Research classified by Journal of Economic Literature (JEL) codes

2022

• Yuriy Kitsul & Oleg Sokolinskiy & Jonathan H. Wright, 2022, "Market Effects of Central Bank Credit Markets Support Programs in Europe," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1357, Aug, DOI: 10.17016/IFDP.2022.1357.
• Nathan Kaplan & Claire Kramer Mills & Asani Sarkar, 2022, "Did Changes to the Paycheck Protection Program Improve Access for Underserved Firms?," Liberty Street Economics, Federal Reserve Bank of New York, number 20220706, Jul.
• Andreas Fuster & David O. Lucca & James Vickery, 2022, "Mortgage-Backed Securities," Staff Reports, Federal Reserve Bank of New York, number 1001, Feb.
• Alain P. Chaboud & Caren Cox & Michael J. Fleming & Ellen Correia Golay & Yesol Huh & Frank M. Keane & Kyle Lee & Krista B. Schwarz & Clara Vega & Carolyn Windover, 2022, "All-to-All Trading in the U.S. Treasury Market," Staff Reports, Federal Reserve Bank of New York, number 1036, Oct.
• Gara Afonso & Marco Cipriani & Gabriele La Spada, 2022, "Bank Regulation and Monetary Policy: The Role of Non-Bank Financial Institutions," Staff Reports, Federal Reserve Bank of New York, number 1041, Dec.
• Filippo Gusella, 2022, "Detecting and Measuring Financial Cycles in Heterogeneous Agents Models: An Empirical Analysis," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2022_02.rdf.
• Filippo Gusella & Giorgio Ricchiuti, 2022, "A State-Space Approach for Time-Series Prediction of an Heterogeneous Agent Model," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2022_20.rdf.
• Alexander E. Abramov & Andrey G. Kosyrev & Alexander D. Radygin & Maria I. Chernova, 2022, "Russia’s Shares Market in 2021 and in Early 2022
  [Российский Рынок Акций В 2021 Г. И В Начале 2022 Г]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 1, pages 36-42, January.
• Alexander E. Abramov & Andrey G. Kosyrev & Maria I. Chernova, 2022, "What Should be the Strategy for Stock Market Development in the New Environment
  [Какой В Новых Условиях Должна Быть Стратегия Развития Фондового Рынка]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 5, pages 47-50, May.
• Alexander E. Abramov & Andrey G. Kosyrev & Alexander D. Radygin & Maria I. Chernova, 2022, "Российский Рынок Акций В 2021 Г. И В Начале 2022 Г," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 1, pages 36-42, January.
• Alexander E. Abramov & Andrey G. Kosyrev & Maria I. Chernova, 2022, "Какой В Новых Условиях Должна Быть Стратегия Развития Фондового Рынка," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 5, pages 47-50, May.
• Ahmet F. Aysan & Zhamal Nanaeva, 2022, "Fintech as a Financial Disruptor: A Bibliometric Analysis," FinTech, MDPI, volume 1, issue 4, pages 1-22, December.
• Knut K. Aase, 2022, "Optimal Risk Sharing in Society," Mathematics, MDPI, volume 10, issue 1, pages 1-31, January.
• Azilawati Banchit, Dayang Ernie, 2022, "Agency Conflicts, Dividend Payments, and Ownership Concentration in Comparison of Shariah and Non-Shariah Compliant Listed Companies," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number afr218, Sep, DOI: https://doi.org/10.35609/afr.2022.7.
• Gilles Dufrénot & Fredj Jawadi & Zied Ftiti, 2022, "Sovereign bond market integration in the euro area: a new empirical conceptualization," Post-Print, HAL, number hal-03740521, Nov, DOI: 10.1007/s10479-022-04847-5.
• Sean Foley & Bart Frijns & Alexandre Garel & Tai-Yong Roh, 2022, "Who buys Bitcoin? The cultural determinants of Bitcoin activity," Post-Print, HAL, number hal-03844008, Nov, DOI: 10.1016/j.irfa.2022.102385.
• David Bourghelle & Fredj Jawadi & Philippe Rozin, 2022, "Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach
  [Est-ce que les émotions collectives ont une influence directrice sur la volatilité?]," Post-Print, HAL, number hal-04412029, Apr, DOI: 10.1016/j.jebo.2022.01.026.
• Hai-Chuan Xu & Fredj Jawadi & Jie Zhou & Wei-Xing Zhou, 2022, "Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework," Post-Print, HAL, number hal-04478741, Dec, DOI: 10.1007/s00181-022-02338-x.

2021

• 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.
• Smales, L.A., 2021, "Investor attention and global market returns during the COVID-19 crisis," International Review of Financial Analysis, Elsevier, volume 73, issue C, DOI: 10.1016/j.irfa.2020.101616.
• Sun, Qingru & Gao, Xiangyun & An, Haizhong & Guo, Sui & Liu, Xueyong & Wang, Ze, 2021, "Which time-frequency domain dominates spillover in the Chinese energy stock market?," International Review of Financial Analysis, Elsevier, volume 73, issue C, DOI: 10.1016/j.irfa.2020.101641.
