Research classified by Journal of Economic Literature (JEL) codes

2021

• Taicir Mezghani & Mouna Boujelbène-Abbes, 2021, "Financial stress effects on financial markets: dynamic connectedness and portfolio hedging," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 10, pages 4064-4087, December, DOI: 10.1108/IJOEM-06-2020-0619.
• Tauhidul Islam Tanin & Abu Umar Faruq Ahmad & Aishath Muneeza, 2021, "Shariah-compliant equities and Shariah screening: need for convergence of ethical screening of stocks with Shariah screening," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 2, pages 296-315, May, DOI: 10.1108/IJOEM-09-2020-1041.
• Vikas Gupta & Shveta Singh & Surendra S. Yadav, 2021, "Disaggregated IPO returns, economic uncertainty and the long-run performance of SME IPOs," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 10, pages 3847-3867, December, DOI: 10.1108/IJOEM-09-2020-1098.
• Ali Fayyaz Munir & Shahrin Saaid Shaharuddin & Mohd Edil Abd Sukor & Mohamed Albaity & Izlin Ismail, 2021, "Financial liberalization and the behavior of reversals in emerging market economies," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 17, issue 6, pages 1565-1582, January, DOI: 10.1108/IJOEM-11-2019-0939.
• Eyup Kadioglu, 2021, "Intraday analysis of regulation change in microstructure: evidence from an emerging market," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 5, pages 1216-1235, June, DOI: 10.1108/IJOEM-11-2020-1310.
• Hale Yalcin & Sema Dube, 2021, "Impact of economic and market factors on the market liquidity timing ability of mutual fund managers in Turkey," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 9, pages 2072-2085, August, DOI: 10.1108/IJOEM-12-2020-1517.
• Burak Çıkıryel & Hakan Aslan & Mücahit Özdemir, 2021, "Impact of Brexit on Islamic stock markets: employing MGARCH-DCC and wavelet correlation analysis," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 15, issue 1, pages 179-202, August, DOI: 10.1108/IMEFM-01-2020-0007.
• Syed Alamdar Ali Shah & Raditya Sukmana & Bayu Arie Fianto, 2021, "Integration of Islamic bank specific risks and their impact on the portfolios of Islamic Banks," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 14, issue 3, pages 561-578, January, DOI: 10.1108/IMEFM-01-2020-0021.
• Syed Moudud-Ul-Huq & Tanmay Biswas & Md. Abdul Halim & Miroslav Mateev & Imran Yousaf & Mohammad Zoynul Abedin, 2021, "The effects of bank competition, financial stability and ownership structure: evidence from the Middle East and North African (MENA) countries," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 15, issue 4, pages 717-738, November, DOI: 10.1108/IMEFM-05-2020-0214.
• Rifki Ismal, 2021, "Assessing the application of Islamic and conventional hedgings in Indonesia," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 15, issue 1, pages 32-47, July, DOI: 10.1108/IMEFM-06-2020-0300.
• Harjum Muharam & Aditya Dharmawan & Najmudin Najmudin & Robiyanto Robiyanto, 2021, "Herding Behavior: Evidence from Southeast Asian Stock Markets," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Recent Developments in Asian Economics International Symposia in Economic Theory and Econometrics", DOI: 10.1108/S1571-038620210000028012.
• Taufik Faturohman & Karina Agri Widjaya & Kurnia Fajar Afgani, 2021, "Sin Stock Proportion and Investment Manager Education Background in Indonesian Equity Funds," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Environmental, Social, and Governance Perspectives on Economic Development in Asia", DOI: 10.1108/S1571-03862021000029A020.
• Adefemi A. Obalade & Tsepang Moeti & Vijen Moodley & Yusuf Randeree & Paul-Francois Muzindutsi, 2021, "Interlinkages and Diversification Opportunities Among Emerging Bond Markets: BRIC and BRICS Comparison," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Environmental, Social, and Governance Perspectives on Economic Development in Asia", DOI: 10.1108/S1571-03862021000029A023.
