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

• Kollmann, Robert, 2021, "The real exchange rate and household consumption heterogeneity: Testing Kocherlakota and Pistaferri’s (2007) model," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110110.
• Liu, Wei, 2021, "Can HFT profit in Chinese stock market?," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110115.
• Andreou, Elena & Ghysels, Eric, 2021, "Predicting the VIX and the volatility risk premium: The role of short-run funding spreads Volatility Factors," Journal of Econometrics, Elsevier, volume 220, issue 2, pages 366-398, DOI: 10.1016/j.jeconom.2020.04.006.
• Goliński, Adam, 2021, "Monetary policy at the zero lower bound: Information in the Federal Reserve’s balance sheet," European Economic Review, Elsevier, volume 131, issue C, DOI: 10.1016/j.euroecorev.2020.103613.
• Chkir, Imed & El Haj Hassan, Boushra & Rjiba, Hatem & Saadi, Samir, 2021, "Does corporate social responsibility influence corporate innovation? International evidence," Emerging Markets Review, Elsevier, volume 46, issue C, DOI: 10.1016/j.ememar.2020.100746.
• León, Ángel & Ñíguez, Trino-Manuel, 2021, "The transformed Gram Charlier distribution: Parametric properties and financial risk applications," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 323-349, DOI: 10.1016/j.jempfin.2021.07.004.
• Rebonato, Riccardo & Ronzani, Riccardo, 2021, "Is convexity efficiently priced? Evidence from international swap markets," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 392-413, DOI: 10.1016/j.jempfin.2021.07.011.
• Khalfaoui, Rabeh & Tiwari, Aviral Kumar & Kablan, Sandrine & Hammoudeh, Shawkat, 2021, "Interdependence and lead-lag relationships between the oil price and metal markets: Fresh insights from the wavelet and quantile coherency approaches," Energy Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.eneco.2021.105421.
• Hadhri, Sinda, 2021, "The nexus, downside risk and asset allocation between oil and Islamic stock markets: A cross-country analysis," Energy Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.eneco.2021.105448.
• Limosani, Michele & Milasi, Monica & Scopelliti, Domenico, 2021, "Deregulated electricity market, a stochastic variational approach," Energy Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.eneco.2021.105493.
• Kuang, Wei, 2021, "Which clean energy sectors are attractive? A portfolio diversification perspective," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105644.
• Nguyen, Thi Thu Ha & Naeem, Muhammad Abubakr & Balli, Faruk & Balli, Hatice Ozer & Syed, Iqbal, 2021, "Information transmission between oil and housing markets," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2021.105100.
• Pham, Linh, 2021, "Frequency connectedness and cross-quantile dependence between green bond and green equity markets," Energy Economics, Elsevier, volume 98, issue C, DOI: 10.1016/j.eneco.2021.105257.
• Köse, Nezir & Ünal, Emre, 2021, "The effects of the oil price and oil price volatility on inflation in Turkey," Energy, Elsevier, volume 226, issue C, DOI: 10.1016/j.energy.2021.120392.
• Moratis, George, 2021, "Quantifying the spillover effect in the cryptocurrency market," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101534.
• Fu, Junhui & Wu, Xiang & Liu, Yufang & Chen, Rongda, 2021, "Firm-specific investor sentiment and stock price crash risk," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101442.
• Baur, Dirk G. & Hoang, Lai T., 2021, "A crypto safe haven against Bitcoin," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101431.
• Galvani, Valentina, 2021, "The value premium during flights," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101606.
• Aloui, Chaker & Hamida, Hela ben & Yarovaya, Larisa, 2021, "Are Islamic gold-backed cryptocurrencies different?," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101615.
• Iqbal, Muhammad Sabeeh & Salih, Aslihan & Akdeniz, Levent, 2021, "The Price Impact of Same- and Opposing-Direction Herding by Institutions with Different Investment Horizons," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101692.
• Burggraf, Tobias & Rudolf, Markus, 2021, "Cryptocurrencies and the low volatility anomaly," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101683.
• Bazán-Palomino, Walter, 2021, "How are Bitcoin forks related to Bitcoin?," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101723.