• Salisu, Afees A. & Raheem, Ibrahim D. & Vo, Xuan Vinh, 2021, "Assessing the safe haven property of the gold market during COVID-19 pandemic," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101666.
• Abakah, Emmanuel Joel Aikins & Addo, Emmanuel & Gil-Alana, Luis A. & Tiwari, Aviral Kumar, 2021, "Re-examination of international bond market dependence: Evidence from a pair copula approach," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101678.
• Siddique, Md Abubakar & Akhtaruzzaman, Md & Rashid, Afzalur & Hammami, Helmi, 2021, "Carbon disclosure, carbon performance and financial performance: International evidence," International Review of Financial Analysis, Elsevier, volume 75, issue C, DOI: 10.1016/j.irfa.2021.101734.
• Au Yong, Hue Hwa & Laing, Elaine, 2021, "Stock market reaction to COVID-19: Evidence from U.S. Firms’ International exposure," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2020.101656.
• Goodell, John & Li, Mingsheng & Liu, Desheng, 2021, "Price informativeness and state-owned enterprises: Considering their heterogeneity," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2021.101783.
• Liu, Cai & Varotto, Simone, 2021, "Is small beautiful? The resilience of small banks during the European debt crisis," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2021.101793.
• Chen, Wang & Zhang, Zhiwen & Hamori, Shigeyuki & Kinkyo, Takuji, 2021, "Not all bank systemic risks are alike: Deposit insurance and bank risk revisited," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101855.
• Wahidin, Deni & Akimov, Alexandr & Roca, Eduardo, 2021, "The impact of bond market development on economic growth before and after the global financial crisis: Evidence from developed and developing countries," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101865.
• Kim, Alisa & Trimborn, Simon & Härdle, Wolfgang Karl, 2021, "VCRIX — A volatility index for crypto-currencies," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101915.
• Bajzik, Josef, 2021, "Trading volume and stock returns: A meta-analysis," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101923.
• Su, Fei & Feng, Xu & Tang, Songlian, 2021, "Do site visits mitigate corporate fraudulence? Evidence from China," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101940.
• Smith, Simon C., 2021, "International stock return predictability," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101963.
• González-Sánchez, Mariano, 2021, "Is there a relationship between the time scaling property of asset returns and the outliers? Evidence from international financial markets," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101510.
• Lyócsa, Štefan & Výrost, Tomáš & Plíhal, Tomáš, 2021, "A tale of tails : New evidence on the growth-return nexus," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101526.
• Scharnowski, Stefan, 2021, "Understanding Bitcoin liquidity," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101477.
• Amairi, Haifa & Zantour, Ahlem & Saadi, Samir, 2021, "Information dissemination and price discovery," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101482.
• Bouri, Elie & Vo, Xuan Vinh & Saeed, Tareq, 2021, "Return equicorrelation in the cryptocurrency market: Analysis and determinants," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101497.
• Pardo, Ángel, 2021, "Carbon and inflation," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101519.
• Baig, Ahmed S. & Butt, Hassan Anjum & Haroon, Omair & Rizvi, Syed Aun R., 2021, "Deaths, panic, lockdowns and US equity markets: The case of COVID-19 pandemic," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101701.
• Engelhardt, Nils & Krause, Miguel & Neukirchen, Daniel & Posch, Peter N., 2021, "Trust and stock market volatility during the COVID-19 crisis," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101873.
• Aktas, Osman Ulas & Kryzanowski, Lawrence & Zhang, Jie, 2021, "Volatility spillover around price limits in an emerging market," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101610.
• Cheong, Chee Seng & Tan, Gary & Zurbruegg, Ralf, 2021, "Risk-Relevant Early Life Experiences and Individual Trading Activity," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101569.
• Chon, Sora & Kim, Jaeho, 2021, "Does the Financial Leverage Effect Depend on Volatility Regimes?," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101600.
• Li, Helong & Huang, Qin & Wu, Baiyi, 2021, "Improving the naive diversification: An enhanced indexation approach," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101661.
• Beyene, Nardos & Huang, Peng & Hueng, C. James, 2021, "Illiquidity contagion and pricing of commonality risk: Evidence from a dynamic conditional correlation model," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101571.
• Wu, Yu & Zhang, Tong, 2021, "Can credit ratings predict defaults in peer-to-peer online lending? Evidence from a Chinese platform," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101724.
• Madan, Dilip B. & Wang, King, 2021, "The structure of financial returns," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101665.
• Nguyen, Thi Thu Ha & Naeem, Muhammad Abubakr & Balli, Faruk & Balli, Hatice Ozer & Vo, Xuan Vinh, 2021, "Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101739.
• Wu, Chunying & Xiong, Xiong & Gao, Ya, 2021, "Performance comparisons between ETFs and traditional index funds: Evidence from China," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101740.
