Research classified by Journal of Economic Literature (JEL) codes

2020

• Baltzer, Markus & Koehl, Alexandra & Reitz, Stefan, 2020, "Procyclical leverage in Europe and its role in asset pricing," Journal of International Money and Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.jimonfin.2020.102220.
• 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.
• Bahmani-Oskooee, Mohsen & Ghodsi, Seyed Hesam & Hadzic, Muris, 2020, "Asymmetric causality between stock returns and usual hedges: An industry-level analysis," The Journal of Economic Asymmetries, Elsevier, volume 21, issue C, DOI: 10.1016/j.jeca.2020.e00160.
• 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.
• Syamala, Sudhakara Reddy & Wadhwa, Kavita, 2020, "Trading performance and market efficiency: Evidence from algorithmic trading," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101283.
• 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.
• Eli Remolona & James Yetman, 2020, "De Jure Benchmark Bonds," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-84, Sep.
• Demirovic, Amer & Kabiri, Ali & Tuckett, David & Nyman, Rickard, 2020, "A common risk factor and the correlation between equity and corporate bond returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 116902, Feb.
• 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.
• Gao, Pengjie & Hu, Allen & Kelly, Peter & Peng, Cameron & Zhu, Ning, 2020, "Exploited by complexity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118867, Sep.
• Liu, Hongqi & Peng, Cameron & Xiong, Wei A. & Xiong, Wei, 2020, "Resolving the excessive trading puzzle: an integrated approach based on surveys and transactions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118870, Sep.
• Rahi, Rohit & Zigrand, Jean-Pierre, 2020, "Market fragmentation and contagion," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118876, Aug.
• 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 e o capitalismo do século XXI," Brazilian Journal of Political Economy, FGV EAESP, volume 40, issue 4, pages 766-787, October, DOI: 10.1590/0101-31572020-3059.
• Xiyang Li & Bin Li & Tarlok Singh & Kan Shi, 2020, "Predicting stock market returns in the US: evidence from an average correlation approach," Accounting Research Journal, Emerald Group Publishing Limited, volume 33, issue 2, pages 411-433, February, DOI: 10.1108/ARJ-10-2018-0168.
• M. Kabir Hassan & Sirajo Aliyu & Buerhan Saiti & Zairihan Abdul Halim, 2020, "A review of Islamic stock market, growth and real-estate finance literature," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 16, issue 7, pages 1259-1290, July, DOI: 10.1108/IJOEM-11-2019-1001.
• 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.
• Sheeja Sivaprasad & Roshni Dadhaniya, 2020, "An empirical analysis of the performance of sponsored vs non-sponsored IPOs," Journal of Accounting in Emerging Economies, Emerald Group Publishing Limited, volume 10, issue 1, pages 100-116, January, DOI: 10.1108/JAEE-05-2019-0100.
• Paulina Roszkowska, 2020, "Fintech in financial reporting and audit for fraud prevention and safeguarding equity investments," Journal of Accounting & Organizational Change, Emerald Group Publishing Limited, volume 17, issue 2, pages 164-196, September, DOI: 10.1108/JAOC-09-2019-0098.
• Silvio John Camilleri & Semiramis Vassallo & Ye Bai, 2020, "Predictability in securities price formation: differences between developed and emerging markets," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 4, issue 2, pages 145-166, November, DOI: 10.1108/JCMS-07-2020-0025.
• Md. Abul Kalam Azad & Peter Wanke & Mohammad Zahir Raihan & S.M. Rakibul Anwar & Riduanul Mustafa, 2020, "Bank efficiency in Bangladesh revisited: a slack-based network DEA approach," Journal of Economic Studies, Emerald Group Publishing Limited, volume 47, issue 5, pages 1001-1014, April, DOI: 10.1108/JES-01-2019-0029.
• Andros Gregoriou & Robert Hudson, 2020, "Market frictions and the geographical location of global stock exchanges. Evidence from the S&P Global Index," Journal of Economic Studies, Emerald Group Publishing Limited, volume 48, issue 2, pages 354-366, May, DOI: 10.1108/JES-03-2020-0091.