• Yang, Jianlei & Yang, Chunpeng & Hu, Xiaoyi, 2021, "Economic policy uncertainty dispersion and excess returns: Evidence from China," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101714.
• Chu, Tiankuo & Wei, Xu & Zhou, Yimin, 2021, "The pricing and efficiency of pre-Sale crowdfunding," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101793.
• Gubareva, Mariya, 2021, "The impact of Covid-19 on liquidity of emerging market bonds," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101826.
• Horváth, Dominik & Wang, Yung-Lin, 2021, "The examination of Fama-French Model during the Covid-19," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101848.
• Krieger, Kevin & Mauck, Nathan & Pruitt, Stephen W., 2021, "The impact of the COVID-19 pandemic on dividends," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101910.
• Farzami, Yasmine & Gregory-Allen, Russell & Molchanov, Alexander & Sehrish, Saba, 2021, "COVID-19 and the liquidity network," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101937.
• Maheu, John M. & McCurdy, Thomas H. & Song, Yong, 2021, "Bull and bear markets during the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.102091.
• Jahanshahloo, Hossein & Spokeviciute, Laima, 2021, "Time weighted price contribution," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101947.
• Flori, Andrea & Pammolli, Fabio & Spelta, Alessandro, 2021, "Commodity prices co-movements and financial stability: A multidimensional visibility nexus with climate conditions," Journal of Financial Stability, Elsevier, volume 54, issue C, DOI: 10.1016/j.jfs.2021.100876.
• Baker, H. Kent & Kumar, Satish & Pandey, Nitesh, 2021, "Thirty years of the Global Finance Journal: A bibliometric analysis," Global Finance Journal, Elsevier, volume 47, issue C, DOI: 10.1016/j.gfj.2019.100492.
• Ang, James, 2021, "100 research ideas: extending the frontiers of research in corporate finance," Global Finance Journal, Elsevier, volume 48, issue C, DOI: 10.1016/j.gfj.2019.100483.
• Pham, Linh & Nguyen, Canh Phuc, 2021, "Asymmetric tail dependence between green bonds and other asset classes," Global Finance Journal, Elsevier, volume 50, issue C, DOI: 10.1016/j.gfj.2021.100669.
• Makariou, Despoina & Barrieu, Pauline & Chen, Yining, 2021, "A random forest based approach for predicting spreads in the primary catastrophe bond market," Insurance: Mathematics and Economics, Elsevier, volume 101, issue PB, pages 140-162, DOI: 10.1016/j.insmatheco.2021.07.003.
• Berstein, Solange & Morales, Marco, 2021, "The role of a longevity insurance for defined contribution pension systems," Insurance: Mathematics and Economics, Elsevier, volume 99, issue C, pages 233-240, DOI: 10.1016/j.insmatheco.2021.03.020.
• Fajeau, Maxime, 2021, "Too much finance or too many weak instruments?," International Economics, Elsevier, volume 165, issue C, pages 14-36, DOI: 10.1016/j.inteco.2020.10.003.
• Ehouman, Yao Axel, 2021, "Dependence structure between oil price volatility and sovereign credit risk of oil exporters: Evidence using a copula approach," International Economics, Elsevier, volume 168, issue C, pages 76-97, DOI: 10.1016/j.inteco.2021.08.003.
• Stenfors, Alexis & Susai, Masayuki, 2021, "Spoofing and pinging in foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 70, issue C, DOI: 10.1016/j.intfin.2020.101278.
• Luo, Di & Mishra, Tapas & Yarovaya, Larisa & Zhang, Zhuang, 2021, "Investing during a Fintech Revolution: Ambiguity and return risk in cryptocurrencies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101362.
• Ibhagui, Oyakhilome, 2021, "Stock market and deviations from covered interest parity," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101393.
• Ibhagui, Oyakhilome, 2021, "Real Output and Cross-Currency Basis Swap Spreads: Evidence from the Eurozone," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101304.
• Wang, Xichen & Yan, Ji (Karena) & Yan, Cheng & Gozgor, Giray, 2021, "Emerging stock market exuberance and international short-term flows," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101417.
