Research classified by Journal of Economic Literature (JEL) codes

2022

• 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 w20220182, Nov.
• Felicia Anikpe NAIMO & Sunday Oseiweh OGBEIDE, 2022, "Evidences and Determinants of Zombie Firms: Implication on Economic Growth," Management and Economics Review, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 7, issue 2, pages 141-158, June.
• Cristian Bricicaru & Ioana Natalia Beleiu, 2022, "Cost-Benefit Analysis of Road Infrastructure Projects," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 23, issue 1, pages 150-162, March.
• Yasin K rsat nder, 2022, "Optimal GDP-indexed Bonds," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 22/1056, Nov.
• Geoffrey J Warren, 2022, "Design of comprehensive income products for retirement using utility functions," Australian Journal of Management, Australian School of Business, volume 47, issue 1, pages 105-134, February, DOI: 10.1177/0312896220985327.
• Hui Zeng & Ben R Marshall & Nhut H Nguyen & Nuttawat Visaltanachoti, 2022, "Are individual stock returns predictable?," Australian Journal of Management, Australian School of Business, volume 47, issue 1, pages 135-162, February, DOI: 10.1177/03128962211001509.
• Andrew Grant & David Johnstone & Oh Kang Kwon, 2022, "How an idiosyncratic (zero-beta) risk can greatly increase the firm’s cost of capital," Australian Journal of Management, Australian School of Business, volume 47, issue 4, pages 664-685, November, DOI: 10.1177/03128962211059576.
• Rui Ma & Ben R Marshall & Nhut H Nguyen & Nuttawat Visaltanachoti, 2022, "Does bitcoin liquidity resemble the liquidity of other financial assets?," Australian Journal of Management, Australian School of Business, volume 47, issue 4, pages 729-748, November, DOI: 10.1177/03128962211069615.
• Janani Sri S. & Parthajit Kayal & G. Balasubramanian, 2022, "Can Equity be Safe-haven for Investment?," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 21, issue 1, pages 32-63, March, DOI: 10.1177/09726527211068411.
• Frederic Cherbonnier & Christian Gollier, 2022, "Risk-adjusted Social Discount Rates," The Energy Journal, , volume 43, issue 4, pages 45-68, May, DOI: 10.5547/01956574.43.4.fche.
• Amit Kumar Singh & Mohit Kumar, 2022, "Analyzing the Relationship Between Psychological Biases and Initial Public Offerings Investment Decision-making in India," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, volume 47, issue 4, pages 407-430, November, DOI: 10.1177/0258042X221106654.
• Soham Banerjee & Diganta Mukherjee, 2022, "Short Term Stock Price Prediction in Indian Market: A Neural Network Perspective," Studies in Microeconomics, , volume 10, issue 1, pages 23-49, June, DOI: 10.1177/2321022220980537.
• Zdravka Aljinoviæ & Tea Šestanoviæ & Blanka Škrabiæ Periæ, 2022, "A New Evidence of the Relationship between Cryptocurrencies and other Assets from the COVID-19 Crisis," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, volume 70, issue 7-8, pages 603-621, July.
• Ferreira, Paulo & Almeida, Dora & Dionísio, Andreia & Quintino, Derick & Aslam, Faheem, 2022, "The use of transfer entropy to analyse the comovements of European Union stock markets: a dynamical analysis in times of crises," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., volume 31, issue 3, pages 1-21.
• Marco Pagano & Josef Zechner, 2022, "COVID-19 and Corporate Finance," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 651, Aug.
• Dimitris Christelis & Dimitris Georgarakos & Tullio Jappelli & Geoff Kenny, 2022, "Wealth Shocks and Portfolio Choice," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 652, Sep.
• Benali Mimoun & Lahboub Karima & Moufdi Ghada, 2022, "Feasible Momentum Strategies in the Moroccan Stock Market," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 13215690, Oct.
• Raslan Alzuabi & Sarah Brown & Mark N. Harris & Karl Taylor, 2022, "Modelling the composition of household portfolios: A latent class approach," Working Papers, The University of Sheffield, Department of Economics, number 2022019, Nov.
• Alain Galli & Rina Rosenblatt-Wisch, 2022, "Analysing households' consumption and saving patterns using tax data," Working Papers, Swiss National Bank, number 2022-03.
