Research classified by Journal of Economic Literature (JEL) codes

2022

• Alexander E. Abramov & Alexander D. Radygin & Maria I. Chernova & Andrey G. Kosyrev, 2022, "Факторное Инвестирование В Условиях Повышенной Волатильности Финансовых Рынков," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 2, February.
• Martien Lamers & Thomas Present & Rudi Vander Vennet, 2022, "Sovereign Exposures of European Banks: It Is Not All Doom," JRFM, MDPI, volume 15, issue 2, pages 1-24, February.
• David E. Allen, 2022, "Cryptocurrencies, Diversification and the COVID-19 Pandemic," JRFM, MDPI, volume 15, issue 3, pages 1-25, February.
• Gilles Boevi Koumou & Georges Dionne, 2022, "Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation," Risks, MDPI, volume 10, issue 11, pages 1-19, October.
• Bernd Hayo & Kentaro Iwatsubo, 2022, "Who Is Successful in Foreign Exchange Margin Trading? New Survey Evidence from Japan," Sustainability, MDPI, volume 14, issue 18, pages 1-14, September.
• Usman Mehmood & Ephraim Bonah Agyekum & Hossam Kotb & Ahmad H. Milyani & Abdullah Ahmed Azhari & Salman Tariq & Zia ul Haq & Arif Ullah & Kashif Raza & Vladimir Ivanovich Velkin, 2022, "Exploring the Role of Communication Technologies, Governance, and Renewable Energy for Ecological Footprints in G11 Countries: Implications for Sustainable Development," Sustainability, MDPI, volume 14, issue 19, pages 1-13, October.
• Whelsy BOUNGOU & Alhonita YATIE, 2022, "The impact of the Ukraine-Russia war on world stock market returns," Bordeaux Economics Working Papers, Bordeaux School of Economics (BSE), number 2022-06.
• Arna Suryani, 2022, "Determinants of Earnings Management Actions in Indonesian Banking Companies," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr197, Jul, DOI: https://doi.org/10.35609/jfbr.2022..
• Stephen Aro-Gordon, 2022, "Structural Equation Modelling Approach to Evaluating Capital Budgeting Factors in Oman ," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr203, Sep, DOI: https://doi.org/10.35609/jfbr.2022..
• Daniel Erpriandy Maharsasi, 2022, "Testing Black Scholes and Garch Model Options on Gold Price Index With Long Strangle Strategy Using 1985-2020 Data ," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr207, Dec, DOI: https://doi.org/10.35609/jfbr.2022..
• Alain Chateauneuf & Bernard Cornet, 2022, "Submodular financial markets with frictions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03722920, DOI: 10.1007/s00199-022-01415-7.
• Ross Emmett & Jesse Grabowski, 2022, "Better lucky than good: The Simon-Ehrlich bet through the lens of financial economics," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-04085159, Mar, DOI: 10.1016/j.ecolecon.2021.107322.
• Saker Sabkha & Christian de Peretti, 2022, "On the performances of Dynamic Conditional Correlation models in the Sovereign CDS market and the corresponding bond market," Post-Print, HAL, number hal-01710398, Jan, DOI: 10.1142/9781786349507_0008.
• Rabah Amir & Sergei Belkov & Igor Evstigneev & Thorsten Hens, 2022, "An evolutionary finance model with short selling and endogenous asset supply," Post-Print, HAL, number hal-02617447, Apr, DOI: 10.1007/s00199-020-01269-x.
• Jacopo Magnani & Jean Paul Rabanal & Olga A. Rud & Yabin Wang, 2022, "Efficiency of Dynamic Portfolio Choices : An Experiment," Post-Print, HAL, number hal-03601012, Mar.
• Anna Bottasso & Sébastien Duchêne & Eric Guerci & Nobuyuki Hanaki & Charles Noussair, 2022, "Higher order risk attitudes of financial experts," Post-Print, HAL, number hal-03664148, Jun, DOI: 10.1016/j.jbef.2022.100658.
• Philippe Bertrand & Jean-Luc Prigent, 2022, "Performance Participation Strategies: OBPP versus CPPP," Post-Print, HAL, number hal-03672691, Mar, DOI: 10.3917/fina.431.0123.
• Whelsy Boungou & Alhonita Yatié, 2022, "The impact of the Ukraine–Russia war on world stock market returns," Post-Print, HAL, number hal-03675532, Jun, DOI: 10.1016/j.econlet.2022.110516.
• Alexandre Rubesam, 2022, "Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market," Post-Print, HAL, number hal-03707365, Jun, DOI: 10.1016/j.ememar.2022.100891.
• Alain Chateauneuf & Bernard Cornet, 2022, "Submodular financial markets with frictions," Post-Print, HAL, number hal-03722920, DOI: 10.1007/s00199-022-01415-7.
