Research classified by Journal of Economic Literature (JEL) codes

2022

• Raphael Burkhardt & Urban Ulrych, 2022, "Sparse and Stable International Portfolio Optimization and Currency Risk Management," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-07, Jan.
• Jan Muckenhaupt & Martin Hoesli & Bing Zhu, 2022, "Tenant Industry Sector and European Listed Real Estate Performance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-08, Jan.
• Philippe Bacchetta & Eric van Wincoop & Eric R. Young, 2022, "Infrequent Random Portfolio Decisions in an Open Economy Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-10, Jan.
• Theodoros Evgeniou & Julien Hugonnier & Rodolfo Prieto, 2022, "Asset pricing with costly short sales," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-21, Mar.
• Torsten Ehlers & Ulrike Elsenhuber & Kumar Jegarasasingam & Eric Jondeau, 2022, "Deconstructing ESG Scores: How to Invest with Your own Criteria," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-23, Mar.
• Martina Fraschini & Andrea Maino & Luciano Somoza, 2022, "Can the Government Be an Effective Venture Capital Investor?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-39, Apr.
• Luciano Somoza & Antoine Didisheim, 2022, "The End of the Crypto-Diversification Myth," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-53, Jun.
• Bryan T. Kelly & Semyon Malamud & Kangying Zhou, 2022, "The Virtue of Complexity Everywhere," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-57, Jul.
• Cosimo Pancaro & Christoffer Kok & Carola Müller & Steven Ongena, 2022, "The Disciplining Effect of Supervisory Scrutiny in the EU-Wide Stress Test," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-59, Aug.
• Pascal St-Amour, 2022, "Valuing Life over the Life Cycle," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-62, Aug.
• Theis Ingerslev Jensen & Bryan T. Kelly & Semyon Malamud & Lasse Heje Pedersen, 2022, "Machine Learning and the Implementable Efficient Frontier," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-63, Aug.
• Gong Cheng & Eric Jondeau & Benoît Mojon, 2022, "Building portfolios of sovereign securities with decreasing carbon footprints," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-66, Sep.
• Philippe van der Beck, 2022, "On the Estimation of Demand-Based Asset Pricing Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-67, Jun.
• Leonie Bräuer & Harald Hau, 2022, "Can Time-Varying Currency Risk Hedging Explain Exchange Rates?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-77, Oct.
• Soros Chitsiripanich & Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2022, "Momentum Without Crashes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-87, Nov.
• Marc S. Paolella & Pawel Polak, 2022, "Density and Risk Prediction with Non-Gaussian COMFORT Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-88, Nov.
• Damir Filipović & Puneet Pasricha, 2022, "Empirical Asset Pricing via Ensemble Gaussian Process Regression," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-95, Dec.
• Igor V. Evstigneev & Thorsten Hens & Mohammad Javad Vanaei, 2022, "Evolutionary finance: A model with endogenous asset payoffs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-96, Dec, revised May 2023.
• Vitaly Orlov & Stefano Ramelli & Alexander F. Wagner, 2022, "Revealed Beliefs about Responsible Investing: Evidence from Mutual Fund Managers," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-98, Dec.
• Pierre Collin-Dufresne & Kent D. Daniel & Mehmet Saglam, 2023, "Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-38, Jun.
• Tomas Adam & Ales Michl & Michal Skoda, 2023, "Balancing Volatility and Returns in the Czech National Bank's Foreign Exchange Portfolio," Research and Policy Notes, Czech National Bank, Research and Statistics Department, number 2023/01, Sep.
• Martin Hodula & Milan Szabo & Josef Bajzik, 2022, "Retail Fund Flows and Performance: Insights from Supervisory Data," Working Papers, Czech National Bank, Research and Statistics Department, number 2022/10, Dec.
• Martin Vesely, 2022, "Application of Quantum Computers in Foreign Exchange Reserves Management," Working Papers, Czech National Bank, Research and Statistics Department, number 2022/2, Mar.
• Milan Szabo, 2022, "Meeting Investor Outflows in Czech Bond and Equity Funds: Horizontal or Vertical?," Working Papers, Czech National Bank, Research and Statistics Department, number 2022/6, Jun.
• Ramiro Losada, 2022, "La información pública periódica de los fondos de inversión: como influyen en las decisiones de los inversores," CNMV Documentos de Trabajo, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas, number CNMV Documentos de Trabaj.
• Guillermo Cambronero, Gloria Ruiz, 2022, "Análisis del comportamiento de los inversores minoristas en los mercados financieros durante la crisis del COVID-19," CNMV Documentos de Trabajo, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas, number CNMV Documentos de Trabaj.
• Ramiro Losada, 2022, "Periodic public information on investment funds and how it influences investors´ decisions," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 7.
• Guillermo Cambronero Pérez, Gloria Ruiz Suarez, 2022, "Analysys of the behaviour of retail investors in the financial markets during the COVID-19 crisis," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 7.
• Eduardo Sandoval Álamos & Fernando Olea Rodr�guez, 2022, "Uso del endeudamiento y desempeno en los mercados accionarios. El caso de sociedades anónimas de Brasil, Chile, México y Perú," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 41, issue 86, pages 129-157.
• Michael Demmler & Amilcar Orlian Fern�ndez Dom�nguez, 2022, "Speculative bubble tendencies in time series of Bitcoin market prices," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 41, issue 86, pages 159-183.
