Research classified by Journal of Economic Literature (JEL) codes

2022

• 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.
• 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.
• Ryan, Ellen, 2022, "Are fund managers rewarded for taking cyclical risks?," Working Paper Series, European Central Bank, number 2652, Mar.
• 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.
• Bian, Yuxiang & Xiong, Xiong & Yang, Jinqiang, 2022, "Investor protection, hedge fund leverage and valuation," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101710.
• Yi, Yongsheng & He, Mengxi & Zhang, Yaojie, 2022, "Out-of-sample prediction of Bitcoin realized volatility: Do other cryptocurrencies help?," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101731.
• Switzer, Lorne N. & El Meslmani, Nabil & Zhai, Xinkai, 2022, "IPO performance and the size effect: Evidence for the US and Canada," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101744.
• Yang, Cai & Wang, Xinyi & Gao, Wang, 2022, "Is Bitcoin a better hedging and safe-haven investment than traditional assets against currencies? Evidence from the time-frequency domain approach," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101747.
• Hu, Xiao & Wang, Jiayi & Wu, Banggang, 2022, "Venture capital firms’ lead orientation, network position, and selection of familiar syndicate partners," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101757.
• Li, Shilin & Li, Tongtong & Yang, Jinqiang, 2022, "Optimal consumption and portfolio choices in the stochastic SIS model," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101787.
• Guan, Guohui & Hu, Xiang, 2022, "Equilibrium mean–variance reinsurance and investment strategies for a general insurance company under smooth ambiguity," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101793.
• Xu, Ke & Stewart, Kenneth G. & Cao, Zeyang, 2022, "Fractional cointegration and price discovery in Canadian commodities," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101799.
• Wang, Hailong & Hu, Duni, 2022, "Heterogenous beliefs with sentiments and asset pricing," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101824.
• Kliber, Agata, 2022, "Looking for a safe haven against American stocks during COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101825.
• Sarwar, Ghulam, 2022, "Market risks that change domestic diversification benefits," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101828.
• Vidal-Llana, Xenxo & Guillén, Montserrat, 2022, "Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101835.
• Emmett, Ross B. & Grabowski, Jesse, 2022, "Better lucky than good: The Simon-Ehrlich bet through the lens of financial economics," Ecological Economics, Elsevier, volume 193, issue C, DOI: 10.1016/j.ecolecon.2021.107322.
• Cortez, Maria Céu & Andrade, Nuno & Silva, Florinda, 2022, "The environmental and financial performance of green energy investments: European evidence," Ecological Economics, Elsevier, volume 197, issue C, DOI: 10.1016/j.ecolecon.2022.107427.
• Mbanyele, William & Huang, Hongyun & Li, Yafei & Muchenje, Linda T. & Wang, Fengrong, 2022, "Corporate social responsibility and green innovation: Evidence from mandatory CSR disclosure laws," Economics Letters, Elsevier, volume 212, issue C, DOI: 10.1016/j.econlet.2022.110322.
• Wang, Yuanping & Wang, Dongfang & Hou, Chunxiao, 2022, "Information acquisition and asset allocation with unknown income growth," Economics Letters, Elsevier, volume 213, issue C, DOI: 10.1016/j.econlet.2022.110364.
• Lo Prete, Anna, 2022, "Digital and financial literacy as determinants of digital payments and personal finance," Economics Letters, Elsevier, volume 213, issue C, DOI: 10.1016/j.econlet.2022.110378.
• Boungou, Whelsy & Yatié, Alhonita, 2022, "The impact of the Ukraine–Russia war on world stock market returns," Economics Letters, Elsevier, volume 215, issue C, DOI: 10.1016/j.econlet.2022.110516.
• Anghel, Dan Gabriel, 2022, "No pain, no gain: You should always incorporate trading costs for a bias-free evaluation of trading rule overperformance," Economics Letters, Elsevier, volume 216, issue C, DOI: 10.1016/j.econlet.2022.110584.
• Antonelli, Stefano & Corneli, Flavia & Ferriani, Fabrizio & Gazzani, Andrea, 2022, "Benchmark effects from the inclusion of Chinese A-shares in the MSCI EM index," Economics Letters, Elsevier, volume 216, issue C, DOI: 10.1016/j.econlet.2022.110600.
• Banegas, Ayelen & Rosa, Carlo, 2022, "A look under the hood of momentum funds," Economics Letters, Elsevier, volume 217, issue C, DOI: 10.1016/j.econlet.2022.110654.
• Fernandez-Perez, Adrian & Garel, Alexandre & Indriawan, Ivan, 2022, "In the mood for sustainable funds?," Economics Letters, Elsevier, volume 217, issue C, DOI: 10.1016/j.econlet.2022.110691.
• Lee, Seunghyup, 2022, "Political orientation and compensation for idiosyncratic risk," Economics Letters, Elsevier, volume 218, issue C, DOI: 10.1016/j.econlet.2022.110699.
