Research classified by Journal of Economic Literature (JEL) codes

2022

• Merkoulova, Yulia & Veld, Chris, 2022, "Stock return ignorance," Journal of Financial Economics, Elsevier, volume 144, issue 3, pages 864-884, DOI: 10.1016/j.jfineco.2021.06.016.
• Ermolov, Andrey, 2022, "Time-varying risk of nominal bonds: How important are macroeconomic shocks?," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 1-28, DOI: 10.1016/j.jfineco.2022.04.003.
• Hitzemann, Steffen & Sokolinski, Stanislav & Tai, Mingzhu, 2022, "Paying for beta: Leverage demand and asset management fees," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 105-128, DOI: 10.1016/j.jfineco.2022.04.002.
• Chabi-Yo, Fousseni & Huggenberger, Markus & Weigert, Florian, 2022, "Multivariate crash risk," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 129-153, DOI: 10.1016/j.jfineco.2021.07.016.
• Kostopoulos, Dimitrios & Meyer, Steffen & Uhr, Charline, 2022, "Ambiguity about volatility and investor behavior," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 277-296, DOI: 10.1016/j.jfineco.2021.07.004.
• Duong, Huu Nhan & Goyal, Abhinav & Kallinterakis, Vasileios & Veeraraghavan, Madhu, 2022, "Democracy and the pricing of initial public offerings around the world," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 322-341, DOI: 10.1016/j.jfineco.2021.07.010.
• Liu, Hong & Tang, Xiaoxiao & Zhou, Guofu, 2022, "Recovering the FOMC risk premium," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 45-68, DOI: 10.1016/j.jfineco.2022.04.005.
• Haddad, Valentin & Ho, Paul & Loualiche, Erik, 2022, "Bubbles and the value of innovation," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 69-84, DOI: 10.1016/j.jfineco.2022.04.006.
• Badarinza, Cristian & Ramadorai, Tarun & Shimizu, Chihiro, 2022, "Gravity, counterparties, and foreign investment," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 132-152, DOI: 10.1016/j.jfineco.2021.09.011.
• Bai, John Jianqiu & Tang, Yuehua & Wan, Chi & Yüksel, H. Zafer, 2022, "Fund manager skill in an era of globalization: Offshore concentration and fund performance," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 18-40, DOI: 10.1016/j.jfineco.2021.07.012.
• Choi, Jaewon & Kronlund, Mathias & Oh, Ji Yeol Jimmy, 2022, "Sitting bucks: Stale pricing in fixed income funds," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 296-317, DOI: 10.1016/j.jfineco.2021.08.013.
• Santos, Tano & Veronesi, Pietro, 2022, "Leverage," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 362-386, DOI: 10.1016/j.jfineco.2021.09.001.
• Chen, Yong & Da, Zhi & Huang, Dayong, 2022, "Short selling efficiency," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 387-408, DOI: 10.1016/j.jfineco.2021.08.006.
• Chen, Hailiang & Hwang, Byoung-Hyoun, 2022, "Listening in on investors’ thoughts and conversations," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 426-444, DOI: 10.1016/j.jfineco.2021.09.004.
• Smith, Simon C. & Timmermann, Allan, 2022, "Have risk premia vanished?," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 553-576, DOI: 10.1016/j.jfineco.2021.08.019.
• Avramov, Doron & Cheng, Si & Lioui, Abraham & Tarelli, Andrea, 2022, "Sustainable investing with ESG rating uncertainty," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 642-664, DOI: 10.1016/j.jfineco.2021.09.009.
• Boudoukh, Jacob & Israel, Ronen & Richardson, Matthew, 2022, "Biases in long-horizon predictive regressions," Journal of Financial Economics, Elsevier, volume 145, issue 3, pages 937-969, DOI: 10.1016/j.jfineco.2021.09.013.
• Bender, Svetlana & Choi, James J. & Dyson, Danielle & Robertson, Adriana Z., 2022, "Millionaires speak: What drives their personal investment decisions?," Journal of Financial Economics, Elsevier, volume 146, issue 1, pages 305-330, DOI: 10.1016/j.jfineco.2021.09.016.
• Reichenbacher, Michael & Schuster, Philipp, 2022, "Size-adapted bond liquidity measures and their asset pricing implications," Journal of Financial Economics, Elsevier, volume 146, issue 2, pages 425-443, DOI: 10.1016/j.jfineco.2022.07.010.
• Eaton, Gregory W. & Green, T. Clifton & Roseman, Brian S. & Wu, Yanbin, 2022, "Retail trader sophistication and stock market quality: Evidence from brokerage outages," Journal of Financial Economics, Elsevier, volume 146, issue 2, pages 502-528, DOI: 10.1016/j.jfineco.2022.08.002.
• Gormley, Todd A. & Kaplan, Zachary & Verma, Aadhaar, 2022, "More informative disclosures, less informative prices? Portfolio and price formation around quarter-ends," Journal of Financial Economics, Elsevier, volume 146, issue 2, pages 665-688, DOI: 10.1016/j.jfineco.2021.10.004.
• Cakici, Nusret & Zaremba, Adam, 2022, "Salience theory and the cross-section of stock returns: International and further evidence," Journal of Financial Economics, Elsevier, volume 146, issue 2, pages 689-725, DOI: 10.1016/j.jfineco.2021.10.010.
• Kruttli, Mathias S. & Monin, Phillip J. & Watugala, Sumudu W., 2022, "The life of the counterparty: Shock propagation in hedge fund-prime broker credit networks," Journal of Financial Economics, Elsevier, volume 146, issue 3, pages 965-988, DOI: 10.1016/j.jfineco.2022.02.002.
• Beggs, William, 2022, "The company you keep: Investment adviser clientele and mutual fund performance✰," Journal of Financial Intermediation, Elsevier, volume 50, issue C, DOI: 10.1016/j.jfi.2021.100947.
• Sotes-Paladino, Juan & Zapatero, Fernando, 2022, "Carrot and stick: A role for benchmark-adjusted compensation in active fund management," Journal of Financial Intermediation, Elsevier, volume 52, issue C, DOI: 10.1016/j.jfi.2022.100981.
• Yang, Ruoke, 2022, "What do we learn from ratings about corporate social responsibility? New evidence of uninformative ratings," Journal of Financial Intermediation, Elsevier, volume 52, issue C, DOI: 10.1016/j.jfi.2022.100994.