• Angerer, Martin & Hoffmann, Christian Hugo & Neitzert, Florian & Kraus, Sascha, 2021, "Objective and subjective risks of investing into cryptocurrencies," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101737.
• Shynkevich, Andrei, 2021, "Bitcoin arbitrage," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101698.
• Zhang, Yongjie & Wang, Meng & Xiong, Xiong & Zou, Gaofeng, 2021, "Volatility spillovers between stock, bond, oil, and gold with portfolio implications: Evidence from China," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101786.
• Kallandranis, Christos & Drakos, Konstantinos, 2021, "Self-Rationing in European Businesses: Evidence from Survey Analysis," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101807.
• Bazley, William J. & Dayani, Arash & Jannati, Sima, 2021, "Transient emotions, perceptions of well-being, and mutual fund flows," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101825.
• 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.
• Nazaire, Gregory & Pacurar, Maria & Sy, Oumar, 2021, "Factor Investing and Risk Management: Is Smart-Beta Diversification Smart?," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101854.
• Cristofaro, Lorenzo & Gil-Alana, Luis A. & Chen, Zhongfei & Wanke, Peter, 2021, "Modelling stock market data in China: Crisis and Coronavirus," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101865.
• Ante, Lennart & Fiedler, Ingo & Strehle, Elias, 2021, "The influence of stablecoin issuances on cryptocurrency markets," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101867.
• Zhao, Wanlong & Zhang, Wei & Xiong, Xiong & Zou, Gaofeng, 2021, "How insiders utilize their information advantages in their trading: Evidence from China," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101883.
• Huang, Yuxuan & Yang, Shenggang & Zhu, Qi, 2021, "Brand equity and the Covid-19 stock market crash: Evidence from U.S. listed firms," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101941.
• Vidal-Tomás, David, 2021, "Transitions in the cryptocurrency market during the COVID-19 pandemic: A network analysis," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101981.
• Kwon, Kyung Yoon & Kang, Jangkoo & Yun, Jaesun, 2021, "Basis-momentum strategies and ranking periods," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101997.
• Wang, Shixuan & Gupta, Rangan & Zhang, Yue-Jun, 2021, "Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101998.
• Brolley, Michael & Malinova, Katya, 2021, "Informed liquidity provision in a limit order market," Journal of Financial Markets, Elsevier, volume 52, issue C, DOI: 10.1016/j.finmar.2020.100566.
• Hoang, Khoa & Cannavan, Damien & Huang, Ronghong & Peng, Xiaowen, 2021, "Predicting stock returns with implied cost of capital: A partial least squares approach," Journal of Financial Markets, Elsevier, volume 53, issue C, DOI: 10.1016/j.finmar.2020.100576.
• Haas, Marlene & Khapko, Mariana & Zoican, Marius, 2021, "Speed and learning in high-frequency auctions," Journal of Financial Markets, Elsevier, volume 54, issue C, DOI: 10.1016/j.finmar.2020.100583.
• Chen, Jiakai, 2021, "LIBOR's poker," Journal of Financial Markets, Elsevier, volume 55, issue C, DOI: 10.1016/j.finmar.2020.100586.
• Byoun, Soku & Han, Seung Hun & Shin, Yoon S., 2021, "Does the Nationally Recognized Statistical Rating Organization certification matter for Japanese credit rating agencies?," Journal of Financial Markets, Elsevier, volume 56, issue C, DOI: 10.1016/j.finmar.2020.100585.
• Amihud, Yakov & Noh, Joonki, 2021, "The pricing of the illiquidity factor’s conditional risk with time-varying premium," Journal of Financial Markets, Elsevier, volume 56, issue C, DOI: 10.1016/j.finmar.2020.100605.
• Fricke, Christoph & Fricke, Daniel, 2021, "Vulnerable asset management? The case of mutual funds," Journal of Financial Stability, Elsevier, volume 52, issue C, DOI: 10.1016/j.jfs.2020.100800.
• Choi, Chi-Young & Hansz, J. Andrew, 2021, "From banking integration to housing market integration - Evidence from the comovement of U.S. Metropolitan House Prices," Journal of Financial Stability, Elsevier, volume 54, issue C, DOI: 10.1016/j.jfs.2021.100883.
• Smales, L.A., 2021, "Macroeconomic news and treasury futures return volatility: Do treasury auctions matter?," Global Finance Journal, Elsevier, volume 48, issue C, DOI: 10.1016/j.gfj.2020.100537.
• Chen, Xiangyu & Tongurai, Jittima, 2021, "Cross-commodity hedging for illiquid futures: Evidence from China's base metal futures market," Global Finance Journal, Elsevier, volume 49, issue C, DOI: 10.1016/j.gfj.2021.100652.
• Naqvi, Bushra & Mirza, Nawazish & Rizvi, Syed Kumail Abbas & Porada-Rochoń, Małgorzata & Itani, Rania, 2021, "Is there a green fund premium? Evidence from twenty seven emerging markets," Global Finance Journal, Elsevier, volume 50, issue C, DOI: 10.1016/j.gfj.2021.100656.