• Dito Rinaldo & Vina Anggilia Puspita, 2021, "Education and Socialization Investment Galleries to Improve Capital Market Inclusion," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Environmental, Social, and Governance Perspectives on Economic Development in Asia", DOI: 10.1108/S1571-03862021000029A025.
• Yang Zhao & Zhonglu Chen, 2021, "Forecasting stock price movement: new evidence from a novel hybrid deep learning model," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, volume 29, issue 2, pages 91-104, August, DOI: 10.1108/JABES-05-2021-0061.
• Yi Xuan Lim & Consilz Tan, 2021, "Do negative events really have deteriorating effects on stock performance? A comparative study on Tesla (US) and Nio (China)," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, volume 29, issue 2, pages 105-119, December, DOI: 10.1108/JABES-07-2021-0106.
• Bayu Adi Nugroho, 2021, "Dynamic risk-based optimization on cryptocurrencies," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 5, issue 1, pages 28-48, March, DOI: 10.1108/JCMS-01-2021-0002.
• Doan Van Dinh, 2021, "Analyzed relationship between risks and expected returns," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 39, issue 4, pages 749-759, September, DOI: 10.1108/JEAS-05-2021-0088.
• Eduardo Saucedo & Jorge González, 2021, "The effect of macroeconomic variables on the robustness of the traditional Fama–French model. A study for Mexico using different portfolios," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 26, issue 52, pages 252-267, August, DOI: 10.1108/JEFAS-03-2021-0010.
• Imlak Shaikh & Toan Luu Duc Huynh, 2021, "Does disease outbreak news impact equity, commodity and foreign exchange market? Investors' fear of the pandemic COVID-19," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 4, pages 647-664, May, DOI: 10.1108/JES-10-2020-0503.
• Mahmoud Shahin, 2021, "The impact of long-term riskless asset on ensuring liquidity and preventing banking fragility," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 4, pages 683-698, June, DOI: 10.1108/JES-11-2020-0558.
• Saji Thazhugal Govindan Nair, 2021, "Price discovery and pairs trading potentials: the case of metals markets," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 13, issue 5, pages 565-586, March, DOI: 10.1108/JFEP-06-2020-0139.
• A.K.M. Kamrul Hasan & Yasushi Suzuki, 2021, "“Sub-debt trap”: a real effect of an ill-design adoption of basel accord in the Bangladeshi banking industry," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 12, issue 8, pages 1124-1145, October, DOI: 10.1108/JIABR-09-2020-0298.
• Alain Coën & Benoit Lefebvre, 2021, "Money supply, exchange rates and office market dynamics: comparative evidence from the UK and Germany," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 40, issue 2, pages 237-248, November, DOI: 10.1108/JPIF-03-2021-0025.
• Nino Martin Paulus & Marina Koelbl & Wolfgang Schaefers, 2021, "Can textual analysis solve the underpricing puzzle? A US REIT study," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 40, issue 6, pages 548-570, November, DOI: 10.1108/JPIF-06-2021-0052.
• Carla Henriques & Elisabete Neves, 2021, "Exploring the trade-off between liquidity, risk and return under sectoral diversification across distinct economic settings," Journal of Risk Finance, Emerald Group Publishing Limited, volume 22, issue 2, pages 130-152, May, DOI: 10.1108/JRF-05-2020-0101.
• Joel R. Barber, 2021, "Power law bond price and yield approximation," Journal of Risk Finance, Emerald Group Publishing Limited, volume 23, issue 1, pages 14-31, December, DOI: 10.1108/JRF-10-2020-0217.
• Ángel León & Trino-Manuel Ñíguez, 2021, "Copula methods for evaluating relative tail forecasting performance," Journal of Risk Finance, Emerald Group Publishing Limited, volume 22, issue 5, pages 332-344, September, DOI: 10.1108/JRF-10-2020-0222.
