Research classified by Journal of Economic Literature (JEL) codes

2021

• 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.
• Miralles Quirós, María Mar & Miralles Quirós, José Luis & Daza Izquierdo, Julio, 2021, "The assurance of sustainability reports and their impact on stock market prices," Cuadernos de Gestión, Universidad del País Vasco - Instituto de Economía Aplicada a la Empresa (IEAE).
• 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.
• Syed Moudud-Ul-Huq & Tanmay Biswas & Md. Abdul Halim & Miroslav Mateev & Imran Yousaf & Mohammad Zoynul Abedin, 2021, "The effects of bank competition, financial stability and ownership structure: evidence from the Middle East and North African (MENA) countries," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 15, issue 4, pages 717-738, November, DOI: 10.1108/IMEFM-05-2020-0214.
• Syed Moudud-Ul-Huq & Kawsar Ahmed & Mohammad Ashraful Ferdous Chowdhury & Hafiz M. Sohail & Tanmay Biswas & Faisal Abbas, 2021, "How do banks’ capital regulation and risk-taking respond to COVID-19? Empirical insights of ownership structure," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 15, issue 2, pages 406-424, October, DOI: 10.1108/IMEFM-07-2020-0372.
• Soumya Bhadury & Vidya Kamate & Siddhartha Nath, 2021, "Impact of COVID-19 Pandemic Risk and Lockdown on the Indian Economy," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Environmental, Social, and Governance Perspectives on Economic Development in Asia", DOI: 10.1108/S1571-03862021000029B032.
• Sudeshna Ghosh, 2021, "The impact of economic uncertainty and financial stress on consumer confidence: the case of Japan," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, volume 29, issue 1, pages 50-65, October, DOI: 10.1108/JABES-04-2021-0044.
• Deepa Mangala & Mamta Dhanda, 2021, "Earnings management and listing day performance of IPOs in India," Journal of Accounting in Emerging Economies, Emerald Group Publishing Limited, volume 12, issue 5, pages 812-839, December, DOI: 10.1108/JAEE-01-2021-0032.
• Pyemo N. Afego & Imhotep P. Alagidede, 2021, "What does corporate social advocacy signal? Evidence from boycott participation decisions," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 5, issue 1, pages 49-68, March, DOI: 10.1108/JCMS-10-2020-0040.
• Doan Van Dinh, 2021, "Analyzed relationship between risks and expected returns," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 39, issue 4, pages 749-759, September, DOI: 10.1108/JEAS-05-2021-0088.
• Imran Yousaf & Hasan Hanif & Shoaib Ali & Syed Moudud-Ul-Huq, 2021, "Linkages between gold and Latin American equity markets: portfolio implications," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 26, issue 52, pages 237-251, August, DOI: 10.1108/JEFAS-04-2020-0139.
• Huong Le & Andros Gregoriou, 2021, "Liquidity and asset pricing: evidence from a new free-float-adjusted price impact ratio," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 4, pages 751-771, June, DOI: 10.1108/JES-04-2021-0182.
• Anas Ali Al-Qudah & Asma Houcine, 2021, "Stock markets' reaction to COVID-19: evidence from the six WHO regions," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 2, pages 274-289, February, DOI: 10.1108/JES-09-2020-0477.
• Heba Masoud & Mohamed Albaity, 2021, "Impact of general trust on bank risk-taking: the moderating effect of confidence in banks," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 3, pages 453-471, March, DOI: 10.1108/JES-09-2020-0479.
• Imlak Shaikh & Toan Luu Duc Huynh, 2021, "Does disease outbreak news impact equity, commodity and foreign exchange market? Investors' fear of the pandemic COVID-19," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 4, pages 647-664, May, DOI: 10.1108/JES-10-2020-0503.
• Garima Goel & Saumya Ranjan Dash, 2021, "Investor sentiment and government policy interventions: evidence from COVID-19 spread," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 14, issue 2, pages 242-267, June, DOI: 10.1108/JFEP-02-2021-0038.
• Puneet Vatsa & Hem Basnet & Frank Mixon, 2021, "Stock market co-movement in Latin America and the US: evidence from a new approach," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 14, issue 2, pages 162-171, May, DOI: 10.1108/JFEP-02-2021-0047.
