Research classified by Journal of Economic Literature (JEL) codes

2022

• Syed Jawad Hussain Shahzad & Elie Bouri & Mobeen Ur Rehman & Muhammad Abubakr Naeem & Tareq Saeed, 2022, "Oil price risk exposure of BRIC stock markets and hedging effectiveness," Annals of Operations Research, Springer, volume 313, issue 1, pages 145-170, June, DOI: 10.1007/s10479-021-04078-0.
• Qiang Ji & Dayong Zhang & Yuqian Zhao, 2022, "Intra-day co-movements of crude oil futures: China and the international benchmarks," Annals of Operations Research, Springer, volume 313, issue 1, pages 77-103, June, DOI: 10.1007/s10479-021-04097-x.
• Lu Wang & Ferhana Ahmad & Gong-li Luo & Muhammad Umar & Dervis Kirikkaleli, 2022, "Portfolio optimization of financial commodities with energy futures," Annals of Operations Research, Springer, volume 313, issue 1, pages 401-439, June, DOI: 10.1007/s10479-021-04283-x.
• Syed Kumail Abbas Rizvi & Bushra Naqvi & Nawazish Mirza, 2022, "Is green investment different from grey? Return and volatility spillovers between green and grey energy ETFs," Annals of Operations Research, Springer, volume 313, issue 1, pages 495-524, June, DOI: 10.1007/s10479-021-04367-8.
• Mondher Bellalah & Xu Guo & Shuo Wu & Detao Zhang, 2022, "General equilibrium with heterogeneous participants and continuous consumption with information costs and short selling constraints," Annals of Operations Research, Springer, volume 313, issue 2, pages 713-732, June, DOI: 10.1007/s10479-020-03663-z.
• Charles-Olivier Amédée-Manesme & Fabrice Barthélémy, 2022, "Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion," Annals of Operations Research, Springer, volume 313, issue 2, pages 691-712, June, DOI: 10.1007/s10479-020-03858-4.
• Erdinc Akyildirim & Frank J. Fabozzi & Ahmet Goncu & Ahmet Sensoy, 2022, "Statistical arbitrage in jump-diffusion models with compound Poisson processes," Annals of Operations Research, Springer, volume 313, issue 2, pages 1357-1371, June, DOI: 10.1007/s10479-021-03965-w.
• Mariya Gubareva & Maria Rosa Borges, 2022, "Governed by the cycle: interest rate sensitivity of emerging market corporate debt," Annals of Operations Research, Springer, volume 313, issue 2, pages 991-1019, June, DOI: 10.1007/s10479-021-03972-x.
• Aviral Kumar Tiwari & Sangram Keshari Jena & Satish Kumar & Erik Hille, 2022, "Is oil price risk systemic to sectoral equity markets of an oil importing country? Evidence from a dependence-switching copula delta CoVaR approach," Annals of Operations Research, Springer, volume 315, issue 1, pages 429-461, August, DOI: 10.1007/s10479-021-04218-6.
• Ravi Kashyap, 2022, "Options as Silver Bullets: Valuation of Term Loans, Inventory Management, Emissions Trading and Insurance Risk Mitigation using Option Theory," Annals of Operations Research, Springer, volume 315, issue 2, pages 1175-1215, August, DOI: 10.1007/s10479-022-04610-w.
• Petr Fiala & Adam Borovička, 2022, "Stock portfolio selection using aspiration level-oriented procedure: real case on the RM-SYSTEM Czech stock exchange," 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, volume 30, issue 2, pages 781-805, June, DOI: 10.1007/s10100-020-00731-4.
• Adam Borovička, 2022, "Stock portfolio selection under unstable uncertainty via fuzzy mean-semivariance model," 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, volume 30, issue 2, pages 595-616, June, DOI: 10.1007/s10100-021-00791-0.
• Sakine Owjimehr & Ali Hussein Samadi, 2022, "Government Policy Response to COVID-19 and Stock Market Return: The Case of Iran," Contributions to Economics, Springer, chapter 0, in: Nezameddin Faghih & Amir Forouharfar, "Socioeconomic Dynamics of the COVID-19 Crisis", DOI: 10.1007/978-3-030-89996-7_19.
• Christos E. Kountzakis & Damiano Rossello, 2022, "Monetary risk measures for stochastic processes via Orlicz duality," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 45, issue 1, pages 35-56, June, DOI: 10.1007/s10203-021-00334-x.
• Michael Heinrich Baumann, 2022, "Beating the market? A mathematical puzzle for market efficiency," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 45, issue 1, pages 279-325, June, DOI: 10.1007/s10203-021-00361-8.
• Damiano Rossello, 2022, "Performance measurement with expectiles," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 45, issue 1, pages 343-374, June, DOI: 10.1007/s10203-022-00369-8.
• Charl Maree & Christian W. Omlin, 2022, "Reinforcement learning with intrinsic affinity for personalized prosperity management," Digital Finance, Springer, volume 4, issue 2, pages 241-262, September, DOI: 10.1007/s42521-022-00068-4.
• Judith Avrahami & Werner Güth & Yaakov Kareev & Matteo Ploner, 2022, "Impulse balancing versus equilibrium learning an experimental study of competitive portfolio selection," Evolutionary and Institutional Economics Review, Springer, volume 19, issue 2, pages 587-610, September, DOI: 10.1007/s40844-022-00240-w.
• Francesca Battaglia & Francesco Busato & Maria Manganiello, 2022, "A cross-platform analysis of the equity crowdfunding Italian context: the role of intellectual capital," Electronic Commerce Research, Springer, volume 22, issue 2, pages 649-689, June, DOI: 10.1007/s10660-020-09453-w.
• Zaghum Umar & Dennis Olson, 2022, "Strategic asset allocation and the demand for real estate: international evidence," Empirical Economics, Springer, volume 62, issue 5, pages 2461-2513, May, DOI: 10.1007/s00181-021-02090-8.
