Research classified by Journal of Economic Literature (JEL) codes

2021

• Lizethe Berenice Méndez-Heras & Francisco Venegas Mart�nez & Ricardo Solis Rosales, 2021, "Finanzas y crecimiento en México: ¿Quién aporta más, la banca o la bolsa?," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue No. 96, pages 235-278.
• Héctor Darío Balseiro Barrios & Jorge Armando Luna Amador & Francisco Javier Maza �vila, 2021, "Análisis de eficiencia financiera de las empresas cotizantes en el mercado accionario colombiano para el periodo 2012- 2017," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 13, issue 1, pages 19-41.
• Francisco Javier Vásquez Tejos & Hern�n Marcelo Pape Larre, 2021, "Market Timing and Pecking Order Theory in Latin America," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 13, issue 2, pages 345-370.
• Sara Caicedo Silva, 2021, "Crisis financiera de 1988: un concilio entre Keynes y Rothbard," Revista Intercambio, Universidad Nacional de Colombia Sede Medellín, volume 0, issue 0, pages 1-11.
• Ricardo Alonso Colmenares-Florez & Mar�a Esther Alc�ntara-Gutierrez, 2021, "La helicicultura como alternativa de desarrollo sostenible: un estudio de caso," Revista CEA, Instituto Tecnológico Metropolitano, volume 7, issue 14.
• Timmermann, Allan & Møller, Stig & Pedersen, Thomas & Schütte, Erik Christian Montes, 2021, "Search and Predictability of Prices in the Housing Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15875, Mar.
• Gambacorta, Leonardo & Claessens, Stijn & Cornelli, Giulio & Manaresi, Francesco & Shiina, Yasushi, 2021, "Do macroprudential policies affect non-bank financial intermediation?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15895, Mar.
• Vayanos, Dimitri & Hardouvelis, Gikas & Karalas, Georgios, 2021, "The Distribution of Investor Beliefs, Stock Ownership and Stock Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16029, Apr.
• Gabaix, Xavier & Koijen, Ralph, 2021, "In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16290, Jun.
• Itskhoki, Oleg & Mukhin, Dmitry, 2021, "Mussa Puzzle Redux," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16301, Jun.
• Kosowski, Robert & Faria, Gonçalo & Wang, Tianyu, 2021, "The Correlation Risk Premium: International Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16389, Jul.
• Taylor, Alan M. & Sufi, Amir, 2021, "Financial crises: A survey," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16450, Aug.
• Klemperer, Paul & Bulow, Jeremy, 2021, "Misdiagnosing Bank Capital Problems," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16680, Oct.
• Acharya, Sushant & Dogra, Keshav & Singh, Sanjay, 2021, "The Financial Origins of Non-Fundamental Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16793, Dec.
• Schularick, Moritz & Amaral, Francisco & Kohl, Sebastian & Dohmen, Martin, 2021, "Superstar Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16806, Dec.
• Joe Cho Yiu Ng, 2021, "International Macroeconomic Aspect of Housing," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2021_014, May.
• Sangyup Choi & Junhyeok Shin, 2021, "Bitcoin An Inflation Hedge but Not a Safe Haven," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2021_030, Aug.
• Lukas Boer & Lukas Menkhoff & Malte Rieth, 2021, "Restrictive US Trade Policy Has a Significantly Negative Effect on Financial Markets," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 11, issue 31, pages 219-225.
• Lukas Boer & Lukas Menkhoff & Malte Rieth, 2021, "Restriktive US-Handelspolitik wirkt signifikant negativ auf Finanzmärkte," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 88, issue 31, pages 519-526.
• Lukas Boer & Lukas Menkhoff & Malte Rieth, 2021, "The Multifaceted Impact of US Trade Policy on Financial Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1956.
• Joost Bats & William Greif & Daniel Kapp, 2021, "The rise in the cross-sectoral dispersion of earnings expectations during COVID-19," Working Papers, DNB, number 724, Sep.
• Duca-Radu, Ioana & Testi, Sara, 2021, "Liquidity usage in TARGET2," Economic Bulletin Articles, European Central Bank, volume 3.
• Bats, Joost & Greif, William & Kapp, Daniel, 2021, "Cross-sectoral dispersion in firms’ earnings expectations during the COVID-19 crisis," Economic Bulletin Boxes, European Central Bank, volume 5.
• Colliard, Jean-Edouard & Foucault, Thierry & Hoffmann, Peter, 2021, "Inventory management, dealers’ connections, and prices in OTC markets," Working Paper Series, European Central Bank, number 2529, Feb.
• Jaccard, Ivan, 2021, "Leveraged property cycles," Working Paper Series, European Central Bank, number 2539, Apr.
• Grimm, Niklas & Laeven, Luc & Popov, Alexander, 2021, "Quantitative easing and corporate innovation," Working Paper Series, European Central Bank, number 2615, Nov.
• Alogoskoufis, Spyros & Carbone, Sante & Coussens, Wouter & Fahr, Stephan & Giuzio, Margherita & Kuik, Friderike & Parisi, Laura & Salakhova, Dilyara & Spaggiari, Martina, 2021, "Climate-related risks to financial stability," Financial Stability Review, European Central Bank, volume 1.
• Farroukh, Karim & Koski, Jennifer L. & Werner, Ingrid M., 2021, "Does Retrenchment Boost Performance? Evidence from Fallen Angels," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2021-09, Jun, DOI: 10.2139/ssrn.3866579.
