Research classified by Journal of Economic Literature (JEL) codes

2022

• Zekai Senol & Tuba Gulcemal, 2022, "The Determinants of Foreign Portfolio Investments Based on Firm Levels: The Example of Borsa Istanbul (Yabancı Portföy Yatırımlarının Firma Düzeyinde Belirleyicileri: Borsa İstanbul Örneği)," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 13, issue 3, pages 435-448.
• Joseph Falzon & Elaine Bonnici, 2022, "Does it pay to be a faithful investor? A risk-based approach performance analysis of Islamic funds vs UCITS schemes," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 29, pages 100-118.
• David Harris & Arne Staal & Sandrine Soubeyran, 2022, "Enabling systematic engagement through index investing," Journal of Financial Transformation, Capco Institute, volume 56, pages 119-126.
• Sobhan Mostafaei Darmian & Meysam Doaei, 2022, "Optimization of Stock Portfolio Selection in Iran Capital Market Using Meta-heuristic Algorithms," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 8, issue 4, pages 253-284.
• Amirhossein Asadollahzadeh & Mohammad Ali Keramati & Jalal Haghighat Monfared, 2022, "The Relationship Between Economic Preferences, Personality Traits and Financial Iiteracy:An Experimental Study in Tehran City," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 9, issue 3, pages 59-86.
• Zuzana JANKOVÁ & Petr DOSTÁL, 2022, "Evaluation of the Degree of Uncertainty in the Type-2 Fuzzy Logic System for Forecasting Stock Index," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 41-57, December.
• Zura Kakushadze & Willie Yu, 2022, "ETF Risk Models," Bulletin of Applied Economics, Risk Market Journals, volume 9, issue 1, pages 1-17.
• Hong-Wen Tsai & Hui-Chung Che & Bo Bai, 2022, "Longer Patent Life Representing Higher Value? A Study on China Stock Market and China Patents," Bulletin of Applied Economics, Risk Market Journals, volume 9, issue 1, pages 115-136.
• Tzu-Pu Chang & Yu-Cheng Chang & Po-Ching Chou, 2022, "The Trend is Your Friend: A Note on An Ensemble Learning Approach to Finding It," Bulletin of Applied Economics, Risk Market Journals, volume 9, issue 1, pages 19-25.
• Kuznetsova, Mariya (Кузнецова, Мария) & Sinelnikova-Muryleva, Elena (Синельникова-Мурылева, Елена) & Shilov, Kirill (Шилов, Кирилл), 2022, "Factor models of cryptocurrency return within homogeneous groups
  [Факторные Модели Доходности Однородных Групп Криптовалют]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w20220112, Nov.
• Abramov, Alexander (Абрамов, Александр) & Radygin, Alexander (Радыгин, Александр) & Chernova, Maria (Чернова, Мария), 2022, "Mandatory Pension Savings In Russia: Experience And Prospects
  [Обязательные Пенсионные Накопления В России: Опыт И Перспективы]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w20220115, Nov.
• Abramov, Alexander (Абрамов, Александр) & Radygin, Alexander (Радыгин, Александр) & Chernova, Maria (Чернова, Мария), 2022, "Mandatory Pension Savings In Russia: Experience And Prospects
  [Обязательные Пенсионные Накопления В России: Опыт И Перспективы]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w20220182, Nov.
• Felicia Anikpe NAIMO & Sunday Oseiweh OGBEIDE, 2022, "Evidences and Determinants of Zombie Firms: Implication on Economic Growth," Management and Economics Review, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 7, issue 2, pages 141-158, June.
• Cristian Bricicaru & Ioana Natalia Beleiu, 2022, "Cost-Benefit Analysis of Road Infrastructure Projects," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 23, issue 1, pages 150-162, March.
• Yasin K rsat nder, 2022, "Optimal GDP-indexed Bonds," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 22/1056, Nov.
• Geoffrey J Warren, 2022, "Design of comprehensive income products for retirement using utility functions," Australian Journal of Management, Australian School of Business, volume 47, issue 1, pages 105-134, February, DOI: 10.1177/0312896220985327.