• Fahad Almudhaf & Bader Alhashel, 2020, "Pricing efficiency of Saudi exchange traded funds (ETFs)," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 11, issue 4, pages 793-809, January, DOI: 10.1108/JIABR-06-2017-0082.
• Ibnu Qizam & Misnen Ardiansyah & Abdul Qoyum, 2020, "Integration of Islamic capital market in ASEAN-5 countries," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 11, issue 4, pages 811-825, January, DOI: 10.1108/JIABR-08-2019-0149.
• Aviral Kumar Tiwari & Christophe André & Rangan Gupta, 2020, "Spillovers between US real estate and financial assets in time and frequency domains," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 38, issue 6, pages 525-537, April, DOI: 10.1108/JPIF-08-2019-0110.
• Renu Isidore R. & P. Christie & C. Joe Arun, 2020, "Influence of the biological age of the investor on decision-making in the secondary equity market," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 13, issue 1, pages 99-117, October, DOI: 10.1108/QRFM-02-2020-0021.
• Lee A. Smales, 2020, "Investor attention and the response of US stock market sectors to the COVID-19 crisis," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 13, issue 1, pages 20-39, December, DOI: 10.1108/RBF-06-2020-0138.
• Fawzi Hyder & Mahsa Khoshnoud, 2020, "Informed short selling: evidence from economically linked firms," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 13, issue 5, pages 522-542, September, DOI: 10.1108/RBF-12-2019-0186.
• Tihana Škrinjarić & Zrinka Lovretin Golubić & Zrinka Orlović, 2020, "Empirical analysis of dynamic spillovers between exchange rate return, return volatility and investor sentiment," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 1, pages 86-113, December, DOI: 10.1108/SEF-07-2020-0247.
• Abdallah K. Atieh & Abdulrazzak K. Alshehadeh & Mohammed L. Ashour, 2020, "The Relationship between Both Accounting Earnings and Cash Flows, and Cash Dividends for Commercial Banks Operating in Jordan," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 253-269.
• Marta Maciejasz-Swiatkiewicz & Robert Poskart, 2020, "Cryptocurrency Perception Within Countries: A Comparative Analysis," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 186-203.
• Gholamreza Askari & Madjid Eshaghi Gordji & Somayeh Shabani & Jose Antonio Filipe, 2020, "Game Theory and Trade Tensions between Advanced Economies," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 50-65.
• José Luis Miralles-Quiros & María Mar Miralles-Quiros & Jose Manuel Nogueira, 2020, "Two-Stage Asset Allocation with Data Envelopment Analysis: The Case of Emerging Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 70, issue 5, pages 386-406, November.
• Josef Bajzik, 2020, "Trading Volume and Stock Returns: A Meta-Analysis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/45, Dec, revised Dec 2020.
• Jérôme Creel & Paul Hubert & Fabien Labondance, 2020, "Credit, banking fragility and economic performance," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2020-03, Jan.
• George J. Jiang & Guanzhong Pan, 2020, "Analysis of High Frequency Data in Finance: A Survey," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 15, issue 2, pages 141-166, June.
• Bin Wei & Vivian Z. Yue, 2020, "The Federal Reserve's Liquidity Backstops to the Municipal Bond Market during the COVID-19 Pandemic," Policy Hub, Federal Reserve Bank of Atlanta, volume 2020, issue 5, pages 1-10, May, DOI: 10.29338/wp2020-05.
• Michiel De Pooter & Giovanni Favara & Michele Modugno & Jason J. Wu, 2020, "Monetary Policy Uncertainty and Monetary Policy Surprises," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-032, Apr, DOI: 10.17016/FEDS.2020.032.
• Andrew Y. Chen & Mihail Velikov, 2020, "Zeroing in on the Expected Returns of Anomalies," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-039, May, DOI: 10.17016/FEDS.2020.039.
