Research classified by Journal of Economic Literature (JEL) codes

2022

• Mario Straßberger, 2022, "Cryptocurrencies as an Asset Class — Holding Bitcoin in German Equities Portfolios," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther, "Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge".
• Richard D. Bateson, 2022, "Efficient Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental".
• Richard D. Bateson, 2022, "Real Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental".
• Richard D. Bateson, 2022, "Discretionary Adventures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental".
• Richard D. Bateson, 2022, "Systematic Profits," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental".
• Richard D. Bateson, 2022, "The Factor Game," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental".
• Richard D. Bateson, 2022, "AI Again," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental".
• Richard D. Bateson, 2022, "ESG Investing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental".
• Richard D. Bateson, 2022, "Towards Quantamental," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental".
• Richard D. Bateson, 2022, "Appendices," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental".
• Paulo Joquiño & Yinglan Tan, 2022, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Yinglan Tan, "Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia".
• Paulo Joquiño & Yinglan Tan, 2022, "Rule #1: Southeast Asia is Not Silicon Valley," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Yinglan Tan, "Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia".
• Paulo Joquiño & Yinglan Tan, 2022, "Rule #2: If You Think You are Aiming Big, You Need to Go Bigger," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Yinglan Tan, "Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia".
• Paulo Joquiño & Yinglan Tan, 2022, "Rule #3: Diversify, Diversify, Diversify," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Yinglan Tan, "Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia".
• Paulo Joquiño & Yinglan Tan, 2022, "Rule #4: Finding the Next Billion-Dollar Company Starts with Asking the Right Questions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Yinglan Tan, "Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia".
• Paulo Joquiño & Yinglan Tan, 2022, "Rule #5: Always Have a Fresh Approach to Due Diligence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Yinglan Tan, "Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia".
• Paulo Joquiño & Yinglan Tan, 2022, "Rule #6: Don’t Just Invest, Build Companies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Yinglan Tan, "Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia".
• Paulo Joquiño & Yinglan Tan, 2022, "Rule #7: Growth is All About De-risking Failure," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Yinglan Tan, "Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia".
• Paulo Joquiño & Yinglan Tan, 2022, "Rule #8: Culture is a Leading Indicator of Startup Success," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Yinglan Tan, "Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia".
• Paulo Joquiño & Yinglan Tan, 2022, "Rule #9: Scaling is Growing by Doing More with Less," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Yinglan Tan, "Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia".
• Paulo Joquiño & Yinglan Tan, 2022, "Rule #10: Always Be Fundraising," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Yinglan Tan, "Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia".
• Paulo Joquiño & Yinglan Tan, 2022, "Rule #11: Building a Strong Board of Directors is about Balance, Not Control," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Yinglan Tan, "Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia".
• Paulo Joquiño & Yinglan Tan, 2022, "Rule #12: Finding Exits is an Exercise in Creativity," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Yinglan Tan, "Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia".
• Paulo Joquiño & Yinglan Tan, 2022, "Rule #13: There are Rules to Being Good, but No Rules to Being Great," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Yinglan Tan, "Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia".
• Chen, An & Hieber, Peter & Sureth, Caren, 2022, "Pay for tax certainty? Advance tax rulings for risky investment under multi-dimensional tax uncertainty," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 273.
• Bilan, Andrada & Gündüz, Yalın, 2022, "CDS market structure and bond spreads," Discussion Papers, Deutsche Bundesbank, number 24/2022.
• Bittner, Christian & Fecht, Falko & Pala, Melissa & Saidi, Farzad, 2022, "Information transmission between banks and the market for corporate control," Discussion Papers, Deutsche Bundesbank, number 29/2022.
• Fricke, Daniel & Jank, Stephan & Wilke, Hannes, 2022, "Who creates and who bears flow externalities in mutual funds?," Discussion Papers, Deutsche Bundesbank, number 41/2022.
• Geiger, Sebastian, 2022, "Systemic risk buffer and residential real estate loans: The steering effect of sectoral buffer application," Technical Papers, Deutsche Bundesbank, number 04/2022.
• Lesmeister, Simon & Limbach, Peter & Rau, P. Raghavendra & Sonnenburg, Florian, 2022, "Indexing and the performance-flow relation of actively managed mutual funds," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 22-02.
• Ammann, Manuel & Cochardt, Alexander Elmar & Straumann, Simon & Weigert, Florian, 2022, "Back to the roots: Ancestral origin and mutual fund manager portfolio choice," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 22-04.
• Gehde-Trapp, Monika & Klingler, Linda, 2022, "The effect of sentiment on institutional investors: A gender analysis," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 22-08.
• Agarwal, Vikas & Cochardt, Alexander Elmar & Orlov, Vitaly, 2022, "Birth order and fund manager's trading behavior: Role of sibling rivalry," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 22-12.
• Burger, Eric & Grba, Fabian & Heidorn, Thomas, 2022, "The impact of ESG ratings on implied and historical volatility," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 230.
• Heidorn, Thomas & Schlamann, Sara, 2022, "The dynamics of rating based credit benchmark curves," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 231.
• Heidorn, Thomas & Pavicic, Tim & Sieber, Antje, 2022, "Corporate FX hedging: An introduction for the corporate treasury," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 233.
