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

• 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.
• Michael J. Fleming, 2020, "How Does the Liquidity of New Treasury Securities Evolve?," Liberty Street Economics, Federal Reserve Bank of New York, number 20200826, Aug.
• 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.
• Fernando M. Duarte, 2020, "What’s Up with Stocks?," Liberty Street Economics, Federal Reserve Bank of New York, number 20201221, Dec.
• 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.
• Yongsung Chang & Jay H. Hong & Marios Karabarbounis & Yicheng Wang, 2020, "Income Volatility and Portfolio Choices," Working Paper, Federal Reserve Bank of Richmond, number 20-01, Mar, DOI: 10.21144/wp20-01.
• Cătălina Camelia Joldeș, 2020, "Impact of COVID-19 on the Romanian capital market: An assessment of BET index and shares BRD, SNP, TLV, FP & SNP," Journal of Financial Studies, Institute of Financial Studies, volume 9, issue 5, pages 101-123, November, DOI: 10.6084/m9.figshare.13621856.
• Byungkwon Lim & Hyeon Sook Kim & Jaehwan Park, 2020, "Direct Effect of TC on the LME Copper Prices," Economies, MDPI, volume 8, issue 2, pages 1-9, May.
• 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.
• Anna Denkowska & Stanisław Wanat, 2020, "A Tail Dependence-Based MST and Their Topological Indicators in Modeling Systemic Risk in the European Insurance Sector," Risks, MDPI, volume 8, issue 2, pages 1-22, April.
• Arianna Agosto & Paolo Giudici, 2020, "A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics," Risks, MDPI, volume 8, issue 3, pages 1-8, July.
• Udichibarna Bose & Sushanta Mallick & Serafeim Tsoukas, 2020, "Does Easing Access to Foreign Financing Matter for Firm Performance?," Working Papers, Business School - Economics, University of Glasgow, number 2020_12, May.
• Willy Kamdem & David Kamdem & Jules Sadefo-Kamdem & Louis Aimé Fono, 2020, "Risk Aversion and Optimal Hedge Ratio in Commodities Futures Markets," Post-Print, HAL, number hal-02922890.
• Marwa Talbi & Christian de Peretti & Lotfi Belkacem, 2020, "Dynamics and causality in distribution between spot and future precious metals: A copula approach," Post-Print, HAL, number hal-04875503, Jun, DOI: 10.1016/j.resourpol.2020.101645.
• Rihem Braham & Christian de Peretti & Lotfi Belkacem, 2020, "Dynamics and causality in distribution between spot and future precious metals: A copula approach," Post-Print, HAL, number hal-04875511, Jun, DOI: 10.1016/j.ribaf.2020.101184.
• Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2021, "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Post-Print, HAL, number halshs-03046219, Feb, DOI: 10.1016/j.jfs.2020.100811.
• Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph Stiglitz & Tania Treibich, 2020, "Rational heuristics? Expectations and behaviors in evolving economies with heterogeneous interacting agents," Post-Print, HAL, number halshs-03046977, DOI: 10.1111/ecin.12897.
• Elyes Jouini, 2020, "Equilibrium pricing and market completion: a counterexample," Post-Print, HAL, number halshs-03048797, Aug.
• Ana Carolina Cordilha, 2020, "How Financialization Reshapes Public Health Care Systems : The Case of Assurance Maladie," Working Papers, HAL, number hal-02525884, Mar.
• Lynda S. Livingston, 2020, "Teaching Financial Markets Students About Repurchase Agreements: Three Easy Lessons," Business Education and Accreditation, The Institute for Business and Finance Research, volume 12, issue 1, pages 27-50.
• 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.
• Kei-Ichiro Inaba, 2020, "The Integration of Countries' Sovereign Bond Markets: An Empirical Illustration of a Global Financial Cycle," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 20-E-01, Feb.
• Mr. Luis Brandão-Marques & Mr. Gaston Gelos & Mr. Thomas Harjes & Ms. Ratna Sahay & Yi Xue, 2020, "Monetary Policy Transmission in Emerging Markets and Developing Economies," IMF Working Papers, International Monetary Fund, number 2020/035, Feb.