• Bulow, Jeremy & Klemperer, Paul, 2021, "Misdiagnosing Bank Capital Problems," Research Papers, Stanford University, Graduate School of Business, number 3983, Aug.
• Loc Dong Truong & H. Swint Friday, 2021, "The January Effect and Lunar New Year Influences in Frontier Markets: Evidence from the Vietnam Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 2, pages 28-34.
• Sakiru Adebola Solarin, 2021, "Microfinance Services and Poverty Reduction in Sarawak, Malaysia," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 2, pages 52-55.
• Vesarach Aumeboonsuke, 2021, "Commodity Prices and the Stock Market in Thailand," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 1, pages 34-40.
• Abdul Rahim Ridzuan & Shahsuzan Zakaria & Bayu Arie Fianto & Nora Yusma Mohamed Yusoff & Nor Fatimah Che Sulaiman & Mohamad Idham Md Razak & Siswantini Siswantini & Arsiyanti Lestari, 2021, "Nexus between Financial Development and Income Inequality before Pandemic Covid-19: Does Financial Kuznets Curve Exist in Malaysia, Indonesia, Thailand and Philippines?," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 2, pages 260-271.
• Wan, Die & Yang, Teng & Yang, Xiaoguang, 2021, "IPO relative difficulty, M&A option and size effect," Journal of Asian Economics, Elsevier, volume 76, issue C, DOI: 10.1016/j.asieco.2021.101350.
• Marjit, Sugata & Ray, Moushakhi, 2021, "Competition, asset build up and export incentives: The role of imperfect credit market," Journal of Asian Economics, Elsevier, volume 77, issue C, DOI: 10.1016/j.asieco.2021.101400.
• Bouri, Elie & Gabauer, David & Gupta, Rangan & Tiwari, Aviral Kumar, 2021, "Volatility connectedness of major cryptocurrencies: The role of investor happiness," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100463.
• Huynh, Nhan & Dao, Anh & Nguyen, Dat, 2021, "Openness, economic uncertainty, government responses, and international financial market performance during the coronavirus pandemic," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100536.
• Hasan, Mudassar & Naeem, Muhammad Abubakr & Arif, Muhammad & Yarovaya, Larisa, 2021, "Higher moment connectedness in cryptocurrency market," Journal of Behavioral and Experimental Finance, Elsevier, volume 32, issue C, DOI: 10.1016/j.jbef.2021.100562.
• Kleinlercher, Daniel & Stöckl, Thomas, 2021, "Thou shalt not trade—An analysis of the violations of no-trade predictions in experimental asset markets," Journal of Behavioral and Experimental Finance, Elsevier, volume 32, issue C, DOI: 10.1016/j.jbef.2021.100590.
• Griffin, Paul A. & Lont, David, H. & Pomare, Carol, 2021, "The curious case of Canadian corporate emissions valuation," The British Accounting Review, Elsevier, volume 53, issue 1, DOI: 10.1016/j.bar.2020.100922.
• Xing, Lu & Gonzalez, Angelica & Sila, Vathunyoo, 2021, "Does cooperation among women enhance or impede firm performance?," The British Accounting Review, Elsevier, volume 53, issue 4, DOI: 10.1016/j.bar.2020.100936.
• Docherty, Paul & Easton, Steve & Pinder, Sean, 2021, "Flights-to-control: Time variation in the value of a vote," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2020.101790.
• Duong, Huu Nhan & Goyal, Abhinav & Kallinterakis, Vasileios & Veeraraghavan, Madhu, 2021, "Market manipulation rules and IPO underpricing," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2020.101846.
• Goergen, Marc & Gounopoulos, Dimitrios & Koutroumpis, Panagiotis, 2021, "Do multiple credit ratings reduce money left on the table? Evidence from U.S. IPOs," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101898.
• Colak, Gonul & Gounopoulos, Dimitrios & Loukopoulos, Panagiotis & Loukopoulos, Georgios, 2021, "Political power, local policy uncertainty and IPO pricing," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101907.
• Aoki, Yasuharu, 2021, "The effect of bank relationships on bond spreads: Additional evidence from Japan," Journal of Corporate Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.jcorpfin.2021.101937.
• Luong, Thanh Son & Qiu, Buhui & Wu, Yi (Ava), 2021, "Does it pay to be socially connected with wall street brokerages? Evidence from cost of equity," Journal of Corporate Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.jcorpfin.2021.101939.
• Cahill, Daniel & Liu, Zhangxin (Frank), 2021, "Limitations of imitation: Lessons from another Bitcoin copycat," Journal of Corporate Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.jcorpfin.2021.101992.
• Stephie Tsai, Hsin-Ju & Wu, Yuliang & Xu, Bin, 2021, "Does capital market drive corporate investment efficiency? Evidence from equity lending supply," Journal of Corporate Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.jcorpfin.2021.102042.
• Gutkowski, Violeta A., 2021, "Sovereign illiquidity and recessions," Journal of Economic Dynamics and Control, Elsevier, volume 122, issue C, DOI: 10.1016/j.jedc.2020.104029.
• Baltakienė, Margarita & Kanniainen, Juho & Baltakys, Kęstutis, 2021, "Identification of information networks in stock markets," Journal of Economic Dynamics and Control, Elsevier, volume 131, issue C, DOI: 10.1016/j.jedc.2021.104217.
