Research classified by Journal of Economic Literature (JEL) codes

2021

• 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, Paradigm, 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, Paradigm, 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, Paradigm, 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(0x53a59028).
• 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

• Conall O'Sullivan & Vassilios G. Papavassiliou, 2020, "On the term structure of liquidity in the European sovereign bond market," Open Access publications, Research Repository, University College Dublin, number 10197/11287, May.
• Marianna Brunetti & Roberta De Luca, 2020, "Pre-selection in Cointegration-based Pairs Trading," CEIS Research Paper, Tor Vergata University, CEIS, number 500, Jun, revised 10 Mar 2021.
• Baah Aye Kusi & Lydia Adzobu & Alex Kwame Abasi & Kwadjo Ansah-Adu, 2020, "Sectoral Loan Portfolio Concentration and Bank Stability: Evidence from an Emerging Economy," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 19, issue 1, pages 66-99, April, DOI: 10.1177/0972652719878597.
• Satish Kumar & Vinodh Madhavan & Riya Sureka, 2020, "The Journal of Emerging Market Finance: A Bibliometric Overview (2002–2019)," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 19, issue 3, pages 326-352, December, DOI: 10.1177/0972652720944329.
• 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.
• 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.
• Jinyu Liu & Siqun Yang, 2020, "What Determines China’s Stock Prices? A CCAPM Horse Race," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 10, issue 5, pages 1-11.
• 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, Paradigm, 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, Paradigm, 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), Paradigm, 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), Paradigm, 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, Paradigm, 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.
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• Eliezer Prisman, 2020, "Lecture Notes in Investment:Investment Fundamentals," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11806, ISBN: ARRAY(0x53109a08).
• 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(0x54ac1478).
• 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.
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• Kuntz, Laura-Chloé, 2020, "Beta dispersion and market timing," Discussion Papers, Deutsche Bundesbank, number 46/2020.
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• 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.
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• 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.
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• Jean Marie Cardebat & Philippe Masset & Jean-Philippe Weisskopf, 2020, "Covid-19 and fine wines: the ‘perfect blend’ for a severe headache?," Working Papers, HAL, number hal-03258235, Apr.
• Jérôme Creel & Paul Hubert & Fabien Labondance, 2020, "Credit, banking fragility and economic performance," Working Papers, HAL, number hal-03403072, Jan.
• Baumli, Kenny & Jamasb, Tooraj, 2020, "Assessing Private Investment in African Renewable Energy Infrastructure: A Multi-criteria Decision Analysis Approach," Working Papers, Copenhagen Business School, Department of Economics, number 15-2020, Oct.
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• 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.
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• 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.
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• 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.