• Cortina, Juan J. & Didier, Tatiana & Schmukler, Sergio L., 2021, "Global corporate debt during crises: Implications of switching borrowing across markets," Journal of International Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.jinteco.2021.103487.
• Canna, Gabriele & Centrone, Francesca & Rosazza Gianin, Emanuela, 2021, "Haezendonck-Goovaerts capital allocation rules," Insurance: Mathematics and Economics, Elsevier, volume 101, issue PB, pages 173-185, DOI: 10.1016/j.insmatheco.2021.07.004.
• Rizi, Majid Haghani, 2021, "What moves housing markets: A state-space approach of the price-income ratio," International Economics, Elsevier, volume 167, issue C, pages 96-107, DOI: 10.1016/j.inteco.2021.06.003.
• Jin, Xiaoye, 2021, "What do we know about the popularity of technical analysis in foreign exchange markets? A skewness preference perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 71, issue C, DOI: 10.1016/j.intfin.2020.101281.
• Nguyen, Linh Hoang & Lambe, Brendan John, 2021, "International tail risk connectedness: Network and determinants," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101332.
• Papavassiliou, Vassilios G. & Kinateder, Harald, 2021, "Information shares and market quality before and during the European sovereign debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101334.
• Bekaert, Geert & De Santis, Roberto A., 2021, "Risk and return in international corporate bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101338.
• Gajewski, Jean-François & Tran Dieu, Linh, 2021, "Determinants and performance of outsourcing in the european mutual fund market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101346.
• Kinateder, Harald & Choudhury, Tonmoy & Zaman, Rashid & Scagnelli, Simone D. & Sohel, Nurul, 2021, "Does boardroom gender diversity decrease credit risk in the financial sector? Worldwide evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101347.
• J. Alsubaiei, Bader & Calice, Giovanni & Vivian, Andrew, 2021, "Sovereign CDS and mutual funds: Global evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101354.
• Liao, Rose & Wang, Xinjie & Wu, Ge, 2021, "The role of media in mergers and acquisitions," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101299.
• Gao, Feng & Li, Yubin & Wang, Xinjie & Zhong, Zhaodong (Ken), 2021, "Corporate social responsibility and the term structure of CDS spreads," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101406.
• Ibikunle, Gbenga & Li, Youwei & Mare, Davide & Sun, Yuxin, 2021, "Dark matters: The effects of dark trading restrictions on liquidity and informational efficiency," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101435.
• Ohk, Seungbin & Ju, Biung-Ghi, 2021, "Capitalizing on prospect theory value: The Asian developed stock markets," Japan and the World Economy, Elsevier, volume 57, issue C, DOI: 10.1016/j.japwor.2020.101042.
• Jiao, Yuhan & Liu, Qiang & Guo, Shuxin, 2021, "Pricing kernel monotonicity and term structure: Evidence from China," Journal of Banking & Finance, Elsevier, volume 123, issue C, DOI: 10.1016/j.jbankfin.2020.106037.
• Brassil, Anthony & Nodari, Gabriela, 2021, "A Density-Based estimator of core/periphery network structures," Journal of Banking & Finance, Elsevier, volume 125, issue C, DOI: 10.1016/j.jbankfin.2021.106072.
• Upson, James & McInish, Thomas & IV, B. Hardy Johnson, 2021, "Order based versus level book trade reporting: An empirical analysis," Journal of Banking & Finance, Elsevier, volume 125, issue C, DOI: 10.1016/j.jbankfin.2021.106074.
• Jiang, George J. & Zaynutdinova, Gulnara R. & Zhang, Huacheng, 2021, "Stock-selection timing," Journal of Banking & Finance, Elsevier, volume 125, issue C, DOI: 10.1016/j.jbankfin.2021.106089.
• DeLisle, R. Jared & Ferguson, Michael F. & Kassa, Haimanot & Zaynutdinova, Gulnara R., 2021, "Hazard stocks and expected returns," Journal of Banking & Finance, Elsevier, volume 125, issue C, DOI: 10.1016/j.jbankfin.2021.106094.
• Humphrey, Jacquelyn E. & Li, Yong, 2021, "Who goes green: Reducing mutual fund emissions and its consequences," Journal of Banking & Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jbankfin.2021.106098.
• Lin, Qi, 2021, "The q5 model and its consistency with the intertemporal CAPM," Journal of Banking & Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jbankfin.2021.106096.
• Berninger, Marc & Kiesel, Florian & Schiereck, Dirk & Gaar, Eduard, 2021, "Citations and the readers’ information-extracting costs of finance articles," Journal of Banking & Finance, Elsevier, volume 131, issue C, DOI: 10.1016/j.jbankfin.2021.106188.
• Zaremba, Adam & Bianchi, Robert J. & Mikutowski, Mateusz, 2021, "Long-run reversal in commodity returns: Insights from seven centuries of evidence," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106238.
