Research classified by Journal of Economic Literature (JEL) codes

2020

• Ahadzie, Richard Mawulawoe & Jeyasreedharan, Nagaratnam, 2020, "Trading volume and realized higher-order moments in the Australian stock market," Journal of Behavioral and Experimental Finance, Elsevier, volume 28, issue C, DOI: 10.1016/j.jbef.2020.100413.
• Aslam, Faheem & Mohmand, Yasir Tariq & Aziz, Saqib & Ouenniche, Jamal, 2020, "A complex networks based analysis of jump risk in equity returns: An evidence using intraday movements from Pakistan stock market," Journal of Behavioral and Experimental Finance, Elsevier, volume 28, issue C, DOI: 10.1016/j.jbef.2020.100418.
• Chen, Guojin & Liu, Yanzhen & Zhang, Yu, 2020, "Can systemic risk measures predict economic shocks? Evidence from China," China Economic Review, Elsevier, volume 64, issue C, DOI: 10.1016/j.chieco.2020.101557.
• Gao, Shenghao & Brockman, Paul & Meng, Qingbin & Yan, Xuemin, 2020, "Differences of opinion, institutional bids, and IPO underpricing," Journal of Corporate Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.jcorpfin.2019.101540.
• Jiang, Fuxiu & Jiang, Zhan & Kim, Kenneth A., 2020, "Capital markets, financial institutions, and corporate finance in China," Journal of Corporate Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.jcorpfin.2017.12.001.
• Wu, Kai & Lai, Seiwai, 2020, "Intangible intensity and stock price crash risk," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101682.
• Balachandran, Balasingham & Duong, Huu Nhan & Luong, Hoang & Nguyen, Lily, 2020, "Does takeover activity affect stock price crash risk? Evidence from international M&A laws," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101697.
• Chen, Jean Jinghan & Xie, Li & Zhou, Si, 2020, "Managerial multi-tasking, Team diversity, and mutual fund performance," Journal of Corporate Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.jcorpfin.2020.101766.
• Chen, Yangyang & Goyal, Abhinav & Veeraraghavan, Madhu & Zolotoy, Leon, 2020, "Terrorist attacks, investor sentiment, and the pricing of initial public offerings," Journal of Corporate Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.jcorpfin.2020.101780.
• Feng, Xu & Lu, Lei & Xiao, Yajun, 2020, "Shadow banks, leverage risks, and asset prices," Journal of Economic Dynamics and Control, Elsevier, volume 111, issue C, DOI: 10.1016/j.jedc.2019.103816.
• Janssen, Dirk-Jan & Li, Jiangyan & Qiu, Jianying & Weitzel, Utz, 2020, "The disposition effect and underreaction to private information," Journal of Economic Dynamics and Control, Elsevier, volume 113, issue C, DOI: 10.1016/j.jedc.2020.103856.
• Wei, Bin & Yue, Vivian Z., 2020, "Liquidity backstops and dynamic debt runs," Journal of Economic Dynamics and Control, Elsevier, volume 116, issue C, DOI: 10.1016/j.jedc.2020.103916.
• Pham, Manh Cuong & Anderson, Heather Margot & Duong, Huu Nhan & Lajbcygier, Paul, 2020, "The effects of trade size and market depth on immediate price impact in a limit order book market," Journal of Economic Dynamics and Control, Elsevier, volume 120, issue C, DOI: 10.1016/j.jedc.2020.103992.
• Mazzarisi, Piero & Zaoli, Silvia & Campajola, Carlo & Lillo, Fabrizio, 2020, "Tail Granger causalities and where to find them: Extreme risk spillovers vs spurious linkages," Journal of Economic Dynamics and Control, Elsevier, volume 121, issue C, DOI: 10.1016/j.jedc.2020.104022.
• Lovcha, Yuliya & Perez-Laborda, Alejandro, 2020, "Dynamic frequency connectedness between oil and natural gas volatilities," Economic Modelling, Elsevier, volume 84, issue C, pages 181-189, DOI: 10.1016/j.econmod.2019.04.008.
• Theobald, Thomas & Tober, Silke, 2020, "Euro area sovereign yield spreads as determinants of private sector borrowing costs," Economic Modelling, Elsevier, volume 84, issue C, pages 27-37, DOI: 10.1016/j.econmod.2019.03.004.
• Shikimi, Masayo, 2020, "Bank loan supply shocks and leverage adjustment," Economic Modelling, Elsevier, volume 87, issue C, pages 447-460, DOI: 10.1016/j.econmod.2019.11.020.
• Ramos, Sofia B. & Latoeiro, Pedro & Veiga, Helena, 2020, "Limited attention, salience of information and stock market activity," Economic Modelling, Elsevier, volume 87, issue C, pages 92-108, DOI: 10.1016/j.econmod.2019.07.010.
• Kharrat, Sabrine & Hammami, Yacine & Fatnassi, Ibrahim, 2020, "On the cross-sectional relation between exchange rates and future fundamentals," Economic Modelling, Elsevier, volume 89, issue C, pages 484-501, DOI: 10.1016/j.econmod.2019.11.024.
