Research classified by Journal of Economic Literature (JEL) codes

2021

• Yasar Alptürk & Mert Baran Tunçel & Emin Hüseyin Çetenak & Ismail Bekçi, 2021, "Finansal Hizmetler Güven Endeksi ile BIST Sehir Endeksleri Arasındaki İliskinin Tespitine Yönelik Bir Arastırma," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 5, issue 2, pages 271-293, December, DOI: https://doi.org/10.33399/biibfad.88.
• Zehra Abdioglu & Sefanur Aaydın, 2021, "Türkiye için Kredi Temerrüt Takasları ve Pay Senedi Fiyatları Arasındaki Asimetrik Nedensellik Iliskisi," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 5, issue 2, pages 427-454, December, DOI: https://doi.org/10.33399/biibfad.91.
• Ethem Kılıç, 2021, "DCC-GARCH ile Altında Spot Fiyat, Vadeli Fiyat ve Risk Iliskisi," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 5, issue SpecialIs, pages 55-68, December, DOI: https://doi.org/10.33399/biibfad.10.
• Stijn Claessens & Giulio Cornelli & Leonardo Gambacorta & Francesco Manaresi & Yasushi Shiina, 2021, "Do macroprudential policies affect non-bank financial intermediation?," BIS Working Papers, Bank for International Settlements, number 927, Feb.
• Ricardo Reis, 2021, "The constraint on public dept when r," BIS Working Papers, Bank for International Settlements, number 939, May.
• Matteo Aquilina & Eric Budish & Peter O'Neill, 2021, "Quantifying the high-frequency trading "arms race"," BIS Working Papers, Bank for International Settlements, number 955, Aug.
• Sebastian Doerr & Magdalena Erdem & Guido Franco & Leonardo Gambacorta & Anamaria Illes, 2021, "Technological capacity and firms' recovery from Covid-19," BIS Working Papers, Bank for International Settlements, number 965, Oct.
• Arthur Akhmetov & Anna Burova & Natalia Makhankova & Alexey Ponomarenko, 2021, "Measuring Market Liquidity and Liquidity Mismatches across Sectors," Bank of Russia Working Paper Series, Bank of Russia, number wps82, Nov.
• David Knezevic & Martin Nordström & Pär Österholm, 2021, "The relation between municipal and government bond yields in an era of unconventional monetary policy," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 50, issue 1, February, DOI: 10.1111/ecno.12176.
• Graeme G. Acheson & Gareth Campbell & Áine Gallagher & John D. Turner, 2021, "Independent women: investing in British railways, 1870–1922," Economic History Review, Economic History Society, volume 74, issue 2, pages 471-495, May, DOI: 10.1111/ehr.12968.
• Ngoc‐Sang Pham & Hien Pham, 2021, "Effects of credit limit on efficiency and welfare in a simple general equilibrium model," International Journal of Economic Theory, The International Society for Economic Theory, volume 17, issue 4, pages 446-470, December, DOI: 10.1111/ijet.12245.
• Rangan Gupta & Patrick Kanda & Mark E. Wohar, 2021, "Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings," International Review of Finance, International Review of Finance Ltd., volume 21, issue 1, pages 324-335, March, DOI: 10.1111/irfi.12258.
• Fernando Duarte & Thomas M. Eisenbach, 2021, "Fire‐Sale Spillovers and Systemic Risk," Journal of Finance, American Finance Association, volume 76, issue 3, pages 1251-1294, June, DOI: 10.1111/jofi.13010.
• Can Gao & Ian W. R. Martin, 2021, "Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment," Journal of Finance, American Finance Association, volume 76, issue 6, pages 3211-3254, December, DOI: 10.1111/jofi.13068.
• Jean‐Christophe Delfim & Martin Hoesli, 2021, "Robust desmoothed real estate returns," Real Estate Economics, American Real Estate and Urban Economics Association, volume 49, issue 1, pages 75-105, March, DOI: 10.1111/1540-6229.12313.