• Eguren Martin, Fernando & Meldrum, Andrew & Yan, Wen, 2021, "No-Arbitrage pricing of GDP-Linked bonds," Journal of Banking & Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jbankfin.2021.106075.
• Godspower-Akpomiemie, Euphemia & Ojah, Kalu, 2021, "Market discipline, regulation and banking effectiveness: Do measures matter?," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106249.
• Kong, Dongmin & Qin, Ni & Xiang, Junyi, 2021, "Minimum wage and entrepreneurship: Evidence from China," Journal of Economic Behavior & Organization, Elsevier, volume 189, issue C, pages 320-336, DOI: 10.1016/j.jebo.2021.06.047.
• Brown, Gregory & Harris, Robert & Hu, Wendy & Jenkinson, Tim & Kaplan, Steven N. & Robinson, David T., 2021, "Can investors time their exposure to private equity?," Journal of Financial Economics, Elsevier, volume 139, issue 2, pages 561-577, DOI: 10.1016/j.jfineco.2020.08.014.
• Barro, Robert J. & Liao, Gordon Y., 2021, "Rare disaster probability and options pricing," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 750-769, DOI: 10.1016/j.jfineco.2020.10.001.
• Alter, Adrian & Mahoney, Elizabeth M., 2021, "Local house-price vulnerability: Evidence from the U.S. and Canada," Journal of Housing Economics, Elsevier, volume 54, issue C, DOI: 10.1016/j.jhe.2021.101791.
• Binici, Mahir & Das, Mitali, 2021, "Recalibration of capital controls: Evidence from the IMF taxonomy," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102252.
• De Pooter, Michiel & Favara, Giovanni & Modugno, Michele & Wu, Jason, 2021, "Monetary policy uncertainty and monetary policy surprises," Journal of International Money and Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jimonfin.2020.102323.
• De Pooter, Michiel & Favara, Giovanni & Modugno, Michele & Wu, Jason, 2021, "Reprint: Monetary policy uncertainty and monetary policy surprises," Journal of International Money and Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jimonfin.2021.102401.
• El-Shagi, Makram & Turcu, Camélia, 2021, "Monetary, financial and fiscal fragility in 2020s," Journal of International Money and Finance, Elsevier, volume 117, issue C, DOI: 10.1016/j.jimonfin.2021.102439.
• Bianconi, Marcelo & Esposito, Federico & Sammon, Marco, 2021, "Trade policy uncertainty and stock returns," Journal of International Money and Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jimonfin.2021.102492.
• Indriawan, Ivan & Martinez, Valeria & Tse, Yiuman, 2021, "The impact of the change in USDA announcement release procedures on agricultural commodity futures," Journal of Commodity Markets, Elsevier, volume 23, issue C, DOI: 10.1016/j.jcomm.2020.100149.
• Triki, Mohamed Bilel & Ben Maatoug, Abderrazek, 2021, "The GOLD market as a safe haven against the stock market uncertainty: Evidence from geopolitical risk," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101872.
• Salisu, Afees A. & Vo, Xuan Vinh & Lawal, Adedoyin, 2021, "Hedging oil price risk with gold during COVID-19 pandemic," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101897.
• Caporin, Massimiliano & Naeem, Muhammad Abubakr & Arif, Muhammad & Hasan, Mudassar & Vo, Xuan Vinh & Hussain Shahzad, Syed Jawad, 2021, "Asymmetric and time-frequency spillovers among commodities using high-frequency data," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101958.
• Alqahtani, Abdullah & Selmi, Refk & Hongbing, Ouyang, 2021, "The financial impacts of jump processes in the crude oil price: Evidence from G20 countries in the pre- and post-COVID-19," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102075.
• Talbi, Marwa & Bedoui, Rihab & de Peretti, Christian & Belkacem, Lotfi, 2021, "Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102140.
• Selmi, Refk & Bouoiyour, Jamal & Miftah, Amal & Wohar, Mark E., 2021, "Managing exposure to volatile oil prices: Evidence from U.S. sectoral and industry-level data," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102143.
