My JEL codes
Follow this JEL code
Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G10: General (includes Measurement and Data)
2023
- Shrestha, Keshab & Philip, Sheena Sara Suresh & Peranginangin, Yessy, 2023. "Contribution of Exchange Traded Funds in Hedging Crude Oil Price Risk," American Business Review, Pompea College of Business, University of New Haven, vol. 26(1), pages 203-225, May.
- Karakoç, Bahadır & Arcagök, Uğur, 2023. "The Cultural Diversity of the Board of Directors and Capital Structure," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 14(3), pages 351-368, July.
- Islam, Md Amirul & Uddin, Muhammad Salah & Thambiah, Seethaletchumy & Ahmed, Elsadig Musa & Rauf, Md Abdur, 2023. "Do Women's Attitudes Matter in Acceptance of Islamic Microfinance? Evidence from Malaysia," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 27(1), pages 61-85, March.
- Impenna, Claudio, 2023. "The Crypto Ecosystem: Prospects and Challenges for Regulators," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 76(3), pages 297-310.
- Abate, Giorgio & Branzoli, Nicola & Gallo, Raffaele, 2023. "Crypto-Asset Markets: Structure, Market Developments in 2022 and Policy Considerations," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 76(3), pages 353-386.
- Yagli , Ibrahim & Cetenak , Emin Huseyin, 2023. "Financial Development and Capital Allocation Efficiency Nexus: Do Sources and Dimensions of Financial Development Matter?," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, vol. 48(2), pages 83-103, June.
- Kamberi, Gojart, 2023. "Exploring The Epistemological Role Of The Decomposed S&P 500 Signal Components On The Formation Of Investors’ Sentiment," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 14(1), pages 25-42.
- Seema REHMAN & Saqib SHARIF & Wali ULLAH, 2023. "Relative Signed Jump and Future Stock Returns," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 25-45, March.
- Hao Wen CHANG & Tsangyao CHANG & Yang-Cheng LU, 2023. "Contagion Between Gold and other Commodity Goods using Bayesian Multivariate Quantile_On_Quantile Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 21-35, June.
- Mikhail Walden & Paul Lajbcygier, 2023. "Nonlinear hedge fund index clones?," Australian Journal of Management, Australian School of Business, vol. 48(1), pages 147-170, February.
- Nawaf Almaskati & Ron Bird & Danny Yeung & Yue Lu, 2023. "Corporate governance, market conditions and investors’ reaction to information signals," Australian Journal of Management, Australian School of Business, vol. 48(1), pages 38-66, February.
- Shivani Narayan & Dilip Kumar, 2023. "Systemic Risk Transmission from the United States to Asian Economies During the COVID-19 Period," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 22(1), pages 57-84, March.
- Naveed Ul Haq, 2023. "Impact of FDI and Its Absorption Capacity on the National Innovation Ecosystems: Evidence from the Largest FDI Recipient Countries of the World," Foreign Trade Review, , vol. 58(2), pages 259-288, May.
- Vikas Srivastava, 2023. "COVID-19 and Its Impact on Course Design of Finance Courses," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, vol. 48(2), pages 238-241, May.
- Anthony J. Greco, 2023. "Textbook Economics from Ameritrade’s Joe Ricketts," Studies in Microeconomics, , vol. 11(2), pages 195-205, August.
- Mike Seiferling & Shamsuddin Tareq, 2023. "Hiding the Losses: Fiscal Transparency and the Performance of Government Portfolios of Financial Assets," Public Finance Review, , vol. 51(4), pages 488-512, July.
- Jacek Karasinki & Jan Zadrozny, 2023. "The Impact of the Outbreak of Russia-Ukraine War on Commodity, Stock and Cryptocurrency Markets (Wplyw wybuchu wojny rosyjsko-ukrainskiej na rynki towarow, akcji i kryptowalut)," Research Reports, University of Warsaw, Faculty of Management, vol. 1(38), pages 64-75.
- Zack Jourdan & J. Ken. Corley & Randall Valentine & Arthur M. Tran, 2023. "Fintech: A content analysis of the finance and information systems literature," Electronic Markets, Springer;IIM University of St. Gallen, vol. 33(1), pages 1-21, December.
- Sihong Chen & Qi Li & Qiaoyu Wang & Yu Yvette Zhang, 2023. "Multivariate models of commodity futures markets: a dynamic copula approach," Empirical Economics, Springer, vol. 64(6), pages 3037-3057, June.
- Hai-Chuan Xu & Fredj Jawadi & Jie Zhou & Wei-Xing Zhou, 2023. "Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework," Empirical Economics, Springer, vol. 65(1), pages 93-110, July.
- Asgar Ali & K. N. Badhani, 2023. "Tail risk, beta anomaly, and demand for lottery: what explains cross-sectional variations in equity returns?," Empirical Economics, Springer, vol. 65(2), pages 775-804, August.
- Senthil Kumar Muthusamy & Ramadevi Kannan, 2023. "Profits crisis: evolving patterns of firm size and performance in traditional U.S. industries," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 50(3), pages 575-603, September.
- Volker Brühl, 2023. "The Green Asset Ratio (GAR): a new key performance indicator for credit institutions," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 13(1), pages 57-83, March.
- Filip-Mihai Toma & Cosmin-Octavian Cepoi & Matei Nicolae Kubinschi & Makoto Miyakoshi, 2023. "Gazing through the bubble: an experimental investigation into financial risk-taking using eye-tracking," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-27, December.
- Kingstone Nyakurukwa & Yudhvir Seetharam, 2023. "Higher moment connectedness of cryptocurrencies: a time-frequency approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(3), pages 793-814, September.
- Andrei Shynkevich, 2023. "Law of one price and return on Arbitrage Trading: Bitcoin vs. Ethereum," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(3), pages 763-792, September.
- Kee-Youn Kang, 2023. "Cryptocurrency and double spending history: transactions with zero confirmation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(2), pages 453-491, February.
- Rahul Kumar Singh, 2023. "Efficiency of Wheat Futures across APMC Mandis," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(3), pages 681-701, September.
- Cristiane Gea & Marcelo Cabus Klotzle & Luciano Vereda & Antonio Carlos Figueiredo Pinto, 2023. "Pricing uncertainty in the Brazilian stock market: do size and sustainability matter?," SN Business & Economics, Springer, vol. 3(1), pages 1-37, January.
- Meskat Ibne Sharif, 2023. "Parametric test of liquidity wavering in response to the dynamic equity constituents," SN Business & Economics, Springer, vol. 3(1), pages 1-26, January.
- K. Hafsal & S. Raja Sethu Durai, 2023. "Fundamental and bubble spillovers in stock markets: a common trend approach," SN Business & Economics, Springer, vol. 3(3), pages 1-17, March.
- Daouda Lawa Tan Toe & Mamadou Toe & Tibi Didier Zoungrana, 2023. "Investigating the weak and semi-strong forms of Informational Efficiency on the West African Economic and Monetary Union’s Stock Exchange (BRVM) through returns predictability tests," SN Business & Economics, Springer, vol. 3(9), pages 1-27, September.
- Mei-Mei Lin & Fu-Hsiang Kuo, 2023. "A Principal Component Analysis of Digital Banking Development in Taiwan," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(4), pages 1-2.
- Michele Anelli & Michele Patanè, 2023. "The “Perpetually†Efficient Stock Market Nonsense: The Gaslighting Effects," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 12(2), pages 1-1.
- Agnieszka Majewska & Patrycja Bełtowska, 2023. "Socially responsible investing (SRI) as a factor of competitiveness and sustainable development of organizations in young consumers' opinion," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 10(4), pages 245-262, June.
- Markus Brueckner & Wensheng Kang & Joaquin Vespignani, 2023.
"Covid-19 and Firms’ Stock Price Growth: The Role of Market Capitalization,"
Applied Economics, Taylor & Francis Journals, vol. 55(39), pages 4522-4538, August.
- Markus Brueckner & Wensheng Kang & Joaquin Vespignani, 2021. "COVID-19 and firms’ stock price growth: The role of market capitalization," CAMA Working Papers 2021-100, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Brueckner, Markus & Kang, Wensheng & Vespignani, Joaquin, 2021. "Covid-19 and Firms' Stock Price Growth: The Role of Market Capitalization," Working Papers 2021-09, University of Tasmania, Tasmanian School of Business and Economics.
- Muhammad Farooq Ahmad & Oskar Kowalewski & Paweł Pisany, 2023.
"What determines initial coin offering success: a cross-country study,"
Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 32(5), pages 622-645, July.
- Muhammad Farooq AHMAD & Oskar KOWALEWSKI & Pawel PISANY, 2020. "What determines Initial Coin Offering success: A cross-country study," Working Papers 2020-ACF-10, IESEG School of Management.
- Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2023.
"Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning,"
Journal of Behavioral Finance, Taylor & Francis Journals, vol. 24(1), pages 111-122, January.
- Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2021. "Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning," Working Papers 202118, University of Pretoria, Department of Economics.
- Richard Mawulawoea Ahadzie & Dan Daugaard & Moses Kangogo & Faisal Khan & Joaquin Vespignani, 2023.
"COVID-19, Mobility Restriction Policies and Stock Market Volatility: A Cross-Country Empirical Study,"
CAMA Working Papers
2023-40, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ahadzie, Richard Mawulawoe & Daugaard, Dan & Kangogo, Moses & Khan, Faisal & Vespignani, Joaquin, 2023. "Covid-19, Mobility Restriction Policies and Stock Market Volatility: A Cross-Country Empirical Study," Working Papers 2023-03, University of Tasmania, Tasmanian School of Business and Economics.
- Agostino Capponi & Albert J. Menkveld & Hongzhong Zhang, 2023. "Large Orders in Small Markets: Execution with Endogenous Liquidity Supply," Tinbergen Institute Discussion Papers 23-040/IV, Tinbergen Institute.
- Péter Csóka & P. Jean-Jacques Herings, 2023.
"An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks,"
CERS-IE WORKING PAPERS
2301, Institute of Economics, Centre for Economic and Regional Studies.
- Csóka, Péter & Herings, Jean-Jacques, 2023. "An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks," Discussion Paper 2023-002, Tilburg University, Center for Economic Research.
- Csóka, Péter & Herings, Jean-Jacques, 2023. "An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks," Other publications TiSEM c5e072ce-031a-487d-8a05-a, Tilburg University, School of Economics and Management.
- Péter Csóka & P. Jean-Jacques Herings, 2023.
"An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks,"
CERS-IE WORKING PAPERS
2301, Institute of Economics, Centre for Economic and Regional Studies.
- Csóka, Péter & Herings, Jean-Jacques, 2023. "An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks," Other publications TiSEM c5e072ce-031a-487d-8a05-a, Tilburg University, School of Economics and Management.
- Csóka, Péter & Herings, Jean-Jacques, 2023. "An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks," Discussion Paper 2023-002, Tilburg University, Center for Economic Research.
- Gordon Anderson, 2023. "A Coefficient of Variation for Multivariate Ordered Categorical Outcomes," Working Papers tecipa-757, University of Toronto, Department of Economics.
- ESCAP secretariat, 2023. "Accelerating Climate Action In Asia And The Pacific For Sustainable Development," Asia-Pacific Sustainable Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), vol. 30(1), pages 1-17, May.
- Alberto Martin & Sergio Mayordomo & Victoria Vanasco, 2023.
"Banks vs. Firms: Who Benefits from Credit Guarantees?,"
Working Papers
1389, Barcelona School of Economics.
- Alberto Martin & Sergio Mayordomo & Victoria Vanasco, 2023. "Banks vs. firms: who benefits from credit guarantees?," Economics Working Papers 1862, Department of Economics and Business, Universitat Pompeu Fabra.
- Oyinlola Mutiu Abimbola & Adeniyi Oluwatosin & Kumeka Terver Theophilus, 2023. "Dependence between foreign trade performance and exchange rate volatility: Panel ARDL approach," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 9(1), pages 1-15, July.
- Buks Andrew G. & Sobański Konrad, 2023. "Divest or engage? Effective paths to net zero from the U.S. perspective," Economics and Business Review, Sciendo, vol. 9(1), pages 65-93, April.
- Bousbia Salah Rahima & Beggat Hanane & Debbar Abdelkerim, 2023. "The Dollar and Gold: Which is the Safest Haven? COVID-19 Evidence," Economics and Business, Sciendo, vol. 37(1), pages 104-118, January.
- Muzindutsi Paul-Francois & Apau Richard & Muguto Lorraine & Muguto Hilary Tinotenda, 2023. "The Impact of Investor Sentiment on Housing Prices and the Property Stock Index Volatility in South Africa," Real Estate Management and Valuation, Sciendo, vol. 31(2), pages 1-17, June.
- Gavrilova Daria, 2023. "The Price Impact of S&P 500 Affiliation," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 68(1), pages 42-61, April.
- Lukas Boer & Lukas Menkhoff & Malte Rieth, 2023.
"The multifaceted impact of US trade policy on financial markets,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 388-406, April.
- Boer, Lukas & Menkhoff, Lukas & Rieth, Malte, 2020. "The multifaceted impact of US trade policy on financial markets," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224529, Verein für Socialpolitik / German Economic Association.
- Lukas Boer & Lukas Menkhoff & Malte Rieth, 2021. "The Multifaceted Impact of US Trade Policy on Financial Markets," Discussion Papers of DIW Berlin 1956, DIW Berlin, German Institute for Economic Research.
- Maarten R.C. Van Oordt, 2023.
"Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market‐Based Stress Tests,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(2-3), pages 465-501, March.
- Maarten van Oordt, 2018. "Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests," Staff Working Papers 18-54, Bank of Canada.
- Amar Anwar & Ichiro Iwasaki, 2023. "The Finance–Growth Nexus in Asia: A Meta-Analytic Approach," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., vol. 40(01), pages 13-48, March.
- Turker Acikgoz & Ozge Sezgin Alp & Nazlan Belemir Alkan, 2023. "Dynamics of a Newly Established Agricultural Commodities Market: Financialization, Hedging and Portfolio Diversification in Turkey," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 18(03), pages 1-33, September.
- Yaqin Hu & Xiaofei Zhao, 2023. "Accounting Information Completeness and Firm Default Risk," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 13(01), pages 1-35, March.
- Jie Jay Cao & Aurelio Vasquez & Xiao Xiao & Xintong Eunice Zhan, 2023. "Why Does Volatility Uncertainty Predict Equity Option Returns?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 13(01), pages 1-35, March.
- Minhua Yang & Florian Gerth & Vikash Ramiah & Glenn W. Muschert, 2023. "The Impact of the 2019 Australian Bushfire: Financial Markets, Air Pollution, and Economic Effects," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 26(03), pages 1-21, September.
- Dar-Hsin Chen & Ying-Hsin Lee, 2023. "The Effectiveness Of Central Bank Intervention: Evidence From Taiwan’S Foreign Exchange Market," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 68(01), pages 99-118, March.
- Gemma Estrada & Aitor Erce & Donghyun Park, 2023. "Skewed Credit And Growth Dynamics," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 68(02), pages 563-608.
- Xuan Vinh Vo, 2023. "Residual Government Ownership And Firm Value In A Transitional Economy," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 68(03), pages 671-684, June.
- Shulin Xu & Zhen Yang & Zefeng Tong & Yunfeng Li, 2023. "Knowledge Changes Fate: Can Financial Literacy Advance Poverty Reduction In Rural Households?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 68(04), pages 1147-1182, June.
- Obiyathulla Ismath Bacha, 2023. "Financial Derivatives:Markets and Applications," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12999, September.
- Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Derivatives: Introduction and Overview," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 1, pages 1-18, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Derivative Markets and Trading," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 2, pages 19-42, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Forward and Futures Markets: Pricing and Analysis," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 3, pages 43-80, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Stock Index Futures Contracts: Analysis and Applications," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 4, pages 81-137, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Interest Rate Futures Contracts and Currency Futures Contracts," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 5, pages 139-200, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Introduction to Options," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 6, pages 201-229, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Equity, Equity Index, and Currency Options," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 7, pages 231-277, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Option Strategies and Payoffs," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 8, pages 279-321, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Option Pricing," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 9, pages 323-379, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Replication, Synthetics, and Arbitrage," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 10, pages 381-404, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Options in Corporate Finance and Real Options," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 11, pages 405-432, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Interest Rate Swaps, Credit, and Other Derivatives," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 12, pages 433-470, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Derivative Instruments and Islamic Finance," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 13, pages 471-502, World Scientific Publishing Co. Pte. Ltd..
- Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Answers to Select End-of-Chapter Questions," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 14, pages 503-519, World Scientific Publishing Co. Pte. Ltd..
- Brühl, Volker, 2023. "The Green Asset Ratio (GAR) - a new KPI for credit institutions," CFS Working Paper Series 683, Center for Financial Studies (CFS).
- Gonçalves, Jorge & Kräussl, Roman & Levin, Vladimir, 2023. "Dark trading and financial markets stability," CFS Working Paper Series 691, Center for Financial Studies (CFS).
- Kräussl, Roman & Pollet, Joshua M. & Stefanova, Denitsa, 2023. "Closed-end funds and discount control mechanisms," CFS Working Paper Series 707, Center for Financial Studies (CFS).
- Hinsche, Isabelle Cathérine & Klump, Rainer, 2023. "Mirror, mirror on the wall, who is transitioning amongst them all?," CFS Working Paper Series 712, Center for Financial Studies (CFS).
- Zarifhonarvar, Ali, 2023. "The Capital Asset Pricing Model: A New Empirical Investigation," EconStor Preprints 268396, ZBW - Leibniz Information Centre for Economics.
- Daube, Carl Heinz, 2023. "Die Auswirkungen des aktuellen wirtschaftlichen und geopolitischen Umfelds auf die Kapitalkosten von Unternehmen," EconStor Preprints 270727, ZBW - Leibniz Information Centre for Economics.
- Daube, Carl Heinz, 2023. "Cost of Capital - challenges for companies in current economic environment," EconStor Preprints 270872, ZBW - Leibniz Information Centre for Economics.
- Kokila Kalimuthu & Shaik Saleem, 2023. "Linkages Between Festivals and Stock Market Returns: A Study of Indian Stock Market," Advances in Decision Sciences, Asia University, Taiwan, vol. 27(1), pages 115-142, March.
- Danilo Cascaldi-Garcia & Cisil Sarisoy & Juan M. Londono & Bo Sun & Deepa D. Datta & Thiago Ferreira & Olesya Grishchenko & Mohammad R. Jahan-Parvar & Francesca Loria & Sai Ma & Marius Rodriguez & Ilk, 2023.
"What Is Certain about Uncertainty?,"
Journal of Economic Literature, American Economic Association, vol. 61(2), pages 624-654, June.
- 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 1294, Board of Governors of the Federal Reserve System (U.S.).
- Paul Mukoki & Kalu Ojah & Odongo Kodongo, 2023. "Liquidity in Domestic Public Debt Markets for Enabling Infrastructure Financing: The Case of Sub-Saharan Africa," The African Finance Journal, Africagrowth Institute, vol. 25(1), pages 1-25.
- John Dhokotera & Josine Uwilingiye & Khouzeima Moutanabbir, 2023. "Sovereign Default Risk and Financial Market Returns in Africa," The African Finance Journal, Africagrowth Institute, vol. 25(1), pages 45-62.
- Münevvere Yıldız, 2023. "Türkiye’nin Karbon Nötrlüğü Hedefinde Ekonomik Faktörlerin Rolü," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 8(1), pages 102-129.
- Şencan Felek & Cihat Karademir & Reşat Ceylan, 2023. "Bitcoin ile Karbon Emisyonu İlişkisi: Doğrusal Olmayan Eşbütünleşme Analizi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 8(1), pages 141-162.
- Yasin Erdem Çevik & Furkan Emirmahmutoğlu, 2023. "Borsalarda Gelişimin Göstergesi Olarak İşleme Kapanma: Schumpeteryan Bir Bakış Açısı," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 8(1), pages 20-39.
- Metin Coşkun & Gözde Bozkurt & Melih Sefa Yavuz, 2023. "Borsa İstanbul 100 Endeksini Etkileyen Yatırımcı Profilleri: Yerliler mi Yabancılar mı?," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 8(2), pages 263-282.
- Julia A. Varlamova & Natalia I. Larionova & Julia S. Kolesnikova, 2023. "Modelling Outflow Remittances in the Digital Era: A Subnational Analysis of Russia," R-Economy, Ural Federal University, Graduate School of Economics and Management, vol. 9(2), pages 155-172.
- Selma Belhouchet & Anis Ben Amar, 2023. "Stock Market Performance, COVID-19 Related Government Measures, And Immunization: Evidence from The G7," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 22(2), pages 185-201, June.
- Ыбраев Ж.Ж. // Ybrayev Zh., 2023. "Взаимодействие макропруденциальной и денежно-кредитной политик в Казахстане: цели, инструменты, эффекты. // Interrelation between Macroprudential and Monetary Policies: Goals, Instruments, Effects," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue Special, pages 92-102.
- Duc Huu Nguyen & Irina P. Khominich, 2023. "The measurement of green economic quality in the BRICS countries: Should they prioritize financing for environmental protection, economic growth, or social goals?," Russian Journal of Economics, ARPHA Platform, vol. 9(2), pages 183-200, July.
- Massimo Guidolin & Erwin Hansen & Gabriel Cabrera, 2023. "Time-Varying Risk Aversion and International Stock Returns," BAFFI CAREFIN Working Papers 23203, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- S Kannadas & Mousumi Sengupta, 2023. "Impact of Locus of Control on Financial Risk-Taking Behaviour: A Perception Study among Married Earning Women in India," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 143-159.
- Venugopala Rao Kuntamalla & Krishna Jyotreddy Maguluri, 2023. "Impact of Financial Ratios on Stock Prices of Manufacturing Companies: Evidence from India," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 169-181.
- Jonathan Chiu & Emre Ozdenoren & Kathy Yuan & Shengxing Zhang, 2023. "On the Fragility of DeFi Lending," Staff Working Papers 23-14, Bank of Canada.
- Temel Taskin & Franz Ulrich Ruch, 2023. "Global Demand and Supply Sentiment: Evidence from Earnings Calls," Staff Working Papers 23-37, Bank of Canada.
- Carlos Pérez Montes & Jorge E. Galán & María Bru & Julio Gálvez & Alberto García & Carlos González & Samuel Hurtado & Nadia Lavín & Eduardo Pérez Asenjo & Irene Roibás, 2023. "Systemic analysis framework for the impact of economic and financial risks," Occasional Papers 2311, Banco de España.
- Carlos Pérez Montes & Alejandro Ferrer & Laura Álvarez Román & Henrique Basso & Beatriz González López & Gabriel Jiménez & Pedro Javier Martínez-Valero & Sergio Mayordomo & Álvaro Menéndez Pujadas & L, 2023. "Marco de análisis individual y sectorial del impacto de los riesgos económicos y financieros," Occasional Papers 2313, Banco de España.
- Mauro Bufano & Fabio Capasso & Johnny Di Giampaolo & Nicola Pellegrini, 2023. "The Emissions Trading System of the European Union (EU ETS)," Temi di discussione (Economic working papers) 39, Bank of Italy, Economic Research and International Relations Area.
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"The stumbling block in ‘the race of our lives’: transition-critical materials, financial risks and the NGFS climate scenarios,"
LSE Research Online Documents on Economics
118094, London School of Economics and Political Science, LSE Library.
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"Banks vs. firms: who benefits from credit guarantees?,"
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"Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data,"
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"The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-strong, and Latent Factors,"
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"Global Production Linkages and Stock Market Comovement,"
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- Vidal-Tomás, David & Briola, Antonio & Aste, Tomaso, 2023. "FTX's downfall and Binance's consolidation: the fragility of centralised digital finance," LSE Research Online Documents on Economics 119902, London School of Economics and Political Science, LSE Library.
- Andreas Fuster & David Lucca & James Vickery, 2023.
"Mortgage-backed securities,"
Chapters, in: Refet S. Gürkaynak & Jonathan H. Wright (ed.), Research Handbook of Financial Markets, chapter 15, pages 331-357,
Edward Elgar Publishing.
- Andreas Fuster & David O. Lucca & James Vickery, 2022. "Mortgage-Backed Securities," Staff Reports 1001, Federal Reserve Bank of New York.
- Andreas Fuster & David O. Lucca & James I. Vickery, 2022. "Mortgage-Backed Securities," Swiss Finance Institute Research Paper Series 22-13, Swiss Finance Institute.
- Lucca, David & Vickery, James, 2022. "Mortgage-Backed Securities," CEPR Discussion Papers 16989, C.E.P.R. Discussion Papers.
- M Anand Shankar Raja & Keerthana Shekar & B Harshith & Purvi Rastogi, 2023. "A Study on the Impact of COVID-19 on the Stock Market in BRIC Countries," Contemporary Studies in Economic and Financial Analysis, in: Digital Transformation, Strategic Resilience, Cyber Security and Risk Management, volume 111, pages 1-26, Emerald Group Publishing Limited.