• Lambert, Marie & Platania, Federico, 2020, "The macroeconomic drivers in hedge fund beta management," Economic Modelling, Elsevier, volume 91, issue C, pages 65-80, DOI: 10.1016/j.econmod.2020.04.016.
• Umar, Zaghum & Kenourgios, Dimitris & Papathanasiou, Sypros, 2020, "The static and dynamic connectedness of environmental, social, and governance investments: International evidence," Economic Modelling, Elsevier, volume 93, issue C, pages 112-124, DOI: 10.1016/j.econmod.2020.08.007.
• Osei, Michael J. & Kim, Jaebeom, 2020, "Foreign direct investment and economic growth: Is more financial development better?," Economic Modelling, Elsevier, volume 93, issue C, pages 154-161, DOI: 10.1016/j.econmod.2020.07.009.
• Ordu-Akkaya, Beyza Mina & Soytas, Ugur, 2020, "Unconventional monetary policy and financialization of commodities," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.12.014.
• Koptyug, Nikita & Persson, Lars & Tåg, Joacim, 2020, "Should we worry about the decline of the public corporation? A brief survey of the economics and external effects of the stock market," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101061.
• Wadud, Mokhtarul & Ali Ahmed, Huson Joher & Tang, Xueli, 2020, "Factors affecting delinquency of household credit in the U.S.: Does consumer sentiment play a role?," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2019.101132.
• Jiang, Yonghong & Feng, Qidi & Mo, Bin & Nie, He, 2020, "Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101161.
• Chia, Yee-Ee & Lim, Kian-Ping & Goh, Kim-Leng, 2020, "Liquidity and firm value in an emerging market: Nonlinearity, political connections and corporate ownership," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101169.
• Yang, Shanxiang & Liu, Zhechen & Wang, Xinjie, 2020, "News sentiment, credit spreads, and information asymmetry," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101179.
• Lee, Jaeram & Jeon, Hyunglae & Kang, Jangkoo & Lee, Changjun, 2020, "Do actively managed mutual funds exploit stock market mispricing?," The North American Journal of Economics and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.najef.2020.101189.
• Aharon, David Y. & Qadan, Mahmoud, 2020, "When do retail investors pay attention to their trading platforms?," The North American Journal of Economics and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.najef.2020.101209.
• Su, Xianfang, 2020, "Dynamic behaviors and contributing factors of volatility spillovers across G7 stock markets," The North American Journal of Economics and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.najef.2020.101218.
• Kanno, Masayasu, 2020, "Interconnectedness and systemic risk in the US CDS market," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2018.08.020.
• Cheng, Wan-Hsiu & Chen, Chun-Da & Lai, Hsiao-Pin, 2020, "Revisiting the roles of gold: Does gold ETF matter?," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2018.12.003.
• Hong Vo, Duc & Van Nguyen, Phuc & Minh Nguyen, Ha & The Vo, Anh & Cong Nguyen, Thang, 2020, "Derivatives market and economic growth nexus: Policy implications for emerging markets," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2018.10.014.
• Tang, Zhenpeng & Ran, Meng & Zhao, Yongxiang, 2020, "Stock trading dynamics and pedestrian counterflows: Analogies and differences," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2019.101015.
• Agapova, Anna & Kaprielyan, Margarita, 2020, "Stock volatility and trading," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101242.
• Loginov, Alexander & Heywood, Malcolm, 2020, "On the different impacts of fixed versus floating bid-ask spreads on an automated intraday stock trading," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101247.
• Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020, "Spillover effects in oil-related CDS markets during and after the sub-prime crisis," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101249.
• Huang, Hung-Yi & Ho, Kung-Cheng, 2020, "Liquidity, earnings management, and stock expected returns," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101261.
• Chen, Bing & Li, Li & Peng, Fei & Anwar, Sajid, 2020, "Risk contagion in the banking network: New evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101276.
• Abudy, Menachem Meni, 2020, "Retail investors’ trading and stock market liquidity," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101281.
• Alanis, Emmanuel, 2020, "Is there valuable private information in credit ratings?," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101293.
• Liu, Guy & Gregoriou, Andros & Bo, Yibo, 2020, "How do markets value stock liquidity? Comparative evidence from the UK, the US, Germany and China," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.06.006.
• Yun, Jaeho, 2020, "A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108755.
• Sharma, Prateek & Paul, Samit & Sharma, Swati, 2020, "What’s in a name? A lot if it has “blockchain”," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108818.
• Kuzmina, Olga, 2020, "A model-free identification of relative risk," Economics Letters, Elsevier, volume 190, issue C, DOI: 10.1016/j.econlet.2020.109078.
• Kiss, Tamás & Österholm, Pär, 2020, "Fat tails in leading indicators," Economics Letters, Elsevier, volume 193, issue C, DOI: 10.1016/j.econlet.2020.109317.