• Yang, Lu & Hamori, Shigeyuki, 2021, "Systemic risk and economic policy uncertainty: International evidence from the crude oil market," Economic Analysis and Policy, Elsevier, volume 69, issue C, pages 142-158, DOI: 10.1016/j.eap.2020.12.001.
• Abuzayed, Bana & Bouri, Elie & Al-Fayoumi, Nedal & Jalkh, Naji, 2021, "Systemic risk spillover across global and country stock markets during the COVID-19 pandemic," Economic Analysis and Policy, Elsevier, volume 71, issue C, pages 180-197, DOI: 10.1016/j.eap.2021.04.010.
• Ferrara, Gerardo & Kim, Jun Sung & Koo, Bonsoo & Liu, Zijun, 2021, "Counterparty choice in the UK credit default swap market: An empirical matching approach," Economic Modelling, Elsevier, volume 94, issue C, pages 58-74, DOI: 10.1016/j.econmod.2020.08.020.
• Song, Chang-Qing & Chang, Chun-Ping & Gong, Qiang, 2021, "Economic growth, corruption, and financial development: Global evidence," Economic Modelling, Elsevier, volume 94, issue C, pages 822-830, DOI: 10.1016/j.econmod.2020.02.022.
• Hossain, Monzur & Yoshino, Naoyuki & Taghizadeh-Hesary, Farhad, 2021, "Default risks, moral hazard and market-based solution: Evidence from renewable energy market in Bangladesh," Economic Modelling, Elsevier, volume 95, issue C, pages 489-499, DOI: 10.1016/j.econmod.2020.03.015.
• Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin, 2021, "Financial and nonfinancial global stock market volatility shocks," Economic Modelling, Elsevier, volume 96, issue C, pages 128-134, DOI: 10.1016/j.econmod.2020.12.031.
• Sturn, Simon & Epstein, Gerald, 2021, "How much should we trust five-year averaging to purge business cycle effects? A reassessment of the finance-growth and capital accumulation-unemployment nexus," Economic Modelling, Elsevier, volume 96, issue C, pages 242-256, DOI: 10.1016/j.econmod.2020.12.028.
• Aslanidis, Nektarios & Martinez, Oscar, 2021, "Correlation regimes in international equity and bond returns," Economic Modelling, Elsevier, volume 97, issue C, pages 397-410, DOI: 10.1016/j.econmod.2020.04.009.
• Singh, Amanjot, 2021, "Investigating the dynamic relationship between litigation funding, gold, bitcoin and the stock market: The case of Australia," Economic Modelling, Elsevier, volume 97, issue C, pages 45-57, DOI: 10.1016/j.econmod.2021.01.007.
• Cepoi, Cosmin-Octavian & Anghel, Dan-Gabriel & Pop, Ionuţ Daniel, 2021, "Asymmetries and flight-to-safety effects in the price discovery process of cross-listed stocks," Economic Modelling, Elsevier, volume 98, issue C, pages 302-318, DOI: 10.1016/j.econmod.2020.11.010.
• Lee, Chi-Chuan & Lee, Chien-Chiang & Li, Yong-Yi, 2021, "Oil price shocks, geopolitical risks, and green bond market dynamics," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101309.
• Caporin, Massimiliano & Gupta, Rangan & Ravazzolo, Francesco, 2021, "Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101347.
• Jiang, Wei & Liu, Yan, 2021, "The asymmetric effect of crude oil prices on stock prices in major international financial markets," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2020.101357.
• Tan, Chia-Yen & Koh, You-Beng & Ng, Kok-Haur & Ng, Kooi-Huat, 2021, "Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2021.101377.
• Okorie, David Iheke & Lin, Boqiang, 2021, "Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101397.
• Odusami, Babatunde O, 2021, "Forecasting the Value-at-Risk of REITs using realized volatility jump models," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101426.
• Shi, Huai-Long & Zhou, Wei-Xing, 2021, "Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101478.
• Bai, Caiquan & Yan, Hong & Yin, Shanggang & Feng, Chen & Wei, Qian, 2021, "Exploring the development trend of internet finance in China: Perspective from club convergence," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101505.
• Kim, Jong-Min & Kim, Dong H. & Jung, Hojin, 2021, "Applications of machine learning for corporate bond yield spread forecasting," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101540.
• Su, Fei & Wang, Xinyi, 2021, "Investor co-attention and stock return co-movement: Evidence from China’s A-share stock market," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101548.
• Uluceviz, Erhan & Yilmaz, Kamil, 2021, "Measuring real–financial connectedness in the U.S. economy," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101554.
• Gross, Christian & Jarmuzek, Mariusz & Pancaro, Cosimo, 2021, "Macro-stress testing dividend income. Evidence from euro area banks," Economics Letters, Elsevier, volume 201, issue C, DOI: 10.1016/j.econlet.2021.109763.
• Kouaissah, Noureddine, 2021, "Robust conditional expectation reward–risk performance measures," Economics Letters, Elsevier, volume 202, issue C, DOI: 10.1016/j.econlet.2021.109827.
• Conlon, Thomas & Corbet, Shaen & McGee, Richard J., 2021, "Inflation and cryptocurrencies revisited: A time-scale analysis," Economics Letters, Elsevier, volume 206, issue C, DOI: 10.1016/j.econlet.2021.109996.
• Doerr, S. & Erdem, M. & Franco, G. & Gambacorta, L. & Illes, A., 2021, "Technological capacity and firms’ recovery from Covid-19," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110102.