• Mr. Tobias Adrian & Peichu Xie, 2020, "The Non-U.S. Bank Demand for U.S. Dollar Assets," IMF Working Papers, International Monetary Fund, number 2020/101, Jun.
• Rafael Gómez Gómez & Eliana Morales Zuluaga & Juan Felipe Castellanos Martínez, 2020, "Inclusión financiera y productividad: el caso colombiano," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 15, issue SNEA, pages 537-549, Agosto 20.
• Lasse Bork & Stig V. Møller & Thomas Q. Pedersen, 2020, "A New Index of Housing Sentiment," Management Science, INFORMS, volume 66, issue 4, pages 1563-1583, April, DOI: 10.1287/mnsc.2018.3258.
• Johan Knif & Dimitrios Koutmos & Gregory Koutmos, 2020, "Higher Co-Moment CAPM and Hedge Fund Returns," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 48, issue 1, pages 99-113, March, DOI: 10.1007/s11293-020-09659-1.
• Andrew Phiri, 2020, "Structural changes in exchange rate-stock returns dynamics in South Africa: examining the role of crisis and new trading platform," Economic Change and Restructuring, Springer, volume 53, issue 1, pages 171-193, February, DOI: 10.1007/s10644-019-09246-8.
• Bello K. Ajide, 2020, "Fragmentation and financial development in Sub-Saharan Africa Countries: the case of diversity debit versus diversity dividend theses," Economic Change and Restructuring, Springer, volume 53, issue 3, pages 379-428, August, DOI: 10.1007/s10644-019-09245-9.
• Ariel M. Viale & Antoine Giannetti & Luis Garcia-Feijoó, 2020, "The stock market’s reaction to macroeconomic news under ambiguity," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 1, pages 65-97, March, DOI: 10.1007/s11408-019-00342-3.
• Gilles Boevi Koumou, 2020, "Diversification and portfolio theory: a review," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 3, pages 267-312, September, DOI: 10.1007/s11408-020-00352-6.
• Belma Öztürkkal & Aslı Togan-Eğrican, 2020, "Art investment: hedging or safe haven through financial crises," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 44, issue 3, pages 481-529, September, DOI: 10.1007/s10824-019-09371-2.
• Wassim Daher & Harun Aydilek & Elias G. Saleeby, 2020, "Insider trading with different risk attitudes," Journal of Economics, Springer, volume 131, issue 2, pages 123-147, October, DOI: 10.1007/s00712-020-00703-x.
• Bo Liu & James D. Shilling & Tien Foo Sing, 2020, "Large Banks and Efficient Banks: how Do they Influence Credit Supply and Default Risk?," Journal of Financial Services Research, Springer;Western Finance Association, volume 57, issue 1, pages 1-28, February, DOI: 10.1007/s10693-018-0300-2.
• Daniela Bragoli & Flavia Cortelezzi & Pierpaolo Giannoccolo & Giovanni Marseguerra, 2020, "R&D Investment timing, default and capital structure," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 3, pages 779-801, April, DOI: 10.1007/s11156-019-00807-6.
• Archana Jain & Chinmay Jain & Ashok Robin, 2020, "Does accounting conservatism deter short sellers?," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 3, pages 1075-1100, April, DOI: 10.1007/s11156-019-00819-2.
• Cheng Few Lee, 2020, "Financial econometrics, mathematics, statistics, and financial technology: an overall view," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 4, pages 1529-1578, May, DOI: 10.1007/s11156-020-00883-z.
• Tavy Ronen & Oleg Sokolinskiy & Ben Sopranzetti, 2020, "The risk management implications of using end of day consensus pricing for single name CDS," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 1, pages 269-304, July, DOI: 10.1007/s11156-019-00843-2.
• Chim M. Lau & Ulrike Schaede, 2020, "Of substitutes and complements: trade credit versus bank loans in Japan, 1980–2012," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 1, pages 305-326, July, DOI: 10.1007/s11156-019-00844-1.
