Research classified by Journal of Economic Literature (JEL) codes

2021

• Debabrata Mukhopadhyay & Nityananda Sarkar, 2021, "A Starting Note: Do Green Indices Outperform BSESENSEX and Energy Indices in India? Some Evidence on Investors’ Commitment Towards Green Investing," International Econometric Review (IER), Econometric Research Association, volume 13, issue 2, pages 41-58, June.
• Tunahan Yilmaz, 2021, "Optimal Dynamic Hedging in Selected Markets," International Econometric Review (IER), Econometric Research Association, volume 13, issue 4, pages 89-117, December.
• Augustine C. Arize & Ioannis N. Kallianiotis & John Malindretos & Alexis Panayides & Cheickna Sylla, 2021, "An Econometric Study of Forecasting French Foreign Exchange Rates," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 11, issue 1, pages 3-14.
• Ilona Urych, 2021, "The Use of Models for the Diagnosis of Defence Potential in the Strategic Management of Activities by Civilians to Strengthen National Security," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 830-840.
• Joanna Kowalik, 2021, "The “UMO” as an Example of Scientific Project Implementation," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 1055-1068.
• Tomasz Lukaszewski, 2021, "Buildings Thermal Retrofit Investement under ESCO Formula - A Case Study from Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 1081-1093.
• Rubaj Piotr & Wazna Elzbieta, 2021, "Investment Funds of Emerging Markets as Alternative Forms of Capital Investment in the Conditions of Low Interest Rates," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 290-307.
• Mariusz Czekala & Zbigniew Kurylek, 2021, "Inversions Distribution and Testing Correlation Changes for Rates of Return," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3 - Part , pages 633-650.
• Dariusz Siudak, 2021, "Sectoral Analysis of the US Stock Market through Complex Networks," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3 - Part , pages 951-966.
• Marek Andrzej Kocinski, 2021, "The Analysis of Some Trading Strategy on the Stock Market with the Liquidity Shortage," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4 - Part , pages 273-286.
• Magdalena Mikolajek-Gocejna, 2021, "Estimation, Instability, and Non-Stationarity of Beta Coefficients for Twenty-four Emerging Markets in 2005-2021," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4 - Part , pages 370-395.
• Eryka Probierz & Adam Galuszka & Katarzyna Klimczak & Karol Jedrasiak & Tomasz Wisniewski & Tomasz Dzida, 2021, "Financial Sentiment on Twitter's Community and it's Connection to Polish Stock Market Movements in Context of Behavior Modelling," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4 - Part , pages 56-65.
• Joanna Holub-Iwan, 2021, "Management Information Systems of Public Health Behaviors based on Evidence in Medicine and Health Management," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 623-643.
• Katarzyna Puszko, 2021, "Effectivity of Leadership," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 644-663.
• Katarzyna Puszko, 2021, "Denotation of Leadership Efficiency," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 664-676.
• Kohei AONO & Tatsuyoshi OKIMOTO, 2021, "When Does the Japan Empowering Women Index Outperform Its Parent and the ESG Select Leaders Indexes?," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 21053, Jul.
• Sebastien Pouget & Christian Gollier, 2021, "Investment Strategies and Corporate Behaviour with Socially Responsible Investors: A Theory of Active Ownership," Working Papers, FAERE - French Association of Environmental and Resource Economists, number 2021.15, Dec.
• Dejan Živkov & Slavica Manic & Jasmina Duraskovic & Dejan Viduka, 2021, "Measuring Downside Risk in Portfolios with Bitcoin," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 71, issue 2, pages 178-200, October.
• Lenka Nechvatalova, 2021, "Multi-Horizon Equity Returns Predictability via Machine Learning," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/02, Feb, revised Feb 2021.
• Jozef Barunik & Josef Kurka, 2021, "Frequency-Dependent Higher Moment Risks," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/11, Apr, revised Apr 2021.
• Weizhi Sun & Ladislav Kristoufek, 2021, "Diversification Among Cryptoassets: Bitcoin Maximalism, Active Portfolio Management, and Survival Bias," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/31, Sep, revised Sep 2021.
• Maryam Ahmadi & Matteo Manera, 2021, "Oil Price Shocks and Economic Growth in Oil-Exporting Countries," Working Papers, Fondazione Eni Enrico Mattei, number 2021.13, May.
• Davide Bazzana & Michele Colturato & Roberto Savona, 2021, "Learning about Unprecedented Events: Agent-Based Modelling and the Stock Market Impact of COVID-19," Working Papers, Fondazione Eni Enrico Mattei, number 2021.26, Oct.
• Juan Antolin-Diaz & Ivan Petrella & Juan F. Rubio-Ramirez, 2021, "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2021-25, Nov, DOI: 10.29338/wp2021-25.
• Keyvan Eslami & Tom Phelan, 2021, "Applications of Markov Chain Approximation Methods to Optimal Control Problems in Economics," Working Papers, Federal Reserve Bank of Cleveland, number 21-04R, Feb, revised 17 May 2022, DOI: 10.26509/frbc-wp-202104r.
