Research classified by Journal of Economic Literature (JEL) codes

2021

• Alexandridis, George & Chen, Zhong & Zeng, Yeqin, 2021, "Financial hedging and corporate investment," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101887.
• Zhang, Chi & Kandilov, Ivan T. & Walker, Mark D., 2021, "Direct flights and cross-border mergers & acquisitions," Journal of Corporate Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.jcorpfin.2021.102063.
• Lindner, Florian & Kirchler, Michael & Rosenkranz, Stephanie & Weitzel, Utz, 2021, "Social Motives and Risk-Taking in Investment Decisions," Journal of Economic Dynamics and Control, Elsevier, volume 127, issue C, DOI: 10.1016/j.jedc.2021.104116.
• Lou, Youcheng & Strub, Moris S. & Li, Duan & Wang, Shouyang, 2021, "The impact of a reference point determined by social comparison on wealth growth and inequality," Journal of Economic Dynamics and Control, Elsevier, volume 127, issue C, DOI: 10.1016/j.jedc.2021.104120.
• Dong, Feng & Liu, Jianfeng & Xu, Zhiwei & Zhao, Bo, 2021, "Flight to housing in China," Journal of Economic Dynamics and Control, Elsevier, volume 130, issue C, DOI: 10.1016/j.jedc.2021.104189.
• Chen, Zilin & Guo, Li & Tu, Jun, 2021, "Media connection and return comovement," Journal of Economic Dynamics and Control, Elsevier, volume 130, issue C, DOI: 10.1016/j.jedc.2021.104191.
• Bing, Tao & Ma, Hongkun, 2021, "COVID-19 pandemic effect on trading and returns: Evidence from the Chinese stock market," Economic Analysis and Policy, Elsevier, volume 71, issue C, pages 384-396, DOI: 10.1016/j.eap.2021.05.012.
• Belhassine, Olfa & Karamti, Chiraz, 2021, "Contagion and portfolio management in times of COVID-19," Economic Analysis and Policy, Elsevier, volume 72, issue C, pages 73-86, DOI: 10.1016/j.eap.2021.07.010.
• Huang, Helen & Wang, Yanjie & Zhang, Shunming, 2021, "Prudence attitude and limited participation," Economic Modelling, Elsevier, volume 101, issue C, DOI: 10.1016/j.econmod.2021.105534.
• Masset, Philippe & Maurer, Frantz, 2021, "Mitigating downside risk of portfolio diversification: Wine versus other tangible assets," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105579.
• Akhtaruzzaman, Md & Boubaker, Sabri & Lucey, Brian M. & Sensoy, Ahmet, 2021, "Is gold a hedge or a safe-haven asset in the COVID–19 crisis?," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105588.
• Zhang, Wenlong & Wang, Haijun, 2021, "Entrepreneurial decisions with idiosyncratic risk and unknown profitability," Economic Modelling, Elsevier, volume 103, issue C, DOI: 10.1016/j.econmod.2021.105611.
• Zhang, Zhikai & He, Mengxi & Zhang, Yaojie & Wang, Yudong, 2021, "Realized skewness and the short-term predictability for aggregate stock market volatility," Economic Modelling, Elsevier, volume 103, issue C, DOI: 10.1016/j.econmod.2021.105614.
• Hübner, Georges & Lejeune, Thomas, 2021, "Mental accounts with horizon and asymmetry preferences," Economic Modelling, Elsevier, volume 103, issue C, DOI: 10.1016/j.econmod.2021.105615.
• Guo, Ming & Ou-Yang, Hui, 2021, "Alpha decay and Sharpe ratio: Two measures of investor performance," Economic Modelling, Elsevier, volume 104, issue C, DOI: 10.1016/j.econmod.2021.105558.
• Li, Kaifeng & Xia, Bobo & Guo, Zhaoxuan, 2021, "A consumption-based asset pricing model with disappointment aversion and uncertainty shocks," Economic Modelling, Elsevier, volume 94, issue C, pages 235-243, DOI: 10.1016/j.econmod.2020.09.016.
• Gao, Xiang & Sun, Li, 2021, "Modeling retirees’ investment behaviors in the presence of health expenditure risk and financial crisis risk," Economic Modelling, Elsevier, volume 94, issue C, pages 442-454, DOI: 10.1016/j.econmod.2020.10.013.
