Research classified by Journal of Economic Literature (JEL) codes

2020

• Justin Cox & Adam Schwartz & Robert Ness, 2020, "Does what happen in Vegas stay in Vegas? Football gambling and stock market activity," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 4, pages 724-748, October, DOI: 10.1007/s12197-020-09513-9.
• David Vidal-Tomás & Simone Alfarano, 2020, "An agent-based early warning indicator for financial market instability," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 15, issue 1, pages 49-87, January, DOI: 10.1007/s11403-019-00272-3.
• Sakhr Miss & Michel Charifzadeh & Tim A. Herberger, 2020, "Revisiting the monday effect: a replication study for the German stock market," Management Review Quarterly, Springer, volume 70, issue 2, pages 257-273, May, DOI: 10.1007/s11301-019-00167-4.
• Partha Mohanram & Brian White & Wuyang Zhao, 2020, "Stock-based compensation, financial analysts, and equity overvaluation," Review of Accounting Studies, Springer, volume 25, issue 3, pages 1040-1077, September, DOI: 10.1007/s11142-020-09541-0.
• Jaewoo Kim & Bryce Schonberger & Charles Wasley & Hunter Land, 2020, "Intertemporal variation in the information content of aggregate earnings and its effect on the aggregate earnings-return relation," Review of Accounting Studies, Springer, volume 25, issue 4, pages 1410-1443, December, DOI: 10.1007/s11142-020-09538-9.
• Donald Lien & Chun-Da Chen, 2020, "B-share discount puzzle in China: a revisit of dual-share firms," Review of Managerial Science, Springer, volume 14, issue 5, pages 1047-1075, October, DOI: 10.1007/s11846-018-0324-x.
• Nawazish Mirza & Jamila Abaidi Hasnaoui & Bushra Naqvi & Syed Kumail Abbas Rizvi, 2020, "The impact of human capital efficiency on Latin American mutual funds during Covid-19 outbreak," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 156, issue 1, pages 1-7, December, DOI: 10.1186/s41937-020-00066-6.
• Hans-Jörg Naumer, 2020, "Schuldentragfähigkeit in der Eurozone bei niedrigen bzw. negativen Zinsen
  [Debt Sustainability in the Euro Area When Interest Rates Are Low or Negative]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 100, issue 9, pages 682-686, September, DOI: 10.1007/s10273-020-2738-8.
• Day-Yang Liu & Chun-Ming Chen & Yi-Kai Su, 2020, "The Impact of COVID-19 Pandemic on the Smooth Transition Dynamics of Broad-based Indices Volatilities in Taiwan," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 10, issue 5, pages 1-14.
• Keqi Chen, 2020, "A Closer Look at Analyst Expectations: Stickiness and Confirmation Bias," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 10, issue 5, pages 1-15.
• Yuhan Cheng & Dongqi Cui & Zixuan Li, 2020, "COVID-19 Virus Pneumonia’s Economic Effect in Different Industries: A Case Study in China," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 10, issue 5, pages 1-7.
• Dimitrios G. Giantsios & Athanasios G. Noulas, 2020, "Cost Efficiency and Convergence in the European Nonlife Insurance Industry," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 10, issue 6, pages 1-6.
• Josiah Aduda & Morgan Ongoro, 2020, "Working Capital and Earnings Management among Manufacturing Firms: A Review of Literature," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 9, issue 3, pages 1-5.
• Zheng, Hannan & Schwenkler, Gustavo, 2020, "The network of firms implied by the news," ESRB Working Paper Series, European Systemic Risk Board, number 108, Feb.
• Aida Tatibekova & Mukhtar Bubeyev, 2020, "How regulation of bank capital adequacy and liquidity affects pricing of bonds of the banks," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 7, issue 3, pages 1708-1722, March, DOI: 10.9770/jesi.2020.7.3(18).
• Marc Sanchez-Roger & María Dolores Oliver-Alfonso & Carlos Sanchís-Pedregosa & Carlos Sanchís-Pedregosa & Norat Roig-Tierno, 2020, "Bail-in and interbank contagion risk: an application of FSQCA methodology," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 7, issue 4, pages 2604-2614, June, DOI: 10.9770/jesi.2020.7.4(3).
• Alireza Aghaee Shahrbabaki & Saeed Sakkaki & Peyman Parsa & Mohammad Saeed Heidary & Vahid Yousefi Pour, 2020, "Strategic reactions to information content of dividend change: applying BCG growth share matrix when signalling hypothesis identified," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 8, issue 2, pages 10-32, December, DOI: 10.9770/jesi.2020.8.2(1).
• Edmunds ÄŒižo & Olga Lavrinenko & Svetlana Ignatjeva, 2020, "Determinants of financial development of the EU countries in the period 1995-2017," Insights into Regional Development, VsI Entrepreneurship and Sustainability Center, volume 2, issue 2, pages 505-522, June, DOI: 10.9770/ird.2020.2.2(1).
• Edmunds ÄŒižo & Olga Lavrinenko & Svetlana Ignatjeva, 2020, "Analysis of the relationship between financial development and economic growth in the EU countries," Insights into Regional Development, VsI Entrepreneurship and Sustainability Center, volume 2, issue 3, pages 645-660, September, DOI: 10.9770/ird.2020.2.3(3).