• Fernandez, Raul & Palma Guizar, Brenda & Rho, Caterina, 2021, "A sentiment-based risk indicator for the Mexican financial sector," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 2, issue 3, DOI: 10.1016/j.latcb.2021.100036.
• Rubio, Jeniffer & Pérez, Bryan & Arroyo, John, 2021, "Risk monitoring in Ecuador's payment system: Implementation of a network topology study," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 2, issue 3, DOI: 10.1016/j.latcb.2021.100039.
• Vissing-Jorgensen, Annette, 2021, "The Treasury Market in Spring 2020 and the Response of the Federal Reserve," Journal of Monetary Economics, Elsevier, volume 124, issue C, pages 19-47, DOI: 10.1016/j.jmoneco.2021.10.007.
• Abankwa, Samuel & Blenman, Lloyd P., 2021, "Measuring liquidity risk effects on carry trades across currencies and regimes," Journal of Multinational Financial Management, Elsevier, volume 60, issue C, DOI: 10.1016/j.mulfin.2021.100683.
• Inaba, Kei-Ichiro, 2021, "An empirical illustration of the integration of sovereign bond markets," Journal of Multinational Financial Management, Elsevier, volume 61, issue C, DOI: 10.1016/j.mulfin.2020.100674.
• Aloui, Chaker & Shahzad, Syed Jawad Hussain & Hkiri, Besma & Hela, Ben Hamida & Khan, Muhammad Asif, 2021, "On the investors' sentiments and the Islamic stock-bond interplay across investments' horizons," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2020.101491.
• Guan, Jialin & Xu, Huijuan & Huo, Da & Hua, Yechun & Wang, Yunfeng, 2021, "Economic policy uncertainty and corporate innovation: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101542.
• Castañeda, Pablo & Castro, Rubén & Fajnzylber, Eduardo & Medina, Juan Pablo & Villatoro, Félix, 2021, "Saving for the future: Evaluating the sustainability and design of Pension Reserve Funds," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2020.101335.
• Deng, Yongheng & Gu, Quanlin & He, Jia, 2021, "Reinforcement learning and mortgage partial prepayment behavior," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2020.101378.
• Raheem, Ibrahim D., 2021, "COVID-19 pandemic and the safe haven property of Bitcoin," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 370-375, DOI: 10.1016/j.qref.2021.06.004.
• Moore, Evan, 2021, "A comment on Paul, Weinbach, and Wilson’s (2004) “Efficient markets, fair bets, and profitability in NBA totals 1995-96 to 2001-02”," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 26-29, DOI: 10.1016/j.qref.2021.07.002.
• Zhang, Xiang & Liu, Yangyi & Wu, Kun & Maillet, Bertrand, 2021, "Tradable or nontradable factors—what does the Hansen–Jagannathan distance tell us?," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 853-879, DOI: 10.1016/j.iref.2020.10.013.
• Liu, Dehong & Liang, Yucong & Zhang, Lili & Lung, Peter & Ullah, Rizwan, 2021, "Implied volatility forecast and option trading strategy," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 943-954, DOI: 10.1016/j.iref.2020.10.023.
• Zhou, Xinmiao & Zhang, Junru & Zhang, Zhaoyong, 2021, "How does news flow affect cross-market volatility spillovers? Evidence from China’s stock index futures and spot markets," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 196-213, DOI: 10.1016/j.iref.2021.01.003.
• Nartea, Gilbert V. & Valera, Harold Glenn A. & Valera, Maria Luisa G., 2021, "Mean reversion in Asia-Pacific stock prices: New evidence from quantile unit root tests," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 214-230, DOI: 10.1016/j.iref.2020.12.038.
• Harel, Arie & Harpaz, Giora, 2021, "Forecasting stock prices," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 249-256, DOI: 10.1016/j.iref.2020.12.033.
• Teplova, Tamara V. & Rodina, Victoria A., 2021, "The reinvestment risk premium in the valuation of British and Russian government bonds," Research in International Business and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.ribaf.2020.101319.
• Nadal De Simone, Francisco, 2021, "Measuring the deadly embrace: Systemic and sovereign risks," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2020.101348.