• Terver Kumeka & Patricia Ajayi & Oluwatosin Adeniyi, 2021, "Is stock market in Sub-Saharan Africa resilient to health shocks?," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 14, issue 4, pages 562-598, December, DOI: 10.1108/JFEP-03-2021-0073.
• Deepa Mangala & Mamta Dhanda, 2021, "Earnings management and issue characteristics: an empirical analysis of IPOs in India," Journal of Financial Reporting and Accounting, Emerald Group Publishing Limited, volume 21, issue 3, pages 553-574, December, DOI: 10.1108/JFRA-01-2021-0006.
• Amani Hussein & Ghadir Nounou, 2021, "The impact of internet financial reporting on Egyptian company’s performance," Journal of Financial Reporting and Accounting, Emerald Group Publishing Limited, volume 20, issue 5, pages 841-865, October, DOI: 10.1108/JFRA-10-2020-0293.
• Ibrahim Nandom Yakubu & Iliasu Abdallah, 2021, "Modelling the financial intermediation function of banks and economic growth in sub-Saharan Africa," Journal of Money and Business, Emerald Group Publishing Limited, volume 1, issue 1, pages 1-7, June, DOI: 10.1108/JMB-04-2021-0005.
• Asgar Ali & Hajam Abid Bashir, 2021, "Bibliometric study on asset pricing," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 14, issue 3, pages 433-460, October, DOI: 10.1108/QRFM-07-2020-0114.
• Byomakesh Debata & Kshitish Ghate & Jayashree Renganathan, 2021, "COVID-19 pandemic sentiment and stock market behavior: evidence from an emerging market," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 15, issue 2, pages 176-204, November, DOI: 10.1108/RBF-05-2021-0083.
• Emna Mnif & Anis Jarboui, 2021, "COVID-19, bitcoin market efficiency, herd behaviour," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 13, issue 1, pages 69-84, March, DOI: 10.1108/RBF-09-2020-0233.
• Jennifer Brodmann & Phuvadon Wuthisatian & Rama K. Malladi, 2021, "The liquidity, performance and investor preference of socially responsible investments," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 15, issue 2, pages 224-239, December, DOI: 10.1108/RBF-09-2021-0191.
• Onur Polat & Eylül Kabakçı Günay, 2021, "Cryptocurrency connectedness nexus the COVID-19 pandemic: evidence from time-frequency domains," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 5, pages 946-963, May, DOI: 10.1108/SEF-01-2021-0011.
• Houmera Bibi Sabera Nunkoo & Preethee Nunkoo Gonpot & Noor-Ul-Hacq Sookia & T.V. Ramanathan, 2021, "Autoregressive conditional duration models for high frequency financial data: an empirical study on mid cap exchange traded funds," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 1, pages 150-173, October, DOI: 10.1108/SEF-04-2021-0146.
• Patrycja Klusak & Matthew Agarwala & Matt Burke & Moritz Kraemer & Kamiar Mohaddes, 2021, "Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2110, Apr.
• Lizethe Berenice Méndez-Heras. & Francisco Venegas-Martínez. & Diego Emilio Linthon-Delgado., 2021, "El impacto del crédito bancario sobre el desarrollo humano en México: un análisis de datos panel a nivel estatal, 2004-2016. (The Impact of Bank Credit on Human Development in Mexico: A Data Analysis ," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, volume 0, issue 1, pages 1-28, May.
• Sebastian Kokot, 2021, "Primary Housing Market in the Context of Wages and Creditworthiness in Selected Cities in Poland in the Years 2006-2019," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 1025-1040.
• Sylwia Frydrych, 2021, "Sanctions as a Mechanism Disciplining Issuers on the NewConnect Market," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3 - Part , pages 456-469.
• Katarzyna Predkiewicz & Marek Pauka & Paweł Predkiewicz, 2021, "IPO Success of High-Technology Companies," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3 - Part , pages 799-816.
• Dariusz Siudak, 2021, "Sectoral Analysis of the US Stock Market through Complex Networks," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3 - Part , pages 951-966.
• Lukasz Zieba, 2021, "Some Selected Determinants of Stock Exchange Development: Evidence from Greece," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 260-268.
• Joanna Bukowska, 2021, "The Degree of Integration of the Bulgarian and Croatian Equity Markets into the Eurozone Share Equity Market," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 269-277.
• Lukasz Zieba, 2021, "Stock Exchange Development in V4 Countries," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 300-307.