• Gai, Prasanna & Lou, Edmund & Wu, Sherry X., 2020, "Targeted disclosure and monetary policy flexibility: A simple model," Economics Letters, Elsevier, volume 194, issue C, DOI: 10.1016/j.econlet.2020.109371.
• Jain, Archana & Jain, Chinmay & Khanapure, Revansiddha Basavaraj, 2020, "Pre-earnings announcement returns and momentum," Economics Letters, Elsevier, volume 196, issue C, DOI: 10.1016/j.econlet.2020.109521.
• Barone-Adesi, Giovanni & Fusari, Nicola & Mira, Antonietta & Sala, Carlo, 2020, "Option market trading activity and the estimation of the pricing kernel: A Bayesian approach," Journal of Econometrics, Elsevier, volume 216, issue 2, pages 430-449, DOI: 10.1016/j.jeconom.2019.11.001.
• Aït-Sahalia, Yacine & Brunetti, Celso, 2020, "High frequency traders and the price process," Journal of Econometrics, Elsevier, volume 217, issue 1, pages 20-45, DOI: 10.1016/j.jeconom.2019.11.005.
• Nguyen, Giang & Engle, Robert & Fleming, Michael & Ghysels, Eric, 2020, "Liquidity and volatility in the U.S. Treasury market," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 207-229, DOI: 10.1016/j.jeconom.2019.12.002.
• Dominicy, Yves & Heikkilä, Matias & Ilmonen, Pauliina & Veredas, David, 2020, "Flexible multivariate Hill estimators," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 398-410, DOI: 10.1016/j.jeconom.2019.12.010.
• Hong, Seok Young & Linton, Oliver, 2020, "Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 389-424, DOI: 10.1016/j.jeconom.2020.03.009.
• Hudson, Robert & Urquhart, Andrew & Zhang, Hanxiong, 2020, "Political uncertainty and sentiment: Evidence from the impact of Brexit on financial markets," European Economic Review, Elsevier, volume 129, issue C, DOI: 10.1016/j.euroecorev.2020.103523.
• Foye, James & Valentinčič, Aljoša, 2020, "Testing factor models in Indonesia," Emerging Markets Review, Elsevier, volume 42, issue C, DOI: 10.1016/j.ememar.2019.100628.
• Liu, Yu & Sah, Nilesh & Ullah, Barkat & Wei, Zuobao, 2020, "Financing patterns in transition economies: Privatized former SOEs versus ab initio private firms," Emerging Markets Review, Elsevier, volume 43, issue C, DOI: 10.1016/j.ememar.2020.100680.
• Chen, Jun & Tian, Gaoliang & Yang, Fan, 2020, "Individual investors' propensity to speculate and A-share premiums in China's A-shares and H-shares," Emerging Markets Review, Elsevier, volume 43, issue C, DOI: 10.1016/j.ememar.2020.100689.
• Chia, Yee-Ee & Lim, Kian-Ping & Goh, Kim-Leng, 2020, "More shareholders, higher liquidity? Evidence from an emerging stock market," Emerging Markets Review, Elsevier, volume 44, issue C, DOI: 10.1016/j.ememar.2020.100696.
• Bian, Jiangze & Chan, Kalok & Fong, Wai-Ming, 2020, "Investor participation and the volatility-volume relation: Evidence from an emerging market," Emerging Markets Review, Elsevier, volume 45, issue C, DOI: 10.1016/j.ememar.2020.100741.
• Ji, Jingru & Wang, Donghua & Xu, Dinghai & Xu, Chi, 2020, "Combining a self-exciting point process with the truncated generalized Pareto distribution: An extreme risk analysis under price limits," Journal of Empirical Finance, Elsevier, volume 57, issue C, pages 52-70, DOI: 10.1016/j.jempfin.2020.03.003.
• Lee, Hyunchul & Kim, Heeho, 2020, "Time varying integration of European stock markets and monetary drivers," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 369-385, DOI: 10.1016/j.jempfin.2020.07.004.
• Cesarone, Francesco & Mango, Fabiomassimo & Mottura, Carlo Domenico & Ricci, Jacopo Maria & Tardella, Fabio, 2020, "On the stability of portfolio selection models," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 210-234, DOI: 10.1016/j.jempfin.2020.10.003.
• Kuntz, Laura-Chloé, 2020, "Beta dispersion and market timing," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 235-256, DOI: 10.1016/j.jempfin.2020.09.003.
• Li, Mingyi & Yin, Xiangkang & Zhao, Jing, 2020, "Does program trading contribute to excess comovement of stock returns?," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 257-277, DOI: 10.1016/j.jempfin.2020.11.001.
• Tiwari, Aviral Kumar & Nasreen, Samia & Shahbaz, Muhammad & Hammoudeh, Shawkat, 2020, "Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.104529.
• Nguyen, Duc Khuong & Sensoy, Ahmet & Sousa, Ricardo M. & Salah Uddin, Gazi, 2020, "U.S. equity and commodity futures markets: Hedging or financialization?," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2019.104660.