• Patrik Kupkovic & Martin Suster, 2020, "Identifying the Financial Cycle in Slovakia," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 2/2020, Feb.
• Rangan Gupta & Hardik A. Marfatia & Eric Olson, 2020, "Effect of uncertainty on U.S. stock returns and volatility: evidence from over eighty years of high-frequency data," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 16, pages 1305-1311, September, DOI: 10.1080/13504851.2019.1677846.
• Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2020, "Impact of global uncertainty on the global economy and large developed and developing economies," Applied Economics, Taylor & Francis Journals, volume 52, issue 22, pages 2392-2407, May, DOI: 10.1080/00036846.2019.1690629.
• Engelbert Stockhammer & Erik Bengtsson, 2020, "Financial effects in historic consumption and investment functions," International Review of Applied Economics, Taylor & Francis Journals, volume 34, issue 3, pages 304-326, May, DOI: 10.1080/02692171.2020.1732307.
• Marco Barassi & Lajos Horváth & Yuqian Zhao, 2020, "Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 340-349, April, DOI: 10.1080/07350015.2018.1505630.
• N. Kundan Kishor, 2020, "Understanding the relationship between public and private commercial real estate markets," Journal of Property Research, Taylor & Francis Journals, volume 37, issue 4, pages 289-307, October, DOI: 10.1080/09599916.2020.1794936.
• Islam, Raisul & Volkov, Vladimir, 2020, "Contagion or interdependence? Comparing signed and unsigned spillovers," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2020-05.
• Islam, Raisul & Volkov, Vladimir, 2020, "Calm before the storm: an early warning approach before and during the COVID-19 crisis," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2020-09.
• Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin, 2020, "Revising the impact of global commodity prices and global stock market volatility shocks: effects across countries," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2020-10.
• Hannes Boehm & Julia Schaumburg & Lena Tonzer, 2020, "Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-008/III, Feb.
• Federico Esposito & Marcelo Bianconi & Marco Sammon, 2020, "Trade Policy Uncertainty and Stock Returns," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0834.
• John Cotter & Mark Hallam & Kamil Yilmaz, 2020, "Macro-Financial Spillovers," Working Papers, Geary Institute, University College Dublin, number 202005, Jul.
• John Cotter & Emmanuel Eyiah-Donkor & Valerio Potì, 2020, "Commodity Futures Return Predictability and Intertemporal Asset Pricing," Working Papers, Geary Institute, University College Dublin, number 202011, Nov.
• Dominique Pépin & Stephen M. Miller, 2020, "The Time-Varying Nature of Risk Aversion: Evidence from 60 Years of U.S. Stock Market Data," Working papers, University of Connecticut, Department of Economics, number 2020-09, Aug.
• Sofronis Clerides & Styliani-Iris Krokida & Neophytos Lambertides & Dimitris Tsouknidis, 2020, "What matters for consumer sentiment? World oil price or retail gasoline price?," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 05-2020, May.
• Felipe Benguria, 2020, "Firms, Jobs, and Gender Disparities in Top Incomes: Evidence from Brazil," Upjohn Working Papers, W.E. Upjohn Institute for Employment Research, number 20-338, Dec.
• Aslanidis, Nektarios & Fernández Bariviera, Aurelio & Savva, Christos S., 2020, "Weekly dynamic conditional correlations among cryptocurrencies and traditional assets," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/417680.
• Emiliano A. Carlevaro & Leandro M. Magnusson, 2020, "The (in)stability of stock returns and monetary policy interdependence in the US," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 20-27.
• Monica Billio & Massimiliano Caporin & Lorenzo Frattarolo & Loriana Pelizzon, 2020, "Networks in risk spillovers: A multivariate GARCH perspective," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2020:16.
• Matthijs Breugem & Stefano Colonello & Roberto Marfè & Francesca Zucchi, 2020, "Dynamic Equity Slope," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2020:21.
• KEVSER, Mustafa & DOGAN, Mesut, 2020, "The Analysis Of Relationship Between Participation-30 Index In Turkey And Commodity Markets, National And International Indexes," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 24, issue 2, pages 37-48, June.
• DRAGHIA, Andreea & STEFONI, Sorina Emanuela, 2020, "A Financial Systemic Stress Index For Romania," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 24, issue 3, pages 41-50, September.
• YANG, Tzu-Yi, 2020, "The Correlation Between Economic Indicators And Taiwan Stock Market €“ A Case Study Of Leading And Lagging Indicators," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 24, issue 4, pages 41-59, December.
• Krasimira Naydenova, 2020, "In The Low Interests Trap," Economic Science, education and the real economy: Development and interactions in the digital age, Publishing house Science and Economics Varna, issue 1, pages 441-451.
• Weychert Ewa, 2020, "Financial development and income inequality," Central European Economic Journal, Sciendo, volume 7, issue 54, pages 84-100, January, DOI: 10.2478/ceej-2020-0006.
• Daniluk Katarzyna, 2020, "Effectiveness of Selected Investment Strategies in the Opinion of Polish Individual Investors Depending on their Personal Preferences," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Sciendo, volume 13, issue 4, pages 442-451, December, DOI: 10.2478/ers-2020-0032.