• Anantha Divakaruni & Peter Zimmerman, 2021, "Uncovering Retail Trading in Bitcoin: The Impact of COVID-19 Stimulus Checks," Working Papers, Federal Reserve Bank of Cleveland, number 21-13, Jul, DOI: 10.26509/frbc-wp-202113.
• Katya Kartashova & Xiaoqing Zhou, 2021, "Wealth Inequality and Return Heterogeneity During the COVID-19 Pandemic," Working Papers, Federal Reserve Bank of Dallas, number 2114, Nov, DOI: 10.24149/wp2114.
• Christopher Anderson, 2021, "Consumption-Based Asset Pricing When Consumers Make Mistakes," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-015, Mar, DOI: 10.17016/FEDS.2021.015.
• Sandro Lunghi & Daniel Schmidt & Bastian von Beschwitz, 2021, "Fundamental Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-022, Mar, DOI: 10.17016/FEDS.2021.022.
• Mathias S. Kruttli & Phillip J. Monin & Lubomir Petrasek & Sumudu W. Watugala, 2021, "Hedge Fund Treasury Trading and Funding Fragility: Evidence from the COVID-19 Crisis," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-038, Jun, DOI: 10.17016/FEDS.2021.038.
• Yacine Aït-Sahalia & Felix Matthys & Emilio Osambela & Ronnie Sircar, 2021, "When Uncertainty and Volatility Are Disconnected: Implications for Asset Pricing and Portfolio Performance," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-063, Sep, DOI: 10.17016/FEDS.2021.063.
• Andrew F. Haughwout & Haoyang Liu & Dean Parker & Xiaohan Zhang, 2021, "Do People View Housing as a Good Investment and Why?," Liberty Street Economics, Federal Reserve Bank of New York, number 20210405b, Apr.
• Andrew F. Haughwout & Haoyang Liu & Dean Parker & Xiaohan Zhang, 2021, "Do People View Housing as a Good Investment and Why?," Liberty Street Economics, Federal Reserve Bank of New York, number 20210405b, Apr.
• Fulvia Fringuellotti & João A. C. Santos, 2021, "Insurance Companies and the Growth of Corporate Loans' Securitization," Staff Reports, Federal Reserve Bank of New York, number 975, Aug.
• Kenechukwu E. Anadu & Marco Cipriani & Ryan M. Craver & Gabriele La Spada, 2021, "COVID Response: The Money Market Mutual Fund Facility," Staff Reports, Federal Reserve Bank of New York, number 980, Sep.
• Marcin Dec & Marek Weretka, 2021, "Welfare measurements with heterogeneous agents," GRAPE Working Papers, GRAPE Group for Research in Applied Economics, number 50.
• Marek Weretka, 2021, "An ordinal theorem of the maximum," GRAPE Working Papers, GRAPE Group for Research in Applied Economics, number 61.
• Abramov Alexander & Kosyrev Andrey & Radygin Alexander & Chernova Maria, 2021, "Corporate Pension Plans: Trends and Prospects for their Implementation
  [Корпоративные Пенсионные Планы: Тенденции И Перспективы Реализации]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 10, pages 35-39, October.
• Abramov Alexander & Kosyrev Andrey & Radygin Alexander & Chernova Maria, 2021, "Behavior of Private Investors in the Stock Markets of Russia and the US
  [Поведение Частных Инвесторов На Фондовых Рынках России И Сша]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 12, pages 54-59, December.
• Abramov Alexander & Kosyrev Andrey & Radygin Alexander & Chernova Maria, 2021, "Корпоративные Пенсионные Планы: Тенденции И Перспективы Реализации," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 10, pages 35-39, October.
• Abramov Alexander & Kosyrev Andrey & Radygin Alexander & Chernova Maria, 2021, "Поведение Частных Инвесторов На Фондовых Рынках России И Сша," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 12, pages 54-59, December.
• Rui Pedro Brito & Pedro Alarcão Judice, 2021, "Efficient credit portfolios under IFRS 9," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2021-07, Jul.
• Barras, Laurent & Scaillet, Olivier & Gagliardini, Patrick, 2021, "Skill, scale, and value creation in the mutual fund industry," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:150822.
• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2021, "Long-run equilibrium in international assets and goods markets: Why is the Law of One Price required?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03330856, DOI: 10.1016/j.jebo.2021.08.023.
• Gaëtan Le Quang, 2021, "“Taking diversity into account”: real effects of accounting measurement on asset allocation," Post-Print, HAL, number hal-03169493, DOI: 10.1016/j.qref.2021.02.008.
• Roman Mestre, 2021, "A wavelet approach of investing behaviors and their effects on risk exposures," Post-Print, HAL, number hal-03195190, Apr, DOI: 10.1186/s40854-021-00239-z.
• Georges Prat & Remzi Uctum, 2021, "Modeling ex-ante risk premia in the oil market," Post-Print, HAL, number hal-03318785, Jun.