• Ahrens, Steffen & Bosch-Rosa, Ciril & Meissner, Thomas, 2022, "Intertemporal consumption and debt aversion: A replication and extension," Discussion Papers, Free University Berlin, School of Business & Economics, number 2022/1, DOI: 10.17169/refubium-33314.
• Ahrens, Steffen & Bosch-Rosa, Ciril, 2022, "Motivated beliefs, social preferences, and limited liability in financial decision-making," Discussion Papers, Free University Berlin, School of Business & Economics, number 2022/8, DOI: 10.17169/refubium-36335.
• Schlütter, Sebastian & Fianu, Emmanuel Senyo & Gründl, Helmut, 2022, "Responsible investments in life insurers' optimal portfolios under solvency constraints," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 45/22.
• Müller, Carola, 2022, "Capital requirements, market structure, and heterogeneous banks," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 15/2022.
• Neuhierl, Andreas & Tang, Xiaoxiao & Varneskov, Rasmus Tangsgaard & Zhou, Guofu, 2022, "Option characteristics as cross-sectional predictors," LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin), number 37.
• Huning, Thilo R. & Wahl, Fabian, 2022, "Identity, instability, and investors: An empirical investigation of the home bias," Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin, number 35, DOI: 10.18452/25369.
• Bogle, David A. & Campbell, Gareth & Coyle, Christopher & Turner, John D., 2022, "Why did shareholder liability disappear?," QUCEH Working Paper Series, Queen's University Belfast, Queen's University Centre for Economic History, number 22-12.
• Billio, Monica & Costola, Michele & Hristova, Iva & Latino, Carmelo & Pelizzon, Loriana, 2022, "Sustainable finance: A journey toward ESG and climate risk," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 349.
• Balakina, Olga & Bäckman, Claes & Hackethal, Andreas & Hanspal, Tobin & Lammer, Dominique Marcel, 2022, "Good peers, good apples? Peer effects in portfolio quality," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 353.
• Bucher-Koenen, Tabea & Hackethal, Andreas & Kasinger, Johannes & Laudenbach, Christine, 2022, "Disparities in financial literacy, pension planning, and saving behavior," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 362, DOI: 10.2139/ssrn.4260867.
• Pollastri, Alessandro & Rodrigues, Paulo Jorge Maurício & Schlag, Christian & Seeger, Norman, 2022, "A jumping index of jumping stocks? An MCMC analysis of continuous-time models for individual stocks," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 372, DOI: 10.2139/ssrn.1361861.
• Kormanyos, Emily & Hanspal, Tobin & Hackethal, Andreas, 2023, "Do gamblers invest in lottery stocks?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 373, revised 2023.
• Heinke, Steve & Olschewski, Sebastian & Rieskamp, Jörg, 2022, "Experiences and Asset Price Dynamics," VfS Annual Conference 2022 (Basel): Big Data in Economics, Verein für Socialpolitik / German Economic Association, number 264017.
• Tischer, Johannes, 2022, "Quantitative Easing, Safe Asset Scarcity and Bank Lending," VfS Annual Conference 2022 (Basel): Big Data in Economics, Verein für Socialpolitik / German Economic Association, number 264035.
• Fehrle, Daniel, 2022, "Hedging Against Inflation: Housing vs. Equity," VfS Annual Conference 2022 (Basel): Big Data in Economics, Verein für Socialpolitik / German Economic Association, number 264044.
• Bucher-Koenen, Tabea & Hackethal, Andreas & Kasinger, Johannes & Laudenbach, Christine, 2022, "Disparities in financial literacy, pension planning, and saving behavior," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 22-037.
• Olivier Ledoit & Michael Wolf, 2022, "Markowitz portfolios under transaction costs," ECON - Working Papers, Department of Economics - University of Zurich, number 420, Oct, revised Sep 2024.
• 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, volume 36, issue 1, pages 1-28, March, DOI: 10.1007/s11408-021-00391-7.
• Thomas Paul & Thomas Walther & André Küster-Simic, 2022, "Empirical analysis of the illiquidity premia of German real estate securities," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 36, issue 2, pages 203-260, June, DOI: 10.1007/s11408-021-00398-0.
• Jonathan Fletcher, 2022, "Exploring the diversification benefits of US international equity closed-end funds," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 36, issue 3, pages 297-320, September, DOI: 10.1007/s11408-021-00397-1.
• 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, volume 36, issue 3, pages 369-401, September, DOI: 10.1007/s11408-021-00399-z.
• Eero J. Pätäri & Timo H. Leivo & Sheraz Ahmed, 2022, "Can the FSCORE add value to anomaly-based portfolios? A reality check in the German stock market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 36, issue 3, pages 321-367, September, DOI: 10.1007/s11408-021-00400-9.
• Afrae Hassouni & Hugues Pirotte, 2022, "Beyond mean–variance: assessing hedge fund performance in a non-parametric world," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 36, issue 4, pages 473-488, December, DOI: 10.1007/s11408-022-00409-8.
• 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, volume 36, issue 4, pages 489-531, December, DOI: 10.1007/s11408-022-00410-1.
• Si Shi & Yawen Jiang, 2022, "Does supplemental private health insurance incentivize household risky financial asset investment? Evidence from the China Household Financial Survey," International Journal of Health Economics and Management, Springer, volume 22, issue 4, pages 369-421, December, DOI: 10.1007/s10754-022-09326-9.
• Petter Bjerksund & Guttorm Schjelderup, 2022, "Investor asset valuation under a wealth tax and a capital income tax," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 29, issue 4, pages 873-889, August, DOI: 10.1007/s10797-021-09691-0.