• Zhang, Wei & Li, Yi & Xiong, Xiong & Wang, Pengfei, 2021, "Downside risk and the cross-section of cryptocurrency returns," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106246.
• Li, Yubin & Zhao, Chen & Zhong, Zhaodong (Ken), 2021, "Trading behavior of retail investors in derivatives markets: Evidence from Mini options," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106250.
• Löffler, Gunter & Norden, Lars & Rieber, Alexander, 2021, "Negative news and the stock market impact of tone in rating reports," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106256.
• Brøgger, Søren Bundgaard, 2021, "The market impact of predictable flows: Evidence from leveraged VIX products," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106280.
• Agnello, Luca & Castro, Vítor & Sousa, Ricardo M., 2021, "On the duration of sovereign ratings cycle phases," Journal of Economic Behavior & Organization, Elsevier, volume 182, issue C, pages 512-526, DOI: 10.1016/j.jebo.2019.01.016.
• Cipriani, Marco & Fostel, Ana & Houser, Daniel, 2021, "Leverage and asset prices: An experiment," Journal of Economic Behavior & Organization, Elsevier, volume 183, issue C, pages 700-717, DOI: 10.1016/j.jebo.2021.01.005.
• Montone, Maurizio, 2021, "Optimal pricing in the online betting market," Journal of Economic Behavior & Organization, Elsevier, volume 186, issue C, pages 344-363, DOI: 10.1016/j.jebo.2021.04.007.
• Odusami, Babatunde O., 2021, "Volatility jumps and their determinants in REIT returns," Journal of Economics and Business, Elsevier, volume 113, issue C, DOI: 10.1016/j.jeconbus.2020.105943.
• Gerlach, Johannes M. & Lutz, Julia K.T., 2021, "Digital financial advice solutions – Evidence on factors affecting the future usage intention and the moderating effect of experience," Journal of Economics and Business, Elsevier, volume 117, issue C, DOI: 10.1016/j.jeconbus.2021.106009.
• Eaton, Gregory W. & Irvine, Paul J. & Liu, Tingting, 2021, "Measuring institutional trading costs and the implications for finance research: The case of tick size reductions," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 832-851, DOI: 10.1016/j.jfineco.2020.09.003.
• Bogousslavsky, Vincent & Collin-Dufresne, Pierre & Sağlam, Mehmet, 2021, "Slow-moving capital and execution costs: Evidence from a major trading glitch," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 922-949, DOI: 10.1016/j.jfineco.2020.08.009.
• Holden, Craig W. & Lu, Dong & Lugovskyy, Volodymyr & Puzzello, Daniela, 2021, "What is the impact of introducing a parallel OTC market? Theory and evidence from the chinese interbank FX market," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 270-291, DOI: 10.1016/j.jfineco.2020.10.004.
• Croce, M. & Nguyen, Thien T. & Raymond, S., 2021, "Persistent government debt and aggregate risk distribution," Journal of Financial Economics, Elsevier, volume 140, issue 2, pages 347-367, DOI: 10.1016/j.jfineco.2021.01.004.
• Noh, Suzie & So, Eric C. & Verdi, Rodrigo S., 2021, "Calendar rotations: A new approach for studying the impact of timing using earnings announcements," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 865-893, DOI: 10.1016/j.jfineco.2021.01.009.
• Jiang, Hao & Li, Sophia Zhengzi & Wang, Hao, 2021, "Pervasive underreaction: Evidence from high-frequency data," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 573-599, DOI: 10.1016/j.jfineco.2021.04.003.
• Sokolov, Konstantin, 2021, "Ransomware activity and blockchain congestion," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 771-782, DOI: 10.1016/j.jfineco.2021.04.015.
• Gonçalves, Andrei S., 2021, "The short duration premium," Journal of Financial Economics, Elsevier, volume 141, issue 3, pages 919-945, DOI: 10.1016/j.jfineco.2021.04.019.
• Huang, Shiyang & Lin, Tse-Chun & Xiang, Hong, 2021, "Psychological barrier and cross-firm return predictability," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 338-356, DOI: 10.1016/j.jfineco.2021.06.006.
• Li, Jennifer (Jie) & Massa, Massimo & Zhang, Hong & Zhang, Jian, 2021, "Air pollution, behavioral bias, and the disposition effect in China," Journal of Financial Economics, Elsevier, volume 142, issue 2, pages 641-673, DOI: 10.1016/j.jfineco.2019.09.003.
• Bai, Jennie & Bali, Turan G. & Wen, Quan, 2021, "Is there a risk-return tradeoff in the corporate bond market? Time-series and cross-sectional evidence," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1017-1037, DOI: 10.1016/j.jfineco.2021.05.003.
• Rouen, Ethan & So, Eric C. & Wang, Charles C.Y., 2021, "Core earnings: New data and evidence," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1068-1091, DOI: 10.1016/j.jfineco.2021.04.025.