• Huber, Stefanie J. & Schmidt, Tobias, 2022, "Nevertheless, they persist: Cross-country differences in homeownership behavior," Journal of Housing Economics, Elsevier, volume 55, issue C, DOI: 10.1016/j.jhe.2021.101804.
• Huizinga, Harry & Todtenhaupt, Maximilian & Voget, Johannes & Wagner, Wolf, 2022, "Taxation and the external wealth of nations: Evidence from bilateral portfolio holdings," Journal of International Money and Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jimonfin.2021.102548.
• Degiannakis, Stavros & Filis, George, 2022, "Oil price volatility forecasts: What do investors need to know?," Journal of International Money and Finance, Elsevier, volume 123, issue C, DOI: 10.1016/j.jimonfin.2021.102594.
• Gong, Yuting & Ma, Chao & Chen, Qiang, 2022, "Exchange rate dependence and economic fundamentals: A Copula-MIDAS approach," Journal of International Money and Finance, Elsevier, volume 123, issue C, DOI: 10.1016/j.jimonfin.2021.102597.
• Wallmeier, Martin & Iseli, Christoph, 2022, "Home bias and expected returns: A structural approach," Journal of International Money and Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jimonfin.2022.102634.
• Gao, Xiang & Hu, Yichuan & Wang, Huanhuan & Wang, Xiaohu, 2022, "Brexit and global equity fund capital reallocation," Journal of International Money and Finance, Elsevier, volume 125, issue C, DOI: 10.1016/j.jimonfin.2022.102639.
• Ciccone, Julien & Marchiori, Luca & Morhs, Romuald, 2022, "The flow-performance relationship of global investment funds," Journal of International Money and Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jimonfin.2022.102690.
• Hematizadeh, Roksana & Tajaddini, Reza & Hallahan, Terrence, 2022, "Dynamic asset allocation strategy using a state-dependent Markov model: Applications to international equity markets," Journal of International Money and Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jimonfin.2022.102705.
• Hollstein, Fabian, 2022, "The world of anomalies: Smaller than we think?," Journal of International Money and Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jimonfin.2022.102741.
• Sekita, Shizuka & Kakkar, Vikas & Ogaki, Masao, 2022, "Wealth, Financial Literacy and Behavioral Biases in Japan: the Effects of Various Types of Financial Literacy," Journal of the Japanese and International Economies, Elsevier, volume 64, issue C, DOI: 10.1016/j.jjie.2021.101190.
• Lavanchy, Maude & Reichert, Patrick & Joshi, Amit, 2022, "Blood in the water: An abductive approach to startup valuation on ABC's Shark Tank," Journal of Business Venturing Insights, Elsevier, volume 17, issue C, DOI: 10.1016/j.jbvi.2022.e00305.
• Rubbaniy, Ghulame & Khalid, Ali Awais & Syriopoulos, Konstantinos & Samitas, Aristeidis, 2022, "Safe-haven properties of soft commodities during times of Covid-19," Journal of Commodity Markets, Elsevier, volume 27, issue C, DOI: 10.1016/j.jcomm.2021.100223.
• Rad, Hossein & Low, Rand Kwong Yew & Miffre, Joëlle & Faff, Robert, 2022, "The strategic allocation to style-integrated portfolios of commodity futures," Journal of Commodity Markets, Elsevier, volume 28, issue C, DOI: 10.1016/j.jcomm.2022.100259.
• López, Fernando & Rosas, Guillermo, 2022, "COVID-19 and attitudes towards early withdrawal of pension funds: The role of trust and political ideology," The Journal of the Economics of Ageing, Elsevier, volume 23, issue C, DOI: 10.1016/j.jeoa.2022.100420.
• Shah, Adil Ahmad & Dar, Arif Billah, 2022, "Asymmetric, time and frequency-based spillover transmission in financial and commodity markets," The Journal of Economic Asymmetries, Elsevier, volume 25, issue C, DOI: 10.1016/j.jeca.2022.e00241.
• Arfaoui, Mongi & Chkili, Walid & Ben Rejeb, Aymen, 2022, "Asymmetric and dynamic links in GCC Sukuk-stocks: Implications for portfolio management before and during the COVID-19 pandemic," The Journal of Economic Asymmetries, Elsevier, volume 25, issue C, DOI: 10.1016/j.jeca.2022.e00244.
• Huynh, Japan & Dang, Van Dan, 2022, "Exploring the asymmetric effects of loan portfolio diversification on bank profitability," The Journal of Economic Asymmetries, Elsevier, volume 26, issue C, DOI: 10.1016/j.jeca.2022.e00250.
• Bossman, Ahmed & Umar, Zaghum & Teplova, Tamara, 2022, "Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis," The Journal of Economic Asymmetries, Elsevier, volume 26, issue C, DOI: 10.1016/j.jeca.2022.e00257.
• Tsagkanos, Athanasios & Argyropoulou, Despoina & Androulakis, Georgios, 2022, "Asymmetric economic effects via the dependence structure of green bonds and financial stress index," The Journal of Economic Asymmetries, Elsevier, volume 26, issue C, DOI: 10.1016/j.jeca.2022.e00264.
• Azimova, Tarana, 2022, "Modelling volatility transmission in regional Asian stock markets," The Journal of Economic Asymmetries, Elsevier, volume 26, issue C, DOI: 10.1016/j.jeca.2022.e00274.
• Kerstens, Kristiaan & Mazza, Paolo & Ren, Tiantian & Van de Woestyne, Ignace, 2022, "Multi-Time and Multi-Moment Nonparametric Frontier-Based Fund Rating: Proposal and Buy-and-Hold Backtesting Strategy," Omega, Elsevier, volume 113, issue C, DOI: 10.1016/j.omega.2022.102718.
• Abuzayed, Bana & Al-Fayoumi, Nedal & Bouri, Elie, 2022, "Hedging UK stock portfolios with gold and oil: The impact of Brexit," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102434.
• Zeinedini, Sh & Karimi, M. Sh & Khanzadi, A., 2022, "Impact of global oil and gold prices on the Iran stock market returns during the Covid-19 pandemic using the quantile regression approach," Resources Policy, Elsevier, volume 76, issue C, DOI: 10.1016/j.resourpol.2022.102602.
• Qadan, Mahmoud & Idilbi, Yasmeen, 2022, "Presidential honeymoons, political cycles and the commodity market," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102631.
• Văn, Lê & Bảo, Nguyễn Khắc Quốc, 2022, "The relationship between global stock and precious metals under Covid-19 and happiness perspectives," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102634.