• Hui-Ju Tsai & Yangru Wu, 2022, "Changes in Corporate Social Responsibility and Stock Performance," Journal of Business Ethics, Springer, volume 178, issue 3, pages 735-755, July, DOI: 10.1007/s10551-021-04772-w.
• Torben M. Andersen & Marias H. Gestsson, 2022, "Is full annuitization socially optimal?," Journal of Economics, Springer, volume 135, issue 2, pages 199-217, March, DOI: 10.1007/s00712-021-00756-6.
• Noritaka Maebayashi & Jumpei Tanaka, 2022, "Limited asset market participation and fiscal sustainability," Journal of Economics, Springer, volume 137, issue 1, pages 1-31, September, DOI: 10.1007/s00712-022-00776-w.
• Maximilian Zurek, 2022, "Real Estate Markets and Lending: Does Local Growth Fuel Risk?," Journal of Financial Services Research, Springer;Western Finance Association, volume 62, issue 1, pages 27-59, October, DOI: 10.1007/s10693-021-00358-9.
• Collin Gilstrap & Alex Petkevich & Ozcan Sezer & Pavel Teterin, 2022, "REIT Debt Pricing and Ownership Structure," The Journal of Real Estate Finance and Economics, Springer, volume 64, issue 4, pages 546-589, May, DOI: 10.1007/s11146-020-09806-0.
• Jackson T. Anderson & David M. Harrison & Michael J. Seiler, 2022, "Reducing Strategic Forbearance under the CARES Act: an Experimental Approach Utilizing Recourse Attestation," The Journal of Real Estate Finance and Economics, Springer, volume 65, issue 2, pages 230-260, August, DOI: 10.1007/s11146-021-09842-4.
• Maksim Belitski & Dmitri Boreiko, 2022, "Success factors of initial coin offerings," The Journal of Technology Transfer, Springer, volume 47, issue 6, pages 1690-1706, December, DOI: 10.1007/s10961-021-09894-x.
• Lars Hornuf & Eliza Stenzhorn & Tim Vintis, 2022, "Are sustainability-oriented investors different? Evidence from equity crowdfunding," The Journal of Technology Transfer, Springer, volume 47, issue 6, pages 1662-1689, December, DOI: 10.1007/s10961-021-09896-9.
• Matthias Muck, 2022, "Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities," Review of Derivatives Research, Springer, volume 25, issue 3, pages 293-314, October, DOI: 10.1007/s11147-022-09189-9.
• Bibek Bhatta & Andrew Marshall & Suman Neupane & Chandra Thapa, 2022, "Foreign ownership and the enforcement of corporate governance reforms," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 2, pages 541-580, February, DOI: 10.1007/s11156-021-01002-2.
• Cathy Xuying Cao & Chongyang Chen & Ekaterina E. Emm & Bo Han, 2022, "Corporate diversification and seasoned equity offering performance," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 2, pages 581-614, February, DOI: 10.1007/s11156-021-01003-1.
• 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, volume 58, issue 2, pages 615-647, February, DOI: 10.1007/s11156-021-01004-0.
• Irfan Safdar & Michael Neel & Babatunde Odusami, 2022, "Accounting information and left-tail risk," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 4, pages 1709-1740, May, DOI: 10.1007/s11156-021-01036-6.
• Dean Leistikow & Ren-Raw Chen & Yuewu Xu, 2022, "Spot asset carry cost rates and futures hedge ratios," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 4, pages 1741-1779, May, DOI: 10.1007/s11156-022-01037-z.
• Chih-Nan Chen & Chien-Hsiu Lin, 2022, "Optimal carry trade portfolio choice under regime shifts," Review of Quantitative Finance and Accounting, Springer, volume 59, issue 2, pages 483-506, August, DOI: 10.1007/s11156-022-01047-x.
• Zi-Mei Wang & Donald Lien, 2022, "Is maximum daily return a lottery? Evidence from monthly revenue announcements," Review of Quantitative Finance and Accounting, Springer, volume 59, issue 2, pages 545-600, August, DOI: 10.1007/s11156-022-01051-1.
• Onur Kemal Tosun & Liang Jin & Richard Taffler & Arman Eshraghi, 2022, "Fund manager skill: selling matters more!," Review of Quantitative Finance and Accounting, Springer, volume 59, issue 3, pages 969-994, October, DOI: 10.1007/s11156-022-01065-9.
• Ralf Diedrich & Stefan Dierkes & Hans-Christian Gröger, 2022, "A note on the cost of capital with fixed payout ratios," Review of Quantitative Finance and Accounting, Springer, volume 59, issue 4, pages 1559-1575, November, DOI: 10.1007/s11156-022-01085-5.
• Takeo Hori & Ryonghun Im, 2022, "Asset Bubbles, Entrepreneurial Risks, and Economic Growth," Discussion Paper Series, School of Economics, Kwansei Gakuin University, number 237, Apr.
• Neszveda, Gábor & Csillag, Balázs, 2022, "Gyorsjelentés - lassú árfolyam? A gyorsjelentés utáni árfolyamsodródás vizsgálata a magyar részvénypiacon
  [Post-earnings announcement drift on the Hungarian stock market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 801-824, DOI: 10.18414/KSZ.2022.7-8.801.