• Hui Zeng & Ben R Marshall & Nhut H Nguyen & Nuttawat Visaltanachoti, 2022, "Are individual stock returns predictable?," Australian Journal of Management, Australian School of Business, volume 47, issue 1, pages 135-162, February, DOI: 10.1177/03128962211001509.
• Andrew Grant & David Johnstone & Oh Kang Kwon, 2022, "How an idiosyncratic (zero-beta) risk can greatly increase the firm’s cost of capital," Australian Journal of Management, Australian School of Business, volume 47, issue 4, pages 664-685, November, DOI: 10.1177/03128962211059576.
• Rui Ma & Ben R Marshall & Nhut H Nguyen & Nuttawat Visaltanachoti, 2022, "Does bitcoin liquidity resemble the liquidity of other financial assets?," Australian Journal of Management, Australian School of Business, volume 47, issue 4, pages 729-748, November, DOI: 10.1177/03128962211069615.
• Janani Sri S. & Parthajit Kayal & G. Balasubramanian, 2022, "Can Equity be Safe-haven for Investment?," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 21, issue 1, pages 32-63, March, DOI: 10.1177/09726527211068411.
• Frederic Cherbonnier & Christian Gollier, 2022, "Risk-adjusted Social Discount Rates," The Energy Journal, , volume 43, issue 4, pages 45-68, May, DOI: 10.5547/01956574.43.4.fche.
• Amit Kumar Singh & Mohit Kumar, 2022, "Analyzing the Relationship Between Psychological Biases and Initial Public Offerings Investment Decision-making in India," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, volume 47, issue 4, pages 407-430, November, DOI: 10.1177/0258042X221106654.
• Soham Banerjee & Diganta Mukherjee, 2022, "Short Term Stock Price Prediction in Indian Market: A Neural Network Perspective," Studies in Microeconomics, , volume 10, issue 1, pages 23-49, June, DOI: 10.1177/2321022220980537.
• Zdravka Aljinoviæ & Tea Šestanoviæ & Blanka Škrabiæ Periæ, 2022, "A New Evidence of the Relationship between Cryptocurrencies and other Assets from the COVID-19 Crisis," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, volume 70, issue 7-8, pages 603-621, July.
• Ferreira, Paulo & Almeida, Dora & Dionísio, Andreia & Quintino, Derick & Aslam, Faheem, 2022, "The use of transfer entropy to analyse the comovements of European Union stock markets: a dynamical analysis in times of crises," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., volume 31, issue 3, pages 1-21.
• Marco Pagano & Josef Zechner, 2022, "COVID-19 and Corporate Finance," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 651, Aug.
• Dimitris Christelis & Dimitris Georgarakos & Tullio Jappelli & Geoff Kenny, 2022, "Wealth Shocks and Portfolio Choice," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 652, Sep.
• Benali Mimoun & Lahboub Karima & Moufdi Ghada, 2022, "Feasible Momentum Strategies in the Moroccan Stock Market," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 13215690, Oct.
• Raslan Alzuabi & Sarah Brown & Mark N. Harris & Karl Taylor, 2022, "Modelling the composition of household portfolios: A latent class approach," Working Papers, The University of Sheffield, Department of Economics, number 2022019, Nov.
• Alain Galli & Rina Rosenblatt-Wisch, 2022, "Analysing households' consumption and saving patterns using tax data," Working Papers, Swiss National Bank, number 2022-03.
• Andrada Bilan & Yalin Gündüz, 2022, "CDS market structure and bond spreads," Working Papers, Swiss National Bank, number 2022-09.
• Kim Oosterlinck & Ariane Reyns & Ariane Szafarz, 2022, "Gold, Bitcoin, and Portfolio Diversification: Lessons from the Ukrainian War," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 22-008, Jun.
• Ellie Papavasiliou & Nikolas Topaloglou & Georgios Tsomidis, 2022, "Investors’ Behavior in Alternative Asset Classes," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 72, issue 3-4, pages 3-55, July-Dece.
• S. Geissel & H. Graf & J. Herbinger & F. T. Seifried, 2022, "Portfolio optimization with optimal expected utility risk measures," Annals of Operations Research, Springer, volume 309, issue 1, pages 59-77, February, DOI: 10.1007/s10479-021-04403-7.
