Research classified by Journal of Economic Literature (JEL) codes

2022

• Redhwan Aldhamari & Ku Nor Izah Ku Ismail & Haithm Mohammed Hamood Al-Sabri & Mousa Sharaf Adin Hezam Saleh, 2022, "Stock market reactions of Malaysian firms and industries towards events surrounding COVID-19 announcements and number of confirmed cases," Pacific Accounting Review, Emerald Group Publishing Limited, volume 35, issue 3, pages 390-411, June, DOI: 10.1108/PAR-08-2020-0125.
• Pratheepkanth Puwanenthiren, 2022, "National development level effects on capital budgeting practices: a comparative study of nature vs nurture," PSU Research Review, Emerald Group Publishing Limited, volume 8, issue 1, pages 227-247, January, DOI: 10.1108/PRR-08-2021-0043.
• Daniel Gilcher, 2022, "Heuristics in the wild: exploring fund manager decisions through the COVID pandemic," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 16, issue 5, pages 833-859, November, DOI: 10.1108/QRFM-09-2021-0149.
• Mayank Joshipura & Sangeeta Wats, 2022, "Decoding momentum returns: an integrated bibliometric and content analysis approach," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 15, issue 2, pages 254-277, September, DOI: 10.1108/QRFM-12-2021-0211.
• Dave Berger, 2022, "Investor sentiment: a retail trader activity approach," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 21, issue 2, pages 61-82, April, DOI: 10.1108/RAF-06-2021-0152.
• John Galakis & Ioannis Vrontos & Panos Xidonas, 2022, "On tree-structured linear and quantile regression-based asset pricing," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 21, issue 3, pages 204-245, May, DOI: 10.1108/RAF-10-2021-0283.
• Kingstone Nyakurukwa & Yudhvir Seetharam, 2022, "Household stock market participation in South Africa: the role of financial literacy and social interactions," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 16, issue 1, pages 186-201, August, DOI: 10.1108/RBF-03-2022-0083.
• Konstantinos D. Melas & Nektarios A. Michail, 2022, "Buy together, but recycle alone: sentiment-driven herding behavior in oceanic dry bulk shipping," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 15, issue 4, pages 534-549, February, DOI: 10.1108/RBF-06-2021-0103.
• Hans Philipp Wanger & Andreas Oehler, 2022, "Can downside-risk measures help to explain the reluctance of households to invest in XTFs? An empirical study using the SHS-base," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 15, issue 3, pages 309-339, August, DOI: 10.1108/RBF-08-2021-0158.
• Johannes Hagen & Amedeus Malisa & Thomas Post, 2022, "Trading behavior of Swedish retirement investors during the COVID-19 pandemic," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 15, issue 5, pages 694-708, March, DOI: 10.1108/RBF-09-2021-0183.
• Fotini Economou & Konstantinos Gavriilidis & Bartosz Gebka & Vasileios Kallinterakis, 2022, "Feedback trading: a review of theory and empirical evidence," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 15, issue 4, pages 429-476, February, DOI: 10.1108/RBF-12-2021-0268.
• Garrison Hongyu Song, 2022, "Size premium or size discount? – A dynamic capital mobility based interpretation," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 2, pages 266-285, August, DOI: 10.1108/SEF-04-2022-0211.
• Carlos Francisco Alves, 2022, "A note on financial literacy among literate people and their participation in different securities market segments," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 2, pages 286-301, September, DOI: 10.1108/SEF-04-2022-0215.
• Ghulame Rubbaniy & Ali Awais Khalid & Abiot Tessema & Abdelrahman Baqrain, 2022, "Do stock market fear and economic policy uncertainty co-move with COVID-19 fear? Evidence from the US and UK," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 1, pages 192-212, June, DOI: 10.1108/SEF-10-2021-0408.
• Thibaut G. Morillon & Ryan G. Chacon, 2022, "Dissecting the stock to flow model for Bitcoin," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 3, pages 506-523, February, DOI: 10.1108/SEF-10-2021-0409.
• Renu Jonwall & Seema Gupta & Shuchi Pahuja, 2022, "A comparison of investment behavior, attitudes, and demographics of socially responsible and conventional investors in India," Social Responsibility Journal, Emerald Group Publishing Limited, volume 19, issue 6, pages 1123-1141, July, DOI: 10.1108/SRJ-08-2021-0358.
• Muhammad Muddasir & Saad Ullah Mughal, 2022, "Reviewing the Relationship between Dividend and Free Cash Flow of NonFinancial Firms of KSE 100," International Econometric Review (IER), Economic Research Association, volume 14, issue 4, pages 107-123, December.