• Douadia Bougherara & Lana Friesen & Céline Nauges, 2022, "Risk-taking and skewness-seeking behavior in a demographically diverse population," Post-Print, HAL, number hal-03739823, Sep, DOI: 10.1016/j.jebo.2022.07.011.
• Rabeh Khalfaoui & Salma Mefteh-Wali & Jean-Laurent Viviani & Sami Ben Jabeur & Mohammad Zoynul Abedin & Brian Lucey, 2022, "How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets?," Post-Print, HAL, number hal-03797937, Dec, DOI: 10.1016/j.techfore.2022.122083.
• Kristiaan Kerstens & Paolo Mazza & Tiantian Ren & Ignace van de Woestyne, 2022, "Multi-Time and Multi-Moment Nonparametric Frontier-Based Fund Rating: Proposal and Buy-and-Hold Backtesting Strategy," Post-Print, HAL, number hal-03833261, Dec, DOI: 10.1016/j.omega.2022.102718.
• Hossein Rad & Rand Kwong Yew Low & Joelle Miffre & Robert Faff, 2022, "The Strategic Allocation to Style-Integrated Portfolios of Commodity Futures," Post-Print, HAL, number hal-03881976, Dec.
• Radu Burlacu & Patrice Fontaine & Sonia Jimenez-Garcès, 2023, "Why do investors buy shares of actively managed equity mutual funds? Considering the Correct Reference Portfolio from an Uninformed Investor's Perspective," Post-Print, HAL, number hal-03884990, DOI: 10.3917/fina.pr.016.
• Alexandre Alles Rodrigues & Fabrizio Casalin, 2022, "Factor investing in Brazil: Diversifying across factor tilts and allocation strategies," Post-Print, HAL, number hal-03968011, Sep, DOI: 10.1016/j.ememar.2022.100906.
• Khalil Al Ayoubi & Geoffroy Enjolras, 2022, "Does disinvestment from fossil fuels reduce the financial performance of responsible sovereign wealth funds?," Post-Print, HAL, number hal-03982863, Jun, DOI: 10.1016/j.mulfin.2022.100731.
• Elisa Luciano & Jean-Charles Rochet, 2022, "The Fluctuations of Insurers’ Risk Appetite," Post-Print, HAL, number hal-04052327, Nov, DOI: 10.1016/j.jedc.2022.104543.
• Silvia Rossetto & Nassima Selmane & Raffaele Stagliano, 2022, "Ownership concentration and firm risk: the moderating role of mid-sized blockholders," Post-Print, HAL, number hal-04067634, May, DOI: 10.1111/jbfa.12634.
• Ross Emmett & Jesse Grabowski, 2022, "Better lucky than good: The Simon-Ehrlich bet through the lens of financial economics," Post-Print, HAL, number hal-04085159, Mar, DOI: 10.1016/j.ecolecon.2021.107322.
• M. Vidal & J. Vidal-Garcia & S. Boubaker & S. Bekiros, 2022, "Short-Term Volatility Timing: A Cross-Country Study," Post-Print, HAL, number hal-04445062, DOI: 10.1007/s10479-022-04998-5.
• Antonin Bergeaud & Jean-Benoît Eymeoud & Thomas Garcia & Dorian Henricot, 2022, "Working From Home and Corporate Real Estate," Sciences Po Economics Publications (main), HAL, number hal-03548889, Jan.
• Christopher Roth & Mirko Wiederholt & Johannes Wohlfart, 2022, "The Effects of Monetary Policy: Theory with Measured Expectations," Sciences Po Economics Publications (main), HAL, number hal-03878711, Jul.
• Antonin Bergeaud & Jean-Benoît Eymeoud & Thomas Garcia & Dorian Henricot, 2022, "Working From Home and Corporate Real Estate," Working Papers, HAL, number hal-03548889, Jan.
• Whelsy Boungou & Alhonita Yatié, 2022, "The impact of the Ukraine-Russia war on world stock market returns," Working Papers, HAL, number hal-03610963, Mar.
• Whelsy Boungou & Alhonita Yatie, 2022, "The impact of the Ukraine-Russia war on world stock market returns," Working Papers, HAL, number hal-03623580, Mar.
• Whelsy Boungou & Alhonita Yatie, 2022, "The impact of the Ukraine-Russia war on world stock market returns," Working Papers, HAL, number hal-03624985, Mar.
• Christopher Roth & Mirko Wiederholt & Johannes Wohlfart, 2022, "The Effects of Monetary Policy: Theory with Measured Expectations," Working Papers, HAL, number hal-03878711, Jul.
• Olga Tatarnikova & Sebastien Duchene & Patrick Sentis & Marc Willinger, 2022, "Portfolio instability and socially responsible investment:experiments with financial professionals and students," Working Papers, HAL, number hal-03909118, Dec.