• Wang, Gang-Jin & Zhu, Chun-Long, 2021, "BP-CVaR: A novel model of estimating CVaR with back propagation algorithm," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110125.
• Schwaiger, Rene & Hueber, Laura, 2021, "Do MTurkers exhibit myopic loss aversion?," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110137.
• Khalid, Usman & Shafiullah, Muhammad, 2021, "Financial development and governance: A panel data analysis incorporating cross-sectional dependence," Economic Systems, Elsevier, volume 45, issue 2, DOI: 10.1016/j.ecosys.2021.100855.
• Liu, Shiyuan & Du, Jiang & Zhang, Weike & Tian, Xiaoli & Kou, Gang, 2021, "Innovation quantity or quality? The role of political connections," Emerging Markets Review, Elsevier, volume 48, issue C, DOI: 10.1016/j.ememar.2021.100819.
• Pu, Yun & Zulauf, Carl, 2021, "Where are the fundamental traders? A model application based on the Shanghai Stock Exchange," Emerging Markets Review, Elsevier, volume 49, issue C, DOI: 10.1016/j.ememar.2020.100775.
• Cheng, Feiyang & Wang, Chunfeng & Chiao, Chaoshin & Yao, Shouyu & Fang, Zhenming, 2021, "Retail attention, retail trades, and stock price crash risk," Emerging Markets Review, Elsevier, volume 49, issue C, DOI: 10.1016/j.ememar.2021.100821.
• Clapham, Benjamin & Gomber, Peter & Lausen, Jens & Panz, Sven, 2021, "Liquidity provider incentives in fragmented securities markets," Journal of Empirical Finance, Elsevier, volume 60, issue C, pages 16-38, DOI: 10.1016/j.jempfin.2020.11.002.
• Chen, Yu-Lun & Yang, J. Jimmy, 2021, "Trader positions in VIX futures," Journal of Empirical Finance, Elsevier, volume 61, issue C, pages 1-17, DOI: 10.1016/j.jempfin.2020.12.003.
• Jiang, Jinglin & Liao, Li & Lu, Xi & Wang, Zhengwei & Xiang, Hongyu, 2021, "Deciphering big data in consumer credit evaluation," Journal of Empirical Finance, Elsevier, volume 62, issue C, pages 28-45, DOI: 10.1016/j.jempfin.2021.01.009.
• Gao, Xin & Xu, Weidong & Li, Donghui & Xing, Lu, 2021, "Media coverage and investment efficiency," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 270-293, DOI: 10.1016/j.jempfin.2021.07.002.
• Wang, Wenzhao & Su, Chen & Duxbury, Darren, 2021, "Investor sentiment and stock returns: Global evidence," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 365-391, DOI: 10.1016/j.jempfin.2021.07.010.
• Ibikunle, Gbenga & Aquilina, Matteo & Diaz-Rainey, Ivan & Sun, Yuxin, 2021, "City goes dark: Dark trading and adverse selection in aggregate markets," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 1-22, DOI: 10.1016/j.jempfin.2021.08.002.
• Grobys, Klaus & Junttila, Juha & Kolari, James W. & Sapkota, Niranjan, 2021, "On the stability of stablecoins," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 207-223, DOI: 10.1016/j.jempfin.2021.09.002.
• Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2021, "An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105589.
• Kocaarslan, Baris & Soytas, Ugur, 2021, "Reserve currency and the volatility of clean energy stocks: The role of uncertainty," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105645.
• Bonato, Matteo & Çepni, Oğuzhan & Gupta, Rangan & Pierdzioch, Christian, 2021, "Do oil-price shocks predict the realized variance of U.S. REITs?," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105689.
• Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2021, "Hedging stocks with oil," Energy Economics, Elsevier, volume 93, issue C, DOI: 10.1016/j.eneco.2019.06.007.
• Yahya, Muhammad & Kanjilal, Kakali & Dutta, Anupam & Uddin, Gazi Salah & Ghosh, Sajal, 2021, "Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2021.105116.
• Umar, Zaghum & Trabelsi, Nader & Zaremba, Adam, 2021, "Oil shocks and equity markets: The case of GCC and BRICS economies," Energy Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.eneco.2021.105155.
• Richter, Sylvia & Heyde, Frank & Horsch, Andreas & Wünsche, Andreas, 2021, "Determinants of project bond prices – Insights into infrastructure and energy capital markets," Energy Economics, Elsevier, volume 97, issue C, DOI: 10.1016/j.eneco.2021.105175.
• Urom, Christian & Mzoughi, Hela & Abid, Ilyes & Brahim, Mariem, 2021, "Green markets integration in different time scales: A regional analysis," Energy Economics, Elsevier, volume 98, issue C, DOI: 10.1016/j.eneco.2021.105254.
• Byström, Hans, 2021, "Credit Risk in a Pandemic," Working Papers, Lund University, Department of Economics, number 2021:1, Jan.
• Aase, Knut K. & Bjerksund, Petter, 2021, "The optimal spending rate versus the expected real return of a sovereign wealth fund," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2021/1, Feb.
• Aase, Knut K., 2021, "Optimal Risk Sharing in Society," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2021/10, Dec.
• Adrian, Tobias & Borowiecki, Karol Jan & Tepper, Alexander, 2021, "A Leverage-Based Measure of Financial Stability," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 3/2021, Feb.