- Surachai Chancharat & Arisa Phadungviang, 2023. "Risk and Mutual Fund Clustering in an Emerging Market: Evidence for Thailand," International Symposia in Economic Theory and Econometrics, in: Comparative Analysis of Trade and Finance in Emerging Economies, volume 31, pages 37-50, Emerald Group Publishing Limited.
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- Ayesha Afzal & Saba Fazal Firdousi & Kamil Mahmood, 2023. "The links between financial depth and economic variables: evidence from Poland," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 24(4), pages 449-463, May.
- Johannes Kabderian Dreyer & Mateus Moreira & William T. Smith & Vivek Sharma, 2023. "Do environmental, social and governance practices affect portfolio returns? Evidence from the US stock market from 2002 to 2020," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 22(1), pages 37-61, January.
- Johannes Kabderian Dreyer & Mateus Moreira & William T. Smith & Vivek Sharma, 2023. "Do environmental, social and governance practices affect portfolio returns? Evidence from the US stock market from 2002 to 2020," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 22(1), pages 37-61, January.
- Patricia A. Ryan & Sriram V. Villupuram, 2023. "Changes in the DJIA: market reactions and economic cycles," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 22(2), pages 177-193, February.
- Dmitriy Chulkov & Xiaoqiong Wang, 2023. "Corporate social responsibility and financial reporting quality: evidence from US firms," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 40(3), pages 445-466, January.
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- Daniel Pastorek & Michal Drabek & Peter Albrecht, 2023.
"Confirmation of T+35 Failures-To-Deliver Cycles: Evidence from GameStop Corp,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 73(1), pages 56-80, January.
- Daniel Pastorek & Michal Drabek & Peter Albrecht, 2022. "Confirmation of T+35 Failures-To-Deliver Cycles: Evidence from GameStop Corp," MENDELU Working Papers in Business and Economics 2022-81, Mendel University in Brno, Faculty of Business and Economics.
- Jan Sila & Evzen Kocenda & Ladislav Kristoufek & Jiri Kukacka, 2023. "Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness," Working Papers IES 2023/24, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2023.
- Lauren Spits & Valerie Grossman & Enrique Martinez-Garcia, 2023. "On the Nexus of Monetary Policy and Financial Stability: Novel Asset Market Monitoring Tools for Building Economic Resilience and Mitigating Financial Risks," Globalization Institute Working Papers 421, Federal Reserve Bank of Dallas.
- Acharya, Sushant & Dogra, Keshav & Singh, Sanjay, 2021.
"The Financial Origins of Non-Fundamental Risk,"
CEPR Discussion Papers
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- Sushant Acharya & Keshav Dogra & Sanjay R. Singh, 2021. "The financial origins of non-fundamental risk," Working Papers 345, University of California, Davis, Department of Economics.
- Sushant Acharya & Keshav Dogra & Sanjay Singh, 2022. "The Financial Origins of Non-fundamental Risk," Staff Working Papers 22-4, Bank of Canada.
- Sharjil M. Haque & Anya V. Kleymenova, 2023. "Private Equity and Debt Contract Enforcement: Evidence from Covenant Violations," Finance and Economics Discussion Series 2023-018, Board of Governors of the Federal Reserve System (U.S.).
- Andrew C. Meldrum & Oleg Sokolinskiy, 2023. "The Effects of Volatility on Liquidity in the Treasury Market," Finance and Economics Discussion Series 2023-028, Board of Governors of the Federal Reserve System (U.S.).
- Bennett Schmanski & Chiara Scotti & Clara Vega, 2023. "Fed Communication, News, Twitter, and Echo Chambers," Finance and Economics Discussion Series 2023-036, Board of Governors of the Federal Reserve System (U.S.).
- Kiwoong Byun & Baeho Kim & Dong Hwan Oh, 2023. "Default Clustering Risk Premium and its Cross-Market Asset Pricing Implications," Finance and Economics Discussion Series 2023-055, Board of Governors of the Federal Reserve System (U.S.).
- Francesca Carapella & Grace Chuan & Jacob Gerszten & Nathan Swem, 2023. "Tokenization: Overview and Financial Stability Implications," Finance and Economics Discussion Series 2023-060, Board of Governors of the Federal Reserve System (U.S.).
- Michael Smolyansky, 2023. "End of an Era: The Coming Long-Run Slowdown in Corporate Profit Growth and Stock Returns," Finance and Economics Discussion Series 2023-041, Board of Governors of the Federal Reserve System (U.S.).
- Michael Smolyansky, 2023. "End of an Era: The Coming Long-Run Slowdown in Corporate Profit Growth and Stock Returns," Finance and Economics Discussion Series 2023-041, Board of Governors of the Federal Reserve System (U.S.).
- Jesse Bricker & Geng Li, 2023. "Your Friends, Your Credit: Social Capital Measures Derived from Social Media and the Credit Market," Finance and Economics Discussion Series 2023-048, Board of Governors of the Federal Reserve System (U.S.).
- Luca Benzoni & Christian Cabanilla & Alessandro Cocco & Cullen Kavoussi, 2023. "What does the CDS market imply for a U.S. default?," Working Paper Series WP 2023-17, Federal Reserve Bank of Chicago.
- Maximilian Ahrens & Deniz Erdemlioglu & Michael McMahon & Christopher J. Neely & Xiye Yang, 2023. "Mind Your Language: Market Responses to Central Bank Speeches," Working Papers 2023-013, Federal Reserve Bank of St. Louis.
- Kenechukwu E. Anadu & Pablo D. Azar & Catherine Huang & Marco Cipriani & Thomas M. Eisenbach & Gabriele La Spada & Mattia Landoni & Marco Macchiavelli & Antoine Malfroy-Camine & J. Christina Wang, 2023. "Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?," Staff Reports 1073, Federal Reserve Bank of New York.
- Alexandra Maria Bele & Claudia Diana Sabău-Popa & Oana Maria Secară, 2023. "Sustainable development goals and the triangle of ESG investments," Journal of Financial Studies, Institute of Financial Studies, vol. 8(14), pages 11-23, May.
- Kirill D. Shilov, 2023. "Cryptocurrencies: Market Trends and Sanctions [Криптовалюты: Тенденции Рынка И Санкции]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 2, pages 43-50, February.
- Yury A. Danilov, 2023. "Complex of Indicators of the Financial Structure [Комплекс Показателей Финансовой Структуры]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 5, pages 63-70, May.
- Kirill D. Shilov, 2023. "Криптовалюты: Тенденции Рынка И Санкции," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 2, pages 43-50, February.
- Yury A. Danilov, 2023. "Комплекс Показателей Финансовой Структуры," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 5, pages 63-70, May.
- Rangan Gupta & Yuvana Jaichand & Christian Pierdzioch & Reneé van Eyden, 2023.
"Realized Stock-Market Volatility of the United States and the Presidential Approval Rating,"
Mathematics, MDPI, vol. 11(13), pages 1-27, July.
- Rangan Gupta & Yuvana Jaichand & Christian Pierdzioch & Renee van Eyden, 2023. "Realized Stock-Market Volatility of the United States and the Presidential Approval Rating," Working Papers 202311, University of Pretoria, Department of Economics.
- Alfonsina Iona & Andrea Calef & Ifigenia Georgiou, 2023.
"Credit Market Freedom and Corporate Decisions,"
Mathematics, MDPI, vol. 11(7), pages 1-13, March.
- Andrea Calef & Ifigenia Georgiou & Alfonsina Iona, 2022. "Credit Market Freedom and Corporate Decisions," University of East Anglia School of Economics Working Paper Series 2022-09, School of Economics, University of East Anglia, Norwich, UK..
- Brei, Michael & Ferri, Giovanni & Gambacorta, Leonardo, 2023.
"Financial structure and income inequality,"
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- Ngoc-Sang Pham, 2023. "Intertemporal equilibrium with physical capital and financial asset: role of dividend taxation," Post-Print halshs-04033250, HAL.
- Csóka, Péter & Herings, Jean-Jacques, 2023.
"An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks,"
Discussion Paper
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- Csóka, Péter & Herings, Jean-Jacques, 2023. "An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks," Other publications TiSEM c5e072ce-031a-487d-8a05-a, Tilburg University, School of Economics and Management.
- Aase, Knut K., 2023. "Optimal spending of a wealth fund in the discrete time life cycle model," Discussion Papers 2023/7, Norwegian School of Economics, Department of Business and Management Science.
- Sergei Gurov, 2023. "Illiquidity Effects in the Russian Stock Market," HSE Economic Journal, National Research University Higher School of Economics, vol. 27(1), pages 78-102.
- Mariia Elkina, 2023. "Financial Frictions in a DSGE Model of Russian Economy," HSE Economic Journal, National Research University Higher School of Economics, vol. 27(2), pages 159-195.
- Collins C Ngwakwe, 2023. "Stock Market Price Effect of the Silicon Valley Bank Failure - A Pre and Within Analysis," Oblik i finansi, Institute of Accounting and Finance, issue 2, pages 75-82, June.
- Nevi Danila, 2023. "The Asymme The Asymmetric Ex Tric Exchange Ra Ange Rate Pass-Through T Ass-Through To Inflation In The Selected Asean Countries," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 26(1), pages 125-144.
- Justyna Klejdysz & Robin L. Lumsdaine, 2023. "Shifts in ECB Communication: A Textual Analysis of the Press Conference," International Journal of Central Banking, International Journal of Central Banking, vol. 19(2), pages 473-542, June.
- Aeimit Lakdawala & Bhanu Pratap & Rajeswari Sengupta, 2023. "Impact of RBI's monetary policy announcements on government bond yields: Evidence from the pandemic," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2023-04, Indira Gandhi Institute of Development Research, Mumbai, India.
- Ilhan KUCUKKAPLAN & Emre KILIC & Sevket PAZARCI & Asım KAR, 2023. "Testing the Efficient Market Hypothesis in G8 Countries: New evidence from Unit Root Tests with Fourier Shifts," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 10(1), pages 1-18, January.
- Suleyman Kasal, 2023. "The Role of Global Financial Risk Shocks on Macroeconomic Fluctuations and Government Debt: The Case of Turkiye," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 10(2), pages 337-360, July.
- Agnese, Pablo & Garcia-del-Barrio, Pedro & Gil-Alana, Luis A. & de Gracia, Fernando Perez, 2023. "Precious Metal Prices: A Tale of Four U.S. Recessions," IZA Discussion Papers 16012, Institute of Labor Economics (IZA).
- Dilip B. Madan & King Wang, 2023. "The valuation of corporations: a derivative pricing perspective," Annals of Finance, Springer, vol. 19(1), pages 1-21, March.
- Muneer Shaik & Mohd Ziaur Rehman, 2023. "The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(1), pages 231-246, March.
- Hema Divya Kantamaneni & Vasudeva Reddy Asi, 2023. "Market Efficiency of Commodity Derivatives with Reference to Nonagricultural Commodities," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(1), pages 247-258, March.
- Dilip B. Madan & King Wang, 2023. "Measuring Dependence in a Set of Asset Returns," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(2), pages 363-385, June.
- Miklesh Yadav & Nandita Mishra & Shruti Ashok, 2023. "Dynamic connectedness of green bond with financial markets of European countries under OECD economies," Economic Change and Restructuring, Springer, vol. 56(1), pages 609-631, February.
- Tam Hoang-Nhat Dang & Nhan Thien Nguyen & Duc Hong Vo, 2023. "Sectoral volatility spillovers and their determinants in Vietnam," Economic Change and Restructuring, Springer, vol. 56(1), pages 681-700, February.
- Kumar Debasis Dutta & Mallika Saha, 2023. "Does financial development cause sustainable development? A PVAR approach," Economic Change and Restructuring, Springer, vol. 56(2), pages 879-917, April.
- Paulo Pereira Silva, 2023. "Securities transaction taxes and stock price informativeness: evidence for France and Italy," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(3), pages 325-345, September.
- Imen Khanchel & Naima Lassoued & Rym Gargoury, 2023. "CSR and firm value: is CSR valuable during the COVID 19 crisis in the French market?," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 27(2), pages 575-601, June.
- Dimitrios Koutmos, 2023. "Investor sentiment and bitcoin prices," Review of Quantitative Finance and Accounting, Springer, vol. 60(1), pages 1-29, January.
- Jeffrey R. Black & Pankaj K. Jain & Wei Sun, 2023. "Trade-time clustering," Review of Quantitative Finance and Accounting, Springer, vol. 60(3), pages 1209-1242, April.
- Qiyuan Peng & Sheri Tice & Ling Zhou, 2023. "Mutual funds and stock fundamentals," Review of Quantitative Finance and Accounting, Springer, vol. 60(4), pages 1329-1361, May.
- Dimitrios Koutmos & Wang Chun Wei, 2023. "Nowcasting bitcoin’s crash risk with order imbalance," Review of Quantitative Finance and Accounting, Springer, vol. 61(1), pages 125-154, July.
- Hsiu-Chuan Lee & Donald Lien & Her-Jiun Sheu, 2023. "Hedging performance of volatility index futures: a partial cointegration approach," Review of Quantitative Finance and Accounting, Springer, vol. 61(1), pages 265-294, July.
- Mérő, Katalin & Bethlendi, András, 2023. "Árnyékbankrendszer Magyarországon [Shadow banking in Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 1001-1020.
- Ivo Maes, 2023. "Alexandre Lamfalussy and the origins of instability in capitalist economies," Working Paper Research 436, National Bank of Belgium.
- Ewa Feder-Sempach & Piotr Szczepocki & Wiesław Dębski, 2023. "What if beta is not stable? Applying the Kalman filter to risk estimates of top US companies over the long time horizon," Bank i Kredyt, Narodowy Bank Polski, vol. 54(1), pages 25-44.
- Paweł Mikołajczak, 2023. "Comparative study of social impact bonds – capital per beneficiary and scheme duration," Bank i Kredyt, Narodowy Bank Polski, vol. 54(2), pages 191-220.
- Suman Banerjee & Ravi Jagannathan & Kai Wang, 2023. "Price Destabilizing Speculation: The Role of Strategic Limit Orders," NBER Working Papers 30828, National Bureau of Economic Research, Inc.
- Christopher Clayton & Antonio Coppola & Amanda Dos Santos & Matteo Maggiori & Jesse Schreger, 2023. "China in Tax Havens," NBER Working Papers 30865, National Bureau of Economic Research, Inc.
- Wei Dai & Mamdouh Medhat & Robert Novy-Marx & Savina Rizova, 2023. "Reversals and the Returns to Liquidity Provision," NBER Working Papers 30917, National Bureau of Economic Research, Inc.
- Carolin Pflueger, 2023. "Back to the 1980s or Not? The Drivers of Inflation and Real Risks in Treasury Bonds," NBER Working Papers 30921, National Bureau of Economic Research, Inc.
- George M. Constantinides & Maurizio Montone & Valerio Potì & Stella Spilioti, 2023. "Sentiment, Productivity, and Economic Growth," NBER Working Papers 31031, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Timothy Johnson & Suresh Sundaresan & Steven Zheng, 2023. "Disasters with Unobservable Duration and Frequency: Intensified Responses and Diminished Preparedness," NBER Working Papers 31067, National Bureau of Economic Research, Inc.
- Stefano Giglio & Theresa Kuchler & Johannes Stroebel & Xuran Zeng, 2023. "Biodiversity Risk," NBER Working Papers 31137, National Bureau of Economic Research, Inc.
- David Hirshleifer & Dat Y. Mai & Kuntara Pukthuanthong, 2023. "War Discourse and Disaster Premia: 160 Years of Evidence from Stock and Bond Markets," NBER Working Papers 31204, National Bureau of Economic Research, Inc.
- Matteo Benetton & Giovanni Compiani & Adair Morse, 2023. "When Cryptomining Comes to Town: High Electricity-use Spillovers to the Local Economy," NBER Working Papers 31312, National Bureau of Economic Research, Inc.
- Huber, Kilian & Gormsen, Niels Joachim, 2023.
"Corporate Discount Rates,"
CEPR Discussion Papers
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- David Hirshleifer & Dat Mai & Kuntara Pukthuanthong, 2023. "War Discourse and the Cross Section of Expected Stock Returns," NBER Working Papers 31348, National Bureau of Economic Research, Inc.
- Bryan T. Kelly & Dacheng Xiu, 2023. "Financial Machine Learning," NBER Working Papers 31502, National Bureau of Economic Research, Inc.
- Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Matthew O'Brien & Andrei Shleifer, 2023. "Long Term Expectations and Aggregate Fluctuations," NBER Working Papers 31578, National Bureau of Economic Research, Inc.
- Turan G. Bali & Bryan T. Kelly & Mathis Mörke & Jamil Rahman, 2023. "Machine Forecast Disagreement," NBER Working Papers 31583, National Bureau of Economic Research, Inc.
- Gregory W. Brown & Celine Yue Fei & David T. Robinson, 2023. "Portfolio Management in Private Equity," NBER Working Papers 31664, National Bureau of Economic Research, Inc.
- Mihir Gandhi & Niels Joachim Gormsen & Eben Lazarus, 2023. "Forward Return Expectations," NBER Working Papers 31687, National Bureau of Economic Research, Inc.
- Antoine Didisheim & Shikun (Barry) Ke & Bryan T. Kelly & Semyon Malamud, 2023. "Complexity in Factor Pricing Models," NBER Working Papers 31689, National Bureau of Economic Research, Inc.
- Seongkyu Gilbert Park & K. C. John Wei & Linti Zhang, 2023. "The Fu (2009) Positive Relation Between Idiosyncratic Volatility and Expected Returns is Due to Look-Ahead Bias," Critical Finance Review, now publishers, vol. 12(1-4), pages 57-124, August.
- Valya Vasileva, 2023. "Bulgarian Capital Market Dynamics (2001-2021)," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 24-37, March.
- Kalina Kavaldjieva, 2023. "Create Fair Value in Related Parties," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 139-163, August.
- Filippo Maria D’Arcangelo & Tobias Kruse & Mauro Pisu & Marco Tomasi, 2023. "Corporate cost of debt in the low-carbon transition: The effect of climate policies on firm financing and investment through the banking channel," OECD Economics Department Working Papers 1761, OECD Publishing.
- Ralph De Haas & Alexander Popov, 2023.
"Finance and Green Growth,"
The Economic Journal, Royal Economic Society, vol. 133(650), pages 637-668.
- De Haas, Ralph & Popov, Alexander, 2019. "Finance and Green Growth," CEPR Discussion Papers 14012, C.E.P.R. Discussion Papers.
- Jane M Fry & Lisa Farrell, 2023. "Road accidents: unexpected costs of stock market movements," Oxford Economic Papers, Oxford University Press, vol. 75(1), pages 233-255.
- Jérôme Creel & Paul Hubert & Fabien Labondance, 2023. "Credit, banking fragility, and economic performance," Oxford Economic Papers, Oxford University Press, vol. 75(2), pages 553-573.
- Benedikt Ballensiefen & Angelo Ranaldo, 2023. "Safe Asset Carry Trade," The Review of Asset Pricing Studies, Oxford University Press, vol. 13(2), pages 223-265.
- Adam Farago & Erik Hjalmarsson, 2023. "Small Rebalanced Portfolios Often Beat the Market over Long Horizons," The Review of Asset Pricing Studies, Oxford University Press, vol. 13(2), pages 307-342.
- Itay Goldstein, 2023. "Information in Financial Markets and Its Real Effects," Review of Finance, European Finance Association, vol. 27(1), pages 1-32.
- Paul Brockman & Dennis Y Chung & Neal M Snow, 2023. "Search-Based Peer Groups and Commonality in Liquidity," Review of Finance, European Finance Association, vol. 27(1), pages 33-77.
- Jesse Davis & Gill Segal, 2023. "Trendy Business Cycles and Asset Prices," Review of Financial Studies, Society for Financial Studies, vol. 36(6), pages 2509-2570.
- Flavius Valentin Jakubowicz & Ionela Munteanu & Marioara Mirea, 2023. "Developments in Cryptocurrency Transactions and Implications for Audit and Accounting Activities," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 951-957, August.
- Asgar Ali & K. N. Badhani, 2023. "Downside risk matters once the lottery effect is controlled: explaining risk–return relationship in the Indian equity market," Journal of Asset Management, Palgrave Macmillan, vol. 24(1), pages 27-43, February.
- Mouna Youssef & Khaled Mokni, 2023. "Herding behavior in stock markets of oil-importing and oil-exporting countries: the role of oil price," Journal of Asset Management, Palgrave Macmillan, vol. 24(1), pages 44-58, February.
- Wenjun Wang, 2023. "Can experience mitigate precautionary bidding? Evidence from a quasi-experiment at an IPO auction," Journal of Asset Management, Palgrave Macmillan, vol. 24(2), pages 148-163, March.
- Ailie Charteris & Conrad Alexander Steyn, 2023. "The Bank of Japan’s exchange traded fund purchases: a help or hindrance to market efficiency?," Journal of Asset Management, Palgrave Macmillan, vol. 24(3), pages 225-240, May.
- Yogesh Chauhan & Ajay Kumar Mishra & Bhavik Parikh, 2023. "Fund family versus mutual fund performance: evidence from the Indian investors’ perspective," Journal of Asset Management, Palgrave Macmillan, vol. 24(4), pages 268-283, July.
- Valeriy Zakamulin, 2023. "Not all bull and bear markets are alike: insights from a five-state hidden semi-Markov model," Risk Management, Palgrave Macmillan, vol. 25(1), pages 1-25, March.
- Pham, Thu Phuong & Singh, Harminder & Vu, Van Hoang, 2023.
"The impact of bank loan announcements on stock liquidity,"
International Review of Economics & Finance, Elsevier, vol. 86(C), pages 848-864.
- Pham, Thu Phuong & Singh, Harminder & Vu, Van Hoang, 2023. "The impact of bank loan announcements on stock liquidity," MPRA Paper 116398, University Library of Munich, Germany.
- Gunturu, Vamsi Krishna & Abidi, Qambar, 2023. "A study on impact of IBC," MPRA Paper 116850, University Library of Munich, Germany.
- Johnson, Leroy & Osabuohien, Evans, 2023. "Return and Volatility Connectedness in Foreign Exchange Markets of Sierra Leone," MPRA Paper 118135, University Library of Munich, Germany.
- Asano, Koji, 2023. "Reputation and the Wall Street Walk," MPRA Paper 118158, University Library of Munich, Germany.
- Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2023. "Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India," Working Papers 202305, University of Pretoria, Department of Economics.
- Rangan Gupta & Yuvana Jaichand & Christian Pierdzioch & Reneé van Eyden, 2023.
"Realized Stock-Market Volatility of the United States and the Presidential Approval Rating,"
Mathematics, MDPI, vol. 11(13), pages 1-27, July.
- Rangan Gupta & Yuvana Jaichand & Christian Pierdzioch & Renee van Eyden, 2023. "Realized Stock-Market Volatility of the United States and the Presidential Approval Rating," Working Papers 202311, University of Pretoria, Department of Economics.
- Rangan Gupta & Savanah Hall & Christian Pierdzioch, 2023. "Realized Stock Market Volatility of the United States: The Role of Employee Sentiment," Working Papers 202319, University of Pretoria, Department of Economics.
- Afees A. Salisu & Wenting Liao & Rangan Gupta & Oguzhan Cepni, 2023. "Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model," Working Papers 202323, University of Pretoria, Department of Economics.
- Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani, 2023. "Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach," Working Papers 202327, University of Pretoria, Department of Economics.
- Afees A. Salisu & Rangan Gupta & Oguzhan Cepni, 2023. "Housing Market Variables and Predictability of State-Level Stock Market Volatility of the United States: Evidence from a GARCH-MIDAS Approach," Working Papers 202330, University of Pretoria, Department of Economics.
- Glenn P. Jenkins, 2023. "Rates of Return Taxation from Private Capital in Canada," Development Discussion Papers 1973-04, JDI Executive Programs.
- Kazuhiro Hiraki & George Skiadopoulos, 2023. "The Contribution of Transaction Costs to Expected Stock Returns: A Novel Measure," Working Papers 946, Queen Mary University of London, School of Economics and Finance.
2022
- Nusair, Salah A. & Al-Khasawneh, Jamal A., 2022. "Impact of economic policy uncertainty on the stock markets of the G7 Countries:A nonlinear ARDL approach," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).
- Tsagkanos, Athanasios & Argyropoulou, Despoina & Androulakis, Georgios, 2022. "Asymmetric economic effects via the dependence structure of green bonds and financial stress index," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).
- Abuzayed, Bana & Al-Fayoumi, Nedal & Bouri, Elie, 2022. "Hedging UK stock portfolios with gold and oil: The impact of Brexit," Resources Policy, Elsevier, vol. 75(C).
- Chen, Xiangyu & Tongurai, Jittima, 2022. "Spillovers and interdependency across base metals: Evidence from China's futures and spot markets," Resources Policy, Elsevier, vol. 75(C).
- Zeinedini, Sh & Karimi, M. Sh & Khanzadi, A., 2022. "Impact of global oil and gold prices on the Iran stock market returns during the Covid-19 pandemic using the quantile regression approach," Resources Policy, Elsevier, vol. 76(C).