• Maen F. Nsour & Ph.D. & Samer AM Al-Rjoub & Ph.D., 2022, "How Would Investing in Equities Have Affected the Social Security Investment Fund in an Emerging Market? Can Governance Help?," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 55-72.
• Musa Ilias Biala & A.K. Oladejo, 2022, "On the Nexus between Exchange Rate and Stock Price in Nigeria," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 12, issue 1, pages 80-99.
• Augustine C. Arize & John Malindretos & Ikechukwu Ndu & Demetri Tsanacas & Neirouz Watad, 2022, "A Survey of Multinational Company Accounting Foreign Exchange Exposure," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 12, issue 2, pages 128-135.
• Laxman Tandan & Ananta Raj Kafle & Khageshyor Khanal, 2022, "An Econometric Analysis on Interest Rate Reforms and Financial Deepening," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 12, issue 3, pages 3-22.
• Dejan Zivkov & Jelena Damnjanovic & Natasa Papic-Blagojevic, 2022, "Energy Commodity Price Risk Minimization with Precious Metals in a Multivariate Portfolio," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 72, issue 1, pages 50-70, March.
• Paulo Rotella Junior & Luiz Celio Souza Rocha & Rogerio Santana Peruchi & Giancarlo Aquila & Karel Janda & Edson de Oliveira Pamplona, 2022, "Robust Portfolio Optimization: A Stochastic Evaluation of Worst-Case Scenarios," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2022/03, Mar, revised Mar 2022.
• Alexander Golub & Jon Anda & Anil Markandya & Michael Brody & Aldin Celovic & Angele Kedaitiene, 2022, "Climate alpha and the global capital market," Working Papers, Fondazione Eni Enrico Mattei, number 2022.19, Aug.
• Pietro De Ponti & Matteo Romagnoli, 2022, "Financial implications of the EU Emission Trading System: an analysis of wavelet coherence and volatility spillovers," Working Papers, Fondazione Eni Enrico Mattei, number 2022.22, Aug.
• Laura Starks, 2022, "Considerations on ESG Investment Implementation," Policy Hub, Federal Reserve Bank of Atlanta, volume 2022, issue 7, June, DOI: 10.29338/ph2022-07.
• Amit Goyal & Alessio Saretto, 2022, "Are Equity Option Returns Abnormal? IPCA Says No," Working Papers, Federal Reserve Bank of Dallas, number 2214, Aug, DOI: 10.24149/wp2214.
• John V. Duca & Mark Walker, 2022, "Why Has U.S. Stock Ownership Doubled Since the Early 1980s? Equity Participation Over the Past Half Century," Working Papers, Federal Reserve Bank of Dallas, number 2222, Nov, DOI: 10.24149/wp2222.
• Inês Xavier, 2022, "Bubbles and Stagnation," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-033, May, DOI: 10.17016/FEDS.2022.033.
• Marcelo Ochoa & Matthias Paustian & Laura Wilcox, 2022, "Do Sustainable Investment Strategies Hedge Climate Change Risks? Evidence from Germany's Carbon Tax," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-073, Nov, DOI: 10.17016/FEDS.2022.073.
• John Ammer & John H. Rogers & Gang Wang & Yang Yu, 2022, "Visible Hands: Professional Asset Managers' Expectations and the Stock Market in China," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1362, Dec, DOI: 10.17016/IFDP.2022.1362.
• Pekka Honkanen & Daniel Schmidt & Bastian von Beschwitz, 2022, "Passive Ownership and Short Selling," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1365, Dec, DOI: 10.17016/IFDP.2022.1365.
• Filippo Ferroni, 2022, "How Interconnected Are Cryptocurrencies and What Does This Mean for Risk Management," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue 466, pages 1-5, March.
• Kenechukwu E. Anadu & Marco Cipriani & Ryan M. Craver & Gabriele La Spada, 2022, "The Money Market Mutual Fund Liquidity Facility," Economic Policy Review, Federal Reserve Bank of New York, volume 28, issue 1, July.
• Marco Angrisani & Marco Cipriani & Antonio Guarino, 2022, "Strategic Sophistication and Trading Profits: An Experiment with Professional Traders," Staff Reports, Federal Reserve Bank of New York, number 1044, Dec.
• Natee Amornsiripanitch & Zeqiong Huang & David Kwon & Jinjie Lin, 2022, "Net Income Measurement, Investor Inattention, and Firm Decisions," Working Papers, Federal Reserve Bank of Philadelphia, number 22-05, Feb, DOI: 10.21799/frbp.wp.2022.05.