• Hasan Fehmi Baklaci & Tezer Yelkenci, 2022, "Cross-time-frequency analysis of volatility linkages in global currency markets: an extended framework," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 12, issue 2, pages 267-314, June, DOI: 10.1007/s40822-022-00209-5.
• Yudistira Permana & Saiqa Akbar & Anisa Nurpita, 2022, "Systemic risk and the financial network system: an experimental investigation," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 12, issue 4, pages 631-651, December, DOI: 10.1007/s40822-022-00207-7.
• Rocco Caferra & Pasquale Marcello Falcone & Andrea Morone & Piergiuseppe Morone, 2022, "Is COVID-19 anticipating the future? Evidence from investors’ sustainable orientation," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 12, issue 1, pages 177-196, March, DOI: 10.1007/s40821-022-00204-5.
• François-Éric Racicot & Raymond Théoret, 2022, "Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios: a nonlinear VAR approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-56, December, DOI: 10.1186/s40854-021-00316-3.
• Paresh Kumar Narayan & Syed Aun R. Rizvi & Ali Sakti, 2022, "Did green debt instruments aid diversification during the COVID-19 pandemic?," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-15, December, DOI: 10.1186/s40854-021-00331-4.
• Thorsten Lehnert, 2022, "Corporate managers, price noise and the investment factor," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-18, December, DOI: 10.1186/s40854-022-00365-2.
• Xuejun Jin & Jiawei Yu, 2022, "Does communication increase investors’ trading frequency? Evidence from a Chinese social trading platform," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-32, December, DOI: 10.1186/s40854-022-00373-2.
• Yang Gao & Chengjie Zhao & Bianxia Sun & Wandi Zhao, 2022, "Effects of investor sentiment on stock volatility: new evidences from multi-source data in China’s green stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-30, December, DOI: 10.1186/s40854-022-00381-2.
• Sebastian Jaimungal, 2022, "Reinforcement learning and stochastic optimisation," Finance and Stochastics, Springer, volume 26, issue 1, pages 103-129, January, DOI: 10.1007/s00780-021-00467-2.
• Asaf Cohen & Yan Dolinsky, 2022, "A scaling limit for utility indifference prices in the discretised Bachelier model," Finance and Stochastics, Springer, volume 26, issue 2, pages 335-358, April, DOI: 10.1007/s00780-022-00473-y.
• Alain Bensoussan & Guiyuan Ma & Chi Chung Siu & Sheung Chi Phillip Yam, 2022, "Dynamic mean–variance problem with frictions," Finance and Stochastics, Springer, volume 26, issue 2, pages 267-300, April, DOI: 10.1007/s00780-022-00474-x.
• Shuoqing Deng & Xun Li & Huyên Pham & Xiang Yu, 2022, "Optimal consumption with reference to past spending maximum," Finance and Stochastics, Springer, volume 26, issue 2, pages 217-266, April, DOI: 10.1007/s00780-022-00475-w.
• Tahir Choulli & Sina Yansori, 2022, "Log-optimal and numéraire portfolios for market models stopped at a random time," Finance and Stochastics, Springer, volume 26, issue 3, pages 535-585, July, DOI: 10.1007/s00780-022-00477-8.
• Mikhail Zhitlukhin, 2022, "A continuous-time asset market game with short-lived assets," Finance and Stochastics, Springer, volume 26, issue 3, pages 587-630, July, DOI: 10.1007/s00780-022-00479-6.
• Henryk Zähle, 2022, "A concept of copula robustness and its applications in quantitative risk management," Finance and Stochastics, Springer, volume 26, issue 4, pages 825-875, October, DOI: 10.1007/s00780-022-00485-8.
• Elizabeth Nedumparambil & Anup Kumar Bhandari, 2022, "Risk factors, uncertainty, and investment decision: evidence from mutual fund flows from India," Indian Economic Review, Springer, volume 57, issue 2, pages 349-372, December, DOI: 10.1007/s41775-022-00155-8.
• Gülcan Erkilet & Gerrit Janke & Rainer Kasperzak, 2022, "How valuation approach choice affects financial analysts’ target price accuracy," Journal of Business Economics, Springer, volume 92, issue 5, pages 741-779, July, DOI: 10.1007/s11573-021-01061-w.
• Alessandro Leardi, 2022, "Fuelling fire sales? Prudential regulation and crises: evidence from the Italian market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 1, pages 121-144, January, DOI: 10.1007/s12197-021-09558-4.
• Barry R. Cobb & Tim Murray & Jeffrey S. Smith, 2022, "Adjustable consumption model for retirees to balance spending and risk," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 2, pages 420-451, April, DOI: 10.1007/s12197-022-09572-0.
• Seyed Alireza Athari & Ngo Thai Hung, 2022, "Time–frequency return co-movement among asset classes around the COVID-19 outbreak: portfolio implications," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 4, pages 736-756, October, DOI: 10.1007/s12197-022-09594-8.
• 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, volume 17, issue 2, pages 577-612, April, DOI: 10.1007/s11403-021-00337-2.
• Steffen Ahrens & Ciril Bosch-Rosa & Thomas Meissner, 2022, "Intertemporal consumption and debt aversion: a replication and extension," Journal of the Economic Science Association, Springer;Economic Science Association, volume 8, issue 1, pages 56-84, December, DOI: 10.1007/s40881-022-00118-y.
• Rabah Amir & Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2022, "An evolutionary finance model with short selling and endogenous asset supply," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 73, issue 2, pages 655-677, April, DOI: 10.1007/s00199-020-01269-x.
• Alain Chateauneuf & Bernard Cornet, 2022, "Submodular financial markets with frictions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 73, issue 2, pages 721-744, April, DOI: 10.1007/s00199-022-01415-7.
• Alain Chateauneuf & Bernard Cornet, 2022, "Correction to: Submodular financial markets with frictions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 73, issue 2, pages 745-746, April, DOI: 10.1007/s00199-022-01430-8.