• Muritala Adewale T. & Ijaiya Adeniyi M. & Adekunle Ahmed O. & Nageri Ibraheem K. & Yinus A. Bolaji, 2020, "Impact of Oil Prices on Stock Market Development in Selected Oil Exporting Sub-Saharan African Countries," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 16, issue 2, pages 1-13, June, DOI: 10.2478/fiqf-2020-0008.
• Uyduran Burak, 2020, "The Crypto Effect on Cross Border Transfers and Future Trends of Cryptocurrencies," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 16, issue 4, pages 12-23, December, DOI: 10.2478/fiqf-2020-0024.
• Marcinkowska Elżbieta, 2020, "Blockchain effect on the New Connect Stock Exchange," Journal of Economics and Management, Sciendo, volume 40, issue 2, pages 52-73, June, DOI: 10.22367/jem.2020.40.03.
• Janusz Gajda & Rafał Walasek, 2020, "Fractional differentiation and its use in machine learning," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-32.
• Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L., 2020, "Global Corporate Debt during Crises : Implications of Switching Borrowing across Markets," Policy Research Working Paper Series, The World Bank, number 9142, Feb.
• Didier Brandao,Tatiana & Levine,Ross Eric & Llovet Montanes,Ruth & Schmukler,Sergio L., 2020, "Capital Market Financing and Firm Growth," Policy Research Working Paper Series, The World Bank, number 9337, Jul.
• Abu Taleb Mohammad Adnan & Mohammad Mahadi Hasan & Ezaz Ahmed, 2020, "Capital Market Reactions to the Arrival of COVID-19: A Developing Market Perspective," Economic Research Guardian, Mutascu Publishing, volume 10, issue 2, pages 97-121, December.
• Seyed Mohammadreza Davoodalhosseini, 2020, "Adverse Selection With Heterogeneously Informed Agents," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 61, issue 3, pages 1307-1358, August, DOI: 10.1111/iere.12458.
• Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2020, "The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 6, pages 957-965, September, DOI: 10.1002/for.2672.
• Iryna Kaminska & Gabriele Zinna, 2020, "Official Demand for U.S. Debt: Implications for U.S. Real Rates," Journal of Money, Credit and Banking, Blackwell Publishing, volume 52, issue 2-3, pages 323-364, March, DOI: 10.1111/jmcb.12660.
• Kubler, Felix & Malhotra, Raghav & Polemarchakis, Herakles, 2020, "Identification of preferences, demand and equilibrium with finite data," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1290.
• Kubler, Felix & Malhotra, Raghav & Polemarchakis, Herakles, 2020, "Identification of preferences, demand and equilibrium with finite data," CRETA Online Discussion Paper Series, Centre for Research in Economic Theory and its Applications CRETA, number 60.
• Eliezer Prisman, 2020, "Lecture Notes in Investment:Investment Fundamentals," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11806, ISBN: ARRAY(0x60ebf9e0), September.
• George Xianzhi Yuan (ed.), 2020, "The CME Vulnerability:The Impact of Negative Oil Futures Trading," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11908, ISBN: ARRAY(0x607a7da8), September.
• Eliezer Prisman, 2020, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Lecture Notes in Investment Investment Fundamentals".
• Eliezer Prisman, 2020, "A Basic Model of Bond Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Lecture Notes in Investment Investment Fundamentals".
• Eliezer Prisman, 2020, "No Arbitrage Condition and the Term Structure, its Estimation and Smoothing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Lecture Notes in Investment Investment Fundamentals".
• Eliezer Prisman, 2020, "Duration and Immunization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Lecture Notes in Investment Investment Fundamentals".
• Eliezer Prisman, 2020, "Portfolio Choice Under Uncertainty: The Mean–Variance Framework," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Lecture Notes in Investment Investment Fundamentals".
• Eliezer Prisman, 2020, "The Feasible Set: A General Formulation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Lecture Notes in Investment Investment Fundamentals".
• Eliezer Prisman, 2020, "The Capital Asset Pricing Model: CAPM," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Lecture Notes in Investment Investment Fundamentals".
• Eliezer Prisman, 2020, "The Security Market Line, Estimations and Single Index Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Lecture Notes in Investment Investment Fundamentals".
• Eliezer Prisman, 2020, "Multi-Index Models and Arbitrage Pricing Theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Lecture Notes in Investment Investment Fundamentals".