• Azimli, Asil, 2022, "Degree and structure of return dependence among commodities, energy stocks and international equity markets during the post-COVID-19 period," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102679.
• Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Yaya, OlaOluwa S. & Al-Faryan, Mamdouh Abdulaziz Saleh, 2022, "Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102728.
• Sephton, Peter S., 2022, "Revisiting the inflation-hedging properties of precious metals in Africa," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102735.
• Li, Dongxin & Hong, Yanran & Wang, Lu & Xu, Pengfei & Pan, Zhigang, 2022, "Extreme risk transmission among bitcoin and crude oil markets," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102761.
• Naeem, Muhammad Abubakr & Agyemang, Abraham & Hasan Chowdhury, Md Iftekhar & Hasan, Mudassar & Shahzad, Syed Jawad Hussain, 2022, "Precious metals as hedge and safe haven for African stock markets," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102781.
• Umar, Muhammad & Ji, Xiangfeng & Mirza, Nawazish & Li, Haiping, 2022, "Crypto swings and the performance of carbon-intensive equity funds in China," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102786.
• Lazzarino, Marco & Berrill, Jenny & Šević, Aleksandar, 2022, "The importance of distinguishing between precious and industrial metals when investing in mining stocks," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102802.
• Shahzad, Umer & Jena, Sangram Keshari & Tiwari, Aviral Kumar & Doğan, Buhari & Magazzino, Cosimo, 2022, "Time-frequency analysis between Bloomberg Commodity Index (BCOM) and WTI crude oil prices," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102823.
• Umar, Muhammad & Riaz, Yasir & Yousaf, Imran, 2022, "Impact of Russian-Ukraine war on clean energy, conventional energy, and metal markets: Evidence from event study approach," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.102966.
• Liu, Xiaoxing & Shehzad, Khurram & Kocak, Emrah & Zaman, Umer, 2022, "Dynamic correlations and portfolio implications across stock and commodity markets before and during the COVID-19 era: A key role of gold," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.102985.
• Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Kenku, Oluwademilade T. & Al-Faryan, Mamdouh Abdulaziz Saleh, 2022, "Comparative response of global energy firm stocks to uncertainties from the crude oil market, stock market, and economic policy," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103004.
• Liu, Guangqiang & Zeng, Qing & Lei, Juan, 2022, "Dynamic risks from climate policy uncertainty: A case study for the natural gas market," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103014.
• Chhabra, Damini & Gupta, Mohit, 2022, "Calendar anomalies in commodity markets for natural resources: Evidence from India," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103019.
• Naeem, Muhammad Abubakr & Peng, Zhe & Bouri, Elie & Hussain Shahzad, Syed Jawad & Karim, Sitara, 2022, "Examining the asymmetries between equity and commodity ETFs during COVID-19," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103048.
• Cevik, Emrah Ismail & Gunay, Samet & Zafar, Muhammad Wasif & Destek, Mehmet Akif & Bugan, Mehmet Fatih & Tuna, Fatih, 2022, "The impact of digital finance on the natural resource market: Evidence from DeFi, oil, and gold," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103081.
• Song, Yixuan & He, Mengxi & Wang, Yudong & Zhang, Yaojie, 2022, "Forecasting crude oil market volatility: A newspaper-based predictor regarding petroleum market volatility," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103093.
• An, Li & Lou, Dong & Shi, Donghui, 2022, "Wealth redistribution in bubbles and crashes," Journal of Monetary Economics, Elsevier, volume 126, issue C, pages 134-153, DOI: 10.1016/j.jmoneco.2022.01.001.
• Kozak, Serhiy, 2022, "Dynamics of bond and stock returns," Journal of Monetary Economics, Elsevier, volume 126, issue C, pages 188-209, DOI: 10.1016/j.jmoneco.2021.12.004.
• Burger, John D. & Warnock, Francis E. & Warnock, Veronica Cacdac, 2022, "A natural level of capital flows," Journal of Monetary Economics, Elsevier, volume 130, issue C, pages 1-16, DOI: 10.1016/j.jmoneco.2022.05.009.
• Killins, Robert N. & Ngo, Thanh & Wang, Hongxia, 2022, "Politics and equity markets: Evidence from Canada," Journal of Multinational Financial Management, Elsevier, volume 63, issue C, DOI: 10.1016/j.mulfin.2021.100726.
• Karolyi, G. Andrew & Wu, Ying, 2022, "Understanding the pricing of currency risk in global equity markets," Journal of Multinational Financial Management, Elsevier, volume 63, issue C, DOI: 10.1016/j.mulfin.2021.100727.
• Tang, Tao & Wang, Yanchen, 2022, "Liquidity Shocks, Price Volatilities, and Risk-managed Strategy: Evidence from Bitcoin and Beyond," Journal of Multinational Financial Management, Elsevier, volume 64, issue C, DOI: 10.1016/j.mulfin.2022.100729.
• Alda, Mercedes & Muñoz, Fernando & Vargas, María, 2022, "Product differentiation in the socially responsible mutual fund industry," Journal of Multinational Financial Management, Elsevier, volume 64, issue C, DOI: 10.1016/j.mulfin.2022.100730.
• Al Ayoubi, Khalil & Enjolras, Geoffroy, 2022, "Does disinvestment from fossil fuels reduce the financial performance of responsible sovereign wealth funds?," Journal of Multinational Financial Management, Elsevier, volume 64, issue C, DOI: 10.1016/j.mulfin.2022.100731.
• Xie, Lingmin & Chen, Zhian & Li, Donghui & Tan, Hongping, 2022, "Foreign analysts and managerial investment learning from stock markets," Journal of Multinational Financial Management, Elsevier, volume 64, issue C, DOI: 10.1016/j.mulfin.2022.100733.
• Giofré, Maela, 2022, "Foreign investment in times of COVID-19: How strong is the flight to advanced economies?," Journal of Multinational Financial Management, Elsevier, volume 64, issue C, DOI: 10.1016/j.mulfin.2022.100735.
• Escobar-Anel, Marcos & Gollart, Maximilian & Zagst, Rudi, 2022, "Closed-form portfolio optimization under GARCH models," Operations Research Perspectives, Elsevier, volume 9, issue C, DOI: 10.1016/j.orp.2021.100216.
• Chi, Yung-Ling, 2022, "Owners’ portfolio diversification and internal capital allocation," Pacific-Basin Finance Journal, Elsevier, volume 71, issue C, DOI: 10.1016/j.pacfin.2021.101676.