• José Gabriel Astaiza Gómez & Camilo Andr�s P�rez Pacheco, 2022, "Equity Analyst Reports and Stock Prices," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 41, issue 73, pages 43-62.
• Yuly Andrea Franco Gómez & John Freddy Moreno Trujillo & Carlos Andres Zapata Quimbayo, 2022, "Selección óptima de portafolios usando el modelo Black-Litterman con views difusas," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue No. 97, pages 369-393.
• Lóránth, Gyöngyi & Segura, Anatoli & Zeng, Jing, 2022, "Common Deposit Insurance, Cross-Border Banks and Welfare," CEPR Discussion Papers, Centre for Economic Policy Research, number 16893, Jan.
• Ten Bosch, Eline & Van Dijk, Mathijs & Schoenmaker, Dirk, 2022, "Do the SDGs affect sovereign bond spreads? First evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 16898, Jan.
• Pavlova, Anna & Sikorskaya, Taisiya, 2022, "Benchmarking Intensity," CEPR Discussion Papers, Centre for Economic Policy Research, number 16909, Jan.
• Gourier, Elise & Phalippou, Ludovic & Westerfield, Mark, 2022, "Capital Commitment," CEPR Discussion Papers, Centre for Economic Policy Research, number 16910, Jan.
• Roche, Herve & Sahuguet, Nicolas, 2022, "Strategic Asset Allocation under Peer Group Benchmarks," CEPR Discussion Papers, Centre for Economic Policy Research, number 17042, Feb.
• Fatouh, Mahmoud & Neamtu, Ioana & van Wijnbergen, Sweder, 2022, "Risk-Taking, Competition and Uncertainty: Do Contingent Convertible (CoCo) Bonds Increase the Risk Appetite of Banks?," CEPR Discussion Papers, Centre for Economic Policy Research, number 17062, Feb.
• D'Acunto, Francesco & Malmendier, Ulrike M. & Weber, Michael, 2022, "What Do the Data Tell Us About Inflation Expectations?," CEPR Discussion Papers, Centre for Economic Policy Research, number 17094, Mar.
• Evgeniou, Theodoros & Hugonnier, Julien & Prieto, Rodolfo, 2022, "Asset pricing with costly short sales," CEPR Discussion Papers, Centre for Economic Policy Research, number 17099, Mar.
• Beetsma, Roel & Busse, Matthias & Germinetti, Lorenzo & Giuliodori, Massimo & Larch, Martin, 2022, "Is the Road to Hell Paved with Good Intentions? An Empirical Analysis of Budgetary Follow-up in the EU," CEPR Discussion Papers, Centre for Economic Policy Research, number 17154, Mar.
• Anadu, Kenechukwu & Cipriani, Marco & La Spada, Gabriele, 2022, "The Money Market Mutual Fund Liquidity Facility," CEPR Discussion Papers, Centre for Economic Policy Research, number 17161, Mar.
• Kelly, Bryan & Malamud, Semyon & Zhou, Kangying, 2022, "The Virtue of Complexity in Return Prediction," CEPR Discussion Papers, Centre for Economic Policy Research, number 17194, Apr.
• Boissel, Charles & Matray, Adrien, 2022, "Dividend Taxes and the Allocation of Capital," CEPR Discussion Papers, Centre for Economic Policy Research, number 17228, Apr.
• Franzoni, Francesco & Obrycki, Daniel & Resendes, Rafael, 2022, "The Wealth Creation Effect in Stock Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 17251, Apr.
• Edmans, Alex & Levit, Doron & Schneemeier, Jan, 2022, "Socially Responsible Divestment," CEPR Discussion Papers, Centre for Economic Policy Research, number 17262, Apr.
• Fang, Xiang & Hardy, Bryan & Lewis, Karen K., 2022, "Who Holds Sovereign Debt and Why It Matters," CEPR Discussion Papers, Centre for Economic Policy Research, number 17338, May.
• Ek, Andreas & Gokmen, Gunes & Majlesi, Kaveh, 2022, "Cultural Origins of Investment Behavior," CEPR Discussion Papers, Centre for Economic Policy Research, number 17412, Jun.
• Happel, Jonas & Karabulut, Yigitcan & Schäfer, Larissa & Tuzel, Selale, 2022, "Shattered Housing," CEPR Discussion Papers, Centre for Economic Policy Research, number 17420, Jul.
• Schlafmann, Kathrin & Setty, Ofer & Vestman, Roine, 2022, "Designing Pension Plans According to Consumption-Savings Theory," CEPR Discussion Papers, Centre for Economic Policy Research, number 17489, Jul.
• Abraham, Arpad & Gottardi, Piero & Hubmer, Joachim & Mayr, Lukas, 2022, "Tax Wedges, Financial Frictions and Misallocation," CEPR Discussion Papers, Centre for Economic Policy Research, number 17526, Aug.
• Bartram, Söhnke & Grinblatt, Mark & Nozawa, Yoshio, 2022, "Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 17592, Oct.
• Bryzgalova, Svetlana & Pavlova, Anna & Sikorskaya, Taisiya, 2022, "Retail Trading in Options and the Rise of the Big Three Wholesalers," CEPR Discussion Papers, Centre for Economic Policy Research, number 17688, Nov.
• Nagel, Stefan & Yan, Zhen, 2022, "Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows," CEPR Discussion Papers, Centre for Economic Policy Research, number 17695, Nov.
• Chari, Anusha & Dilts Stedman, Karlye & Lundblad, Christian, 2022, "Global Fund Flows and Emerging Market Tail Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 17697, Nov.