• Yuki SHIGETA, 2022, "A Continuous-Time Utility Maximization Problem with Borrowing Constraints in Macroeconomic Heterogeneous Agent Models:A Case of Regular Controls under Markov Chain Uncertainty," Discussion papers, Graduate School of Economics , Kyoto University, number e-22-009, Oct.
• Yuki SHIGETA, 2022, "Existence of Invariant Measure and Stationary Equilibrium in aContinuous-Time One-Asset Aiyagari Model:A Case of Regular Controls under Markov Chain Uncertainty," Discussion papers, Graduate School of Economics , Kyoto University, number e-22-010, Oct.
• Maxime MERLI & Antoine PARENT, 2022, "Portfolio Diversification During the Belle Époque: When the Actual Portfolios of French Individual Investors Met Behavioral Finance," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2022-01.
• Yuly Andrea Franco Gómez & John Freddy Moreno Trujillo & Carlos Andres Zapata Quimbayo, 2022, "Optimal Portfolio Selection Using the Black-Litterman Model With Fuzzy Views," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 97, pages 369-393, July-Dece, DOI: 10.17533/udea.le.n97a346171.
• Alfred Duncan & Anup Mulay, 2022, "Credit constraints, capital portfolios, and measured productivity," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 109, Dec.
• Mohamed Doukali & Xiaojun Song & Abderrahim Taamouti, 2022, "Value-at Risk under Measurement Error," Working Papers, University of Liverpool, Department of Economics, number 202209, Mar.
• Ega Annisa Rizti & Berly Martawardaya, 2022, "Does It Pay to be Good? The Performance of Indonesian Green Companies from 2009–2018," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 68, pages 17-36, Juni.
• Andreas Marcus Gohs, 2022, "The Choice of GARCH Models to Forecast Value-at-Risk for Currencies (Euro Exchange Rates), Crypto Assets (Bitcoin and Ethereum), Gold, Silver and Crude Oil: Automated Processes, Statistical Distributi," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202246.
• Kwaku Boafo Baidoo, 2022, "Time-Varying Effect of Short Selling on Market Volatility During Crisis: Evidence from COVID-19 and War in Ukraine," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 8, issue 2, pages 233-243, DOI: 10.11118/ejobsat.2022.013.
• Godfred Aawaar & Eric Nkansah & Irrshad Kaseeram, 2022, "Currency Carry Trades and Stock Market Returns in Africa Abstract: Research Question: Is there a causal link between African currency targeted carry trades and the returns of their stock market indice," Capital Markets Review, Malaysian Finance Association, volume 30, issue 1, pages 65-83.
• Gerasimos Georgiou Rompotis, 2022, "Actively Managed ETFs: A Performance Evaluation," Capital Markets Review, Malaysian Finance Association, volume 30, issue 2, pages 39-61.
• Gergely Manasses & Eva Paulik & Attila Tapaszti, 2022, "Green Bond Impact Report as an Essential Next Step in Market Development," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 21, issue 4, pages 180-204.
• Costanza Torricelli & Eleonora Pellati, 2022, "Social Bonds and the “Social Premiumâ€," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0085, Apr.
• Costanza Torricelli & Beatrice Bertelli, 2022, "ESG screening strategies and portfolio performance: how do they fare in periods of financial distress?," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0087, Jun.
• Costanza Torricelli & Beatrice Bertelli, 2022, "ESG compliant optimal portfolios: The impact of ESG constraints on portfolio optimization in a sample of European stocks," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0088, Oct.
• Andreas Ek & Gunes Gokmen & Kaveh Majlesi, 2022, "Cultural Origins of Investment Behavior," Monash Economics Working Papers, Monash University, Department of Economics, number 2022-16, Jul.
• Artur A. Trzebiński, 2022, "Assessing the performance of mutual funds with multifactor asset pricing models," Bank i Kredyt, Narodowy Bank Polski, volume 53, issue 1, pages 79-106.
• Joseph Barberio & Jacob Becraft & Zied Ben Chaouch & Dimitris Bertsimas & Tasuku Kitada & Michael L. Li & Andrew W. Lo & Kevin Shi & Qingyang Xu, 2022, "Accelerating Vaccine Innovation for Emerging Infectious Diseases via Parallel Discovery," NBER Chapters, National Bureau of Economic Research, Inc, "Entrepreneurship and Innovation Policy and the Economy, volume 2".
• Linda S. Goldberg & Signe Krogstrup, 2022, "International Capital Flow Pressures and Global Factors," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2022".
• Markus K. Brunnermeier & Sebastian A. Merkel & Yuliy Sannikov, 2022, "Debt as Safe Asset," NBER Working Papers, National Bureau of Economic Research, Inc, number 29626, Jan.
• Jean-François Bonnefon & Augustin Landier & Parinitha R. Sastry & David Thesmar, 2022, "The Moral Preferences of Investors: Experimental Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 29647, Jan.
• Isaac Ehrlich & Yong Yin, 2022, "A Cross-Country Comparison of Old-Age Financial Readiness in Asian Countries versus the United States: The Case of Japan and the Republic of Korea," NBER Working Papers, National Bureau of Economic Research, Inc, number 29649, Jan.
• Katja Hanewald & Hazel Bateman & Hanming Fang & Tin Long Ho, 2022, "Long-Term Care Insurance Financing Using Home Equity Release: Evidence from an Online Experimental Survey," NBER Working Papers, National Bureau of Economic Research, Inc, number 29689, Jan.