• Clark, John & Mauck, Nathan & Pruitt, Stephen W., 2021, "The financial impact of COVID-19: Evidence from an event study of global hospitality firms," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101452.
• Wang, Jimin & Wang, Cong, 2021, "Can religions explain cross country differences in innovative activities?," Technovation, Elsevier, volume 107, issue C, DOI: 10.1016/j.technovation.2021.102285.
• Christoph Görtz & Mallory Yeromonahos, 2021, "Asymmetries in risk premia, macroeconomic uncertainty and business cycles," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-101, Dec.
• R Bhuyan & I Tarannum & N Hassan, 2021, "Date stamping on the explosiveness of public debt: Evidence from the USA," Economic Issues Journal Articles, Economic Issues, volume 26, issue 2, pages 57-71, September.
• Achraf Haddad & Anis El Ammari & Abdelfattah Bouri, 2021, "The effect of audit committee quality on the conventional and Islamic banks' financial performance between subprime and Corona crises," Asian Journal of Accounting Research, Emerald Group Publishing Limited, volume 7, issue 3, pages 230-251, June, DOI: 10.1108/AJAR-11-2020-0121.
• Rexford Abaidoo, 2021, "Financial market efficiency: global and regional financial market perspective," American Journal of Business, Emerald Group Publishing Limited, volume 36, issue 3/4, pages 169-189, January, DOI: 10.1108/AJB-02-2020-0025.
• Kenneth Ofori-Boateng & Williams Ohemeng & Elvis Kwame Agyapong & Ben Justice Bribinti, 2021, "The impact of COVID-19 on stock returns of listed firms on the stock market: Ghana's experience," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, volume 13, issue 1, pages 136-146, December, DOI: 10.1108/AJEMS-02-2021-0074.
• Raphael Kuranchie-Pong & Joseph Ato Forson, 2021, "Overconfidence bias and stock market volatility in Ghana: testing the rationality of investors in the Covid-19 era," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, volume 13, issue 1, pages 147-161, December, DOI: 10.1108/AJEMS-05-2021-0209.
• 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.
• Abramov Alexander & Kosyrev Andrey & Radygin Alexander & Chernova Maria, 2021, "Corporate Pension Plans: Trends and Prospects for their Implementation
  [Корпоративные Пенсионные Планы: Тенденции И Перспективы Реализации]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 10, pages 35-39, October.
• Abramov Alexander & Kosyrev Andrey & Radygin Alexander & Chernova Maria, 2021, "Корпоративные Пенсионные Планы: Тенденции И Перспективы Реализации," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 10, pages 35-39, October.
• Hira Aftab & A. B. M. Rabiul Alam Beg, 2021, "Does Time Varying Risk Premia Exist in the International Bond Market? An Empirical Evidence from Australian and French Bond Market," IJFS, MDPI, volume 9, issue 1, pages 1-13, January.
• Chuan He & Gang Zhao & Aizeng Wang & Shaolin Li & Zhanchuan Cai, 2021, "Planar Typical Bézier Curves with a Single Curvature Extremum," Mathematics, MDPI, volume 9, issue 17, pages 1-16, September.
• Yu Feng & Ralph Rudd & Christopher Baker & Qaphela Mashalaba & Melusi Mavuso & Erik Schlögl, 2021, "Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models," Risks, MDPI, volume 9, issue 1, pages 1-20, January.
• Yan Long & Youming Li & Xiaohui Lei & Yikai Hou & Shuang Guo & Jianwei Sun, 2021, "A Study on Comprehensive Evaluation Methods for Coordinated Development of Water Diversion Projects Based on Advanced SWOT Analysis and Coupling Coordination Model," Sustainability, MDPI, volume 13, issue 24, pages 1-19, December.
• Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
• Xiang Zhang & Yangyi Liu & Kun Wu & Bertrand Maillet, 2021, "Tradable or nontradable factors : what does the Hansen–Jagannathan distance tell us?," Post-Print, HAL, number hal-03287946, Jan.