• Chen, Damiaan & Beetsma, Roel & van Wijnbergen, Sweder, 2022, "Intergenerational Sharing of Unhedgeable Inflation Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 17720, Dec.
• Gehrig, Thomas & Sögner, Leopold, 2022, "Extending the Demand System Approach to Asset Pricing," CEPR Discussion Papers, Centre for Economic Policy Research, number 17743, Dec.
• Zhang, Lu & Wolff, Christian, 2022, "Is Bitcoin a better safe-haven asset for individual investors than Gold? – Evidence from sanctioned Russia," CEPR Discussion Papers, Centre for Economic Policy Research, number 17745, Dec.
• Eichengreen, Barry & Saka, Orkun, 2022, "Cultural Stereotypes of Multinational Banks," CEPR Discussion Papers, Centre for Economic Policy Research, number 17754, Dec.
• Kaniel, Ron & Wang, Pingle, 2022, "Unmasking Mutual Fund Derivative Use," CEPR Discussion Papers, Centre for Economic Policy Research, number 17755, Dec.
• Ahnert, Toni & Perotti, Enrico & Terovitis, Spyros, 2022, "Safety First: A Theory of Banking," CEPR Discussion Papers, Centre for Economic Policy Research, number 17770, Dec.
• Deb, Rahul & Said, Maher & Pai, Mallesh, 2022, "Dynamic Incentives for Buy-Side Analysts," CEPR Discussion Papers, Centre for Economic Policy Research, number 17772, Dec.
• Eichengreen, B. & Saka, O., 2022, "Cultural Stereotypes of Multinational Banks," Working Papers, Department of Economics, City St George's, University of London, number 10.2139/ssrn.4293623.
• Han, Bing & Hirshleifer, David & Walden, Johan, 2022, "Social Transmission Bias and Investor Behavior," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 57, issue 1, pages 390-412, February.
• Ana Paula MARTINS, 2022, "The aggregate “portfolio”: Econometrics of economic rates of return with a Portuguese illustration," Journal of Economics Bibliography, EconSciences Journals, volume 9, issue 3, pages 99-136, September.
• Пламен Йорданов & Валентин Милинов & Маргарита Ив. Николова, 2022, "Особености На Инвестиционния Процес При Управление На Средствата На Фондовете За Допълнително Пенсионно Осигуряване В България," Electronic magazine "Dialogue", D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 1-21.
• Tom Hudepohl, 2022, "The rebalancing channel of QE: New evidence at the security level in the euro area," Working Papers, DNB, number 756, Dec.
• Martijn Boermans, 2022, "A literature review of securities holdings statistics research and a practitioner’s guide," Working Papers, DNB, number 757, Dec.
• Damiaan Chen & Roel Beetsma & Sweder van Wijnbergen, 2022, "Intergenerational Sharing of Unhedgeable Inflation Risk," Working Papers, DNB, number 758, Dec.
• Bastien Lextrait, 2022, "Optimizing portfolios in the illiquid, unlisted market of SME crowdlending," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2022-23.
• SOSA-CASTRO, Miriam, 2022, "Equity Market Volatility Impact On S&P 500 Sector Indexes, 1989-2021," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 22, issue 1, pages 39-60.
• Cimadomo, Jacopo, 2022, "Risk sharing in the euro area: a focus on the public channel and the COVID-19 pandemic," Economic Bulletin Articles, European Central Bank, volume 7.
• Budnik, Katarzyna, 2022, "Using regulatory stress tests to support prudential policy-making," Macroprudential Bulletin, European Central Bank, volume 17.
• Durrani, Agha & Ponte Marques, Aurea & Giraldo, Giacomo & Pancaro, Cosimo & Panos, Jiri & Zaharia, Alina, 2022, "Does the disclosure of stress test results affect market behaviour?," Macroprudential Bulletin, European Central Bank, volume 17.
• Giovannini, Alessandro & Ioannou, Demosthenes & Stracca, Livio, 2022, "Public and private risk sharing: friends or foes? The interplay between different forms of risk sharing," Occasional Paper Series, European Central Bank, number 295, Jun.
• Boucinha, Miguel & Burlon, Lorenzo & Corsi, Marco & della Valle, Guido & Eisenschmidt, Jens & Pool, Sebastiaan & Schumacher, Julian & Vergote, Olivier & Marmara, Iwona, 2022, "Two-tier system for remunerating excess reserve holdings," Occasional Paper Series, European Central Bank, number 302, Sep.
• Cimadomo, Jacopo & Gordo Mora, Esther & Palazzo, Alessandra Anna, 2022, "Enhancing private and public risk sharing: lessons from the literature and reflections on the COVID-19 crisis," Occasional Paper Series, European Central Bank, number 306, Sep.
• Paz-Pardo, Gonzalo, 2022, "Younger generations and the lost dream of home ownership," Research Bulletin, European Central Bank, volume 91.
• Ryan, Ellen, 2022, "Are fund managers rewarded for taking cyclical risks?," Working Paper Series, European Central Bank, number 2652, Mar.
• Loranth, Gyongyi & Segura, Anatoli & Zeng, Jing, 2022, "Voluntary Support and Ring-Fencing in Cross-border Banks," Working Paper Series, European Central Bank, number 2688, Jul.
• Durrani, Agha & Ongena, Steven & Ponte Marques, Aurea, 2022, "The certification role of the EU-wide stress testing exercises in the stock market. What can we learn from the stress tests (2014-2021)?," Working Paper Series, European Central Bank, number 2711, Aug.
