Research classified by Journal of Economic Literature (JEL) codes

2021

• Barg, Johannes A. & Drobetz, Wolfgang & Momtaz, Paul P., 2021, "Valuing start-up firms: A reverse-engineering approach for fair-value multiples from venture capital transactions," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102008.
• Joo, Young C. & Park, Sung Y., 2021, "Optimal portfolio selection using a simple double-shrinkage selection rule," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102019.
• Ruan, Xinfeng & Zhang, Jin E., 2021, "The economics of the financial market for volatility trading," Journal of Financial Markets, Elsevier, volume 52, issue C, DOI: 10.1016/j.finmar.2020.100556.
• Lin, Qi & Lin, Xi, 2021, "Cash conversion cycle and aggregate stock returns," Journal of Financial Markets, Elsevier, volume 52, issue C, DOI: 10.1016/j.finmar.2020.100560.
• Liu, Ming-Yu & Chuang, Wen-I & Lo, Chien-Ling, 2021, "Options-implied information and the momentum cycle," Journal of Financial Markets, Elsevier, volume 53, issue C, DOI: 10.1016/j.finmar.2020.100565.
• Wang, Yudong & Hao, Xianfeng & Wu, Chongfeng, 2021, "Forecasting stock returns: A time-dependent weighted least squares approach," Journal of Financial Markets, Elsevier, volume 53, issue C, DOI: 10.1016/j.finmar.2020.100568.
• Procasky, William J., 2021, "Price discovery in CDS and equity markets: Default risk-based heterogeneity in the systematic investment grade and high yield sectors," Journal of Financial Markets, Elsevier, volume 54, issue C, DOI: 10.1016/j.finmar.2020.100581.
• An, Li & Argyle, Bronson, 2021, "Overselling winners and losers: How mutual fund managers' trading behavior affects asset prices," Journal of Financial Markets, Elsevier, volume 55, issue C, DOI: 10.1016/j.finmar.2020.100580.
• Khapko, Mariana & Zoican, Marius, 2021, "Do speed bumps curb low-latency investment? Evidence from a laboratory market," Journal of Financial Markets, Elsevier, volume 55, issue C, DOI: 10.1016/j.finmar.2020.100601.
• Tobek, Ondrej & Hronec, Martin, 2021, "Does it pay to follow anomalies research? Machine learning approach with international evidence," Journal of Financial Markets, Elsevier, volume 56, issue C, DOI: 10.1016/j.finmar.2020.100588.
• Vincent, Kendro & Hsu, Yu-Chin & Lin, Hsiou-Wei, 2021, "Investment styles and the multiple testing of cross-sectional stock return predictability," Journal of Financial Markets, Elsevier, volume 56, issue C, DOI: 10.1016/j.finmar.2020.100598.
• Fricke, Christoph & Fricke, Daniel, 2021, "Vulnerable asset management? The case of mutual funds," Journal of Financial Stability, Elsevier, volume 52, issue C, DOI: 10.1016/j.jfs.2020.100800.
• Luu, Duc Thi & Napoletano, Mauro & Barucca, Paolo & Battiston, Stefano, 2021, "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Journal of Financial Stability, Elsevier, volume 52, issue C, DOI: 10.1016/j.jfs.2020.100811.
• Giofré, Maela, 2021, "Stock exchange consolidation and cross-border investment: An empirical assessment," Journal of Financial Stability, Elsevier, volume 53, issue C, DOI: 10.1016/j.jfs.2020.100796.
• Delis, Manthos D. & Savva, Christos S. & Theodossiou, Panayiotis, 2021, "The impact of the coronavirus crisis on the market price of risk," Journal of Financial Stability, Elsevier, volume 53, issue C, DOI: 10.1016/j.jfs.2020.100840.
• Alessi, Lucia & Ossola, Elisa & Panzica, Roberto, 2021, "What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures," Journal of Financial Stability, Elsevier, volume 54, issue C, DOI: 10.1016/j.jfs.2021.100869.
• Bakkar, Yassine & Nyola, Annick Pamen, 2021, "Internationalization, foreign complexity and systemic risk: Evidence from European banks," Journal of Financial Stability, Elsevier, volume 55, issue C, DOI: 10.1016/j.jfs.2021.100892.
• Baker, H. Kent & Kumar, Satish & Pandey, Nitesh, 2021, "Thirty years of the Global Finance Journal: A bibliometric analysis," Global Finance Journal, Elsevier, volume 47, issue C, DOI: 10.1016/j.gfj.2019.100492.
• Li, Shan & Mihaylov, George & Peranginangin, Yessy & Zurbruegg, Ralf, 2021, "Short selling patterns in cross-listed stocks," Global Finance Journal, Elsevier, volume 48, issue C, DOI: 10.1016/j.gfj.2020.100542.
• Flavin, Thomas J. & Lagoa-Varela, Dolores, 2021, "On the stability of stock-bond comovements across market conditions in the Eurozone periphery," Global Finance Journal, Elsevier, volume 49, issue C, DOI: 10.1016/j.gfj.2019.100491.
• Pham, Son D. & Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2021, "The liquidity of active ETFs," Global Finance Journal, Elsevier, volume 49, issue C, DOI: 10.1016/j.gfj.2020.100572.
• Tsiakas, Ilias & Zhang, Haibin, 2021, "Economic fundamentals and the long-run correlation between exchange rates and commodities," Global Finance Journal, Elsevier, volume 49, issue C, DOI: 10.1016/j.gfj.2021.100649.
• Shirasu, Yoko & Kawakita, Hidetaka, 2021, "Long-term financial performance of corporate social responsibility," Global Finance Journal, Elsevier, volume 50, issue C, DOI: 10.1016/j.gfj.2020.100532.