• Jurdi, Doureige J., 2022, "Predicting the Australian equity risk premium," Pacific-Basin Finance Journal, Elsevier, volume 71, issue C, DOI: 10.1016/j.pacfin.2021.101683.
• Huang, Yin-Siang & Chiu, Junmao & Lin, Chih-Yung & Robin,, 2022, "The effect of Chinese lunar calendar on individual investors' trading," Pacific-Basin Finance Journal, Elsevier, volume 71, issue C, DOI: 10.1016/j.pacfin.2021.101694.
• Sun, Kaisi & Wang, Hui & Zhu, Yifeng, 2022, "How is the change in left-tail risk priced in China?," Pacific-Basin Finance Journal, Elsevier, volume 71, issue C, DOI: 10.1016/j.pacfin.2021.101703.
• Yousaf, Imran & Yarovaya, Larisa, 2022, "Spillovers between the Islamic gold-backed cryptocurrencies and equity markets during the COVID-19: A sectorial analysis," Pacific-Basin Finance Journal, Elsevier, volume 71, issue C, DOI: 10.1016/j.pacfin.2021.101705.
• Shi, Yujie, 2022, "What influences stock market co-movements between China and its Asia-Pacific trading partners after the Global Financial Crisis?," Pacific-Basin Finance Journal, Elsevier, volume 72, issue C, DOI: 10.1016/j.pacfin.2022.101722.
• Jo, Hoje & Kim, Hee-Eun & Sim, Myounghwa, 2022, "Environmental preference, air pollution, and fund flows in China," Pacific-Basin Finance Journal, Elsevier, volume 72, issue C, DOI: 10.1016/j.pacfin.2022.101723.
• Balli, Faruk & Billah, Mabruk & Balli, Hatice Ozer & De Bruin, Anne, 2022, "Spillovers between Sukuks and Shariah-compliant equity markets," Pacific-Basin Finance Journal, Elsevier, volume 72, issue C, DOI: 10.1016/j.pacfin.2022.101725.
• Chung, Chune Young & Kim, Hyeik & Wang, Kainan, 2022, "Do domestic or foreign institutional investors matter? The case of firm information asymmetry in Korea," Pacific-Basin Finance Journal, Elsevier, volume 72, issue C, DOI: 10.1016/j.pacfin.2022.101727.
• Lin, Chaonan & Ko, Kuan-Cheng & Yang, Nien-Tzu, 2022, "Does the momentum gap explain momentum in Taiwan?," Pacific-Basin Finance Journal, Elsevier, volume 72, issue C, DOI: 10.1016/j.pacfin.2022.101732.
• Kong, Xiaoran & Zhang, Xueying & Yan, Cheng & Ho, Kung-Cheng, 2022, "China's historical imperial examination system and corporate social responsibility," Pacific-Basin Finance Journal, Elsevier, volume 72, issue C, DOI: 10.1016/j.pacfin.2022.101734.
• Coulton, Jeffrey J. & Saune, Naibuka & Taylor, Stephen L., 2022, "Are analysts' cash flow forecasts associated with improved earnings quality? Australian evidence," Pacific-Basin Finance Journal, Elsevier, volume 73, issue C, DOI: 10.1016/j.pacfin.2022.101758.
• Yu, Bin & Shen, Yifan & Jin, Xuejun & Xu, Qi, 2022, "Does prospect theory explain mutual fund performance? Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 73, issue C, DOI: 10.1016/j.pacfin.2022.101766.
• Hassan, M. Kabir & Kamran, Muhammad & Djajadikerta, Hadrian Geri & Choudhury, Tonmoy, 2022, "Search for safe havens and resilience to global financial volatility: Response of GCC equity indexes to GFC and Covid-19," Pacific-Basin Finance Journal, Elsevier, volume 73, issue C, DOI: 10.1016/j.pacfin.2022.101768.
• Pham, Son Duy & Nguyen, Thao Thac Thanh & Do, Hung Xuan, 2022, "Effect of futures trading on the liquidity of underlying stocks: Evidence from Vietnam," Pacific-Basin Finance Journal, Elsevier, volume 73, issue C, DOI: 10.1016/j.pacfin.2022.101772.
• Huang, Jing-Zhi & Ni, Jun & Xu, Li, 2022, "Leverage effect in cryptocurrency markets," Pacific-Basin Finance Journal, Elsevier, volume 73, issue C, DOI: 10.1016/j.pacfin.2022.101773.
• Ali, Sara & Badshah, Ihsan & Demirer, Riza & Hegde, Prasad, 2022, "Economic policy uncertainty and institutional investment returns: The case of New Zealand," Pacific-Basin Finance Journal, Elsevier, volume 74, issue C, DOI: 10.1016/j.pacfin.2022.101797.
• Butt, Adam & Khemka, Gaurav & Warren, Geoffrey J., 2022, "Heterogeneity in optimal investment and drawdown strategies in retirement," Pacific-Basin Finance Journal, Elsevier, volume 74, issue C, DOI: 10.1016/j.pacfin.2022.101798.
• Simkus, Matthew & Truong, Helen & Hoang, Khoa & Huang, Ronghong, 2022, "Economic uncertainty and cross section of stock returns: Australian evidence," Pacific-Basin Finance Journal, Elsevier, volume 74, issue C, DOI: 10.1016/j.pacfin.2022.101808.
• Hanif, Waqas & Areola Hernandez, Jose & Troster, Victor & Kang, Sang Hoon & Yoon, Seong-Min, 2022, "Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets," Pacific-Basin Finance Journal, Elsevier, volume 74, issue C, DOI: 10.1016/j.pacfin.2022.101822.
• Jiang, Fuxiu & Shen, Yanyan & Cai, Xinni, 2022, "Can multiple blockholders restrain corporate financialization?," Pacific-Basin Finance Journal, Elsevier, volume 75, issue C, DOI: 10.1016/j.pacfin.2022.101827.
• Wu, Kun & Li, Yanhong & Cai, Xianjun & Yin, Junming, 2022, "Cognitive ability and household portfolio diversification: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 75, issue C, DOI: 10.1016/j.pacfin.2022.101840.
• Wu, Kai & Liu, Jiming, 2022, "Purifying political ecology: How anti-corruption campaign affects capital structure decisions?," Pacific-Basin Finance Journal, Elsevier, volume 75, issue C, DOI: 10.1016/j.pacfin.2022.101845.