• VASIU Diana Elena & ILIE Livia, 2021, "The Covid 19 Crisis: Symptoms On The Romanian Capital Market. How The Covid 19 Pandemic Affected The Financial Performance Of Companies Listed On Bucharest Stock Exchange," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 73, issue 4, pages 115-126, December.
• IACOB (PIRSCOVEANU) Laura-Madalina & PIRSCOVEANU Cornelia-Cristina, 2021, "The Forecasting Ability Of A Market Model For Shares Issued By Petrom S.A," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 73, issue Special, pages 230-242, December.
• SPEIAN Olesea, 2021, "Financial Inclusion In The Republic Of Moldova: Recent Impacts And Evidence," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 73, issue Special, pages 290-300, December.
• Faidon Kalfaoglou, 2021, "ESG risks: a new source of risks for the banking sector," Economic Bulletin, Bank of Greece, issue 53, pages 83-112, July, DOI: 10.52903/econbull20215305.
• Ko Adachi & Kazuhiro Hiraki & Tomiyuki Kitamura, 2021, "Supplementary Paper Series for the "Assessment" (1): The Effects of the Bank of Japan's ETF Purchases on Risk Premia in the Stock Markets," Bank of Japan Working Paper Series, Bank of Japan, number 21-E-3, Apr.
• Luca Fanelli & Antonio Marsi, 2021, "Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1164, Sep.
• Jasmin Gider & Simon N. M. Schmickler & Christian Westheide, 2021, "High-Frequency Trading and Price Informativeness," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2021_257, Jan.
• Carnero M. Angeles & Pérez Ana, 2021, "Outliers and misleading leverage effect in asymmetric GARCH-type models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 1, pages 1-19, February, DOI: 10.1515/snde-2018-0073.
• Kaan Celebi & Paul J.J. Welfens, 2021, "The Stock Market, Labor-Income Risk and Unemployment in the US: Empirical Findings and Policy Implications," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei291, Jan.
• Camille Fabre & Clément Marsilli, 2021, "Dette des pays émergents et en développement : panorama des années 1970 à la crise actuelle," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 23-44.
• Facundo Abraham & Juan J. Cortina & Sergio L. Schmukler, 2021, "L'essor des marchés des obligations d'entreprise en Asie de l'Est et en Amérique latine," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 45-70.
• Carl Magnus Magnusson, 2021, "Dette, développement et dépendance – Prévenir les risques liés à la dette souveraine dans les économies émergentes," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 119-137.
• Gregory Smith, 2021, "Accès des pays africains aux marchés obligataires internationaux : avantages, risques et solutions," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 159-177.
• Florian Lalanne & Jim Turnbull, 2021, "Développer les marchés obligataires locaux dans les pays émergents et en développement : le rôle de la transparence de marché," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 179-192.
• Pierre Cailleteau & Thomas Lambert, 2021, "La restructuration des dettes souveraines : savoir naviguer en des eaux agitées," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 241-254.
• Schwan Badirou Gafari & Arthur Bauer, 2021, "L'action du Club de Paris et du G20 en matière de traitement de dette à l'heure de la Covid-19," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 255-270.
• Guillaume Vuillemey, 2021, "Vers un investissement vraiment responsable ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 87-97.
• Klusak, P. & Agarwala, M. & Burke, M. & Kraemer, M. & Mohaddes, K., 2021, "Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2127, Mar.
• Parla, Fabio, 2021, "Financial Market Turbulence and Macro-Financial Developments in Ireland: a Mixed Data Sampling (MIDAS) Approach," Research Technical Papers, Central Bank of Ireland, number 7/RT/21, Sep.
• Michael Falkenheim, 2021, "Governmental Risk Taking Under Market Imperfections: Working Paper 2021-07," Working Papers, Congressional Budget Office, number 57255, Jun.
• Michael Falkenheim & Wendy Kiska, 2021, "How CBO Estimates the Market Risk of Federal Credit Programs: Working Paper 2021-14," Working Papers, Congressional Budget Office, number 57581, Nov.