• Danilo Cascaldi-Garcia & Deepa Dhume Datta & Thiago Revil T. Ferreira & Olesya V. Grishchenko & Mohammad R. Jahan-Parvar & Juan M. Londono & Francesca Loria & Sai Ma & Marius del Giudice Rodriguez & J, 2020, "What is Certain about Uncertainty?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1294, Jul, DOI: 10.17016/IFDP.2020.1294.
• Huixin Bi & Jacob Dice & Chaitri Gulati & W. Blake Marsh, 2020, "Understanding the Recent Rise in Municipal Bond Yields," Economic Bulletin, Federal Reserve Bank of Kansas City, issue May 27, 2, pages 1-4, May.
• Nida Çakır Melek & Charles W. Calomiris & Harry Mamaysky, 2020, "Big Data Meets the Turbulent Oil Market," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 20-20, Dec, revised Nov 2022, DOI: 10.18651/RWP2020-20.
• Nina Boyarchenko & Anna M. Costello & Or Shachar, 2020, "The Long and Short of It: The Post-Crisis Corporate CDS Market," Economic Policy Review, Federal Reserve Bank of New York, volume 26, issue 3, pages 1-49, June.
• Shuo Cao & Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2020, "Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates," Staff Reports, Federal Reserve Bank of New York, number 934, Jul.
• Kenny Baumli & Tooraj Jamasb, 2020, "Assessing Private Investment in African Renewable Energy Infrastructure: A Multi-Criteria Decision Analysis Approach," Sustainability, MDPI, volume 12, issue 22, pages 1-19, November.
• Daehyeon Park & Jiyeon Park & Doojin Ryu, 2020, "Volatility Spillovers between Equity and Green Bond Markets," Sustainability, MDPI, volume 12, issue 9, pages 1-12, May.
• Samet Gursoy & Mert Baran Tunçel & Burak Sayar, 2020, "Effects Of (Covid-19) Coronavirus On Financial Indicators," Ekonomi Maliye Isletme Dergisi, Adil AKINCI, volume 3, issue 1, pages 20-32, June, DOI: 10.46737/emid.730941.
• Oyvat, Cem, 2020, "The role of global finance in the provisioning of social infrastructure and the welfare state," Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre, number 26750, Jan.
• Jean-Marie CARDEBAT & Philippe MASSET & Jean-Philippe WEISSKOPF, 2020, "Covid-19 and fine wines: the ‘perfect blend’ for a severe headache?," Bordeaux Economics Working Papers, Bordeaux School of Economics (BSE), number 2020-05.
• Thomas Renault, 2020, "Sentiment analysis and machine learning in finance: a comparison of methods and models on one million messages," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03205149, Sep, DOI: 10.1007/s42521-019-00014-x.
• Rafael Cezar & Timothée Gigout & Fabien Tripier, 2020, "Cross-border investments and uncertainty: Firm-level evidence," Post-Print, HAL, number hal-02877942, Nov, DOI: 10.1016/j.jimonfin.2020.102159.
• Faheem Aslam & Saqib Aziz & Duc Khuong Nguyen & Khurrum Mughal & Maaz Khan, 2020, "On the efficiency of foreign exchange markets in times of the COVID-19 pandemic," Post-Print, HAL, number hal-02966920, Dec, DOI: 10.1016/j.techfore.2020.120261.
• Amélie Charles & Chew Lian Chua & Olivier Darné & Sandy Suardi, 2020, "On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities," Post-Print, HAL, number hal-03040689, Nov, DOI: 10.1007/s00181-019-01801-6.
• Faheem Aslam & Yasir Tariq Mohmand & Saqib Aziz & Jamal Ouenniche, 2020, "A complex networks based analysis of jump risk in equity returns: An evidence using intraday movements from Pakistan stock market," Post-Print, HAL, number hal-03160685, Dec, DOI: 10.1016/j.jbef.2020.100418.