• Baldo, Luca & Heider, Florian & Hoffmann, Peter & Sigaux, Jean-David & Vergote, Olivier, 2022, "How do banks manage liquidity? Evidence from the ECB’s tiering experiment," Working Paper Series, European Central Bank, number 2732, Sep.
• Capotă, Laura-Dona & Grill, Michael & Molestina Vivar, Luis & Schmitz, Niklas & Weistroffer, Christian, 2022, "Is the EU money market fund regulation fit for purpose? Lessons from the COVID-19 turmoil," Working Paper Series, European Central Bank, number 2737, Oct.
• Capotă, Laura-Dona & Giuzio, Margherita & Kapadia, Sujit & Salakhova, Dilyara, 2022, "Are ethical and green investment funds more resilient?," Working Paper Series, European Central Bank, number 2747, Nov.
• Lyonnet, Victor & Stern, Lea H., 2022, "Venture Capital (Mis)allocation in the Age of AI," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2022-02, Feb.
• Melone, Alessandro & Randl, Otto & Sogner, Leopold & Zechner, Josef, 2022, "Stock-Oil Comovement: Fundamentals or Financialization?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2022-08, Nov, DOI: 10.2139/ssrn.4205724.
• Cao, Sean & Green, T. Clifton & Lei, Lijun (Gillian) & Zhang, Shaojun, 2022, "Expert Network Calls," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2022-13, Nov.
• Clayton, Christopher & Dos Santos, Amanda & Maggiori, Matteo & Schreger, Jesse, 2022, "Internationalizing Like China," Research Papers, Stanford University, Graduate School of Business, number 4019, Apr.
• Antonios Evangelou & Sune Ferreira-Schenk & Lorainne Ferreira & Elizabeth Bothma, 2022, "Investment Risk Tolerance amongst South African University Students in the Vaal Triangle Area," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 12, issue 1, pages 13-23.
• Hammadi Zouari, 2022, "On the Effectiveness of Stock Index Futures for Tail Risk Protection," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 12, issue 3, pages 38-52, May.
• Zandri Dickason-Koekemoer & Sune Ferreira-Schenk, 2022, "Constructing a Model for Domain-specific Risk-taking, Life Satisfaction and Risk Tolerance of Investors," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 12, issue 4, pages 84-90, July.
• Evodia Mankuroane & Wilme van Heerden & Sune Ferreira-Schenk & Zandri Dickason-Koekemoer, 2022, "Psychological and Behavioural Drivers of Short-Term Investment Intentions," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 12, issue 4, pages 19-27, July.
• Jyothi Chittineni, 2022, "A Study on Cryptocurrency Investors Purchase Intentions: Revisiting the Brand Personality Theory," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 12, issue 4, pages 28-33, July.
• V. Shunmugasundaram & Aashna Sinha, 2022, "Behavioral Biases Influencing Investment Decisions of Life Insurance Investors," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 12, issue 6, pages 107-112, November.
• Thonifho Pollen Muridili & Ruschelle Sgammini & Sune Ferreira-Schenk & John George Jansen van Rensburg & Daniel Mokatsanyane, 2022, "The Impact of Covid-19 on the Performance of Hedge Funds Compared to Mutual Funds in South Africa," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 12, issue 6, pages 133-144, November.
• Mariska Muller & Sun Ferreira-Schenk & John George Jansen van Rensburg & Daniel Mokatsanyane & Ruschelle Sgammini, 2022, "Tracking the Performance of Listed Shares: A Comparison Between JSE Single- and Dual-listed Shares," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 12, issue 6, pages 145-154, November.
• Mohammad Benny Alexandri & Supriyanto, 2022, "Volatility Spillover between Stock Returns and Oil Prices during the Covid-19 Pandemic in ASEAN," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 1, pages 126-133.
• Caner Ozdurak & Alican Umut & Tugba Ozay, 2022, "The Interaction of Major Crypto-assets, Clean Energy, and Technology Indices in Diversified Portfolios," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 2, pages 480-490, March.
• Ikhlaas Gurrib & Firuz Kamalov & Elgilani E. Alshareif, 2022, "High Frequency Return and Risk Patterns in U.S. Sector ETFs during COVID-19," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 5, pages 441-456, September.
• Zhou, Bole & Zhao, Shouguo, 2022, "Industrial policy and corporate investment efficiency," Journal of Asian Economics, Elsevier, volume 78, issue C, DOI: 10.1016/j.asieco.2021.101406.
• Kim, Myeong Hyeon & Kim, Young Min & Yang, Kisung, 2022, "Understanding BOXPI — Industry portfolio perspectives," Journal of Asian Economics, Elsevier, volume 81, issue C, DOI: 10.1016/j.asieco.2022.101500.
• Baur, Dirk G., 2022, "The Anna Karenina principle and stock prices," Journal of Behavioral and Experimental Finance, Elsevier, volume 33, issue C, DOI: 10.1016/j.jbef.2021.100602.
• Hanaki, Nobuyuki, 2022, "Risk misperceptions of structured financial products with worst-of payout characteristics revisited," Journal of Behavioral and Experimental Finance, Elsevier, volume 33, issue C, DOI: 10.1016/j.jbef.2021.100604.