• Makram El-Shagi & Camélia Turcu, 2021, "Monetary, financial and fiscal fragility in 2020s," Post-Print, HAL, number hal-03532496, Oct, DOI: 10.1016/j.jimonfin.2021.102439.
• Marwa Talbi & Rihab Bedoui & Christian de Peretti & Lotfi Belkacem, 2021, "Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches," Post-Print, HAL, number hal-03671370, Oct, DOI: 10.1016/j.resourpol.2021.102140.
• Rabeh Khalfaoui & Aviral Kumar Tiwari & Sandrine Kablan & Shawkat Hammoudeh, 2021, "Interdependence and lead-lag relationships between the oil price and metal markets: Fresh insights from the wavelet and quantile coherency approaches," Post-Print, HAL, number hal-03797581, Sep, DOI: 10.1016/j.eneco.2021.105421.
• Rabeh Khalfaoui & Aviral Kumar Tiwari & Xuan Vinh Vo, 2021, "Evaluating Portfolio Risk Management: A New Evidence from DCC Models and Wavelet Approach," Post-Print, HAL, number hal-03805006, Dec, DOI: 10.1007/978-3-030-73443-5_108-1.
• Christina Christou & Rangan Gupta & Fredj Jawadi, 2021, "Does inequality help in forecasting equity premium in a panel of G7 countries?," Post-Print, HAL, number hal-04478772, Jul, DOI: 10.1016/j.najef.2021.101456.
• Marwa Talbi & Rihab Bedoui & Christian de Peretti & Lotfi Belkacem, 2021, "Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches," Post-Print, HAL, number hal-04875497, Oct, DOI: 10.1016/j.resourpol.2021.102140.
• Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
• Bertrand Achou & Hippolyte d'Albis & Eleni Iliopulos, 2021, "Real Estate and Rental Markets during Covid Times," PSE Working Papers, HAL, number halshs-03231807, May.
• Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2021, "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Sciences Po Economics Publications (main), HAL, number halshs-03046219, Feb, DOI: 10.1016/j.jfs.2020.100811.
• Bertrand Achou & Hippolyte d'Albis & Eleni Iliopulos, 2021, "Real Estate and Rental Markets during Covid Times," Working Papers, HAL, number halshs-03231807, May.
• Andreea-Alexandra Maerean & Maja Pedersen & Paul Sharp, 2021, "Sovereign Debt and Supersanctions in Emerging Markets: Evidence from Four Southeast European Countries, 1878-1913," Working Papers, European Historical Economics Society (EHES), number 0216, Sep.
• Achmad Nurdany & Muhammad Hanif Ibrahim & Muhammad Fathul Romadoni, 2021, "The Asymmetric Volatility Of The Islamic Capital Market During The Covid-19 Pandemic," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 7, issue Special I, pages 185-202, March, DOI: https://doi.org/10.21098/jimf.v7i0..
• Vijay Kumar Shrotryia & Himanshi Kalra, 2021, "Analysis of Sectoral Herding through Quantile Regression: A Study of S&P BSE 500 Stocks," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 20, issue 1, pages 1-16, June.
• Delong Li & Mr. Nicolas E Magud & Alejandro M. Werner & Samantha Witte, 2021, "The Long-Run Impact of Sovereign Yields on Corporate Yields in Emerging Markets," IMF Working Papers, International Monetary Fund, number 2021/155, Jun.
• Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
• Jorge M. Uribe & Montserrat Guillen & Xenxo Vidal-Llana, 2021, ""Rethinking Asset Pricing with Quantile Factor Models"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202104, Mar, revised Mar 2021.
• Rebecca Stuart, 2021, "Measuring stock market integration during the Gold Standard," IRENE Working Papers, IRENE Institute of Economic Research, number 21-01, Jan.
• David William Witts & Emili Tortosa-Ausina & Iván Arribas, 2021, "The Irrational Market: Considering the effect of the online community Wall Street Bets on Financial Market Variables," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2021/13.
• Alexander Melnikov & Hongxi Wan, 2021, "On modifications of the Bachelier model," Annals of Finance, Springer, volume 17, issue 2, pages 187-214, June, DOI: 10.1007/s10436-020-00381-1.