• Duffy, John & Rabanal, Jean Paul & Rud, Olga, 2021, "Market Reactions to Stock Splits: Experimental Evidence," UiS Working Papers in Economics and Finance, University of Stavanger, number 2021/1, Sep.
• Iwasaki, Ichiro, 2021, "The Finance-Growth Nexus in Latin America and the Caribbean: A Meta-Analytic Perspective," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2021-04, Oct.
• Ervin Duraković, 2021, "Hrvatski indeks sistemskog stresa (HISS)," Istraživanja, Hrvatska narodna banka, Hrvatska, number 61, Mar.
• Rufina Georgina Hernandez-Contreras & Mario Aceves Mejia & Daniela Ximena De Ita Varela, 2021, "Corporate Governance And Diversification Of Financing For Non-Large Companies In Mexico Gobierno Corporativo Y Diversificacion Del Financiamiento Para Las Empresas No Grandes En Mexico," Revista Global de Negocios, The Institute for Business and Finance Research, volume 9, issue 1, pages 17-32.
• Rizqi Umar Al Hashfi & Ahmad Maulin Naufa & U’um Munawaroh, 2021, "Are Islamic Stocks Less Exposed To Sentiment-Based Mispricing Than Non-Islamic Ones? Evidence From The Indonesian Stock Exchange," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 7, issue 1, pages 1-26, February, DOI: https://doi.org/10.21098/jimf.v7i1..
• Emna Mnif & Anis Jarboui, 2021, "Islamic, Green, And Conventional Cryptocurrency Market Efficiency During The Covid-19 Pandemic," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 7, issue Special I, pages 167-184, March, DOI: https://doi.org/10.21098/jimf.v7i0..
• Militcyano Samuel Sapulette & Nury Effendi & Teguh Santoso, 2021, "Fintech, Banks, And The Covid-19 Pandemic: Evidence From Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 24, issue 4, pages 559-588, December, DOI: https://doi.org/10.21098/bemp.v24i4.
• Roberto Riccó & Barbara Rindi & Duane J. Seppi, 2021, "Optimal Market Asset Pricing," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 675.
• Mr. Philip Barrett & Sophia Chen & Miss Mali Chivakul & Ms. Deniz O Igan, 2021, "Pricing Protest: The Response of Financial Markets to Social Unrest," IMF Working Papers, International Monetary Fund, number 2021/079, Mar.
• Heri Oscar Landa Díaz & Verónica Cerezo García, 2021, "La pandemia Covid-19, la crisis financiera y la dinámica (Overshooting) del tipo de cambio," 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 16, issue 3, pages 1-22, Julio - S.
• Tomás Gómez Rodríguez & Humberto Ríos Bolívar & Adriana Zambrano Reyes, 2021, "Volatilidad y COVID-19: evidencia empírica internacional," 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 16, issue 3, pages 1-20, Julio - S.
• Aeimit Lakdawala & Rajeswari Sengupta, 2021, "Measuring monetary policy shocks in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2021-021, Aug.
• Péter Csóka & P. Jean-Jacques Herings, 2021, "An Axiomatization of the Proportional Rule in Financial Networks," Management Science, INFORMS, volume 67, issue 5, pages 2799-2812, May, DOI: 10.1287/mnsc.2020.3700.
• Wenqian Huang & Albert J. Menkveld & Shihao Yu, 2021, "Central Counterparty Exposure in Stressed Markets," Management Science, INFORMS, volume 67, issue 6, pages 3596-3617, June, DOI: 10.1287/mnsc.2020.3601.
• Peter H. Gruber & Claudio Tebaldi & Fabio Trojani, 2021, "The Price of the Smile and Variance Risk Premia," Management Science, INFORMS, volume 67, issue 7, pages 4056-4074, July, DOI: 10.1287/mnsc.2020.3689.
• Rene Schwaiger & Laura Hueber, 2021, "Do MTurkers Exhibit Myopic Loss Aversion?," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-12, Dec.
• Vitor H. Carvalho & Raquel M. Gaspar, 2021, "Relativistically into Finance," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0175, May.
• Jelson Serafim, 2021, "Financial deepening, Stock market, Inequality and Poverty: Some African Evidence," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0177, May.
• António Afonso & M. Carmen Blanco-Arana, 2021, "Unemployment and financial development: evidence for OECD countries," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0204, Nov.
• Seren Firat & Esat Dasdemir, 2021, "Application of Quantity Theory of Money in Cryptocurrencies: Example of Bitcoin and the Impact of Covid-19," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 71, issue 1, pages 81-102, June, DOI: 10.26650/ISTJECON2021-879423.
• Ozdemir, Huseyin & Ozdemir, Zeynel Abidin, 2021, "A Survey of Hedge and Safe Havens Assets against G-7 Stock Markets before and during the COVID-19 Pandemic," IZA Discussion Papers, IZA Network @ LISER, number 14888, Nov.
• Robert J. Elliott & Dilip B. Madan & Tak Kuen Siu, 2021, "Two price economic equilibria and financial market bid/ask prices," Annals of Finance, Springer, volume 17, issue 1, pages 27-43, March, DOI: 10.1007/s10436-020-00377-x.
• Nicholas Salmon & Indranil SenGupta, 2021, "Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging," Annals of Finance, Springer, volume 17, issue 4, pages 529-558, December, DOI: 10.1007/s10436-021-00394-4.
• Asgar Ali & K. N. Badhani, 2021, "Beta-Anomaly: Evidence from the Indian Equity Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 28, issue 1, pages 55-78, March, DOI: 10.1007/s10690-020-09316-2.