• Thomas Renault, 2020, "Sentiment analysis and machine learning in finance: a comparison of methods and models on one million messages," Post-Print, HAL, number hal-03205149, Sep, DOI: 10.1007/s42521-019-00014-x.
• Vivien Lefebvre & Anais Hamelin, 2020, "Introduction en bourse et croissance externe des PME françaises," Post-Print, HAL, number hal-03278790, DOI: 10.3917/ecofi.138.0317.
• Dominique Pépin & Stephen Miller, 2020, "The Time-Varying Nature of Risk Aversion: Evidence from 60 Years of U.S. Stock Market Data," Post-Print, HAL, number hal-04648224, DOI: 10.2139/ssrn.3660949.

2019

• Miralles-Quirós, José Luis & Miralles-Quirós, María Mar, 2019, "Are alternative energies a real alternative for investors?," Energy Economics, Elsevier, volume 78, issue C, pages 535-545, DOI: 10.1016/j.eneco.2018.12.008.
• Jawadi, Fredj & Ftiti, Zied, 2019, "Oil price collapse and challenges to economic transformation of Saudi Arabia: A time-series analysis," Energy Economics, Elsevier, volume 80, issue C, pages 12-19, DOI: 10.1016/j.eneco.2018.12.003.
• Uddin, Gazi Salah & Rahman, Md Lutfur & Hedström, Axel & Ahmed, Ali, 2019, "Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes," Energy Economics, Elsevier, volume 80, issue C, pages 743-759, DOI: 10.1016/j.eneco.2019.02.014.
• Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2019, "Time-varying energy and stock market integration in Asia," Energy Economics, Elsevier, volume 80, issue C, pages 777-792, DOI: 10.1016/j.eneco.2019.01.008.
• Jiménez-Rodríguez, Rebeca, 2019, "What happens to the relationship between EU allowances prices and stock market indices in Europe?," Energy Economics, Elsevier, volume 81, issue C, pages 13-24, DOI: 10.1016/j.eneco.2019.03.002.
• Clements, Adam & Shield, Cody & Thiele, Stephen, 2019, "Which oil shocks really matter in equity markets?," Energy Economics, Elsevier, volume 81, issue C, pages 134-141, DOI: 10.1016/j.eneco.2019.03.026.
• Yin, Libo & Feng, Jiabao, 2019, "Oil market uncertainty and international business cycle dynamics," Energy Economics, Elsevier, volume 81, issue C, pages 728-740, DOI: 10.1016/j.eneco.2019.05.013.
• Carnero, M. Angeles & Pérez, Ana, 2019, "Leverage effect in energy futures revisited," Energy Economics, Elsevier, volume 82, issue C, pages 237-252, DOI: 10.1016/j.eneco.2017.12.029.
• Algieri, Bernardina & Leccadito, Arturo, 2019, "Ask CARL: Forecasting tail probabilities for energy commodities," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104497.
• Kocaarslan, Baris & Soytas, Ugur, 2019, "Dynamic correlations between oil prices and the stock prices of clean energy and technology firms: The role of reserve currency (US dollar)," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104502.
• Jiang, Yonghong & Jiang, Cheng & Nie, He & Mo, Bin, 2019, "The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses," Energy, Elsevier, volume 166, issue C, pages 577-586, DOI: 10.1016/j.energy.2018.10.116.
• Mo, Bin & Chen, Cuiqiong & Nie, He & Jiang, Yonghong, 2019, "Visiting effects of crude oil price on economic growth in BRICS countries: Fresh evidence from wavelet-based quantile-on-quantile tests," Energy, Elsevier, volume 178, issue C, pages 234-251, DOI: 10.1016/j.energy.2019.04.162.
• Elie, Bouri & Naji, Jalkh & Dutta, Anupam & Uddin, Gazi Salah, 2019, "Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach," Energy, Elsevier, volume 178, issue C, pages 544-553, DOI: 10.1016/j.energy.2019.04.155.
• Goodell, John W., 2019, "Comparing normative institutionalism with intended rationality in cultural-finance research," International Review of Financial Analysis, Elsevier, volume 62, issue C, pages 124-134, DOI: 10.1016/j.irfa.2018.11.018.