- Tuna, Gülfen & Tuna, Vedat Ender, 2022. "Are effects of COVID-19 pandemic on financial markets permanent or temporary? Evidence from gold, oil and stock markets," Resources Policy, Elsevier, vol. 76(C).
- Gupta, Rangan & Pierdzioch, Christian & Salisu, Afees A., 2022.
"Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data,"
Resources Policy, Elsevier, vol. 77(C).
- Rangan Gupta & Christian Pierdzioch & Afees A. Salisu, 2020. "Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data," Working Papers 202095, University of Pretoria, Department of Economics.
- Sephton, Peter S., 2022. "Revisiting the inflation-hedging properties of precious metals in Africa," Resources Policy, Elsevier, vol. 77(C).
- Lazzarino, Marco & Berrill, Jenny & Šević, Aleksandar, 2022. "The importance of distinguishing between precious and industrial metals when investing in mining stocks," Resources Policy, Elsevier, vol. 78(C).
- Coskun, Merve & Taspinar, Nigar, 2022. "Volatility spillovers between Turkish energy stocks and fossil fuel energy commodities based on time and frequency domain approaches," Resources Policy, Elsevier, vol. 79(C).
- Ge, Yongbo & Zhu, Yuexiao, 2022. "Boosting green recovery: Green credit policy in heavily polluted industries and stock price crash risk," Resources Policy, Elsevier, vol. 79(C).
- Maghyereh, Aktham & Awartani, Basel & Virk, Nader S., 2022. "Asymmetric risk transmissions between oil, gold and US equities: Recent evidence from the realized variance of the futures prices," Resources Policy, Elsevier, vol. 79(C).
- Gupta, Arpit & Van Nieuwerburgh, Stijn & Kontokosta, Constantine, 2022.
"Take the Q train: Value capture of public infrastructure projects,"
Journal of Urban Economics, Elsevier, vol. 129(C).
- Arpit Gupta & Stijn Van Nieuwerburgh & Constantine Kontokosta, 2020. "Take the Q Train: Value Capture of Public Infrastructure Projects," NBER Working Papers 26789, National Bureau of Economic Research, Inc.
- Albanez, Tatiana & Schiozer, Rafael, 2022. "The signaling role of covenants and the speed of capital structure adjustment under poor creditor rights: Evidence from domestically and cross-listed firms in Brazil," Journal of Multinational Financial Management, Elsevier, vol. 63(C).
- Killins, Robert N. & Ngo, Thanh & Wang, Hongxia, 2022. "Politics and equity markets: Evidence from Canada," Journal of Multinational Financial Management, Elsevier, vol. 63(C).
- Tang, Tao & Wang, Yanchen, 2022. "Liquidity Shocks, Price Volatilities, and Risk-managed Strategy: Evidence from Bitcoin and Beyond," Journal of Multinational Financial Management, Elsevier, vol. 64(C).
- Chao, Ching-Hsiang & Huang, Chih-Jen, 2022. "Firm performance following actual share repurchases: Effects of investment crowding out and financial flexibility," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
- Li, Zhuolei & Diao, Xundi & Wu, Chongfeng, 2022. "The influence of mobile trading on return dispersion and herding behavior," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
- Chen, Xin & Zheng, Gaoping & Chai, Daniel, 2022. "The cash conversion cycle spread in China," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
- Zhang, Xiaotao & Wang, Ziqiao & Hao, Jing & He, Feng, 2022. "Price limit and stock market quality: Evidence from a quasi-natural experiment in the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
- Shen, Shulin & Xia, Le & Shuai, Yulin & Gao, Da, 2022. "Measuring news media sentiment using big data for Chinese stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
- Cheng, Tingting & Xing, Shuo & Yao, Wenying, 2022. "An examination of herding behaviour of the Chinese mutual funds: A time-varying perspective," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
- Han, Qian & Zhao, Chengzhi & Chen, Jing & Guo, Qian, 2022. "Reexamining the impact of closing call auction on market quality: A natural experiment from the Shanghai stock exchange," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
- Wu, Kai & Liu, Jiming, 2022. "Purifying political ecology: How anti-corruption campaign affects capital structure decisions?," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
- Iwanaga, Yasuhiro & Hirose, Takehide, 2022. "Liquidity shock and stock returns in the Japanese equity market," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
- Ahmed, Walid M.A., 2022. "On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 83(C), pages 135-151.
- Su, Zhi & Liu, Peng & Fang, Tong, 2022. "Uncertainty matters in US financial information spillovers: Evidence from a directed acyclic graph approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 229-242.
- Tabak, Benjamin Miranda & Silva, Igor Bettanin Dalla Riva e & Silva, Thiago Christiano, 2022. "Analysis of connectivity between the world’s banking markets: The COVID-19 global pandemic shock," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 324-336.
- Gkillas, Konstantinos & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2022.
"Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 398-406.
- Konstantinos Gkillas & Elie Bouri & Rangan Gupta & David Roubaud, 2020. "Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin," Working Papers 202068, University of Pretoria, Department of Economics.
- Boamah, Nicholas Addai, 2022. "Segmentation, business environment and global informational efficiency of emerging financial markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 52-60.
- Urom, Christian & Mzoughi, Hela & Ndubuisi, Gideon & Guesmi, Khaled, 2022. "Directional predictability and time-frequency spillovers among clean energy sectors and oil price uncertainty," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 326-341.
- Mosoeu, Selebogo & Kodongo, Odongo, 2022. "The Fama-French five-factor model and emerging market equity returns," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 55-76.
- Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko & Poza, Carlos, 2022.
"The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 118-123.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2021. "The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields," CESifo Working Paper Series 8976, CESifo.
- Dibooglu, Sel & Cevik, Emrah I. & Gillman, Max, 2022. "Gold, silver, and the US dollar as harbingers of financial calm and distress," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 200-210.
- Shahbaz, Muhammad & Abbas Rizvi, Syed Kumail & Dong, Kangyin & Vo, Xuan Vinh, 2022. "Fiscal decentralization as new determinant of renewable energy demand in China: The role of income inequality and urbanization," Renewable Energy, Elsevier, vol. 187(C), pages 68-80.
- Shidong, Li & Chupradit, Supat & Maneengam, Apichit & Suksatan, Wanich & Phan The, Cong & Nguyen Ngoc, Quynh, 2022. "The moderating role of human capital and renewable energy in promoting economic development in G10 economies: Evidence from CUP-FM and CUP-BC methods," Renewable Energy, Elsevier, vol. 189(C), pages 180-187.
- Mirza, Nawazish & Abbas Rizvi, Syed Kumail & Saba, Irum & Naqvi, Bushra & Yarovaya, Larisa, 2022. "The resilience of Islamic equity funds during COVID-19: Evidence from risk adjusted performance, investment styles and volatility timing," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 276-295.
- Tan, Jianhua & Wang, Xiongyuan & Zhang, Peng, 2022. "Logistics service standardization and corporate innovation: Evidence from a natural experiment," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 549-565.
- Goh, Jihoon & Jeong, Giho & Kang, Jangkoo, 2022. "The reference dependency of short-term reversal," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 195-211.
- Wen, Fenghua & Shui, Aojie & Cheng, Yuxiang & Gong, Xu, 2022. "Monetary policy uncertainty and stock returns in G7 and BRICS countries: A quantile-on-quantile approach," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 457-482.
- Ali, Heba & Hegazy, Aya Yasser, 2022. "Dividend policy, risk and the cross-section of stock returns: Evidence from India," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 169-192.
- Wang, Feng & Chai, Wei & Yan, Bin & Shan, Jing & Fan, Wenna, 2022. "Effect of geographical distance between underwriters and listed companies on IPO underpricing: Evidence from China's A-share market," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 340-352.
- Cai, Jun & Ho, Richard Y.K. & Zhang, Zheng, 2022. "Foreign investors, private information, and price discovery," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 506-525.
- Hatemi-J, Abdulnasser & Hajji, Mohamed Ali & El-Khatib, Youssef, 2022.
"Exact solution for the portfolio diversification problem based on maximizing the risk adjusted return,"
Research in International Business and Finance, Elsevier, vol. 59(C).
- Abdulnasser Hatemi-J & Mohamed Ali Hajji & Youssef El-Khatib, 2019. "Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return," Papers 1903.01082, arXiv.org.
- Miwa, Kotaro, 2022. "The informational role of analysts’ textual statements," Research in International Business and Finance, Elsevier, vol. 59(C).
- Li, Jie & An, Yahui & Wang, Lidan & Zhang, Yongjie, 2022. "Combating the COVID-19 pandemic: The role of disaster experience," Research in International Business and Finance, Elsevier, vol. 60(C).
- Zegadło, Piotr, 2022. "Identifying bull and bear market regimes with a robust rule-based method," Research in International Business and Finance, Elsevier, vol. 60(C).
- Fu, Junhui & Chen, Xingwei & Liu, Yufang & Chen, Rongda, 2022. "Managerial ability and stock price synchronicity," Research in International Business and Finance, Elsevier, vol. 60(C).
- Hassan, M. Kabir & Karim, M. Sydul & Lawrence, Shari & Risfandy, Tastaftiyan, 2022. "Weathering the COVID-19 storm: The case of community banks," Research in International Business and Finance, Elsevier, vol. 60(C).
- Liu, Wenwen & Gui, Yiming & Qiao, Gaoxiu, 2022. "Dynamics lead-lag relationship of jumps among Chinese stock index and futures market during the Covid-19 epidemic," Research in International Business and Finance, Elsevier, vol. 61(C).
- Liu, Chao & Fan, Yixin & Xie, Qiwei & Wang, Chao, 2022. "Market-based versus bank-based financial structure in China: From the perspective of financial risk," Structural Change and Economic Dynamics, Elsevier, vol. 62(C), pages 24-39.
- Guo, Xiaozhu & Liang, Chao & Umar, Muhammad & Mirza, Nawazish, 2022. "The impact of fossil fuel divestments and energy transitions on mutual funds performance," Technological Forecasting and Social Change, Elsevier, vol. 176(C).
- Iwasaki, Ichiro, 2022.
"The finance-growth nexus in Latin America and the Caribbean: A meta-analytic perspective,"
World Development, Elsevier, vol. 149(C).
- Iwasaki, Ichiro, 2021. "The Finance-Growth Nexus in Latin America and the Caribbean: A Meta-Analytic Perspective," CEI Working Paper Series 2021-04, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
- Naeem, Muhammad Abubakr & Karim, Sitara & Jamasb, Tooraj & Nepal, Rabindra, 2022.
"Risk Transmission between Green Markets and Commodities,"
Working Papers
2-2022, Copenhagen Business School, Department of Economics.
- Muhammad Abubakr Naeem & Sitara Karim & Tooraj Jamasb & Rabindra Nepal, 2022. "Risk transmission between green markets and commodities," CAMA Working Papers 2022-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Lin Qi, 2022. "Investor sentiment, volatility and cross-market illiquidity dynamics: A threshold vector autoregression approach," CAMA Working Papers 2022-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Eric Tong, 2022. "The Repercussions of War Risks," CAMA Working Papers 2022-48, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Elsayed, Ahmed H. & Sousa, Ricardo M., 2022. "International monetary policy and cryptocurrency markets: dynamic and spillover effects," LSE Research Online Documents on Economics 115305, London School of Economics and Political Science, LSE Library.
- James, Kevin R. & Kotak, Akshay & Tsomocos, Dimitri, 2022. "Ideas, idea processing, and TFP growth in the US: 1899 to 2019," LSE Research Online Documents on Economics 116448, London School of Economics and Political Science, LSE Library.
- Dasgupta, Amil & Maug, Ernst, 2022. "Delegation chains," LSE Research Online Documents on Economics 118852, London School of Economics and Political Science, LSE Library.
- Ozdenoren, Emre & Yuan, Kathy & Zhang, Shengxing, 2022. "Dynamic asset-backed security design," LSE Research Online Documents on Economics 118859, London School of Economics and Political Science, LSE Library.
- Nimalendran, Mahendrarajah & Rzayev, Khaladdin & Sagade, Satchit, 2022. "High-frequency trading in the stock market and the costs of option market making," LSE Research Online Documents on Economics 118885, London School of Economics and Political Science, LSE Library.
- A.T.M. Adnan, 2022. "Asian perspective of capital market performance amid the COVID 19 pandemic," Asian Journal of Accounting Research, Emerald Group Publishing Limited, vol. 8(3), pages 210-235, June.
- Hilal Anwar Butt & Mohsin Sadaqat & Muhammad Tahir, 2022. "Revisiting the performance of the scaled momentum strategies," China Finance Review International, Emerald Group Publishing Limited, vol. 12(3), pages 519-539, January.
- Danling Jiang & Liu Shuying & Feiyu Li & Hongquan Zhu, 2022. "Urban vibrancy, human capital and firm valuation in China," China Finance Review International, Emerald Group Publishing Limited, vol. 12(3), pages 415-432, January.
- Hilal Anwar Butt & Mohsin Sadaqat & Muhammad Tahir, 2022. "Revisiting the performance of the scaled momentum strategies," China Finance Review International, Emerald Group Publishing Limited, vol. 12(3), pages 519-539, January.
- Danling Jiang & Liu Shuying & Feiyu Li & Hongquan Zhu, 2022. "Urban vibrancy, human capital and firm valuation in China," China Finance Review International, Emerald Group Publishing Limited, vol. 12(3), pages 415-432, January.
- Davoud Mahmoudinia & Seyed Mohammad Mostolizadeh, 2022. "(A)symmetric interaction between house prices, stock market and exchange rates using linear and nonlinear approach: the case of Iran," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 16(4), pages 648-671, April.
- Anthony Kyiu & Edward Jones & Hao Li, 2022. "Stock return synchronicity in a weak information environment: evidence from African markets," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 19(2), pages 446-469, April.
- XiaoXiao Han & Skander Lazrak & Samir Trabelsi, 2022. "Does organizational form really matter to investment firms?," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 19(3), pages 473-490, April.
- Mohamed Albaity & Ray Saadaoui Mallek & Hussein A. Hassan Al-Tamimi & Philip Molyneux, 2022. "Do trust and country governance affect credit growth in GCC countries?," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 16(3), pages 516-538, November.
- Abdulazeez Y.H. Saif-Alyousfi, 2022. "The impact of COVID-19 and the stringency of government policy responses on stock market returns worldwide," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing Limited, vol. 15(1), pages 87-105, January.
- Abdulnasser Hatemi-J & Eduardo Roca & Alan Mustafa, 2022. "Portfolio diversification impact of oil and asymmetric interaction between oil, equity and bonds in the global market: fresh evidence from alternative approaches," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 50(4), pages 790-805, June.
- Opeoluwa Adeniyi Adeosun & Olumide Adeola Adeosun & Mosab I. Tabash & Suhaib Anagreh, 2022. "News-based uncertainty measures and returns on prices of precious metals: evidence from regime switching and time-varying causality approach," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 50(2), pages 173-200, February.
- Pragati Priya & Chandan Sharma, 2022. "COVID-19 related stringencies and financial market volatility: sectoral evidence from India," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 15(1), pages 16-34, December.
- Pragati Priya & Chandan Sharma, 2022. "COVID-19 related stringencies and financial market volatility: sectoral evidence from India," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 15(1), pages 16-34, December.
- Folorunsho M. Ajide & Titus Ayobami Ojeyinka, 2022. "Financial development and entrepreneurship: insights from Africa," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 30(5), pages 596-617, April.
- Ahmed Ghorbel & Mohamed Fakhfekh & Ahmed Jeribi & Amine Lahiani, 2022. "Extreme dependence and risk spillover across G7 and China stock markets before and during the COVID-19 period," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(2), pages 206-244, February.
- Ahmed Ghorbel & Mohamed Fakhfekh & Ahmed Jeribi & Amine Lahiani, 2022. "Extreme dependence and risk spillover across G7 and China stock markets before and during the COVID-19 period," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(2), pages 206-244, February.
- Nives Botica Redmayne & Fawzi Laswad & Dimu Ehalaiye & Warwick Stent, 2022. "Insights on management commentary in financial reports: the views of users, preparers and auditors," Meditari Accountancy Research, Emerald Group Publishing Limited, vol. 31(4), pages 817-840, February.
- Saisai Li & Qianhua Lei & Liuyang Ren, 2022. "The increasing number of subsidiaries and stock price crash risk: evidence from the Chinese stock market," Pacific Accounting Review, Emerald Group Publishing Limited, vol. 35(1), pages 105-125, August.
- Imran Yousaf & Jassem Alokla, 2022. "Herding behaviour in the Islamic bank market: evidence from the Gulf region," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 15(5), pages 617-633, March.
- Jinsha Zhao, 2022. "Do economic crises cause trading in Bitcoin?," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 14(4), pages 465-490, April.
- Lars Tegtmeier, 2022. "Modeling the volatilities of globally listed private equity markets," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 40(1), pages 64-85, March.
- Lee A. Smales, 2022. "Investor attention and cryptocurrency price crash risk: a quantile regression approach," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 39(3), pages 490-505, February.
- Fehmi Özsoy & Nükhet Doðan, 2022. "Deterministic Effects of Volatility on Mixed Frequency GARCH in Means MIDAS Model: Evidence from Turkey," International Econometric Review (IER), Econometric Research Association, vol. 14(1), pages 1-20, March.
- Michael Nana Owusu-Akomeah & Joseph Asare & Emmanuel Atta Kumah & Stephen Owusu Afriyie, 2022. "Holistic Analysis of the Relationship Between Capital Structure and Stock Price of Consumer Staples," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 12(2), pages 38-60.
- Maria Czech, 2022. "The Impact of Covid-19 Dynamics on SCDS Spreads in Selected CEE Countries," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 254-271.
- Anna Ludwiczak & Maciej Czarnecki, 2022. "Financial Liquidity Management During Crisis," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 3), pages 232-244.
- Yulia Vymyatnina & Aleksandr Chernykh, 2022. "Green Factor Influence on the Yield of Stocks and Bonds in the Russian Financial Market," EUSP Department of Economics Working Paper Series 2022/01, European University at St. Petersburg, Department of Economics.
- Divakaruni, Anantha & Zimmerman, Peter, 2023.
"The Lightning Network: Turning Bitcoin into money,"
Finance Research Letters, Elsevier, vol. 52(C).
- Anantha Divakaruni & Peter Zimmerman, 2022. "The Lightning Network: Turning Bitcoin into Money," Working Papers 22-19, Federal Reserve Bank of Cleveland.
- Benjamin Knox & Annette Vissing-Jorgensen, 2022. "A Stock Return Decomposition Using Observables," Finance and Economics Discussion Series 2022-014, Board of Governors of the Federal Reserve System (U.S.).
- Antulio N. Bomfim, 2022. "Credit Default Swaps," Finance and Economics Discussion Series 2022-023, Board of Governors of the Federal Reserve System (U.S.).
- Benjamin Dennis, 2022. "Climate Change and Financial Policy: A Literature Review," Finance and Economics Discussion Series 2022-048, Board of Governors of the Federal Reserve System (U.S.).
- Karen K. Lewis & Edith Liu, 2022.
"How Can Asset Prices Value Exchange Rate Wedges?,"
NBER Working Papers
30422, National Bureau of Economic Research, Inc.
- Karen K. Lewis & Edith X. Liu, 2022. "How Can Asset Prices Value Exchange Rate Wedges?," Finance and Economics Discussion Series 2022-075, Board of Governors of the Federal Reserve System (U.S.).
- John Caramichael & Gordon Y. Liao, 2022. "Stablecoins: Growth Potential and Impact on Banking," International Finance Discussion Papers 1334, Board of Governors of the Federal Reserve System (U.S.).
- Heath, Davidson & Ringgenberg, Matthew C. & Samadi, Mehrdad & Werner, Ingrid M., 2019.
"Reusing Natural Experiments,"
Working Paper Series
2019-21, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Davidson Heath & Matthew Ringgenberg & Mehrdad Samadi & Ingrid M. Werner, 2022. "Reusing Natural Experiments," International Finance Discussion Papers 1339, Board of Governors of the Federal Reserve System (U.S.).
- Werner, Ingrid M & Heath, Davidson & Ringgenberg, Matthew & Samadi, Mehrdad, 2020. "Reusing Natural Experiments," CEPR Discussion Papers 14710, C.E.P.R. Discussion Papers.
- Yuriy Kitsul & Oleg Sokolinskiy & Jonathan H. Wright, 2022. "Market Effects of Central Bank Credit Markets Support Programs in Europe," International Finance Discussion Papers 1357, Board of Governors of the Federal Reserve System (U.S.).
- Nathan Kaplan & Claire Kramer & Asani Sarkar, 2022. "Did Changes to the Paycheck Protection Program Improve Access for Underserved Firms?," Liberty Street Economics 20220706, Federal Reserve Bank of New York.
- Andreas Fuster & David Lucca & James Vickery, 2023.
"Mortgage-backed securities,"
Chapters, in: Refet S. Gürkaynak & Jonathan H. Wright (ed.), Research Handbook of Financial Markets, chapter 15, pages 331-357,
Edward Elgar Publishing.
- Lucca, David & Vickery, James, 2022. "Mortgage-Backed Securities," CEPR Discussion Papers 16989, C.E.P.R. Discussion Papers.
- Andreas Fuster & David O. Lucca & James Vickery, 2022. "Mortgage-Backed Securities," Staff Reports 1001, Federal Reserve Bank of New York.
- Andreas Fuster & David O. Lucca & James I. Vickery, 2022. "Mortgage-Backed Securities," Swiss Finance Institute Research Paper Series 22-13, Swiss Finance Institute.
- Alain P. Chaboud & Caren Cox & Michael J. Fleming & Ellen Correia Golay & Yesol Huh & Frank M. Keane & Kyle Lee & Krista B. Schwarz & Clara Vega & Carolyn Windover, 2022. "All-to-All Trading in the U.S. Treasury Market," Staff Reports 1036, Federal Reserve Bank of New York.
- Gara Afonso & Marco Cipriani & Gabriele La Spada, 2022. "Banks’ Balance-Sheet Costs, Monetary Policy, and the ON RRP," Staff Reports 1041, Federal Reserve Bank of New York.
- Filippo Gusella, 2022.
"Detecting And Measuring Financial Cycles In Heterogeneous Agents Models: An Empirical Analysis,"
Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 25(02n03), pages 1-22, March.
- Filippo Gusella, 2022. "Detecting and Measuring Financial Cycles in Heterogeneous Agents Models: An Empirical Analysis," Working Papers - Economics wp2022_02.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Filippo Gusella & Giorgio Ricchiuti, 2022. "A State-Space Approach for Time-Series Prediction of an Heterogeneous Agent Model," Working Papers - Economics wp2022_20.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Alexander E. Abramov & Andrey G. Kosyrev & Alexander D. Radygin & Maria I. Chernova, 2022. "Russia’s Shares Market in 2021 and in Early 2022 [Российский Рынок Акций В 2021 Г. И В Начале 2022 Г]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 1, pages 36-42, January.
- Alexander E. Abramov & Andrey G. Kosyrev & Maria I. Chernova, 2022. "What Should be the Strategy for Stock Market Development in the New Environment [Какой В Новых Условиях Должна Быть Стратегия Развития Фондового Рынка]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 5, pages 47-50, May.
- Alexander E. Abramov & Andrey G. Kosyrev & Alexander D. Radygin & Maria I. Chernova, 2022. "Российский Рынок Акций В 2021 Г. И В Начале 2022 Г," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 1, pages 36-42, January.
- Alexander E. Abramov & Andrey G. Kosyrev & Maria I. Chernova, 2022. "Какой В Новых Условиях Должна Быть Стратегия Развития Фондового Рынка," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 5, pages 47-50, May.
- Knut K. Aase, 2022.
"Optimal Risk Sharing in Society,"
Mathematics, MDPI, vol. 10(1), pages 1, January.
- Aase, Knut K., 2021. "Optimal Risk Sharing in Society," Discussion Papers 2021/10, Norwegian School of Economics, Department of Business and Management Science.
- Azilawati Banchit, Dayang Ernie, 2022. "Agency Conflicts, Dividend Payments, and Ownership Concentration in Comparison of Shariah and Non-Shariah Compliant Listed Companies," GATR Journals afr218, Global Academy of Training and Research (GATR) Enterprise.
- Gilles Dufrénot & Fredj Jawadi & Zied Ftiti, 2022.
"Sovereign bond market integration in the euro area: a new empirical conceptualization,"
Annals of Operations Research, Springer, vol. 318(1), pages 147-161, November.
- Gilles Dufrénot & Fredj Jawadi & Zied Ftiti, 2022. "Sovereign bond market integration in the euro area: a new empirical conceptualization," Post-Print hal-03740521, HAL.
- Rainer Lippert, 2022. "Die Werttheorie von Karl Marx - neu interpretiert [Karl Marx's theory of value - reinterpreted]," Working Papers hal-03592387, HAL.
- Csoka, Peter & Herings, Jean-Jacques, 2022.
"Centralized Clearing Mechanisms in Financial Networks : A Programming Approach,"
Discussion Paper
2022-008, Tilburg University, Center for Economic Research.