• Bao-We-Wal Bambe & Jeans-Louis Combes & Kabinet Kaba & Alexandru Minea, 2022, "Inflation Targeting and Developing countries' Performance: Evidence from Firm-Level Data," Working Papers, HAL, number hal-04638825, Aug, DOI: 10.5281/zenodo.12683797.
• Béatrice Boulu-Reshef & Alexis Direr & Nicole von Wilczur, 2022, "Algorithmic vs. Human Portfolio Choice," Working Papers, HAL, number hal-04638885, Dec, DOI: 10.5281/zenodo.12684139.
• Olga Tatarnikova & Sebastien Duchene & Patrick Sentis & Marc Willinger, 2022, "Portfolio instability and socially responsible investment:experiments with financial professionals and students," CEE-M Working Papers, CEE-M, Universtiy of Montpellier, CNRS, INRA, Montpellier SupAgro, number hal-03909118, Dec.
• Naeem, Muhammad Abubakr & Karim, Sitara & Jamasb, Tooraj & Nepal, Rabindra, 2022, "Risk Transmission between Green Markets and Commodities," Working Papers, Copenhagen Business School, Department of Economics, number 2-2022, Feb.
• Lööf, Hans & Sahamkhadam, Maziar & Stephan, Andreas, 2022, "Incorporating ESG into optimal stock portfolios for the global timber & forestry industry," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 490, Feb.
• Löfgren, Åsa & Nordblom, Katarina, 2022, "Sustainability preferences and financial decision-making among mutual fund investors," Working Papers in Economics, University of Gothenburg, Department of Economics, number 826, Aug.
• Nguyen, Hoang & Virbickaite, Audrone, 2022, "Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models," Working Papers, Örebro University, School of Business, number 2022:5, May.
• Bodnar, Taras & Mazur, Stepan & Nguyen, Hoang, 2022, "Estimation of optimal portfolio compositions for small sampleand singular covariance matrix," Working Papers, Örebro University, School of Business, number 2022:15, Dec.
• Carbone, Sante & Giuzio, Margherita & Kapadia, Sujit & Krämer, Johannes Sebastian & Nyholm, Ken & Vozian, Katia, 2022, "The low-carbon transition, climate commitments and firm credit risk," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 409, Jan.
• Lynda S. Livingston & Shirley Mazaltov-Ast, 2022, "Are Student-Managed Funds Closet Indexers?," Business Education and Accreditation, The Institute for Business and Finance Research, volume 14, issue 1, pages 43-60.
• Taufik Faturohman & Teguh Nugraha, 2022, "Islamic Stock Portfolio Optimization Using Deep Reinforcement Learning," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 8, issue 2, pages 181-200, May, DOI: https://doi.org/10.21098/jimf.v8i2..
• Umar Habibu Umar, 2022, "Relationship Between Board Independence And Csr Spending Of Islamic Banks In Bangladesh," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 8, issue 2, pages 201-218, May, DOI: https://doi.org/10.21098/jimf.v8i2..
• Nur Hidayah & Putri Swastika, 2022, "Performance Of Conventional, Islamic, And Social Responsible Investment (Sri) Indices During Covid-19: A Study Of Indonesian Stock Market," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 8, issue 4, pages 517-534, December, DOI: https://doi.org/10.21098/jimf.v8i4..
• Adi Lesmana & Widyono Soetjipto, 2022, "The Effect Of Corporate Tax Policy On Foreign Direct Investment: Empirical Evidence From Asian Countries," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 25, issue 4, pages 647-672, January, DOI: https://doi.org/10.21098/bemp.v25i4.
• Meinisa Fadillah Rahmi & Nasrudin, 2022, "The Effect Of Covid-19 Pandemic On The Risks Of Investments In Indonesia: Evidence From The Egarch Model," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 25, issue 4, pages 673-688, January, DOI: https://doi.org/10.21098/bemp.v25i4.
• Retno Subekti & Abdurakhman Abdurakhman & Dedi Rosadi, 2022, "Can Zakat And Purification Be Employed In Portfolio Modelling?," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 8, issue Special I, pages 1-16, December, DOI: https://doi.org/10.21098/jimf.v8i0..
• Fortin, Ines & Hlouskova, Jaroslava, 2022, "Prospect theory and asset allocation," IHS Working Paper Series, Institute for Advanced Studies, number 42, Dec.
• Kensuke Fukunaga & Daisuke Miyakawa, 2022, "Supply Chain Network and Credit Supply," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 22-E-08, May.
• Mr. Leonardo Martinez & Mr. Francisco Roch & Francisco Roldán & Mr. Jeromin Zettelmeyer, 2022, "Sovereign Debt," IMF Working Papers, International Monetary Fund, number 2022/122, Jun.
