Research classified by Journal of Economic Literature (JEL) codes

2022

• Siegfried Köstlmeier & Klaus Röder, 2022, "In Gold We Trust: Should German Investors Consider Gold in Stock Portfolios?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther, "Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge".
• Tony Klein & Thomas Walther, 2022, "Dynamic Correlation of Precious Metals and Equity Markets: A Mixed Data Sampling Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther, "Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge".
• Mario Straßberger, 2022, "Cryptocurrencies as an Asset Class — Holding Bitcoin in German Equities Portfolios," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther, "Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge".
• Richard D. Bateson, 2022, "Efficient Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental".
• Richard D. Bateson, 2022, "Real Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental".
• Richard D. Bateson, 2022, "Discretionary Adventures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental".
• Richard D. Bateson, 2022, "Systematic Profits," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental".
• Richard D. Bateson, 2022, "The Factor Game," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental".
• Richard D. Bateson, 2022, "AI Again," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental".
• Richard D. Bateson, 2022, "ESG Investing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental".
• Richard D. Bateson, 2022, "Towards Quantamental," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental".
• Richard D. Bateson, 2022, "Appendices," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental".
• Paulo Joquiño & Yinglan Tan, 2022, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Yinglan Tan, "Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia".
• Paulo Joquiño & Yinglan Tan, 2022, "Rule #1: Southeast Asia is Not Silicon Valley," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Yinglan Tan, "Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia".
• Paulo Joquiño & Yinglan Tan, 2022, "Rule #2: If You Think You are Aiming Big, You Need to Go Bigger," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Yinglan Tan, "Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia".
• Paulo Joquiño & Yinglan Tan, 2022, "Rule #3: Diversify, Diversify, Diversify," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Yinglan Tan, "Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia".
• Paulo Joquiño & Yinglan Tan, 2022, "Rule #4: Finding the Next Billion-Dollar Company Starts with Asking the Right Questions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Yinglan Tan, "Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia".
• Paulo Joquiño & Yinglan Tan, 2022, "Rule #5: Always Have a Fresh Approach to Due Diligence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Yinglan Tan, "Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia".
• Paulo Joquiño & Yinglan Tan, 2022, "Rule #6: Don’t Just Invest, Build Companies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Yinglan Tan, "Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia".
• Paulo Joquiño & Yinglan Tan, 2022, "Rule #7: Growth is All About De-risking Failure," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Yinglan Tan, "Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia".
• Paulo Joquiño & Yinglan Tan, 2022, "Rule #8: Culture is a Leading Indicator of Startup Success," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Yinglan Tan, "Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia".
• Paulo Joquiño & Yinglan Tan, 2022, "Rule #9: Scaling is Growing by Doing More with Less," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Yinglan Tan, "Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia".
• Paulo Joquiño & Yinglan Tan, 2022, "Rule #10: Always Be Fundraising," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Yinglan Tan, "Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia".
• Paulo Joquiño & Yinglan Tan, 2022, "Rule #11: Building a Strong Board of Directors is about Balance, Not Control," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Yinglan Tan, "Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia".
• Paulo Joquiño & Yinglan Tan, 2022, "Rule #12: Finding Exits is an Exercise in Creativity," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Yinglan Tan, "Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia".
• Paulo Joquiño & Yinglan Tan, 2022, "Rule #13: There are Rules to Being Good, but No Rules to Being Great," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Yinglan Tan, "Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia".
• Chen, An & Hieber, Peter & Sureth, Caren, 2022, "Pay for tax certainty? Advance tax rulings for risky investment under multi-dimensional tax uncertainty," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 273.
• Bilan, Andrada & Gündüz, Yalın, 2022, "CDS market structure and bond spreads," Discussion Papers, Deutsche Bundesbank, number 24/2022.
• Bittner, Christian & Fecht, Falko & Pala, Melissa & Saidi, Farzad, 2022, "Information transmission between banks and the market for corporate control," Discussion Papers, Deutsche Bundesbank, number 29/2022.
• Fricke, Daniel & Jank, Stephan & Wilke, Hannes, 2022, "Who creates and who bears flow externalities in mutual funds?," Discussion Papers, Deutsche Bundesbank, number 41/2022.
• Geiger, Sebastian, 2022, "Systemic risk buffer and residential real estate loans: The steering effect of sectoral buffer application," Technical Papers, Deutsche Bundesbank, number 04/2022.