• Alejandro Balbás & Beatriz Balbás & Raquel Balbás, 2022, "Pareto efficient buy and hold investment strategies under order book linked constraints," Annals of Operations Research, Springer, volume 311, issue 2, pages 945-965, April, DOI: 10.1007/s10479-021-03942-3.
• Syed Jawad Hussain Shahzad & Elie Bouri & Mobeen Ur Rehman & Muhammad Abubakr Naeem & Tareq Saeed, 2022, "Oil price risk exposure of BRIC stock markets and hedging effectiveness," Annals of Operations Research, Springer, volume 313, issue 1, pages 145-170, June, DOI: 10.1007/s10479-021-04078-0.
• Qiang Ji & Dayong Zhang & Yuqian Zhao, 2022, "Intra-day co-movements of crude oil futures: China and the international benchmarks," Annals of Operations Research, Springer, volume 313, issue 1, pages 77-103, June, DOI: 10.1007/s10479-021-04097-x.
• Lu Wang & Ferhana Ahmad & Gong-li Luo & Muhammad Umar & Dervis Kirikkaleli, 2022, "Portfolio optimization of financial commodities with energy futures," Annals of Operations Research, Springer, volume 313, issue 1, pages 401-439, June, DOI: 10.1007/s10479-021-04283-x.
• Syed Kumail Abbas Rizvi & Bushra Naqvi & Nawazish Mirza, 2022, "Is green investment different from grey? Return and volatility spillovers between green and grey energy ETFs," Annals of Operations Research, Springer, volume 313, issue 1, pages 495-524, June, DOI: 10.1007/s10479-021-04367-8.
• Mondher Bellalah & Xu Guo & Shuo Wu & Detao Zhang, 2022, "General equilibrium with heterogeneous participants and continuous consumption with information costs and short selling constraints," Annals of Operations Research, Springer, volume 313, issue 2, pages 713-732, June, DOI: 10.1007/s10479-020-03663-z.
• Charles-Olivier Amédée-Manesme & Fabrice Barthélémy, 2022, "Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion," Annals of Operations Research, Springer, volume 313, issue 2, pages 691-712, June, DOI: 10.1007/s10479-020-03858-4.
• Erdinc Akyildirim & Frank J. Fabozzi & Ahmet Goncu & Ahmet Sensoy, 2022, "Statistical arbitrage in jump-diffusion models with compound Poisson processes," Annals of Operations Research, Springer, volume 313, issue 2, pages 1357-1371, June, DOI: 10.1007/s10479-021-03965-w.
• Mariya Gubareva & Maria Rosa Borges, 2022, "Governed by the cycle: interest rate sensitivity of emerging market corporate debt," Annals of Operations Research, Springer, volume 313, issue 2, pages 991-1019, June, DOI: 10.1007/s10479-021-03972-x.
• Aviral Kumar Tiwari & Sangram Keshari Jena & Satish Kumar & Erik Hille, 2022, "Is oil price risk systemic to sectoral equity markets of an oil importing country? Evidence from a dependence-switching copula delta CoVaR approach," Annals of Operations Research, Springer, volume 315, issue 1, pages 429-461, August, DOI: 10.1007/s10479-021-04218-6.
• Ravi Kashyap, 2022, "Options as Silver Bullets: Valuation of Term Loans, Inventory Management, Emissions Trading and Insurance Risk Mitigation using Option Theory," Annals of Operations Research, Springer, volume 315, issue 2, pages 1175-1215, August, DOI: 10.1007/s10479-022-04610-w.
• Petr Fiala & Adam Borovička, 2022, "Stock portfolio selection using aspiration level-oriented procedure: real case on the RM-SYSTEM Czech stock exchange," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 30, issue 2, pages 781-805, June, DOI: 10.1007/s10100-020-00731-4.
• Adam Borovička, 2022, "Stock portfolio selection under unstable uncertainty via fuzzy mean-semivariance model," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 30, issue 2, pages 595-616, June, DOI: 10.1007/s10100-021-00791-0.