• Qadan, Mahmoud & Aharon, David Y., 2019, "Can investor sentiment predict the size premium?," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 10-26, DOI: 10.1016/j.irfa.2019.02.005.
• Zhang, Hanyu & Dufour, Alfonso, 2019, "Modeling intraday volatility of European bond markets: A data filtering application," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 131-146, DOI: 10.1016/j.irfa.2019.02.002.
• Dias, Rui & da Silva, Jacinto Vidigal & Dionísio, Andreia, 2019, "Financial markets of the LAC region: Does the crisis influence the financial integration?," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 160-173, DOI: 10.1016/j.irfa.2019.02.008.
• Baker, H. Kent & Ni, Yang & Saadi, Samir & Zhu, Hui, 2019, "Competitive earnings news and post-earnings announcement drift," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 331-343, DOI: 10.1016/j.irfa.2017.02.002.
• Urquhart, Andrew & Zhang, Hanxiong, 2019, "Is Bitcoin a hedge or safe haven for currencies? An intraday analysis," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 49-57, DOI: 10.1016/j.irfa.2019.02.009.
• Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2019, "The changing network of financial market linkages: The Asian experience," International Review of Financial Analysis, Elsevier, volume 64, issue C, pages 71-92, DOI: 10.1016/j.irfa.2019.05.003.
• Focardi, Sergio M. & Fabozzi, Frank J. & Mazza, Davide, 2019, "Modeling local trends with regime shifting models with time-varying probabilities," International Review of Financial Analysis, Elsevier, volume 66, issue C, DOI: 10.1016/j.irfa.2019.06.007.
• Vo, Xuan Vinh, 2019, "Leverage and corporate investment – Evidence from Vietnam," Finance Research Letters, Elsevier, volume 28, issue C, pages 1-5, DOI: 10.1016/j.frl.2018.03.005.
• Butt, Hilal Anwar & Virk, Nader Shahzad, 2019, "Market downturns, zero investment strategies and systematic liquidity risk," Finance Research Letters, Elsevier, volume 28, issue C, pages 246-253, DOI: 10.1016/j.frl.2018.05.010.
• Tiwari, Aviral Kumar & Aye, Goodness C. & Gupta, Rangan, 2019, "Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach," Finance Research Letters, Elsevier, volume 28, issue C, pages 398-411, DOI: 10.1016/j.frl.2018.06.012.
• Baig, Ahmed & Blau, Benjamin M. & Sabah, Nasim, 2019, "Price clustering and sentiment in bitcoin," Finance Research Letters, Elsevier, volume 29, issue C, pages 111-116, DOI: 10.1016/j.frl.2019.03.013.
• Cesarone, Francesco & Lampariello, Lorenzo & Sagratella, Simone, 2019, "A risk-gain dominance maximization approach to enhanced index tracking," Finance Research Letters, Elsevier, volume 29, issue C, pages 231-238, DOI: 10.1016/j.frl.2018.08.001.
• Graef, Frank & Vogt, Pascal & Vonhoff, Volker & Weigert, Florian, 2019, "Cash holdings and the performance of European mutual funds," Finance Research Letters, Elsevier, volume 29, issue C, pages 285-291, DOI: 10.1016/j.frl.2018.08.006.
• Li, Yueting & Wang, Jianling & Wu, Xuan, 2019, "Distracted institutional shareholders and managerial myopia: Evidence from R&D expenses," Finance Research Letters, Elsevier, volume 29, issue C, pages 30-40, DOI: 10.1016/j.frl.2019.03.024.
• Gao, Ya & Xiong, Xiong & Feng, Xu & Li, Youwei & Vigne, Samuel A., 2019, "A new attention proxy and order imbalance: Evidence from China," Finance Research Letters, Elsevier, volume 29, issue C, pages 411-417, DOI: 10.1016/j.frl.2018.11.009.