• Nathan Lael Joseph & Thi Thuy Anh Vo & Asma Mobarek & Sabur Mollah, 2020, "Volatility and asymmetric dependence in Central and East European stock markets," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 4, pages 1241-1303, November, DOI: 10.1007/s11156-020-00874-0.
• Tolga Aydin & Hakan Oner, 2020, "Comparative Analysis for the Relationship between Stock Performance and Macroeconomic Indicators: The Case of Turkey," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 6, issue 3, pages 146-154, September.
• Takeo Hori & Ryonghun Im, 2020, "Short- and Long-run Impacts of Bursting Bubbles," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1036, Aug.
• Juan Manuel Gómez R & José Alfredo Jiménez M, 2020, "Optimal portfolio selection based on first and second order Markov chains," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 92, pages 33-66, Enero-Jun, DOI: 10.17533/udea.le.n92a02.
• Felicity K. Mathye & Collins C. Ngwakwe, 2020, "Women in Top Management and Corporate Share Price: The Mediating Role of Management Learning," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 18, issue 2 (Summer, pages 111-126, DOI: 10.26493/1854-6935.18.111-126.
• Yasuyuki Kato, 2020, "AI/Fintech and Asset Management Businesses," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 16, issue 4, pages 1-28, August.
• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2020, "Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 15-2020, Apr.
• Leland Bybee & Bryan T. Kelly & Asaf Manela & Dacheng Xiu, 2020, "The Structure of Economic News," NBER Working Papers, National Bureau of Economic Research, Inc, number 26648, Jan.
• Matteo Leombroni & Monika Piazzesi & Martin Schneider & Ciaran Rogers, 2020, "Inflation and the Price of Real Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 26740, Feb.
• Todd M. Hazelkorn & Tobias J. Moskowitz & Kaushik Vasudevan, 2020, "Beyond Basis Basics: Liquidity Demand and Deviations from the Law of One Price," NBER Working Papers, National Bureau of Economic Research, Inc, number 26773, Feb.
• Bomin Jiang & Roberto Rigobon & Munther A. Dahleh, 2020, "Contingent Linear Financial Networks," NBER Working Papers, National Bureau of Economic Research, Inc, number 26814, Mar.
• Zhenyu Gao & Michael Sockin & Wei Xiong, 2020, "Learning about the Neighborhood," NBER Working Papers, National Bureau of Economic Research, Inc, number 26907, Mar.
• Valentin Haddad & Alan Moreira & Tyler Muir, 2020, "When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response," NBER Working Papers, National Bureau of Economic Research, Inc, number 27168, May.
• Vadim Elenev & Tim Landvoigt & Stijn Van Nieuwerburgh, 2020, "Can the Covid Bailouts Save the Economy?," NBER Working Papers, National Bureau of Economic Research, Inc, number 27207, May.
• Jules H. van Binsbergen, 2020, "Duration-Based Stock Valuation: Reassessing Stock Market Performance and Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 27367, Jun.
• Niels J. Gormsen & Ralph S. J. Koijen, 2020, "Coronavirus: Impact on Stock Prices and Growth Expectations," NBER Working Papers, National Bureau of Economic Research, Inc, number 27387, Jun.
• Ralph S. J. Koijen & Robert J. Richmond & Motohiro Yogo, 2020, "Which Investors Matter for Equity Valuations and Expected Returns?," NBER Working Papers, National Bureau of Economic Research, Inc, number 27402, Jun.
• Antonio Falato & Itay Goldstein & Ali Hortaçsu, 2020, "Financial Fragility in the COVID-19 Crisis: The Case of Investment Funds in Corporate Bond Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 27559, Jul.
• Söhnke M. Bartram & Mark Grinblatt & Yoshio Nozawa, 2020, "Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 27655, Aug.
• Shumiao Ouyang & Jiaheng Yu & Ravi Jagannathan, 2020, "Return to Venture Capital in the Aggregate," NBER Working Papers, National Bureau of Economic Research, Inc, number 27690, Aug.