• Sakine Owjimehr & Ali Hussein Samadi, 2022, "Government Policy Response to COVID-19 and Stock Market Return: The Case of Iran," Contributions to Economics, Springer, chapter 0, in: Nezameddin Faghih & Amir Forouharfar, "Socioeconomic Dynamics of the COVID-19 Crisis", DOI: 10.1007/978-3-030-89996-7_19.
• Christos E. Kountzakis & Damiano Rossello, 2022, "Monetary risk measures for stochastic processes via Orlicz duality," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 45, issue 1, pages 35-56, June, DOI: 10.1007/s10203-021-00334-x.
• Michael Heinrich Baumann, 2022, "Beating the market? A mathematical puzzle for market efficiency," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 45, issue 1, pages 279-325, June, DOI: 10.1007/s10203-021-00361-8.
• Damiano Rossello, 2022, "Performance measurement with expectiles," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 45, issue 1, pages 343-374, June, DOI: 10.1007/s10203-022-00369-8.
• Charl Maree & Christian W. Omlin, 2022, "Reinforcement learning with intrinsic affinity for personalized prosperity management," Digital Finance, Springer, volume 4, issue 2, pages 241-262, September, DOI: 10.1007/s42521-022-00068-4.
• Judith Avrahami & Werner Güth & Yaakov Kareev & Matteo Ploner, 2022, "Impulse balancing versus equilibrium learning an experimental study of competitive portfolio selection," Evolutionary and Institutional Economics Review, Springer, volume 19, issue 2, pages 587-610, September, DOI: 10.1007/s40844-022-00240-w.
• Francesca Battaglia & Francesco Busato & Maria Manganiello, 2022, "A cross-platform analysis of the equity crowdfunding Italian context: the role of intellectual capital," Electronic Commerce Research, Springer, volume 22, issue 2, pages 649-689, June, DOI: 10.1007/s10660-020-09453-w.
• Zaghum Umar & Dennis Olson, 2022, "Strategic asset allocation and the demand for real estate: international evidence," Empirical Economics, Springer, volume 62, issue 5, pages 2461-2513, May, DOI: 10.1007/s00181-021-02090-8.
• Hasan Fehmi Baklaci & Tezer Yelkenci, 2022, "Cross-time-frequency analysis of volatility linkages in global currency markets: an extended framework," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 12, issue 2, pages 267-314, June, DOI: 10.1007/s40822-022-00209-5.
• Yudistira Permana & Saiqa Akbar & Anisa Nurpita, 2022, "Systemic risk and the financial network system: an experimental investigation," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 12, issue 4, pages 631-651, December, DOI: 10.1007/s40822-022-00207-7.
• Rocco Caferra & Pasquale Marcello Falcone & Andrea Morone & Piergiuseppe Morone, 2022, "Is COVID-19 anticipating the future? Evidence from investors’ sustainable orientation," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 12, issue 1, pages 177-196, March, DOI: 10.1007/s40821-022-00204-5.
• François-Éric Racicot & Raymond Théoret, 2022, "Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios: a nonlinear VAR approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-56, December, DOI: 10.1186/s40854-021-00316-3.
• Paresh Kumar Narayan & Syed Aun R. Rizvi & Ali Sakti, 2022, "Did green debt instruments aid diversification during the COVID-19 pandemic?," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-15, December, DOI: 10.1186/s40854-021-00331-4.
• Thorsten Lehnert, 2022, "Corporate managers, price noise and the investment factor," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-18, December, DOI: 10.1186/s40854-022-00365-2.
• Xuejun Jin & Jiawei Yu, 2022, "Does communication increase investors’ trading frequency? Evidence from a Chinese social trading platform," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-32, December, DOI: 10.1186/s40854-022-00373-2.
• Yang Gao & Chengjie Zhao & Bianxia Sun & Wandi Zhao, 2022, "Effects of investor sentiment on stock volatility: new evidences from multi-source data in China’s green stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-30, December, DOI: 10.1186/s40854-022-00381-2.
• Sebastian Jaimungal, 2022, "Reinforcement learning and stochastic optimisation," Finance and Stochastics, Springer, volume 26, issue 1, pages 103-129, January, DOI: 10.1007/s00780-021-00467-2.