• Sushant Acharya & Keshav Dogra & Sanjay R. Singh, 2021, "The financial origins of non-fundamental risk," Working Papers, University of California, Davis, Department of Economics, number 345, Dec.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2021, "The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields," CESifo Working Paper Series, CESifo, number 8976.
• Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Coskun Akdeniz & Ali Ilhan, 2021, "The Effects of the Covid-19 Pandemic on Stock Markets, CDS and Economic Activity: Time-Varying Evidence from the US and Europe," CESifo Working Paper Series, CESifo, number 9316.
• Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
• Ricardo Reis, 2021, "The constraint on public debt when r," Discussion Papers, Centre for Macroeconomics (CFM), number 2111, Mar.
• Angel Tengulov & Franklin Allen & Eric Nowak & Matteo Pirovano, 2021, "Squeezing Shorts Through Social News Platforms," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-31, Apr.
• Amit Goyal & Sunil Wahal & M. Deniz Yavuz, 2021, "Picking Partners: Manager Selection in Private Equity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-86, Aug.
• Sabiou M. Inoua & Vernon L. Smith, 2021, "A Classical Model of Speculative Asset Price Dynamics," Working Papers, Chapman University, Economic Science Institute, number 21-21.
• Majid Haghani Rizi, 2021, "What moves housing markets: A state-space approach of the price-income ratio," International Economics, CEPII research center, issue 167, pages 96-107.
• Daniela Gracia Cabrera & Martha Misas Arango, 2021, "Relación entre el desarrollo financiero y el crecimiento económico en Colombia en el periodo 1994-2018," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 40, issue 83, pages 361-382.
• Hussain Mehdi & Huma Ali & Shaukat Malik & Zeeshan Rasool, 2021, "Impact of Financial Threat on the Change of Investor Behavior: The Moderating Effect of Social Support During Covid-19 in Pakistan," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 40, issue 72, pages 47-70.
• Gabriela Pesce & Florencia Ver�nica Pedroni & Etelvina Chavez & Mar�a de la Paz Moral & Mar�a Andrea Rivero, 2021, "Opciones exóticas: conceptualización y evolución en la literatura a partir de una revisión sistemática," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue No. 95, pages 231-275.
• 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, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 15895, Mar.
• Vayanos, Dimitri & Hardouvelis, Gikas & Karalas, Georgios, 2021, "The Distribution of Investor Beliefs, Stock Ownership and Stock Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 16029, Apr.
• Gabaix, Xavier & Koijen, Ralph, 2021, "In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis," CEPR Discussion Papers, Centre for Economic Policy Research, number 16290, Jun.
• Itskhoki, Oleg & Mukhin, Dmitry, 2021, "Mussa Puzzle Redux," CEPR Discussion Papers, Centre for Economic Policy Research, number 16301, Jun.
• Kosowski, Robert & Faria, Gonçalo & Wang, Tianyu, 2021, "The Correlation Risk Premium: International Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 16389, Jul.
• Taylor, Alan M. & Sufi, Amir, 2021, "Financial crises: A survey," CEPR Discussion Papers, Centre for Economic Policy Research, number 16450, Aug.
• Klemperer, Paul & Bulow, Jeremy, 2021, "Misdiagnosing Bank Capital Problems," CEPR Discussion Papers, Centre for Economic Policy Research, number 16680, Oct.
• Acharya, Sushant & Dogra, Keshav & Singh, Sanjay, 2021, "The Financial Origins of Non-Fundamental Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 16793, Dec.
• Schularick, Moritz & Amaral, Francisco & Kohl, Sebastian & Dohmen, Martin, 2021, "Superstar Returns," CEPR Discussion Papers, Centre for Economic Policy Research, 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.
• Berninger, M. & Kiesel, F. & Schiereck, D. & Gaar, E., 2021, "Citations and the readers’ information–extracting costs of finance articles," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 126616.
• 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.
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• 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.
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• Francisco Amaral & Martin Dohmen & Sebastian Kohl & Moritz Schularick, 2021, "Superstar Returns," Sciences Po Economics Publications (main), HAL, number hal-03881493, Dec.
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• 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.
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• 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.
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• 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.