• Erol Akcay & David Hirshleifer, 2020, "Social Finance: Cultural Evolution, Transmission Bias and Market Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 27745, Aug.
• Asaf Bernstein & Stephen B. Billings & Matthew Gustafson & Ryan Lewis, 2020, "Partisan Residential Sorting on Climate Change Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 27989, Oct.
• Hao Jiang & Dimitri Vayanos & Lu Zheng, 2020, "Passive Investing and the Rise of Mega-Firms," NBER Working Papers, National Bureau of Economic Research, Inc, number 28253, Dec.
• Abi Casey & Sam Hayes-Morgan & Richard Heys & Matt Hughes & Pete Lee & Alison McCrae & Robert Kent-Smith & Matthew Steel, 2020, "Reviewing the boundary between valuables and financial assets in SNA 2008 in the light of Bitcoin and similar crypto-assets and the UK experience of non-monetary gold," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2020-17, Dec.
• Vessela Todorova, 2020, "Safe Haven Currencies," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 579-591, December.
• Boika Brezoeva, 2020, "The Cryptocurrency - Accounting Challenge," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 53-75, May.
• Joseph P Byrne & Ryuta Sakemoto & Bing Xu, 2020, "Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals
  [Oil price shocks and the stock market: evidence from Japan]," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, volume 47, issue 2, pages 499-528.
• Gary Gorton & Guillermo Ordoñez, 2020, "Good Booms, Bad Booms," Journal of the European Economic Association, European Economic Association, volume 18, issue 2, pages 618-665.
• Campbell R Harvey & Yan Liu & Alessio Saretto & Jeffrey Pontiff, 2020, "An Evaluation of Alternative Multiple Testing Methods for Finance Applications," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 2, pages 199-248.
• Vania Stavrakeva, 2020, "Optimal Bank Regulation and Fiscal Capacity," The Review of Economic Studies, Review of Economic Studies Ltd, volume 87, issue 2, pages 1034-1089.
• Eugene F Fama & Kenneth R French, 2020, "Comparing Cross-Section and Time-Series Factor Models," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 5, pages 1891-1926.
• Shihao Gu & Bryan Kelly & Dacheng Xiu, 2020, "Empirical Asset Pricing via Machine Learning," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 5, pages 2223-2273.
• Cristiana Ioana Șerbănel, 2020, "The Ripple Effect of COVID-19 in Romania’s Economic Environment," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 510-517, August.
• Michael B. Devereux & Charles Engel & Giovanni Lombardo, 2020, "Implementable Rules for International Monetary Policy Coordination," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 68, issue 1, pages 108-162, March, DOI: 10.1057/s41308-019-00104-1.
• Arianna Agosto & Paolo Giudici, 2020, "A Poisson autoregressive model to understand COVID-19 contagion dynamics," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 185, Mar.
• Naape, Baneng, 2020, "An Analysis of the 2008 Subprime Mortgage Crisis: Causes, Effects and Policy Response," MPRA Paper, University Library of Munich, Germany, number 100019, May.
• Tursoy, Turgut & Berk, Niyazi, 2020, "Discussion of Financial Integration at the Global Market Era," MPRA Paper, University Library of Munich, Germany, number 100115, May.
• Siddiqi, Hammad, 2020, "Resource allocation in the brain and the Capital Asset Pricing Model," MPRA Paper, University Library of Munich, Germany, number 100250, Jan.
• Rahman, Md. Nafizur & Nower, Nowshin & Abbas, Syed Mahdee & Nahian, Abdullah Hill & Tushar, Md. Raqibul Hasan, 2020, "Introduction of Bond Market: Would it be a possible Solution for Bangladesh?," MPRA Paper, University Library of Munich, Germany, number 101159, May.
• Hamim, Md. Tanvir, 2020, "R&D Investments and Idiosyncratic Volatility," MPRA Paper, University Library of Munich, Germany, number 101330, Jun.
• Fafaliou, Irene & Giaka, Maria & Konstantios, Dimitrios & Polemis, Michael, 2020, "Firms’ Sustainability Performance and Market Longevity," MPRA Paper, University Library of Munich, Germany, number 101445, Jun.