• Lesmeister, Simon & Limbach, Peter & Rau, P. Raghavendra & Sonnenburg, Florian, 2022, "Indexing and the performance-flow relation of actively managed mutual funds," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 22-02.
• Ammann, Manuel & Cochardt, Alexander Elmar & Straumann, Simon & Weigert, Florian, 2022, "Back to the roots: Ancestral origin and mutual fund manager portfolio choice," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 22-04.
• Gehde-Trapp, Monika & Klingler, Linda, 2022, "The effect of sentiment on institutional investors: A gender analysis," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 22-08.
• Agarwal, Vikas & Cochardt, Alexander Elmar & Orlov, Vitaly, 2022, "Birth order and fund manager's trading behavior: Role of sibling rivalry," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 22-12.
• Burger, Eric & Grba, Fabian & Heidorn, Thomas, 2022, "The impact of ESG ratings on implied and historical volatility," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 230.
• Heidorn, Thomas & Schlamann, Sara, 2022, "The dynamics of rating based credit benchmark curves," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 231.
• Heidorn, Thomas & Pavicic, Tim & Sieber, Antje, 2022, "Corporate FX hedging: An introduction for the corporate treasury," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 233.
• Ahrens, Steffen & Bosch-Rosa, Ciril & Meissner, Thomas, 2022, "Intertemporal consumption and debt aversion: A replication and extension," Discussion Papers, Free University Berlin, School of Business & Economics, number 2022/1, DOI: 10.17169/refubium-33314.
• Ahrens, Steffen & Bosch-Rosa, Ciril, 2022, "Motivated beliefs, social preferences, and limited liability in financial decision-making," Discussion Papers, Free University Berlin, School of Business & Economics, number 2022/8, DOI: 10.17169/refubium-36335.
• Schlütter, Sebastian & Fianu, Emmanuel Senyo & Gründl, Helmut, 2022, "Responsible investments in life insurers' optimal portfolios under solvency constraints," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 45/22.
• Müller, Carola, 2022, "Capital requirements, market structure, and heterogeneous banks," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 15/2022.
• Neuhierl, Andreas & Tang, Xiaoxiao & Varneskov, Rasmus Tangsgaard & Zhou, Guofu, 2022, "Option characteristics as cross-sectional predictors," LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin), number 37.
• Huning, Thilo R. & Wahl, Fabian, 2022, "Identity, instability, and investors: An empirical investigation of the home bias," Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin, number 35, DOI: 10.18452/25369.
• Bogle, David A. & Campbell, Gareth & Coyle, Christopher & Turner, John D., 2022, "Why did shareholder liability disappear?," QUCEH Working Paper Series, Queen's University Belfast, Queen's University Centre for Economic History, number 22-12.
• Billio, Monica & Costola, Michele & Hristova, Iva & Latino, Carmelo & Pelizzon, Loriana, 2022, "Sustainable finance: A journey toward ESG and climate risk," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 349.
• Balakina, Olga & Bäckman, Claes & Hackethal, Andreas & Hanspal, Tobin & Lammer, Dominique Marcel, 2022, "Good peers, good apples? Peer effects in portfolio quality," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 353.
• Bucher-Koenen, Tabea & Hackethal, Andreas & Kasinger, Johannes & Laudenbach, Christine, 2022, "Disparities in financial literacy, pension planning, and saving behavior," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 362, DOI: 10.2139/ssrn.4260867.
• Pollastri, Alessandro & Rodrigues, Paulo Jorge Maurício & Schlag, Christian & Seeger, Norman, 2022, "A jumping index of jumping stocks? An MCMC analysis of continuous-time models for individual stocks," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 372, DOI: 10.2139/ssrn.1361861.
• Kormanyos, Emily & Hanspal, Tobin & Hackethal, Andreas, 2023, "Do gamblers invest in lottery stocks?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 373, revised 2023.
• Heinke, Steve & Olschewski, Sebastian & Rieskamp, Jörg, 2022, "Experiences and Asset Price Dynamics," VfS Annual Conference 2022 (Basel): Big Data in Economics, Verein für Socialpolitik / German Economic Association, number 264017.
• Tischer, Johannes, 2022, "Quantitative Easing, Safe Asset Scarcity and Bank Lending," VfS Annual Conference 2022 (Basel): Big Data in Economics, Verein für Socialpolitik / German Economic Association, number 264035.