• Joanna Bukowska, 2021, "The Degree of Integration of the Bulgarian and Croatian Government Bond Markets into the Eurozone Government Bond Market," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 412-420.
• Michael D. Bauer & Aeimit K. Lakdawala & Philippe Mueller, 2021, "Market-Based Monetary Policy Uncertainty," Working Paper Series, Federal Reserve Bank of San Francisco, number 2019-12, Feb, DOI: 10.24148/wp2019-12.
• Celso Brunetti & Jeffrey H. Harris & Shawn Mankad, 2021, "Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-017, Mar, DOI: 10.17016/FEDS.2021.017.
• Sriya Anbil & Alyssa G. Anderson & Zeynep Senyuz, 2021, "Are Repo Markets Fragile? Evidence from September 2019," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-028, Apr, DOI: 10.17016/FEDS.2021.028.
• Yesol Huh & You Suk Kim, 2021, "Cheapest-to-Deliver Pricing, Optimal MBS Securitization, and Market Quality," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-031, May, DOI: 10.17016/FEDS.2021.031.
• Andrew Y. Chen & Tom Zimmermann, 2021, "Open Source Cross-Sectional Asset Pricing," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-037, Jun, DOI: 10.17016/FEDS.2021.037.
• Stéphane Verani & Pei Cheng Yu, 2021, "What's Wrong with Annuity Markets?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-044, Jul, DOI: 10.17016/FEDS.2021.044.
• Benjamin Gardner & Chiara Scotti & Clara Vega, 2021, "Words Speak as Loudly as Actions: Central Bank Communication and the Response of Equity Prices to Macroeconomic Announcements," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-074, Nov, DOI: 10.17016/FEDS.2021.074.
• Francisco Amaral & Martin Dohmen & Sebastian Kohl & Moritz Schularick, 2021, "Superstar Returns," Staff Reports, Federal Reserve Bank of New York, number 999, Dec.
• Natalya A. Khutorova, 2021, "Global Catastrophe Bond Market and the Prospects of Its Formation in the Russian Federation," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 1, pages 75-92, February, DOI: 10.31107/2075-1990-2021-1-75-92.
• Filippo Gusella & Giorgio Ricchiuti, 2021, "State Space Model to Detect Cycles in Heterogeneous Agents Models," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2021_10.rdf.
• Danilov Yury & Pivovarov Danil & Davydov Igor, 2021, "Sustainable Finance Ratings
  [Рейтинговые Оценки Устойчивых Финансов]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 4, pages 25-33, April.
• Danilov Yury & Pivovarov Danil & Davydov Igor, 2021, "Рейтинговые Оценки Устойчивых Финансов," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 4, pages 25-33, April.
• Knut K. Aase & Petter Bjerksund, 2021, "The Optimal Spending Rate versus the Expected Real Return of a Sovereign Wealth Fund," JRFM, MDPI, volume 14, issue 9, pages 1-36, September.
• Melise Jaud & Madina Kukenova & Martin Strieborny, 2021, "Financial Dependence and Intensive Margin of Trade," Working Papers, Business School - Economics, University of Glasgow, number 2021_14, Aug.
• José Soares da Fonseca, 2021, "Mean-Variance Efficiency Versus Positive Skewness Seeking In Portfolio Selection," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2021-05, May.
• M R Yasoa, 2021, "External Shariah Audit Services from Practitioners' Views: The Case of Malaysian Islamic Banks," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr193, Dec, DOI: https://doi.org/10.35609/jfbr.2021..
• Justin Tyndall, 2021, "Sea Level Rise and Home Prices: Evidence from Long Island," Working Papers, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, number 2021-2, Mar.
• Justin Tyndall, 2021, "Sea Level Rise and Home Prices: Evidence from Long Island," Working Papers, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, number 2021-2R, Mar, revised Sep 2021.
• Jamal Bouoiyour & Refk Selmi, 2021, "The financial costs of terrorism: evidence from Germany," Post-Print, HAL, number hal-02108636, DOI: 10.25428/1824-2979/202101-87-104.
• Ayad Assoil & Ndéné Ka & Jules Sadefo-Kamdem, 2021, "Analysis of the Dynamic Relationship between Liquidityproxies and returns on French CAC 40 index," Post-Print, HAL, number hal-03282991, DOI: 10.1007/s43546-021-00129-7.