• Lianet Farfán Pérez & Jorge O. Moreno & Maria de las Mercedes Adamuz, 2022, "Madurez de la deuda corporativa como variable de tiempo: evidencia de las empresas públicas de México," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 17, issue 3, pages 1-34, Julio - S.
• Jesús Dacio Villarreal Samaniego & Roberto Joaquín Santillán-Salgado & Luis Jacob Escobar Saldivar, 2022, "The Global Automotive Industry Stock Returns During the COVID-19 Pandemic," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 17, issue 4, pages 1-21, Octubre -.
• Josh Davis & Alan M. Taylor, 2022, "The Leverage Factor: Credit Cycles and Asset Returns," Management Science, INFORMS, volume 68, issue 10, pages 7350-7361, October, DOI: 10.1287/mnsc.2022.4508.
• Francisco Gomes & Alexander Michaelides & Yuxin Zhang, 2022, "Tactical Target Date Funds," Management Science, INFORMS, volume 68, issue 4, pages 3047-3070, April, DOI: 10.1287/mnsc.2021.3981.
• Arash Aloosh & Geert Bekaert, 2022, "Currency Factors," Management Science, INFORMS, volume 68, issue 6, pages 4042-4064, June, DOI: 10.1287/mnsc.2021.4023.
• Matthias Stefan & Martin Holmén & Felix Holzmeister & Michael Kirchler & Erik Wengström, 2022, "You can’t always get what you want—An experiment on finance professionals' decisions for others," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2022-02, Feb.
• Pavel Ciaian & Andrej Cupak & Pirmin Fessler & d’Artis Kancs, 2022, "Environmental and Social Preferences and Investments in Crypto-Assets," JRC Research Reports, Joint Research Centre, number JRC129919, Nov.
• Elmar Lang & Ferdinand Mager & Kerstin Hennig, 2022, "Office Property Pricing and Macroeconomic Shocks: European Regions through the Real Estate Cycle," International Real Estate Review, Global Social Science Institute, volume 25, issue 2, pages 217-236.
• António Afonso & José Alves & João Tovar Jalles, 2022, "To consolidate or not to consolidate? A multi-step analysis to assess needed fiscal sustainability," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2022/0217, Mar.
• António Afonso & Francisco Gomes Pereira, 2022, "Unconventional Monetary Policy in the Euro Area. Impacts on Loans, Employment, and Investment," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2022/0218, Mar.
• Carlos Alberto Piscarreta Pinto Ferreira, 2022, "Revisiting The Determinants Of Sovereign Bond Yield Volatility," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2022/0241, Jul.
• António Afonso & Krzysztof Beck & Karen Jackson, 2022, "Determinants of stock market correlations. Accounting for model uncertainty and reverse causality in a large panel setting," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2022/0246, Sep.
• Batuhan Medetoğlu & Arif Saldanlı, 2022, "An Empirical Study of Individuals’ Investment Decision Anomalies and Heuristics," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 9, issue 1, pages 53-74, January, DOI: 10.26650/JEPR936253.
• Salih Ulev & Mervan Selçuk, 2022, "Testing the Weak-Form Market Efficiency for the Islamic Market Indices: Evidence from Fourier Wavelet ADF Unit Root Test," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 9, issue 2, pages 315-329, July, DOI: 10.26650/JEPR1111585.
• Abdullah Mesut Ucar, 2022, "Do Interest-Free Financial Organizations Offer Fair Prices to Their Customers?," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 9, issue 2, pages 495-521, July, DOI: 10.26650/JEPR1047547.
• Oguzhan Ece & Bulent Diclehan Cadirci, 2022, "The Effect of Loan Portfolio Concentration Level on Financial Stability and Performance: A Comparatıve Analysis in Dual Banking System," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 9, issue 2, pages 523-556, July, DOI: 10.26650/JEPR1117478.
• Drerup, Tilman & Wibral, Matthias & Zimpelmann, Christian, 2022, "Skewness Expectations and Portfolio Choice," IZA Discussion Papers, Institute of Labor Economics (IZA), number 15018, Jan.
• Mujcic, Redzo & Powdthavee, Nattavudh, 2022, "How Do Humans Respond to Huge Financial Losses?," IZA Discussion Papers, Institute of Labor Economics (IZA), number 15536, Sep.
• Md. Bokhtiar Hasan & Md. Abdur Rashed Kabir & Md. Ruhul Amin & Masnun Mahi, 2022, "Effect of Macroeconomic Variables on Islamic and Conventional Stock Indices - Fresh Evidence from Bangladesh," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 2, pages 197-220, April–Jun.
• Zongwu Cai & Pixiong Chen, 2022, "New Online Investor Sentiment and Asset Returns," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202216, Nov, revised Nov 2022.