• Fehrle, Daniel, 2022, "Hedging Against Inflation: Housing vs. Equity," VfS Annual Conference 2022 (Basel): Big Data in Economics, Verein für Socialpolitik / German Economic Association, number 264044.
• Bucher-Koenen, Tabea & Hackethal, Andreas & Kasinger, Johannes & Laudenbach, Christine, 2022, "Disparities in financial literacy, pension planning, and saving behavior," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 22-037.
• Olivier Ledoit & Michael Wolf, 2022, "Markowitz portfolios under transaction costs," ECON - Working Papers, Department of Economics - University of Zurich, number 420, Oct, revised Sep 2024.
• Selmi, Refk & Bouoiyour, Jamal & Wohar, Mark E., 2022, "“Digital Gold” and geopolitics," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101512.
• Bosch, David & Smimou, K., 2022, "Traders’ motivation and hedging pressure in commodity futures markets," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101529.
• Dharani, Munusamy & Hassan, M. Kabir & Rabbani, Mustafa Raza & Huq, Tahsin, 2022, "Does the Covid-19 pandemic affect faith-based investments? Evidence from global sectoral indices," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101537.
• Aharon, David Y. & Demir, Ender & Lau, Chi Keung Marco & Zaremba, Adam, 2022, "Twitter-Based uncertainty and cryptocurrency returns," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101546.
• Mokni, Khaled & Youssef, Manel & Ajmi, Ahdi Noomen, 2022, "COVID-19 pandemic and economic policy uncertainty: The first test on the hedging and safe haven properties of cryptocurrencies," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2021.101573.
• Tachibana, Minoru, 2022, "Safe haven assets for international stock markets: A regime-switching factor copula approach," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2021.101591.
• Ben Amor, Souhir & Althof, Michael & Härdle, Wolfgang Karl, 2022, "Financial Risk Meter for emerging markets," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2021.101594.
• Andreu, Laura & Gimeno, Ruth & Ortiz, Cristina, 2022, "Diversification and manager autonomy in fund families: Implications for investors," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2021.101605.
• Kaczmarek, Tomasz & Będowska-Sójka, Barbara & Grobelny, Przemysław & Perez, Katarzyna, 2022, "False Safe Haven Assets: Evidence From the Target Volatility Strategy Based on Recurrent Neural Network," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2021.101610.
• Čuljak, Maria & Tomić, Bojan & Žiković, Saša, 2022, "Benefits of sectoral cryptocurrency portfolio optimization," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2022.101615.
• Chen, Zhenhua & Liu, Zhenya & Teka, Hanen & Zhang, Yifan, 2022, "Smart money in China's A-share market: Evidence from big data," Research in International Business and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.ribaf.2022.101663.
• Rababa’a, Abdel Razzaq Al & Alomari, Mohammad & Rehman, Mobeen Ur & McMillan, David & Hendawi, Raed, 2022, "Multiscale relationship between economic policy uncertainty and sectoral returns: Implications for portfolio management," Research in International Business and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.ribaf.2022.101664.
• Bastías, Jaime & Ruiz, José L., 2022, "Equity fire sales and herding behavior in pension funds," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101708.
• Chen, Kejing & Guo, Wenqi & Jiang, Lin & Xiong, Xiong & Yang, Mo, 2022, "Does time-space compression affect analyst forecast performance?," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101719.
• BRIK, Hatem & El OUAKDI, Jihene & FTITI, Zied, 2022, "Roles of stable versus nonstable cryptocurrencies in Bitcoin market dynamics," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101720.
• Su, Yuandong & Lu, Xinjie & Zeng, Qing & Huang, Dengshi, 2022, "Good air quality and stock market returns," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101723.
• Wang, Ping & Han, Wei & Huang, Chengcheng & Duong, Duy, 2022, "Forecasting realised volatility from search volume and overnight sentiment: Evidence from China," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101734.
• Mavruk, Taylan, 2022, "Analysis of herding behavior in individual investor portfolios using machine learning algorithms," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101740.
• Carvajal-Patiño, Daniel & Ramos-Pollán, Raul, 2022, "Synthetic data generation with deep generative models to enhance predictive tasks in trading strategies," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101747.
• Baig, Ahmed & DeLisle, R. Jared & Zaynutdinova, Gulnara R., 2022, "Index mutual fund ownership and financial reporting quality," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101755.
