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

• 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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.
• Hounyo, Ulrich & Varneskov, Rasmus T., 2020, "Inference for local distributions at high sampling frequencies: A bootstrap approach," Journal of Econometrics, Elsevier, volume 215, issue 1, pages 1-34, DOI: 10.1016/j.jeconom.2019.09.001.
• 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.
• Gerhart, Christoph & Lütkebohmert, Eva, 2020, "Empirical analysis and forecasting of multiple yield curves," Insurance: Mathematics and Economics, Elsevier, volume 95, issue C, pages 59-78, DOI: 10.1016/j.insmatheco.2020.08.004.
• Dungey, Mardi & Matei, Marius & Treepongkaruna, Sirimon, 2020, "Examining stress in Asian currencies: A perspective offered by high frequency financial market data," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 67, issue C, DOI: 10.1016/j.intfin.2020.101200.
• 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.
• Bourdeau-Brien, Michael & Kryzanowski, Lawrence, 2020, "Natural disasters and risk aversion," Journal of Economic Behavior & Organization, Elsevier, volume 177, issue C, pages 818-835, DOI: 10.1016/j.jebo.2020.07.007.
• 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.
• Chabi-Yo, Fousseni & Loudis, Johnathan, 2020, "The conditional expected market return," Journal of Financial Economics, Elsevier, volume 137, issue 3, pages 752-786, DOI: 10.1016/j.jfineco.2020.03.009.
• 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.
• Azqueta-Gavaldón, Andrés, 2020, "Causal inference between cryptocurrency narratives and prices: Evidence from a complex dynamic ecosystem," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 537, issue C, DOI: 10.1016/j.physa.2019.122574.
• Owusu Junior, Peterson & Alagidede, Imhotep, 2020, "Risks in emerging markets equities: Time-varying versus spatial risk analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 542, issue C, DOI: 10.1016/j.physa.2019.123474.
• Nagy, Krisztina, 2020, "Term structure estimation with missing data: Application for emerging markets," The Quarterly Review of Economics and Finance, Elsevier, volume 75, issue C, pages 347-360, DOI: 10.1016/j.qref.2019.04.002.
• Kyriakou, Maria I. & Babalos, Vassilios & Kiohos, Apostolos & Koulakiotis, Athanasios, 2020, "Feedback trading strategies and long-term volatility," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 181-189, DOI: 10.1016/j.qref.2019.05.011.
• Christou, Christina & Gupta, Rangan, 2020, "Forecasting equity premium in a panel of OECD countries: The role of economic policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 243-248, DOI: 10.1016/j.qref.2019.08.001.
• Yunus, Nafeesa, 2020, "Time-varying linkages among gold, stocks, bonds and real estate," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 165-185, DOI: 10.1016/j.qref.2020.01.015.
• Smaoui, Houcem & Salah, Ines Ben & Diallo, Boubacar, 2020, "The determinants of capital ratios in Islamic banking," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 186-194, DOI: 10.1016/j.qref.2019.11.002.
• Chen, Chih-Nan & Lin, Chien-Hsiu, 2020, "The sources of pricing factors underlying the cross-section of currency returns," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 250-265, DOI: 10.1016/j.qref.2019.10.002.
• Al-Khasawneh, Jamal Ali & Essaddam, Naceur & Hussain, Tashfeen, 2020, "Total productivity and cost efficiency dynamics of US merging banks: A non-parametric bootstrapped analysis of the fifth merger wave," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 199-211, DOI: 10.1016/j.qref.2020.02.002.
• Zha, Yiling & Power, David & Tantisantiwong, Nongnuch, 2020, "The cross-country transmission of credit risk between sovereigns and firms in Asia," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 309-320, DOI: 10.1016/j.qref.2020.04.005.
• Hung, Pi-Hsia & Lien, Donald & Kuo, Ming-Sin, 2020, "Window dressing in equity mutual funds," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 338-354, DOI: 10.1016/j.qref.2020.05.003.