• Asaf Cohen & Yan Dolinsky, 2022, "A scaling limit for utility indifference prices in the discretised Bachelier model," Finance and Stochastics, Springer, volume 26, issue 2, pages 335-358, April, DOI: 10.1007/s00780-022-00473-y.
• Alain Bensoussan & Guiyuan Ma & Chi Chung Siu & Sheung Chi Phillip Yam, 2022, "Dynamic mean–variance problem with frictions," Finance and Stochastics, Springer, volume 26, issue 2, pages 267-300, April, DOI: 10.1007/s00780-022-00474-x.
• Shuoqing Deng & Xun Li & Huyên Pham & Xiang Yu, 2022, "Optimal consumption with reference to past spending maximum," Finance and Stochastics, Springer, volume 26, issue 2, pages 217-266, April, DOI: 10.1007/s00780-022-00475-w.
• Tahir Choulli & Sina Yansori, 2022, "Log-optimal and numéraire portfolios for market models stopped at a random time," Finance and Stochastics, Springer, volume 26, issue 3, pages 535-585, July, DOI: 10.1007/s00780-022-00477-8.
• Mikhail Zhitlukhin, 2022, "A continuous-time asset market game with short-lived assets," Finance and Stochastics, Springer, volume 26, issue 3, pages 587-630, July, DOI: 10.1007/s00780-022-00479-6.
• Henryk Zähle, 2022, "A concept of copula robustness and its applications in quantitative risk management," Finance and Stochastics, Springer, volume 26, issue 4, pages 825-875, October, DOI: 10.1007/s00780-022-00485-8.
• Elizabeth Nedumparambil & Anup Kumar Bhandari, 2022, "Risk factors, uncertainty, and investment decision: evidence from mutual fund flows from India," Indian Economic Review, Springer, volume 57, issue 2, pages 349-372, December, DOI: 10.1007/s41775-022-00155-8.
• Gülcan Erkilet & Gerrit Janke & Rainer Kasperzak, 2022, "How valuation approach choice affects financial analysts’ target price accuracy," Journal of Business Economics, Springer, volume 92, issue 5, pages 741-779, July, DOI: 10.1007/s11573-021-01061-w.
• Alessandro Leardi, 2022, "Fuelling fire sales? Prudential regulation and crises: evidence from the Italian market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 1, pages 121-144, January, DOI: 10.1007/s12197-021-09558-4.
• Barry R. Cobb & Tim Murray & Jeffrey S. Smith, 2022, "Adjustable consumption model for retirees to balance spending and risk," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 2, pages 420-451, April, DOI: 10.1007/s12197-022-09572-0.
• Seyed Alireza Athari & Ngo Thai Hung, 2022, "Time–frequency return co-movement among asset classes around the COVID-19 outbreak: portfolio implications," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 4, pages 736-756, October, DOI: 10.1007/s12197-022-09594-8.
• Hung-Wen Lin & Jing-Bo Huang & Kun-Ben Lin & Shu-Heng Chen, 2022, "The competitions of time-varying and constant loadings in asset pricing models: empirical evidence and agent-based simulations," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 17, issue 2, pages 577-612, April, DOI: 10.1007/s11403-021-00337-2.
• Steffen Ahrens & Ciril Bosch-Rosa & Thomas Meissner, 2022, "Intertemporal consumption and debt aversion: a replication and extension," Journal of the Economic Science Association, Springer;Economic Science Association, volume 8, issue 1, pages 56-84, December, DOI: 10.1007/s40881-022-00118-y.
• Ashutosh Yadav, 2022, "Does ESG Compliance Boost Indian Companies' and Investors' Immunity Against Economic Uncertainties: An Empirical Study?," Advances in Decision Sciences, Asia University, Taiwan, volume 26, issue 3, pages 123-140, September.
• Wing-Kwong Chan & Ei-Yet Chu, 2022, "The Impacts of Corporate Governance Mechanisms and Ownership Structure on Firm Performance: A Case Study of Chinese Dual-Listed Companies," Advances in Decision Sciences, Asia University, Taiwan, volume 26, issue 4, pages 98-126, December.