• Dong, Dayong & Yang, Mo & Yang, Gaoju & Chen, Chang-Chih & Zhang, Xinyi, 2022, "Talk less and do more: Expected strategic adjustments vs. actual changes in the Chinese firms," Pacific-Basin Finance Journal, Elsevier, volume 75, issue C, DOI: 10.1016/j.pacfin.2022.101848.
• Iwanaga, Yasuhiro & Hirose, Takehide, 2022, "Liquidity shock and stock returns in the Japanese equity market," Pacific-Basin Finance Journal, Elsevier, volume 75, issue C, DOI: 10.1016/j.pacfin.2022.101849.
• Bi, Jia & Gui, Pingshu & Zhu, Yifeng, 2022, "Large transactions and the MAX effect: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 75, issue C, DOI: 10.1016/j.pacfin.2022.101852.
• Su, Zhi & Lyu, Tongtong & Yin, Libo, 2022, "China's illiquidity premium: Due to risk-taking or mispricing?," Pacific-Basin Finance Journal, Elsevier, volume 76, issue C, DOI: 10.1016/j.pacfin.2022.101861.
• Bui, Quynh & Ślepaczuk, Robert, 2022, "Applying Hurst Exponent in pair trading strategies on Nasdaq 100 index," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 592, issue C, DOI: 10.1016/j.physa.2021.126784.
• DeLisle, R. Jared & Diavatopoulos, Dean & Fodor, Andy & Kassa, Haimanot, 2022, "Variation in option implied volatility spread and future stock returns," The Quarterly Review of Economics and Finance, Elsevier, volume 83, issue C, pages 152-160, DOI: 10.1016/j.qref.2021.12.004.
• Akhigbe, Aigbe & Martin, Anna D. & Newman, Melinda & de Souza, Andre, 2022, "Russell index reconstitutions and short interest," The Quarterly Review of Economics and Finance, Elsevier, volume 84, issue C, pages 577-588, DOI: 10.1016/j.qref.2020.10.009.
• Hübel, Benjamin, 2022, "Do markets value ESG risks in sovereign credit curves?," The Quarterly Review of Economics and Finance, Elsevier, volume 85, issue C, pages 134-148, DOI: 10.1016/j.qref.2020.11.003.
• Shahzad, Syed Jawad Hussain & Balli, Faruk & Naeem, Muhammad Abubakr & Hasan, Mudassar & Arif, Muhammad, 2022, "Do conventional currencies hedge cryptocurrencies?," The Quarterly Review of Economics and Finance, Elsevier, volume 85, issue C, pages 223-228, DOI: 10.1016/j.qref.2021.01.008.
• Chibane, Messaoud & Gabriel, Amadeus & Giménez Roche, Gabriel A., 2022, "Credit booms and crisis-emergent asset comovement: The problem of latent correlation," The Quarterly Review of Economics and Finance, Elsevier, volume 85, issue C, pages 270-279, DOI: 10.1016/j.qref.2022.03.009.
• Stadtmüller, Immo & Auer, Benjamin R. & Schuhmacher, Frank, 2022, "On the benefits of active stock selection strategies for diversified investors," The Quarterly Review of Economics and Finance, Elsevier, volume 85, issue C, pages 342-354, DOI: 10.1016/j.qref.2022.04.006.
• Hasnie, Syed Sharjeel Ahmad & Collazzo, Pablo & Hassan, M. Kabir, 2022, "Risk assessment of equity-based conventional and islamic stock portfolios," The Quarterly Review of Economics and Finance, Elsevier, volume 85, issue C, pages 363-378, DOI: 10.1016/j.qref.2022.04.010.
• Hellström, Jörgen & Stålnacke, Oscar & Olsson, Rickard, 2022, "Individuals’ financial risk-taking and peer influence," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 1-17, DOI: 10.1016/j.qref.2022.05.001.
• Dibooglu, Sel & Cevik, Emrah I. & Gillman, Max, 2022, "Gold, silver, and the US dollar as harbingers of financial calm and distress," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 200-210, DOI: 10.1016/j.qref.2022.07.003.
• Haffar, Adlane & Le Fur, Éric, 2022, "Time-varying dependence of Bitcoin," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 211-220, DOI: 10.1016/j.qref.2022.07.008.
• Hasan, Md. Tanvir, 2022, "The sum of all SCARES COVID-19 sentiment and asset return," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 332-346, DOI: 10.1016/j.qref.2022.08.005.
• Fasanya, Ismail O. & Oyewole, Oluwatomisin J. & Oliyide, Johnson A., 2022, "Investors' sentiments and the dynamic connectedness between cryptocurrency and precious metals markets," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 347-364, DOI: 10.1016/j.qref.2022.08.009.
• Lahav, Yaron & Benzion, Uri, 2022, "What happens to investment choices when interest rates change? An experimental study," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 471-481, DOI: 10.1016/j.qref.2022.09.002.
• Hong, Yanran & Wang, Lu & Ye, Xiaoqing & Zhang, Yaojie, 2022, "Dynamic asymmetric impact of equity market uncertainty on energy markets: A time-varying causality analysis," Renewable Energy, Elsevier, volume 196, issue C, pages 535-546, DOI: 10.1016/j.renene.2022.07.027.
• Yu, Jing-Rung & Chiou, W. Paul & Hung, Cing-Hung & Dong, Wen-Kuei & Chang, Yi-Hsuan, 2022, "Dynamic rebalancing portfolio models with analyses of investor sentiment," International Review of Economics & Finance, Elsevier, volume 77, issue C, pages 1-13, DOI: 10.1016/j.iref.2021.09.003.
• Liu, Hao & Zhang, Hao & Gao, Ya-Chun & Chen, Xu-Dong, 2022, "Firm age and beta: Evidence from China," International Review of Economics & Finance, Elsevier, volume 77, issue C, pages 244-261, DOI: 10.1016/j.iref.2021.10.006.
• Mirza, Nawazish & Abbas Rizvi, Syed Kumail & Saba, Irum & Naqvi, Bushra & Yarovaya, Larisa, 2022, "The resilience of Islamic equity funds during COVID-19: Evidence from risk adjusted performance, investment styles and volatility timing," International Review of Economics & Finance, Elsevier, volume 77, issue C, pages 276-295, DOI: 10.1016/j.iref.2021.09.019.
• Jin, Ming & Liu, Jinshan & Chen, Zhongfei, 2022, "Impacts of social trust on corporate leverage: Evidence from China," International Review of Economics & Finance, Elsevier, volume 77, issue C, pages 505-521, DOI: 10.1016/j.iref.2021.10.018.