• Andrada Bilan & Yalin Gündüz, 2022, "CDS market structure and bond spreads," Working Papers, Swiss National Bank, number 2022-09.
• Kim Oosterlinck & Ariane Reyns & Ariane Szafarz, 2022, "Gold, Bitcoin, and Portfolio Diversification: Lessons from the Ukrainian War," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 22-008, Jun.
• Ellie Papavasiliou & Nikolas Topaloglou & Georgios Tsomidis, 2022, "Investors’ Behavior in Alternative Asset Classes," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 72, issue 3-4, pages 3-55, July-Dece.
• S. Geissel & H. Graf & J. Herbinger & F. T. Seifried, 2022, "Portfolio optimization with optimal expected utility risk measures," Annals of Operations Research, Springer, volume 309, issue 1, pages 59-77, February, DOI: 10.1007/s10479-021-04403-7.
• Alejandro Balbás & Beatriz Balbás & Raquel Balbás, 2022, "Pareto efficient buy and hold investment strategies under order book linked constraints," Annals of Operations Research, Springer, volume 311, issue 2, pages 945-965, April, DOI: 10.1007/s10479-021-03942-3.
• Syed Jawad Hussain Shahzad & Elie Bouri & Mobeen Ur Rehman & Muhammad Abubakr Naeem & Tareq Saeed, 2022, "Oil price risk exposure of BRIC stock markets and hedging effectiveness," Annals of Operations Research, Springer, volume 313, issue 1, pages 145-170, June, DOI: 10.1007/s10479-021-04078-0.
• Qiang Ji & Dayong Zhang & Yuqian Zhao, 2022, "Intra-day co-movements of crude oil futures: China and the international benchmarks," Annals of Operations Research, Springer, volume 313, issue 1, pages 77-103, June, DOI: 10.1007/s10479-021-04097-x.
• Lu Wang & Ferhana Ahmad & Gong-li Luo & Muhammad Umar & Dervis Kirikkaleli, 2022, "Portfolio optimization of financial commodities with energy futures," Annals of Operations Research, Springer, volume 313, issue 1, pages 401-439, June, DOI: 10.1007/s10479-021-04283-x.
• Syed Kumail Abbas Rizvi & Bushra Naqvi & Nawazish Mirza, 2022, "Is green investment different from grey? Return and volatility spillovers between green and grey energy ETFs," Annals of Operations Research, Springer, volume 313, issue 1, pages 495-524, June, DOI: 10.1007/s10479-021-04367-8.
• Mondher Bellalah & Xu Guo & Shuo Wu & Detao Zhang, 2022, "General equilibrium with heterogeneous participants and continuous consumption with information costs and short selling constraints," Annals of Operations Research, Springer, volume 313, issue 2, pages 713-732, June, DOI: 10.1007/s10479-020-03663-z.
• Charles-Olivier Amédée-Manesme & Fabrice Barthélémy, 2022, "Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion," Annals of Operations Research, Springer, volume 313, issue 2, pages 691-712, June, DOI: 10.1007/s10479-020-03858-4.
• Erdinc Akyildirim & Frank J. Fabozzi & Ahmet Goncu & Ahmet Sensoy, 2022, "Statistical arbitrage in jump-diffusion models with compound Poisson processes," Annals of Operations Research, Springer, volume 313, issue 2, pages 1357-1371, June, DOI: 10.1007/s10479-021-03965-w.
• Mariya Gubareva & Maria Rosa Borges, 2022, "Governed by the cycle: interest rate sensitivity of emerging market corporate debt," Annals of Operations Research, Springer, volume 313, issue 2, pages 991-1019, June, DOI: 10.1007/s10479-021-03972-x.
• Aviral Kumar Tiwari & Sangram Keshari Jena & Satish Kumar & Erik Hille, 2022, "Is oil price risk systemic to sectoral equity markets of an oil importing country? Evidence from a dependence-switching copula delta CoVaR approach," Annals of Operations Research, Springer, volume 315, issue 1, pages 429-461, August, DOI: 10.1007/s10479-021-04218-6.
• Ravi Kashyap, 2022, "Options as Silver Bullets: Valuation of Term Loans, Inventory Management, Emissions Trading and Insurance Risk Mitigation using Option Theory," Annals of Operations Research, Springer, volume 315, issue 2, pages 1175-1215, August, DOI: 10.1007/s10479-022-04610-w.