• Vibhuti Vasishth & Sanjay Sehgal & Gagan Sharma, 2021, "Size Effect in Indian Equity Market: Myth or Reality?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 28, issue 1, pages 101-119, March, DOI: 10.1007/s10690-020-09318-0.
• Roman Hoffmann & Bernhard Kittel & Mattias Larsen, 2021, "Information exchange in laboratory markets: competition, transfer costs, and the emergence of reputation," Experimental Economics, Springer;Economic Science Association, volume 24, issue 1, pages 118-142, March, DOI: 10.1007/s10683-020-09652-0.
• Giovanni Campisi & Silvia Muzzioli, 2021, "Designing volatility indices for Austria, Finland and Spain," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 3, pages 369-455, September, DOI: 10.1007/s11408-021-00381-9.
• Md. Saifur Rahman & Farihana Shahari, 2021, "Does the financial cooperation agreement increase the interdependency among ASEAN+3 equity markets? A Markov switching approach," International Economics and Economic Policy, Springer, volume 18, issue 4, pages 869-899, October, DOI: 10.1007/s10368-021-00499-1.
• Valentina Lagasio & Marina Brogi, 2021, "Market reaction to banks’ interim press releases: an event study analysis," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), volume 25, issue 1, pages 95-119, March, DOI: 10.1007/s10997-020-09516-y.
• Markus Leibrecht & Johann Scharler, 2021, "Veto players, market discipline, and structural fiscal consolidations," Public Choice, Springer, volume 188, issue 3, pages 361-384, September, DOI: 10.1007/s11127-020-00831-4.
• Lei Wu & Kuan Xu & Qingbin Meng, 2021, "Information flow and price discovery dynamics," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 1, pages 329-367, January, DOI: 10.1007/s11156-020-00896-8.
• Yuewu Xu, 2021, "A new measure of model misspecification with the no-arbitrage constraint: extending the second Hansen–Jagannathan distance," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 3, pages 917-938, April, DOI: 10.1007/s11156-020-00913-w.
• Frank O. Kwabi & Agyenim Boateng, 2021, "The effect of insider trading laws and enforcement on stock market transaction cost," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 3, pages 939-964, April, DOI: 10.1007/s11156-020-00914-9.
• Jack Clark Francis, 2021, "Reformulating prospect theory to become a von Neumann–Morgenstern theory," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 3, pages 965-985, April, DOI: 10.1007/s11156-020-00915-8.
• Yen-Ju Hsu & Yang-Cheng Lu & J. Jimmy Yang, 2021, "News sentiment and stock market volatility," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 3, pages 1093-1122, October, DOI: 10.1007/s11156-021-00971-8.
• Cem Cakmakli & Selva Demiralp & Gokhan Sahin Gunes, 2021, "How do exchange rates respond to political rhetoric by populist leaders?," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 2112, Aug.
• Zohor, Ahmad Kanishka & Ebad, Ebadullah & rashid, Nabila, 2021, "A Study on the Contribution of Foreign Direct Investment to Economic Growth in Afghanistan," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 16, issue 4, pages 555-568, December.
• Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
• Linda Tesar, 2021, "NBER International Seminar on Macroeconomics 2020," NBER Books, National Bureau of Economic Research, Inc, number fran-13, September.
• Itay Goldstein & Chester S. Spatt & Mao Ye, 2021, "Big Data: Long-Term Implications for Financial Markets and Firms," NBER Books, National Bureau of Economic Research, Inc, number gold-13, September.
• Marco Del Angel & Caroline Fohlin & Marc D. Weidenmier, 2021, "Do Global Pandemics Matter for Stock Prices? Lessons from the 1918 Spanish Flu," NBER Working Papers, National Bureau of Economic Research, Inc, number 28356, Jan.
• Xavier Gabaix & Ralph S. J. Koijen, 2021, "In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis," NBER Working Papers, National Bureau of Economic Research, Inc, number 28967, Jun.
• Matteo Aquilina & Eric Budish & Peter O'Neill, 2021, "Quantifying the High-Frequency Trading "Arms Race"," NBER Working Papers, National Bureau of Economic Research, Inc, number 29011, Jul.