• Roh, Tai-Yong & Byun, Suk Joon & Xu, Yahua, 2020, "Downside uncertainty shocks in the oil and gold markets," International Review of Economics & Finance, Elsevier, volume 66, issue C, pages 291-307, DOI: 10.1016/j.iref.2019.12.003.
• He, Feng & Ma, Yaming & Zhang, Xiaojie, 2020, "How does economic policy uncertainty affect corporate Innovation?–Evidence from China listed companies," International Review of Economics & Finance, Elsevier, volume 67, issue C, pages 225-239, DOI: 10.1016/j.iref.2020.01.006.
• Gao, Bin & Liu, Xihua, 2020, "Intraday sentiment and market returns," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 48-62, DOI: 10.1016/j.iref.2020.03.010.
• Inaba, Kei-Ichiro, 2020, "Information-driven stock return comovements across countries," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101093.
• Smaoui, Houcem & Ghouma, Hatem, 2020, "Sukuk market development and Islamic banks’ capital ratios," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101064.
• Antypas, Antonios & Caporale, Guglielmo Maria & Kourogenis, Nikolaos & Pittis, Nikitas, 2020, "Estimation of conditional asset pricing models with integrated variables in the beta specification," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101148.
• Marfatia, Hardik & Zhao, Wan-Li & Ji, Qiang, 2020, "Uncovering the global network of economic policy uncertainty," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101223.
• Syamala, Sudhakara Reddy & Wadhwa, Kavita, 2020, "Trading performance and market efficiency: Evidence from algorithmic trading," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101283.
• Ma, Yechi & Ahmad, Ferhana & Liu, Miao & Wang, Zilong, 2020, "Portfolio optimization in the era of digital financialization using cryptocurrencies," Technological Forecasting and Social Change, Elsevier, volume 161, issue C, DOI: 10.1016/j.techfore.2020.120265.
• Aigbe Akhigbe & Bhanu Balasubramnian & Melinda Newman, 2020, "Exchange Traded Funds and the likelihood of closure," American Journal of Business, Emerald Group Publishing Limited, volume 35, issue 3/4, pages 105-127, June, DOI: 10.1108/AJB-07-2019-0054.
• Chrysanthi Balomenou & Vassilios Babalos & Dimitrios Vortelinos & Athanasios Koulakiotis, 2020, "Feedback trading strategies in international real estate markets," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 14, issue 2, pages 394-409, July, DOI: 10.1108/IJHMA-04-2020-0041.
• Hui Hong & Chien-Chiang Lee & Zhicun Bian, 2020, "Setting margins for margin buying in China: balancing the trade-off between liquidity and prudence," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 16, issue 5, pages 885-908, November, DOI: 10.1108/IJOEM-05-2020-0563.
• Antonio Francisco de Almeida da Silva Junior, 2020, "International reserves: self-insurance and monetary policy in crisis," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 16, issue 8, pages 1677-1696, August, DOI: 10.1108/IJOEM-09-2019-0677.
• Hassanudin Mohd Thas Thaker & K. Chandra Sakaran & N. Madhavan Nanairan & Mohamed Asmy Mohd Thas Thaker & Hafezali Iqbal Hussain, 2020, "Drivers of loyalty among non-Muslims towards Islamic banking in Malaysia," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 13, issue 2, pages 281-302, January, DOI: 10.1108/IMEFM-07-2018-0211.
• Peterson K. Ozili, 2020, "COVID-19 pandemic and economic crisis: the Nigerian experience and structural causes," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 37, issue 4, pages 401-418, October, DOI: 10.1108/JEAS-05-2020-0074.
• Ivan Mugarura Tusiime & Man Wang, 2020, "Are Islamic stocks subject to oil price risk exposure?," Journal of Risk Finance, Emerald Group Publishing Limited, volume 21, issue 2, pages 181-200, May, DOI: 10.1108/JRF-05-2019-0076.