• Loc Dong Truong & Anh Thi Kim Nguyen & Dut Van Vo, 2021, "Index Future Trading and Spot Market Volatility in Frontier Markets: Evidence from Ho Chi Minh Stock Exchange," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 28, issue 3, pages 353-366, September, DOI: 10.1007/s10690-020-09325-1.
• Ngo Thai Hung, 2021, "Directional Spillover Effects Between BRICS Stock Markets and Economic Policy Uncertainty," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 28, issue 3, pages 429-448, September, DOI: 10.1007/s10690-020-09328-y.
• Heeho Kim, 2021, "Strategic Spreads in Electronic Brokerage Services," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 49, issue 1, pages 97-99, March, DOI: 10.1007/s11293-021-09703-8.
• Kuang-Liang Chang, 2021, "A New Dynamic Mixture Copula Mechanism to Examine the Nonlinear and Asymmetric Tail Dependence Between Stock and Exchange Rate Returns," Computational Economics, Springer;Society for Computational Economics, volume 58, issue 4, pages 965-999, December, DOI: 10.1007/s10614-020-09981-5.
• Juan Andres Rodriguez-Nieto & Andre V. Mollick, 2021, "The US financial crisis, market volatility, credit risk and stock returns in the Americas," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 2, pages 225-254, June, DOI: 10.1007/s11408-020-00369-x.
• Sven Husmann & Antoniya Shivarova & Rick Steinert, 2021, "Cross-validated covariance estimators for high-dimensional minimum-variance portfolios," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 3, pages 309-352, September, DOI: 10.1007/s11408-020-00376-y.
• Eduard Baitinger & Samuel Flegel, 2021, "The better turbulence index? Forecasting adverse financial markets regimes with persistent homology," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 3, pages 277-308, September, DOI: 10.1007/s11408-020-00377-x.
• Benjamin R. Auer, 2021, "Have trend-following signals in commodity futures markets become less reliable in recent years?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 4, pages 533-553, December, DOI: 10.1007/s11408-021-00385-5.
• Xi Fu & Xiaoxi Wu & Zhifang Zhang, 2021, "The Information Role of Earnings Conference Call Tone: Evidence from Stock Price Crash Risk," Journal of Business Ethics, Springer, volume 173, issue 3, pages 643-660, October, DOI: 10.1007/s10551-019-04326-1.
• Sicheng He, 2021, "Growth, innovation, credit constraints, and stock price bubbles," Journal of Economics, Springer, volume 133, issue 3, pages 239-269, August, DOI: 10.1007/s00712-021-00734-y.
• Shuxin Guo, 2021, "Do futures lead the index under stress? Evidence from the 2015 Chinese market turmoil and its aftermath," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 1, pages 91-110, January, DOI: 10.1007/s11156-020-00887-9.
• Dimitrios Koutmos & James E. Payne, 2021, "Intertemporal asset pricing with bitcoin," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 2, pages 619-645, February, DOI: 10.1007/s11156-020-00904-x.
• Gurdip Bakshi & Charles Cao & Zhaodong (Ken) Zhong, 2021, "Assessing models of individual equity option prices," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 1, pages 1-28, July, DOI: 10.1007/s11156-020-00951-4.
• K. C. Kenneth Chu & W. H. Sophia Zhai, 2021, "Distress risk puzzle and analyst forecast optimism," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 2, pages 429-460, August, DOI: 10.1007/s11156-020-00950-5.
• Wenbo Ma & Xinjie Wang & Yuan Wang & Ge Wu, 2021, "Measuring misleading information in IPO prospectuses," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 3, pages 819-843, October, DOI: 10.1007/s11156-021-00964-7.
• Gabriela Pesce & Florencia Verónica Pedroni & Etelvina Chávez & María de la Paz Moral & María Andrea Rivero, 2021, "Exotic options: conceptualization and evolution in the literature from a systematic review," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 95, pages 231-275, July-Dece, DOI: 10.17533/udea.le.n95a342627.
• Tanweer Akram & Syed Al-Helal Uddin, 2021, "The Empirics of Long-Term Mexican Government Bond Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_984, Feb.
• Tanweer Akram, 2021, "A Keynesian Approach to Modeling the Long-Term Interest Rate," Economics Working Paper Archive, Levy Economics Institute, number wp_988, Jun.
• Tanweer Akram, 2021, "Multifactor Keynesian Models of the Long-Term Interest Rate," Economics Working Paper Archive, Levy Economics Institute, number wp_991, Jul.
• Spyridon Boikos & Theodore Panagiotidis & Georgios Voucharas, 2021, "Financial Development, Reforms and Growth," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 98, Dec.
• Jamal Bouoiyour, Refk Selmi, 2021, "The financial costs of terrorism: evidence from Germany," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 18, issue 1, pages 87-104, June.
• Tehrani, Reza & Veisizadeh, Vahid, 2021, "Dynamic Cross Hedging Effectiveness between Gold and Stock Market Based on Downside Risk Measures: Evidence from Iran Emerging Capital Market," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 16, issue 1, pages 43-70, March.
• Ariannejad, Aghil & Tehrani, Reza, 2021, "Study on Gold as a Hedge or Safe Haven for the Stock Market by a Markov Switching Approach," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 16, issue 3, pages 377-398, September.