• Shahid, Ahmad Usman & Patel, Chris & Pan, Peipei, 2022, "Corporate social responsibility, intrinsic religiosity, and investment decisions," Journal of Behavioral and Experimental Finance, Elsevier, volume 34, issue C, DOI: 10.1016/j.jbef.2022.100650.
• Bottasso, Anna & Duchêne, Sébastien & Guerci, Eric & Hanaki, Nobuyuki & Noussair, Charles N., 2022, "Higher order risk attitudes of financial experts," Journal of Behavioral and Experimental Finance, Elsevier, volume 34, issue C, DOI: 10.1016/j.jbef.2022.100658.
• Hasan, Mostafa Monzur & Cheung, Adrian (Wai Kong) & Marwick, Trevor, 2022, "Corporate sexual orientation equality policies and the cost of equity capital," Journal of Behavioral and Experimental Finance, Elsevier, volume 34, issue C, DOI: 10.1016/j.jbef.2022.100664.
• Kahya, Evrim Hilal & Ekinci, Cumhur, 2022, "Disposition bias among Borsa Istanbul investors: What do we know about type, size and trading frequency?," Journal of Behavioral and Experimental Finance, Elsevier, volume 35, issue C, DOI: 10.1016/j.jbef.2022.100682.
• Ford, Jansson M. & Gehricke, Sebastian A. & Zhang, Jin E., 2022, "Option traders are concerned about climate risks: ESG ratings and short-term sentiment," Journal of Behavioral and Experimental Finance, Elsevier, volume 35, issue C, DOI: 10.1016/j.jbef.2022.100687.
• Chen, Xiaomeng Charlene & Hellmann, Andreas & Sood, Suresh, 2022, "A framework for analyst economic incentives and cognitive biases: Origination of the walk-down in earnings forecasts," Journal of Behavioral and Experimental Finance, Elsevier, volume 36, issue C, DOI: 10.1016/j.jbef.2022.100759.
• Blake, David & Duffield, Mel & Tonks, Ian & Haig, Alistair & Blower, Dean & MacPhee, Laura, 2022, "Smart defaults: Determining the number of default funds in a pension scheme," The British Accounting Review, Elsevier, volume 54, issue 4, DOI: 10.1016/j.bar.2021.101042.
• Chan, Raymond H. & Chow, Sheung-Chi & Guo, Xu & Wong, Wing-Keung, 2022, "Central moments, stochastic dominance, moment rule, and diversification with an application," Chaos, Solitons & Fractals, Elsevier, volume 161, issue C, DOI: 10.1016/j.chaos.2022.112251.
• Ee, Mong Shan & Hasan, Iftekhar & Huang, He, 2022, "Stock liquidity and corporate labor investment," Journal of Corporate Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.jcorpfin.2021.102142.
• Beladi, Hamid & Hou, Qingsong & Hu, May, 2022, "The party school education and corporate innovation: Evidence from SOEs in China," Journal of Corporate Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.jcorpfin.2021.102143.
• Dai, Rui & Ng, Lilian & Zaiats, Nataliya, 2022, "Short seller attention," Journal of Corporate Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.jcorpfin.2021.102149.
• Ewald, Christian Oliver & Taub, Bart, 2022, "Real options, risk aversion and markets: A corporate finance perspective," Journal of Corporate Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.jcorpfin.2022.102164.
• Luo, Deming & Yao, Zhongwei & Zhu, Yanjian, 2022, "Bubble-crash experience and investment styles of mutual fund managers," Journal of Corporate Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.jcorpfin.2022.102262.
• Bernales, Alejandro & Reus, Lorenzo & Valdenegro, Víctor, 2022, "Speculative bubbles under supply constraints, background risk and investment fraud in the art market," Journal of Corporate Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.jcorpfin.2020.101746.
• Lin, Qian & Luo, Yulei & Sun, Xianming, 2022, "Robust investment strategies with two risky assets," Journal of Economic Dynamics and Control, Elsevier, volume 134, issue C, DOI: 10.1016/j.jedc.2021.104275.
• Quaye, Enoch & Tunaru, Radu, 2022, "The stock implied volatility and the implied dividend volatility," Journal of Economic Dynamics and Control, Elsevier, volume 134, issue C, DOI: 10.1016/j.jedc.2021.104276.
• Chen, Zilin & Chu, Liya & Liang, Dawei & Tu, Jun, 2022, "Far away from home: Investors’ underreaction to geographically dispersed information," Journal of Economic Dynamics and Control, Elsevier, volume 136, issue C, DOI: 10.1016/j.jedc.2022.104325.
• Ramadiah, Amanah & Fricke, Daniel & Caccioli, Fabio, 2022, "Backtesting macroprudential stress tests," Journal of Economic Dynamics and Control, Elsevier, volume 137, issue C, DOI: 10.1016/j.jedc.2022.104333.
• Phelan, Thomas & Eslami, Keyvan, 2022, "Applications of Markov chain approximation methods to optimal control problems in economics," Journal of Economic Dynamics and Control, Elsevier, volume 143, issue C, DOI: 10.1016/j.jedc.2022.104437.
• Guan, Guohui & Li, Bin, 2022, "Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution," Journal of Economic Dynamics and Control, Elsevier, volume 143, issue C, DOI: 10.1016/j.jedc.2022.104515.
• Fan, Minyou & Kearney, Fearghal & Li, Youwei & Liu, Jiadong, 2022, "Momentum and the Cross-section of Stock Volatility," Journal of Economic Dynamics and Control, Elsevier, volume 144, issue C, DOI: 10.1016/j.jedc.2022.104524.