• Georges Prat & Remzi Uctum, 2021, "Term structure of interest rates: modelling the risk premium using a two horizons framework," Post-Print, HAL, number hal-03319099, DOI: 10.1016/j.jebo.2019.09.006.
• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2021, "Long-run equilibrium in international assets and goods markets: Why is the Law of One Price required?," Post-Print, HAL, number hal-03330856, DOI: 10.1016/j.jebo.2021.08.023.
• Catherine D’hondt & Maxime Merli & Tristan Roger, 2021, "What drives retail portfolio exposure to ESG factors?," Post-Print, HAL, number hal-03373287, Sep, DOI: 10.1016/j.frl.2021.102470.
• Maxime Merli & Antoine Parent & Cécile Edlinger, 2021, "Portfolio advice before modern portfolio theory : the Belle Époque for french analyst Alfred Neymarck," Post-Print, HAL, number hal-03403339, DOI: 10.1080/00076791.2019.1676231.
• Dionisis Th Philippas & Catalin Dragomirescu-Gaina & Stéphane Goutte & Duc Khuong Nguyen, 2021, "Investors’ attention and information losses under market stress," Post-Print, HAL, number hal-03434918, DOI: 10.1016/j.jebo.2021.09.040.
• Sabri Boubaker & Xuyuan Han & Zhenya Liu & Yaosong Zhan, 2023, "Optimal filter rules for selling stocks in the emerging stock markets," Post-Print, HAL, number hal-03511438, Nov, DOI: 10.1007/s10479-021-04381-w.
• Remzi Uctum & Georges Prat, 2021, "Modeling ex-ante risk premia in the oil market," Post-Print, HAL, number hal-03513121.
• Rabah Amir & Igor Evstigneev & Thorsten Hens & Valeriya Potapova & Klaus Schenk-Hoppé, 2021, "Evolution in pecunia," Post-Print, HAL, number hal-03589215, Jun, DOI: 10.1073/pnas.2016514118.
• Philippe Masset & Jean-Philippe Weisskopf & Jean-Marie Cardebat & Benoît Faye & Eric Le Fur, 2021, "Analyzing the risks of an illiquid and global asset: The case of fine wine," Post-Print, HAL, number hal-03703194, Nov, DOI: 10.1016/j.qref.2021.06.023.
• Md Akhtaruzzaman & Sabri Boubaker & Brian M Lucey & Ahmet Sensoy, 2021, "Is gold a hedge or a safe-haven asset in the COVID–19 crisis?," Post-Print, HAL, number hal-04998990, Jul, DOI: 10.1016/j.econmod.2021.105588.
• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2021, "Long-run equilibrium in international assets and goods markets: Why is the Law of One Price required?," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-03330856, DOI: 10.1016/j.jebo.2021.08.023.
• Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2021, "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Sciences Po Economics Publications (main), HAL, number halshs-03046219, Feb, DOI: 10.1016/j.jfs.2020.100811.
• Eric Benhamou, 2021, "Distribution and statistics of the Sharpe Ratio," Working Papers, HAL, number hal-03207169, Apr.
• Askandarou Cheik Diallo & Luc Jacolin & Isabelle Rabaud, 2021, "Foreign direct investment and domestic private investment in Sub-Saharan African countries: crowding-in or out?," Working Papers, HAL, number hal-03232985.
• Askandarou Diallo & Luc Jacolin & Isabelle Rabaud, 2021, "Foreign direct investment and domestic private investment in Sub-Saharan African countries: crowding-in or out?," Working Papers, HAL, number hal-03259551, Jun.
• Khalid Ahmed Al-Ansari & Ahmet Faruk Aysan, 2021, "More than ten years of Blockchain creation: How did we use the technology and which direction is the research heading?
  [Plus de dix ans de création Blockchain : Comment avons-nous utilisé la techno," Working Papers, HAL, number hal-03343048, Sep.
• William Goetzmann & Christophe Spaenjers & Stijn van Nieuwerburgh, 2021, "Real and Private-Value Assets," Working Papers, HAL, number hal-03501704, Mar, DOI: 10.2139/ssrn.3803091.
• Georges Prat & Remzi Uctum, 2021, "Modeling ex-ante risk premia in the oil market," Working Papers, HAL, number hal-03508699.
• April M. Knill & Joseph Fred Kindelsperger & Alexei V. Ovtchinnikov, 2021, "Stock Ownership of Federal Judges and its Impact on Corporations," Working Papers, HAL, number hal-03869827, Oct, DOI: 10.2139/ssrn.3951325.
• Samira Hellou, 2021, "Les effets de l’interaction entre les marchés financiers et la réglementation bancaire sur la structure des flux bancaires internationaux vers les pays émergents," Working Papers, HAL, number hal-04159767.
• Lööf, Hans & Sahamkhadam, Maziar & Stephan, Andreas, 2021, "Is Corporate Social Responsibility investing a free lunch? The relationship between ESG, tail risk, and upside potential of stocks before and during the COVID-19 crisis," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 488, May.
