Research classified by Journal of Economic Literature (JEL) codes

2020

• Daniel Bradley & Sinan Gokkaya & Xi Liu & Roni Michaely, 2020, "Propagation of Political Information," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-26, Apr.
• Amit Goyal & Sunil Wahal & M. Deniz Yavuz, 2020, "Choosing Investment Managers," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-63, Jul.
• Magdalena Tywoniuk, 2020, "To Be or Not to Be? The Questionable Benefits of Mutual Clearing Agreements for Derivatives," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-72, Aug.
• Magdalena Tywoniuk, 2020, "CDS Central Counterparty Clearing Default Measures: Road to Recovery or Invitation to Predation?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-95, Nov.
• Rafael Cezar & Timothée Gigout & Fabien Tripier, 2020, "Cross-border Investments and Uncertainty Firm-level Evidence," Working Papers, CEPII research center, number 2020-03, Mar.
• De Pace, Pierangelo & Rao, Jayant, 2020, "Comovement and Instability in Cryptocurrency Markets," Economics Department, Working Paper Series, Economics Department, Pomona College, number 1012, Jan, revised 14 Jan 2020.
• Martin Hodula & Ngoc Anh Ngo, 2020, "Finance, Growth and (Macro)Prudential Policy: European Evidence," Working Papers, Czech National Bank, Research and Statistics Department, number 2020/2, Sep.
• Javier Emmanuel Anguiano-Pita & Antonio Ruiz-Porras, 2020, "Desarrollo financiero y crecimiento económico en América del Norte," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 12, issue 1, pages 165-199.
• Facundo Abraham & Juan J. Cortina & Sergio L. Schmukler, 2020, "The Expansion of Corporate Bond Markets in East Asia and Latin America," Documentos de Trabajo, The Latin American and Caribbean Economic Association (LACEA), number 18594, Dec.
• Maria Teresa V. D. Alves, 2020, "Do Accounting and Finance Master’s Students Apply Prospect Theory?," Revista CEA, Instituto Tecnológico Metropolitano, volume 6, issue 11, pages 45-69.
• Maria Teresa V. D. Alves, 2020, "¿Aplican los estudiantes de maestría en contabilidad y finanzas la teoría de la perspectiva?," Revista CEA, Instituto Tecnológico Metropolitano, volume 6, issue 11, pages 45-69.
• Giglio, Stefano & Feng, Guanhao & Xiu, Dacheng, 2020, "Taming the Factor Zoo: A Test of New Factors," CEPR Discussion Papers, Centre for Economic Policy Research, number 14266, Jan.
• Kuvshinov, Dmitry & Zimmermann, Kaspar, 2020, "The Big Bang: Stock Market Capitalization in the Long Run," CEPR Discussion Papers, Centre for Economic Policy Research, number 14468, Mar.
• Koster, Hans, 2020, "The Welfare Effects of Greenbelt Policy: Evidence from England," CEPR Discussion Papers, Centre for Economic Policy Research, number 14546, Mar.
• ÅžimÅŸek, Alp & Caballero, Ricardo, 2020, "A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a "Covid-19" Shock," CEPR Discussion Papers, Centre for Economic Policy Research, number 14627, Apr.
• Werner, Ingrid M & Heath, Davidson & Ringgenberg, Matthew & Samadi, Mehrdad, 2020, "Reusing Natural Experiments," CEPR Discussion Papers, Centre for Economic Policy Research, number 14710, May.
• Gambacorta, Leonardo & Frost, Jon & Gambacorta, Romina, 2020, "The Matthew effect and modern finance: on the nexus between wealth inequality, financial development and financial technology," CEPR Discussion Papers, Centre for Economic Policy Research, number 15014, Jul.
• Cao, Shuo & Crump, Richard K. & ,, 2020, "Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 15122, Aug.
• Ströbel, Johannes & Giglio, Stefano & Kelly, Bryan, 2020, "Climate Finance," CEPR Discussion Papers, Centre for Economic Policy Research, number 15557, Dec.
• Vayanos, Dimitri & Jiang, Hao & Zheng, Lu, 2020, "Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing," CEPR Discussion Papers, Centre for Economic Policy Research, number 15563, Dec.
• Leonid Kogan & Dimitris Papanikolaou & Lawrence D. W. Schmidt & Jae Song, 2020, "Technological Innovation and Labor Income Risk," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research, number 202010, Jun.