• Mahfuzur Rahman & Che Ruhana Isa & Ginanjar Dewandaru & Mohamed Hisham Hanifa & Nazreen T. Chowdhury & Moniruzzaman Sarker, 2020, "Socially responsible investment sukuk (Islamic bond) development in Malaysia," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 12, issue 4, pages 599-619, August, DOI: 10.1108/QRFM-09-2019-0117.
• Giuseppe Pernagallo & Benedetto Torrisi, 2020, "A theory of information overload applied to perfectly efficient financial markets," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 14, issue 2, pages 223-236, October, DOI: 10.1108/RBF-07-2019-0088.
• Sercan Demiralay & Nikolaos Hourvouliades & Athanasios Fassas, 2020, "Dynamic co-movements and directional spillovers among energy futures," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 4, pages 673-696, June, DOI: 10.1108/SEF-09-2019-0374.
• Halil Kukaj & Fisnik Morina & Valdrin Misiri, 2020, "Profitability Analysis of Banks: Comparative Study of Domestic and Foreign Banks in Kosovo," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 2, pages 87-99.
• M.S. Tumanggor, 2020, "Issuance of Municipal Bonds through Capital Markets as Financial Revenue for Regional Development," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 3, pages 326-334.
• A. Kotishwar, 2020, "The Impact of Currency Fluctuations on Equity and Debt Market," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 392-406.
• Olena H. Kozynets & Alla G. Nitchenko & Oleksandr M. Holovko & Svitlana O. Shestakova & Leonid L. Tarasenko, 2020, "Implementation of Human Economic Rights in Transition States," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue Special 1, pages 273-283.
• Katarzyna Kubiszewska & Marcin Potrykus, 2020, "Balkan Stock Exchanges – Consideration of the Length of the Estimation Window in Similar Markets," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 1047-1067.
• Eduard Gracia Rodríguez, 2020, "The Cycle of Rents: a Model of Rational Bull-and-Bear Cycles in an Efficient Market," UB School of Economics Working Papers, University of Barcelona School of Economics, number 2020/400.
• 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, European Xtramile Centre of African Studies (EXCAS), number 20/087, Jan.
• Christopher Otrok & B. Ravikumar, 2020, "Asset Pricing Through the Lens of the Hansen-Jagannathan Bound," Review, Federal Reserve Bank of St. Louis, volume 102, issue 3, pages 255-269, July, DOI: 10.20955/r.102.255-69.
• Thomas H. McInish & Christopher J. Neely & Jade Planchon, 2020, "Supply and demand shifts of shorts before Fed announcements during QE1–QE3," Working Papers, Federal Reserve Bank of St. Louis, number 2020-051, Dec, DOI: 10.20955/wp.2020.051.
• Nina Boyarchenko & Or Shachar, 2020, "The Evolving Market for U.S. Sovereign Credit Risk," Liberty Street Economics, Federal Reserve Bank of New York, number 20200106, Jan.
• Michael Junho Lee & Antoine Martin, 2020, "How Does Information Affect Liquidity in Over-the-Counter Markets?," Liberty Street Economics, Federal Reserve Bank of New York, number 20200113, Jan.
• Michael J. Fleming & Giang Nguyen & Francisco Ruela, 2020, "How Does Tick Size Affect Treasury Market Quality?," Liberty Street Economics, Federal Reserve Bank of New York, number 20200115, Jan.
• Haelim Anderson & Adam Copeland, 2020, "The Value of Opacity in a Banking Crisis," Liberty Street Economics, Federal Reserve Bank of New York, number 20200402, Apr.
• Michael J. Fleming & Francisco Ruela, 2020, "Treasury Market Liquidity during the COVID-19 Crisis," Liberty Street Economics, Federal Reserve Bank of New York, number 20200417, Apr.