- Péter Csóka & P. Jean-Jacques Herings, 2022. "Centralized Clearing Mechanisms in Financial Networks: A Programming Approach," CERS-IE WORKING PAPERS 2208, Institute of Economics, Centre for Economic and Regional Studies.
- Csoka, Peter & Herings, Jean-Jacques, 2022. "Centralized Clearing Mechanisms in Financial Networks : A Programming Approach," Other publications TiSEM c212dbd2-d8c6-41d2-9580-d, Tilburg University, School of Economics and Management.
- Naeem, Muhammad Abubakr & Karim, Sitara & Jamasb, Tooraj & Nepal, Rabindra, 2022. "Risk Transmission between Green Markets and Commodities," Working Papers 21-2021, Copenhagen Business School, Department of Economics.
- Muhammad Abubakr Naeem & Sitara Karim & Tooraj Jamasb & Rabindra Nepal, 2022.
"Risk transmission between green markets and commodities,"
CAMA Working Papers
2022-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Naeem, Muhammad Abubakr & Karim, Sitara & Jamasb, Tooraj & Nepal, Rabindra, 2022. "Risk Transmission between Green Markets and Commodities," Working Papers 2-2022, Copenhagen Business School, Department of Economics.
- Borowiecki, Karol & Dzieliński, Michał & Tepper, Alexander, 2022. "The Great Margin Call: The Role of Leverage in the 1929 Stock Market Crash," Discussion Papers on Economics 1/2022, University of Southern Denmark, Department of Economics.
- Kvam, Emilie & Molnar, Peter & Wankel, Ingvild & Odegaard, Bernt Arne, 2022. "Do sustainable company stock prices increase with ESG scrutiny? Evidence using social media," UiS Working Papers in Economics and Finance 2022/1, University of Stavanger.
- Duffy, John & Friedman, Dan & Rabanal, Jean Paul & Rud, Olga, 2022. "The impact of ETF index inclusion on stock prices," UiS Working Papers in Economics and Finance 2022/2, University of Stavanger.
- Berle, Erika & He, Wanwei & Odegaard, Bernt Arne, 2022. "The expected returns of ESG excluded stocks. The case of exclusions from Norway's Oil Fund," UiS Working Papers in Economics and Finance 2022/3, University of Stavanger.
- Anwar, Amar & Iwasaki, Ichiro, 2022. "The Finance–Growth Nexus inAsia : A Meta-Analytic Approach," CEI Working Paper Series 2022-03, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
- Thomas Hammer & Patrick Siegfried, 2022. "Value-Based Controlling & International Accounting of Economic Value Added (EVA) - An Overview," Oblik i finansi, Institute of Accounting and Finance, issue 2, pages 43-48, June.
- Lesia Hariaha, 2022. "Methodological Basis for Studying the Financial Markets Transformation," Oblik i finansi, Institute of Accounting and Finance, issue 4, pages 101-106, December.
- Eli Remolona & James Yetman, 2022.
"De jure Benchmark Bonds,"
International Journal of Central Banking, International Journal of Central Banking, vol. 18(3), pages 89-124, September.
- Eli M Remolona & James Yetman, 2019. "De jure benchmark bonds," BIS Working Papers 830, Bank for International Settlements.
- Eli Remolona & James Yetman, 2020. "De jure benchmark bonds," CAMA Working Papers 2020-84, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Tomás Gómez Rodríguez & Humberto Ríos Bolívar & Adriana Zambrano Reyes, 2022. "Desigualdad del ingreso y desarrollo del sistema financiero un enfoque multidimensional," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 17(1), pages 1-23, Enero - M.
- António Afonso & Krzysztof Beck & Karen Jackson, 2022.
"Determinants of Stock Market Correlation. Accounting for Model Uncertainty and Reverse Causality in a Large Panel Setting,"
CESifo Working Paper Series
9956, CESifo.
- António Afonso & Krzysztof Beck & Karen Jackson, 2022. "Determinants of stock market correlations. Accounting for model uncertainty and reverse causality in a large panel setting," Working Papers REM 2022/0246, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Yesim Sendur, 2022. "The Covid-19 Pandemic and Digitalization in Financial Markets," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, vol. 72(72-2), pages 1025-1038, December.
- Kemal Faruk Yazgan & Arif Saldanli, 2022. "Financing Expense Restrictions’ Effects on Capital Structure," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, vol. 72(72-2), pages 877-900, December.
- Peter Csoka & P. Jean-Jacques Herings, 2022. "Centralized clearing mechanisms: A programming approach," The Journal of Mechanism and Institution Design, Society for the Promotion of Mechanism and Institution Design, University of York, vol. 7(1), pages 45-69, December.
- Caporin, Massimiliano & Fontini, Fulvio & Panzica, Roberto, 2022. "The systemic risk of US oil and natural gas companies," Working Papers 2022-11, Joint Research Centre, European Commission.
- Matthew Lorig & Natchanon Suaysom, 2022. "Options on bonds: implied volatilities from affine short-rate dynamics," Annals of Finance, Springer, vol. 18(2), pages 183-216, June.
- Dilip B. Madan & King Wang, 2022. "Two sided efficient frontiers at multiple time horizons," Annals of Finance, Springer, vol. 18(3), pages 327-353, September.
- Lamprini Zarpala & Dimitris Voliotis, 2022. "Blind portfolios’ auctions in two-rounds," Annals of Finance, Springer, vol. 18(4), pages 545-552, December.
- Anh Ngoc Quang Huynh & Duy Duong & Tobias Burggraf & Hien Thi Thu Luong & Nam Huu Bui, 2022. "Energy Consumption and Bitcoin Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(1), pages 79-93, March.
- Ritesh Kumar Dubey & A. Sarath Babu & Rajneesh Ranjan Jha & Urvashi Varma, 2022. "Algorithmic Trading Efficiency and its Impact on Market-Quality," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(3), pages 381-409, September.
- Eric Alexander Sugandi, 2022. "Indonesia’s Financial Markets and Monetary Policy Dynamics Amid the COVID-19 Pandemic," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(3), pages 411-447, September.
- Yun Feng & Xin Li, 2022. "The Cross-Shareholding Network and Risk Contagion from Stochastic Shocks: An Investigation Based on China’s Market," Computational Economics, Springer;Society for Computational Economics, vol. 59(1), pages 357-381, January.
- Qianqian Guo & Zhifang Su & Chaoshin Chiao, 2022. "Carbon emissions trading policy, carbon finance, and carbon emissions reduction: evidence from a quasi-natural experiment in China," Economic Change and Restructuring, Springer, vol. 55(3), pages 1445-1480, August.
- Martin Hodula & Ngoc Anh Ngo, 2022.
"Finance, growth and (macro)prudential policy: European evidence,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(2), pages 537-571, May.
- Martin Hodula & Ngoc Anh Ngo, 2020. "Finance, Growth and (Macro)Prudential Policy: European Evidence," Working Papers 2020/2, Czech National Bank.
- Reza Bradrania & Davood Pirayesh Neghab & Mojtaba Shafizadeh, 2022. "State-dependent stock selection in index tracking: a machine learning approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(1), pages 1-28, March.
- Stylianos Perrakis, 2022. "From innovation to obfuscation: continuous time finance fifty years later," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(3), pages 369-401, September.
- Padma Kadiyala, 2022. "Response of ETF flows and long-run returns to investor sentiment," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(4), pages 489-531, December.
- Hui-Ju Tsai & Yangru Wu, 2022. "Changes in Corporate Social Responsibility and Stock Performance," Journal of Business Ethics, Springer, vol. 178(3), pages 735-755, July.
- Kazuhiro Takino, 2022. "The impact of non-cash collateralization on the over-the-counter derivatives markets," Review of Derivatives Research, Springer, vol. 25(2), pages 137-171, July.
- Philip Stahl, 2022. "Asymptotic extrapolation of model-free implied variance: exploring structural underestimation in the VIX Index," Review of Derivatives Research, Springer, vol. 25(3), pages 315-339, October.
- Ahmed S. Baig & Benjamin M. Blau & R. Jared DeLisle, 2022. "Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds," Review of Quantitative Finance and Accounting, Springer, vol. 58(2), pages 615-647, February.
- Md Miran Hossain & Babak Mammadov & Hamid Vakilzadeh, 2022. "Wisdom of the crowd and stock price crash risk: evidence from social media," Review of Quantitative Finance and Accounting, Springer, vol. 58(2), pages 709-742, February.
- Jeffrey R. Black, 2022. "The impact of make-take fees on market efficiency," Review of Quantitative Finance and Accounting, Springer, vol. 58(3), pages 1015-1035, April.
- May Huaxi Zhang & Stanley Iat-Meng Ko & Andreas Karathanasopoulos & Chia Chun Lo, 2022. "A two-step quantile regression method for discretionary accounting," Review of Quantitative Finance and Accounting, Springer, vol. 59(1), pages 1-22, July.
- Styliani Panetsidou & Angelos Synapis & Ioannis Tsalavoutas, 2022. "Price run-ups and insider trading laws under different regulatory environments," Review of Quantitative Finance and Accounting, Springer, vol. 59(2), pages 601-639, August.
- Osman Kilic & Joseph M. Marks & Kiseok Nam, 2022. "Predictable asset price dynamics, risk-return tradeoff, and investor behavior," Review of Quantitative Finance and Accounting, Springer, vol. 59(2), pages 749-791, August.
- Maretno A. Harjoto & Andreas G. F. Hoepner & Marcus A. Nilsson, 2022. "Bondholders’ returns and stakeholders’ interests," Review of Quantitative Finance and Accounting, Springer, vol. 59(4), pages 1271-1301, November.
- Takács, András & Várkonyi, Patrik, 2022. "A hazai kis- és középvállalati szektor vállalatértékelési sajátosságai [Specialities in the valuation of Hungarian SMEs]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 1195-1212.
- Edinson Cornejo-Saavedra & Luis Améstica-Rivas, 2022. "Uso de Información Privilegiada y Retornos Anormales: Casos en Chile," Revista Ciencias Administrativas (CADM), IIA, Universidad Nacional de La Plata, Instituto de Investigaciones Administrativas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, issue 19, pages 1-15, January-J.
- Lizethe Méndez-Heras & Francisco Venegas-Martínez & Ricardo Solis, 2022. "Finance and Growth in Mexico: Who Contributes the Most: the Banks or the Stock Market?," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 96, pages 235-278, January-J.
- Tanweer Akram & Khawaja Mamun, 2022. "A GARCH Approach to Modeling Chilean Long-Term Swap Yields," Economics Working Paper Archive wp_1008, Levy Economics Institute.
- Boikos, Spyridon & Panagiotidis, Theodore & Voucharas, Georgios, 2022.
"Financial development, reforms and growth,"
Economic Modelling, Elsevier, vol. 108(C).
- Spyridon Boikos & Theodore Panagiotidis & Georgios Voucharas, 2021. "Financial Development, Reforms and Growth," Working Paper series 21-24, Rimini Centre for Economic Analysis.
- Spyridon Boikos & Theodore Panagiotidis & Georgios Voucharas, 2022. "Financial Development, Reforms and Growth," Discussion Paper Series 2022_07, Department of Economics, University of Macedonia, revised Sep 2022.
- Spyridon Boikos & Theodore Panagiotidis & Georgios Voucharas, 2021. "Financial Development, Reforms and Growth," Bank of Lithuania Working Paper Series 98, Bank of Lithuania.
- Daniel Pastorek & Michal Drabek & Peter Albrecht, 2023.
"Confirmation of T+35 Failures-To-Deliver Cycles: Evidence from GameStop Corp,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 73(1), pages 56-80, January.
- Daniel Pastorek & Michal Drabek & Peter Albrecht, 2022. "Confirmation of T+35 Failures-To-Deliver Cycles: Evidence from GameStop Corp," MENDELU Working Papers in Business and Economics 2022-81, Mendel University in Brno, Faculty of Business and Economics.
- Marianna Brunetti & Roberta de Luca, 2022. "Pre-selection in cointegration-based pairs trading," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0089, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Marianna Brunetti & Roberta de Luca, 2022. "Sensitivity of profitability in cointegration-based pairs trading," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0090, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Jan Nokkala, 2022. "Are large credit exposures a source of concentration risk?," Bank i Kredyt, Narodowy Bank Polski, vol. 53(4), pages 375-398.
- John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu, 2022. "Idiosyncratic Equity Risk Two Decades Later," NBER Working Papers 29916, National Bureau of Economic Research, Inc.
- Jun Kyung Auh & Jaewon Choi & Tatyana Deryugina & Tim Park, 2022. "Natural Disasters and Municipal Bonds," NBER Working Papers 30280, National Bureau of Economic Research, Inc.
- Zhiguo He & Wei Wei, 2022. "China's Financial System and Economy: A Review," NBER Working Papers 30324, National Bureau of Economic Research, Inc.
- Karen K. Lewis & Edith X. Liu, 2022.
"How Can Asset Prices Value Exchange Rate Wedges?,"
Finance and Economics Discussion Series
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- Karen K. Lewis & Edith Liu, 2022. "How Can Asset Prices Value Exchange Rate Wedges?," NBER Working Papers 30422, National Bureau of Economic Research, Inc.
- Arpit Gupta & Vrinda Mittal & Stijn Van Nieuwerburgh, 2022. "Work From Home and the Office Real Estate Apocalypse," NBER Working Papers 30526, National Bureau of Economic Research, Inc.
- Georgij Alekseev & Stefano Giglio & Quinn Maingi & Julia Selgrad & Johannes Stroebel, 2022. "A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios," NBER Working Papers 30703, National Bureau of Economic Research, Inc.
- Robin Greenwood & Marco C. Sammon, 2022. "The Disappearing Index Effect," NBER Working Papers 30748, National Bureau of Economic Research, Inc.
- Harrison Hong & Edward P. Shore, 2022. "Corporate Social Responsibility," NBER Working Papers 30771, National Bureau of Economic Research, Inc.
- Gary B. Gorton & Elizabeth C. Klee & Chase P. Ross & Sharon Y. Ross & Alexandros P. Vardoulakis, 2022. "Leverage and Stablecoin Pegs," NBER Working Papers 30796, National Bureau of Economic Research, Inc.
- Andrew Y. Chen & Tom Zimmermann, 2022.
"Open Source Cross-Sectional Asset Pricing,"
Critical Finance Review, now publishers, vol. 11(2), pages 207-264, May.
- Chen, Andrew Y. & Zimmermann, Tom, 2020. "Open source cross-sectional asset pricing," CFR Working Papers 20-04, University of Cologne, Centre for Financial Research (CFR).
- Andrew Y. Chen & Tom Zimmermann, 2021. "Open Source Cross-Sectional Asset Pricing," Finance and Economics Discussion Series 2021-037, Board of Governors of the Federal Reserve System (U.S.).
- Andrea L. Eisfeldt & Edward T. Kim & Dimitris Papanikolaou, 2022. "Intangible Value," Critical Finance Review, now publishers, vol. 11(2), pages 299-332, May.
- Bryan Kelly & Seth Pruitt, 2022. "Dissecting Market Expectations in the Cross-Section of Book-to-Market Ratios: A Comment," Critical Finance Review, now publishers, vol. 11(2), pages 375-381, May.
- John Adams & Darren Hayunga & Sattar Mansi, 2022. "Scale and Performance in Active Management are Not Negatively Related," Critical Finance Review, now publishers, vol. 11(3-4), pages 541-592, August.
- Charles Martineau, 2022. "Rest in Peace Post-Earnings Announcement Drift," Critical Finance Review, now publishers, vol. 11(3-4), pages 613-646, August.
- Mariya Yaneva, 2022. "Gold Investments – Regression Analysis of the Gold Price Over a Certain Period," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 5, pages 137-145, December.
- Clara Berestycki & Stefano Carattini & Antoine Dechezleprêtre & Tobias Kruse, 2022. "Measuring and assessing the effects of climate policy uncertainty," OECD Economics Department Working Papers 1724, OECD Publishing.
- Nicolas Albacete & Isabel Gerstner & Niklas Geyer & Peter Lindner & Nicolas Prinz & Verena Woharcik, 2022. "Effects of interest rate and inflation shocks on household vulnerability in Austria: a microsimulation using HFCS data," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 44, pages 69-77.
- Michael D Bauer & Aeimit Lakdawala & Philippe Mueller, 2022.
"Market-Based Monetary Policy Uncertainty,"
The Economic Journal, Royal Economic Society, vol. 132(644), pages 1290-1308.
- Lakdawala, Aeimit & Bauer, Michael & Mueller, Philippe, 2019. "Market-Based Monetary Policy Uncertainty," Working Papers 2019-2, Michigan State University, Department of Economics.
- Michael D. Bauer & Aeimit K. Lakdawala & Philippe Mueller, 2021. "Market-Based Monetary Policy Uncertainty," Working Paper Series 2019-12, Federal Reserve Bank of San Francisco.
- Aeimit Lakdawala & Michael Bauer & Philippe Mueller, 2019. "Market-Based Monetary Policy Uncertainty," 2019 Meeting Papers 1403, Society for Economic Dynamics.
- Michael D. Bauer & Aeimit Lakdawala & Philippe Mueller, 2019. "Market-based monetary policy uncertainty," CESifo Working Paper Series 7621, CESifo.
- Philipp Meinen & Ana Cristina Soares, 2022.
"Markups and Financial Shocks,"
The Economic Journal, Royal Economic Society, vol. 132(647), pages 2471-2499.
- Meinen, Philipp & Soares, Ana Cristina, 2021. "Markups and financial shocks," Discussion Papers 54/2021, Deutsche Bundesbank.
- Ana Cristina Soares & Philipp Meinen, 2021. "Markups and Financial Shocks," Working Papers w202122, Banco de Portugal, Economics and Research Department.
- Qiang Liu & Zhi Liu, 2022. "Statistical Inference of Spot Correlation and Spot Market Beta under Infinite Variation Jumps [High Frequency Covariance Estimates with Noisy and Asynchronous Data]," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 20(4), pages 612-654.
- Sangmin S Oh & Jessica A Wachter, 2022. "Cross-Sectional Skewness [Endogenous information flows and the clustering of announcements]," The Review of Asset Pricing Studies, Oxford University Press, vol. 12(1), pages 155-198.
- Hsiu-Lang Chen, 2022. "Valuation Risk in Mutual Fund Portfolio Disclosure [Illiquidity and stock returns: Cross-section and time-series effects]," The Review of Asset Pricing Studies, Oxford University Press, vol. 12(1), pages 243-288.
- José Afonso Faias & Juan Arismendi Zambrano, 2022. "Equity Risk Premium Predictability from Cross-Sectoral Downturns [International asset allocation with regime shifts]," The Review of Asset Pricing Studies, Oxford University Press, vol. 12(3), pages 808-842.
- Jiacui Li, 2022. "What Drives the Size and Value Factors? [Connected stocks]," The Review of Asset Pricing Studies, Oxford University Press, vol. 12(4), pages 845-885.
- Tze Chuan (Chewie) Ang & Tarun Chordia & Vivian Van-Anh Mai & Harminder Singh, 2022. "The Marketing Capability Premium [Formulation and estimation of stochastic frontier production function models]," The Review of Asset Pricing Studies, Oxford University Press, vol. 12(4), pages 918-959.
- Qi Lin, 2022. "Is Economic Uncertainty a Valid Intertemporal CAPM State Variable? [Basis assets]," The Review of Asset Pricing Studies, Oxford University Press, vol. 12(4), pages 999-1040.
- Zijia Du & Alan Guoming Huang & Russ Wermers & Wenfeng Wu, 2022. "Language and Domain Specificity: A Chinese Financial Sentiment Dictionary [The effects of analyst-country institutions on biased research: Evidence from target prices]," Review of Finance, European Finance Association, vol. 26(3), pages 673-719.
- John Y Zhu, 2022. "Anticipating Disagreement in Dynamic Contracting [An incomplete contracts approach to financial contracting]," Review of Finance, European Finance Association, vol. 26(5), pages 1241-1265.
- Caitlin D Dannhauser & Saeid Hoseinzade, 2022. "The Unintended Consequences of Corporate Bond ETFs: Evidence from the Taper Tantrum," Review of Financial Studies, Society for Financial Studies, vol. 35(1), pages 51-90.
- Mahdi Nezafat & Mark Schroder, 2022. "Private Information, Securities Lending, and Asset Prices," Review of Financial Studies, Society for Financial Studies, vol. 35(2), pages 1009-1063.
- Atif Mian & Amir Sufi, 2022.
"Credit Supply and Housing Speculation,"
Review of Financial Studies, Society for Financial Studies, vol. 35(2), pages 680-719.
- Atif Mian & Amir Sufi, 2018. "Credit Supply and Housing Speculation," NBER Working Papers 24823, National Bureau of Economic Research, Inc.
- Atif Mian & Amir Sufi, 2019. "Credit Supply and Housing Speculation," Working Papers 2019-23, Princeton University. Economics Department..
- Lin William Cong & Yizhou Xiao, 2022. "Persistent Blessings of Luck: Theory and an Application to Venture Capital," Review of Financial Studies, Society for Financial Studies, vol. 35(3), pages 1183-1221.
- Giovanni Cespa & Xavier Vives, 2022.
"Exchange Competition, Entry, and Welfare,"
Review of Financial Studies, Society for Financial Studies, vol. 35(5), pages 2570-2624.
- Vives, Xavier & Cespa, Giovanni, 2018. "Exchange Competition, Entry, and Welfare," CEPR Discussion Papers 13415, C.E.P.R. Discussion Papers.
- Giovanni Cespa & Xavier Vives, 2018. "Exchange Competition, Entry, and Welfare," CESifo Working Paper Series 7432, CESifo.
- Maryam Farboodi & Adrien Matray & Laura Veldkamp & Venky Venkateswaran, 2022. "Where Has All the Data Gone?," Review of Financial Studies, Society for Financial Studies, vol. 35(7), pages 3101-3138.
- Yesol Huh & You Suk Kim, 2022. "The Real Effects of Secondary Market Trading Structure: Evidence from the Mortgage Market," Review of Financial Studies, Society for Financial Studies, vol. 35(8), pages 3574-3616.
- Casey Dougal & Christopher A Parsons & Sheridan Titman, 2022. "The Geography of Value Creation," Review of Financial Studies, Society for Financial Studies, vol. 35(9), pages 4201-4248.
- Anca Ioana Troto (Iacob), 2022. "Study on the Correlation of Capital Market and Macroeconomic Indicators of Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 1002-1011, September.
- Azmeh, Chadi & Hamada, Rasha, 2022. "Internal financial determinants of stock prices in the banking sector: comparative evidence from Dubai and Abu Dhabi Stock markets [Determinantes financieros internos de los precios de las acciones," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 34(1), pages 3-16, December.
- Patricio Lozano, David, 2022. "Criptomonedas y Blockchain en el ámbito financiero: un análisis de correlación [Cryptocurrencies and Blockchain in the financial field: a correlation analysis]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 34(1), pages 328-358, December.
- Murat Yaş & Ahmet Faruk Aysan & Mohamed Eskandar Shah Mohd Rasid, 2022. "Are religious investors financially smart? evidence from equity funds," Journal of Asset Management, Palgrave Macmillan, vol. 23(1), pages 33-45, February.
- Andrew Clare, 2022. "Is there a boutique asset management premium? Evidence from the European fund management industry," Journal of Asset Management, Palgrave Macmillan, vol. 23(1), pages 19-32, February.
- Christoph J. Börner & Ingo Hoffmann & Jonas Krettek & Tim Schmitz, 2022. "Bitcoin: like a satellite or always hardcore? A core–satellite identification in the cryptocurrency market," Journal of Asset Management, Palgrave Macmillan, vol. 23(4), pages 310-321, July.
- Boris Fays & Georges Hübner & Marie Lambert, 2022. "Harvesting the seasons of the size anomaly," Journal of Asset Management, Palgrave Macmillan, vol. 23(4), pages 337-349, July.
- Hannes Böhm & Julia Schaumburg & Lena Tonzer, 2022.
"Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(4), pages 698-734, December.
- Böhm, Hannes & Schaumburg, Julia & Tonzer, Lena, 2020. "Financial linkages and sectoral business cycle synchronisation: Evidence from Europe," IWH Discussion Papers 2/2020, Halle Institute for Economic Research (IWH).
- Hannes Boehm & Julia Schaumburg & Lena Tonzer, 2020. "Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe," Tinbergen Institute Discussion Papers 20-008/III, Tinbergen Institute.
- Damien Kunjal & Faeezah Peerbhai & Paul-Francois Muzindutsi, 2022. "Political, economic, and financial country risks and the volatility of the South African Exchange Traded Fund market: A GARCH-MIDAS approach," Risk Management, Palgrave Macmillan, vol. 24(3), pages 236-258, September.
- José Luis Miralles-Quirós & María Mar Miralles-Quirós, 2022. "A new perspective of the day-of-the-week effect on Bitcoin returns: evidence from an event study hourly approach," Oeconomia Copernicana, Institute of Economic Research, vol. 13(3), pages 745-782, September.