• Chern Lu, 2020, "The Overview of WTI Crude Oil Futures’ Epic Fall," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• Rongbing Huang & George Yuan, 2020, "The Better Way for CME’s Execution: Based on the Perspective of Industry’s Best Practice Rule," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• James Zhan, 2020, "Impact of Negative Oil Price on Risk Measuring," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• Duoqi Xu & Peiran Wang & Yicheng Wang, 2020, "Three Legal Reflections on the “Crude Oil Treasure” Incident: Starting with the CME Rule Change," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• Chenghu Ma & Xianzhen Wang, 2020, "Why Oil Prices Plunged and Settled Negative: A Game-Theoretical Perspective," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• Cong Sui & Mo Yang, 2020, "Tanker Shipping and Negative Oil Prices: More Than Just the Freight Rates," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• Henry Yang, 2020, "Option Pricing with Shifted Lognormal Model for Negative Oil Prices," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• Bin Zhu, 2020, "The Paradox of Negative Oil Prices," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• Michael Peng, 2020, "The Challenges of Negative Oil Future Price Posed to Risk Managers and Quants," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• Weiping Li, 2020, "Negative Asset Pricing and Moral Hazard," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• You Zhang & Lingtong (Stanley) Meng, 2020, "The Bachelier Model: Option Pricing with Negative Strike and Asset Price," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• Yali Chang & Jianwu Lin & Chengying He, 2020, "Blockchain-based Options for Physical Settlement of Commodity Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: George Xianzhi Yuan, "The CME Vulnerability The Impact of Negative Oil Futures Trading".
• Sangyup Choi & Junhyeok Shin, 2020, "Brave New World? Bitcoin is not the New Gold: Understanding Cryptocurrency Price Dynamics," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2020rwp-167, Feb.
• Shabir A.A. Saleem & Peter N. Smith & Abdullah Yalaman, 2020, "Analysis of Systematic Risk around Firm-specific News in an Emerging Market using High Frequency Data," Discussion Papers, Department of Economics, University of York, number 20/09, Aug.
• Kuntz, Laura-Chloé, 2020, "Beta dispersion and market timing," Discussion Papers, Deutsche Bundesbank, number 46/2020.
• Fricke, Daniel & Wilke, Hannes, 2020, "Connected funds," Discussion Papers, Deutsche Bundesbank, number 48/2020.
• Müller, Alexander & Paulick, Jan, 2020, ""The devil is in the details, but so is salvation": Different approachesin money market measurement," Discussion Papers, Deutsche Bundesbank, number 66/2020.
• Chen, Andrew Y. & Zimmermann, Tom, 2020, "Open source cross-sectional asset pricing," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-04.
• Mirjalili, Seyed Hossein & Baan, Hassan & Soroosh, Abouzar & Botshekan, Mohammad Hashem, 2020, "Islamic Social Banking Platform (Case of Resalat Islamic Bank)," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 15, issue 1, pages 35-54.
• Trimborn, Simon & Härdle, Wolfgang Karl, 2020, "CRIX an Index for cryptocurrencies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-009.
• Böhm, Hannes & Schaumburg, Julia & Tonzer, Lena, 2020, "Financial linkages and sectoral business cycle synchronisation: Evidence from Europe," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 2/2020.
• Schnabl, Gunther & Sonnenberg, Nils, 2020, "Monetary policy, financial regulation and financial stability: A comparison between the Fed and the ECB," Working Papers, University of Leipzig, Faculty of Economics and Management Science, number 166.
• Acheson, Graeme & Campbell, Gareth & Gallagher, Aine & Turner, John D., 2020, "Independent Women: Investing in British Railways, 1870-1922," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2020/02, DOI: 10.2139/ssrn.3590224.
• Dungey, Mardi H. & Flavin, Thomas & Sheenan, Lisa, 2020, "Banks and Sovereigns: Did Adversity Bring Them Closer?," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2020/05, DOI: 10.2139/ssrn.3627639.
• Quinn, William & Turner, John D., 2020, "Bubbles in history," QUCEH Working Paper Series, Queen's University Belfast, Queen's University Centre for Economic History, number 2020-07.
• Bellia, Mario & Christensen, Kim & Kolokolov, Aleksey & Pelizzon, Loriana & Renò, Roberto, 2022, "Do designated market makers provide liquidity during a flash crash?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 270, revised 2022.
• Costola, Michele & Nofer, Michael & Hinz, Oliver & Pelizzon, Loriana, 2020, "Machine learning sentiment analysis, Covid-19 news and stock market reactions," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 288.
• Pelizzon, Loriana & Sagade, Satchit & Vozian, Katia, 2020, "Resiliency: Cross-venue dynamics with Hawkes processes," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 291, DOI: 10.2139/ssrn.3711976.
• Fricke, Daniel & Wilke, Hannes, 2020, "Connected Funds," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224511.
• Boer, Lukas & Menkhoff, Lukas & Rieth, Malte, 2020, "The multifaceted impact of US trade policy on financial markets," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224529.
• Aase, Knut K., 2020, "Elements of economics of uncertainty and time with recursive utility," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2020/13, Oct.
• Henry Penikas, 2020, "History of the World Largest Credit Risk Losses in 1972–2018," HSE Economic Journal, National Research University Higher School of Economics, volume 24, issue 1, pages 9-27.
• Doh-Khul Kim & Najrin Khanom, 2020, "The Role Of Dividends In Equity Markets: Evidence From Sectoral-Level Analysis," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 14, issue 1, pages 23-34.
• Cañón, Carlos & Cortés, Edgar & Guerrero, Rodolfo, 2020, "Bank Competition and The Price of Credit: Evidence Using Mexican Loan Level Data," IDB Publications (Working Papers), Inter-American Development Bank, number 10476, Jul, DOI: http://dx.doi.org/10.18235/0002521.