• Gregoriou, Greg N. & Racicot, François-Éric & Théoret, Raymond, 2021, "The response of hedge fund tail risk to macroeconomic shocks: A nonlinear VAR approach," Economic Modelling, Elsevier, volume 94, issue C, pages 843-872, DOI: 10.1016/j.econmod.2020.02.025.
• Shi, Huihong & Mu, Congming & Yang, Jinqiang & Huang, Wenli, 2021, "A Sino-US comparative analysis of the hi-tech entrepreneurial model," Economic Modelling, Elsevier, volume 94, issue C, pages 953-966, DOI: 10.1016/j.econmod.2020.02.036.
• Jiang, Yonghong & Lie, Jiayi & Wang, Jieru & Mu, Jinqi, 2021, "Revisiting the roles of cryptocurrencies in stock markets: A quantile coherency perspective," Economic Modelling, Elsevier, volume 95, issue C, pages 21-34, DOI: 10.1016/j.econmod.2020.12.002.
• Deng, Yang & Zhang, Ziqing & Zhu, Li, 2021, "A model-based index for systemic risk contribution measurement in financial networks," Economic Modelling, Elsevier, volume 95, issue C, pages 35-48, DOI: 10.1016/j.econmod.2020.11.011.
• Narayan, Seema & Rehman, Mobeen Ur, 2021, "Can home-biased investors diversify interregionally in the long run?," Economic Modelling, Elsevier, volume 97, issue C, pages 167-181, DOI: 10.1016/j.econmod.2021.01.016.
• Zaremba, Adam & Szyszka, Adam & Karathanasopoulos, Andreas & Mikutowski, Mateusz, 2021, "Herding for profits: Market breadth and the cross-section of global equity returns," Economic Modelling, Elsevier, volume 97, issue C, pages 348-364, DOI: 10.1016/j.econmod.2020.04.006.
• Singh, Amanjot, 2021, "Investigating the dynamic relationship between litigation funding, gold, bitcoin and the stock market: The case of Australia," Economic Modelling, Elsevier, volume 97, issue C, pages 45-57, DOI: 10.1016/j.econmod.2021.01.007.
• Chen, Xingjiang & Ruan, Xinfeng & Zhang, Wenjun, 2021, "Dynamic portfolio choice and information trading with recursive utility," Economic Modelling, Elsevier, volume 98, issue C, pages 154-167, DOI: 10.1016/j.econmod.2021.02.020.
• Li, Tongtong & Wang, Shibo & Yang, Jinqiang, 2021, "Robust consumption and portfolio choices with habit formation," Economic Modelling, Elsevier, volume 98, issue C, pages 227-246, DOI: 10.1016/j.econmod.2021.03.001.
• Su, Xiaoshan & Bai, Manying & Han, Yingwei, 2021, "Robust portfolio selection with regime switching and asymmetric dependence," Economic Modelling, Elsevier, volume 99, issue C, DOI: 10.1016/j.econmod.2021.03.011.
• Hsieh, Hui-Ching & Nguyen, Van Quoc Thinh, 2021, "Economic policy uncertainty and illiquidity return premium," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101291.
• Yang, Bo & Gan, Liu, 2021, "Contingent capital, Tobin’s q and corporate capital structure," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101305.
• Papadamou, Stephanos & Kyriazis, Nikolaos A. & Tzeremes, Panayiotis G., 2021, "Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2020.101343.
• Eom, Cheoljun & Kaizoji, Taisei & Livan, Giacomo & Scalas, Enrico, 2021, "Limitations of portfolio diversification through fat tails of the return Distributions: Some empirical evidence," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2020.101358.
• Będowska-Sójka, Barbara & Kliber, Agata, 2021, "Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2021.101390.
• Wang, Qiyu & Chong, Terence Tai-Leung, 2021, "Factor pricing of cryptocurrencies," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2020.101348.
• Zhao, Zhiming & Li, Shasha & Tang, Huiling, 2021, "Write-down bonds, credit risk and imperfect information," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101378.
• Dai, Zhifeng & Zhu, Huan, 2021, "Indicator selection and stock return predictability," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101394.
• Yang, Haijun & Qi, Shu & Zhang, Zhou & Koslowsky, David, 2021, "A model of information diffusion with asymmetry and confidence effects in financial markets," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101404.
• Wang, Hu & Li, Shouwei & Ma, Yuyin, 2021, "Herding in Open-end Funds: Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101417.
• Kshatriya, Saranya & Prasanna, Krishna, 2021, "Jump Interdependencies: Stochastic linkages among international stock markets," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101418.