• Huang, Tao & Zhang, Xueyong, 2022, "Industry-level media tone and the cross-section of stock returns," International Review of Economics & Finance, Elsevier, volume 77, issue C, pages 59-77, DOI: 10.1016/j.iref.2021.09.002.
• Aikins Abakah, Emmanuel Joel & Gil-Alana, Luis A. & Arthur, Emmanuel Kwesi & Tiwari, Aviral Kumar, 2022, "Measuring volatility persistence in leveraged loan markets in the presence of structural breaks," International Review of Economics & Finance, Elsevier, volume 78, issue C, pages 141-152, DOI: 10.1016/j.iref.2021.11.016.
• Goh, Jihoon & Jeong, Giho & Kang, Jangkoo, 2022, "The reference dependency of short-term reversal," International Review of Economics & Finance, Elsevier, volume 78, issue C, pages 195-211, DOI: 10.1016/j.iref.2021.11.008.
• Cook, Douglas O. & Zhang, Weiwei, 2022, "CEO option incentives and corporate share repurchases," International Review of Economics & Finance, Elsevier, volume 78, issue C, pages 355-376, DOI: 10.1016/j.iref.2021.12.002.
• Samitas, Aristeidis & Papathanasiou, Spyros & Koutsokostas, Drosos & Kampouris, Elias, 2022, "Volatility spillovers between fine wine and major global markets during COVID-19: A portfolio hedging strategy for investors," International Review of Economics & Finance, Elsevier, volume 78, issue C, pages 629-642, DOI: 10.1016/j.iref.2022.01.009.
• Thomas, Nisha Mary & Kashiramka, Smita & Yadav, Surendra Singh & Paul, Justin, 2022, "Role of emerging markets vis-à-vis frontier markets in improving portfolio diversification benefits," International Review of Economics & Finance, Elsevier, volume 78, issue C, pages 95-121, DOI: 10.1016/j.iref.2021.11.012.
• Wang, Qingxia & Faff, Robert & Zhu, Min, 2022, "Realized moments and the cross-sectional stock returns around earnings announcements," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 408-427, DOI: 10.1016/j.iref.2022.02.036.
• Xiong, Haifang & Yang, Gaofei & Wang, Zhiqiang, 2022, "Factor portfolio and target volatility management: An analysis of portfolio performance in the U.S. and China," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 493-517, DOI: 10.1016/j.iref.2022.02.011.
• Tang, Huoqing & Zhang, Chengsi & Zhou, Hong, 2022, "Monetary policy surprises and investment of non-listed real sector firms in China," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 631-642, DOI: 10.1016/j.iref.2022.02.010.
• Tan, Yuanyue & Wang, Zhiqiang & Xiong, Haifang & Liu, Yue, 2022, "Fundamental momentum and enhanced fundamental momentum: Evidence from the Chinese stock market," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 680-693, DOI: 10.1016/j.iref.2022.02.012.
• Díaz, Antonio & Escribano, Ana, 2022, "Liquidity dimensions in the U.S. corporate bond market," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 1163-1179, DOI: 10.1016/j.iref.2022.04.008.
• Li, Rui & Li, Chenchen & Yuan, Jinjian, 2022, "Short-sale constraints and cross-predictability: Evidence from Chinese market," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 166-176, DOI: 10.1016/j.iref.2022.02.038.
• Yang, Tingting & Huang, Xiaoxia, 2022, "Active or passive portfolio: A tracking error analysis under uncertainty theory," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 309-326, DOI: 10.1016/j.iref.2022.02.043.
• Wu, Chunying & Xiong, Xiong & Gao, Ya, 2022, "The role of different information sources in information spread: Evidence from three media channels in China," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 327-341, DOI: 10.1016/j.iref.2022.02.072.
• Sant’Anna, Leonardo Riegel & Righi, Marcelo Brutti & Müller, Fernanda Maria & Guedes, Pablo Cristini, 2022, "Risk measure index tracking model," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 361-383, DOI: 10.1016/j.iref.2022.02.032.
• De Nard, Gianluca & Zhao, Zhao, 2022, "A large-dimensional test for cross-sectional anomalies:Efficient sorting revisited," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 654-676, DOI: 10.1016/j.iref.2022.02.049.
• Su, Yuandong & Liang, Chao & Zhang, Li & Zeng, Qing, 2022, "Uncover the response of the U.S grain commodity market on El Niño–Southern Oscillation," International Review of Economics & Finance, Elsevier, volume 81, issue C, pages 98-112, DOI: 10.1016/j.iref.2022.05.003.
• Apostolakis, George N. & Floros, Christos & Giannellis, Nikolaos, 2022, "On bank return and volatility spillovers: Identifying transmitters and receivers during crisis periods," International Review of Economics & Finance, Elsevier, volume 82, issue C, pages 156-176, DOI: 10.1016/j.iref.2022.06.009.
• Qadan, Mahmoud & Jacob, Maram, 2022, "The value premium and investors' appetite for risk," International Review of Economics & Finance, Elsevier, volume 82, issue C, pages 194-219, DOI: 10.1016/j.iref.2022.06.014.
• Chollete, Lorán & Jaffee, Dwight & Mamun, Khawaja A., 2022, "Policy suggestions from a simple framework with extreme outcomes," International Review of Economics & Finance, Elsevier, volume 82, issue C, pages 374-398, DOI: 10.1016/j.iref.2022.06.016.
• Otero-González, Luis & Leite, Paulo & Durán-Santomil, Pablo & Domingues, Renato, 2022, "Morningstar Star ratings and the performance, risk and flows of European bond mutual funds," International Review of Economics & Finance, Elsevier, volume 82, issue C, pages 479-496, DOI: 10.1016/j.iref.2022.07.003.
• Corzo Santamaría, Teresa & Martin-Bujack, Karin & Portela, Jose & Sáenz-Diez, Rocio, 2022, "Early market efficiency testing among hydrogen players," International Review of Economics & Finance, Elsevier, volume 82, issue C, pages 723-742, DOI: 10.1016/j.iref.2022.08.011.
• Abdessamad Ouchen, 2022, "Is the ESG portfolio less turbulent than a market benchmark portfolio?," Risk Management, Palgrave Macmillan, volume 24, issue 1, pages 1-33, March, DOI: 10.1057/s41283-021-00077-4.
• Damien Kunjal & Faeezah Peerbhai & Paul-Francois Muzindutsi, 2022, "Political, economic, and financial country risks and the volatility of the South African Exchange Traded Fund market: A GARCH-MIDAS approach," Risk Management, Palgrave Macmillan, volume 24, issue 3, pages 236-258, September, DOI: 10.1057/s41283-022-00093-y.