• Muhammad Farooq AHMAD & Oskar KOWALEWSKI & Pawel PISANY, 2020, "What determines Initial Coin Offering success: A cross-country study," Working Papers, IESEG School of Management, number 2020-ACF-10, Nov.
• Roberto Riccò & Barbara Rindi & Duane J. Seppi, 2020, "Information, Liquidity, and Dynamic Limit Order Markets," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 660.
• Mukta Kanvinde & Muneer Shaik, 2020, "Are BRICS Stock Market Indices Mean Reverting? Evidence Based on Expected Lifetime Range Ratio," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 19, issue 2, pages 169-186, September.
• Christos I. Giannikos & Andreas Kakolyris, 2020, "Modelling the Blind Principal Bid Mechanism: A Large Deviation Approach," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 19, issue 2, pages 187-200, September.
• Ricardo Jacob Mendoza-Rivera & Luis Enrique García-Pérez & Ana Lorena Jiménez Preciado, 2020, "Bull vs. Bear Oil & Gas Leveraged Exchange Traded Fund: A Rolling Risk-Performance," 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 15, issue 4, pages 647-664, Octubre -.
• Foued SABBAGH, 2020, "L’instabilité Financière dans les Pays Sud Est Asiatique: Réglementation Prudentielle et Supervision Bancaire," Romanian Journal of Economics, Institute of National Economy, volume 50, issue 1(59), pages 16-28, June.
• Tomislav Globan & Tihana Skrinjaric, 2020, "Penny wise and pound foolish: capital gains tax and trading volume on the Zagreb Stock Exchange," Public Sector Economics, Institute of Public Finance, volume 44, issue 3, pages 299-329, DOI: 10.3326/pse.44.3.2.
• Duc Khuong Nguyen & Nikolas Topaloglou & Thomas Walther, 2020, "Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach," Working Papers, Department of Research, Ipag Business School, number 2020-009, Jan.
• Faheem Aslam & Saqib Aziz & Duc K. Nguyen & Khurram S. Mughal & Maaz Khan, 2020, "On the Efficiency of Foreign Exchange Markets in Times of the COVID-19 Pandemic," Working Papers, Department of Research, Ipag Business School, number 2020-010, Jan.
• Mosso-Martínez, Margarita M. & López-Herrera, Francisco, 2020, "Variables económicas y deterioro de la calidad de la cartera de hipotecas bursatilizadas en México," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 15, issue 52, pages 47-68, Primer se.
• João Tovar Jalles, 2020, "Financial Crises and Climate Change," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2020/0131, May.
• Balduzzi, Pierluigi & Brancati, Emanuele & Brianti, Marco & Schiantarelli, Fabio, 2020, "Populism, Political Risk and the Economy: Lessons from Italy," IZA Discussion Papers, IZA Network @ LISER, number 12929, Jan.
• Martin Brown & Tomasz Zastawniak, 2020, "Fundamental Theorem of Asset Pricing under fixed and proportional transaction costs," Annals of Finance, Springer, volume 16, issue 3, pages 423-433, September, DOI: 10.1007/s10436-020-00367-z.
• Riccardo De Blasis, 2020, "The price leadership share: a new measure of price discovery in financial markets," Annals of Finance, Springer, volume 16, issue 3, pages 381-405, September, DOI: 10.1007/s10436-020-00371-3.
• Mario Maggi & Maria-Laura Torrente & Pierpaolo Uberti, 2020, "Proper measures of connectedness," Annals of Finance, Springer, volume 16, issue 4, pages 547-571, December, DOI: 10.1007/s10436-020-00363-3.
• Abdullah Alqahtani & Miguel Martinez, 2020, "US Economic Policy Uncertainty and GCC Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 27, issue 3, pages 415-425, September, DOI: 10.1007/s10690-019-09300-5.
• Naheed Rabbani, 2020, "Determinants of Capital Structure: Insights from Japanese Private Firms," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 27, issue 4, pages 587-603, December, DOI: 10.1007/s10690-020-09307-3.
• David E. Haithcock & E. Frank Stephenson, 2020, "Did Zion Williamson Give Nike’s Stock a Flat Tire?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 48, issue 2, pages 263-264, June, DOI: 10.1007/s11293-020-09662-6.
• Richard J. Cebula, 2020, "Financial Economics Meets Tax Policy," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 48, issue 2, pages 143-146, June, DOI: 10.1007/s11293-020-09663-5.
• Cui Xinyue & Xu Zhaoyu & Zhou Yue, 2020, "Using Machine Learning to Forecast Future Earnings," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 48, issue 4, pages 543-545, December, DOI: 10.1007/s11293-020-09691-1.
• Andrew Phiri, 2020, "Structural changes in exchange rate-stock returns dynamics in South Africa: examining the role of crisis and new trading platform," Economic Change and Restructuring, Springer, volume 53, issue 1, pages 171-193, February, DOI: 10.1007/s10644-019-09246-8.
• Muhammad Owais Qarni & Saqib Gulzar, 2020, "Intra-EMU and non-EMU, EU stock markets’ return spillover: evidence from ESDC," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 47, issue 3, pages 543-577, August, DOI: 10.1007/s10663-019-09437-6.