• Luciano, Elisa & Rochet, Jean Charles, 2022, "The fluctuations of insurers’ risk appetite," Journal of Economic Dynamics and Control, Elsevier, volume 144, issue C, DOI: 10.1016/j.jedc.2022.104543.
• Yuan, Mengyi & Zhang, Lin & Lian, Yonghui, 2022, "Economic policy uncertainty and stock price crash risk of commercial banks: Evidence from China," Economic Analysis and Policy, Elsevier, volume 74, issue C, pages 587-605, DOI: 10.1016/j.eap.2022.03.018.
• Díaz, Antonio & Esparcia, Carlos & López, Raquel, 2022, "The diversifying role of socially responsible investments during the COVID-19 crisis: A risk management and portfolio performance analysis," Economic Analysis and Policy, Elsevier, volume 75, issue C, pages 39-60, DOI: 10.1016/j.eap.2022.05.001.
• Qu, Hui & Zhang, Yi, 2022, "Asymmetric multivariate HAR models for realized covariance matrix: A study based on volatility timing strategies," Economic Modelling, Elsevier, volume 106, issue C, DOI: 10.1016/j.econmod.2021.105699.
• Bos, Jaap W.B. & Li, Runliang & Sanders, Mark W.J.L., 2022, "Hazardous lending: The impact of natural disasters on bank asset portfolio," Economic Modelling, Elsevier, volume 108, issue C, DOI: 10.1016/j.econmod.2022.105760.
• Reboredo, Juan C. & Ugolini, Andrea & Ojea-Ferreiro, Javier, 2022, "Do green bonds de-risk investment in low-carbon stocks?," Economic Modelling, Elsevier, volume 108, issue C, DOI: 10.1016/j.econmod.2022.105765.
• Shi, Yang & Chen, Shu & Liu, Ruiming & Kang, Yankun, 2022, "Fund renaming and fund flows: Evidence from China's stock market crash in 2015," Economic Modelling, Elsevier, volume 108, issue C, DOI: 10.1016/j.econmod.2022.105771.
• Insana, Alessandra, 2022, "Does systematic risk change when markets close? An analysis using stocks’ beta," Economic Modelling, Elsevier, volume 109, issue C, DOI: 10.1016/j.econmod.2022.105782.
• Ma, Guiyuan & Siu, Chi Chung & Zhu, Song-Ping, 2022, "Portfolio choice with return predictability and small trading frictions," Economic Modelling, Elsevier, volume 111, issue C, DOI: 10.1016/j.econmod.2022.105823.
• Bucci, Andrea & Ciciretti, Vito, 2022, "Market regime detection via realized covariances," Economic Modelling, Elsevier, volume 111, issue C, DOI: 10.1016/j.econmod.2022.105832.
• Avdjiev, Stefan & Aysun, Uluc & Tseng, Michael C., 2022, "Regulatory arbitrage behavior of internationally active banks and global financial market conditions," Economic Modelling, Elsevier, volume 112, issue C, DOI: 10.1016/j.econmod.2022.105857.
• Deng, Chao & Su, Xiaojian & Wang, Gangjin & Peng, Cheng, 2022, "The existence of flight-to-quality under extreme conditions: Evidence from a nonlinear perspective in Chinese stocks and bonds' sectors," Economic Modelling, Elsevier, volume 113, issue C, DOI: 10.1016/j.econmod.2022.105895.
• Deng, Kebin & Peng, Jiaxin & Peng, Juan & Zhang, Yuhua, 2022, "Real options with overextrapolation," Economic Modelling, Elsevier, volume 114, issue C, DOI: 10.1016/j.econmod.2022.105915.
• Gopalakrishnan, Balagopal & Jacob, Joshy & Mohapatra, Sanket, 2022, "COVID-19 pandemic and debt financing by firms: Unravelling the channels," Economic Modelling, Elsevier, volume 114, issue C, DOI: 10.1016/j.econmod.2022.105929.
• Song, Feng & Cui, Jian & Yu, Yihua, 2022, "Dynamic volatility spillover effects between wind and solar power generations: Implications for hedging strategies and a sustainable power sector," Economic Modelling, Elsevier, volume 116, issue C, DOI: 10.1016/j.econmod.2022.106036.
• Akhtaruzzaman, Md & Banerjee, Ameet Kumar & Ghardallou, Wafa & Umar, Zaghum, 2022, "Is greenness an optimal hedge for sectoral stock indices?," Economic Modelling, Elsevier, volume 117, issue C, DOI: 10.1016/j.econmod.2022.106030.
• Lebre DE Freitas, Miguel, 2022, "International currency substitution and the demand for money in the euro area," Economic Modelling, Elsevier, volume 117, issue C, DOI: 10.1016/j.econmod.2022.106064.
• Yang, Yanlin & Hu, Xuemei & Jiang, Huifeng, 2022, "Group penalized logistic regressions predict up and down trends for stock prices," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101564.
• Mo, Guoli & Zhang, Weiguo & Tan, Chunzhi & Liu, Xing, 2022, "Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101570.
• Huang, Xiaoyong & Yu, Cong & Chen, Yunping & Jia, Fei & Xu, Xiangyun, 2022, "Rigid payment breaking, default spread and yields of Chinese treasury bonds," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101571.
• Ho, Kung-Cheng & Lee, Shih-Cheng & Sun, Ping-Wen, 2022, "Disclosure quality, price efficiency, and expected returns," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101573.
