolios: Evidence from industry stop-loss rules," Economics Letters, Elsevier, volume 191, issue C, DOI: 10.1016/j.econlet.2019.108834.
• Köchling, Gerrit & Schmidtke, Philipp & Posch, Peter N., 2020, "Volatility forecasting accuracy for Bitcoin," Economics Letters, Elsevier, volume 191, issue C, DOI: 10.1016/j.econlet.2019.108836.
• Hao, Yijun & Su, Hao & Zhu, Xiaoneng, 2020, "Rare disaster concerns and economic fluctuations," Economics Letters, Elsevier, volume 195, issue C, DOI: 10.1016/j.econlet.2020.109454.
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• Phillip, Andrew & Chan, Jennifer & Peiris, Shelton, 2020, "On generalized bivariate student-t Gegenbauer long memory stochastic volatility models with leverage: Bayesian forecasting of cryptocurrencies with a focus on Bitcoin," Econometrics and Statistics, Elsevier, volume 16, issue C, pages 69-90, DOI: 10.1016/j.ecosta.2018.10.003.
• Haddad, Hedi Ben & Mezghani, Imed & Al Dohaiman, Mohammed, 2020, "Common shocks, common transmission mechanisms and time-varying connectedness among Dow Jones Islamic stock market indices and global risk factors," Economic Systems, Elsevier, volume 44, issue 2, DOI: 10.1016/j.ecosys.2020.100760.
• Caporin, Massimiliano & Malik, Farooq, 2020, "Do structural breaks in volatility cause spurious volatility transmission?," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 60-82, DOI: 10.1016/j.jempfin.2019.11.002.
• Lindman, Sebastian & Tuvhag, Tom & Jayasekera, Ranadeva & Uddin, Gazi Salah & Troster, Victor, 2020, "Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro," Journal of Empirical Finance, Elsevier, volume 56, issue C, pages 42-73, DOI: 10.1016/j.jempfin.2019.10.005.
• Wilson, Matthew S., 2020, "Disaggregation and the equity premium puzzle," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 1-18, DOI: 10.1016/j.jempfin.2020.05.002.
• Qadan, Mahmoud & Idilbi-Bayaa, Yasmeen, 2020, "Risk appetite and oil prices," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.104595.
• Naifar, Nader & Shahzad, Syed Jawad Hussain & Hammoudeh, Shawkat, 2020, "Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104747.
• Acheampong, Alex O. & Amponsah, Mary & Boateng, Elliot, 2020, "Does financial development mitigate carbon emissions? Evidence from heterogeneous financial economies," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104768.
• Hopkins, Caroline A., 2020, "Convergence bids and market manipulation in the California electricity market," Energy Economics, Elsevier, volume 89, issue C, DOI: 10.1016/j.eneco.2020.104818.
• Köse, Nezir & Ünal, Emre, 2020, "The impact of oil price shocks on stock exchanges in Caspian Basin countries," Energy, Elsevier, volume 190, issue C, DOI: 10.1016/j.energy.2019.116383.
• Li, Chenlu & Li, Baibing & Tee, Kai-Hong, 2020, "Are hedge funds active market liquidity timers?," International Review of Financial Analysis, Elsevier, volume 67, issue C, DOI: 10.1016/j.irfa.2019.101415.
• Wang, Jinghua & Ngene, Geoffrey M., 2020, "Does Bitcoin still own the dominant power? An intraday analysis," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101551.
• Kim, Jan R. & Chung, Keunsuk, 2020, "Regime switching in the present value models: A backward-solving method," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.02.001.
• Caporale, Guglielmo Maria & Kang, Woo-Young & Spagnolo, Fabio & Spagnolo, Nicola, 2020, "Non-linearities, cyber attacks and cryptocurrencies," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.09.012.
• Kim, Wonse & Lee, Junseok & Kang, Kyungwon, 2020, "The effects of the introduction of Bitcoin futures on the volatility of Bitcoin returns," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.06.002.
• Gao, Kaijuan & Lin, Wanfa & Yang, Li & Chan, Kam C., 2020, "The impact of analyst coverage and stock price synchronicity: Evidence from brokerage mergers and closures✰," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.008.
• Wang, Meng & Han, Miao & Huang, Wei, 2020, "Debt and stock price crash risk in weak information environment," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.004.