• Matthew Higgins & Thomas Klitgaard, 2020, "W(h)ither U.S. Crude Oil Production?," Liberty Street Economics, Federal Reserve Bank of New York, number 20200504, May.
• Jan J. J. Groen & Michael Nattinger, 2020, "Putting the Current Oil Price Collapse into Historical Perspective," Liberty Street Economics, Federal Reserve Bank of New York, number 20200514, May.
• Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar & Peter Van Tassel, 2020, "The Primary and Secondary Market Corporate Credit Facilities," Liberty Street Economics, Federal Reserve Bank of New York, number 20200526a, May.
• Michael J. Fleming, 2020, "Treasury Market Liquidity and the Federal Reserve during the COVID-19 Pandemic," Liberty Street Economics, Federal Reserve Bank of New York, number 20200529a, May.
• Selman Erol & Michael Junho Lee, 2020, "Insider Networks," Liberty Street Economics, Federal Reserve Bank of New York, number 20200625, Jun.
• Michael J. Fleming & Francisco Ruela, 2020, "How Liquid Is the New 20-Year Treasury Bond?," Liberty Street Economics, Federal Reserve Bank of New York, number 20200701, Jul.
• Julia Gouny & Haoyang Liu & Woojung Park, 2020, "Federal Reserve Agency CMBS Purchases," Liberty Street Economics, Federal Reserve Bank of New York, number 20200716, Jul.
• Jiakai Chen & Haoyang Liu & David Rubio & Asani Sarkar & Zhaogang Song, 2020, "MBS Market Dysfunctions in the Time of COVID-19," Liberty Street Economics, Federal Reserve Bank of New York, number 20200717, Jul.
• Kevin Clark & Antoine Martin & Timothy Wessel, 2020, "The Federal Reserve’s Large-Scale Repo Program," Liberty Street Economics, Federal Reserve Bank of New York, number 20200803, Aug.
• Kenneth D. Garbade & Frank M. Keane, 2020, "Market Function Purchases by the Federal Reserve," Liberty Street Economics, Federal Reserve Bank of New York, number 20200820, Aug.
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• Nina Boyarchenko & Anna Kovner & Or Shachar, 2020, "The Impact of the Corporate Credit Facilities," Liberty Street Economics, Federal Reserve Bank of New York, number 20201001, Oct.
• Nina Boyarchenko & Thomas M. Eisenbach & Pooja Gupta & Or Shachar & Peter Van Tassel, 2020, "How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers?," Liberty Street Economics, Federal Reserve Bank of New York, number 20201019, Oct.
• Gara Afonso & Marco Cipriani & Steph Clampitt & Haitham Jendoubi & Gabriele La Spada & Will Riordan, 2020, "How Bank Reserves Are Distributed Matters. How You Measure Their Distribution Matters Too," Liberty Street Economics, Federal Reserve Bank of New York, number 20201124, Nov.
• Michael J. Fleming & Or Shachar & Peter Van Tassel, 2020, "Treasury Market When-Issued Trading Activity," Liberty Street Economics, Federal Reserve Bank of New York, number 20201130, Nov.
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• Viral V. Acharya & Matteo Crosignani & Tim Eisert & Christian Eufinger, 2020, "How Does Zombie Credit Affect Inflation? Lessons from Europe," Liberty Street Economics, Federal Reserve Bank of New York, number 20201222, Dec.
• Wenli Li & Edison Yu, 2020, "Real Estate Taxes and Home Value: Winners and Losers of TCJA," Working Papers, Federal Reserve Bank of Philadelphia, number 20-12, Apr, DOI: 10.21799/frbp.wp.2020.12.
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• Terence Tai Leung Chong & Yueer Wu & Jue Su, 2020, "The Unusual Trading Volume and Earnings Surprises in China’s Market," JRFM, MDPI, volume 13, issue 10, pages 1-17, October.
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• Rodrigo Calcagni T., 2020, "Implied monetary policy extracted from interest rate swaps in Chile," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 35, issue 2, pages 3-27, October.
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