• Okorie, David Iheke & Lin, Boqiang, 2020, "Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy," Energy Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.eneco.2020.104703.
• Durusu-Ciftci, Dilek & Soytas, Ugur & Nazlioglu, Saban, 2020, "Financial development and energy consumption in emerging markets: Smooth structural shifts and causal linkages," Energy Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.eneco.2020.104729.
• Ojea Ferreiro, Javier, 2020, "Disentangling the role of the exchange rate in oil-related scenarios for the European stock market," Energy Economics, Elsevier, volume 89, issue C, DOI: 10.1016/j.eneco.2020.104776.
• Hammoudeh, Shawkat & Ajmi, Ahdi Noomen & Mokni, Khaled, 2020, "Relationship between green bonds and financial and environmental variables: A novel time-varying causality," Energy Economics, Elsevier, volume 92, issue C, DOI: 10.1016/j.eneco.2020.104941.
• Russo, Marianna & Bertsch, Valentin, 2020, "A looming revolution: Implications of self-generation for the risk exposure of retailers," Energy Economics, Elsevier, volume 92, issue C, DOI: 10.1016/j.eneco.2020.104970.
• Bouri, Elie & Kachacha, Imad & Roubaud, David, 2020, "Oil market conditions and sovereign risk in MENA oil exporters and importers," Energy Policy, Elsevier, volume 137, issue C, DOI: 10.1016/j.enpol.2019.111073.
• Yahya, Muhammad & Ghosh, Sajal & Kanjilal, Kakali & Dutta, Anupam & Uddin, Gazi Salah, 2020, "Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes," Energy, Elsevier, volume 202, issue C, DOI: 10.1016/j.energy.2020.117777.
• Escobari, Diego & Sharma, Shahil, 2020, "Explaining the nonlinear response of stock markets to oil price shocks," Energy, Elsevier, volume 213, issue C, DOI: 10.1016/j.energy.2020.118778.
• Bose, Subir & Ladley, Daniel & Li, Xin, 2020, "The role of hormones in financial markets," International Review of Financial Analysis, Elsevier, volume 67, issue C, DOI: 10.1016/j.irfa.2019.101434.
• Gupta, Rangan & Huber, Florian & Piribauer, Philipp, 2020, "Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models," International Review of Financial Analysis, Elsevier, volume 68, issue C, DOI: 10.1016/j.irfa.2020.101456.
• Liew, Ping-Xin & Lim, Kian-Ping & Goh, Kim-Leng, 2020, "Does proprietary day trading provide liquidity at a cost to investors?," International Review of Financial Analysis, Elsevier, volume 68, issue C, DOI: 10.1016/j.irfa.2020.101455.
• Nguyen, Minh, 2020, "Collateral haircuts and bond yields in the European government bond markets," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2020.101467.
• Hutchinson, Mark C. & O'Brien, John, 2020, "Time series momentum and macroeconomic risk," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2020.101469.
• Kałdoński, Michał & Jewartowski, Tomasz & Mizerka, Jacek, 2020, "Capital market pressure, real earnings management, and institutional ownership stability - Evidence from Poland," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2019.01.009.
• Nonejad, Nima, 2020, "Crude oil price volatility and equity return predictability: A comparative out-of-sample study," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101521.
• Wang, Xiaodong & Han, Liang & Huang, Xing, 2020, "Bank competition, concentration and EU SME cost of debt," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101534.
• Apergis, Nicholas & Chatziantoniou, Ioannis & Cooray, Arusha, 2020, "Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101536.
• Stamou, Sofia C. & Huang, Winifred & Coakley, Jerry, 2020, "Serial SEOs and capital structure," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101538.
• Smales, Lee A., 2020, "Examining the relationship between policy uncertainty and market uncertainty across the G7," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101540.
• Kanno, Masayasu, 2020, "Credit risk assessment in real estate investment trusts: A perspective on blockholding and lending networks," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101556.
• Xing, Kai & Yang, Xiaoguang, 2020, "Predicting default rates by capturing critical transitions in the macroeconomic system," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.02.007.
• Takaishi, Tetsuya, 2020, "Rough volatility of Bitcoin," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.101379.
• Iyer, Subramanian R. & Simkins, Betty J. & Wang, Heng, 2020, "Cyberattacks and impact on bond valuation," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.06.013.
• Arshad, Shaista & Rizvi, Syed Aun R. & Haroon, Omair, 2020, "Impact of Brexit vote on the London stock exchange: A sectorial analysis of its volatility and efficiency," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.013.
• Goswami, Samrat & Gupta, Rangan & Wohar, Mark E., 2020, "Historical volatility of advanced equity markets: The role of local and global crises," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.08.013.
• Gerritsen, Dirk F. & Bouri, Elie & Ramezanifar, Ehsan & Roubaud, David, 2020, "The profitability of technical trading rules in the Bitcoin market," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.08.011.