• Yuan, Ying & Huang, Yizhao & Chen, Haoran, 2021, "Monthly-rebalanced leveraged exchange-traded products: Performance and mandatory rebalancing needs," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101431.
• Wang, Hailong & Hu, Duni, 2021, "Heterogeneous beliefs with herding behaviors and asset pricing in two goods world," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101434.
• Caporin, Massimiliano & Garcia-Jorcano, Laura & Jimenez-Martin, Juan-Angel, 2021, "TrAffic LIght system for systemic Stress: TALIS3," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101449.
• Lin, Qi & Lin, Xi, 2021, "Are the profitability and investment factors valid ICAPM risk factors? Pre-1963 evidence," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101460.
• Zheng, Chengli & Su, Kuangxi & Yao, Yinhong, 2021, "Hedging futures performance with denoising and noise-assisted strategies," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101466.
• Choi, Jin Ho & Suh, Sangwon, 2021, "A filtered currency carry trade," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101472.
• Shi, Huai-Long & Zhou, Wei-Xing, 2021, "Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101478.
• Wu, Xu & Zhang, Linlin & Li, Jia & Yan, Ruzhen, 2021, "Fractal statistical measure and portfolio model optimization under power-law distribution," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101496.
• Sun, Wei & Dedahanov, Alisher Tohirovich & Shin, Ho Young & Li, Wei Ping, 2021, "Factors affecting institutional investors to add crypto-currency to asset portfolios," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101499.
• Dong, Xiyong & Li, Changhong & Yoon, Seong-Min, 2021, "How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101500.
• Xu, Qifa & Li, Mengting & Jiang, Cuixia, 2021, "Network-augmented time-varying parametric portfolio selection: Evidence from the Chinese stock market," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101503.
• Hasan, Md. Bokhtiar & Mahi, Masnun & Hassan, M. Kabir & Bhuiyan, Abul Bashar, 2021, "Impact of COVID-19 pandemic on stock markets: Conventional vs. Islamic indices using wavelet-based multi-timescales analysis," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101504.
• Rodríguez, Yeny E. & Gómez, Juan M. & Contreras, Javier, 2021, "Diversified behavioral portfolio as an alternative to Modern Portfolio Theory," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101508.
• Go, You-How & Lau, Wee-Yeap, 2021, "Extreme risk spillovers between crude palm oil prices and exchange rates," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101513.
• Wang, Ruina & Li, Jinfang, 2021, "The influence and predictive powers of mixed-frequency individual stock sentiment on stock returns," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101522.
• Giofré, Maela, 2021, "COVID-19 stringency measures and foreign investment: An early assessment," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101536.
• Reboredo, Juan C. & Otero, Luis A., 2021, "Are investors aware of climate-related transition risks? Evidence from mutual fund flows," Ecological Economics, Elsevier, volume 189, issue C, DOI: 10.1016/j.ecolecon.2021.107148.
• Bagliano, Fabio C. & Fugazza, Carolina & Nicodano, Giovanna, 2021, "Life-cycle welfare losses from rules-of-thumb asset allocation," Economics Letters, Elsevier, volume 198, issue C, DOI: 10.1016/j.econlet.2020.109655.
• Gu, Ariel & Yoo, Hong Il, 2021, "Prospect Theory and Mutual Fund Flows," Economics Letters, Elsevier, volume 201, issue C, DOI: 10.1016/j.econlet.2021.109776.
• Kouaissah, Noureddine, 2021, "Robust conditional expectation reward–risk performance measures," Economics Letters, Elsevier, volume 202, issue C, DOI: 10.1016/j.econlet.2021.109827.
• Luo, Pengfei & Lu, Ting & Song, DanDan, 2021, "Real options for an entrepreneur with preferences for liquidity," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109889.
• Akyildirim, Erdinc & Aysan, Ahmet Faruk & Cepni, Oguzhan & Darendeli, S. Pinar Ceyhan, 2021, "Do investor sentiments drive cryptocurrency prices?," Economics Letters, Elsevier, volume 206, issue C, DOI: 10.1016/j.econlet.2021.109980.
• Kim, Taejin, 2021, "Trust and trading volume," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110003.
• Jang, Bong-Gyu & Kim, Taeyoon & Lee, Seungkyu & Park, Seyoung, 2021, "Ambiguity premium and transaction costs," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110007.
• Zhang, Xiaoke & Zhao, Xuankai & Qu, Linshan, 2021, "Do green policies catalyze green investment? Evidence from ESG investing developments in China," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110028.