• Ebenezer Boateng & Emmanuel Asafo-Adjei & John Gartchie Gatsi & ªtefan Cristian Gherghina & Liliana Nicoleta Simionescu, 2022, "Multifrequency-based non-linear approach to analyzing implied volatility transmission across global financial markets," Oeconomia Copernicana, Institute of Economic Research, volume 13, issue 3, pages 699-743, September, DOI: 10.24136/oc.2022.021.
• José Luis Miralles-Quirós & María Mar Miralles-Quirós, 2022, "A new perspective of the day-of-the-week effect on Bitcoin returns: evidence from an event study hourly approach," Oeconomia Copernicana, Institute of Economic Research, volume 13, issue 3, pages 745-782, September, DOI: 10.24136/oc.2022.022.
• Wachira, Virginia Kirigo & Wachira, Esther Wanjiru, 2022, "Equity Based Crowdfunding — Determinants of Successful Campaign: the Case of Crowdcube Platform in the United Kingdom," Public Finance Quarterly, Corvinus University of Budapest, volume 67, issue 1, pages 130-149, DOI: https://doi.org/10.35551/PFQ_2022_1.
• Boros, Anita & Lentner, Csaba & Nagy, Vitéz, 2022, "New Aspects of Sustainability: Analysis of the European Practice of Non-Financial Reports," Public Finance Quarterly, Corvinus University of Budapest, volume 67, issue 2, pages 181-195, DOI: https://doi.org/10.35551/PFQ_2022_2.
• Renato E. Reside, Jr., 2022, "Real Options: A Review of Select Theories and Applications," UP School of Economics Discussion Papers, University of the Philippines School of Economics, number 202202, Jul.
• Paladino, Giovanna, 2022, "Quanto conta il modo in cui viene posta la domanda? Un’analisi dell’effetto “framing” sul livello di alfabetizzazione finanziaria in Italia
  [Does the question wording matter? A study of the framing effect on financial literacy in Italy]," MPRA Paper, University Library of Munich, Germany, number 111527, Jan.
• Paladino, Giovanna, 2022, "Ask a question, get an answer. A study of the framing effect on financial literacy in Italy," MPRA Paper, University Library of Munich, Germany, number 112168, Mar.
• Pedini, Luca & Severini, Sabrina, 2022, "Exploring the hedge, diversifier and safe haven properties of ESG investments: A cross-quantilogram analysis," MPRA Paper, University Library of Munich, Germany, number 112339.
• Godwin, Alexander, 2022, "Hedge fund alpha and beta corrected for stale pricing," MPRA Paper, University Library of Munich, Germany, number 112509, Mar.
• Godwin, Alexander, 2022, "Estimating illiquid asset class alpha and beta using secondary transaction prices," MPRA Paper, University Library of Munich, Germany, number 112510, Mar.
• Pastén, Boris & Tapia, Pablo & Sepúlveda, Jorge, 2022, "Returns in US copper companies the face of the volatility and stringency of COVID-19," MPRA Paper, University Library of Munich, Germany, number 112574, Mar.
• Tapia, Pablo & Pastén, Boris & Sepulveda Velasquez, Jorge, 2022, "Performance of the Chinese energy market in times of Russian military interventions," MPRA Paper, University Library of Munich, Germany, number 112747, Apr.
• Tapia, Pablo & Pastén, Boris & Sepulveda Velasquez, Jorge, 2022, "Earthquakes in Chile-Peru and the price of copper," MPRA Paper, University Library of Munich, Germany, number 113078, May.
• Ramos Murillo, Erick, 2022, "Case studies’ evidence of greenium in green bond sovereign issuances during the pandemic selloff of March 2020," MPRA Paper, University Library of Munich, Germany, number 113145, May.
• Shah, Anand & Bahri, Anu, 2022, "Metanomics: Adaptive market and volatility behaviour in Metaverse," MPRA Paper, University Library of Munich, Germany, number 114442, Sep.
• Yang, Zixiu & Fantazzini, Dean, 2022, "Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading," MPRA Paper, University Library of Munich, Germany, number 115508.
• Wang, Yijing, 2022, "A Liquidity-based Resolution to the Dividend Puzzle," MPRA Paper, University Library of Munich, Germany, number 115560, Nov.
• Gaete, Michael & Herrera, Rodrigo, 2022, "Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach," MPRA Paper, University Library of Munich, Germany, number 115641, May.
• Razo-De-Anda, Jorge Omar & Cruz-Aké, Salvador & Venegas-Martínez, Francisco, 2022, "Can the stock market boost economic growth? Evidence from the Mexican real estate investment trust (REIT)," MPRA Paper, University Library of Munich, Germany, number 115967, Jun.
• Kılıç, Yunus & Destek, Mehmet Akif & Cevik, Emrah Ismail & Bugan, Mehmet Fatih & Korkmaz, Oya & Dibooglu, Sel, 2022, "Return and Risk Spillovers between ESG Global Index and Stock Markets: Evidence from Time and Frequency Analysis," MPRA Paper, University Library of Munich, Germany, number 117557, Aug.
• Fuertes, Ana-Maria & Zhao, Nan, 2022, "A Bayesian Perspective on Commodity Style Integration," MPRA Paper, University Library of Munich, Germany, number 117831, revised 2023.
• Siddiqi, Hammad, 2022, "Asset Pricing in the Resource-Constrained Brain," MPRA Paper, University Library of Munich, Germany, number 120526, Apr, revised 05 Feb 2024.
• Roudari, Soheil & Farahanifard, Saeed & Shahabadi, Abolfazl & Adeli, OmidAli, 2022, "بررسی مقیاس-زمان سرریز نوسانات میان نرخ ارز، تورم، سهام و مسکن در ایران
  [Investigating the time-frequency volatility spillover between exchange rate, inflation, stocks, and housing in Iran]," MPRA Paper, University Library of Munich, Germany, number 127004, Sep, revised 01 Nov 2022.
• B M, Lithin & Chakraborty, Suman & M N, Nikhil, 2022, "Are Liquidity and Credit Risk Key Determinants of Corporate Credit Spreads (CCS) in India?," MPRA Paper, University Library of Munich, Germany, number 127581, Nov, revised 05 May 2023.
• Jiawen Luo & Oguzhan Cepni & Riza Demirer & Rangan Gupta, 2022, "Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies," Working Papers, University of Pretoria, Department of Economics, number 202258, Dec.