• Pirgaip, Burak & Arslan-Ayaydin, Özgür & Karan, Mehmet Baha, 2021, "Do Sukuk provide diversification benefits to conventional bond investors? Evidence from Turkey," Global Finance Journal, Elsevier, volume 50, issue C, DOI: 10.1016/j.gfj.2020.100533.
• Mukherji, Sandip & Jeong, Jin-Gil, 2021, "Long-term international diversification of equities," Global Finance Journal, Elsevier, volume 50, issue C, DOI: 10.1016/j.gfj.2020.100584.
• Naqvi, Bushra & Mirza, Nawazish & Rizvi, Syed Kumail Abbas & Porada-Rochoń, Małgorzata & Itani, Rania, 2021, "Is there a green fund premium? Evidence from twenty seven emerging markets," Global Finance Journal, Elsevier, volume 50, issue C, DOI: 10.1016/j.gfj.2021.100656.
• Hasan, Md. Bokhtiar & Hassan, M. Kabir & Rashid, Md. Mamunur & Alhenawi, Yasser, 2021, "Are safe haven assets really safe during the 2008 global financial crisis and COVID-19 pandemic?," Global Finance Journal, Elsevier, volume 50, issue C, DOI: 10.1016/j.gfj.2021.100668.
• Dao, Mai Chi & Minoiu, Camelia & Ostry, Jonathan D., 2021, "Corporate investment and the real exchange rate," Journal of International Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.jinteco.2021.103437.
• Bacchetta, Philippe & van Wincoop, Eric, 2021, "Puzzling exchange rate dynamics and delayed portfolio adjustment," Journal of International Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.jinteco.2021.103460.
• Chen, An & Hentschel, Felix & Steffensen, Mogens, 2021, "On retirement time decision making," Insurance: Mathematics and Economics, Elsevier, volume 100, issue C, pages 107-129, DOI: 10.1016/j.insmatheco.2021.05.002.
• Wang, Pei & Shen, Yang & Zhang, Ling & Kang, Yuxin, 2021, "Equilibrium investment strategy for a DC pension plan with learning about stock return predictability," Insurance: Mathematics and Economics, Elsevier, volume 100, issue C, pages 384-407, DOI: 10.1016/j.insmatheco.2021.07.001.
• Ruß, Jochen & Schelling, Stefan, 2021, "Return smoothing in life insurance from a client perspective," Insurance: Mathematics and Economics, Elsevier, volume 101, issue PA, pages 91-106, DOI: 10.1016/j.insmatheco.2021.03.012.
• Christensen, Bent Jesper & Parra-Alvarez, Juan Carlos & Serrano, Rafael, 2021, "Optimal control of investment, premium and deductible for a non-life insurance company," Insurance: Mathematics and Economics, Elsevier, volume 101, issue PB, pages 384-405, DOI: 10.1016/j.insmatheco.2021.07.005.
• Ignatieva, Katja & Landsman, Zinoviy, 2021, "A class of generalised hyper-elliptical distributions and their applications in computing conditional tail risk measures," Insurance: Mathematics and Economics, Elsevier, volume 101, issue PB, pages 437-465, DOI: 10.1016/j.insmatheco.2021.08.011.
• Liu, Guo & Jin, Zhuo & Li, Shuanming, 2021, "Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market," Insurance: Mathematics and Economics, Elsevier, volume 101, issue PB, pages 508-524, DOI: 10.1016/j.insmatheco.2021.09.004.
• Kunz, Andreas & Popp, Markus, 2021, "Economic Neutral Position: How to best replicate not fully replicable liabilities?," Insurance: Mathematics and Economics, Elsevier, volume 96, issue C, pages 53-67, DOI: 10.1016/j.insmatheco.2020.10.006.
• Shen, Yang & Zou, Bin, 2021, "Mean–variance investment and risk control strategies — A time-consistent approach via a forward auxiliary process," Insurance: Mathematics and Economics, Elsevier, volume 97, issue C, pages 68-80, DOI: 10.1016/j.insmatheco.2021.01.004.
• Eini, Esmat Jamshidi & Khaloozadeh, Hamid, 2021, "The tail mean–variance optimal portfolio selection under generalized skew-elliptical distribution," Insurance: Mathematics and Economics, Elsevier, volume 98, issue C, pages 44-50, DOI: 10.1016/j.insmatheco.2021.01.007.
• Li, Johnny Siu-Hang & Liu, Yanxin, 2021, "Recent declines in life expectancy: Implication on longevity risk hedging," Insurance: Mathematics and Economics, Elsevier, volume 99, issue C, pages 376-394, DOI: 10.1016/j.insmatheco.2021.03.028.
• Díaz, Antonio & Esparcia, Carlos, 2021, "Dynamic optimal portfolio choice under time-varying risk aversion," International Economics, Elsevier, volume 166, issue C, pages 1-22, DOI: 10.1016/j.inteco.2021.02.002.
• Candelon, Bertrand & Fuerst, Franz & Hasse, Jean-Baptiste, 2021, "Diversification potential in real estate portfolios," International Economics, Elsevier, volume 166, issue C, pages 126-139, DOI: 10.1016/j.inteco.2021.04.001.
• Koziol, Christian & Proelss, Juliane, 2021, "An explanation for momentum with a rational model under symmetric information – Evidence from cross country equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 70, issue C, DOI: 10.1016/j.intfin.2020.101258.
• Zaremba, Adam & Kizys, Renatas & Tzouvanas, Panagiotis & Aharon, David Y. & Demir, Ender, 2021, "The quest for multidimensional financial immunity to the COVID-19 pandemic: Evidence from international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 71, issue C, DOI: 10.1016/j.intfin.2021.101284.
• Baur, Dirk G. & Prange, Philipp & Schweikert, Karsten, 2021, "Flight to quality – Gold mining shares versus gold bullion," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 71, issue C, DOI: 10.1016/j.intfin.2021.101296.