• Seyit Ali MİÇOOÄžULLARI & Cebrail TELEK, 2022, "The Relationship Between Current Account Deficit and Foreign Investments in Turkey: Rolling Window Causality Analysis," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 2, DOI: 10.25295/fsecon.1056816.
• Elena Yu. Makushina, 2022, "Disclosure by Venture Capital Funds Formed Under Investment Partnership Agreement," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 113-129, April, DOI: 10.31107/2075-1990-2022-2-113-129.
• Hasmik V. Khachatryan, 2022, "Divergence of ESG Ratings: Foreign Regulatory Trends," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 5, pages 89-104, October, DOI: 10.31107/2075-1990-2022-5-89-104.
• Alexander E. Abramov & Andrey G. Kosyrev & Alexander D. Radygin & Maria I. Chernova, 2022, "Russia’s Shares Market in 2021 and in Early 2022
  [Российский Рынок Акций В 2021 Г. И В Начале 2022 Г]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 1, pages 36-42, January.
• Alexander E. Abramov & Alexander D. Radygin & Maria I. Chernova & Andrey G. Kosyrev, 2022, "Factor Investing amid Increased Volatility of Financial Markets
  [Факторное Инвестирование В Условиях Повышенной Волатильности Финансовых Рынков]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 2, February.
• Alexander E. Abramov & Andrey G. Kosyrev & Alexander D. Radygin & Maria I. Chernova, 2022, "Российский Рынок Акций В 2021 Г. И В Начале 2022 Г," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 1, pages 36-42, January.
• Alexander E. Abramov & Alexander D. Radygin & Maria I. Chernova & Andrey G. Kosyrev, 2022, "Факторное Инвестирование В Условиях Повышенной Волатильности Финансовых Рынков," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 2, February.
• Martien Lamers & Thomas Present & Rudi Vander Vennet, 2022, "Sovereign Exposures of European Banks: It Is Not All Doom," JRFM, MDPI, volume 15, issue 2, pages 1-24, February.
• David E. Allen, 2022, "Cryptocurrencies, Diversification and the COVID-19 Pandemic," JRFM, MDPI, volume 15, issue 3, pages 1-25, February.
• Gilles Boevi Koumou & Georges Dionne, 2022, "Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation," Risks, MDPI, volume 10, issue 11, pages 1-19, October.
• Bernd Hayo & Kentaro Iwatsubo, 2022, "Who Is Successful in Foreign Exchange Margin Trading? New Survey Evidence from Japan," Sustainability, MDPI, volume 14, issue 18, pages 1-14, September.
• Usman Mehmood & Ephraim Bonah Agyekum & Hossam Kotb & Ahmad H. Milyani & Abdullah Ahmed Azhari & Salman Tariq & Zia ul Haq & Arif Ullah & Kashif Raza & Vladimir Ivanovich Velkin, 2022, "Exploring the Role of Communication Technologies, Governance, and Renewable Energy for Ecological Footprints in G11 Countries: Implications for Sustainable Development," Sustainability, MDPI, volume 14, issue 19, pages 1-13, October.
• Whelsy BOUNGOU & Alhonita YATIE, 2022, "The impact of the Ukraine-Russia war on world stock market returns," Bordeaux Economics Working Papers, Bordeaux School of Economics (BSE), number 2022-06.
• Arna Suryani, 2022, "Determinants of Earnings Management Actions in Indonesian Banking Companies," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr197, Jul, DOI: https://doi.org/10.35609/jfbr.2022..
• Stephen Aro-Gordon, 2022, "Structural Equation Modelling Approach to Evaluating Capital Budgeting Factors in Oman ," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr203, Sep, DOI: https://doi.org/10.35609/jfbr.2022..
• Daniel Erpriandy Maharsasi, 2022, "Testing Black Scholes and Garch Model Options on Gold Price Index With Long Strangle Strategy Using 1985-2020 Data ," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr207, Dec, DOI: https://doi.org/10.35609/jfbr.2022..
• Alain Chateauneuf & Bernard Cornet, 2022, "Submodular financial markets with frictions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03722920, DOI: 10.1007/s00199-022-01415-7.
• Ross Emmett & Jesse Grabowski, 2022, "Better lucky than good: The Simon-Ehrlich bet through the lens of financial economics," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-04085159, Mar, DOI: 10.1016/j.ecolecon.2021.107322.
• Saker Sabkha & Christian de Peretti, 2022, "On the performances of Dynamic Conditional Correlation models in the Sovereign CDS market and the corresponding bond market," Post-Print, HAL, number hal-01710398, Jan, DOI: 10.1142/9781786349507_0008.