• Md Abubakar Siddique & Md Akhtaruzzaman & Afzalur Rashid & Helmi Hammami, 2021, "Carbon disclosure, carbon performance and financial performance: International evidence," Post-Print, HAL, number hal-03329120, May, DOI: 10.1016/j.irfa.2021.101734.
• Lajos Horváth & Hemei Li & Zhenya Liu, 2021, "How to identify the different phases of stock market bubbles statistically?," Post-Print, HAL, number hal-03511435, Aug, DOI: 10.1016/j.frl.2021.102366.
• Satish Kumar & Rabeh Khalfaoui & Aviral Kumar Tiwari, 2021, "Does geopolitical risk improve the directional predictability from oil to stock returns? Evidence from oil-exporting and oil-importing countries," Post-Print, HAL, number hal-03797578, Dec, DOI: 10.1016/j.resourpol.2021.102253.
• Francisco Amaral & Martin Dohmen & Sebastian Kohl & Moritz Schularick, 2021, "Superstar Returns," Sciences Po Economics Publications (main), HAL, number hal-03881493, Dec.
• Francisco Amaral & Martin Dohmen & Sebastian Kohl & Moritz Schularick, 2021, "Superstar Returns," Working Papers, HAL, number hal-03881493, Dec.
• Péter Csóka & P. Jean-Jacques Herings, 2021, "Uniqueness of Clearing Payment Matrices in Financial Networks," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 2134, Sep.
• Tihana Škrinjarić, 2021, "Return, Risk And Market Indeks Online Volume Search Interdependence: Shock Spillover Approach On Zagreb Stock Exchange," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 72, issue 1, pages 3-33, DOI: 10.32910/ep.72.1.1.
• Kamil Gemra & Piotr Hościłowicz, 2021, "Świadomość funkcjonowania crowdfundingu," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 67-90.
• Chaeshick Chung & Sukjin Park, 2021, "Deep Learning Market Microstructure: Dual-Stage Attention-Based Recurrent Neural Networks," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 2108.
• Godfrey Marozva & Margaret Rutendo Magwedere, 2021, "Nexus Between Stock Returns, Funding Liquidity and COVID-19," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 71, issue 3-4, pages 86-100, July-Dece.
• Chinnadurai Kathiravan & Murugesan Selvam & Sankaran Venkateswar & S. Balakrishnan, 2021, "Investor behavior and weather factors: evidences from Asian region," Annals of Operations Research, Springer, volume 299, issue 1, pages 349-373, April, DOI: 10.1007/s10479-019-03335-7.
• Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer, 2021, "A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification," The Annals of Regional Science, Springer;Western Regional Science Association, volume 66, issue 2, pages 279-307, April, DOI: 10.1007/s00168-020-01021-2.
• Giovanni Bonaccolto, 2021, "Quantile– based portfolios: post– model– selection estimation with alternative specifications," Computational Management Science, Springer, volume 18, issue 3, pages 355-383, July, DOI: 10.1007/s10287-021-00396-7.
• Michele Mininni & Giuseppe Orlando & Giovanni Taglialatela, 2021, "Challenges in approximating the Black and Scholes call formula with hyperbolic tangents," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 1, pages 73-100, June, DOI: 10.1007/s10203-020-00305-8.
• Lennart Ante & André Meyer, 2021, "Cross-listings of blockchain-based tokens issued through initial coin offerings: Do liquidity and specific cryptocurrency exchanges matter?," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 2, pages 957-980, December, DOI: 10.1007/s10203-021-00323-0.
• Xiaoqing Fu & Matthew C. Li & Philip Molyneux, 2021, "Credit default swap spreads: market conditions, firm performance, and the impact of the 2007–2009 financial crisis," Empirical Economics, Springer, volume 60, issue 5, pages 2203-2225, May, DOI: 10.1007/s00181-020-01852-0.
• Andrea Cipollini & Ieva Mikaliunaite, 2021, "Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR," Empirical Economics, Springer, volume 61, issue 2, pages 855-881, August, DOI: 10.1007/s00181-020-01888-2.
• Gerasimos T. Soldatos, 2021, "Industry and financial market concentration," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 48, issue 2, pages 275-289, June, DOI: 10.1007/s40812-020-00179-2.