• William Barnett & Kun He & Jingtong He, 2022, "Consumption Loan Augmented Divisia Monetary Index and China Monetary Aggregation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202217, Nov.
• Zongwu Cai & Ted Juhl, 2020, "The Distribution Of Rolling Regression Estimators," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202218, Aug, revised Dec 2022.
• Xiaodong Chen & Tim Leung & Yang Zhou, 2022, "Constrained dynamic futures portfolios with stochastic basis," Annals of Finance, Springer, volume 18, issue 1, pages 1-33, March, DOI: 10.1007/s10436-021-00398-0.
• Ricardo T. Fernholz & Robert Fernholz, 2022, "Permutation-weighted portfolios and the efficiency of commodity futures markets," Annals of Finance, Springer, volume 18, issue 1, pages 81-108, March, DOI: 10.1007/s10436-021-00401-8.
• Luciano de Castro & Antonio F. Galvao & Gabriel Montes-Rojas & Jose Olmo, 2022, "Portfolio selection in quantile decision models," Annals of Finance, Springer, volume 18, issue 2, pages 133-181, June, DOI: 10.1007/s10436-021-00405-4.
• Marcos Escobar-Anel & Matt Davison & Yichen Zhu, 2022, "Derivatives-based portfolio decisions: an expected utility insight," Annals of Finance, Springer, volume 18, issue 2, pages 217-246, June, DOI: 10.1007/s10436-022-00409-8.
• Roberto Savona, 2022, "Bank business models, negative policy rates, and prudential regulation," Annals of Finance, Springer, volume 18, issue 3, pages 355-392, September, DOI: 10.1007/s10436-021-00397-1.
• Weidong Tian & Zimu Zhu, 2022, "A portfolio choice problem under risk capacity constraint," Annals of Finance, Springer, volume 18, issue 3, pages 285-326, September, DOI: 10.1007/s10436-021-00404-5.
• Alex Garivaltis, 2022, "Rational pricing of leveraged ETF expense ratios," Annals of Finance, Springer, volume 18, issue 3, pages 393-418, September, DOI: 10.1007/s10436-022-00408-9.
• Dilip B. Madan & King Wang, 2022, "Two sided efficient frontiers at multiple time horizons," Annals of Finance, Springer, volume 18, issue 3, pages 327-353, September, DOI: 10.1007/s10436-022-00411-0.
• Yumo Zhang, 2022, "Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate," Annals of Finance, Springer, volume 18, issue 4, pages 511-544, December, DOI: 10.1007/s10436-022-00414-x.
• Paramita Mukherjee & Sweta Tiwari, 2022, "Trading Behaviour of Foreign Institutional Investors: Evidence from Indian Stock Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 29, issue 4, pages 605-629, December, DOI: 10.1007/s10690-022-09361-z.
• Peter Sinka & Peter J. Zeitsch, 2022, "Hedge Effectiveness of the Credit Default Swap Indices: a Spectral Decomposition and Network Topology Analysis," Computational Economics, Springer;Society for Computational Economics, volume 60, issue 4, pages 1375-1412, December, DOI: 10.1007/s10614-021-10185-8.
• Sander Muns & Bas J. M. Werker, 2022, "Pareto Optimal Pension Risk Allocations," De Economist, Springer, volume 170, issue 1, pages 133-172, February, DOI: 10.1007/s10645-022-09397-6.
• Salah A. Nusair & Jamal A. Al-Khasawneh, 2022, "On the relationship between Asian exchange rates and stock prices: a nonlinear analysis," Economic Change and Restructuring, Springer, volume 55, issue 1, pages 361-400, February, DOI: 10.1007/s10644-021-09318-8.
• Milan Szabo, 2022, "Meeting investor outflows in Czech bond and equity funds: horizontal or vertical?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 49, issue 4, pages 1123-1151, November, DOI: 10.1007/s10663-022-09553-w.

2021

• Thomas Persson & Robert Taylor, 2021, "RCT Evaluation of Responsible Investing Preferences," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 64, issue 3, pages 37-68.
• Muhammad Arif & Muhammad Abubakr Naeem & Saqib Farid & Rabindra Nepal & Tooraj Jamasb, 2021, "Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-20, Feb.
• Shabir A A Saleem & Peter N Smith & Abdullah Yalaman, 2021, "Analysis of systematic risk around firm-specific news in an emerging market using high frequency data," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-35, Mar.
• Huang, Shiyang & Hwang, Byoung-Hyoun & Lou, Dong, 2021, "The rate of communication," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 105870, Aug.
• Liao, Jingchi & Peng, Cameron & Zhu, Ning, 2022, "Extrapolative bubbles and trading volume," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 110514, Apr.
• Černý, Aleš & Czichowsky, Christoph & Kallsen, Jan, 2021, "Numeraire-invariant quadratic hedging and mean–variance portfolio allocation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 112612.