• Hirotaka Fushiya & Tomoki Kitamura & Munenori Nakasato, 2021, "Structured product investment behavior in low-interest rate environments," Journal of Risk Finance, Emerald Group Publishing Limited, volume 22, issue 2, pages 113-129, May, DOI: 10.1108/JRF-12-2019-0232.
• Asgar Ali & Hajam Abid Bashir, 2021, "Bibliometric study on asset pricing," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 14, issue 3, pages 433-460, October, DOI: 10.1108/QRFM-07-2020-0114.
• Dulani Jayasuriya Daluwathumullagamage, 2021, "Icarus of the 21st century: bond/monoline insurance," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 14, issue 1, pages 1-52, October, DOI: 10.1108/QRFM-07-2020-0122.
• Bei Chen & Quan Gan, 2021, "Measuring gambling activity in options market," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 14, issue 3, pages 345-378, March, DOI: 10.1108/RBF-08-2020-0206.
• Jennifer Brodmann & Phuvadon Wuthisatian & Rama K. Malladi, 2021, "The liquidity, performance and investor preference of socially responsible investments," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 15, issue 2, pages 224-239, December, DOI: 10.1108/RBF-09-2021-0191.
• Wendy Kesuma & Irwan Adi Ekaputra & Dony Abdul Chalid, 2021, "Individual investor attention to stock split and the disposition effect," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 14, issue 5, pages 701-717, May, DOI: 10.1108/RBF-11-2020-0274.
• Nuno Silva, 2021, "Life-cycle asset allocation and the peso problem: does ambiguity aversion matter?," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 14, issue 5, pages 718-732, May, DOI: 10.1108/RBF-11-2020-0297.
• Szymon Stereńczak, 2021, "Conditional stock liquidity premium: is Warsaw stock exchange different?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 1, pages 67-85, January, DOI: 10.1108/SEF-03-2020-0075.
• Sinem Guler Kangalli Uyar & Umut Uyar & Emrah Balkan, 2021, "The role of precious metals in extreme market conditions: evidence from stock markets," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 1, pages 63-78, August, DOI: 10.1108/SEF-04-2021-0128.
• Florin Aliu & Ujkan Bajra & Naim Preniqi, 2021, "Analysis of diversification benefits for cryptocurrency portfolios before and during the COVID-19 pandemic," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 3, pages 444-457, September, DOI: 10.1108/SEF-05-2021-0190.
• Ghulame Rubbaniy & Ali Awais Khalid & Muhammad Faisal Rizwan & Shoaib Ali, 2021, "Are ESG stocks safe-haven during COVID-19?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 2, pages 239-255, December, DOI: 10.1108/SEF-08-2021-0320.
• Pradipta Kumar Sahoo, 2021, "COVID-19 pandemic and cryptocurrency markets: an empirical analysis from a linear and nonlinear causal relationship," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 2, pages 454-468, March, DOI: 10.1108/SEF-09-2020-0385.
• Awatef Ourir & Elie Bouri & Essahbi Essaadi, 2021, "Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach," Working Papers, Economic Research Forum, number 1511, Nov, revised 20 Nov 2021.
• Debabrata Mukhopadhyay & Nityananda Sarkar, 2021, "Do Green Indices Outperform BSESENSEX and Energy Indices in India? Some Evidence on Investors' Commitment Towards Green Investing," International Econometric Review (IER), Economic Research Association, volume 13, issue 2, pages 41-58, June.
• Tunahan Yılmaz, 2021, "Optimal Dynamic Hedging in Selected Markets," International Econometric Review (IER), Economic Research Association, volume 13, issue 4, pages 89-117, December.
• Augustine C. Arize & Ioannis N. Kallianiotis & John Malindretos & Alexis Panayides & Cheickna Sylla, 2021, "An Econometric Study of Forecasting French Foreign Exchange Rates," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 11, issue 1, pages 3-14.