• Czech, Robert & Huang, Shiyang & Lou, Dong & Wang, Tianyu, 2021, "Informed trading in government bond markets," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1253-1274, DOI: 10.1016/j.jfineco.2021.05.049.
• Degryse, Hans & Karagiannis, Nikolaos & Tombeur, Geoffrey & Wuyts, Gunther, 2021, "Two shades of opacity: Hidden orders and dark trading," Journal of Financial Intermediation, Elsevier, volume 47, issue C, DOI: 10.1016/j.jfi.2021.100919.
• Didier, Tatiana & Levine, Ross & Llovet Montanes, Ruth & Schmukler, Sergio L., 2021, "Capital market financing and firm growth," Journal of International Money and Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jimonfin.2021.102459.
• Sinha, Rajesh Kumar, 2021, "Macro disagreement and analyst forecast properties," Journal of Contemporary Accounting and Economics, Elsevier, volume 17, issue 1, DOI: 10.1016/j.jcae.2020.100235.
• Carpantier, Jean-François, 2021, "Anything but gold - The golden constant revisited," Journal of Commodity Markets, Elsevier, volume 24, issue C, DOI: 10.1016/j.jcomm.2021.100170.
• Hollstein, Fabian & Prokopczuk, Marcel & Tharann, Björn & Wese Simen, Chardin, 2021, "Predictability in commodity markets: Evidence from more than a century," Journal of Commodity Markets, Elsevier, volume 24, issue C, DOI: 10.1016/j.jcomm.2021.100171.
• Alshubiri, Faris, 2021, "Financial deepening indicators and income inequality of OECD and ASIAN countries," The Journal of Economic Asymmetries, Elsevier, volume 24, issue C, DOI: 10.1016/j.jeca.2021.e00211.
• Corbet, Shaen & Lucey, Brian & Yarovaya, Larisa, 2021, "Bitcoin-energy markets interrelationships - New evidence," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101916.
• Hashmi, Shabir Mohsin & Chang, Bisharat Hussain & Bhutto, Niaz Ahmed, 2021, "Asymmetric effect of oil prices on stock market prices: New evidence from oil-exporting and oil-importing countries," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101946.
• Assaf, Ata & Charif, Husni & Mokni, Khaled, 2021, "Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102112.
• Yousaf, Imran, 2021, "Risk transmission from the COVID-19 to metals and energy markets," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102156.
• Umar, Zaghum & Gubareva, Mariya & Teplova, Tamara, 2021, "The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102164.
• Kumar, Satish & Khalfaoui, Rabeh & Tiwari, Aviral Kumar, 2021, "Does geopolitical risk improve the directional predictability from oil to stock returns? Evidence from oil-exporting and oil-importing countries," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102253.
• Ji, Xiangfeng & Chen, Xueqi & Mirza, Nawazish & Umar, Muhammad, 2021, "Sustainable energy goals and investment premium: Evidence from renewable and conventional equity mutual funds in the Euro zone," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102387.
• Civcir, Irfan & Akkoc, Ugur, 2021, "Non-linear ARDL approach to the oil-stock nexus: Detailed sectoral analysis of the Turkish stock market," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102424.
• Francke, Marc & Korevaar, Matthijs, 2021, "Housing markets in a pandemic: Evidence from historical outbreaks," Journal of Urban Economics, Elsevier, volume 123, issue C, DOI: 10.1016/j.jue.2021.103333.
• Altinoglu, Levent, 2021, "The origins of aggregate fluctuations in a credit network economy," Journal of Monetary Economics, Elsevier, volume 117, issue C, pages 316-334, DOI: 10.1016/j.jmoneco.2020.01.007.
• Kroencke, Tim A. & Schmeling, Maik & Schrimpf, Andreas, 2021, "The FOMC Risk Shift," Journal of Monetary Economics, Elsevier, volume 120, issue C, pages 21-39, DOI: 10.1016/j.jmoneco.2021.02.003.
• Miu, Peter & Yueh, Meng-Lan & Han, Jing, 2021, "Performance of Japanese leveraged ETFs," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2020.101490.
• Chapple, Larelle & Chen, Brandon & Suleman, Tahir & Truong, Thu Phuong, 2021, "Stock trading behaviour and firm performance: Do CEO equity-based compensation and block ownership matter?," Pacific-Basin Finance Journal, Elsevier, volume 66, issue C, DOI: 10.1016/j.pacfin.2019.03.006.
• Song, Pengcheng & Ma, Xinxin & Zhang, Xuan & Zhao, Qin, 2021, "The influence of the SARS pandemic on asset prices," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101543.
• Umar, Zaghum & Gubareva, Mariya, 2021, "Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101571.
• Tsafack, Georges & Li, Yifei & Beliaeva, Natalia, 2021, "Too-big-to-fail: The value of government guarantee," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2020.101313.
• Li, Zeguang & Hou, Keqiang & Zhang, Chao, 2021, "The impacts of circuit breakers on China's stock market," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2020.101343.