• Bernales, Alejandro & Ladley, Daniel & Litos, Evangelos & Valenzuela, Marcela, 2021, "Dark trading and alternative execution priority rules," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118866, Jun.
• Campbell, John & Martin, Ian, 2021, "Sustainability in a risky world," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118878, Apr.
• Liao, Jingchi & Peng, Cameron & Zhu, Ning, 2021, "Extrapolative bubbles and trading volume," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118887, Mar.
• Elliott, Matthew & Georg, Co-Pierre & Hazell, Jonathon, 2021, "Systemic risk shifting in financial networks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123924, Jan.
• Luigi Guiso & Luana Zaccaria, 2021, "From Patriarchy to Partnership: Gender Equality and Household Finance," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2101, revised Jan 2021.
• Stefano Mengoli & Marco Pagano & Pierpaolo Pattitoni, 2021, "The Geography of Investor Attention," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2114, revised Nov 2021.
• Lu Yang, 2021, "Last hour momentum in the Chinese stock market," China Finance Review International, Emerald Group Publishing Limited, volume 12, issue 1, pages 69-100, September, DOI: 10.1108/CFRI-06-2021-0106.
• Thomas C. Chiang, 2021, "Geopolitical risk, economic policy uncertainty and asset returns in Chinese financial markets," China Finance Review International, Emerald Group Publishing Limited, volume 11, issue 4, pages 474-501, March, DOI: 10.1108/CFRI-08-2020-0115.
• Mohamed Shaker Ahmed, 2021, "Momentum investing: evidence from the US tourism and hospitality," European Journal of Management and Business Economics, Emerald Group Publishing Limited, volume 31, issue 3, pages 269-284, June, DOI: 10.1108/EJMBE-02-2021-0057.
• Joseph Falzon & Elaine Bonnici, 2021, "Does it pay to be a faithful investor? A risk-based approach performance analysis of Islamic funds vs UCITS schemes," Islamic Economic Studies, Emerald Group Publishing Limited, volume 29, issue 2, pages 100-118, December, DOI: 10.1108/IES-03-2021-0012.
• Maria Elisabete Neves & Mário Abreu Pinto & Carla Manuela de Assunção Fernandes & Elisabete Fátima Simões Vieira, 2021, "Value and growth stock returns: international evidence (JES)," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, volume 29, issue 5, pages 698-733, October, DOI: 10.1108/IJAIM-05-2021-0097.
• Seyram Pearl Kumah & Jones Odei-Mensah, 2021, "Can altcoins become viable alternatives to African fiat currencies?," International Journal of Development Issues, Emerald Group Publishing Limited, volume 21, issue 1, pages 24-53, August, DOI: 10.1108/IJDI-04-2021-0088.
• Laleh Samarbakhsh & Meet Shah, 2021, "Did the STOCK Act impact the performance, risk and flow of hedge funds?," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 18, issue 5, pages 944-978, October, DOI: 10.1108/IJMF-04-2021-0174.
• Mohamed Fakhfekh & Ahmed Jeribi & Ahmed Ghorbel & Nejib Hachicha, 2021, "Hedging stock market prices with WTI, Gold, VIX and cryptocurrencies: a comparison between DCC, ADCC and GO-GARCH models," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 4, pages 978-1006, June, DOI: 10.1108/IJOEM-03-2020-0264.
• Taicir Mezghani & Mouna Boujelbène-Abbes, 2021, "Financial stress effects on financial markets: dynamic connectedness and portfolio hedging," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 10, pages 4064-4087, December, DOI: 10.1108/IJOEM-06-2020-0619.
• Tauhidul Islam Tanin & Abu Umar Faruq Ahmad & Aishath Muneeza, 2021, "Shariah-compliant equities and Shariah screening: need for convergence of ethical screening of stocks with Shariah screening," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 2, pages 296-315, May, DOI: 10.1108/IJOEM-09-2020-1041.
• Vikas Gupta & Shveta Singh & Surendra S. Yadav, 2021, "Disaggregated IPO returns, economic uncertainty and the long-run performance of SME IPOs," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 10, pages 3847-3867, December, DOI: 10.1108/IJOEM-09-2020-1098.
• Ali Fayyaz Munir & Shahrin Saaid Shaharuddin & Mohd Edil Abd Sukor & Mohamed Albaity & Izlin Ismail, 2021, "Financial liberalization and the behavior of reversals in emerging market economies," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 17, issue 6, pages 1565-1582, January, DOI: 10.1108/IJOEM-11-2019-0939.
• Eyup Kadioglu, 2021, "Intraday analysis of regulation change in microstructure: evidence from an emerging market," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 5, pages 1216-1235, June, DOI: 10.1108/IJOEM-11-2020-1310.