• Petr Fiala & Adam Borovička, 2022, "Stock portfolio selection using aspiration level-oriented procedure: real case on the RM-SYSTEM Czech stock exchange," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 30, issue 2, pages 781-805, June, DOI: 10.1007/s10100-020-00731-4.
• Adam Borovička, 2022, "Stock portfolio selection under unstable uncertainty via fuzzy mean-semivariance model," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 30, issue 2, pages 595-616, June, DOI: 10.1007/s10100-021-00791-0.
• Sakine Owjimehr & Ali Hussein Samadi, 2022, "Government Policy Response to COVID-19 and Stock Market Return: The Case of Iran," Contributions to Economics, Springer, chapter 0, in: Nezameddin Faghih & Amir Forouharfar, "Socioeconomic Dynamics of the COVID-19 Crisis", DOI: 10.1007/978-3-030-89996-7_19.
• Christos E. Kountzakis & Damiano Rossello, 2022, "Monetary risk measures for stochastic processes via Orlicz duality," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 45, issue 1, pages 35-56, June, DOI: 10.1007/s10203-021-00334-x.
• Michael Heinrich Baumann, 2022, "Beating the market? A mathematical puzzle for market efficiency," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 45, issue 1, pages 279-325, June, DOI: 10.1007/s10203-021-00361-8.
• Damiano Rossello, 2022, "Performance measurement with expectiles," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 45, issue 1, pages 343-374, June, DOI: 10.1007/s10203-022-00369-8.
• Charl Maree & Christian W. Omlin, 2022, "Reinforcement learning with intrinsic affinity for personalized prosperity management," Digital Finance, Springer, volume 4, issue 2, pages 241-262, September, DOI: 10.1007/s42521-022-00068-4.
• Judith Avrahami & Werner Güth & Yaakov Kareev & Matteo Ploner, 2022, "Impulse balancing versus equilibrium learning an experimental study of competitive portfolio selection," Evolutionary and Institutional Economics Review, Springer, volume 19, issue 2, pages 587-610, September, DOI: 10.1007/s40844-022-00240-w.
• Francesca Battaglia & Francesco Busato & Maria Manganiello, 2022, "A cross-platform analysis of the equity crowdfunding Italian context: the role of intellectual capital," Electronic Commerce Research, Springer, volume 22, issue 2, pages 649-689, June, DOI: 10.1007/s10660-020-09453-w.
• Zaghum Umar & Dennis Olson, 2022, "Strategic asset allocation and the demand for real estate: international evidence," Empirical Economics, Springer, volume 62, issue 5, pages 2461-2513, May, DOI: 10.1007/s00181-021-02090-8.
• Hasan Fehmi Baklaci & Tezer Yelkenci, 2022, "Cross-time-frequency analysis of volatility linkages in global currency markets: an extended framework," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 12, issue 2, pages 267-314, June, DOI: 10.1007/s40822-022-00209-5.
• Yudistira Permana & Saiqa Akbar & Anisa Nurpita, 2022, "Systemic risk and the financial network system: an experimental investigation," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 12, issue 4, pages 631-651, December, DOI: 10.1007/s40822-022-00207-7.
• Rocco Caferra & Pasquale Marcello Falcone & Andrea Morone & Piergiuseppe Morone, 2022, "Is COVID-19 anticipating the future? Evidence from investors’ sustainable orientation," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 12, issue 1, pages 177-196, March, DOI: 10.1007/s40821-022-00204-5.
• François-Éric Racicot & Raymond Théoret, 2022, "Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios: a nonlinear VAR approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-56, December, DOI: 10.1186/s40854-021-00316-3.
• Paresh Kumar Narayan & Syed Aun R. Rizvi & Ali Sakti, 2022, "Did green debt instruments aid diversification during the COVID-19 pandemic?," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-15, December, DOI: 10.1186/s40854-021-00331-4.
• Thorsten Lehnert, 2022, "Corporate managers, price noise and the investment factor," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-18, December, DOI: 10.1186/s40854-022-00365-2.
• Xuejun Jin & Jiawei Yu, 2022, "Does communication increase investors’ trading frequency? Evidence from a Chinese social trading platform," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-32, December, DOI: 10.1186/s40854-022-00373-2.