• Chiang, Shu-hen & Liu, Wen-Chien & Suardi, Sandy & Zhao, Jing, 2021, "United we stand divided we fall: The time-varying factors driving European Union stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 71, issue C, DOI: 10.1016/j.intfin.2021.101316.
• Caporale, Guglielmo Maria & Kang, Woo-Young, 2021, "On the preferences of CoCo bond buyers and sellers," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101314.
• Hearn, Bruce & Li, Jing & Mykhayliv, Dariya & Waqas, Muhammad, 2021, "Asset pricing in the Middle East’s equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101337.
• Bekaert, Geert & De Santis, Roberto A., 2021, "Risk and return in international corporate bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101338.
• Bessler, Wolfgang & Taushanov, Georgi & Wolff, Dominik, 2021, "Optimal asset allocation strategies for international equity portfolios: A comparison of country versus industry optimization," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101343.
• Gajewski, Jean-François & Tran Dieu, Linh, 2021, "Determinants and performance of outsourcing in the european mutual fund market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101346.
• Sermpinis, Georgios & Hassanniakalager, Arman & Stasinakis, Charalampos & Psaradellis, Ioannis, 2021, "Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101353.
• Liu, Haiyue & Wang, Yile & Huang, Ling & Zhang, Xueyong, 2021, "Outward FDI and stock price crash risk---Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101366.
• Serdengeçti, Süleyman & Sensoy, Ahmet & Nguyen, Duc Khuong, 2021, "Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101377.
• Ferriani, Fabrizio, 2021, "From taper tantrum to Covid-19: Portfolio flows to emerging markets in periods of stress," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101391.
• Byrne, Joseph P. & Sakemoto, Ryuta, 2021, "The conditional volatility premium on currency portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101415.
• Sakurai, Yuji, 2021, "How has the relationship between safe haven assets and the US stock market changed after the global financial crisis?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101351.
• Zhang, Wei & Li, Yi, 2021, "Do visiting monks give better sermons? An analysis of the foreign experience of Chinese fund managers," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101352.
• Dyer, Travis A., 2021, "The demand for public information by local and nonlocal investors: Evidence from investor-level data," Journal of Accounting and Economics, Elsevier, volume 72, issue 1, DOI: 10.1016/j.jacceco.2021.101417.
• Ohk, Seungbin & Ju, Biung-Ghi, 2021, "Capitalizing on prospect theory value: The Asian developed stock markets," Japan and the World Economy, Elsevier, volume 57, issue C, DOI: 10.1016/j.japwor.2020.101042.
• Jain, Pawan & Upadhyay, Arun, 2021, "Are REITs more resilient than non-REITs? Evidence from natural experiments," Japan and the World Economy, Elsevier, volume 58, issue C, DOI: 10.1016/j.japwor.2021.101069.
• Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2021, "Country governance and international equity returns," Journal of Banking & Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jbankfin.2020.105986.
• Çela, Eranda & Hafner, Stephan & Mestel, Roland & Pferschy, Ulrich, 2021, "Mean-variance portfolio optimization based on ordinal information," Journal of Banking & Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jbankfin.2020.105989.
• Levy, Haim & Levy, Moshe, 2021, "The cost of diversification over time, and a simple way to improve target-date funds," Journal of Banking & Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jbankfin.2020.105995.
• Chen, An & Nguyen, Thai & Rach, Manuel, 2021, "Optimal collective investment: The impact of sharing rules, management fees and guarantees," Journal of Banking & Finance, Elsevier, volume 123, issue C, DOI: 10.1016/j.jbankfin.2020.106012.
• Branger, Nicole & Herold, Michael & Muck, Matthias, 2021, "International stochastic discount factors and covariance risk," Journal of Banking & Finance, Elsevier, volume 123, issue C, DOI: 10.1016/j.jbankfin.2020.106018.
• Campani, Carlos Heitor & Garcia, René & Lewin, Marcelo, 2021, "Optimal portfolio strategies in the presence of regimes in asset returns," Journal of Banking & Finance, Elsevier, volume 123, issue C, DOI: 10.1016/j.jbankfin.2020.106030.
• Becker, Janis & Hollstein, Fabian & Prokopczuk, Marcel & Sibbertsen, Philipp, 2021, "The memory of beta," Journal of Banking & Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jbankfin.2020.106026.
• Changwony, Frederick Kibon & Campbell, Kevin & Tabner, Isaac T., 2021, "Savings goals and wealth allocation in household financial portfolios," Journal of Banking & Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jbankfin.2020.106028.
• Betzer, André & Limbach, Peter & Rau, P. Raghavendra & Schürmann, Henrik, 2021, "Till death (or divorce) do us part: Early-life family disruption and investment behavior," Journal of Banking & Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jbankfin.2021.106057.
• Papailias, Fotis & Liu, Jiadong & Thomakos, Dimitrios D., 2021, "Return signal momentum," Journal of Banking & Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jbankfin.2021.106063.
• Paolella, Marc S. & Polak, Paweł & Walker, Patrick S., 2021, "A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs," Journal of Banking & Finance, Elsevier, volume 125, issue C, DOI: 10.1016/j.jbankfin.2021.106046.
• Blöchlinger, Andreas, 2021, "Interest rate risk in the banking book: A closed-form solution for non-maturity deposits," Journal of Banking & Finance, Elsevier, volume 125, issue C, DOI: 10.1016/j.jbankfin.2021.106080.
• Jiang, George J. & Zaynutdinova, Gulnara R. & Zhang, Huacheng, 2021, "Stock-selection timing," Journal of Banking & Finance, Elsevier, volume 125, issue C, DOI: 10.1016/j.jbankfin.2021.106089.