• Qadan, Mahmoud & Aharon, David Y., 2019, "How much happiness can we find in the U.S. fear Index?," Finance Research Letters, Elsevier, volume 30, issue C, pages 246-258, DOI: 10.1016/j.frl.2018.10.001.
• Ryu, Doojin & Yang, Heejin, 2019, "Who has volatility information in the index options market?," Finance Research Letters, Elsevier, volume 30, issue C, pages 266-270, DOI: 10.1016/j.frl.2018.10.008.
• Zhang, Ying & Zhai, Ling & Sun, Haijia, 2019, "Does the level of financial leasing matter in the impact of bank lending on economic growth: Evidence from the global market (2006–2016)," Finance Research Letters, Elsevier, volume 30, issue C, pages 352-359, DOI: 10.1016/j.frl.2018.10.020.
• Karlsson, Sune & Österholm, Pär, 2019, "Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia," Finance Research Letters, Elsevier, volume 30, issue C, pages 378-384, DOI: 10.1016/j.frl.2018.11.003.
• Wang, Lan & Chen, Langnan & Chen, Jieni, 2019, "Announcement effect and its determinants of exchangeable bonds," Finance Research Letters, Elsevier, volume 30, issue C, pages 76-82, DOI: 10.1016/j.frl.2019.04.015.
• Hsu, Ching-Chi & Chen, Miao-Ling, 2019, "Asymmetric effect of style comovement on momentum," Finance Research Letters, Elsevier, volume 31, issue C, pages 146-154, DOI: 10.1016/j.frl.2019.03.022.
• Wu, Yu & Zhang, Tong, 2019, "Effects of change in commission fees on China futures market," Finance Research Letters, Elsevier, volume 31, issue C, pages 54-65, DOI: 10.1016/j.frl.2019.04.010.
• Dorfleitner, Gregor & Nguyen, Quynh Anh & Röhe, Michaela, 2019, "Microfinance institutions and the provision of mobile financial services: First empirical evidence," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.002.
• Baltakys, Kȩstutis & Baltakienė, Margarita & Kärkkäinen, Hannu & Kanniainen, Juho, 2019, "Neighbors matter: Geographical distance and trade timing in the stock market," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.11.013.
• Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2019, "Who trades on momentum?," Journal of Financial Markets, Elsevier, volume 42, issue C, pages 56-74, DOI: 10.1016/j.finmar.2018.08.003.
• Chang, Sanders S. & Albert Wang, F., 2019, "Informed contrarian trades and stock returns," Journal of Financial Markets, Elsevier, volume 42, issue C, pages 75-93, DOI: 10.1016/j.finmar.2018.08.002.
• Ackert, Lucy F. & Kluger, Brian D. & Qi, Li, 2019, "Implied volatility and investor beliefs in experimental asset markets," Journal of Financial Markets, Elsevier, volume 43, issue C, pages 121-136, DOI: 10.1016/j.finmar.2019.02.001.
• Bartlett, Robert P. & McCrary, Justin, 2019, "How rigged are stock markets? Evidence from microsecond timestamps," Journal of Financial Markets, Elsevier, volume 45, issue C, pages 37-60, DOI: 10.1016/j.finmar.2019.06.003.
• Kapetanios, George & Konstantinidi, Eirini & Neumann, Michael & Skiadopoulos, George, 2019, "Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 options market," Journal of Financial Markets, Elsevier, volume 46, issue C, DOI: 10.1016/j.finmar.2019.100506.
• Balashov, Vadim S. & Nikiforov, Andrei, 2019, "How much do investors trade because of name/ticker confusion?," Journal of Financial Markets, Elsevier, volume 46, issue C, DOI: 10.1016/j.finmar.2019.06.002.
• Rud, Olga A. & Rabanal, Jean Paul & Sharifova, Manizha, 2019, "An experiment on the efficiency of bilateral exchange under incomplete markets," Games and Economic Behavior, Elsevier, volume 114, issue C, pages 253-267, DOI: 10.1016/j.geb.2019.02.007.