• Yang Gao & Chengjie Zhao & Bianxia Sun & Wandi Zhao, 2022, "Effects of investor sentiment on stock volatility: new evidences from multi-source data in China’s green stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-30, December, DOI: 10.1186/s40854-022-00381-2.
• Sebastian Jaimungal, 2022, "Reinforcement learning and stochastic optimisation," Finance and Stochastics, Springer, volume 26, issue 1, pages 103-129, January, DOI: 10.1007/s00780-021-00467-2.
• Asaf Cohen & Yan Dolinsky, 2022, "A scaling limit for utility indifference prices in the discretised Bachelier model," Finance and Stochastics, Springer, volume 26, issue 2, pages 335-358, April, DOI: 10.1007/s00780-022-00473-y.
• Alain Bensoussan & Guiyuan Ma & Chi Chung Siu & Sheung Chi Phillip Yam, 2022, "Dynamic mean–variance problem with frictions," Finance and Stochastics, Springer, volume 26, issue 2, pages 267-300, April, DOI: 10.1007/s00780-022-00474-x.
• Shuoqing Deng & Xun Li & Huyên Pham & Xiang Yu, 2022, "Optimal consumption with reference to past spending maximum," Finance and Stochastics, Springer, volume 26, issue 2, pages 217-266, April, DOI: 10.1007/s00780-022-00475-w.
• Tahir Choulli & Sina Yansori, 2022, "Log-optimal and numéraire portfolios for market models stopped at a random time," Finance and Stochastics, Springer, volume 26, issue 3, pages 535-585, July, DOI: 10.1007/s00780-022-00477-8.
• Mikhail Zhitlukhin, 2022, "A continuous-time asset market game with short-lived assets," Finance and Stochastics, Springer, volume 26, issue 3, pages 587-630, July, DOI: 10.1007/s00780-022-00479-6.
• Henryk Zähle, 2022, "A concept of copula robustness and its applications in quantitative risk management," Finance and Stochastics, Springer, volume 26, issue 4, pages 825-875, October, DOI: 10.1007/s00780-022-00485-8.
• Elizabeth Nedumparambil & Anup Kumar Bhandari, 2022, "Risk factors, uncertainty, and investment decision: evidence from mutual fund flows from India," Indian Economic Review, Springer, volume 57, issue 2, pages 349-372, December, DOI: 10.1007/s41775-022-00155-8.
• Gülcan Erkilet & Gerrit Janke & Rainer Kasperzak, 2022, "How valuation approach choice affects financial analysts’ target price accuracy," Journal of Business Economics, Springer, volume 92, issue 5, pages 741-779, July, DOI: 10.1007/s11573-021-01061-w.
• Alessandro Leardi, 2022, "Fuelling fire sales? Prudential regulation and crises: evidence from the Italian market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 1, pages 121-144, January, DOI: 10.1007/s12197-021-09558-4.
• Barry R. Cobb & Tim Murray & Jeffrey S. Smith, 2022, "Adjustable consumption model for retirees to balance spending and risk," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 2, pages 420-451, April, DOI: 10.1007/s12197-022-09572-0.
• Seyed Alireza Athari & Ngo Thai Hung, 2022, "Time–frequency return co-movement among asset classes around the COVID-19 outbreak: portfolio implications," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 4, pages 736-756, October, DOI: 10.1007/s12197-022-09594-8.
• Hung-Wen Lin & Jing-Bo Huang & Kun-Ben Lin & Shu-Heng Chen, 2022, "The competitions of time-varying and constant loadings in asset pricing models: empirical evidence and agent-based simulations," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 17, issue 2, pages 577-612, April, DOI: 10.1007/s11403-021-00337-2.
• Steffen Ahrens & Ciril Bosch-Rosa & Thomas Meissner, 2022, "Intertemporal consumption and debt aversion: a replication and extension," Journal of the Economic Science Association, Springer;Economic Science Association, volume 8, issue 1, pages 56-84, December, DOI: 10.1007/s40881-022-00118-y.
• Rabah Amir & Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2022, "An evolutionary finance model with short selling and endogenous asset supply," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 73, issue 2, pages 655-677, April, DOI: 10.1007/s00199-020-01269-x.
• Alain Chateauneuf & Bernard Cornet, 2022, "Submodular financial markets with frictions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 73, issue 2, pages 721-744, April, DOI: 10.1007/s00199-022-01415-7.