- Magas, Antal István, 2022. "Special Difficulties in Forecasting GDP in the Pandemic Situation (2020–2021) — Is there a Keynesian resurgence?," Public Finance Quarterly, Corvinus University of Budapest, vol. 67(1), pages 68-82.
- Czeczeli, Vivien & Vilonya, Martin, 2022. "Exchange Rate Developments of Cryptocurrencies Based on Event Study Analysis," Public Finance Quarterly, Corvinus University of Budapest, vol. 67(2), pages 231-247.
- Syed Ateeb Akhter Shah & Muhammad Ishtiaq & Sumbal Qureshi & Kaneez Fatima, 2022. "Inflation Forecasting for Pakistan in a Data-rich Environment (Article)," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 61(4), pages 643-658.
- Miglo, Anton, 2022. "FinTech Development in Greater Manchester: An Overview," MPRA Paper 111348, University Library of Munich, Germany.
- Vidal-Tomás, David, 2022. "Blockchain, sport and fan tokens," MPRA Paper 111350, University Library of Munich, Germany.
- Vidal-Tomás, David, 2022.
"The new crypto niche: NFTs, play-to-earn, and metaverse tokens,"
Finance Research Letters, Elsevier, vol. 47(PB).
- Vidal-Tomás, David, 2022. "The new crypto niche: NFTs, play-to-earn, and metaverse tokens," MPRA Paper 112361, University Library of Munich, Germany.
- Vidal-Tomás, David, 2022. "The new crypto niche: NFTs, play-to-earn, and metaverse tokens," MPRA Paper 111351, University Library of Munich, Germany.
- Vidal-Tomás, David, 2022. "The new crypto niche: NFTs, play-to-earn, and metaverse tokens," MPRA Paper 113033, University Library of Munich, Germany.
- Katsafados, Apostolos & Anastasiou, Dimitris, 2022. "Short-term Prediction of Bank Deposit Flows: Do Textual Features matter?," MPRA Paper 111418, University Library of Munich, Germany.
- Joe Cho Yiu NG & Charles Ka Yui LEUNG & Suikang CHEN, 2022.
"Corporate Real Estate Holding and Stock Returns: International Evidence from Listed Companies,"
ISER Discussion Paper
1158, Institute of Social and Economic Research, Osaka University.
- Ng, Joe Cho Yiu & Leung, Charles Ka Yui & Chan, Suikang, 2022. "Corporate Real Estate Holding and Stock Returns: International Evidence from Listed Companies," MPRA Paper 111691, University Library of Munich, Germany.
- Canova, Luciano & Paladino, Giovanna, 2022. "How personality traits affect the way Gen Z faces economic and environmental sustainability: an econometric investigation," MPRA Paper 111889, University Library of Munich, Germany.
- Victor Olkhov, 2022.
"Introduction of the Market-Based Price Autocorrelation,"
Papers
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- Olkhov, Victor, 2022. "Introduction of the Market-Based Price Autocorrelation," MPRA Paper 112003, University Library of Munich, Germany.
- Vidal-Tomás, David, 2022.
"The new crypto niche: NFTs, play-to-earn, and metaverse tokens,"
Finance Research Letters, Elsevier, vol. 47(PB).
- Vidal-Tomás, David, 2022. "The new crypto niche: NFTs, play-to-earn, and metaverse tokens," MPRA Paper 111351, University Library of Munich, Germany.
- Vidal-Tomás, David, 2022. "The new crypto niche: NFTs, play-to-earn, and metaverse tokens," MPRA Paper 112361, University Library of Munich, Germany.
- Vidal-Tomás, David, 2022. "The new crypto niche: NFTs, play-to-earn, and metaverse tokens," MPRA Paper 113033, University Library of Munich, Germany.
- Godwin, Alexander, 2022. "Hedge fund alpha and beta corrected for stale pricing," MPRA Paper 112509, University Library of Munich, Germany.
- Godwin, Alexander, 2022. "Estimating illiquid asset class alpha and beta using secondary transaction prices," MPRA Paper 112510, University Library of Munich, Germany.
- Dąbrowski, Marek A. & Widiantoro, Dimas Mukhlas, 2022. "Effectiveness and conduct of macroprudential policy in Indonesia in 2003-2020: Evidence from the structural VAR models," MPRA Paper 112963, University Library of Munich, Germany.
- Vidal-Tomás, David, 2022.
"The new crypto niche: NFTs, play-to-earn, and metaverse tokens,"
Finance Research Letters, Elsevier, vol. 47(PB).
- Vidal-Tomás, David, 2022. "The new crypto niche: NFTs, play-to-earn, and metaverse tokens," MPRA Paper 112361, University Library of Munich, Germany.
- Vidal-Tomás, David, 2022. "The new crypto niche: NFTs, play-to-earn, and metaverse tokens," MPRA Paper 113033, University Library of Munich, Germany.
- Vidal-Tomás, David, 2022. "The new crypto niche: NFTs, play-to-earn, and metaverse tokens," MPRA Paper 111351, University Library of Munich, Germany.
- Abhyankar, Atharva, 2022. "Is Crime a Barrier Against Financial Development?," MPRA Paper 114653, University Library of Munich, Germany.
- Razo-De-Anda, Jorge Omar & Cruz-Aké, Salvador & Venegas-Martínez, Francisco, 2022.
"¿Can the stock market boost economic growth? evidence from the Mexican real estate investment trust (REIT),"
Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 17(36), pages 9-32, Primer se.
- Razo-De-Anda, Jorge Omar & Cruz-Aké, Salvador & Venegas-Martínez, Francisco, 2022. "Can the stock market boost economic growth? Evidence from the Mexican real estate investment trust (REIT)," MPRA Paper 115967, University Library of Munich, Germany.
- Shahid Manzoor Shah & Amjad Ali, 2022.
"A Survey on Financial Inclusion: Theoretical and Empirical Literature Review,"
Journal of Policy Research (JPR), Research Foundation for Humanity (RFH), vol. 8(4), pages 310-330, December.
- Shah, Shahid Manzoor & Ali, Amjad, 2022. "A Survey on Financial Inclusion: Theoretical and Empirical Literature Review," MPRA Paper 116327, University Library of Munich, Germany.
- M N, Nikhil & Chakraborty, Suman & B M, Lithin & Ledwani, Sanket, 2022. "Modeling Indian Bank Nifty volatility using univariate GARCH models," MPRA Paper 116824, University Library of Munich, Germany, revised 06 Feb 2023.
- B M, Lithin & Chakraborty, Suman & Iyer, Vishwanathan & M N, Nikhil & Ledwani, Sanket, 2022. "Modelling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India," MPRA Paper 116866, University Library of Munich, Germany, revised 07 Mar 2023.
- B M, Lithin & chakraborty, Suman & iyer, Vishwanathan & M N, Nikhil & ledwani, Sanket, 2022. "Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India," MPRA Paper 117067, University Library of Munich, Germany, revised 05 Jan 2023.
- Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022. "Climate Risks and State-Level Stock-Market Realized Volatility," Working Papers 202246, University of Pretoria, Department of Economics.
- Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022. "Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment," Working Papers 202247, University of Pretoria, Department of Economics.
- Jiawen Luo & Oguzhan Cepni & Riza Demirer & Rangan Gupta, 2022. "Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies," Working Papers 202258, University of Pretoria, Department of Economics.
- Marie Ligocká, 2022. "The Gender Wage Gap in EU Countries and its Relation to the Educational Attainment and Type of Employment," ACTA VSFS, University of Finance and Administration, vol. 16(1), pages 23-42.
- Robert Laskowski, 2022. "Differences between Online Prices and the Consumer Prices Index During Covid-19 in Germany," ACTA VSFS, University of Finance and Administration, vol. 16(1), pages 76-87.
- Roy Havemann & Henk Janse van Vuuren & Daan Steenkamp & Rossouw van Jaarsveld, 2022. "The bond market impact of the South African Reserve Bank bond purchase programme," Working Papers 11024, South African Reserve Bank.
- Bora Aktan, 2022. "Emerging equity market reaction to pandemic prevention policy: Evidence from regression discontinuity design," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 40(2), pages 421-439.
- Shahid Manzoor Shah & Amjad Ali, 2022.
"A Survey on Financial Inclusion: Theoretical and Empirical Literature Review,"
Journal of Policy Research (JPR), Research Foundation for Humanity (RFH), vol. 8(4), pages 310-330, December.
- Shah, Shahid Manzoor & Ali, Amjad, 2022. "A Survey on Financial Inclusion: Theoretical and Empirical Literature Review," MPRA Paper 116327, University Library of Munich, Germany.
- Hossain, Monzur & Chowdhury, Tahreen Tahrima, 2022. "COVID-19, Fintech, and the Recovery of Micro, Small, and Medium-sized Enterprises: Evidence from Bangladesh," ADBI Working Papers 1305, Asian Development Bank Institute.
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"Outliers and momentum in the corporate bond market,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 135-148.
- Galvani, Valentina & Li, Lifang, 2022. "Outliers and Momentum in the Corporate Bond Market," Working Papers 2022-3, University of Alberta, Department of Economics.
- Galvani, Valentina, 2022. "Country-Based Investing with Exchange Rate and Reserve Currency," Working Papers 2022-5, University of Alberta, Department of Economics.
- Singh, Amanjot, 2022. "Does Absorptive Capacity Protect Shareholder Wealth in Times of Crisis? Evidence from the COVID-19 Pandemic," American Business Review, Pompea College of Business, University of New Haven, vol. 25(1), pages 83-91, May.
- Kamal, Javed Bin & Costa, Mabel D. & Habib, Ahsan, 2022. "Oil Price Volatility, Organization Capital, and Firm Performance," American Business Review, Pompea College of Business, University of New Haven, vol. 25(2), pages 488-514, November.
- Kalima, Bwalya & Gopane, Thabo, 2022. "Portfolio performance under dynamic systematic risk and conditional betas: The South African unit trust market," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 66, pages 85-98.
- Polat, Alp & Sevil, Tuba, 2022. "The Impact of Economic Variables on the Travel and Leisure Industry of Japan, the USA, Germany, and the UK," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 13(3), pages 403-415, October.
- Polat, Alp & Sevil, Tuba, 2022. "The Impact of Economic Variables on the Travel and Leisure Industry of Japan, the USA, Germany, and the UK," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 13(3), pages 403-415, July.
- Senol, Zekai & Gulcemal, Tuba, 2022. "The Determinants of Foreign Portfolio Investments Based on Firm Levels: The Example of Borsa Istanbul (Yabancı Portföy Yatırımlarının Firma Düzeyinde Belirleyicileri: Borsa İstanbul Örneği)," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 13(3), pages 435-448, July.
- Ikizlerli, Deniz, 2022. "The Relation Between Trading Volume and Return Volatility: Evidence from Borsa Istanbul," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 13(4), pages 607-623, October.
- Poutré, Cédric & Dionne, Georges & Yergeau, Gabriel, 2022. "The Profitability of Lead-Lag Arbitrage at High-Frequency," Working Papers 22-5, HEC Montreal, Canada Research Chair in Risk Management.
- Lafon-Vinais, Veronique, 2022. "Structuring Sustainable Financial Instruments," Journal of Financial Transformation, Capco Institute, vol. 56, pages 41-51.
- Zura Kakushadze & Willie Yu, 2022. "ETF Risk Models," Bulletin of Applied Economics, Risk Market Journals, vol. 9(1), pages 1-17.
- Bahram Adrangi & Arjun Chatrath, 2022. "Dynamic Responses of Major Pacific Rim Emerging Equity Markets to the US Crude Oil Fear Index (OVX)," Bulletin of Applied Economics, Risk Market Journals, vol. 9(1), pages 51-84.
- Hsiang-Hsi Liu & Chien-Kuo Tseng, 2022. "Common Components in Co-integrated System and Its Estimation and Application: Evidence from Five Stock Markets in Asia-Pacific Chinese Region," Bulletin of Applied Economics, Risk Market Journals, vol. 9(2), pages 101-121.
- Giuseppe Ciccarone & Francesco Giuli, 2022. "Undesired monetary policy effects in a bubbly economy," Departmental Working Papers of Economics - University 'Roma Tre' 0270, Department of Economics - University Roma Tre.
- Marianna Brunetti & Roberta De Luca, 2022. "Sensitivity of Profitability in Cointegration-Based Pairs Trading," CEIS Research Paper 540, Tor Vergata University, CEIS, revised 11 Apr 2022.
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"Contagion Across Financial Markets During Covid-19: A Look At Volatility Spillovers Between The Stock And Foreign Exchange Markets In South Africa,"
Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 17(01), pages 1-46, March.
- Chevaughn van der Westhuizen & Goodness C. Aye & Reneé van Eyden, 2022. "Contagion across financial markets during COVID-19: A look at volatility spillovers between the stock and foreign exchange markets in South Africa," Working Papers 872, Economic Research Southern Africa.
- Roy Havemann & Henk Janse van Vuuren & Daan Steenkamp & Rossouw van Jaarsveld, 2022.
"The bond market impact of the South African Reserve Bank bond purchase programme,"
Working Papers
11024, South African Reserve Bank.
- Daan Steenkamp & Henk Janse van Vuuren & Rossouw van Jaarsveld & Roy Havemann, 2022. "The bond market impact of the South African Reserve Bank bond purchase programme," Working Papers 876, Economic Research Southern Africa.
- Steve Easton & Sean Pinder, 2022. "Measuring the price of Australian water," Australian Journal of Management, Australian School of Business, vol. 47(1), pages 24-33, February.
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- Vamsidhar Ambatipudi & Dilip Kumar, 2022. "Economic Policy Uncertainty Versus Sector Volatility: Evidence from India Using Multi-scale Wavelet Granger Causality Analysis," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 21(2), pages 184-210, June.
- Joxe Maria Barrutiabengoa & Pilar Corredor & Luis Muga, 2022. "Does The Betting Industry Price Gender? Evidence from Professional Tennis," Journal of Sports Economics, , vol. 23(7), pages 881-906, October.
- Chong-Meng Chee & Nazrul Hisyam bin Ab Razak & Bany Ariffin bin Amin Noordin, 2022. "Do Share Repurchases Distort Stock Prices? Evidence from the United States and Malaysia," Studies in Microeconomics, , vol. 10(2), pages 131-154, December.
- Shekar Bose & Hafizur Rahman, 2022. "Are News Effects Necessarily Asymmetric? Evidence from Bangladesh Stock Market," SAGE Open, , vol. 12(4), pages 21582440221, October.
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- Adam Adamczyk & Slawomir Franek, 2022. "The Impact of Earnings Management on the Value of Companies – The Role of Ownership Structure," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(18), pages 60-71, November.
- Michal Gnap, 2022. "Problems Related to the Capital Assets Pricing Model on the Warsaw Stock Exchange: Applications of the 5-Factor Fama and French Model," Research Reports, University of Warsaw, Faculty of Management, vol. 1(36), pages 4-14.
- Jacek Karasinski, 2022. "The Impact of the COVID-19 Outbreak on the Weak-Form Informational Efficiency of the Warsaw Stock Exchange (Wplyw wybuchu epidemii COVID-19 na efektywnosc informacyjna Gieldy Papierow Wartosciowych w ," Research Reports, University of Warsaw, Faculty of Management, vol. 2(37), pages 15-28.
- Fabio Bellini & Edit Rroji & Carlo Sala, 2022. "Implicit quantiles and expectiles," Annals of Operations Research, Springer, vol. 313(2), pages 733-753, June.
- Gilles Dufrénot & Fredj Jawadi & Zied Ftiti, 2022.
"Sovereign bond market integration in the euro area: a new empirical conceptualization,"
Annals of Operations Research, Springer, vol. 318(1), pages 147-161, November.
- Gilles Dufrénot & Fredj Jawadi & Zied Ftiti, 2022. "Sovereign bond market integration in the euro area: a new empirical conceptualization," Post-Print hal-03740521, HAL.
- Giacomo Toscano & Maria Cristina Recchioni, 2022. "Bias-optimal vol-of-vol estimation: the role of window overlapping," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 45(1), pages 137-185, June.
- Kamilla Marchewka-Bartkowiak & Karolina Anna Nowak & Michał Litwiński, 2022. "Digital valuation of personality using personal tokens," Electronic Markets, Springer;IIM University of St. Gallen, vol. 32(3), pages 1555-1576, September.
- Peter S. Eppinger & Katja Neugebauer, 2022.
"External financial dependence and firms’ crisis performance across Europe,"
Empirical Economics, Springer, vol. 62(2), pages 887-904, February.
- Eppinger, Peter S. & Neugebauer, Katja, 2017. "External financial dependence and firms' crisis performance across Europe," LSE Research Online Documents on Economics 70763, London School of Economics and Political Science, LSE Library.
- Eppinger, Peter S. & Neugebauer, Katja, 2021. "External financial dependence and firms' crisis performance across Europe," University of Tübingen Working Papers in Business and Economics 141, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
- Raisul Islam & Vladimir Volkov, 2022. "Contagion or interdependence? Comparing spillover indices," Empirical Economics, Springer, vol. 63(3), pages 1403-1455, September.
- Aktham Maghyereh & Hussein Abdoh, 2022. "COVID-19 and the volatility interlinkage between bitcoin and financial assets," Empirical Economics, Springer, vol. 63(6), pages 2875-2901, December.
- Mardi Dungey & Moses Kangogo & Vladimir Volkov, 2022. "Dynamic effects of network exposure on equity markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(4), pages 569-629, December.
- Ecenur Ugurlu-Yildirim & Beyza Mina Ordu-Akkaya, 2022. "Does the impact of geopolitical risk reduce with the financial structure of an economy? A perspective from market vs. bank-based emerging economies," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(4), pages 681-703, December.
- Lichao Lin & Adrian Cheung, 2022. "Cloud economy and its relationship with China’s economy—a capital market-based approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-22, December.
- Martin Herdegen & Dörte Kreher, 2022. "Bubbles in discrete-time models," Finance and Stochastics, Springer, vol. 26(4), pages 899-925, October.
- Bakhtiar Javaheri & Fateh habibi & Ramin Amani, 2022. "Economic policy uncertainty and the US stock market trading: non-ARDL evidence," Future Business Journal, Springer, vol. 8(1), pages 1-10, December.
- Charles O. Manasseh & Nnah M. Iroha & Kingsley I. Okere & Ifeoma C. Nwakoby & Ogochukwu C. Okanya & Nnenna Nwonye & Onuselogu Odidi & Oliver I. Inyiama, 2022. "Application of Markov chain to share price movement in Nigeria (1985–2019)," Future Business Journal, Springer, vol. 8(1), pages 1-14, December.
- Volker Brühl, 2022. "Green Financial Products in the EU — A Critical Review of the Status Quo," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 57(4), pages 252-259, July.
- Rajas Parchure & Lalitagauri Kulkarni & Kalluru Siva Reddy, 2022. "Estimation of Critical Level of Exchange Rate to Manage Corporate Default and NPAs," India Studies in Business and Economics, in: Naoyuki Yoshino & Rajendra N. Paramanik & Anoop S. Kumar (ed.), Studies in International Economics and Finance, pages 489-511, Springer.
- Cuiyuan Wang & Tao Wang & Changhe Yuan & Jane Yihua Rong, 2022. "Learning to trade on sentiment," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(2), pages 308-323, April.
- Abdorasoul Sadeghi & Hussein Marzban & Ali Hussein Samadi & Karim Azarbaiejani & Parviz Rostamzadeh, 2022. "Financial intermediaries and speculation in the foreign exchange market: the role of monetary policy in Iran’s economy," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 11(1), pages 1-26, December.
- Hung-Wen Lin & Jing-Bo Huang & Kun-Ben Lin & Shu-Heng Chen, 2022. "The competitions of time-varying and constant loadings in asset pricing models: empirical evidence and agent-based simulations," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(2), pages 577-612, April.
- Feng Dong & Zhiwei Xu & Yu Zhang, 2022. "Bubbly Bitcoin," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 74(3), pages 973-1015, October.
- Subhamitra Patra & Gourishankar S. Hiremath, 2022. "An Entropy Approach to Measure the Dynamic Stock Market Efficiency," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(2), pages 337-377, June.
- Pawan Kumar Singh & Anushka Chouhan & Rajiv Kumar Bhatt & Ravi Kiran & Ansari Saleh Ahmar, 2022. "Implementation of the SutteARIMA method to predict short-term cases of stock market and COVID-19 pandemic in USA," Quality & Quantity: International Journal of Methodology, Springer, vol. 56(4), pages 2023-2033, August.
- Jake Thomas & Wentao Yao & Frank Zhang & Wei Zhu, 2022. "Meet, beat, and pollute," Review of Accounting Studies, Springer, vol. 27(3), pages 1038-1078, September.
- Hong-Yi Chen & Alice C. Lee & Cheng-Few Lee, 2022. "Alternative Errors-in-Variables Models and Their Applications in Finance Research," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 100, pages 2369-2408, Springer.
- Liu Min Shirley, 2022. "Accrual Accounting and Risk: Abnormal Sales Growth, Accruals Quality, and Returns," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 103, pages 2501-2537, Springer.
- Matthew Brigida & Chin W. Yang & Ken Hung, 2022. "How Consistent Are the Judges of Portfolio Performance?," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 107, pages 2627-2631, Springer.
- Chiuling Lu & Chou-Yen Wu, 2022. "Review of REIT and MBS," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 26, pages 835-848, Springer.
- Guanming He & April Zhichao Li & Dongxiao Shen, 2022. "The Role of Earnings Management in Equity Valuation," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 88, pages 2061-2094, Springer.
- Gianluca Gucciardi, 2022. "Measuring the relative development and integration of EU countries’ capital markets using composite indicators and cluster analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 158(4), pages 1043-1083, November.
- Yu-Min Lian & Jian-Chi Yang & Ko-Liang Kuo, 2022. "The Impact of Market Factors and News Sentiments on Silver Futures ETFs," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(2), pages 1-2.
- Claudio Boido & Paolo Ceccherini & Alessia D'Imperio, 2022. "ESG Scores - Is it the new way to build a European portfolio?," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 11(3), pages 1-1.
- Jinho Choi & Alexander den Ruijter & Kimi Xu Jiang & Edmund Moshammer, 2022. "Japan’s sovereign rating in the post-pandemic era," Working Papers 52, European Stability Mechanism.
- Daniel Carvalho, 2022. "Intra-financial assets and the intermediation role of the financial sector," Trinity Economics Papers tep0622, Trinity College Dublin, Department of Economics.
- Antinolfi, Gaetano & Carapella, Francesca & Carli, Francesco, 2022.
"Transparency and collateral: central versus bilateral clearing,"
Theoretical Economics, Econometric Society, vol. 17(1), January.
- Gaetano Antinolfi & Francesca Carapella & Francesco Carli, 2018. "Transparency and Collateral : Central versus Bilateral Clearing," Finance and Economics Discussion Series 2018-017, Board of Governors of the Federal Reserve System (U.S.).
- Brett Palatiello & Philip Pilkington, 2022. "Government Deficits and Interest Rates: A Keynesian View," Working Papers Series inetwp183, Institute for New Economic Thinking.
- Péter Csóka & P. Jean-Jacques Herings, 2022.
"Centralized Clearing Mechanisms in Financial Networks: A Programming Approach,"
CERS-IE WORKING PAPERS
2208, Institute of Economics, Centre for Economic and Regional Studies.
- Csoka, Peter & Herings, Jean-Jacques, 2022. "Centralized Clearing Mechanisms in Financial Networks : A Programming Approach," Discussion Paper 2022-008, Tilburg University, Center for Economic Research.
- Csoka, Peter & Herings, Jean-Jacques, 2022. "Centralized Clearing Mechanisms in Financial Networks : A Programming Approach," Other publications TiSEM c212dbd2-d8c6-41d2-9580-d, Tilburg University, School of Economics and Management.
- Csoka, Peter & Herings, Jean-Jacques, 2022.
"Centralized Clearing Mechanisms in Financial Networks : A Programming Approach,"
Discussion Paper
2022-008, Tilburg University, Center for Economic Research.
- Csoka, Peter & Herings, Jean-Jacques, 2022. "Centralized Clearing Mechanisms in Financial Networks : A Programming Approach," Other publications TiSEM c212dbd2-d8c6-41d2-9580-d, Tilburg University, School of Economics and Management.
- Péter Csóka & P. Jean-Jacques Herings, 2022. "Centralized Clearing Mechanisms in Financial Networks: A Programming Approach," CERS-IE WORKING PAPERS 2208, Institute of Economics, Centre for Economic and Regional Studies.
- Adefemi A. OBALADE & Akona TSHUTSHA & Lungelo MVUYANA & Nothando NDLOVU & Paul-Francois MUZINDUTSI, 2022. "Are Frontier African Markets Inefficient or Adaptive? Application of Rolling GARCH Models," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 6(1), pages 19-35.
- Goran Mojanoski, 2022. "Long-Run And Short-Run Causality Between Stock Price Indices And Macroeconomic Variables: Evidence Of Panel Vecm Analysis From Bosnia And Herzegovina, Croatia, North Macedonia And Serbia," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, vol. 20(2), pages 3-14, November.