• Csóka, Péter & Jean-Jacques Herings, P., 2019, "Liability games," Games and Economic Behavior, Elsevier, volume 116, issue C, pages 260-268, DOI: 10.1016/j.geb.2019.05.007.
• Olson, Eric & Vivian, Andrew & Wohar, Mark E., 2019, "What is a better cross-hedge for energy: Equities or other commodities?," Global Finance Journal, Elsevier, volume 42, issue C, DOI: 10.1016/j.gfj.2018.02.003.
• Ling, Chengxiu, 2019, "Asymptotics of multivariate conditional risk measures for Gaussian risks," Insurance: Mathematics and Economics, Elsevier, volume 86, issue C, pages 205-215, DOI: 10.1016/j.insmatheco.2019.03.003.
• Bouri, Elie & Jalkh, Naji, 2019, "Conditional quantiles and tail dependence in the volatilities of gold and silver," International Economics, Elsevier, volume 157, issue C, pages 117-133, DOI: 10.1016/j.inteco.2018.10.001.
• Charles, Amélie & Darné, Olivier, 2019, "Volatility estimation for Bitcoin: Replication and robustness," International Economics, Elsevier, volume 157, issue C, pages 23-32, DOI: 10.1016/j.inteco.2018.06.004.
• Han, Seung Hun & Pagano, Michael S. & Shin, Yoon S., 2019, "The evolving nature of Japanese corporate governance: Guaranteed bonds vs. rated bonds," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 162-183, DOI: 10.1016/j.intfin.2018.10.001.
• Afonso, António & Tovar Jalles, João, 2019, "Quantitative easing and sovereign yield spreads: Euro-area time-varying evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 208-224, DOI: 10.1016/j.intfin.2018.10.003.
• Smales, L.A. & Lucey, B.M., 2019, "The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 60, issue C, pages 19-38, DOI: 10.1016/j.intfin.2018.12.003.
• Chmura, Thorsten & Bai, Ye & Bauder, David, 2019, "The impact of an insider and short-selling on bubble formation in experimental financial market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 60, issue C, pages 211-230, DOI: 10.1016/j.intfin.2019.01.003.
• Hung, Pi-Hsia & Lien, Donald, 2019, "Trading aggressiveness, order execution quality, and stock price movements: Evidence from the Taiwan stock exchange," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 60, issue C, pages 231-251, DOI: 10.1016/j.intfin.2019.01.002.
• Harris, Richard D.F. & Nguyen, Linh H. & Stoja, Evarist, 2019, "Systematic extreme downside risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 61, issue C, pages 128-142, DOI: 10.1016/j.intfin.2019.02.007.
• Bu, Ruijun & Fu, Xi & Jawadi, Fredj, 2019, "Does the volatility of volatility risk forecast future stock returns?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 61, issue C, pages 16-36, DOI: 10.1016/j.intfin.2019.02.001.
• Kinateder, Harald & Papavassiliou, Vassilios G., 2019, "Sovereign bond return prediction with realized higher moments," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 62, issue C, pages 53-73, DOI: 10.1016/j.intfin.2019.05.002.
• Fu, Xi & Zhang, Zhifang, 2019, "CFO cultural background and stock price crash risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 62, issue C, pages 74-93, DOI: 10.1016/j.intfin.2019.05.001.
• Zaremba, Adam & Long, Huaigang & Karathanasopoulos, Andreas, 2019, "Short-term momentum (almost) everywhere," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101140.
• Gong, Guojin & Li, Laura Yue & Yin, Huifang, 2019, "Relative performance evaluation and the timing of earnings release," Journal of Accounting and Economics, Elsevier, volume 67, issue 2, pages 358-386, DOI: 10.1016/j.jacceco.2019.03.002.
• Kanno, Masayasu, 2019, "Network structures and credit risk in cross-shareholdings among listed Japanese companies," Japan and the World Economy, Elsevier, volume 49, issue C, pages 17-31, DOI: 10.1016/j.japwor.2018.09.003.