• Ryu, Doowon, 2020, "The US–Korea free trade agreement as a shock to product market competition: Evidence from the Korean stock market," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.011.
• González-Fernández, Marcos & González-Velasco, Carmen, 2020, "An alternative approach to predicting bank credit risk in Europe with Google data," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.08.029.
• Mizerka, Jacek & Stróżyńska-Szajek, Agnieszka & Mizerka, Piotr, 2020, "The role of Bitcoin on developed and emerging markets – on the basis of a Bitcoin users graph analysis," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2020.101489.
• Kwon, Kyung Yoon & Kang, Jangkoo & Yun, Jaesun, 2020, "Weekly momentum in the commodity futures market," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.101306.
• Li, Scott & Liu, Qianqiu & Refalo, James, 2020, "Industry classification, product market competition, and firm characteristics," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101319.
• Yu, Sijia & Zhang, Junrui & Qiu, Meng, 2020, "Political uncertainty and analysts’ forecasts: Evidence from China," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101340.
• Sabah, Nasim, 2020, "Cryptocurrency accepting venues, investor attention, and volatility," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101339.
• Zhang, Tianding & Du, Tianwen & Li, Jie, 2020, "The impact of China's macroeconomic determinants on commodity prices," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101323.
• Mirza, Nawazish & Naqvi, Bushra & Rahat, Birjees & Rizvi, Syed Kumail Abbas, 2020, "Price reaction, volatility timing and funds’ performance during Covid-19," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101657.
• Mnif, Emna & Jarboui, Anis & Mouakhar, Khaireddine, 2020, "How the cryptocurrency market has performed during COVID 19? A multifractal analysis," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101647.
• Singh, Amanjot, 2020, "COVID-19 and safer investment bets," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101729.
• Peng, Xiaofan, 2020, "Do precious metals act as hedges or safe havens for China's financial markets?," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101353.
• Jiang, Junhua & Piljak, Vanja & Tiwari, Aviral Kumar & Äijö, Janne, 2020, "Frequency volatility connectedness across different industries in China," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101376.
• Ortmann, Regina & Pelster, Matthias & Wengerek, Sascha Tobias, 2020, "COVID-19 and investor behavior," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2020.101717.
• Just, Małgorzata & Echaust, Krzysztof, 2020, "Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis: Evidence from the Markov switching approach," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2020.101775.
• Kyle, Albert S. & Obizhaeva, Anna A. & Tuzun, Tugkan, 2020, "Microstructure invariance in U.S. stock market trades," Journal of Financial Markets, Elsevier, volume 49, issue C, DOI: 10.1016/j.finmar.2019.100513.
• von Beschwitz, Bastian & Massa, Massimo, 2020, "Biased short: Short sellers' disposition effect and limits to arbitrage," Journal of Financial Markets, Elsevier, volume 49, issue C, DOI: 10.1016/j.finmar.2019.100512.
• Theissen, Erik & Westheide, Christian, 2020, "Call of duty: Designated market maker participation in call auctions," Journal of Financial Markets, Elsevier, volume 49, issue C, DOI: 10.1016/j.finmar.2019.100530.
• Qiao, Kenan & Dam, Lammertjan, 2020, "The overnight return puzzle and the “T+1” trading rule in Chinese stock markets," Journal of Financial Markets, Elsevier, volume 50, issue C, DOI: 10.1016/j.finmar.2020.100534.
• Meuleman, Elien & Vander Vennet, Rudi, 2020, "Macroprudential policy and bank systemic risk," Journal of Financial Stability, Elsevier, volume 47, issue C, DOI: 10.1016/j.jfs.2020.100724.
• Jackowicz, Krzysztof & Kozłowski, Łukasz & Podgórski, Błażej & Winkler-Drews, Tadeusz, 2020, "Do political connections shield from negative shocks? Evidence from rating changes in advanced emerging economies," Journal of Financial Stability, Elsevier, volume 51, issue C, DOI: 10.1016/j.jfs.2020.100786.
• Li, Mingsheng & Liu, Desheng & Peng, Hongfeng & Zhang, Luxiu, 2020, "Does low synchronicity mean more or less informative prices? Evidence from an emerging market," Journal of Financial Stability, Elsevier, volume 51, issue C, DOI: 10.1016/j.jfs.2020.100817.
• McAdam, Chris, 2020, "Are investors compensated for their sophistication and informedness for company takeovers – An Australian study," Global Finance Journal, Elsevier, volume 44, issue C, DOI: 10.1016/j.gfj.2018.08.002.
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• Gao, Niushan & Munari, Cosimo & Xanthos, Foivos, 2020, "Stability properties of Haezendonck–Goovaerts premium principles," Insurance: Mathematics and Economics, Elsevier, volume 94, issue C, pages 94-99, DOI: 10.1016/j.insmatheco.2020.06.010.