• Lars Peter Hansen & Jianjun Miao, 2022, "Asset pricing under smooth ambiguity in continuous time," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 74, issue 2, pages 335-371, September, DOI: 10.1007/s00199-022-01441-5.
• Kirti Sood & Simarjeet Singh, 2022, "Marin Laboure and Nicolas Deffrennes (2022): Democratizing finance – the Radical promises of Fintech," Journal of Evolutionary Economics, Springer, volume 32, issue 5, pages 1581-1586, November, DOI: 10.1007/s00191-022-00789-0.
• Eduard Gaar & David Scherer & Dirk Schiereck, 2022, "The home bias and the local bias: A survey," Management Review Quarterly, Springer, volume 72, issue 1, pages 21-57, February, DOI: 10.1007/s11301-020-00203-8.
• Bolorsuvd Batbold & Kentaro Kikuchi & Koji Kusuda, 2022, "Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk," Mathematics and Financial Economics, Springer, number 4, March, DOI: 10.1007/s11579-022-00316-6.
• Luca Bernardinelli & Paolo Guasoni & Eberhard Mayerhofer, 2022, "Informational efficiency and welfare," Mathematics and Financial Economics, Springer, number 2, March, DOI: 10.1007/s11579-022-00319-3.
• Moritz Voß, 2022, "A two-player portfolio tracking game," Mathematics and Financial Economics, Springer, number 6, March, DOI: 10.1007/s11579-022-00324-6.
• Dipankar Mondal & N. Selvaraju, 2022, "Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., volume 44, issue 1, pages 225-248, March, DOI: 10.1007/s00291-021-00657-6.
• Abdulsalam Abidemi Sikiru & Afees A. Salisu, 2022, "Assessing the hedging potential of gold and other precious metals against uncertainty due to epidemics and pandemics," Quality & Quantity: International Journal of Methodology, Springer, volume 56, issue 4, pages 2199-2214, August, DOI: 10.1007/s11135-021-01214-7.
• Benjamin R. Auer, 2022, "On false discoveries of standard t-tests in investment management applications," Review of Managerial Science, Springer, volume 16, issue 3, pages 751-768, April, DOI: 10.1007/s11846-021-00453-0.
• Jorma J. Schäublin, 2022, "Swiss pension funds: funding ratio, discount rate, and asset allocation," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 158, issue 1, pages 1-23, December, DOI: 10.1186/s41937-022-00092-6.
• Mohamad Hassan Abou Daya & Carole Bernard, 2022, "What matters in the annuitization decision?," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 158, issue 1, pages 1-12, December, DOI: 10.1186/s41937-022-00094-4.
• Haydory Akbar Ahmed & M. Wasiqur Rahman Khan, 2022, "Short-term and long-term interest rate spread’s dynamics to risk and the yield curve," SN Business & Economics, Springer, volume 2, issue 10, pages 1-19, October, DOI: 10.1007/s43546-022-00336-w.
• Robiyanto Robiyanto & Fanny Yunitaria, 2022, "Dividend announcement effect analysis before and during the COVID-19 pandemic in the Indonesia Stock Exchange," SN Business & Economics, Springer, volume 2, issue 2, pages 1-20, February, DOI: 10.1007/s43546-021-00198-8.
• Panagiotis Anastasiadis & Stephanos Papadamou, 2022, "The dimension of popularity in the cryptocurrency market," SN Business & Economics, Springer, volume 2, issue 5, pages 1-15, May, DOI: 10.1007/s43546-022-00206-5.
• Mohammad Tariqul Islam Khan, 2022, "Prior perceived losses and investment objectives after stock market crisis: a moderated-mediation model of risk tolerance and loss aversion," SN Business & Economics, Springer, volume 2, issue 7, pages 1-22, July, DOI: 10.1007/s43546-022-00259-6.
• Wilton Bernardino & João B. Amaral & Nelson L. Paes & Raydonal Ospina & José L. Távora, 2022, "A statistical investigation of a stock valuation model," SN Business & Economics, Springer, volume 2, issue 8, pages 1-25, August, DOI: 10.1007/s43546-022-00270-x.
• Liu Min Shirley, 2022, "Accrual Accounting and Risk: Abnormal Sales Growth, Accruals Quality, and Returns," Springer Books, Springer, chapter 103, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_106.
• Matthew Brigida & Chin W. Yang & Ken Hung, 2022, "How Consistent Are the Judges of Portfolio Performance?," Springer Books, Springer, chapter 107, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_110.
• Richard E. Kihlstrom, 2022, "Risk Aversion and the Value of Information for Investors," Springer Books, Springer, chapter 108, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_111.
• Jonathan Fletcher, 2022, "Evaluating Fund Performance Within the Stochastic Discount Factor Framework," Springer Books, Springer, chapter 13, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_13.
• Fernando Gómez-Bezares & Fernando R. Gómez-Bezares, 2022, "An Analysis of Risk Treatment in the Field of Finance," Springer Books, Springer, chapter 60, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_60.
• Rachel Calipha & Itzhak Venezia, 2022, "A Global Comparative Study of Impact Investments Research in Academic Institutions," Springer Books, Springer, chapter 84, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_85.
• Matthew Muntifering, 2022, "Air Pollution, Investor Sentiment and Excessive Returns," Springer Books, Springer, in: Marielle de Jong & Dan diBartolomeo, "Risks Related to Environmental, Social and Governmental Issues (ESG)", DOI: 10.1007/978-3-031-18227-3_4.
• Jose Juan Chavez Gudiño & Jose Antonio Nuñez Mora, 2022, "Machine Learning Models, Risk Management Current Regulation and Perspectives," Springer Books, Springer, in: José Antonio Núñez Mora & M. Beatriz Mota Aragón, "Data Analytics Applications in Emerging Markets", DOI: 10.1007/978-981-19-4695-0_3.
• Chin-Yi Chen & Ching-Lin Chu & Hui-Chung Che & Hong-Wen Tsai & Bo Bai, 2022, "Using Patent Drawings to Differentiate Stock Return Rate of China Listed Companies. A Study on China Patent Species of Invention Grant," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 12, issue 3, pages 1-4.