• Tim A. Herberger & Matthias Horn & Andreas Oehler, 2020, "Are intraday reversal and momentum trading strategies feasible? An analysis for German blue chip stocks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 2, pages 179-197, June, DOI: 10.1007/s11408-020-00356-2.
• Muneer Shaik & S. Maheswaran, 2020, "A new unbiased additive robust volatility estimation using extreme values of asset prices," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 3, pages 313-347, September, DOI: 10.1007/s11408-020-00355-3.
• Kobana Abukari & Isaac Otchere, 2020, "Dominance of hybrid contratum strategies over momentum and contrarian strategies: half a century of evidence," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 4, pages 471-505, December, DOI: 10.1007/s11408-020-00363-3.
• Tim A. Herberger & Felix Reinle, 2020, "A Decision Making Framework for Portfolio Selection in Private Equity Investments," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 26, issue 3, pages 321-322, August, DOI: 10.1007/s11294-020-09793-1.
• M. Sriram, 2020, "Do firm specific characteristics and industry classification corroborate voluntary disclosure of financial ratios: an empirical investigation of S&P CNX 500 companies," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), volume 24, issue 2, pages 431-448, June, DOI: 10.1007/s10997-018-9414-z.
• James Conklin & N. Edward Coulson & Moussa Diop & Thao Le, 2020, "Competition and Appraisal Inflation," The Journal of Real Estate Finance and Economics, Springer, volume 61, issue 1, pages 1-38, June, DOI: 10.1007/s11146-019-09697-w.
• Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2020, "Oil shocks and volatility jumps," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 1, pages 247-272, January, DOI: 10.1007/s11156-018-00788-y.
• Min Liu, 2020, "Real and accrual-based earnings management in the pre- and post- engagement partner signature requirement periods in the United Kingdom," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 3, pages 1133-1161, April, DOI: 10.1007/s11156-019-00827-2.
• Douglas W. Blackburn & Nusret Cakici, 2020, "Tangible and intangible information in emerging markets," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 4, pages 1509-1527, May, DOI: 10.1007/s11156-019-00833-4.
• James W. Bannister & Harry A. Newman & Emma Y. Peng, 2020, "Top management tournament incentives and credit ratings," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 2, pages 769-801, August, DOI: 10.1007/s11156-019-00859-8.
• Marie-Claude Beaulieu & Habiba Mrissa Bouden, 2020, "Does idiosyncratic risk matter in IPO long-run performance?," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 3, pages 935-981, October, DOI: 10.1007/s11156-019-00864-x.
• Russell P. Robins & Geoffrey Peter Smith, 2020, "Selection bias and pseudo discoveries on the constancy of stock return anomalies," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 4, pages 1407-1426, November, DOI: 10.1007/s11156-020-00878-w.
• Elena Ivona DUMITRESCU & Sullivan HUE & Christophe HURLIN & Sessi TOKPAVI, 2020, "Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 2839.
• Tanweer Akram & Huiqing Li, 2020, "The Empirics of UK Gilts' Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_969, Sep.
• Tanweer Akram, 2020, "A Note Concerning Government Bond Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_977, Nov.
• Houda Qasim Aleqedat & Sara Zakaria AL-Rawash, 2020, "International Journal of Business and Social Research (IJBSR)7The Impacts of Hofstede’s Cultural Dimensions and Ownership Structure on Dividend Policy of Financial Sectors in Jordan," Journal of Business, LAR Center Press, volume 5, issue 1, pages 07-25, January.
• J. C. Arismendi-Zambrano & Vladimir Belitsky & Vinicius Amorim Sobreiro & Herbert Kimura, 2020, "The Implications of Tail Dependency Measures for Counterparty Credit Risk Pricing," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n306-20.pdf.
• T. Flavin & M.Dongey & L. Sheenan, 2020, "Banks and Sovereigns: Did adversity bring them closer?," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n307-20.pdf.
• Mirjalili, Seyed Hossein & Baan, Hassan & Soroosh, Abouzar & Botshekan, Mohammad Hashem, 2020, "Islamic Social Banking Platform (Case of Resalat Islamic Bank)," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 15, issue 1, pages 35-54, January.
• Rahimi, Fatemeh & Mousavian Anaraki, Seyed Alireza, 2020, "Proposing an Innovative Model Based on the Sierpinski Triangle for Forecasting EUR/USD Direction Changes," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 15, issue 4, pages 423-444, October.
• Ramesh Adhikari & Humnath Panta & M. Kabir Hassan, 2020, "Performance of ProShares Triple-Leveraged Equity ETFs," Capital Markets Review, Malaysian Finance Association, volume 28, issue 2, pages 1-18.
• Muhammad Hanif & Ariba Sabah, 2020, "Stock Markets’ Integration in Post Financial Crisis Era: Evidence from Literature," Capital Markets Review, Malaysian Finance Association, volume 28, issue 2, pages 43-71.
• Gianluca Cassese, 2020, "Complete and Competitive Financial Markets in a Complex World," Working Papers, University of Milano-Bicocca, Department of Economics, number 435, Mar, revised Mar 2020.
• Gyöngyi Bugár & Márta Somogyvári, 2020, "Bitcoin: Digital Illusion or a Currency of the Future?," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 19, issue 1, pages 132-153.