- Cotter, John & Salvador, Enrique, 2022.
"The non-linear trade-off between return and risk and its determinants,"
Journal of Empirical Finance, Elsevier, vol. 67(C), pages 100-132.
- John Cotter & Enrique Salvador, 2022. "The non-linear trade-off between return and risk and its determinants," Working Papers 202203, Geary Institute, University College Dublin.
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"Co-skewness across Return Horizons,"
Working Papers
201910, Geary Institute, University College Dublin.
- Chenglu Jin & Thomas Conlon & John Cotter, 2022. "Co-skewness across Return Horizons," Working Papers 202210, Geary Institute, University College Dublin.
- Alfonsina Iona & Andrea Calef & Ifigenia Georgiou, 2023.
"Credit Market Freedom and Corporate Decisions,"
Mathematics, MDPI, vol. 11(7), pages 1-13, March.
- Andrea Calef & Ifigenia Georgiou & Alfonsina Iona, 2022. "Credit Market Freedom and Corporate Decisions," University of East Anglia School of Economics Working Paper Series 2022-09, School of Economics, University of East Anglia, Norwich, UK..
- Urom, C. & Mzoughi, Hela & Ndubuisi, Gideon & Guesmi, K., 2022. "Dynamic dependence between clean investments and economic policy uncertainty," MERIT Working Papers 2022-027, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
- Bolek Monika & Gniadkowska-Szymańska Agata & Lyroudi Katerina, 2022. "Covid-19 Pandemic and Day-of-the-week Anomaly in Omx Markets," Central European Economic Journal, Sciendo, vol. 9(56), pages 158-177, January.
- Osinski Roman, 2022. "Sources of Finance for Public-Private Partnership (PPP) in Poland," Central European Economic Journal, Sciendo, vol. 9(56), pages 19-37, January.
- Kluzek Marta & Schmidt-Jessa Katarzyna, 2022. "Special state aid measures during COVID-19 and corporate dividend policy: Early evidence from Polish public companies," Economics and Business Review, Sciendo, vol. 8(1), pages 72-89, April.
- Podedworna-Tarnowska Dorota & Kaszyński Daniel, 2022. "Stock returns and liquidity after listing switch on the Warsaw Stock Exchange," Economics and Business Review, Sciendo, vol. 8(4), pages 111-135, December.
- Azeez N.P. Abdul, 2022. "Does Demonetisation in India Achieve its Objectives?," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Sciendo, vol. 15(3), pages 336-350, September.
- Tomeczek Artur F., 2022. "A minimum spanning tree analysis of the Polish stock market," Journal of Economics and Management, Sciendo, vol. 44(1), pages 420-445, January.
- Shahriar Ahanaf & Mehzabin Saima & Azad Md. Abul Kalam, 2022. "Impact of Country-Level Governance and Ownership Concentration on Firm Value in Central Europe," Journal of Management and Business Administration. Central Europe, Sciendo, vol. 30(1), pages 153-170, June.
- Shahriar Ahanaf & Mehzabin Saima & Azad Md. Abul Kalam, 2022. "Impact of Country-Level Governance and Ownership Concentration on Firm Value in Central Europe," Journal of Management and Business Administration. Central Europe, Sciendo, vol. 30(2), pages 153-170, June.
- Özen Ercan & Hodžić Sabina & Yildirim Ahmet Eren, 2022. "The Linkage Between Fiscal Policy and Non-Performing Household Loans in Turkey," South East European Journal of Economics and Business, Sciendo, vol. 17(2), pages 113-124, December.
- Mehmet Balcilar & Edmond Berisha & Oğuzhan Çepni & Rangan Gupta, 2022.
"The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1979-1988, April.
- Mehmet Balcilar & Edmond Berisha & Oguzhan Cepni & Rangan Gupta, 2019. "The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis," Working Papers 201981, University of Pretoria, Department of Economics.
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"Detecting And Measuring Financial Cycles In Heterogeneous Agents Models: An Empirical Analysis,"
Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 25(02n03), pages 1-22, March.
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"The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction,"
Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 39(04), pages 1-11, August.
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"Analyzing The Impact Of Brexit On Global Uncertainty Using Functional Linear Regression With Point Of Impact: The Role Of Currency And Equity Markets,"
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"Global Production Linkages and Stock Market Comovement,"
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"What causes house prices to fluctuate? Evidence from South Korea,"
Asian Economic Journal, East Asian Economic Association, vol. 36(4), pages 365-384, December.
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"Ascendant altruism and asset price bubbles,"
International Journal of Economic Theory, The International Society for Economic Theory, vol. 18(4), pages 532-551, December.
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"Uncertainty, Financial Markets, and Monetary Policy over the Last Century,"
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"Determinants of stock market correlations. Accounting for model uncertainty and reverse causality in a large panel setting,"
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"Mortgage-backed securities,"
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"Was the ICO boom just a sideshow of the Bitcoin and Ether Momentum?,"
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2021
- Tai-Yuen Hon & Massoud Moslehpour & Kai-Yin Woo, 2021. "Review on Behavioral Finance with Empirical Evidence," Advances in Decision Sciences, Asia University, Taiwan, vol. 25(4), pages 15-41, December.
- Tai-Yuen Hon & Massoud Moslehpour & Kai-Yin Woo, 2021. "Review on Behavioral Finance with Empirical Evidence," Advances in Decision Sciences, Asia University, Taiwan, vol. 25(4), pages 15-45, December.
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- Milena Wittwer, 2021. "Connecting Disconnected Financial Markets?," American Economic Journal: Microeconomics, American Economic Association, vol. 13(1), pages 252-282, February.
- Ahmet Galip Gençyürek & Ramazan Ekinci, 2021. "Temiz Enerji Sektörü, Teknoloji Sektörü ve Ham Petrol Arasındaki Yayılım İlişkisi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 6(1), pages 60-81.
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- Tunahan Hacıimamoğlu, 2021. "“Finansal Kaynak Laneti” Hipotezinin Analizi: BRICS Ülkeleri Örneği," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 6(3), pages 862-881.
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- Olkhov, Victor, 2021.
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- Jose Pizarro & Eduardo S. Schwartz, 2021. "Optimal Harvest with Multiple Fishing Zones, Endogenous Price and Global Uncertainty," NBER Working Papers 28732, National Bureau of Economic Research, Inc.
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"Mussa Puzzle Redux,"
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- Itskhoki, Oleg & Mukhin, Dmitry, 2021. "Mussa Puzzle Redux," CEPR Discussion Papers 16301, C.E.P.R. Discussion Papers.
- Taylor, Alan M. & Sufi, Amir, 2021.
"Financial crises: A survey,"
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"Misdiagnosing Bank Capital Problems,"
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- Jeremy I. Bulow & Paul D. Klemperer, 2021. "Misdiagnosing Bank Capital Problems," NBER Working Papers 29223, National Bureau of Economic Research, Inc.
- Bulow, Jeremy & Klemperer, Paul, 2021. "Misdiagnosing Bank Capital Problems," Research Papers 3983, Stanford University, Graduate School of Business.
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"Measuring the welfare cost of asymmetric information in consumer credit markets,"
Journal of Financial Economics, Elsevier, vol. 146(3), pages 821-840.
- Anthony A. DeFusco & Huan Tang & Constantine Yannelis, 2021. "Measuring the Welfare Cost of Asymmetric Information in Consumer Credit Markets," NBER Working Papers 29270, National Bureau of Economic Research, Inc.
- Kun Li & Xin (Kelly) Liu & Shang-Jin Wei, 2021. "Is Stock Index Membership for Sale?," NBER Working Papers 29365, National Bureau of Economic Research, Inc.
- Charles W. Calomiris & Nida Çakır Melek & Harry Mamaysky, 2021. "Predicting the Oil Market," NBER Working Papers 29379, National Bureau of Economic Research, Inc.
- Wolfgang Keller & Carol H. Shiue, 2021. "The Economic Consequences of the Opium War," NBER Working Papers 29404, National Bureau of Economic Research, Inc.
- Emanuele Citera, 2021. "Stock Returns, Market Trends, and Information Theory: A Statistical Equilibrium Approach," Working Papers 2116, New School for Social Research, Department of Economics.
- Andreou, Panayiotis C. & Kagkadis, Anastasios & Maio, Paulo & Philip, Dennis, 2021. "Dispersion in Options Investors’ Versus Analysts’ Expectations: Predictive Inference for Stock Returns," Critical Finance Review, now publishers, vol. 10(1), pages 65-81, April.
- Andrew Y. Chen & Fabian Winkler & Rebecca Wasyk, 2021. "In Full-Information Estimates, Long-Run Risks Explain at Most a Quarter of P/D Variance, and Habit Explains Even Less," Critical Finance Review, now publishers, vol. 10(3), pages 329-381, August.
- Burkhard Raunig, 2021. "Economic Policy Uncertainty and Stock Market Volatility: A Causality Check (Burkhard Raunig)," Working Papers 234, Oesterreichische Nationalbank (Austrian Central Bank).
- Guoxi Duan & Hisashi Tanizaki, 2021. "A Study on the Level of Market Efficiency Based on CSI 300 and 300 Constituent Stocks," Discussion Papers in Economics and Business 21-23, Osaka University, Graduate School of Economics.
- Guoxi Duan & Hisashi Tanizaki, 2021. "A Study on the Level of Market Efficiency in five countries," Discussion Papers in Economics and Business 21-24, Osaka University, Graduate School of Economics, revised Dec 2021.
- Guoxi Duan & Hisashi Tanizaki, 2021. "A Study on the Level of Market Efficiency in Five Markets," Discussion Papers in Economics and Business 21-24-Rev., Osaka University, Graduate School of Economics, revised Dec 2021.
- Torben Andersen & Ilya Archakov & Leon Grund & Nikolaus Hautsch & Yifan Li & Sergey Nasekin & Ingmar Nolte & Manh Cuong Pham & Stephen Taylor & Viktor Todorov, 2021. "A Descriptive Study of High-Frequency Trade and Quote Option Data [Stealth Trading in Options Markets]," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 19(1), pages 128-177.
- Joel Hasbrouck, 2021. "Price Discovery in High Resolution," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 19(3), pages 395-430.
- Peter N Dixon, 2021. "Why Do Short Selling Bans Increase Adverse Selection and Decrease Price Efficiency? [The market for ‘lemons’: Quality uncertainty and the market mechanism]," The Review of Asset Pricing Studies, Oxford University Press, vol. 11(1), pages 122-168.
- Ilan Cooper & Liang Ma & Paulo Maio & Dennis Philip, 2021. "Multifactor Models and Their Consistency with the APT [Eigenvalue ratio test for the number of factors]," The Review of Asset Pricing Studies, Oxford University Press, vol. 11(2), pages 402-444.
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"A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a “COVID-19” Shock [Financial intermediaries and the cross-section of asset returns],"
Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5522-5580.
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- Jinghan Cai & Jibao He & Wenxi Jiang & Wei Xiong, 2021. "The Whack-a-Mole Game: Tobin Taxes and Trading Frenzy [Range-based estimation of stochastic volatility models]," Review of Financial Studies, Society for Financial Studies, vol. 34(12), pages 5723-5755.
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- Amber Anand & Mehrdad Samadi & Jonathan Sokobin & Kumar Venkataraman, 2021. "Institutional Order Handling and Broker-Affiliated Trading Venues [Performance of institutional trading desks: An analysis of persistence in trading costs]," Review of Financial Studies, Society for Financial Studies, vol. 34(7), pages 3364-3402.
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"Experience Does Not Eliminate Bubbles: Experimental Evidence,"
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- Cristi Spulbar & Ramona Birau & Jatin Trivedi, 2021. "Is There a Necessary Prerequisite to Follow Ethical Issues in Entrepreneurship and Business ?," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 426-428, August.
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- Muhammad Jamil & Hifsa Mobeen, 2021. "Mechanism of Volatility Spillover Between Stock, Currency, and Commodity Markets of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 60(1), pages 49-64.
- Mendiela, Pauline, 2021. "Information security breaches and financial market reaction: the French case," MPRA Paper 105029, University Library of Munich, Germany.
- Salisu, Afees A. & Raheem, Ibrahim D. & Vo, Xuan Vinh, 2021.
"Assessing the safe haven property of the gold market during COVID-19 pandemic,"
International Review of Financial Analysis, Elsevier, vol. 74(C).
- Salisu, Afees & Raheem, Ibrahim & Vo, Xuan, 2021. "Assessing the safe haven property of the gold market during COVID-19 pandemic," MPRA Paper 105353, University Library of Munich, Germany.
- Sapre, Nikhil, 2021. "Revisiting the Expected Utility Theory and the Consumption CAPM," MPRA Paper 106668, University Library of Munich, Germany.
- K M, Siby, 2021. "A Study on Consumer Perception of Digital Payment Methods in times of Covid Pandemic," MPRA Paper 107002, University Library of Munich, Germany.
- Victor Olkhov, 2021.
"Three Remarks On Asset Pricing,"
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- Olkhov, Victor, 2021. "Three Remarks On Asset Pricing," MPRA Paper 107938, University Library of Munich, Germany.
- Olkhov, Victor, 2021. "Three Remarks On Asset Pricing," MPRA Paper 109238, University Library of Munich, Germany.
- Jung, Seungho & Lee, Jongmin & Lee, Seohyun, 2021. "The impact of geopolitical risk on stock returns: Evidence from inter-Korea geopolitics," MPRA Paper 108006, University Library of Munich, Germany.
- Sakemoto, Ryuta, 2021. "Economic Evaluation of Cryptocurrency Investment," MPRA Paper 108283, University Library of Munich, Germany.
- Rice, Gregory & Wirjanto, Tony & Zhao, Yuqian, 2021. "Exploring volatility of crude oil intra-day return curves: a functional GARCH-X Model," MPRA Paper 109231, University Library of Munich, Germany.
- Victor Olkhov, 2021.
"Three Remarks On Asset Pricing,"
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2105.13903, arXiv.org, revised Oct 2021.
- Olkhov, Victor, 2021. "Three Remarks On Asset Pricing," MPRA Paper 109238, University Library of Munich, Germany.
- Olkhov, Victor, 2021. "Three Remarks On Asset Pricing," MPRA Paper 107938, University Library of Munich, Germany.
- Atoi, Ngozi Victor & Nwambeke, Chinedu G., 2021. "Money and Foreign Exchange Markets Dynamics in Nigeria: A Multivariate GARCH Approach," MPRA Paper 109305, University Library of Munich, Germany.
- Manda, Vijaya Kittu & Sana, Alekhya, 2021. "Impact Of Mental Health And Well-Being Of Indian Stock Market Traders," MPRA Paper 109941, University Library of Munich, Germany.
- Stefano Bosi & Thai Ha‐Huy & Cao‐Tung Pham & Ngoc‐Sang Pham, 2022.
"Ascendant altruism and asset price bubbles,"
International Journal of Economic Theory, The International Society for Economic Theory, vol. 18(4), pages 532-551, December.
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- Bosi, Stefano & Ha-Huy, Thai & Pham, Cao-Tung & Pham, Ngoc-Sang, 2021. "Ascendant altruism and asset price bubbles," MPRA Paper 110522, University Library of Munich, Germany.
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- Nanaeva, Zhamal & Aysan, Ahmet Faruk, 2021. "Fintech As a Financial Disruptor: The Bibliometric Analysis," MPRA Paper 115535, University Library of Munich, Germany.
- Javaid, Shahid Hussain, 2021. "Non-interest Income and Profitability: A Case of Pakistani Banks," MPRA Paper 117425, University Library of Munich, Germany, revised 2022.
- Plakandaras, Vasilios & Gupta, Rangan & Balcilar, Mehmet & Ji, Qiang, 2022.
"Evolving United States stock market volatility: The role of conventional and unconventional monetary policies,"
The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
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- Ioannis Chatziantoniou & David Gabauer & Rangan Gupta, 2021. "Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach," Working Papers 202147, University of Pretoria, Department of Economics.
- Keagile Lesame & Elie Bouri & David Gabauer & Rangan Gupta, 2021. "On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures," Working Papers 202152, University of Pretoria, Department of Economics.
- Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Reneé van Eyden, 2023.
"Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data,"
International Review of Finance, International Review of Finance Ltd., vol. 23(2), pages 228-244, June.
- Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Renee van Eyden, 2021. "Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data," Working Papers 202165, University of Pretoria, Department of Economics.
- Ahdi Noomen Ajmi & Roula Inglesi-Lotz, 2021. "Revisiting the Kuznets Curve Hypothesis for Tunisia: Carbon Dioxide vs. Ecological Footprint," Working Papers 202171, University of Pretoria, Department of Economics.
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"The impacts of oil price volatility on financial stress: Is the COVID-19 period different?,"
International Review of Economics & Finance, Elsevier, vol. 85(C), pages 520-532.
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- Philipp Meinen & Ana Cristina Soares, 2022.
"Markups and Financial Shocks,"
The Economic Journal, Royal Economic Society, vol. 132(647), pages 2471-2499.
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- Kanis Saengchote, 2021. "Decentralized Lending and Its Users: Insights from Compound," PIER Discussion Papers 162, Puey Ungphakorn Institute for Economic Research.
- Nicholas Garvin & David W Hughes & José-Luis Peydró, 2021. "The Role of Collateral in Borrowing," RBA Research Discussion Papers rdp2021-01, Reserve Bank of Australia.
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"Financial development, reforms and growth,"
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- Spyridon Boikos & Theodore Panagiotidis & Georgios Voucharas, 2022. "Financial Development, Reforms and Growth," Discussion Paper Series 2022_07, Department of Economics, University of Macedonia, revised Sep 2022.
- Mehar, Muhammad Ayub, 2021. "COVID-19, Digital Transactions, and Economic Activities: Puzzling Nexus of Wealth Enhancement, Trade, and Financial Technology," ADBI Working Papers 1294, Asian Development Bank Institute.
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- YOLOĞLU, Zehra, 2021. "Measuring Financial Performance with Ratio Analysis: An Empirical Practice on Firms Operating in the Technology Sector," Bulletin of Economic Theory and Analysis, BETA Journals, vol. 6(2), pages 27-53, December.
- Senol, Zekai, 2021. "Volatility Spillover between the Stock Market, Exchange Rates, Interest Rates and CDS Premiums: Evidence from Turkey (Borsa Endeksi, Döviz Kuru, Faiz Oranları ve CDS Primleri Arasındaki Oynaklık Yayıl," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 12(1), pages 111-126, January.
- Erdogan, Hilal H., 2021. "Beta Herding in the Covid-19 Era: Evidence from Borsa Istanbul," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 12(2), pages 359-368, April.
- Polat, Mehmet Ali & Fendoglu, Eda, 2021. "Effects of The Construction Sector on Economic Growth and Financial Markets: The Case of Turkey (İnşaat Sektörünün Ekonomik Büyüme ve Finansal Piyasalar Üzerindeki Etkileri: Türkiye Örneği)," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 12(3), pages 575-598, July.
- Poutré, Cédric & Dionne, Georges & Yergeau, Gabriel, 2023.
"International high-frequency arbitrage for cross-listed stocks,"
International Review of Financial Analysis, Elsevier, vol. 89(C).
- Poutré, Cédric & Dionne, Georges & Yergeau, Gabriel, 2021. "International High-Frequency Arbitrage for Cross-Listed Stocks," Working Papers 21-4, HEC Montreal, Canada Research Chair in Risk Management, revised 15 Mar 2022.
- Hatemi-J, Abdulnasser & Taha, Viyan, 2021. "Portfolio Diversification Benefits between Financial Markets of the US and China: Empirical Evidence from two Alternative Methods," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 74(4), pages 537-546.
- Mokni, Khaled & Nakhli, Mohamed Sahbi & Mnari, Othman & Bougatef, Khemaies, 2021. "Symmetric and Asymmetric Causal Relationship between Oil Prices and G7 Stock Markets: A Bootstrap Rolling-Window Granger Causality Test," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 36(4), pages 718-744.
- Paisley, Matt & Packard, Will & Baghdadi, Samer & Rhodes, Chris, 2021. "Operational Resilience:Industry Benchmarking," Journal of Financial Transformation, Capco Institute, vol. 53, pages 18-23.
- Javaheri, Bakhtiar & Ahmadzadeh, Khaled & Shahveisi, Homeyra, 2021. "Investigating the Effect of Institution Quality on Financial Development in Developing Countries," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 7(4), pages 251-270, February.
- Rezaei, Sadeq & Mehrara, Mohsen, 2021. "Dynamics of Symmetric Informed Trading and Order Flow Shock at Tehran Exchange Stock: A Hidden Markov Model Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 8(1), pages 25-54, June.
- Onour , Ibrahim A., 2021. "Modeling and assessing systematic risk in stock markets in major oil exporting countries," Economic Consultant, Roman I. Ostapenko, vol. 35(3), pages 18-29.
- Hsiang-Hsi Liu & Yu-Cheng Lin, 2021. "Relationships among US S&P500 Stock Index, its Futures and NASDAQ Index Futures with Volatility Spillover and Jump Diffusion: Modeling and Hedging Performance," Bulletin of Applied Economics, Risk Market Journals, vol. 8(1), pages 121-148.
- Marianna Brunetti & Roberta De Luca, 2021. "Pairs Trading In The Index Options Market," CEIS Research Paper 512, Tor Vergata University, CEIS, revised 02 Sep 2021.
- Tanweer Akram, 2021. "A Note Concerning the Dynamics of Government Bond Yields," The American Economist, Sage Publications, vol. 66(2), pages 323-339, October.
- Suranjana Joarder & Diganta Mukherjee, 2021. "The Lead–Lag Relationship Between Futures and Spot Price—A Case of the Oil and Oilseed Contracts Traded on Indian Exchange," Arthaniti: Journal of Economic Theory and Practice, , vol. 20(1), pages 7-33, June.
- Lee A. Smales, 2021. "Policy uncertainty in Australian financial markets," Australian Journal of Management, Australian School of Business, vol. 46(3), pages 523-547, August.
- Shesadri Banerjee & Jayanthi K. Anand & Shashanka Bhide, 2021. "Estimation of Macro-financial Linkages for the Indian Economy," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 20(1), pages 7-47, April.
- Lan Khanh Chu, 2021. "Financial Access of Latin America and Caribbean Firms: What Are the Roles of Institutional, Financial, and Economic Development?," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 20(2), pages 227-263, December.
- Kamil Gemra & Piotr Hościłowicz, 2021. "Świadomość funkcjonowania crowdfundingu," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 67-90.
- Chaeshick Chung & Sukjin Park, 2021. "Deep Learning Market Microstructure: Dual-Stage Attention-Based Recurrent Neural Networks," Working Papers 2108, Research Institute for Market Economy, Sogang University.
- Godfrey Marozva & Margaret Rutendo Magwedere, 2021. "Nexus Between Stock Returns, Funding Liquidity and COVID-19," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 71(3-4), pages 86-100, July-Dece.
- Chinnadurai Kathiravan & Murugesan Selvam & Sankaran Venkateswar & S. Balakrishnan, 2021. "Investor behavior and weather factors: evidences from Asian region," Annals of Operations Research, Springer, vol. 299(1), pages 349-373, April.
- Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer, 2021. "A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 66(2), pages 279-307, April.
- Giovanni Bonaccolto, 2021. "Quantile– based portfolios: post– model– selection estimation with alternative specifications," Computational Management Science, Springer, vol. 18(3), pages 355-383, July.
- Michele Mininni & Giuseppe Orlando & Giovanni Taglialatela, 2021.
"Challenges in approximating the Black and Scholes call formula with hyperbolic tangents,"
Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(1), pages 73-100, June.
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- Lennart Ante & André Meyer, 2021. "Cross-listings of blockchain-based tokens issued through initial coin offerings: Do liquidity and specific cryptocurrency exchanges matter?," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 957-980, December.
- Xiaoqing Fu & Matthew C. Li & Philip Molyneux, 2021. "Credit default swap spreads: market conditions, firm performance, and the impact of the 2007–2009 financial crisis," Empirical Economics, Springer, vol. 60(5), pages 2203-2225, May.
- Andrea Cipollini & Ieva Mikaliunaite, 2021. "Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR," Empirical Economics, Springer, vol. 61(2), pages 855-881, August.
- Gerasimos T. Soldatos, 2021. "Industry and financial market concentration," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 48(2), pages 275-289, June.
- Muhammad Owais Qarni & Saiqb Gulzar, 2021. "Portfolio diversification benefits of alternative currency investment in Bitcoin and foreign exchange markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-37, December.
- Peng-Fei Dai & Xiong Xiong & Zhifeng Liu & Toan Luu Duc Huynh & Jianjun Sun, 2021.
"Preventing crash in stock market: The role of economic policy uncertainty during COVID-19,"
Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-15, December.
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- Gianluca Cassese, 2021.
"Complete and competitive financial markets in a complex world,"
Finance and Stochastics, Springer, vol. 25(4), pages 659-688, October.
- Gianluca Cassese, 2020. "Complete and competitive financial markets in a complex world," Papers 2003.01055, arXiv.org, revised Mar 2021.
- Gianluca Cassese, 2020. "Complete and Competitive Financial Markets in a Complex World," Working Papers 435, University of Milano-Bicocca, Department of Economics, revised Mar 2020.