• Han-Ching Huang & Shan-He Huang, 2022, "The Difference Between Conditional and Unconditional Insider Silence Effect: Evidence from China," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 12, issue 3, pages 1-5.
• Chin-Yi Chen & Ching-Lin Chu & Hui-Chung Che & Hong-Wen Tsai, 2022, "Using Patent Drawings to Differentiate Stock Return Rate of China Listed Companies. A Study on China Patent Species of Utility Model Grant," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 12, issue 4, pages 1-1.
• Mahfuza Khatun & K. M. Zahidul Islam, 2022, "“Beta†with “Size Premium†an Augmented Approach in the Frontier Equity Market: Evidence from Dhaka Stock Exchange," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 1, pages 1-5.
• Jacob H. Schmidt PhD & Charlie McCann, 2022, "ESG Challenges in the Construction of UK Balanced Portfolios for Private Investors: An Analysis of the Availability and Performance of ESG Funds Across Various Asset Classes," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 1, pages 1-6.
• Shihong Zeng & Fan Li & Zhen Zhong, 2022, "Research on Influencing Factors of the Leverage Ratio of Non-financial Enterprises in the GBA," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 1, pages 1-7.
• Han-Ching Huang & William Indajang, 2022, "The Information Content of Indirect Insider Trading: Empirical Evidence from Vietnam Security Market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 3, pages 1-2.
• Jingya Hou & Daoguo Wang, 2022, "International Fund Allocation under Economic Policy Uncertainty Shock," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 5, pages 1-5.
• Frieder Meyer-Bullerdiek, 2022, "Selected Methods of optimized Sampling for Index Tracking – Evidence from German Stocks," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 6, pages 1-8.
• Gianluca Vagnani & Francesco Mazzurco, 2022, "Incidental Negative Life Events and the Disposition Effect at the Individual Level," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 11, issue 2, pages 1-1.
• Damonte Marco & Cardullo Gabriele, 2022, "The end of the Equity Premium Puzzle? An analysis of the European Financial Markets," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 11, issue 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, volume 11, issue 3, pages 1-1.
• Ryan, Ellen, 2022, "Are fund managers rewarded for taking cyclical risks?," ESRB Working Paper Series, European Systemic Risk Board, number 134, Jul.
• Tomáš Krulický & Veronika Machová & Ondřej Dvorák, 2022, "Actual paid cost of equity in construction," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 10, issue 1, pages 408-419, September, DOI: 10.9770/jesi.2022.10.1(22).
• Jiří Kučera & Eva Kalinová & Lenka Divoká, 2022, "Profitability of current investments in stock indexes," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 10, issue 1, pages 420-434, September, DOI: 10.9770/jesi.2022.10.1(23).
• Fernando García & Tsvetelina Gankova-Ivanova & Jairo González-Bueno & Javier Oliver & Rima Tamošiūnienė, 2022, "What is the cost of maximizing ESG performance in the portfolio selection strategy? The case of The Dow Jones Index average stocks," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 9, issue 4, pages 178-192, June, DOI: 10.9770/jesi.2022.9.4(9).
• Pavel Ciaian & Andrej Cupák & Pirmin Fessler & d’Artis Kancs, 2022, "Environmental and Social Preferences and Investments in Crypto-Assets," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 3/2022, Sep.
• Reza Bradrania & Davood Pirayesh Neghab, 2022, "State-dependent asset allocation using neural networks," The European Journal of Finance, Taylor & Francis Journals, volume 28, issue 11, pages 1130-1156, July, DOI: 10.1080/1351847X.2021.1960404.
• Paulo Pereira da Silva & Victor Mendes & Margarida Abreu, 2022, "The disposition effect among mutual fund participants: a re-examination," The European Journal of Finance, Taylor & Francis Journals, volume 28, issue 12, pages 1237-1256, August, DOI: 10.1080/1351847X.2021.1998176.
• Jing Zhang & Wei Zhang & Youwei Li & Xu Feng, 2022, "The role of hedge funds in the asset pricing: evidence from China," The European Journal of Finance, Taylor & Francis Journals, volume 28, issue 2, pages 219-243, January, DOI: 10.1080/1351847X.2021.1929373.
• Dimitris Christopoulos & Stefan Koeppl & Monika Köppl-Turyna, 2022, "Syndication networks and company survival: evidence from European venture capital deals," Venture Capital, Taylor & Francis Journals, volume 24, issue 2, pages 105-135, April, DOI: 10.1080/13691066.2022.2101158.
• Oliver Borgards & Robert L. Czudaj, 2022, "Long-short speculator sentiment in agricultural commodity markets," Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology, number 055, Jan, revised Jan 2022.
• Hong-Wen Tsai & Hui-Chung Che, 2022, "Patent Claim's Impact on Stock Return Rate Based on China Stock Market's Empirical Study," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 15, issue 1, pages 27-46, July.
• Jan Nokkala, 2022, "High and Low Credit Risk in SME Portfolios: Evidence from Regulatory Risk Grade Dissemination," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 15, issue 2, pages 25-34, December.
• Catherine Georgiou, 2022, "Modifications on Book-Valued Ratios," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 15, issue 3, pages 24-37, December.
• Fulton, Chad, 2022, "Choosing what to pay attention to," Theoretical Economics, Econometric Society, volume 17, issue 1, January.
• Lester, Benjamin & Weill, Pierre-Olivier & Hugonnier, Julien, 2022, "Heterogeneity in decentralized asset markets," Theoretical Economics, Econometric Society, volume 17, issue 3, July.
• Mahmoud Fatouh & Ioana Neamtu & Sweder van Wijnbergen, 2022, "Risk-Taking, Competition and Uncertainty: Do Contingent Convertible (CoCo) Bonds Increase the Risk Appetite of Banks?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-017/IV, Feb.