• Acereda, Beatriz & Leon, Angel & Mora, Juan, 2020, "Estimating the expected shortfall of cryptocurrencies: An evaluation based on backtesting," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.04.037.
• Turattia, Douglas Eduardo & Mendes, Fernando Henrique P.S. & Caldeira, João Frois, 2020, "Testing for mean reversion in Bitcoin returns with Gibbs-sampling-augmented randomization," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.025.
• Liu, Xia & Liu, Shancun & Qi, Zhen & Wen, Chunhui, 2020, "Discretionary liquidity trading, information production and market efficiency," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.014.
• Hwang, Hae-shin & Jindapon, Paan, 2020, "Market making with convex quotes," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101361.
• Jin, Xisong & Nadal De Simone, Francisco, 2020, "Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis," Journal of Financial Stability, Elsevier, volume 49, issue C, DOI: 10.1016/j.jfs.2020.100749.
• Alexander, Carol & Heck, Daniel F., 2020, "Price discovery in Bitcoin: The impact of unregulated markets," Journal of Financial Stability, Elsevier, volume 50, issue C, DOI: 10.1016/j.jfs.2020.100776.
• Colesnic, Olga & Kounetas, Konstantinos & Michael, Polemis, 2020, "Estimating risk efficiency in Middle East banks before and after the crisis: A metafrontier framework," Global Finance Journal, Elsevier, volume 46, issue C, DOI: 10.1016/j.gfj.2019.100484.
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• Huang, Rong & Asteriou, Dimitrios & Pouliot, William, 2020, "A reappraisal of luck versus skill in the cross-section of mutual fund returns," Journal of Economic Behavior & Organization, Elsevier, volume 176, issue C, pages 166-187, DOI: 10.1016/j.jebo.2020.03.032.
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• Ibhagui, Oyakhilome, 2020, "Covered interest parity deviations in standard monetary models," Journal of Economics and Business, Elsevier, volume 111, issue C, DOI: 10.1016/j.jeconbus.2020.105909.
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• Branikas, Ioannis & Hong, Harrison & Xu, Jiangmin, 2020, "Location choice, portfolio choice," Journal of Financial Economics, Elsevier, volume 138, issue 1, pages 74-94, DOI: 10.1016/j.jfineco.2019.10.010.
• Agiakloglou, Christos & Deligiannakis, Emmanouil, 2020, "Sovereign risk evaluation for European Union countries," Journal of International Money and Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.jimonfin.2019.102117.
• Iyer, Tara, 2020, "The welfare implications of exchange rate choices in developing agricultural economies," Journal of Macroeconomics, Elsevier, volume 66, issue C, DOI: 10.1016/j.jmacro.2020.103233.
• Fousekis, Panos, 2020, "Sign and size asymmetry in the stock returns-implied volatility relationship," The Journal of Economic Asymmetries, Elsevier, volume 21, issue C, DOI: 10.1016/j.jeca.2020.e00162.
• Ahmed, Bouteska, 2020, "Understanding the impact of investor sentiment on the price formation process: A review of the conduct of American stock markets," The Journal of Economic Asymmetries, Elsevier, volume 22, issue C, DOI: 10.1016/j.jeca.2020.e00172.
• Talbi, Marwa & de Peretti, Christian & Belkacem, Lotfi, 2020, "Dynamics and causality in distribution between spot and future precious metals: A copula approach," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101645.
• Duc Huynh, Toan Luu & Burggraf, Tobias & Nasir, Muhammad Ali, 2020, "Financialisation of natural resources & instability caused by risk transfer in commodity markets," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101620.
• Xu, Yahua & Bouri, Elie & Saeed, Tareq & Wen, Zhuzhu, 2020, "Intraday return predictability: Evidence from commodity ETFs and their related volatility indices," Resources Policy, Elsevier, volume 69, issue C, DOI: 10.1016/j.resourpol.2020.101830.
• Brooks, Wyatt & Dovis, Alessandro, 2020, "Credit market frictions and trade liberalizations," Journal of Monetary Economics, Elsevier, volume 111, issue C, pages 32-47, DOI: 10.1016/j.jmoneco.2019.01.013.
• Chava, Sudheer & Hsu, Alex & Zeng, Linghang, 2020, "Does history repeat itself? Business cycle and industry returns," Journal of Monetary Economics, Elsevier, volume 116, issue C, pages 201-218, DOI: 10.1016/j.jmoneco.2019.10.005.
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