• Rabah Amir & Sergei Belkov & Igor Evstigneev & Thorsten Hens, 2022, "An evolutionary finance model with short selling and endogenous asset supply," Post-Print, HAL, number hal-02617447, Apr, DOI: 10.1007/s00199-020-01269-x.
• Jacopo Magnani & Jean Paul Rabanal & Olga A. Rud & Yabin Wang, 2022, "Efficiency of Dynamic Portfolio Choices : An Experiment," Post-Print, HAL, number hal-03601012, Mar, DOI: 10.1093/rfs/hhab071.
• Anna Bottasso & Sébastien Duchêne & Eric Guerci & Nobuyuki Hanaki & Charles Noussair, 2022, "Higher order risk attitudes of financial experts," Post-Print, HAL, number hal-03664148, Jun, DOI: 10.1016/j.jbef.2022.100658.
• Philippe Bertrand & Jean-Luc Prigent, 2022, "Performance Participation Strategies: OBPP versus CPPP," Post-Print, HAL, number hal-03672691, Mar, DOI: 10.3917/fina.431.0123.
• Whelsy Boungou & Alhonita Yatié, 2022, "The impact of the Ukraine–Russia war on world stock market returns," Post-Print, HAL, number hal-03675532, Jun, DOI: 10.1016/j.econlet.2022.110516.
• Alexandre Rubesam, 2022, "Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market," Post-Print, HAL, number hal-03707365, Jun, DOI: 10.1016/j.ememar.2022.100891.
• Alain Chateauneuf & Bernard Cornet, 2022, "Submodular financial markets with frictions," Post-Print, HAL, number hal-03722920, DOI: 10.1007/s00199-022-01415-7.
• Douadia Bougherara & Lana Friesen & Céline Nauges, 2022, "Risk-taking and skewness-seeking behavior in a demographically diverse population," Post-Print, HAL, number hal-03739823, Sep, DOI: 10.1016/j.jebo.2022.07.011.
• Rabeh Khalfaoui & Salma Mefteh-Wali & Jean-Laurent Viviani & Sami Ben Jabeur & Mohammad Zoynul Abedin & Brian Lucey, 2022, "How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets?," Post-Print, HAL, number hal-03797937, Dec, DOI: 10.1016/j.techfore.2022.122083.
• Kristiaan Kerstens & Paolo Mazza & Tiantian Ren & Ignace van de Woestyne, 2022, "Multi-Time and Multi-Moment Nonparametric Frontier-Based Fund Rating: Proposal and Buy-and-Hold Backtesting Strategy," Post-Print, HAL, number hal-03833261, Dec, DOI: 10.1016/j.omega.2022.102718.
• Hossein Rad & Rand Kwong Yew Low & Joelle Miffre & Robert Faff, 2022, "The Strategic Allocation to Style-Integrated Portfolios of Commodity Futures," Post-Print, HAL, number hal-03881976, Dec.
• Radu Burlacu & Patrice Fontaine & Sonia Jimenez-Garcès, 2023, "Why do investors buy shares of actively managed equity mutual funds? Considering the Correct Reference Portfolio from an Uninformed Investor's Perspective," Post-Print, HAL, number hal-03884990, DOI: 10.3917/fina.pr.016.
• Alexandre Alles Rodrigues & Fabrizio Casalin, 2022, "Factor investing in Brazil: Diversifying across factor tilts and allocation strategies," Post-Print, HAL, number hal-03968011, Sep, DOI: 10.1016/j.ememar.2022.100906.
• Christian Gollier & Sébastien Pouget, 2022, "Investment strategies and corporate behaviour with socially responsible Investors : a theory of active ownership," Post-Print, HAL, number hal-03980874, Jun, DOI: 10.1111/ecca.12436.
• Khalil Al Ayoubi & Geoffroy Enjolras, 2022, "Does disinvestment from fossil fuels reduce the financial performance of responsible sovereign wealth funds?," Post-Print, HAL, number hal-03982863, Jun, DOI: 10.1016/j.mulfin.2022.100731.
• Frédéric Cherbonnier & Christian Gollier, 2022, "Risk-adjusted Social Discount Rates," Post-Print, HAL, number hal-04012977, Oct, DOI: 10.5547/01956574.43.4.fche.
• Elisa Luciano & Jean-Charles Rochet, 2022, "The Fluctuations of Insurers’ Risk Appetite," Post-Print, HAL, number hal-04052327, Nov, DOI: 10.1016/j.jedc.2022.104543.
• Silvia Rossetto & Nassima Selmane & Raffaele Stagliano, 2022, "Ownership concentration and firm risk: the moderating role of mid-sized blockholders," Post-Print, HAL, number hal-04067634, May, DOI: 10.1111/jbfa.12634.