• Zhang, Caibin & Liang, Zhibin, 2022, "Optimal time-consistent reinsurance and investment strategies for a jump–diffusion financial market without cash," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101578.
• Haensly, Paul J., 2022, "Lessons from naïve diversification about the risk-reward trade-off," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101582.
• Yang, Haijun & Ge, Hengshun & Gao, Xinpeng, 2022, "An information diffusion model for momentum effect based on investor wealth," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101583.
• Alomari, Mohammad & Al Rababa'a, Abdel Razzaq & Ur Rehman, Mobeen & Power, David M., 2022, "Infectious diseases tracking and sectoral stock market returns: A quantile regression analysis," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101584.
• Aloui, Chaker & Asadov, Alam & Al-kayed, Lama & Hkiri, Besma & Danila, Nevi, 2022, "Impact of the COVID-19 outbreak and its related announcements on the Chinese conventional and Islamic stocks’ connectedness," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101585.
• Pan, Qunxing & Mei, Xiaowen & Gao, Tianqing, 2022, "Modeling dynamic conditional correlations with leverage effects and volatility spillover effects: Evidence from the Chinese and US stock markets affected by the recent trade friction," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101591.
• Curatola, Giuliano, 2022, "Price impact, strategic interaction and portfolio choice," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101594.
• Chen, Qi-an & Hu, Qingyu & Yang, Hu & Qi, Kai, 2022, "A kind of new time-weighted nonnegative lasso index-tracking model and its application," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101603.
• Yang, Tingting & Huang, Xiaoxia, 2022, "Two new mean–variance enhanced index tracking models based on uncertainty theory," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101622.
• Xu, Yuhong, 2022, "Optimal growth under model uncertainty," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2021.101634.
• Song, Lu & Tian, Gengyu & Jiang, Yonghong, 2022, "Connectedness of commodity, exchange rate and categorical economic policy uncertainties — Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2022.101656.
• Wang, Hu & Li, Shouwei & Ma, Yuyin & Jiang, Shuyang, 2022, "Does investor sentiment affect fund crashes? Evidence from Chinese open-end funds," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2022.101662.
• Çelik, İsmail & Sak, Ahmet Furkan & Höl, Arife Özdemir & Vergili, Gizem, 2022, "The dynamic connectedness and hedging opportunities of implied and realized volatility: Evidence from clean energy ETFs," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2022.101670.
• Chang, Meng-Shiuh & Ju, Peijie & Liu, Yilei & Hsueh, Shao-Chieh, 2022, "Determining hedges and safe havens for stocks using interval analysis," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101671.
• Esparcia, Carlos & Jareño, Francisco & Umar, Zaghum, 2022, "Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101677.
• Zhang, Yi & Zhou, Long & Chen, Yajiao & Liu, Fang, 2022, "The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101688.
• Zhang, Tingting & Li, Wenquan & Li, Kaixin & Liu, Zhifeng, 2022, "Only words matter? The effects of cognitive abilities on commercial insurance participation," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101691.
• Sadorsky, Perry, 2022, "Forecasting solar stock prices using tree-based machine learning classification: How important are silver prices?," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101705.
• Song, Jian & Balvers, Ronald J., 2022, "Seasonality and momentum across national equity markets," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101706.
• Bian, Yuxiang & Xiong, Xiong & Yang, Jinqiang, 2022, "Investor protection, hedge fund leverage and valuation," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101710.
• Yi, Yongsheng & He, Mengxi & Zhang, Yaojie, 2022, "Out-of-sample prediction of Bitcoin realized volatility: Do other cryptocurrencies help?," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101731.
• Switzer, Lorne N. & El Meslmani, Nabil & Zhai, Xinkai, 2022, "IPO performance and the size effect: Evidence for the US and Canada," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101744.
• Yang, Cai & Wang, Xinyi & Gao, Wang, 2022, "Is Bitcoin a better hedging and safe-haven investment than traditional assets against currencies? Evidence from the time-frequency domain approach," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101747.
• Hu, Xiao & Wang, Jiayi & Wu, Banggang, 2022, "Venture capital firms’ lead orientation, network position, and selection of familiar syndicate partners," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101757.
• Li, Shilin & Li, Tongtong & Yang, Jinqiang, 2022, "Optimal consumption and portfolio choices in the stochastic SIS model," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101787.
• Guan, Guohui & Hu, Xiang, 2022, "Equilibrium mean–variance reinsurance and investment strategies for a general insurance company under smooth ambiguity," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101793.
• Xu, Ke & Stewart, Kenneth G. & Cao, Zeyang, 2022, "Fractional cointegration and price discovery in Canadian commodities," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101799.
• Wang, Hailong & Hu, Duni, 2022, "Heterogenous beliefs with sentiments and asset pricing," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101824.
• Kliber, Agata, 2022, "Looking for a safe haven against American stocks during COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101825.
• Sarwar, Ghulam, 2022, "Market risks that change domestic diversification benefits," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101828.
• Vidal-Llana, Xenxo & Guillén, Montserrat, 2022, "Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101835.
• Emmett, Ross B. & Grabowski, Jesse, 2022, "Better lucky than good: The Simon-Ehrlich bet through the lens of financial economics," Ecological Economics, Elsevier, volume 193, issue C, DOI: 10.1016/j.ecolecon.2021.107322.