• Hale Yalcin & Sema Dube, 2021, "Impact of economic and market factors on the market liquidity timing ability of mutual fund managers in Turkey," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 9, pages 2072-2085, August, DOI: 10.1108/IJOEM-12-2020-1517.
• Burak Çıkıryel & Hakan Aslan & Mücahit Özdemir, 2021, "Impact of Brexit on Islamic stock markets: employing MGARCH-DCC and wavelet correlation analysis," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 15, issue 1, pages 179-202, August, DOI: 10.1108/IMEFM-01-2020-0007.
• Syed Alamdar Ali Shah & Raditya Sukmana & Bayu Arie Fianto, 2021, "Integration of Islamic bank specific risks and their impact on the portfolios of Islamic Banks," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 14, issue 3, pages 561-578, January, DOI: 10.1108/IMEFM-01-2020-0021.
• Syed Moudud-Ul-Huq & Tanmay Biswas & Md. Abdul Halim & Miroslav Mateev & Imran Yousaf & Mohammad Zoynul Abedin, 2021, "The effects of bank competition, financial stability and ownership structure: evidence from the Middle East and North African (MENA) countries," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 15, issue 4, pages 717-738, November, DOI: 10.1108/IMEFM-05-2020-0214.
• Rifki Ismal, 2021, "Assessing the application of Islamic and conventional hedgings in Indonesia," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 15, issue 1, pages 32-47, July, DOI: 10.1108/IMEFM-06-2020-0300.
• Harjum Muharam & Aditya Dharmawan & Najmudin Najmudin & Robiyanto Robiyanto, 2021, "Herding Behavior: Evidence from Southeast Asian Stock Markets," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Recent Developments in Asian Economics International Symposia in Economic Theory and Econometrics", DOI: 10.1108/S1571-038620210000028012.
• Taufik Faturohman & Karina Agri Widjaya & Kurnia Fajar Afgani, 2021, "Sin Stock Proportion and Investment Manager Education Background in Indonesian Equity Funds," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Environmental, Social, and Governance Perspectives on Economic Development in Asia", DOI: 10.1108/S1571-03862021000029A020.
• Adefemi A. Obalade & Tsepang Moeti & Vijen Moodley & Yusuf Randeree & Paul-Francois Muzindutsi, 2021, "Interlinkages and Diversification Opportunities Among Emerging Bond Markets: BRIC and BRICS Comparison," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Environmental, Social, and Governance Perspectives on Economic Development in Asia", DOI: 10.1108/S1571-03862021000029A023.
• Dito Rinaldo & Vina Anggilia Puspita, 2021, "Education and Socialization Investment Galleries to Improve Capital Market Inclusion," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Environmental, Social, and Governance Perspectives on Economic Development in Asia", DOI: 10.1108/S1571-03862021000029A025.
• Yang Zhao & Zhonglu Chen, 2021, "Forecasting stock price movement: new evidence from a novel hybrid deep learning model," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, volume 29, issue 2, pages 91-104, August, DOI: 10.1108/JABES-05-2021-0061.
• Yi Xuan Lim & Consilz Tan, 2021, "Do negative events really have deteriorating effects on stock performance? A comparative study on Tesla (US) and Nio (China)," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, volume 29, issue 2, pages 105-119, December, DOI: 10.1108/JABES-07-2021-0106.
• Bayu Adi Nugroho, 2021, "Dynamic risk-based optimization on cryptocurrencies," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 5, issue 1, pages 28-48, March, DOI: 10.1108/JCMS-01-2021-0002.
• Doan Van Dinh, 2021, "Analyzed relationship between risks and expected returns," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 39, issue 4, pages 749-759, September, DOI: 10.1108/JEAS-05-2021-0088.
• Eduardo Saucedo & Jorge González, 2021, "The effect of macroeconomic variables on the robustness of the traditional Fama–French model. A study for Mexico using different portfolios," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 26, issue 52, pages 252-267, August, DOI: 10.1108/JEFAS-03-2021-0010.
• Imlak Shaikh & Toan Luu Duc Huynh, 2021, "Does disease outbreak news impact equity, commodity and foreign exchange market? Investors' fear of the pandemic COVID-19," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 4, pages 647-664, May, DOI: 10.1108/JES-10-2020-0503.
• Mahmoud Shahin, 2021, "The impact of long-term riskless asset on ensuring liquidity and preventing banking fragility," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 4, pages 683-698, June, DOI: 10.1108/JES-11-2020-0558.
• Saji Thazhugal Govindan Nair, 2021, "Price discovery and pairs trading potentials: the case of metals markets," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 13, issue 5, pages 565-586, March, DOI: 10.1108/JFEP-06-2020-0139.