• Pintér, Gábor, 2022, "The procyclicality of inflation-linked debt," Economics Letters, Elsevier, volume 218, issue C, DOI: 10.1016/j.econlet.2022.110706.
• Huang, Xiaoran & Lin, Juan & Wang, Peng, 2022, "Are institutional investors marching into the crypto market?," Economics Letters, Elsevier, volume 220, issue C, DOI: 10.1016/j.econlet.2022.110856.
• Blasques, Francisco & Koopman, Siem Jan & Nientker, Marc, 2022, "A time-varying parameter model for local explosions," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 65-84, DOI: 10.1016/j.jeconom.2021.05.008.
• Wan, Runqing & Fulop, Andras & Li, Junye, 2022, "Real-time Bayesian learning and bond return predictability," Journal of Econometrics, Elsevier, volume 230, issue 1, pages 114-130, DOI: 10.1016/j.jeconom.2020.04.052.
• Heiss, Florian & Hurd, Michael & van Rooij, Maarten & Rossmann, Tobias & Winter, Joachim, 2022, "Dynamics and heterogeneity of subjective stock market expectations," Journal of Econometrics, Elsevier, volume 231, issue 1, pages 213-231, DOI: 10.1016/j.jeconom.2021.09.010.
• Bellemare, Charles & Kröger, Sabine & Sossou, Kouamé Marius, 2022, "Optimal frequency of portfolio evaluation in a choice experiment with ambiguity and loss aversion," Journal of Econometrics, Elsevier, volume 231, issue 1, pages 248-264, DOI: 10.1016/j.jeconom.2020.11.003.
• Li, Hua & Bai, Zhidong & Wong, Wing-Keung & McAleer, Michael, 2022, "Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization," Econometrics and Statistics, Elsevier, volume 24, issue C, pages 133-150, DOI: 10.1016/j.ecosta.2021.10.005.
• Urbański, Stanisław & Zarzecki, Dariusz, 2022, "The Fama-French model for estimating the cost of equity capital: The impact of real options of investment projects," Economic Systems, Elsevier, volume 46, issue 1, DOI: 10.1016/j.ecosys.2021.100874.
• Ma, Marshall Xiaoyin & Noussair, Charles N. & Renneboog, Luc, 2022, "Colors, Emotions, and the Auction Value of Paintings," European Economic Review, Elsevier, volume 142, issue C, DOI: 10.1016/j.euroecorev.2021.104004.
• Kamma, Thijs & Pelsser, Antoon, 2022, "Near-optimal asset allocation in financial markets with trading constraints," European Journal of Operational Research, Elsevier, volume 297, issue 2, pages 766-781, DOI: 10.1016/j.ejor.2021.06.029.
• Hong, Yi & Jin, Xing, 2022, "Pricing of variance swap rates and investment decisions of variance swaps: Evidence from a three-factor model," European Journal of Operational Research, Elsevier, volume 303, issue 2, pages 975-985, DOI: 10.1016/j.ejor.2022.03.007.
• Ryu, Doojin & Yang, Heejin & Yu, Jinyoung, 2022, "Insider trading and information asymmetry: Evidence from the Korea Exchange," Emerging Markets Review, Elsevier, volume 51, issue PA, DOI: 10.1016/j.ememar.2021.100847.
• Jin, Xiaoye, 2022, "Testing technical trading strategies on China's equity ETFs: A skewness perspective," Emerging Markets Review, Elsevier, volume 51, issue PA, DOI: 10.1016/j.ememar.2021.100864.
• Sonenshine, Ralph & Erickson, Bradley O., 2022, "Institutional determinants of emerging market returns and flows," Emerging Markets Review, Elsevier, volume 51, issue PB, DOI: 10.1016/j.ememar.2022.100888.
• Rubesam, Alexandre, 2022, "Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market," Emerging Markets Review, Elsevier, volume 51, issue PB, DOI: 10.1016/j.ememar.2022.100891.
• Alles Rodrigues, Alexandre & Casalin, Fabrizio, 2022, "Factor investing in Brazil: Diversifying across factor tilts and allocation strategies," Emerging Markets Review, Elsevier, volume 52, issue C, DOI: 10.1016/j.ememar.2022.100906.
• Eraslan, Veysel & Omole, John & Sensoy, Ahmet & Ozdamar, Melisa, 2022, "Other people's money: A comparison of institutional investors," Emerging Markets Review, Elsevier, volume 53, issue C, DOI: 10.1016/j.ememar.2022.100914.
• Ferrat, Yann & Daty, Frédéric & Burlacu, Radu, 2022, "Does a sustainability risk premium exist where it matters the most?," Emerging Markets Review, Elsevier, volume 53, issue C, DOI: 10.1016/j.ememar.2022.100943.
• Hiraki, Kazuhiro & Sun, Chuanping, 2022, "A toolkit for exploiting contemporaneous stock correlations," Journal of Empirical Finance, Elsevier, volume 65, issue C, pages 99-124, DOI: 10.1016/j.jempfin.2021.11.003.