• Jean-François Carpantier, 2020, "Anything but gold. The golden constant revisited," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2020036, Oct.
• Beatriz García Costa & Laura García Costa & Raúl Gómez Martínez, 2020, "¿La incertidumbre política afecta a la inversión en el Ibex 35?," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 43, issue 122, pages 163-174, Mayo.
• Martha López Piñeros, 2020, "Economic Sectors and the Risk-taking Channel of Monetary Policy," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 43, issue 123, pages 275-290, Noviembre.
• Johannes K. Dreyer & Johannes Schneider & William T. Smith, 2020, "Saving-Based Asset Pricing and Leisure," Annals of Economics and Finance, Society for AEF, volume 21, issue 2, pages 507-526, November.
• Benos, Evangelos & Payne, Richard & Vasios, Michalis, 2020, "Centralized Trading, Transparency, and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd–Frank Act," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 55, issue 1, pages 159-192, February.
• Montone, Maurizio & Zwinkels, Remco C. J., 2020, "Investor Sentiment and Employment," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 55, issue 5, pages 1581-1618, August.
• Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert L., 2020, "The Relative Valuation Of Gold," Macroeconomic Dynamics, Cambridge University Press, volume 24, issue 6, pages 1346-1391, September.
• Figen BÜYÜKAKIN & Ali KÜÇÜKÇOLAK, 2020, "Sukuk in the World and Turkey," Turkish Economic Review, EconSciences Journals, volume 7, issue 4, pages 266-279, December.
• Todd J. BARRY, 2020, "David vs. Diversification: Ricardian trade theory compared to financial principles, in varied designs," Journal of Economics Library, EconSciences Journals, volume 7, issue 4, pages 141-175, December.
• Craig J. RICHARDSON, 2020, "Reflections on Zimbabwe’s past and future: Tradeoffs between the Lexus and the Baobab tree," Journal of Economics Library, EconSciences Journals, volume 7, issue 4, pages 188-200, December.
• Стоян Проданов, 2020, "Инвестиции И Инвестиционни Решения: Методико-Приложни Аспекти," "Economic World" Library, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 142 Year , pages 9-165.
• Steffen Günther & Christian Fieberg & Thorsten Poddig, 2020, "The Cross-Section of Cryptocurrency Risk and Return," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 89, issue 4, pages 7-28, DOI: 10.3790/vjh.89.4.7.
• Joost Bats, 2020, "Corporates dependence on banks: The impact of ECB corporate sector purchases," Working Papers, DNB, number 667, Jan.
• Rui Dias & Paula Heliodoro & Paulo Alexandre, 2020, "Efficiency of Asean-5 Markets: An Detrended Fluctuation Analysis," Journal of Innovative Business and Management, DOBA University of Applied Sciences, Maribor, Slovenia, volume 12, issue 2, pages 13-19, DOI: 10.32015/JIBM.2020.12.2.2.13-19.
• Landier, Augustin & Thesmar, David, 2020, "Earnings Expectations in the COVID Crisis," HEC Research Papers Series, HEC Paris, number 1377, Jun, DOI: 10.2139/ssrn.3587394.
• Boulongne, Romain & Durand, Rodolphe & Flammer, Caroline, 2020, "Impact Investing and the Fostering of Entrepreneurship in Disadvantaged Urban Areas: Evidence from Microdata in French Banlieues," HEC Research Papers Series, HEC Paris, number 1405, Nov, DOI: 10.2139/ssrn.3705510.
• Ampudia, Miguel & Baumann, Ursel & Fornari, Fabio, 2020, "Coronavirus (COVID-19): market fear as implied by options prices," Economic Bulletin Boxes, European Central Bank, volume 4.
• Bekaert, Geert & De Santis, Roberto A., 2020, "Risk and return in international corporate bond markets," Working Paper Series, European Central Bank, number 2452, Aug.
• Kristiansen, Kristian & Hvid, Anna Kirstine, 2020, "How news affects sectoral stock prices through earnings expectations and risk premia," Working Paper Series, European Central Bank, number 2493, Nov.
• Doidge, Craig & Karolyi, George Andrew & Stulz, Rene M., 2020, "Is Financial Globalization in Reverse after the 2008 Global Financial Crisis? Evidence from Corporate Valuations," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-05, Apr.