• Sebastian, Steffen P. & Steininger, Bertram I., 2021, "Real estate ETNs in strategic asset allocation," Working Paper Series, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, number 21/8, Dec.
• Bermin, Hans-Peter & Holm, Magnus, 2021, "The Geometry of Risk Adjustments," Knut Wicksell Working Paper Series, Lund University, Knut Wicksell Centre for Financial Studies, number 2021/2, Dec.
• Virk, Nader & Javed, Farrukh & Awartani, Basel, 2021, "A reality check on the GARCH-MIDAS volatility models," Working Papers, Örebro University, School of Business, number 2021:2, Mar.
• Javed, Farrukh & Mazur, Stepan & Thorsén, Erik, 2021, "Tangency portfolio weights under a skew-normal model in small and large dimensions," Working Papers, Örebro University, School of Business, number 2021:13, Jun.
• Nguyen, Hoang & Javed, Farrukh, 2021, "Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach," Working Papers, Örebro University, School of Business, number 2021:15, Aug.
• Chernulich, Aleksei & Horowitz, John & Rabanal, Jean Paul & Rud, Olga A & Sharifova , Manizha, 2021, "Entry and exit decisions under public and private information: An experiment," UiS Working Papers in Economics and Finance, University of Stavanger, number 2021/3, Sep.
• 祝迫, 得夫 & Iwaisako, Tokuo, 2021, "コロナ感染症（Covid-19）拡大下での貯蓄・金融投資行動と個人の主観的認識の役割," Economic Review, Hitotsubashi University, volume 72, issue 4, pages 363-379, October, DOI: 10.15057/72488.
• Sarantis Tsiaplias & Qi Zeng & Guay Lim, 2021, "Retail investor expectations and trading preferences," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2021n27, Dec.
• Stanislaw Szmitka, 2021, "Risk, Financing, Efficiency of Investments Implemented by Contemporary Enterprises," Oblik i finansi, Institute of Accounting and Finance, issue 2, pages 107-115, June, DOI: 10.33146/2307-9878-2021-2(92)-107-1.
• Roshani Chamalka Gunathilaka & J. M. Ruwani Fernando, 2021, "Do behavioral biases differ among institutional and individual investors?," Oblik i finansi, Institute of Accounting and Finance, issue 2, pages 61-73, June, DOI: 10.33146/2307-9878-2021-2(92)-61-73.
• Sergii Borodin, 2021, "Responsible Land-Based Investment in Ukraine: International Regulatory Practice," Oblik i finansi, Institute of Accounting and Finance, issue 4, pages 62-70, December, DOI: 10.33146/2307-9878-2021-4(94)-62-70.
• Anas Ahmad Bani Atta & Ainulashikin Marzuki, 2021, "Star And Poor Fund Phenomena In Islamic- And Conventional-Focused Families: Emerging Country Evidence," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 7, issue 2, pages 263-284, May, DOI: https://doi.org/10.21098/jimf.v7i2..
• Irna Puji Lestari & Wenang Ginanjar & Ari Warokka, 2021, "Multidimensional Risk And Religiosity Towards Indonesian Muslims’ Sharia Investment Decision," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 7, issue 2, pages 369-400, May, DOI: https://doi.org/10.21098/jimf.v7i2..
• Hedi Ben Haddad & Nader Trabelsi, 2021, "Better Safe Havens During Covid-19: A Comparison Between Islamic And Selected Financial Assets," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 7, issue Special I, pages 33-82, March, DOI: https://doi.org/10.21098/jimf.v7i0..
• Seema Wati Narayan & Sivagowry Srianathakumar & Greeni Maheshwari & Mobeen Ur Rehman, 2021, "Diversification Gains For A Home Biased Trader In The Emerging And Frontier Equity Markets," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 24, issue 3, pages 385-414, September, DOI: https://doi.org/10.21098/bemp.v24i3.
• Chinmaya Behera & Badri Narayan Rath, 2021, "The Covid-19 Pandemic And Indian Pharmaceutical Companies: An Event Study Analysis," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 24, issue Special I, pages 1-14, January, DOI: https://doi.org/10.21098/bemp.v24i0.
• Ferry Syarifuddin & Maman Setiawan, 2021, "Capital Flow Amid The Covid-19 Pandemic: Cross-Country Contagion Effect Among Asean5 And Projection Of The Impacts For The Indonesian Economy," Working Papers, Bank Indonesia, number WP/08/2021.
• Kristiaan Kerstens & Paolo Mazza & Tiantian Ren & Ignace Van de Woestyne, 2021, "Multi-Time and Multi-Moment Nonparametric Frontier-Based Fund Rating: Proposal and Buy-and-Hold Backtesting Strategy," Working Papers, IESEG School of Management, number 2021-EQM-03, May.
• Ran Gu & Cameron Peng & Weilong Zhang, 2021, "The gender gap in household bargaining power: a portfolio-choice approach," IFS Working Papers, Institute for Fiscal Studies, number W21/11, May.