• Ilona Urych, 2021, "The Use of Models for the Diagnosis of Defence Potential in the Strategic Management of Activities by Civilians to Strengthen National Security," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 830-840.
• Joanna Kowalik, 2021, "The “UMO” as an Example of Scientific Project Implementation," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 1055-1068.
• Tomasz Lukaszewski, 2021, "Buildings Thermal Retrofit Investement under ESCO Formula - A Case Study from Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 1081-1093.
• Rubaj Piotr & Wazna Elzbieta, 2021, "Investment Funds of Emerging Markets as Alternative Forms of Capital Investment in the Conditions of Low Interest Rates," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 290-307.
• Mariusz Czekala & Zbigniew Kurylek, 2021, "Inversions Distribution and Testing Correlation Changes for Rates of Return," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3 - Part , pages 633-650.
• Dariusz Siudak, 2021, "Sectoral Analysis of the US Stock Market through Complex Networks," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3 - Part , pages 951-966.
• Marek Andrzej Kocinski, 2021, "The Analysis of Some Trading Strategy on the Stock Market with the Liquidity Shortage," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4 - Part , pages 273-286.
• Magdalena Mikolajek-Gocejna, 2021, "Estimation, Instability, and Non-Stationarity of Beta Coefficients for Twenty-four Emerging Markets in 2005-2021," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4 - Part , pages 370-395.
• Eryka Probierz & Adam Galuszka & Katarzyna Klimczak & Karol Jedrasiak & Tomasz Wisniewski & Tomasz Dzida, 2021, "Financial Sentiment on Twitter's Community and it's Connection to Polish Stock Market Movements in Context of Behavior Modelling," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4 - Part , pages 56-65.
• Joanna Holub-Iwan, 2021, "Management Information Systems of Public Health Behaviors based on Evidence in Medicine and Health Management," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 623-643.
• Katarzyna Puszko, 2021, "Effectivity of Leadership," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 644-663.
• Katarzyna Puszko, 2021, "Denotation of Leadership Efficiency," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 664-676.
• Kohei AONO & Tatsuyoshi OKIMOTO, 2021, "When Does the Japan Empowering Women Index Outperform Its Parent and the ESG Select Leaders Indexes?," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 21053, Jul.
• Sebastien Pouget & Christian Gollier, 2021, "Investment Strategies and Corporate Behaviour with Socially Responsible Investors: A Theory of Active Ownership," Working Papers, FAERE - French Association of Environmental and Resource Economists, number 2021.15, Dec.
• Dejan Živkov & Slavica Manic & Jasmina Duraskovic & Dejan Viduka, 2021, "Measuring Downside Risk in Portfolios with Bitcoin," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 71, issue 2, pages 178-200, October.
• Lenka Nechvatalova, 2021, "Multi-Horizon Equity Returns Predictability via Machine Learning," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/02, Feb, revised Feb 2021.
• Jozef Barunik & Josef Kurka, 2021, "Frequency-Dependent Higher Moment Risks," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/11, Apr, revised Apr 2021.
• Weizhi Sun & Ladislav Kristoufek, 2021, "Diversification Among Cryptoassets: Bitcoin Maximalism, Active Portfolio Management, and Survival Bias," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/31, Sep, revised Sep 2021.
• Maryam Ahmadi & Matteo Manera, 2021, "Oil Price Shocks and Economic Growth in Oil-Exporting Countries," Working Papers, Fondazione Eni Enrico Mattei, number 2021.13, May.
• Davide Bazzana & Michele Colturato & Roberto Savona, 2021, "Learning about Unprecedented Events: Agent-Based Modelling and the Stock Market Impact of COVID-19," Working Papers, Fondazione Eni Enrico Mattei, number 2021.26, Oct.
• Juan Antolin-Diaz & Ivan Petrella & Juan F. Rubio-Ramirez, 2021, "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2021-25, Nov, DOI: 10.29338/wp2021-25.