• Goodell, John W. & Goyal, Abhinav & Hasan, Iftekhar, 2020, "Comparing financial transparency between for-profit and nonprofit suppliers of public goods: Evidence from microfinance," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 64, issue C, DOI: 10.1016/j.intfin.2019.101146.
• Wang, Xiaodong & Han, Liang & Huang, Xing, 2020, "Bank market power and SME finance: Firm-bank evidence from European countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 64, issue C, DOI: 10.1016/j.intfin.2019.101162.
• Amini, Shima & Buchner, Axel & Cai, Charlie X. & Mohamed, Abdulkadir, 2020, "Why do firms manage their stock price levels?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 67, issue C, DOI: 10.1016/j.intfin.2020.101220.
• Afonso, António & Jalles, João Tovar & Kazemi, Mina, 2020, "The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads," International Review of Law and Economics, Elsevier, volume 63, issue C, DOI: 10.1016/j.irle.2020.105924.
• Goodell, John W. & McGee, Richard J. & McGroarty, Frank, 2020, "Election uncertainty, economic policy uncertainty and financial market uncertainty: A prediction market analysis," Journal of Banking & Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jbankfin.2019.105684.
• Rakowski, David & Shirley, Sara, 2020, "What drives the market for exchange-traded notes?," Journal of Banking & Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jbankfin.2019.105702.
• Rombouts, Jeroen V.K. & Stentoft, Lars & Violante, Francesco, 2020, "Pricing individual stock options using both stock and market index information," Journal of Banking & Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jbankfin.2019.105727.
• Bats, Joost V. & Houben, Aerdt C.F.J., 2020, "Bank-based versus market-based financing: Implications for systemic risk," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2020.105776.
• O’Sullivan, Conall & Papavassiliou, Vassilios G., 2020, "On the term structure of liquidity in the European sovereign bond market," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2020.105777.
• Griffith, Todd & Roseman, Brian & Shang, Danjue, 2020, "The effects of an increase in equity tick size on stock and option transaction costs," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2020.105782.
• Lambert, Marie & Fays, Boris & Hübner, Georges, 2020, "Factoring characteristics into returns: A clinical study on the SMB and HML portfolio construction methods," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2020.105811.
• Baur, Dirk G. & Smales, Lee A., 2020, "Hedging geopolitical risk with precious metals," Journal of Banking & Finance, Elsevier, volume 117, issue C, DOI: 10.1016/j.jbankfin.2020.105823.
• Hüttner, Amelie & Scherer, Matthias & Gräler, Benedikt, 2020, "Geostatistical modeling of dependent credit spreads: Estimation of large covariance matrices and imputation of missing data," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105897.
• Zhang, Sijia & Gregoriou, Andros, 2020, "Post earnings announcement drift, liquidity and zero leverage firms: Evidence from the UK stock market," Journal of Business Research, Elsevier, volume 116, issue C, pages 13-26, DOI: 10.1016/j.jbusres.2020.05.005.
• Chen, Fan & Ramaya, Krishnan & Wu, Wei, 2020, "The wealth effects of merger and acquisition announcements on bondholders: New evidence from the over-the-counter market," Journal of Economics and Business, Elsevier, volume 107, issue C, DOI: 10.1016/j.jeconbus.2019.105862.
• Wang, Xue & Yan, Xuemin (Sterling) & Zheng, Lingling, 2020, "Shorting flows, public disclosure, and market efficiency," Journal of Financial Economics, Elsevier, volume 135, issue 1, pages 191-212, DOI: 10.1016/j.jfineco.2019.05.018.
• Atilgan, Yigit & Bali, Turan G. & Demirtas, K. Ozgur & Gunaydin, A. Doruk, 2020, "Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns," Journal of Financial Economics, Elsevier, volume 135, issue 3, pages 725-753, DOI: 10.1016/j.jfineco.2019.07.006.
• Ali, Usman & Hirshleifer, David, 2020, "Shared analyst coverage: Unifying momentum spillover effects," Journal of Financial Economics, Elsevier, volume 136, issue 3, pages 649-675, DOI: 10.1016/j.jfineco.2019.10.007.
• Chung, Kee H. & Lee, Albert J. & Rösch, Dominik, 2020, "Tick size, liquidity for small and large orders, and price informativeness: Evidence from the Tick Size Pilot Program," Journal of Financial Economics, Elsevier, volume 136, issue 3, pages 879-899, DOI: 10.1016/j.jfineco.2019.11.004.
• Arrata, William & Nguyen, Benoît & Rahmouni-Rousseau, Imène & Vari, Miklos, 2020, "The scarcity effect of QE on repo rates: Evidence from the euro area," Journal of Financial Economics, Elsevier, volume 137, issue 3, pages 837-856, DOI: 10.1016/j.jfineco.2020.04.009.
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• Cezar, Rafael & Gigout, Timothée & Tripier, Fabien, 2020, "Cross-border investments and uncertainty: Firm-level evidence," Journal of International Money and Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.jimonfin.2020.102159.