• Caglayan, Mustafa Onur & Hu, Yu & Xue, Wenjun, 2021, "Mutual fund herding and return comovement in Chinese equities," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101599.
• Jansen, Maarten & Swinkels, Laurens & Zhou, Weili, 2021, "Anomalies in the China A-share market," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101607.
• León, Carlos & Miguélez, Javier, 2021, "Interbank relationship lending: A network perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 573, issue C, DOI: 10.1016/j.physa.2021.125922.
• Pérez-Rodríguez, Jorge V. & Gómez-Déniz, Emilio & Sosvilla-Rivero, Simón, 2021, "Testing unobserved market heterogeneity in financial markets: The case of Banco Popular," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 151-160, DOI: 10.1016/j.qref.2020.05.016.
• Agapova, Anna & Volkov, Nikanor, 2021, "Asymmetric tax-induced trading: The effect of capital gains tax changes," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 245-259, DOI: 10.1016/j.qref.2020.06.005.
• Lien, Donald & Hung, Pi-Hsia & Chen, Hung-Ju, 2021, "Who knows more and makes more? A perspective of order submission decisions across investor types," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 381-398, DOI: 10.1016/j.qref.2020.07.011.
• Smales, L.A., 2021, "Geopolitical risk and volatility spillovers in oil and stock markets," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 358-366, DOI: 10.1016/j.qref.2021.03.008.
• Zheng, Yao & Osmer, Eric, 2021, "Housing price dynamics: The impact of stock market sentiment and the spillover effect," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 854-867, DOI: 10.1016/j.qref.2019.02.006.
• Ulze, Markus & Stadler, Johannes & Rathgeber, Andreas W., 2021, "No country for old distributions? On the comparison of implied option parameters between the Brownian motion and variance gamma process," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 163-184, DOI: 10.1016/j.qref.2021.08.004.
• Crimmel, Jeremy & Elyasiani, Elyas, 2021, "The association between financial market volatility and banking market structure," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 335-349, DOI: 10.1016/j.qref.2021.09.012.
• Das, Somnath & King, Alexander Z., 2021, "Measuring the informativeness of earnings announcements: The role of event windows," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 350-367, DOI: 10.1016/j.qref.2021.09.006.
• Ahmed, Walid M.A. & Al Mafrachi, Mustafa, 2021, "Do higher-order realized moments matter for cryptocurrency returns?," International Review of Economics & Finance, Elsevier, volume 72, issue C, pages 483-499, DOI: 10.1016/j.iref.2020.12.009.
• 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.
• Erdem, F. Pinar & Geyikci, Utku Bora, 2021, "Local, global and regional shocks indices in emerging exchange rate markets," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 98-113, DOI: 10.1016/j.iref.2020.12.039.
• Chen, Guojin & Liu, Yanzhen & Zhang, Yu, 2021, "Systemic risk measures and distribution forecasting of macroeconomic shocks," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 178-196, DOI: 10.1016/j.iref.2021.04.019.
• Yang, Haijun & Xue, Feng, 2021, "Analysis of stock market volatility: Adjusted VPIN with high-frequency data," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 210-222, DOI: 10.1016/j.iref.2021.04.003.
• Miwa, Kotaro, 2021, "Language barriers in analyst reports," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 223-236, DOI: 10.1016/j.iref.2021.03.004.
• Zabavnik, Darja & Verbič, Miroslav, 2021, "Relationship between the financial and the real economy: A bibliometric analysis," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 55-75, DOI: 10.1016/j.iref.2021.04.014.
• Huang, Jionghao & Li, Ziruo & Xia, Xiaohua, 2021, "Network diffusion of international oil volatility risk in China's stock market: Quantile interconnectedness modelling and shock decomposition analysis," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 1-39, DOI: 10.1016/j.iref.2021.04.034.
• Al Guindy, Mohamed, 2021, "Cryptocurrency price volatility and investor attention," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 556-570, DOI: 10.1016/j.iref.2021.06.007.
• Huang, Ying Sophie & Liang, Bing & Wu, Kai, 2021, "Are mutual fund manager skills transferable to private funds?," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 614-638, DOI: 10.1016/j.iref.2021.06.016.
• Cheong, Calvin W.H., 2021, "Risk, resilience, and Shariah-compliance," Research in International Business and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.ribaf.2020.101313.
• Liu, Zhifeng & Huynh, Toan Luu Duc & Dai, Peng-Fei, 2021, "The impact of COVID-19 on the stock market crash risk in China," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101419.
• Umar, Zaghum & Yousaf, Imran & Zaremba, Adam, 2021, "Comovements between heavily shorted stocks during a market squeeze: Lessons from the GameStop trading frenzy," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101453.
• Gholipour, Hassan F. & Tajaddini, Reza & Farzanegan, Mohammad Reza & Yam, Sharon, 2021, "Responses of REITs index and commercial property prices to economic uncertainties: A VAR analysis," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101457.