• Keyvan Eslami & Tom Phelan, 2021, "Applications of Markov Chain Approximation Methods to Optimal Control Problems in Economics," Working Papers, Federal Reserve Bank of Cleveland, number 21-04R, Feb, revised 17 May 2022, DOI: 10.26509/frbc-wp-202104r.
• Anantha Divakaruni & Peter Zimmerman, 2021, "Uncovering Retail Trading in Bitcoin: The Impact of COVID-19 Stimulus Checks," Working Papers, Federal Reserve Bank of Cleveland, number 21-13, Jul, DOI: 10.26509/frbc-wp-202113.
• Katya Kartashova & Xiaoqing Zhou, 2021, "Wealth Inequality and Return Heterogeneity During the COVID-19 Pandemic," Working Papers, Federal Reserve Bank of Dallas, number 2114, Nov, DOI: 10.24149/wp2114.
• Christopher Anderson, 2021, "Consumption-Based Asset Pricing When Consumers Make Mistakes," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-015, Mar, DOI: 10.17016/FEDS.2021.015.
• Sandro Lunghi & Daniel Schmidt & Bastian von Beschwitz, 2021, "Fundamental Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-022, Mar, DOI: 10.17016/FEDS.2021.022.
• Mathias S. Kruttli & Phillip J. Monin & Lubomir Petrasek & Sumudu W. Watugala, 2021, "Hedge Fund Treasury Trading and Funding Fragility: Evidence from the COVID-19 Crisis," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-038, Jun, DOI: 10.17016/FEDS.2021.038.
• Yacine Aït-Sahalia & Felix Matthys & Emilio Osambela & Ronnie Sircar, 2021, "When Uncertainty and Volatility Are Disconnected: Implications for Asset Pricing and Portfolio Performance," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-063, Sep, DOI: 10.17016/FEDS.2021.063.
• Andrew F. Haughwout & Haoyang Liu & Dean Parker & Xiaohan Zhang, 2021, "Do People View Housing as a Good Investment and Why?," Liberty Street Economics, Federal Reserve Bank of New York, number 20210405b, Apr.
• Andrew F. Haughwout & Haoyang Liu & Dean Parker & Xiaohan Zhang, 2021, "Do People View Housing as a Good Investment and Why?," Liberty Street Economics, Federal Reserve Bank of New York, number 20210405b, Apr.
• Fulvia Fringuellotti & João A. C. Santos, 2021, "Insurance Companies and the Growth of Corporate Loans' Securitization," Staff Reports, Federal Reserve Bank of New York, number 975, Aug.
• Kenechukwu E. Anadu & Marco Cipriani & Ryan M. Craver & Gabriele La Spada, 2021, "COVID Response: The Money Market Mutual Fund Facility," Staff Reports, Federal Reserve Bank of New York, number 980, Sep.
• Marcin Dec & Marek Weretka, 2021, "Welfare measurements with heterogeneous agents," GRAPE Working Papers, GRAPE Group for Research in Applied Economics, number 50.
• Marek Weretka, 2021, "An ordinal theorem of the maximum," GRAPE Working Papers, GRAPE Group for Research in Applied Economics, number 61.
• Abramov Alexander & Kosyrev Andrey & Radygin Alexander & Chernova Maria, 2021, "Corporate Pension Plans: Trends and Prospects for their Implementation
  [Корпоративные Пенсионные Планы: Тенденции И Перспективы Реализации]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 10, pages 35-39, October.
• Abramov Alexander & Kosyrev Andrey & Radygin Alexander & Chernova Maria, 2021, "Behavior of Private Investors in the Stock Markets of Russia and the US
  [Поведение Частных Инвесторов На Фондовых Рынках России И Сша]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 12, pages 54-59, December.
• Abramov Alexander & Kosyrev Andrey & Radygin Alexander & Chernova Maria, 2021, "Корпоративные Пенсионные Планы: Тенденции И Перспективы Реализации," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 10, pages 35-39, October.