• Alain Chateauneuf & Bernard Cornet, 2022, "Correction to: Submodular financial markets with frictions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 73, issue 2, pages 745-746, April, DOI: 10.1007/s00199-022-01430-8.
• Lars Peter Hansen & Jianjun Miao, 2022, "Asset pricing under smooth ambiguity in continuous time," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 74, issue 2, pages 335-371, September, DOI: 10.1007/s00199-022-01441-5.
• Kirti Sood & Simarjeet Singh, 2022, "Marin Laboure and Nicolas Deffrennes (2022): Democratizing finance – the Radical promises of Fintech," Journal of Evolutionary Economics, Springer, volume 32, issue 5, pages 1581-1586, November, DOI: 10.1007/s00191-022-00789-0.
• Eduard Gaar & David Scherer & Dirk Schiereck, 2022, "The home bias and the local bias: A survey," Management Review Quarterly, Springer, volume 72, issue 1, pages 21-57, February, DOI: 10.1007/s11301-020-00203-8.
• Bolorsuvd Batbold & Kentaro Kikuchi & Koji Kusuda, 2022, "Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk," Mathematics and Financial Economics, Springer, number 4, June, DOI: 10.1007/s11579-022-00316-6.
• Luca Bernardinelli & Paolo Guasoni & Eberhard Mayerhofer, 2022, "Informational efficiency and welfare," Mathematics and Financial Economics, Springer, number 2, June, DOI: 10.1007/s11579-022-00319-3.
• Moritz Voß, 2022, "A two-player portfolio tracking game," Mathematics and Financial Economics, Springer, number 6, June, DOI: 10.1007/s11579-022-00324-6.
• Dipankar Mondal & N. Selvaraju, 2022, "Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., volume 44, issue 1, pages 225-248, March, DOI: 10.1007/s00291-021-00657-6.
• Abdulsalam Abidemi Sikiru & Afees A. Salisu, 2022, "Assessing the hedging potential of gold and other precious metals against uncertainty due to epidemics and pandemics," Quality & Quantity: International Journal of Methodology, Springer, volume 56, issue 4, pages 2199-2214, August, DOI: 10.1007/s11135-021-01214-7.
• Benjamin R. Auer, 2022, "On false discoveries of standard t-tests in investment management applications," Review of Managerial Science, Springer, volume 16, issue 3, pages 751-768, April, DOI: 10.1007/s11846-021-00453-0.
• Jorma J. Schäublin, 2022, "Swiss pension funds: funding ratio, discount rate, and asset allocation," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 158, issue 1, pages 1-23, December, DOI: 10.1186/s41937-022-00092-6.
• Mohamad Hassan Abou Daya & Carole Bernard, 2022, "What matters in the annuitization decision?," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 158, issue 1, pages 1-12, December, DOI: 10.1186/s41937-022-00094-4.
• Haydory Akbar Ahmed & M. Wasiqur Rahman Khan, 2022, "Short-term and long-term interest rate spread’s dynamics to risk and the yield curve," SN Business & Economics, Springer, volume 2, issue 10, pages 1-19, October, DOI: 10.1007/s43546-022-00336-w.
• Robiyanto Robiyanto & Fanny Yunitaria, 2022, "Dividend announcement effect analysis before and during the COVID-19 pandemic in the Indonesia Stock Exchange," SN Business & Economics, Springer, volume 2, issue 2, pages 1-20, February, DOI: 10.1007/s43546-021-00198-8.
• Panagiotis Anastasiadis & Stephanos Papadamou, 2022, "The dimension of popularity in the cryptocurrency market," SN Business & Economics, Springer, volume 2, issue 5, pages 1-15, May, DOI: 10.1007/s43546-022-00206-5.
• Mohammad Tariqul Islam Khan, 2022, "Prior perceived losses and investment objectives after stock market crisis: a moderated-mediation model of risk tolerance and loss aversion," SN Business & Economics, Springer, volume 2, issue 7, pages 1-22, July, DOI: 10.1007/s43546-022-00259-6.
• Wilton Bernardino & João B. Amaral & Nelson L. Paes & Raydonal Ospina & José L. Távora, 2022, "A statistical investigation of a stock valuation model," SN Business & Economics, Springer, volume 2, issue 8, pages 1-25, August, DOI: 10.1007/s43546-022-00270-x.