• Ma, Sai & Zhang, Shaojun, 2020, "Housing Risk and the Cross-Section of Returns across Many Asset Classes," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-08, May.
• Shams, Amin, 2020, "The Structure of Cryptocurrency Returns," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-11, May.
• Smith, Kevin & So, Eric C., 2020, "Measuring Risk Information," Research Papers, Stanford University, Graduate School of Business, number 3857, Jan.
• Norhazlina Ibrahim & Obiyathulla Ismath Bacha & Mansor H. Ibrahim & Hishamuddin Abdul Wahab, 2020, "The Impact of Depositary Receipts on Stock Market Development: Evidence from Organization of Islamic Cooperation Stock Markets," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 3, pages 130-138.
• Rim Ammar Lamouchi, 2020, "Long Memory and Stock Market Efficiency: Case of Saudi Arabia," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 3, pages 29-34.
• Unbreen Arif & Muhammad Tayyab Sohail, 2020, "Asset Pricing With Higher Co-Moments and CVaR: Evidence from Pakistan Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 5, pages 243-255.
• Ade Al-Nimri & Yaseen Altarawneh, 2020, "Understating the Impact of Economic Factors on Stock Yield: Jordanian Stock Market Case," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 6, pages 1-4.
• Godfred Aawaar & Nicholas Addai Boamah & Joseph Oscar Akotey, 2020, "Investor herd behaviour in Africa s emerging and frontier markets," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 6, pages 194-205.
• Maryam Barzegar Marvasti & Somayeh Razzaghi, 2020, "Investigating the Determinants of Financial Development in OPEC Countries: An Application of Bayesian Model Averaging Approach," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 1, pages 342-352.
• Abdul Rahman, 2020, "Long run Association of Stock Prices and Crude Oil Prices: Evidence from Saudi Arabia," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 2, pages 124-131.
• Nurkhodzha Akbulaev & Etimad Rahimli, 2020, "Statistical Analysis of the Relationship between Oil Prices and Industry Index Prices," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 2, pages 324-331.
• Grzegorz Zimon, 2020, "Financial Liquidity Management Strategies in Polish Energy Companies," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 3, pages 365-368.
• Ngo Thai Hung, 2020, "Analysis of the Time-frequency Connectedness between Gold Prices, Oil Prices and Hungarian Financial Markets," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 4, pages 51-59.
• Muhammad Hanif, 2020, "Relationship between Oil and Stock Markets: Evidence from Pakistan Stock Exchange," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 5, pages 150-157.
• Muhammad Wahyuddin Abdullah & Rika Musriani & Alim Syariati & Hadriana Hanafie, 2020, "Carbon Emission Disclosure in Indonesian Firms: The Test of Media-exposure Moderating Effects," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 6, pages 732-741.
• Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin, 2020, "Global commodity prices and global stock market volatility shocks: Effects across countries," Journal of Asian Economics, Elsevier, volume 71, issue C, DOI: 10.1016/j.asieco.2020.101249.
• Erol, Isil & Tirtiroglu, Dogan & Tirtiroglu, Ercan, 2020, "Pricing of IPOs under legally-mandated concentrated ownership and commitment period: Evidence from a natural experiment for REITs in Turkey," Journal of Behavioral and Experimental Finance, Elsevier, volume 25, issue C, DOI: 10.1016/j.jbef.2019.100245.
• Azmat, Saad & Ayub, Ahmad & Brown, Kym & Skully, Michael, 2020, "The inequality debate: Do financial markets matter?," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100384.
• Al-Awadhi, Abdullah M. & Alsaifi, Khaled & Al-Awadhi, Ahmad & Alhammadi, Salah, 2020, "Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100326.
• Ali, Mohsin & Alam, Nafis & Rizvi, Syed Aun R., 2020, "Coronavirus (COVID-19) — An epidemic or pandemic for financial markets," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100341.
• 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.
• Avdjiev, Stefan & Gambacorta, Leonardo & Goldberg, Linda S. & Schiaffi, Stefano, 2020, "The shifting drivers of global liquidity," Journal of International Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.jinteco.2020.103324.
• 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.
• Cederburg, Scott & O’Doherty, Michael S. & Wang, Feifei & Yan, Xuemin (Sterling), 2020, "On the performance of volatility-managed portfolios," Journal of Financial Economics, Elsevier, volume 138, issue 1, pages 95-117, DOI: 10.1016/j.jfineco.2020.04.015.