• DeLisle, R. Jared & Ferguson, Michael F. & Kassa, Haimanot & Zaynutdinova, Gulnara R., 2021, "Hazard stocks and expected returns," Journal of Banking & Finance, Elsevier, volume 125, issue C, DOI: 10.1016/j.jbankfin.2021.106094.
• Humphrey, Jacquelyn E. & Li, Yong, 2021, "Who goes green: Reducing mutual fund emissions and its consequences," Journal of Banking & Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jbankfin.2021.106098.
• Carpio, Ronaldo & Guo, Meixin & Liu, Yuan & Pyun, Ju Hyun, 2021, "Wealth heterogeneity, information acquisition and equity home bias: Evidence from U.S. household surveys of consumer finance," Journal of Banking & Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jbankfin.2021.106100.
• Liu, Clark & Wang, Shujing & Wei, K.C. John, 2021, "Demand shock, speculative beta, and asset prices: Evidence from the Shanghai-Hong Kong Stock Connect program," Journal of Banking & Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jbankfin.2021.106102.
• Anghel, Dan Gabriel, 2021, "Data Snooping Bias in Tests of the Relative Performance of Multiple Forecasting Models," Journal of Banking & Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jbankfin.2021.106113.
• Lin, Qi, 2021, "The q5 model and its consistency with the intertemporal CAPM," Journal of Banking & Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jbankfin.2021.106096.
• Bergbrant, Mikael & Kassa, Haimanot, 2021, "Is idiosyncratic volatility related to returns? Evidence from a subset of firms with quality idiosyncratic volatility estimates," Journal of Banking & Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jbankfin.2021.106126.
• Li, Hong & Shi, Yanlin, 2021, "A new unique information share measure with applications on cross-listed Chinese banks," Journal of Banking & Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jbankfin.2021.106141.
• Yao, Haixiang & Huang, Jinbo & Li, Yong & Humphrey, Jacquelyn E., 2021, "A general approach to smooth and convex portfolio optimization using lower partial moments," Journal of Banking & Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jbankfin.2021.106167.
• Joenväärä, Juha & Kauppila, Mikko & Kahra, Hannu, 2021, "Hedge fund portfolio selection with fund characteristics," Journal of Banking & Finance, Elsevier, volume 132, issue C, DOI: 10.1016/j.jbankfin.2021.106232.
• John, Kose & Li, Jingrui, 2021, "COVID-19, volatility dynamics, and sentiment trading," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106162.
• Zaremba, Adam & Bianchi, Robert J. & Mikutowski, Mateusz, 2021, "Long-run reversal in commodity returns: Insights from seven centuries of evidence," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106238.
• Zhang, Wei & Li, Yi & Xiong, Xiong & Wang, Pengfei, 2021, "Downside risk and the cross-section of cryptocurrency returns," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106246.
• Huber, Christoph & Huber, Jürgen & Kirchler, Michael, 2021, "Market shocks and professionals’ investment behavior – Evidence from the COVID-19 crash," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106247.
• Li, Yubin & Zhao, Chen & Zhong, Zhaodong (Ken), 2021, "Trading behavior of retail investors in derivatives markets: Evidence from Mini options," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106250.
• Shao, Ran & Wang, Na, 2021, "Trust and local bias of individual investors," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106273.
• Levy, Haim & Levy, Moshe, 2021, "Stocks versus bonds for the long run when a riskless asset is available," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106275.
• Wang, Qiao & Balvers, Ronald, 2021, "Determinants and predictability of commodity producer returns," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106278.
• Brøgger, Søren Bundgaard, 2021, "The market impact of predictable flows: Evidence from leveraged VIX products," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106280.
• Kircher, Felix & Rösch, Daniel, 2021, "A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106281.
• Gorovyy, Sergiy & Kelly, Patrick J. & Kuzmina, Olga, 2021, "Does secrecy signal skill? Own-investor secrecy and hedge fund performance," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106288.
• Malliaris, Steven & Malliaris, A.G., 2021, "Delegated asset management and performance when some investors are unsophisticated," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106289.
• Chung, Chune Young & Sul, Hong Kee & Wang, Kainan, 2021, "A tale of two forms of proximity: Geography and market," Journal of Business Research, Elsevier, volume 122, issue C, pages 14-23, DOI: 10.1016/j.jbusres.2020.08.060.
• Otero-González, Luis & Durán-Santomil, Pablo, 2021, "Is quantitative and qualitative information relevant for choosing mutual funds?," Journal of Business Research, Elsevier, volume 123, issue C, pages 476-488, DOI: 10.1016/j.jbusres.2020.10.015.
• Castellani, Davide & Afonso, Joana Silva, 2021, "Geographic diversification and credit supply in times of trouble: Evidence from microlending," Journal of Business Research, Elsevier, volume 132, issue C, pages 848-859, DOI: 10.1016/j.jbusres.2020.10.071.
• Prat, Georges & Uctum, Remzi, 2021, "Term structure of interest rates: Modelling the risk premium using a two horizons framework," Journal of Economic Behavior & Organization, Elsevier, volume 182, issue C, pages 421-436, DOI: 10.1016/j.jebo.2019.09.006.
• Gray, Daniel & Montagnoli, Alberto & Moro, Mirko, 2021, "Does education improve financial behaviors? Quasi-experimental evidence from Britain," Journal of Economic Behavior & Organization, Elsevier, volume 183, issue C, pages 481-507, DOI: 10.1016/j.jebo.2021.01.002.
• Schmidt, Martin B., 2021, "Risk and uncertainty in team building: Evidence from a professional basketball market," Journal of Economic Behavior & Organization, Elsevier, volume 186, issue C, pages 735-753, DOI: 10.1016/j.jebo.2020.11.001.