• Muhammad Owais Qarni & Saiqb Gulzar, 2021, "Portfolio diversification benefits of alternative currency investment in Bitcoin and foreign exchange markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-37, December, DOI: 10.1186/s40854-021-00233-5.
• Peng-Fei Dai & Xiong Xiong & Zhifeng Liu & Toan Luu Duc Huynh & Jianjun Sun, 2021, "Preventing crash in stock market: The role of economic policy uncertainty during COVID-19," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-15, December, DOI: 10.1186/s40854-021-00248-y.
• Gianluca Cassese, 2021, "Complete and competitive financial markets in a complex world," Finance and Stochastics, Springer, volume 25, issue 4, pages 659-688, October, DOI: 10.1007/s00780-021-00463-6.
• Julia Ackermann & Thomas Kruse & Mikhail Urusov, 2021, "Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models," Finance and Stochastics, Springer, volume 25, issue 4, pages 757-810, October, DOI: 10.1007/s00780-021-00464-5.
• Haroon Rasool & Shafat Maqbool & Md. Tarique, 2021, "The relationship between tourism and economic growth among BRICS countries: a panel cointegration analysis," Future Business Journal, Springer, volume 7, issue 1, pages 1-11, December, DOI: 10.1186/s43093-020-00048-3.
• Faris Alshubiri, 2021, "The stock market capitalisation and financial growth nexus: an empirical study of western European countries," Future Business Journal, Springer, volume 7, issue 1, pages 1-20, December, DOI: 10.1186/s43093-021-00092-7.
• Christian Hackober & Carolin Bock, 2021, "Which investors’ characteristics are beneficial for initial coin offerings? Evidence from blockchain technology-based firms," Journal of Business Economics, Springer, volume 91, issue 8, pages 1085-1124, October, DOI: 10.1007/s11573-021-01029-w.
• Nasreen Nawaz, 2021, "Efficiency on the dynamic adjustment path in a financial market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 1, pages 49-74, January, DOI: 10.1007/s12197-020-09523-7.
• Stefani Milovanska-Farrington & Stephen Farrington, 2021, "Discipline, risk, and the endogeneity between financial decisionmaking and health," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 4, pages 596-636, October, DOI: 10.1007/s12197-021-09542-y.
• Tim J. Boonen & Fangda Liu & Ruodu Wang, 2021, "Competitive equilibria in a comonotone market," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 72, issue 4, pages 1217-1255, November, DOI: 10.1007/s00199-020-01319-4.
• Parthajit Kayal & Sumanjay Dutta & Vipul Khandelwal & Rakesh Nigam, 2021, "Information Theoretic Ranking of Extreme Value Returns," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 1-21, March, DOI: 10.1007/s40953-020-00214-y.
• Hari Venkatesh & Jyoti Kumari & Gourishankar S. Hiremath & Hiranmoy Roy, 2021, "Foreign Institutional Investors: Fair-Weather Friends or Smart Traders?," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 2, pages 291-316, June, DOI: 10.1007/s40953-021-00233-3.
• Mercedes Alda, 2021, "Managers beyond borders: side-by-side management in mutual funds and pension funds," Review of Managerial Science, Springer, volume 15, issue 2, pages 399-436, February, DOI: 10.1007/s11846-019-00345-4.
• Ayad Assoil & Ndéné Ka & Jules Sadefo-Kamdem, 2021, "Analysis of the dynamic relationship between liquidity proxies and returns on the French CAC 40 index," SN Business & Economics, Springer, volume 1, issue 10, pages 1-23, October, DOI: 10.1007/s43546-021-00129-7.
• Faisal M. Awwal & Prasad V. Bidarkota, 2021, "A state space framework for the residual income valuation model of stock prices," SN Business & Economics, Springer, volume 1, issue 4, pages 1-28, April, DOI: 10.1007/s43546-021-00066-5.
• Marcela de Marillac Carvalho & Luiz Otávio de Oliveira Pala & Gabriel Rodrigo Gomes Pessanha & Thelma Sáfadi, 2021, "Asymmetric dependence of intraday frequency components in the Brazilian stock market," SN Business & Economics, Springer, volume 1, issue 6, pages 1-18, June, DOI: 10.1007/s43546-021-00080-7.
• Salvador Rivas-Aceves, 2021, "Contagion Adverse Degree, Income Inequality and Economic Growth," Springer Books, Springer, in: Griselda Dávila-Aragón & Salvador Rivas-Aceves, "The Future of Companies in the Face of a New Reality", DOI: 10.1007/978-981-16-2613-5_4.