• Ron Kaniel & Zihan Lin & Markus Pelger & Stijn Van Nieuwerburgh, 2022, "Machine-Learning the Skill of Mutual Fund Managers," NBER Working Papers, National Bureau of Economic Research, Inc, number 29723, Feb.
• Min Dai & Cong Qin & Neng Wang, 2022, "Dynamic Trading with Realization Utility," NBER Working Papers, National Bureau of Economic Research, Inc, number 29821, Mar.
• Francesco D’Acunto & Ulrike Malmendier & Michael Weber, 2022, "What Do the Data Tell Us About Inflation Expectations?," NBER Working Papers, National Bureau of Economic Research, Inc, number 29825, Mar.
• Pierre-Olivier Gourinchas & Walker D. Ray & Dimitri Vayanos, 2022, "A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers," NBER Working Papers, National Bureau of Economic Research, Inc, number 29875, Mar.
• Jonathan A. Parker & Antoinette Schoar & Allison T. Cole & Duncan Simester, 2022, "Household Portfolios and Retirement Saving over the Life Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 29881, Mar.
• Juliane Begenau & Emil Siriwardane, 2022, "How do Private Equity Fees vary across Public Pensions?," NBER Working Papers, National Bureau of Economic Research, Inc, number 29887, Mar.
• Maryam Farboodi & Dhruv Singal & Laura Veldkamp & Venky Venkateswaran, 2022, "Valuing Financial Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 29894, Mar.
• Joseph Kopecky & Alan M. Taylor, 2022, "The Savings Glut of the Old: Population Aging, the Risk Premium, and the Murder-Suicide of the Rentier," NBER Working Papers, National Bureau of Economic Research, Inc, number 29944, Apr.
• Xiang Fang & Bryan Hardy & Karen K. Lewis, 2022, "Who Holds Sovereign Debt and Why It Matters," NBER Working Papers, National Bureau of Economic Research, Inc, number 30087, May.
• Joseph Barberio & Jacob Becraft & Zied Ben Chaouch & Dimitris Bertsimas & Tasuku Kitada & Michael Lingzhi Li & Andrew W. Lo & Kevin Shi & Qingyang Xu, 2022, "Accelerating Vaccine Innovation for Emerging Infectious Diseases via Parallel Discovery," NBER Working Papers, National Bureau of Economic Research, Inc, number 30126, Jun.
• William N. Goetzmann & Dasol Kim & Robert J. Shiller, 2022, "Crash Narratives," NBER Working Papers, National Bureau of Economic Research, Inc, number 30195, Jul.
• Winston Wei Dou & Leonid Kogan & Wei Wu, 2022, "Common Fund Flows: Flow Hedging and Factor Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 30234, Jul.
• Jonathan Reuter & David P. Richardson, 2022, "New Evidence on the Demand for Advice within Retirement Plans," NBER Working Papers, National Bureau of Economic Research, Inc, number 30261, Jul.
• Nicolas Crouzet & Janice C. Eberly & Andrea L. Eisfeldt & Dimitris Papanikolaou, 2022, "A Model of Intangible Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 30376, Aug.
• Hans K. Hvide & Tom G. Meling & Magne Mogstad & Ola L. Vestad, 2022, "Broadband Internet and the Stock Market Investments of Individual Investors," NBER Working Papers, National Bureau of Economic Research, Inc, number 30383, Aug.
• James J. Choi, 2022, "Popular Personal Financial Advice versus the Professors," NBER Working Papers, National Bureau of Economic Research, Inc, number 30395, Aug.
• Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2022, "Global Fund Flows and Emerging Market Tail Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 30577, Oct.
• Georgij Alekseev & Stefano Giglio & Quinn Maingi & Julia Selgrad & Johannes Stroebel, 2022, "A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 30703, Dec.
• Malcolm Baker & Mark L. Egan & Suproteem K. Sarkar, 2022, "Demand for ESG," NBER Working Papers, National Bureau of Economic Research, Inc, number 30708, Dec.
• Veronika K. Pool & Clemens Sialm & Irina Stefanescu, 2022, "Mutual Fund Revenue Sharing in 401(k) Plans," NBER Working Papers, National Bureau of Economic Research, Inc, number 30721, Dec.
• Alexandra M. Tabova & Francis E. Warnock, 2022, "Preferred Habitats and Timing in the World’s Safe Asset," NBER Working Papers, National Bureau of Economic Research, Inc, number 30722, Dec.
• Felipe E. Aldunate & Zhi Da & Borja Larrain & Clemens Sialm, 2022, "Non-Fundamental Flows and Foreign Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 30753, Dec.
• Lin William Cong & Guanhao Feng & Jingyu He & Xin He, 2022, "Growing the Efficient Frontier on Panel Trees," NBER Working Papers, National Bureau of Economic Research, Inc, number 30805, Dec.
• Katarzyna A. Bilicka & Irem Guceri & Evangelos Koumanakos, 2022, "Dividend Taxation and Firm Performance with Heterogeneous Payout Responses," NBER Working Papers, National Bureau of Economic Research, Inc, number 30808, Dec.
• Fedorova, E. & Pyltsin, I. & Kovalchuk, Yu. & Drogovoz, P., 2022, "News and social networks of Russian companies: Degree of influence on the securities market," Journal of the New Economic Association, New Economic Association, volume 53, issue 1, pages 32-52, DOI: 10.31737/2221-2264-2022-53-1-2.