• Senel, Gonca & Wright, Mark L.J., 2021, "With age comes immaturity: Do countries with older populations issue shorter maturity debt?," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110100.
• Schwaiger, Rene & Hueber, Laura, 2021, "Do MTurkers exhibit myopic loss aversion?," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110137.
• Ding, Yi & Li, Yingying & Zheng, Xinghua, 2021, "High dimensional minimum variance portfolio estimation under statistical factor models," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 502-515, DOI: 10.1016/j.jeconom.2020.07.013.
• Wang, Hanchao & Peng, Bin & Li, Degui & Leng, Chenlei, 2021, "Nonparametric estimation of large covariance matrices with conditional sparsity," Journal of Econometrics, Elsevier, volume 223, issue 1, pages 53-72, DOI: 10.1016/j.jeconom.2020.09.002.
• Kamil, Nazrol K.M. & Bacha, Obiyathulla I. & Masih, Mansur, 2021, "Is there a diversification “cost” of Shari’ah compliance? Empirical evidence from Malaysian equities," Economic Systems, Elsevier, volume 45, issue 1, DOI: 10.1016/j.ecosys.2020.100817.
• Geromichalos, Athanasios & Jung, Kuk Mo & Lee, Seungduck & Carlos, Dillon, 2021, "A model of endogenous direct and indirect asset liquidity," European Economic Review, Elsevier, volume 132, issue C, DOI: 10.1016/j.euroecorev.2020.103627.
• Demiralp, Selva & Eisenschmidt, Jens & Vlassopoulos, Thomas, 2021, "Negative interest rates, excess liquidity and retail deposits: Banks’ reaction to unconventional monetary policy in the euro area," European Economic Review, Elsevier, volume 136, issue C, DOI: 10.1016/j.euroecorev.2021.103745.
• Platanakis, Emmanouil & Sutcliffe, Charles & Ye, Xiaoxia, 2021, "Horses for courses: Mean-variance for asset allocation and 1/N for stock selection," European Journal of Operational Research, Elsevier, volume 288, issue 1, pages 302-317, DOI: 10.1016/j.ejor.2020.05.043.
• Labidi, Chiraz & Laribi, Dorra & Ureche-Rangau, Loredana, 2021, "National culture and socially responsible fund flows," Emerging Markets Review, Elsevier, volume 46, issue C, DOI: 10.1016/j.ememar.2020.100751.
• Liu, Weiyi & Liu, Yangyi & Luo, Ronghua & Ding, Yue, 2021, "Ability parity model for optimal fund allocation: Evidence from China's mutual fund markets," Emerging Markets Review, Elsevier, volume 48, issue C, DOI: 10.1016/j.ememar.2021.100804.
• Zhu, Hong-bing & Zhang, Bing & Yang, Li-hua, 2021, "The gambling preference and stock price: Evidence from China's stock market," Emerging Markets Review, Elsevier, volume 49, issue C, DOI: 10.1016/j.ememar.2021.100803.
• Li, Rui & Wang, Tianyu & Zhou, Mingshan, 2021, "Entrepreneurship and household portfolio choice: Evidence from the China Household Finance Survey," Journal of Empirical Finance, Elsevier, volume 60, issue C, pages 1-15, DOI: 10.1016/j.jempfin.2020.10.005.
• Cheng, Tingting & Yan, Cheng & Yan, Yayi, 2021, "Improved inference for fund alphas using high-dimensional cross-sectional tests," Journal of Empirical Finance, Elsevier, volume 61, issue C, pages 57-81, DOI: 10.1016/j.jempfin.2020.12.002.
• Liu, Xin, 2021, "Diversification in lottery-like features and portfolio pricing discount: Evidence from closed-end funds," Journal of Empirical Finance, Elsevier, volume 62, issue C, pages 1-11, DOI: 10.1016/j.jempfin.2021.02.001.
• Merkle, Christoph & Sextroh, Christoph J., 2021, "Value and momentum from investors’ perspective: Evidence from professionals’ risk-ratings," Journal of Empirical Finance, Elsevier, volume 62, issue C, pages 159-178, DOI: 10.1016/j.jempfin.2021.03.004.
• Kong, Dongmin & Lin, Chen & Liu, Shasha & Tan, Weiqiang, 2021, "Whose money is smart? Individual and institutional investors’ trades based on analyst recommendations," Journal of Empirical Finance, Elsevier, volume 62, issue C, pages 234-251, DOI: 10.1016/j.jempfin.2021.04.001.