• Barnett, William A. & Jawadi, Fredj & Ftiti, Zied, 2020, "Causal Relationships between Inflation and Inflation Uncertainty," MPRA Paper, University Library of Munich, Germany, number 101682, Jun.
• Rabhi, Ayoub, 2020, "Stock market vulnerability to the Covid-19 pandemic: Evidence from emerging Asian stock markets," MPRA Paper, University Library of Munich, Germany, number 101774, Apr.
• Jamaledini, Ashkan & Soltani, Ali & Khazaei, Ehsan, 2020, "Region Search Optimization Algorithm for Economic Energy Management of Grid-Connected Mode Microgrid," MPRA Paper, University Library of Munich, Germany, number 102094, Mar.
• Costa Cabral, Nazaré, 2020, "Sovereign Bond-Baked Securities in EMU:Do they mean accrued safety in the European sovereign debt market or simply a way to ‘privatize’ public debt?," MPRA Paper, University Library of Munich, Germany, number 102248.
• Basu, Rahul & Pegg, Scott, 2020, "Minerals are a shared inheritance: Accounting for the resource curse," MPRA Paper, University Library of Munich, Germany, number 102270, Jun.
• Sakarombe, Upenyu & Marimbe-Makoni, Rudo, 2020, "Stock Exchange Fungibility and Exchange Rate Volatility in Zimbabwe," MPRA Paper, University Library of Munich, Germany, number 102464, revised 2020.
• Barda, Kelly, 2020, "Analyser la performance financière des indices boursiers environnementaux
  [Analyzing financial performance of green stock market indices]," MPRA Paper, University Library of Munich, Germany, number 102537.
• Evans, Martin, 2020, "Exchange Rates and Liquidity Risk," MPRA Paper, University Library of Munich, Germany, number 102702, Aug.
• Olkhov, Victor, 2020, "Price, Volatility and the Second-Order Economic Theory," MPRA Paper, University Library of Munich, Germany, number 102767, Sep.
• Cruz, Manuel Máximo, 2020, "Siloplazo, seguridad para el productor agrícola y estabilidad para la macroeconomía
  [Siloplazo, security for the agricultural producer and stability for the macroeconomy]," MPRA Paper, University Library of Munich, Germany, number 103146, Sep.
• Maheu, John M & McCurdy, Thomas H & Song, Yong, 2020, "Bull and Bear Markets During the COVID-19 Pandemic," MPRA Paper, University Library of Munich, Germany, number 104504, Nov.
• Tinic, Murat & Sensoy, Ahmet & Demir, Muge & Nguyen, Duc Khuong, 2020, "Broker Network Connectivity and the Cross-Section of Expected Stock Returns," MPRA Paper, University Library of Munich, Germany, number 104719, Nov.
• Li, Chenxing & Maheu, John M, 2020, "A Multivariate GARCH-Jump Mixture Model," MPRA Paper, University Library of Munich, Germany, number 104770, Dec.
• Pincheira, Pablo & Hardy, Nicolas, 2020, "The Mean Squared Prediction Error Paradox: A summary," MPRA Paper, University Library of Munich, Germany, number 105020, Dec.
• Serdengecti, Suleyman & Sensoy, Ahmet & Nguyen, Duc Khuong, 2020, "Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets," MPRA Paper, University Library of Munich, Germany, number 105162, Apr, revised Jan 2021.
• Olkhov, Victor, 2020, "Classical Option Pricing and Some Steps Further," MPRA Paper, University Library of Munich, Germany, number 105431, Apr, revised 28 Dec 2020.
• Kusi, Baah & Agbloyor, Elikplimi & Gyeke-Dako, Agyapomaa & Asongu, Simplice, 2020, "Financial Sector Transparency, Financial Crises and Market Power: A Cross-Country Evidence," MPRA Paper, University Library of Munich, Germany, number 107513, Dec.