• Teplova, T. & Sokolova, T. & Tomtosov, A. & Buchko, D. & Nikulin, D., 2022, "The sentiment of private investors in explaining the differences in the trade characteristics of the Russian market stocks," Journal of the New Economic Association, New Economic Association, volume 53, issue 1, pages 53-84, DOI: 10.31737/2221-2264-2022-53-1-3.
• Xing Han, 2022, "Understanding the Performance of Components in Betting Against Beta," Critical Finance Review, now publishers, volume 11, issue 1, pages 1-36, February, DOI: 10.1561/104.00000099.
• Ivo Welch, 2022, "Simply Better Market Betas," Critical Finance Review, now publishers, volume 11, issue 1, pages 37-64, February, DOI: 10.1561/104.00000108.
• Andrea L. Eisfeldt & Edward T. Kim & Dimitris Papanikolaou, 2022, "Intangible Value," Critical Finance Review, now publishers, volume 11, issue 2, pages 299-332, May, DOI: 10.1561/104.00000113.
• Baruch Lev & Srivastava Anup, 2022, "Explaining the Recent Failure of Value Investing," Critical Finance Review, now publishers, volume 11, issue 2, pages 333-360, May, DOI: 10.1561/104.00000115.
• Thiago de Oliveira Souza, 2022, "Dissecting Market Expectations in the Cross-Section of Book-to-Market Ratios," Critical Finance Review, now publishers, volume 11, issue 2, pages 361-373, May, DOI: 10.1561/104.00000116.
• John Adams & Darren Hayunga & Sattar Mansi, 2022, "Scale and Performance in Active Management are Not Negatively Related," Critical Finance Review, now publishers, volume 11, issue 3-4, pages 541-592, August, DOI: 10.1561/104.00000120.
• LuboÅ¡ Pástor & Robert F. Stambaugh & Lucian A. Taylor & Min Zhu, 2022, "Diseconomies of Scale in Active Management: Robust Evidence," Critical Finance Review, now publishers, volume 11, issue 3-4, pages 593-611, August, DOI: 10.1561/104.00000121.
• Jake Gorman & Farida Akhtar & Robert B. Durand & John Gould, 2022, "It Could Be Overreaction, Not Lottery Seeking, That Is Behind Bali, Cakici and Whitelaw’s Max Effect," Critical Finance Review, now publishers, volume 11, issue 3-4, pages 647-675, August, DOI: 10.1561/104.00000123.
• Minxia Chen & Joseph Cherian & Ziyun Li & Yuping Shao & Marti G. Subrahmanyam, 2022, "Clientele Effect in Sovereign Bonds: Evidence From Islamic Sukuk Bonds in Malaysia," Critical Finance Review, now publishers, volume 11, issue 3-4, pages 677-745, August, DOI: 10.1561/104.00000124.
• Florian Fuchs & Roland Füss & Tim Jenkinson & Stefan Morkoetter, 2022, "Should Investors Care Where Private Equity Managers Went to School?," Review of Corporate Finance, now publishers, volume 2, issue 3, pages 451-449, December, DOI: 10.1561/114.00000021.
• Erin E. Smith & Janet Kiholm Smith & Richard L. Smith, 2022, "Bias in the Reporting of Venture Capital Performance: The Disciplinary Role of FOIA," Review of Corporate Finance, now publishers, volume 2, issue 3, pages 493-525, December, DOI: 10.1561/114.00000022.
• Lukas Koenig & Hans-Peter Burghof, 2022, "The Investment Style Drift Puzzle and Risk-Taking in Venture Capital," Review of Corporate Finance, now publishers, volume 2, issue 3, pages 527-585, December, DOI: 10.1561/114.00000023.
• Ronald Anderson & Nan Li & David M. Reeb & Masud Karim, 2022, "The Family Firm Ownership Puzzle," Review of Corporate Finance, now publishers, volume 2, issue 4, pages 679-720, December, DOI: 10.1561/114.00000027.
• L. Bloch & B. Favetto & A. Lagouge & F. Sedillot, 2022, "Inégalités de rendements et de patrimoine en France en 2017," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number 2022-14.
• Anton Gerunov, 2022, "Risk Management for Crypto Assets: Towards Volume-Adjusted Metrics," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 111-131, March.
• Zlatko Zlatkov, 2022, "Investment in Cyclic Economy and Investment Growth," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 18-32, September.
• Dimiter Nenkov, 2022, "The “New Normality†and the Lessons of Stock-Market History," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 11-40, July.
• Anton Schautzer & Helmut Stix, 2022, "Past and future development of euro cash in Austria – resilience in light of technological change and economic crises," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1-Q2/22, pages 21-46.
• Pavel Ciaian & Andrej Cupak & Pirmin Fessler & d'Artis Kancs, 2022, "Environmental-Social-Governance Preferences and Investments in Crypto-Assets (Pavel Ciaian, Andrej Cupak, Pirmin Fessler, d’Artis Kancs)," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 243, Jul.
• Ion FRECAUTAN & Andreea NITA (DANILA), 2022, "Who Is Going To Win: The Eu Esg Regulation Or The Rest Of The World? €“ A Critical Review," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 2, issue 2, pages 109-120, December.
• Clayton, Christopher & Santos, Amanda Dos & Maggiori, Matteo & Schreger, Jesse, 2022, "Internationalizing Like China," SocArXiv, Center for Open Science, number r2msa, Mar, DOI: 10.31219/osf.io/r2msa.