• Moreno, David & Antoli, Marcos & Quintana, David, 2022, "Benefits of investing in cryptocurrencies when liquidity is a factor," Research in International Business and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.ribaf.2022.101751.
• Ali, Fahad & Bouri, Elie & Naifar, Nader & Shahzad, Syed Jawad Hussain & AlAhmad, Mohammad, 2022, "An examination of whether gold-backed Islamic cryptocurrencies are safe havens for international Islamic equity markets," Research in International Business and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.ribaf.2022.101768.
• Echaust, Krzysztof & Just, Małgorzata, 2022, "Is gold still a safe haven for stock markets? New insights through the tail thickness of portfolio return distributions," Research in International Business and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.ribaf.2022.101788.
• Xu, Ziyao & Ma, Junfeng & Li, Donghui & Fu, Wentao, 2022, "Religious beliefs and stock market participation: Evidence from urban households in China," Research in International Business and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.ribaf.2022.101795.
• Schwaiger, Rene & Huber, Jürgen & Kirchler, Michael & Kleinlercher, Daniel & Weitzel, Utz, 2022, "Unequal opportunities, social groups, and redistribution: Evidence from Germany," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 100, issue C, DOI: 10.1016/j.socec.2022.101911.
• Castro, Luciano de & Galvao, Antonio F. & Kim, Jeong Yeol & Montes-Rojas, Gabriel & Olmo, Jose, 2022, "Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 97, issue C, DOI: 10.1016/j.socec.2021.101822.
• Erdős, Sándor & Papp, Tamás & Vörös, Zsófia, 2022, "The effects of community-based signals on investment decisions in copy trading," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 97, issue C, DOI: 10.1016/j.socec.2022.101847.
• Foster, Joshua & Haley, M. Ryan, 2022, "Charity auctions as assets: Theory and simulations of fundraising risk management in mean-variance space," Socio-Economic Planning Sciences, Elsevier, volume 83, issue C, DOI: 10.1016/j.seps.2022.101319.
• Guo, Xiaozhu & Liang, Chao & Umar, Muhammad & Mirza, Nawazish, 2022, "The impact of fossil fuel divestments and energy transitions on mutual funds performance," Technological Forecasting and Social Change, Elsevier, volume 176, issue C, DOI: 10.1016/j.techfore.2021.121429.
• Shan, Shan & Umar, Muhammad & Mirza, Nawazish, 2022, "Can robo advisors expedite carbon transitions? Evidence from automated funds," Technological Forecasting and Social Change, Elsevier, volume 180, issue C, DOI: 10.1016/j.techfore.2022.121694.
• Khalfaoui, Rabeh & Mefteh-Wali, Salma & Viviani, Jean-Laurent & Ben Jabeur, Sami & Abedin, Mohammad Zoynul & Lucey, Brian M., 2022, "How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets?," Technological Forecasting and Social Change, Elsevier, volume 185, issue C, DOI: 10.1016/j.techfore.2022.122083.
• Pavel Ciaian & Andrej Cupak & Pirmin Fessler & d'Artis Kancs, 2022, "Environmental-Social-Governance Preferences and the Holding of Crypto-Assets," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2022/07, Mar.
• Karel Janda & Ladislav Kristoufek & Binyi Zhang, 2022, "Return and Volatility Spillovers between Chinese and U.S. Clean Energy Related Stocks," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-17, Feb.
• Muhammad Abubakr Naeem & Sitara Karim & Tooraj Jamasb & Rabindra Nepal, 2022, "Risk Transmission Between Green Markets and Commodities," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-18, Feb.
• Liu, Hongqi & Peng, Cameron & Wei, Xiong & Wei, Xiong, 2022, "Taming the bias zoo," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 109301, Feb.
• An, Li & Lou, Dong & Shi, Donghui, 2022, "Wealth redistribution in bubbles and crashes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 113766, Mar.
• Martin, Ian & Papadimitriou, Dimitris, 2022, "Sentiment and speculation in a market with heterogeneous beliefs," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 114340, Aug.
• Bergeaud, Antonin & Eyméoud, Jean-Benoît & Garcia, Thomas & Henricot, Dorian, 2022, "Working from home and corporate real estate," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 117800, Feb.
• Dasgupta, Amil & Maug, Ernst, 2022, "Delegation chains," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118852, May.
• Lumengo Bonga-Bonga & Maphelane Palesa Phume, 2022, "Return and volatility spillovers between South African and Nigerian equity markets," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, volume 13, issue 2, pages 205-218, January, DOI: 10.1108/AJEMS-03-2021-0109.