• Dirk W.G.A. Broeders & Damiaan H.J. Chen & Peter A. Minderhoud & C.J. Willem Schudel, 2021, "Pension Funds' Herding," International Journal of Central Banking, International Journal of Central Banking, volume 17, issue 1, pages 285-330, March.
• Daniel Garcia-Macia, 2021, "Household Wealth and Resilience to Financial Shocks in Italy," International Journal of Central Banking, International Journal of Central Banking, volume 17, issue 3, pages 241-272, September.
• Marcin Kolasa, 2021, "Equilibrium Foreign Currency Mortgages," IMF Working Papers, International Monetary Fund, number 2021/084, Mar.
• David Juárez-Luna, 2021, "Power generation portfolios: A parametric formulation of the efficient frontier," 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 16, issue 1, pages 1-29, Enero - M.
• Rodrigo A. Morales Fernández Rafaelly & Roberto J. Santillán-Salgado, 2021, "Oil price effect on sectoral stock returns: A conditional covariance and correlation approach for Mexico," 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 16, issue 1, pages 1-15, Enero - M.
• Carlos Cristian De la Rosa Flores & Ana Isabel Ordóñez Parada & Cristina Cabrera Ramos & Viviana Berroterán Martínez, 2021, "Estadística multivariada aplicada a la clasificación de empresas que cotizan en la Bolsa Mexicana de Valores," 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 16, issue 1, pages 1-23, Enero - M.
• Bárbara Ruth Trejo Becerril & Alberto Gallegos David, 2021, "Estimación del Riesgo de Mercado utilizando el VaR y la Beta del CAPM," 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 16, issue 2, pages 1-26, Abril - J.
• Domingo Rodríguez Benavides & César Gurrola Ríos & Francisco López Herrera, 2021, "Dependencia de los mercados de valores de Argentina, Brasil y México respecto del estadounidense: Covid19 y otras crisis financieras recientes," 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 16, issue 3, pages 1-18, Julio - S.
• Héctor Alonso Olivares Aguayo, 2021, "Afectaciones financieras en los principales países de América Latina con mayores registros de COVID-19," 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 16, issue 3, pages 1-18, Julio - S.
• Gabriel Alberto Agudelo Torres & Héctor Alonso Olivares Aguayo & Julio Téllez Pérez, 2021, "Riesgo de mercado en Portafolios mexicanos previo a la crisis COVID-19: Portafolio de renta fija vs Portafolio de capital," 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 16, issue 4, pages 1-21, Octubre -.
• José Antonio Climent Hernández & Gabino Sánchez Arzate & Ambrosio Ortiz Ramírez, 2021, "Portafolios ?-estables del G20: Evidencia empírica con Markowitz, Tobin y CAPM," 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 16, issue 4, pages 1-28, Octubre -.
• Luis Raúl Rodríguez-Reyes & Angel Samaniego & Mireya Pasillas, 2021, "Strategies in Retirement Fund Selection in the Mexican Retirement Market 1997-2018," 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 16, issue TNEA, pages 1-16, Septiembr.
• Judith Jazmin Castro Pérez & José Eduardo Medina Reyes, 2021, "Fuzzy Portfolio Selection with Sugeno Type Fuzzy Neural Network: Investing in the Mexican Stock Market," 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 16, issue TNEA, pages 1-25, Septiembr.
• Laura Hueber & Rene Schwaiger, 2021, "Debiasing Through Experience Sampling: The Case of Myopic Loss Aversion," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-01, Jan.
• Martin Holmen & Felix Holzmeister & Michael Kirchler & Matthias Stefan & Erik Wengström, 2021, "Economic Preferences and Personality Traits Among Finance Professionals and the General Population," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-03, Mar.
• Christoph Huber & Jürgen Huber & Michael Kirchler, 2021, "Volatility Shocks and Investment Behavior," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-06, Jun.
• Rene Schwaiger & Laura Hueber, 2021, "Do MTurkers Exhibit Myopic Loss Aversion?," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-12, Dec.
• Sebastian Bachler & Felix Holzmeister & Michael Razen & Matthias Stefan, 2021, "The Impact of Presentation Format and Choice Architecture on Portfolio Allocations: Experimental Evidence," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-15.
• Eva Horvat & Mladen Latkovic, 2021, "Long-term cash flows of mandatory and voluntary pension funds in Croatia and their impact on asset allocation," Public Sector Economics, Institute of Public Finance, volume 45, issue 2, pages 229-255, DOI: 10.3326/pse.45.2.3.
• Murat Tiniç & Ahmet Sensoy & Muge Demir & Duc Khuong Nguyen, 2021, "Broker Network Connectivity and the Cross-Section of Expected Stock Returns," Working Papers, Department of Research, Ipag Business School, number 2021-002, Jan.
• Erdinc Akyildirim & Ahmet Goncu & Alper Hekimoglu & Duc Khuong Nguyen & Ahmet Sensoy, 2021, "Statistical Arbitrage: Factor Investing Approach," Working Papers, Department of Research, Ipag Business School, number 2021-003, Jan.