• Duffy, John & Rabanal, Jean Paul & Rud, Olga A., 2021, "The impact of ETFs in secondary asset markets: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, volume 188, issue C, pages 674-696, DOI: 10.1016/j.jebo.2021.06.003.
• D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime, 2021, "Do retail investors bite off more than they can chew? A close look at their return objectives," Journal of Economic Behavior & Organization, Elsevier, volume 188, issue C, pages 879-902, DOI: 10.1016/j.jebo.2021.06.009.
• Bosi, Stefano & Fontaine, Patrice & Le Van, Cuong, 2021, "Long-run equilibrium in international assets and goods markets: Why is the law of one price required?," Journal of Economic Behavior & Organization, Elsevier, volume 190, issue C, pages 891-904, DOI: 10.1016/j.jebo.2021.08.023.
• Lennon, Conor & Shohfi, Tom, 2021, "Unbridled spirit: Illicit markets for bourbon whiskey," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 1025-1045, DOI: 10.1016/j.jebo.2021.09.045.
• Alexander, Carol & Chen, Xi & Ward, Charles, 2021, "Risk-adjusted valuation for real option decisions," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 1046-1064, DOI: 10.1016/j.jebo.2021.09.011.
• Philippas, Dionisis & Dragomirescu-Gaina, Catalin & Goutte, Stéphane & Nguyen, Duc Khuong, 2021, "Investors’ attention and information losses under market stress," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 1112-1127, DOI: 10.1016/j.jebo.2021.09.040.
• Filippou, Ilias & Taylor, Mark P., 2021, "Pricing ethics in the foreign exchange market: Environmental, Social and Governance ratings and currency premia," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 66-77, DOI: 10.1016/j.jebo.2021.08.037.
• Akhtaruzzaman, Md & Chiah, Mardy & Docherty, Paul & Zhong, Angel, 2021, "Betting against bank profitability," Journal of Economic Behavior & Organization, Elsevier, volume 192, issue C, pages 304-323, DOI: 10.1016/j.jebo.2021.10.012.
• Zheng, Yao & Osmer, Eric & Zheng, Liancun, 2021, "Can mutual fund managers time commonality in stock market misvaluation?," Journal of Economics and Business, Elsevier, volume 117, issue C, DOI: 10.1016/j.jeconbus.2021.106018.
• Elliott, Matthew & Georg, Co-Pierre & Hazell, Jonathon, 2021, "Systemic risk shifting in financial networks," Journal of Economic Theory, Elsevier, volume 191, issue C, DOI: 10.1016/j.jet.2020.105157.
• Galeotti, Andrea & Ghiglino, Christian, 2021, "Cross-ownership and portfolio choice," Journal of Economic Theory, Elsevier, volume 192, issue C, DOI: 10.1016/j.jet.2021.105194.
• Borovička, Jaroslav & Stachurski, John, 2021, "Stability of equilibrium asset pricing models: A necessary and sufficient condition," Journal of Economic Theory, Elsevier, volume 193, issue C, DOI: 10.1016/j.jet.2021.105227.
• Kathleen Ngangoué, M., 2021, "Learning under ambiguity: An experiment in gradual information processing," Journal of Economic Theory, Elsevier, volume 195, issue C, DOI: 10.1016/j.jet.2021.105282.
• Gabrovski, Miroslav & Kospentaris, Ioannis, 2021, "Intermediation in over-the-counter markets with price transparency," Journal of Economic Theory, Elsevier, volume 198, issue C, DOI: 10.1016/j.jet.2021.105364.
• Grønborg, Niels S. & Lunde, Asger & Timmermann, Allan & Wermers, Russ, 2021, "Picking funds with confidence," Journal of Financial Economics, Elsevier, volume 139, issue 1, pages 1-28, DOI: 10.1016/j.jfineco.2020.07.003.
• Barber, Brad M. & Morse, Adair & Yasuda, Ayako, 2021, "Impact investing," Journal of Financial Economics, Elsevier, volume 139, issue 1, pages 162-185, DOI: 10.1016/j.jfineco.2020.07.008.
• Bartram, Söhnke M. & Grinblatt, Mark, 2021, "Global market inefficiencies," Journal of Financial Economics, Elsevier, volume 139, issue 1, pages 234-259, DOI: 10.1016/j.jfineco.2020.07.011.
• Briggs, Joseph & Cesarini, David & Lindqvist, Erik & Östling, Robert, 2021, "Windfall gains and stock market participation," Journal of Financial Economics, Elsevier, volume 139, issue 1, pages 57-83, DOI: 10.1016/j.jfineco.2020.07.014.
• Ghent, Andra C., 2021, "What’s wrong with Pittsburgh? Delegated investors and liquidity concentration," Journal of Financial Economics, Elsevier, volume 139, issue 2, pages 337-358, DOI: 10.1016/j.jfineco.2020.08.015.
• Barahona, Ricardo & Driessen, Joost & Frehen, Rik, 2021, "Can unpredictable risk exposure be priced?," Journal of Financial Economics, Elsevier, volume 139, issue 2, pages 522-544, DOI: 10.1016/j.jfineco.2020.08.006.
• Wang, Xinjie & Wu, Yangru & Yan, Hongjun & Zhong, Zhaodong (Ken), 2021, "Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang," Journal of Financial Economics, Elsevier, volume 139, issue 2, pages 545-560, DOI: 10.1016/j.jfineco.2020.08.004.
• Bali, Turan G. & Subrahmanyam, Avanidhar & Wen, Quan, 2021, "Long-term reversals in the corporate bond market," Journal of Financial Economics, Elsevier, volume 139, issue 2, pages 656-677, DOI: 10.1016/j.jfineco.2020.08.007.
• Corte, Pasquale Della & Kozhan, Roman & Neuberger, Anthony, 2021, "The cross-section of currency volatility premia," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 950-970, DOI: 10.1016/j.jfineco.2020.08.010.