• Hasan, Iftekhar & He, Qing & Lu, Haitian, 2020, "The impact of social capital on economic attitudes and outcomes," Journal of International Money and Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.jimonfin.2020.102162.
• Nonejad, Nima, 2020, "A comprehensive empirical analysis of the predictive impact of the price of crude oil on aggregate equity return volatility," Journal of Commodity Markets, Elsevier, volume 20, issue C, DOI: 10.1016/j.jcomm.2019.100121.
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• Ahmed, Bouteska, 2020, "Understanding the impact of investor sentiment on the price formation process: A review of the conduct of American stock markets," The Journal of Economic Asymmetries, Elsevier, volume 22, issue C, DOI: 10.1016/j.jeca.2020.e00172.
• Alves, Paulo & Carvalho, Luís, 2020, "Recent evidence on international stock market’s overreaction," The Journal of Economic Asymmetries, Elsevier, volume 22, issue C, DOI: 10.1016/j.jeca.2020.e00179.
• Sethi, Pradeepta & Chakrabarti, Debkumar & Bhattacharjee, Sankalpa, 2020, "Globalization, financial development and economic growth: Perils on the environmental sustainability of an emerging economy," Journal of Policy Modeling, Elsevier, volume 42, issue 3, pages 520-535, DOI: 10.1016/j.jpolmod.2020.01.007.
• Gohin, Alexandre & Zheng, Yu, 2020, "Reforming the European Common Agricultural Policy: From price & income support to risk management," Journal of Policy Modeling, Elsevier, volume 42, issue 3, pages 712-727, DOI: 10.1016/j.jpolmod.2020.02.008.
• Jiang, Hao & Sun, Zheng, 2020, "Reaching for dividends," Journal of Monetary Economics, Elsevier, volume 115, issue C, pages 321-338, DOI: 10.1016/j.jmoneco.2019.08.003.
• Ahluwalia, Eshan & Mishra, Ajay Kumar & Tripathy, Trilochan, 2020, "Institutional ownership, investor recognition and stock performance around index rebalancing: Evidence from Indian market," Journal of Multinational Financial Management, Elsevier, volume 55, issue C, DOI: 10.1016/j.mulfin.2020.100615.
• Kassouri, Yacouba & Altıntaş, Halil & Bilgili, Faik, 2020, "An investigation of the financial resource curse hypothesis in oil-exporting countries: The threshold effect of democratic accountability," Journal of Multinational Financial Management, Elsevier, volume 56, issue C, DOI: 10.1016/j.mulfin.2020.100639.
• Dungey, Mardi & Islam, Raisul & Volkov, Vladimir, 2020, "Crisis transmission: Visualizing vulnerability," Pacific-Basin Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.pacfin.2019.101255.
• Li, Cong-Cong & Xu, Hai-Chuan & Zhou, Wei-Xing, 2020, "News coverage and portfolio returns: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.pacfin.2020.101293.
• Ahmed, Walid M.A., 2020, "Corruption and equity market performance: International comparative evidence," Pacific-Basin Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.pacfin.2020.101282.
• Wong, Kin Ming & Kong, Xiao Wei & Li, Min, 2020, "The magnet effect of circuit breakers and its interactions with price limits," Pacific-Basin Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.pacfin.2020.101325.
• Swanpitak, Tanapond & Pan, Xiaofei & Suardi, Sandy, 2020, "Family control and cost of debt: Evidence from Thailand," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2020.101376.
• Lin, Hung-Wen & Huang, Jing-Bo & Lin, Kun-Ben & Zhang, Joyce & Chen, Shu-Heng, 2020, "Which is the better fourth factor in China? Reversal or turnover?," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2020.101347.
• Zhang, Jing & Zi, Shuang & Shao, Pei & Xiao, Yuchao, 2020, "The value of corporate social responsibility during the crisis: Chinese evidence," Pacific-Basin Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.pacfin.2020.101432.
• Humphrey, Jacquelyn E. & Hunter, David & Hoang, Khoa & Wei, Wang Chun, 2020, "Managerial rents vs. shareholder value in closed-end funds: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.pacfin.2020.101453.
• Jian, Zhihong & Li, Xupei & Zhu, Zhican, 2020, "Sequential forecasting of downside extreme risk during overnight and daytime: Evidence from the Chinese Stock Market☆," Pacific-Basin Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.pacfin.2020.101454.
• Orrell, David, 2020, "A quantum model of supply and demand," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 539, issue C, DOI: 10.1016/j.physa.2019.122928.
• Franke, Maximilian, 2020, "Do market participants misprice lottery-type assets? Evidence from the European soccer betting market," The Quarterly Review of Economics and Finance, Elsevier, volume 75, issue C, pages 1-18, DOI: 10.1016/j.qref.2019.05.016.
• Nourzad, Farrokh & Hunter, William & Szczesniak, Katherine, 2020, "Securitization of revolving debt and its determinants," The Quarterly Review of Economics and Finance, Elsevier, volume 75, issue C, pages 240-246, DOI: 10.1016/j.qref.2019.03.009.