• Alessandra Ortolano & Eliana Angelini, 2020, "Do CDS spread determinants affect the probability of default? A study on the EU banks," Bank i Kredyt, Narodowy Bank Polski, volume 51, issue 1, pages 1-32.
• Marco Cipriani & Ana Fostel & Daniel Houser, 2020, "Leverage and Asset Prices: An Experiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 26701, Jan.
• Arpit Gupta & Stijn Van Nieuwerburgh & Constantine Kontokosta, 2020, "Take the Q Train: Value Capture of Public Infrastructure Projects," NBER Working Papers, National Bureau of Economic Research, Inc, number 26789, Feb.
• Leonid Kogan & Dimitris Papanikolaou & Lawrence D. W. Schmidt & Jae Song, 2020, "Technological Innovation and Labor Income Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 26964, Apr.
• Craig Doidge & G. Andrew Karolyi & René M. Stulz, 2020, "The US Equity Valuation Premium, Globalization, and Climate Change Risks," NBER Working Papers, National Bureau of Economic Research, Inc, number 27022, Apr.
• Dimitris Papanikolaou & Lawrence D.W. Schmidt, 2020, "Working Remotely and the Supply-side Impact of Covid-19," NBER Working Papers, National Bureau of Economic Research, Inc, number 27330, Jun.
• Maryam Farboodi & Péter Kondor, 2020, "Rational Sentiments and Economic Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 27472, Jul.
• Shumiao Ouyang & Jiaheng Yu & Ravi Jagannathan, 2020, "Return to Venture Capital in the Aggregate," NBER Working Papers, National Bureau of Economic Research, Inc, number 27690, Aug.
• Harrison Hong & Jeffrey D. Kubik & Neng Wang & Xiao Xu & Jinqiang Yang, 2020, "Pandemics, Vaccines and an Earnings Damage Function," NBER Working Papers, National Bureau of Economic Research, Inc, number 27829, Sep.
• Ravi Jagannathan & Yang Zhang, 2020, "A Return Based Measure of Firm Quality," NBER Working Papers, National Bureau of Economic Research, Inc, number 27859, Sep.
• G. William Schwert, 2020, "The Remarkable Growth in Financial Economics, 1974-2020," NBER Working Papers, National Bureau of Economic Research, Inc, number 28198, Dec.
• Lyubomir Georgiev & Krasimira Naydenova, 2020, "Development of the Leading Stock Markets and the Challenges to "BSE – Sofia" AD," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 223-259, May.
• Kreitmeir, David & Lane, Nathaniel & Raschky, Paul A, 2020, "The Value of Names - Civil Society, Information, and Governing Multinationals on the Global Periphery," SocArXiv, Center for Open Science, number aw7sq, Dec, DOI: 10.31219/osf.io/aw7sq.
• Mathias Hoffmann & Iryna Stewen, 2020, "Holes in the Dike: The Global Savings Glut, U.S. House Prices, and the Long Shadow of Banking Deregulation," Journal of the European Economic Association, European Economic Association, volume 18, issue 4, pages 2013-2055.
• Wolfgang Karl Härdle & Campbell R Harvey & Raphael C G Reule, 2020, "Understanding Cryptocurrencies," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 2, pages 181-208.
• Saki Bigio & Jennifer La’O, 2020, "Distortions in Production Networks," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 135, issue 4, pages 2187-2253.
• Bastian von Beschwitz & Donald B Keim & Massimo Massa, 2020, "First to “Read” the News: News Analytics and Algorithmic Trading," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 1, pages 122-178.
• Andrew Y Chen & Tom Zimmermann & Jeffrey Pontiff, 2020, "Publication Bias and the Cross-Section of Stock Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 2, pages 249-289.
• Anna Scherbina & Bernd Schlusche, 2020, "Follow the Leader: Using the Stock Market to Uncover Information Flows between Firms
  [Trade credit and cross-country predictable firm returns]," Review of Finance, European Finance Association, volume 24, issue 1, pages 189-225.
• Markus Leippold & Roger Rueegg, 2020, "How Rational and Competitive Is the Market for Mutual Funds?," Review of Finance, European Finance Association, volume 24, issue 3, pages 579-613.
• Prachi Deuskar & Nitin Kumar & Jeramia Allan Poland, 2020, "Signal on the Margin: Behavior of Levered Investors and Future Economic Conditions," Review of Finance, European Finance Association, volume 24, issue 5, pages 1039-1077.
• Florens Focke & Stefan Ruenzi & Michael Ungeheuer, 2020, "Advertising, Attention, and Financial Markets," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 10, pages 4676-4720.
• Shashwat Alok & Nitin Kumar & Russ Wermers & Harrison Hong, 2020, "Do Fund Managers Misestimate Climatic Disaster Risk," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 3, pages 1146-1183.
• Justin Murfin & Matthew Spiegel & Jose Scheinkman, 2020, "Is the Risk of Sea Level Rise Capitalized in Residential Real Estate?," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 3, pages 1217-1255.
• Stijn Van Nieuwerburgh, 2020, "New Methods for the Cross-Section of Returns," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 5, pages 1879-1890.
• David C Brown & Shaun William Davies & Itay Goldstein, 2020, "Financing Efficiency of Securities-Based Crowdfunding," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 9, pages 3975-4023.