• Abramov Alexander & Kosyrev Andrey & Radygin Alexander & Chernova Maria, 2021, "Поведение Частных Инвесторов На Фондовых Рынках России И Сша," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 12, pages 54-59, December.
• Rui Pedro Brito & Pedro Alarcão Judice, 2021, "Efficient credit portfolios under IFRS 9," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2021-07, Jul.
• Barras, Laurent & Scaillet, Olivier & Gagliardini, Patrick, 2021, "Skill, scale, and value creation in the mutual fund industry," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:150822.
• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2021, "Long-run equilibrium in international assets and goods markets: Why is the Law of One Price required?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03330856, DOI: 10.1016/j.jebo.2021.08.023.
• Gaëtan Le Quang, 2021, "“Taking diversity into account”: real effects of accounting measurement on asset allocation," Post-Print, HAL, number hal-03169493, DOI: 10.1016/j.qref.2021.02.008.
• Roman Mestre, 2021, "A wavelet approach of investing behaviors and their effects on risk exposures," Post-Print, HAL, number hal-03195190, Apr, DOI: 10.1186/s40854-021-00239-z.
• Georges Prat & Remzi Uctum, 2021, "Modeling ex-ante risk premia in the oil market," Post-Print, HAL, number hal-03318785, Jun.
• Georges Prat & Remzi Uctum, 2021, "Term structure of interest rates: modelling the risk premium using a two horizons framework," Post-Print, HAL, number hal-03319099, DOI: 10.1016/j.jebo.2019.09.006.
• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2021, "Long-run equilibrium in international assets and goods markets: Why is the Law of One Price required?," Post-Print, HAL, number hal-03330856, DOI: 10.1016/j.jebo.2021.08.023.
• Catherine D’hondt & Maxime Merli & Tristan Roger, 2021, "What drives retail portfolio exposure to ESG factors?," Post-Print, HAL, number hal-03373287, Sep, DOI: 10.1016/j.frl.2021.102470.
• Maxime Merli & Antoine Parent & Cécile Edlinger, 2021, "Portfolio advice before modern portfolio theory : the Belle Époque for french analyst Alfred Neymarck," Post-Print, HAL, number hal-03403339, DOI: 10.1080/00076791.2019.1676231.
• Dionisis Th Philippas & Catalin Dragomirescu-Gaina & Stéphane Goutte & Duc Khuong Nguyen, 2021, "Investors’ attention and information losses under market stress," Post-Print, HAL, number hal-03434918, DOI: 10.1016/j.jebo.2021.09.040.
• Sabri Boubaker & Xuyuan Han & Zhenya Liu & Yaosong Zhan, 2023, "Optimal filter rules for selling stocks in the emerging stock markets," Post-Print, HAL, number hal-03511438, Nov, DOI: 10.1007/s10479-021-04381-w.
• Remzi Uctum & Georges Prat, 2021, "Modeling ex-ante risk premia in the oil market," Post-Print, HAL, number hal-03513121.
• Rabah Amir & Igor Evstigneev & Thorsten Hens & Valeriya Potapova & Klaus Schenk-Hoppé, 2021, "Evolution in pecunia," Post-Print, HAL, number hal-03589215, Jun, DOI: 10.1073/pnas.2016514118.
• Philippe Masset & Jean-Philippe Weisskopf & Jean-Marie Cardebat & Benoît Faye & Eric Le Fur, 2021, "Analyzing the risks of an illiquid and global asset: The case of fine wine," Post-Print, HAL, number hal-03703194, Nov, DOI: 10.1016/j.qref.2021.06.023.
• Yassine Bakkar & Annick Pamen Nyola, 2021, "Internationalization, foreign complexity and systemic risk: Evidence from European banks," Post-Print, HAL, number hal-04881059, Aug, DOI: 10.1016/j.jfs.2021.100892.