• Karel Janda & Evzen Kocenda & Anna Kortusova & Binyi Zhang, 2022, "Estimation of green bond premiums On the Chinese secondary market," Politická ekonomie, Prague University of Economics and Business, volume 2022, issue 6, pages 684-710, DOI: 10.18267/j.polek.1363.
• Jakub Drahokoupil, 2022, "Application of the XGBoost algorithm and Bayesian optimization for the Bitcoin price prediction during the COVID-19 period," FFA Working Papers, Prague University of Economics and Business, number 4.006, Mar, revised 09 May 2022.
• Caio Almeida & Gustavo Freire, 2022, "Demand in the Option Market and the Pricing Kernel," Working Papers, Princeton University. Economics Department., number 2022-32, Dec.
• Mihaela GÂDOIU, 2022, "Study On The Influence Of Psychological Factors In Finanicial Decission Making," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 21, issue 1, pages 67-72.
• Marian TAICU & Ovidiu Aurel GHIUTÃ, 2022, "Economic Aspects Regarding Individuals' Investments In Precious Metals," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 21, issue 2, pages 19-24.
• Mihaela Iuliana DUMITRU & Diana Elena BRÎNZÃ, 2022, "Anti-Fraud Fight – Attribute Of The Act Of Control," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 21, issue 2, pages 25-32.
• Warinthip Worasak & Nuwat Nookhwun & Pongpitch Amatyakul, 2022, "Monetary Policy and Risk-Taking: Evidence from Thai Corporate Bond Markets," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 186, Aug.
• Ahrens, Steffen & Bosch-Rosa, Ciril & Meissner, Thomas, 2022, "Intertemporal Consumption and Debt Aversion: A Replication and Extension," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 312, Jan.
• Marwan Mohamed Abdeldayem & Saeed Hameed Al Dulaimi, 2022, "The dynamics of crowdfunding campaigns in the Middle East: Does social capital matter?," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 40, issue 1, pages 63-78.
• Bojan Tomiæ & Saša Žikoviæ & Lorena Jovanoviæ, 2022, "Crypto portfolio optimization through lens of tail risk and variance measures," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 40, issue 2, pages 297-312.
• Viral V. Acharya & V. Ravi Anshuman & K. Kiran Kumar, 2022, "Foreign Fund Flows and Equity Prices during the COVID-19 Pandemic: Evidence from India," ADBI Working Papers, Asian Development Bank Institute, number 1333, Jul.
• Valentina Galvani & Vita Faychuk, 2022, "The Mean-Variance Core of Cryptocurrencies: When More is Not Better," Working Papers, University of Alberta, Department of Economics, number 2022-04, Mar.
• Valentina Galvani, 2022, "Country-Based Investing with Exchange Rate and Reserve Currency," Working Papers, University of Alberta, Department of Economics, number 2022-05, Mar.
• Pitipat Nittayakamolphun & Thanchanok Bejrananda & Panjamapon Pholkerd, 2022, "The Dynamic Relationship of Volatilities and Hedging between Cryptocurrencies and Other Financial Assets," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 29, issue 1, pages 78-99.
• Pitipat Nittayakamolphun & Thanchanok Bejrananda & Panjamapon Pholkerd, 2022, "Stablecoins as Safe Haven or Hedging Asset for Cryptocurrencies (in Thai)," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 29, issue 2, pages 45-70.
• Bwalya Kalima & Thabo Gopane, 2022, "Portfolio performance under dynamic systematic risk and conditional betas: The South African unit trust market," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 66, pages 85-98.
• Zekai Senol & Tuba Gulcemal, 2022, "The Determinants of Foreign Portfolio Investments Based on Firm Levels: The Example of Borsa Istanbul (Yabancı Portföy Yatırımlarının Firma Düzeyinde Belirleyicileri: Borsa İstanbul Örneği)," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 13, issue 3, pages 435-448.
• Joseph Falzon & Elaine Bonnici, 2022, "Does it pay to be a faithful investor? A risk-based approach performance analysis of Islamic funds vs UCITS schemes," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 29, pages 100-118.
• David Harris & Arne Staal & Sandrine Soubeyran, 2022, "Enabling systematic engagement through index investing," Journal of Financial Transformation, Capco Institute, volume 56, pages 119-126.
• Sobhan Mostafaei Darmian & Meysam Doaei, 2022, "Optimization of Stock Portfolio Selection in Iran Capital Market Using Meta-heuristic Algorithms," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 8, issue 4, pages 253-284.
• Amirhossein Asadollahzadeh & Mohammad Ali Keramati & Jalal Haghighat Monfared, 2022, "The Relationship Between Economic Preferences, Personality Traits and Financial Iiteracy:An Experimental Study in Tehran City," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 9, issue 3, pages 59-86.
• Zuzana JANKOVÁ & Petr DOSTÁL, 2022, "Evaluation of the Degree of Uncertainty in the Type-2 Fuzzy Logic System for Forecasting Stock Index," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 41-57, December.
• Zura Kakushadze & Willie Yu, 2022, "ETF Risk Models," Bulletin of Applied Economics, Risk Market Journals, volume 9, issue 1, pages 1-17.
• Hong-Wen Tsai & Hui-Chung Che & Bo Bai, 2022, "Longer Patent Life Representing Higher Value? A Study on China Stock Market and China Patents," Bulletin of Applied Economics, Risk Market Journals, volume 9, issue 1, pages 115-136.
• Tzu-Pu Chang & Yu-Cheng Chang & Po-Ching Chou, 2022, "The Trend is Your Friend: A Note on An Ensemble Learning Approach to Finding It," Bulletin of Applied Economics, Risk Market Journals, volume 9, issue 1, pages 19-25.
• Kuznetsova, Mariya (Кузнецова, Мария) & Sinelnikova-Muryleva, Elena (Синельникова-Мурылева, Елена) & Shilov, Kirill (Шилов, Кирилл), 2022, "Factor models of cryptocurrency return within homogeneous groups
  [Факторные Модели Доходности Однородных Групп Криптовалют]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w20220112, Nov.
• Abramov, Alexander (Абрамов, Александр) & Radygin, Alexander (Радыгин, Александр) & Chernova, Maria (Чернова, Мария), 2022, "Mandatory Pension Savings In Russia: Experience And Prospects
  [Обязательные Пенсионные Накопления В России: Опыт И Перспективы]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w20220115, Nov.