• Ross Emmett & Jesse Grabowski, 2022, "Better lucky than good: The Simon-Ehrlich bet through the lens of financial economics," Post-Print, HAL, number hal-04085159, Mar, DOI: 10.1016/j.ecolecon.2021.107322.
• M. Vidal & J. Vidal-Garcia & S. Boubaker & S. Bekiros, 2022, "Short-Term Volatility Timing: A Cross-Country Study," Post-Print, HAL, number hal-04445062, DOI: 10.1007/s10479-022-04998-5.
• Olivier David Zerbib, 2022, "A Sustainable Capital Asset Pricing Model (S-CAPM): Evidence from Environmental Integration and Sin Stock Exclusion," Post-Print, HAL, number hal-05415069, Jul, DOI: 10.1093/rof/rfac045/6647867.
• Antonin Bergeaud & Jean-Benoît Eymeoud & Thomas Garcia & Dorian Henricot, 2022, "Working From Home and Corporate Real Estate," Sciences Po Economics Publications (main), HAL, number hal-03548889, Jan.
• Christopher Roth & Mirko Wiederholt & Johannes Wohlfart, 2022, "The Effects of Monetary Policy: Theory with Measured Expectations," Sciences Po Economics Publications (main), HAL, number hal-03878711, Jul.
• Antonin Bergeaud & Jean-Benoît Eymeoud & Thomas Garcia & Dorian Henricot, 2022, "Working From Home and Corporate Real Estate," Working Papers, HAL, number hal-03548889, Jan.
• Whelsy Boungou & Alhonita Yatié, 2022, "The impact of the Ukraine-Russia war on world stock market returns," Working Papers, HAL, number hal-03610963, Mar.
• Whelsy Boungou & Alhonita Yatie, 2022, "The impact of the Ukraine-Russia war on world stock market returns," Working Papers, HAL, number hal-03623580, Mar.
• Whelsy Boungou & Alhonita Yatie, 2022, "The impact of the Ukraine-Russia war on world stock market returns," Working Papers, HAL, number hal-03624985, Mar.
• Christopher Roth & Mirko Wiederholt & Johannes Wohlfart, 2022, "The Effects of Monetary Policy: Theory with Measured Expectations," Working Papers, HAL, number hal-03878711, Jul.
• Olga Tatarnikova & Sebastien Duchene & Patrick Sentis & Marc Willinger, 2022, "Portfolio instability and socially responsible investment:experiments with financial professionals and students," Working Papers, HAL, number hal-03909118, Dec.
• Bao-We-Wal Bambe & Jeans-Louis Combes & Kabinet Kaba & Alexandru Minea, 2022, "Inflation Targeting and Developing countries' Performance: Evidence from Firm-Level Data," Working Papers, HAL, number hal-04638825, Aug, DOI: 10.5281/zenodo.12683797.
• Béatrice Boulu-Reshef & Alexis Direr & Nicole von Wilczur, 2022, "Algorithmic vs. Human Portfolio Choice," Working Papers, HAL, number hal-04638885, Dec, DOI: 10.5281/zenodo.12684139.
• Olga Tatarnikova & Sebastien Duchene & Patrick Sentis & Marc Willinger, 2022, "Portfolio instability and socially responsible investment:experiments with financial professionals and students," CEE-M Working Papers, CEE-M, Universtiy of Montpellier, CNRS, INRA, Montpellier SupAgro, number hal-03909118, Dec.
• Naeem, Muhammad Abubakr & Karim, Sitara & Jamasb, Tooraj & Nepal, Rabindra, 2022, "Risk Transmission between Green Markets and Commodities," Working Papers, Copenhagen Business School, Department of Economics, number 2-2022, Feb.
• Lööf, Hans & Sahamkhadam, Maziar & Stephan, Andreas, 2022, "Incorporating ESG into optimal stock portfolios for the global timber & forestry industry," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 490, Feb.
• Löfgren, Åsa & Nordblom, Katarina, 2022, "Sustainability preferences and financial decision-making among mutual fund investors," Working Papers in Economics, University of Gothenburg, Department of Economics, number 826, Aug.
• Nguyen, Hoang & Virbickaite, Audrone, 2022, "Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models," Working Papers, Örebro University, School of Business, number 2022:5, May.
• Bodnar, Taras & Mazur, Stepan & Nguyen, Hoang, 2022, "Estimation of optimal portfolio compositions for small sampleand singular covariance matrix," Working Papers, Örebro University, School of Business, number 2022:15, Dec.