• Quanxi Liang & Jiangshan Liao & Leng Ling, 2022, "Social interactions and mutual fund portfolios: the role of alumni networks in China," China Finance Review International, Emerald Group Publishing Limited, volume 12, issue 3, pages 433-450, January, DOI: 10.1108/CFRI-04-2021-0073.
• Turan G. Bali & Stephen J. Brown & Yi Tang, 2022, "Disagreement in economic forecasts and equity returns: risk or mispricing?," China Finance Review International, Emerald Group Publishing Limited, volume 13, issue 3, pages 309-341, August, DOI: 10.1108/CFRI-05-2022-0075.
• Lehlohonolo Letho & Grieve Chelwa & Abdul Latif Alhassan, 2022, "Cryptocurrencies and portfolio diversification in an emerging market," China Finance Review International, Emerald Group Publishing Limited, volume 12, issue 1, pages 20-50, January, DOI: 10.1108/CFRI-06-2021-0123.
• Sutap Kumar Ghosh & Md. Naiem Hossain & Hosneara Khatun, 2022, "The hedging role of US and Chinese stock markets against economic and trade policy uncertainty: lessons from recent turbulences," China Finance Review International, Emerald Group Publishing Limited, volume 13, issue 3, pages 444-470, December, DOI: 10.1108/CFRI-08-2022-0154.
• Slah Bahloul & Fatma Mathlouthi, 2022, "DoṢukūkand Islamic indexes act as safe refuge to conventional stock markets? Evidence from Markov-switching CAPM approach," Islamic Economic Studies, Emerald Group Publishing Limited, volume 30, issue 1, pages 64-83, November, DOI: 10.1108/IES-01-2022-0003.
• Zulfiqar Ali Imran & Muhammad Ahad, 2022, "Safe-haven investments against stock returns in Pakistan: a role of real estate, gold, oil and US dollar," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 16, issue 1, pages 167-189, February, DOI: 10.1108/IJHMA-12-2021-0134.
• Robert Martin Hull & Sungkyu Kwak & Rosemary Walker, 2022, "Stock derivatives and seasoned equity offerings," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 19, issue 1, pages 88-107, January, DOI: 10.1108/IJMF-10-2021-0493.
• Diogo Corso Kruk & Rene Coppe Pimentel, 2022, "Performance evaluation models applied to the Brazilian mutual funds market," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 19, issue 8, pages 2134-2151, November, DOI: 10.1108/IJOEM-01-2021-0153.
• Szymon Stereńczak, 2022, "Illiquidity and stock returns: the moderating role of investors' holding period in Central and Eastern European markets," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 19, issue 7, pages 2025-2045, October, DOI: 10.1108/IJOEM-01-2022-0125.
• Mwangele Kaluba & Yudhvir Seetharam, 2022, "Can market state and market volatility explain time-varying momentum profits in South Africa?," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 10, pages 4363-4382, January, DOI: 10.1108/IJOEM-03-2021-0406.
• Shuyi Yao & Jianing Zhang, 2022, "The informativeness of the top holdings of Chinese equity mutual funds," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 19, issue 10, pages 3441-3458, December, DOI: 10.1108/IJOEM-04-2022-0553.
• Pablo Durán Santomil & Pablo Crisanto Lombardero Fernández & Luis Otero González, 2022, "Do performance measures matter for stock mutual funds? An international analysis," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 19, issue 7, pages 1860-1878, October, DOI: 10.1108/IJOEM-04-2022-0584.
• Andrea Delle Foglie & J.S. Keshminder, 2022, "Challenges and opportunities of SRI sukuk toward financial system sustainability: a bibliometric and systematic literature review," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 19, issue 10, pages 3202-3225, December, DOI: 10.1108/IJOEM-04-2022-0601.
• Stefano Piserà & Helen Chiappini, 2022, "Are ESG indexes a safe-haven or hedging asset? Evidence from the COVID-19 pandemic in China," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 19, issue 1, pages 56-75, May, DOI: 10.1108/IJOEM-07-2021-1018.
• Fatma Mathlouthi & Slah Bahloul, 2022, "Co-movement and causal relationships between conventional and Islamic stock market returns under regime-switching framework," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 6, issue 2, pages 166-184, June, DOI: 10.1108/JCMS-02-2022-0008.