• Macías-Trejo, L. Guadalupe & Valdemar, Oscar & López-Herrera, Francisco, 2021, "Beneficios de la inversión socialmente responsable sobre las SIEFORES tipo cuatro: análisis con el algoritmo de optimización de Martin," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 16, issue 54, pages 9-32, Primer se.
• Jorge M. Uribe & Montserrat Guillen & Xenxo Vidal-Llana, 2021, ""Rethinking Asset Pricing with Quantile Factor Models"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202104, Mar, revised Mar 2021.
• Carlos Alberto Piscarreta Pinto Ferreira, 2021, "Does Public Debt Ownership Structure Matter for a Borrowing Country?," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0190, Aug.
• Hongwei Chuang, 2021, "How Much Does Nominal Share Price Matter?," Working Papers, Research Institute, International University of Japan, number EMS_2021_01, Feb.
• Hongwei Chuang, 2021, "Momentum Has Its Own Values," Working Papers, Research Institute, International University of Japan, number EMS_2021_02, Feb.
• Tamás Peragovics, 2021, "China’s Mergers & Acquisitions Activity in the United States – The Case of TikTok," IWE Working Papers, Institute for World Economics - Centre for Economic and Regional Studies, number 264, Apr.
• Jetter, Michael & Stockley, Kieran, 2021, "Gender Match and the Gender Gap in Venture Capital Financing: Evidence from Shark Tank," IZA Discussion Papers, Institute of Labor Economics (IZA), number 14069, Jan.
• Brown, Sarah & Bucciol, Alessandro & Montagnoli, Alberto & Taylor, Karl, 2021, "Financial Advice and Household Financial Portfolios," IZA Discussion Papers, Institute of Labor Economics (IZA), number 14301, Apr.
• Agnese, Pablo & Thoss, Jonathan, 2021, "New Moneys under the New Normal? Bitcoin and Gold Interdependence during COVID Times," IZA Discussion Papers, Institute of Labor Economics (IZA), number 14323, Apr.
• Sangwon Suh, 2021, "A Filtering Strategy for Improving Charateristics-Based Portfolios," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 46, issue 2, pages 119-153, June, DOI: 10.35866/caujed.2021.46.2.004.
• Alessi, Lucia & Battiston, Stefano & Kvedaras, Virmantas, 2021, "Over with carbon? Investors' reaction to the Paris Agreement and the US withdrawal," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2021-12, Dec.
• Alessi, Lucia & Elisa, Ossola & Panzica, Roberto, 2021, "When do investors go green? Evidence from a time-varying asset-pricing model," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2021-13, Dec.
• Haim Shalit, 2021, "The Shapley value decomposition of optimal portfolios," Annals of Finance, Springer, volume 17, issue 1, pages 1-25, March, DOI: 10.1007/s10436-020-00380-2.
• Joel M. Vanden, 2021, "Equilibrium asset pricing and the cross section of expected returns," Annals of Finance, Springer, volume 17, issue 2, pages 153-186, June, DOI: 10.1007/s10436-021-00383-7.
• Junhe Chen & Marcos Escobar-Anel, 2021, "Model uncertainty on commodity portfolios, the role of convenience yield," Annals of Finance, Springer, volume 17, issue 4, pages 501-528, December, DOI: 10.1007/s10436-021-00393-5.
• Takayuki Ogawa & Jun Sakamoto, 2021, "Welfare implications of mitigating investment uncertainty," Annals of Finance, Springer, volume 17, issue 4, pages 559-582, December, DOI: 10.1007/s10436-021-00395-3.
• Bhaskar Chhimwal & Varadraj Bapat, 2021, "Comparative Study of Momentum and Contrarian Behavior of Different Investors: Evidence from the Indian Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 28, issue 1, pages 19-53, March, DOI: 10.1007/s10690-020-09315-3.
• Asgar Ali & K. N. Badhani, 2021, "Beta-Anomaly: Evidence from the Indian Equity Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 28, issue 1, pages 55-78, March, DOI: 10.1007/s10690-020-09316-2.
• Jose Arreola Hernandez & Sang Hoon Kang & Ron P. McIver & Seong-Min Yoon, 2021, "Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 28, issue 4, pages 613-647, December, DOI: 10.1007/s10690-021-09339-3.
• Ladd Kochman & David Bray, 2021, "Teacher Retirement Pension or 401(k) Alternative?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 49, issue 2, pages 255-257, June, DOI: 10.1007/s11293-021-09715-4.
• Aida Karmous & Heni Boubaker & Lotfi Belkacem, 2021, "Forecasting Volatility for an Optimal Portfolio with Stylized Facts Using Copulas," Computational Economics, Springer;Society for Computational Economics, volume 58, issue 2, pages 461-482, August, DOI: 10.1007/s10614-020-10041-1.
• Milena Dinkova & Adriaan Kalwij & Rob Alessie, 2021, "Know More, Spend More? The Impact of Financial Literacy on Household Consumption," De Economist, Springer, volume 169, issue 4, pages 469-498, November, DOI: 10.1007/s10645-021-09391-4.