• Liu Min Shirley, 2022, "Accrual Accounting and Risk: Abnormal Sales Growth, Accruals Quality, and Returns," Springer Books, Springer, chapter 103, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_106.
• Matthew Brigida & Chin W. Yang & Ken Hung, 2022, "How Consistent Are the Judges of Portfolio Performance?," Springer Books, Springer, chapter 107, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_110.
• Richard E. Kihlstrom, 2022, "Risk Aversion and the Value of Information for Investors," Springer Books, Springer, chapter 108, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_111.
• Jonathan Fletcher, 2022, "Evaluating Fund Performance Within the Stochastic Discount Factor Framework," Springer Books, Springer, chapter 13, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_13.
• Fernando Gómez-Bezares & Fernando R. Gómez-Bezares, 2022, "An Analysis of Risk Treatment in the Field of Finance," Springer Books, Springer, chapter 60, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_60.
• Rachel Calipha & Itzhak Venezia, 2022, "A Global Comparative Study of Impact Investments Research in Academic Institutions," Springer Books, Springer, chapter 84, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_85.
• Matthew Muntifering, 2022, "Air Pollution, Investor Sentiment and Excessive Returns," Springer Books, Springer, in: Marielle de Jong & Dan diBartolomeo, "Risks Related to Environmental, Social and Governmental Issues (ESG)", DOI: 10.1007/978-3-031-18227-3_4.
• Jose Juan Chavez Gudiño & Jose Antonio Nuñez Mora, 2022, "Machine Learning Models, Risk Management Current Regulation and Perspectives," Springer Books, Springer, in: José Antonio Núñez Mora & M. Beatriz Mota Aragón, "Data Analytics Applications in Emerging Markets", DOI: 10.1007/978-981-19-4695-0_3.
• Chin-Yi Chen & Ching-Lin Chu & Hui-Chung Che & Hong-Wen Tsai & Bo Bai, 2022, "Using Patent Drawings to Differentiate Stock Return Rate of China Listed Companies. A Study on China Patent Species of Invention Grant," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 12, issue 3, pages 1-4.
• Han-Ching Huang & Shan-He Huang, 2022, "The Difference Between Conditional and Unconditional Insider Silence Effect: Evidence from China," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 12, issue 3, pages 1-5.
• Chin-Yi Chen & Ching-Lin Chu & Hui-Chung Che & Hong-Wen Tsai, 2022, "Using Patent Drawings to Differentiate Stock Return Rate of China Listed Companies. A Study on China Patent Species of Utility Model Grant," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 12, issue 4, pages 1-1.
• Mahfuza Khatun & K. M. Zahidul Islam, 2022, "“Beta†with “Size Premium†an Augmented Approach in the Frontier Equity Market: Evidence from Dhaka Stock Exchange," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 1, pages 1-5.
• Jacob H. Schmidt PhD & Charlie McCann, 2022, "ESG Challenges in the Construction of UK Balanced Portfolios for Private Investors: An Analysis of the Availability and Performance of ESG Funds Across Various Asset Classes," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 1, pages 1-6.
• Shihong Zeng & Fan Li & Zhen Zhong, 2022, "Research on Influencing Factors of the Leverage Ratio of Non-financial Enterprises in the GBA," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 1, pages 1-7.
• Han-Ching Huang & William Indajang, 2022, "The Information Content of Indirect Insider Trading: Empirical Evidence from Vietnam Security Market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 3, pages 1-2.
• Jingya Hou & Daoguo Wang, 2022, "International Fund Allocation under Economic Policy Uncertainty Shock," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 5, pages 1-5.
• Frieder Meyer-Bullerdiek, 2022, "Selected Methods of optimized Sampling for Index Tracking – Evidence from German Stocks," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 6, pages 1-8.
• Gianluca Vagnani & Francesco Mazzurco, 2022, "Incidental Negative Life Events and the Disposition Effect at the Individual Level," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 11, issue 2, pages 1-1.
• Damonte Marco & Cardullo Gabriele, 2022, "The end of the Equity Premium Puzzle? An analysis of the European Financial Markets," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 11, issue 2, pages 1-2.
• Claudio Boido & Paolo Ceccherini & Alessia D'Imperio, 2022, "ESG Scores - Is it the new way to build a European portfolio?," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 11, issue 3, pages 1-1.
• 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.