• Richard Lu & Jai-Jen Wang & Shin-Hung Pan, 2022, "A Study on the Risk and Return Sharing Mechanism for Interest-sensitive Life Insurance Products under IFRS 17 Accounting," Advances in Decision Sciences, Asia University, Taiwan, volume 26, issue Special, pages 40-52, December.
• Ashutosh Yadav & Deepak Kumar Behera & Shin-Hung Pan, 2022, "How Does Investors' Attention Influence Equity Trading and Performance? Evidence from Listed Indian Companies," Advances in Decision Sciences, Asia University, Taiwan, volume 26, issue Special, pages 77-101, December.
• Olga Balakina & Claes Bäckman & Andreas Hackethal & Tobin Hanspal & Dominique M. Lammer, 2022, "Good Peers, Good Apples? Peer Effects in Portfolio Quality," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2022-02, Jul.
• Ole Linnemann Nielsen & Anders Merrild Posselt, 2022, "Betting on mean reversion in the VIX? Evidence from ETP flows," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-06, Jan.
• Yue Xu, 2022, "Reallocation of Mutual Fund Managers and Capital Raising Ability," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-11, Aug.
• Sergey Kovbasyuk & Marco Pagano, 2022, "Advertising Arbitrage," Working Papers, New Economic School (NES), number w0287, Feb.
• Ian W. R. Martin & Dimitris Papadimitriou, 2022, "Sentiment and Speculation in a Market with Heterogeneous Beliefs," American Economic Review, American Economic Association, volume 112, issue 8, pages 2465-2517, August, DOI: 10.1257/aer.20200505.
• Thomas M. Eisenbach & Gregory Phelan, 2022, "Cournot Fire Sales," American Economic Journal: Macroeconomics, American Economic Association, volume 14, issue 3, pages 508-542, July, DOI: 10.1257/mac.20200283.
• Hilal Anwar Butt & Mohsin Sadaqat & Syed Mujahid Hussain, 2022, "Did all Emerging Equity Markets get Equally Affected by Covid-19? Role of Market Characteristics, Economic Conditions, and Government Policies," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 12, issue 2, pages 56-63.
• James Britten & Daniel Page & David McClelland, 2022, "Quality as an Investment Style: Evidence from South Africa," The African Finance Journal, Africagrowth Institute, volume 24, issue 1, pages 24-36.
• Munyaradzi Chawana & Ilse Botha & Yolanda Stander, 2022, "Out-of-sample Predictability of the South African Equity Risk Premium Distribution: A Quantile Regression Approach," The African Finance Journal, Africagrowth Institute, volume 24, issue 2, pages 51-65.
• Gabriel Oliveira Medeiros & Thiago Periard do Amaral & Norberto Martins Vieira, 2022, "Previdência complementar aberta: Uma análise do desempenho histórico dos fundos e comparação com o Tesouro Direto IPCA+ entre 2011 e 2018," Revista de Economia Mackenzie (REM), Mackenzie Presbyterian University, Social and Applied Sciences Center, volume 19, issue 2, pages 13-38, july-dece, DOI: 10.5935/1808-2785/rem.v19n2p.13-38.
• Golub, Alexander & Anda, Jon & Markandya, Anil & Brody, Michael & Celovic, Aldin & Kedaitiene, Angele, undated, "Climate alpha and the global capital market," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 322792, DOI: 10.22004/ag.econ.322792.
• Ali Rıza İnce & Mehmet Ali Alan, 2022, "A Study on the Use of Data Mining in the Planning of Investment Field," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 1, pages 1-15, DOI: 10.30784/epfad.1003459.
• Seden Ercan & Özkan Haykır, 2022, "Birleşme ve Satın Alma Haberlerinin Borsa Getirisi Üzerine Etkisi: 2005-2017 Borsa İstanbul Örneği," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 3, pages 626-645, DOI: 10.30784/epfad.1092300.
• Hüseyin Özdemir, 2022, "Altının Riskten Korunma Etkinliği: Farklı Dinamik Portföy Yaklaşımları İle Bankacılık Sektörü İçin Bir Analiz," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 4, pages 889-908, DOI: 10.30784/epfad.1217479.