• Matthias Buechner & Bryan T. Kelly, 2021, "A Factor Model For Option Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 29369, Oct.
• Song Ma, 2021, "Technological Obsolescence," NBER Working Papers, National Bureau of Economic Research, Inc, number 29504, Nov.
• Constantinides, George M. & Czerwonko, Michal & Jackwerth, Jens Carsten & Perrakis, Stylianos, 2021, "Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply," Critical Finance Review, now publishers, volume 10, issue 1, pages 57-63, April, DOI: 10.1561/104.00000090.
• Erik Hjalmarsson & Tamás Kiss, 2021, "Dividend Growth Does Not Help Predict Returns Compared To Likelihood-Based Tests: An Anatomy of the Dog," Critical Finance Review, now publishers, volume 10, issue 3, pages 445-464, August, DOI: 10.1561/104.00000105.
• John H. Cochrane, 2021, "The Dog and the Straw Man: Response to “Dividend Growth Does Not Help Predict Returns Compared to Likelihood-Based Tests: An Anatomy of the Dogâ€," Critical Finance Review, now publishers, volume 10, issue 3, pages 465-470, August, DOI: 10.1561/104.00000106.
• Megginson, William & Fotak, Veljko, 2021, "Government Equity Investments in Coronavirus Bailouts: Why, How, When?," Journal of Law, Finance, and Accounting, now publishers, volume 6, issue 1, pages 1-49, May, DOI: 10.1561/108.00000050.
• Richard Heys & Sam Hayes-Morgan & Matt Hughes & Alison McCrae & Pete Lee & Perry Francis & Michael Lyon & Robert Kent-Smith & Matthew Steel & Abi Casey, 2021, "The boundary between valuables and financial assets in SNA 2008: why gold and Bitcoin raise similar questions and need common answers," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2021-12, Oct.
• Susanne Maidorn & Lukas Reiss, 2021, "Treffsicherheit der Maßnahmen zur Stützung der Haushaltseinkommen während der COVID-19-Krise in Österreich," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q3/21, pages 1-15.
• Peter Breyer & Eleonora Endlich & Dieter Huber & Doris Oswald & Christoph Prenner & Lukas Reiss & Martin Schneider & Walter Waschiczek, 2021, "Corporate equity finance in Austria – impediments and possible improvements," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q3/21, pages 39-57.
• Peter Breyer & Eleonora Endlich & Dieter Huber & Doris Oswald & Christoph Prenner & Lukas Reiss & Martin Schneider & Walter Waschiczek, 2021, "Eigenkapitalausstattung österreichischer Unternehmen – Hindernisse und Handlungsoptionen," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q3/21, pages 1-22.
• Pablo Kurlat & Florian Scheuer, 2021, "Signalling to Experts," The Review of Economic Studies, Review of Economic Studies Ltd, volume 88, issue 2, pages 800-850.
• Ricardo J Caballero & Emmanuel Farhi & Pierre-Olivier Gourinchas, 2021, "Global Imbalances and Policy Wars at the Zero Lower Bound
  [“Safe Assets”]," The Review of Economic Studies, Review of Economic Studies Ltd, volume 88, issue 6, pages 2570-2621.
• Anusha Chari & Karlye Dilts Stedman & Christian Lundblad & Andrew Karolyi, 2021, "Taper Tantrums: Quantitative Easing, Its Aftermath, and Emerging Market Capital Flows
  [Pricing the term structure with linear regressions]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 3, pages 1445-1508.
• Marco Giacoletti & Stijn Van Nieuwerburgh, 2021, "Idiosyncratic Risk in Housing Markets
  [Credit supply and house prices: Evidence from mortgage market segmentation]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 8, pages 3695-3741.
• Cristi Spulbar & Ramona Birau & Lucian Florin Spulbar, 2021, "A Critical Survey on Efficient Market Hypothesis (EMH), Adaptive Market Hypothesis (AMH) and Fractal Markets Hypothesis (FMH) Considering Their Implication on Stock Markets Behavior," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1161-1165, December.