• Robert A. Jarrow, 2021, "The Black Scholes Merton Model," Springer Finance, Springer, chapter 0, "Continuous-Time Asset Pricing Theory", DOI: 10.1007/978-3-030-74410-6_5.
• Volker Brühl, 2021, "Decentralised Finance — wie die Tokenisierung die Finanzindustrie verändert
  [Decentralised Finance (DeFi) — How Tokenisation is Changing the Financial Industry]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 101, issue 8, pages 629-637, August, DOI: 10.1007/s10273-021-2981-7.
• Dario Salerno, 2021, "The Impact of Initial Public Offerings on Firms’ Performance: Disentangling Treatment from Self-Selection Effects," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 11, issue 4, pages 1-1.
• Monica Guling Wu & Hsinan Hsu & Janchung Wang, 2021, "Market Trends and Options Trading: Viewpoint, Probability and Implications," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 11, issue 5, pages 1-5.
• Meglioli, Francesco & Gauci, Stephanie, 2021, "A Multi-level Network Approach to Spillovers Analysis: An Application to the Maltese Domestic Investment Funds Sector," ESRB Working Paper Series, European Systemic Risk Board, number 124, Aug.
• Gediminas Dubauskas, 2021, "Conditions influencing the change of defense budgets - the case of Lithuania," Insights into Regional Development, VsI Entrepreneurship and Sustainability Center, volume 3, issue 2, pages 282-288, June, DOI: 10.9770/ird.2021.3.2(8).
• Kangogo, Moses & Volkov, Vladimir, 2021, "Dynamic effects of network exposure on equity markets," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2021-03.
• Brueckner, Markus & Kang, Wensheng & Vespignani, Joaquin, 2021, "Covid-19 and Firms' Stock Price Growth: The Role of Market Capitalization," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2021-09.
• Vincent FROMENTIN & Joris MICHEL & Sylvain WEBER, 2021, "L’effet des fluctuations financières sur le nombre de travailleurs frontaliers : une analyse comparative du Luxembourg et de la Suisse," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 53, pages 51-68.
• Juan Rafael Ruiz, 2021, "The demise of the US investment banking from a Minskian perspective
  [La desaparición de la banca de inversión estadounidense desde una perspectiva de Minskiana]," Papeles de Europa, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Estudios Internacionales (ICEI), volume 34, pages 1-15, DOI: 10.5209/pade.80751.
• Keh, Chia-Guan & Tan, Yan-Teng, 2021, "COVID 19: The Impact of Government Policy Responses on Economic Activity and Stock Market Performance in Malaysia," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, volume 55, issue 1, pages 123-133, DOI: http://dx.doi.org/10.17576/JEM-2021.
• Csóka, Péter & Herings, P. Jean-Jacques, 2021, "Uniqueness of Clearing Payment Matrices in Financial Networks," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 014, Sep, DOI: 10.26481/umagsb.2021014.
• Agoraki, Maria-Eleni & Aslanidis, Nektarios & Kouretas, Georgios P., 2021, "U.S. Banks’ lending behaviour, financial stability, and investor sentiment: A textual analysis," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/534915.
• Riko Stevens, 2021, "Arthur Cecil Pigou on Speculation: A Marshallian Analysis of Institutions and Economic Welfare," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 21-15.
• Monica Billio & Roberto Casarin & Michele Costola & Matteo Iacopini, 2021, "COVID-19 spreading in financial networks: A semiparametric matrix regression model," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2021:05.
• ÇELÄ°K, Ä°smail, 2021, "Optimal Hedge Ratio In Turkish Stock Index Futures Market: A Deco-Fiaparch Approach," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 25, issue 4, pages 17-33, December.
• Osabuohien-Irabor Osarumwense, 2021, "Testing for causality-in-mean and in-variance among the U.S., China, and some Africa capital markets: A CCF approach," Journal of Economics and Management, Sciendo, volume 43, issue 1, pages 131-153, January, DOI: 10.22367/jem.2021.43.07.
• Giemza Dawid, 2021, "Ranking of optimal stock portfolios determined on the basis of expected utility maximization criterion," Journal of Economics and Management, Sciendo, volume 43, issue 1, pages 154-178, January, DOI: 10.22367/jem.2021.43.08.