• Daniel Dimitrov, 2022, "Intergenerational Risk Sharing with Market Liquidity Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-028/VI, Mar.
• Damiaan H.J. Chen & Roel M.W.J. Beetsma & Sweder J.G. van Wijnbergen, 2022, "Intergenerational Sharing ofUnhedgeable Inflation Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-088/IV, Dec.
• Stefanie Huber & Tobias Schmidt, 2022, "Nevertheless, they persist: Cross-Country Differences in Homeownership Behavior," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-009/II, Jan.
• Bauer, Michael & Huber, Daniel & Rudebusch, Glenn & Wilms, Ole, 2022, "Where is the carbon premium? Global performance of green and brown stocks," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6b117156-316d-440a-9fa5-b.
• Ma, X. & Noussair, C.N. & Renneboog, Luc, 2022, "Colors, emotions, and the auction value of paintings," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6e02bd92-e90d-4b93-a066-4.
• Tom Hudepohl, 2022, "The rebalancing channel of QE: New evidence at the security level in the euro area," Working Papers, DNB, number 756, Dec.
• Martijn Boermans, 2022, "A literature review of securities holdings statistics research and a practitioner’s guide," Working Papers, DNB, number 757, Dec.
• Damiaan Chen & Roel Beetsma & Sweder van Wijnbergen, 2022, "Intergenerational Sharing of Unhedgeable Inflation Risk," Working Papers, DNB, number 758, Dec.
• Bastien Lextrait, 2022, "Optimizing portfolios in the illiquid, unlisted market of SME crowdlending," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2022-23.
• SOSA-CASTRO, Miriam, 2022, "Equity Market Volatility Impact On S&P 500 Sector Indexes, 1989-2021," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 22, issue 1, pages 39-60.
• Cimadomo, Jacopo, 2022, "Risk sharing in the euro area: a focus on the public channel and the COVID-19 pandemic," Economic Bulletin Articles, European Central Bank, volume 7.
• Budnik, Katarzyna, 2022, "Using regulatory stress tests to support prudential policy-making," Macroprudential Bulletin, European Central Bank, volume 17.
• Durrani, Agha & Ponte Marques, Aurea & Giraldo, Giacomo & Pancaro, Cosimo & Panos, Jiri & Zaharia, Alina, 2022, "Does the disclosure of stress test results affect market behaviour?," Macroprudential Bulletin, European Central Bank, volume 17.
• Giovannini, Alessandro & Ioannou, Demosthenes & Stracca, Livio, 2022, "Public and private risk sharing: friends or foes? The interplay between different forms of risk sharing," Occasional Paper Series, European Central Bank, number 295, Jun.
• Boucinha, Miguel & Burlon, Lorenzo & Corsi, Marco & della Valle, Guido & Eisenschmidt, Jens & Pool, Sebastiaan & Schumacher, Julian & Vergote, Olivier & Marmara, Iwona, 2022, "Two-tier system for remunerating excess reserve holdings," Occasional Paper Series, European Central Bank, number 302, Sep.
• Cimadomo, Jacopo & Gordo Mora, Esther & Palazzo, Alessandra Anna, 2022, "Enhancing private and public risk sharing: lessons from the literature and reflections on the COVID-19 crisis," Occasional Paper Series, European Central Bank, number 306, Sep.
• Paz-Pardo, Gonzalo, 2022, "Younger generations and the lost dream of home ownership," Research Bulletin, European Central Bank, volume 91.
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• Loranth, Gyongyi & Segura, Anatoli & Zeng, Jing, 2022, "Voluntary Support and Ring-Fencing in Cross-border Banks," Working Paper Series, European Central Bank, number 2688, Jul.
• Durrani, Agha & Ongena, Steven & Ponte Marques, Aurea, 2022, "The certification role of the EU-wide stress testing exercises in the stock market. What can we learn from the stress tests (2014-2021)?," Working Paper Series, European Central Bank, number 2711, Aug.
• Baldo, Luca & Heider, Florian & Hoffmann, Peter & Sigaux, Jean-David & Vergote, Olivier, 2022, "How do banks manage liquidity? Evidence from the ECB’s tiering experiment," Working Paper Series, European Central Bank, number 2732, Sep.
• Capotă, Laura-Dona & Grill, Michael & Molestina Vivar, Luis & Schmitz, Niklas & Weistroffer, Christian, 2022, "Is the EU money market fund regulation fit for purpose? Lessons from the COVID-19 turmoil," Working Paper Series, European Central Bank, number 2737, Oct.
• Capotă, Laura-Dona & Giuzio, Margherita & Kapadia, Sujit & Salakhova, Dilyara, 2022, "Are ethical and green investment funds more resilient?," Working Paper Series, European Central Bank, number 2747, Nov.
• Lyonnet, Victor & Stern, Lea H., 2022, "Venture Capital (Mis)allocation in the Age of AI," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2022-02, Feb.
• Melone, Alessandro & Randl, Otto & Sogner, Leopold & Zechner, Josef, 2022, "Stock-Oil Comovement: Fundamentals or Financialization?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2022-08, Nov, DOI: 10.2139/ssrn.4205724.
• Cao, Sean & Green, T. Clifton & Lei, Lijun (Gillian) & Zhang, Shaojun, 2022, "Expert Network Calls," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2022-13, Nov.
• Clayton, Christopher & Dos Santos, Amanda & Maggiori, Matteo & Schreger, Jesse, 2022, "Internationalizing Like China," Research Papers, Stanford University, Graduate School of Business, number 4019, Apr.
• Antonios Evangelou & Sune Ferreira-Schenk & Lorainne Ferreira & Elizabeth Bothma, 2022, "Investment Risk Tolerance amongst South African University Students in the Vaal Triangle Area," International Journal of Economics and Financial Issues, Econjournals, volume 12, issue 1, pages 13-23.