• Julien Hugonnier & Florian Pelgrin & Pascal St-Amour, 2022, "Valuing Life as an Asset, as a Statistic and at Gunpoint," The Economic Journal, Royal Economic Society, volume 132, issue 643, pages 1095-1122.
• David A Bogle & Christopher Coyle & John D Turner, 2022, "Capital market development over the long run: the portfolios of UK life assurers over two centuries
  [Corporate ownership and control in Victorian Britain]," European Review of Economic History, European Historical Economics Society, volume 26, issue 3, pages 370-398.
• Amar Anwar & Ichiro Iwasaki & Utz Dornberger, 2022, "Investment Motives in Africa: What Does the Meta-Analytic Review Tell?," Journal of African Economies, Centre for the Study of African Economies, volume 31, issue 1, pages 1-52.
• Wei Cui, 2022, "Macroeconomic Effects of Delayed Capital Liquidation," Journal of the European Economic Association, European Economic Association, volume 20, issue 4, pages 1683-1742.
• Olivier Ledoit & Michael Wolf, 2022, "The Power of (Non-)Linear Shrinking: A Review and Guide to Covariance Matrix Estimation
  [Design-Free Estimation of Variance Matrices]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 1, pages 187-218.
• Tim Bollerslev, 2022, "Realized Semi(co)variation: Signs That All Volatilities are Not Created Equal
  [Vulnerable Growth]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 2, pages 219-252.
• Ricardo Laborda & Jose Olmo, 2022, "Hedging Demand in Long-Term Asset Allocation with an Application to Carry Trade Strategies
  [Variable Selection for Portfolio Choice]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 3, pages 472-504.
• Mathias S Kruttli, 2022, "From Which Consumption-Based Asset Pricing Models Can Investors Profit? Evidence from Model-Based Priors
  [Are Stocks Riskier over the Long Run? Taking Cues from Economic Theory]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 3, pages 539-567.
• Gianluca De Nard, 2022, "Oops! I Shrunk the Sample Covariance Matrix Again: Blockbuster Meets Shrinkage
  [Eigenvalue Ratio Test for the Number of Factors]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 4, pages 569-611.
• Raslan Alzuabi & Sarah Brown & Daniel Gray & Mark N Harris & Christopher Spencer, 2022, "Household saving, health, and healthcare utilization in Japan
  [Stature, obesity, and portfolio choice]," Oxford Economic Papers, Oxford University Press, volume 74, issue 2, pages 473-497.
• Andrea Frazzini & Lasse Heje Pedersen, 2022, "Embedded Leverage
  [Asset pricing with liquidity risk]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 1, pages 1-52.
• Huafeng (Jason) Chen & Jason V Chen & Feng Li & Pengfei Li, 2022, "Measuring Operating Leverage
  [Measuring economic policy uncertainty]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 1, pages 112-154.
• Sangmin S Oh & Jessica A Wachter, 2022, "Cross-Sectional Skewness
  [Endogenous information flows and the clustering of announcements]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 1, pages 155-198.
• Bastian von Beschwitz & Sandro Lunghi & Daniel Schmidt, 2022, "Fundamental Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data
  [Leverage, moral hazard, and liquidity]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 1, pages 199-242.
• Te-Feng Chen & Tarun Chordia & San-Lin Chung & Ji-Chai Lin, 2022, "Volatility-of-Volatility Risk in Asset Pricing
  [Stock returns and volatility: Pricing the short-run and long-run components of market risk]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 1, pages 289-335.
• Steffen Windmüller, 2022, "Firm Characteristics and Global Stock Returns: A Conditional Asset Pricing Model
  [Illiquidity and stock returns: Cross-section and time-series effects]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 2, pages 447-499.
• Sudheer Chava & Soohun Kim & Daniel Weagley, 2022, "Revealed Heuristics: Evidence from Investment Consultants’ Search Behavior
  [Which factors matter to investors? Evidence from mutual fund flows]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 2, pages 543-592.
• Pekka Honkanen & Daniel Schmidt, 2022, "Learning from Noise? Price and Liquidity Spillovers around Mutual Fund Fire Sales
  [A noisy rational expectations equilibrium for multi-asset securities markets]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 2, pages 593-637.
• Alexander K Zentefis, 2022, "Self-Fulfilling Asset Prices
  [Limited market participation and volatility of asset prices]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 4, pages 886-917.
• Qi Lin, 2022, "Is Economic Uncertainty a Valid Intertemporal CAPM State Variable?
  [Basis assets]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 4, pages 999-1040.
• Jongsub Lee & Tao Li & Donghwa Shin, 2022, "The Wisdom of Crowds in FinTech: Evidence from Initial Coin Offerings," The Review of Corporate Finance Studies, Society for Financial Studies, volume 11, issue 1, pages 1-46.
• Marco Pagano & Josef Zechner, 2022, "COVID-19 and Corporate Finance
  [The risk of being a fallen angel and the corporate dash for cash in the midst of COVID]," The Review of Corporate Finance Studies, Society for Financial Studies, volume 11, issue 4, pages 849-879.
• Adam Jørring & Andrew W Lo & Tomas J Philipson & Manita Singh & Richard T Thakor, 2022, "Sharing R&D Risk in Healthcare via FDA Hedges
  [Bank lines of credit as contingent liquidity: Covenant violations and their implications]," The Review of Corporate Finance Studies, Society for Financial Studies, volume 11, issue 4, pages 880-922.