• Tamás Katona, 2021, "Decentralized Finance - The Possibilities of a Blockchain "Money Lego" System," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 20, issue 1, pages 74-102.
• Emilia Nemeth-Durko & Anita Hegedus, 2021, "Climate Change in the Capital Markets: A Study of Actively Managed Green Bond Funds," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 20, issue 4, pages 38-64..
• Facundo Abraham & Juan J. Cortina & Sergio L. Schmukler, 2021, "The Expansion of Corporate Bond Markets in East Asia and Latin America," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 2101, Jan.
• Mathias Dewatripont & Marie Montigny & Gregory Nguyen, 2021, "When trust is not enough: Bank resolution, SPE, Ring-fencing and group support," Working Paper Research, National Bank of Belgium, number 403, Aug.
• Amber Anand & Mehrdad Samadi & Jonathan Sokobin & Kumar Venkataraman, 2021, "Institutional Order Handling and Broker-Affiliated Trading Venues," NBER Chapters, National Bureau of Economic Research, Inc, "Big Data: Long-Term Implications for Financial Markets and Firms".
• Theis Ingerslev Jensen & Bryan T. Kelly & Lasse Heje Pedersen, 2021, "Is There A Replication Crisis In Finance?," NBER Working Papers, National Bureau of Economic Research, Inc, number 28432, Feb.
• Jacky Lin & Genevieve C. Selden & John B. Shoven & Clemens Sialm, 2021, "Replicating the Dow Jones Industrial Average," NBER Working Papers, National Bureau of Economic Research, Inc, number 28528, Mar.
• Gikas Hardouvelis & Georgios Karalas & Dimitri Vayanos, 2021, "The Distribution of Investor Beliefs, Stock Ownership and Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 28697, Apr.
• Jose Pizarro & Eduardo S. Schwartz, 2021, "Optimal Harvest with Multiple Fishing Zones, Endogenous Price and Global Uncertainty," NBER Working Papers, National Bureau of Economic Research, Inc, number 28732, Apr.
• Oleg Itskhoki & Dmitry Mukhin, 2021, "Mussa Puzzle Redux," NBER Working Papers, National Bureau of Economic Research, Inc, number 28950, Jun.
• Amir Sufi & Alan M. Taylor, 2021, "Financial crises: A survey," NBER Working Papers, National Bureau of Economic Research, Inc, number 29155, Aug.
• Jeremy I. Bulow & Paul D. Klemperer, 2021, "Misdiagnosing Bank Capital Problems," NBER Working Papers, National Bureau of Economic Research, Inc, number 29223, Sep.
• Anthony A. DeFusco & Huan Tang & Constantine Yannelis, 2021, "Measuring the Welfare Cost of Asymmetric Information in Consumer Credit Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 29270, Sep.
• Kun Li & Xin (Kelly) Liu & Shang-Jin Wei, 2021, "Is Stock Index Membership for Sale?," NBER Working Papers, National Bureau of Economic Research, Inc, number 29365, Oct.
• Charles W. Calomiris & Nida Çakır Melek & Harry Mamaysky, 2021, "Predicting the Oil Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 29379, Oct.
• Wolfgang Keller & Carol H. Shiue, 2021, "The Economic Consequences of the Opium War," NBER Working Papers, National Bureau of Economic Research, Inc, number 29404, Oct.
• Emanuele Citera, 2021, "Stock Returns, Market Trends, and Information Theory: A Statistical Equilibrium Approach," Working Papers, New School for Social Research, Department of Economics, number 2116, Oct.
• Andreou, Panayiotis C. & Kagkadis, Anastasios & Maio, Paulo & Philip, Dennis, 2021, "Dispersion in Options Investors’ Versus Analysts’ Expectations: Predictive Inference for Stock Returns," Critical Finance Review, now publishers, volume 10, issue 1, pages 65-81, April, DOI: 10.1561/104.00000091.
• Andrew Y. Chen & Fabian Winkler & Rebecca Wasyk, 2021, "In Full-Information Estimates, Long-Run Risks Explain at Most a Quarter of P/D Variance, and Habit Explains Even Less," Critical Finance Review, now publishers, volume 10, issue 3, pages 329-381, August, DOI: 10.1561/104.00000092.
• Burkhard Raunig, 2021, "Economic Policy Uncertainty and Stock Market Volatility: A Causality Check (Burkhard Raunig)," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 234, May.
• Guoxi Duan & Hisashi Tanizaki, 2021, "A Study on the Level of Market Efficiency Based on CSI 300 and 300 Constituent Stocks," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 21-23, Dec.
• Guoxi Duan & Hisashi Tanizaki, 2021, "A Study on the Level of Market Efficiency in five countries," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 21-24, Dec, revised Dec 2021.
• Guoxi Duan & Hisashi Tanizaki, 2021, "A Study on the Level of Market Efficiency in Five Markets," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 21-24-Rev., Dec, revised Dec 2021.
• Torben Andersen & Ilya Archakov & Leon Grund & Nikolaus Hautsch & Yifan Li & Sergey Nasekin & Ingmar Nolte & Manh Cuong Pham & Stephen Taylor & Viktor Todorov, 2021, "A Descriptive Study of High-Frequency Trade and Quote Option Data
  [Stealth Trading in Options Markets]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 1, pages 128-177.
• Joel Hasbrouck, 2021, "Price Discovery in High Resolution," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 3, pages 395-430.
• Peter N Dixon, 2021, "Why Do Short Selling Bans Increase Adverse Selection and Decrease Price Efficiency?