• Herpfer, Christoph & Maturana, Gonzalo, 2020, "Credit Rating Inflation: Is It Still Relevant and Who Prices It?," MPRA Paper, University Library of Munich, Germany, number 109461, Oct.
• Salisu, Afees & Ogbonna, Ahamuefula & Oloko, Tirimisiyu, 2020, "Pandemics and cryptocurrencies," MPRA Paper, University Library of Munich, Germany, number 109597, Jul.
• Muhammad, Usman, 2020, "Gauging the Financial Performance of Banks in Pakistan: Application of CAMEL Model," MPRA Paper, University Library of Munich, Germany, number 116350, Feb.
• Theplib, Krit & Sethapramote, Yuthana & Jiranyakul, Komain, 2020, "Shock and Volatility Spillovers between Crude Oil Price and Stock Returns: Evidence for Thailand," MPRA Paper, University Library of Munich, Germany, number 98094, Jan.
• Lopez, Claude & Bendix, Joseph, 2020, "Global Opportunity Index 2020 Focus on the GCC Countries," MPRA Paper, University Library of Munich, Germany, number 98513, Jan.
• Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2020, "Firm-bank credit networks, business cycle and macroprudential policy," MPRA Paper, University Library of Munich, Germany, number 98928, Jan.
• Chong, Terence Tai Leung & Hou, Siqi, 2020, "Will Stock Rise on Valentine’s Day?," MPRA Paper, University Library of Munich, Germany, number 99058, Feb.
• NEIFAR, MALIKA & HarzAllah, AMIRA, 2020, "Can Canadian Stock market provide complete hedge against Inflation ?," MPRA Paper, University Library of Munich, Germany, number 99093, Mar.
• McAndrews, James & Menand, lev, 2020, "Shadow Digital Money," MPRA Paper, University Library of Munich, Germany, number 99137, Mar.
• Ozili, Peterson K, 2020, "Covid-19 pandemic and economic crisis: The Nigerian experience and structural causes," MPRA Paper, University Library of Munich, Germany, number 99424.
• Olkhov, Victor, 2020, "Classical Option Pricing and Some Steps Further," MPRA Paper, University Library of Munich, Germany, number 99918, Apr.
• Ralph S. J. Koijen & Robert J. Richmond & Motohiro Yogo, 2020, "Which Investors Matter for Global Equity Valuations and Expected Returns?," Working Papers, Princeton University. Economics Department., number 2020-34, Jun.
• Gondo, Rocío, 2020, "Vulnerabilidad financiera y escenarios de riesgo del PBI usando Growth at Risk (GaR)," Working Papers, Banco Central de Reserva del Perú, number 2020-001, Feb.
• Nicola Borri & Pietro Reichlin, 2020, "Online Appendix to "Optimal Taxation with Home Ownership and Wealth Inequality"," Online Appendices, Review of Economic Dynamics, number 19-19.
• Nicola Borri & Pietro Reichlin, 2020, "Code and data files for "Optimal Taxation with Home Ownership and Wealth Inequality"," Computer Codes, Review of Economic Dynamics, number 19-19, revised .
• Jia LU & Noor Muhammad SHAZEMEEN & Raimonda MARTINKUTE-KAULIENE, 2020, "Portfolio Decision Using Time Series Prediction and Multi-objective Optimization," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 118-130, December.
• Nicolas Soenen & Rudi Vander Vennet, 2020, "ECB Monetary Policy and Bank Default Risk," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 20/997, May.
• Kareem Abidemi Arikewuyo & Akeem Adekunle Adeyemi & Eunice Titilayo Omodara & Lateef Adewale Yunusa, 2020, "This study examines the impact credit risk management has on the profitability of commercial banks in Nigeria," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 13, pages 23-39, June.
• Igor Kravchuk, 2020, "Funding Strategies of G-SIBs (Strategie finansowania globalnych systemowo wa¿nych banków)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 18, issue 90, pages 14-31.
• Izabela Pruchnicka-Grabias, 2020, "Equity Portfolio Optimization With Gold (Optymalizacja portfela akcji za pomoc¹ zlota)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 18, issue 90, pages 62-77.