• Carbone, Sante & Giuzio, Margherita & Kapadia, Sujit & Krämer, Johannes Sebastian & Nyholm, Ken & Vozian, Katia, 2022, "The low-carbon transition, climate commitments and firm credit risk," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 409, Jan.
• Lynda S. Livingston & Shirley Mazaltov-Ast, 2022, "Are Student-Managed Funds Closet Indexers?," Business Education and Accreditation, The Institute for Business and Finance Research, volume 14, issue 1, pages 43-60.
• Taufik Faturohman & Teguh Nugraha, 2022, "Islamic Stock Portfolio Optimization Using Deep Reinforcement Learning," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 8, issue 2, pages 181-200, May, DOI: https://doi.org/10.21098/jimf.v8i2..
• Umar Habibu Umar, 2022, "Relationship Between Board Independence And Csr Spending Of Islamic Banks In Bangladesh," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 8, issue 2, pages 201-218, May, DOI: https://doi.org/10.21098/jimf.v8i2..
• Nur Hidayah & Putri Swastika, 2022, "Performance Of Conventional, Islamic, And Social Responsible Investment (Sri) Indices During Covid-19: A Study Of Indonesian Stock Market," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 8, issue 4, pages 517-534, December, DOI: https://doi.org/10.21098/jimf.v8i4..
• Adi Lesmana & Widyono Soetjipto, 2022, "The Effect of Corporate Tax Policy on Foreign Direct Investment: Empirical Evidence from Asian Countries," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 25, issue 4, pages 647-672, January, DOI: https://doi.org/10.21098/bemp.v25i4.
• Meinisa Fadillah Rahmi & Nasrudin, 2022, "The Effect of Covid-19 Pandemic on the Risks of Investments in Indonesia: Evidence from the EGARCH MODEL," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 25, issue 4, pages 673-688, January, DOI: https://doi.org/10.21098/bemp.v25i4.
• Retno Subekti & Abdurakhman Abdurakhman & Dedi Rosadi, 2022, "Can Zakat And Purification Be Employed In Portfolio Modelling?," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 8, issue Special I, pages 1-16, December, DOI: https://doi.org/10.21098/jimf.v8i0..
• Retno Subekti & Abdurakhman Abdurakhman & Dedi Rosadi, 2022, "Can Zakat And Purification Be Employed In Portfolio Modelling?," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 8, issue Special I, pages 1-16, December, DOI: https://doi.org/10.21098/jimf.v8i0..
• Fortin, Ines & Hlouskova, Jaroslava, 2022, "Prospect theory and asset allocation," IHS Working Paper Series, Institute for Advanced Studies, number 42, Dec.
• Kensuke Fukunaga & Daisuke Miyakawa, 2022, "Supply Chain Network and Credit Supply," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 22-E-08, May.
• Mr. Leonardo Martinez & Mr. Francisco Roch & Francisco Roldán & Mr. Jeromin Zettelmeyer, 2022, "Sovereign Debt," IMF Working Papers, International Monetary Fund, number 2022/122, Jun.
• Lianet Farfán Pérez & Jorge O. Moreno & Maria de las Mercedes Adamuz, 2022, "Madurez de la deuda corporativa como variable de tiempo: evidencia de las empresas públicas de México," 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 17, issue 3, pages 1-34, Julio - S.
• Jesús Dacio Villarreal Samaniego & Roberto Joaquín Santillán-Salgado & Luis Jacob Escobar Saldivar, 2022, "The Global Automotive Industry Stock Returns During the COVID-19 Pandemic," 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 17, issue 4, pages 1-21, Octubre -.
• Josh Davis & Alan M. Taylor, 2022, "The Leverage Factor: Credit Cycles and Asset Returns," Management Science, INFORMS, volume 68, issue 10, pages 7350-7361, October, DOI: 10.1287/mnsc.2022.4508.
• Francisco Gomes & Alexander Michaelides & Yuxin Zhang, 2022, "Tactical Target Date Funds," Management Science, INFORMS, volume 68, issue 4, pages 3047-3070, April, DOI: 10.1287/mnsc.2021.3981.
• Arash Aloosh & Geert Bekaert, 2022, "Currency Factors," Management Science, INFORMS, volume 68, issue 6, pages 4042-4064, June, DOI: 10.1287/mnsc.2021.4023.
• Matthias Stefan & Martin Holmén & Felix Holzmeister & Michael Kirchler & Erik Wengström, 2022, "You can’t always get what you want—An experiment on finance professionals' decisions for others," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2022-02, Feb.

2021

• Tang, Chia-Hsien & Chin, Chih-Yu & Lee, Yen-Hsien, 2021, "Coronavirus disease outbreak and supply chain disruption: Evidence from Taiwanese firms in China," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2020.101355.