• Mitica Pepi, 2020, "Common Stock Index Analysis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1048-1054, December.
• Luciana Simion & Georgiana-Loredana Schipor, 2020, "Financial Market Reactions to the Political Uncertainty. Study Case: Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1072-1080, December.
• Cristi Spulbar & Elena Loredana Minea, 2020, "Critical Conceptual Analysis on Modern Finance Theories," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1081-1086, December.
• Anca Ioana Iacob (Troto), 2020, "A Theoretical-conceptual Approach to the Particularities and Functions of the Stock Markets, in the Context of the Pandemic Period," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 948-956, December.
• Kin-Boon Tang & Shao-Jye Wong & Shih-Kuei Lin & Szu-Lang Liao, 2020, "Excess volatility and market efficiency in government bond markets: the ASEAN-5 context," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 2, pages 154-165, March, DOI: 10.1057/s41260-020-00154-5.
• Syed Kumail Abbas Rizvi & Nawazish Mirza & Bushra Naqvi & Birjees Rahat, 2020, "Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 4, pages 281-291, July, DOI: 10.1057/s41260-020-00172-3.
• Cristiano Zazzara, 2020, "The new OTC derivatives landscape: (more) transparency, liquidity, and electronic trading," Journal of Banking Regulation, Palgrave Macmillan, volume 21, issue 2, pages 170-187, June, DOI: 10.1057/s41261-019-00105-0.
• Aleksandra Pieloch-Babiarz, 2020, "Characteristics identifying the companies conducting different dividend policy: evidence from Poland," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 15, issue 1, pages 63-85, March, DOI: 10.24136/eq.2020.004.
• Pedro Pardal & Rui Dias & Petr Suler & Nuno Teixeira & Tomas Krulicky, 2020, "Integration in Central European capital markets in the context of the global COVID-19 pandemic," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 15, issue 4, pages 627-650, December, DOI: 10.24136/eq.2020.027.
• Rui Dias & Nuno Teixeira & Veronika Machova & Pedro Pardal & Jakub Horak & Marek Vochozka, 2020, "Random walks and market efficiency tests: evidence on US, Chinese and European capital markets within the context of the global Covid-19 pandemic," Oeconomia Copernicana, Institute of Economic Research, volume 11, issue 4, pages 585-608, December, DOI: 10.24136/oc.2020.024.
• Siddiqi, Hammad, 2020, "Resource allocation in the brain and the equity premium puzzle," MPRA Paper, University Library of Munich, Germany, number 100432, Feb.
• Dumitriu, Ramona & Stefanescu, Răzvan, 2020, "The Extended Holiday Effect on US capital market," MPRA Paper, University Library of Munich, Germany, number 100463, May, revised 17 May 2020.
• Khalid, Usman & Shafiullah, Muhammad, 2020, "Financial Development and Governance: A Panel Data Analysis Incorporating Cross-sectional Dependence," MPRA Paper, University Library of Munich, Germany, number 100880, May.
• Awijen, Haithem & Ben Zaied, Younes & Nguyen, Duc Khuong & Sensoy, Ahmet, 2020, "Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States," MPRA Paper, University Library of Munich, Germany, number 101276, Mar, revised Jun 2020.
• Sithole, Rumbidzai Praise & Eita, Joel Hinaunye, 2020, "A test of integration between the South African and selected African stock markets," MPRA Paper, University Library of Munich, Germany, number 101301, Jan.
• Rashid, Muhammad Mustafa, 2020, "The Greek Letters. Scenario Analysis with a Reverse Butterfly Spread," MPRA Paper, University Library of Munich, Germany, number 101723, Mar, revised 19 May 2020.
• Rabhi, Ayoub, 2020, "Stock market vulnerability to the Covid-19 pandemic: Evidence from emerging Asian stock markets," MPRA Paper, University Library of Munich, Germany, number 101774, Apr.
• Jaramillo-López, Oscar Andrés & Forero-Laverde, Germán & Venegas-Martínez, Francisco, 2020, "Evolución del supuesto de normalidad en finanzas: un análisis epistemológico del tipo Popper-Kuhn ¿Por qué la normalidad no cae en desuso?
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• Jamaledini, Ashkan & Soltani, Ali & Khazaei, Ehsan, 2020, "Region Search Optimization Algorithm for Economic Energy Management of Grid-Connected Mode Microgrid," MPRA Paper, University Library of Munich, Germany, number 102094, Mar.
• Olkhov, Victor, 2020, "Volatility Depend on Market Trades and Macro Theory," MPRA Paper, University Library of Munich, Germany, number 102434, Aug.
• Aslam, Faheem & Aziz, Saqib & Nguyen, Duc Khuong & Mughal, Khurram S. & Khan, Maaz, 2020, "On the Efficiency of Foreign Exchange Markets in times of the COVID-19 Pandemic," MPRA Paper, University Library of Munich, Germany, number 102458, May, revised Jul 2020.
• Hammad, Siddiqi & Austin, Murphy, 2020, "Optimal Resource Allocation in the Brain and the Capital Asset Pricing Model," MPRA Paper, University Library of Munich, Germany, number 102705, Aug.