• Dierkes, Maik & Krupski, Jan, 2022, "Isolating momentum crashes," Journal of Empirical Finance, Elsevier, volume 66, issue C, pages 1-22, DOI: 10.1016/j.jempfin.2021.12.001.
• Bui, Dien Giau & Hasan, Iftekhar & Lin, Chih-Yung & Zhai, Rui-Xiang, 2022, "Income, trading, and performance: Evidence from retail investors," Journal of Empirical Finance, Elsevier, volume 66, issue C, pages 176-195, DOI: 10.1016/j.jempfin.2022.01.006.
• Tsang, Kwok Ping & Yang, Zichao, 2022, "Do connections pay off in the bitcoin market?," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 1-18, DOI: 10.1016/j.jempfin.2022.02.001.
• Kim, Jin-Hyuk & Newberry, Peter & Qiu, Calvin, 2022, "The role of information signals in determining crowdfunding outcomes," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 168-181, DOI: 10.1016/j.jempfin.2022.03.006.
• Huang, Jinbo & Li, Yong & Yao, Haixiang, 2022, "Partial moments and indexation investment strategies," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 39-59, DOI: 10.1016/j.jempfin.2022.01.007.
• Qiao, Zhuo & Wang, Yan & Lam, Keith S.K., 2022, "New evidence on Bayesian tests of global factor pricing models," Journal of Empirical Finance, Elsevier, volume 68, issue C, pages 160-172, DOI: 10.1016/j.jempfin.2022.07.002.
• Ma, Tianyi & Li, Baibing & Tee, Kai-Hong, 2022, "Mispricing chasing and hedge fund returns," Journal of Empirical Finance, Elsevier, volume 68, issue C, pages 34-49, DOI: 10.1016/j.jempfin.2022.05.002.
• Yang, Shuwen & Aretz, Kevin & Liu, Hening & Zhang, Yuzhao, 2022, "Consumption risks in option returns," Journal of Empirical Finance, Elsevier, volume 69, issue C, pages 285-302, DOI: 10.1016/j.jempfin.2022.10.001.
• Dayani, Arash & Jannati, Sima, 2022, "Running a mutual fund: Performance and trading behavior of runner managers," Journal of Empirical Finance, Elsevier, volume 69, issue C, pages 43-62, DOI: 10.1016/j.jempfin.2022.07.011.
• Clerides, Sofronis & Krokida, Styliani-Iris & Lambertides, Neophytos & Tsouknidis, Dimitris, 2022, "What matters for consumer sentiment in the euro area? World crude oil price or retail gasoline price?," Energy Economics, Elsevier, volume 105, issue C, DOI: 10.1016/j.eneco.2021.105743.
• Yousaf, Imran & Suleman, Muhammad Tahir & Demirer, Riza, 2022, "Green investments: A luxury good or a financial necessity?," Energy Economics, Elsevier, volume 105, issue C, DOI: 10.1016/j.eneco.2021.105745.
• Naeem, Muhammad Abubakr & Hasan, Mudassar & Arif, Muhammad & Suleman, Muhammad Tahir & Kang, Sang Hoon, 2022, "Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications," Energy Economics, Elsevier, volume 105, issue C, DOI: 10.1016/j.eneco.2021.105758.
• Elsayed, Ahmed H. & Naifar, Nader & Nasreen, Samia & Tiwari, Aviral Kumar, 2022, "Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic," Energy Economics, Elsevier, volume 107, issue C, DOI: 10.1016/j.eneco.2022.105842.
• Shakya, Shishir & Li, Bingxin & Etienne, Xiaoli, 2022, "Shale revolution, oil and gas prices, and drilling activities in the United States," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105877.
• Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Karikari, Nana Kwasi & Hammoudeh, Shawkat, 2022, "Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105891.
• Janda, Karel & Kristoufek, Ladislav & Zhang, Binyi, 2022, "Return and volatility spillovers between Chinese and U.S. clean energy related stocks," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105911.
• Tanin, Tauhidul Islam & Sarker, Ashutosh & Brooks, Robert & Do, Hung Xuan, 2022, "Does oil impact gold during COVID-19 and three other recent crises?," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105938.
• Akyildirim, Erdinc & Cepni, Oguzhan & Molnár, Peter & Uddin, Gazi Salah, 2022, "Connectedness of energy markets around the world during the COVID-19 pandemic," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105900.
• Ren, Boru & Lucey, Brian, 2022, "A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105951.
• Gu, Yan & Ho, Kung-Cheng & Xia, Senmao & Yan, Cheng, 2022, "Do public environmental concerns promote new energy enterprises' development? Evidence from a quasi-natural experiment," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105967.
• Janczura, Joanna & Wójcik, Edyta, 2022, "Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study," Energy Economics, Elsevier, volume 110, issue C, DOI: 10.1016/j.eneco.2022.106015.