• Soumaya Ben Khelifa & Sonia Arsi, 2022, "Islamic equity funds and stock market: dynamic relation and market timing during the COVID-19 outbreak," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 40, issue 4, pages 837-850, July, DOI: 10.1108/JEAS-08-2021-0173.
• Hock Tsen Wong, 2022, "The impact of real exchange rates on real stock prices," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 27, issue 54, pages 262-276, May, DOI: 10.1108/JEFAS-03-2021-0011.
• Sana Tauseef & Philippe Dupuy, 2022, "Pakistan: a study of market's returns and anomalies," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 27, issue 54, pages 344-363, March, DOI: 10.1108/JEFAS-06-2021-0098.
• Ali Yavuz Polat, 2022, "Investor bias, risk and price volatility," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 7, pages 1317-1335, November, DOI: 10.1108/JES-04-2022-0211.
• Opeoluwa Adeniyi Adeosun & Olumide Adeola Adeosun & Mosab I. Tabash & Suhaib Anagreh, 2022, "News-based uncertainty measures and returns on prices of precious metals: evidence from regime switching and time-varying causality approach," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 2, pages 173-200, February, DOI: 10.1108/JES-11-2021-0558.
• Pragati Priya & Chandan Sharma, 2022, "COVID-19 related stringencies and financial market volatility: sectoral evidence from India," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 15, issue 1, pages 16-34, December, DOI: 10.1108/JFEP-05-2022-0136.
• Safaa Alsmadi & Ahmad Alkhataybeh & Mohammad Ziad Shakhatreh, 2022, "Corporate cash holdings and disclosure violations: an empirical investigation of Jordanian listed companies," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 13, issue 3, pages 568-580, January, DOI: 10.1108/JIABR-07-2021-0199.
• Afees Salisu & Jean Paul Tchankam, 2022, "Uncertainty due to pandemics and epidemics and the behavior of Travel & Leisure stocks in the UK, the USA and Europe," Journal of Risk Finance, Emerald Group Publishing Limited, volume 23, issue 5, pages 619-638, July, DOI: 10.1108/JRF-01-2022-0008.
• Anja Vinzelberg & Benjamin Rainer Auer, 2022, "A comparison of minimum variance and maximum Sharpe ratio portfolios for mainstream investors," Journal of Risk Finance, Emerald Group Publishing Limited, volume 23, issue 1, pages 55-84, January, DOI: 10.1108/JRF-02-2021-0021.
• Ahmed Ghorbel & Mohamed Fakhfekh & Ahmed Jeribi & Amine Lahiani, 2022, "Extreme dependence and risk spillover across G7 and China stock markets before and during the COVID-19 period," Journal of Risk Finance, Emerald Group Publishing Limited, volume 23, issue 2, pages 206-244, February, DOI: 10.1108/JRF-11-2021-0179.
• Redhwan Aldhamari & Ku Nor Izah Ku Ismail & Haithm Mohammed Hamood Al-Sabri & Mousa Sharaf Adin Hezam Saleh, 2022, "Stock market reactions of Malaysian firms and industries towards events surrounding COVID-19 announcements and number of confirmed cases," Pacific Accounting Review, Emerald Group Publishing Limited, volume 35, issue 3, pages 390-411, June, DOI: 10.1108/PAR-08-2020-0125.
• Pratheepkanth Puwanenthiren, 2022, "National development level effects on capital budgeting practices: a comparative study of nature vs nurture," PSU Research Review, Emerald Group Publishing Limited, volume 8, issue 1, pages 227-247, January, DOI: 10.1108/PRR-08-2021-0043.
• Daniel Gilcher, 2022, "Heuristics in the wild: exploring fund manager decisions through the COVID pandemic," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 16, issue 5, pages 833-859, November, DOI: 10.1108/QRFM-09-2021-0149.
• Mayank Joshipura & Sangeeta Wats, 2022, "Decoding momentum returns: an integrated bibliometric and content analysis approach," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 15, issue 2, pages 254-277, September, DOI: 10.1108/QRFM-12-2021-0211.
• Dave Berger, 2022, "Investor sentiment: a retail trader activity approach," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 21, issue 2, pages 61-82, April, DOI: 10.1108/RAF-06-2021-0152.
• John Galakis & Ioannis Vrontos & Panos Xidonas, 2022, "On tree-structured linear and quantile regression-based asset pricing," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 21, issue 3, pages 204-245, May, DOI: 10.1108/RAF-10-2021-0283.