• Osinga, Albert Jakob & Schauten, Marc B.J. & Zwinkels, Remco C.J., 2021, "Timing is money: The factor timing ability of hedge fund managers," Journal of Empirical Finance, Elsevier, volume 62, issue C, pages 266-281, DOI: 10.1016/j.jempfin.2021.04.007.
• Farkas, Miklós & Váradi, Kata, 2021, "Do leveraged warrants prompt individuals to speculate on stock price reversals?," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 164-176, DOI: 10.1016/j.jempfin.2021.07.001.
• Giovannelli, Alessandro & Massacci, Daniele & Soccorsi, Stefano, 2021, "Forecasting stock returns with large dimensional factor models," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 252-269, DOI: 10.1016/j.jempfin.2021.07.009.
• Calice, Giovanni & Lin, Ming-Tsung, 2021, "Exploring risk premium factors for country equity returns," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 294-322, DOI: 10.1016/j.jempfin.2021.07.003.
• Ding, Wenjie & Mazouz, Khelifa & Wang, Qingwei, 2021, "Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 42-56, DOI: 10.1016/j.jempfin.2021.05.003.
• Uhr, Charline & Meyer, Steffen & Hackethal, Andreas, 2021, "Smoking hot portfolios? Trading behavior, investment biases, and self-control failure," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 73-95, DOI: 10.1016/j.jempfin.2021.05.006.
• Brown, Sarah & Gray, Daniel & Harris, Mark N. & Spencer, Christopher, 2021, "Household portfolio allocation, uncertainty, and risk," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 96-117, DOI: 10.1016/j.jempfin.2021.05.004.
• Song, Reo & Jang, Sungha & Wang, Yingdi & Hanssens, Dominique M. & Suh, Jaebeom, 2021, "Reinforcement learning and risk preference in equity linked notes markets," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 224-246, DOI: 10.1016/j.jempfin.2021.09.004.
• Lin, Chaonan & Chen, Hong-Yi & Ko, Kuan-Cheng & Yang, Nien-Tzu, 2021, "Time-dependent lottery preference and the cross-section of stock returns," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 272-294, DOI: 10.1016/j.jempfin.2021.09.005.
• Zheng, Zhigang & Tang, Ke & Liu, Yaodong & Guo, Jie Michael, 2021, "Gender and herding," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 379-400, DOI: 10.1016/j.jempfin.2021.10.005.
• Makkonen, Adam & Vallström, Daniel & Uddin, Gazi Salah & Rahman, Md Lutfur & Haddad, Michel Ferreira Cardia, 2021, "The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns," Energy Economics, Elsevier, volume 100, issue C, DOI: 10.1016/j.eneco.2021.105377.
• Gu, Yan & Ho, Kung-Cheng & Yan, Cheng & Gozgor, Giray, 2021, "Public environmental concern, CEO turnover, and green investment: Evidence from a quasi-natural experiment in China," Energy Economics, Elsevier, volume 100, issue C, DOI: 10.1016/j.eneco.2021.105379.
• Chincarini, Ludwig B. & Moneta, Fabio, 2021, "The challenges of oil investing: Contango and the financialization of commodities," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105443.
• Guo, Dong & Zhou, Peng, 2021, "Green bonds as hedging assets before and after COVID: A comparative study between the US and China," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105696.
• Ahmed, Abdullahi D. & Huo, Rui, 2021, "Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China," Energy Economics, Elsevier, volume 93, issue C, DOI: 10.1016/j.eneco.2020.104741.
• Dai, Zhifeng & Zhou, Huiting & Kang, Jie & Wen, Fenghua, 2021, "The skewness of oil price returns and equity premium predictability," Energy Economics, Elsevier, volume 94, issue C, DOI: 10.1016/j.eneco.2020.105069.
• Díaz, Antonio & Escribano, Ana, 2021, "Sustainability premium in energy bonds," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2021.105113.
• Richter, Sylvia & Heyde, Frank & Horsch, Andreas & Wünsche, Andreas, 2021, "Determinants of project bond prices – Insights into infrastructure and energy capital markets," Energy Economics, Elsevier, volume 97, issue C, DOI: 10.1016/j.eneco.2021.105175.
• Kang, Sanghoon & Hernandez, Jose Arreola & Sadorsky, Perry & McIver, Ronald, 2021, "Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs," Energy Economics, Elsevier, volume 99, issue C, DOI: 10.1016/j.eneco.2021.105278.