• Baig, Ahmed S. & Sabah, Nasim, 2020, "Does short selling affect the clustering of stock prices?," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 270-277, DOI: 10.1016/j.qref.2019.08.008.
• Parnes, Dror, 2020, "Exploring economic anomalies in the S&P500 index," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 292-309, DOI: 10.1016/j.qref.2019.09.012.
• Zargar, Faisal Nazir & Kumar, Dilip, 2020, "Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect: An individual stock level study with economic significance analysis," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 271-285, DOI: 10.1016/j.qref.2019.09.015.
• Albulescu, C.T. & Bouri, E. & Tiwari, A.K. & Roubaud, D., 2020, "Quantile causality between banking stock and real estate securities returns in the US," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 251-260, DOI: 10.1016/j.qref.2020.03.005.
• Yun, Jaeho, 2020, "Variance risk premium in a small open economy with volatile capital flows: The case of Korea," International Review of Economics & Finance, Elsevier, volume 65, issue C, pages 105-125, DOI: 10.1016/j.iref.2019.10.003.
• Chang, Kuang-Liang & Lee, Chingnun, 2020, "The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 374-388, DOI: 10.1016/j.iref.2020.06.028.
• González-Fernández, Marcos & González-Velasco, Carmen, 2020, "A sentiment index to measure sovereign risk using Google data," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 406-418, DOI: 10.1016/j.iref.2020.05.011.
• Jian, Zhihong & Zhu, Zhican & Zhou, Jie & Wu, Shuai, 2020, "Intraday price jumps, market liquidity, and the magnet effect of circuit breakers," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 168-186, DOI: 10.1016/j.iref.2020.06.029.
• Hoang, Trang Cam & Pham, Huy & Ramiah, Vikash & Moosa, Imad & Le, Danh Vinh, 2020, "The effects of information disclosure regulation on stock markets: Evidence from Vietnam," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101082.
• Torun, Erdost & Chang, Tzu-Pu & Chou, Ray Y., 2020, "Causal relationship between spot and futures prices with multiple time horizons: A nonparametric wavelet Granger causality test," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101115.
• Boamah, Nicholas Addai & Akotey, Joseph Oscar & Aaawaar, Godfred, 2020, "Economic engagement and within emerging markets integration," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101106.
• Gao, Ya & Xiong, Xiong & Feng, Xu, 2020, "Responsible investment in the Chinese stock market," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101173.
• Fassas, Athanasios P. & Papadamou, Stephanos & Koulis, Alexandros, 2020, "Price discovery in bitcoin futures," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101116.
• Nguyen, Cuong & Hoang, Lai & Shim, Jungwook & Truong, Phuong, 2020, "Internet search intensity, liquidity and returns in emerging markets," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101166.
• Nasreen, Samia & Mahalik, Mantu Kumar & Shahbaz, Muhammad & Abbas, Qaisar, 2020, "How do financial globalization, institutions and economic growth impact financial sector development in European countries?," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101247.
• Kanno, Masayasu, 2020, "Credit rating migration risk and interconnectedness in a corporate lending network," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101282.
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• Aslam, Faheem & Aziz, Saqib & Nguyen, Duc Khuong & Mughal, Khurrum S. & Khan, Maaz, 2020, "On the efficiency of foreign exchange markets in times of the COVID-19 pandemic," Technological Forecasting and Social Change, Elsevier, volume 161, issue C, DOI: 10.1016/j.techfore.2020.120261.
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• Ilzetzki, Ethan & Reinhart, Carmen M. & Rogoff, Kenneth S., 2020, "Will the secular decline in exchange rate and inflation volatility survive COVID-19?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 116982, Sep.
• Jiang, Hao & Vayanos, Dimitri & Zheng, Lu, 2020, "Tracking biased weights: asset pricing implications of value-weighted indexing," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118847, Dec.
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• Agrawal, Ashwini & Hacamo, Isaac & Hu, Zhongchen, 2020, "Information dispersion across employees and stock returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118922, Jan.
• Rosa Maria Maques & Patrick Rodrigues Andrade, 2020, "Marx and the 21st century capitalism," Brazilian Journal of Political Economy, Center of Political Economy, volume 40, issue 4, pages 766-787.
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• Md. Bokhtiar Hasan Aarif & Muhammad Rafiqul Islam Rafiq & Abu N.M. Wahid, 2020, "Do ‘Shariah’ indices surpass conventional indices? A study on Dhaka Stock Exchange," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 14, issue 1, pages 94-113, August, DOI: 10.1108/IMEFM-01-2020-0027.
• Manogna R L & Aswini Kumar Mishra, 2020, "Price discovery and volatility spillover: an empirical evidence from spot and futures agricultural commodity markets in India," Journal of Agribusiness in Developing and Emerging Economies, Emerald Group Publishing Limited, volume 10, issue 4, pages 447-473, May, DOI: 10.1108/JADEE-10-2019-0175.