• Kingstone Nyakurukwa & Yudhvir Seetharam, 2022, "Household stock market participation in South Africa: the role of financial literacy and social interactions," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 16, issue 1, pages 186-201, August, DOI: 10.1108/RBF-03-2022-0083.
• Konstantinos D. Melas & Nektarios A. Michail, 2022, "Buy together, but recycle alone: sentiment-driven herding behavior in oceanic dry bulk shipping," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 15, issue 4, pages 534-549, February, DOI: 10.1108/RBF-06-2021-0103.
• Hans Philipp Wanger & Andreas Oehler, 2022, "Can downside-risk measures help to explain the reluctance of households to invest in XTFs? An empirical study using the SHS-base," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 15, issue 3, pages 309-339, August, DOI: 10.1108/RBF-08-2021-0158.
• Johannes Hagen & Amedeus Malisa & Thomas Post, 2022, "Trading behavior of Swedish retirement investors during the COVID-19 pandemic," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 15, issue 5, pages 694-708, March, DOI: 10.1108/RBF-09-2021-0183.
• Fotini Economou & Konstantinos Gavriilidis & Bartosz Gebka & Vasileios Kallinterakis, 2022, "Feedback trading: a review of theory and empirical evidence," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 15, issue 4, pages 429-476, February, DOI: 10.1108/RBF-12-2021-0268.
• Garrison Hongyu Song, 2022, "Size premium or size discount? – A dynamic capital mobility based interpretation," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 2, pages 266-285, August, DOI: 10.1108/SEF-04-2022-0211.
• Carlos Francisco Alves, 2022, "A note on financial literacy among literate people and their participation in different securities market segments," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 2, pages 286-301, September, DOI: 10.1108/SEF-04-2022-0215.
• Ghulame Rubbaniy & Ali Awais Khalid & Abiot Tessema & Abdelrahman Baqrain, 2022, "Do stock market fear and economic policy uncertainty co-move with COVID-19 fear? Evidence from the US and UK," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 1, pages 192-212, June, DOI: 10.1108/SEF-10-2021-0408.
• Thibaut G. Morillon & Ryan G. Chacon, 2022, "Dissecting the stock to flow model for Bitcoin," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 3, pages 506-523, February, DOI: 10.1108/SEF-10-2021-0409.
• Renu Jonwall & Seema Gupta & Shuchi Pahuja, 2022, "A comparison of investment behavior, attitudes, and demographics of socially responsible and conventional investors in India," Social Responsibility Journal, Emerald Group Publishing Limited, volume 19, issue 6, pages 1123-1141, July, DOI: 10.1108/SRJ-08-2021-0358.
• Muhammad Muddasir & Saad Ullah Mughal, 2022, "Reviewing the Relationship between Dividend and Free Cash Flow of NonFinancial Firms of KSE 100," International Econometric Review (IER), Economic Research Association, volume 14, issue 4, pages 107-123, December.
• Maen F. Nsour & Ph.D. & Samer AM Al-Rjoub & Ph.D., 2022, "How Would Investing in Equities Have Affected the Social Security Investment Fund in an Emerging Market? Can Governance Help?," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 55-72.
• Musa Ilias Biala & A.K. Oladejo, 2022, "On the Nexus between Exchange Rate and Stock Price in Nigeria," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 12, issue 1, pages 80-99.
• Augustine C. Arize & John Malindretos & Ikechukwu Ndu & Demetri Tsanacas & Neirouz Watad, 2022, "A Survey of Multinational Company Accounting Foreign Exchange Exposure," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 12, issue 2, pages 128-135.
• Laxman Tandan & Ananta Raj Kafle & Khageshyor Khanal, 2022, "An Econometric Analysis on Interest Rate Reforms and Financial Deepening," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 12, issue 3, pages 3-22.
• Dejan Zivkov & Jelena Damnjanovic & Natasa Papic-Blagojevic, 2022, "Energy Commodity Price Risk Minimization with Precious Metals in a Multivariate Portfolio," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 72, issue 1, pages 50-70, March.
• Paulo Rotella Junior & Luiz Celio Souza Rocha & Rogerio Santana Peruchi & Giancarlo Aquila & Karel Janda & Edson de Oliveira Pamplona, 2022, "Robust Portfolio Optimization: A Stochastic Evaluation of Worst-Case Scenarios," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2022/03, Mar, revised Mar 2022.