• Chandra Setiawan, Indra & Indarto, & Deendarlianto,, 2021, "Quantitative analysis of automobile sector in Indonesian automotive roadmap for achieving national oil and CO2 emission reduction targets by 2030," Energy Policy, Elsevier, volume 150, issue C, DOI: 10.1016/j.enpol.2021.112135.
• Nunes, Luis Eduardo & Lima, Marcus Vinicius Andrade de & Davison, Matthew & Leite, André Luis da Silva, 2021, "Switch and defer option in renewable energy projects: Evidences from Brazil," Energy, Elsevier, volume 231, issue C, DOI: 10.1016/j.energy.2021.120972.
• Annaert, Jan & Verdickt, Gertjan, 2021, "Go active or stay passive: Investment trust, financial innovation and diversification in Belgium's early days," Explorations in Economic History, Elsevier, volume 79, issue C, DOI: 10.1016/j.eeh.2020.101378.
• Khemka, Gaurav & Steffensen, Mogens & Warren, Geoffrey J., 2021, "How sub-optimal are age-based life-cycle investment products?," International Review of Financial Analysis, Elsevier, volume 73, issue C, DOI: 10.1016/j.irfa.2020.101619.
• Gao, Ya & Han, Xing & Li, Youwei & Xiong, Xiong, 2021, "Investor heterogeneity and momentum-based trading strategies in China," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2020.101654.
• Kizys, Renatas & Tzouvanas, Panagiotis & Donadelli, Michael, 2021, "From COVID-19 herd immunity to investor herding in international stock markets: The role of government and regulatory restrictions," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101663.
• Salisu, Afees A. & Raheem, Ibrahim D. & Vo, Xuan Vinh, 2021, "Assessing the safe haven property of the gold market during COVID-19 pandemic," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101666.
• Pho, Kim Hung & Ly, Sel & Lu, Richard & Hoang, Thi Hong Van & Wong, Wing-Keung, 2021, "Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101674.
• Abakah, Emmanuel Joel Aikins & Addo, Emmanuel & Gil-Alana, Luis A. & Tiwari, Aviral Kumar, 2021, "Re-examination of international bond market dependence: Evidence from a pair copula approach," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101678.
• Rendall, Stella & Brooks, Chris & Hillenbrand, Carola, 2021, "The impacts of emotions and personality on borrowers’ abilities to manage their debts," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101703.
• Gong, Pu & Wen, Zhuzhu & Xiong, Xiong & Gong, Cynthia M., 2021, "When do investors gamble in the stock market?," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101712.
• Dragomirescu-Gaina, Catalin & Philippas, Dionisis & Tsionas, Mike G., 2021, "Trading off accuracy for speed: Hedge funds' decision-making under uncertainty," International Review of Financial Analysis, Elsevier, volume 75, issue C, DOI: 10.1016/j.irfa.2021.101728.
• Liu, Hao & Zhang, Qun, 2021, "Firm age and realized idiosyncratic return volatility in China: The role of short-sales constraints," International Review of Financial Analysis, Elsevier, volume 75, issue C, DOI: 10.1016/j.irfa.2021.101745.
• González, Maria de la O. & Jareño, Francisco & Skinner, Frank S., 2021, "Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2021.101773.
• Kim, Donghyun & Li, Chengcheng & Wang, Xiaoqiong, 2021, "Risk-taking and performance of government bond mutual funds," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2021.101780.
• Tosun, Onur Kemal, 2021, "Cyber-attacks and stock market activity," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2021.101795.
• Vigo Pereira, Caio, 2021, "Portfolio efficiency with high-dimensional data as conditioning information," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101811.
• Nonejad, Nima, 2021, "Predicting equity premium using news-based economic policy uncertainty: Not all uncertainty changes are equally important," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101818.
• Fang, Dawei & Holmen, Martin & Mavruk, Taylan, 2021, "Meeting new peers: The effects of Morningstar category reassignment on fund flows and star ratings," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101842.
• Fang, Hao & Chung, Chien-Ping & Lu, Yang-Cheng & Lee, Yen-Hsien & Wang, Wen-Hao, 2021, "The impacts of investors' sentiments on stock returns using fintech approaches," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101858.
• Fei, Tianlun & Liu, Xiaoquan, 2021, "Herding and market volatility," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101880.
• Schneider, Julian & Oehler, Andreas, 2021, "Competition for visibility: When do (FX) signal providers employ lotteries?," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101892.