• Md Akhtaruzzaman & Sabri Boubaker & Brian M Lucey & Ahmet Sensoy, 2021, "Is gold a hedge or a safe-haven asset in the COVID–19 crisis?," Post-Print, HAL, number hal-04998990, Jul, DOI: 10.1016/j.econmod.2021.105588.
• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2021, "Long-run equilibrium in international assets and goods markets: Why is the Law of One Price required?," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-03330856, DOI: 10.1016/j.jebo.2021.08.023.
• Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2021, "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Sciences Po Economics Publications (main), HAL, number halshs-03046219, Feb, DOI: 10.1016/j.jfs.2020.100811.
• Eric Benhamou, 2021, "Distribution and statistics of the Sharpe Ratio," Working Papers, HAL, number hal-03207169, Apr.
• Askandarou Cheik Diallo & Luc Jacolin & Isabelle Rabaud, 2021, "Foreign direct investment and domestic private investment in Sub-Saharan African countries: crowding-in or out?," Working Papers, HAL, number hal-03232985.
• Askandarou Diallo & Luc Jacolin & Isabelle Rabaud, 2021, "Foreign direct investment and domestic private investment in Sub-Saharan African countries: crowding-in or out?," Working Papers, HAL, number hal-03259551, Jun.
• Khalid Ahmed Al-Ansari & Ahmet Faruk Aysan, 2021, "More than ten years of Blockchain creation: How did we use the technology and which direction is the research heading?
  [Plus de dix ans de création Blockchain : Comment avons-nous utilisé la technologie et dans quelle direction se dirige la recher," Working Papers, HAL, number hal-03343048, Sep.
• William Goetzmann & Christophe Spaenjers & Stijn van Nieuwerburgh, 2021, "Real and Private-Value Assets," Working Papers, HAL, number hal-03501704, Mar, DOI: 10.2139/ssrn.3803091.
• Georges Prat & Remzi Uctum, 2021, "Modeling ex-ante risk premia in the oil market," Working Papers, HAL, number hal-03508699.
• April M. Knill & Joseph Fred Kindelsperger & Alexei V. Ovtchinnikov, 2021, "Stock Ownership of Federal Judges and its Impact on Corporations," Working Papers, HAL, number hal-03869827, Oct, DOI: 10.2139/ssrn.3951325.
• Samira Hellou, 2021, "Les effets de l’interaction entre les marchés financiers et la réglementation bancaire sur la structure des flux bancaires internationaux vers les pays émergents," Working Papers, HAL, number hal-04159767.
• Lööf, Hans & Sahamkhadam, Maziar & Stephan, Andreas, 2021, "Is Corporate Social Responsibility investing a free lunch? The relationship between ESG, tail risk, and upside potential of stocks before and during the COVID-19 crisis," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 488, May.
• Sebastian, Steffen P. & Steininger, Bertram I., 2021, "Real estate ETNs in strategic asset allocation," Working Paper Series, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, number 21/8, Dec.
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• 祝迫, 得夫 & Iwaisako, Tokuo, 2021, "コロナ感染症（Covid-19）拡大下での貯蓄・金融投資行動と個人の主観的認識の役割," Economic Review, Hitotsubashi University, volume 72, issue 4, pages 363-379, October, DOI: 10.15057/72488.
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• Roshani Chamalka Gunathilaka & J. M. Ruwani Fernando, 2021, "Do behavioral biases differ among institutional and individual investors?," Oblik i finansi, Institute of Accounting and Finance, issue 2, pages 61-73, June, DOI: 10.33146/2307-9878-2021-2(92)-61-73.
• Sergii Borodin, 2021, "Responsible Land-Based Investment in Ukraine: International Regulatory Practice," Oblik i finansi, Institute of Accounting and Finance, issue 4, pages 62-70, December, DOI: 10.33146/2307-9878-2021-4(94)-62-70.
• Anas Ahmad Bani Atta & Ainulashikin Marzuki, 2021, "Star And Poor Fund Phenomena In Islamic- And Conventional-Focused Families: Emerging Country Evidence," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 7, issue 2, pages 263-284, May, DOI: https://doi.org/10.21098/jimf.v7i2..