• Chinco, Alex & Neuhierl, Andreas & Weber, Michael, 2021, "Estimating the anomaly base rate," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 101-126, DOI: 10.1016/j.jfineco.2020.12.003.
• Da, Zhi & Huang, Xing & Jin, Lawrence J., 2021, "Extrapolative beliefs in the cross-section: What can we learn from the crowds?," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 175-196, DOI: 10.1016/j.jfineco.2020.10.003.
• Cosemans, Mathijs & Frehen, Rik, 2021, "Salience theory and stock prices: Empirical evidence," Journal of Financial Economics, Elsevier, volume 140, issue 2, pages 460-483, DOI: 10.1016/j.jfineco.2020.12.012.
• Neuhierl, Andreas & Varneskov, Rasmus T., 2021, "Frequency dependent risk," Journal of Financial Economics, Elsevier, volume 140, issue 2, pages 644-675, DOI: 10.1016/j.jfineco.2021.01.007.
• Kelly, Bryan T. & Moskowitz, Tobias J. & Pruitt, Seth, 2021, "Understanding momentum and reversal," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 726-743, DOI: 10.1016/j.jfineco.2020.06.024.
• Barroso, Pedro & Detzel, Andrew, 2021, "Do limits to arbitrage explain the benefits of volatility-managed portfolios?," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 744-767, DOI: 10.1016/j.jfineco.2021.02.009.
• Noh, Suzie & So, Eric C. & Verdi, Rodrigo S., 2021, "Calendar rotations: A new approach for studying the impact of timing using earnings announcements," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 865-893, DOI: 10.1016/j.jfineco.2021.01.009.
• Pohl, Walter & Schmedders, Karl & Wilms, Ole, 2021, "Asset pricing with heterogeneous agents and long-run risk," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 941-964, DOI: 10.1016/j.jfineco.2021.01.005.
• Barattieri, Alessandro & Moretti, Laura & Quadrini, Vincenzo, 2021, "Banks funding, leverage, and investment," Journal of Financial Economics, Elsevier, volume 141, issue 1, pages 148-171, DOI: 10.1016/j.jfineco.2020.06.022.
• Harvey, Campbell R. & Liu, Yan, 2021, "Lucky factors," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 413-435, DOI: 10.1016/j.jfineco.2021.04.014.
• Kargar, Mahyar, 2021, "Heterogeneous intermediary asset pricing," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 505-532, DOI: 10.1016/j.jfineco.2021.04.012.
• Huang, Shiyang & Hwang, Byoung-Hyoun & Lou, Dong, 2021, "The rate of communication," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 533-550, DOI: 10.1016/j.jfineco.2021.03.013.
• Zhu, Qifei, 2021, "Capital supply and corporate bond issuances: Evidence from mutual fund flows," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 551-572, DOI: 10.1016/j.jfineco.2021.03.012.
• Kronlund, Mathias & Pool, Veronika K. & Sialm, Clemens & Stefanescu, Irina, 2021, "Out of sight no more? The effect of fee disclosures on 401(k) investment allocations," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 644-668, DOI: 10.1016/j.jfineco.2021.04.008.
• Bordalo, Pedro & Gennaioli, Nicola & Kwon, Spencer Yongwook & Shleifer, Andrei, 2021, "Diagnostic bubbles," Journal of Financial Economics, Elsevier, volume 141, issue 3, pages 1060-1077, DOI: 10.1016/j.jfineco.2020.06.019.
• Gonçalves, Andrei S., 2021, "The short duration premium," Journal of Financial Economics, Elsevier, volume 141, issue 3, pages 919-945, DOI: 10.1016/j.jfineco.2021.04.019.
• Bandi, Federico M. & Chaudhuri, Shomesh E. & Lo, Andrew W. & Tamoni, Andrea, 2021, "Spectral factor models," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 214-238, DOI: 10.1016/j.jfineco.2021.04.024.
• Huang, Shiyang & Lin, Tse-Chun & Xiang, Hong, 2021, "Psychological barrier and cross-firm return predictability," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 338-356, DOI: 10.1016/j.jfineco.2021.06.006.
• Girardi, Giulio & Hanley, Kathleen W. & Nikolova, Stanislava & Pelizzon, Loriana & Sherman, Mila Getmansky, 2021, "Portfolio similarity and asset liquidation in the insurance industry," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 69-96, DOI: 10.1016/j.jfineco.2021.05.050.
• Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2021, "Sustainable investing in equilibrium," Journal of Financial Economics, Elsevier, volume 142, issue 2, pages 550-571, DOI: 10.1016/j.jfineco.2020.12.011.
• Pedersen, Lasse Heje & Fitzgibbons, Shaun & Pomorski, Lukasz, 2021, "Responsible investing: The ESG-efficient frontier," Journal of Financial Economics, Elsevier, volume 142, issue 2, pages 572-597, DOI: 10.1016/j.jfineco.2020.11.001.
• Kashyap, Anil K & Kovrijnykh, Natalia & Li, Jian & Pavlova, Anna, 2021, "The benchmark inclusion subsidy," Journal of Financial Economics, Elsevier, volume 142, issue 2, pages 756-774, DOI: 10.1016/j.jfineco.2021.04.021.
• Ge, Shan & Weisbach, Michael S., 2021, "The role of financial conditions in portfolio choices: The case of insurers," Journal of Financial Economics, Elsevier, volume 142, issue 2, pages 803-830, DOI: 10.1016/j.jfineco.2021.05.019.
• Laudenbach, Christine & Loos, Benjamin & Pirschel, Jenny & Wohlfart, Johannes, 2021, "The trading response of individual investors to local bankruptcies," Journal of Financial Economics, Elsevier, volume 142, issue 2, pages 928-953, DOI: 10.1016/j.jfineco.2021.06.033.