• Yongsung Chang & Jay. H. Hong & Marios Karabarbounis & Yicheng Wang, 2020, "Income Volatility and Portfolio Choices," Working Paper Series, Institute of Economic Research, Seoul National University, number no131, Mar.
• Hanchao Liu, 2020, "When one stock share is a biological individual: a stylized simulation of the population dynamics in an order-driven market," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 43, issue 1, pages 373-408, June, DOI: 10.1007/s10203-019-00273-8.
• Mariana G. Davi & Marcelo S. Portugal, 2020, "Politics and finance: a study on the impact of campaign donations on Brazilian firms," Empirical Economics, Springer, volume 58, issue 3, pages 1057-1105, March, DOI: 10.1007/s00181-018-1594-5.
• Zhenxi Chen & Stefan Reitz, 2020, "Dynamics of the European sovereign bonds and the identification of crisis periods," Empirical Economics, Springer, volume 58, issue 6, pages 2761-2781, June, DOI: 10.1007/s00181-019-01653-0.
• John Nkwoma Inekwe, 2020, "Market uncertainty, risk aversion, and macroeconomic expectations," Empirical Economics, Springer, volume 59, issue 4, pages 1977-1995, October, DOI: 10.1007/s00181-019-01732-2.
• Francesca Biagini & Jean-Pierre Fouque & Marco Frittelli & Thilo Meyer-Brandis, 2020, "On fairness of systemic risk measures," Finance and Stochastics, Springer, volume 24, issue 2, pages 513-564, April, DOI: 10.1007/s00780-020-00417-4.
• Agnirup Sarkar, 2020, "Market capitalization and growth with nominal and real rigidities: the case of emerging economies," Indian Economic Review, Springer, volume 55, issue 2, pages 165-198, December, DOI: 10.1007/s41775-020-00096-0.
• Athanasios Koulakiotis & Vassilios Babalos & Apostolos Kiohos & Maria I. Kyriakou, 2020, "Long-run memory in ethical and conventional investments. Novel evidence from a VAR(1)-FIEGARCH model," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 3, pages 563-569, July, DOI: 10.1007/s12197-019-09502-7.
• Farhang Niroomand & Massoud Metghalchi & Massomeh Hajilee, 2020, "Efficient market hypothesis: a ruinous implication for Portugese stock market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 4, pages 749-763, October, DOI: 10.1007/s12197-020-09514-8.
• Renata Karkowska & Jan Acedański, 2020, "The effect of corporate board attributes on bank stability," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 19, issue 2, pages 99-137, May, DOI: 10.1007/s10258-019-00162-3.
• Marco Bade, 2020, "Determinants of IPO-firms’ merger appetite," Review of Managerial Science, Springer, volume 14, issue 1, pages 193-219, February, DOI: 10.1007/s11846-018-0291-2.
• Kei-Ichiro Inaba, 2020, "A global look into stock market comovements," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 156, issue 3, pages 517-555, August, DOI: 10.1007/s10290-019-00370-1.
• Francesca de Nicola & Martin Kessler & Ha Nguyen, 2020, "The financial costs of the United States-China trade tensions: evidence from East Asian stock markets," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 156, issue 4, pages 803-833, November, DOI: 10.1007/s10290-020-00381-3.
• Volker Brühl, 2020, "Mehr Nachhaltigkeit im deutschen Leitindex DAX
  [More Sustainability in Germany’s Leading Index DAX]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 100, issue 12, pages 952-957, December, DOI: 10.1007/s10273-020-2803-3.
• Eleftherios Spyromitros, 2020, "The effect of corruption on stock market volatility," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 10, issue 2, pages 1-6.
• Nidia Prastivini S. Sastralaga & Adler Haymans Manurung & Ferdinand D. Saragih & Benny Hutahayan, 2020, "The Effects of Macroeconomic Variables and Company’s Financial Ratios on Stock Prices of Coal Mining Companies Listed in Indonesia Stock Exchange for the Period of 2013 - 2018," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 10, issue 2, pages 1-8.
• 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.