• Alexander Golub & Jon Anda & Anil Markandya & Michael Brody & Aldin Celovic & Angele Kedaitiene, 2022, "Climate alpha and the global capital market," Working Papers, Fondazione Eni Enrico Mattei, number 2022.19, Aug.
• Pietro De Ponti & Matteo Romagnoli, 2022, "Financial implications of the EU Emission Trading System: an analysis of wavelet coherence and volatility spillovers," Working Papers, Fondazione Eni Enrico Mattei, number 2022.22, Aug.
• Laura Starks, 2022, "Considerations on ESG Investment Implementation," Policy Hub, Federal Reserve Bank of Atlanta, volume 2022, issue 7, June, DOI: 10.29338/ph2022-07.
• Amit Goyal & Alessio Saretto, 2022, "Are Equity Option Returns Abnormal? IPCA Says No," Working Papers, Federal Reserve Bank of Dallas, number 2214, Aug, DOI: 10.24149/wp2214.
• John V. Duca & Mark Walker, 2022, "Why Has U.S. Stock Ownership Doubled Since the Early 1980s? Equity Participation Over the Past Half Century," Working Papers, Federal Reserve Bank of Dallas, number 2222, Nov, DOI: 10.24149/wp2222.
• Inês Xavier, 2022, "Bubbles and Stagnation," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-033, May, DOI: 10.17016/FEDS.2022.033.
• Marcelo Ochoa & Matthias Paustian & Laura Wilcox, 2022, "Do Sustainable Investment Strategies Hedge Climate Change Risks? Evidence from Germany's Carbon Tax," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-073, Nov, DOI: 10.17016/FEDS.2022.073.
• John Ammer & John H. Rogers & Gang Wang & Yang Yu, 2022, "Visible Hands: Professional Asset Managers' Expectations and the Stock Market in China," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1362, Dec, DOI: 10.17016/IFDP.2022.1362.
• Pekka Honkanen & Daniel Schmidt & Bastian von Beschwitz, 2022, "Passive Ownership and Short Selling," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1365, Dec, DOI: 10.17016/IFDP.2022.1365.
• Filippo Ferroni, 2022, "How Interconnected Are Cryptocurrencies and What Does This Mean for Risk Management," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue 466, pages 1-5, March.
• Kenechukwu E. Anadu & Marco Cipriani & Ryan M. Craver & Gabriele La Spada, 2022, "The Money Market Mutual Fund Liquidity Facility," Economic Policy Review, Federal Reserve Bank of New York, volume 28, issue 1, July.
• Marco Angrisani & Marco Cipriani & Antonio Guarino, 2022, "Strategic Sophistication and Trading Profits: An Experiment with Professional Traders," Staff Reports, Federal Reserve Bank of New York, number 1044, Dec.
• Natee Amornsiripanitch & Zeqiong Huang & David Kwon & Jinjie Lin, 2022, "Net Income Measurement, Investor Inattention, and Firm Decisions," Working Papers, Federal Reserve Bank of Philadelphia, number 22-05, Feb, DOI: 10.21799/frbp.wp.2022.05.
• Elena Yu. Makushina, 2022, "Disclosure by Venture Capital Funds Formed Under Investment Partnership Agreement," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 113-129, April, DOI: 10.31107/2075-1990-2022-2-113-129.
• Hasmik V. Khachatryan, 2022, "Divergence of ESG Ratings: Foreign Regulatory Trends," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 5, pages 89-104, October, DOI: 10.31107/2075-1990-2022-5-89-104.
• Alexander E. Abramov & Andrey G. Kosyrev & Alexander D. Radygin & Maria I. Chernova, 2022, "Russia’s Shares Market in 2021 and in Early 2022
  [Российский Рынок Акций В 2021 Г. И В Начале 2022 Г]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 1, pages 36-42, January.
• Alexander E. Abramov & Alexander D. Radygin & Maria I. Chernova & Andrey G. Kosyrev, 2022, "Factor Investing amid Increased Volatility of Financial Markets
  [Факторное Инвестирование В Условиях Повышенной Волатильности Финансовых Рынков]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 2, February.
• Alexander E. Abramov & Andrey G. Kosyrev & Alexander D. Radygin & Maria I. Chernova, 2022, "Российский Рынок Акций В 2021 Г. И В Начале 2022 Г," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 1, pages 36-42, January.
• 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, DOI: 10.1093/rfs/hhab071.
• 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.