• Hammadi Zouari, 2022, "On the Effectiveness of Stock Index Futures for Tail Risk Protection," International Journal of Economics and Financial Issues, Econjournals, volume 12, issue 3, pages 38-52, May.
• Zandri Dickason-Koekemoer & Sune Ferreira-Schenk, 2022, "Constructing a Model for Domain-specific Risk-taking, Life Satisfaction and Risk Tolerance of Investors," International Journal of Economics and Financial Issues, Econjournals, volume 12, issue 4, pages 84-90, July.
• Evodia Mankuroane & Wilme van Heerden & Sune Ferreira-Schenk & Zandri Dickason-Koekemoer, 2022, "Psychological and Behavioural Drivers of Short-Term Investment Intentions," International Journal of Economics and Financial Issues, Econjournals, volume 12, issue 4, pages 19-27, July.
• Jyothi Chittineni, 2022, "A Study on Cryptocurrency Investors Purchase Intentions: Revisiting the Brand Personality Theory," International Journal of Economics and Financial Issues, Econjournals, volume 12, issue 4, pages 28-33, July.
• V. Shunmugasundaram & Aashna Sinha, 2022, "Behavioral Biases Influencing Investment Decisions of Life Insurance Investors," International Journal of Economics and Financial Issues, Econjournals, volume 12, issue 6, pages 107-112, November.
• Thonifho Pollen Muridili & Ruschelle Sgammini & Sune Ferreira-Schenk & John George Jansen van Rensburg & Daniel Mokatsanyane, 2022, "The Impact of Covid-19 on the Performance of Hedge Funds Compared to Mutual Funds in South Africa," International Journal of Economics and Financial Issues, Econjournals, volume 12, issue 6, pages 133-144, November.
• Mariska Muller & Sun Ferreira-Schenk & John George Jansen van Rensburg & Daniel Mokatsanyane & Ruschelle Sgammini, 2022, "Tracking the Performance of Listed Shares: A Comparison Between JSE Single- and Dual-listed Shares," International Journal of Economics and Financial Issues, Econjournals, volume 12, issue 6, pages 145-154, November.
• Mohammad Benny Alexandri & Supriyanto, 2022, "Volatility Spillover between Stock Returns and Oil Prices during the Covid-19 Pandemic in ASEAN," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 1, pages 126-133.
• Caner Ozdurak & Alican Umut & Tugba Ozay, 2022, "The Interaction of Major Crypto-assets, Clean Energy, and Technology Indices in Diversified Portfolios," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 2, pages 480-490, March.
• Ikhlaas Gurrib & Firuz Kamalov & Elgilani E. Alshareif, 2022, "High Frequency Return and Risk Patterns in U.S. Sector ETFs during COVID-19," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 5, pages 441-456, September.
• Zhou, Bole & Zhao, Shouguo, 2022, "Industrial policy and corporate investment efficiency," Journal of Asian Economics, Elsevier, volume 78, issue C, DOI: 10.1016/j.asieco.2021.101406.
• Kim, Myeong Hyeon & Kim, Young Min & Yang, Kisung, 2022, "Understanding BOXPI — Industry portfolio perspectives," Journal of Asian Economics, Elsevier, volume 81, issue C, DOI: 10.1016/j.asieco.2022.101500.
• Baur, Dirk G., 2022, "The Anna Karenina principle and stock prices," Journal of Behavioral and Experimental Finance, Elsevier, volume 33, issue C, DOI: 10.1016/j.jbef.2021.100602.
• Hanaki, Nobuyuki, 2022, "Risk misperceptions of structured financial products with worst-of payout characteristics revisited," Journal of Behavioral and Experimental Finance, Elsevier, volume 33, issue C, DOI: 10.1016/j.jbef.2021.100604.
• Shahid, Ahmad Usman & Patel, Chris & Pan, Peipei, 2022, "Corporate social responsibility, intrinsic religiosity, and investment decisions," Journal of Behavioral and Experimental Finance, Elsevier, volume 34, issue C, DOI: 10.1016/j.jbef.2022.100650.
• Bottasso, Anna & Duchêne, Sébastien & Guerci, Eric & Hanaki, Nobuyuki & Noussair, Charles N., 2022, "Higher order risk attitudes of financial experts," Journal of Behavioral and Experimental Finance, Elsevier, volume 34, issue C, DOI: 10.1016/j.jbef.2022.100658.
• Hasan, Mostafa Monzur & Cheung, Adrian (Wai Kong) & Marwick, Trevor, 2022, "Corporate sexual orientation equality policies and the cost of equity capital," Journal of Behavioral and Experimental Finance, Elsevier, volume 34, issue C, DOI: 10.1016/j.jbef.2022.100664.
• Kahya, Evrim Hilal & Ekinci, Cumhur, 2022, "Disposition bias among Borsa Istanbul investors: What do we know about type, size and trading frequency?," Journal of Behavioral and Experimental Finance, Elsevier, volume 35, issue C, DOI: 10.1016/j.jbef.2022.100682.
• Ford, Jansson M. & Gehricke, Sebastian A. & Zhang, Jin E., 2022, "Option traders are concerned about climate risks: ESG ratings and short-term sentiment," Journal of Behavioral and Experimental Finance, Elsevier, volume 35, issue C, DOI: 10.1016/j.jbef.2022.100687.
• Chen, Xiaomeng Charlene & Hellmann, Andreas & Sood, Suresh, 2022, "A framework for analyst economic incentives and cognitive biases: Origination of the walk-down in earnings forecasts," Journal of Behavioral and Experimental Finance, Elsevier, volume 36, issue C, DOI: 10.1016/j.jbef.2022.100759.
• Blake, David & Duffield, Mel & Tonks, Ian & Haig, Alistair & Blower, Dean & MacPhee, Laura, 2022, "Smart defaults: Determining the number of default funds in a pension scheme," The British Accounting Review, Elsevier, volume 54, issue 4, DOI: 10.1016/j.bar.2021.101042.