• A.K.M. Kamrul Hasan & Yasushi Suzuki, 2021, "“Sub-debt trap”: a real effect of an ill-design adoption of basel accord in the Bangladeshi banking industry," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 12, issue 8, pages 1124-1145, October, DOI: 10.1108/JIABR-09-2020-0298.
• Alain Coën & Benoit Lefebvre, 2021, "Money supply, exchange rates and office market dynamics: comparative evidence from the UK and Germany," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 40, issue 2, pages 237-248, November, DOI: 10.1108/JPIF-03-2021-0025.
• Nino Martin Paulus & Marina Koelbl & Wolfgang Schaefers, 2021, "Can textual analysis solve the underpricing puzzle? A US REIT study," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 40, issue 6, pages 548-570, November, DOI: 10.1108/JPIF-06-2021-0052.
• Carla Henriques & Elisabete Neves, 2021, "Exploring the trade-off between liquidity, risk and return under sectoral diversification across distinct economic settings," Journal of Risk Finance, Emerald Group Publishing Limited, volume 22, issue 2, pages 130-152, May, DOI: 10.1108/JRF-05-2020-0101.
• Joel R. Barber, 2021, "Power law bond price and yield approximation," Journal of Risk Finance, Emerald Group Publishing Limited, volume 23, issue 1, pages 14-31, December, DOI: 10.1108/JRF-10-2020-0217.
• Ángel León & Trino-Manuel Ñíguez, 2021, "Copula methods for evaluating relative tail forecasting performance," Journal of Risk Finance, Emerald Group Publishing Limited, volume 22, issue 5, pages 332-344, September, DOI: 10.1108/JRF-10-2020-0222.
• Hirotaka Fushiya & Tomoki Kitamura & Munenori Nakasato, 2021, "Structured product investment behavior in low-interest rate environments," Journal of Risk Finance, Emerald Group Publishing Limited, volume 22, issue 2, pages 113-129, May, DOI: 10.1108/JRF-12-2019-0232.
• Asgar Ali & Hajam Abid Bashir, 2021, "Bibliometric study on asset pricing," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 14, issue 3, pages 433-460, October, DOI: 10.1108/QRFM-07-2020-0114.
• Dulani Jayasuriya Daluwathumullagamage, 2021, "Icarus of the 21st century: bond/monoline insurance," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 14, issue 1, pages 1-52, October, DOI: 10.1108/QRFM-07-2020-0122.
• Bei Chen & Quan Gan, 2021, "Measuring gambling activity in options market," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 14, issue 3, pages 345-378, March, DOI: 10.1108/RBF-08-2020-0206.
• Jennifer Brodmann & Phuvadon Wuthisatian & Rama K. Malladi, 2021, "The liquidity, performance and investor preference of socially responsible investments," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 15, issue 2, pages 224-239, December, DOI: 10.1108/RBF-09-2021-0191.
• Wendy Kesuma & Irwan Adi Ekaputra & Dony Abdul Chalid, 2021, "Individual investor attention to stock split and the disposition effect," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 14, issue 5, pages 701-717, May, DOI: 10.1108/RBF-11-2020-0274.
• Nuno Silva, 2021, "Life-cycle asset allocation and the peso problem: does ambiguity aversion matter?," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 14, issue 5, pages 718-732, May, DOI: 10.1108/RBF-11-2020-0297.
• Szymon Stereńczak, 2021, "Conditional stock liquidity premium: is Warsaw stock exchange different?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 1, pages 67-85, January, DOI: 10.1108/SEF-03-2020-0075.
• Sinem Guler Kangalli Uyar & Umut Uyar & Emrah Balkan, 2021, "The role of precious metals in extreme market conditions: evidence from stock markets," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 1, pages 63-78, August, DOI: 10.1108/SEF-04-2021-0128.
• Florin Aliu & Ujkan Bajra & Naim Preniqi, 2021, "Analysis of diversification benefits for cryptocurrency portfolios before and during the COVID-19 pandemic," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 3, pages 444-457, September, DOI: 10.1108/SEF-05-2021-0190.
• Ghulame Rubbaniy & Ali Awais Khalid & Muhammad Faisal Rizwan & Shoaib Ali, 2021, "Are ESG stocks safe-haven during COVID-19?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 2, pages 239-255, December, DOI: 10.1108/SEF-08-2021-0320.
• Pradipta Kumar Sahoo, 2021, "COVID-19 pandemic and cryptocurrency markets: an empirical analysis from a linear and nonlinear causal relationship," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 2, pages 454-468, March, DOI: 10.1108/SEF-09-2020-0385.
• Awatef Ourir & Elie Bouri & Essahbi Essaadi, 2021, "Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach," Working Papers, Economic Research Forum, number 1511, Nov, revised 20 Nov 2021.