• Karasiński Jacek & Zduńczak Patryk, 2021, "Do extreme market value ratios mean that the market is informationally inefficient? A study of the Warsaw Stock Exchange," Journal of Economics and Management, Sciendo, volume 43, issue 1, pages 206-224, May, DOI: 10.22367/jem.2021.43.10.
• Tone Smith, 2021, "Financialisation of Nature," SRE-Disc, Institute for Multilevel Governance and Development, Department of Socioeconomics, Vienna University of Economics and Business, number sre-disc-2021_08.
• Georg Leitner & Teresa Hübel & Anna Wolfmayr & Manuel Zerobin, 2021, "How risky is Monetary Policy? The Effect of Monetary Policy on Systemic Risk in the Euro Area," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp312, Mar.
• Leitner, Georg & Hübel, Teresa & Wolfmayr, Anna & Zerobin, Manuel, 2021, "How risky is Monetary Policy? The Effect of Monetary Policy on Systemic Risk in the Euro Area," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 312, Mar.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir, 2021, "Dynamic return and volatility spillovers among S&P 500, crude oil, and gold," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 1, pages 153-170, January, DOI: 10.1002/ijfe.1782.
• Eurilton Araújo & Ricardo D. Brito & Antonio Z. Sanvicente, 2021, "Long‐term stock returns in Brazil: Volatile equity returns for U.S.‐like investors," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 4, pages 6249-6263, October, DOI: 10.1002/ijfe.2118.
• Wai-Sum Chan & Yiu-Kuen Tse, 2021, "Financial Mathematics for Actuaries," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12464, ISBN: ARRAY(0x6030ade8), September.
• Sangyup Choi & Junhyeok Shin, 2021, "Bitcoin: An Inflation Hedge but Not a Safe Haven," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2021rwp-185, Mar.
• Meinen, Philipp & Soares, Ana Cristina, 2021, "Markups and financial shocks," Discussion Papers, Deutsche Bundesbank, number 54/2021.
• Agarwal, Vikas & Hanouna, Paul & Moussawi, Rabih & Stahel, Christof W., 2021, "Do ETFs increase the commonality in liquidity of underlying stocks?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 21-04.
• Bali, Turan G. & Beckmeyer, Heiner & Moerke, Mathis & Weigert, Florian, 2021, "Option return predictability with machine learning and big data," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 21-08.
• Brühl, Volker, 2021, "Decentralised Finance (DeFi) - wie die Tokenisierung die Finanzindustrie verändert," CFS Working Paper Series, Center for Financial Studies (CFS), number 655.
• Brühl, Volker, 2021, "Green finance in Europe: Strategy, regulation and instruments," CFS Working Paper Series, Center for Financial Studies (CFS), number 657.
• Afego, Pyemo N. & Alagidede, Imhotep P., 2021, "What does corporate social advocacy signal? Evidence from boycott participation decisions," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue forthcomi, DOI: 10.1108/JCMS-10-2020-0040.
• Lyócsa, Štefan & Baumöhl, Eduard & Vŷrost, Tomáš, 2021, "YOLO trading: Riding with the herd during the GameStop episode," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 230679.
• Agarwala, Matthew & Burke, Matt & Klusak, Patrycja & Kraemer, Moritz & Mohaddes, Kamiar, 2021, "Rising temperatures, falling ratings: The effect of climate change on sovereign creditworthiness," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 158.
• Russo, Marianna & Kraft, Emil & Bertsch, Valentin & Keles, Dogan, 2021, "Short-term risk management for electricity retailers under rising shares of decentralized solar generation," Working Paper Series in Production and Energy, Karlsruhe Institute of Technology (KIT), Institute for Industrial Production (IIP), number 57, DOI: 10.5445/IR/1000134345.
• Kroencke, Tim-Alexander & Schmeling, Maik & Schrimpf, Andreas, 2021, "The FOMC risk shift," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 302, DOI: 10.2139/ssrn.3774275.
• Gao, Can & Martin, Ian, 2021, "Volatility, valuation ratios, and bubbles: An empirical measure of market sentiment," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 312.
• Abdi, Farshid & Kormanyos, Emily & Pelizzon, Loriana & Getmansky, Mila & Simon, Zorka, 2021, "Market impact of government communication: The case of presidential tweets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 314, revised 2021, DOI: 10.2139/ssrn.3840203.