- Julia Ackermann & Thomas Kruse & Mikhail Urusov, 2021. "Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models," Finance and Stochastics, Springer, vol. 25(4), pages 757-810, October.
- Haroon Rasool & Shafat Maqbool & Md. Tarique, 2021. "The relationship between tourism and economic growth among BRICS countries: a panel cointegration analysis," Future Business Journal, Springer, vol. 7(1), pages 1-11, December.
- Faris Alshubiri, 2021. "The stock market capitalisation and financial growth nexus: an empirical study of western European countries," Future Business Journal, Springer, vol. 7(1), pages 1-20, December.
- Christian Hackober & Carolin Bock, 2021. "Which investors’ characteristics are beneficial for initial coin offerings? Evidence from blockchain technology-based firms," Journal of Business Economics, Springer, vol. 91(8), pages 1085-1124, October.
- Nasreen Nawaz, 2021.
"Efficiency on the dynamic adjustment path in a financial market,"
Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(1), pages 49-74, January.
- Nawaz, Nasreen, 2019. "Efficiency on the Dynamic Adjustment Path in a Financial Market," MPRA Paper 118271, University Library of Munich, Germany, revised 04 Jun 2020.
- Stefani Milovanska-Farrington & Stephen Farrington, 2021. "Discipline, risk, and the endogeneity between financial decisionmaking and health," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(4), pages 596-636, October.
- Tim J. Boonen & Fangda Liu & Ruodu Wang, 2021. "Competitive equilibria in a comonotone market," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 72(4), pages 1217-1255, November.
- Parthajit Kayal & Sumanjay Dutta & Vipul Khandelwal & Rakesh Nigam, 2021. "Information Theoretic Ranking of Extreme Value Returns," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 1-21, March.
- Hari Venkatesh & Jyoti Kumari & Gourishankar S. Hiremath & Hiranmoy Roy, 2021. "Foreign Institutional Investors: Fair-Weather Friends or Smart Traders?," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(2), pages 291-316, June.
- Mercedes Alda, 2021. "Managers beyond borders: side-by-side management in mutual funds and pension funds," Review of Managerial Science, Springer, vol. 15(2), pages 399-436, February.
- Ayad Assoil & Ndéné Ka & Jules Sadefo-Kamdem, 2021.
"Analysis of the dynamic relationship between liquidity proxies and returns on the French CAC 40 index,"
SN Business & Economics, Springer, vol. 1(10), pages 1-23, October.
- Ayad Assoil & Ndéné Ka & Jules Sadefo-Kamdem, 2021. "Analysis of the Dynamic Relationship between Liquidityproxies and returns on French CAC 40 index," Post-Print hal-03282991, HAL.
- Faisal M. Awwal & Prasad V. Bidarkota, 2021. "A state space framework for the residual income valuation model of stock prices," SN Business & Economics, Springer, vol. 1(4), pages 1-28, April.
- Marcela de Marillac Carvalho & Luiz Otávio de Oliveira Pala & Gabriel Rodrigo Gomes Pessanha & Thelma Sáfadi, 2021. "Asymmetric dependence of intraday frequency components in the Brazilian stock market," SN Business & Economics, Springer, vol. 1(6), pages 1-18, June.
- Salvador Rivas-Aceves, 2021. "Contagion Adverse Degree, Income Inequality and Economic Growth," Springer Books, in: Griselda Dávila-Aragón & Salvador Rivas-Aceves (ed.), The Future of Companies in the Face of a New Reality, pages 63-78, Springer.
- Volker Brühl, 2021. "Decentralised Finance — wie die Tokenisierung die Finanzindustrie verändert [Decentralised Finance (DeFi) — How Tokenisation is Changing the Financial Industry]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 101(8), pages 629-637, August.
- Dario Salerno, 2021. "The Impact of Initial Public Offerings on Firms’ Performance: Disentangling Treatment from Self-Selection Effects," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 11(4), pages 1-1.
- Monica Guling Wu & Hsinan Hsu & Janchung Wang, 2021. "Market Trends and Options Trading: Viewpoint, Probability and Implications," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 11(5), pages 1-5.
- Meglioli, Francesco & Gauci, Stephanie, 2021. "A Multi-level Network Approach to Spillovers Analysis: An Application to the Maltese Domestic Investment Funds Sector," ESRB Working Paper Series 124, European Systemic Risk Board.
- Gediminas Dubauskas, 2021. "Conditions influencing the change of defense budgets - the case of Lithuania," Insights into Regional Development, VsI Entrepreneurship and Sustainability Center, vol. 3(2), pages 282-288, June.
- Kangogo, Moses & Volkov, Vladimir, 2021. "Dynamic effects of network exposure on equity markets," Working Papers 2021-03, University of Tasmania, Tasmanian School of Business and Economics.
- Markus Brueckner & Wensheng Kang & Joaquin Vespignani, 2023.
"Covid-19 and Firms’ Stock Price Growth: The Role of Market Capitalization,"
Applied Economics, Taylor & Francis Journals, vol. 55(39), pages 4522-4538, August.
- Markus Brueckner & Wensheng Kang & Joaquin Vespignani, 2021. "COVID-19 and firms’ stock price growth: The role of market capitalization," CAMA Working Papers 2021-100, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Brueckner, Markus & Kang, Wensheng & Vespignani, Joaquin, 2021. "Covid-19 and Firms' Stock Price Growth: The Role of Market Capitalization," Working Papers 2021-09, University of Tasmania, Tasmanian School of Business and Economics.
- Vincent FROMENTIN & Joris MICHEL & Sylvain WEBER, 2021. "L’effet des fluctuations financières sur le nombre de travailleurs frontaliers : une analyse comparative du Luxembourg et de la Suisse," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 53, pages 51-68.
- Juan Rafael Ruiz, 2021. "The demise of the US investment banking from a Minskian perspective [La desaparición de la banca de inversión estadounidense desde una perspectiva de Minskiana]," Papeles de Europa, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Estudios Internacionales (ICEI), vol. 34, pages 1-15.
- Keh, Chia-Guan & Tan, Yan-Teng, 2021. "COVID 19: The Impact of Government Policy Responses on Economic Activity and Stock Market Performance in Malaysia," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 55(1), pages 123-133.
- Péter Csóka & P. Jean-Jacques Herings, 2021.
"Uniqueness of Clearing Payment Matrices in Financial Networks,"
CERS-IE WORKING PAPERS
2134, Institute of Economics, Centre for Economic and Regional Studies.
- Csóka, Péter & Herings, P. Jean-Jacques, 2021. "Uniqueness of Clearing Payment Matrices in Financial Networks," Research Memorandum 014, Maastricht University, Graduate School of Business and Economics (GSBE).
- Agoraki, Maria-Eleni & Aslanidis, Nektarios & Kouretas, Georgios P., 2021. "U.S. Banks’ lending behaviour, financial stability, and investor sentiment: A textual analysis," Working Papers 2072/534915, Universitat Rovira i Virgili, Department of Economics.
- Riko Stevens, 2021. "Arthur Cecil Pigou on Speculation: A Marshallian Analysis of Institutions and Economic Welfare," Economics Discussion / Working Papers 21-15, The University of Western Australia, Department of Economics.
- Billio Monica & Casarin Roberto & Costola Michele & Iacopini Matteo, 2021.
"COVID-19 spreading in financial networks: A semiparametric matrix regression model,"
Papers
2101.00422, arXiv.org.
- Monica Billio & Roberto Casarin & Michele Costola & Matteo Iacopini, 2021. "COVID-19 spreading in financial networks: A semiparametric matrix regression model," Working Papers 2021:05, Department of Economics, University of Venice "Ca' Foscari".
- ÇELİK, İsmail, 2021. "Optimal Hedge Ratio In Turkish Stock Index Futures Market: A Deco-Fiaparch Approach," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 25(4), pages 17-33, December.
- Osabuohien-Irabor Osarumwense, 2021. "Testing for causality-in-mean and in-variance among the U.S., China, and some Africa capital markets: A CCF approach," Journal of Economics and Management, Sciendo, vol. 43(1), pages 131-153, January.
- Giemza Dawid, 2021. "Ranking of optimal stock portfolios determined on the basis of expected utility maximization criterion," Journal of Economics and Management, Sciendo, vol. 43(1), pages 154-178, January.
- Karasiński Jacek & Zduńczak Patryk, 2021. "Do extreme market value ratios mean that the market is informationally inefficient? A study of the Warsaw Stock Exchange," Journal of Economics and Management, Sciendo, vol. 43(1), pages 206-224, May.
- Tone Smith, 2021. "Financialisation of Nature," SRE-Disc sre-disc-2021_08, Institute for Multilevel Governance and Development, Department of Socioeconomics, Vienna University of Economics and Business.
- Georg Leitner & Teresa Hübel & Anna Wolfmayr & Manuel Zerobin, 2021. "How risky is Monetary Policy? The Effect of Monetary Policy on Systemic Risk in the Euro Area," Department of Economics Working Papers wuwp312, Vienna University of Economics and Business, Department of Economics.
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir, 2021.
"Dynamic return and volatility spillovers among S&P 500, crude oil, and gold,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 153-170, January.
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir, 2018. "Dynamic return and volatility spillovers among S&P 500, crude oil and gold," Working Papers 15-46, Eastern Mediterranean University, Department of Economics.
- Eurilton Araújo & Ricardo D. Brito & Antonio Z. Sanvicente, 2021.
"Long‐term stock returns in Brazil: Volatile equity returns for U.S.‐like investors,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 6249-6263, October.
- Eurilton Araujo & Ricardo D. Brito, Antonio Z. Sanvicente, 2020. "Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors," Working Papers, Department of Economics 2020_06, University of São Paulo (FEA-USP).
- Eurilton Araújo & Ricardo D. Brito & Antônio Z. Sanvicente, 2020. "Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors," Working Papers Series 525, Central Bank of Brazil, Research Department.
- Wai-Sum Chan & Yiu-Kuen Tse, 2021. "Financial Mathematics for Actuaries," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12464, September.
- Choi, Sangyup & Shin, Junhyeok, 2022.
"Bitcoin: An inflation hedge but not a safe haven,"
Finance Research Letters, Elsevier, vol. 46(PB).
- Sangyup Choi & Junhyeok Shin, 2021. "Bitcoin An Inflation Hedge but Not a Safe Haven," GRU Working Paper Series GRU_2021_030, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Sangyup Choi & Junhyeok Shin, 2021. "Bitcoin: An Inflation Hedge but Not a Safe Haven," Working papers 2021rwp-185, Yonsei University, Yonsei Economics Research Institute.
- Philipp Meinen & Ana Cristina Soares, 2022.
"Markups and Financial Shocks,"
The Economic Journal, Royal Economic Society, vol. 132(647), pages 2471-2499.
- Ana Cristina Soares & Philipp Meinen, 2021. "Markups and Financial Shocks," Working Papers w202122, Banco de Portugal, Economics and Research Department.
- Meinen, Philipp & Soares, Ana Cristina, 2021. "Markups and financial shocks," Discussion Papers 54/2021, Deutsche Bundesbank.
- Agarwal, Vikas & Hanouna, Paul & Moussawi, Rabih & Stahel, Christof W., 2021. "Do ETFs increase the commonality in liquidity of underlying stocks?," CFR Working Papers 21-04, University of Cologne, Centre for Financial Research (CFR).
- Bali, Turan G. & Beckmeyer, Heiner & Moerke, Mathis & Weigert, Florian, 2021. "Option return predictability with machine learning and big data," CFR Working Papers 21-08, University of Cologne, Centre for Financial Research (CFR).
- Brühl, Volker, 2021. "Decentralised Finance (DeFi) - wie die Tokenisierung die Finanzindustrie verändert," CFS Working Paper Series 655, Center for Financial Studies (CFS).
- Brühl, Volker, 2021. "Green finance in Europe: Strategy, regulation and instruments," CFS Working Paper Series 657, Center for Financial Studies (CFS).
- Afego, Pyemo N. & Alagidede, Imhotep P., 2021. "What does corporate social advocacy signal? Evidence from boycott participation decisions," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics.
- Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš, 2022.
"YOLO trading: Riding with the herd during the GameStop episode,"
Finance Research Letters, Elsevier, vol. 46(PA).
- Lyócsa, Štefan & Baumöhl, Eduard & Vŷrost, Tomáš, 2021. "YOLO trading: Riding with the herd during the GameStop episode," EconStor Preprints 230679, ZBW - Leibniz Information Centre for Economics.
- Patrycja Klusak & Matthew Agarwala & Matt Burke & Moritz Kraemer & Kamiar Mohaddes, 2021.
"Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness,"
Working Papers
EPRG2110, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
- Agarwala, Matthew & Burke, Matt & Klusak, Patrycja & Kraemer, Moritz & Mohaddes, Kamiar, 2021. "Rising temperatures, falling ratings: The effect of climate change on sovereign creditworthiness," IMFS Working Paper Series 158, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Patrycja Klusak & Matthew Agarwala & Matt Burke & Moritz Kraemer & Kamiar Mohaddes, 2021. "Rising temperatures, falling ratings: The effect of climate change on sovereign creditworthiness," CAMA Working Papers 2021-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Klusak, P. & Agarwala, M. & Burke, M. & Kraemer, M. & Mohaddes, K., 2021. "Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness," Cambridge Working Papers in Economics 2127, Faculty of Economics, University of Cambridge.
- Russo, Marianna & Kraft, Emil & Bertsch, Valentin & Keles, Dogan, 2022.
"Short-term risk management of electricity retailers under rising shares of decentralized solar generation,"
Energy Economics, Elsevier, vol. 109(C).
- Russo, Marianna & Kraft, Emil & Bertsch, Valentin & Keles, Dogan, 2021. "Short-term risk management for electricity retailers under rising shares of decentralized solar generation," Working Paper Series in Production and Energy 57, Karlsruhe Institute of Technology (KIT), Institute for Industrial Production (IIP).
- Kroencke, Tim A. & Schmeling, Maik & Schrimpf, Andreas, 2021.
"The FOMC Risk Shift,"
Journal of Monetary Economics, Elsevier, vol. 120(C), pages 21-39.
- Schmeling, Maik & Schrimpf, Paul & Kroencke, Tim, 2019. "The FOMC Risk Shift," CEPR Discussion Papers 14037, C.E.P.R. Discussion Papers.
- Kroencke, Tim-Alexander & Schmeling, Maik & Schrimpf, Andreas, 2021. "The FOMC risk shift," SAFE Working Paper Series 302, Leibniz Institute for Financial Research SAFE.
- Can Gao & Ian W. R. Martin, 2021.
"Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment,"
Journal of Finance, American Finance Association, vol. 76(6), pages 3211-3254, December.
- Martin, Ian & Gao, Can, 2019. "Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment," CEPR Discussion Papers 13454, C.E.P.R. Discussion Papers.
- Gao, Can & Martin, Ian, 2021. "Volatility, valuation ratios, and bubbles: An empirical measure of market sentiment," SAFE Working Paper Series 312, Leibniz Institute for Financial Research SAFE.
- Gao, Can & Martin, Ian, 2021. "Volatility, valuation ratios, and bubbles: an empirical measure of market sentiment," LSE Research Online Documents on Economics 108598, London School of Economics and Political Science, LSE Library.
- Abdi, Farshid & Kormanyos, Emily & Pelizzon, Loriana & Getmansky, Mila & Simon, Zorka, 2021. "Market impact of government communication: The case of presidential tweets," SAFE Working Paper Series 314, Leibniz Institute for Financial Research SAFE.
- Theissen, Erik & Westheide, Christian, 2020.
"Call of duty: Designated market maker participation in call auctions,"
Journal of Financial Markets, Elsevier, vol. 49(C).
- Theissen, Erik & Westheide, Christian, 2019. "Call of duty: Designated market maker participation in call auctions," CFR Working Papers 16-05, University of Cologne, Centre for Financial Research (CFR).
- Theissen, Erik & Westheide, Christian, 2021. "Call of duty: Designated market maker participation in call auctions," SAFE Working Paper Series 319, Leibniz Institute for Financial Research SAFE.
- Li, Wenhui & Ockenfels, Peter & Wilde, Christian, 2021. "The effect of ambiguity on price formation and trading behavior in financial markets," SAFE Working Paper Series 326, Leibniz Institute for Financial Research SAFE.
- Peter S. Eppinger & Katja Neugebauer, 2022.
"External financial dependence and firms’ crisis performance across Europe,"
Empirical Economics, Springer, vol. 62(2), pages 887-904, February.
- Eppinger, Peter S. & Neugebauer, Katja, 2017. "External financial dependence and firms' crisis performance across Europe," LSE Research Online Documents on Economics 70763, London School of Economics and Political Science, LSE Library.
- Eppinger, Peter S. & Neugebauer, Katja, 2021. "External financial dependence and firms' crisis performance across Europe," University of Tübingen Working Papers in Business and Economics 141, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
2020
- Hana Bawazir & Mukesh Kumar & Saban Celik & Khadija Abdulredha Abdulla & Bora Aktan, 2020. "The interdependence between stock market development and economic growth: a multi-country examination," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 38(2), pages 619-652.
- Sofronis Clerides & Styliani-Iris Krokida & Neophytos Lambertides & Dimitris Tsouknidis, 2020.
"What matters for consumer sentiment? World oil price or retail gasoline price?,"
University of Cyprus Working Papers in Economics
05-2020, University of Cyprus Department of Economics.
- Sofronis Clerides & Styliani-Iris Krokida & Neophytos Lambertides & Dimitris Tsouknidis, 2020. "What matters for consumer sentiment? World oil price or retail gasoline price?," Working Paper series 20-22, Rimini Centre for Economic Analysis.
- Park , Cyn-Young & Tian , Shu & Zhao , Bo, 2020. "Global Bitcoin Markets and Local Regulations," ADB Economics Working Paper Series 605, Asian Development Bank.
- Sugandi, Eric Alexander, 2020. "Indonesia’s Financial Markets and Monetary Policy Dynamics Amid the Covid-19 Pandemic," ADBI Working Papers 1198, Asian Development Bank Institute.
- Shrestha, Keshab & Subramaniam, Ravichandran & Thiyagarajan, Thangarajah, 2020. "Price Discovery in Agricultural Markets," American Business Review, Pompea College of Business, University of New Haven, vol. 23(1), pages 53-69, May.
- Tirtiroglu, Dogan & Tirtiroglu, Ercan, 2020. "Seller Financing: Contracting Out of the Lemons and Moral Hazard Problems When They May Co-Exist," American Business Review, Pompea College of Business, University of New Haven, vol. 23(2), pages 335-357, November.
- TOPALOĞLU, Tuğba Nur & KÖYCÜ, Erol, 2020. "Stock Volatility Modeling in Health Enterprises: An Econometric Survey in The Human Health and Social Services Sector," Bulletin of Economic Theory and Analysis, BETA Journals, vol. 5(1), pages 87-107, June.
- DEHMEJ , Salim & MIKOU, Mohammed, 2020. "Indice agrégé de stabilité financière au Maroc," Document de travail 2020-2, Bank Al-Maghrib, Département de la Recherche.
- Caliskan, M. M. Tuncer & Kirer Silva Lecuna, Hale, 2020. "The Determinants of Banking Sector Profitability in Turkey," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 11(1), pages 161-167, January.
- Ozbey, Fela & Paksoy, Semin, 2020. "Estimation of the XU100 Index Return Volatility with the Integration of GARCH Family Models and ANN," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 11(2), pages 385-396, April.
- Sengul Gunes, Gulnaz & Tanrivermis, Harun, 2020. "A Research on Real Estate Investment Fund Managers in Turkey," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 11(2), pages 431-444, April.
- Yaman, Serdar & Korkmaz, Turhan, 2020. "Döviz Kurları ile BİST Turizm Endeksi Getirileri Arasındaki Volatilite Yayılım Etkisinin Belirlenmesi (Determination of Volatility Spillover Effect Between Exchange Rates and BIST Tourism Index Return," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 11(3), pages 681-702, July.
- Choi, Gongpil, 2020. "Cross-Border Asset Pledgeability for Enhanced Financial Stability," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 24(1), pages 89-124, March.
- Salathe, Tyler & McDonald, James, 2020. "Wealth management in the age of digital assets: How financial advisors can find opportunities amongst disruption," Journal of Financial Transformation, Capco Institute, vol. 51, pages 28-33.
- Monjazeb, Mohammad Reza & Rafei, Meysam & Ahmadi, Maryam, 2020. "Testing the Long-Run Neutrality of Money In Stock Market of Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 6(4), pages 137-162, February.
- Dan Gabriel ANGHEL & Elena Valentina ŢILICĂ & Victor DRAGOTĂ, 2020. "Intraday Patterns in Returns on the Romanian and Bulgarian Stock Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 92-114, July.
- Zura Kakushadze & Willie Yu, 2020. "Machine Learning Treasury Yields," Bulletin of Applied Economics, Risk Market Journals, vol. 7(1), pages 1-65.
- Huaibing Yu, 2020. "Have Stock Markets across the Globe Been Kidnapped by the Covid-19 Pandemic?," Bulletin of Applied Economics, Risk Market Journals, vol. 7(2), pages 165-173.
- Zura Kakushadze, 2020. "Option Pricing: Channels, Target Zones and Sideways Markets," Bulletin of Applied Economics, Risk Market Journals, vol. 7(2), pages 25-33.
- O’Sullivan, Conall & Papavassiliou, Vassilios G., 2020.
"On the term structure of liquidity in the European sovereign bond market,"
Journal of Banking & Finance, Elsevier, vol. 114(C).
- Conall O'Sullivan & Vassilios G. Papavassiliou, 2020. "On the term structure of liquidity in the European sovereign bond market," Open Access publications 10197/11287, Research Repository, University College Dublin.
- Marianna Brunetti & Roberta De Luca, 2020. "Pre-selection in Cointegration-based Pairs Trading," CEIS Research Paper 500, Tor Vergata University, CEIS, revised 10 Mar 2021.
- Baah Aye Kusi & Lydia Adzobu & Alex Kwame Abasi & Kwadjo Ansah-Adu, 2020. "Sectoral Loan Portfolio Concentration and Bank Stability: Evidence from an Emerging Economy," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 19(1), pages 66-99, April.
- Satish Kumar & Vinodh Madhavan & Riya Sureka, 2020. "The Journal of Emerging Market Finance: A Bibliometric Overview (2002–2019)," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 19(3), pages 326-352, December.
- Jacek Karasiñski, 2020. "Changing Weak-Form Informational Efficiency: A Study on the World’s Stock Markets," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 18(90), pages 48-61.
- Jacek Karasiñski & Patryk Zduñczak, 2020. "Outstandingly High Values of the Market Value Ratios as a Symptom of Market Informational Inefficiency: A Study on the Warsaw Stock Exchange (Wyj¹tkowo wysokie wartoœci wskaŸników wartoœci rynkowej ja," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 18(90), pages 78-91.
- Esra Nazmiye KILCI, 2020. "Forecasting Stock Market Indices with the Composite Leading Indicators: Evidence from Turkey," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(43).
- Arhan Sabri ERTAN & Cenk Cevat KARAHAN & Ahmet Musa KÖSELİ, 2020. "Financial Value of Analyst Recommendations: Talent or Risk Factor?," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(46).
- Eurilton Araújo & Ricardo D. Brito & Antonio Z. Sanvicente, 2021.
"Long‐term stock returns in Brazil: Volatile equity returns for U.S.‐like investors,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 6249-6263, October.
- Eurilton Araújo & Ricardo D. Brito & Antônio Z. Sanvicente, 2020. "Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors," Working Papers Series 525, Central Bank of Brazil, Research Department.
- Eurilton Araujo & Ricardo D. Brito, Antonio Z. Sanvicente, 2020. "Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors," Working Papers, Department of Economics 2020_06, University of São Paulo (FEA-USP).
- Jérôme Creel & Paul Hubert & Fabien Labondance, 2020.
"Credit, banking fragility and economic performance,"
Working Papers
hal-03403072, HAL.
- Jérôme Creel & Paul Hubert & Fabien Labondance, 2020. "Credit, banking fragility and economic performance," Sciences Po publications 03/2020, Sciences Po.
- Jérôme Creel & Paul Hubert & Fabien Labondance, 2020. "Credit, banking fragility and economic performance," Documents de Travail de l'OFCE 2020-03, Observatoire Francais des Conjonctures Economiques (OFCE).
- Jérôme Creel & Paul Hubert & Fabien Labondance, 2020. "Credit, banking fragility and economic performance," SciencePo Working papers Main hal-03403072, HAL.
- Gerhard Sorger, 2020.
"On the dynamics of stock price bubbles: comments on a model by Miao and Wang,"
Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 28(2), pages 521-537, June.
- Gerhard Sorger, 2018. "On the dynamics of stock price bubbles: Comments on a model by Miao and Wang," Vienna Economics Papers vie1803, University of Vienna, Department of Economics.
- Patrick Omoruyi Eke & B. Uzoma Achugamonu & Simon Yunisa & Godswill Osagie Osuma, 2020. "Macroeconomic risks and financial sector stability: the Nigerian case," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 47(3), pages 233-249, September.