• Mark Egan & Alexander MacKay & Hanbin Yang, 2022, "Recovering Investor Expectations from Demand for Index Funds," The Review of Economic Studies, Review of Economic Studies Ltd, volume 89, issue 5, pages 2559-2599.
• John H Cochrane, 2022, "Portfolios for Long-Term Investors
  [Rare disasters and asset markets in the twentieth century]," Review of Finance, European Finance Association, volume 26, issue 1, pages 1-42.
• James Brugler & Carole Comerton-Forde & J Spencer Martin, 2022, "Secondary Market Transparency and Corporate Bond Issuing Costs
  [Asset pricing and the bid–ask spread]," Review of Finance, European Finance Association, volume 26, issue 1, pages 43-77.
• Christopher Hrdlicka, 2022, "Trading Volume and Time Varying Betas
  [Alpha or beta in the eye of the beholder: what drives hedge fund flows?]," Review of Finance, European Finance Association, volume 26, issue 1, pages 79-116.
• Andy C W Chui & Avanidhar Subrahmanyam & Sheridan Titman, 2022, "Momentum, Reversals, and Investor Clientele
  [Illiquidity and stock returns: Cross-section and time-series effects]," Review of Finance, European Finance Association, volume 26, issue 2, pages 217-255.
• Trond Døskeland & Jens Soerlie Kvaerner, 2022, "Cancer and Portfolio Choice: Evidence from Norwegian Register Data
  [The age of reason: financial decisions over the life cycle and implications for regulation]," Review of Finance, European Finance Association, volume 26, issue 2, pages 407-442.
• Sergey Kovbasyuk & Marco Pagano, 2022, "Advertising Arbitrage
  [Synchronization risk and delayed arbitrage]," Review of Finance, European Finance Association, volume 26, issue 4, pages 799-827.
• Andreas Hackethal & Tobin Hanspal & Dominique M Lammer & Kevin Rink, 2022, "The Characteristics and Portfolio Behavior of Bitcoin Investors: Evidence from Indirect Cryptocurrency Investments
  [The investor in structured retail products: advice driven or gambling oriented]," Review of Finance, European Finance Association, volume 26, issue 4, pages 855-898.
• Bjarne Florentsen & Ulf Nielsson & Peter Raahauge & Jesper Rangvid, 2022, "How Important is Affiliation Between Mutual Funds and Distributors for Fund Flows?
  [Is unbiased financial advice to retail investors sufficient? Answers from a large field study]," Review of Finance, European Finance Association, volume 26, issue 4, pages 971-1009.
• Susan K Christoffersen & Donald B Keim & David K Musto & Aleksandra Rzeźnik, 2022, "Passive-Aggressive Trading: The Supply and Demand of Liquidity by Mutual Funds
  [Does motivation matter when assessing trade performance? An analysis of mutual funds]," Review of Finance, European Finance Association, volume 26, issue 5, pages 1145-1177.
• Raymond Fisman & April Knill & Sergey Mityakov & Margarita Portnykh, 2022, "Political Beta
  [The impact of the 2018 tariffs on prices and welfare]," Review of Finance, European Finance Association, volume 26, issue 5, pages 1179-1215.
• Alex Edmans & Marcin Kacperczyk, 2022, "Sustainable Finance
  [A simplemodel of capital market equilibrium with incomplete information]," Review of Finance, European Finance Association, volume 26, issue 6, pages 1309-1313.
• Olivier David Zerbib, 2022, "A Sustainable Capital Asset Pricing Model (S-CAPM): Evidence from Environmental Integration and Sin Stock Exclusion
  [Asset pricing with liquidity risk]," Review of Finance, European Finance Association, volume 26, issue 6, pages 1345-1388.
• Steven D. Baker & Burton Hollifield & Emilio Osambela, 2022, "Asset Prices and Portfolios with Externalities
  [Pricedetermination in the EU ETS market: theory and econometric analysis with market fundamentals]," Review of Finance, European Finance Association, volume 26, issue 6, pages 1433-1468.
• Konstantin Bräuer & Andreas Hackethal & Tobin Hanspal, 2022, "Consuming Dividends," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 10, pages 4802-4857.
• Nelson Camanho & Harald Hau & Hélène Rey, 2022, "Global Portfolio Rebalancing and Exchange Rates," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 11, pages 5228-5274.
• Andrew Ellul & Chotibhak Jotikasthira & Anastasia Kartasheva & Christian T Lundblad & Wolf Wagner, 2022, "Insurers as Asset Managers and Systemic Risk," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 12, pages 5483-5534.
• Gerard Hoberg & Nitin Kumar & Nagpurnanand Prabhala, 2022, "Buy-Side Competition and Momentum Profits," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 1, pages 254-298.
• Erik Stafford, 2022, "Replicating Private Equity with Value Investing, Homemade Leverage, and Hold-to-Maturity Accounting," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 1, pages 299-342.
• Samuel M Hartzmark & David H Solomon, 2022, "Reconsidering Returns," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 1, pages 343-393.
• Mahdi Nezafat & Mark Schroder, 2022, "Private Information, Securities Lending, and Asset Prices," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 2, pages 1009-1063.
• Pedro Barroso & Konark Saxena, 2022, "Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 3, pages 1222-1278.
• Jacopo Magnani & Jean Paul Rabanal & Olga A Rud & Yabin Wang, 2022, "Efficiency of Dynamic Portfolio Choices: An Experiment," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 3, pages 1279-1309.