• Irna Puji Lestari & Wenang Ginanjar & Ari Warokka, 2021, "Multidimensional Risk And Religiosity Towards Indonesian Muslims’ Sharia Investment Decision," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 7, issue 2, pages 369-400, May, DOI: https://doi.org/10.21098/jimf.v7i2..
• Hedi Ben Haddad & Nader Trabelsi, 2021, "Better Safe Havens During Covid-19: A Comparison Between Islamic And Selected Financial Assets," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 7, issue Special I, pages 33-82, March, DOI: https://doi.org/10.21098/jimf.v7i0..
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• Ferry Syarifuddin & Maman Setiawan, 2021, "Capital Flow Amid The Covid-19 Pandemic: Cross-Country Contagion Effect Among Asean5 And Projection Of The Impacts For The Indonesian Economy," Working Papers, Bank Indonesia, number WP/08/2021.
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• Daniel Garcia-Macia, 2021, "Household Wealth and Resilience to Financial Shocks in Italy," International Journal of Central Banking, International Journal of Central Banking, volume 17, issue 3, pages 241-272, September.
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• David Juárez-Luna, 2021, "Power generation portfolios: A parametric formulation of the efficient frontier," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 1, pages 1-29, Enero - M.
• Rodrigo A. Morales Fernández Rafaelly & Roberto J. Santillán-Salgado, 2021, "Oil price effect on sectoral stock returns: A conditional covariance and correlation approach for Mexico," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 1, pages 1-15, Enero - M.
• Carlos Cristian De la Rosa Flores & Ana Isabel Ordóñez Parada & Cristina Cabrera Ramos & Viviana Berroterán Martínez, 2021, "Estadística multivariada aplicada a la clasificación de empresas que cotizan en la Bolsa Mexicana de Valores," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 1, pages 1-23, Enero - M.
• Bárbara Ruth Trejo Becerril & Alberto Gallegos David, 2021, "Estimación del Riesgo de Mercado utilizando el VaR y la Beta del CAPM," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 2, pages 1-26, Abril - J.
• Domingo Rodríguez Benavides & César Gurrola Ríos & Francisco López Herrera, 2021, "Dependencia de los mercados de valores de Argentina, Brasil y México respecto del estadounidense: Covid19 y otras crisis financieras recientes," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 3, pages 1-18, Julio - S.
• Héctor Alonso Olivares Aguayo, 2021, "Afectaciones financieras en los principales países de América Latina con mayores registros de COVID-19," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 3, pages 1-18, Julio - S.
• Gabriel Alberto Agudelo Torres & Héctor Alonso Olivares Aguayo & Julio Téllez Pérez, 2021, "Riesgo de mercado en Portafolios mexicanos previo a la crisis COVID-19: Portafolio de renta fija vs Portafolio de capital," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 4, pages 1-21, Octubre -.
• José Antonio Climent Hernández & Gabino Sánchez Arzate & Ambrosio Ortiz Ramírez, 2021, "Portafolios ?-estables del G20: Evidencia empírica con Markowitz, Tobin y CAPM," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 4, pages 1-28, Octubre -.
• Luis Raúl Rodríguez-Reyes & Angel Samaniego & Mireya Pasillas, 2021, "Strategies in Retirement Fund Selection in the Mexican Retirement Market 1997-2018," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue TNEA, pages 1-16, Septiembr.
• Judith Jazmin Castro Pérez & José Eduardo Medina Reyes, 2021, "Fuzzy Portfolio Selection with Sugeno Type Fuzzy Neural Network: Investing in the Mexican Stock Market," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue TNEA, pages 1-25, Septiembr.
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• Christoph Huber & Jürgen Huber & Michael Kirchler, 2021, "Volatility Shocks and Investment Behavior," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-06, Jun.
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