- Thomas Renault, 2020.
"Sentiment analysis and machine learning in finance: a comparison of methods and models on one million messages,"
Digital Finance, Springer, vol. 2(1), pages 1-13, September.
- 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-03205149, HAL.
- Thomas Renault, 2020. "Sentiment analysis and machine learning in finance: a comparison of methods and models on one million messages," Post-Print hal-03205149, HAL.
- Nima Nonejad, 2020. "Does the price of crude oil help predict the conditional distribution of aggregate equity return?," Empirical Economics, Springer, vol. 58(1), pages 313-349, January.
- Amélie Charles & Chew Lian Chua & Olivier Darné & Sandy Suardi, 2020.
"On the pernicious effects of oil price uncertainty on US real economic activities,"
Empirical Economics, Springer, vol. 59(6), pages 2689-2715, December.
- Amélie Charles & Lian Chew & Olivier Darné & Sandy Suardi, 2020. "On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities," Post-Print hal-03040689, HAL.
- Marzieh Ronaghi & Michael Reed & Sayed Saghaian, 2020. "The impact of economic factors and governance on greenhouse gas emission," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 22(2), pages 153-172, April.
- Khondker Aktaruzzaman & Omar Farooq, 2020. "Cultural fractionalization and informal finance: evidence from Indian firms," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 10(4), pages 661-679, December.
- Lin Liu & Qiguang Chen, 2020. "How to compare market efficiency? The Sharpe ratio based on the ARMA-GARCH forecast," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-21, December.
- Alexander Schiller & René-Ojas Woltering & Steffen Sebastian, 2020. "Is the flow-performance relationship really convex? - The impact of data treatment and model specification," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(2), pages 300-320, April.
- Justin Cox, 2020. "Market fragmentation and post-earnings announcement drift," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(3), pages 587-610, July.
- Justin Cox & Adam Schwartz & Robert Ness, 2020. "Does what happen in Vegas stay in Vegas? Football gambling and stock market activity," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(4), pages 724-748, October.
- David Vidal-Tomás & Simone Alfarano, 2020.
"An agent-based early warning indicator for financial market instability,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 49-87, January.
- David Vidal-Tomás & Simone Alfarano, 2018. "An agent based early warning indicator for financial market instability," Working Papers 2018/12, Economics Department, Universitat Jaume I, Castellón (Spain).
- Vidal-Tomás, David & Alfarano, Simone, 2018. "An agent based early warning indicator for financial market instability," MPRA Paper 89693, University Library of Munich, Germany.
- Sakhr Miss & Michel Charifzadeh & Tim A. Herberger, 2020. "Revisiting the monday effect: a replication study for the German stock market," Management Review Quarterly, Springer, vol. 70(2), pages 257-273, May.
- Partha Mohanram & Brian White & Wuyang Zhao, 2020. "Stock-based compensation, financial analysts, and equity overvaluation," Review of Accounting Studies, Springer, vol. 25(3), pages 1040-1077, September.
- Jaewoo Kim & Bryce Schonberger & Charles Wasley & Hunter Land, 2020. "Intertemporal variation in the information content of aggregate earnings and its effect on the aggregate earnings-return relation," Review of Accounting Studies, Springer, vol. 25(4), pages 1410-1443, December.
- Donald Lien & Chun-Da Chen, 2020. "B-share discount puzzle in China: a revisit of dual-share firms," Review of Managerial Science, Springer, vol. 14(5), pages 1047-1075, October.
- Nawazish Mirza & Jamila Abaidi Hasnaoui & Bushra Naqvi & Syed Kumail Abbas Rizvi, 2020. "The impact of human capital efficiency on Latin American mutual funds during Covid-19 outbreak," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 156(1), pages 1-7, December.
- Hans-Jörg Naumer, 2020. "Schuldentragfähigkeit in der Eurozone bei niedrigen bzw. negativen Zinsen [Debt Sustainability in the Euro Area When Interest Rates Are Low or Negative]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 100(9), pages 682-686, September.
- Day-Yang Liu & Chun-Ming Chen & Yi-Kai Su, 2020. "The Impact of COVID-19 Pandemic on the Smooth Transition Dynamics of Broad-based Indices Volatilities in Taiwan," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 10(5), pages 1-14.
- Keqi Chen, 2020. "A Closer Look at Analyst Expectations: Stickiness and Confirmation Bias," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 10(5), pages 1-15.
- Yuhan Cheng & Dongqi Cui & Zixuan Li, 2020. "COVID-19 Virus Pneumonia’s Economic Effect in Different Industries: A Case Study in China," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 10(5), pages 1-7.
- Dimitrios G. Giantsios & Athanasios G. Noulas, 2020. "Cost Efficiency and Convergence in the European Nonlife Insurance Industry," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 10(6), pages 1-6.
- Josiah Aduda & Morgan Ongoro, 2020. "Working Capital and Earnings Management among Manufacturing Firms: A Review of Literature," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 9(3), pages 1-5.
- Zheng, Hannan & Schwenkler, Gustavo, 2020. "The network of firms implied by the news," ESRB Working Paper Series 108, European Systemic Risk Board.
- Aida Tatibekova & Mukhtar Bubeyev, 2020. "How regulation of bank capital adequacy and liquidity affects pricing of bonds of the banks," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 7(3), pages 1708-1722, March.
- Marc Sanchez-Roger & María Dolores Oliver-Alfonso & Carlos Sanchís-Pedregosa & Carlos Sanchís-Pedregosa & Norat Roig-Tierno, 2020. "Bail-in and interbank contagion risk: an application of FSQCA methodology," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 7(4), pages 2604-2614, June.
- Alireza Aghaee Shahrbabaki & Saeed Sakkaki & Peyman Parsa & Mohammad Saeed Heidary & Vahid Yousefi Pour, 2020. "Strategic reactions to information content of dividend change: applying BCG growth share matrix when signalling hypothesis identified," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 8(2), pages 10-32, December.
- Edmunds Čižo & Olga Lavrinenko & Svetlana Ignatjeva, 2020. "Determinants of financial development of the EU countries in the period 1995-2017," Insights into Regional Development, VsI Entrepreneurship and Sustainability Center, vol. 2(2), pages 505-522, June.
- Edmunds Čižo & Olga Lavrinenko & Svetlana Ignatjeva, 2020. "Analysis of the relationship between financial development and economic growth in the EU countries," Insights into Regional Development, VsI Entrepreneurship and Sustainability Center, vol. 2(3), pages 645-660, September.
- Patrik Kupkovic & Martin Suster, 2020. "Identifying the Financial Cycle in Slovakia," Working and Discussion Papers WP 2/2020, Research Department, National Bank of Slovakia.
- Rangan Gupta & Hardik A. Marfatia & Eric Olson, 2020.
"Effect of uncertainty on U.S. stock returns and volatility: evidence from over eighty years of high-frequency data,"
Applied Economics Letters, Taylor & Francis Journals, vol. 27(16), pages 1305-1311, September.
- Rangan Gupta & Hardik A. Marfatia & Eric Olson, 2019. "Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data," Working Papers 201942, University of Pretoria, Department of Economics.
- Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2020.
"Impact of global uncertainty on the global economy and large developed and developing economies,"
Applied Economics, Taylor & Francis Journals, vol. 52(22), pages 2392-2407, May.
- Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2017. "The impact of global uncertainty on the global economy, and large developed and developing economies," CAMA Working Papers 2017-09, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2017. "The impact of global uncertainty on the global economy, and large developed and developing economies," Working Papers 2017-01, University of Tasmania, Tasmanian School of Business and Economics.
- Wensheng, Kang & Ratti, Ronald & Vespignani, Joaquin, 2017. "Impact of Global Uncertainty on the Global Economy and Large Developed and Developing Economies," MPRA Paper 82188, University Library of Munich, Germany.
- Wensheng Kang & Ronald A. Ratti & Joaquin L. Vespignani, 2017. "The Impact of Global Uncertainty on the Global Economy, and Large Developed and Developing Economies," Globalization Institute Working Papers 303, Federal Reserve Bank of Dallas.
- Engelbert Stockhammer & Erik Bengtsson, 2020.
"Financial effects in historic consumption and investment functions,"
International Review of Applied Economics, Taylor & Francis Journals, vol. 34(3), pages 304-326, May.
- Stockhammer, Engelbert & Bengtsson, Erik, 2019. "Financial effects in historic consumption and investment functions," Lund Papers in Economic History 188, Lund University, Department of Economic History.
- Marco Barassi & Lajos Horváth & Yuqian Zhao, 2020.
"Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 340-349, April.
- Barassi, Marco & Horvath, Lajos & Zhao, Yuqian, 2018. "Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models," MPRA Paper 87837, University Library of Munich, Germany.
- N. Kundan Kishor, 2020.
"Understanding the relationship between public and private commercial real estate markets,"
Journal of Property Research, Taylor & Francis Journals, vol. 37(4), pages 289-307, October.
- Kishor, N. Kundan, 2017. "Understanding the Relationship between Public and Private Commercial Real Estate Markets," MPRA Paper 83475, University Library of Munich, Germany.
- Islam, Raisul & Volkov, Vladimir, 2020. "Contagion or interdependence? Comparing signed and unsigned spillovers," Working Papers 2020-05, University of Tasmania, Tasmanian School of Business and Economics.
- Islam, Raisul & Volkov, Vladimir, 2020. "Calm before the storm: an early warning approach before and during the COVID-19 crisis," Working Papers 2020-09, University of Tasmania, Tasmanian School of Business and Economics.
- Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin L., 2019.
"Revising the Impact of Global Commodity Prices and Global Stock Market Volatility Shocks: Effects across Countries,"
MPRA Paper
103035, University Library of Munich, Germany.
- Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin, 2020. "Revising the impact of global commodity prices and global stock market volatility shocks: effects across countries," Working Papers 2020-10, University of Tasmania, Tasmanian School of Business and Economics.
- Wensheng Kang & Ronald Ratti Bd & Joaquin Vespignani, 2020. "Revising the Impact of Global Commodity Prices and Global Stock Market Volatility Shocks: Effects across Countries," Working Papers hal-03071532, HAL.
- Hannes Böhm & Julia Schaumburg & Lena Tonzer, 2022.
"Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(4), pages 698-734, December.
- Böhm, Hannes & Schaumburg, Julia & Tonzer, Lena, 2020. "Financial linkages and sectoral business cycle synchronisation: Evidence from Europe," IWH Discussion Papers 2/2020, Halle Institute for Economic Research (IWH).
- Hannes Boehm & Julia Schaumburg & Lena Tonzer, 2020. "Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe," Tinbergen Institute Discussion Papers 20-008/III, Tinbergen Institute.
- Bianconi, Marcelo & Esposito, Federico & Sammon, Marco, 2021.
"Trade policy uncertainty and stock returns,"
Journal of International Money and Finance, Elsevier, vol. 119(C).
- Marcelo Bianconi & Federico Esposito & Marco Sammon, 2019. "Trade Policy Uncertainty and Stock Returns," Discussion Papers Series, Department of Economics, Tufts University 0830, Department of Economics, Tufts University.
- Federico Esposito & Marcelo Bianconi & Marco Sammon, 2020. "Trade Policy Uncertainty and Stock Returns," Discussion Papers Series, Department of Economics, Tufts University 0834, Department of Economics, Tufts University.
- Esposito, Federico & Bianconi, Marcelo & Sammon, Marco, 2020. "Trade Policy Uncertainty and Stock Returns," MPRA Paper 99874, University Library of Munich, Germany.
- Cotter, John & Hallam, Mark & Yilmaz, Kamil, 2023.
"Macro-financial spillovers,"
Journal of International Money and Finance, Elsevier, vol. 133(C).
- John Cotter & Mark Hallam & Kamil Yilmaz, 2020. "Macro-Financial Spillovers," Working Papers 202005, Geary Institute, University College Dublin.
- John Cotter & Emmanuel Eyiah-Donkor & Valerio Potì, 2020. "Commodity Futures Return Predictability and Intertemporal Asset Pricing," Working Papers 202011, Geary Institute, University College Dublin.
- Dominique Pépin & Stephen M. Miller, 2020. "The Time-Varying Nature of Risk Aversion: Evidence from 60 Years of U.S. Stock Market Data," Working papers 2020-09, University of Connecticut, Department of Economics.
- Sofronis Clerides & Styliani-Iris Krokida & Neophytos Lambertides & Dimitris Tsouknidis, 2020.
"What matters for consumer sentiment? World oil price or retail gasoline price?,"
Working Paper series
20-22, Rimini Centre for Economic Analysis.
- Sofronis Clerides & Styliani-Iris Krokida & Neophytos Lambertides & Dimitris Tsouknidis, 2020. "What matters for consumer sentiment? World oil price or retail gasoline price?," University of Cyprus Working Papers in Economics 05-2020, University of Cyprus Department of Economics.
- Felipe Benguria, 2020. "Firms, Jobs, and Gender Disparities in Top Incomes: Evidence from Brazil," Upjohn Working Papers 20-338, W.E. Upjohn Institute for Employment Research.
- Aslanidis, Nektarios & Fernández Bariviera, Aurelio & Savva, Christos S., 2020. "Weekly dynamic conditional correlations among cryptocurrencies and traditional assets," Working Papers 2072/417680, Universitat Rovira i Virgili, Department of Economics.
- Emiliano A. Carlevaro & Leandro M. Magnusson, 2020. "The (in)stability of stock returns and monetary policy interdependence in the US," Economics Discussion / Working Papers 20-27, The University of Western Australia, Department of Economics.
- Monica Billio & Massimiliano Caporin & Lorenzo Frattarolo & Loriana Pelizzon, 2016.
"Networks in risk spillovers: a multivariate GARCH perspective,"
Working Papers
2016:03, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Massimiliano Caporin & Lorenzo Frattarolo & Loriana Pelizzon, 2020. "Networks in risk spillovers: A multivariate GARCH perspective," Working Papers 2020:16, Department of Economics, University of Venice "Ca' Foscari".
- Billio, Monica & Caporin, Massimiliano & Frattarolo, Lorenzo & Pelizzon, Loriana, 2018. "Networks in risk spillovers: A multivariate GARCH perspective," SAFE Working Paper Series 225, Leibniz Institute for Financial Research SAFE.
- Matthijs Breugem & Stefano Colonnello & Roberto Marfè & Francesca Zucchi, 2020.
"Dynamic Equity Slope,"
Carlo Alberto Notebooks
626, Collegio Carlo Alberto.
- Matthijs Breugem & Stefano Colonello & Roberto Marfè & Francesca Zucchi, 2020. "Dynamic Equity Slope," Working Papers 2020:21, Department of Economics, University of Venice "Ca' Foscari".
- KEVSER, Mustafa & DOGAN, Mesut, 2020. "The Analysis Of Relationship Between Participation-30 Index In Turkey And Commodity Markets, National And International Indexes," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 24(2), pages 37-48, June.
- DRAGHIA, Andreea & STEFONI, Sorina Emanuela, 2020. "A Financial Systemic Stress Index For Romania," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 24(3), pages 41-50, September.
- YANG, Tzu-Yi, 2020. "The Correlation Between Economic Indicators And Taiwan Stock Market €“ A Case Study Of Leading And Lagging Indicators," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 24(4), pages 41-59, December.
- Krasimira Naydenova, 2020. "In The Low Interests Trap," Economic Science, education and the real economy: Development and interactions in the digital age, Publishing house Science and Economics Varna, issue 1, pages 441-451.
- Weychert Ewa, 2020. "Financial development and income inequality," Central European Economic Journal, Sciendo, vol. 7(54), pages 84-100, January.
- Weychert Ewa, 2020. "Financial development and income inequality," Central European Economic Journal, Sciendo, vol. 7(54), pages 84-100, January.
- Daniluk Katarzyna, 2020. "Effectiveness of Selected Investment Strategies in the Opinion of Polish Individual Investors Depending on their Personal Preferences," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Sciendo, vol. 13(4), pages 442-451, December.
- Muritala Adewale T. & Ijaiya Adeniyi M. & Adekunle Ahmed O. & Nageri Ibraheem K. & Yinus A. Bolaji, 2020. "Impact of Oil Prices on Stock Market Development in Selected Oil Exporting Sub-Saharan African Countries," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 16(2), pages 1-13, June.
- Uyduran Burak, 2020. "The Crypto Effect on Cross Border Transfers and Future Trends of Cryptocurrencies," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 16(4), pages 12-23, December.
- Marcinkowska Elżbieta, 2020. "Blockchain effect on the New Connect Stock Exchange," Journal of Economics and Management, Sciendo, vol. 40(2), pages 52-73, June.
- Janusz Gajda & Rafał Walasek, 2020. "Fractional differentiation and its use in machine learning," Working Papers 2020-32, Faculty of Economic Sciences, University of Warsaw.
- Cortina, Juan J. & Didier, Tatiana & Schmukler, Sergio L., 2021.
"Global corporate debt during crises: Implications of switching borrowing across markets,"
Journal of International Economics, Elsevier, vol. 131(C).
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- Didier, Tatiana & Levine, Ross & Llovet Montanes, Ruth & Schmukler, Sergio L., 2021.
"Capital market financing and firm growth,"
Journal of International Money and Finance, Elsevier, vol. 118(C).
- Tatiana Didier & Ross Levine & Ruth Llovet Montanes & Sergio L. Schmukler, 2020. "Capital Market Financing and Firm Growth," Mo.Fi.R. Working Papers 166, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
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- Seyed Mohammadreza Davoodalhosseini, 2020.
"Adverse Selection With Heterogeneously Informed Agents,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(3), pages 1307-1358, August.
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"The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(6), pages 957-965, September.
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- Iryna Kaminska & Gabriele Zinna, 2020.
"Official Demand for U.S. Debt: Implications for U.S. Real Rates,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(2-3), pages 323-364, March.
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- Kubler, Felix & Malhotra, Raghav & Polemarchakis, Herakles, 2020.
"Identification of preferences, demand and equilibrium with finite data,"
CRETA Online Discussion Paper Series
60, Centre for Research in Economic Theory and its Applications CRETA.
- Kubler, Felix & Malhotra, Raghav & Polemarchakis, Herakles, 2020. "Identification of preferences, demand and equilibrium with finite data," The Warwick Economics Research Paper Series (TWERPS) 1290, University of Warwick, Department of Economics.
- Kubler, Felix & Malhotra, Raghav & Polemarchakis, Herakles, 2020.
"Identification of preferences, demand and equilibrium with finite data,"
The Warwick Economics Research Paper Series (TWERPS)
1290, University of Warwick, Department of Economics.
- Kubler, Felix & Malhotra, Raghav & Polemarchakis, Herakles, 2020. "Identification of preferences, demand and equilibrium with finite data," CRETA Online Discussion Paper Series 60, Centre for Research in Economic Theory and its Applications CRETA.
- Eliezer Prisman, 2020. "Lecture Notes in Investment:Investment Fundamentals," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11806, September.
- George Xianzhi Yuan (ed.), 2020. "The CME Vulnerability:The Impact of Negative Oil Futures Trading," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11908, September.
- Eliezer Prisman, 2020. "Introduction," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 1, pages 1-13, World Scientific Publishing Co. Pte. Ltd..
- Eliezer Prisman, 2020. "A Basic Model of Bond Markets," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 2, pages 15-28, World Scientific Publishing Co. Pte. Ltd..
- Eliezer Prisman, 2020. "No Arbitrage Condition and the Term Structure, its Estimation and Smoothing," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 3, pages 29-65, World Scientific Publishing Co. Pte. Ltd..
- Eliezer Prisman, 2020. "Duration and Immunization," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 4, pages 67-80, World Scientific Publishing Co. Pte. Ltd..
- Eliezer Prisman, 2020. "Portfolio Choice Under Uncertainty: The Mean–Variance Framework," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 5, pages 81-119, World Scientific Publishing Co. Pte. Ltd..
- Eliezer Prisman, 2020. "The Feasible Set: A General Formulation," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 6, pages 121-146, World Scientific Publishing Co. Pte. Ltd..
- Eliezer Prisman, 2020. "The Capital Asset Pricing Model: CAPM," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 7, pages 147-191, World Scientific Publishing Co. Pte. Ltd..
- Eliezer Prisman, 2020. "The Security Market Line, Estimations and Single Index Models," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 8, pages 193-239, World Scientific Publishing Co. Pte. Ltd..
- Eliezer Prisman, 2020. "Multi-Index Models and Arbitrage Pricing Theory," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 9, pages 241-261, World Scientific Publishing Co. Pte. Ltd..
- Chern Lu, 2020. "The Overview of WTI Crude Oil Futures’ Epic Fall," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 1, pages 3-49, World Scientific Publishing Co. Pte. Ltd..
- Rongbing Huang & George Yuan, 2020. "The Better Way for CME’s Execution: Based on the Perspective of Industry’s Best Practice Rule," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 2, pages 51-67, World Scientific Publishing Co. Pte. Ltd..
- James Zhan, 2020. "Impact of Negative Oil Price on Risk Measuring," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 3, pages 69-83, World Scientific Publishing Co. Pte. Ltd..
- Duoqi Xu & Peiran Wang & Yicheng Wang, 2020. "Three Legal Reflections on the “Crude Oil Treasure” Incident: Starting with the CME Rule Change," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 4, pages 85-101, World Scientific Publishing Co. Pte. Ltd..
- Chenghu Ma & Xianzhen Wang, 2020. "Why Oil Prices Plunged and Settled Negative: A Game-Theoretical Perspective," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 5, pages 105-130, World Scientific Publishing Co. Pte. Ltd..
- Cong Sui & Mo Yang, 2020. "Tanker Shipping and Negative Oil Prices: More Than Just the Freight Rates," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 6, pages 131-146, World Scientific Publishing Co. Pte. Ltd..
- Henry Yang, 2020. "Option Pricing with Shifted Lognormal Model for Negative Oil Prices," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 7, pages 147-153, World Scientific Publishing Co. Pte. Ltd..
- Bin Zhu, 2020. "The Paradox of Negative Oil Prices," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 8, pages 155-162, World Scientific Publishing Co. Pte. Ltd..
- Michael Peng, 2020. "The Challenges of Negative Oil Future Price Posed to Risk Managers and Quants," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 9, pages 165-195, World Scientific Publishing Co. Pte. Ltd..
- Weiping Li, 2020. "Negative Asset Pricing and Moral Hazard," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 10, pages 197-214, World Scientific Publishing Co. Pte. Ltd..
- You Zhang & Lingtong (Stanley) Meng, 2020. "The Bachelier Model: Option Pricing with Negative Strike and Asset Price," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 11, pages 215-222, World Scientific Publishing Co. Pte. Ltd..
- Yali Chang & Jianwu Lin & Chengying He, 2020. "Blockchain-based Options for Physical Settlement of Commodity Futures," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 12, pages 223-251, World Scientific Publishing Co. Pte. Ltd..
- Sangyup Choi & Junhyeok Shin, 2020. "Brave New World? Bitcoin is not the New Gold: Understanding Cryptocurrency Price Dynamics," Working papers 2020rwp-167, Yonsei University, Yonsei Economics Research Institute.
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"Analysis of Systematic Risk around Firm-specific News in an Emerging Market using High Frequency Data,"
Discussion Papers
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- Kuntz, Laura-Chloé, 2020. "Beta dispersion and market timing," Discussion Papers 46/2020, Deutsche Bundesbank.
- Fricke, Daniel & Wilke, Hannes, 2020.
"Connected Funds,"
VfS Annual Conference 2020 (Virtual Conference): Gender Economics
224511, Verein für Socialpolitik / German Economic Association.
- Fricke, Daniel & Wilke, Hannes, 2020. "Connected funds," Discussion Papers 48/2020, Deutsche Bundesbank.
- Müller, Alexander & Paulick, Jan, 2020. ""The devil is in the details, but so is salvation": Different approachesin money market measurement," Discussion Papers 66/2020, Deutsche Bundesbank.
- Andrew Y. Chen & Tom Zimmermann, 2022.
"Open Source Cross-Sectional Asset Pricing,"
Critical Finance Review, now publishers, vol. 11(2), pages 207-264, May.
- Chen, Andrew Y. & Zimmermann, Tom, 2020. "Open source cross-sectional asset pricing," CFR Working Papers 20-04, University of Cologne, Centre for Financial Research (CFR).
- Andrew Y. Chen & Tom Zimmermann, 2021. "Open Source Cross-Sectional Asset Pricing," Finance and Economics Discussion Series 2021-037, Board of Governors of the Federal Reserve System (U.S.).
- Mirjalili, Seyed Hossein & Baan, Hassan & Soroosh, Abouzar & Botshekan, Mohammad Hashem, 2020. "Islamic Social Banking Platform (Case of Resalat Islamic Bank)," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, pages 35-54.
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"CRIX an Index for cryptocurrencies,"
Journal of Empirical Finance, Elsevier, vol. 49(C), pages 107-122.
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- Hannes Böhm & Julia Schaumburg & Lena Tonzer, 2022.
"Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(4), pages 698-734, December.
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