• Seçil Bayraktar Yetim & Ayben Koy, 2022, "İlk Halka Arzların BİST100 Endeksi Volatilitesine Etkisi: Covid-19 Pandemisi Dönemi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 4, pages 944-965, DOI: 0.30784/epfad.1211766.
• Mehmet Hanifi Ateş & Canan Dağıdır Çakan & İdil Özlem Koç, 2022, "Türkiye’de Sürdürülebilir Temalı Fonların Geleneksel Fonlarla Karşılaştırmalı Performans Analizi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue SI, pages 123-139, DOI: 10.30784/epfad.1148841.
• Nazlıgül Gülcan, 2022, "Finansal Kiralama ve Faktoring Şirketlerinin Finansal Performans Değerlendirmesinde VIKOR Yönteminin Uygulanması," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue SI, pages 235-247, DOI: 10.30784/epfad.1148935.
• Ioana Raluca DIACONU, 2022, "Bitcoin: Medium of Exchange or Speculative Asset?," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 24, pages 72-82, November.
• Maxim KRASNYUK & Iryna HRASHCHENKO & Svitlana GONCHARENKO & Svitlana KRASNIUK, 2022, "Hybrid application of decision trees, fuzzy logic and production rules for supporting investment decision making (on the example of an oil and gas producing company)," Access Journal, Access Press Publishing House, volume 3, issue 3, pages 278-291, July, DOI: 10.46656/access.2022.3.3(7).
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• Hassanudin Mohd Thas Thaker, 2023, "COVID-19, Mobility, and Stock Markets Performance - Evidence From ASEAN-5," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 3, issue 4, pages 1-6, DOI: 2023/03/09.
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• Massimo Guidolin & Kai Wang, 2022, "The Empirical Performance of Option Implied Volatility Surface-Driven Optimal Portfolios," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 22190.
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• Fredy Gamboa-Estrada & Andrés Sánchez-Jabba, 2022, "The Effects of Foreign Investor Composition on Colombia’s Sovereign Debt Flows," Borradores de Economia, Banco de la Republica de Colombia, number 1222, Dec, DOI: 10.32468/be.1222.
• Nikola Kosanović, 2022, "Primena Teorije Mreža U Optimizaciji Portfolija (Application Of Network Theory In Portfolio Optimization)," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 46, pages 47-59, September.
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• Laurent Barras & Patrick Gagliardini & Olivier Scaillet, 2022, "Skill, Scale, and Value Creation in the Mutual Fund Industry," Journal of Finance, American Finance Association, volume 77, issue 1, pages 601-638, February, DOI: 10.1111/jofi.13096.
• Ivo Welch, 2022, "The Wisdom of the Robinhood Crowd," Journal of Finance, American Finance Association, volume 77, issue 3, pages 1489-1527, June, DOI: 10.1111/jofi.13128.
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• Tokuo Iwaisako & Arito Ono & Amane Saito & Hidenobu Tokuda, 2022, "Disentangling the effect of home ownership on household stockholdings: Evidence from Japanese micro data," Real Estate Economics, American Real Estate and Urban Economics Association, volume 50, issue 1, pages 268-295, March, DOI: 10.1111/1540-6229.12342.
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• Meena Sharma & Sunita, 2022, "Examining Asymmetric Volatility Dynamism of Returns in the Infrastructure Sector in India during Covid 19: - A application of GARCH Models," Acta Universitatis Bohemiae Meridionalis, University of South Bohemia in Ceske Budejovice, Faculty of Economics, volume 25, issue 2, pages 126-137, DOI: 10.32725/acta.2022.014.
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• Tilman H. Drerup & Matthias Wibral & Christian Zimpelmann, 2022, "Skewness Expectations and Portfolio Choice," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2022_333, Feb.
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• Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana, 2022, "Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis," CESifo Working Paper Series, CESifo, number 9950.
• António Afonso & Krzysztof Beck & Karen Jackson, 2022, "Determinants of Stock Market Correlation. Accounting for Model Uncertainty and Reverse Causality in a Large Panel Setting," CESifo Working Paper Series, CESifo, number 9956.
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