  [The market for ‘lemons’: Quality uncertainty and the market mechanism]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 1, pages 122-168.
• Ilan Cooper & Liang Ma & Paulo Maio & Dennis Philip, 2021, "Multifactor Models and Their Consistency with the APT
  [Eigenvalue ratio test for the number of factors]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 2, pages 402-444.
• Mehran Azimi & Anup Agrawal, 2021, "Is Positive Sentiment in Corporate Annual Reports Informative? Evidence from Deep Learning
  [Cash holdings and credit risk]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 4, pages 762-805.
• Jussi Keppo & Tyler Shumway & Daniel Weagley, 2021, "Are Monthly Market Returns Predictable?
  [Conditional market timing with benchmark investors]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 4, pages 806-836.
• Michael J Cooper & Michael Halling & Wenhao Yang, 2021, "The Persistence of Fee Dispersion among Mutual Funds
  [The emerging landscape of retail e-commerce]," Review of Finance, European Finance Association, volume 25, issue 2, pages 365-402.
• Andrew Bird & Stephen A Karolyi & Thomas G Ruchti & Phong Truong, 2021, "More is Less: Publicizing Information and Market Feedback
  [Illiquidity and stock returns: cross-section and time-series effects]," Review of Finance, European Finance Association, volume 25, issue 3, pages 745-775.
• Ricardo J Caballero & Alp Simsek, 2021, "A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a “COVID-19” Shock
  [Financial intermediaries and the cross-section of asset returns]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 11, pages 5522-5580.
• Jinghan Cai & Jibao He & Wenxi Jiang & Wei Xiong, 2021, "The Whack-a-Mole Game: Tobin Taxes and Trading Frenzy
  [Range-based estimation of stochastic volatility models]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 12, pages 5723-5755.
• Charles M C Lee & Eric C So & Charles C Y Wang & Wei Jiang, 2021, "Evaluating Firm-Level Expected-Return Proxies: Implications for Estimating Treatment Effects
  [The cross-section of volatility and expected returns]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 4, pages 1907-1951.
• Simon C Smith & Allan Timmermann & Stijn Van Nieuwerburgh, 2021, "Break Risk
  [Maximum likelihood estimation of the equity premium]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 4, pages 2045-2100.
• Amber Anand & Chotibhak Jotikasthira & Kumar Venkataraman, 2021, "Mutual Fund Trading Style and Bond Market Fragility," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 6, pages 2993-3044.
• Amber Anand & Mehrdad Samadi & Jonathan Sokobin & Kumar Venkataraman, 2021, "Institutional Order Handling and Broker-Affiliated Trading Venues
  [Performance of institutional trading desks: An analysis of persistence in trading costs]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 7, pages 3364-3402.
• Anita Kopányi-Peuker & Matthias Weber & Lauren Cohen, 2021, "Experience Does Not Eliminate Bubbles: Experimental Evidence," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 9, pages 4450-4485.
• Cristi Spulbar & Ramona Birau & Jatin Trivedi, 2021, "Is There a Necessary Prerequisite to Follow Ethical Issues in Entrepreneurship and Business ?," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 426-428, August.
• Ramona Birau & Jatin Trivedi & Cristi Spulbar, 2021, "Estimating Volatility and Investment Risk: An Empirical Case Study for NIFTY MIDCAP 50 Index of National Stock Exchange (NSE) in India," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 691-696, August.
• Silvia Ghiță-Mitrescu, 2021, "Trends of the Energy Market Reflection on the Capital Market in Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1023-1030, December.
• Meneses Cerón, Luis Ángel & Carabalí Mosquera, Jaime Andrés & Pérez Pacheco, Camilo Andrés, 2021, "La relación entre el gobierno corporativo y la valoración, apalancamiento y desempeño financiero en Colombia || The relationship between corporate governance, valuation, leverage and financial performance in Colombia," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 32, issue 1, pages 324-340, December, DOI: https://doi.org/10.46661/revmetodos.
• Jamila Abaidi Hasnaoui & Syed Kumail Abbas Rizvi & Krishna Reddy & Nawazish Mirza & Bushra Naqvi, 2021, "Human capital efficiency, performance, market, and volatility timing of asian equity funds during COVID-19 outbreak," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 5, pages 360-375, September, DOI: 10.1057/s41260-021-00228-y.
• Michal Bernardelli & Zbigniew Korzeb & Pawel Niedziolka, 2021, "The banking sector as the absorber of the COVID-19 crisis’ economic consequences: perception of WSE investors," Oeconomia Copernicana, Institute of Economic Research, volume 12, issue 2, pages 335-374, June, DOI: 10.24136/oc.2021.012.
• Muhammad Jamil & Hifsa Mobeen, 2021, "Mechanism of Volatility Spillover Between Stock, Currency, and Commodity Markets of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 60, issue 1, pages 49-64.
• Mendiela, Pauline, 2021, "Information security breaches and financial market reaction: the French case," MPRA Paper, University Library of Munich, Germany, number 105029, Jan.
• Salisu, Afees & Raheem, Ibrahim & Vo, Xuan, 2021, "Assessing the safe haven property of the gold market during COVID-19 pandemic," MPRA Paper, University Library of Munich, Germany, number 105353, Jan.
• Sapre, Nikhil, 2021, "Revisiting the Expected Utility Theory and the Consumption CAPM," MPRA Paper, University Library of Munich, Germany, number 106668, Feb.