• Theissen, Erik & Westheide, Christian, 2021, "Call of duty: Designated market maker participation in call auctions," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 319, DOI: 10.2139/ssrn.3908001.
• Li, Wenhui & Ockenfels, Peter & Wilde, Christian, 2021, "The effect of ambiguity on price formation and trading behavior in financial markets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 326, DOI: 10.2139/ssrn.3963688.
• Eppinger, Peter S. & Neugebauer, Katja, 2021, "External financial dependence and firms' crisis performance across Europe," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 141, DOI: 10.15496/publikation-52772.

2020

• Jacek Karasiñski, 2020, "Changing Weak-Form Informational Efficiency: A Study on the World’s Stock Markets," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 18, issue 90, pages 48-61.
• Jacek Karasiñski & Patryk Zduñczak, 2020, "Outstandingly High Values of the Market Value Ratios as a Symptom of Market Informational Inefficiency: A Study on the Warsaw Stock Exchange (Wyj¹tkowo wysokie wartoœci wskaŸników wartoœci rynkowej jako przejaw rynkowej nieefektywnoœci informacyjnej:," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 18, issue 90, pages 78-91.
• Esra Nazmiye KILCI, 2020, "Forecasting Stock Market Indices with the Composite Leading Indicators: Evidence from Turkey," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(43).
• Arhan Sabri ERTAN & Cenk Cevat KARAHAN & Ahmet Musa KÖSELİ, 2020, "Financial Value of Analyst Recommendations: Talent or Risk Factor? Abstract: Financial analysts not only contribute to the informational efficiency of stock markets with their detailed reports, they also have the power to influence portfolio decision," Sosyoekonomi Journal, Sosyoekonomi Society.
• Eurilton Araujo & Ricardo D. Brito & Antonio Z. Sanvicente, 2020, "Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2020_06, Jun.
• Gerhard Sorger, 2020, "On the dynamics of stock price bubbles: comments on a model by Miao and Wang," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 28, issue 2, pages 521-537, June, DOI: 10.1007/s10100-019-00650-z.
• Patrick Omoruyi Eke & B. Uzoma Achugamonu & Simon Yunisa & Godswill Osagie Osuma, 2020, "Macroeconomic risks and financial sector stability: the Nigerian case," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 47, issue 3, pages 233-249, September, DOI: 10.1007/s40622-020-00248-4.
• Thomas Renault, 2020, "Sentiment analysis and machine learning in finance: a comparison of methods and models on one million messages," Digital Finance, Springer, volume 2, issue 1, pages 1-13, September, DOI: 10.1007/s42521-019-00014-x.
• Nima Nonejad, 2020, "Does the price of crude oil help predict the conditional distribution of aggregate equity return?," Empirical Economics, Springer, volume 58, issue 1, pages 313-349, January, DOI: 10.1007/s00181-019-01643-2.
• Amélie Charles & Chew Lian Chua & Olivier Darné & Sandy Suardi, 2020, "On the pernicious effects of oil price uncertainty on US real economic activities," Empirical Economics, Springer, volume 59, issue 6, pages 2689-2715, December, DOI: 10.1007/s00181-019-01801-6.
• Marzieh Ronaghi & Michael Reed & Sayed Saghaian, 2020, "The impact of economic factors and governance on greenhouse gas emission," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 22, issue 2, pages 153-172, April, DOI: 10.1007/s10018-019-00250-w.
• Khondker Aktaruzzaman & Omar Farooq, 2020, "Cultural fractionalization and informal finance: evidence from Indian firms," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 10, issue 4, pages 661-679, December, DOI: 10.1007/s40822-020-00149-y.
• Lin Liu & Qiguang Chen, 2020, "How to compare market efficiency? The Sharpe ratio based on the ARMA-GARCH forecast," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 6, issue 1, pages 1-21, December, DOI: 10.1186/s40854-020-00200-6.
• Alexander Schiller & René-Ojas Woltering & Steffen Sebastian, 2020, "Is the flow-performance relationship really convex? - The impact of data treatment and model specification," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 2, pages 300-320, April, DOI: 10.1007/s12197-019-09489-1.
• Justin Cox, 2020, "Market fragmentation and post-earnings announcement drift," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 3, pages 587-610, July, DOI: 10.1007/s12197-020-09506-8.