• Kim, Karam & Ryu, Doojin & Yu, Jinyoung, 2021, "Do sentiment trades explain investor overconfidence around analyst recommendation revisions?," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2020.101376.
• Yildiz, Yilmaz, 2021, "Foreign institutional investors, information asymmetries, and asset valuation in emerging markets," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2021.101381.
• Pirgaip, Burak & Ertuğrul, Hasan Murat & Ulussever, Talat, 2021, "Is portfolio diversification possible in integrated markets? Evidence from South Eastern Europe," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2021.101384.
• Li, Rong & Li, Sufang & Yuan, Di & Zhu, Huiming, 2021, "Investor attention and cryptocurrency: Evidence from wavelet-based quantile Granger causality analysis," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2021.101389.
• Mumtaz, Muhammad Zubair & Yoshino, Naoyuki, 2021, "Greenness index: IPO performance and portfolio allocation," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101398.
• Eom, Cheoljun & Park, Jong Won, 2021, "Investor attention, firm-specific characteristic, and momentum: A case of the Korean stock market," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101404.
• Salisu, Afees A. & Vo, Xuan Vinh & Lucey, Brian, 2021, "Gold and US sectoral stocks during COVID-19 pandemic," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101424.
• Hanafi, Mamduh M., 2021, "Fixed price and book building methods in an exogenous environment: Evidence from Indonesia stock market," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101430.
• Fuerst, Franz & Mansley, Nick & Wang, Zilong, 2021, "Do specialist funds outperform? Evidence from European non-listed real estate funds," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101434.
• Umar, Zaghum & Yousaf, Imran & Zaremba, Adam, 2021, "Comovements between heavily shorted stocks during a market squeeze: Lessons from the GameStop trading frenzy," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101453.
• Disli, Mustafa & Nagayev, Ruslan & Salim, Kinan & Rizkiah, Siti K. & Aysan, Ahmet F., 2021, "In search of safe haven assets during COVID-19 pandemic: An empirical analysis of different investor types," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101461.
• Wang, Peijin & Zhang, Hongwei & Yang, Cai & Guo, Yaoqi, 2021, "Time and frequency dynamics of connectedness and hedging performance in global stock markets: Bitcoin versus conventional hedges," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101479.
• Brooks, Chris & Williams, Louis, 2021, "The impact of personality traits on attitude to financial risk," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101501.
• Ali, Fahad & Jiang, Yuexiang & Sensoy, Ahmet, 2021, "Downside risk in Dow Jones Islamic equity indices: Precious metals and portfolio diversification before and after the COVID-19 bear market," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101502.
• Vidal-Tomás, David, 2021, "The entry and exit dynamics of the cryptocurrency market," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101504.
• Jin, Ming & Yin, Mingmei & Chen, Zhongfei, 2021, "Do investors prefer borrowers from high level of trust cities? Evidence from China’s P2P market," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101505.
• Gupta, Rangan & Sheng, Xin & Pierdzioch, Christian & Ji, Qiang, 2021, "Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101515.
• Corneille, O. & D’Hondt, C. & De Winne, R. & Efendic, E. & Todorovic, A., 2021, "What leads people to tolerate negative interest rates on their savings?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 93, issue C, DOI: 10.1016/j.socec.2021.101714.
• Baines, Darrin & Disegna, Marta & Hartwell, Christopher A., 2021, "Portfolio frontier analysis: Applying mean-variance analysis to health technology assessment for health systems under pressure," Social Science & Medicine, Elsevier, volume 276, issue C, DOI: 10.1016/j.socscimed.2021.113830.
• Le, TN-Lan & Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar, 2021, "Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution," Technological Forecasting and Social Change, Elsevier, volume 162, issue C, DOI: 10.1016/j.techfore.2020.120382.
• Li, Jing-Ping & Naqvi, Bushra & Rizvi, Syed Kumail Abbas & Chang, Hsu-Ling, 2021, "Bitcoin: The biggest financial innovation of fourth industrial revolution and a portfolio's efficiency booster," Technological Forecasting and Social Change, Elsevier, volume 162, issue C, DOI: 10.1016/j.techfore.2020.120383.
• Tao, Ran & Su, Chi-Wei & Xiao, Yidong & Dai, Ke & Khalid, Fahad, 2021, "Robo advisors, algorithmic trading and investment management: Wonders of fourth industrial revolution in financial markets," Technological Forecasting and Social Change, Elsevier, volume 163, issue C, DOI: 10.1016/j.techfore.2020.120421.