• Ma, Feng & Wang, Ruoxin & Lu, Xinjie & Wahab, M.I.M., 2021, "A comprehensive look at stock return predictability by oil prices using economic constraint approaches," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101899.
• Moraes, Fernando & Cavalcante-Filho, Elias & De-Losso, Rodrigo, 2021, "Unskilled fund managers: Replicating active fund performance with few ETFs," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101900.
• Ndayisaba, Gilbert A. & Ahmed, Abdullahi D., 2021, "Demystifying the paradoxical popularity of stock buybacks in a market environment characterised by high stock prices," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101907.
• Zaremba, Adam & Bilgin, Mehmet Huseyin & Long, Huaigang & Mercik, Aleksander & Szczygielski, Jan J., 2021, "Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101908.
• Miguel, António F. & Chen, Yihao, 2021, "Do machines beat humans? Evidence from mutual fund performance persistence," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101913.
• Kassimatis, Konstantinos, 2021, "Mean-variance versus utility maximization revisited: The case of constant relative risk aversion," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101932.
• Apergis, Nicholas & Chasiotis, Ioannis & Georgantopoulos, Andreas G. & Konstantios, Dimitrios, 2021, "The integration of share repurchases into investment decision-making: Evidence from Japan," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101950.
• Giannikos, Christos I. & Koimisis, Georgios, 2021, "Habits, Wealth and Equity Risk Premium," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101518.
• Mu, Congming & Yan, Jingzhou & Liang, Zhian, 2021, "Optimal risk taking under high-water mark contract with jump risk," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101460.
• Kellner, Ralf & Rösch, Daniel, 2021, "A Bayesian Re-Interpretation of “significant” empirical financial research," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101402.
• Bazley, William J. & Bonaparte, Yosef & Korniotis, George M., 2021, "Financial Self-awareness: Who Knows What They Don’t Know?," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101445.
• Guo, Haifeng & Hung, Chi-Hsiou D. & Kontonikas, Alexandros, 2021, "Investor sentiment and the pre-FOMC announcement drift," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101443.
• Kinateder, Harald & Papavassiliou, Vassilios G., 2021, "Calendar effects in Bitcoin returns and volatility," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101420.
• Silahli, Baykar & Dingec, Kemal Dincer & Cifter, Atilla & Aydin, Nezir, 2021, "Portfolio value-at-risk with two-sided Weibull distribution: Evidence from cryptocurrency markets," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101425.
• Huang, Jia & Chen, Zheng, 2021, "Optimal risk asset allocation of a loss-averse bank with partial information under inflation risk," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101513.
• Pardo, Ángel, 2021, "Carbon and inflation," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101519.
• Pham, Quynh Thi Thuy, 2021, "Stock Return Predictability: Evidence Across US Industries," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101531.
• Omane-Adjepong, Maurice & Alagidede, Imhotep Paul, 2021, "Exploration of safe havens for Africa's stock markets: A test case under COVID-19 crisis," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101877.
• Gan, Liu & Lv, Wujun & Chen, Yifei, 2021, "Capital structure adjustment speed over the business cycle," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101574.
• Galvani, Valentina, 2021, "The value premium during flights," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101606.
• Hodoshima, Jiro, 2021, "The computational property of the Aumann–Serrano performance index under risk-averse and risk-loving preference," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101588.
• Han, Bingyan & Wong, Hoi Ying, 2021, "Merton’s portfolio problem under Volterra Heston model," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101580.
• Ghoul, Sadok El & Karoui, Aymen, 2021, "What's in a (Green) Name? The Consequences of Greening Fund Names on Fund Flows, Turnover, and Performance," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101620.
• Gupta-Mukherjee, Swasti, 2021, "When is money smart? Mutual fund flows and disposable income," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101609.
• Li, Helong & Huang, Qin & Wu, Baiyi, 2021, "Improving the naive diversification: An enhanced indexation approach," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101661.
• Beyene, Nardos & Huang, Peng & Hueng, C. James, 2021, "Illiquidity contagion and pricing of commonality risk: Evidence from a dynamic conditional correlation model," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101571.
• ANGHEL, Dan-Gabriel, 2021, "A reality check on trading rule performance in the cryptocurrency market: Machine learning vs. technical analysis," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101655.