• Laurentiu-Cristian Ciobotaru & Sul Kim & Arthur Soest, 2021, "Household Preferences for Investing in Crowdfunding," De Economist, Springer, volume 169, issue 4, pages 499-522, November, DOI: 10.1007/s10645-021-09395-0.
• Helmut Stix, 2021, "Ownership and purchase intention of crypto-assets: survey results," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 48, issue 1, pages 65-99, February, DOI: 10.1007/s10663-020-09499-x.
• Gabriella Chiesa & José Manuel Mansilla-Fernández, 2021, "The dynamic effects of non-performing loans on banks’ cost of capital and lending supply in the Eurozone," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 48, issue 2, pages 397-427, May, DOI: 10.1007/s10663-020-09475-5.
• Chen Su, 2021, "A comprehensive investigation into style momentum strategies in China," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 1, pages 101-144, March, DOI: 10.1007/s11408-020-00375-z.
• Scott Li, 2021, "Product market competition and intermediate-term momentum," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 2, pages 255-267, June, DOI: 10.1007/s11408-020-00371-3.
• Daniel Hofmann & Karl Ludwig Keiber, 2021, "Seasonalities in the German stock market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 2, pages 151-192, June, DOI: 10.1007/s11408-020-00373-1.
• Sven Husmann & Antoniya Shivarova & Rick Steinert, 2021, "Cross-validated covariance estimators for high-dimensional minimum-variance portfolios," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 3, pages 309-352, September, DOI: 10.1007/s11408-020-00376-y.
• Eduard Baitinger & Samuel Flegel, 2021, "The better turbulence index? Forecasting adverse financial markets regimes with persistent homology," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 3, pages 277-308, September, DOI: 10.1007/s11408-020-00377-x.
• Giovanni Campisi & Silvia Muzzioli, 2021, "Designing volatility indices for Austria, Finland and Spain," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 3, pages 369-455, September, DOI: 10.1007/s11408-021-00381-9.
• Francesco Menoncin & Sergio Vergalli, 2021, "Optimal stopping time, consumption, labour, and portfolio decision for a pension scheme," Journal of Economics, Springer, volume 132, issue 1, pages 67-98, January, DOI: 10.1007/s00712-020-00710-y.
• Yingjie Niu & Jinqiang Yang & Zhentao Zou, 2021, "Investment decisions under incomplete markets in the presence of wealth effects," Journal of Economics, Springer, volume 133, issue 2, pages 167-189, July, DOI: 10.1007/s00712-021-00731-1.
• Tong-yob Nam, 2021, "Geographic Heterogeneity in Housing Market Risk and Portfolio Choice," The Journal of Real Estate Finance and Economics, Springer, volume 62, issue 4, pages 508-547, May, DOI: 10.1007/s11146-020-09762-9.
• Chongyu Wang & Tingyu Zhou, 2021, "Trade-offs between Asset Location and Proximity to Home: Evidence from REIT Property Sell-offs," The Journal of Real Estate Finance and Economics, Springer, volume 63, issue 1, pages 82-121, July, DOI: 10.1007/s11146-020-09770-9.
• Liqun Liu & Jack Meyer, 2021, "Stochastic superiority," Journal of Risk and Uncertainty, Springer, volume 62, issue 3, pages 225-246, June, DOI: 10.1007/s11166-021-09362-9.
• Valerio Nispi Landi & Alessandro Schiavone, 2021, "The Effectiveness of Capital Controls," Open Economies Review, Springer, volume 32, issue 1, pages 183-211, February, DOI: 10.1007/s11079-020-09591-6.
• Shuonan Yuan & Marc Oliver Rieger, 2021, "Diversification with options and structured products," Review of Derivatives Research, Springer, volume 24, issue 1, pages 55-77, April, DOI: 10.1007/s11147-020-09169-x.
• Nusret Cakici & Sris Chatterjee & Yi Tang & Lin Tong, 2021, "Alternative profitability measures and cross-section of expected stock returns: international evidence," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 1, pages 369-391, January, DOI: 10.1007/s11156-020-00897-7.
• Alex YiHou Huang & Ming-Che Hu & Quang Thai Truong, 2021, "Asymmetrical impacts from overnight returns on stock returns," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 3, pages 849-889, April, DOI: 10.1007/s11156-020-00911-y.
• Mohamed S. Ahmed & John A. Doukas, 2021, "Revisiting disposition effect and momentum: a quantile regression perspective," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 3, pages 1087-1128, April, DOI: 10.1007/s11156-020-00919-4.
• Juwon Jang & Eunju Lee, 2021, "Do record earnings affect market reactions to earnings news?," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 4, pages 1259-1287, May, DOI: 10.1007/s11156-020-00927-4.
• Jeffrey Hobbs & Vivek Singh & Madhumita Chakraborty, 2021, "Institutional underperformance: Should managers listen to the sell-side before trading?," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 1, pages 389-410, July, DOI: 10.1007/s11156-020-00948-z.