• Marszk, Adam & Lechman, Ewa, 2021, "Reshaping financial systems: The role of ICT in the diffusion of financial innovations – Recent evidence from European countries," Technological Forecasting and Social Change, Elsevier, volume 167, issue C, DOI: 10.1016/j.techfore.2021.120683.
• Thomas Persson & Robert Taylor, 2021, "RCT Evaluation of Responsible Investing Preferences," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 64, issue 3, pages 37-68.
• Muhammad Arif & Muhammad Abubakr Naeem & Saqib Farid & Rabindra Nepal & Tooraj Jamasb, 2021, "Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-20, Feb.
• Shabir A A Saleem & Peter N Smith & Abdullah Yalaman, 2021, "Analysis of systematic risk around firm-specific news in an emerging market using high frequency data," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-35, Mar.
• Huang, Shiyang & Hwang, Byoung-Hyoun & Lou, Dong, 2021, "The rate of communication," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 105870, Aug.
• Liao, Jingchi & Peng, Cameron & Zhu, Ning, 2022, "Extrapolative bubbles and trading volume," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 110514, Apr.
• Černý, Aleš & Czichowsky, Christoph & Kallsen, Jan, 2021, "Numeraire-invariant quadratic hedging and mean–variance portfolio allocation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 112612.
• Bernales, Alejandro & Ladley, Daniel & Litos, Evangelos & Valenzuela, Marcela, 2021, "Dark trading and alternative execution priority rules," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118866, Jun.
• Campbell, John & Martin, Ian, 2021, "Sustainability in a risky world," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118878, Apr.
• Liao, Jingchi & Peng, Cameron & Zhu, Ning, 2021, "Extrapolative bubbles and trading volume," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118887, Mar.
• Elliott, Matthew & Georg, Co-Pierre & Hazell, Jonathon, 2021, "Systemic risk shifting in financial networks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123924, Jan.
• Luigi Guiso & Luana Zaccaria, 2021, "From Patriarchy to Partnership: Gender Equality and Household Finance," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2101, revised Jan 2021.
• Stefano Mengoli & Marco Pagano & Pierpaolo Pattitoni, 2021, "The Geography of Investor Attention," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2114, revised Nov 2021.
• Lu Yang, 2021, "Last hour momentum in the Chinese stock market," China Finance Review International, Emerald Group Publishing Limited, volume 12, issue 1, pages 69-100, September, DOI: 10.1108/CFRI-06-2021-0106.
• Thomas C. Chiang, 2021, "Geopolitical risk, economic policy uncertainty and asset returns in Chinese financial markets," China Finance Review International, Emerald Group Publishing Limited, volume 11, issue 4, pages 474-501, March, DOI: 10.1108/CFRI-08-2020-0115.
• Mohamed Shaker Ahmed, 2021, "Momentum investing: evidence from the US tourism and hospitality," European Journal of Management and Business Economics, Emerald Group Publishing Limited, volume 31, issue 3, pages 269-284, June, DOI: 10.1108/EJMBE-02-2021-0057.
• Joseph Falzon & Elaine Bonnici, 2021, "Does it pay to be a faithful investor? A risk-based approach performance analysis of Islamic funds vs UCITS schemes," Islamic Economic Studies, Emerald Group Publishing Limited, volume 29, issue 2, pages 100-118, December, DOI: 10.1108/IES-03-2021-0012.
• Maria Elisabete Neves & Mário Abreu Pinto & Carla Manuela de Assunção Fernandes & Elisabete Fátima Simões Vieira, 2021, "Value and growth stock returns: international evidence (JES)," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, volume 29, issue 5, pages 698-733, October, DOI: 10.1108/IJAIM-05-2021-0097.
• Seyram Pearl Kumah & Jones Odei-Mensah, 2021, "Can altcoins become viable alternatives to African fiat currencies?," International Journal of Development Issues, Emerald Group Publishing Limited, volume 21, issue 1, pages 24-53, August, DOI: 10.1108/IJDI-04-2021-0088.
• Laleh Samarbakhsh & Meet Shah, 2021, "Did the STOCK Act impact the performance, risk and flow of hedge funds?," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 18, issue 5, pages 944-978, October, DOI: 10.1108/IJMF-04-2021-0174.
• Mohamed Fakhfekh & Ahmed Jeribi & Ahmed Ghorbel & Nejib Hachicha, 2021, "Hedging stock market prices with WTI, Gold, VIX and cryptocurrencies: a comparison between DCC, ADCC and GO-GARCH models," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 4, pages 978-1006, June, DOI: 10.1108/IJOEM-03-2020-0264.
• 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.