• Chen, Wen & Minney, Aaron & Toscas, Peter & Koo, Bonsoo & Zhu, Zili & Pantelous, Athanasios A., 2021, "Personalised drawdown strategies and partial annuitisation to mitigate longevity risk," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101644.
• Wu, Yu & Zhang, Tong, 2021, "Can credit ratings predict defaults in peer-to-peer online lending? Evidence from a Chinese platform," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101724.
• Fang, Jiali & Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2021, "Do stocks outperform treasury bills in international markets?," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101710.
• Ghabri, Yosra & Guesmi, Khaled & Zantour, Ahlem, 2021, "Bitcoin and liquidity risk diversification," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101679.
• Xia, Chuanxin & Yang, Nien-Tzu & Lin, Chaonan & Ko, Kuan-Cheng, 2021, "Multi-market trading, price delay, and return predictability," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101730.
• AlKhazali, Osamah M. & Lean, Hooi Hooi & Mirzaei, Ali & Zoubi, Taisier, 2021, "A comparison of the gold-oil portfolio and oil portfolio: A stochastic dominance approach," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101670.
• Nguyen, Thi Thu Ha & Naeem, Muhammad Abubakr & Balli, Faruk & Balli, Hatice Ozer & Vo, Xuan Vinh, 2021, "Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101739.
• Lee, Dongyeol & Kim, Woo Chang, 2021, "Cost of shareholder engagement by institutional investors under short-swing profit rule," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101700.
• Yan, Youliang & Xu, Xixiong & Lai, Jieji, 2021, "Does Confucian culture influence corporate R&D investment? Evidence from Chinese private firms," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101719.
• Wu, Chunying & Xiong, Xiong & Gao, Ya, 2021, "Performance comparisons between ETFs and traditional index funds: Evidence from China," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101740.
• Angerer, Martin & Hoffmann, Christian Hugo & Neitzert, Florian & Kraus, Sascha, 2021, "Objective and subjective risks of investing into cryptocurrencies," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101737.
• Wattanatorn, Woraphon & Padungsaksawasdi, Chaiyuth, 2021, "Cokurtosis and the Ability of Mutual Fund Managers," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101777.
• Zhang, Yongjie & Wang, Meng & Xiong, Xiong & Zou, Gaofeng, 2021, "Volatility spillovers between stock, bond, oil, and gold with portfolio implications: Evidence from China," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101786.
• Wen, Fenghua & Zou, Qian & Wang, Xiong, 2021, "The contrarian strategy of institutional investors in Chinese stock market," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101845.
• Horváth, Dominik & Wang, Yung-Lin, 2021, "The examination of Fama-French Model during the Covid-19," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101848.
• Nazaire, Gregory & Pacurar, Maria & Sy, Oumar, 2021, "Factor Investing and Risk Management: Is Smart-Beta Diversification Smart?," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101854.
• Taussig, Roi D., 2021, "Competition risk and expected stock returns," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101860.
• Cupák, Andrej & Fessler, Pirmin & Schneebaum, Alyssa, 2021, "Gender differences in risky asset behavior: The importance of self-confidence and financial literacy," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101880.
• Guo, Rui & Jiang, Ying & Li, Ao & Qiu, Zhigang & Wang, Hefei, 2021, "A model of delegation with a VaR constraint," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101895.
• Bank, Matthias & Insam, Franz, 2021, "Corporate aging and changes in the pricing of stock characteristics," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101908.
• Omura, Akihiro & Roca, Eduardo & Nakai, Miwa, 2021, "Does responsible investing pay during economic downturns: Evidence from the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101914.
• Brzeszczyński, Janusz & Gajdka, Jerzy & Schabek, Tomasz, 2021, "How risky are the socially responsible investment (SRI) stocks? Evidence from the Central and Eastern European (CEE) companies," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101939.
• Maheu, John M. & McCurdy, Thomas H. & Song, Yong, 2021, "Bull and bear markets during the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.102091.
• Sha, Yezhou & Song, Weijia, 2021, "Can Bitcoin hedge Belt and Road equity markets?," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.102129.
• Mazumder, Sharif & Saha, Pritam, 2021, "COVID-19: Fear of pandemic and short-term IPO performance," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101977.
• Kwon, Kyung Yoon & Kang, Jangkoo & Yun, Jaesun, 2021, "Basis-momentum strategies and ranking periods," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101997.
• Kim, Karam & Ryu, Doojin, 2021, "Term structure of sentiment effect on investor trading behavior," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102005.
• 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.