• Bai, Jennie & Bali, Turan G. & Wen, Quan, 2021, "Is there a risk-return tradeoff in the corporate bond market? Time-series and cross-sectional evidence," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1017-1037, DOI: 10.1016/j.jfineco.2021.05.003.
• Baltussen, Guido & Swinkels, Laurens & Van Vliet, Pim, 2021, "Global factor premiums," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1128-1154, DOI: 10.1016/j.jfineco.2021.06.030.
• Calomiris, Charles W. & Larrain, Mauricio & Schmukler, Sergio L., 2021, "Capital inflows, equity issuance activity, and corporate investment," Journal of Financial Intermediation, Elsevier, volume 46, issue C, DOI: 10.1016/j.jfi.2019.100845.
• Fabozzi, Frank J. & Klingler, Sven & Mølgaard, Pia & Nielsen, Mads Stenbo, 2021, "Active loan trading," Journal of Financial Intermediation, Elsevier, volume 46, issue C, DOI: 10.1016/j.jfi.2020.100868.
• Czech, Robert, 2021, "Credit default swaps and corporate bond trading," Journal of Financial Intermediation, Elsevier, volume 48, issue C, DOI: 10.1016/j.jfi.2021.100932.
• Zhou, Tingyu & Clapp, John M & Lu-Andrews, Ran, 2021, "Is the behavior of sellers with expected gains and losses relevant to cycles in house prices?," Journal of Housing Economics, Elsevier, volume 52, issue C, DOI: 10.1016/j.jhe.2021.101750.
• Raddant, Matthias & Kenett, Dror Y., 2021, "Interconnectedness in the global financial market," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102280.
• Ivanova, Yuliya & Neely, Christopher J. & Weller, Paul & Famiglietti, Matthew T., 2021, "Can risk explain the profitability of technical trading in currency markets?," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102285.
• Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2021, "The maturity of sovereign debt issuance in the euro area," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102293.
• Kristjanpoller, Werner D. & Olson, Josephine E., 2021, "The effect of market returns and volatility on investment choices in Chile’s defined contribution retirement plan," Journal of International Money and Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jimonfin.2020.102321.
• Dong, Feng & Doukas, John A., 2021, "Managerial ability premium factor and fund performance," Journal of International Money and Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jimonfin.2021.102353.
• Cheng, Xin & Chen, Hongyi & Zhou, Yinggang, 2021, "Is the renminbi a safe-haven currency? Evidence from conditional coskewness and cokurtosis," Journal of International Money and Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jimonfin.2021.102359.
• Fischer, Andreas M. & Greminger, Rafael P. & Grisse, Christian & Kaufmann, Sylvia, 2021, "Portfolio rebalancing in times of stress," Journal of International Money and Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jimonfin.2021.102360.
• Cenedese, Gino & Elard, Ilaf, 2021, "Unconventional monetary policy and the portfolio choice of international mutual funds," Journal of International Money and Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jimonfin.2021.102357.
• Mondria, Jordi & Wang, Xin & Wu, Thomas, 2021, "Familiarity and Surprises in International Financial Markets: Bad news travels like wildfire; good news travels slow," Journal of International Money and Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jimonfin.2021.102390.
• de Haan, Leo & Vermeulen, Robert, 2021, "Sovereign debt ratings and the country composition of cross-border holdings of euro area sovereign debt," Journal of International Money and Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jimonfin.2021.102473.
• Littke, Helge C.N. & Ossandon Busch, Matias, 2021, "Banks fearing the drought? Liquidity hoarding as a response to idiosyncratic interbank funding dry-ups," Journal of International Money and Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jimonfin.2021.102474.
• Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu, 2021, "Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule," Journal of International Money and Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jimonfin.2021.102490.
• Krebbers, Arthur & Marshall, Andrew & McColgan, Patrick & Neupane, Biwesh, 2021, "Bookrunner syndicate geography and the quality of service: The benefits of a local team," Journal of International Money and Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jimonfin.2021.102500.
• Carter, Colin A. & Schaefer, K. Aleks & Scheitrum, Daniel, 2021, "Raising cane: Hedging calamity in Australian sugar," Journal of Commodity Markets, Elsevier, volume 21, issue C, DOI: 10.1016/j.jcomm.2020.100126.
• Carpantier, Jean-François, 2021, "Anything but gold - The golden constant revisited," Journal of Commodity Markets, Elsevier, volume 24, issue C, DOI: 10.1016/j.jcomm.2021.100170.
• Hollstein, Fabian & Prokopczuk, Marcel & Tharann, Björn & Wese Simen, Chardin, 2021, "Predictability in commodity markets: Evidence from more than a century," Journal of Commodity Markets, Elsevier, volume 24, issue C, DOI: 10.1016/j.jcomm.2021.100171.
• Koh, Benedict S.K. & Mitchell, Olivia S. & Fong, Joelle H., 2021, "Trust and retirement preparedness: Evidence from Singapore," The Journal of the Economics of Ageing, Elsevier, volume 18, issue C, DOI: 10.1016/j.jeoa.2020.100283.
• Madeira, Carlos, 2021, "The long term impact of Chilean policy reforms on savings and pensions," The Journal of the Economics of Ageing, Elsevier, volume 19, issue C, DOI: 10.1016/j.jeoa.2021.100326.
• Batabyal, Sourav & Killins, Robert, 2021, "Economic policy uncertainty and stock market returns: Evidence from Canada," The Journal of Economic Asymmetries, Elsevier, volume 24, issue C, DOI: 10.1016/j.jeca.2021.e00215.
• Åšwiecka, Beata & Terefenko, PaweÅ‚ & Paprotny, Dominik, 2021, "Transaction factors’ influence on the choice of payment by Polish consumers," Journal of Retailing and Consumer Services, Elsevier, volume 58, issue C, DOI: 10.1016/j.jretconser.2020.102264.