• Griffith, Todd G. & Roseman, Brian S., 2019, "Making cents of tick sizes: The effect of the 2016 U.S. SEC tick size pilot on limit order book liquidity," Journal of Banking & Finance, Elsevier, volume 101, issue C, pages 104-121, DOI: 10.1016/j.jbankfin.2019.01.017.
• Kıvanç Karaman, K. & Yıldırım-Karaman, Seçil, 2019, "How does financial development alter the impact of uncertainty?," Journal of Banking & Finance, Elsevier, volume 102, issue C, pages 33-42, DOI: 10.1016/j.jbankfin.2019.03.008.
• Kenchington, David & Wan, Chi & Yüksel, H. Zafer, 2019, "Gross profitability and mutual fund performance," Journal of Banking & Finance, Elsevier, volume 104, issue C, pages 31-49, DOI: 10.1016/j.jbankfin.2019.05.001.
• Fecht, Falko & Thum, Stefan & Weber, Patrick, 2019, "Fear, deposit insurance schemes, and deposit reallocation in the German banking system," Journal of Banking & Finance, Elsevier, volume 105, issue C, pages 151-165, DOI: 10.1016/j.jbankfin.2019.05.005.
• Hollstein, Fabian & Nguyen, Duc Binh Benno & Prokopczuk, Marcel, 2019, "Asset prices and “the devil(s) you know”," Journal of Banking & Finance, Elsevier, volume 105, issue C, pages 20-35, DOI: 10.1016/j.jbankfin.2019.04.003.
• Li, Yubin & Zhao, Chen & Zhong, Zhaodong, 2019, "Price discrimination against retail Investors: Evidence from mini options," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 50-64, DOI: 10.1016/j.jbankfin.2019.05.012.
• Andreou, Panayiotis C. & Kagkadis, Anastasios & Philip, Dennis & Taamouti, Abderrahim, 2019, "The information content of forward moments," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 527-541, DOI: 10.1016/j.jbankfin.2019.07.021.
• Faff, Robert W. & Parwada, Jerry T. & Tan, Eric K.M., 2019, "Did connected hedge funds benefit from bank bailouts during the financial crisis?," Journal of Banking & Finance, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jbankfin.2019.08.003.
• Kearney, Fearghal & Shang, Han Lin & Sheenan, Lisa, 2019, "Implied volatility surface predictability: The case of commodity markets," Journal of Banking & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.jbankfin.2019.105657.
• Huber, Christoph & Huber, Jürgen & Hueber, Laura, 2019, "The effect of experts’ and laypeople’s forecasts on others’ stock market forecasts," Journal of Banking & Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jbankfin.2019.105662.
• Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa O., 2019, "Upside potential of hedge funds as a predictor of future performance," Journal of Banking & Finance, Elsevier, volume 98, issue C, pages 212-229, DOI: 10.1016/j.jbankfin.2018.11.003.
• Huang, Alan G. & Kalimipalli, Madhu & Nayak, Subhankar & Ramchand, Latha, 2019, "Risk mitigation by institutional participants in the secondary market: Evidence from foreign Rule 144A debt market," Journal of Banking & Finance, Elsevier, volume 99, issue C, pages 202-221, DOI: 10.1016/j.jbankfin.2018.12.011.
• Gregoriou, Andros & Healy, Jerome V. & Le, Huong, 2019, "Prospect theory and stock returns: A seven factor pricing model," Journal of Business Research, Elsevier, volume 101, issue C, pages 315-322, DOI: 10.1016/j.jbusres.2019.04.038.
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• Ghosal, Vivek & Ye, Yang, 2019, "The impact of uncertainty on the number of businesses," Journal of Economics and Business, Elsevier, volume 105, issue C, DOI: 10.1016/j.jeconbus.2019.04.001.
• Siemroth, Christoph, 2019, "The informational content of prices when policy makers react to financial markets," Journal of Economic Theory, Elsevier, volume 179, issue C, pages 240-274, DOI: 10.1016/j.jet.2018.11.002.
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