• Chan, Raymond H. & Chow, Sheung-Chi & Guo, Xu & Wong, Wing-Keung, 2022, "Central moments, stochastic dominance, moment rule, and diversification with an application," Chaos, Solitons & Fractals, Elsevier, volume 161, issue C, DOI: 10.1016/j.chaos.2022.112251.
• Ee, Mong Shan & Hasan, Iftekhar & Huang, He, 2022, "Stock liquidity and corporate labor investment," Journal of Corporate Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.jcorpfin.2021.102142.
• Beladi, Hamid & Hou, Qingsong & Hu, May, 2022, "The party school education and corporate innovation: Evidence from SOEs in China," Journal of Corporate Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.jcorpfin.2021.102143.
• Dai, Rui & Ng, Lilian & Zaiats, Nataliya, 2022, "Short seller attention," Journal of Corporate Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.jcorpfin.2021.102149.
• Ewald, Christian Oliver & Taub, Bart, 2022, "Real options, risk aversion and markets: A corporate finance perspective," Journal of Corporate Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.jcorpfin.2022.102164.
• Luo, Deming & Yao, Zhongwei & Zhu, Yanjian, 2022, "Bubble-crash experience and investment styles of mutual fund managers," Journal of Corporate Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.jcorpfin.2022.102262.
• Bernales, Alejandro & Reus, Lorenzo & Valdenegro, Víctor, 2022, "Speculative bubbles under supply constraints, background risk and investment fraud in the art market," Journal of Corporate Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.jcorpfin.2020.101746.
• Lin, Qian & Luo, Yulei & Sun, Xianming, 2022, "Robust investment strategies with two risky assets," Journal of Economic Dynamics and Control, Elsevier, volume 134, issue C, DOI: 10.1016/j.jedc.2021.104275.
• Quaye, Enoch & Tunaru, Radu, 2022, "The stock implied volatility and the implied dividend volatility," Journal of Economic Dynamics and Control, Elsevier, volume 134, issue C, DOI: 10.1016/j.jedc.2021.104276.
• Chen, Zilin & Chu, Liya & Liang, Dawei & Tu, Jun, 2022, "Far away from home: Investors’ underreaction to geographically dispersed information," Journal of Economic Dynamics and Control, Elsevier, volume 136, issue C, DOI: 10.1016/j.jedc.2022.104325.
• Ramadiah, Amanah & Fricke, Daniel & Caccioli, Fabio, 2022, "Backtesting macroprudential stress tests," Journal of Economic Dynamics and Control, Elsevier, volume 137, issue C, DOI: 10.1016/j.jedc.2022.104333.
• Phelan, Thomas & Eslami, Keyvan, 2022, "Applications of Markov chain approximation methods to optimal control problems in economics," Journal of Economic Dynamics and Control, Elsevier, volume 143, issue C, DOI: 10.1016/j.jedc.2022.104437.
• Guan, Guohui & Li, Bin, 2022, "Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution," Journal of Economic Dynamics and Control, Elsevier, volume 143, issue C, DOI: 10.1016/j.jedc.2022.104515.
• Fan, Minyou & Kearney, Fearghal & Li, Youwei & Liu, Jiadong, 2022, "Momentum and the Cross-section of Stock Volatility," Journal of Economic Dynamics and Control, Elsevier, volume 144, issue C, DOI: 10.1016/j.jedc.2022.104524.
• Luciano, Elisa & Rochet, Jean Charles, 2022, "The fluctuations of insurers’ risk appetite," Journal of Economic Dynamics and Control, Elsevier, volume 144, issue C, DOI: 10.1016/j.jedc.2022.104543.
• Yuan, Mengyi & Zhang, Lin & Lian, Yonghui, 2022, "Economic policy uncertainty and stock price crash risk of commercial banks: Evidence from China," Economic Analysis and Policy, Elsevier, volume 74, issue C, pages 587-605, DOI: 10.1016/j.eap.2022.03.018.
• Díaz, Antonio & Esparcia, Carlos & López, Raquel, 2022, "The diversifying role of socially responsible investments during the COVID-19 crisis: A risk management and portfolio performance analysis," Economic Analysis and Policy, Elsevier, volume 75, issue C, pages 39-60, DOI: 10.1016/j.eap.2022.05.001.
• Qu, Hui & Zhang, Yi, 2022, "Asymmetric multivariate HAR models for realized covariance matrix: A study based on volatility timing strategies," Economic Modelling, Elsevier, volume 106, issue C, DOI: 10.1016/j.econmod.2021.105699.
• Bos, Jaap W.B. & Li, Runliang & Sanders, Mark W.J.L., 2022, "Hazardous lending: The impact of natural disasters on bank asset portfolio," Economic Modelling, Elsevier, volume 108, issue C, DOI: 10.1016/j.econmod.2022.105760.
• Reboredo, Juan C. & Ugolini, Andrea & Ojea-Ferreiro, Javier, 2022, "Do green bonds de-risk investment in low-carbon stocks?," Economic Modelling, Elsevier, volume 108, issue C, DOI: 10.1016/j.econmod.2022.105765.
• Shi, Yang & Chen, Shu & Liu, Ruiming & Kang, Yankun, 2022, "Fund renaming and fund flows: Evidence from China's stock market crash in 2015," Economic Modelling, Elsevier, volume 108, issue C, DOI: 10.1016/j.econmod.2022.105771.
• Insana, Alessandra, 2022, "Does systematic risk change when markets close? An analysis using stocks’ beta," Economic Modelling, Elsevier, volume 109, issue C, DOI: 10.1016/j.econmod.2022.105782.
• Ma, Guiyuan & Siu, Chi Chung & Zhu, Song-Ping, 2022, "Portfolio choice with return predictability and small trading frictions," Economic Modelling, Elsevier, volume 111, issue C, DOI: 10.1016/j.econmod.2022.105823.
• Bucci, Andrea & Ciciretti, Vito, 2022, "Market regime detection via realized covariances," Economic Modelling, Elsevier, volume 111, issue C, DOI: 10.1016/j.econmod.2022.105832.