• Cortez, Maria Céu & Andrade, Nuno & Silva, Florinda, 2022, "The environmental and financial performance of green energy investments: European evidence," Ecological Economics, Elsevier, volume 197, issue C, DOI: 10.1016/j.ecolecon.2022.107427.
• Mbanyele, William & Huang, Hongyun & Li, Yafei & Muchenje, Linda T. & Wang, Fengrong, 2022, "Corporate social responsibility and green innovation: Evidence from mandatory CSR disclosure laws," Economics Letters, Elsevier, volume 212, issue C, DOI: 10.1016/j.econlet.2022.110322.
• Wang, Yuanping & Wang, Dongfang & Hou, Chunxiao, 2022, "Information acquisition and asset allocation with unknown income growth," Economics Letters, Elsevier, volume 213, issue C, DOI: 10.1016/j.econlet.2022.110364.
• Lo Prete, Anna, 2022, "Digital and financial literacy as determinants of digital payments and personal finance," Economics Letters, Elsevier, volume 213, issue C, DOI: 10.1016/j.econlet.2022.110378.
• Boungou, Whelsy & Yatié, Alhonita, 2022, "The impact of the Ukraine–Russia war on world stock market returns," Economics Letters, Elsevier, volume 215, issue C, DOI: 10.1016/j.econlet.2022.110516.
• Anghel, Dan Gabriel, 2022, "No pain, no gain: You should always incorporate trading costs for a bias-free evaluation of trading rule overperformance," Economics Letters, Elsevier, volume 216, issue C, DOI: 10.1016/j.econlet.2022.110584.
• Antonelli, Stefano & Corneli, Flavia & Ferriani, Fabrizio & Gazzani, Andrea, 2022, "Benchmark effects from the inclusion of Chinese A-shares in the MSCI EM index," Economics Letters, Elsevier, volume 216, issue C, DOI: 10.1016/j.econlet.2022.110600.
• Banegas, Ayelen & Rosa, Carlo, 2022, "A look under the hood of momentum funds," Economics Letters, Elsevier, volume 217, issue C, DOI: 10.1016/j.econlet.2022.110654.
• Fernandez-Perez, Adrian & Garel, Alexandre & Indriawan, Ivan, 2022, "In the mood for sustainable funds?," Economics Letters, Elsevier, volume 217, issue C, DOI: 10.1016/j.econlet.2022.110691.
• Lee, Seunghyup, 2022, "Political orientation and compensation for idiosyncratic risk," Economics Letters, Elsevier, volume 218, issue C, DOI: 10.1016/j.econlet.2022.110699.
• Pintér, Gábor, 2022, "The procyclicality of inflation-linked debt," Economics Letters, Elsevier, volume 218, issue C, DOI: 10.1016/j.econlet.2022.110706.
• Huang, Xiaoran & Lin, Juan & Wang, Peng, 2022, "Are institutional investors marching into the crypto market?," Economics Letters, Elsevier, volume 220, issue C, DOI: 10.1016/j.econlet.2022.110856.
• Blasques, Francisco & Koopman, Siem Jan & Nientker, Marc, 2022, "A time-varying parameter model for local explosions," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 65-84, DOI: 10.1016/j.jeconom.2021.05.008.
• Wan, Runqing & Fulop, Andras & Li, Junye, 2022, "Real-time Bayesian learning and bond return predictability," Journal of Econometrics, Elsevier, volume 230, issue 1, pages 114-130, DOI: 10.1016/j.jeconom.2020.04.052.
• Heiss, Florian & Hurd, Michael & van Rooij, Maarten & Rossmann, Tobias & Winter, Joachim, 2022, "Dynamics and heterogeneity of subjective stock market expectations," Journal of Econometrics, Elsevier, volume 231, issue 1, pages 213-231, DOI: 10.1016/j.jeconom.2021.09.010.
• Bellemare, Charles & Kröger, Sabine & Sossou, Kouamé Marius, 2022, "Optimal frequency of portfolio evaluation in a choice experiment with ambiguity and loss aversion," Journal of Econometrics, Elsevier, volume 231, issue 1, pages 248-264, DOI: 10.1016/j.jeconom.2020.11.003.
• Li, Hua & Bai, Zhidong & Wong, Wing-Keung & McAleer, Michael, 2022, "Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization," Econometrics and Statistics, Elsevier, volume 24, issue C, pages 133-150, DOI: 10.1016/j.ecosta.2021.10.005.
• Urbański, Stanisław & Zarzecki, Dariusz, 2022, "The Fama-French model for estimating the cost of equity capital: The impact of real options of investment projects," Economic Systems, Elsevier, volume 46, issue 1, DOI: 10.1016/j.ecosys.2021.100874.
• Ma, Marshall Xiaoyin & Noussair, Charles N. & Renneboog, Luc, 2022, "Colors, Emotions, and the Auction Value of Paintings," European Economic Review, Elsevier, volume 142, issue C, DOI: 10.1016/j.euroecorev.2021.104004.
• Kamma, Thijs & Pelsser, Antoon, 2022, "Near-optimal asset allocation in financial markets with trading constraints," European Journal of Operational Research, Elsevier, volume 297, issue 2, pages 766-781, DOI: 10.1016/j.ejor.2021.06.029.
• Hong, Yi & Jin, Xing, 2022, "Pricing of variance swap rates and investment decisions of variance swaps: Evidence from a three-factor model," European Journal of Operational Research, Elsevier, volume 303, issue 2, pages 975-985, DOI: 10.1016/j.ejor.2022.03.007.