• Samadi, Ali Hussein & Owjimehr, Sakine & Nezhad Halafi, Zohoor, 2021, "The cross-impact between financial markets, Covid-19 pandemic, and economic sanctions: The case of Iran," Journal of Policy Modeling, Elsevier, volume 43, issue 1, pages 34-55, DOI: 10.1016/j.jpolmod.2020.08.001.
• Adediran, Idris A. & Yinusa, Olalekan D. & Lakhani, Kanwal Hammad, 2021, "Where lies the silver lining when uncertainty hang dark clouds over the global financial markets?," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101932.
• Bigerna, Simona & Bollino, Carlo Andrea & Polinori, Paolo, 2021, "Oil import portfolio risk and spillover volatility," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101976.
• Qadan, Mahmoud & Idilbi-Bayaa, Yasmeen, 2021, "The day-of-the-week-effect on the volatility of commodities," Resources Policy, Elsevier, volume 71, issue C, DOI: 10.1016/j.resourpol.2020.101980.
• Asl, Mahdi Ghaemi & Canarella, Giorgio & Miller, Stephen M., 2021, "Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities: Evidence from clean energy and oil and gas companies," Resources Policy, Elsevier, volume 71, issue C, DOI: 10.1016/j.resourpol.2020.101982.
• Kumar, Satish & Tiwari, Aviral Kumar & Raheem, Ibrahim Dolapo & Hille, Erik, 2021, "Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102049.
• Naeem, Muhammad Abubakr & Qureshi, Fiza & Arif, Muhammad & Balli, Faruk, 2021, "Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102067.
• Ahmad, Wasim & Hernandez, Jose Arreola & Saini, Seema & Mishra, Ritesh Kumar, 2021, "The US equity sectors, implied volatilities, and COVID-19: What does the spillover analysis reveal?," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102102.
• Yousaf, Imran, 2021, "Risk transmission from the COVID-19 to metals and energy markets," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102156.
• Umar, Zaghum & Gubareva, Mariya & Teplova, Tamara, 2021, "The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102164.
• Mensi, Walid & Reboredo, Juan C. & Ugolini, Andrea, 2021, "Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102217.
• Mokni, Khaled & Al-Shboul, Mohammed & Assaf, Ata, 2021, "Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102238.
• Reboredo, Juan Carlos & Ugolini, Andrea & Hernandez, Jose Arreola, 2021, "Dynamic spillovers and network structure among commodity, currency, and stock markets," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102266.
• Niu, Hongli & Hu, Ziang, 2021, "Information transmission and entropy-based network between Chinese stock market and commodity futures market," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102294.
• Al Rababa'a, Abdel Razzaq & Alomari, Mohammad & Mensi, Walid & Matar, Ali & Saidat, Zaid, 2021, "Does tracking the infectious diseases impact the gold, oil and US dollar returns and correlation? A quantile regression approach," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102311.
• Elgammal, Mohammed M. & Ahmed, Walid M.A. & Alshami, Abdullah, 2021, "Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102334.
• Ji, Xiangfeng & Chen, Xueqi & Mirza, Nawazish & Umar, Muhammad, 2021, "Sustainable energy goals and investment premium: Evidence from renewable and conventional equity mutual funds in the Euro zone," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102387.
• Chkili, Walid & Ben Rejeb, Aymen & Arfaoui, Mongi, 2021, "Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102407.
• Naeem, Muhammad Abubakr & Bouri, Elie & Costa, Mabel D. & Naifar, Nader & Shahzad, Syed Jawad Hussain, 2021, "Energy markets and green bonds: A tail dependence analysis with time-varying optimal copulas and portfolio implications," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102418.
• Torinelli, Viviane Helena & Silva Júnior, Antônio Francisco de Almeida da, 2021, "Environmental risk analysis (ERA) in the strategic asset allocation (SAA) of the international reserves (IRs) managed by central banks (CBs)," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 2, issue 1, DOI: 10.1016/j.latcb.2021.100021.
• Romero, José Vicente & Vargas, Hernando & Cardozo, Pamela & Murcia, Andrés, 2021, "How foreign participation in the Colombian local public debt market has influenced domestic financial conditions," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 2, issue 4, DOI: 10.1016/j.latcb.2021.100043.
• Fuchs-Schündeln, Nicola & Haliassos, Michael, 2021, "Participation following sudden access," Journal of Monetary Economics, Elsevier, volume 117, issue C, pages 671-688, DOI: 10.1016/j.jmoneco.2020.04.003.
• Beutel, Johannes & Metiu, Norbert & Stockerl, Valentin, 2021, "Toothless tiger with claws? Financial stability communication, expectations, and risk-taking," Journal of Monetary Economics, Elsevier, volume 120, issue C, pages 53-69, DOI: 10.1016/j.jmoneco.2021.03.003.
• Jiang, Zhengyang, 2021, "US Fiscal cycle and the dollar," Journal of Monetary Economics, Elsevier, volume 124, issue C, pages 91-106, DOI: 10.1016/j.jmoneco.2021.10.002.
• Butt, Hilal Anwar & Högholm, Kenneth & Sadaqat, Mohsin, 2021, "Reversal returns and expected returns from liquidity provision: Evidence from emerging markets," Journal of Multinational Financial Management, Elsevier, volume 59, issue C, DOI: 10.1016/j.mulfin.2020.100664.
• Chemkha, Rahma & BenSaïda, Ahmed & Ghorbel, Ahmed, 2021, "Connectedness between cryptocurrencies and foreign exchange markets: Implication for risk management," Journal of Multinational Financial Management, Elsevier, volume 59, issue C, DOI: 10.1016/j.mulfin.2020.100666.