• Kanno, Masayasu, 2021, "Assessing the impact of COVID-19 on major industries in Japan: A dynamic conditional correlation approach," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101488.
• Kanno, Masayasu, 2021, "Risk contagion of COVID-19 in Japanese firms: A network approach," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101491.
• Tian, Shu & Park, Donghyun & Cagas, Marie Anne, 2021, "Bond market development and bank stability: Evidence from emerging markets," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101498.
• Vidal-Tomás, David, 2021, "The entry and exit dynamics of the cryptocurrency market," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101504.
• Louhichi, Waël & Ftiti, Zied & Ameur, Hachmi Ben, 2021, "Measuring the global economic impact of the coronavirus outbreak: Evidence from the main cluster countries," Technological Forecasting and Social Change, Elsevier, volume 167, issue C, DOI: 10.1016/j.techfore.2021.120732.
• Shahbaz, Muhammad & Destek, Mehmet Akif & Dong, Kangyin & Jiao, Zhilun, 2021, "Time-varying impact of financial development on carbon emissions in G-7 countries: Evidence from the long history," Technological Forecasting and Social Change, Elsevier, volume 171, issue C, DOI: 10.1016/j.techfore.2021.120966.
• Drobetz, Wolfgang & Ehlert, Sebastian & Schröder, Henning, 2021, "Institutional ownership and firm performance in the global shipping industry," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 146, issue C, DOI: 10.1016/j.tre.2020.102152.
• Markus Brueckner & Wensheng Kang & Joaquin Vespignani, 2021, "COVID-19 and firms' stock price growth: The role of market capitalization," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-100, Dec.
• Muhammad Arif & Muhammad Abubakr Naeem & Saqib Farid & Rabindra Nepal & Tooraj Jamasb, 2021, "Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-20, Feb.
• Patrycja Klusak & Matthew Agarwala & Matt Burke & Moritz Kraemer & Kamiar Mohaddes, 2021, "Rising temperatures, falling ratings: The effect of climate change on sovereign creditworthiness," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-34, Mar.
• Shabir A A Saleem & Peter N Smith & Abdullah Yalaman, 2021, "Analysis of systematic risk around firm-specific news in an emerging market using high frequency data," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-35, Mar.
• Czech, Robert & Huang, Shiyang & Lou, Dong & Wang, Tianyu, 2021, "Informed trading in government bond markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 108504, Dec.
• Dikau, Simon & Volz, Ulrich, 2021, "Out of the window? Green monetary policy in China: window guidance and the promotion of sustainable lending and investment," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 111489, May.
• Czech, Robert & Huang, Shiyang & Lou, Dong & Wang, Tianyu, 2021, "Informed trading in government bond markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118857, Jul.
• Farboodi, Maryam & Kondor, Peter, 2021, "Cleansing by tight credit: rational cycles and endogenous lending standards," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118900, Oct.
• Tingting Zhang & Desheng Wei & Zhifeng Liu & Xihao Wu, 2021, "Lottery preference and stock market participation: evidence from China," China Finance Review International, Emerald Group Publishing Limited, volume 13, issue 1, pages 46-62, June, DOI: 10.1108/CFRI-01-2021-0008.
• Thomas C. Chiang, 2021, "Geopolitical risk, economic policy uncertainty and asset returns in Chinese financial markets," China Finance Review International, Emerald Group Publishing Limited, volume 11, issue 4, pages 474-501, March, DOI: 10.1108/CFRI-08-2020-0115.
• Mohamed Shaker Ahmed, 2021, "Momentum investing: evidence from the US tourism and hospitality," European Journal of Management and Business Economics, Emerald Group Publishing Limited, volume 31, issue 3, pages 269-284, June, DOI: 10.1108/EJMBE-02-2021-0057.
• Seyram Pearl Kumah & Jones Odei-Mensah, 2021, "Can altcoins become viable alternatives to African fiat currencies?," International Journal of Development Issues, Emerald Group Publishing Limited, volume 21, issue 1, pages 24-53, August, DOI: 10.1108/IJDI-04-2021-0088.
• Mohamed Fakhfekh & Ahmed Jeribi & Ahmed Ghorbel & Nejib Hachicha, 2021, "Hedging stock market prices with WTI, Gold, VIX and cryptocurrencies: a comparison between DCC, ADCC and GO-GARCH models," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 4, pages 978-1006, June, DOI: 10.1108/IJOEM-03-2020-0264.
• Haiyuan Yin & Meng Sun, 2021, "A financial restatement, media attention and stock idiosyncratic risk in the Chinese stock market," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 7, pages 1719-1741, June, DOI: 10.1108/IJOEM-08-2020-0924.
• Muhammad Mushafiq, 2021, "Industry-level analysis of COVID-19’s impact in emerging markets – evidence from Pakistan," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 10, pages 3437-3461, October, DOI: 10.1108/IJOEM-11-2020-1417.