• Avdjiev, Stefan & Aysun, Uluc & Tseng, Michael C., 2022, "Regulatory arbitrage behavior of internationally active banks and global financial market conditions," Economic Modelling, Elsevier, volume 112, issue C, DOI: 10.1016/j.econmod.2022.105857.
• Deng, Chao & Su, Xiaojian & Wang, Gangjin & Peng, Cheng, 2022, "The existence of flight-to-quality under extreme conditions: Evidence from a nonlinear perspective in Chinese stocks and bonds' sectors," Economic Modelling, Elsevier, volume 113, issue C, DOI: 10.1016/j.econmod.2022.105895.
• Deng, Kebin & Peng, Jiaxin & Peng, Juan & Zhang, Yuhua, 2022, "Real options with overextrapolation," Economic Modelling, Elsevier, volume 114, issue C, DOI: 10.1016/j.econmod.2022.105915.
• Gopalakrishnan, Balagopal & Jacob, Joshy & Mohapatra, Sanket, 2022, "COVID-19 pandemic and debt financing by firms: Unravelling the channels," Economic Modelling, Elsevier, volume 114, issue C, DOI: 10.1016/j.econmod.2022.105929.
• Song, Feng & Cui, Jian & Yu, Yihua, 2022, "Dynamic volatility spillover effects between wind and solar power generations: Implications for hedging strategies and a sustainable power sector," Economic Modelling, Elsevier, volume 116, issue C, DOI: 10.1016/j.econmod.2022.106036.
• Akhtaruzzaman, Md & Banerjee, Ameet Kumar & Ghardallou, Wafa & Umar, Zaghum, 2022, "Is greenness an optimal hedge for sectoral stock indices?," Economic Modelling, Elsevier, volume 117, issue C, DOI: 10.1016/j.econmod.2022.106030.
• Lebre DE Freitas, Miguel, 2022, "International currency substitution and the demand for money in the euro area," Economic Modelling, Elsevier, volume 117, issue C, DOI: 10.1016/j.econmod.2022.106064.
• Yang, Yanlin & Hu, Xuemei & Jiang, Huifeng, 2022, "Group penalized logistic regressions predict up and down trends for stock prices," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101564.
• Mo, Guoli & Zhang, Weiguo & Tan, Chunzhi & Liu, Xing, 2022, "Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101570.
• Huang, Xiaoyong & Yu, Cong & Chen, Yunping & Jia, Fei & Xu, Xiangyun, 2022, "Rigid payment breaking, default spread and yields of Chinese treasury bonds," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101571.
• Ho, Kung-Cheng & Lee, Shih-Cheng & Sun, Ping-Wen, 2022, "Disclosure quality, price efficiency, and expected returns," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101573.
• Zhang, Caibin & Liang, Zhibin, 2022, "Optimal time-consistent reinsurance and investment strategies for a jump–diffusion financial market without cash," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101578.
• Haensly, Paul J., 2022, "Lessons from naïve diversification about the risk-reward trade-off," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101582.
• Yang, Haijun & Ge, Hengshun & Gao, Xinpeng, 2022, "An information diffusion model for momentum effect based on investor wealth," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101583.
• Alomari, Mohammad & Al Rababa'a, Abdel Razzaq & Ur Rehman, Mobeen & Power, David M., 2022, "Infectious diseases tracking and sectoral stock market returns: A quantile regression analysis," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101584.
• Aloui, Chaker & Asadov, Alam & Al-kayed, Lama & Hkiri, Besma & Danila, Nevi, 2022, "Impact of the COVID-19 outbreak and its related announcements on the Chinese conventional and Islamic stocks’ connectedness," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101585.
• Pan, Qunxing & Mei, Xiaowen & Gao, Tianqing, 2022, "Modeling dynamic conditional correlations with leverage effects and volatility spillover effects: Evidence from the Chinese and US stock markets affected by the recent trade friction," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101591.
• Curatola, Giuliano, 2022, "Price impact, strategic interaction and portfolio choice," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101594.
• Chen, Qi-an & Hu, Qingyu & Yang, Hu & Qi, Kai, 2022, "A kind of new time-weighted nonnegative lasso index-tracking model and its application," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101603.
• Yang, Tingting & Huang, Xiaoxia, 2022, "Two new mean–variance enhanced index tracking models based on uncertainty theory," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101622.
• Xu, Yuhong, 2022, "Optimal growth under model uncertainty," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2021.101634.
• Song, Lu & Tian, Gengyu & Jiang, Yonghong, 2022, "Connectedness of commodity, exchange rate and categorical economic policy uncertainties — Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2022.101656.
• Wang, Hu & Li, Shouwei & Ma, Yuyin & Jiang, Shuyang, 2022, "Does investor sentiment affect fund crashes? Evidence from Chinese open-end funds," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2022.101662.
• Çelik, İsmail & Sak, Ahmet Furkan & Höl, Arife Özdemir & Vergili, Gizem, 2022, "The dynamic connectedness and hedging opportunities of implied and realized volatility: Evidence from clean energy ETFs," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2022.101670.
• Chang, Meng-Shiuh & Ju, Peijie & Liu, Yilei & Hsueh, Shao-Chieh, 2022, "Determining hedges and safe havens for stocks using interval analysis," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101671.
• Esparcia, Carlos & Jareño, Francisco & Umar, Zaghum, 2022, "Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101677.
• Zhang, Yi & Zhou, Long & Chen, Yajiao & Liu, Fang, 2022, "The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101688.
• Zhang, Tingting & Li, Wenquan & Li, Kaixin & Liu, Zhifeng, 2022, "Only words matter? The effects of cognitive abilities on commercial insurance participation," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101691.
• Sadorsky, Perry, 2022, "Forecasting solar stock prices using tree-based machine learning classification: How important are silver prices?," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101705.
• Song, Jian & Balvers, Ronald J., 2022, "Seasonality and momentum across national equity markets," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101706.