• Gil Cohen, 2021, "Optimizing candlesticks patterns for Bitcoin's trading systems," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 3, pages 1155-1167, October, DOI: 10.1007/s11156-021-00973-6.
• Prodosh Simlai, 2021, "Accrual mispricing, value-at-risk, and expected stock returns," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 4, pages 1487-1517, November, DOI: 10.1007/s11156-021-00985-2.
• Albert N. Link & Martijn Hasselt & Silvio Vismara, 2021, "Going public with public money," Small Business Economics, Springer, volume 57, issue 3, pages 1419-1426, October, DOI: 10.1007/s11187-020-00355-7.
• Meg Adachi-Sato, 2021, "Contract Duration and Socially Responsible Investment," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2021-14, May.
• Meg Adachi-Sato, 2021, "Socially Responsible Investment: Ex-ante Contracting or Ex-post Bargaining?," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2021-20, Sep, revised Feb 2023.
• Cem Cakmakli & Verda Ozturk, 2021, "Economic Value of Modeling the Joint Distribution of Returns and Volatility: Leverage Timing," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 2110, Jul.
• Neszveda, Gábor & Vágó, Ákos, 2021, "A likviditásnyújtás kereskedési stratégiájának hozamvizsgálata a magyar részvénypiacon
  [Examining trade-strategy results of liquidity provision on the Hungarian stock market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 794-814, DOI: 10.18414/KSZ.2021.7-8.794.
• Till, Gábor, 2021, "Az árfolyam-nyereség arány szerepe a német tőzsdei kereskedésben
  [The role of the P/E ratio in trading on the German stock exchange]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 815-846, DOI: 10.18414/KSZ.2021.7-8.815.
• Mirko Wiederholt & Christopher Roth & Johannes Wohlfart, 2021, "The Effects of Forward Guidance: Theory with Measured Expectations," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 21-16, Nov.
• Rüdiger Weber & Annika Weber & Christine Laudenbach & Johannes Wohlfart, 2021, "Beliefs About the Stock Market and Investment Choices: Evidence from a Field Experiment," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 21-17, Nov.
• Heiner Mikosch & Christopher Roth & Samad Sarferaz & Johannes Wohlfart, 2021, "Uncertainty and Information Acquisition: Evidence from Firms and Households," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 21-20, Dec.
• Takeo Hori & Ryonghun Im, 2021, "Asset Bubbles, Entrepreneurial Risks, and Economic Growth," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1052, Jan.
• Marie-Hélène BROIHANNE, 2021, "Testing the gender gap in subjective financial literacy of spouses," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2021-08.
• Isabelle RABAUD & Askandarou Cheik DIALLO & Luc JACOLIN, 2021, "Foreign direct investment and domestic private investment in Sub-Saharan African countries: crowding-in or out?," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 2879.
• Muhammad Zubair Mumtaz, 2021, "Predicting Stock Indices Trends using Neuro-fuzzy Systems in COVID-19," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 26, issue 2, pages 1-18, July-Dec.
• Luik Marc-André & Salland Jan, 2021, "Inheritance and Stockholding: The Role of Expectations," Review of Economics, De Gruyter, volume 72, issue 1, pages 1-28, April, DOI: 10.1515/roe-2021-0009.
• Benoit Carmichael & Gilles Boevi Koumou & Kevin Moran, 2021, "The political reception of innovations," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 2107.
• Isil Erol & Umut Unal & Yener Coskun, 2021, "ESG Investing and the Financial Performance: A Panel Data Analysis of Developed REIT Markets," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202123.
• Tehrani, Reza & Veisizadeh, Vahid, 2021, "Dynamic Cross Hedging Effectiveness between Gold and Stock Market Based on Downside Risk Measures: Evidence from Iran Emerging Capital Market," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 16, issue 1, pages 43-70, March.
• Feghhi Kashani, Mohammad & Mohebimajd, Ahmadreza, 2021, "Outperformance Testing of a Dynamic Assets Portfolio Selection Supplemented with a Continuous Paths Levy Process," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 16, issue 2, pages 253-282, June.
• Ariannejad, Aghil & Tehrani, Reza, 2021, "Study on Gold as a Hedge or Safe Haven for the Stock Market by a Markov Switching Approach," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 16, issue 3, pages 377-398, September.
• Despina Gavresi & Anastasia Litina & Christos A. Makridis, 2021, "Split Personalities? Behavioral Effects of Temperature on Financial Decision-making," Discussion Paper Series, Department of Economics, University of Macedonia, number 2021_16, Nov, revised Nov 2021.
• Beate Monika Philipps, 2021, "Commercial Real Estate Loans - Categorization of an Investment Segment," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 7, issue 1, pages 5-26, DOI: 10.11118/ejobsat.2021.001.
• Ritesh Patel, 2021, "ASEAN-5 and Indian Financial Market Linkages: Evidence from Cointegration and Factor Analysis," Capital Markets Review, Malaysian Finance Association, volume 29, issue 1, pages 41-58.